Options WhaleEarnings volatility research

BAC · Expected-Move

Bank of America Corporation Common Stock (BAC) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$53.52
Expected move
$2.34
Expected move %
4.4%
Lower boundary
$51.19
Upper boundary
$55.86
Median historical move
2.1%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-17Realized move 2.3342%Implied move UnavailableSigned actual 2.3342% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
2.3342%UnavailableSigned actual 2.3342% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.0557%UnavailableSigned actual 1.0557% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.5329%UnavailableSigned actual 3.5329% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.3475%UnavailableSigned actual 5.3475% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.5487%3.9012%Signed actual 0.5487% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.9767%3.4713%Signed actual 0.9767% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.5995%4.6632%Signed actual 3.5995% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.2601%3.6186%Signed actual 0.2601% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.3721%3.9529%Signed actual 4.3721% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.7771%3.2178%Signed actual 3.7771% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.8182%3.149%Signed actual 1.8182% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.8823%3.521%Signed actual 1.8823% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.