BAC
Bank of America CorporationPre-market54.58+0.26 +0.48%USD
NYSE · as of Oct 12, 16:00 ET · 20m delayPre-market 54.10 −0.85%
Open
54.50
Prev close
54.32
Day range
54.2454.93
52-week range
46.1265.23
Volume
23.80M0.70×
Mkt cap
381.66B
P/E ttm
12.61
Fwd P/E
10.42
EPS ttm
4.33
Div yield
2.35%
Earnings
Oct 14, 2026
From 52w high
−16.33%
BAC market-implied price distribution
BAC Price at Expiry
22 OTM quotes · ATM IV 27.1%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
51%
spot 54.58
Expected price
54.53
forward 54.65
68% range
50–59
−7.7% / +7.7%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 46.24 | −15.3% |
| 16% | 50.37 | −7.7% |
| 25% | 51.89 | −4.9% |
| 50% (median) | 54.71 | +0.2% |
| 75% | 57.43 | +5.2% |
| 84% | 58.78 | +7.7% |
| 95% | 62.01 | +13.6% |
Move Odds
| Up 5% or more (57.31) | 26% |
|---|---|
| Up 10% or more (60.04) | 10% |
| Down 5% or more (51.85) | 25% |
| Down 10% or more (49.12) | 11% |
Options price a 10%+ drop at 11%, 1.1× the 9.7% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.