Net delta exposure for Bank of America Corporation (BAC) options was -$551.63M per 1% move at the Nov 4, 2026 close. It has been positive on 2 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$465.2M.
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Delta Exposure by Strike
Showing results for BAC, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for BAC, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for BAC, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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BAC Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is BAC delta exposure positive or negative?
Bank of America net delta exposure was negative on Nov 4, 2026, at -$551.63M. It has been positive on 2 of the last 20 trading days.
How has BAC delta exposure changed recently?
Bank of America net delta exposure went from -$465.2M on Oct 7, 2026 to -$551.63M on Nov 4, 2026. See the BAC delta exposure history for a longer view.
What is Bank of America Corporation?
Bank of America is a formidable financial titan with a $3.43 trillion balance sheet and a cornerstone of the American economy, holding the second-largest deposit market share in the United States.