The options market is pricing a — move for BAC's 2027-01-13 · after close report. Over its last 8 reports, BAC has actually moved ±2.7% on average (biggest: ±4.8%). That's a 0.87× realized-vs-implied ratio, so the options look overpriced — BAC has historically moved less than what's priced, which favors selling premium (iron condor / credit spreads) if you have an edge. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 88% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +0.2%).
Longer run: across all 20 reports on record (since 2020-01-15), the options overpriced BAC's move 65% of the time — more often than the 57% market-wide average. Median actual move was 0.68× the implied (mean implied ±3.4%, mean actual ±2.6%), so on this longer sample the options screen rich. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-10-14 | 1.11 | 1.08 | miss | ±2.9% | -4.8% | -6.2% |
| 2026-07-14 | 1.13 | 1.21 | beat | ±3% | +1.9% | +1.5% |
| 2026-04-15 | 1.00 | 1.11 | beat | ±2.7% | +1.8% | +0.2% |
| 2026-01-14 | 0.96 | 0.98 | beat | ±2.7% | -3.8% | -4.5% |
| 2025-10-15 | 0.94 | 1.06 | beat | ±3.3% | +4.4% | +2.9% |
| 2025-07-16 | 0.86 | 0.89 | beat | ±3.1% | -0.3% | +3.5% |
| 2025-04-15 | 0.81 | 0.90 | beat | ±4% | +3.6% | +0.7% |
| 2025-01-16 | 0.77 | 0.82 | beat | ±2.9% | -1% | -2.8% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
BAC is scheduled to report on 2027-01-13, after the close. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show BAC's live.
Over its last 8 reports, BAC has beaten EPS estimates 88% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, BAC moved ±2.7% on average versus a ±3.1% implied move — a 0.87× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See BAC's positioning too: BAC gamma exposure → · BAC options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
