File: BACFinancials · Mega capCLIPPED · 2026-06-30

BAC

Bank of America

Mkt cap $383B
Sector benchmark XLF

56.98

−1.6%

±1.5%into Jul 256.13–57.83±4.9%monthly54.17–59.79Pullback · —Knife · WatchingMomentum · —DP short-vol · 50% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high58.19

6m low46.48

Vol vs 20d avg0.9×

Off 52-wk high-2.1%

Dark pool FINRA · T+1

Short-vol ratio50% · above 20d

Off-exchange share28%

vs own 1-yr (z)0.4

full dark-pool history →

Sector RS vs XLF

+9.4%vs XLF · 63 sessions

BAC vs XLF · 3m+9.4%

BAC vs XLF · 6m+5.8%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall58.00

Zero-gamma57.50

Put wall57.00

Spot vs zero-γ0.9% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Sitting below zero-gamma (57.50) — dealer hedging chases moves below it. The 58.00 call wall is the nearest-expiry ceiling heuristic; 57.00 is the floor. Options price ±1.5% into Jul 2. Dark-pool short volume at 50% and above vs its 20-day. The falling-knife screen has it watching after a 19% sell-off.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.