File: BACFinancials · Mega capCLIPPED · 2026-09-14

BAC

Bank of America

Mkt cap $383B
Sector benchmark XLF

59.47

−5.1%

±2.5%into Sep 1857.97–60.97±2.5%monthly57.97–60.97Pullback · CandidateKnife · —Momentum · —DP short-vol · 45% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high64.81

6m low46.59

Vol vs 20d avg2.1× · heavy

Off 52-wk high-8.2%

Dark pool FINRA · T+1

22Selection score
frozen logit · OOS +0.145R · one era

Short-vol ratio45% · easing

Off-exchange share27%

vs own 1-yr (z)0.7

full dark-pool history →

Sector RS vs XLF

−1.1%vs XLF · 63 sessions

BAC vs XLF · 3m−1.1%

BAC vs XLF · 6m+9.1%

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

Gamma profile CBOE delayed

Call wall60.00

Zero-gamma59.50

Put wall60.00

Spot vs zero-γ0.1% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

3 Aug → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep2.51%−0.03 pp

Call wall moved65.00 → 60.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Sitting below zero-gamma (59.50) — dealer hedging chases moves below it. The 60.00 call wall is the nearest-expiry ceiling heuristic; 60.00 is the floor. Options price ±2.5% into Sep 18. Dark-pool short volume at 45% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 28.

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