BAC·Bank of America Corporation

Realized volatility (21d)

15.5% 7th pct

Below its peak

-3.6%

vs 200-day average

+14.1%

Up days (1y)

55%

Bank of America Corporation is currently running 15.5% annualised volatility over the last 21 sessions. Measured against BAC's own 13 years of daily returns rather than a market-wide average, that is the 7th percentile — unusually subdued by its own history, against a typical reading of 23.5%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

BAC is trading -3.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -23.5%, and the deepest was -47.8% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +14.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 77th percentile — a somewhat wider gap than its own norm. Over the past year BAC closed higher on 55% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 13 years of records, BAC finished the month higher 5 of 13 times, with a median return of -1.7% and an average of -1.0%. Its strongest month historically has been November at +7.4% on average, its weakest March at -4.2%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: BAC has opened more than 2% away from the prior close in 48 of 3,269 sessions (1.5% of the time), with the largest gaps running +7.7% and -7.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, BAC moved an average of 1.1% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.4% and a largest of +1.5%.

All figures computed from 3,270 daily closes between 2013-09-05 and 2026-09-04, split-adjusted, recomputed daily. Percentiles are against BAC's own 13-year history, not a peer group or index.