BAC·Bank of America Corporation

Realized volatility (21d)

18.3% 19th pct

Below its peak

-17.7%

vs 200-day average

-3.4%

Up days (1y)

55%

Bank of America Corporation is currently running 18.3% 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 19th percentile — unusually subdued by its own history, against a typical reading of 23.6%. 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 -17.7% 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 -3.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 27th percentile — a narrower gap than it typically runs. Over the past year BAC closed higher on 55% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, BAC finished the month higher 9 of 14 times, with a median return of +5.6% and an average of +4.2%. 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 3,268 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 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against BAC's own 13-year history, not a peer group or index.