Personally, I think you are competitive at all the programs. Add MIT to your list.
Great GPA in a hard major. CFA L1 is good. Strong GMAT and you scored well evenly (good Q and V). O&G internship experience is extensive and very good. Athlete is just icing on the cake. You'd get into Vanderbilt with a generous scholarship. UT Austin as well. IMO, I think you'd be a slam dunk at MIT. Same for all the other schools. Your GMAT is high enough that Bocconi will give you a tuition scholarship.
I'd focus on Bocconi, HEC, LBS/LSE. IMO, IE and ESADE are the weaker programs on your list. You'll get into the stronger ones without an issue.
Great profile, good luck!