Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 36.21%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $55.85 with an annualized Implied Volatility (IV) of 36.21%.

With 7 days to expiration (Target: Jan 16, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 9, 2026

Target Date

Jan 16, 2026

Price

$55.85

IV

36.21%

Volatility Math (7 Days)

To estimate the expected move, we convert annualized IV to the 7-day timeframe.

Formula: 36.21% × √(7/365) ≈ 5.01%.

In dollar terms, this is approximately ±$2.80.

The market expects BAC to stay within ±5.01% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±5.01%

Exp. Move $

±$2.80

Probability Cone

The following table shows the statistical probability ranges based on current volatility.

68% Confidence

$53.05 — $58.65

80% Confidence

$52.26 — $59.44

90% Confidence

$51.24 — $60.46

95% Confidence

$50.36 — $61.34

Disclaimer

This analysis is a static projection based on current IV. Real-world events may cause price to move outside these bounds. Not investment advice.

Key takeaways

  • Current IV of 36.21% implies a ±5.01% move in 7 days.
  • The 68% confidence interval is $53.05 to $58.65.
  • Ranges are based on static IV; earnings or news can expand these significantly.