Volatility Analysis
Weekly Volatility Outlook: C
C implied volatility is at 41.65%. We break down the 7-day expected move and probability zones.
Market Context
C is trading at $121.32 with an annualized Implied Volatility (IV) of 41.65%.
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
$121.32
IV
41.65%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 41.65% × √(7/365) ≈ 5.77%.
In dollar terms, this is approximately ±$7.00.
Time Factor
0.1385
Exp. Move %
±5.77%
Exp. Move $
±$7.00
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$114.32 — $128.32
80% Confidence
$112.35 — $130.29
90% Confidence
$109.81 — $132.83
95% Confidence
$107.60 — $135.04
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 41.65% implies a ±5.77% move in 7 days.
- The 68% confidence interval is $114.32 to $128.32.
- Ranges are based on static IV; earnings or news can expand these significantly.