Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 27.44%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $249.20 with an annualized Implied Volatility (IV) of 27.44%.

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

$249.20

IV

27.44%

Volatility Math (7 Days)

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

Formula: 27.44% × √(7/365) ≈ 3.80%.

In dollar terms, this is approximately ±$9.47.

The market expects COF to stay within ±3.80% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.80%

Exp. Move $

±$9.47

Probability Cone

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

68% Confidence

$239.73 — $258.67

80% Confidence

$237.06 — $261.34

90% Confidence

$233.62 — $264.78

95% Confidence

$230.64 — $267.76

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 27.44% implies a ±3.80% move in 7 days.
  • The 68% confidence interval is $239.73 to $258.67.
  • Ranges are based on static IV; earnings or news can expand these significantly.