Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 34.51%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $329.19 with an annualized Implied Volatility (IV) of 34.51%.

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

$329.19

IV

34.51%

Volatility Math (7 Days)

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

Formula: 34.51% × √(7/365) ≈ 4.78%.

In dollar terms, this is approximately ±$15.74.

The market expects JPM to stay within ±4.78% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.78%

Exp. Move $

±$15.74

Probability Cone

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

68% Confidence

$313.46 — $344.92

80% Confidence

$309.02 — $349.36

90% Confidence

$303.31 — $355.07

95% Confidence

$298.36 — $360.02

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 34.51% implies a ±4.78% move in 7 days.
  • The 68% confidence interval is $313.46 to $344.92.
  • Ranges are based on static IV; earnings or news can expand these significantly.