Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 19.94%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $52.97 with an annualized Implied Volatility (IV) of 19.94%.

With 7 days to expiration (Target: Jan 23, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 16, 2026

Target Date

Jan 23, 2026

Price

$52.97

IV

19.94%

Volatility Math (7 Days)

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

Formula: 19.94% × √(7/365) ≈ 2.76%.

In dollar terms, this is approximately ±$1.46.

The market expects BAC to stay within ±2.76% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±2.76%

Exp. Move $

±$1.46

Probability Cone

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

68% Confidence

$51.51 — $54.43

80% Confidence

$51.10 — $54.84

90% Confidence

$50.56 — $55.38

95% Confidence

$50.10 — $55.84

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 19.94% implies a ±2.76% move in 7 days.
  • The 68% confidence interval is $51.51 to $54.43.
  • Ranges are based on static IV; earnings or news can expand these significantly.