Volatility Analysis
Weekly Volatility Outlook: C
C implied volatility is at 25.74%. We break down the 7-day expected move and probability zones.
Market Context
C is trading at $118.04 with an annualized Implied Volatility (IV) of 25.74%.
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
$118.04
IV
25.74%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 25.74% × √(7/365) ≈ 3.57%.
In dollar terms, this is approximately ±$4.21.
Time Factor
0.1385
Exp. Move %
±3.57%
Exp. Move $
±$4.21
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$113.83 — $122.25
80% Confidence
$112.64 — $123.44
90% Confidence
$111.12 — $124.96
95% Confidence
$109.79 — $126.29
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 25.74% implies a ±3.57% move in 7 days.
- The 68% confidence interval is $113.83 to $122.25.
- Ranges are based on static IV; earnings or news can expand these significantly.