Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 43.93%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $239.14 with an annualized Implied Volatility (IV) of 43.93%.

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

$239.14

IV

43.93%

Volatility Math (7 Days)

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

Formula: 43.93% × √(7/365) ≈ 6.08%.

In dollar terms, this is approximately ±$14.54.

The market expects COF to stay within ±6.08% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±6.08%

Exp. Move $

±$14.54

Probability Cone

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

68% Confidence

$224.59 — $253.69

80% Confidence

$220.49 — $257.79

90% Confidence

$215.21 — $263.07

95% Confidence

$210.63 — $267.65

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 43.93% implies a ±6.08% move in 7 days.
  • The 68% confidence interval is $224.59 to $253.69.
  • Ranges are based on static IV; earnings or news can expand these significantly.