Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 19.69%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $312.47 with an annualized Implied Volatility (IV) of 19.69%.

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

$312.47

IV

19.69%

Volatility Math (7 Days)

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

Formula: 19.69% × √(7/365) ≈ 2.73%.

In dollar terms, this is approximately ±$8.53.

The market expects JPM to stay within ±2.73% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±2.73%

Exp. Move $

±$8.53

Probability Cone

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

68% Confidence

$303.95 — $320.99

80% Confidence

$301.55 — $323.39

90% Confidence

$298.46 — $326.48

95% Confidence

$295.77 — $329.17

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 19.69% implies a ±2.73% move in 7 days.
  • The 68% confidence interval is $303.95 to $320.99.
  • Ranges are based on static IV; earnings or news can expand these significantly.