Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 22.37%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $51.72 with an annualized Implied Volatility (IV) of 22.37%.

With 7 days to expiration (Target: Jan 30, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 23, 2026

Target Date

Jan 30, 2026

Price

$51.72

IV

22.37%

Volatility Math (7 Days)

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

Formula: 22.37% × √(7/365) ≈ 3.10%.

In dollar terms, this is approximately ±$1.60.

The market expects BAC to stay within ±3.10% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.10%

Exp. Move $

±$1.60

Probability Cone

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

68% Confidence

$50.12 — $53.32

80% Confidence

$49.67 — $53.77

90% Confidence

$49.08 — $54.36

95% Confidence

$48.58 — $54.86

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 22.37% implies a ±3.10% move in 7 days.
  • The 68% confidence interval is $50.12 to $53.32.
  • Ranges are based on static IV; earnings or news can expand these significantly.