Volatility Analysis
Weekly Volatility Outlook: C
C implied volatility is at 28.48%. We break down the 7-day expected move and probability zones.
Market Context
C is trading at $113.59 with an annualized Implied Volatility (IV) of 28.48%.
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
$113.59
IV
28.48%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 28.48% × √(7/365) ≈ 3.94%.
In dollar terms, this is approximately ±$4.48.
Time Factor
0.1385
Exp. Move %
±3.94%
Exp. Move $
±$4.48
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$109.11 — $118.07
80% Confidence
$107.85 — $119.33
90% Confidence
$106.22 — $120.96
95% Confidence
$104.81 — $122.37
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 28.48% implies a ±3.94% move in 7 days.
- The 68% confidence interval is $109.11 to $118.07.
- Ranges are based on static IV; earnings or news can expand these significantly.