Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 30.54%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $217.30 with an annualized Implied Volatility (IV) of 30.54%.

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

$217.30

IV

30.54%

Volatility Math (7 Days)

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

Formula: 30.54% × √(7/365) ≈ 4.23%.

In dollar terms, this is approximately ±$9.19.

The market expects COF to stay within ±4.23% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.23%

Exp. Move $

±$9.19

Probability Cone

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

68% Confidence

$208.11 — $226.49

80% Confidence

$205.52 — $229.08

90% Confidence

$202.18 — $232.42

95% Confidence

$199.29 — $235.31

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 30.54% implies a ±4.23% move in 7 days.
  • The 68% confidence interval is $208.11 to $226.49.
  • Ranges are based on static IV; earnings or news can expand these significantly.