Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 21.89%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $297.72 with an annualized Implied Volatility (IV) of 21.89%.

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

$297.72

IV

21.89%

Volatility Math (7 Days)

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

Formula: 21.89% × √(7/365) ≈ 3.03%.

In dollar terms, this is approximately ±$9.02.

The market expects JPM to stay within ±3.03% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.03%

Exp. Move $

±$9.02

Probability Cone

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

68% Confidence

$288.69 — $306.75

80% Confidence

$286.15 — $309.29

90% Confidence

$282.87 — $312.57

95% Confidence

$280.03 — $315.41

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 21.89% implies a ±3.03% move in 7 days.
  • The 68% confidence interval is $288.69 to $306.75.
  • Ranges are based on static IV; earnings or news can expand these significantly.