Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 23.44%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $53.20 with an annualized Implied Volatility (IV) of 23.44%.

With 7 days to expiration (Target: Feb 06, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 30, 2026

Target Date

Feb 06, 2026

Price

$53.20

IV

23.44%

Volatility Math (7 Days)

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

Formula: 23.44% × √(7/365) ≈ 3.25%.

In dollar terms, this is approximately ±$1.73.

The market expects BAC to stay within ±3.25% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.25%

Exp. Move $

±$1.73

Probability Cone

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

68% Confidence

$51.47 — $54.93

80% Confidence

$50.99 — $55.41

90% Confidence

$50.36 — $56.04

95% Confidence

$49.82 — $56.58

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 23.44% implies a ±3.25% move in 7 days.
  • The 68% confidence interval is $51.47 to $54.93.
  • Ranges are based on static IV; earnings or news can expand these significantly.