Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 34.23%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $218.93 with an annualized Implied Volatility (IV) of 34.23%.

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

$218.93

IV

34.23%

Volatility Math (7 Days)

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

Formula: 34.23% × √(7/365) ≈ 4.74%.

In dollar terms, this is approximately ±$10.38.

The market expects COF to stay within ±4.74% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.74%

Exp. Move $

±$10.38

Probability Cone

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

68% Confidence

$208.55 — $229.31

80% Confidence

$205.63 — $232.23

90% Confidence

$201.86 — $236.00

95% Confidence

$198.59 — $239.27

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 34.23% implies a ±4.74% move in 7 days.
  • The 68% confidence interval is $208.55 to $229.31.
  • Ranges are based on static IV; earnings or news can expand these significantly.