Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 22.79%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $305.89 with an annualized Implied Volatility (IV) of 22.79%.

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

$305.89

IV

22.79%

Volatility Math (7 Days)

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

Formula: 22.79% × √(7/365) ≈ 3.16%.

In dollar terms, this is approximately ±$9.67.

The market expects JPM to stay within ±3.16% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.16%

Exp. Move $

±$9.67

Probability Cone

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

68% Confidence

$296.24 — $315.54

80% Confidence

$293.51 — $318.27

90% Confidence

$290.01 — $321.77

95% Confidence

$286.97 — $324.81

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 22.79% implies a ±3.16% move in 7 days.
  • The 68% confidence interval is $296.24 to $315.54.
  • Ranges are based on static IV; earnings or news can expand these significantly.