Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 24.80%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $56.53 with an annualized Implied Volatility (IV) of 24.80%.

With 7 days to expiration (Target: Feb 13, 2026), the market is pricing in the following potential range.

Analysis Date

Feb 06, 2026

Target Date

Feb 13, 2026

Price

$56.53

IV

24.80%

Volatility Math (7 Days)

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

Formula: 24.80% × √(7/365) ≈ 3.44%.

In dollar terms, this is approximately ±$1.94.

The market expects BAC to stay within ±3.44% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.44%

Exp. Move $

±$1.94

Probability Cone

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

68% Confidence

$54.59 — $58.47

80% Confidence

$54.04 — $59.02

90% Confidence

$53.34 — $59.72

95% Confidence

$52.72 — $60.34

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 24.80% implies a ±3.44% move in 7 days.
  • The 68% confidence interval is $54.59 to $58.47.
  • Ranges are based on static IV; earnings or news can expand these significantly.