Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 33.52%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $222.79 with an annualized Implied Volatility (IV) of 33.52%.

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

$222.79

IV

33.52%

Volatility Math (7 Days)

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

Formula: 33.52% × √(7/365) ≈ 4.64%.

In dollar terms, this is approximately ±$10.34.

The market expects COF to stay within ±4.64% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.64%

Exp. Move $

±$10.34

Probability Cone

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

68% Confidence

$212.45 — $233.13

80% Confidence

$209.53 — $236.05

90% Confidence

$205.78 — $239.80

95% Confidence

$202.52 — $243.06

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 33.52% implies a ±4.64% move in 7 days.
  • The 68% confidence interval is $212.45 to $233.13.
  • Ranges are based on static IV; earnings or news can expand these significantly.