Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 25.35%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $322.40 with an annualized Implied Volatility (IV) of 25.35%.

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

$322.40

IV

25.35%

Volatility Math (7 Days)

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

Formula: 25.35% × √(7/365) ≈ 3.51%.

In dollar terms, this is approximately ±$11.32.

The market expects JPM to stay within ±3.51% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.51%

Exp. Move $

±$11.32

Probability Cone

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

68% Confidence

$311.08 — $333.72

80% Confidence

$307.89 — $336.91

90% Confidence

$303.78 — $341.02

95% Confidence

$300.21 — $344.59

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 25.35% implies a ±3.51% move in 7 days.
  • The 68% confidence interval is $311.08 to $333.72.
  • Ranges are based on static IV; earnings or news can expand these significantly.