Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 36.07%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $207.37 with an annualized Implied Volatility (IV) of 36.07%.

With 7 days to expiration (Target: Feb 20, 2026), the market is pricing in the following potential range.

Analysis Date

Feb 13, 2026

Target Date

Feb 20, 2026

Price

$207.37

IV

36.07%

Volatility Math (7 Days)

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

Formula: 36.07% × √(7/365) ≈ 4.99%.

In dollar terms, this is approximately ±$10.35.

The market expects COF to stay within ±4.99% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.99%

Exp. Move $

±$10.35

Probability Cone

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

68% Confidence

$197.01 — $217.73

80% Confidence

$194.09 — $220.65

90% Confidence

$190.33 — $224.41

95% Confidence

$187.07 — $227.67

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 36.07% implies a ±4.99% move in 7 days.
  • The 68% confidence interval is $197.01 to $217.73.
  • Ranges are based on static IV; earnings or news can expand these significantly.