Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 29.82%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $302.55 with an annualized Implied Volatility (IV) of 29.82%.

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

$302.55

IV

29.82%

Volatility Math (7 Days)

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

Formula: 29.82% × √(7/365) ≈ 4.13%.

In dollar terms, this is approximately ±$12.50.

The market expects JPM to stay within ±4.13% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.13%

Exp. Move $

±$12.50

Probability Cone

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

68% Confidence

$290.06 — $315.04

80% Confidence

$286.53 — $318.57

90% Confidence

$282.00 — $323.10

95% Confidence

$278.06 — $327.04

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 29.82% implies a ±4.13% move in 7 days.
  • The 68% confidence interval is $290.06 to $315.04.
  • Ranges are based on static IV; earnings or news can expand these significantly.