Volatility Analysis

Weekly Volatility Outlook: BA

BA implied volatility is at 35.03%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

BA is trading at $226.01 with an annualized Implied Volatility (IV) of 35.03%.

With 6 days to expiration (Target: Jul 10, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 4, 2026

Target Date

Jul 10, 2026

Price

$226.01

IV

35.03%

Volatility Math (6 Days)

To estimate the expected move, we convert annualized IV to the 6-day timeframe.

Formula: 35.03% × √(6/365) ≈ 4.49%.

In dollar terms, this is approximately ±$10.15.

The market expects BA to stay within ±4.49% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±4.49%

Exp. Move $

±$10.15

Probability Cone

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

68% Confidence

$215.86 — $236.17

80% Confidence

$213.00 — $239.02

90% Confidence

$209.32 — $242.71

95% Confidence

$206.12 — $245.91

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 35.03% implies a ±4.49% move in 6 days.
  • The 68% confidence interval is $215.86 to $236.17.
  • Ranges are based on static IV; earnings or news can expand these significantly.