Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 22.13%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $58.66 with an annualized Implied Volatility (IV) of 22.13%.

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

$58.66

IV

22.13%

Volatility Math (6 Days)

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

Formula: 22.13% × √(6/365) ≈ 2.84%.

In dollar terms, this is approximately ±$1.67.

The market expects BAC to stay within ±2.84% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±2.84%

Exp. Move $

±$1.67

Probability Cone

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

68% Confidence

$57.00 — $60.33

80% Confidence

$56.53 — $60.80

90% Confidence

$55.93 — $61.40

95% Confidence

$55.40 — $61.93

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 22.13% implies a ±2.84% move in 6 days.
  • The 68% confidence interval is $57.00 to $60.33.
  • Ranges are based on static IV; earnings or news can expand these significantly.