Volatility Analysis

Weekly Volatility Outlook: C

C implied volatility is at 31.82%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

C is trading at $140.07 with an annualized Implied Volatility (IV) of 31.82%.

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

$140.07

IV

31.82%

Volatility Math (6 Days)

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

Formula: 31.82% × √(6/365) ≈ 4.08%.

In dollar terms, this is approximately ±$5.71.

The market expects C to stay within ±4.08% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±4.08%

Exp. Move $

±$5.71

Probability Cone

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

68% Confidence

$134.36 — $145.78

80% Confidence

$132.75 — $147.39

90% Confidence

$130.67 — $149.47

95% Confidence

$128.87 — $151.27

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 31.82% implies a ±4.08% move in 6 days.
  • The 68% confidence interval is $134.36 to $145.78.
  • Ranges are based on static IV; earnings or news can expand these significantly.