Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 33.16%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

COF is trading at $204.90 with an annualized Implied Volatility (IV) of 33.16%.

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

$204.90

IV

33.16%

Volatility Math (6 Days)

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

Formula: 33.16% × √(6/365) ≈ 4.25%.

In dollar terms, this is approximately ±$8.71.

The market expects COF to stay within ±4.25% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±4.25%

Exp. Move $

±$8.71

Probability Cone

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

68% Confidence

$196.19 — $213.61

80% Confidence

$193.74 — $216.06

90% Confidence

$190.57 — $219.23

95% Confidence

$187.83 — $221.97

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 33.16% implies a ±4.25% move in 6 days.
  • The 68% confidence interval is $196.19 to $213.61.
  • Ranges are based on static IV; earnings or news can expand these significantly.