Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 24.59%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $334.80 with an annualized Implied Volatility (IV) of 24.59%.

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

$334.80

IV

24.59%

Volatility Math (6 Days)

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

Formula: 24.59% × √(6/365) ≈ 3.15%.

In dollar terms, this is approximately ±$10.55.

The market expects JPM to stay within ±3.15% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±3.15%

Exp. Move $

±$10.55

Probability Cone

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

68% Confidence

$324.25 — $345.35

80% Confidence

$321.27 — $348.33

90% Confidence

$317.44 — $352.16

95% Confidence

$314.11 — $355.49

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 24.59% implies a ±3.15% move in 6 days.
  • The 68% confidence interval is $324.25 to $345.35.
  • Ranges are based on static IV; earnings or news can expand these significantly.