Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 33.82%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $59.65 with an annualized Implied Volatility (IV) of 33.82%.

With 7 days to expiration (Target: Jul 17, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 10, 2026

Target Date

Jul 17, 2026

Price

$59.65

IV

33.82%

Volatility Math (7 Days)

To estimate the expected move, we convert annualized IV to the 7-day timeframe.

Formula: 33.82% × √(7/365) ≈ 4.68%.

In dollar terms, this is approximately ±$2.79.

The market expects BAC to stay within ±4.68% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.68%

Exp. Move $

±$2.79

Probability Cone

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

68% Confidence

$56.86 — $62.44

80% Confidence

$56.07 — $63.23

90% Confidence

$55.05 — $64.25

95% Confidence

$54.17 — $65.13

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 33.82% implies a ±4.68% move in 7 days.
  • The 68% confidence interval is $56.86 to $62.44.
  • Ranges are based on static IV; earnings or news can expand these significantly.