Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 31.51%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $201.52 with an annualized Implied Volatility (IV) of 31.51%.

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

$201.52

IV

31.51%

Volatility Math (7 Days)

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

Formula: 31.51% × √(7/365) ≈ 4.36%.

In dollar terms, this is approximately ±$8.79.

The market expects COF to stay within ±4.36% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.36%

Exp. Move $

±$8.79

Probability Cone

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

68% Confidence

$192.73 — $210.31

80% Confidence

$190.25 — $212.79

90% Confidence

$187.06 — $215.98

95% Confidence

$184.29 — $218.75

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 31.51% implies a ±4.36% move in 7 days.
  • The 68% confidence interval is $192.73 to $210.31.
  • Ranges are based on static IV; earnings or news can expand these significantly.