Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 34.67%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

JPM is trading at $336.82 with an annualized Implied Volatility (IV) of 34.67%.

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

$336.82

IV

34.67%

Volatility Math (7 Days)

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

Formula: 34.67% × √(7/365) ≈ 4.80%.

In dollar terms, this is approximately ±$16.17.

The market expects JPM to stay within ±4.80% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.80%

Exp. Move $

±$16.17

Probability Cone

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

68% Confidence

$320.65 — $352.99

80% Confidence

$316.10 — $357.55

90% Confidence

$310.22 — $363.42

95% Confidence

$305.13 — $368.52

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 34.67% implies a ±4.80% move in 7 days.
  • The 68% confidence interval is $320.65 to $352.99.
  • Ranges are based on static IV; earnings or news can expand these significantly.