Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 34.04%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $201.61 with an annualized Implied Volatility (IV) of 34.04%.

With 7 days to expiration (Target: Jul 31, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 24, 2026

Target Date

Jul 31, 2026

Price

$201.61

IV

34.04%

Volatility Math (7 Days)

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

Formula: 34.04% × √(7/365) ≈ 4.71%.

In dollar terms, this is approximately ±$9.50.

The market expects COF to stay within ±4.71% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.71%

Exp. Move $

±$9.50

Probability Cone

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

68% Confidence

$192.10 — $211.12

80% Confidence

$189.43 — $213.79

90% Confidence

$185.97 — $217.25

95% Confidence

$182.98 — $220.24

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 34.04% implies a ±4.71% move in 7 days.
  • The 68% confidence interval is $192.10 to $211.12.
  • Ranges are based on static IV; earnings or news can expand these significantly.