Volatility Analysis
Weekly Volatility Outlook: JPM
JPM implied volatility is at 22.05%. We break down the 7-day expected move and probability zones.
Market Context
JPM is trading at $353.10 with an annualized Implied Volatility (IV) of 22.05%.
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
$353.10
IV
22.05%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 22.05% × √(7/365) ≈ 3.05%.
In dollar terms, this is approximately ±$10.77.
Time Factor
0.1385
Exp. Move %
±3.05%
Exp. Move $
±$10.77
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$342.32 — $363.88
80% Confidence
$339.28 — $366.92
90% Confidence
$335.36 — $370.84
95% Confidence
$331.96 — $374.24
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 22.05% implies a ±3.05% move in 7 days.
- The 68% confidence interval is $342.32 to $363.88.
- Ranges are based on static IV; earnings or news can expand these significantly.