Volatility Analysis

Weekly Volatility Outlook: JPM

JPM implied volatility is at 22.05%. We break down the 7-day expected move and probability zones.

4 min read

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.

The market expects JPM to stay within ±3.05% about 68% of the time over the next 7 days.

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.