Volatility Analysis
Weekly Volatility Outlook: BA
BA implied volatility is at 33.59%. We break down the 7-day expected move and probability zones.
Market Context
BA is trading at $215.75 with an annualized Implied Volatility (IV) of 33.59%.
With 7 days to expiration (Target: Aug 7, 2026), the market is pricing in the following potential range.
Analysis Date
Jul 31, 2026
Target Date
Aug 7, 2026
Price
$215.75
IV
33.59%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 33.59% × √(7/365) ≈ 4.65%.
In dollar terms, this is approximately ±$10.03.
Time Factor
0.1385
Exp. Move %
±4.65%
Exp. Move $
±$10.03
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$205.71 — $225.79
80% Confidence
$202.89 — $228.61
90% Confidence
$199.24 — $232.26
95% Confidence
$196.08 — $235.42
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 33.59% implies a ±4.65% move in 7 days.
- The 68% confidence interval is $205.71 to $225.79.
- Ranges are based on static IV; earnings or news can expand these significantly.