Volatility Analysis
Weekly Volatility Outlook: BAC
BAC implied volatility is at 19.28%. We break down the 7-day expected move and probability zones.
Market Context
BAC is trading at $61.99 with an annualized Implied Volatility (IV) of 19.28%.
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
$61.99
IV
19.28%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 19.28% × √(7/365) ≈ 2.67%.
In dollar terms, this is approximately ±$1.66.
Time Factor
0.1385
Exp. Move %
±2.67%
Exp. Move $
±$1.66
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$60.33 — $63.65
80% Confidence
$59.87 — $64.11
90% Confidence
$59.27 — $64.71
95% Confidence
$58.75 — $65.23
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 19.28% implies a ±2.67% move in 7 days.
- The 68% confidence interval is $60.33 to $63.65.
- Ranges are based on static IV; earnings or news can expand these significantly.