Volatility Analysis

Weekly Volatility Outlook: COF

COF implied volatility is at 31.18%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

COF is trading at $208.03 with an annualized Implied Volatility (IV) of 31.18%.

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

$208.03

31.18%

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

Formula: 31.18% × √(7/365) ≈ 4.32%.

In dollar terms, this is approximately ±$8.99.

The market expects COF to stay within ±4.32% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.32%

Exp. Move $

±$8.99

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

68% Confidence

$199.05 — $217.01

80% Confidence

$196.52 — $219.54

90% Confidence

$193.25 — $222.81

95% Confidence

$190.42 — $225.64

This analysis is a static projection based on current IV. Real-world events may cause price to move outside these bounds. Not investment advice.