Volatility Analysis
Weekly Volatility Outlook: JPM
JPM implied volatility is at 19.82%. We break down the 7-day expected move and probability zones.
Market Context
JPM is trading at $351.67 with an annualized Implied Volatility (IV) of 19.82%.
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
$351.67
IV
19.82%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 19.82% × √(7/365) ≈ 2.74%.
In dollar terms, this is approximately ±$9.64.
Time Factor
0.1385
Exp. Move %
±2.74%
Exp. Move $
±$9.64
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$342.02 — $361.32
80% Confidence
$339.30 — $364.04
90% Confidence
$335.79 — $367.55
95% Confidence
$332.75 — $370.59
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 19.82% implies a ±2.74% move in 7 days.
- The 68% confidence interval is $342.02 to $361.32.
- Ranges are based on static IV; earnings or news can expand these significantly.