Volatility Analysis

Weekly Volatility Outlook: BAC

BAC implied volatility is at 28.14%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

BAC is trading at $52.55 with an annualized Implied Volatility (IV) of 28.14%.

With 7 days to expiration (Target: Feb 20, 2026), the market is pricing in the following potential range.

Analysis Date

Feb 13, 2026

Target Date

Feb 20, 2026

Price

$52.55

IV

28.14%

Volatility Math (7 Days)

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

Formula: 28.14% × √(7/365) ≈ 3.90%.

In dollar terms, this is approximately ±$2.05.

The market expects BAC to stay within ±3.90% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.90%

Exp. Move $

±$2.05

Probability Cone

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

68% Confidence

$50.50 — $54.60

80% Confidence

$49.92 — $55.18

90% Confidence

$49.18 — $55.92

95% Confidence

$48.54 — $56.56

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 28.14% implies a ±3.90% move in 7 days.
  • The 68% confidence interval is $50.50 to $54.60.
  • Ranges are based on static IV; earnings or news can expand these significantly.