Volatility Analysis

Weekly Volatility Outlook: C

C implied volatility is at 37.85%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

C is trading at $110.86 with an annualized Implied Volatility (IV) of 37.85%.

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

$110.86

IV

37.85%

Volatility Math (7 Days)

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

Formula: 37.85% × √(7/365) ≈ 5.24%.

In dollar terms, this is approximately ±$5.81.

The market expects C to stay within ±5.24% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±5.24%

Exp. Move $

±$5.81

Probability Cone

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

68% Confidence

$105.05 — $116.67

80% Confidence

$103.41 — $118.31

90% Confidence

$101.30 — $120.42

95% Confidence

$99.47 — $122.25

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 37.85% implies a ±5.24% move in 7 days.
  • The 68% confidence interval is $105.05 to $116.67.
  • Ranges are based on static IV; earnings or news can expand these significantly.