Volatility Analysis

Weekly Volatility Outlook: AMZN

AMZN implied volatility is at 24.41%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

AMZN is trading at $247.38 with an annualized Implied Volatility (IV) of 24.41%.

With 7 days to expiration (Target: Jan 16, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 9, 2026

Target Date

Jan 16, 2026

Price

$247.38

IV

24.41%

Volatility Math (7 Days)

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

Formula: 24.41% × √(7/365) ≈ 3.38%.

In dollar terms, this is approximately ±$8.36.

The market expects AMZN to stay within ±3.38% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.38%

Exp. Move $

±$8.36

Probability Cone

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

68% Confidence

$239.02 — $255.74

80% Confidence

$236.66 — $258.10

90% Confidence

$233.62 — $261.14

95% Confidence

$230.99 — $263.77

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 24.41% implies a ±3.38% move in 7 days.
  • The 68% confidence interval is $239.02 to $255.74.
  • Ranges are based on static IV; earnings or news can expand these significantly.