Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 29.59%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $89.46 with an annualized Implied Volatility (IV) of 29.59%.

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

$89.46

IV

29.59%

Volatility Math (7 Days)

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

Formula: 29.59% × √(7/365) ≈ 4.10%.

In dollar terms, this is approximately ±$3.67.

The market expects NFLX to stay within ±4.10% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.10%

Exp. Move $

±$3.67

Probability Cone

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

68% Confidence

$85.79 — $93.13

80% Confidence

$84.76 — $94.16

90% Confidence

$83.43 — $95.49

95% Confidence

$82.27 — $96.65

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 29.59% implies a ±4.10% move in 7 days.
  • The 68% confidence interval is $85.79 to $93.13.
  • Ranges are based on static IV; earnings or news can expand these significantly.