Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 30.00%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $88.00 with an annualized Implied Volatility (IV) of 30.00%.

With 7 days to expiration (Target: Jan 23, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 16, 2026

Target Date

Jan 23, 2026

Price

$88.00

IV

30.00%

Volatility Math (7 Days)

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

Formula: 30.00% × √(7/365) ≈ 4.15%.

In dollar terms, this is approximately ±$3.65.

The market expects NFLX to stay within ±4.15% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.15%

Exp. Move $

±$3.65

Probability Cone

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

68% Confidence

$84.34 — $91.66

80% Confidence

$83.31 — $92.69

90% Confidence

$81.99 — $94.01

95% Confidence

$80.83 — $95.17

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 30.00% implies a ±4.15% move in 7 days.
  • The 68% confidence interval is $84.34 to $91.66.
  • Ranges are based on static IV; earnings or news can expand these significantly.