Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 30.27%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $86.12 with an annualized Implied Volatility (IV) of 30.27%.

With 7 days to expiration (Target: Jan 30, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 23, 2026

Target Date

Jan 30, 2026

Price

$86.12

IV

30.27%

Volatility Math (7 Days)

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

Formula: 30.27% × √(7/365) ≈ 4.19%.

In dollar terms, this is approximately ±$3.61.

The market expects NFLX to stay within ±4.19% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.19%

Exp. Move $

±$3.61

Probability Cone

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

68% Confidence

$82.51 — $89.73

80% Confidence

$81.49 — $90.75

90% Confidence

$80.18 — $92.06

95% Confidence

$79.04 — $93.20

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 30.27% implies a ±4.19% move in 7 days.
  • The 68% confidence interval is $82.51 to $89.73.
  • Ranges are based on static IV; earnings or news can expand these significantly.