Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 28.32%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $83.49 with an annualized Implied Volatility (IV) of 28.32%.

With 7 days to expiration (Target: Feb 06, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 30, 2026

Target Date

Feb 06, 2026

Price

$83.49

IV

28.32%

Volatility Math (7 Days)

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

Formula: 28.32% × √(7/365) ≈ 3.92%.

In dollar terms, this is approximately ±$3.27.

The market expects NFLX to stay within ±3.92% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.92%

Exp. Move $

±$3.27

Probability Cone

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

68% Confidence

$80.22 — $86.76

80% Confidence

$79.29 — $87.69

90% Confidence

$78.10 — $88.88

95% Confidence

$77.07 — $89.91

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 28.32% implies a ±3.92% move in 7 days.
  • The 68% confidence interval is $80.22 to $86.76.
  • Ranges are based on static IV; earnings or news can expand these significantly.