Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 40.57%. We break down the 7-day expected move and probability zones.
Market Context
NVDA is trading at $191.13 with an annualized Implied Volatility (IV) of 40.57%.
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
$191.13
IV
40.57%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 40.57% × √(7/365) ≈ 5.62%.
In dollar terms, this is approximately ±$10.74.
Time Factor
0.1385
Exp. Move %
±5.62%
Exp. Move $
±$10.74
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$180.39 — $201.87
80% Confidence
$177.36 — $204.90
90% Confidence
$173.46 — $208.80
95% Confidence
$170.08 — $212.18
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 40.57% implies a ±5.62% move in 7 days.
- The 68% confidence interval is $180.39 to $201.87.
- Ranges are based on static IV; earnings or news can expand these significantly.