Volatility Analysis
Weekly Volatility Outlook: SMCI
SMCI implied volatility is at 112.22%. We break down the 7-day expected move and probability zones.
Market Context
SMCI is trading at $29.11 with an annualized Implied Volatility (IV) of 112.22%.
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
$29.11
IV
112.22%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 112.22% × √(7/365) ≈ 15.54%.
In dollar terms, this is approximately ±$4.52.
Time Factor
0.1385
Exp. Move %
±15.54%
Exp. Move $
±$4.52
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$24.59 — $33.63
80% Confidence
$23.31 — $34.91
90% Confidence
$21.67 — $36.55
95% Confidence
$20.24 — $37.98
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 112.22% implies a ±15.54% move in 7 days.
- The 68% confidence interval is $24.59 to $33.63.
- Ranges are based on static IV; earnings or news can expand these significantly.