Volatility Analysis
Weekly Volatility Outlook: FCX
FCX implied volatility is at 52.30%. We break down the 7-day expected move and probability zones.
Market Context
FCX is trading at $60.67 with an annualized Implied Volatility (IV) of 52.30%.
With 7 days to expiration (Target: Feb 13, 2026), the market is pricing in the following potential range.
Analysis Date
Feb 06, 2026
Target Date
Feb 13, 2026
Price
$60.67
IV
52.30%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 52.30% × √(7/365) ≈ 7.24%.
In dollar terms, this is approximately ±$4.39.
Time Factor
0.1385
Exp. Move %
±7.24%
Exp. Move $
±$4.39
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$56.28 — $65.06
80% Confidence
$55.04 — $66.30
90% Confidence
$53.44 — $67.90
95% Confidence
$52.06 — $69.28
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 52.30% implies a ±7.24% move in 7 days.
- The 68% confidence interval is $56.28 to $65.06.
- Ranges are based on static IV; earnings or news can expand these significantly.