Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 43.58%. We break down the 7-day expected move and probability zones.
Market Context
NVDA is trading at $185.41 with an annualized Implied Volatility (IV) of 43.58%.
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
$185.41
IV
43.58%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 43.58% × √(7/365) ≈ 6.03%.
In dollar terms, this is approximately ±$11.18.
Time Factor
0.1385
Exp. Move %
±6.03%
Exp. Move $
±$11.18
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$174.22 — $196.60
80% Confidence
$171.07 — $199.75
90% Confidence
$167.00 — $203.82
95% Confidence
$163.48 — $207.34
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 43.58% implies a ±6.03% move in 7 days.
- The 68% confidence interval is $174.22 to $196.60.
- Ranges are based on static IV; earnings or news can expand these significantly.