Volatility Analysis
Weekly Volatility Outlook: AMD
AMD implied volatility is at 79.92%. We break down the 6-day expected move and probability zones.
Market Context
AMD is trading at $519.50 with an annualized Implied Volatility (IV) of 79.92%.
With 6 days to expiration (Target: Jul 10, 2026), the market is pricing in the following potential range.
Analysis Date
Jul 4, 2026
Target Date
Jul 10, 2026
Price
$519.50
IV
79.92%
Volatility Math (6 Days)
To estimate the expected move, we convert annualized IV to the 6-day timeframe.
Formula: 79.92% × √(6/365) ≈ 10.25%.
In dollar terms, this is approximately ±$53.25.
Time Factor
0.1282
Exp. Move %
±10.25%
Exp. Move $
±$53.25
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$466.27 — $572.73
80% Confidence
$451.28 — $587.72
90% Confidence
$431.94 — $607.06
95% Confidence
$415.16 — $623.84
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 79.92% implies a ±10.25% move in 6 days.
- The 68% confidence interval is $466.27 to $572.73.
- Ranges are based on static IV; earnings or news can expand these significantly.