Volatility Analysis

Weekly Volatility Outlook: AMZN

AMZN implied volatility is at 38.25%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

AMZN is trading at $243.00 with an annualized Implied Volatility (IV) of 38.25%.

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

$243.00

IV

38.25%

Volatility Math (6 Days)

To estimate the expected move, we convert annualized IV to the 6-day timeframe.

Formula: 38.25% × √(6/365) ≈ 4.90%.

In dollar terms, this is approximately ±$11.91.

The market expects AMZN to stay within ±4.90% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±4.90%

Exp. Move $

±$11.91

Probability Cone

The following table shows the statistical probability ranges based on current volatility.

68% Confidence

$231.08 — $254.92

80% Confidence

$227.73 — $258.27

90% Confidence

$223.40 — $262.60

95% Confidence

$219.64 — $266.36

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 38.25% implies a ±4.90% move in 6 days.
  • The 68% confidence interval is $231.08 to $254.92.
  • Ranges are based on static IV; earnings or news can expand these significantly.