Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 37.70%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $77.61 with an annualized Implied Volatility (IV) of 37.70%.

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

$77.61

IV

37.70%

Volatility Math (6 Days)

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

Formula: 37.70% × √(6/365) ≈ 4.83%.

In dollar terms, this is approximately ±$3.75.

The market expects NFLX to stay within ±4.83% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±4.83%

Exp. Move $

±$3.75

Probability Cone

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

68% Confidence

$73.86 — $81.36

80% Confidence

$72.80 — $82.42

90% Confidence

$71.44 — $83.78

95% Confidence

$70.26 — $84.96

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 37.70% implies a ±4.83% move in 6 days.
  • The 68% confidence interval is $73.86 to $81.36.
  • Ranges are based on static IV; earnings or news can expand these significantly.