Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 41.52%. We break down the 6-day expected move and probability zones.
Market Context
NVDA is trading at $194.44 with an annualized Implied Volatility (IV) of 41.52%.
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
$194.44
IV
41.52%
Volatility Math (6 Days)
To estimate the expected move, we convert annualized IV to the 6-day timeframe.
Formula: 41.52% × √(6/365) ≈ 5.32%.
In dollar terms, this is approximately ±$10.34.
Time Factor
0.1282
Exp. Move %
±5.32%
Exp. Move $
±$10.34
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$184.09 — $204.79
80% Confidence
$181.17 — $207.71
90% Confidence
$177.41 — $211.47
95% Confidence
$174.15 — $214.73
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 41.52% implies a ±5.32% move in 6 days.
- The 68% confidence interval is $184.09 to $204.79.
- Ranges are based on static IV; earnings or news can expand these significantly.