Volatility Analysis

Weekly Volatility Outlook: RKLB

RKLB implied volatility is at 106.50%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

RKLB is trading at $100.21 with an annualized Implied Volatility (IV) of 106.50%.

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

$100.21

IV

106.50%

Volatility Math (6 Days)

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

Formula: 106.50% × √(6/365) ≈ 13.65%.

In dollar terms, this is approximately ±$13.68.

The market expects RKLB to stay within ±13.65% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±13.65%

Exp. Move $

±$13.68

Probability Cone

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

68% Confidence

$86.52 — $113.89

80% Confidence

$82.67 — $117.74

90% Confidence

$77.70 — $122.71

95% Confidence

$73.39 — $127.02

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 106.50% implies a ±13.65% move in 6 days.
  • The 68% confidence interval is $86.52 to $113.89.
  • Ranges are based on static IV; earnings or news can expand these significantly.