Volatility Analysis

Weekly Volatility Outlook: SMCI

SMCI implied volatility is at 97.06%. We break down the 6-day expected move and probability zones.

4 min read

Market Context

SMCI is trading at $27.26 with an annualized Implied Volatility (IV) of 97.06%.

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

$27.26

IV

97.06%

Volatility Math (6 Days)

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

Formula: 97.06% × √(6/365) ≈ 12.44%.

In dollar terms, this is approximately ±$3.39.

The market expects SMCI to stay within ±12.44% about 68% of the time over the next 6 days.

Time Factor

0.1282

Exp. Move %

±12.44%

Exp. Move $

±$3.39

Probability Cone

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

68% Confidence

$23.87 — $30.65

80% Confidence

$22.91 — $31.61

90% Confidence

$21.68 — $32.84

95% Confidence

$20.61 — $33.91

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 97.06% implies a ±12.44% move in 6 days.
  • The 68% confidence interval is $23.87 to $30.65.
  • Ranges are based on static IV; earnings or news can expand these significantly.