Volatility Analysis

Weekly Volatility Outlook: AMZN

AMZN implied volatility is at 32.20%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

AMZN is trading at $245.70 with an annualized Implied Volatility (IV) of 32.20%.

With 7 days to expiration (Target: Jul 17, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 10, 2026

Target Date

Jul 17, 2026

Price

$245.70

IV

32.20%

Volatility Math (7 Days)

To estimate the expected move, we convert annualized IV to the 7-day timeframe.

Formula: 32.20% × √(7/365) ≈ 4.46%.

In dollar terms, this is approximately ±$10.96.

The market expects AMZN to stay within ±4.46% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.46%

Exp. Move $

±$10.96

Probability Cone

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

68% Confidence

$234.74 — $256.66

80% Confidence

$231.66 — $259.74

90% Confidence

$227.68 — $263.72

95% Confidence

$224.22 — $267.18

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 32.20% implies a ±4.46% move in 7 days.
  • The 68% confidence interval is $234.74 to $256.66.
  • Ranges are based on static IV; earnings or news can expand these significantly.