Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 72.69%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $73.42 with an annualized Implied Volatility (IV) of 72.69%.

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

$73.42

IV

72.69%

Volatility Math (7 Days)

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

Formula: 72.69% × √(7/365) ≈ 10.07%.

In dollar terms, this is approximately ±$7.39.

The market expects NFLX to stay within ±10.07% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±10.07%

Exp. Move $

±$7.39

Probability Cone

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

68% Confidence

$66.03 — $80.81

80% Confidence

$63.95 — $82.89

90% Confidence

$61.26 — $85.58

95% Confidence

$58.93 — $87.91

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 72.69% implies a ±10.07% move in 7 days.
  • The 68% confidence interval is $66.03 to $80.81.
  • Ranges are based on static IV; earnings or news can expand these significantly.