Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 36.71%. We break down the 7-day expected move and probability zones.
Market Context
NVDA is trading at $210.57 with an annualized Implied Volatility (IV) of 36.71%.
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
$210.57
IV
36.71%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 36.71% × √(7/365) ≈ 5.08%.
In dollar terms, this is approximately ±$10.70.
Time Factor
0.1385
Exp. Move %
±5.08%
Exp. Move $
±$10.70
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$199.87 — $221.27
80% Confidence
$196.85 — $224.29
90% Confidence
$192.96 — $228.18
95% Confidence
$189.59 — $231.55
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 36.71% implies a ±5.08% move in 7 days.
- The 68% confidence interval is $199.87 to $221.27.
- Ranges are based on static IV; earnings or news can expand these significantly.