Volatility Analysis

Weekly Volatility Outlook: AMZN

AMZN implied volatility is at 64.86%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

AMZN is trading at $231.58 with an annualized Implied Volatility (IV) of 64.86%.

With 7 days to expiration (Target: Jul 31, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 24, 2026

Target Date

Jul 31, 2026

Price

$231.58

IV

64.86%

Volatility Math (7 Days)

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

Formula: 64.86% × √(7/365) ≈ 8.98%.

In dollar terms, this is approximately ±$20.80.

The market expects AMZN to stay within ±8.98% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±8.98%

Exp. Move $

±$20.80

Probability Cone

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

68% Confidence

$210.78 — $252.38

80% Confidence

$204.92 — $258.24

90% Confidence

$197.36 — $265.80

95% Confidence

$190.81 — $272.35

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 64.86% implies a ±8.98% move in 7 days.
  • The 68% confidence interval is $210.78 to $252.38.
  • Ranges are based on static IV; earnings or news can expand these significantly.