Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 32.36%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $70.22 with an annualized Implied Volatility (IV) of 32.36%.

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

$70.22

IV

32.36%

Volatility Math (7 Days)

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

Formula: 32.36% × √(7/365) ≈ 4.48%.

In dollar terms, this is approximately ±$3.15.

The market expects NFLX to stay within ±4.48% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.48%

Exp. Move $

±$3.15

Probability Cone

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

68% Confidence

$67.07 — $73.37

80% Confidence

$66.19 — $74.25

90% Confidence

$65.04 — $75.40

95% Confidence

$64.05 — $76.39

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 32.36% implies a ±4.48% move in 7 days.
  • The 68% confidence interval is $67.07 to $73.37.
  • Ranges are based on static IV; earnings or news can expand these significantly.