Volatility Analysis

Weekly Volatility Outlook: NVDA

NVDA implied volatility is at 40.53%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NVDA is trading at $206.77 with an annualized Implied Volatility (IV) of 40.53%.

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

$206.77

IV

40.53%

Volatility Math (7 Days)

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

Formula: 40.53% × √(7/365) ≈ 5.61%.

In dollar terms, this is approximately ±$11.60.

The market expects NVDA to stay within ±5.61% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±5.61%

Exp. Move $

±$11.60

Probability Cone

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

68% Confidence

$195.16 — $218.38

80% Confidence

$191.90 — $221.64

90% Confidence

$187.68 — $225.86

95% Confidence

$184.02 — $229.52

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 40.53% implies a ±5.61% move in 7 days.
  • The 68% confidence interval is $195.16 to $218.38.
  • Ranges are based on static IV; earnings or news can expand these significantly.