Volatility Analysis
Weekly Volatility Outlook: SMCI
SMCI implied volatility is at 89.36%. We break down the 7-day expected move and probability zones.
Market Context
SMCI is trading at $30.09 with an annualized Implied Volatility (IV) of 89.36%.
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
$30.09
IV
89.36%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 89.36% × √(7/365) ≈ 12.38%.
In dollar terms, this is approximately ±$3.73.
Time Factor
0.1385
Exp. Move %
±12.38%
Exp. Move $
±$3.73
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$26.37 — $33.82
80% Confidence
$25.32 — $34.87
90% Confidence
$23.97 — $36.22
95% Confidence
$22.80 — $37.39
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 89.36% implies a ±12.38% move in 7 days.
- The 68% confidence interval is $26.37 to $33.82.
- Ranges are based on static IV; earnings or news can expand these significantly.