Volatility Analysis

Weekly Volatility Outlook: AMZN

AMZN implied volatility is at 37.60%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

AMZN is trading at $269.86 with an annualized Implied Volatility (IV) of 37.60%.

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

Analysis Date

Jul 31, 2026

Target Date

Aug 7, 2026

Price

$269.86

IV

37.60%

Volatility Math (7 Days)

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

Formula: 37.60% × √(7/365) ≈ 5.21%.

In dollar terms, this is approximately ±$14.06.

The market expects AMZN to stay within ±5.21% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±5.21%

Exp. Move $

±$14.06

Probability Cone

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

68% Confidence

$255.81 — $283.91

80% Confidence

$251.85 — $287.87

90% Confidence

$246.75 — $292.97

95% Confidence

$242.32 — $297.40

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 37.60% implies a ±5.21% move in 7 days.
  • The 68% confidence interval is $255.81 to $283.91.
  • Ranges are based on static IV; earnings or news can expand these significantly.