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