Volatility Analysis
Weekly Volatility Outlook: FCX
FCX implied volatility is at 51.69%. We break down the 7-day expected move and probability zones.
Market Context
FCX is trading at $62.52 with an annualized Implied Volatility (IV) of 51.69%.
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
$62.52
IV
51.69%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 51.69% × √(7/365) ≈ 7.16%.
In dollar terms, this is approximately ±$4.48.
Time Factor
0.1385
Exp. Move %
±7.16%
Exp. Move $
±$4.48
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$58.05 — $66.99
80% Confidence
$56.78 — $68.26
90% Confidence
$55.16 — $69.88
95% Confidence
$53.75 — $71.29
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 51.69% implies a ±7.16% move in 7 days.
- The 68% confidence interval is $58.05 to $66.99.
- Ranges are based on static IV; earnings or news can expand these significantly.