Volatility Analysis

Weekly Volatility Outlook: NFLX

NFLX implied volatility is at 34.38%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

NFLX is trading at $71.66 with an annualized Implied Volatility (IV) of 34.38%.

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

$71.66

IV

34.38%

Volatility Math (7 Days)

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

Formula: 34.38% × √(7/365) ≈ 4.76%.

In dollar terms, this is approximately ±$3.41.

The market expects NFLX to stay within ±4.76% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.76%

Exp. Move $

±$3.41

Probability Cone

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

68% Confidence

$68.25 — $75.07

80% Confidence

$67.29 — $76.03

90% Confidence

$66.05 — $77.27

95% Confidence

$64.97 — $78.35

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 34.38% implies a ±4.76% move in 7 days.
  • The 68% confidence interval is $68.25 to $75.07.
  • Ranges are based on static IV; earnings or news can expand these significantly.