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