Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 38.91%. We break down the 7-day expected move and probability zones.
Market Context
NVDA is trading at $199.00 with an annualized Implied Volatility (IV) of 38.91%.
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
$199.00
IV
38.91%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 38.91% × √(7/365) ≈ 5.39%.
In dollar terms, this is approximately ±$10.73.
Time Factor
0.1385
Exp. Move %
±5.39%
Exp. Move $
±$10.73
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$188.28 — $209.72
80% Confidence
$185.26 — $212.74
90% Confidence
$181.37 — $216.64
95% Confidence
$177.99 — $220.02
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 38.91% implies a ±5.39% move in 7 days.
- The 68% confidence interval is $188.28 to $209.72.
- Ranges are based on static IV; earnings or news can expand these significantly.