Volatility Analysis
Weekly Volatility Outlook: SMCI
SMCI implied volatility is at 87.49%. We break down the 7-day expected move and probability zones.
Market Context
SMCI is trading at $28.13 with an annualized Implied Volatility (IV) of 87.49%.
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
$28.13
IV
87.49%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 87.49% × √(7/365) ≈ 12.12%.
In dollar terms, this is approximately ±$3.41.
Time Factor
0.1385
Exp. Move %
±12.12%
Exp. Move $
±$3.41
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$24.72 — $31.54
80% Confidence
$23.76 — $32.50
90% Confidence
$22.53 — $33.74
95% Confidence
$21.45 — $34.81
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 87.49% implies a ±12.12% move in 7 days.
- The 68% confidence interval is $24.72 to $31.54.
- Ranges are based on static IV; earnings or news can expand these significantly.