Volatility Analysis
Weekly Volatility Outlook: FCX
FCX implied volatility is at 48.89%. We break down the 7-day expected move and probability zones.
Market Context
FCX is trading at $62.84 with an annualized Implied Volatility (IV) of 48.89%.
With 7 days to expiration (Target: Feb 20, 2026), the market is pricing in the following potential range.
Analysis Date
Feb 13, 2026
Target Date
Feb 20, 2026
Price
$62.84
IV
48.89%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 48.89% × √(7/365) ≈ 6.77%.
In dollar terms, this is approximately ±$4.25.
Time Factor
0.1385
Exp. Move %
±6.77%
Exp. Move $
±$4.25
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$58.59 — $67.09
80% Confidence
$57.39 — $68.29
90% Confidence
$55.84 — $69.84
95% Confidence
$54.50 — $71.18
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 48.89% implies a ±6.77% move in 7 days.
- The 68% confidence interval is $58.59 to $67.09.
- Ranges are based on static IV; earnings or news can expand these significantly.