Volatility Analysis
Weekly Volatility Outlook: NVDA
NVDA implied volatility is at 41.84%. We break down the 7-day expected move and probability zones.
Market Context
NVDA is trading at $182.81 with an annualized Implied Volatility (IV) of 41.84%.
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
$182.81
IV
41.84%
Volatility Math (7 Days)
To estimate the expected move, we convert annualized IV to the 7-day timeframe.
Formula: 41.84% × √(7/365) ≈ 5.79%.
In dollar terms, this is approximately ±$10.58.
Time Factor
0.1385
Exp. Move %
±5.79%
Exp. Move $
±$10.58
Probability Cone
The following table shows the statistical probability ranges based on current volatility.
68% Confidence
$172.22 — $193.40
80% Confidence
$169.23 — $196.39
90% Confidence
$165.39 — $200.23
95% Confidence
$162.05 — $203.57
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 41.84% implies a ±5.79% move in 7 days.
- The 68% confidence interval is $172.22 to $193.40.
- Ranges are based on static IV; earnings or news can expand these significantly.