NFLX Options History — April 2018 In April 2018, NFLX traded between $27.97 and $33.63. ATM implied volatility averaged 47.1%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 5.6% (HV 20d: 52.7%). Max pain ranged from $29.50 to $33.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2018-04-17 : Highest Volume — 5,091,150 contracts2018-04-17 : Largest IV drop — 32.8% change2018-04-02 : Highest IV Rank — 94.5%2018-04-03 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.75 $27.97 $33.63 $27.97 $31.32 Max Pain $31.10 $29.50 $33.00 $29.50 $33.00 ATM IV 47.1% 34.8% 59.5% 59.5% 34.8% Expected Move 13.7% 10.0% 20.0% 19.9% 10.2% HV 20d 52.7% 45.5% 59.6% 54.4% 45.5% HV 60d 48.1% 47.0% 51.3% 47.8% 47.0% IV Rank 63.5% 31.9% 94.5% 94.5% 31.9% IV Percentile 80.3% 53.2% 99.2% 99.2% 53.2% Term Structure -1.7% -3.5% 0.2% -2.7% 0.1% VWIV 47.5% 35.3% 68.9% 68.1% 35.9% Skew 25d 5.0% 2.5% 7.4% 7.4% 4.0% Skew 10d 8.9% 4.3% 13.3% 12.4% 7.4% Call IV 25d 44.6% 32.7% 56.0% 54.7% 32.7% Put IV 25d 49.6% 36.1% 62.9% 62.1% 36.7% Bid-Ask Spread % 5.40 2.95 13.76 9.39 3.97 Gamma HHI 0.06 0.03 0.16 0.03 0.08 Net GEX 66.3M -91.6K 182.3M -91.6K 78.9M Net DEX -4.11B -8.47B -1.47B -1.47B -3.54B Net VEX -22.3M -24.5M -18.3M -22.7M -23.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.49 0.99 0.74 0.99 Total Volume 1,815,879.048 1,003,380 5,091,150 1,401,330 1,003,840 Total OI 8,427,512.857 7,286,520 10,202,990 7,664,620 7,987,250
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-04-02 $27.97 $29.50 59.5% 19.9% 54.4% 94.5% 68.1% 7.4% -2.7% -91.6K -1.47B -22.7M 0.74 9.39 N/A N/A 806,380 594,950 3,563,420 4,101,200 2018-04-03 $28.34 $29.50 59.5% 20.0% 51.7% 94.3% 68.9% 7.3% -3.1% 13.4M -1.86B -22.5M 0.59 7.12 N/A N/A 716,260 423,800 3,729,570 4,225,230 2018-04-04 $29.00 $29.50 57.2% 19.9% 51.0% 88.7% 68.4% 6.9% -3.3% 36.4M -2.61B -23.0M 0.69 8.27 N/A N/A 686,430 474,920 3,832,520 4,290,440 2018-04-05 $29.50 $29.50 54.9% 14.5% 51.5% 83.0% 50.4% 6.3% -2.5% 68.1M -3.29B -22.8M 0.62 3.65 N/A N/A 854,460 529,890 3,914,170 4,372,290 2018-04-06 $28.91 $29.50 58.4% 15.3% 51.7% 91.7% 53.5% 6.9% -3.4% 34.7M -2.42B -23.0M 0.65 13.76 N/A N/A 1,200,400 774,800 3,984,370 4,444,190 2018-04-09 $29.17 $29.50 58.0% 15.6% 48.6% 90.6% 53.8% 6.8% -2.7% 24.5M -2.75B -22.6M 0.57 6.34 N/A N/A 638,540 364,840 3,630,630 4,206,900 2018-04-10 $29.81 $29.50 54.3% 14.7% 48.7% 81.4% 51.4% 6.2% -2.5% 34.6M -3.44B -22.0M 0.60 4.74 N/A N/A 697,630 415,610 3,704,820 4,290,860 2018-04-11 $30.51 $29.50 55.4% 15.0% 49.3% 84.3% 51.8% 5.9% -3.0% 66.8M -4.47B -21.9M 0.64 4.70 N/A N/A 1,188,560 754,880 3,809,800 4,348,220 2018-04-12 $31.06 $30.00 54.3% 14.9% 49.2% 81.5% 52.1% 5.4% -2.9% 102.7M -5.24B -21.8M 0.68 3.10 N/A N/A 771,770 527,480 3,975,720 4,466,960 2018-04-13 $31.11 $30.00 54.8% 15.0% 49.2% 82.6% 51.9% 5.5% -3.5% 140.2M -5.32B -21.9M 0.62 3.34 N/A N/A 1,325,570 826,750 4,038,510 4,548,020 2018-04-16 $30.63 $30.00 52.4% 14.8% 49.5% 76.7% 51.8% 4.8% -2.0% 53.5M -4.29B -20.9M 0.83 3.60 N/A N/A 1,215,510 1,008,510 3,690,070 4,221,360 2018-04-17 $33.63 $30.00 35.2% 10.1% 59.6% 34.0% 35.9% 3.1% -0.1% 182.3M -8.47B -18.3M 0.94 2.95 N/A N/A 2,618,520 2,472,630 4,108,260 4,655,580 2018-04-18 $33.48 $33.00 34.8% 10.0% 59.5% 32.8% 35.3% 2.6% 0.0% 152.9M -8.08B -21.3M 0.69 2.95 N/A N/A 1,014,340 695,040 4,576,350 5,272,920 2018-04-19 $33.49 $33.00 35.4% 10.1% 59.5% 34.4% 35.9% 3.1% 0.1% 154.6M -8.09B -21.9M 0.49 5.82 N/A N/A 979,890 482,120 4,709,560 5,395,150 2018-04-20 $32.70 $33.00 35.9% 10.3% 59.0% 35.7% 35.7% 2.5% 0.2% 7.6M -6.37B -21.7M 0.63 5.21 N/A N/A 1,495,490 946,970 4,774,020 5,428,970 2018-04-23 $31.82 $33.00 37.1% 10.7% 59.6% 38.6% 37.5% 2.8% -1.1% 38.0M -3.47B -22.1M 0.67 5.03 N/A N/A 956,820 643,170 3,342,630 3,943,890 2018-04-24 $30.43 $33.00 40.8% 11.9% 57.4% 47.8% 40.9% 3.5% -1.1% 4.6M -1.90B -22.4M 0.54 4.65 N/A N/A 1,750,130 947,520 3,641,320 4,128,490 2018-04-25 $30.41 $33.00 43.0% 12.5% 52.5% 52.7% 43.9% 5.0% -1.2% 36.7M -2.26B -24.5M 0.85 5.69 N/A N/A 1,011,540 859,250 4,062,020 4,230,540 2018-04-26 $31.40 $33.00 38.5% 11.1% 50.5% 41.2% 39.3% 4.3% -0.8% 102.9M -3.76B -24.3M 0.64 5.09 N/A N/A 915,530 589,550 4,209,230 4,387,750 2018-04-27 $31.16 $33.00 35.8% 10.2% 49.9% 34.4% 35.8% 4.4% -0.5% 57.9M -3.13B -23.5M 0.80 4.02 N/A N/A 1,086,600 866,570 4,267,580 4,466,990 2018-04-30 $31.32 $33.00 34.8% 10.2% 45.5% 31.9% 35.9% 4.0% 0.1% 78.9M -3.54B -23.9M 0.99 3.97 N/A N/A 504,370 499,470 3,850,930 4,136,320
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