NFLX Options History — June 2018 In June 2018, NFLX traded between $35.94 and $41.64. ATM implied volatility averaged 40.2%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 13.8% (HV 20d: 26.3%). Max pain ranged from $31.50 to $36.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2018-06-13 : Highest Volume — 4,182,740 contracts2018-06-13 : Largest IV spike — 19.8% change2018-06-27 : Highest IV Rank — 100.0%2018-06-27 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $38.41 $35.94 $41.64 $35.94 $39.15 Max Pain $34.86 $31.50 $36.00 $31.50 $36.00 ATM IV 40.2% 25.0% 61.8% 25.0% 56.3% Expected Move 13.3% 7.2% 18.7% 7.2% 17.6% HV 20d 26.3% 19.1% 39.8% 21.1% 39.4% HV 60d 38.8% 34.6% 41.4% 41.4% 36.2% IV Rank 45.4% 6.9% 100.0% 6.9% 86.1% IV Percentile 54.4% 4.0% 100.0% 5.6% 96.0% Term Structure 1.7% -3.5% 12.9% -0.8% -3.5% VWIV 46.5% 25.9% 65.2% 25.9% 60.6% Skew 25d 1.9% -0.5% 5.1% 2.1% 5.1% Skew 10d 3.5% -1.1% 10.1% 4.3% 10.1% Call IV 25d 39.3% 24.3% 59.3% 24.4% 55.0% Put IV 25d 41.2% 26.0% 64.2% 26.5% 60.1% Bid-Ask Spread % 6.32 2.03 16.00 3.76 7.91 Gamma HHI 0.08 0.03 0.33 0.33 0.08 Net GEX 120.3M -29.6M 349.4M 349.4M -29.6M Net DEX -8.63B -13.07B -4.46B -9.54B -5.21B Net VEX -24.6M -30.7M -21.1M -22.2M -30.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.60 1.02 0.68 0.82 Total Volume 2,162,495.238 945,390 4,182,740 1,811,300 1,795,350 Total OI 8,786,050.952 6,929,420 10,555,300 9,067,340 9,286,620
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 2018-06-01 $35.94 $31.50 25.0% 7.2% 21.1% 6.9% 25.9% 2.1% -0.8% 349.4M -9.54B -22.2M 0.68 3.76 N/A N/A 1,077,140 734,160 4,123,200 4,944,140 2018-06-04 $36.19 $33.00 25.3% 10.5% 19.5% 7.7% 37.4% 2.4% 0.6% 179.5M -9.23B -21.3M 0.86 2.88 N/A N/A 692,240 594,980 3,915,810 4,692,700 2018-06-05 $36.54 $33.00 25.6% 10.6% 19.1% 8.6% 37.5% 1.9% 0.6% 187.3M -9.88B -21.6M 0.92 7.09 N/A N/A 1,014,190 936,940 4,036,160 4,818,170 2018-06-06 $36.43 $33.50 25.7% 10.8% 19.2% 8.9% 37.7% 1.8% 0.8% 138.0M -9.40B -21.6M 0.84 6.90 N/A N/A 549,130 463,600 4,149,420 5,037,500 2018-06-07 $36.17 $34.50 26.4% 11.0% 19.6% 10.7% 38.8% 1.7% 0.7% 105.9M -8.69B -23.2M 0.82 8.09 N/A N/A 795,690 649,190 4,225,380 5,152,990 2018-06-08 $36.06 $34.50 25.3% 10.6% 19.6% 7.7% 37.2% 1.7% 0.7% 145.4M -8.59B -22.8M 0.78 10.12 N/A N/A 777,210 606,370 4,331,130 5,235,240 2018-06-11 $36.16 $34.50 25.3% 10.5% 19.1% 7.7% 36.5% 1.5% 11.0% 93.3M -8.76B -21.8M 0.96 6.24 N/A N/A 483,170 462,220 3,968,740 4,847,140 2018-06-12 $36.30 $34.50 25.2% 10.4% 19.1% 7.5% 36.4% 1.7% 10.9% 99.4M -8.85B -21.1M 1.02 16.00 N/A N/A 537,870 548,490 4,009,820 4,974,090 2018-06-13 $38.04 $35.00 30.2% 11.8% 23.3% 20.2% 41.1% 0.1% 11.1% 142.2M -11.15B -21.5M 0.67 10.38 N/A N/A 2,510,990 1,671,750 4,058,240 5,103,290 2018-06-14 $39.33 $35.00 34.2% 12.3% 25.0% 30.4% 42.9% 0.1% 10.6% 214.4M -13.07B -22.0M 0.76 14.85 N/A N/A 2,227,280 1,687,370 4,464,570 5,501,210 2018-06-15 $39.24 $35.00 36.5% 12.8% 24.5% 36.2% 44.7% 0.3% 12.9% 171.9M -12.89B -23.3M 0.69 2.03 N/A N/A 1,928,130 1,335,220 4,736,250 5,819,050 2018-06-18 $39.06 $35.00 42.7% 13.1% 24.7% 51.7% 45.7% 0.7% -1.3% 92.6M -6.76B -24.5M 0.84 3.19 N/A N/A 651,500 548,260 3,155,180 3,774,240 2018-06-19 $40.36 $35.00 47.8% 14.1% 25.9% 64.6% 49.2% 0.5% -1.6% 139.7M -8.41B -24.4M 0.60 3.37 N/A N/A 1,979,810 1,186,450 3,325,450 3,922,120 2018-06-20 $41.64 $36.00 52.1% 14.9% 26.8% 75.7% 52.1% -0.5% -1.9% 172.4M -10.05B -24.5M 0.75 6.04 N/A N/A 1,819,150 1,365,770 3,594,590 4,219,240 2018-06-21 $41.49 $36.00 54.9% 15.8% 25.4% 82.6% 55.6% 0.5% -2.1% 127.2M -9.34B -26.0M 0.85 2.84 N/A N/A 1,567,830 1,327,670 3,866,290 4,553,600 2018-06-22 $41.07 $36.00 52.6% 15.2% 26.2% 76.9% 53.4% 1.1% -1.6% 38.7M -8.66B -26.6M 0.87 6.03 N/A N/A 1,034,840 898,910 4,089,860 4,767,530 2018-06-25 $38.44 $36.00 57.0% 16.9% 37.2% 88.1% 58.9% 3.6% -3.0% 7.4M -4.46B -29.0M 0.82 4.45 N/A N/A 1,429,070 1,171,360 3,571,760 4,172,560 2018-06-26 $40.02 $36.00 56.2% 16.9% 39.1% 86.1% 58.9% 3.5% -3.0% 87.2M -6.82B -28.6M 0.74 3.12 N/A N/A 1,229,600 912,680 3,883,960 4,395,290 2018-06-27 $39.43 $36.00 61.8% 18.7% 39.8% 100.0% 65.2% 4.9% -3.3% 40.4M -5.75B -30.7M 0.81 3.01 N/A N/A 1,317,150 1,060,440 4,064,380 4,622,830 2018-06-28 $39.53 $36.00 57.7% 17.6% 39.5% 89.6% 61.1% 5.1% -3.1% 24.2M -5.77B -30.7M 0.84 4.35 N/A N/A 998,640 834,590 4,253,640 4,843,690 2018-06-29 $39.15 $36.00 56.3% 17.6% 39.4% 86.1% 60.6% 5.1% -3.5% -29.6M -5.21B -30.2M 0.82 7.91 N/A N/A 989,040 806,310 4,375,550 4,911,070
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