NFLX Options History — August 2018 In August 2018, NFLX traded between $31.70 and $37.05. ATM implied volatility averaged 30.9%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 3.0% (HV 20d: 33.9%). Max pain ranged from $34.00 to $37.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2018-08-24 : Highest Volume — 4,618,730 contracts2018-08-15 : Largest IV spike — 21.5% change2018-08-27 : Highest IV Rank — 33.9%2018-08-27 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $34.62 $31.70 $37.05 $33.94 $36.74 Max Pain $34.45 $34.00 $37.00 $37.00 $34.25 ATM IV 30.9% 27.2% 35.6% 31.7% 33.7% Expected Move 8.9% 8.0% 10.3% 9.3% 9.6% HV 20d 33.9% 28.6% 40.0% 37.7% 34.0% HV 60d 35.5% 34.2% 37.6% 34.2% 37.6% IV Rank 21.9% 12.5% 33.9% 24.1% 28.9% IV Percentile 38.0% 16.3% 54.4% 43.7% 47.2% Term Structure -0.0% -0.7% 0.7% -0.7% 0.1% VWIV 31.6% 28.0% 36.6% 33.0% 34.2% Skew 25d 1.4% -0.5% 4.3% 2.5% -0.0% Skew 10d 2.4% -1.4% 8.3% 4.4% -0.7% Call IV 25d 30.6% 26.7% 36.1% 31.0% 34.0% Put IV 25d 32.0% 28.1% 35.9% 33.5% 33.9% Bid-Ask Spread % 6.43 2.79 9.62 4.42 7.61 Gamma HHI 0.05 0.04 0.11 0.05 0.05 Net GEX 22.7M -146.6M 199.6M -68.5M 104.7M Net DEX -1.61B -7.68B 3.43B 1.51B -6.70B Net VEX -34.9M -39.6M -31.6M -32.4M -39.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.57 1.19 1.06 0.63 Total Volume 1,986,925.652 1,094,020 4,618,730 1,468,090 2,069,100 Total OI 10,499,328.696 8,945,180 11,383,360 10,393,760 11,383,360
Daily Data (23 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 2018-08-01 $33.94 $37.00 31.7% 9.3% 37.7% 24.1% 33.0% 2.5% -0.7% -68.5M 1.51B -32.4M 1.06 4.42 N/A N/A 712,080 756,010 4,840,540 5,553,220 2018-08-02 $34.39 $37.00 30.5% 8.7% 37.3% 21.0% 31.7% 2.1% -0.6% -14.5M 604.8M -32.1M 0.90 3.59 N/A N/A 792,810 712,470 4,901,630 5,632,700 2018-08-03 $34.28 $37.00 29.6% 8.3% 35.4% 18.7% 30.0% 2.0% -0.4% -3.0M 797.5M -31.8M 0.81 2.79 N/A N/A 1,129,600 916,200 4,974,230 5,661,950 2018-08-06 $35.09 $34.00 28.4% 8.3% 35.3% 15.6% 29.3% 1.6% 0.3% 19.7M -755.9M -33.1M 0.71 3.46 N/A N/A 867,380 613,010 4,609,620 5,382,300 2018-08-07 $35.18 $34.00 28.1% 8.3% 35.5% 15.0% 29.4% 1.4% 0.4% 53.1M -1.20B -34.0M 0.69 4.47 N/A N/A 841,720 578,310 4,825,480 5,510,440 2018-08-08 $34.84 $34.00 28.5% 8.4% 35.0% 16.0% 29.5% 1.3% 0.4% 12.2M -436.3M -33.8M 0.98 2.95 N/A N/A 613,760 600,240 4,904,090 5,581,490 2018-08-09 $34.97 $34.00 27.6% 8.2% 35.2% 13.6% 28.8% 1.2% 0.6% 35.6M -568.7M -32.7M 0.87 7.11 N/A N/A 585,170 508,850 5,005,940 5,720,220 2018-08-10 $34.56 $34.00 27.6% 8.1% 33.0% 13.7% 28.4% 1.5% 0.6% -68.0M 431.1M -32.3M 1.03 8.62 N/A N/A 759,700 781,390 5,045,530 5,771,700 2018-08-13 $34.20 $34.50 28.3% 8.2% 32.5% 15.5% 28.7% 1.4% 0.1% -70.2M 867.9M -32.0M 0.80 7.66 N/A N/A 738,870 593,650 4,746,420 5,500,400 2018-08-14 $33.74 $34.50 27.2% 8.0% 28.6% 12.5% 28.0% 1.5% 0.7% -87.7M 1.51B -31.6M 0.68 9.55 N/A N/A 706,330 480,850 4,948,990 5,592,480 2018-08-15 $32.60 $34.00 33.0% 9.4% 30.1% 27.3% 32.9% 3.9% -0.2% -146.6M 2.99B -31.8M 0.86 8.15 N/A N/A 1,400,320 1,210,420 5,096,390 5,612,770 2018-08-16 $32.22 $34.00 31.2% 9.0% 29.2% 22.7% 31.6% 4.1% 0.4% -142.0M 2.76B -31.8M 0.92 6.03 N/A N/A 828,860 762,540 5,376,930 5,593,560 2018-08-17 $31.70 $34.00 31.2% 9.0% 29.4% 22.7% 31.6% 4.3% 0.2% -135.7M 3.43B -32.4M 1.19 6.54 N/A N/A 1,095,420 1,300,350 5,478,230 5,662,850 2018-08-20 $32.74 $34.00 31.1% 8.9% 32.3% 22.5% 31.7% 2.6% -0.1% -21.0M -43.9M -34.0M 0.61 5.95 N/A N/A 1,509,640 919,030 4,017,900 4,927,280 2018-08-21 $33.80 $34.00 31.9% 9.1% 34.6% 24.6% 32.7% 0.8% -0.2% 60.9M -2.10B -36.1M 0.63 6.78 N/A N/A 1,614,240 1,011,070 4,373,100 5,140,350 2018-08-22 $34.47 $34.00 30.6% 8.8% 34.9% 21.1% 31.4% 0.4% -0.2% 109.2M -3.43B -38.5M 0.63 9.62 N/A N/A 1,015,170 634,520 4,760,230 5,463,370 2018-08-23 $33.88 $34.00 30.5% 8.8% 35.2% 21.0% 31.1% 0.7% -0.1% 65.2M -2.15B -38.4M 0.67 6.23 N/A N/A 1,117,430 743,600 4,875,680 5,538,650 2018-08-24 $35.74 $34.00 31.7% 9.1% 40.0% 24.0% 32.4% -0.1% -0.4% 187.3M -6.31B -38.3M 0.66 6.65 N/A N/A 2,780,140 1,838,590 4,980,990 5,638,210 2018-08-27 $36.32 $34.00 35.6% 10.3% 33.5% 33.9% 36.6% -0.2% -0.6% 122.7M -6.12B -39.0M 0.63 6.29 N/A N/A 2,007,910 1,262,240 4,636,010 5,407,450 2018-08-28 $36.96 $34.00 34.6% 10.0% 33.9% 31.3% 35.6% -0.0% -0.5% 145.4M -7.21B -39.2M 0.68 6.66 N/A N/A 1,100,900 753,610 4,961,120 5,712,800 2018-08-29 $36.84 $34.00 33.5% 9.7% 34.0% 28.5% 34.4% -0.3% -0.1% 162.8M -7.19B -39.4M 0.69 7.22 N/A N/A 976,250 671,130 5,138,820 5,810,790 2018-08-30 $37.05 $34.00 34.1% 9.8% 33.8% 30.1% 34.5% -0.5% -0.1% 199.6M -7.68B -39.3M 0.57 9.48 N/A N/A 1,774,230 1,014,180 5,271,940 5,916,410 2018-08-31 $36.74 $34.25 33.7% 9.6% 34.0% 28.9% 34.2% -0.0% 0.1% 104.7M -6.70B -39.6M 0.63 7.61 N/A N/A 1,270,770 798,330 5,370,270 6,013,090
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