NFLX Options History — October 2018 In October 2018, NFLX traded between $27.74 and $37.99. ATM implied volatility averaged 52.4%, placing in the 71.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 5.1% (HV 20d: 47.3%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.70.
Notable Days 2018-10-17 : Highest Volume — 4,599,360 contracts2018-10-17 : Largest IV drop — 29.4% change2018-10-10 : Highest IV Rank — 100.0%2018-10-29 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.56 $27.74 $37.99 $37.99 $30.34 Max Pain $34.86 $34.00 $35.00 $34.50 $34.00 ATM IV 52.4% 40.8% 65.5% 48.4% 50.5% Expected Move 15.5% 11.7% 20.1% 15.9% 16.3% HV 20d 47.3% 29.0% 70.0% 37.4% 70.0% HV 60d 40.8% 35.7% 49.8% 36.0% 49.8% IV Rank 71.8% 42.9% 100.0% 66.2% 65.3% IV Percentile 87.1% 67.1% 100.0% 84.1% 81.3% Term Structure -2.1% -4.3% 0.2% -1.7% -1.6% VWIV 53.8% 42.1% 66.5% 55.6% 56.7% Skew 25d 8.2% 3.1% 13.5% 3.1% 10.8% Skew 10d 16.5% 5.4% 28.1% 5.4% 22.0% Call IV 25d 48.8% 38.1% 61.0% 46.2% 45.4% Put IV 25d 57.0% 43.9% 71.8% 49.3% 56.2% Bid-Ask Spread % 7.15 2.68 16.86 3.37 5.51 Gamma HHI 0.04 0.03 0.08 0.05 0.03 Net GEX 12.2M -80.8M 185.0M 138.2M 11.6M Net DEX -809.1M -6.26B 3.74B -6.26B 1.19B Net VEX -33.8M -35.5M -29.5M -34.9M -34.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.50 0.87 0.60 0.71 Total Volume 2,219,208.261 974,940 4,599,360 1,661,410 2,218,980 Total OI 9,734,264.783 8,776,150 11,583,140 8,834,850 10,169,280
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 2018-10-01 $37.99 $34.50 48.4% 15.9% 37.4% 66.2% 55.6% 3.1% -1.7% 138.2M -6.26B -34.9M 0.60 3.37 N/A N/A 1,037,850 623,560 4,084,380 4,750,470 2018-10-02 $37.56 $34.50 50.4% 16.9% 37.4% 71.2% 58.4% 3.2% -1.9% 101.7M -5.48B -35.5M 0.58 5.64 N/A N/A 870,130 506,650 4,241,350 4,901,390 2018-10-03 $37.79 $35.00 50.5% 17.1% 29.0% 71.5% 59.1% 3.5% -2.0% 121.5M -5.89B -35.5M 0.50 4.94 N/A N/A 650,180 324,760 4,367,260 5,012,290 2018-10-04 $36.16 $35.00 54.7% 14.5% 33.6% 82.0% 50.6% 4.1% -2.5% -17.0M -2.81B -35.4M 0.71 3.27 N/A N/A 1,269,310 897,240 4,343,320 5,069,070 2018-10-05 $35.11 $35.00 56.0% 14.8% 35.4% 85.4% 51.8% 6.6% -3.1% -59.6M -1.18B -35.4M 0.81 2.68 N/A N/A 1,747,700 1,422,160 4,539,640 5,165,470 2018-10-08 $34.98 $35.00 56.4% 15.1% 35.4% 86.5% 53.0% 6.5% -2.8% 15.4M -1.82B -34.8M 0.68 3.04 N/A N/A 946,220 640,730 4,200,840 4,948,550 2018-10-09 $35.55 $35.00 54.9% 14.9% 35.2% 82.7% 51.7% 6.6% -2.7% 50.1M -2.79B -35.2M 0.57 3.03 N/A N/A 846,960 483,760 4,381,030 5,070,260 2018-10-10 $32.81 $35.00 65.5% 17.6% 43.1% 100.0% 60.1% 10.7% -4.1% -23.6M 813.9M -34.1M 0.62 8.48 N/A N/A 1,506,600 935,710 4,492,890 5,132,920 2018-10-11 $32.27 $35.00 63.1% 17.0% 43.1% 94.7% 59.3% 9.9% -4.3% -34.8M 1.50B -33.9M 0.74 8.63 N/A N/A 1,145,030 853,050 4,743,150 5,224,270 2018-10-12 $33.87 $35.00 57.3% 15.8% 47.3% 81.2% 55.0% 10.1% -3.5% 42.9M -734.9M -34.9M 0.76 8.91 N/A N/A 1,310,020 1,001,840 4,927,660 5,292,820 2018-10-15 $33.51 $35.00 57.1% 16.1% 45.4% 80.8% 55.8% 8.6% -3.3% 6.5M -472.5M -33.6M 0.70 5.86 N/A N/A 676,760 476,370 4,277,600 4,984,900 2018-10-16 $34.55 $35.00 57.8% 16.4% 44.3% 82.2% 57.5% 8.5% -4.0% 38.4M -1.99B -34.4M 0.71 16.86 N/A N/A 1,529,160 1,090,620 4,451,210 5,110,280 2018-10-17 $36.37 $35.00 40.8% 11.7% 48.3% 42.9% 42.1% 5.8% -1.4% 185.0M -5.28B -32.9M 0.74 7.13 N/A N/A 2,638,750 1,960,610 4,988,930 5,542,230 2018-10-18 $34.87 $35.00 42.6% 12.3% 50.6% 47.1% 43.1% 7.2% -1.2% 23.2M -1.78B -33.9M 0.71 6.07 N/A N/A 1,660,020 1,172,630 5,304,900 5,800,860 2018-10-19 $33.35 $35.00 43.0% 12.4% 52.7% 48.1% 43.7% 7.6% -1.2% -67.4M 1.38B -33.0M 0.82 4.90 N/A N/A 1,888,380 1,557,020 5,579,050 6,004,090 2018-10-22 $33.13 $35.00 42.2% 12.6% 51.9% 46.3% 43.9% 7.8% 0.2% -10.7M -124.5M -33.5M 0.87 5.02 N/A N/A 1,197,800 1,044,510 4,062,740 4,713,410 2018-10-23 $33.28 $35.00 43.7% 13.1% 52.0% 49.7% 46.6% 7.9% -0.1% 13.3M -626.8M -34.4M 0.75 6.03 N/A N/A 1,062,230 794,000 4,264,890 4,936,640 2018-10-24 $30.90 $35.00 52.8% 16.4% 56.0% 70.7% 55.5% 11.2% -1.1% -46.6M 2.03B -32.8M 0.67 8.72 N/A N/A 1,474,050 985,970 4,487,180 5,033,580 2018-10-25 $31.48 $35.00 47.5% 14.6% 56.8% 58.4% 49.3% 10.7% -0.6% -23.1M 1.35B -33.1M 0.64 6.80 N/A N/A 1,110,340 713,780 4,781,770 5,112,260 2018-10-26 $29.92 $35.00 53.4% 16.7% 58.6% 72.2% 57.0% 12.3% -1.3% -80.8M 2.99B -32.1M 0.84 13.52 N/A N/A 1,428,350 1,206,460 4,948,580 5,227,190 2018-10-29 $27.74 $34.50 61.2% 20.1% 62.1% 90.2% 66.5% 13.5% -2.1% -50.3M 3.74B -29.5M 0.79 10.37 N/A N/A 1,221,260 960,130 4,429,310 4,966,800 2018-10-30 $28.24 $34.25 55.0% 18.5% 63.2% 75.9% 64.2% 13.0% -1.5% -53.4M 3.64B -29.9M 0.64 15.72 N/A N/A 1,191,610 762,540 4,669,490 5,151,890 2018-10-31 $30.34 $34.00 50.5% 16.3% 70.0% 65.3% 56.7% 10.8% -1.6% 11.6M 1.19B -34.2M 0.71 5.51 N/A N/A 1,295,740 923,240 4,923,980 5,245,300
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