NFLX Options History — January 2019 In January 2019, NFLX traded between $26.70 and $35.48. ATM implied volatility averaged 51.6%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 5.2% (HV 20d: 56.8%). Max pain ranged from $27.00 to $33.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2019-01-18 : Highest Volume — 5,034,830 contracts2019-01-18 : Largest IV drop — 26.1% change2019-01-03 : Highest IV Rank — 86.0%2019-01-02 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.58 $26.70 $35.48 $26.70 $33.94 Max Pain $29.81 $27.00 $33.00 $27.00 $33.00 ATM IV 51.6% 38.5% 68.0% 65.3% 39.6% Expected Move 14.7% 11.1% 21.6% 21.6% 11.4% HV 20d 56.8% 49.9% 62.1% 52.0% 52.9% HV 60d 56.1% 51.0% 59.3% 56.4% 51.0% IV Rank 53.2% 27.1% 86.0% 80.6% 29.1% IV Percentile 71.5% 42.5% 98.4% 97.2% 44.4% Term Structure -1.6% -3.5% 0.7% -2.6% 0.1% VWIV 52.1% 39.7% 76.4% 76.4% 40.1% Skew 25d 8.1% 5.3% 13.0% 12.4% 5.9% Skew 10d 15.2% 8.8% 25.6% 24.1% 11.2% Call IV 25d 47.6% 35.6% 62.2% 59.3% 36.8% Put IV 25d 55.7% 41.7% 75.1% 71.7% 42.7% Bid-Ask Spread % 6.05 3.63 14.74 5.00 7.90 Gamma HHI 0.05 0.03 0.24 0.03 0.05 Net GEX 58.9M -28.3M 191.8M -8.5M 108.9M Net DEX -3.36B -7.21B 917.3M 917.3M -3.01B Net VEX -30.8M -32.0M -26.5M -26.5M -31.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.68 1.14 1.14 0.68 Total Volume 2,005,722.857 280,870 5,034,830 1,240,040 1,407,780 Total OI 8,870,628.571 7,046,990 11,473,290 8,749,610 7,985,020
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 2019-01-02 $26.70 $27.00 65.3% 21.6% 52.0% 80.6% 76.4% 12.4% -2.6% -8.5M 917.3M -26.5M 1.14 5.00 N/A N/A 579,890 660,150 3,969,070 4,780,540 2019-01-03 $27.24 $28.00 68.0% 18.1% 49.9% 86.0% 62.7% 13.0% -3.5% 8.0M 275.5M -27.6M 0.82 6.00 N/A N/A 880,770 723,010 4,046,970 4,867,110 2019-01-04 $29.60 $28.00 64.1% 17.1% 58.1% 78.1% 61.1% 11.8% -2.9% 32.9M -2.46B -29.7M 0.70 5.71 N/A N/A 1,905,590 1,341,920 4,161,400 4,969,070 2019-01-07 $31.61 $28.00 65.3% 17.6% 62.0% 80.5% 62.3% 11.0% -2.8% 51.5M -3.73B -30.8M 0.97 3.71 N/A N/A 338,380 329,340 3,988,250 4,781,050 2019-01-08 $31.96 $28.00 61.6% 16.7% 59.9% 73.1% 60.2% 10.2% -2.8% 64.4M -4.11B -30.9M 0.91 3.63 N/A N/A 1,082,950 990,770 4,213,550 5,025,770 2019-01-09 $32.02 $28.00 59.7% 16.3% 59.8% 69.3% 58.1% 9.6% -2.9% 71.2M -4.16B -30.9M 0.99 4.29 N/A N/A 719,000 712,650 4,326,840 5,227,380 2019-01-10 $32.49 $28.00 59.1% 16.2% 59.2% 68.1% 58.1% 9.3% -2.9% 96.3M -4.72B -31.0M 0.95 4.56 N/A N/A 935,950 888,190 4,377,400 5,358,850 2019-01-11 $33.79 $28.00 56.8% 15.7% 59.3% 63.6% 56.3% 7.9% -2.9% 112.2M -6.44B -30.8M 0.85 5.00 N/A N/A 2,329,870 1,972,360 4,414,660 5,455,220 2019-01-14 $33.38 $29.00 56.7% 16.0% 59.7% 63.4% 57.7% 8.0% -2.5% 59.0M -4.88B -31.0M 1.03 5.05 N/A N/A 461,150 473,980 4,187,750 5,105,110 2019-01-15 $35.48 $29.50 53.3% 15.2% 59.3% 56.5% 53.5% 7.3% -2.7% 98.5M -7.21B -30.6M 0.83 6.09 N/A N/A 1,315,610 1,089,460 4,284,060 5,235,260 2019-01-16 $35.07 $30.00 53.3% 15.3% 59.1% 56.6% 54.3% 7.3% -2.7% 86.9M -6.56B -31.5M 0.94 9.03 N/A N/A 798,870 752,140 4,546,080 5,521,670 2019-01-17 $35.29 $30.00 55.1% 15.9% 58.4% 60.3% 56.6% 6.7% -2.6% 86.6M -6.70B -32.0M 0.94 14.74 N/A N/A 1,392,650 1,312,990 4,722,490 5,731,370 2019-01-18 $33.97 $31.00 40.8% 11.7% 60.1% 31.5% 41.2% 5.3% -0.5% 17.6M -4.80B -30.7M 0.80 7.19 N/A N/A 2,801,620 2,233,210 5,178,490 6,294,800 2019-01-22 $32.47 $31.50 44.7% 13.2% 62.1% 39.4% 46.6% 6.5% -0.5% -7.8M -848.6M -31.0M 0.92 8.39 N/A N/A 1,259,620 1,152,720 3,332,320 3,714,670 2019-01-23 $32.16 $31.50 41.7% 12.2% 56.9% 33.5% 43.0% 6.6% 0.1% -28.3M -644.5M -31.1M 1.02 5.34 N/A N/A 934,600 949,270 3,613,910 3,970,490 2019-01-24 $32.65 $31.50 41.1% 12.0% 53.8% 32.2% 43.3% 6.9% 0.3% -675.2K -1.32B -31.7M 1.04 3.73 N/A N/A 1,004,420 1,047,200 3,771,060 4,118,510 2019-01-25 $33.75 $31.50 38.5% 11.1% 51.7% 27.1% 39.7% 6.1% 0.7% 191.8M -2.96B -31.8M 0.72 6.77 N/A N/A 1,472,460 1,066,220 3,926,240 4,268,440 2019-01-28 $33.58 $31.50 39.9% 11.6% 52.2% 29.9% 41.0% 6.1% -0.1% 57.3M -2.37B -32.0M 0.70 5.23 N/A N/A 165,360 115,510 3,491,170 3,860,720 2019-01-29 $32.92 $31.50 40.3% 11.8% 53.5% 30.6% 41.1% 6.3% 0.1% 30.3M -1.61B -31.7M 0.86 5.09 N/A N/A 570,870 491,910 3,668,540 3,980,420 2019-01-30 $34.03 $31.50 39.5% 11.5% 52.9% 29.0% 40.9% 5.9% 0.2% 109.5M -3.14B -32.0M 0.68 4.72 N/A N/A 870,810 588,960 3,744,960 4,066,520 2019-01-31 $33.94 $33.00 39.6% 11.4% 52.9% 29.1% 40.1% 5.9% 0.1% 108.9M -3.01B -31.9M 0.68 7.90 N/A N/A 835,630 572,150 3,823,840 4,161,180
« Dec 2018 | All History | Feb 2019 » Home NFLX History January 2019