NFLX Options History — February 2019 In February 2019, NFLX traded between $33.90 and $36.49. ATM implied volatility averaged 34.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 3.4% (HV 20d: 38.3%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.71.
Notable Days 2019-02-15 : Highest Volume — 2,233,520 contracts2019-02-07 : Largest IV spike — 6.5% change2019-02-08 : Highest IV Rank — 26.7%2019-02-08 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $35.55 $33.90 $36.49 $33.90 $35.85 Max Pain $33.34 $33.00 $34.00 $33.00 $34.00 ATM IV 34.9% 31.6% 38.3% 36.3% 32.7% Expected Move 9.9% 8.6% 11.0% 10.6% 9.1% HV 20d 38.3% 28.6% 53.0% 53.0% 28.6% HV 60d 48.6% 46.3% 51.1% 50.9% 46.3% IV Rank 19.9% 13.2% 26.7% 22.7% 15.5% IV Percentile 28.3% 17.9% 41.3% 33.7% 21.4% Term Structure 0.2% -0.3% 0.5% 0.3% 0.1% VWIV 35.3% 30.8% 39.3% 37.7% 31.8% Skew 25d 4.2% 3.6% 5.3% 5.3% 3.8% Skew 10d 7.4% 6.3% 10.0% 10.0% 6.8% Call IV 25d 33.1% 29.9% 36.3% 33.8% 30.9% Put IV 25d 37.3% 33.7% 41.0% 39.1% 34.7% Bid-Ask Spread % 6.85 3.16 11.30 11.30 3.22 Gamma HHI 0.05 0.04 0.15 0.15 0.04 Net GEX 136.0M 46.0M 218.6M 140.8M 47.8M Net DEX -3.90B -5.28B -2.88B -2.91B -2.88B Net VEX -30.3M -31.3M -29.1M -31.1M -29.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.48 0.86 0.84 0.68 Total Volume 1,598,437.368 819,660 2,233,520 2,035,050 1,200,680 Total OI 7,796,597.368 6,849,300 8,647,190 8,154,060 7,465,520
Daily Data (19 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 2019-02-01 $33.90 $33.00 36.3% 10.6% 53.0% 22.7% 37.7% 5.3% 0.3% 140.8M -2.91B -31.1M 0.84 11.30 N/A N/A 1,105,450 929,600 3,919,580 4,234,480 2019-02-04 $35.07 $33.00 37.0% 10.6% 46.6% 24.0% 38.2% 4.8% 0.1% 123.8M -4.10B -31.0M 0.69 7.33 N/A N/A 819,780 569,310 3,564,380 3,912,190 2019-02-05 $35.74 $33.00 35.9% 10.4% 41.7% 21.8% 36.8% 4.0% 0.3% 179.5M -5.12B -30.6M 0.60 7.24 N/A N/A 1,185,430 706,180 3,766,200 4,029,660 2019-02-06 $35.27 $33.00 35.8% 10.2% 42.2% 21.7% 36.6% 4.0% -0.2% 154.6M -4.39B -31.2M 0.63 7.03 N/A N/A 941,480 592,010 3,941,660 4,194,570 2019-02-07 $34.37 $33.00 38.1% 10.9% 43.6% 26.3% 38.4% 4.4% -0.3% 46.0M -2.95B -31.3M 0.79 9.91 N/A N/A 1,000,090 792,510 4,138,860 4,305,200 2019-02-08 $34.68 $33.00 38.3% 11.0% 43.5% 26.7% 39.3% 4.7% 0.2% 121.2M -3.50B -31.2M 0.79 7.94 N/A N/A 1,157,560 910,910 4,168,220 4,387,490 2019-02-11 $34.63 $33.00 36.4% 10.5% 41.4% 22.9% 37.0% 4.8% 0.1% 99.9M -3.27B -30.6M 0.82 9.69 N/A N/A 450,140 369,520 3,789,680 4,004,400 2019-02-12 $35.93 $33.00 35.4% 10.1% 42.9% 20.7% 36.9% 3.9% 0.3% 190.7M -5.11B -30.5M 0.64 8.35 N/A N/A 1,077,160 688,430 3,861,320 4,080,710 2019-02-13 $35.14 $33.00 35.2% 10.1% 38.0% 20.5% 35.6% 4.2% 0.1% 126.1M -3.90B -30.4M 0.48 10.64 N/A N/A 1,264,500 602,560 4,063,980 4,224,900 2019-02-14 $35.97 $33.50 35.9% 10.3% 38.6% 21.7% 36.5% 4.4% 0.4% 218.6M -5.28B -30.7M 0.63 9.93 N/A N/A 1,105,930 699,730 4,082,460 4,333,460 2019-02-15 $35.60 $33.50 35.1% 10.0% 38.8% 20.3% 35.6% 4.3% 0.4% 154.1M -4.70B -30.7M 0.63 9.34 N/A N/A 1,366,960 866,560 4,229,020 4,418,170 2019-02-19 $36.49 $33.50 34.7% 10.0% 36.9% 19.4% 36.0% 4.4% 0.4% 175.9M -4.19B -29.7M 0.68 4.80 N/A N/A 890,150 607,960 3,293,910 3,555,390 2019-02-20 $35.95 $33.50 34.1% 9.7% 32.9% 18.2% 34.5% 3.7% 0.1% 151.1M -3.58B -30.3M 0.69 4.73 N/A N/A 872,100 601,030 3,562,040 3,800,070 2019-02-21 $35.62 $33.50 33.7% 9.6% 32.9% 17.5% 33.4% 4.0% 0.2% 82.8M -2.94B -30.0M 0.68 4.96 N/A N/A 847,850 578,870 3,647,040 3,916,190 2019-02-22 $36.23 $33.50 32.8% 9.2% 33.0% 15.7% 32.2% 3.7% 0.5% 146.6M -4.02B -29.8M 0.78 3.83 N/A N/A 1,085,990 845,790 3,745,710 4,007,830 2019-02-25 $36.43 $33.50 32.5% 9.1% 31.3% 15.0% 32.2% 3.9% 0.1% 159.4M -3.97B -29.1M 0.76 3.38 N/A N/A 880,340 666,350 3,352,780 3,592,490 2019-02-26 $36.45 $34.00 31.6% 8.6% 31.1% 13.2% 30.8% 3.8% 0.3% 155.1M -3.91B -29.3M 0.86 3.16 N/A N/A 566,280 489,810 3,467,580 3,733,420 2019-02-27 $36.20 $34.00 32.1% 8.8% 30.2% 14.2% 31.3% 3.6% 0.3% 109.4M -3.43B -29.7M 0.78 3.39 N/A N/A 582,070 453,240 3,489,600 3,855,190 2019-02-28 $35.85 $34.00 32.7% 9.1% 28.6% 15.5% 31.8% 3.8% 0.1% 47.8M -2.88B -29.3M 0.68 3.22 N/A N/A 713,150 487,530 3,544,910 3,920,610
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