NFLX Options History — March 2019 In March 2019, NFLX traded between $34.84 and $37.87. ATM implied volatility averaged 40.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 13.2% (HV 20d: 27.5%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2019-03-22 : Highest Volume — 2,403,080 contracts2019-03-18 : Largest IV spike — 24.8% change2019-03-22 : Highest IV Rank — 52.5%2019-03-22 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $35.94 $34.84 $37.87 $35.84 $35.57 Max Pain $34.76 $34.00 $35.00 $34.00 $35.00 ATM IV 40.7% 31.0% 51.3% 31.0% 46.4% Expected Move 11.1% 8.2% 12.7% 8.2% 11.9% HV 20d 27.5% 21.0% 32.4% 28.5% 32.3% HV 60d 43.0% 39.6% 46.3% 46.3% 39.6% IV Rank 31.5% 12.1% 52.5% 12.1% 42.9% IV Percentile 44.5% 16.7% 72.2% 16.7% 57.1% Term Structure 1.4% -3.7% 12.1% 0.4% -2.6% VWIV 39.1% 28.8% 44.2% 28.8% 41.9% Skew 25d 5.5% 3.6% 7.8% 3.6% 6.1% Skew 10d 9.6% 6.3% 13.8% 6.3% 9.9% Call IV 25d 37.8% 29.1% 48.3% 29.1% 43.8% Put IV 25d 43.3% 32.8% 56.2% 32.8% 49.9% Bid-Ask Spread % 6.71 3.65 9.74 4.52 9.74 Gamma HHI 0.06 0.03 0.19 0.04 0.04 Net GEX 83.8M -52.2M 235.3M 42.3M 30.7M Net DEX -2.81B -5.14B -1.37B -2.81B -1.76B Net VEX -29.9M -31.4M -28.9M -29.1M -30.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.49 1.07 0.73 0.75 Total Volume 1,496,493.333 904,570 2,403,080 1,622,170 1,152,740 Total OI 7,173,693.333 5,995,920 8,027,140 7,636,690 7,243,100
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 2019-03-01 $35.84 $34.00 31.0% 8.2% 28.5% 12.1% 28.8% 3.6% 0.4% 42.3M -2.81B -29.1M 0.73 4.52 N/A N/A 937,480 684,690 3,620,030 4,016,660 2019-03-04 $35.05 $34.00 33.0% 9.4% 29.9% 16.1% 32.8% 4.3% -0.1% 31.2M -1.98B -28.9M 0.68 3.65 N/A N/A 1,032,590 704,090 3,223,160 3,686,470 2019-03-05 $35.51 $34.00 32.6% 8.8% 27.7% 15.2% 31.3% 4.0% 0.2% 74.8M -2.63B -29.3M 0.54 4.50 N/A N/A 878,580 477,310 3,380,330 3,828,960 2019-03-06 $35.90 $34.00 32.8% 8.6% 27.2% 15.7% 30.6% 4.4% -0.0% 149.0M -3.39B -29.9M 0.66 4.29 N/A N/A 792,730 523,200 3,565,060 3,911,540 2019-03-07 $35.22 $34.50 35.4% 9.7% 27.6% 20.9% 33.9% 5.2% -0.0% 35.6M -2.25B -30.1M 0.68 3.94 N/A N/A 1,063,450 725,200 3,664,200 3,960,640 2019-03-08 $34.84 $34.50 37.1% 9.5% 26.3% 24.2% 33.7% 6.1% 0.2% -52.2M -1.49B -30.0M 1.07 6.81 N/A N/A 948,160 1,012,820 3,776,310 4,043,610 2019-03-11 $35.72 $35.00 32.5% 11.7% 27.5% 15.1% 42.0% 4.9% 10.6% 99.7M -3.11B -29.3M 0.74 8.01 N/A N/A 627,700 463,910 3,450,250 3,830,130 2019-03-12 $35.72 $35.00 31.5% 11.6% 27.5% 13.1% 40.6% 4.7% 10.8% 118.6M -3.14B -29.2M 0.78 8.93 N/A N/A 529,910 411,070 3,582,510 3,941,080 2019-03-13 $36.22 $35.00 32.6% 11.5% 24.6% 15.2% 40.7% 4.2% 10.5% 177.5M -4.00B -29.2M 0.57 7.66 N/A N/A 901,740 514,850 3,612,360 4,008,260 2019-03-14 $35.91 $35.00 36.1% 11.6% 23.5% 22.2% 41.3% 4.5% 11.2% 152.5M -3.40B -29.4M 0.63 8.35 N/A N/A 783,520 496,830 3,757,710 4,111,410 2019-03-15 $36.20 $35.00 36.6% 11.2% 22.1% 23.2% 38.9% 3.8% 12.1% 208.4M -4.22B -29.1M 0.62 8.24 N/A N/A 1,052,620 649,860 3,824,640 4,202,500 2019-03-18 $36.44 $35.00 45.7% 11.6% 21.9% 41.3% 41.1% 6.7% -2.3% 88.8M -2.96B -29.3M 0.57 7.80 N/A N/A 902,560 513,730 2,839,900 3,156,020 2019-03-19 $35.78 $35.00 47.7% 11.6% 21.0% 45.4% 40.8% 6.5% -2.4% 40.1M -2.15B -29.8M 0.70 8.49 N/A N/A 773,490 543,110 3,028,470 3,300,930 2019-03-20 $37.47 $35.00 48.4% 11.8% 26.2% 46.8% 42.2% 6.8% -3.0% 180.1M -4.44B -30.4M 0.49 6.33 N/A N/A 1,446,200 709,470 3,155,240 3,419,370 2019-03-21 $37.87 $35.00 48.6% 11.9% 26.0% 47.1% 42.3% 7.3% -3.0% 235.3M -5.14B -31.0M 0.54 4.60 N/A N/A 1,223,390 662,760 3,371,960 3,567,140 2019-03-22 $36.19 $35.00 51.3% 12.7% 30.7% 52.5% 44.2% 7.8% -3.7% 23.0M -2.24B -31.4M 0.66 7.06 N/A N/A 1,451,640 951,440 3,433,490 3,661,300 2019-03-25 $36.69 $35.00 50.1% 12.6% 31.0% 50.2% 44.2% 6.4% -2.4% 79.6M -2.94B -31.1M 0.68 5.80 N/A N/A 715,680 483,470 3,164,870 3,408,570 2019-03-26 $35.82 $35.00 48.7% 12.2% 32.2% 47.5% 42.8% 6.4% -2.6% 36.7M -1.95B -30.6M 0.59 6.64 N/A N/A 850,940 502,030 3,303,220 3,529,210 2019-03-27 $35.39 $35.00 49.0% 12.3% 32.4% 47.9% 42.8% 6.3% -2.4% -3.9M -1.37B -30.6M 0.78 7.60 N/A N/A 801,210 625,620 3,297,550 3,618,980 2019-03-28 $35.49 $35.00 48.2% 12.3% 32.2% 46.3% 43.4% 6.3% -2.7% 11.6M -1.59B -30.8M 0.81 7.89 N/A N/A 499,300 405,270 3,424,080 3,726,340 2019-03-29 $35.57 $35.00 46.4% 11.9% 32.3% 42.9% 41.9% 6.1% -2.6% 30.7M -1.76B -30.4M 0.75 9.74 N/A N/A 660,530 492,210 3,485,710 3,757,390
« Feb 2019 | All History | Apr 2019 » Home NFLX History March 2019