NFLX Options History — April 2019 In April 2019, NFLX traded between $34.70 and $38.15. ATM implied volatility averaged 38.2%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 5.2% (HV 20d: 33.0%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2019-04-17 : Highest Volume — 3,851,260 contracts2019-04-17 : Largest IV drop — 26.8% change2019-04-02 : Highest IV Rank — 41.4%2019-04-15 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $36.61 $34.70 $38.15 $36.66 $37.00 Max Pain $35.40 $35.00 $36.00 $35.00 $35.50 ATM IV 38.2% 29.0% 45.7% 45.6% 29.6% Expected Move 10.5% 8.3% 12.6% 11.9% 8.4% HV 20d 33.0% 30.5% 37.2% 32.9% 32.6% HV 60d 32.8% 30.7% 39.8% 39.8% 31.3% IV Rank 26.5% 8.1% 41.4% 41.1% 9.3% IV Percentile 36.6% 10.7% 56.3% 55.2% 11.9% Term Structure -1.2% -2.5% 0.6% -2.1% 0.5% VWIV 36.9% 29.0% 43.3% 41.5% 29.6% Skew 25d 3.9% 1.4% 5.6% 5.5% 2.5% Skew 10d 6.4% 2.3% 9.4% 9.1% 4.7% Call IV 25d 36.2% 27.6% 42.2% 41.9% 28.4% Put IV 25d 40.0% 30.3% 47.7% 47.4% 30.9% Bid-Ask Spread % 6.47 2.63 11.01 8.38 2.87 Gamma HHI 0.09 0.03 0.44 0.04 0.05 Net GEX 121.4M -150.7M 433.8M 99.2M 97.5M Net DEX -2.94B -5.17B -362.2M -3.14B -2.90B Net VEX -28.7M -30.0M -27.7M -29.9M -28.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.52 0.83 0.67 0.79 Total Volume 1,756,614.762 840,270 3,851,260 1,283,860 840,270 Total OI 7,308,657.143 6,606,350 8,855,260 6,611,970 7,030,920
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 2019-04-01 $36.66 $35.00 45.6% 11.9% 32.9% 41.1% 41.5% 5.5% -2.1% 99.2M -3.14B -29.9M 0.67 8.38 N/A N/A 768,270 515,590 3,148,140 3,463,830 2019-04-02 $36.82 $35.00 45.7% 11.8% 32.7% 41.4% 41.7% 5.6% -2.3% 122.3M -3.40B -30.0M 0.64 8.04 N/A N/A 517,000 333,130 3,282,060 3,586,860 2019-04-03 $36.92 $35.00 45.0% 11.8% 32.5% 40.0% 41.4% 5.5% -2.2% 148.7M -3.55B -30.0M 0.58 9.20 N/A N/A 886,780 517,080 3,351,680 3,663,530 2019-04-04 $36.76 $35.00 44.7% 11.7% 31.7% 39.5% 41.6% 5.4% -2.4% 118.2M -3.17B -29.8M 0.64 9.69 N/A N/A 754,980 481,420 3,402,150 3,746,110 2019-04-05 $36.62 $35.00 43.6% 11.5% 31.4% 37.1% 40.4% 5.1% -2.5% 74.3M -2.90B -29.3M 0.57 9.88 N/A N/A 811,920 461,910 3,436,990 3,817,260 2019-04-08 $36.16 $35.00 43.2% 11.7% 30.7% 36.3% 41.0% 5.0% -1.7% 44.1M -2.19B -28.5M 0.59 9.46 N/A N/A 568,840 334,940 3,155,140 3,608,060 2019-04-09 $36.52 $35.50 44.4% 12.0% 30.8% 38.9% 41.8% 5.3% -2.0% 80.1M -2.61B -28.8M 0.52 7.10 N/A N/A 749,730 386,950 3,242,250 3,725,640 2019-04-10 $36.41 $36.00 44.0% 12.0% 30.5% 38.1% 42.5% 5.1% -2.1% 79.3M -2.54B -28.6M 0.66 9.84 N/A N/A 626,470 411,170 3,371,480 3,832,140 2019-04-11 $36.75 $36.00 44.0% 12.0% 30.5% 38.0% 41.7% 5.2% -2.3% 115.1M -3.08B -29.3M 0.60 7.56 N/A N/A 912,100 548,520 3,486,260 3,946,920 2019-04-12 $35.08 $36.00 44.3% 12.3% 34.7% 38.7% 42.3% 5.2% -2.4% -150.7M -362.2M -28.8M 0.78 11.01 N/A N/A 2,026,510 1,575,730 3,640,340 4,040,900 2019-04-15 $34.70 $36.00 44.5% 12.6% 34.7% 39.0% 43.3% 4.0% -2.1% 26.3M -865.2M -28.5M 0.65 6.36 N/A N/A 1,038,490 679,430 3,427,790 3,807,260 2019-04-16 $36.11 $35.50 42.8% 12.2% 37.2% 35.6% 42.7% 3.7% -2.2% 88.8M -2.85B -28.7M 0.82 10.28 N/A N/A 1,785,660 1,465,160 3,634,740 4,009,240 2019-04-17 $35.46 $35.50 31.3% 9.0% 33.6% 12.7% 31.5% 3.1% 0.3% 65.9M -1.53B -27.8M 0.79 2.78 N/A N/A 2,149,050 1,702,210 4,012,240 4,485,530 2019-04-18 $35.97 $35.50 29.0% 8.3% 33.8% 8.1% 29.0% 2.8% 0.6% 400.9M -2.76B -27.9M 0.78 3.50 N/A N/A 1,408,840 1,099,660 4,234,050 4,621,210 2019-04-22 $37.69 $35.00 30.4% 8.7% 34.1% 10.9% 31.0% 2.6% -0.3% 162.7M -4.41B -27.7M 0.74 4.64 N/A N/A 1,288,580 954,960 3,048,510 3,557,840 2019-04-23 $38.15 $35.00 30.1% 8.5% 34.0% 10.4% 30.5% 2.0% -0.3% 214.6M -5.17B -27.8M 0.73 3.22 N/A N/A 1,363,420 1,000,590 3,296,090 3,797,010 2019-04-24 $37.52 $35.50 30.3% 8.6% 33.4% 10.6% 30.3% 2.1% -0.3% 152.6M -3.99B -28.4M 0.63 2.92 N/A N/A 1,064,520 667,590 3,427,790 3,968,340 2019-04-25 $36.91 $35.50 30.8% 8.8% 33.6% 11.6% 31.0% 1.9% -0.4% 56.2M -2.85B -29.0M 0.78 2.63 N/A N/A 946,440 734,950 3,535,530 4,058,270 2019-04-26 $37.46 $35.50 29.9% 8.4% 33.9% 9.9% 30.0% 1.4% -0.3% 433.8M -4.16B -28.5M 0.83 3.40 N/A N/A 899,480 745,590 3,619,220 4,119,380 2019-04-29 $37.20 $35.50 29.8% 8.4% 34.1% 9.7% 29.9% 2.0% 0.6% 120.0M -3.25B -28.2M 0.66 3.22 N/A N/A 521,840 343,140 3,155,220 3,687,880 2019-04-30 $37.00 $35.50 29.6% 8.4% 32.6% 9.3% 29.6% 2.5% 0.5% 97.5M -2.90B -28.2M 0.79 2.87 N/A N/A 470,620 369,650 3,244,420 3,786,500
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