NFLX Options History — May 2019 In May 2019, NFLX traded between $34.38 and $38.49. ATM implied volatility averaged 32.5%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.0% (HV 20d: 33.6%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.81.
Notable Days 2019-05-01 : Highest Volume — 2,369,310 contracts2019-05-07 : Largest IV spike — 16.3% change2019-05-13 : Highest IV Rank — 24.9%2019-05-13 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $35.96 $34.38 $38.49 $38.08 $34.38 Max Pain $34.80 $34.00 $36.00 $35.50 $35.00 ATM IV 32.5% 28.2% 37.4% 28.2% 35.8% Expected Move 9.3% 8.0% 10.7% 8.0% 10.3% HV 20d 33.6% 29.6% 36.5% 34.1% 31.2% HV 60d 31.4% 30.1% 32.4% 31.1% 32.4% IV Rank 15.1% 6.5% 24.9% 6.5% 21.5% IV Percentile 24.7% 8.7% 43.7% 8.7% 36.9% Term Structure 0.3% -0.6% 0.8% 0.8% -0.4% VWIV 32.9% 28.3% 37.4% 28.3% 35.8% Skew 25d 5.1% 2.5% 6.7% 2.5% 6.2% Skew 10d 10.0% 4.4% 13.5% 4.4% 12.4% Call IV 25d 30.1% 27.1% 34.5% 27.1% 32.7% Put IV 25d 35.2% 29.5% 40.9% 29.5% 38.8% Bid-Ask Spread % 4.14 3.47 5.10 4.11 4.01 Gamma HHI 0.06 0.03 0.28 0.07 0.08 Net GEX 38.3M -101.0M 394.8M 234.7M -101.0M Net DEX -1.44B -5.37B 673.5M -4.67B 395.5M Net VEX -28.8M -29.9M -27.9M -28.0M -28.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.56 1.07 0.77 1.07 Total Volume 1,460,015 870,150 2,369,310 2,369,310 1,380,790 Total OI 7,367,715.455 6,587,970 8,013,680 7,205,320 7,416,950
Daily Data (22 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 2019-05-01 $38.08 $35.50 28.2% 8.0% 34.1% 6.5% 28.3% 2.5% 0.8% 234.7M -4.67B -28.0M 0.77 4.11 N/A N/A 1,339,730 1,029,580 3,344,910 3,860,410 2019-05-02 $37.82 $35.50 30.2% 8.6% 34.2% 10.4% 30.5% 3.0% 0.5% 172.0M -3.95B -29.3M 0.93 4.33 N/A N/A 810,360 753,200 3,540,770 4,058,670 2019-05-03 $38.49 $36.00 29.1% 8.0% 34.6% 8.2% 28.5% 2.8% 0.8% 394.8M -5.37B -28.6M 0.77 4.17 N/A N/A 982,970 756,640 3,614,310 4,133,840 2019-05-06 $37.92 $34.00 30.9% 9.1% 35.1% 11.8% 32.6% 4.0% 0.5% 129.8M -3.74B -28.8M 0.93 3.47 N/A N/A 570,490 531,150 3,290,400 3,796,460 2019-05-07 $36.80 $34.00 35.9% 10.3% 36.5% 21.9% 36.1% 6.2% -0.0% 27.6M -2.01B -29.9M 0.71 5.10 N/A N/A 999,710 707,110 3,366,990 3,930,000 2019-05-08 $36.51 $34.00 34.7% 10.1% 36.5% 19.4% 35.2% 5.8% 0.1% 1.4M -1.60B -29.7M 0.70 3.63 N/A N/A 920,620 648,190 3,463,650 4,021,710 2019-05-09 $36.37 $34.00 35.8% 10.2% 36.5% 21.7% 36.1% 6.7% 0.2% 8.1M -1.47B -29.9M 0.89 4.70 N/A N/A 947,430 846,330 3,622,000 4,106,460 2019-05-10 $36.11 $34.50 32.4% 9.5% 36.4% 14.8% 33.1% 5.9% 0.4% -21.8M -1.03B -29.3M 0.75 4.32 N/A N/A 1,097,500 819,400 3,768,050 4,245,630 2019-05-13 $34.48 $34.50 37.4% 10.7% 36.4% 24.9% 37.4% 6.3% 0.2% -55.7M 673.5M -27.9M 0.81 4.32 N/A N/A 899,730 729,060 3,301,440 3,890,710 2019-05-14 $34.60 $34.50 33.7% 9.8% 36.2% 17.4% 34.1% 5.5% 0.3% -53.4M 576.8M -28.0M 0.77 4.07 N/A N/A 587,220 452,560 3,518,540 4,041,170 2019-05-15 $35.57 $34.50 31.4% 9.2% 34.6% 12.8% 32.7% 4.6% 0.6% 40.3M -935.6M -28.6M 0.72 4.52 N/A N/A 852,570 610,840 3,624,360 4,126,800 2019-05-16 $35.93 $34.50 28.9% 8.4% 34.2% 7.9% 30.3% 4.2% 0.6% 107.1M -1.67B -28.3M 0.71 4.56 N/A N/A 1,011,970 715,710 3,664,260 4,160,230 2019-05-17 $35.47 $35.00 29.8% 8.7% 34.1% 9.8% 30.6% 4.2% 0.8% -23.2M -689.4M -28.2M 0.69 4.91 N/A N/A 1,093,100 754,920 3,706,660 4,256,590 2019-05-20 $34.82 $35.00 32.2% 9.3% 29.6% 14.5% 32.8% 5.0% 0.2% -35.0M -97.3M -28.0M 0.74 3.89 N/A N/A 649,680 479,080 2,928,590 3,659,380 2019-05-21 $35.43 $35.00 29.8% 8.6% 30.0% 9.7% 30.3% 4.8% 0.5% 1.7M -839.0M -28.3M 0.56 3.63 N/A N/A 556,780 313,370 3,081,230 3,768,890 2019-05-22 $36.11 $35.00 30.6% 8.8% 30.7% 11.3% 30.5% 4.5% 0.4% 63.7M -1.83B -29.0M 0.58 3.85 N/A N/A 933,880 540,050 3,163,350 3,814,420 2019-05-23 $35.06 $35.00 35.0% 10.0% 31.8% 20.0% 35.5% 6.1% 0.2% -28.5M -340.1M -29.4M 0.95 3.83 N/A N/A 683,020 646,660 3,277,090 3,900,200 2019-05-24 $35.45 $35.00 31.3% 8.9% 31.6% 12.7% 31.6% 5.5% 0.5% 3.9M -929.7M -29.2M 0.96 3.67 N/A N/A 609,510 583,960 3,379,570 3,980,660 2019-05-28 $35.63 $35.00 32.9% 9.4% 31.7% 15.9% 32.3% 5.8% -0.3% 9.2M -1.14B -28.6M 0.86 3.57 N/A N/A 483,180 413,640 3,118,030 3,762,250 2019-05-29 $34.90 $35.00 35.3% 10.1% 32.3% 20.7% 35.5% 5.9% -0.6% -26.5M -264.7M -28.6M 0.94 4.28 N/A N/A 675,240 636,060 3,253,300 3,847,040 2019-05-30 $35.20 $35.00 34.3% 9.7% 30.4% 18.7% 34.1% 6.0% -0.3% -5.6M -763.8M -28.8M 0.97 4.04 N/A N/A 542,170 525,170 3,361,150 3,922,620 2019-05-31 $34.38 $35.00 35.8% 10.3% 31.2% 21.5% 35.8% 6.2% -0.4% -101.0M 395.5M -28.3M 1.07 4.01 N/A N/A 667,480 713,310 3,441,380 3,975,570
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