NFLX Options History — June 2019 In June 2019, NFLX traded between $33.45 and $37.07. ATM implied volatility averaged 39.5%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 5.6% (HV 20d: 33.9%). Max pain ranged from $34.50 to $35.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2019-06-21 : Highest Volume — 2,075,650 contracts2019-06-17 : Largest IV spike — 11.9% change2019-06-25 : Highest IV Rank — 38.2%2019-06-25 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.63 $33.45 $37.07 $33.45 $36.54 Max Pain $34.99 $34.50 $35.50 $35.00 $35.50 ATM IV 39.5% 32.8% 45.4% 38.9% 43.0% Expected Move 12.5% 10.1% 13.6% 11.3% 13.3% HV 20d 33.9% 31.0% 37.4% 31.0% 32.3% HV 60d 33.2% 32.1% 34.4% 32.7% 32.5% IV Rank 27.2% 15.3% 38.2% 27.8% 33.1% IV Percentile 43.4% 23.4% 59.5% 45.6% 52.0% Term Structure 1.8% -2.1% 12.0% -0.5% -2.0% VWIV 43.2% 35.7% 47.0% 39.8% 45.5% Skew 25d 6.2% 5.0% 7.5% 7.3% 6.6% Skew 10d 11.1% 9.4% 14.9% 14.9% 11.6% Call IV 25d 36.1% 30.3% 41.3% 35.1% 39.9% Put IV 25d 42.3% 35.3% 48.0% 42.4% 46.5% Bid-Ask Spread % 6.63 3.15 18.11 3.40 4.18 Gamma HHI 0.08 0.03 0.28 0.04 0.08 Net GEX 71.2M -205.4M 277.9M -53.5M 16.4M Net DEX -1.64B -4.29B 945.2M 945.2M -2.00B Net VEX -28.1M -29.0M -27.0M -27.4M -28.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.45 1.16 1.15 0.69 Total Volume 1,367,510.5 851,470 2,075,650 1,508,710 1,075,140 Total OI 7,415,415 5,648,490 8,530,080 7,074,070 6,446,610
Daily Data (20 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 2019-06-03 $33.45 $35.00 38.9% 11.3% 31.0% 27.8% 39.8% 7.3% -0.5% -53.5M 945.2M -27.4M 1.15 3.40 N/A N/A 700,250 808,460 3,262,880 3,811,190 2019-06-04 $35.19 $34.50 35.4% 10.3% 36.9% 20.5% 37.0% 5.9% 0.0% 35.0M -1.23B -29.0M 0.98 3.15 N/A N/A 681,320 671,080 3,374,560 3,945,440 2019-06-05 $35.48 $34.75 35.1% 10.1% 35.8% 19.9% 35.7% 5.7% -0.0% 54.5M -1.62B -28.8M 0.80 3.83 N/A N/A 638,520 513,050 3,462,900 4,080,240 2019-06-06 $35.71 $35.00 33.8% 12.2% 35.9% 17.3% 43.1% 5.5% 0.1% 111.2M -1.99B -28.9M 1.16 10.69 N/A N/A 393,740 457,730 3,561,240 4,135,310 2019-06-07 $36.08 $35.00 32.8% 12.0% 36.1% 15.3% 40.8% 5.0% 0.1% 277.9M -2.67B -28.8M 0.70 9.19 N/A N/A 951,190 664,330 3,601,000 4,176,740 2019-06-10 $35.07 $35.00 34.6% 12.7% 37.4% 18.8% 41.7% 5.3% 10.0% 4.7M -773.9M -28.0M 0.45 8.81 N/A N/A 1,238,340 555,380 3,387,100 3,966,710 2019-06-11 $35.16 $35.00 33.7% 12.7% 33.4% 17.1% 42.4% 5.0% 10.6% 34.3M -997.7M -28.2M 0.55 8.08 N/A N/A 812,670 450,640 3,698,860 4,091,670 2019-06-12 $34.54 $35.00 34.0% 12.7% 34.0% 17.7% 43.1% 5.3% 10.2% -28.4M 42.9M -27.6M 0.63 10.12 N/A N/A 737,450 461,050 3,799,310 4,150,310 2019-06-13 $34.22 $35.00 35.7% 13.0% 32.5% 17.9% 44.3% 5.5% 12.0% -45.1M 419.7M -27.1M 0.54 18.11 N/A N/A 1,134,240 616,570 3,888,330 4,180,310 2019-06-14 $33.95 $35.00 38.1% 13.0% 32.3% 22.9% 43.8% 5.2% 11.4% -205.4M 737.8M -27.0M 0.67 5.44 N/A N/A 1,117,690 748,390 4,034,730 4,267,400 2019-06-17 $35.07 $35.00 42.7% 13.0% 34.4% 32.4% 44.1% 7.0% -1.7% 54.5M -1.32B -27.6M 0.59 6.46 N/A N/A 818,210 482,920 3,799,210 4,095,390 2019-06-18 $35.89 $35.00 42.6% 12.6% 34.7% 32.3% 44.1% 6.8% -1.5% 136.0M -2.67B -28.1M 0.68 7.50 N/A N/A 801,080 545,970 3,883,430 4,165,570 2019-06-19 $36.35 $35.00 44.5% 12.7% 34.4% 36.1% 44.3% 7.5% -1.5% 184.0M -3.42B -28.0M 0.66 4.37 N/A N/A 836,590 553,290 3,950,180 4,225,420 2019-06-20 $36.49 $35.00 43.9% 12.7% 33.8% 34.9% 43.9% 6.8% -1.6% 220.0M -3.59B -28.0M 0.62 5.83 N/A N/A 955,240 594,380 4,047,190 4,312,080 2019-06-21 $36.89 $35.00 43.8% 12.7% 32.1% 34.8% 44.3% 7.2% -1.9% 268.7M -4.29B -28.1M 0.58 4.93 N/A N/A 1,310,370 765,280 4,151,170 4,378,910 2019-06-24 $37.07 $35.00 44.3% 13.2% 31.9% 35.7% 45.5% 6.5% -2.0% 94.4M -2.59B -28.2M 0.75 6.22 N/A N/A 568,660 427,190 2,679,880 2,968,610 2019-06-25 $36.06 $35.00 45.4% 13.6% 33.6% 38.2% 46.9% 6.7% -2.1% 40.8M -1.32B -28.0M 0.87 4.47 N/A N/A 714,830 623,290 2,808,000 3,084,670 2019-06-26 $36.31 $35.00 44.7% 13.5% 32.7% 36.6% 46.3% 6.8% -2.0% 65.8M -1.70B -28.4M 0.83 3.38 N/A N/A 469,050 387,280 2,951,520 3,199,890 2019-06-27 $37.04 $35.00 43.5% 13.3% 33.2% 34.1% 47.0% 6.9% -2.0% 158.8M -2.81B -28.5M 0.85 4.52 N/A N/A 577,850 491,500 3,031,910 3,252,430 2019-06-28 $36.54 $35.50 43.0% 13.3% 32.3% 33.1% 45.5% 6.6% -2.0% 16.4M -2.00B -28.3M 0.69 4.18 N/A N/A 637,400 437,740 3,109,960 3,336,650
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