NFLX Options History — July 2019 In July 2019, NFLX traded between $30.62 and $38.07. ATM implied volatility averaged 35.6%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 0.5% (HV 20d: 36.0%). Max pain ranged from $32.50 to $36.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2019-07-18 : Highest Volume — 5,791,200 contracts2019-07-18 : Largest IV drop — 33.4% change2019-07-17 : Highest IV Rank — 35.7%2019-07-03 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $35.06 $30.62 $38.07 $37.53 $32.36 Max Pain $34.45 $32.50 $36.00 $35.50 $32.50 ATM IV 35.6% 28.5% 44.3% 40.4% 30.8% Expected Move 10.3% 8.2% 13.3% 13.1% 9.0% HV 20d 36.0% 22.1% 50.7% 31.3% 49.5% HV 60d 34.7% 29.0% 39.0% 32.9% 38.8% IV Rank 17.5% 2.8% 35.7% 27.7% 7.5% IV Percentile 29.7% 2.8% 60.3% 47.6% 13.5% Term Structure -1.1% -2.4% 0.1% -1.5% -0.4% VWIV 36.1% 29.0% 46.4% 45.6% 31.9% Skew 25d 3.4% 0.6% 6.3% 5.9% 1.8% Skew 10d 5.7% 0.6% 10.9% 10.3% 3.1% Call IV 25d 33.7% 28.4% 42.1% 36.5% 30.1% Put IV 25d 37.1% 29.2% 44.4% 42.4% 32.0% Bid-Ask Spread % 5.22 3.04 9.28 3.04 4.88 Gamma HHI 0.10 0.04 0.49 0.06 0.04 Net GEX 62.1M -324.6M 325.6M 157.3M -7.1M Net DEX -935.3M -3.90B 4.64B -3.11B 583.3M Net VEX -27.7M -31.9M -21.5M -27.5M -31.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.49 1.22 0.78 0.75 Total Volume 2,066,202.273 657,320 5,791,200 1,110,200 1,778,440 Total OI 7,285,301.364 5,926,180 9,138,570 5,926,180 8,528,210
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 2019-07-01 $37.53 $35.50 40.4% 13.1% 31.3% 27.7% 45.6% 5.9% -1.5% 157.3M -3.11B -27.5M 0.78 3.04 N/A N/A 625,290 484,910 2,857,890 3,068,290 2019-07-02 $37.49 $35.50 40.2% 13.2% 26.5% 27.1% 45.7% 5.9% -1.6% 170.1M -3.08B -27.5M 0.91 3.14 N/A N/A 441,910 402,930 2,994,960 3,169,010 2019-07-03 $38.02 $35.50 39.8% 13.3% 26.7% 26.3% 46.4% 6.0% -1.7% 230.5M -3.90B -27.2M 0.64 3.25 N/A N/A 601,620 386,740 3,050,580 3,223,660 2019-07-05 $38.02 $35.00 40.7% 10.8% 26.7% 28.2% 37.6% 6.3% -2.1% 325.6M -3.80B -27.3M 0.69 8.58 N/A N/A 782,640 543,560 3,109,500 3,304,690 2019-07-08 $37.60 $35.00 41.4% 11.2% 27.0% 29.7% 39.1% 6.0% -1.7% 116.5M -2.86B -26.9M 0.90 8.62 N/A N/A 346,140 311,180 2,937,370 3,149,010 2019-07-09 $37.98 $35.00 40.3% 11.0% 24.6% 27.5% 38.4% 5.6% -1.7% 149.1M -3.37B -26.5M 0.66 6.21 N/A N/A 939,060 620,280 3,009,330 3,238,150 2019-07-10 $38.07 $35.50 39.6% 10.9% 24.6% 26.0% 36.8% 5.4% -1.7% 158.5M -3.47B -26.2M 0.61 7.79 N/A N/A 826,470 504,840 3,114,830 3,316,180 2019-07-11 $38.03 $35.50 37.7% 10.5% 23.3% 22.0% 36.6% 5.2% -1.5% 174.5M -3.36B -26.5M 0.66 6.81 N/A N/A 734,230 484,930 3,195,920 3,442,140 2019-07-12 $37.31 $35.50 39.9% 11.0% 24.3% 26.6% 38.9% 5.2% -2.4% 21.4M -2.15B -26.7M 0.72 6.89 N/A N/A 967,650 693,090 3,234,730 3,482,780 2019-07-15 $36.60 $35.50 42.5% 12.0% 25.4% 32.0% 41.4% 4.1% -1.9% 45.8M -1.42B -26.2M 0.62 5.80 N/A N/A 902,820 559,190 2,907,840 3,288,670 2019-07-16 $36.68 $36.00 42.8% 12.2% 23.1% 32.5% 41.8% 3.4% -2.1% 63.6M -1.72B -26.9M 0.49 6.23 N/A N/A 758,080 373,730 3,185,900 3,454,920 2019-07-17 $36.28 $36.00 44.3% 12.7% 22.1% 35.7% 43.1% 2.2% -2.4% 59.1M -1.38B -27.0M 0.71 9.28 N/A N/A 1,690,860 1,196,390 3,386,350 3,549,960 2019-07-18 $32.28 $36.00 29.5% 8.4% 46.8% 4.8% 30.3% 1.1% 0.1% -190.9M 4.64B -21.5M 0.83 4.27 N/A N/A 3,172,530 2,618,670 4,029,540 3,951,970 2019-07-19 $31.54 $35.00 28.8% 8.3% 47.0% 3.5% 29.0% 1.3% 0.1% -324.6M 4.54B -24.7M 1.22 3.85 N/A N/A 1,723,630 2,108,420 4,867,390 4,271,180 2019-07-22 $30.89 $33.50 29.1% 8.4% 46.7% 4.1% 29.9% 1.9% 0.0% -122.0M 3.17B -25.8M 1.20 3.88 N/A N/A 1,423,670 1,702,150 3,528,390 3,741,840 2019-07-23 $30.62 $33.00 28.8% 8.3% 46.4% 3.4% 29.4% 1.5% 0.0% -119.5M 3.18B -27.2M 1.13 4.03 N/A N/A 985,610 1,111,540 3,986,290 4,081,390 2019-07-24 $31.95 $32.50 28.5% 8.2% 49.4% 2.8% 29.5% 0.6% 0.0% 27.0M 672.0M -29.9M 0.84 3.65 N/A N/A 1,809,490 1,514,220 4,239,410 4,239,190 2019-07-25 $32.70 $32.50 29.1% 8.3% 50.3% 4.0% 30.1% 0.8% 0.0% 114.5M -813.8M -31.3M 0.81 3.75 N/A N/A 1,612,240 1,310,300 4,420,390 4,368,320 2019-07-26 $33.53 $32.50 28.6% 8.2% 50.7% 2.9% 29.5% 0.7% -0.0% 242.2M -2.27B -31.5M 0.64 3.40 N/A N/A 2,038,770 1,298,130 4,508,410 4,468,540 2019-07-29 $33.28 $32.50 29.5% 8.7% 50.6% 5.0% 31.0% 1.3% -0.4% 65.4M -982.6M -31.5M 0.75 4.05 N/A N/A 847,810 636,570 3,906,710 4,097,030 2019-07-30 $32.51 $32.50 30.2% 8.9% 49.6% 6.3% 31.9% 1.9% -0.4% 10.5M 326.6M -31.7M 0.82 3.54 N/A N/A 871,390 714,330 4,114,600 4,255,170 2019-07-31 $32.36 $32.50 30.8% 9.0% 49.5% 7.5% 31.9% 1.8% -0.4% -7.1M 583.3M -31.9M 0.75 4.88 N/A N/A 1,014,550 763,890 4,165,630 4,362,580
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