NFLX Options History — August 2019 In August 2019, NFLX traded between $28.99 and $32.02. ATM implied volatility averaged 35.5%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 6.3% (HV 20d: 41.8%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2019-08-15 : Highest Volume — 2,182,940 contracts2019-08-05 : Largest IV spike — 17.2% change2019-08-05 : Highest IV Rank — 26.0%2019-08-15 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.31 $28.99 $32.02 $32.02 $29.27 Max Pain $32.18 $31.00 $33.00 $32.50 $31.00 ATM IV 35.5% 32.6% 39.6% 32.6% 33.3% Expected Move 10.1% 9.4% 11.1% 9.6% 9.4% HV 20d 41.8% 32.1% 53.4% 48.9% 33.6% HV 60d 38.7% 37.5% 39.5% 38.4% 37.7% IV Rank 16.3% 9.5% 26.0% 11.4% 10.7% IV Percentile 31.5% 18.3% 46.8% 22.2% 19.0% Term Structure -0.2% -0.8% 0.5% -0.7% 0.2% VWIV 35.6% 33.0% 38.4% 33.8% 33.6% Skew 25d 6.0% 2.9% 7.3% 2.9% 5.8% Skew 10d 11.3% 5.0% 13.6% 5.0% 10.6% Call IV 25d 32.9% 30.3% 36.7% 31.6% 30.6% Put IV 25d 38.9% 34.5% 43.1% 34.5% 36.4% Bid-Ask Spread % 4.23 2.64 5.37 4.97 4.17 Gamma HHI 0.06 0.04 0.11 0.04 0.06 Net GEX -71.0M -134.5M -10.5M -59.0M -91.4M Net DEX 2.37B 927.3M 3.71B 1.25B 2.83B Net VEX -30.6M -31.9M -29.3M -31.7M -29.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.68 1.54 0.89 0.85 Total Volume 1,539,787.727 376,920 2,182,940 1,815,620 1,421,820 Total OI 8,419,748.636 7,520,990 9,237,470 8,655,930 8,518,490
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 2019-08-01 $32.02 $32.50 32.6% 9.6% 48.9% 11.4% 33.8% 2.9% -0.7% -59.0M 1.25B -31.7M 0.89 4.97 N/A N/A 961,050 854,570 4,242,040 4,413,890 2019-08-02 $31.76 $32.50 33.8% 9.9% 48.8% 13.9% 35.1% 3.9% -0.8% -122.3M 1.74B -31.5M 1.06 4.27 N/A N/A 1,037,410 1,100,210 4,297,740 4,492,630 2019-08-05 $30.74 $33.00 39.6% 10.9% 49.5% 26.0% 38.3% 6.4% -0.7% -85.5M 2.64B -30.8M 1.30 5.20 N/A N/A 858,530 1,118,530 3,806,790 4,183,610 2019-08-06 $31.04 $33.00 36.8% 10.2% 49.5% 20.1% 35.8% 6.7% -0.5% -61.7M 2.21B -31.3M 0.91 4.56 N/A N/A 885,430 804,100 3,980,640 4,357,510 2019-08-07 $30.43 $33.00 38.0% 10.6% 49.4% 22.5% 37.1% 7.2% -0.4% -101.0M 3.12B -30.7M 1.09 4.91 N/A N/A 1,031,260 1,129,250 4,054,820 4,514,740 2019-08-08 $31.56 $33.00 33.6% 9.6% 52.2% 13.4% 33.0% 5.7% 0.0% -10.5M 927.3M -31.9M 0.74 5.37 N/A N/A 993,910 734,930 4,236,450 4,573,290 2019-08-09 $30.98 $33.00 34.7% 10.0% 52.2% 15.8% 35.1% 6.2% -0.1% -42.5M 2.00B -31.7M 0.72 4.94 N/A N/A 1,133,640 818,860 4,344,690 4,649,820 2019-08-12 $31.15 $33.00 36.3% 10.4% 52.3% 19.1% 37.3% 6.3% 0.1% -56.4M 1.73B -31.5M 0.92 4.55 N/A N/A 792,560 726,800 3,951,580 4,471,600 2019-08-13 $31.16 $33.00 33.3% 9.7% 52.2% 12.7% 33.7% 5.5% 0.5% -55.1M 1.78B -31.4M 0.68 4.27 N/A N/A 711,630 482,870 4,081,100 4,613,310 2019-08-14 $29.95 $33.00 38.3% 10.8% 53.4% 23.2% 37.4% 6.6% -0.7% -121.3M 3.51B -30.0M 1.28 4.34 N/A N/A 835,420 1,071,000 4,204,460 4,660,050 2019-08-15 $29.53 $32.50 39.0% 11.1% 35.5% 23.1% 38.4% 7.3% -0.6% -134.5M 3.71B -29.3M 0.85 4.61 N/A N/A 1,178,750 1,004,190 4,290,300 4,628,050 2019-08-16 $30.26 $32.50 33.9% 9.7% 36.2% 12.0% 34.4% 5.8% -0.2% -16.6M 2.28B -30.5M 0.86 3.70 N/A N/A 974,930 842,370 4,527,960 4,709,510 2019-08-19 $31.00 $32.00 32.7% 9.4% 36.6% 9.5% 34.0% 5.6% 0.3% -18.0M 939.9M -31.3M 0.77 3.65 N/A N/A 655,720 507,650 3,454,140 4,066,850 2019-08-20 $30.00 $32.00 34.7% 9.9% 38.3% 13.8% 36.0% 6.3% 0.1% -65.2M 2.30B -30.3M 1.01 3.15 N/A N/A 623,640 630,710 3,553,760 4,177,790 2019-08-21 $29.73 $31.50 34.6% 9.9% 34.8% 13.7% 34.9% 6.2% 0.0% -69.2M 2.56B -30.1M 0.90 5.06 N/A N/A 635,180 574,180 3,711,640 4,297,990 2019-08-22 $29.82 $31.50 34.8% 10.0% 33.4% 14.1% 34.5% 6.1% -0.0% -48.6M 2.32B -30.5M 1.00 3.79 N/A N/A 621,480 623,760 3,834,350 4,363,020 2019-08-23 $29.14 $31.50 37.7% 10.9% 32.1% 20.3% 37.6% 6.8% -0.5% -123.9M 3.25B -29.9M 1.19 5.23 N/A N/A 684,660 814,850 3,899,780 4,464,520 2019-08-26 $29.38 $31.50 37.0% 10.7% 32.6% 18.8% 37.2% 6.6% -0.2% -74.6M 2.81B -29.9M 0.90 2.64 N/A N/A 198,870 178,050 3,577,850 4,311,590 2019-08-27 $28.99 $31.00 37.3% 10.8% 32.1% 19.3% 37.6% 7.0% -0.1% -81.8M 3.21B -29.3M 0.98 3.21 N/A N/A 648,690 635,150 3,730,060 4,359,060 2019-08-28 $29.14 $31.00 35.4% 10.1% 32.3% 15.3% 34.6% 6.6% 0.1% -81.1M 2.95B -29.4M 1.54 3.29 N/A N/A 390,910 601,870 3,826,390 4,424,540 2019-08-29 $29.70 $31.00 33.0% 9.4% 33.4% 10.2% 33.5% 5.7% 0.0% -41.9M 2.04B -30.4M 1.01 3.23 N/A N/A 668,620 677,320 3,879,760 4,496,310 2019-08-30 $29.27 $31.00 33.3% 9.4% 33.6% 10.7% 33.6% 5.8% 0.2% -91.4M 2.83B -29.6M 0.85 4.17 N/A N/A 766,810 655,010 3,967,070 4,551,420
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