NFLX Options History — October 2019 In October 2019, NFLX traded between $26.59 and $29.44. ATM implied volatility averaged 43.4%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 3.5% (HV 20d: 39.9%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.98.
Notable Days 2019-10-17 : Highest Volume — 6,976,240 contracts2019-10-17 : Largest IV drop — 43.7% change2019-10-09 : Highest IV Rank — 60.3%2019-10-02 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.78 $26.59 $29.44 $27.12 $28.68 Max Pain $27.83 $27.00 $29.00 $29.00 $28.00 ATM IV 43.4% 29.7% 56.5% 52.2% 29.7% Expected Move 12.4% 8.5% 19.2% 17.9% 8.7% HV 20d 39.9% 37.6% 42.0% 37.9% 41.4% HV 60d 37.2% 33.5% 41.7% 40.1% 36.8% IV Rank 32.4% 3.2% 60.3% 51.1% 3.2% IV Percentile 51.3% 5.2% 92.5% 82.1% 5.2% Term Structure -1.8% -3.9% 0.8% -2.4% 0.7% VWIV 44.1% 30.9% 67.1% 64.3% 30.9% Skew 25d 3.9% 2.8% 5.6% 4.6% 3.5% Skew 10d 7.2% 4.8% 11.2% 8.1% 6.6% Call IV 25d 41.8% 28.2% 54.6% 50.0% 28.3% Put IV 25d 45.7% 31.8% 58.9% 54.5% 31.8% Bid-Ask Spread % 6.35 2.50 17.90 17.90 3.09 Gamma HHI 0.07 0.04 0.16 0.04 0.05 Net GEX 9.3M -123.7M 205.5M 7.2M 21.7M Net DEX 1.50B -993.4M 3.87B 2.14B 443.9M Net VEX -31.5M -33.1M -29.3M -32.6M -31.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.57 1.63 1.01 1.07 Total Volume 2,033,210.435 772,660 6,976,240 1,528,400 985,720 Total OI 10,433,483.043 8,951,840 13,115,650 10,221,590 9,905,620
Daily Data (23 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 2019-10-01 $27.12 $29.00 52.2% 17.9% 37.9% 51.1% 64.3% 4.6% -2.4% 7.2M 2.14B -32.6M 1.01 17.90 N/A N/A 758,620 769,780 4,890,110 5,331,480 2019-10-02 $26.78 $29.00 54.7% 19.2% 37.7% 56.4% 67.1% 5.6% -3.2% -12.8M 2.63B -31.9M 1.25 5.07 N/A N/A 536,070 667,530 4,934,720 5,373,120 2019-10-03 $26.76 $27.00 55.6% 14.3% 37.6% 58.4% 50.6% 4.3% -3.5% -4.6M 2.54B -32.2M 0.85 7.10 N/A N/A 948,830 804,330 5,039,520 5,434,230 2019-10-04 $27.31 $27.00 53.8% 13.9% 38.6% 54.7% 48.5% 3.5% -3.6% 67.9M 1.47B -32.9M 0.73 7.79 N/A N/A 1,405,330 1,019,250 5,223,800 5,516,530 2019-10-07 $27.48 $27.00 54.5% 14.5% 38.4% 56.0% 51.3% 3.2% -2.9% 41.3M 1.42B -32.7M 0.88 6.62 N/A N/A 673,500 592,420 4,944,460 5,228,440 2019-10-08 $27.15 $27.00 56.1% 15.0% 37.6% 59.6% 52.4% 2.8% -3.2% 13.5M 1.95B -32.3M 0.82 9.21 N/A N/A 509,210 415,540 5,017,740 5,463,680 2019-10-09 $26.69 $27.50 56.5% 15.2% 37.9% 60.3% 53.2% 3.6% -3.6% -28.0M 2.68B -31.4M 1.03 10.80 N/A N/A 712,840 734,600 5,136,440 5,542,100 2019-10-10 $27.99 $27.50 55.3% 15.0% 41.9% 57.9% 52.5% 3.8% -3.7% 96.7M 464.0M -33.0M 1.05 11.58 N/A N/A 961,880 1,012,900 5,293,530 5,643,710 2019-10-11 $28.45 $27.50 52.9% 14.4% 42.0% 52.7% 50.8% 3.7% -3.7% 145.9M -244.1M -33.1M 0.57 16.10 N/A N/A 1,341,700 762,010 5,374,830 5,812,800 2019-10-14 $28.56 $27.50 52.2% 14.7% 42.0% 51.2% 51.4% 3.1% -2.9% 34.1M 262.2M -32.2M 0.87 5.95 N/A N/A 473,680 414,390 4,989,480 5,439,320 2019-10-15 $28.43 $27.50 52.1% 14.8% 41.5% 51.0% 52.1% 3.3% -2.6% 27.4M 500.1M -32.0M 0.81 4.93 N/A N/A 698,670 563,270 5,075,420 5,550,620 2019-10-16 $28.64 $27.50 56.3% 16.1% 40.8% 59.9% 56.5% 3.6% -3.9% 30.3M 49.1M -32.5M 0.87 6.96 N/A N/A 2,040,890 1,770,100 5,212,780 5,743,060 2019-10-17 $29.44 $27.50 31.7% 9.1% 41.5% 7.4% 32.1% 3.4% 0.2% 205.5M -993.4M -30.1M 0.92 3.59 N/A N/A 3,632,610 3,343,630 6,064,420 6,380,070 2019-10-18 $27.65 $28.50 34.1% 9.8% 41.8% 12.6% 34.3% 4.0% 0.1% -107.9M 3.70B -30.5M 1.00 4.23 N/A N/A 2,600,170 2,606,960 6,300,690 6,814,960 2019-10-21 $27.80 $28.50 32.4% 9.2% 41.3% 9.0% 35.4% 3.7% -1.0% -53.2M 2.11B -30.2M 1.10 2.96 N/A N/A 1,079,150 1,190,290 3,934,870 5,016,970 2019-10-22 $26.59 $28.50 34.5% 9.9% 41.6% 13.4% 36.2% 4.9% -1.3% -123.7M 3.87B -29.3M 1.63 3.17 N/A N/A 892,150 1,454,600 4,169,560 5,390,510 2019-10-23 $27.08 $28.00 32.5% 9.2% 38.6% 9.1% 34.0% 4.9% -0.7% -92.8M 3.09B -30.3M 1.31 3.00 N/A N/A 722,690 946,410 4,369,080 5,576,330 2019-10-24 $27.05 $28.00 31.4% 8.9% 38.6% 6.8% 33.9% 4.9% -0.8% -104.1M 3.05B -30.2M 1.30 2.50 N/A N/A 552,420 719,690 4,498,840 5,701,870 2019-10-25 $27.69 $28.00 30.0% 8.5% 39.3% 3.8% 31.8% 4.1% -0.5% 28.7M 1.76B -31.0M 0.94 2.82 N/A N/A 775,580 729,940 4,570,660 5,812,980 2019-10-28 $28.26 $28.00 29.8% 8.8% 39.7% 3.4% 31.8% 3.8% 0.8% -14.0M 1.05B -30.6M 0.87 3.03 N/A N/A 634,540 553,120 3,906,530 5,357,510 2019-10-29 $28.17 $28.00 29.9% 8.7% 39.2% 3.7% 31.5% 3.7% 0.4% -18.1M 1.23B -30.6M 0.86 4.63 N/A N/A 415,330 357,330 3,994,250 5,443,530 2019-10-30 $29.21 $28.00 29.7% 8.7% 40.6% 3.2% 31.1% 3.5% 0.7% 53.8M -537.6M -31.2M 0.72 3.12 N/A N/A 1,151,420 832,750 4,063,100 5,485,840 2019-10-31 $28.68 $28.00 29.7% 8.7% 41.4% 3.2% 30.9% 3.5% 0.7% 21.7M 443.9M -31.1M 1.07 3.09 N/A N/A 476,700 509,020 4,251,370 5,654,250
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