NFLX Options History — April 2021 In April 2021, NFLX traded between $50.62 and $55.52. ATM implied volatility averaged 35.1%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 1.6% (HV 20d: 33.5%). Max pain ranged from $51.50 to $53.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2021-04-21 : Highest Volume — 4,280,840 contracts2021-04-21 : Largest IV drop — 26.6% change2021-04-01 : Highest IV Rank — 21.0%2021-04-12 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $53.28 $50.62 $55.52 $53.97 $51.19 Max Pain $52.29 $51.50 $53.50 $52.50 $52.00 ATM IV 35.1% 25.2% 41.8% 41.8% 25.5% Expected Move 9.4% 7.1% 11.0% 8.0% 7.2% HV 20d 33.5% 27.4% 40.3% 36.6% 33.6% HV 60d 38.5% 30.4% 46.2% 46.2% 32.0% IV Rank 11.2% 0.0% 21.0% 21.0% 0.8% IV Percentile 28.0% 0.0% 51.2% 50.4% 0.4% Term Structure -1.2% -3.1% 0.6% -2.0% -0.3% VWIV 33.7% 25.3% 39.3% 30.6% 25.7% Skew 25d 1.3% -0.2% 3.5% 1.6% 1.4% Skew 10d 3.1% 1.0% 5.0% 4.3% 4.2% Call IV 25d 34.6% 24.7% 41.6% 41.6% 25.2% Put IV 25d 35.9% 26.2% 43.2% 43.1% 26.6% Bid-Ask Spread % 10.33 3.74 16.05 3.74 9.21 Gamma HHI 0.06 0.03 0.43 0.07 0.09 Net GEX 74.6M -229.1M 603.8M 188.0M 157.8M Net DEX -2.04B -5.14B 2.30B -3.80B -517.3M Net VEX -44.0M -47.2M -41.1M -43.3M -47.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.35 0.99 0.70 0.94 Total Volume 1,373,768.571 422,810 4,280,840 1,232,910 1,361,020 Total OI 6,634,158.571 5,552,630 8,059,430 6,032,200 7,690,350
Daily Data (21 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 2021-04-01 $53.97 $52.50 41.8% 8.0% 36.6% 21.0% 30.6% 1.6% -2.0% 188.0M -3.80B -43.3M 0.70 3.74 N/A N/A 724,800 508,110 2,849,090 3,183,110 2021-04-05 $54.00 $51.50 41.2% 10.7% 36.5% 19.6% 37.6% 2.2% -2.0% 119.9M -3.25B -42.6M 0.53 9.67 N/A N/A 276,390 146,420 2,714,630 2,989,620 2021-04-06 $54.50 $51.50 41.0% 10.6% 33.0% 19.1% 37.8% 2.3% -2.2% 161.2M -3.95B -43.0M 0.51 10.21 N/A N/A 724,390 371,770 2,839,760 3,047,990 2021-04-07 $54.74 $51.50 40.2% 10.5% 32.0% 17.3% 36.6% 3.5% -1.2% 175.1M -4.14B -42.3M 0.63 14.01 N/A N/A 560,030 355,170 2,933,840 3,168,830 2021-04-08 $55.36 $52.00 41.6% 10.8% 32.1% 20.5% 38.0% 2.6% -2.6% 243.4M -5.12B -43.8M 0.35 12.67 N/A N/A 1,041,750 368,860 3,053,440 3,287,100 2021-04-09 $55.52 $52.00 41.1% 10.8% 30.4% 19.5% 38.4% 2.3% -2.4% 603.8M -5.14B -44.9M 0.52 6.46 N/A N/A 832,810 435,010 3,164,360 3,344,540 2021-04-12 $55.35 $52.00 41.1% 11.0% 30.0% 19.4% 39.0% 1.5% -2.0% 134.5M -4.41B -44.2M 0.51 11.47 N/A N/A 554,740 281,870 2,951,820 3,223,020 2021-04-13 $55.33 $52.50 40.6% 10.8% 30.0% 18.2% 38.4% 1.4% -2.6% 130.7M -4.38B -43.9M 0.48 12.07 N/A N/A 614,770 294,510 3,027,190 3,310,120 2021-04-14 $54.02 $52.50 40.2% 11.0% 31.2% 17.4% 39.3% 1.0% -1.9% 32.0M -2.67B -43.4M 0.53 11.82 N/A N/A 612,280 323,000 3,070,310 3,364,600 2021-04-15 $54.87 $52.50 39.9% 10.8% 31.6% 16.8% 38.5% 0.6% -2.5% 112.0M -3.88B -43.4M 0.46 16.05 N/A N/A 594,720 275,970 3,138,120 3,452,890 2021-04-16 $54.53 $52.50 40.0% 10.9% 28.5% 17.0% 38.9% 0.5% -3.1% 52.4M -3.38B -43.8M 0.68 15.73 N/A N/A 620,020 419,900 3,141,150 3,488,600 2021-04-19 $55.26 $52.50 39.0% 10.9% 28.6% 14.6% 38.9% -0.1% -1.1% 76.2M -3.31B -43.2M 0.62 6.86 N/A N/A 690,030 425,280 2,546,540 3,006,090 2021-04-20 $55.24 $53.00 38.6% 10.9% 27.4% 13.7% 39.3% -0.2% -1.0% 93.2M -3.47B -43.8M 0.62 7.80 N/A N/A 1,514,780 938,260 2,777,760 3,158,560 2021-04-21 $50.72 $53.50 28.3% 8.1% 40.3% 0.0% 28.9% 0.4% 0.4% -229.1M 2.30B -41.1M 0.86 5.23 N/A N/A 2,296,720 1,984,120 3,290,790 3,584,670 2021-04-22 $50.62 $53.00 28.2% 8.0% 39.4% 0.0% 29.1% 0.0% 0.6% -229.1M 2.13B -43.7M 0.92 7.28 N/A N/A 1,258,650 1,163,140 3,662,930 3,969,720 2021-04-23 $50.66 $52.50 26.3% 7.5% 36.9% 0.0% 26.8% 0.8% 0.6% -118.9M 1.76B -44.4M 0.99 11.90 N/A N/A 1,221,310 1,208,990 3,885,490 4,173,940 2021-04-26 $50.79 $52.50 26.3% 7.5% 36.9% 0.1% 27.6% 0.9% 0.3% -62.1M 813.3M -44.1M 0.64 11.19 N/A N/A 666,970 427,150 3,130,210 3,665,710 2021-04-27 $50.69 $52.00 26.2% 7.5% 36.3% 0.0% 26.8% 1.3% -0.3% -56.7M 743.8M -45.1M 0.70 7.03 N/A N/A 520,590 363,830 3,319,880 3,806,320 2021-04-28 $50.77 $52.00 25.7% 7.2% 36.3% 0.0% 26.1% 1.2% -0.1% -24.4M 508.7M -46.6M 0.89 13.94 N/A N/A 396,960 352,010 3,461,690 3,922,200 2021-04-29 $50.77 $52.00 25.2% 7.1% 35.8% 0.0% 25.3% 1.5% 0.1% 7.3M 364.4M -46.7M 0.95 12.51 N/A N/A 576,320 545,720 3,538,920 3,981,430 2021-04-30 $51.19 $52.00 25.5% 7.2% 33.6% 0.8% 25.7% 1.4% -0.3% 157.8M -517.3M -47.2M 0.94 9.21 N/A N/A 702,870 658,150 3,611,230 4,079,120
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