NFLX Options History — June 2021 In June 2021, NFLX traded between $48.72 and $53.40. ATM implied volatility averaged 28.5%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.3% (HV 20d: 19.2%). Max pain ranged from $50.00 to $51.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2021-06-25 : Highest Volume — 2,793,650 contracts2021-06-21 : Largest IV spike — 16.4% change2021-06-23 : Highest IV Rank — 33.6%2021-06-03 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $50.38 $48.72 $53.40 $49.98 $52.80 Max Pain $50.09 $50.00 $51.00 $51.00 $50.00 ATM IV 28.5% 23.0% 38.2% 23.9% 36.2% Expected Move 7.1% 6.5% 7.8% 6.8% 6.6% HV 20d 19.2% 15.0% 22.9% 22.3% 20.0% HV 60d 27.9% 25.7% 31.0% 31.0% 25.7% IV Rank 12.1% 0.0% 33.6% 1.3% 29.2% IV Percentile 15.4% 0.0% 46.0% 1.2% 36.9% Term Structure 2.8% -2.0% 11.9% -0.3% -1.5% VWIV 25.6% 23.7% 28.7% 24.6% 24.2% Skew 25d 0.4% -1.6% 1.6% 1.6% -0.9% Skew 10d 2.4% -2.4% 5.6% 5.4% -1.2% Call IV 25d 28.8% 21.9% 39.5% 23.5% 37.3% Put IV 25d 29.2% 22.4% 38.6% 25.1% 36.3% Bid-Ask Spread % 14.97 2.36 33.05 2.36 2.43 Gamma HHI 0.06 0.03 0.19 0.04 0.05 Net GEX 94.0M -148.9M 477.3M -4.3M 221.4M Net DEX -329.5M -5.20B 2.41B 651.4M -3.46B Net VEX -44.7M -46.6M -43.1M -45.0M -45.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.31 0.78 0.76 0.59 Total Volume 1,159,457.273 561,220 2,793,650 572,670 861,760 Total OI 7,094,263.636 6,139,590 7,922,420 6,804,120 6,847,200
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 2021-06-01 $49.98 $51.00 23.9% 6.8% 22.3% 1.3% 24.6% 1.6% -0.3% -4.3M 651.4M -45.0M 0.76 2.36 N/A N/A 325,870 246,800 3,040,640 3,763,480 2021-06-02 $49.84 $51.00 23.3% 6.6% 21.6% 0.0% 24.0% 1.4% 0.2% -15.4M 907.3M -44.9M 0.75 3.87 N/A N/A 363,140 272,040 3,119,210 3,849,890 2021-06-03 $48.95 $50.00 24.1% 7.8% 22.3% 1.7% 28.2% 1.2% -0.1% -148.9M 2.17B -43.9M 0.77 31.39 N/A N/A 546,280 421,480 3,178,710 3,937,830 2021-06-04 $49.60 $50.00 23.2% 7.6% 22.9% 0.0% 26.7% 1.2% -0.1% -6.3M 1.07B -45.2M 0.70 23.00 N/A N/A 621,880 438,450 3,297,670 4,038,160 2021-06-07 $49.52 $50.00 23.0% 7.8% 22.1% 0.0% 27.4% 1.3% 4.4% -22.0M 1.21B -44.2M 0.63 13.49 N/A N/A 414,110 260,750 3,091,760 3,875,790 2021-06-08 $49.25 $50.00 23.3% 7.7% 19.0% 0.7% 28.7% 1.5% 3.6% -47.5M 1.66B -43.7M 0.78 25.99 N/A N/A 316,000 245,220 3,158,910 3,950,170 2021-06-09 $48.77 $50.00 23.2% 7.8% 18.6% 0.6% 27.9% 1.4% 3.8% -119.7M 2.39B -43.1M 0.60 28.64 N/A N/A 380,800 229,290 3,203,020 4,013,210 2021-06-10 $48.72 $50.00 23.4% 7.7% 17.1% 0.8% 27.9% 1.0% 4.2% -115.7M 2.41B -43.3M 0.50 29.20 N/A N/A 810,390 401,910 3,307,000 4,070,110 2021-06-11 $48.89 $50.00 23.0% 7.5% 17.0% 0.0% 26.4% 0.6% 4.7% -69.0M 2.27B -43.2M 0.68 18.85 N/A N/A 682,080 466,420 3,424,310 4,186,530 2021-06-14 $49.98 $50.00 25.1% 7.4% 18.5% 4.6% 26.5% 0.6% 8.0% 113.1M 178.9M -43.8M 0.57 12.95 N/A N/A 913,410 521,910 3,279,830 4,040,370 2021-06-15 $49.29 $50.00 23.0% 6.6% 18.8% 0.1% 23.7% 0.2% 11.4% -30.4M 1.50B -43.8M 0.61 33.05 N/A N/A 542,090 332,830 3,305,060 4,127,500 2021-06-16 $49.30 $50.00 23.3% 6.7% 18.8% 0.7% 23.9% 0.8% 11.3% -18.0M 1.42B -44.5M 0.55 27.48 N/A N/A 630,050 347,730 3,413,330 4,210,800 2021-06-17 $49.88 $50.00 25.2% 6.5% 18.9% 4.8% 23.8% 0.4% 11.7% 136.3M 235.8M -44.9M 0.57 27.06 N/A N/A 769,570 440,700 3,520,270 4,278,840 2021-06-18 $50.00 $50.00 28.8% 7.0% 15.0% 12.9% 25.4% 1.3% 11.9% 258.4M 75.3M -45.7M 0.53 12.94 N/A N/A 918,320 486,290 3,605,070 4,317,350 2021-06-21 $49.63 $50.00 33.6% 6.8% 15.1% 23.4% 24.9% 0.5% -1.6% 27.0M 161.2M -44.9M 0.55 2.94 N/A N/A 651,810 361,320 2,713,210 3,426,380 2021-06-22 $51.13 $50.00 35.6% 6.8% 18.3% 27.8% 24.9% -0.4% -1.7% 211.4M -2.19B -46.1M 0.43 2.48 N/A N/A 1,251,110 540,710 2,894,180 3,570,110 2021-06-23 $51.26 $50.00 38.2% 6.9% 18.2% 33.6% 25.1% -0.4% -2.0% 247.8M -2.31B -46.6M 0.37 3.17 N/A N/A 1,119,880 416,660 3,042,650 3,663,520 2021-06-24 $51.80 $50.00 37.5% 6.9% 18.5% 32.1% 25.2% -1.4% -1.9% 409.9M -3.44B -46.4M 0.33 4.37 N/A N/A 1,411,500 471,690 3,217,040 3,715,480 2021-06-25 $52.91 $50.00 36.7% 6.9% 19.7% 30.4% 25.2% -1.6% -1.9% 477.3M -5.20B -45.6M 0.31 4.05 N/A N/A 2,134,330 659,320 3,234,640 3,791,060 2021-06-28 $53.36 $50.00 37.1% 7.0% 19.8% 31.2% 25.2% -0.4% -1.7% 265.7M -4.50B -44.9M 0.41 3.06 N/A N/A 877,760 359,690 3,005,680 3,583,570 2021-06-29 $53.40 $50.00 36.8% 6.7% 19.4% 30.6% 24.3% -0.8% -1.4% 297.0M -4.48B -44.2M 0.49 16.45 N/A N/A 702,670 342,040 3,089,730 3,674,530 2021-06-30 $52.80 $50.00 36.2% 6.6% 20.0% 29.2% 24.2% -0.9% -1.5% 221.4M -3.46B -45.3M 0.59 2.43 N/A N/A 543,540 318,220 3,125,970 3,721,230
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