NFLX Options History — July 2021 In July 2021, NFLX traded between $51.09 and $55.07. ATM implied volatility averaged 31.9%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 10.9% (HV 20d: 21.0%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2021-07-21 : Highest Volume — 3,451,050 contracts2021-07-21 : Largest IV drop — 25.0% change2021-07-19 : Highest IV Rank — 38.5%2021-07-19 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $52.85 $51.09 $55.07 $53.33 $51.65 Max Pain $51.71 $50.00 $53.00 $50.00 $52.50 ATM IV 31.9% 22.6% 38.7% 36.2% 22.9% Expected Move 8.4% 6.1% 10.7% 6.6% 6.4% HV 20d 21.0% 17.6% 24.7% 18.5% 22.7% HV 60d 23.3% 19.6% 26.1% 25.8% 21.3% IV Rank 20.7% 0.0% 38.5% 29.3% 0.8% IV Percentile 27.2% 0.0% 53.2% 37.3% 0.4% Term Structure -0.9% -2.6% 0.9% -0.9% 0.6% VWIV 30.3% 22.7% 38.5% 23.8% 22.8% Skew 25d 0.5% -1.2% 2.1% -0.4% 1.7% Skew 10d 1.0% -2.7% 4.6% -0.3% 3.3% Call IV 25d 32.2% 22.1% 39.9% 37.3% 22.1% Put IV 25d 32.7% 23.5% 39.9% 36.9% 23.8% Bid-Ask Spread % 8.47 2.37 19.41 2.71 6.32 Gamma HHI 0.06 0.03 0.17 0.07 0.04 Net GEX 96.9M -223.7M 433.3M 330.0M -16.9M Net DEX -2.04B -5.58B 1.80B -4.16B 146.7M Net VEX -44.2M -45.6M -43.2M -45.3M -43.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.32 0.91 0.45 0.71 Total Volume 1,363,107.143 644,930 3,451,050 1,188,600 945,480 Total OI 7,021,142.857 6,225,470 8,069,350 7,003,990 7,053,530
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 2021-07-01 $53.33 $50.00 36.2% 6.6% 18.5% 29.3% 23.8% -0.4% -0.9% 330.0M -4.16B -45.3M 0.45 2.71 N/A N/A 821,240 367,360 3,185,160 3,818,830 2021-07-02 $53.42 $50.00 34.4% 6.1% 18.2% 25.1% 22.7% -0.0% -1.7% 433.3M -4.21B -44.1M 0.49 2.41 N/A N/A 904,310 441,150 3,213,290 3,883,930 2021-07-06 $54.28 $50.50 36.9% 9.7% 18.6% 30.7% 35.4% 0.1% -1.6% 217.1M -4.75B -43.4M 0.49 2.37 N/A N/A 935,840 457,490 2,921,640 3,651,330 2021-07-07 $53.70 $50.50 38.1% 9.9% 19.1% 33.4% 35.4% 0.3% -1.7% 200.2M -3.99B -44.4M 0.53 3.06 N/A N/A 520,790 277,350 3,069,970 3,762,030 2021-07-08 $53.09 $50.50 38.7% 10.1% 19.2% 34.8% 36.1% 0.8% -1.9% 109.0M -3.00B -44.8M 0.68 4.92 N/A N/A 446,040 301,360 3,111,380 3,835,670 2021-07-09 $53.56 $51.00 36.9% 9.7% 19.2% 30.7% 34.7% 0.4% -2.6% 246.6M -3.82B -43.7M 0.56 3.65 N/A N/A 601,550 339,440 3,136,080 3,876,630 2021-07-12 $53.52 $51.00 37.5% 10.0% 19.3% 32.1% 35.8% -0.1% -1.8% 141.8M -3.54B -43.4M 0.77 3.07 N/A N/A 439,660 339,500 2,970,690 3,717,340 2021-07-13 $54.13 $51.00 36.3% 9.9% 18.3% 29.5% 35.4% 0.8% -1.4% 202.0M -4.36B -43.9M 0.50 3.83 N/A N/A 760,210 379,640 3,111,860 3,866,790 2021-07-14 $55.07 $51.50 36.0% 9.9% 17.6% 28.8% 35.4% 0.2% -1.6% 268.8M -5.58B -43.7M 0.41 5.79 N/A N/A 1,587,460 646,530 3,158,770 3,923,930 2021-07-15 $54.15 $52.00 38.0% 10.4% 19.2% 33.3% 37.1% -1.2% -2.3% 165.9M -4.16B -45.4M 0.32 5.29 N/A N/A 2,102,350 674,260 3,340,850 4,077,560 2021-07-16 $52.89 $52.50 37.2% 10.2% 21.5% 32.6% 36.1% -0.7% -2.1% -7.9M -2.03B -45.6M 0.77 11.22 N/A N/A 858,500 658,950 3,491,450 4,189,340 2021-07-19 $52.95 $52.50 38.0% 10.7% 21.5% 38.5% 38.5% -0.4% -1.6% -16.5M -973.9M -45.6M 0.90 11.93 N/A N/A 476,310 429,420 2,596,390 3,629,080 2021-07-20 $53.32 $52.50 34.6% 9.9% 21.2% 29.9% 35.6% 0.0% -1.3% -3.7M -1.39B -45.1M 0.72 12.34 N/A N/A 1,213,470 872,090 2,709,880 3,758,050 2021-07-21 $51.09 $53.00 25.9% 7.4% 24.7% 7.6% 26.7% 0.2% 0.2% -223.7M 1.80B -43.5M 0.91 14.61 N/A N/A 1,809,500 1,641,550 3,194,080 4,227,560 2021-07-22 $51.16 $52.50 24.6% 7.0% 24.7% 4.1% 25.2% 0.5% 0.2% -173.7M 1.36B -43.7M 0.80 15.27 N/A N/A 828,870 659,430 3,404,410 4,448,020 2021-07-23 $51.61 $52.50 22.6% 6.4% 24.6% 0.0% 23.5% 1.1% 0.9% 71.9M 429.3M -44.3M 0.67 5.69 N/A N/A 1,094,890 731,290 3,560,160 4,509,190 2021-07-26 $51.63 $52.50 24.3% 6.9% 23.3% 4.4% 24.8% 1.1% 0.3% -16.2M -4.5M -43.8M 0.48 19.41 N/A N/A 657,770 316,110 2,756,390 3,709,240 2021-07-27 $51.72 $52.50 24.7% 7.1% 23.0% 5.4% 25.4% 2.0% 0.4% 12.1M -160.2M -44.6M 0.58 13.84 N/A N/A 501,810 289,360 2,898,880 3,799,040 2021-07-28 $52.01 $52.50 23.5% 6.6% 23.1% 2.5% 23.7% 2.1% 0.5% 76.7M -518.5M -44.1M 0.64 15.97 N/A N/A 396,670 255,320 3,012,150 3,860,780 2021-07-29 $51.51 $52.50 23.0% 6.4% 23.0% 1.1% 22.8% 1.4% 0.1% 17.8M 154.8M -43.3M 0.74 14.26 N/A N/A 370,840 274,090 3,088,590 3,914,060 2021-07-30 $51.65 $52.50 22.9% 6.4% 22.7% 0.8% 22.8% 1.7% 0.6% -16.9M 146.7M -43.2M 0.71 6.32 N/A N/A 552,060 393,420 3,102,940 3,950,590
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