NFLX Options History — August 2021 In August 2021, NFLX traded between $51.05 and $56.73. ATM implied volatility averaged 22.6%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 2.8% (HV 20d: 19.8%). Max pain ranged from $51.00 to $52.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2021-08-19 : Highest Volume — 3,254,170 contracts2021-08-19 : Largest IV spike — 11.6% change2021-08-19 : Highest IV Rank — 13.1%2021-08-19 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $53.23 $51.05 $56.73 $51.48 $56.73 Max Pain $51.20 $51.00 $52.50 $52.50 $51.00 ATM IV 22.6% 20.9% 26.3% 23.0% 22.1% Expected Move 6.4% 5.9% 7.5% 6.4% 5.9% HV 20d 19.8% 11.8% 22.7% 22.7% 18.5% HV 60d 20.1% 18.7% 21.3% 21.3% 20.3% IV Rank 3.0% 0.0% 13.1% 1.1% 2.8% IV Percentile 3.6% 0.0% 19.0% 2.0% 2.8% Term Structure 0.3% -0.3% 0.7% 0.0% 0.5% VWIV 23.8% 22.0% 28.9% 23.8% 22.0% Skew 25d 1.3% 0.3% 2.6% 1.9% 0.9% Skew 10d 3.5% 0.3% 6.7% 3.6% 2.0% Call IV 25d 22.6% 20.4% 26.9% 22.6% 22.5% Put IV 25d 23.9% 22.0% 27.6% 24.6% 23.4% Bid-Ask Spread % 26.81 6.69 43.56 8.74 15.06 Gamma HHI 0.08 0.04 0.39 0.04 0.07 Net GEX 150.0M -71.0M 509.8M -14.5M 340.4M Net DEX -2.74B -6.90B 500.6M -21.3M -6.90B Net VEX -43.6M -44.8M -41.7M -42.3M -43.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.31 0.93 0.86 0.56 Total Volume 949,170.909 491,450 3,254,170 587,220 617,200 Total OI 6,710,445.909 6,120,340 7,116,800 6,236,890 6,703,260
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 2021-08-02 $51.48 $52.50 23.0% 6.4% 22.7% 1.1% 23.8% 1.9% 0.0% -14.5M -21.3M -42.3M 0.86 8.74 N/A N/A 316,160 271,060 2,647,310 3,589,580 2021-08-03 $51.05 $52.50 23.2% 6.5% 21.8% 1.6% 23.4% 1.8% -0.3% -57.6M 500.6M -42.1M 0.58 6.69 N/A N/A 534,580 310,570 2,705,090 3,634,280 2021-08-04 $51.78 $52.50 22.9% 6.3% 22.4% 0.8% 22.9% 1.7% 0.1% 32.6M -560.1M -43.2M 0.66 19.24 N/A N/A 360,690 239,330 2,840,450 3,738,700 2021-08-05 $52.48 $51.00 22.4% 6.6% 22.7% 0.0% 24.0% 1.3% 0.2% 226.4M -2.02B -44.7M 0.53 25.69 N/A N/A 714,060 377,590 3,028,430 3,805,990 2021-08-06 $51.98 $51.00 21.7% 6.3% 22.7% 0.0% 23.1% 1.3% 0.0% 446.4M -1.29B -44.0M 0.63 28.73 N/A N/A 525,310 330,670 3,079,160 3,836,050 2021-08-09 $51.97 $51.00 21.7% 6.4% 22.7% 0.2% 23.1% 1.7% 0.5% 41.3M -1.10B -43.3M 0.88 21.40 N/A N/A 260,960 230,490 2,922,550 3,606,740 2021-08-10 $51.44 $51.00 22.0% 6.4% 22.3% 0.8% 23.2% 1.8% 0.5% 3.4M -448.2M -43.8M 0.70 37.99 N/A N/A 344,590 240,810 3,070,730 3,666,240 2021-08-11 $51.27 $51.00 21.4% 6.3% 21.1% 0.0% 23.5% 1.6% 0.6% -36.0M -169.9M -43.7M 0.75 41.24 N/A N/A 316,380 237,650 3,116,700 3,724,810 2021-08-12 $51.11 $51.00 21.6% 6.2% 20.5% 0.4% 22.7% 1.4% 0.2% -71.0M 48.4M -42.5M 0.93 43.56 N/A N/A 272,950 253,160 3,186,220 3,781,430 2021-08-13 $51.64 $51.00 20.9% 6.1% 19.5% 0.0% 22.4% 1.7% 0.7% 4.2M -807.8M -43.0M 0.74 35.51 N/A N/A 663,440 492,330 3,269,600 3,847,200 2021-08-16 $51.76 $51.00 21.6% 6.2% 19.5% 1.7% 22.6% 1.4% 0.5% 41.9M -1.04B -41.7M 0.69 41.83 N/A N/A 334,150 231,900 2,987,910 3,667,240 2021-08-17 $51.85 $51.00 23.2% 6.6% 19.3% 5.4% 25.4% 1.8% 0.7% 53.6M -1.03B -43.5M 0.71 38.88 N/A N/A 327,630 231,630 3,062,690 3,730,890 2021-08-18 $52.25 $51.00 23.5% 6.8% 11.8% 6.4% 25.0% 2.6% 0.3% 130.7M -1.63B -43.6M 0.64 43.19 N/A N/A 444,230 285,680 3,146,270 3,792,220 2021-08-19 $54.39 $51.00 26.3% 7.5% 18.2% 13.1% 28.9% 0.7% 0.1% 251.6M -5.14B -44.6M 0.57 33.34 N/A N/A 2,074,040 1,180,130 3,187,040 3,832,040 2021-08-20 $54.79 $51.00 24.1% 6.9% 18.2% 7.6% 25.2% 0.9% 0.6% 276.2M -5.91B -43.8M 0.50 25.90 N/A N/A 1,272,110 634,290 3,210,320 3,876,330 2021-08-23 $55.36 $51.00 22.9% 6.5% 18.3% 4.7% 25.1% 1.0% 0.4% 176.9M -4.73B -43.6M 0.34 17.35 N/A N/A 917,600 311,930 2,702,570 3,417,770 2021-08-24 $55.32 $51.00 22.8% 6.4% 18.4% 4.5% 23.8% 0.6% 0.0% 212.9M -4.83B -43.5M 0.65 17.94 N/A N/A 403,820 261,330 2,830,740 3,498,450 2021-08-25 $54.81 $51.00 22.4% 6.2% 18.9% 3.5% 23.2% 0.6% 0.2% 223.1M -4.84B -44.8M 0.63 18.40 N/A N/A 415,670 262,400 3,121,890 3,561,130 2021-08-26 $54.94 $51.00 22.4% 6.2% 18.3% 3.6% 23.7% 0.5% 0.3% 240.9M -5.04B -44.8M 0.59 18.31 N/A N/A 378,800 222,320 3,217,180 3,619,910 2021-08-27 $55.97 $51.00 22.2% 6.1% 19.1% 3.1% 22.8% 0.3% 0.3% 509.8M -6.65B -44.7M 0.31 37.68 N/A N/A 1,536,250 470,460 3,275,420 3,653,080 2021-08-30 $56.66 $51.00 22.5% 6.1% 19.1% 3.8% 22.9% 0.6% 0.4% 266.4M -6.61B -43.1M 0.61 13.15 N/A N/A 482,870 292,540 3,003,550 3,434,650 2021-08-31 $56.73 $51.00 22.1% 5.9% 18.5% 2.8% 22.0% 0.9% 0.5% 340.4M -6.90B -43.8M 0.56 15.06 N/A N/A 395,800 221,400 3,206,400 3,496,860
« Jul 2021 | All History | Sep 2021 » Home NFLX History August 2021