NFLX Options History — October 2021 In October 2021, NFLX traded between $60.28 and $68.93. ATM implied volatility averaged 32.5%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 2.5% (HV 20d: 30.0%). Max pain ranged from $53.00 to $63.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2021-10-20 : Highest Volume — 4,255,310 contracts2021-10-20 : Largest IV drop — 27.9% change2021-10-05 : Highest IV Rank — 50.4%2021-10-05 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $64.23 $60.28 $68.93 $61.41 $68.93 Max Pain $60.12 $53.00 $63.00 $53.00 $63.00 ATM IV 32.5% 24.8% 41.2% 39.0% 25.8% Expected Move 8.9% 7.1% 10.7% 8.3% 7.5% HV 20d 30.0% 25.2% 31.8% 25.2% 31.2% HV 60d 24.6% 22.7% 25.7% 22.7% 25.6% IV Rank 30.5% 11.4% 50.4% 44.9% 17.2% IV Percentile 43.9% 19.4% 79.8% 71.0% 25.8% Term Structure -1.1% -2.6% 0.9% -1.9% 0.8% VWIV 32.0% 26.0% 38.7% 30.5% 27.3% Skew 25d 2.2% 0.6% 4.5% 4.0% 0.6% Skew 10d 4.8% 1.2% 9.7% 9.5% 1.2% Call IV 25d 32.1% 24.4% 40.0% 38.4% 26.2% Put IV 25d 34.3% 25.7% 43.8% 42.4% 26.9% Bid-Ask Spread % 23.82 15.14 41.50 28.07 18.34 Gamma HHI 0.08 0.03 0.22 0.13 0.22 Net GEX 286.3M 86.6M 485.1M 458.9M 434.0M Net DEX -8.39B -10.72B -4.18B -8.75B -10.60B Net VEX -42.0M -45.7M -39.0M -44.8M -40.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.29 0.92 0.72 0.48 Total Volume 1,768,952.857 725,840 4,255,310 1,599,260 1,852,840 Total OI 6,788,674.762 5,565,350 7,614,320 6,817,850 6,810,280
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 2021-10-01 $61.41 $53.00 39.0% 8.3% 25.2% 44.9% 30.5% 4.0% -1.9% 458.9M -8.75B -44.8M 0.72 28.07 N/A N/A 927,860 671,400 3,252,350 3,565,500 2021-10-04 $60.28 $58.00 40.5% 10.5% 26.2% 48.8% 37.4% 4.5% -2.0% 230.0M -6.43B -45.7M 0.55 27.92 N/A N/A 766,750 418,230 3,032,120 3,390,480 2021-10-05 $63.84 $58.50 41.2% 10.7% 31.7% 50.4% 38.7% 3.8% -2.1% 292.5M -10.34B -45.0M 0.48 15.14 N/A N/A 1,896,700 915,380 3,098,980 3,451,400 2021-10-06 $63.76 $58.50 40.8% 10.7% 31.6% 49.4% 38.2% 3.7% -2.1% 353.2M -10.72B -43.9M 0.62 20.64 N/A N/A 888,670 551,480 3,192,450 3,520,230 2021-10-07 $63.33 $58.50 38.1% 10.0% 31.5% 42.8% 36.0% 3.3% -2.6% 269.4M -9.59B -44.3M 0.50 17.17 N/A N/A 1,086,020 544,920 3,327,160 3,787,860 2021-10-08 $63.37 $59.00 37.5% 9.9% 31.5% 41.4% 36.0% 2.8% -2.2% 284.4M -9.91B -44.2M 0.51 17.29 N/A N/A 1,097,830 563,930 3,476,940 3,823,560 2021-10-11 $62.97 $59.00 37.0% 9.9% 30.6% 40.0% 35.5% 2.9% -1.8% 263.0M -8.81B -42.5M 0.64 20.78 N/A N/A 532,930 339,330 3,174,320 3,529,970 2021-10-12 $62.57 $59.00 36.5% 10.0% 29.7% 38.8% 35.0% 3.4% -1.4% 236.9M -8.12B -42.2M 0.52 25.16 N/A N/A 678,120 355,740 3,208,760 3,598,490 2021-10-13 $62.79 $59.00 35.1% 9.7% 29.6% 35.4% 35.1% 2.8% -1.3% 237.3M -8.33B -41.9M 0.40 25.76 N/A N/A 558,850 221,370 3,317,690 3,669,840 2021-10-14 $63.39 $60.50 33.8% 9.2% 29.6% 32.0% 33.8% 2.2% -1.8% 311.1M -9.16B -41.4M 0.29 19.62 N/A N/A 1,035,780 297,320 3,373,370 3,728,980 2021-10-15 $62.76 $60.50 32.7% 9.1% 30.0% 29.6% 32.4% 1.1% -1.8% 269.6M -8.37B -41.2M 0.37 24.43 N/A N/A 1,230,430 456,050 3,424,350 3,786,210 2021-10-18 $63.76 $60.50 33.2% 9.4% 28.3% 31.0% 33.7% 0.9% -1.6% 120.4M -5.44B -40.7M 0.69 18.26 N/A N/A 717,550 494,560 2,321,490 3,243,860 2021-10-19 $63.86 $60.50 34.6% 9.8% 28.3% 34.5% 35.3% 1.1% -1.7% 119.3M -5.68B -40.4M 0.75 24.76 N/A N/A 1,306,290 977,950 2,427,020 3,371,010 2021-10-20 $62.44 $61.50 24.9% 7.1% 28.1% 11.4% 26.0% 1.1% -0.5% 86.6M -4.18B -41.4M 0.65 26.92 N/A N/A 2,579,140 1,676,170 3,259,120 4,073,750 2021-10-21 $65.23 $61.50 25.8% 7.4% 31.7% 17.1% 26.6% 1.3% -0.8% 485.1M -8.57B -41.9M 0.54 26.29 N/A N/A 2,503,010 1,344,680 3,381,330 4,177,850 2021-10-22 $66.27 $62.00 25.6% 7.4% 31.7% 16.4% 26.5% 1.2% -0.3% 484.0M -9.76B -39.9M 0.47 25.34 N/A N/A 1,929,070 909,760 3,351,120 4,263,200 2021-10-25 $67.28 $62.00 25.9% 7.6% 31.8% 17.7% 27.7% 1.2% 0.9% 277.7M -8.83B -39.7M 0.51 37.56 N/A N/A 1,057,400 537,700 2,732,100 3,596,720 2021-10-26 $66.97 $62.50 24.9% 7.3% 31.3% 14.1% 26.8% 1.2% 0.8% 269.2M -8.43B -39.0M 0.70 20.75 N/A N/A 729,170 510,450 2,791,320 3,678,640 2021-10-27 $66.36 $62.50 24.8% 7.3% 30.4% 13.5% 26.6% 1.3% 0.4% 212.6M -7.56B -40.4M 0.92 41.50 N/A N/A 377,800 348,040 2,870,080 3,763,020 2021-10-28 $67.25 $63.00 25.1% 7.3% 30.4% 14.7% 26.8% 0.9% 0.6% 317.8M -8.71B -40.2M 0.57 18.52 N/A N/A 802,720 458,620 2,894,640 3,824,610 2021-10-29 $68.93 $63.00 25.8% 7.5% 31.2% 17.2% 27.3% 0.6% 0.8% 434.0M -10.60B -40.8M 0.48 18.34 N/A N/A 1,254,080 598,760 2,952,350 3,857,930
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