NFLX Options History — November 2021 In November 2021, NFLX traded between $64.10 and $69.33. ATM implied volatility averaged 29.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 0.2% (HV 20d: 29.6%). Max pain ranged from $60.00 to $63.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2021-11-12 : Highest Volume — 2,055,750 contracts2021-11-30 : Largest IV spike — 12.8% change2021-11-26 : Highest IV Rank — 47.0%2021-11-30 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $66.80 $64.10 $69.33 $67.93 $64.10 Max Pain $62.19 $60.00 $63.50 $63.00 $63.50 ATM IV 29.4% 25.4% 34.2% 25.9% 34.2% Expected Move 8.5% 7.4% 10.3% 7.6% 10.3% HV 20d 29.6% 24.2% 32.9% 30.8% 30.4% HV 60d 27.7% 25.7% 29.3% 25.7% 29.3% IV Rank 29.9% 15.9% 47.0% 17.7% 46.9% IV Percentile 38.7% 23.0% 49.6% 27.0% 49.2% Term Structure -0.1% -0.6% 0.4% 0.1% -0.5% VWIV 30.3% 26.8% 35.8% 27.5% 35.8% Skew 25d 0.7% -0.2% 1.9% 0.9% 1.9% Skew 10d 1.5% 0.0% 4.4% 1.7% 4.4% Call IV 25d 29.7% 26.0% 34.5% 26.5% 33.7% Put IV 25d 30.4% 27.1% 35.6% 27.4% 35.6% Bid-Ask Spread % 39.73 20.52 47.95 42.49 46.65 Gamma HHI 0.06 0.03 0.21 0.06 0.03 Net GEX 151.2M -95.1M 430.5M 207.1M -14.9M Net DEX -6.59B -9.55B -3.40B -8.16B -3.40B Net VEX -40.5M -42.5M -38.6M -39.6M -39.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.35 1.18 0.92 1.00 Total Volume 1,141,976.667 645,420 2,055,750 894,200 1,087,430 Total OI 6,487,724.762 5,837,540 6,986,060 6,210,610 5,973,060
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 2021-11-01 $67.93 $63.00 25.9% 7.6% 30.8% 17.7% 27.5% 0.9% 0.1% 207.1M -8.16B -39.6M 0.92 42.49 N/A N/A 464,950 429,250 2,638,910 3,571,700 2021-11-02 $67.77 $63.00 26.5% 7.8% 24.2% 19.8% 28.2% 0.5% 0.2% 200.3M -7.93B -40.3M 0.36 20.52 N/A N/A 1,064,310 380,350 2,725,040 3,635,120 2021-11-03 $68.92 $63.00 25.4% 7.4% 24.6% 15.9% 26.8% 1.1% 0.3% 359.0M -9.32B -39.9M 0.39 22.40 N/A N/A 720,800 278,010 2,874,740 3,712,450 2021-11-04 $66.89 $60.00 28.5% 8.2% 27.2% 26.7% 29.2% 1.1% 0.2% 120.8M -6.96B -41.5M 0.44 36.76 N/A N/A 1,192,610 529,970 2,945,140 3,723,600 2021-11-05 $64.59 $60.00 28.8% 8.2% 30.3% 28.0% 28.9% 0.9% 0.1% -95.1M -3.95B -42.2M 0.80 37.63 N/A N/A 1,128,310 898,730 3,113,500 3,827,080 2021-11-08 $65.11 $61.50 28.8% 8.2% 30.3% 27.9% 29.2% 1.4% -0.6% 82.2M -5.22B -41.6M 0.57 39.13 N/A N/A 812,590 462,570 2,818,720 3,698,690 2021-11-09 $65.64 $61.50 29.0% 8.2% 30.2% 28.6% 29.2% 0.1% -0.3% 143.5M -5.95B -42.5M 0.50 40.57 N/A N/A 622,920 311,670 2,969,870 3,806,360 2021-11-10 $64.61 $61.50 28.8% 8.3% 30.9% 27.7% 29.3% 1.5% -0.0% 14.5M -4.39B -42.4M 0.80 37.71 N/A N/A 494,120 395,630 2,972,720 3,833,930 2021-11-11 $65.96 $61.50 28.9% 8.3% 31.5% 28.1% 30.0% 0.5% -0.0% 157.3M -6.20B -41.2M 0.64 41.66 N/A N/A 705,030 448,020 2,989,390 3,885,030 2021-11-12 $68.13 $62.00 28.2% 8.2% 32.9% 25.6% 29.0% 0.3% 0.4% 430.5M -9.15B -39.4M 0.60 32.54 N/A N/A 1,287,520 768,230 3,036,950 3,949,110 2021-11-15 $68.03 $62.00 29.3% 8.4% 32.7% 29.5% 29.7% -0.2% -0.1% 218.1M -8.12B -38.9M 0.55 38.69 N/A N/A 672,210 369,650 2,713,700 3,735,420 2021-11-16 $68.82 $62.00 28.8% 8.3% 32.8% 27.8% 29.4% 0.2% -0.1% 285.3M -9.00B -38.8M 0.54 44.29 N/A N/A 553,050 297,160 2,801,950 3,792,800 2021-11-17 $69.33 $62.00 29.3% 8.4% 31.3% 29.4% 29.9% 0.2% -0.2% 342.0M -9.55B -38.6M 0.35 40.05 N/A N/A 1,043,680 366,090 2,850,420 3,828,820 2021-11-18 $68.24 $62.00 29.7% 8.5% 28.6% 31.0% 30.4% 0.2% 0.2% 254.9M -8.19B -39.3M 0.63 41.37 N/A N/A 593,340 370,900 2,941,020 3,872,050 2021-11-19 $67.75 $62.00 29.6% 8.5% 28.3% 30.5% 30.0% 0.5% -0.0% 132.8M -7.44B -41.0M 0.52 43.45 N/A N/A 884,300 455,600 2,961,220 3,919,450 2021-11-22 $66.28 $62.50 30.5% 8.7% 29.0% 33.7% 31.3% 0.2% 0.4% 65.3M -5.16B -40.5M 0.82 45.15 N/A N/A 494,140 406,930 2,416,520 3,422,800 2021-11-23 $65.37 $63.00 31.6% 9.1% 29.3% 37.8% 32.5% 0.1% -0.1% 18.6M -4.32B -40.7M 1.18 44.66 N/A N/A 361,530 428,040 2,532,120 3,505,010 2021-11-24 $65.84 $63.00 31.2% 9.0% 29.3% 36.2% 31.9% 0.8% -0.5% 37.2M -4.73B -40.9M 0.74 47.00 N/A N/A 423,010 314,350 2,583,530 3,584,470 2021-11-26 $67.04 $63.50 34.2% 10.0% 29.6% 47.0% 35.8% 1.1% -0.6% 134.0M -5.88B -42.0M 0.71 47.95 N/A N/A 479,830 339,260 2,614,980 3,627,290 2021-11-29 $66.43 $63.50 30.3% 9.0% 28.3% 33.2% 32.0% 0.6% -0.3% 81.9M -5.33B -39.7M 0.96 43.74 N/A N/A 329,140 316,280 2,384,870 3,452,670 2021-11-30 $64.10 $63.50 34.2% 10.3% 30.4% 46.9% 35.8% 1.9% -0.5% -14.9M -3.40B -39.8M 1.00 46.65 N/A N/A 544,430 543,000 2,455,150 3,517,910
« Oct 2021 | All History | Dec 2021 » Home NFLX History November 2021