NFLX Options History — October 2022 In October 2022, NFLX traded between $21.43 and $30.02. ATM implied volatility averaged 66.6%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded below realized volatility by 0.5% (HV 20d: 67.1%). Max pain ranged from $23.00 to $27.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.01.
Notable Days 2022-10-19 : Highest Volume — 8,691,930 contracts2022-10-19 : Largest IV drop — 26.7% change2022-10-12 : Highest IV Rank — 96.1%2022-10-05 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.67 $21.43 $30.02 $24.04 $29.23 Max Pain $24.37 $23.00 $27.00 $23.00 $27.00 ATM IV 66.6% 48.6% 82.8% 74.9% 48.9% Expected Move 19.3% 14.4% 25.0% 24.5% 14.6% HV 20d 67.1% 59.5% 76.6% 62.0% 69.4% HV 60d 55.5% 51.9% 59.1% 54.2% 59.0% IV Rank 69.3% 39.2% 96.1% 83.1% 39.3% IV Percentile 78.9% 48.0% 99.2% 90.5% 48.4% Term Structure -2.5% -5.0% 0.1% -2.8% -0.4% VWIV 68.1% 51.9% 86.6% 86.2% 52.4% Skew 25d 8.0% 5.0% 11.3% 9.8% 5.7% Skew 10d 15.2% 9.9% 21.5% 18.2% 10.8% Call IV 25d 62.9% 46.0% 77.2% 69.3% 46.0% Put IV 25d 70.9% 51.6% 88.5% 79.1% 51.7% Bid-Ask Spread % 2.55 1.72 5.92 1.85 2.14 Gamma HHI 0.05 0.03 0.18 0.03 0.03 Net GEX 36.6M -71.9M 203.6M 2.0M 29.2M Net DEX -1.15B -5.91B 2.76B 248.9M -2.94B Net VEX -38.8M -46.2M -31.7M -36.6M -45.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.79 1.65 0.95 1.27 Total Volume 3,711,592.381 1,849,360 8,691,930 1,849,360 1,967,050 Total OI 12,711,254.762 11,205,280 15,302,050 11,205,280 12,942,070
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 2022-10-03 $24.04 $23.00 74.9% 24.5% 62.0% 83.1% 86.2% 9.8% -2.8% 2.0M 248.9M -36.6M 0.95 1.85 N/A N/A 949,810 899,550 5,348,620 5,856,660 2022-10-04 $23.98 $23.00 73.4% 24.5% 61.1% 80.6% 85.3% 9.6% -3.1% 7.1M 328.1M -36.3M 0.81 1.72 N/A N/A 1,356,950 1,105,880 5,502,540 6,017,740 2022-10-05 $23.94 $23.00 73.6% 25.0% 59.7% 80.8% 86.6% 9.6% -3.2% 11.6M 322.9M -36.2M 0.91 1.88 N/A N/A 1,496,280 1,358,470 5,650,880 6,102,630 2022-10-06 $24.03 $23.00 75.0% 19.9% 59.5% 83.3% 68.8% 10.1% -3.0% 33.6M 34.5M -36.5M 0.98 3.17 N/A N/A 1,490,640 1,455,930 5,822,940 6,158,980 2022-10-07 $22.55 $23.50 77.5% 20.7% 62.8% 87.5% 69.3% 10.2% -3.7% -71.9M 2.03B -34.0M 0.92 1.93 N/A N/A 1,837,990 1,694,670 5,965,910 6,372,070 2022-10-10 $23.08 $23.50 77.7% 20.9% 63.4% 87.7% 72.7% 9.9% -3.5% -7.5M 1.13B -34.8M 1.08 1.90 N/A N/A 923,980 1,001,640 5,532,740 5,940,610 2022-10-11 $21.43 $23.50 81.2% 21.9% 62.2% 93.5% 75.1% 11.3% -4.1% -47.5M 2.76B -31.7M 1.01 2.87 N/A N/A 1,491,420 1,501,160 5,687,460 6,070,640 2022-10-12 $22.07 $23.50 82.8% 22.4% 62.2% 96.1% 77.3% 11.3% -4.4% -19.7M 2.00B -33.3M 1.65 1.93 N/A N/A 1,109,480 1,829,370 5,905,040 6,229,030 2022-10-13 $23.23 $23.50 80.8% 22.1% 62.4% 92.8% 77.7% 9.7% -4.3% 27.1M 766.0M -35.6M 0.88 3.38 N/A N/A 2,343,130 2,065,630 5,957,060 6,375,900 2022-10-14 $23.11 $23.50 78.3% 21.6% 61.9% 88.6% 75.7% 8.6% -4.1% 30.4M 870.5M -35.2M 0.83 2.27 N/A N/A 2,164,920 1,796,440 6,179,950 6,670,080 2022-10-17 $24.61 $23.50 76.6% 21.6% 66.1% 85.9% 77.6% 8.3% -4.3% 8.1M -206.6M -36.8M 1.33 3.59 N/A N/A 1,297,250 1,722,560 5,446,320 6,013,190 2022-10-18 $24.11 $23.50 79.0% 22.4% 66.4% 89.8% 80.1% 8.3% -5.0% 1.4M 330.8M -37.3M 1.20 5.92 N/A N/A 1,887,850 2,272,340 5,799,170 6,590,500 2022-10-19 $26.95 $23.50 57.9% 16.6% 76.5% 54.9% 58.9% 5.4% -2.0% 105.9M -3.38B -39.1M 1.06 2.29 N/A N/A 4,223,460 4,468,470 6,461,720 7,539,600 2022-10-20 $26.76 $24.00 55.2% 15.9% 76.6% 50.5% 57.4% 6.7% -1.8% 51.0M -2.62B -40.3M 0.84 3.14 N/A N/A 2,541,460 2,122,970 6,792,970 8,264,990 2022-10-21 $28.81 $24.00 55.0% 16.0% 76.3% 50.0% 58.5% 5.2% -2.1% 203.6M -5.91B -42.7M 0.85 3.22 N/A N/A 4,302,360 3,658,430 6,931,200 8,370,850 2022-10-24 $28.35 $26.00 52.9% 15.7% 76.6% 46.7% 55.9% 6.4% -0.1% 51.9M -2.70B -43.3M 0.95 2.08 N/A N/A 1,397,500 1,326,480 5,831,470 6,558,990 2022-10-25 $29.28 $26.50 50.2% 15.0% 76.6% 42.1% 54.2% 6.0% -0.2% 89.4M -3.90B -43.9M 0.79 1.93 N/A N/A 1,685,720 1,334,510 6,013,180 6,812,100 2022-10-26 $29.93 $26.75 50.0% 14.9% 70.1% 41.8% 53.5% 5.0% -0.2% 114.9M -4.78B -44.7M 1.01 1.94 N/A N/A 2,105,260 2,121,710 6,190,580 7,060,360 2022-10-27 $30.02 $27.00 50.0% 14.9% 68.9% 41.8% 54.1% 5.2% -0.2% 109.6M -4.73B -45.1M 0.94 2.05 N/A N/A 2,039,600 1,920,330 6,321,980 7,364,960 2022-10-28 $29.49 $27.00 48.6% 14.4% 69.1% 39.2% 51.9% 5.4% 0.1% 37.9M -3.84B -46.2M 0.89 2.30 N/A N/A 1,944,560 1,730,230 6,599,010 7,683,660 2022-10-31 $29.23 $27.00 48.9% 14.6% 69.4% 39.3% 52.4% 5.7% -0.4% 29.2M -2.94B -45.5M 1.27 2.14 N/A N/A 865,940 1,101,110 5,933,490 7,008,580
« Sep 2022 | All History | Nov 2022 » Home NFLX History October 2022