NFLX Options History — November 2022 In November 2022, NFLX traded between $25.51 and $30.99. ATM implied volatility averaged 47.2%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 14.3% (HV 20d: 61.5%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.01.
Notable Days 2022-11-14 : Highest Volume — 5,585,440 contracts2022-11-14 : Largest IV spike — 6.8% change2022-11-03 : Highest IV Rank — 38.6%2022-11-09 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.34 $25.51 $30.99 $28.70 $30.80 Max Pain $27.55 $27.00 $28.00 $27.00 $28.00 ATM IV 47.2% 43.5% 49.6% 48.1% 43.5% Expected Move 13.8% 12.7% 14.6% 14.3% 13.6% HV 20d 61.5% 50.8% 72.9% 70.0% 60.9% HV 60d 60.5% 58.4% 63.2% 58.8% 63.2% IV Rank 34.1% 27.1% 38.6% 38.0% 27.1% IV Percentile 38.8% 20.2% 52.4% 45.2% 20.2% Term Structure -0.1% -1.1% 1.5% -0.1% -0.3% VWIV 48.7% 45.1% 52.0% 50.7% 49.3% Skew 25d 5.2% 3.6% 6.3% 5.4% 3.6% Skew 10d 10.3% 7.5% 11.8% 10.7% 7.5% Call IV 25d 45.1% 41.6% 47.6% 45.4% 42.5% Put IV 25d 50.3% 46.1% 53.2% 50.9% 46.1% Bid-Ask Spread % 2.32 1.95 3.51 2.23 2.20 Gamma HHI 0.06 0.03 0.19 0.03 0.06 Net GEX 20.1M -113.4M 183.6M 10.1M 127.0M Net DEX -1.97B -6.43B 1.61B -2.18B -5.13B Net VEX -42.9M -45.7M -39.2M -45.0M -44.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.48 1.54 1.33 1.29 Total Volume 2,759,482.381 1,026,210 5,585,440 1,755,550 4,575,930 Total OI 13,354,382.857 11,950,450 15,122,320 13,233,920 12,666,920
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 2022-11-01 $28.70 $27.00 48.1% 14.3% 70.0% 38.0% 50.7% 5.4% -0.1% 10.1M -2.18B -45.0M 1.33 2.23 N/A N/A 753,570 1,001,980 6,068,490 7,165,430 2022-11-02 $27.43 $27.00 48.2% 14.5% 72.6% 38.2% 50.2% 5.6% 0.0% -53.8M -352.5M -43.1M 1.38 2.67 N/A N/A 1,159,070 1,605,200 6,153,350 7,231,920 2022-11-03 $27.08 $28.00 48.4% 14.1% 72.9% 38.6% 49.0% 5.7% 0.2% -63.4M 40.4M -42.8M 1.17 2.28 N/A N/A 961,540 1,125,470 6,362,050 7,300,370 2022-11-04 $26.04 $28.00 48.7% 14.2% 70.3% 36.2% 50.9% 5.2% 0.2% -113.4M 1.61B -40.8M 1.32 2.07 N/A N/A 1,695,770 2,246,730 6,500,480 7,389,970 2022-11-07 $25.92 $27.00 49.1% 14.3% 70.1% 37.0% 49.6% 6.0% 0.8% -32.2M 874.5M -39.9M 1.07 1.97 N/A N/A 961,600 1,024,900 6,101,980 6,850,970 2022-11-08 $26.49 $27.00 48.9% 14.3% 63.6% 36.5% 48.8% 5.8% 1.1% -1.6M -56.2M -41.2M 1.32 2.59 N/A N/A 1,115,280 1,470,420 6,310,830 6,984,450 2022-11-09 $25.51 $27.00 49.6% 14.6% 65.4% 37.9% 52.0% 6.3% 1.3% -38.4M 1.31B -39.2M 1.54 2.14 N/A N/A 747,520 1,152,210 6,505,420 7,060,930 2022-11-10 $27.42 $27.00 47.4% 13.9% 67.7% 34.0% 49.5% 5.3% 1.5% 72.8M -1.69B -42.2M 0.81 2.67 N/A N/A 1,646,510 1,326,220 6,616,870 7,131,940 2022-11-11 $28.96 $27.00 45.9% 13.5% 69.4% 31.4% 48.1% 4.5% 1.4% 183.6M -4.43B -43.8M 0.69 2.14 N/A N/A 1,994,550 1,385,850 6,715,010 7,251,560 2022-11-14 $30.18 $27.00 49.0% 14.1% 67.6% 36.8% 49.8% 4.4% -0.7% 101.4M -5.35B -44.2M 0.48 2.48 N/A N/A 3,776,210 1,809,230 6,242,740 6,881,290 2022-11-15 $30.99 $27.50 48.6% 14.0% 66.8% 36.1% 49.7% 5.3% -0.7% 118.1M -6.43B -45.5M 0.78 2.28 N/A N/A 1,978,750 1,539,340 6,819,950 7,294,580 2022-11-16 $30.52 $27.50 48.7% 14.0% 56.2% 36.2% 49.0% 4.6% -0.6% 90.2M -5.50B -45.7M 1.14 2.43 N/A N/A 1,427,040 1,627,530 6,970,200 7,564,090 2022-11-17 $29.50 $27.50 48.6% 14.0% 57.8% 36.0% 49.1% 4.5% -0.6% 9.5M -3.54B -44.9M 0.93 2.28 N/A N/A 1,763,140 1,635,750 7,123,780 7,734,350 2022-11-18 $28.85 $28.00 47.2% 13.6% 52.4% 33.7% 48.8% 4.8% -0.4% -28.3M -2.21B -44.0M 0.88 1.95 N/A N/A 1,648,230 1,449,890 7,320,910 7,801,410 2022-11-21 $28.42 $28.00 47.3% 13.6% 52.4% 33.8% 48.0% 5.6% -1.0% 1.3M -1.26B -42.7M 0.65 2.46 N/A N/A 1,446,020 934,510 5,820,970 6,129,480 2022-11-22 $28.64 $28.00 46.2% 13.2% 51.1% 31.8% 46.5% 5.3% -1.0% 29.2M -1.58B -42.9M 1.38 1.95 N/A N/A 1,056,580 1,454,450 6,079,120 6,242,180 2022-11-23 $29.13 $28.00 44.6% 12.7% 50.8% 29.0% 45.3% 5.2% -1.1% 80.9M -2.35B -43.5M 1.04 3.51 N/A N/A 1,386,490 1,435,320 6,237,280 6,392,140 2022-11-25 $28.50 $28.00 44.4% 12.9% 51.3% 28.7% 45.1% 5.4% -0.9% -61.8M -1.29B -42.5M 0.54 1.96 N/A N/A 664,690 361,520 6,437,490 6,551,410 2022-11-28 $28.11 $28.00 45.0% 13.4% 51.2% 29.7% 46.8% 5.7% -0.1% -3.2M -918.1M -41.2M 0.73 2.06 N/A N/A 779,900 568,090 5,809,220 6,193,150 2022-11-29 $28.04 $28.00 44.2% 13.4% 51.1% 28.4% 46.7% 5.4% -0.1% -5.9M -840.4M -41.6M 0.73 2.36 N/A N/A 726,820 529,310 6,037,320 6,390,040 2022-11-30 $30.80 $28.00 43.5% 13.6% 60.9% 27.1% 49.3% 3.6% -0.3% 127.0M -5.13B -44.3M 1.29 2.20 N/A N/A 2,000,510 2,575,420 6,199,640 6,467,280
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