NFLX Options History — January 2023 In January 2023, NFLX traded between $29.56 and $36.71. ATM implied volatility averaged 53.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 9.4% (HV 20d: 43.7%). Max pain ranged from $29.00 to $32.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.18.
Notable Days 2023-01-20 : Highest Volume — 8,769,840 contracts2023-01-20 : Largest IV drop — 32.1% change2023-01-03 : Highest IV Rank — 62.8%2023-01-04 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.47 $29.56 $36.71 $29.56 $35.25 Max Pain $31.30 $29.00 $32.25 $29.00 $32.25 ATM IV 53.2% 36.9% 67.1% 67.1% 38.5% Expected Move 15.3% 10.9% 22.3% 22.2% 11.5% HV 20d 43.7% 34.3% 51.4% 49.7% 34.8% HV 60d 53.2% 48.3% 60.7% 60.7% 48.9% IV Rank 33.0% 0.0% 62.8% 62.8% 3.2% IV Percentile 45.1% 0.0% 81.7% 81.7% 1.2% Term Structure -2.1% -3.8% 0.1% -3.0% -0.0% VWIV 54.5% 39.3% 78.8% 76.7% 40.9% Skew 25d 5.3% 3.9% 6.8% 6.8% 4.2% Skew 10d 10.8% 8.0% 13.7% 13.1% 8.4% Call IV 25d 50.8% 35.3% 63.8% 63.4% 36.6% Put IV 25d 56.1% 39.2% 70.4% 70.2% 40.8% Bid-Ask Spread % 2.30 1.71 3.66 1.71 1.75 Gamma HHI 0.07 0.03 0.28 0.04 0.03 Net GEX 82.1M 22.3M 201.3M 24.6M 22.7M Net DEX -5.00B -7.27B -1.88B -1.88B -4.15B Net VEX -40.8M -42.0M -37.8M -41.0M -41.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.92 1.85 1.21 1.27 Total Volume 3,025,107 1,049,640 8,769,840 1,843,380 1,049,640 Total OI 12,034,113 9,404,730 14,632,080 11,963,520 10,200,410
Daily Data (20 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 2023-01-03 $29.56 $29.00 67.1% 22.2% 49.7% 62.8% 76.7% 6.8% -3.0% 24.6M -1.88B -41.0M 1.21 1.71 N/A N/A 833,470 1,009,910 5,788,010 6,175,510 2023-01-04 $30.79 $29.00 66.1% 22.3% 51.4% 60.7% 78.8% 6.4% -3.4% 76.8M -3.63B -41.7M 1.19 2.29 N/A N/A 1,792,780 2,136,870 5,927,730 6,378,780 2023-01-05 $30.99 $30.50 66.4% 17.5% 51.0% 60.5% 62.9% 6.6% -3.6% 50.8M -3.76B -41.9M 1.26 3.14 N/A N/A 1,515,450 1,908,950 6,069,470 6,708,000 2023-01-06 $31.54 $30.50 64.3% 17.0% 51.3% 56.2% 61.2% 6.2% -3.6% 201.3M -4.68B -41.6M 1.08 2.67 N/A N/A 1,767,950 1,917,110 6,155,130 6,879,700 2023-01-09 $31.61 $30.50 64.3% 17.3% 51.2% 56.2% 61.2% 6.7% -3.1% 39.9M -3.98B -40.8M 1.09 2.74 N/A N/A 810,240 881,280 5,685,330 6,304,970 2023-01-10 $32.63 $30.50 64.0% 17.3% 51.1% 55.6% 62.1% 6.3% -2.8% 66.6M -5.24B -41.1M 1.11 2.14 N/A N/A 1,316,400 1,459,180 5,866,630 6,507,910 2023-01-11 $32.62 $30.50 64.8% 17.6% 50.5% 57.2% 62.0% 6.5% -3.6% 63.7M -5.18B -41.6M 1.77 2.48 N/A N/A 968,820 1,715,180 6,105,820 6,812,610 2023-01-12 $32.91 $31.00 61.9% 16.9% 50.1% 51.0% 59.8% 5.9% -3.3% 75.9M -5.54B -40.7M 1.02 1.98 N/A N/A 1,503,180 1,531,430 6,115,520 6,892,740 2023-01-13 $33.30 $32.00 57.1% 15.7% 50.2% 41.0% 56.0% 4.3% -3.4% 124.1M -6.44B -40.3M 0.92 1.92 N/A N/A 1,774,750 1,629,590 6,344,430 7,118,180 2023-01-17 $32.70 $32.00 56.7% 16.1% 35.9% 40.1% 55.4% 5.2% -3.2% 37.0M -4.86B -38.6M 1.19 3.47 N/A N/A 826,210 984,990 5,736,850 6,401,990 2023-01-18 $32.59 $32.00 60.5% 17.3% 36.0% 48.1% 61.2% 5.6% -3.8% 38.5M -4.69B -39.7M 1.85 2.14 N/A N/A 839,620 1,554,340 6,026,170 6,710,610 2023-01-19 $32.00 $32.00 59.6% 17.3% 36.1% 46.2% 61.9% 6.4% -3.8% 22.3M -3.77B -39.0M 1.18 3.66 N/A N/A 1,879,860 2,212,770 6,225,240 6,952,870 2023-01-20 $34.03 $32.00 40.5% 11.7% 41.2% 5.9% 42.3% 4.3% -1.2% 178.2M -7.27B -37.8M 1.01 2.10 N/A N/A 4,370,250 4,399,590 6,969,630 7,662,450 2023-01-23 $35.60 $32.00 40.1% 11.8% 42.1% 5.2% 43.1% 4.2% -0.2% 92.7M -5.47B -39.7M 1.16 2.14 N/A N/A 1,852,810 2,154,810 4,281,580 5,123,150 2023-01-24 $36.25 $32.00 39.4% 11.7% 41.8% 3.6% 42.0% 4.5% -0.2% 108.3M -6.06B -40.8M 0.99 2.08 N/A N/A 1,501,270 1,485,110 4,638,000 5,726,160 2023-01-25 $36.71 $32.00 39.0% 11.6% 41.3% 2.7% 41.8% 4.0% -0.1% 156.4M -6.76B -41.7M 1.06 1.89 N/A N/A 1,285,640 1,359,310 4,953,390 6,061,360 2023-01-26 $36.49 $32.00 37.4% 11.1% 38.6% 0.0% 39.3% 4.6% 0.1% 160.7M -6.41B -42.0M 1.10 1.75 N/A N/A 1,170,160 1,290,220 5,169,090 6,240,350 2023-01-27 $36.22 $32.00 36.9% 10.9% 35.9% 0.0% 39.8% 3.9% -0.2% 62.3M -5.80B -42.0M 0.92 2.07 N/A N/A 1,258,370 1,156,040 5,289,230 6,447,600 2023-01-30 $35.49 $32.25 38.6% 11.6% 34.3% 3.4% 41.4% 4.3% -0.1% 38.3M -4.50B -41.7M 1.32 1.88 N/A N/A 603,720 794,870 4,588,520 5,441,140 2023-01-31 $35.25 $32.25 38.5% 11.5% 34.8% 3.2% 40.9% 4.2% -0.0% 22.7M -4.15B -41.6M 1.27 1.75 N/A N/A 462,640 587,000 4,665,640 5,534,770
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