NFLX Options History — March 2023 In March 2023, NFLX traded between $29.08 and $34.42. ATM implied volatility averaged 47.0%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 12.0% (HV 20d: 34.9%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.96.
Notable Days 2023-03-24 : Highest Volume — 5,945,820 contracts2023-03-20 : Largest IV spike — 12.1% change2023-03-23 : Highest IV Rank — 41.4%2023-03-28 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $31.26 $29.08 $34.42 $31.43 $34.42 Max Pain $32.67 $31.00 $35.00 $32.00 $32.00 ATM IV 47.0% 37.7% 56.6% 40.6% 51.6% Expected Move 14.8% 10.5% 16.5% 11.6% 16.1% HV 20d 34.9% 28.2% 42.7% 33.0% 42.7% HV 60d 38.7% 36.2% 40.7% 40.6% 36.9% IV Rank 21.6% 2.6% 41.4% 8.5% 31.2% IV Percentile 31.6% 3.2% 61.9% 7.9% 48.4% Term Structure 1.3% -3.0% 11.1% -0.4% -2.0% VWIV 51.9% 36.9% 58.9% 40.4% 56.8% Skew 25d 5.8% 4.1% 8.2% 4.5% 5.2% Skew 10d 11.0% 8.0% 14.9% 9.5% 9.7% Call IV 25d 44.3% 35.8% 54.5% 38.6% 50.0% Put IV 25d 50.1% 39.9% 61.0% 43.1% 55.2% Bid-Ask Spread % 5.17 1.67 16.49 1.80 16.49 Gamma HHI 0.06 0.03 0.23 0.04 0.17 Net GEX 6.6M -117.9M 239.1M -78.5M 171.8M Net DEX -1.01B -4.62B 1.56B -192.1M -4.62B Net VEX -35.3M -37.7M -32.9M -36.4M -37.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.60 1.80 1.37 0.79 Total Volume 2,094,295.217 879,560 5,945,820 1,651,020 2,320,040 Total OI 9,168,711.304 7,744,040 10,117,480 9,508,630 9,391,040
Daily Data (23 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 2023-03-01 $31.43 $32.00 40.6% 11.6% 33.0% 8.5% 40.4% 4.5% -0.4% -78.5M -192.1M -36.4M 1.37 1.80 N/A N/A 695,720 955,300 4,472,170 5,036,460 2023-03-02 $31.33 $32.00 39.0% 11.1% 29.5% 5.4% 39.2% 4.3% -0.9% -83.2M -195.0M -35.9M 1.35 2.75 N/A N/A 630,050 853,150 4,596,000 5,047,920 2023-03-03 $31.53 $32.00 37.7% 10.5% 29.9% 2.6% 36.9% 4.1% -0.2% -44.1M -459.1M -35.6M 0.80 6.63 N/A N/A 946,340 760,070 4,672,040 5,132,800 2023-03-06 $31.30 $35.00 38.2% 13.3% 29.6% 3.7% 46.7% 4.4% 2.1% -38.3M -551.1M -34.8M 0.72 3.80 N/A N/A 883,340 634,270 4,257,060 4,765,500 2023-03-07 $30.92 $34.50 39.0% 13.5% 29.6% 5.4% 47.8% 4.2% 0.4% -59.5M -182.6M -34.4M 1.06 2.70 N/A N/A 632,680 670,860 4,462,400 4,896,620 2023-03-08 $31.09 $34.50 38.7% 13.5% 29.8% 4.6% 46.4% 4.5% 0.6% -39.7M -496.4M -34.8M 1.80 3.09 N/A N/A 538,430 969,240 4,574,910 4,955,800 2023-03-09 $29.62 $34.50 42.4% 14.4% 32.0% 12.3% 49.4% 5.2% 0.0% -92.3M 1.11B -33.6M 1.00 4.53 N/A N/A 1,057,020 1,057,680 4,666,630 5,028,950 2023-03-10 $29.08 $34.00 45.3% 15.1% 32.1% 18.2% 52.0% 6.0% 0.2% -117.9M 1.56B -33.3M 1.48 3.58 N/A N/A 1,012,030 1,493,250 4,843,670 5,090,800 2023-03-13 $29.52 $34.00 44.9% 15.2% 31.3% 17.4% 53.5% 7.2% 8.5% -48.9M 665.9M -33.7M 1.03 3.80 N/A N/A 549,980 567,560 4,390,930 4,856,170 2023-03-14 $29.31 $34.00 42.4% 14.8% 28.2% 12.3% 51.1% 6.2% 9.1% -54.1M 852.0M -32.9M 0.76 2.82 N/A N/A 977,600 739,200 4,510,480 4,946,830 2023-03-15 $30.40 $33.50 42.5% 15.1% 32.4% 12.6% 52.9% 6.3% 10.3% 5.8M -558.3M -34.6M 1.06 3.40 N/A N/A 1,306,640 1,383,750 4,708,860 5,016,060 2023-03-16 $31.08 $33.00 42.8% 14.8% 34.0% 13.1% 52.0% 5.6% 10.9% 50.1M -1.49B -35.1M 0.74 3.86 N/A N/A 1,291,410 951,710 4,838,860 5,133,570 2023-03-17 $30.27 $33.00 46.5% 15.4% 34.0% 20.6% 53.4% 6.7% 11.1% -8.1M -352.8M -34.3M 0.92 3.08 N/A N/A 1,077,860 991,330 4,912,850 5,204,630 2023-03-20 $30.45 $32.00 52.1% 15.7% 34.3% 32.2% 54.7% 8.1% -2.3% 550.3K -536.7M -34.5M 0.77 3.47 N/A N/A 531,670 411,960 3,684,590 4,059,450 2023-03-21 $30.68 $31.50 52.1% 15.3% 33.7% 32.2% 55.3% 7.8% -2.0% 8.8M -740.3M -34.6M 0.75 1.91 N/A N/A 501,810 377,750 3,793,030 4,165,120 2023-03-22 $29.79 $31.50 55.1% 15.8% 34.8% 38.4% 55.4% 8.2% -2.8% -31.0M 121.8M -33.6M 0.85 3.89 N/A N/A 798,920 678,800 3,829,280 4,231,370 2023-03-23 $31.83 $31.00 56.6% 16.4% 42.4% 41.4% 57.9% 6.4% -3.0% 81.6M -2.21B -36.0M 1.05 3.34 N/A N/A 2,330,690 2,441,660 3,982,520 4,331,360 2023-03-24 $32.90 $31.00 56.4% 16.4% 42.2% 40.9% 58.3% 6.4% -2.9% 239.1M -3.51B -37.4M 0.60 9.81 N/A N/A 3,720,820 2,225,000 4,278,940 4,829,780 2023-03-27 $32.81 $31.50 54.8% 16.5% 41.4% 37.7% 58.5% 6.0% -1.8% 58.0M -2.61B -37.0M 0.69 10.36 N/A N/A 1,405,640 975,460 4,018,580 4,414,650 2023-03-28 $32.22 $31.50 54.8% 16.5% 41.9% 37.7% 58.9% 6.0% -1.8% 28.8M -1.92B -36.9M 0.99 6.85 N/A N/A 945,120 932,540 4,210,800 4,565,640 2023-03-29 $33.13 $31.50 53.7% 16.4% 41.9% 35.5% 57.8% 5.7% -1.5% 77.7M -3.00B -37.4M 0.93 1.67 N/A N/A 733,530 683,270 4,265,870 4,689,500 2023-03-30 $33.94 $32.00 52.8% 16.3% 42.5% 33.7% 57.7% 5.1% -2.1% 125.3M -4.00B -37.7M 0.65 15.28 N/A N/A 1,529,560 998,080 4,320,660 4,799,210 2023-03-31 $34.42 $32.00 51.6% 16.1% 42.7% 31.2% 56.8% 5.2% -2.0% 171.8M -4.62B -37.6M 0.79 16.49 N/A N/A 1,297,790 1,022,250 4,467,260 4,923,780
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