NFLX Options History — May 2023 In May 2023, NFLX traded between $31.79 and $39.50. ATM implied volatility averaged 33.6%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 0.9% (HV 20d: 32.7%). Max pain ranged from $31.50 to $34.25. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2023-05-18 : Highest Volume — 7,273,930 contracts2023-05-18 : Largest IV spike — 9.2% change2023-05-30 : Highest IV Rank — 14.0%2023-05-30 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $34.77 $31.79 $39.50 $32.42 $39.50 Max Pain $32.74 $31.50 $34.25 $32.75 $34.25 ATM IV 33.6% 31.1% 38.7% 32.8% 38.0% Expected Move 9.9% 8.9% 12.0% 9.5% 11.7% HV 20d 32.7% 22.0% 44.5% 27.8% 43.3% HV 60d 35.7% 33.4% 39.3% 34.4% 39.2% IV Rank 4.1% 0.0% 14.0% 1.4% 12.7% IV Percentile 4.7% 0.0% 17.1% 0.4% 15.1% Term Structure 0.2% -0.8% 1.2% 0.1% -0.7% VWIV 35.2% 31.8% 43.0% 33.5% 41.8% Skew 25d 3.7% 1.1% 5.2% 4.4% 1.1% Skew 10d 7.1% 2.1% 10.0% 8.2% 2.1% Call IV 25d 32.2% 28.9% 39.0% 30.8% 38.5% Put IV 25d 36.0% 33.3% 40.5% 35.2% 39.6% Bid-Ask Spread % 6.75 2.58 17.52 6.33 4.25 Gamma HHI 0.05 0.03 0.15 0.03 0.06 Net GEX 95.4M -38.2M 327.7M -2.4M 196.0M Net DEX -4.05B -8.63B -715.5M -1.47B -8.57B Net VEX -35.4M -38.0M -33.6M -33.9M -38.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.33 1.08 1.03 0.70 Total Volume 2,217,997.273 1,048,090 7,273,930 1,465,310 1,462,860 Total OI 9,267,616.364 8,430,090 10,582,350 8,430,090 9,628,470
Daily Data (22 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 2023-05-01 $32.42 $32.75 32.8% 9.5% 27.8% 1.4% 33.5% 4.4% 0.1% -2.4M -1.47B -33.9M 1.03 6.33 N/A N/A 722,540 742,770 3,972,560 4,457,530 2023-05-02 $31.79 $32.75 34.4% 10.1% 28.1% 4.4% 35.0% 5.0% 0.2% -38.2M -715.5M -33.8M 0.90 3.06 N/A N/A 550,960 497,130 4,129,310 4,638,820 2023-05-03 $32.04 $32.75 33.8% 9.8% 28.4% 3.3% 34.1% 4.7% 0.3% -16.9M -1.07B -33.9M 0.92 5.52 N/A N/A 654,380 600,890 4,200,710 4,673,990 2023-05-04 $32.05 $31.50 34.3% 10.2% 28.3% 4.2% 37.5% 5.0% 0.5% -29.1M -1.02B -34.0M 1.08 5.76 N/A N/A 706,950 763,540 4,268,210 4,755,110 2023-05-05 $32.24 $32.00 31.4% 9.5% 28.4% 0.0% 33.8% 4.4% 0.7% 24.0M -1.22B -33.6M 0.73 12.10 N/A N/A 1,059,730 771,600 4,328,470 4,845,730 2023-05-08 $33.16 $31.50 32.0% 9.6% 30.4% 1.2% 33.9% 4.2% 1.2% 62.6M -2.51B -33.9M 0.74 6.67 N/A N/A 1,107,230 817,290 4,021,060 4,488,500 2023-05-09 $33.26 $32.00 31.9% 9.5% 30.5% 0.9% 33.6% 4.1% 1.1% 80.3M -2.66B -34.3M 0.78 8.66 N/A N/A 983,410 771,120 4,243,750 4,680,970 2023-05-10 $33.53 $32.00 31.2% 9.3% 29.4% 0.0% 33.0% 4.0% 1.2% 102.8M -3.06B -34.6M 0.81 8.08 N/A N/A 833,260 677,230 4,332,720 4,795,830 2023-05-11 $34.48 $32.50 31.9% 9.4% 26.1% 1.3% 33.8% 3.9% 1.1% 203.7M -4.58B -35.2M 0.69 5.17 N/A N/A 1,883,550 1,301,940 4,408,830 4,868,610 2023-05-12 $33.96 $32.50 31.5% 9.3% 25.6% 0.6% 33.0% 4.1% 1.2% 109.3M -3.52B -35.1M 0.77 3.45 N/A N/A 1,801,720 1,385,210 4,612,880 5,108,850 2023-05-15 $33.59 $32.50 32.9% 9.5% 24.7% 3.1% 33.5% 5.0% -0.2% 57.2M -2.71B -34.4M 0.88 3.11 N/A N/A 593,910 520,680 4,235,380 4,648,520 2023-05-16 $33.40 $32.50 32.4% 9.3% 24.7% 2.1% 33.1% 5.2% -0.3% 34.9M -2.39B -34.3M 0.57 3.24 N/A N/A 677,300 385,100 4,355,070 4,799,110 2023-05-17 $34.03 $32.50 31.1% 8.9% 22.0% 0.0% 31.8% 4.3% -0.2% 124.5M -3.52B -34.3M 0.74 3.33 N/A N/A 1,017,260 754,380 4,444,540 4,873,140 2023-05-18 $37.19 $32.50 34.0% 9.8% 37.7% 5.3% 35.2% 2.5% -0.8% 197.2M -8.18B -35.4M 0.59 7.35 N/A N/A 4,569,110 2,704,820 4,527,670 5,022,450 2023-05-19 $36.56 $33.00 32.4% 9.3% 38.7% 2.2% 33.3% 3.0% -0.4% 129.2M -6.82B -36.6M 0.60 4.84 N/A N/A 2,087,370 1,262,250 5,027,410 5,554,940 2023-05-22 $36.37 $33.00 32.0% 9.4% 38.9% 1.7% 33.1% 3.4% 0.2% 100.4M -4.93B -36.3M 0.34 11.20 N/A N/A 1,061,760 363,740 4,240,110 4,604,040 2023-05-23 $35.70 $33.00 33.3% 9.7% 38.6% 3.9% 33.9% 4.0% 1.0% 42.4M -3.92B -36.5M 0.38 17.52 N/A N/A 1,077,240 411,890 4,463,530 4,762,210 2023-05-24 $36.64 $33.50 35.4% 10.5% 39.2% 7.9% 37.2% 3.7% -0.2% 147.9M -5.51B -37.5M 0.33 16.04 N/A N/A 1,015,450 332,150 4,695,510 4,888,270 2023-05-25 $35.91 $33.50 34.9% 10.3% 40.1% 6.9% 36.2% 3.4% -0.1% 55.2M -4.25B -37.3M 0.53 2.58 N/A N/A 1,419,290 745,060 4,900,480 5,061,560 2023-05-26 $37.84 $33.75 37.8% 11.4% 43.5% 12.3% 40.3% 1.3% -0.6% 327.7M -7.83B -37.8M 0.50 4.53 N/A N/A 3,190,180 1,591,650 5,000,420 5,107,170 2023-05-30 $39.39 $34.00 38.7% 12.0% 44.5% 14.0% 43.0% 1.5% -0.8% 191.0M -8.63B -37.4M 0.48 5.78 N/A N/A 1,976,880 943,160 4,498,050 4,717,070 2023-05-31 $39.50 $34.25 38.0% 11.7% 43.3% 12.7% 41.8% 1.1% -0.7% 196.0M -8.57B -38.0M 0.70 4.25 N/A N/A 858,790 604,070 4,741,820 4,886,650
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