NFLX Options History — June 2023 In June 2023, NFLX traded between $39.93 and $44.62. ATM implied volatility averaged 40.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 2.5% (HV 20d: 37.5%). Max pain ranged from $32.00 to $36.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2023-06-09 : Highest Volume — 3,461,600 contracts2023-06-20 : Largest IV spike — 18.2% change2023-06-29 : Highest IV Rank — 28.0%2023-06-29 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.15 $39.93 $44.62 $40.25 $44.07 Max Pain $34.45 $32.00 $36.00 $34.50 $36.00 ATM IV 40.0% 33.5% 46.3% 37.5% 45.6% Expected Move 12.8% 10.6% 14.2% 11.5% 14.1% HV 20d 37.5% 26.2% 44.3% 43.4% 28.0% HV 60d 36.3% 34.0% 39.2% 39.2% 34.9% IV Rank 16.4% 4.4% 28.0% 11.7% 26.7% IV Percentile 26.0% 6.7% 47.6% 13.5% 44.0% Term Structure 1.3% -2.5% 10.2% -0.8% -2.3% VWIV 45.7% 38.0% 50.6% 41.4% 50.1% Skew 25d 0.3% -1.1% 1.3% -0.0% 0.5% Skew 10d 0.7% -1.7% 2.7% -0.7% 1.0% Call IV 25d 40.5% 34.1% 47.2% 38.8% 46.6% Put IV 25d 40.8% 34.6% 48.1% 38.8% 47.1% Bid-Ask Spread % 13.12 2.63 21.90 2.87 3.11 Gamma HHI 0.08 0.04 0.34 0.07 0.34 Net GEX 154.3M -18.5M 382.2M 248.4M 363.6M Net DEX -9.05B -13.33B -5.78B -9.67B -9.75B Net VEX -38.3M -39.1M -37.2M -37.6M -38.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.21 0.87 0.44 0.69 Total Volume 2,014,499.048 987,380 3,461,600 2,791,750 2,681,310 Total OI 9,843,167.143 8,591,930 11,261,990 9,874,480 9,802,800
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 2023-06-01 $40.25 $34.50 37.5% 11.5% 43.4% 11.7% 41.4% -0.0% -0.8% 248.4M -9.67B -37.6M 0.44 2.87 N/A N/A 1,933,200 858,550 4,876,420 4,998,060 2023-06-02 $40.04 $34.50 35.2% 10.6% 43.6% 7.4% 38.0% 0.2% -0.9% 203.9M -9.29B -37.6M 0.57 2.63 N/A N/A 1,774,660 1,005,950 5,167,630 5,168,580 2023-06-05 $40.38 $32.00 34.8% 12.2% 43.6% 6.7% 43.4% 0.4% 0.3% 157.8M -8.84B -37.2M 0.65 11.48 N/A N/A 1,276,000 831,930 4,729,080 4,844,720 2023-06-06 $39.93 $32.00 33.5% 11.8% 43.8% 4.4% 42.4% 0.5% 0.5% 133.2M -8.15B -37.7M 0.65 13.17 N/A N/A 818,670 533,370 4,942,080 5,039,720 2023-06-07 $39.97 $32.50 34.7% 12.2% 43.8% 6.5% 43.7% 0.3% -0.0% 154.1M -8.25B -38.0M 0.21 16.39 N/A N/A 1,738,730 365,850 5,008,160 5,149,000 2023-06-08 $40.77 $34.00 34.4% 12.1% 44.0% 6.0% 43.2% -0.1% 0.2% 284.8M -9.90B -38.7M 0.29 16.40 N/A N/A 764,910 222,470 5,428,650 5,384,310 2023-06-09 $42.13 $34.00 35.3% 12.4% 44.3% 7.7% 43.8% -1.1% 0.5% 382.2M -12.14B -38.1M 0.31 14.52 N/A N/A 2,643,460 818,140 5,454,590 5,501,680 2023-06-12 $42.41 $34.00 35.5% 12.6% 43.3% 8.1% 44.8% -0.1% 8.3% 190.4M -10.86B -38.4M 0.62 7.80 N/A N/A 865,960 534,790 4,904,890 5,198,980 2023-06-13 $43.70 $34.00 35.7% 12.7% 43.0% 8.5% 44.4% -0.3% 8.3% 220.9M -12.44B -38.3M 0.68 9.46 N/A N/A 1,445,590 982,570 5,025,290 5,370,740 2023-06-14 $43.96 $34.00 35.7% 12.9% 42.5% 8.4% 45.9% -0.4% 9.2% 218.4M -12.51B -38.6M 0.62 17.12 N/A N/A 1,590,230 978,460 5,093,480 5,553,460 2023-06-15 $44.62 $35.00 37.6% 13.0% 42.5% 12.0% 47.4% -0.3% 9.8% 265.1M -13.33B -38.8M 0.65 13.49 N/A N/A 1,365,840 883,330 5,292,600 5,711,920 2023-06-16 $43.39 $35.00 38.6% 12.9% 34.4% 13.8% 46.8% -0.1% 10.2% 105.2M -11.34B -39.1M 0.68 12.19 N/A N/A 1,629,390 1,107,420 5,411,950 5,850,040 2023-06-20 $43.46 $35.00 45.6% 13.4% 33.3% 26.9% 47.8% 1.0% -1.6% 96.9M -7.87B -38.8M 0.74 20.48 N/A N/A 686,840 507,560 4,151,680 4,445,220 2023-06-21 $42.56 $35.00 46.2% 13.2% 34.6% 27.8% 46.6% 1.0% -1.7% 36.6M -6.73B -38.7M 0.87 12.86 N/A N/A 774,600 673,780 4,312,900 4,571,750 2023-06-22 $42.08 $35.00 45.3% 13.1% 33.9% 26.3% 46.3% 0.9% -1.7% -18.5M -6.08B -38.6M 0.78 17.41 N/A N/A 796,530 617,810 4,389,960 4,650,350 2023-06-23 $42.06 $35.00 44.9% 13.0% 33.4% 25.5% 46.0% 0.8% -1.7% -9.6M -6.06B -38.4M 0.70 17.90 N/A N/A 1,165,980 822,060 4,531,600 4,727,690 2023-06-26 $41.74 $35.00 45.9% 13.6% 32.3% 27.3% 48.8% 1.1% -1.8% 1.7M -5.78B -38.2M 0.75 21.90 N/A N/A 699,280 527,400 4,117,070 4,474,860 2023-06-27 $41.85 $35.50 45.4% 13.7% 27.7% 26.3% 48.5% 1.3% -2.4% -13.7M -5.87B -37.8M 0.84 19.68 N/A N/A 653,740 549,080 4,218,470 4,602,610 2023-06-28 $43.15 $35.50 46.2% 14.0% 26.2% 27.9% 49.3% 0.9% -1.7% 149.4M -7.90B -38.0M 0.67 13.14 N/A N/A 1,555,850 1,036,710 4,368,380 4,694,440 2023-06-29 $42.70 $36.00 46.3% 14.2% 26.7% 28.0% 50.6% 0.4% -2.5% 69.7M -7.37B -38.9M 0.71 11.41 N/A N/A 927,520 658,960 4,618,320 4,922,380 2023-06-30 $44.07 $36.00 45.6% 14.1% 28.0% 26.7% 50.1% 0.5% -2.3% 363.6M -9.75B -38.5M 0.69 3.11 N/A N/A 1,583,500 1,097,810 4,785,110 5,017,690
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