NFLX Options History — July 2023 In July 2023, NFLX traded between $41.23 and $47.61. ATM implied volatility averaged 41.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 7.5% (HV 20d: 34.3%). Max pain ranged from $36.00 to $42.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2023-07-20 : Highest Volume — 5,611,420 contracts2023-07-20 : Largest IV drop — 32.4% change2023-07-19 : Highest IV Rank — 36.1%2023-07-05 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.00 $41.23 $47.61 $43.99 $43.74 Max Pain $41.25 $36.00 $42.50 $36.00 $42.25 ATM IV 41.8% 30.6% 50.6% 46.1% 31.7% Expected Move 11.9% 8.6% 16.0% 15.0% 8.9% HV 20d 34.3% 24.6% 45.4% 27.9% 44.9% HV 60d 35.9% 32.5% 39.6% 34.8% 39.6% IV Rank 19.9% 0.0% 36.1% 27.8% 2.0% IV Percentile 35.8% 0.0% 68.3% 46.8% 2.0% Term Structure -1.6% -3.1% 0.4% -2.0% -0.3% VWIV 42.1% 30.7% 57.5% 52.9% 31.8% Skew 25d 0.4% -1.9% 1.0% 0.8% 0.9% Skew 10d 1.1% -2.5% 2.5% 2.3% 1.3% Call IV 25d 42.2% 30.7% 52.5% 45.7% 31.8% Put IV 25d 42.6% 31.5% 50.6% 46.5% 32.7% Bid-Ask Spread % 3.09 2.02 6.09 2.76 2.36 Gamma HHI 0.05 0.03 0.16 0.04 0.03 Net GEX 70.5M -231.8M 206.4M 135.6M 123.4M Net DEX -7.47B -11.91B -2.59B -8.52B -6.43B Net VEX -38.5M -39.1M -37.3M -38.4M -38.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.49 1.02 1.02 0.72 Total Volume 2,270,598.5 1,018,540 5,611,420 1,172,310 2,023,860 Total OI 9,613,973 8,690,230 11,928,010 8,740,650 8,842,910
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 2023-07-03 $43.99 $36.00 46.1% 15.0% 27.9% 27.8% 52.9% 0.8% -2.0% 135.6M -8.52B -38.4M 1.02 2.76 N/A N/A 579,770 592,540 4,277,460 4,463,190 2023-07-05 $44.57 $36.50 47.3% 16.0% 28.1% 30.0% 57.5% 0.5% -2.3% 164.2M -9.31B -38.1M 0.49 2.52 N/A N/A 1,423,900 692,780 4,422,340 4,744,050 2023-07-06 $43.87 $41.50 47.8% 12.6% 28.5% 30.8% 44.9% 0.6% -2.3% 91.6M -8.25B -39.1M 0.63 3.66 N/A N/A 1,015,210 639,740 4,628,990 4,914,520 2023-07-07 $43.86 $41.50 46.9% 12.4% 28.5% 29.2% 44.0% 0.6% -2.5% 142.0M -8.34B -39.0M 0.64 3.39 N/A N/A 1,067,110 685,780 4,725,810 5,032,090 2023-07-10 $44.12 $41.50 47.3% 12.6% 27.9% 30.0% 44.7% 0.7% -2.4% 104.3M -8.43B -38.4M 0.76 6.09 N/A N/A 578,850 439,690 4,409,410 4,701,750 2023-07-11 $43.93 $41.50 47.4% 12.8% 25.9% 30.1% 45.0% 1.0% -2.5% 90.3M -8.19B -38.4M 0.76 3.02 N/A N/A 695,280 528,040 4,503,070 4,808,620 2023-07-12 $44.35 $41.50 47.1% 12.8% 26.0% 29.6% 45.0% 1.0% -2.5% 125.0M -8.78B -38.4M 0.66 3.07 N/A N/A 827,020 549,340 4,602,510 4,978,830 2023-07-13 $45.14 $41.50 47.7% 13.0% 24.6% 30.7% 45.8% 0.8% -2.8% 206.4M -9.87B -38.4M 0.56 3.20 N/A N/A 1,319,990 737,140 4,696,690 5,070,720 2023-07-14 $44.01 $41.50 48.7% 13.4% 26.3% 32.6% 47.0% 0.5% -3.1% 11.1M -8.01B -38.6M 0.51 2.80 N/A N/A 2,096,750 1,065,140 4,913,500 5,287,820 2023-07-17 $45.08 $41.50 50.3% 14.1% 27.1% 35.4% 49.3% 0.3% -2.7% 104.5M -9.14B -38.4M 0.69 3.12 N/A N/A 848,890 586,850 4,359,350 4,714,000 2023-07-18 $47.51 $41.50 50.1% 14.2% 30.8% 35.1% 50.1% -0.8% -2.7% 145.3M -11.67B -38.1M 0.59 4.03 N/A N/A 1,450,660 852,320 4,577,170 4,947,770 2023-07-19 $47.61 $41.50 50.6% 14.5% 30.8% 36.1% 51.9% -1.9% -2.9% 153.8M -11.91B -38.6M 0.82 3.99 N/A N/A 2,212,920 1,811,480 4,853,910 5,170,680 2023-07-20 $43.82 $42.00 34.2% 9.8% 43.0% 5.7% 35.4% 0.1% -0.2% -38.4M -6.61B -37.3M 0.69 3.54 N/A N/A 3,314,060 2,297,360 5,398,880 5,706,210 2023-07-21 $42.63 $42.00 33.4% 9.6% 44.0% 4.3% 34.3% 0.2% -0.2% -231.8M -5.02B -38.1M 0.99 3.03 N/A N/A 2,353,120 2,334,970 5,957,550 5,970,460 2023-07-24 $42.68 $42.00 32.7% 9.4% 44.0% 3.0% 33.5% 0.4% -0.1% 26.9M -4.43B -38.5M 0.84 2.12 N/A N/A 905,680 759,050 4,291,220 4,399,010 2023-07-25 $42.95 $42.50 32.6% 9.4% 44.0% 2.8% 33.3% 0.3% -0.1% 47.6M -4.87B -39.0M 0.72 2.37 N/A N/A 730,360 523,760 4,497,170 4,627,280 2023-07-26 $42.21 $42.50 31.7% 9.0% 44.5% 1.1% 31.9% 0.5% 0.1% -5.8M -3.90B -38.5M 0.93 2.02 N/A N/A 1,101,120 1,018,520 4,594,720 4,736,300 2023-07-27 $41.23 $42.25 32.1% 9.1% 43.7% 1.8% 32.6% 1.0% 0.2% -101.0M -2.59B -38.9M 0.73 2.77 N/A N/A 1,283,990 943,560 4,712,180 4,855,550 2023-07-28 $42.65 $42.00 30.6% 8.6% 45.4% 0.0% 30.7% 0.8% 0.4% 114.7M -5.05B -39.0M 0.85 2.02 N/A N/A 1,364,820 1,160,550 4,926,950 4,958,820 2023-07-31 $43.74 $42.25 31.7% 8.9% 44.9% 2.0% 31.8% 0.9% -0.3% 123.4M -6.43B -38.3M 0.72 2.36 N/A N/A 1,176,330 847,530 4,267,570 4,575,340
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