NFLX Options History — August 2023 In August 2023, NFLX traded between $40.26 and $43.97. ATM implied volatility averaged 32.5%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 5.2% (HV 20d: 37.7%). Max pain ranged from $40.50 to $42.50. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.95.
Notable Days 2023-08-23 : Highest Volume — 3,067,380 contracts2023-08-02 : Largest IV spike — 4.7% change2023-08-24 : Highest IV Rank — 5.9%2023-08-17 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $42.45 $40.26 $43.97 $43.97 $43.53 Max Pain $41.11 $40.50 $42.50 $42.50 $41.00 ATM IV 32.5% 31.0% 33.7% 31.8% 31.0% Expected Move 9.2% 8.4% 9.6% 9.0% 8.4% HV 20d 37.7% 27.6% 45.9% 44.9% 32.6% HV 60d 37.3% 34.6% 40.0% 39.6% 35.7% IV Rank 3.7% 0.7% 5.9% 2.3% 0.7% IV Percentile 8.2% 0.4% 17.1% 2.8% 0.4% Term Structure 0.3% -0.4% 0.8% -0.3% 0.5% VWIV 32.9% 30.4% 34.1% 32.0% 30.4% Skew 25d 2.3% 0.9% 3.0% 0.9% 1.4% Skew 10d 4.5% 1.9% 5.9% 1.9% 2.8% Call IV 25d 31.8% 30.6% 33.0% 32.0% 30.6% Put IV 25d 34.1% 32.1% 35.6% 32.9% 32.1% Bid-Ask Spread % 2.63 1.74 4.02 1.74 2.17 Gamma HHI 0.04 0.03 0.09 0.04 0.05 Net GEX 39.1M -121.8M 169.2M 140.8M 169.2M Net DEX -4.64B -6.65B -1.54B -6.65B -6.45B Net VEX -37.8M -39.8M -36.3M -38.9M -36.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.68 1.48 0.68 1.01 Total Volume 1,549,620 857,680 3,067,380 1,874,790 978,150 Total OI 9,044,391.739 8,103,550 9,653,940 9,172,790 8,998,820
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 2023-08-01 $43.97 $42.50 31.8% 9.0% 44.9% 2.3% 32.0% 0.9% -0.3% 140.8M -6.65B -38.9M 0.68 1.74 N/A N/A 1,117,850 756,940 4,428,970 4,743,820 2023-08-02 $43.00 $42.50 33.3% 9.4% 45.3% 5.1% 33.1% 1.7% -0.4% 60.1M -5.09B -39.6M 0.96 2.22 N/A N/A 747,550 717,640 4,557,220 4,838,400 2023-08-03 $43.29 $41.00 33.2% 9.5% 45.1% 5.0% 33.8% 1.8% -0.4% 109.4M -5.68B -39.8M 0.73 2.85 N/A N/A 1,120,640 816,920 4,618,950 4,890,740 2023-08-04 $43.15 $41.00 32.5% 9.4% 45.1% 3.6% 33.3% 1.9% -0.3% 54.9M -5.30B -39.5M 0.76 2.38 N/A N/A 1,281,710 968,500 4,694,590 4,959,350 2023-08-07 $43.97 $41.00 31.9% 9.2% 45.6% 2.5% 32.8% 2.1% 0.4% 90.4M -6.35B -39.0M 0.83 2.27 N/A N/A 645,740 533,150 4,277,580 4,710,410 2023-08-08 $43.81 $41.00 32.2% 9.3% 45.6% 3.0% 33.1% 2.3% 0.3% 94.7M -6.19B -39.3M 0.84 2.58 N/A N/A 678,650 569,470 4,403,100 4,817,540 2023-08-09 $42.96 $41.50 32.8% 9.5% 45.9% 4.1% 33.7% 2.5% 0.3% 31.8M -4.86B -39.5M 0.70 1.96 N/A N/A 766,790 536,010 4,474,980 4,874,730 2023-08-10 $42.87 $41.50 32.3% 9.3% 45.4% 3.2% 32.9% 2.3% 0.4% 20.4M -4.80B -39.1M 0.87 2.32 N/A N/A 792,210 690,980 4,558,640 4,937,150 2023-08-11 $42.21 $41.50 31.7% 9.2% 44.9% 2.1% 32.3% 2.3% 0.4% -51.8M -3.71B -38.5M 1.09 3.05 N/A N/A 820,000 897,880 4,632,820 4,983,610 2023-08-14 $42.55 $41.50 31.8% 9.1% 44.0% 2.2% 32.2% 2.3% 0.6% 29.0M -4.53B -37.7M 0.96 2.49 N/A N/A 499,760 479,410 4,248,380 4,678,900 2023-08-15 $42.39 $41.50 32.4% 9.3% 38.8% 3.3% 33.4% 2.7% 0.6% 14.2M -4.33B -37.6M 1.09 2.82 N/A N/A 467,490 511,730 4,313,590 4,773,210 2023-08-16 $41.67 $41.00 32.9% 9.4% 38.9% 4.3% 32.9% 2.6% 0.8% -44.1M -3.36B -37.6M 1.48 4.02 N/A N/A 562,710 830,580 4,369,870 4,827,260 2023-08-17 $40.26 $40.50 33.6% 9.6% 28.7% 5.8% 34.1% 3.0% 0.4% -121.8M -1.54B -36.6M 1.39 3.04 N/A N/A 803,390 1,113,110 4,458,530 4,839,160 2023-08-18 $40.53 $40.50 33.0% 9.4% 27.6% 4.5% 33.9% 2.7% 0.6% -82.8M -2.12B -36.9M 1.12 2.93 N/A N/A 752,850 845,710 4,540,850 4,875,950 2023-08-21 $40.88 $40.50 33.0% 9.4% 27.8% 4.5% 33.8% 2.8% 0.3% -19.5M -3.08B -36.5M 0.95 3.17 N/A N/A 640,730 610,130 3,733,010 4,370,540 2023-08-22 $41.32 $40.50 33.6% 9.6% 28.0% 5.7% 33.9% 3.0% 0.3% 15.6M -3.69B -36.8M 0.93 3.27 N/A N/A 628,290 583,730 3,881,950 4,501,650 2023-08-23 $42.85 $40.50 33.2% 9.4% 30.5% 5.0% 33.4% 2.1% 0.3% 113.0M -5.72B -36.7M 0.83 2.83 N/A N/A 1,678,860 1,388,520 3,965,640 4,582,110 2023-08-24 $40.90 $40.75 33.7% 9.5% 33.9% 5.9% 33.5% 2.6% 0.3% -62.7M -2.72B -36.9M 1.08 2.54 N/A N/A 921,240 998,200 4,139,550 4,750,490 2023-08-25 $41.75 $40.75 32.7% 9.1% 32.4% 4.0% 32.3% 2.4% 0.4% 38.9M -4.13B -37.0M 1.01 2.60 N/A N/A 1,154,770 1,168,240 4,230,810 4,788,210 2023-08-28 $41.69 $41.00 33.2% 9.1% 30.9% 5.0% 32.4% 2.6% 0.3% 17.0M -4.04B -36.6M 0.96 2.44 N/A N/A 438,520 419,160 3,893,480 4,524,230 2023-08-29 $43.19 $41.00 31.7% 8.7% 33.6% 2.1% 31.5% 2.3% 0.5% 127.5M -5.99B -36.3M 0.94 2.45 N/A N/A 648,990 611,580 3,999,980 4,595,230 2023-08-30 $43.50 $41.00 31.3% 8.6% 32.7% 1.2% 31.1% 1.8% 0.5% 154.6M -6.40B -36.3M 0.68 2.30 N/A N/A 859,330 587,450 4,056,050 4,680,960 2023-08-31 $43.53 $41.00 31.0% 8.4% 32.6% 0.7% 30.4% 1.4% 0.5% 169.2M -6.45B -36.3M 1.01 2.17 N/A N/A 485,910 492,240 4,212,290 4,786,530
« Jul 2023 | All History | Sep 2023 » Home NFLX History August 2023