NFLX Options History — October 2023 In October 2023, NFLX traded between $34.55 and $41.39. ATM implied volatility averaged 41.9%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 2.2% (HV 20d: 39.7%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.99.
Notable Days 2023-10-19 : Highest Volume — 5,956,120 contracts2023-10-19 : Largest IV drop — 30.2% change2023-10-18 : Highest IV Rank — 39.3%2023-10-04 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.41 $34.55 $41.39 $37.89 $41.15 Max Pain $38.98 $38.00 $40.00 $40.00 $39.50 ATM IV 41.9% 32.2% 49.3% 45.6% 32.9% Expected Move 12.2% 9.4% 16.5% 14.9% 9.7% HV 20d 39.7% 20.5% 63.2% 27.2% 63.0% HV 60d 37.7% 29.8% 44.3% 35.7% 43.7% IV Rank 23.6% 5.3% 39.3% 29.3% 7.2% IV Percentile 48.7% 11.5% 77.8% 56.7% 16.7% Term Structure -1.5% -3.3% 0.6% -1.9% 0.6% VWIV 42.7% 34.0% 58.4% 53.0% 34.6% Skew 25d 4.3% 3.6% 5.1% 3.6% 4.5% Skew 10d 8.0% 6.8% 9.4% 6.8% 8.4% Call IV 25d 39.9% 30.3% 47.6% 43.4% 30.9% Put IV 25d 44.1% 34.5% 52.1% 47.1% 35.4% Bid-Ask Spread % 3.71 2.12 5.75 3.49 2.68 Gamma HHI 0.06 0.03 0.22 0.03 0.03 Net GEX -3.9M -169.8M 171.3M -26.1M 44.9M Net DEX -2.04B -5.78B 1.28B -1.21B -4.28B Net VEX -32.7M -34.4M -29.4M -33.2M -33.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.54 1.67 0.86 1.18 Total Volume 1,888,881.818 784,480 5,956,120 968,130 784,480 Total OI 8,782,220.909 8,154,380 10,300,510 8,264,410 8,504,340
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 2023-10-02 $37.89 $40.00 45.6% 14.9% 27.2% 29.3% 53.0% 3.6% -1.9% -26.1M -1.21B -33.2M 0.86 3.49 N/A N/A 519,780 448,350 3,867,470 4,396,940 2023-10-03 $37.50 $40.00 49.1% 16.4% 24.1% 36.0% 58.4% 3.8% -2.2% -40.3M -868.8M -33.7M 0.54 5.05 N/A N/A 1,411,600 756,630 3,963,580 4,519,710 2023-10-04 $37.57 $40.00 48.5% 16.5% 24.4% 34.9% 57.2% 4.0% -2.4% -51.8M -879.2M -33.7M 0.75 4.40 N/A N/A 642,390 479,310 4,145,850 4,618,560 2023-10-05 $37.29 $39.00 49.0% 12.9% 24.4% 35.9% 44.8% 4.5% -2.4% -74.8M -519.7M -33.3M 0.77 5.37 N/A N/A 962,420 739,980 4,199,680 4,639,200 2023-10-06 $38.22 $39.00 46.6% 12.4% 27.0% 31.4% 43.7% 3.9% -2.7% 142.7M -2.14B -33.5M 0.82 4.63 N/A N/A 941,420 774,570 4,338,910 4,722,110 2023-10-09 $38.58 $39.00 45.8% 12.4% 27.0% 29.7% 43.9% 3.8% -1.9% 18.3M -2.16B -33.2M 0.71 5.75 N/A N/A 575,700 407,950 3,891,750 4,466,130 2023-10-10 $37.38 $39.00 46.1% 12.5% 27.4% 30.3% 43.4% 4.1% -2.0% -40.1M -882.2M -32.1M 0.86 5.27 N/A N/A 911,560 786,950 4,018,360 4,520,460 2023-10-11 $36.67 $39.00 47.9% 13.0% 21.5% 33.8% 45.0% 3.9% -2.8% -92.5M 29.5M -31.7M 0.93 4.27 N/A N/A 1,201,770 1,117,650 4,140,570 4,637,110 2023-10-12 $36.27 $38.50 48.0% 13.2% 20.5% 34.0% 46.0% 4.0% -2.6% -116.9M 451.1M -31.7M 0.96 4.10 N/A N/A 989,350 950,980 4,385,320 4,764,260 2023-10-13 $35.43 $38.50 48.5% 13.4% 21.4% 35.0% 46.8% 4.2% -2.6% -169.8M 1.28B -30.9M 0.95 4.29 N/A N/A 1,071,790 1,020,780 4,490,370 4,806,670 2023-10-16 $36.14 $38.50 47.6% 13.4% 23.2% 34.4% 46.9% 4.5% -3.3% -34.4M -7.5M -30.7M 0.68 3.23 N/A N/A 477,050 326,500 3,850,680 4,454,100 2023-10-17 $35.50 $38.00 48.5% 13.8% 23.3% 37.5% 47.6% 4.5% -3.0% -37.1M 441.2M -30.2M 1.01 3.37 N/A N/A 412,200 415,420 4,006,030 4,533,270 2023-10-18 $34.55 $38.00 49.3% 14.1% 23.8% 39.3% 48.9% 5.1% -3.2% -52.6M 1.28B -29.4M 1.14 4.37 N/A N/A 1,016,800 1,154,650 4,130,760 4,677,640 2023-10-19 $40.34 $38.00 34.4% 9.9% 61.7% 8.8% 35.9% 3.8% -1.1% 171.3M -5.78B -32.1M 1.02 3.29 N/A N/A 2,945,010 3,011,110 4,486,600 5,082,460 2023-10-20 $40.11 $38.50 33.8% 9.8% 61.6% 9.7% 34.2% 4.2% -0.4% 123.4M -4.93B -32.9M 1.00 2.86 N/A N/A 2,193,400 2,195,960 4,710,620 5,589,890 2023-10-23 $40.70 $38.50 34.0% 9.9% 61.7% 10.1% 35.0% 4.3% -0.4% 80.9M -4.43B -33.3M 1.03 3.16 N/A N/A 967,100 1,000,960 3,790,250 4,364,130 2023-10-24 $41.39 $39.00 32.2% 9.4% 61.5% 5.3% 34.0% 4.2% 0.3% 113.3M -5.22B -33.4M 0.83 2.12 N/A N/A 959,010 796,070 3,941,530 4,629,380 2023-10-25 $41.11 $39.00 33.2% 9.8% 61.6% 8.0% 34.6% 4.8% 0.3% 70.7M -4.68B -34.1M 1.55 2.63 N/A N/A 494,820 766,760 4,005,300 4,763,400 2023-10-26 $40.35 $39.50 33.9% 10.0% 62.0% 9.9% 35.8% 4.7% 0.3% -33.5M -3.45B -34.4M 1.67 2.21 N/A N/A 717,610 1,196,060 4,032,600 4,904,450 2023-10-27 $39.81 $39.50 33.8% 10.1% 62.3% 9.7% 35.4% 4.9% 0.3% -121.3M -2.77B -34.3M 1.38 2.75 N/A N/A 780,680 1,077,690 4,085,330 4,933,010 2023-10-30 $41.12 $39.50 33.5% 9.9% 63.2% 8.8% 35.2% 4.8% -0.1% 39.1M -4.18B -33.9M 1.12 2.30 N/A N/A 545,510 609,620 3,692,660 4,507,420 2023-10-31 $41.15 $39.50 32.9% 9.7% 63.0% 7.2% 34.6% 4.5% 0.6% 44.9M -4.28B -33.8M 1.18 2.68 N/A N/A 359,730 424,750 3,846,830 4,657,510
« Sep 2023 | All History | Nov 2023 » Home NFLX History October 2023