NFLX Options History — November 2023 In November 2023, NFLX traded between $41.95 and $47.96. ATM implied volatility averaged 25.3%, placing in the 0.3% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 15.8% (HV 20d: 41.1%). Max pain ranged from $39.50 to $42.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.93.
Notable Days 2023-11-15 : Highest Volume — 1,875,550 contracts2023-11-03 : Largest IV drop — 6.0% change2023-11-13 : Highest IV Rank — 2.2%2023-11-01 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.57 $41.95 $47.96 $41.95 $47.20 Max Pain $40.81 $39.50 $42.50 $39.50 $42.50 ATM IV 25.3% 23.1% 30.5% 30.5% 23.3% Expected Move 7.4% 6.6% 8.9% 8.9% 6.8% HV 20d 41.1% 15.6% 63.2% 63.2% 16.6% HV 60d 42.8% 41.0% 44.0% 43.9% 41.0% IV Rank 0.3% 0.0% 2.2% 0.9% 0.4% IV Percentile 0.3% 0.0% 1.6% 1.6% 1.2% Term Structure 0.4% -0.2% 1.1% 0.2% 0.3% VWIV 26.8% 23.8% 31.8% 31.8% 24.8% Skew 25d 2.2% 0.4% 4.1% 4.1% 1.7% Skew 10d 4.7% 3.2% 7.6% 7.6% 3.9% Call IV 25d 24.6% 22.7% 28.8% 28.8% 22.7% Put IV 25d 26.8% 23.3% 32.9% 32.9% 24.4% Bid-Ask Spread % 2.88 2.30 3.69 2.80 2.87 Gamma HHI 0.09 0.04 0.27 0.04 0.04 Net GEX 169.5M 27.6M 285.5M 123.8M 27.6M Net DEX -7.82B -9.63B -5.47B -5.47B -7.48B Net VEX -31.1M -33.4M -29.7M -33.4M -30.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.71 1.49 0.93 1.21 Total Volume 1,042,828.095 546,340 1,875,550 1,337,230 806,730 Total OI 8,559,602.857 7,912,310 9,328,210 8,618,970 8,369,810
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 2023-11-01 $41.95 $39.50 30.5% 8.9% 63.2% 0.9% 31.8% 4.1% 0.2% 123.8M -5.47B -33.4M 0.93 2.80 N/A N/A 694,640 642,590 3,915,840 4,703,130 2023-11-02 $42.44 $39.50 28.8% 8.6% 63.0% 0.0% 31.4% 3.6% 0.6% 196.1M -6.18B -32.9M 1.04 3.26 N/A N/A 714,440 742,050 4,032,740 4,836,340 2023-11-03 $43.35 $39.50 27.1% 8.2% 62.9% 0.0% 29.7% 3.1% 0.6% 245.6M -7.37B -32.5M 0.78 2.38 N/A N/A 971,420 758,860 4,065,060 4,965,950 2023-11-06 $43.39 $40.00 27.2% 8.1% 62.9% 0.3% 30.0% 3.4% 0.9% 121.2M -6.36B -32.2M 1.49 2.90 N/A N/A 262,070 389,460 3,799,780 4,605,900 2023-11-07 $43.63 $40.00 26.7% 7.9% 61.4% 0.0% 28.9% 3.0% 0.9% 135.5M -6.65B -31.9M 1.05 2.64 N/A N/A 325,250 340,120 3,846,110 4,711,900 2023-11-08 $43.63 $40.00 26.2% 7.8% 60.6% 0.0% 28.9% 2.9% 1.1% 131.0M -6.62B -32.1M 1.18 3.22 N/A N/A 291,130 343,310 3,872,710 4,785,250 2023-11-09 $43.52 $40.00 26.2% 7.7% 60.3% 0.0% 28.2% 3.0% 0.9% 122.2M -6.50B -31.9M 0.95 2.58 N/A N/A 450,220 428,840 3,923,490 4,850,000 2023-11-10 $44.64 $40.00 25.0% 7.4% 59.3% 0.0% 26.8% 2.4% 1.0% 231.1M -7.99B -31.5M 0.76 2.83 N/A N/A 879,310 664,360 3,966,300 4,934,280 2023-11-13 $44.56 $40.00 26.0% 7.5% 59.4% 2.2% 27.0% 2.5% 0.3% 152.7M -7.24B -31.2M 0.87 2.64 N/A N/A 367,430 319,780 3,804,610 4,654,480 2023-11-14 $44.87 $40.50 24.9% 7.2% 58.5% 0.0% 25.9% 2.2% 0.4% 180.0M -7.67B -30.9M 0.83 2.46 N/A N/A 635,730 529,630 3,881,000 4,748,050 2023-11-15 $46.16 $40.50 25.6% 7.3% 56.9% 1.6% 26.4% 1.8% 0.0% 233.6M -9.16B -30.7M 0.71 2.30 N/A N/A 1,097,270 778,280 3,946,960 4,858,070 2023-11-16 $46.69 $41.00 25.3% 7.3% 22.2% 0.9% 26.3% 1.7% 0.1% 255.9M -9.63B -30.8M 0.76 2.83 N/A N/A 785,890 594,480 4,023,870 5,047,260 2023-11-17 $46.59 $41.00 24.3% 7.0% 21.9% 0.0% 25.6% 1.7% 0.2% 285.5M -9.56B -30.7M 0.82 2.81 N/A N/A 626,100 512,800 4,139,510 5,188,700 2023-11-20 $47.47 $41.00 24.2% 6.9% 22.1% 0.0% 25.1% 1.6% -0.2% 170.5M -8.70B -29.8M 0.89 3.45 N/A N/A 677,690 605,750 3,567,250 4,345,060 2023-11-21 $47.55 $41.50 24.1% 6.9% 22.0% 0.0% 25.0% 1.7% -0.2% 164.8M -8.66B -30.4M 0.75 2.79 N/A N/A 490,420 368,350 3,667,590 4,484,450 2023-11-22 $47.78 $41.50 23.3% 6.6% 21.4% 0.0% 23.8% 1.4% -0.1% 192.2M -8.98B -30.1M 0.80 3.69 N/A N/A 609,540 486,350 3,750,950 4,567,030 2023-11-24 $47.90 $42.00 23.1% 6.6% 19.2% 0.0% 24.2% 0.4% -0.1% 214.0M -8.96B -30.2M 0.82 3.26 N/A N/A 354,820 292,670 3,824,400 4,673,940 2023-11-27 $47.96 $42.00 23.4% 6.8% 17.5% 0.7% 24.5% 1.6% 0.6% 141.3M -8.50B -29.7M 1.19 3.13 N/A N/A 331,760 393,410 3,592,340 4,368,830 2023-11-28 $47.90 $42.50 23.1% 6.7% 15.6% 0.0% 24.2% 1.5% 0.2% 129.2M -8.37B -29.9M 0.95 2.54 N/A N/A 279,820 266,520 3,667,150 4,492,800 2023-11-29 $47.71 $42.50 23.2% 6.8% 16.0% 0.3% 24.4% 1.6% 0.2% 106.8M -8.19B -29.7M 0.76 3.15 N/A N/A 448,150 341,950 3,716,530 4,556,240 2023-11-30 $47.20 $42.50 23.3% 6.8% 16.6% 0.4% 24.8% 1.7% 0.3% 27.6M -7.48B -30.2M 1.21 2.87 N/A N/A 365,280 441,450 3,757,790 4,612,020
« Oct 2023 | All History | Dec 2023 » Home NFLX History November 2023