NFLX Options History — February 2024 In February 2024, NFLX traded between $55.43 and $60.33. ATM implied volatility averaged 27.4%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 11.8% (HV 20d: 39.2%). Max pain ranged from $47.00 to $49.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2024-02-15 : Highest Volume — 2,482,610 contracts2024-02-12 : Largest IV spike — 6.4% change2024-02-20 : Highest IV Rank — 18.3%2024-02-20 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $57.52 $55.43 $60.33 $56.74 $59.88 Max Pain $47.95 $47.00 $49.50 $47.00 $49.50 ATM IV 27.4% 25.5% 29.2% 26.0% 27.6% Expected Move 7.9% 7.5% 8.3% 7.6% 7.9% HV 20d 39.2% 25.9% 45.3% 42.4% 26.1% HV 60d 32.8% 31.9% 34.1% 32.0% 34.0% IV Rank 12.9% 7.2% 18.3% 8.7% 13.4% IV Percentile 16.0% 8.7% 21.0% 10.3% 17.9% Term Structure 0.0% -0.5% 0.6% 0.4% -0.3% VWIV 28.3% 26.6% 29.7% 28.0% 28.4% Skew 25d 0.4% -0.3% 1.7% 0.4% 0.3% Skew 10d 1.3% 0.1% 2.2% 1.4% 1.1% Call IV 25d 27.8% 25.9% 29.5% 26.3% 27.8% Put IV 25d 28.2% 26.2% 30.2% 26.6% 28.1% Bid-Ask Spread % 3.71 3.03 6.38 3.14 4.11 Gamma HHI 0.07 0.04 0.14 0.06 0.08 Net GEX 157.3M 29.4M 466.5M 137.1M 201.9M Net DEX -7.98B -11.35B -6.51B -8.25B -8.57B Net VEX -32.6M -33.6M -31.5M -31.7M -33.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.40 0.88 0.56 0.66 Total Volume 1,271,541.5 548,220 2,482,610 1,261,230 682,780 Total OI 6,766,166 5,956,040 7,543,230 7,411,050 6,527,680
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 2024-02-01 $56.74 $47.00 26.0% 7.6% 42.4% 8.7% 28.0% 0.4% 0.4% 137.1M -8.25B -31.7M 0.56 3.14 N/A N/A 810,430 450,800 3,252,070 4,158,980 2024-02-02 $56.53 $47.00 25.5% 7.5% 42.7% 7.2% 27.4% 0.2% 0.4% 29.4M -8.02B -31.9M 0.71 3.47 N/A N/A 785,270 554,810 3,329,150 4,213,610 2024-02-05 $56.30 $47.00 26.5% 7.7% 42.9% 10.2% 27.4% 0.4% 0.2% 123.2M -7.61B -31.5M 0.52 4.08 N/A N/A 867,780 455,490 2,832,270 3,670,850 2024-02-06 $55.52 $47.00 26.1% 7.5% 43.4% 8.9% 26.6% 0.6% 0.2% 61.1M -6.75B -32.0M 0.75 3.41 N/A N/A 473,780 354,450 2,974,790 3,799,640 2024-02-07 $56.08 $47.00 26.1% 7.5% 43.1% 8.9% 27.3% -0.0% 0.2% 119.8M -7.49B -31.6M 0.63 3.30 N/A N/A 758,480 480,150 3,058,120 3,895,180 2024-02-08 $55.82 $47.50 26.3% 7.6% 43.0% 9.5% 27.7% -0.1% 0.2% 88.8M -7.11B -32.5M 0.56 3.24 N/A N/A 695,650 390,210 3,228,330 3,928,930 2024-02-09 $56.13 $47.50 26.2% 7.6% 42.8% 9.3% 27.3% -0.1% 0.4% 163.7M -7.53B -32.5M 0.58 3.19 N/A N/A 808,770 471,930 3,263,920 4,024,970 2024-02-12 $55.78 $47.50 27.9% 8.0% 42.3% 14.3% 28.8% 0.1% -0.3% 99.6M -6.96B -32.8M 0.40 3.03 N/A N/A 853,440 344,380 2,954,580 3,720,710 2024-02-13 $55.43 $47.50 28.1% 8.1% 42.5% 15.1% 28.7% 0.5% 0.2% 78.2M -6.57B -33.5M 0.79 3.05 N/A N/A 595,010 467,800 3,156,490 3,830,740 2024-02-14 $58.05 $48.00 28.2% 8.1% 43.0% 15.2% 28.7% -0.1% 0.6% 326.3M -9.67B -33.0M 0.54 3.34 N/A N/A 1,527,160 821,370 3,194,130 3,957,940 2024-02-15 $59.21 $48.00 28.8% 8.3% 43.0% 17.0% 29.3% -0.3% 0.1% 466.5M -11.35B -32.9M 0.48 4.18 N/A N/A 1,678,500 804,110 3,350,430 4,057,310 2024-02-16 $58.38 $48.00 28.0% 8.0% 43.9% 14.8% 28.4% 0.3% 0.1% 238.7M -9.73B -33.6M 0.55 6.38 N/A N/A 1,415,630 775,950 3,398,330 4,144,900 2024-02-20 $57.41 $48.00 29.2% 8.3% 44.6% 18.3% 29.7% 1.1% -0.4% 91.1M -6.71B -33.2M 0.85 3.83 N/A N/A 519,220 443,930 2,645,210 3,367,970 2024-02-21 $57.26 $48.00 28.5% 8.2% 44.7% 16.0% 29.1% 1.7% -0.5% 62.1M -6.51B -33.1M 0.84 3.43 N/A N/A 352,170 294,540 2,709,360 3,475,510 2024-02-22 $58.90 $48.50 28.0% 7.9% 45.3% 14.7% 28.2% 0.7% -0.3% 238.6M -8.37B -32.3M 0.61 3.36 N/A N/A 750,880 460,910 2,764,020 3,523,810 2024-02-23 $58.33 $48.50 27.1% 7.6% 29.8% 11.9% 27.5% 0.9% -0.2% 146.7M -7.66B -32.6M 0.81 3.82 N/A N/A 607,180 493,170 2,817,270 3,587,920 2024-02-26 $58.84 $49.00 27.5% 7.9% 25.9% 13.2% 28.5% 1.0% -0.3% 130.0M -7.64B -32.3M 0.88 3.41 N/A N/A 290,990 257,230 2,555,690 3,400,350 2024-02-27 $60.33 $49.00 28.5% 8.3% 26.9% 16.2% 29.5% 0.1% -0.2% 191.2M -8.98B -32.2M 0.52 4.55 N/A N/A 1,171,760 614,540 2,626,810 3,485,350 2024-02-28 $59.53 $49.50 28.0% 8.1% 26.1% 14.7% 29.1% 0.4% -0.2% 151.8M -8.21B -33.2M 0.76 3.95 N/A N/A 482,660 367,520 2,807,120 3,632,880 2024-02-29 $59.88 $49.50 27.6% 7.9% 26.1% 13.4% 28.4% 0.3% -0.3% 201.9M -8.57B -33.0M 0.66 4.11 N/A N/A 410,220 272,560 2,843,550 3,684,130
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