NFLX Options History — March 2024 In March 2024, NFLX traded between $59.48 and $62.99. ATM implied volatility averaged 36.5%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 8.4% (HV 20d: 28.1%). Max pain ranged from $49.50 to $58.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.75.
Notable Days 2024-03-01 : Highest Volume — 1,657,780 contracts2024-03-18 : Largest IV spike — 19.5% change2024-03-28 : Highest IV Rank — 69.5%2024-03-26 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $61.42 $59.48 $62.99 $62.00 $60.66 Max Pain $56.60 $49.50 $58.00 $49.50 $58.00 ATM IV 36.5% 28.0% 46.1% 28.0% 45.1% Expected Move 11.9% 8.1% 13.8% 8.1% 13.6% HV 20d 28.1% 23.5% 31.8% 28.4% 25.4% HV 60d 33.9% 33.2% 34.8% 34.4% 33.8% IV Rank 40.2% 14.5% 69.5% 14.5% 69.5% IV Percentile 49.4% 19.4% 81.0% 19.4% 76.6% Term Structure 1.8% -2.8% 14.2% -0.1% -2.5% VWIV 42.3% 28.8% 48.6% 28.8% 47.8% Skew 25d 0.1% -0.5% 0.8% -0.3% 0.5% Skew 10d 1.0% -0.3% 1.9% 0.6% 1.6% Call IV 25d 36.8% 28.6% 46.6% 28.6% 45.6% Put IV 25d 36.9% 28.3% 46.5% 28.3% 46.2% Bid-Ask Spread % 25.51 4.08 62.05 4.08 12.12 Gamma HHI 0.07 0.03 0.36 0.36 0.10 Net GEX 130.7M -104.8M 424.7M 424.7M -104.8M Net DEX -7.86B -10.81B -4.96B -10.81B -4.96B Net VEX -33.4M -34.2M -31.5M -31.5M -33.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.52 0.93 0.77 0.78 Total Volume 932,450 587,120 1,657,780 1,657,780 1,379,350 Total OI 6,125,694 5,202,170 6,861,250 6,569,380 5,873,410
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 2024-03-01 $62.00 $49.50 28.0% 8.1% 28.4% 14.5% 28.8% -0.3% -0.1% 424.7M -10.81B -31.5M 0.77 4.08 N/A N/A 937,660 720,120 2,853,510 3,715,870 2024-03-04 $61.56 $54.50 28.9% 10.7% 28.6% 17.4% 39.3% -0.0% 0.2% 140.1M -9.25B -32.2M 0.69 9.88 N/A N/A 560,010 389,210 2,640,400 3,525,110 2024-03-05 $59.48 $56.00 29.2% 10.8% 31.7% 18.3% 38.6% 0.3% 0.1% 50.6M -7.33B -34.2M 0.78 8.70 N/A N/A 481,460 373,760 2,766,570 3,632,880 2024-03-06 $60.02 $56.00 29.0% 10.8% 31.1% 17.6% 38.0% 0.3% 0.2% 81.7M -7.90B -33.9M 0.73 8.40 N/A N/A 383,370 280,540 2,798,930 3,683,620 2024-03-07 $60.96 $56.50 29.0% 10.9% 31.3% 17.7% 38.7% -0.2% 0.2% 161.8M -8.97B -33.6M 0.64 8.40 N/A N/A 477,390 303,460 2,849,340 3,745,720 2024-03-08 $60.38 $56.50 28.8% 10.8% 31.5% 17.1% 38.3% -0.0% 0.2% 92.8M -8.38B -33.4M 0.74 9.44 N/A N/A 612,270 452,690 2,923,140 3,791,030 2024-03-11 $60.19 $56.50 29.7% 11.2% 31.6% 19.6% 39.3% 0.1% 9.6% 70.3M -7.87B -33.7M 0.86 8.22 N/A N/A 357,730 306,180 2,658,190 3,558,950 2024-03-12 $61.28 $57.00 29.3% 11.2% 31.8% 18.7% 39.5% -0.2% 9.7% 138.0M -8.97B -33.2M 0.63 8.61 N/A N/A 633,040 399,360 2,720,730 3,690,530 2024-03-13 $60.85 $57.00 29.3% 11.2% 31.8% 18.6% 39.8% -0.5% 9.8% 139.5M -8.70B -33.8M 0.64 8.84 N/A N/A 357,590 229,530 2,878,820 3,767,270 2024-03-14 $61.05 $57.00 31.4% 11.3% 27.8% 25.0% 40.2% -0.4% 9.9% 160.1M -8.87B -33.9M 0.62 8.17 N/A N/A 666,600 410,650 2,928,270 3,796,000 2024-03-15 $60.72 $57.00 35.0% 12.6% 27.1% 35.5% 43.9% -0.3% 14.2% 110.9M -8.40B -34.1M 0.52 62.05 N/A N/A 876,080 454,800 2,984,520 3,876,730 2024-03-18 $62.10 $57.50 41.8% 12.9% 27.5% 56.0% 45.7% 0.6% -1.9% 132.6M -6.98B -33.0M 0.88 48.35 N/A N/A 644,010 564,910 2,266,140 2,936,030 2024-03-19 $62.02 $57.50 43.4% 12.9% 26.5% 60.6% 45.5% 0.8% -1.4% 125.8M -6.87B -34.0M 0.85 48.27 N/A N/A 330,810 282,180 2,396,680 3,076,800 2024-03-20 $62.79 $57.50 44.8% 12.8% 26.6% 64.7% 46.0% 0.3% -1.0% 205.3M -7.64B -33.7M 0.82 51.33 N/A N/A 430,480 355,090 2,480,380 3,146,390 2024-03-21 $62.37 $57.50 44.4% 12.8% 25.3% 63.6% 45.1% 0.0% -1.4% 196.9M -7.29B -33.9M 0.80 47.40 N/A N/A 407,240 325,790 2,559,240 3,193,100 2024-03-22 $62.73 $57.50 44.6% 12.9% 24.9% 64.2% 45.6% 0.0% -1.4% 211.8M -7.67B -32.7M 0.85 44.18 N/A N/A 473,730 401,060 2,633,030 3,256,810 2024-03-25 $62.88 $57.50 45.8% 13.5% 24.8% 67.8% 47.9% 0.3% -2.8% 171.2M -7.31B -33.2M 0.93 49.90 N/A N/A 306,750 285,650 2,441,420 3,033,580 2024-03-26 $62.99 $57.50 46.0% 13.8% 23.5% 68.4% 48.5% 0.7% -2.4% 188.9M -7.36B -33.1M 0.84 49.17 N/A N/A 426,110 357,720 2,511,200 3,116,850 2024-03-27 $61.33 $58.00 46.1% 13.7% 25.1% 69.1% 48.6% -0.1% -2.6% -84.2M -5.62B -33.7M 0.56 14.59 N/A N/A 650,630 363,990 2,596,810 3,209,880 2024-03-28 $60.66 $58.00 45.1% 13.6% 25.4% 69.5% 47.8% 0.5% -2.5% -104.8M -4.96B -33.0M 0.78 12.12 N/A N/A 773,450 605,900 2,620,810 3,252,600
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