NFLX Options History — April 2024 In April 2024, NFLX traded between $55.38 and $63.65. ATM implied volatility averaged 40.9%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 9.0% (HV 20d: 31.9%). Max pain ranged from $56.00 to $58.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-04-19 : Highest Volume — 4,943,150 contracts2024-04-19 : Largest IV drop — 35.7% change2024-04-18 : Highest IV Rank — 92.7%2024-04-03 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $59.78 $55.38 $63.65 $61.22 $55.38 Max Pain $56.93 $56.00 $58.00 $58.00 $56.00 ATM IV 40.9% 27.7% 49.8% 46.0% 28.6% Expected Move 11.8% 8.0% 16.0% 15.2% 8.6% HV 20d 31.9% 20.1% 47.7% 22.3% 47.3% HV 60d 33.7% 32.3% 39.4% 32.3% 34.3% IV Rank 60.8% 16.9% 92.7% 72.3% 20.2% IV Percentile 66.2% 18.3% 98.0% 81.0% 23.8% Term Structure -1.9% -3.1% 0.1% -2.0% -0.8% VWIV 41.7% 28.3% 56.2% 53.0% 30.9% Skew 25d 1.1% 0.2% 2.3% 0.7% 1.1% Skew 10d 2.7% 0.6% 4.5% 2.2% 2.5% Call IV 25d 40.6% 27.5% 49.8% 44.8% 27.9% Put IV 25d 41.7% 28.9% 51.1% 45.5% 29.1% Bid-Ask Spread % 27.78 7.26 67.91 9.64 51.99 Gamma HHI 0.04 0.02 0.16 0.03 0.03 Net GEX 47.4M -207.9M 283.3M 38.9M -9.7M Net DEX -5.18B -8.46B -520.1M -5.95B -2.84B Net VEX -33.2M -34.4M -31.5M -33.0M -34.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.60 1.04 0.89 0.80 Total Volume 1,124,200.455 469,470 4,943,150 606,450 488,170 Total OI 5,866,866.818 5,423,600 6,951,010 5,423,600 5,876,240
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 2024-04-01 $61.22 $58.00 46.0% 15.2% 22.3% 72.3% 53.0% 0.7% -2.0% 38.9M -5.95B -33.0M 0.89 9.64 N/A N/A 320,100 286,350 2,338,120 3,085,480 2024-04-02 $61.24 $58.00 45.6% 15.3% 22.1% 73.4% 53.5% 0.7% -3.0% 63.3M -6.04B -33.2M 0.97 9.66 N/A N/A 238,130 231,340 2,422,620 3,165,330 2024-04-03 $62.85 $58.00 46.4% 16.0% 20.1% 78.4% 56.2% 0.9% -3.0% 178.8M -7.62B -32.8M 0.85 7.26 N/A N/A 513,780 437,880 2,458,640 3,225,260 2024-04-04 $61.81 $56.50 47.4% 12.5% 21.1% 82.5% 44.3% 1.0% -2.5% 66.4M -6.43B -33.9M 0.80 9.17 N/A N/A 644,420 512,690 2,565,780 3,298,980 2024-04-05 $63.65 $56.50 47.4% 12.5% 22.8% 82.6% 43.9% 0.5% -3.1% 283.3M -8.46B -32.3M 0.91 9.43 N/A N/A 665,670 608,290 2,602,470 3,329,050 2024-04-08 $62.94 $56.50 47.8% 12.7% 22.9% 84.0% 44.9% 0.7% -3.0% 91.1M -7.04B -32.3M 0.99 8.91 N/A N/A 275,300 272,170 2,436,010 3,096,040 2024-04-09 $61.73 $56.50 46.5% 12.7% 24.1% 79.7% 44.5% 0.2% -2.2% 18.5M -6.00B -33.2M 0.73 9.74 N/A N/A 286,190 207,630 2,492,790 3,175,330 2024-04-10 $61.87 $57.00 47.4% 13.0% 23.3% 82.5% 45.7% 2.3% -1.9% 39.7M -6.22B -32.4M 0.70 10.24 N/A N/A 301,430 210,270 2,542,050 3,193,520 2024-04-11 $63.00 $57.00 46.3% 12.8% 23.9% 78.8% 45.2% 0.3% -2.4% 149.2M -7.30B -32.8M 0.67 10.23 N/A N/A 402,990 271,100 2,586,530 3,241,600 2024-04-12 $62.24 $57.00 48.6% 13.4% 24.4% 86.7% 46.9% 0.6% -2.7% 62.0M -6.51B -32.6M 0.66 9.36 N/A N/A 600,040 394,300 2,594,700 3,266,920 2024-04-15 $60.51 $57.00 48.8% 13.8% 26.4% 87.2% 48.0% 1.3% -2.2% 35.4M -5.40B -32.9M 1.01 11.55 N/A N/A 315,620 317,330 2,374,180 3,058,160 2024-04-16 $61.86 $57.50 48.6% 13.8% 26.4% 88.6% 48.5% 1.4% -2.7% 53.9M -6.30B -32.6M 0.79 8.53 N/A N/A 297,030 235,230 2,474,920 3,179,640 2024-04-17 $61.32 $57.50 48.5% 13.9% 26.6% 88.3% 49.0% 1.1% -3.0% 48.7M -5.96B -32.6M 0.82 9.85 N/A N/A 328,120 269,520 2,562,610 3,260,650 2024-04-18 $61.09 $57.50 49.8% 14.4% 26.1% 92.7% 50.8% 1.3% -2.9% 45.6M -5.79B -33.3M 0.84 10.82 N/A N/A 1,168,480 977,340 2,640,690 3,334,080 2024-04-19 $55.47 $58.00 32.0% 9.3% 42.7% 31.6% 33.0% 1.3% -0.6% -207.9M -520.1M -31.5M 0.90 63.96 N/A N/A 2,607,330 2,335,820 3,169,200 3,781,810 2024-04-22 $55.40 $57.00 30.2% 8.8% 42.5% 25.9% 31.2% 1.2% -0.9% -36.2M -2.25B -33.1M 1.04 56.44 N/A N/A 925,520 962,400 2,548,950 3,094,680 2024-04-23 $57.86 $56.50 29.6% 8.3% 46.0% 23.5% 30.0% 1.0% -1.1% 116.4M -4.70B -33.8M 1.01 61.18 N/A N/A 717,250 727,210 2,735,400 3,244,670 2024-04-24 $55.56 $56.50 29.7% 8.5% 47.7% 23.9% 29.5% 1.7% -1.4% -64.9M -2.48B -34.2M 0.93 64.64 N/A N/A 849,590 789,630 2,799,610 3,360,050 2024-04-25 $56.37 $56.00 28.5% 8.3% 47.6% 19.7% 29.1% 1.3% -0.5% 56.4M -3.61B -34.3M 0.72 67.91 N/A N/A 604,070 437,650 2,956,950 3,368,990 2024-04-26 $56.12 $56.00 27.7% 8.0% 47.5% 16.9% 28.3% 1.3% -0.2% 16.7M -3.43B -34.4M 0.65 67.89 N/A N/A 724,430 472,960 2,989,960 3,443,510 2024-04-29 $55.64 $56.00 28.1% 8.5% 47.3% 18.1% 30.2% 1.4% 0.1% -2.2M -3.02B -34.2M 0.60 42.76 N/A N/A 313,530 188,110 2,551,870 3,147,030 2024-04-30 $55.38 $56.00 28.6% 8.6% 47.3% 20.2% 30.9% 1.1% -0.8% -9.7M -2.84B -34.2M 0.80 51.99 N/A N/A 271,920 216,250 2,653,230 3,223,010
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