NFLX Options History — May 2024 In May 2024, NFLX traded between $55.62 and $65.70. ATM implied volatility averaged 26.2%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 10.0% (HV 20d: 36.2%). Max pain ranged from $49.00 to $56.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2024-05-20 : Highest Volume — 1,546,670 contracts2024-05-28 : Largest IV spike — 5.7% change2024-05-08 : Highest IV Rank — 17.2%2024-05-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $61.85 $55.62 $65.70 $55.62 $63.76 Max Pain $51.57 $49.00 $56.00 $56.00 $53.00 ATM IV 26.2% 24.0% 27.8% 27.0% 25.5% Expected Move 7.5% 6.8% 8.4% 8.4% 7.2% HV 20d 36.2% 21.1% 47.6% 46.0% 23.9% HV 60d 34.0% 32.6% 35.3% 34.3% 32.7% IV Rank 11.2% 3.2% 17.2% 14.1% 8.6% IV Percentile 13.1% 3.6% 21.0% 15.1% 11.1% Term Structure 0.0% -0.8% 1.7% 1.7% -0.4% VWIV 26.8% 24.5% 29.5% 29.5% 25.8% Skew 25d 0.8% 0.2% 1.7% 1.5% 0.9% Skew 10d 1.8% 1.0% 2.7% 1.6% 2.7% Call IV 25d 26.0% 24.1% 27.4% 26.7% 25.4% Put IV 25d 26.8% 24.5% 28.6% 28.2% 26.3% Bid-Ask Spread % 45.43 12.32 67.15 67.15 51.29 Gamma HHI 0.07 0.03 0.25 0.03 0.08 Net GEX 166.2M -8.3M 320.8M 13.9M -8.3M Net DEX -7.07B -8.56B -3.08B -3.08B -6.54B Net VEX -32.4M -34.4M -30.8M -34.4M -32.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.48 1.01 0.93 0.85 Total Volume 987,721.818 451,030 1,546,670 653,140 1,017,690 Total OI 5,898,033.182 5,204,830 6,477,540 5,969,450 5,864,350
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 2024-05-01 $55.62 $56.00 27.0% 8.4% 46.0% 14.1% 29.5% 1.5% 1.7% 13.9M -3.08B -34.4M 0.93 67.15 N/A N/A 338,510 314,630 2,707,040 3,262,410 2024-05-02 $56.34 $56.00 27.6% 8.2% 46.3% 16.3% 29.0% 1.2% -0.3% 81.8M -3.92B -33.6M 0.68 65.83 N/A N/A 430,780 291,550 2,728,110 3,291,960 2024-05-03 $57.93 $56.00 26.6% 7.9% 46.1% 12.7% 28.6% 0.7% -0.4% 285.5M -5.55B -33.8M 0.72 64.76 N/A N/A 658,200 472,950 2,753,660 3,341,240 2024-05-06 $59.60 $49.00 27.4% 7.8% 47.5% 15.7% 27.9% 1.0% 0.6% 177.7M -6.44B -33.0M 0.78 35.42 N/A N/A 531,320 415,830 2,529,020 3,176,390 2024-05-07 $60.54 $49.00 27.3% 7.7% 47.5% 15.4% 27.3% 1.0% 0.5% 195.7M -7.27B -32.8M 0.77 28.83 N/A N/A 580,780 447,810 2,594,330 3,301,200 2024-05-08 $61.09 $49.00 27.8% 7.8% 47.6% 17.2% 27.5% 1.7% -0.0% 200.7M -7.77B -32.9M 0.86 26.68 N/A N/A 708,990 606,480 2,645,770 3,424,760 2024-05-09 $61.20 $49.50 26.7% 7.7% 47.1% 13.0% 27.4% 1.0% 0.5% 193.7M -7.80B -33.0M 1.01 29.91 N/A N/A 394,500 398,770 2,737,580 3,523,870 2024-05-10 $60.91 $49.50 26.7% 7.6% 47.0% 13.2% 26.9% 0.9% 0.2% 128.4M -7.39B -33.1M 0.82 47.12 N/A N/A 679,070 555,020 2,776,190 3,562,990 2024-05-13 $61.66 $50.00 27.0% 7.6% 46.1% 14.0% 27.1% 1.0% -0.6% 169.9M -7.51B -32.0M 0.82 36.07 N/A N/A 247,160 203,870 2,592,380 3,270,580 2024-05-14 $61.24 $50.00 27.2% 7.7% 45.4% 14.8% 27.2% 0.8% -0.4% 155.0M -7.13B -32.7M 0.96 44.23 N/A N/A 307,550 296,510 2,648,540 3,336,350 2024-05-15 $61.56 $51.00 26.8% 7.6% 45.4% 13.3% 26.9% 0.5% -0.4% 169.9M -7.13B -32.5M 0.53 51.65 N/A N/A 847,510 450,930 2,666,110 3,417,120 2024-05-16 $61.03 $51.00 25.5% 7.3% 45.5% 8.7% 25.7% 0.6% -0.3% 160.6M -6.75B -32.3M 0.59 52.03 N/A N/A 544,940 323,880 2,863,390 3,536,350 2024-05-17 $62.05 $51.00 24.9% 7.1% 28.0% 6.7% 25.7% 0.6% -0.2% 320.8M -8.09B -31.6M 0.69 51.14 N/A N/A 841,560 582,430 2,889,800 3,587,740 2024-05-20 $64.22 $51.00 25.8% 7.4% 29.7% 9.8% 26.4% 0.3% 0.5% 184.9M -7.96B -31.1M 0.63 45.80 N/A N/A 949,850 596,820 2,251,000 2,953,830 2024-05-21 $64.83 $51.00 25.2% 7.2% 26.5% 7.7% 25.9% 0.2% 0.4% 212.0M -8.45B -31.9M 0.70 49.32 N/A N/A 602,220 420,020 2,406,120 3,104,210 2024-05-22 $63.96 $51.00 25.0% 7.2% 21.5% 6.9% 25.7% 0.2% -0.0% 154.3M -7.67B -31.6M 0.84 38.16 N/A N/A 351,060 295,970 2,485,350 3,190,130 2024-05-23 $63.40 $51.50 24.9% 7.1% 22.0% 6.7% 25.8% 0.5% 0.4% 130.5M -7.04B -31.7M 0.82 49.02 N/A N/A 433,230 357,430 2,530,910 3,218,930 2024-05-24 $64.64 $52.00 24.0% 6.8% 22.1% 3.2% 24.5% 0.4% 0.1% 265.6M -8.53B -31.4M 0.77 53.38 N/A N/A 786,180 609,090 2,576,550 3,258,590 2024-05-28 $64.73 $52.50 25.3% 7.1% 21.5% 8.2% 25.4% 0.7% -0.4% 147.0M -7.60B -30.8M 1.01 12.32 N/A N/A 259,390 260,840 2,311,850 3,059,840 2024-05-29 $65.70 $52.50 26.0% 7.4% 21.1% 10.5% 26.4% 0.4% -0.8% 218.3M -8.56B -31.7M 0.48 47.44 N/A N/A 1,039,250 500,500 2,396,300 3,145,430 2024-05-30 $64.59 $53.00 25.8% 7.3% 22.9% 9.7% 26.1% 0.6% -0.1% 97.7M -7.31B -32.6M 0.61 51.99 N/A N/A 484,880 293,930 2,580,230 3,258,230 2024-05-31 $63.76 $53.00 25.5% 7.2% 23.9% 8.6% 25.8% 0.9% -0.4% -8.3M -6.54B -32.2M 0.85 51.29 N/A N/A 550,490 467,200 2,602,550 3,261,800
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