NFLX Options History — June 2024 In June 2024, NFLX traded between $63.11 and $68.71. ATM implied volatility averaged 33.4%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 11.3% (HV 20d: 22.1%). Max pain ranged from $53.50 to $62.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.76.
Notable Days 2024-06-14 : Highest Volume — 2,762,670 contracts2024-06-17 : Largest IV spike — 25.3% change2024-06-20 : Highest IV Rank — 72.3%2024-06-28 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $66.19 $63.11 $68.71 $63.11 $67.65 Max Pain $60.11 $53.50 $62.00 $53.50 $62.00 ATM IV 33.4% 24.2% 43.0% 25.9% 42.0% Expected Move 11.2% 7.2% 13.3% 7.6% 13.3% HV 20d 22.1% 20.3% 23.2% 23.2% 20.6% HV 60d 32.8% 32.5% 33.1% 32.6% 32.7% IV Rank 37.4% 4.2% 72.3% 10.3% 68.6% IV Percentile 39.8% 5.6% 71.8% 14.3% 67.5% Term Structure 2.7% -3.0% 15.1% 0.3% -3.0% VWIV 39.7% 25.9% 46.7% 27.1% 46.7% Skew 25d 0.8% 0.1% 1.3% 0.7% 0.2% Skew 10d 2.4% 1.2% 4.1% 1.3% 4.1% Call IV 25d 33.3% 23.8% 43.5% 25.7% 43.3% Put IV 25d 34.1% 24.8% 44.5% 26.4% 43.4% Bid-Ask Spread % 43.11 33.50 54.25 45.88 40.48 Gamma HHI 0.06 0.03 0.17 0.03 0.10 Net GEX 146.4M -48.4M 365.7M 62.8M -48.4M Net DEX -7.45B -10.36B -5.29B -5.98B -5.76B Net VEX -31.8M -32.6M -30.9M -31.5M -31.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.46 1.15 0.88 0.66 Total Volume 809,551.053 402,330 2,762,670 496,460 908,610 Total OI 5,456,266.842 4,264,620 6,208,220 5,329,600 4,825,750
Daily Data (19 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 2024-06-03 $63.11 $53.50 25.9% 7.6% 23.2% 10.3% 27.1% 0.7% 0.3% 62.8M -5.98B -31.5M 0.88 45.88 N/A N/A 263,870 232,590 2,282,640 3,046,960 2024-06-04 $63.19 $53.50 25.6% 7.5% 21.4% 9.1% 26.7% 0.4% 0.7% 66.7M -6.00B -32.5M 1.15 51.05 N/A N/A 219,770 251,630 2,354,530 3,129,950 2024-06-05 $65.00 $53.50 24.8% 7.2% 22.8% 6.0% 25.9% 0.9% 0.6% 193.1M -7.81B -31.0M 0.81 47.37 N/A N/A 401,940 327,270 2,414,970 3,192,190 2024-06-06 $64.70 $60.50 24.5% 10.4% 22.9% 5.1% 36.9% 0.6% 0.7% 168.3M -7.42B -32.1M 0.72 47.56 N/A N/A 461,400 333,690 2,455,470 3,282,480 2024-06-07 $64.14 $60.50 24.5% 10.4% 23.2% 5.1% 37.2% 0.8% 0.1% 130.0M -6.77B -31.3M 1.12 47.28 N/A N/A 340,270 379,530 2,512,300 3,339,510 2024-06-10 $64.34 $60.50 24.6% 10.7% 23.1% 5.6% 38.1% 0.2% 12.6% 42.6M -6.62B -31.7M 0.82 51.75 N/A N/A 220,480 181,850 2,293,560 3,190,680 2024-06-11 $64.73 $60.50 24.4% 10.9% 22.8% 4.8% 38.8% 1.1% 13.5% 68.9M -7.05B -32.0M 0.88 49.39 N/A N/A 224,470 197,240 2,368,000 3,257,350 2024-06-12 $64.84 $61.00 24.2% 10.9% 22.6% 4.2% 38.8% 1.2% 14.0% 107.4M -7.31B -32.1M 0.80 54.25 N/A N/A 296,330 235,590 2,443,910 3,293,060 2024-06-13 $65.46 $61.00 27.3% 11.0% 22.7% 15.1% 39.2% 0.8% 14.3% 180.0M -8.01B -31.4M 0.57 47.81 N/A N/A 439,940 252,710 2,503,380 3,324,940 2024-06-14 $66.93 $61.00 31.4% 11.7% 23.2% 30.0% 41.3% 0.1% 15.1% 347.5M -9.67B -31.2M 0.46 43.39 N/A N/A 1,891,320 871,350 2,606,570 3,380,140 2024-06-17 $67.99 $61.00 39.3% 12.2% 23.2% 58.9% 43.3% 0.9% -1.8% 218.8M -9.63B -31.7M 0.58 41.00 N/A N/A 722,170 417,440 2,544,120 3,245,600 2024-06-18 $68.71 $61.50 41.4% 12.3% 20.5% 66.3% 43.7% 0.8% -2.2% 289.3M -10.36B -31.0M 0.66 37.87 N/A N/A 574,610 376,570 2,631,990 3,315,830 2024-06-20 $67.91 $62.00 43.0% 12.4% 21.0% 72.3% 44.2% 1.2% -2.2% 206.7M -9.46B -32.0M 0.69 33.67 N/A N/A 454,850 312,950 2,727,980 3,400,490 2024-06-21 $68.53 $62.00 42.8% 12.5% 20.3% 71.4% 44.0% 0.8% -2.4% 365.7M -10.32B -30.9M 0.56 34.21 N/A N/A 679,620 381,380 2,768,610 3,439,610 2024-06-24 $66.94 $62.00 42.4% 12.8% 22.1% 70.0% 45.6% 1.1% -1.6% 68.5M -5.38B -32.0M 0.97 33.50 N/A N/A 405,150 391,410 1,911,240 2,353,380 2024-06-25 $67.06 $62.00 42.3% 12.9% 21.2% 69.8% 45.3% 1.2% -2.5% 39.2M -5.29B -32.5M 0.65 34.52 N/A N/A 254,270 164,250 1,996,890 2,516,900 2024-06-26 $67.84 $62.00 41.8% 13.0% 21.4% 68.0% 46.0% 0.9% -2.1% 108.2M -6.04B -32.6M 0.79 39.27 N/A N/A 331,450 260,190 2,046,010 2,564,670 2024-06-27 $68.49 $62.00 42.4% 13.2% 21.1% 70.3% 46.6% 1.3% -2.9% 166.1M -6.63B -32.3M 0.72 38.88 N/A N/A 420,350 302,960 2,073,220 2,634,190 2024-06-28 $67.65 $62.00 42.0% 13.3% 20.6% 68.6% 46.7% 0.2% -3.0% -48.4M -5.76B -31.9M 0.66 40.48 N/A N/A 546,970 361,640 2,148,540 2,677,210
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