NFLX Options History — July 2024 In July 2024, NFLX traded between $62.08 and $69.31. ATM implied volatility averaged 37.8%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 15.7% (HV 20d: 22.1%). Max pain ranged from $62.50 to $66.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2024-07-19 : Highest Volume — 3,971,530 contracts2024-07-19 : Largest IV drop — 37.9% change2024-07-18 : Highest IV Rank — 86.7%2024-07-03 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $65.42 $62.08 $69.31 $67.34 $63.02 Max Pain $64.95 $62.50 $66.50 $62.50 $64.50 ATM IV 37.8% 25.9% 47.0% 42.5% 26.6% Expected Move 11.0% 7.6% 15.3% 14.3% 7.7% HV 20d 22.1% 17.7% 25.3% 20.0% 23.9% HV 60d 27.7% 22.7% 32.5% 32.5% 22.7% IV Rank 53.6% 10.6% 86.7% 70.4% 13.3% IV Percentile 60.2% 17.5% 90.9% 70.2% 22.6% Term Structure -1.8% -3.7% 0.5% -2.7% -1.3% VWIV 38.3% 26.8% 53.3% 50.3% 26.8% Skew 25d 1.4% 0.1% 2.5% 1.5% 2.5% Skew 10d 2.9% 1.7% 4.7% 3.4% 4.3% Call IV 25d 37.3% 25.4% 47.2% 41.1% 25.4% Put IV 25d 38.7% 26.9% 48.0% 42.6% 27.9% Bid-Ask Spread % 40.53 25.68 60.67 32.64 43.69 Gamma HHI 0.05 0.03 0.16 0.04 0.03 Net GEX 26.0M -174.9M 330.3M 73.7M -20.2M Net DEX -4.15B -7.40B -1.86B -5.52B -2.74B Net VEX -32.6M -33.8M -31.0M -32.5M -32.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.43 1.18 0.86 0.65 Total Volume 970,374.091 320,580 3,971,530 465,200 461,830 Total OI 4,976,235 4,420,010 6,399,940 4,420,010 4,974,080
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 2024-07-01 $67.34 $62.50 42.5% 14.3% 20.0% 70.4% 50.3% 1.5% -2.7% 73.7M -5.52B -32.5M 0.86 32.64 N/A N/A 249,620 215,580 1,949,490 2,470,520 2024-07-02 $68.04 $62.50 43.8% 14.9% 19.5% 75.0% 52.2% 1.5% -3.0% 126.4M -6.11B -32.6M 0.57 32.24 N/A N/A 343,730 197,120 2,001,800 2,557,610 2024-07-03 $68.26 $62.50 43.3% 15.3% 19.5% 73.4% 53.3% 1.4% -1.7% 171.4M -6.38B -32.2M 0.57 32.26 N/A N/A 204,710 115,870 2,063,500 2,609,120 2024-07-05 $69.31 $64.50 44.2% 11.5% 17.9% 76.5% 40.7% 2.1% -3.4% 330.3M -7.40B -31.0M 0.43 33.77 N/A N/A 971,230 414,320 2,099,630 2,645,040 2024-07-08 $68.70 $65.00 44.3% 11.8% 18.2% 76.9% 38.8% 1.2% -2.2% 110.1M -6.32B -31.5M 0.94 30.43 N/A N/A 270,980 254,880 2,006,700 2,515,050 2024-07-09 $68.68 $65.50 44.5% 11.9% 17.7% 77.5% 41.8% 1.0% -2.3% 89.2M -6.20B -32.4M 0.50 32.26 N/A N/A 425,150 211,230 2,073,960 2,623,120 2024-07-10 $67.69 $66.00 46.2% 12.3% 18.8% 83.8% 42.5% 0.7% -3.7% 18.4M -5.45B -32.1M 0.58 32.78 N/A N/A 529,880 307,210 2,138,650 2,669,490 2024-07-11 $65.11 $66.50 46.3% 12.6% 23.8% 84.3% 44.2% 1.7% -3.0% -89.5M -3.14B -33.3M 0.75 30.96 N/A N/A 745,660 555,990 2,233,590 2,755,950 2024-07-12 $64.70 $66.00 45.7% 12.5% 23.9% 82.1% 42.3% 0.1% -3.2% -82.6M -3.08B -33.2M 0.83 31.73 N/A N/A 441,300 364,860 2,356,690 2,827,260 2024-07-15 $65.81 $66.00 45.1% 12.7% 24.4% 79.9% 44.3% 0.5% -2.3% 32.9M -4.41B -32.8M 0.97 25.68 N/A N/A 304,060 294,170 2,046,470 2,676,290 2024-07-16 $65.58 $66.00 45.3% 12.9% 23.0% 80.7% 44.7% 0.5% -2.9% 31.3M -4.27B -33.3M 1.07 28.34 N/A N/A 224,390 239,630 2,131,420 2,772,600 2024-07-17 $64.76 $66.00 45.9% 13.2% 22.5% 82.8% 46.1% 1.0% -2.9% 21.0M -3.78B -33.5M 0.89 30.03 N/A N/A 357,780 319,570 2,213,320 2,846,870 2024-07-18 $64.42 $66.00 47.0% 13.6% 22.0% 86.7% 47.6% 1.3% -3.1% 18.2M -3.56B -33.8M 1.14 36.55 N/A N/A 1,085,510 1,234,630 2,326,170 2,938,550 2024-07-19 $63.15 $65.50 29.2% 8.4% 22.6% 22.2% 29.9% 1.6% -0.8% -174.9M -2.19B -32.0M 0.82 52.75 N/A N/A 2,186,710 1,784,820 2,855,650 3,544,290 2024-07-22 $65.12 $65.00 27.6% 7.9% 25.3% 16.4% 27.9% 1.1% -0.3% 96.7M -4.30B -32.3M 0.79 54.99 N/A N/A 649,160 512,300 2,193,800 2,712,780 2024-07-23 $64.25 $65.00 25.9% 7.6% 24.5% 10.6% 26.8% 1.4% 0.5% 38.5M -3.50B -32.4M 0.76 45.51 N/A N/A 315,140 240,420 2,286,310 2,800,790 2024-07-24 $63.73 $65.00 27.6% 8.1% 24.5% 16.8% 28.5% 1.3% -0.3% -455.2K -3.06B -32.8M 0.69 58.30 N/A N/A 635,530 437,060 2,335,330 2,861,180 2024-07-25 $63.64 $65.00 27.9% 8.2% 24.0% 18.0% 29.4% 2.0% -0.7% -14.1M -2.93B -33.1M 1.06 60.67 N/A N/A 529,520 559,060 2,414,100 2,908,550 2024-07-26 $63.23 $65.00 27.4% 7.8% 23.5% 16.1% 27.4% 1.6% 0.5% -93.2M -2.58B -32.6M 1.01 58.28 N/A N/A 531,930 538,650 2,419,420 2,949,100 2024-07-29 $62.71 $64.50 27.8% 8.2% 23.4% 17.6% 28.5% 2.5% -1.2% -38.7M -2.42B -31.9M 1.18 55.00 N/A N/A 275,130 323,620 2,070,150 2,689,610 2024-07-30 $62.08 $64.50 28.0% 8.2% 23.5% 18.3% 28.2% 2.5% -0.4% -72.3M -1.86B -32.6M 0.92 52.68 N/A N/A 253,800 234,490 2,142,210 2,770,960 2024-07-31 $63.02 $64.50 26.6% 7.7% 23.9% 13.3% 26.8% 2.5% -1.3% -20.2M -2.74B -32.3M 0.65 43.69 N/A N/A 279,230 182,600 2,183,200 2,790,880
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