NFLX Options History — August 2024 In August 2024, NFLX traded between $59.56 and $69.86. ATM implied volatility averaged 27.3%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 1.7% (HV 20d: 25.7%). Max pain ranged from $59.50 to $64.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2024-08-20 : Highest Volume — 1,716,010 contracts2024-08-05 : Largest IV spike — 17.9% change2024-08-05 : Highest IV Rank — 50.7%2024-08-05 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $65.98 $59.56 $69.86 $62.19 $69.70 Max Pain $60.98 $59.50 $64.50 $64.50 $62.00 ATM IV 27.3% 24.3% 36.6% 28.6% 24.3% Expected Move 7.9% 6.9% 10.3% 8.3% 6.9% HV 20d 25.7% 23.1% 27.6% 24.0% 24.0% HV 60d 23.6% 22.2% 24.6% 22.2% 23.2% IV Rank 16.0% 4.6% 50.7% 20.6% 4.6% IV Percentile 27.0% 6.3% 65.5% 39.3% 7.1% Term Structure -0.1% -1.7% 1.1% -0.7% 0.4% VWIV 28.1% 24.5% 37.6% 29.0% 24.5% Skew 25d 3.5% 1.2% 8.1% 2.6% 2.1% Skew 10d 7.0% 3.3% 15.3% 4.7% 5.4% Call IV 25d 25.7% 22.6% 32.3% 27.3% 23.3% Put IV 25d 29.3% 25.4% 40.4% 29.9% 25.4% Bid-Ask Spread % 56.55 43.85 61.53 44.28 60.61 Gamma HHI 0.08 0.03 0.47 0.03 0.12 Net GEX 106.3M -175.8M 550.1M -82.5M 205.5M Net DEX -4.92B -7.74B -293.6M -2.04B -7.07B Net VEX -32.8M -34.4M -31.0M -32.9M -32.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.56 1.53 1.12 0.56 Total Volume 804,926.364 321,170 1,716,010 911,140 1,193,680 Total OI 5,049,733.182 4,648,310 5,347,700 5,043,200 5,250,830
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 2024-08-01 $62.19 $64.50 28.6% 8.3% 24.0% 20.6% 29.0% 2.6% -0.7% -82.5M -2.04B -32.9M 1.12 44.28 N/A N/A 430,270 480,870 2,220,560 2,822,640 2024-08-02 $61.15 $64.50 31.1% 9.1% 23.1% 29.9% 32.5% 4.1% -1.7% -175.8M -1.02B -33.2M 1.53 43.85 N/A N/A 327,400 501,840 2,255,710 2,847,520 2024-08-05 $59.56 $60.00 36.6% 10.3% 24.2% 50.7% 37.6% 8.1% -0.9% -86.0M -293.6M -33.9M 1.52 57.61 N/A N/A 220,620 334,870 2,051,420 2,702,970 2024-08-06 $61.33 $60.00 31.2% 9.0% 27.4% 30.3% 32.3% 5.8% 0.2% -51.2M -1.68B -33.5M 0.70 56.44 N/A N/A 406,230 282,500 2,111,010 2,754,200 2024-08-07 $61.45 $59.50 31.9% 9.1% 27.3% 33.1% 32.0% 6.1% -0.6% -35.9M -1.98B -34.4M 1.15 53.84 N/A N/A 293,480 336,550 2,224,930 2,838,710 2024-08-08 $63.06 $59.50 29.8% 8.6% 26.2% 25.1% 30.5% 5.0% -0.8% 42.4M -3.37B -34.2M 1.03 56.29 N/A N/A 266,500 274,820 2,240,600 2,889,630 2024-08-09 $63.48 $60.00 28.8% 8.3% 26.3% 21.3% 29.2% 3.9% -0.3% 110.5M -3.84B -33.6M 1.14 58.19 N/A N/A 311,480 355,470 2,271,130 2,946,290 2024-08-12 $63.27 $60.00 28.7% 8.2% 25.5% 21.0% 29.2% 3.7% -0.3% 10.2M -3.22B -33.1M 1.30 56.20 N/A N/A 139,930 181,240 2,059,750 2,762,680 2024-08-13 $65.01 $60.00 26.6% 7.8% 27.5% 13.0% 27.7% 4.1% 1.1% 111.1M -4.72B -32.5M 0.95 57.59 N/A N/A 264,080 249,630 2,100,360 2,825,700 2024-08-14 $65.98 $60.00 27.1% 7.6% 27.6% 15.0% 27.3% 4.7% -1.1% 170.4M -5.61B -32.5M 0.72 59.59 N/A N/A 492,590 355,560 2,154,320 2,872,770 2024-08-15 $66.42 $60.00 24.7% 7.1% 27.5% 5.9% 25.8% 4.1% -0.1% 206.3M -5.99B -32.2M 0.62 59.34 N/A N/A 474,530 292,630 2,237,910 2,936,390 2024-08-16 $67.45 $60.00 24.5% 7.0% 26.7% 5.3% 25.2% 2.7% 0.1% 550.1M -7.11B -31.0M 0.69 55.02 N/A N/A 747,280 516,560 2,287,080 2,978,460 2024-08-19 $68.57 $60.00 24.3% 7.0% 25.2% 4.6% 25.2% 2.0% 0.1% 202.8M -6.82B -31.3M 0.91 58.47 N/A N/A 312,210 285,290 2,024,560 2,623,750 2024-08-20 $69.86 $60.00 25.2% 7.2% 25.1% 8.0% 26.0% 1.2% 0.2% 223.9M -7.74B -31.6M 0.61 57.89 N/A N/A 1,064,310 651,700 2,074,760 2,726,500 2024-08-21 $69.61 $61.00 25.6% 7.3% 24.9% 9.5% 26.6% 1.8% 0.2% 224.3M -7.46B -32.2M 0.80 58.63 N/A N/A 400,120 319,920 2,307,470 2,884,340 2024-08-22 $68.80 $61.00 25.9% 7.5% 25.5% 10.7% 27.0% 2.5% -0.1% 143.1M -6.50B -33.5M 0.61 60.93 N/A N/A 574,340 348,460 2,364,540 2,948,070 2024-08-23 $68.41 $61.50 24.7% 7.1% 25.4% 6.1% 25.3% 2.5% 0.5% 45.6M -6.06B -33.5M 1.00 60.43 N/A N/A 528,850 528,810 2,365,460 2,982,240 2024-08-26 $68.71 $62.00 25.2% 7.3% 25.0% 8.1% 26.5% 2.4% 0.6% 107.7M -6.13B -32.4M 0.86 60.83 N/A N/A 187,160 160,520 2,093,690 2,768,460 2024-08-27 $69.80 $62.00 25.3% 7.3% 24.7% 8.4% 26.2% 2.4% 0.6% 174.4M -7.08B -32.4M 0.58 45.51 N/A N/A 721,810 418,150 2,146,800 2,816,680 2024-08-28 $68.39 $62.00 26.2% 7.4% 26.1% 11.5% 26.6% 3.0% 0.2% 62.7M -5.71B -33.1M 0.72 60.97 N/A N/A 422,900 306,480 2,234,450 2,893,210 2024-08-29 $69.28 $62.00 25.3% 7.2% 25.4% 8.3% 25.4% 3.2% -0.6% 178.6M -6.70B -32.4M 0.59 61.53 N/A N/A 468,820 277,920 2,289,960 2,905,620 2024-08-30 $69.70 $62.00 24.3% 6.9% 24.0% 4.6% 24.5% 2.1% 0.4% 205.5M -7.07B -32.2M 0.56 60.61 N/A N/A 763,780 429,900 2,309,530 2,941,300
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