NFLX Options History — September 2024 In September 2024, NFLX traded between $66.80 and $72.07. ATM implied volatility averaged 35.7%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 11.1% (HV 20d: 24.5%). Max pain ranged from $62.00 to $68.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2024-09-24 : Highest Volume — 1,152,980 contracts2024-09-16 : Largest IV spike — 21.2% change2024-09-24 : Highest IV Rank — 72.2%2024-09-30 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $69.44 $66.80 $72.07 $67.27 $70.89 Max Pain $65.70 $62.00 $68.50 $62.00 $68.50 ATM IV 35.7% 27.8% 42.4% 28.0% 42.3% Expected Move 11.6% 8.2% 14.1% 8.2% 14.1% HV 20d 24.5% 23.2% 25.9% 25.9% 24.3% HV 60d 24.7% 24.3% 25.1% 24.3% 24.9% IV Rank 47.1% 17.8% 72.2% 18.2% 72.0% IV Percentile 58.7% 39.3% 71.4% 40.9% 71.4% Term Structure 1.8% -2.9% 13.7% -0.3% -1.4% VWIV 40.9% 28.8% 49.8% 29.0% 49.8% Skew 25d 3.7% 2.7% 5.0% 4.0% 3.8% Skew 10d 7.2% 5.9% 9.1% 6.2% 6.6% Call IV 25d 33.8% 25.1% 41.1% 26.3% 39.7% Put IV 25d 37.4% 27.8% 44.1% 30.4% 43.5% Bid-Ask Spread % 44.04 31.16 59.82 58.44 36.11 Gamma HHI 0.10 0.03 0.59 0.04 0.03 Net GEX 150.4M -177.4M 649.4M 37.2M 55.3M Net DEX -5.98B -8.12B -4.21B -4.84B -5.22B Net VEX -31.8M -33.5M -30.3M -32.4M -31.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.53 1.23 0.76 1.10 Total Volume 718,905 344,710 1,152,980 763,030 402,490 Total OI 4,941,280 4,211,410 5,449,430 4,820,720 4,592,270
Daily Data (20 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 2024-09-03 $67.27 $62.00 28.0% 8.2% 25.9% 18.2% 29.0% 4.0% -0.3% 37.2M -4.84B -32.4M 0.76 58.44 N/A N/A 433,940 329,090 2,104,760 2,715,960 2024-09-04 $68.12 $62.00 27.8% 8.2% 24.5% 17.8% 28.8% 3.2% 0.6% 86.1M -5.48B -32.7M 0.68 59.82 N/A N/A 282,140 192,130 2,211,240 2,814,090 2024-09-05 $68.28 $65.00 28.2% 10.9% 24.5% 19.3% 38.4% 3.9% -0.9% 83.3M -5.67B -32.3M 0.88 45.46 N/A N/A 291,930 257,500 2,234,290 2,868,580 2024-09-06 $66.80 $65.00 29.5% 11.4% 25.0% 23.9% 40.0% 5.0% -0.3% -177.4M -4.21B -33.5M 1.12 44.41 N/A N/A 439,260 489,880 2,278,740 2,910,430 2024-09-09 $67.51 $65.00 29.4% 11.5% 25.2% 23.6% 40.0% 4.8% 11.2% 82.5M -5.14B -32.5M 1.23 39.59 N/A N/A 216,100 265,320 2,096,710 2,760,640 2024-09-10 $67.44 $65.00 29.4% 11.3% 25.1% 23.8% 40.1% 3.3% 9.9% 57.7M -4.99B -32.9M 1.03 44.51 N/A N/A 169,900 174,810 2,140,570 2,851,950 2024-09-11 $68.12 $65.00 28.0% 11.3% 23.6% 18.2% 39.2% 4.6% 10.4% 119.9M -5.66B -32.4M 0.97 47.10 N/A N/A 256,300 249,040 2,186,150 2,886,850 2024-09-12 $68.38 $65.00 29.3% 11.1% 23.2% 23.3% 39.5% 2.9% 11.8% 169.9M -6.01B -31.7M 0.67 44.05 N/A N/A 450,100 299,840 2,206,520 2,919,860 2024-09-13 $69.68 $65.00 31.5% 11.4% 23.9% 31.3% 39.9% 2.7% 13.7% 319.8M -7.33B -30.6M 0.67 53.83 N/A N/A 672,590 449,720 2,262,530 2,981,960 2024-09-16 $69.46 $66.00 38.1% 11.7% 23.5% 56.3% 41.8% 4.6% -0.8% 156.1M -6.58B -31.5M 0.74 51.56 N/A N/A 249,540 184,990 2,136,780 2,818,840 2024-09-17 $70.55 $66.00 40.4% 12.0% 23.4% 64.8% 42.2% 4.2% -1.8% 210.8M -7.64B -30.8M 0.64 43.08 N/A N/A 399,690 255,790 2,189,390 2,871,630 2024-09-18 $69.06 $66.00 42.0% 12.0% 23.8% 70.7% 42.0% 4.0% -1.0% 146.5M -6.20B -31.8M 0.53 52.82 N/A N/A 525,280 277,040 2,257,340 2,936,730 2024-09-19 $70.66 $66.00 41.3% 11.9% 25.2% 68.4% 42.1% 3.5% -1.5% 334.1M -8.12B -30.8M 0.55 43.51 N/A N/A 738,460 403,870 2,335,130 3,008,790 2024-09-20 $70.12 $66.00 40.6% 11.7% 24.9% 65.4% 41.6% 3.3% -1.2% 649.4M -7.42B -31.4M 0.76 40.79 N/A N/A 468,470 354,770 2,371,110 3,078,320 2024-09-23 $70.53 $66.00 40.9% 12.2% 24.9% 66.6% 43.0% 3.0% -1.9% 124.5M -5.42B -30.3M 0.83 31.16 N/A N/A 279,280 231,890 1,776,010 2,435,400 2024-09-24 $72.07 $67.00 42.4% 12.7% 25.9% 72.2% 44.7% 3.1% -2.1% 193.2M -6.43B -31.4M 0.67 43.27 N/A N/A 692,500 460,480 1,849,620 2,530,860 2024-09-25 $72.00 $67.50 41.5% 12.6% 25.4% 68.8% 44.7% 2.8% -2.5% 170.9M -6.31B -31.9M 0.86 33.63 N/A N/A 365,800 315,770 1,950,920 2,658,860 2024-09-26 $71.12 $68.00 41.4% 12.8% 24.6% 68.4% 45.5% 3.2% -2.9% 79.8M -5.53B -32.3M 0.83 34.59 N/A N/A 521,700 430,490 2,000,890 2,736,370 2024-09-27 $70.83 $68.00 41.6% 13.1% 24.3% 69.2% 46.2% 3.1% -2.8% 107.9M -5.36B -31.6M 0.84 33.05 N/A N/A 489,990 410,220 2,057,650 2,800,860 2024-09-30 $70.89 $68.50 42.3% 14.1% 24.3% 72.0% 49.8% 3.8% -1.4% 55.3M -5.22B -31.7M 1.10 36.11 N/A N/A 191,760 210,730 1,905,940 2,686,330
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