NFLX Options History — October 2024 In October 2024, NFLX traded between $68.91 and $76.99. ATM implied volatility averaged 35.5%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 3.0% (HV 20d: 32.5%). Max pain ranged from $64.00 to $70.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2024-10-18 : Highest Volume — 6,535,460 contracts2024-10-18 : Largest IV drop — 38.4% change2024-10-07 : Highest IV Rank — 82.7%2024-10-02 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $73.23 $68.91 $76.99 $70.57 $75.73 Max Pain $67.30 $64.00 $70.50 $68.50 $70.50 ATM IV 35.5% 24.7% 45.2% 42.7% 25.7% Expected Move 10.2% 7.1% 14.9% 14.5% 7.8% HV 20d 32.5% 19.5% 44.8% 20.3% 44.6% HV 60d 27.9% 23.7% 32.5% 24.8% 31.2% IV Rank 46.4% 5.9% 82.7% 73.5% 9.8% IV Percentile 51.9% 10.7% 86.5% 75.4% 22.6% Term Structure -1.4% -3.1% 1.0% -2.1% -0.1% VWIV 36.0% 25.7% 52.7% 50.9% 27.3% Skew 25d 2.5% 1.6% 3.4% 2.8% 1.8% Skew 10d 5.6% 4.0% 6.8% 6.8% 5.4% Call IV 25d 34.3% 23.4% 43.0% 40.4% 25.1% Put IV 25d 36.8% 26.1% 46.2% 43.3% 26.9% Bid-Ask Spread % 43.26 17.63 61.42 37.32 60.41 Gamma HHI 0.06 0.02 0.28 0.02 0.04 Net GEX 108.3M -63.5M 468.3M 43.2M 147.7M Net DEX -6.51B -12.10B -3.67B -4.94B -7.41B Net VEX -32.2M -33.9M -28.6M -32.4M -33.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.72 1.41 0.84 0.72 Total Volume 1,081,448.261 407,400 6,535,460 585,430 684,380 Total OI 5,244,376.957 4,689,960 6,385,840 4,713,450 5,519,270
Daily Data (23 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 2024-10-01 $70.57 $68.50 42.7% 14.5% 20.3% 73.5% 50.9% 2.8% -2.1% 43.2M -4.94B -32.4M 0.84 37.32 N/A N/A 317,550 267,880 1,957,500 2,755,950 2024-10-02 $71.22 $68.50 42.8% 14.9% 20.1% 73.8% 52.7% 3.2% -2.0% 109.7M -5.54B -32.8M 0.93 36.21 N/A N/A 226,710 211,710 2,015,740 2,789,510 2024-10-03 $70.56 $64.00 43.4% 11.5% 20.5% 75.9% 40.6% 3.1% -1.7% 40.6M -5.01B -32.1M 0.89 33.97 N/A N/A 261,350 233,780 2,060,560 2,836,810 2024-10-04 $72.02 $64.00 42.9% 11.4% 19.5% 74.2% 40.1% 2.9% -1.9% 344.6M -6.46B -31.5M 0.91 36.13 N/A N/A 508,540 461,310 2,092,890 2,875,610 2024-10-07 $69.96 $64.00 45.2% 12.1% 22.5% 82.7% 42.6% 3.4% -2.1% 24.7M -4.54B -32.4M 0.89 37.07 N/A N/A 347,750 310,120 1,951,540 2,738,420 2024-10-08 $72.44 $64.00 44.5% 11.9% 25.3% 80.2% 42.5% 3.3% -2.6% 158.2M -6.66B -31.5M 1.31 33.94 N/A N/A 303,730 398,570 2,038,490 2,834,290 2024-10-09 $72.77 $64.50 43.9% 11.9% 25.2% 78.0% 41.3% 2.7% -2.6% 131.5M -6.70B -31.9M 1.19 38.20 N/A N/A 260,750 311,480 2,079,590 2,952,840 2024-10-10 $73.15 $65.00 43.8% 11.9% 25.2% 77.5% 42.1% 2.7% -2.6% 176.1M -7.10B -31.6M 1.41 34.98 N/A N/A 310,300 437,760 2,120,890 2,998,740 2024-10-11 $72.39 $65.00 43.0% 11.7% 25.0% 74.5% 41.3% 2.8% -3.0% 61.0M -6.32B -30.9M 0.91 38.81 N/A N/A 482,940 439,340 2,156,260 3,041,460 2024-10-14 $71.41 $65.50 42.7% 12.0% 25.5% 73.6% 42.1% 2.7% -1.9% 63.0M -5.38B -31.4M 1.11 37.91 N/A N/A 268,940 299,130 1,983,670 2,799,620 2024-10-15 $70.53 $65.50 43.6% 12.4% 25.4% 76.9% 43.2% 2.4% -2.7% 46.8M -4.85B -32.0M 1.15 17.63 N/A N/A 231,560 265,640 2,095,370 2,918,190 2024-10-16 $70.13 $66.00 42.8% 12.3% 24.2% 73.8% 42.8% 2.1% -3.0% 35.4M -4.52B -31.7M 1.13 32.33 N/A N/A 305,460 343,860 2,154,120 2,995,570 2024-10-17 $68.91 $66.00 42.4% 12.3% 23.6% 72.2% 42.7% 1.7% -3.1% 12.8M -3.67B -32.0M 1.02 36.21 N/A N/A 1,166,210 1,186,760 2,298,700 3,110,220 2024-10-18 $76.54 $67.00 26.1% 7.5% 44.3% 11.3% 26.9% 2.0% 0.0% 468.3M -12.10B -28.6M 0.92 46.61 N/A N/A 3,404,820 3,130,640 2,797,950 3,587,890 2024-10-21 $76.99 $69.50 25.7% 7.4% 44.3% 9.7% 26.6% 1.6% -0.7% 209.9M -8.66B -30.7M 0.79 48.24 N/A N/A 937,240 736,300 2,184,770 3,056,230 2024-10-22 $76.35 $70.00 25.2% 7.3% 44.0% 8.0% 26.1% 2.4% -0.4% 151.3M -7.88B -32.6M 1.33 51.11 N/A N/A 397,680 527,210 2,353,530 3,234,550 2024-10-23 $74.84 $70.00 25.3% 7.4% 44.8% 8.1% 25.8% 2.3% -0.6% -63.5M -6.23B -33.3M 1.16 52.54 N/A N/A 599,960 693,920 2,383,910 3,311,920 2024-10-24 $75.38 $70.00 25.0% 7.2% 44.5% 7.2% 25.8% 2.3% -0.7% 22.8M -7.09B -32.9M 0.86 55.38 N/A N/A 381,210 326,140 2,452,030 3,362,820 2024-10-25 $75.64 $70.00 24.7% 7.1% 44.4% 6.1% 25.7% 2.5% -0.6% 36.5M -7.45B -33.2M 0.95 54.65 N/A N/A 639,730 610,910 2,466,170 3,409,630 2024-10-28 $75.08 $70.00 25.2% 7.5% 44.6% 8.0% 26.4% 2.6% 0.2% 35.3M -6.48B -33.6M 1.01 55.17 N/A N/A 236,650 239,830 2,137,890 2,981,380 2024-10-29 $76.16 $70.00 24.8% 7.4% 44.7% 6.4% 26.5% 2.5% 1.0% 136.0M -7.72B -33.2M 0.80 58.85 N/A N/A 422,710 337,450 2,222,470 3,085,130 2024-10-30 $75.46 $70.50 24.7% 7.3% 44.8% 5.9% 26.8% 2.7% -0.1% 100.2M -7.01B -33.8M 0.96 61.42 N/A N/A 208,350 199,050 2,304,980 3,115,600 2024-10-31 $75.73 $70.50 25.7% 7.8% 44.6% 9.8% 27.3% 1.8% -0.1% 147.7M -7.41B -33.9M 0.72 60.41 N/A N/A 398,910 285,470 2,357,340 3,161,930
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