NFLX Options History — November 2024 In November 2024, NFLX traded between $75.68 and $89.77. ATM implied volatility averaged 24.0%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 8.3% (HV 20d: 32.3%). Max pain ranged from $70.00 to $77.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.79.
Notable Days 2024-11-21 : Highest Volume — 1,959,780 contracts2024-11-06 : Largest IV drop — 9.1% change2024-11-20 : Highest IV Rank — 22.7%2024-11-20 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $83.34 $75.68 $89.77 $75.73 $89.00 Max Pain $73.38 $70.00 $77.00 $70.50 $77.00 ATM IV 24.0% 21.1% 27.6% 24.9% 24.5% Expected Move 7.0% 6.3% 7.9% 7.5% 7.2% HV 20d 32.3% 19.7% 44.2% 44.2% 24.9% HV 60d 31.3% 30.7% 32.5% 30.9% 31.5% IV Rank 8.9% 0.0% 22.7% 6.9% 11.9% IV Percentile 11.8% 0.0% 42.5% 14.3% 11.1% Term Structure 0.2% -0.9% 0.7% 0.6% -0.2% VWIV 25.3% 22.7% 28.7% 25.9% 26.0% Skew 25d 0.7% -0.3% 2.8% 2.4% -0.3% Skew 10d 2.2% 0.2% 4.9% 4.9% 0.2% Call IV 25d 24.1% 20.6% 28.4% 23.7% 25.2% Put IV 25d 24.8% 21.7% 28.3% 26.1% 24.9% Bid-Ask Spread % 44.72 21.20 61.57 61.57 27.53 Gamma HHI 0.08 0.03 0.27 0.06 0.27 Net GEX 286.3M 56.4M 592.6M 222.3M 592.6M Net DEX -11.59B -15.40B -7.06B -7.45B -14.15B Net VEX -32.5M -35.2M -29.7M -34.1M -34.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.60 1.14 1.14 0.60 Total Volume 1,174,218 444,840 1,959,780 1,054,700 865,630 Total OI 5,700,446 5,102,620 6,387,600 5,605,560 6,387,470
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 2024-11-01 $75.73 $70.50 24.9% 7.5% 44.2% 6.9% 25.9% 2.4% 0.6% 222.3M -7.45B -34.1M 1.14 61.57 N/A N/A 492,900 561,800 2,401,450 3,204,110 2024-11-04 $75.68 $70.00 25.3% 7.4% 42.6% 8.3% 26.2% 2.8% 0.4% 139.1M -7.06B -33.4M 0.81 49.91 N/A N/A 246,210 198,630 2,151,180 2,951,440 2024-11-05 $76.37 $70.00 24.8% 7.2% 41.1% 6.5% 25.6% 2.2% 0.4% 207.9M -7.78B -33.2M 0.78 50.62 N/A N/A 315,480 247,170 2,221,380 3,010,770 2024-11-06 $78.13 $70.00 22.6% 6.7% 41.7% 0.0% 23.9% 1.9% -0.0% 374.6M -9.76B -32.3M 0.72 53.38 N/A N/A 433,670 313,080 2,283,820 3,080,430 2024-11-07 $79.74 $70.50 22.0% 6.6% 42.1% 0.0% 23.6% 0.8% 0.5% 426.7M -11.47B -31.0M 0.65 52.53 N/A N/A 658,230 425,580 2,312,910 3,147,480 2024-11-08 $79.36 $71.00 21.1% 6.3% 41.9% 0.0% 22.7% 1.1% 0.5% 269.2M -10.64B -31.3M 0.87 57.34 N/A N/A 439,670 382,010 2,341,900 3,261,810 2024-11-11 $80.37 $71.00 22.2% 6.5% 41.4% 3.9% 23.7% 0.7% 0.6% 304.2M -10.56B -30.8M 0.85 55.53 N/A N/A 386,340 329,600 2,193,550 3,046,100 2024-11-12 $81.94 $71.50 22.3% 6.6% 41.1% 4.2% 23.7% 0.5% 0.7% 354.6M -12.01B -29.7M 0.72 50.81 N/A N/A 604,990 433,750 2,264,660 3,145,670 2024-11-13 $83.44 $72.50 22.9% 6.7% 41.0% 6.2% 24.1% 0.2% 0.4% 359.1M -13.13B -30.6M 0.77 43.41 N/A N/A 735,880 563,070 2,344,370 3,285,500 2024-11-14 $83.56 $73.50 22.6% 6.6% 39.9% 5.2% 24.1% -0.2% 0.7% 392.9M -13.14B -30.9M 0.61 48.82 N/A N/A 779,740 475,470 2,444,170 3,433,770 2024-11-15 $82.06 $74.00 23.0% 6.7% 19.7% 6.7% 24.4% 1.0% 0.6% 147.5M -11.03B -32.5M 1.06 51.04 N/A N/A 662,160 703,250 2,610,160 3,549,030 2024-11-18 $84.74 $74.00 24.6% 7.1% 22.1% 12.3% 25.3% 0.5% -0.5% 239.1M -11.31B -30.6M 0.88 47.57 N/A N/A 782,120 689,020 2,086,000 3,055,750 2024-11-19 $87.26 $75.00 25.3% 7.3% 23.2% 14.8% 26.4% 0.4% -0.2% 304.9M -13.34B -31.1M 0.76 42.55 N/A N/A 1,102,040 834,700 2,241,110 3,266,010 2024-11-20 $88.33 $75.00 27.6% 7.9% 21.0% 22.7% 28.4% 0.2% -0.3% 305.5M -14.02B -32.3M 0.70 52.98 N/A N/A 1,072,460 750,910 2,364,160 3,461,820 2024-11-21 $89.77 $75.50 27.4% 7.9% 21.2% 22.1% 28.7% -0.2% -0.9% 427.6M -15.40B -33.3M 0.77 51.34 N/A N/A 1,104,910 854,870 2,523,760 3,571,110 2024-11-22 $89.77 $76.00 26.1% 7.5% 21.3% 17.5% 27.5% -0.3% -0.6% 277.4M -15.03B -34.0M 0.82 21.20 N/A N/A 748,480 615,750 2,635,990 3,751,610 2024-11-25 $86.75 $76.50 24.4% 7.1% 25.7% 11.5% 26.1% -0.1% 0.5% 56.4M -10.81B -35.0M 0.80 25.89 N/A N/A 781,680 626,000 2,401,220 3,328,040 2024-11-26 $87.11 $77.00 23.5% 6.9% 25.5% 8.3% 25.0% 0.1% 0.1% 134.4M -11.46B -35.2M 0.61 25.73 N/A N/A 628,530 384,790 2,614,710 3,427,940 2024-11-27 $87.79 $77.00 23.6% 7.0% 24.8% 8.6% 25.7% -0.1% 0.4% 190.4M -12.23B -34.8M 0.83 24.60 N/A N/A 683,450 570,340 2,715,950 3,490,610 2024-11-29 $89.00 $77.00 24.5% 7.2% 24.9% 11.9% 26.0% -0.3% -0.2% 592.6M -14.15B -34.7M 0.60 27.53 N/A N/A 540,250 325,380 2,830,650 3,556,820
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