NFLX Options History — March 2025

In March 2025, NFLX traded between $86.31 and $99.64. ATM implied volatility averaged 42.1%, placing in the 73.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 4.5% (HV 20d: 46.6%). Max pain ranged from $88.50 to $95.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2025-03-07: Highest Volume — 2,449,980 contracts
  • 2025-03-06: Largest IV spike — 18.5% change
  • 2025-03-28: Highest IV Rank — 100.0%
  • 2025-03-10: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.04$86.31$99.64$96.58$93.05
Max Pain$92.29$88.50$95.00$90.50$94.00
ATM IV42.1%32.6%50.4%35.1%50.4%
Expected Move12.0%9.9%14.3%10.7%13.1%
HV 20d46.6%26.9%55.3%26.9%55.3%
HV 60d38.5%31.1%42.2%31.1%42.1%
IV Rank73.1%40.1%100.0%48.9%100.0%
IV Percentile77.5%62.7%100.0%65.1%100.0%
Term Structure1.0%-3.3%6.5%-0.5%-2.7%
VWIV42.1%34.7%50.1%37.3%46.0%
Skew 25d5.6%4.2%7.2%4.5%6.1%
Skew 10d10.8%8.8%13.7%8.8%12.1%
Call IV 25d39.0%30.7%47.3%32.7%46.2%
Put IV 25d44.6%34.9%54.4%37.3%52.3%
Bid-Ask Spread %34.2920.5352.0350.8122.36
Gamma HHI0.030.020.070.020.02
Net GEX28.3M-166.6M278.5M-16.5M5.8M
Net DEX-4.87B-8.66B412.6M-5.05B-3.70B
Net VEX-46.6M-47.9M-44.0M-44.6M-47.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.611.131.050.90
Total Volume1,158,278.571621,5102,449,980621,510793,590
Total OI5,027,926.194,273,5305,708,9004,544,7004,442,980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$96.58$90.5035.1%10.7%26.9%48.9%37.3%4.5%-0.5%-16.5M-5.05B-44.6M1.0550.81N/AN/A303,700317,8101,983,1302,561,570
2025-03-04$97.82$90.5034.2%10.3%27.3%45.8%35.7%4.7%-0.3%19.9M-5.99B-44.0M0.6748.44N/AN/A499,050334,0102,060,9902,639,380
2025-03-05$99.00$90.0032.6%9.9%27.4%40.1%34.7%4.2%0.0%107.5M-7.50B-45.0M0.6952.03N/AN/A472,500325,6402,163,0702,698,740
2025-03-06$90.05$90.5038.6%12.2%42.7%61.1%41.5%5.9%-0.7%-164.9M-314.6M-44.5M0.8342.16N/AN/A1,161,870963,8002,230,9702,799,460
2025-03-07$88.66$90.0038.3%11.9%42.6%60.0%41.1%6.0%-0.5%-151.4M412.6M-45.1M1.0545.45N/AN/A1,197,6301,252,3502,481,1302,919,280
2025-03-10$86.31$90.0042.2%14.3%43.1%73.4%50.1%6.9%4.6%-99.4M293.2M-45.2M0.9938.92N/AN/A540,490535,1902,194,3902,812,510
2025-03-11$90.01$89.0041.0%13.4%46.0%69.5%47.0%6.5%4.1%-11.5M-2.76B-47.6M0.7640.06N/AN/A569,040431,7102,320,9602,852,900
2025-03-12$92.09$89.0037.8%12.1%46.9%58.1%43.5%6.4%5.8%53.8M-4.49B-47.7M0.9144.63N/AN/A480,900439,2502,387,5502,930,900
2025-03-13$89.08$89.0041.2%12.8%47.4%70.2%44.7%6.7%5.4%-72.3M-1.95B-47.0M1.1344.73N/AN/A373,400423,0402,438,3603,019,850
2025-03-14$91.44$88.5038.6%10.3%47.9%60.8%36.3%5.5%6.5%13.2M-4.30B-46.5M0.7339.01N/AN/A604,770443,0002,486,3403,031,700
2025-03-17$95.96$95.0042.5%12.1%51.1%74.7%43.0%5.1%1.6%128.7M-7.45B-47.0M0.7125.05N/AN/A829,220590,2302,222,7202,796,420
2025-03-18$92.98$95.0045.4%12.4%51.1%84.8%43.6%5.6%1.5%-15.9M-4.91B-47.6M0.8520.53N/AN/A510,560435,2202,362,2102,933,570
2025-03-19$96.20$95.0043.6%11.9%52.6%78.5%42.6%5.0%2.4%171.7M-8.00B-47.7M0.9823.25N/AN/A671,320656,6802,444,9303,001,910
2025-03-20$95.32$95.0044.3%12.0%52.5%80.8%41.6%4.8%2.5%62.6M-7.20B-47.5M0.9924.11N/AN/A528,240520,9802,506,7403,097,460
2025-03-21$95.53$95.0044.0%11.8%52.1%79.9%42.2%5.1%2.4%15.2M-7.51B-47.1M0.9722.37N/AN/A651,410630,8302,559,3203,149,580
2025-03-24$96.95$95.0044.9%11.6%52.4%82.8%41.1%5.4%-1.4%145.0M-6.60B-46.2M0.7627.20N/AN/A524,700398,1801,923,6402,349,890
2025-03-25$99.64$95.0045.5%11.7%52.9%85.1%42.0%5.2%-2.1%278.5M-8.66B-46.5M0.7428.20N/AN/A661,210487,0002,011,7502,456,760
2025-03-26$96.96$94.0047.2%11.9%53.5%90.9%42.2%5.0%-2.2%96.7M-6.32B-47.6M1.1028.32N/AN/A457,850502,2102,097,5902,558,580
2025-03-27$97.97$94.0046.8%12.0%52.7%89.4%42.7%5.5%-1.9%193.6M-7.23B-47.8M0.6129.17N/AN/A625,450380,0802,153,6902,607,450
2025-03-28$93.29$94.0050.1%12.7%55.3%100.0%44.9%7.2%-3.3%-166.6M-2.99B-47.4M0.9023.27N/AN/A947,450852,2902,236,2002,659,880
2025-03-31$93.05$94.0050.4%13.1%55.3%100.0%46.0%6.1%-2.7%5.8M-3.70B-47.9M0.9022.36N/AN/A417,890375,7001,992,0302,450,950