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Netflix, Inc. Common Stock NFLX

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-04T03:42:31.357Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:59:26.625150604Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:42:30.817094+00:00

Share price$62.95
1D+1.3%
AH$61.84$62.25$62.66$63.07$63.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLX
Sold putSold callAH

Netflix, Inc. Common Stock options

Live interpolated NFLX call and put midpoint premiums by absolute delta.Netflix, Inc. Common Stock$0.08$1.56$3.04$4.52$6.00$60.65$62.15$63.66$65.17$66.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLX spot · $62.95NFLX PRICE$0.29$0.40$0.52$0.64$0.80$0.97$1.15$1.40$1.67$2.03$2.49$3.05$5.57$0.24$0.31$0.39$0.47$0.56$0.65$0.73$0.83$0.93$1.03$1.13$1.23$2.17
PutsExpensive1.15×
CallsExpensive2.18×
SkewBullish-26.12 pp
Implied moveBullish±$1.88
TiltBullish32.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3346.3%4.2%61.2336.7%3.1%
25Δ64.8746.9%3.7%61.5935.8%2.7%
30Δ64.4947.8%3.3%61.9634.9%2.2%
35Δ64.1248.6%2.9%62.2334.1%1.9%
40Δ63.7549.6%2.5%62.4833.3%1.6%
45Δ63.3950.6%2.3%62.7432.5%1.4%
50Δ63.0451.7%2.0%63.0031.6%1.1%
55Δ62.6453.6%1.7%63.1930.4%0.9%
60Δ62.2355.6%1.5%63.3929.3%0.8%
65Δ61.7558.7%1.3%63.5928.1%0.6%
70Δ61.1963.1%1.2%63.7926.9%0.5%
75Δ60.5167.4%1.0%63.9825.7%0.3%
80Δ58.14111.1%1.2%64.9732.2%0.2%

20Δ

Calls
Pseudo strike
65.33
IV
46.3%
B/E move
4.2%
Puts
Pseudo strike
61.23
IV
36.7%
B/E move
3.1%

25Δ

Calls
Pseudo strike
64.87
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
61.59
IV
35.8%
B/E move
2.7%

30Δ

Calls
Pseudo strike
64.49
IV
47.8%
B/E move
3.3%
Puts
Pseudo strike
61.96
IV
34.9%
B/E move
2.2%

35Δ

Calls
Pseudo strike
64.12
IV
48.6%
B/E move
2.9%
Puts
Pseudo strike
62.23
IV
34.1%
B/E move
1.9%

40Δ

Calls
Pseudo strike
63.75
IV
49.6%
B/E move
2.5%
Puts
Pseudo strike
62.48
IV
33.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
63.39
IV
50.6%
B/E move
2.3%
Puts
Pseudo strike
62.74
IV
32.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
63.04
IV
51.7%
B/E move
2.0%
Puts
Pseudo strike
63.00
IV
31.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
62.64
IV
53.6%
B/E move
1.7%
Puts
Pseudo strike
63.19
IV
30.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
62.23
IV
55.6%
B/E move
1.5%
Puts
Pseudo strike
63.39
IV
29.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
61.75
IV
58.7%
B/E move
1.3%
Puts
Pseudo strike
63.59
IV
28.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
61.19
IV
63.1%
B/E move
1.2%
Puts
Pseudo strike
63.79
IV
26.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
60.51
IV
67.4%
B/E move
1.0%
Puts
Pseudo strike
63.98
IV
25.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
58.14
IV
111.1%
B/E move
1.2%
Puts
Pseudo strike
64.97
IV
32.2%
B/E move
0.2%

Options history

IV · four-Friday blend33.72%
Daily close
NFLX24.6%54.0%83.4%2026-08-05: 36.74%2026-08-06: 34.29%2026-08-07: 31.99%2026-08-10: 34.50%2026-08-11: 32.15%2026-08-12: 30.48%2026-08-13: 34.21%2026-08-14: 29.77%2026-08-17: 32.46%2026-08-18: 33.21%2026-08-19: 33.39%2026-08-20: 32.65%2026-08-21: 30.36%2026-08-24: 33.01%2026-08-25: 33.29%2026-08-26: 32.31%2026-08-27: 30.61%2026-08-28: 28.70%2026-08-31: 30.55%2026-09-01: 31.50%2026-09-02: 31.40%2026-09-03: 30.93%2026-09-04: 31.10%2026-09-08: 34.08%2026-09-09: 32.95%2026-09-10: 32.76%2026-09-11: 30.76%2026-09-14: 34.92%2026-09-15: 34.20%2026-09-16: 33.57%2026-09-17: 31.72%2026-09-18: 30.66%2026-09-21: 33.00%2026-09-22: 31.67%2026-09-23: 32.45%2026-09-24: 30.84%2026-09-25: 32.79%2026-09-28: 35.86%2026-09-29: 36.56%2026-09-30: 36.42%2026-10-01: 35.49%2026-10-02: 38.11%2026-10-05: 41.37%2026-10-06: 40.99%2026-10-07: 41.00%2026-10-08: 42.17%2026-10-09: 43.72%2026-10-12: 47.73%2026-10-13: 50.05%2026-10-14: 54.86%2026-10-15: 55.88%2026-10-16: 63.88%2026-10-19: 77.27%2026-10-20: 79.33%2026-10-21: 33.82%2026-10-22: 34.99%2026-10-23: 30.73%2026-10-26: 32.74%2026-10-27: 32.10%2026-10-28: 31.83%2026-10-29: 31.71%2026-10-30: 33.72%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
36.74%
34.29%
31.99%
34.50%
32.15%
30.48%
34.21%
29.77%
32.46%
33.21%
33.39%
32.65%
30.36%
33.01%
33.29%
32.31%
30.61%
28.70%
30.55%
31.50%
31.40%
30.93%
31.10%
34.08%
32.95%
32.76%
30.76%
34.92%
34.20%
33.57%
31.72%
30.66%
33.00%
31.67%
32.45%
30.84%
32.79%
35.86%
36.56%
36.42%
35.49%
38.11%
41.37%
40.99%
41.00%
42.17%
43.72%
47.73%
50.05%
54.86%
55.88%
63.88%
77.27%
79.33%
33.82%
34.99%
30.73%
32.74%
32.10%
31.83%
31.71%
33.72%