Symbol:    
NETFLIX INC 
Options Root:  Open Help    NFLX  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days25.08%26.96%28.10%80.20% - 07-Jan15.35% - 01-Mar
20 days36.18%40.01%38.83%70.01% - 12-Nov19.63% - 19-Mar
30 days33.35%35.15%33.51%66.87% - 19-Nov22.90% - 17-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help29.21%30.16%53.84%76.00% - 24-Dec28.59% - 01-May
IV Index put Open Help29.00%29.96%53.80%75.16% - 24-Dec28.09% - 01-May
IV Index mean Open Help29.11%30.06%53.82%75.58% - 24-Dec28.34% - 01-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days38.21%38.16%41.45%86.48% - 26-Dec10.45% - 06-May
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
29.53%63.79% 8.2750-2.02
(-19.66)
8.275Nov 22, 2019 287.5103.6500.23
(6.57)
3.6500-36.29%29.63%
29.20%57.03% 6.7500-1.90
(-21.97)
6.750Nov 22, 2019 290.0104.5750.35
(8.28)
4.5750-43.00%29.01%
28.88%49.96% 5.4000-1.70
(-23.94)
5.400Nov 22, 2019 292.5105.7250.50
(9.57)
5.7250-50.14%28.69%
28.82%42.88% 4.2750-1.50
(-25.97)
4.275Nov 22, 2019 295.0107.0750.67
(10.55)
7.0750-57.34%28.50%
27.75%61.94% 9.5500-1.93
(-16.78)
9.550Nov 29, 2019 287.5174.7500.25
(5.56)
4.7500-38.05%27.46%
27.32%56.39% 8.0250-1.83
(-18.53)
8.025Nov 29, 2019 290.0175.7500.43
(7.98)
5.7500-43.70%27.16%
27.03%50.59% 6.6750-1.68
(-20.06)
6.675Nov 29, 2019 292.5176.9000.55
(8.66)
6.9000-49.56%26.86%
26.66%44.68% 5.4500-1.58
(-22.42)
5.450Nov 29, 2019 295.0178.2250.73
(9.67)
8.2250-55.48%26.69%
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