Symbol:    
NETFLIX INC 
Options Root:  Open Help    NFLX  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days28.85%43.96%49.47%114.18% - 23-Mar14.24% - 19-Feb
20 days46.52%52.95%39.56%90.14% - 30-Mar20.93% - 18-Sep
30 days47.76%48.05%37.40%79.16% - 20-Apr23.97% - 05-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help39.87%41.39%46.89%101.62% - 16-Mar26.21% - 06-Dec
IV Index put Open Help39.68%40.85%47.42%101.62% - 16-Mar26.34% - 06-Dec
IV Index mean Open Help39.77%41.12%47.16%101.62% - 16-Mar26.27% - 06-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days51.66%51.69%36.88%94.78% - 17-Mar-17.77% - 27-May
.
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
37.84%61.75% 17.72504.90
(38.21)
17.725Aug 14, 2020 490.0119.225-4.92
(-34.81)
9.2250-38.33%38.21%
39.62%55.60% 15.52504.57
(41.78)
15.525Aug 14, 2020 495.01111.600-5.70
(-32.95)
11.6000-44.33%38.76%
39.54%49.78% 13.00004.18
(47.31)
13.000Aug 14, 2020 500.01114.225-5.75
(-28.79)
14.2250-50.25%39.09%
39.49%44.01% 10.77503.57
(49.65)
10.775Aug 14, 2020 505.01116.875-6.77
(-28.65)
16.8750-56.18%38.70%
39.59%59.60% 22.00005.48
(33.13)
22.000Aug 21, 2020 490.01812.825-4.40
(-25.54)
12.8250-40.20%38.36%
39.75%55.07% 19.37505.45
(39.14)
19.375Aug 21, 2020 495.01815.575-4.32
(-21.73)
15.5750-44.91%39.38%
38.53%50.45% 16.37504.12
(33.67)
16.375Aug 21, 2020 500.01817.700-5.30
(-23.04)
17.7000-49.56%38.44%
39.58%46.02% 14.60004.40
(43.14)
14.600Aug 21, 2020 505.01820.775-5.15
(-19.86)
20.7750-54.07%39.14%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.