Symbol:    
NETFLIX INC 
Options Root:  Open Help    NFLX  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days27.46%30.23%37.23%114.18% - 23-Mar14.24% - 19-Feb
20 days26.25%32.49%47.79%90.14% - 30-Mar20.93% - 18-Sep
30 days29.41%36.29%51.80%79.16% - 20-Apr22.90% - 17-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help37.14%40.17%43.24%101.62% - 16-Mar26.21% - 06-Dec
IV Index put Open Help37.18%40.31%43.32%101.62% - 16-Mar26.34% - 06-Dec
IV Index mean Open Help37.16%40.24%43.28%101.62% - 16-Mar26.27% - 06-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days6.83%-7.71%14.00%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
38.86%61.84% 14.92500.07
(0.51)
14.925Jun 12, 2020 420.0107.525-1.25
(-14.25)
7.5250-38.09%38.56%
38.01%54.71% 11.9000-0.15
(-1.24)
11.900Jun 12, 2020 425.0109.525-1.40
(-12.81)
9.5250-45.28%37.83%
37.48%47.24% 9.3250-0.23
(-2.36)
9.325Jun 12, 2020 430.01011.800-1.72
(-12.75)
11.8000-52.88%36.78%
36.95%39.73% 7.1250-0.30
(-4.04)
7.125Jun 12, 2020 435.01014.775-1.77
(-10.73)
14.7750-60.32%36.86%
37.83%60.00% 17.77500.05
(0.28)
17.775Jun 19, 2020 420.01710.625-1.27
(-10.71)
10.6250-40.09%38.36%
37.34%54.32% 14.9000-0.20
(-1.32)
14.900Jun 19, 2020 425.01712.525-1.40
(-10.05)
12.5250-45.67%37.21%
36.48%48.43% 12.1750-0.15
(-1.22)
12.175Jun 19, 2020 430.01714.875-1.42
(-8.74)
14.8750-51.56%36.57%
36.54%42.63% 10.0750-0.07
(-0.74)
10.075Jun 19, 2020 435.01717.600-1.85
(-9.51)
17.6000-57.49%36.14%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.