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Netflix Inc NFLX

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:03:33.832Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.903968034Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:50.947123+00:00

Share price$72.61
1D+2.0%
AH$71.04$71.56$72.08$72.61$73.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLX
Sold putSold callAH

Netflix Inc options

Live interpolated NFLX call and put midpoint premiums by absolute delta.Netflix Inc$0.00$1.51$3.03$4.54$6.05$69.99$71.24$72.48$73.72$74.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $72.61OPTION PRICELive NFLX spot · $72.61NFLX PRICE$0.16$0.22$0.28$0.34$0.40$0.47$0.55$0.64$0.74$0.84$0.99$1.21$1.42$0.16$0.21$0.26$0.32$0.39$0.46$0.55$0.65$0.74$1.85$3.12$4.39$5.62
PutsExpensive2.25×
CallsCheap0.75×
SkewBearish+19.40 pp
Implied moveBalanced±$1.10
TiltBearish38.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.8938.0%2.0%71.4335.3%1.8%
25Δ73.6637.7%1.8%71.6835.0%1.6%
30Δ73.4437.4%1.5%71.9334.7%1.3%
35Δ73.2137.1%1.3%72.1234.7%1.1%
40Δ72.9936.9%1.1%72.2934.9%1.0%
45Δ72.8136.6%0.9%72.4635.1%0.8%
50Δ72.6336.4%0.8%72.6335.3%0.7%
55Δ72.4636.2%0.7%72.8035.5%0.6%
60Δ72.2836.1%0.6%72.9835.7%0.5%
65Δ72.1035.9%0.5%74.0460.8%0.6%
70Δ71.8936.1%0.4%75.2490.2%0.7%
75Δ71.6336.9%0.3%76.45119.5%0.8%
80Δ71.3637.7%0.2%77.64144.9%0.8%

20Δ

Calls
Pseudo strike
73.89
IV
38.0%
B/E move
2.0%
Puts
Pseudo strike
71.43
IV
35.3%
B/E move
1.8%

25Δ

Calls
Pseudo strike
73.66
IV
37.7%
B/E move
1.8%
Puts
Pseudo strike
71.68
IV
35.0%
B/E move
1.6%

30Δ

Calls
Pseudo strike
73.44
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
71.93
IV
34.7%
B/E move
1.3%

35Δ

Calls
Pseudo strike
73.21
IV
37.1%
B/E move
1.3%
Puts
Pseudo strike
72.12
IV
34.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
72.99
IV
36.9%
B/E move
1.1%
Puts
Pseudo strike
72.29
IV
34.9%
B/E move
1.0%

45Δ

Calls
Pseudo strike
72.81
IV
36.6%
B/E move
0.9%
Puts
Pseudo strike
72.46
IV
35.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
72.63
IV
36.4%
B/E move
0.8%
Puts
Pseudo strike
72.63
IV
35.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
72.46
IV
36.2%
B/E move
0.7%
Puts
Pseudo strike
72.80
IV
35.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
72.28
IV
36.1%
B/E move
0.6%
Puts
Pseudo strike
72.98
IV
35.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
72.10
IV
35.9%
B/E move
0.5%
Puts
Pseudo strike
74.04
IV
60.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
71.89
IV
36.1%
B/E move
0.4%
Puts
Pseudo strike
75.24
IV
90.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.63
IV
36.9%
B/E move
0.3%
Puts
Pseudo strike
76.45
IV
119.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
71.36
IV
37.7%
B/E move
0.2%
Puts
Pseudo strike
77.64
IV
144.9%
B/E move
0.8%