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Netflix, Inc. Common Stock NFLX

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Market dataready · fetched 2026-11-07T16:16:21.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:16.143177801Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T16:16:20.033749+00:00

Share price$63.40
1D-0.8%
AH$63.28$63.56$63.83$64.11$64.385:30 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$0.25$1.12$1.98$2.85$3.72$59.32$61.57$63.82$66.07$68.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLX spot · $63.40NFLX PRICE$0.34$0.45$0.57$0.72$0.87$1.03$1.23$1.43$1.68$1.95$2.28$2.71$3.47$0.38$0.50$0.63$0.77$0.93$1.09$1.29$1.48$1.73$2.01$2.31$2.67$3.07
PutsFair0.99×
CallsExpensive1.11×
SkewBullish-0.96 pp
Implied moveBearish±$2.52
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.2038.1%5.0%60.7940.5%4.7%
25Δ65.6637.9%4.3%61.3439.9%4.0%
30Δ65.1737.9%3.7%61.8539.3%3.4%
35Δ64.7337.9%3.2%62.3038.9%3.0%
40Δ64.3238.1%2.8%62.7238.5%2.5%
45Δ63.9138.3%2.4%63.1338.2%2.2%
50Δ63.5138.6%2.1%63.5138.0%1.8%
55Δ63.1238.8%1.8%63.9037.8%1.5%
60Δ62.7039.2%1.5%64.3137.9%1.3%
65Δ62.2839.6%1.3%64.7338.0%1.1%
70Δ61.8140.4%1.1%65.1738.0%0.8%
75Δ61.2541.8%0.9%65.6637.9%0.7%
80Δ60.4046.8%0.7%66.1737.7%0.5%

20Δ

Calls
Pseudo strike
66.20
IV
38.1%
B/E move
5.0%
Puts
Pseudo strike
60.79
IV
40.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
65.66
IV
37.9%
B/E move
4.3%
Puts
Pseudo strike
61.34
IV
39.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
65.17
IV
37.9%
B/E move
3.7%
Puts
Pseudo strike
61.85
IV
39.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
64.73
IV
37.9%
B/E move
3.2%
Puts
Pseudo strike
62.30
IV
38.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
64.32
IV
38.1%
B/E move
2.8%
Puts
Pseudo strike
62.72
IV
38.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
63.91
IV
38.3%
B/E move
2.4%
Puts
Pseudo strike
63.13
IV
38.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
63.51
IV
38.6%
B/E move
2.1%
Puts
Pseudo strike
63.51
IV
38.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
63.12
IV
38.8%
B/E move
1.8%
Puts
Pseudo strike
63.90
IV
37.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
62.70
IV
39.2%
B/E move
1.5%
Puts
Pseudo strike
64.31
IV
37.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
62.28
IV
39.6%
B/E move
1.3%
Puts
Pseudo strike
64.73
IV
38.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
61.81
IV
40.4%
B/E move
1.1%
Puts
Pseudo strike
65.17
IV
38.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
61.25
IV
41.8%
B/E move
0.9%
Puts
Pseudo strike
65.66
IV
37.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.40
IV
46.8%
B/E move
0.7%
Puts
Pseudo strike
66.17
IV
37.7%
B/E move
0.5%

Options history

IV · four-Friday blend33.72%
Daily close
NFLX24.6%54.0%83.4%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%