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Netflix Inc NFLX

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T21:57:27.741Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:56:09.443018047Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:57:27.134587+00:00

Share price$72.30
1D+1.8%
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$0.05$0.81$1.58$2.34$3.10$70.62$71.61$72.60$73.60$74.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLX spot · $72.30NFLX PRICE$0.19$0.26$0.33$0.40$0.49$0.59$0.72$0.85$1.07$1.34$1.61$2.11$2.88$0.13$0.17$0.21$0.25$0.29$0.34$0.39$0.44$0.50$0.55$0.61$0.66$0.72
PutsCheap0.92×
CallsExpensive1.08×
SkewBullish-27.60 pp
Implied moveBullish±$1.11
TiltBullish41.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.7843.9%2.3%71.2929.7%1.6%
25Δ73.5144.2%2.0%71.4928.9%1.4%
30Δ73.2544.6%1.8%71.6928.1%1.1%
35Δ72.9845.0%1.5%71.8827.3%0.9%
40Δ72.7745.7%1.3%72.0526.6%0.7%
45Δ72.5546.4%1.2%72.1826.0%0.6%
50Δ72.3247.5%1.0%72.3025.4%0.5%
55Δ72.0948.8%0.9%72.4224.8%0.4%
60Δ71.8051.7%0.8%72.5424.0%0.4%
65Δ71.4755.7%0.7%72.6422.9%0.3%
70Δ71.1359.8%0.6%72.7321.7%0.2%
75Δ70.5868.4%0.5%72.8320.5%0.2%
80Δ69.7782.4%0.5%72.9319.4%0.1%

20Δ

Calls
Pseudo strike
73.78
IV
43.9%
B/E move
2.3%
Puts
Pseudo strike
71.29
IV
29.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
73.51
IV
44.2%
B/E move
2.0%
Puts
Pseudo strike
71.49
IV
28.9%
B/E move
1.4%

30Δ

Calls
Pseudo strike
73.25
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
71.69
IV
28.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
72.98
IV
45.0%
B/E move
1.5%
Puts
Pseudo strike
71.88
IV
27.3%
B/E move
0.9%

40Δ

Calls
Pseudo strike
72.77
IV
45.7%
B/E move
1.3%
Puts
Pseudo strike
72.05
IV
26.6%
B/E move
0.7%

45Δ

Calls
Pseudo strike
72.55
IV
46.4%
B/E move
1.2%
Puts
Pseudo strike
72.18
IV
26.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
72.32
IV
47.5%
B/E move
1.0%
Puts
Pseudo strike
72.30
IV
25.4%
B/E move
0.5%

55Δ

Calls
Pseudo strike
72.09
IV
48.8%
B/E move
0.9%
Puts
Pseudo strike
72.42
IV
24.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
71.80
IV
51.7%
B/E move
0.8%
Puts
Pseudo strike
72.54
IV
24.0%
B/E move
0.4%

65Δ

Calls
Pseudo strike
71.47
IV
55.7%
B/E move
0.7%
Puts
Pseudo strike
72.64
IV
22.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
71.13
IV
59.8%
B/E move
0.6%
Puts
Pseudo strike
72.73
IV
21.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
70.58
IV
68.4%
B/E move
0.5%
Puts
Pseudo strike
72.83
IV
20.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
69.77
IV
82.4%
B/E move
0.5%
Puts
Pseudo strike
72.93
IV
19.4%
B/E move
0.1%