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Netflix Inc NFLX

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-16T00:17:59.108Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:10.175559285Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:58.429766+00:00

Share price$71.79
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$0.75$4.16$7.57$10.98$14.39$60.17$66.58$73.00$79.41$85.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLX spot · $71.79NFLX PRICE$1.12$1.49$1.91$2.36$2.85$3.41$4.03$4.74$5.49$6.50$7.61$8.89$13.41$1.12$1.50$1.90$2.35$2.82$3.35$3.91$4.60$5.29$6.54$7.60$8.35$9.15
PutsExpensive1.30×
CallsExpensive1.80×
SkewBullish-10.75 pp
Implied moveBalanced±$7.94
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.6547.5%16.7%65.1241.5%10.9%
25Δ80.6347.5%14.4%66.5341.4%9.4%
30Δ78.8847.7%12.5%67.8941.2%8.1%
35Δ77.2648.0%10.9%69.1340.8%7.0%
40Δ75.7648.0%9.5%70.3440.5%5.9%
45Δ74.3148.4%8.3%71.4940.2%5.1%
50Δ72.9349.0%7.2%72.6440.0%4.3%
55Δ71.5249.6%6.2%73.8139.9%3.6%
60Δ70.1150.1%5.3%74.9839.9%2.9%
65Δ68.5751.5%4.6%76.5642.0%2.5%
70Δ66.9453.0%3.8%77.9742.4%2.0%
75Δ65.1554.4%3.1%79.1440.3%1.4%
80Δ60.7073.3%3.2%80.3338.2%0.9%

20Δ

Calls
Pseudo strike
82.65
IV
47.5%
B/E move
16.7%
Puts
Pseudo strike
65.12
IV
41.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
80.63
IV
47.5%
B/E move
14.4%
Puts
Pseudo strike
66.53
IV
41.4%
B/E move
9.4%

30Δ

Calls
Pseudo strike
78.88
IV
47.7%
B/E move
12.5%
Puts
Pseudo strike
67.89
IV
41.2%
B/E move
8.1%

35Δ

Calls
Pseudo strike
77.26
IV
48.0%
B/E move
10.9%
Puts
Pseudo strike
69.13
IV
40.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
75.76
IV
48.0%
B/E move
9.5%
Puts
Pseudo strike
70.34
IV
40.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
74.31
IV
48.4%
B/E move
8.3%
Puts
Pseudo strike
71.49
IV
40.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
72.93
IV
49.0%
B/E move
7.2%
Puts
Pseudo strike
72.64
IV
40.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
71.52
IV
49.6%
B/E move
6.2%
Puts
Pseudo strike
73.81
IV
39.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
70.11
IV
50.1%
B/E move
5.3%
Puts
Pseudo strike
74.98
IV
39.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
68.57
IV
51.5%
B/E move
4.6%
Puts
Pseudo strike
76.56
IV
42.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
66.94
IV
53.0%
B/E move
3.8%
Puts
Pseudo strike
77.97
IV
42.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
65.15
IV
54.4%
B/E move
3.1%
Puts
Pseudo strike
79.14
IV
40.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
60.70
IV
73.3%
B/E move
3.2%
Puts
Pseudo strike
80.33
IV
38.2%
B/E move
0.9%