What is NFLX's IV rank?

At the close on Sep 28, 2026, NFLX's IV rank was 67 with 30-day implied volatility of 44.1%. IV sits 67% of the way from its one-year low to its one-year high. Its IV percentile was 85: IV is higher than 85% of the past year's readings.

What is the expected move for NFLX?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $8.89 (12.8%), a range of $60.34 to $78.12. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on NFLX?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on NFLX: Bull Call Spreads on High-Beta Names (108), Bear Put Spreads Below the 200-Day (85), Long Call Butterflies for Pinning (30), Cash-Secured Put Entries on Mega Caps (28). Open a screen in the app to see the individual trades, refreshed intraday.

Is NFLX option volume above average?

On Sep 28, 2026, NFLX option volume was 1.1x its average, close to normal.

NFLX options: IV rank, expected move and trade screens

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As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

NFLX closed at $69.23 on Sep 28, 2026 with 30-day implied volatility of 44.1%. That is in the upper half of its one-year range (IV rank 67), so premiums are somewhat richer than usual for NFLX. Measured by IV percentile, IV is higher than 85% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $8.89, or 12.8%.

The price is below both its 50-day (-8.4%) and 200-day (-18.1%) moving averages. It is trading within 2.4% of its 52-week low. The 14-day RSI of 33.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.16, about 3.1% of the price, a measure of a typical day's range.

Option volume at the close (248K contracts) was 1.1x its average, close to normal. A beta of 1.68 means NFLX has tended to move about 1.7 times as much as the broad market. 4 of our preset screens found trades on NFLX at the close, led by Bull Call Spreads on High-Beta Names with 108 trades.

NFLX stats at the close

Price: $69.23; Market cap $288B
Implied volatility: 44.1%; 30-day, at the money
IV rank: 67; IV sits 67% of the way from its one-year low to its one-year high.
IV percentile: 85; IV is higher than 85% of the past year's readings.
ATR (14-day): $2.16; 3.1% of the price on a typical day
RSI (14-day): 33.4; Between 30 and 70, neutral
52-week range: -94.4% from high; +2.4% from the 52-week low
Moving averages: -8.4% vs 50-day; -18.1% vs the 200-day
Beta: 1.68; Sensitivity to the broad market
Option volume: 1.1x avg; 248K contracts vs 230K average

NFLX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	33.2%	±$2.40 (3.5%)	$66.83 to $71.63	$1.92
Oct 30, 202632 days	43.4%	±$8.89 (12.8%)	$60.34 to $78.12	$7.08
Nov 20, 202653 days	40.6%	±$10.70 (15.5%)	$58.53 to $79.93	$8.55
Dec 18, 202681 days	38.6%	±$12.60 (18.2%)	$56.63 to $81.83	$10.00

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NFLX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Call Spreads on High-Beta Names

Bull Call Spread

108 trades pass on NFLX

Return on risk: 100.0% to 349.4%
Probability of profit: 27.3% to 51.8%

Bull call spread screener

Bear Put Spreads Below the 200-Day

Bear Put Spread

85 trades pass on NFLX

Return on risk: 33.3% to 469.1%
Probability of profit: 33.9% to 71.6%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

30 trades pass on NFLX

Return on risk: 129.9% to 1,000%+
Probability of profit: 8.9% to 100.0%

Butterfly spread screener

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

28 trades pass on NFLX

Annualized return: 4.1% to 49.5%
Probability of profit: 70.2% to 90.1%

Cash-secured put screener

NFLX options FAQ

What is NFLX's IV rank?: At the close on Sep 28, 2026, NFLX's IV rank was 67 with 30-day implied volatility of 44.1%. IV sits 67% of the way from its one-year low to its one-year high. Its IV percentile was 85: IV is higher than 85% of the past year's readings.
What is the expected move for NFLX?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $8.89 (12.8%), a range of $60.34 to $78.12. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NFLX?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on NFLX: Bull Call Spreads on High-Beta Names (108), Bear Put Spreads Below the 200-Day (85), Long Call Butterflies for Pinning (30), Cash-Secured Put Entries on Mega Caps (28). Open a screen in the app to see the individual trades, refreshed intraday.
Is NFLX option volume above average?: On Sep 28, 2026, NFLX option volume was 1.1x its average, close to normal.

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