What is NFLX's IV rank?

At the last close, NFLX's IV rank was 20 with 30-day implied volatility of 32.9%. IV sits 20% of the way from its one-year low to its one-year high. Its IV percentile was 36: IV is higher than 36% of the past year's readings.

What is the expected move for NFLX?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $5.62 (9.0%), a range of $56.53 to $67.77. 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 last close, these OptionClaws preset screens had passing trades on NFLX: Bear Put Spreads Below the 200-Day (69), Cash-Secured Put Entries on Mega Caps (36), Long Call Butterflies for Pinning (36), Married Put Protection (14), Iron Condor, 2-ATR Profit Zone (3), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is NFLX option volume above average?

At the last close, NFLX option volume was 0.7x its average, quieter than usual.

NFLX options: IV rank, expected move and trade screens

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In the app, stock prices are live and options data is refreshed intraday.

NFLX last closed at $62.15 with 30-day implied volatility of 32.9%. That is near the bottom of its one-year range (IV rank 20), so options on NFLX are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 36% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $5.62, or 9.0%.

The price is below both its 50-day (-10.2%) and 200-day (-22.8%) moving averages. It is trading within 0.3% of its 52-week low. The 14-day RSI of 38.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.93, about 3.1% of the price, a measure of a typical day's range.

Option volume at the close (257K contracts) was 0.7x its average, quieter than usual. A beta of 0.25 means NFLX has tended to move about 0.3 times as much as the broad market. 6 of our preset screens found trades on NFLX at the close, led by Bear Put Spreads Below the 200-Day with 69 trades.

NFLX stats at the close

Price: $62.15; Market cap $255B
Implied volatility: 32.9%; 30-day, at the money
IV rank: 20; IV sits 20% of the way from its one-year low to its one-year high.
IV percentile: 36; IV is higher than 36% of the past year's readings.
ATR (14-day): $1.93; 3.1% of the price on a typical day
RSI (14-day): 38.4; Between 30 and 70, neutral
52-week range: -46.2% from high; +0.3% from the 52-week low
Moving averages: -10.2% vs 50-day; -22.8% vs the 200-day
Beta: 0.25; Sensitivity to the broad market
Option volume: 0.7x avg; 257K contracts vs 349K 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
Nov 20, 20267 days	33.0%	±$2.84 (4.6%)	$59.31 to $64.99	$2.27
Dec 11, 202628 days	32.6%	±$5.62 (9.0%)	$56.53 to $67.77	$4.47
Jan 15, 202763 days	35.5%	±$9.18 (14.8%)	$52.97 to $71.33	$7.30
Feb 19, 202798 days	39.2%	±$12.62 (20.3%)	$49.53 to $74.77	$10.02

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.

Bear Put Spreads Below the 200-Day

Bear Put Spread

69 trades pass on NFLX

Return on risk: 47.1% to 302.0%
Probability of profit: 33.1% to 69.1%

Bear put spread screener

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

36 trades pass on NFLX

Annualized return: 3.5% to 28.7%
Probability of profit: 71.5% to 96.2%

Cash-secured put screener

Long Call Butterflies for Pinning

Call Butterfly

36 trades pass on NFLX

Return on risk: 69.5% to 1,000%+
Probability of profit: 11.5% to 74.5%

Butterfly spread screener

Married Put Protection

Married Put

14 trades pass on NFLX

Probability of profit: 35.6% to 44.6%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

3 trades pass on NFLX

Return on risk: 21.8% to 52.7%
Probability of profit: 71.6% to 73.9%

Iron condor scanner

Fresh Money Flow: Calls

Long Call

1 trade passes on NFLX

Probability of profit: 23.8%

Unusual options activity scanner

NFLX options FAQ

What is NFLX's IV rank?: At the last close, NFLX's IV rank was 20 with 30-day implied volatility of 32.9%. IV sits 20% of the way from its one-year low to its one-year high. Its IV percentile was 36: IV is higher than 36% of the past year's readings.
What is the expected move for NFLX?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $5.62 (9.0%), a range of $56.53 to $67.77. 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 last close, these OptionClaws preset screens had passing trades on NFLX: Bear Put Spreads Below the 200-Day (69), Cash-Secured Put Entries on Mega Caps (36), Long Call Butterflies for Pinning (36), Married Put Protection (14), Iron Condor, 2-ATR Profit Zone (3), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is NFLX option volume above average?: At the last close, NFLX option volume was 0.7x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.