Options WhaleEarnings volatility research

NFLX · Iv

Netflix, Inc. (NFLX) implied volatility

At-the-money implied volatility, its position in the range, and the pre-earnings curve.

$70.30
Current ATM IV
46.8%
IV rank
8.7%
IV percentile
50.0%
Historical median at checkpoint
46.2%
Pre-earnings IV curveCurrent ATM IV 46.8% tied to the T-21 checkpoint, versus a 46.2% historical median there (4 events). This snapshot stores one current observation rather than a full current-cycle curve.
Pre-earnings IV curveCurrent ATM IV 46.8% tied to the T-21 checkpoint, versus a 46.2% historical median there (4 events). This snapshot stores one current observation rather than a full current-cycle curve.20%65%109%154%Current 46.8%T-35T-28T-21T-14T-7T-3T-1T+1
Historical median p25–p75 where both exist Current ATM IV at T-21
Show the underlying values
Historical ATM implied volatility by event checkpoint
CheckpointCurrent IVMedianp25p75Events
T-35Not observed41.1%40.9%41.6%3
T-28Not observed42.1%41.9%43.1%3
T-21Not observed46.2%44.4%47.9%4
T-14Not observed50.8%50.2%52.4%4
T-7Not observed61.9%59.4%65.9%4
T-3Not observed87.7%83.0%92.3%2
T-1Not observed120.9%103.5%136.1%3
T+1Not observed39.8%37.9%40.4%4

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Data provenance

Figures are from published, reviewed research as of Sep 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.