Options WhaleEarnings volatility research

NFLX · Options

Netflix, Inc. (NFLX) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$70.30
Volatility term structureThe earnings expiration (2026-10-23, 24 DTE) trades 46.8% ATM IV against 44.1% in the following expiration.
Volatility term structureThe earnings expiration (2026-10-23, 24 DTE) trades 46.8% ATM IV against 44.1% in the following expiration.30%36%43%49%10-1617d10-2324d10-3031d11-0638d
ATM IV by expiration Contains earnings (2026-10-23)
Show the underlying values
ATM implied volatility by expiration
ExpirationDTEATM strikeATM IVContains earnings
2026-10-1617$70.0032.0%No
2026-10-2324$70.0046.8%Yes
2026-10-3031$70.0044.1%No
2026-11-0638$70.0042.7%No
Liquidity classification
GOOD
Median bid-ask width
7.1%
25-delta put IV
46.6%
25-delta call IV
47.6%
Downside skew
-0.2%

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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.