NFLX · Expected Move
NetFlix Inc
The expected move for NFLX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NFLX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NFLX Expected Move
30-Day Straddle
$7.83
7-Day Straddle
$6.70
30-Day ATM IV
48.8%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to NFLX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NFLX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.83 | $6.70 | 48.8% | 90% |
| 20261015 | $7.80 | $6.40 | 46.3% | 78% |
| 20261014 | $7.58 | $6.45 | 46.4% | 79% |
| 20261013 | $7.16 | $5.93 | 44.2% | 68% |
| 20261012 | $7.22 | $2.02 | 43.8% | 67% |
| 20261009 | $7.05 | $2.24 | 44.1% | 68% |
| 20261008 | $7.55 | $2.63 | 45.4% | 74% |
| 20261007 | $7.10 | $2.68 | 44.6% | 70% |
| 20261006 | $7.22 | $2.82 | 45.4% | 74% |
| 20261005 | $7.25 | $1.85 | 45.9% | 76% |
| 20261002 | $6.72 | $2.04 | 44.9% | 72% |
| 20261001 | $6.90 | $2.36 | 45.2% | 73% |
| 20260930 | $7.22 | $2.79 | 44.9% | 72% |
| 20260929 | $7.22 | $2.99 | 44.5% | 70% |
| 20260928 | $7.07 | $1.93 | 44.1% | 68% |
| 20260925 | $6.92 | $2.17 | 43.4% | 65% |
| 20260924 | $7.22 | $2.53 | 44.1% | 68% |
| 20260923 | $7.20 | $2.88 | 44.1% | 69% |
| 20260922 | $7.35 | $2.96 | 42.7% | 62% |
| 20260921 | $7.60 | $2.15 | 41.2% | 55% |
| 20260918 | $5.10 | $2.36 | 35.6% | 29% |
| 20260917 | $5.47 | $2.71 | 34.2% | 25% |
| 20260916 | $5.88 | $3.19 | 33.0% | 20% |
| 20260915 | $6.04 | $3.46 | 33.2% | 20% |
| 20260914 | $6.44 | $2.53 | 33.7% | 22% |
| 20260911 | $5.37 | $2.59 | 32.3% | 16% |
| 20260910 | $5.49 | $2.91 | 32.7% | 18% |
| 20260909 | $5.64 | $3.10 | 32.5% | 19% |
| 20260908 | $5.82 | $3.45 | 32.6% | 19% |
| 20260904 | $5.56 | $2.55 | 32.1% | 17% |
| 20260903 | $5.63 | $2.84 | 30.2% | 8% |
| 20260902 | $5.90 | $3.10 | 31.0% | 12% |
| 20260901 | $5.89 | $3.26 | 31.1% | 13% |
| 20260831 | $5.78 | $2.21 | 30.3% | 9% |
| 20260828 | $5.34 | $2.57 | 29.7% | 6% |
| 20260827 | $5.42 | $2.83 | 30.3% | 9% |
| 20260826 | $5.73 | $3.33 | 30.6% | 10% |
| 20260825 | $6.14 | $3.64 | 32.0% | 16% |
| 20260824 | $6.01 | $2.35 | 32.0% | 16% |
| 20260821 | $5.46 | $2.60 | 30.9% | 11% |
| 20260820 | $5.77 | $3.02 | 32.0% | 16% |
| 20260819 | $5.97 | $3.31 | 32.4% | 18% |
| 20260818 | $5.84 | $3.35 | 32.2% | 17% |
| 20260817 | $5.75 | $2.17 | 32.1% | 17% |
| 20260814 | $5.13 | $2.49 | 30.2% | 8% |
| 20260813 | $5.66 | $3.02 | 32.5% | 19% |
| 20260812 | $5.34 | $2.75 | 31.3% | 13% |
| 20260811 | $5.58 | $3.14 | 31.8% | 16% |
| 20260810 | $5.75 | $2.21 | 31.9% | 16% |
| 20260807 | — | — | 32.9% | 20% |
| 20260806 | $5.94 | $3.17 | 35.5% | 32% |
| 20260805 | $6.03 | $3.33 | 35.5% | 32% |
| 20260804 | $6.39 | $3.85 | 36.4% | 36% |
| 20260803 | $6.34 | $2.58 | 36.1% | 34% |
| 20260731 | $5.62 | $2.76 | 34.8% | 29% |
| 20260730 | $5.69 | $3.04 | 34.9% | 29% |
| 20260729 | $5.72 | $3.29 | 33.3% | 22% |
| 20260728 | $5.81 | $3.38 | 34.2% | 26% |
| 20260727 | $5.72 | $2.29 | 34.0% | 25% |
| 20260724 | $5.14 | $2.52 | 33.5% | 23% |
More on NFLX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.