NFLX option chain Netflix, Inc.
Cboe delayed options data · as of 18:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.8% (61.37–77.72) · ATM IV 49.5% · P/C open interest 1.11
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 33.50 | 35.95 | 12 | 105.7% | 1.00 | 0.0007 | 0.000 | 35 | 0 | 0.1300 | 1 | 192 | 104.0% | -0.00 | 0.0007 | -0.004 | |
| 28.90 | 30.90 | 79 | 104.1% | 0.99 | 0.0012 | -0.001 | 40 | 0 | 0.1200 | 22 | 11.5K | 84.6% | -0.01 | 0.0012 | -0.005 | |
| 24.25 | 25.40 | 26 | 76.9% | 0.99 | 0.0023 | -0.004 | 45 | 0.0200 | 0.1000 | 22 | 1,512 | 68.3% | -0.01 | 0.0023 | -0.007 | |
| 19.55 | 20.15 | 12 | 571 | 60.9% | 0.98 | 0.0046 | -0.008 | 50 | 0.0800 | 0.1300 | 81 | 2,017 | 58.5% | -0.02 | 0.0046 | -0.010 |
| 14.85 | 15.55 | 30 | 216 | 60.1% | 0.94 | 0.0103 | -0.017 | 55 | 0.2600 | 0.2800 | 106 | 14.0K | 52.8% | -0.06 | 0.0104 | -0.019 |
| 12.45 | 12.95 | 1 | 112 | 51.0% | 0.91 | 0.0152 | -0.025 | 57.5 | 0.4200 | 0.4800 | 34 | 1,317 | 50.9% | -0.09 | 0.0153 | -0.026 |
| 11.05 | 12.10 | 55.0% | 0.88 | 0.0187 | -0.030 | 59 | 0.6100 | 0.6500 | 32 | 50.5% | -0.12 | 0.0189 | -0.032 | |||
| 10.35 | 10.80 | 8 | 805 | 51.1% | 0.86 | 0.0213 | -0.034 | 60 | 0.7600 | 0.8000 | 794 | 53.0K | 50.2% | -0.14 | 0.0214 | -0.036 |
| 9.05 | 10.70 | 53.1% | 0.84 | 0.0238 | -0.038 | 61 | 0.9400 | 0.9900 | 316 | 50.2% | -0.17 | 0.0240 | -0.040 | |||
| 8.65 | 9.30 | 50.7% | 0.81 | 0.0264 | -0.043 | 62 | 1.15 | 1.19 | 101 | 49.9% | -0.19 | 0.0266 | -0.044 | |||
| 8.35 | 8.90 | 173 | 51.1% | 0.79 | 0.0277 | -0.045 | 62.5 | 1.27 | 1.32 | 1,104 | 4,606 | 50.0% | -0.21 | 0.0278 | -0.046 | |
| 7.85 | 8.55 | 3 | 50.1% | 0.78 | 0.0289 | -0.047 | 63 | 1.36 | 1.45 | 227 | 49.6% | -0.22 | 0.0291 | -0.048 | ||
| 6.90 | 7.85 | 48.4% | 0.74 | 0.0312 | -0.050 | 64 | 1.64 | 1.73 | 126 | 49.5% | -0.26 | 0.0314 | -0.051 | |||
| 6.75 | 6.90 | 72 | 1,545 | 50.2% | 0.71 | 0.0332 | -0.054 | 65 | 1.97 | 2.04 | 3,698 | 22.9K | 49.5% | -0.29 | 0.0335 | -0.055 |
| 6.10 | 6.30 | 5 | 50.4% | 0.67 | 0.0350 | -0.057 | 66 | 2.31 | 2.40 | 334 | 49.4% | -0.33 | 0.0353 | -0.058 | ||
| 5.50 | 5.65 | 27 | 50.0% | 0.64 | 0.0365 | -0.059 | 67 | 2.71 | 2.80 | 56 | 49.4% | -0.36 | 0.0368 | -0.060 | ||
| 5.20 | 5.30 | 83 | 2,894 | 49.5% | 0.62 | 0.0371 | -0.060 | 67.5 | 2.92 | 3.05 | 311 | 15.4K | 49.6% | -0.38 | 0.0374 | -0.061 |
| 4.90 | 5.10 | 11 | 49.8% | 0.60 | 0.0376 | -0.061 | 68 | 3.10 | 3.25 | 68 | 49.2% | -0.40 | 0.0379 | -0.062 | ||
| 4.35 | 4.55 | 29 | 49.4% | 0.56 | 0.0384 | -0.063 | 69 | 3.65 | 3.75 | 46 | 49.8% | -0.44 | 0.0387 | -0.063 | ||
| 3.90 | 4.05 | 2,000 | 7,679 | 49.5% | 0.52 | 0.0388 | -0.063 | 70 | 4.15 | 4.25 | 756 | 21.7K | 49.5% | -0.48 | 0.0392 | -0.064 |
| 3.45 | 3.65 | 131 | 49.7% | 0.48 | 0.0388 | -0.063 | 71 | 4.65 | 4.85 | 70 | 49.4% | -0.52 | 0.0392 | -0.064 | ||
| 3.05 | 3.20 | 28 | 49.4% | 0.45 | 0.0385 | -0.063 | 72 | 5.25 | 5.40 | 28 | 49.2% | -0.56 | 0.0390 | -0.063 | ||
| 2.89 | 2.97 | 431 | 9,775 | 49.4% | 0.43 | 0.0383 | -0.062 | 72.5 | 5.55 | 5.75 | 53 | 12.3K | 49.4% | -0.58 | 0.0388 | -0.063 |
| 2.70 | 2.80 | 220 | 49.3% | 0.41 | 0.0379 | -0.062 | 73 | 5.85 | 6.05 | 10 | 49.1% | -0.59 | 0.0385 | -0.062 | ||
| 2.36 | 2.46 | 77 | 49.3% | 0.37 | 0.0370 | -0.060 | 74 | 6.55 | 6.75 | 4 | 49.5% | -0.63 | 0.0376 | -0.060 | ||
| 2.07 | 2.11 | 2,990 | 14.7K | 49.0% | 0.34 | 0.0359 | -0.058 | 75 | 7.25 | 7.45 | 213 | 10.9K | 49.5% | -0.67 | 0.0365 | -0.058 |
| 1.79 | 1.85 | 169 | 49.0% | 0.31 | 0.0345 | -0.055 | 76 | 7.70 | 8.40 | 6 | 49.1% | -0.70 | 0.0352 | -0.056 | ||
| 1.54 | 1.62 | 109 | 49.0% | 0.27 | 0.0328 | -0.052 | 77 | 8.65 | 9.05 | 49.7% | -0.73 | 0.0336 | -0.053 | |||
| 1.43 | 1.49 | 447 | 12.6K | 48.9% | 0.26 | 0.0320 | -0.051 | 77.5 | 8.95 | 9.35 | 1 | 3,639 | 48.3% | -0.75 | 0.0328 | -0.051 |
| 1.33 | 1.37 | 108 | 48.8% | 0.25 | 0.0311 | -0.049 | 78 | 8.95 | 9.80 | 45.4% | -0.76 | 0.0319 | -0.049 | |||
| 1.13 | 1.21 | 316 | 48.9% | 0.22 | 0.0291 | -0.046 | 79 | 9.50 | 10.85 | 44.9% | -0.79 | 0.0300 | -0.046 | |||
| 0.9900 | 1.01 | 2,209 | 28.6K | 48.8% | 0.19 | 0.0272 | -0.043 | 80 | 10.95 | 11.50 | 169 | 19.3K | 48.6% | -0.82 | 0.0281 | -0.043 |
| 0.8200 | 0.8900 | 25 | 48.9% | 0.17 | 0.0251 | -0.039 | 81 | 11.75 | 12.95 | 53.6% | -0.84 | 0.0261 | -0.040 | |||
| 0.7200 | 0.7500 | 74 | 49.0% | 0.15 | 0.0231 | -0.036 | 82 | 12.20 | 13.30 | 2 | 43.2% | -0.86 | 0.0241 | -0.036 | ||
| 0.6600 | 0.6900 | 211 | 10.8K | 48.9% | 0.14 | 0.0221 | -0.035 | 82.5 | 13.25 | 13.65 | 10 | 3,104 | 49.4% | -0.87 | 0.0232 | -0.035 |
| 0.6200 | 0.6300 | 181 | 49.0% | 0.13 | 0.0211 | -0.033 | 83 | 13.05 | 14.40 | 44.8% | -0.88 | 0.0222 | -0.033 | |||
| 0.4500 | 0.4700 | 584 | 15.1K | 49.3% | 0.10 | 0.0174 | -0.028 | 85 | 15.55 | 16.00 | 54 | 4,253 | 50.7% | -0.91 | 0.0186 | -0.028 |
| 0.2100 | 0.2200 | 740 | 14.5K | 50.5% | 0.05 | 0.0104 | -0.017 | 90 | 20.25 | 20.85 | 33 | 3,450 | 51.8% | -0.96 | 0.0115 | -0.017 |
| 0.1000 | 0.1100 | 458 | 7,397 | 52.0% | 0.03 | 0.0062 | -0.011 | 95 | 24.85 | 26.40 | 79 | 64.4% | -0.99 | 0.0066 | -0.010 | |
| 0.0600 | 0.0700 | 694 | 13.8K | 55.1% | 0.02 | 0.0039 | -0.008 | 100 | 29.85 | 31.15 | 127 | 64.2% | -1.00 | 0.0016 | -0.007 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs