NFLX option chain Netflix, Inc.
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 ±6.2% (77.61–87.81) · ATM IV 30.7% · P/C open interest 0.73
| 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 | |
| 35.70 | 39.95 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.0900 | 102.7% | -0.00 | 0.0003 | -0.002 | |||||
| 30.75 | 34.40 | 1 | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.0900 | 14 | 86.4% | -0.00 | 0.0005 | -0.003 | |||
| 20.85 | 24.85 | 11 | 0.99 | 0.0018 | -0.002 | 60 | 0.0100 | 0.0600 | 1 | 42 | 56.0% | -0.01 | 0.0018 | -0.005 | ||
| 18.85 | 22.80 | 0.99 | 0.0024 | -0.003 | 62 | 0.0100 | 0.1100 | 1 | 103 | 54.8% | -0.01 | 0.0024 | -0.005 | |||
| 17.85 | 21.75 | 1 | 0.99 | 0.0028 | -0.004 | 63 | 0.0200 | 0.0400 | 59 | 47.4% | -0.01 | 0.0028 | -0.006 | |||
| 16.85 | 20.85 | 0.99 | 0.0032 | -0.004 | 64 | 0.0200 | 0.0500 | 20 | 100 | 45.9% | -0.01 | 0.0032 | -0.006 | |||
| 15.90 | 19.95 | 10 | 40.3% | 0.99 | 0.0037 | -0.005 | 65 | 0.0400 | 0.0500 | 176 | 45.0% | -0.01 | 0.0038 | -0.007 | ||
| 14.90 | 18.90 | 0.98 | 0.0044 | -0.005 | 66 | 0.0300 | 0.0600 | 71 | 42.5% | -0.02 | 0.0044 | -0.007 | ||||
| 13.90 | 17.85 | 0.98 | 0.0052 | -0.006 | 67 | 0.0400 | 0.0700 | 16 | 87 | 41.3% | -0.02 | 0.0052 | -0.008 | |||
| 12.90 | 17.00 | 26 | 36.4% | 0.98 | 0.0062 | -0.007 | 68 | 0.0500 | 0.0800 | 2 | 95 | 39.8% | -0.02 | 0.0063 | -0.009 | |
| 11.95 | 15.90 | 6 | 28.0% | 0.97 | 0.0076 | -0.009 | 69 | 0.0700 | 0.0900 | 6 | 578 | 38.6% | -0.03 | 0.0076 | -0.010 | |
| 11.40 | 14.95 | 41 | 45.2% | 0.97 | 0.0092 | -0.010 | 70 | 0.0900 | 0.1100 | 13 | 365 | 37.4% | -0.03 | 0.0093 | -0.012 | |
| 11.50 | 13.30 | 1 | 29 | 49.5% | 0.96 | 0.0114 | -0.012 | 71 | 0.1100 | 0.1400 | 4 | 154 | 36.3% | -0.04 | 0.0115 | -0.014 |
| 10.85 | 11.35 | 31 | 105 | 36.0% | 0.95 | 0.0141 | -0.015 | 72 | 0.1500 | 0.1700 | 33 | 342 | 35.3% | -0.05 | 0.0142 | -0.016 |
| 9.90 | 10.40 | 7 | 78 | 35.0% | 0.94 | 0.0174 | -0.018 | 73 | 0.1900 | 0.2100 | 9 | 252 | 34.1% | -0.06 | 0.0176 | -0.019 |
| 8.95 | 9.45 | 6 | 130 | 33.6% | 0.92 | 0.0215 | -0.021 | 74 | 0.2400 | 0.2700 | 114 | 1,577 | 33.2% | -0.08 | 0.0217 | -0.022 |
| 8.00 | 8.45 | 34 | 406 | 31.2% | 0.90 | 0.0263 | -0.025 | 75 | 0.3200 | 0.3600 | 39 | 651 | 32.6% | -0.10 | 0.0265 | -0.026 |
| 7.15 | 7.65 | 1 | 205 | 32.4% | 0.87 | 0.0317 | -0.029 | 76 | 0.4300 | 0.4600 | 24 | 322 | 31.9% | -0.13 | 0.0320 | -0.030 |
| 6.30 | 6.75 | 116 | 318 | 31.5% | 0.84 | 0.0377 | -0.034 | 77 | 0.5700 | 0.6000 | 39 | 1,052 | 31.4% | -0.17 | 0.0380 | -0.035 |
| 5.50 | 5.80 | 63 | 412 | 30.0% | 0.80 | 0.0438 | -0.039 | 78 | 0.7600 | 0.7900 | 109 | 2,437 | 31.1% | -0.21 | 0.0442 | -0.040 |
| 4.75 | 5.10 | 34 | 340 | 30.5% | 0.75 | 0.0496 | -0.044 | 79 | 1.00 | 1.03 | 48 | 475 | 30.9% | -0.25 | 0.0502 | -0.045 |
| 4.15 | 4.30 | 172 | 2,012 | 30.4% | 0.69 | 0.0548 | -0.048 | 80 | 1.29 | 1.33 | 116 | 2,671 | 30.8% | -0.31 | 0.0554 | -0.049 |
| 3.50 | 3.70 | 266 | 398 | 30.6% | 0.64 | 0.0588 | -0.052 | 81 | 1.65 | 1.69 | 167 | 392 | 30.7% | -0.37 | 0.0595 | -0.053 |
| 2.98 | 3.10 | 486 | 1,156 | 30.7% | 0.58 | 0.0614 | -0.054 | 82 | 2.07 | 2.12 | 169 | 243 | 30.7% | -0.43 | 0.0622 | -0.055 |
| 2.47 | 2.58 | 512 | 503 | 30.7% | 0.51 | 0.0625 | -0.055 | 83 | 2.55 | 2.61 | 177 | 184 | 30.6% | -0.49 | 0.0634 | -0.056 |
| 2.04 | 2.09 | 52 | 709 | 30.6% | 0.45 | 0.0620 | -0.055 | 84 | 2.95 | 3.20 | 7 | 25 | 29.9% | -0.55 | 0.0631 | -0.056 |
| 1.65 | 1.70 | 735 | 2,197 | 30.6% | 0.39 | 0.0602 | -0.053 | 85 | 3.55 | 3.85 | 13 | 170 | 30.0% | -0.62 | 0.0614 | -0.054 |
| 1.33 | 1.36 | 243 | 967 | 30.6% | 0.34 | 0.0570 | -0.051 | 86 | 4.20 | 4.70 | 66 | 31.0% | -0.67 | 0.0584 | -0.051 | |
| 1.06 | 1.10 | 60 | 424 | 30.8% | 0.28 | 0.0529 | -0.047 | 87 | 5.00 | 5.45 | 31.7% | -0.73 | 0.0543 | -0.048 | ||
| 0.8300 | 0.8700 | 151 | 716 | 30.9% | 0.24 | 0.0480 | -0.043 | 88 | 5.60 | 6.25 | 1 | 37 | 30.6% | -0.78 | 0.0495 | -0.043 |
| 0.6500 | 0.6800 | 432 | 769 | 31.0% | 0.19 | 0.0427 | -0.038 | 89 | 6.45 | 7.05 | 50 | 30.8% | -0.82 | 0.0442 | -0.039 | |
| 0.5100 | 0.5400 | 356 | 1,786 | 31.3% | 0.16 | 0.0374 | -0.034 | 90 | 7.30 | 7.95 | 3 | 22 | 31.2% | -0.85 | 0.0388 | -0.034 |
| 0.4000 | 0.4200 | 8 | 294 | 31.5% | 0.13 | 0.0323 | -0.030 | 91 | 8.30 | 8.85 | 4 | 4 | 32.7% | -0.88 | 0.0340 | -0.030 |
| 0.3000 | 0.3400 | 11 | 571 | 31.8% | 0.11 | 0.0276 | -0.026 | 92 | 9.20 | 9.75 | 32.7% | -0.91 | 0.0296 | -0.026 | ||
| 0.2300 | 0.2700 | 14 | 68 | 32.2% | 0.09 | 0.0234 | -0.022 | 93 | 10.10 | 10.70 | 20 | 20 | 32.6% | -0.93 | 0.0259 | -0.023 |
| 0.1800 | 0.2100 | 3 | 84 | 32.5% | 0.07 | 0.0198 | -0.019 | 94 | 11.00 | 11.65 | 50 | 79 | 31.4% | -0.95 | 0.0232 | -0.022 |
| 0.1500 | 0.1700 | 58 | 1,262 | 33.2% | 0.06 | 0.0167 | -0.017 | 95 | 12.00 | 12.60 | 31.4% | -0.96 | 0.0207 | -0.021 | ||
| 0.0500 | 0.0700 | 84 | 1,072 | 36.3% | 0.02 | 0.0075 | -0.009 | 100 | 15.35 | 19.35 | 44.7% | -1.00 | 0.0042 | -0.009 | ||
| 0.0200 | 0.0500 | 14 | 85 | 41.0% | 0.01 | 0.0040 | -0.006 | 105 | 20.35 | 24.35 | 53.7% | -1.00 | 0.0000 | -0.009 | ||
| 0.0100 | 0.0400 | 2 | 33 | 45.9% | 0.01 | 0.0025 | -0.004 | 110 | 25.35 | 29.35 | 62.1% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0600 | 274 | 54.2% | 0.01 | 0.0016 | -0.004 | 115 | 30.25 | 34.35 | 64.4% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0200 | 50 | 62 | 54.9% | 0.00 | 0.0012 | -0.003 | 120 | 35.35 | 39.35 | 77.4% | -1.00 | 0.0000 | -0.009 | ||
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.