NFLX option chain Netflix, Inc.
Cboe delayed options data · as of 06:36 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 ±14.3% (70.59–94.24) · ATM IV 38.4% · P/C open interest 1.29
| 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 | |
| 36.10 | 40.30 | 17 | 53.4% | 0.99 | 0.0009 | 0.000 | 45 | 0.0100 | 0.1700 | 1 | 243 | 61.2% | -0.01 | 0.0009 | -0.003 | |
| 32.05 | 34.85 | 568 | 61.2% | 0.99 | 0.0016 | -0.001 | 50 | 0.0100 | 0.2100 | 88 | 848 | 53.3% | -0.01 | 0.0016 | -0.004 | |
| 28.25 | 30.30 | 1 | 67 | 70.2% | 0.98 | 0.0028 | -0.003 | 55 | 0.0400 | 0.2800 | 9 | 13.2K | 47.2% | -0.02 | 0.0028 | -0.006 |
| 22.65 | 25.20 | 10 | 563 | 51.3% | 0.96 | 0.0053 | -0.007 | 60 | 0.2800 | 0.4200 | 52 | 37.9K | 44.8% | -0.04 | 0.0053 | -0.009 |
| 17.45 | 20.00 | 435 | 36.5% | 0.92 | 0.0094 | -0.013 | 65 | 0.6100 | 0.7600 | 332 | 19.4K | 42.2% | -0.08 | 0.0095 | -0.015 | |
| 15.25 | 17.75 | 20 | 554 | 36.5% | 0.89 | 0.0121 | -0.017 | 67.5 | 0.8900 | 0.9400 | 69 | 8,089 | 40.6% | -0.11 | 0.0122 | -0.019 |
| 14.15 | 14.85 | 15 | 2,313 | 37.9% | 0.85 | 0.0151 | -0.021 | 70 | 1.26 | 1.31 | 100 | 12.2K | 39.9% | -0.15 | 0.0153 | -0.022 |
| 12.25 | 13.15 | 8 | 1,635 | 39.4% | 0.81 | 0.0181 | -0.025 | 72.5 | 1.72 | 1.88 | 262 | 5,085 | 39.4% | -0.20 | 0.0184 | -0.026 |
| 10.60 | 11.00 | 67 | 6,375 | 38.5% | 0.75 | 0.0210 | -0.029 | 75 | 2.25 | 2.54 | 90 | 9,830 | 38.6% | -0.25 | 0.0214 | -0.030 |
| 9.05 | 9.30 | 10 | 3,717 | 38.6% | 0.69 | 0.0235 | -0.032 | 77.5 | 3.10 | 3.45 | 63 | 1,917 | 38.8% | -0.31 | 0.0240 | -0.034 |
| 7.55 | 7.85 | 249 | 13.1K | 38.5% | 0.63 | 0.0254 | -0.035 | 80 | 4.15 | 4.40 | 1,352 | 18.8K | 38.7% | -0.38 | 0.0260 | -0.036 |
| 6.35 | 6.45 | 680 | 6,810 | 38.4% | 0.56 | 0.0266 | -0.036 | 82.5 | 5.20 | 5.65 | 195 | 2,375 | 38.4% | -0.44 | 0.0273 | -0.037 |
| 5.10 | 5.30 | 426 | 10.0K | 38.1% | 0.50 | 0.0270 | -0.037 | 85 | 6.70 | 6.85 | 240 | 4,094 | 38.3% | -0.51 | 0.0278 | -0.038 |
| 3.30 | 3.45 | 648 | 10.2K | 38.0% | 0.37 | 0.0257 | -0.035 | 90 | 9.80 | 10.20 | 34 | 3,536 | 38.5% | -0.64 | 0.0269 | -0.036 |
| 2.10 | 2.25 | 435 | 4,826 | 38.5% | 0.26 | 0.0222 | -0.030 | 95 | 13.20 | 14.20 | 5 | 1,401 | 37.9% | -0.76 | 0.0237 | -0.031 |
| 1.23 | 1.38 | 398 | 10.2K | 38.2% | 0.18 | 0.0177 | -0.025 | 100 | 17.40 | 18.45 | 30 | 728 | 37.8% | -0.84 | 0.0195 | -0.025 |
| 0.8400 | 0.8900 | 428 | 15.2K | 39.5% | 0.12 | 0.0135 | -0.019 | 105 | 20.70 | 24.60 | 30 | 40.4% | -0.91 | 0.0153 | -0.020 | |
| 0.4100 | 0.6800 | 121 | 5,303 | 40.1% | 0.09 | 0.0100 | -0.015 | 110 | 25.50 | 29.10 | 56 | 37.5% | -0.95 | 0.0123 | -0.017 | |
| 0.3400 | 0.3900 | 67 | 5,990 | 41.2% | 0.06 | 0.0074 | -0.011 | 115 | 30.15 | 34.35 | 8 | -0.99 | 0.0093 | -0.011 | ||
| 0.1700 | 0.2800 | 30 | 4,177 | 41.6% | 0.04 | 0.0055 | -0.009 | 120 | 35.20 | 39.35 | -1.00 | 0.0010 | -0.008 | |||
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