NFLX option chain Netflix, Inc.
Cboe delayed options data · as of 00:36 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 ±30.5% (57.16–107.31) · ATM IV 37.6% · P/C open interest 2.17
| 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 | |
| 38.00 | 42.35 | 12 | 33.6% | 0.96 | 0.0025 | 0.000 | 45 | 0 | 0.7700 | 61 | 37.4% | -0.04 | 0.0025 | -0.004 | ||
| 34.00 | 38.50 | 20 | 40.4% | 0.94 | 0.0036 | -0.001 | 50 | 0.9500 | 1.25 | 27 | 40.6% | -0.07 | 0.0037 | -0.006 | ||
| 30.00 | 34.50 | 4 | 6 | 40.6% | 0.91 | 0.0049 | -0.004 | 55 | 1.57 | 1.92 | 2 | 293 | 39.7% | -0.10 | 0.0051 | -0.007 |
| 27.35 | 30.90 | 49 | 43.9% | 0.87 | 0.0064 | -0.006 | 60 | 2.58 | 2.84 | 2 | 126 | 39.4% | -0.14 | 0.0067 | -0.009 | |
| 23.75 | 26.10 | 7 | 37 | 40.0% | 0.83 | 0.0079 | -0.008 | 65 | 3.60 | 4.05 | 17 | 116 | 38.5% | -0.18 | 0.0084 | -0.011 |
| 21.00 | 21.85 | 9 | 73 | 38.6% | 0.77 | 0.0093 | -0.010 | 70 | 5.05 | 5.55 | 21 | 193 | 37.9% | -0.24 | 0.0099 | -0.013 |
| 18.05 | 18.90 | 95 | 38.4% | 0.72 | 0.0106 | -0.012 | 75 | 7.15 | 7.40 | 19 | 492 | 38.0% | -0.30 | 0.0114 | -0.015 | |
| 15.35 | 16.15 | 107 | 78 | 37.9% | 0.66 | 0.0115 | -0.014 | 80 | 9.05 | 9.60 | 4 | 981 | 37.3% | -0.36 | 0.0126 | -0.016 |
| 13.10 | 13.80 | 21 | 102 | 37.8% | 0.60 | 0.0122 | -0.015 | 85 | 11.55 | 12.15 | 6 | 676 | 37.0% | -0.43 | 0.0135 | -0.017 |
| 11.05 | 11.60 | 33 | 129 | 37.4% | 0.54 | 0.0125 | -0.015 | 90 | 14.45 | 15.05 | 48 | 8 | 36.8% | -0.49 | 0.0142 | -0.017 |
| 9.35 | 9.70 | 58 | 129 | 37.1% | 0.49 | 0.0126 | -0.016 | 95 | 17.65 | 18.85 | 36 | 37.6% | -0.56 | 0.0146 | -0.017 | |
| 7.80 | 8.25 | 10 | 132 | 37.1% | 0.43 | 0.0124 | -0.015 | 100 | 21.40 | 22.35 | 105 | 108 | 37.9% | -0.62 | 0.0148 | -0.017 |
| 6.55 | 7.25 | 39 | 22 | 37.6% | 0.38 | 0.0120 | -0.015 | 105 | 25.35 | 26.05 | 95 | 10 | 38.1% | -0.68 | 0.0148 | -0.017 |
| 5.50 | 6.15 | 10 | 92 | 37.6% | 0.34 | 0.0115 | -0.015 | 110 | 29.10 | 30.15 | 37.9% | -0.73 | 0.0147 | -0.016 | ||
| 4.90 | 5.20 | 20 | 354 | 38.1% | 0.30 | 0.0109 | -0.014 | 115 | 33.30 | 34.45 | 38.1% | -0.79 | 0.0144 | -0.015 | ||
| 3.90 | 4.45 | 5 | 46 | 37.9% | 0.26 | 0.0102 | -0.013 | 120 | 37.45 | 39.05 | 38.0% | -0.84 | 0.0142 | -0.015 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs