NFLX Implied Volatility
NFLX $63.90 · Updated Oct 26, 4:00 PM ET
NFLX at-the-money implied volatility is 35.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.4%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 64 | 35.2% |
| Nov 6, 2026 | 11 | 64 | 33.1% |
| Nov 13, 2026 | 18 | 64 | 32.7% |
| Nov 20, 2026 | 25 | 64 | 32.7% |
| Nov 27, 2026 | 32 | 64 | 31.4% |
| Dec 4, 2026 | 39 | 64 | 34.6% |
| Dec 18, 2026 | 53 | 64 | 32.6% |
| Jan 15, 2027 | 81 | 64 | 34.4% |
| Mar 19, 2027 | 144 | 65 | 37.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 56 | 135.2% | n/a |
| 57 | 68.2% | 51.6% |
| 58 | 62.9% | 52.0% |
| 59 | 108.9% | 47.5% |
| 60 | 51.6% | 39.5% |
| 61 | 47.9% | 37.3% |
| 62 | 39.4% | 35.7% |
| 63 | 36.8% | 35.2% |
| 64 | 35.9% | 34.4% |
| 65 | 35.4% | 34.5% |
| 66 | 35.2% | 35.7% |
| 67 | 36.5% | 41.6% |
| 68 | 38.5% | 53.6% |
| 69 | 42.4% | 62.0% |
| 70 | 46.9% | 55.9% |
| 71 | 50.4% | 81.4% |
| 72 | 54.3% | 100.0% |
How this is calculated: Implied Volatility methodology