NFLX Implied Volatility
NFLX $63.80 · Updated Oct 26, 4:00 PM ET
NFLX at-the-money implied volatility is 34.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 30.3%. 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 | 34.7% |
| Nov 6, 2026 | 11 | 64 | 32.5% |
| Nov 13, 2026 | 18 | 64 | 32.0% |
| Nov 20, 2026 | 25 | 64 | 31.1% |
| Nov 27, 2026 | 32 | 64 | 30.3% |
| Dec 4, 2026 | 39 | 64 | 31.8% |
| Dec 18, 2026 | 53 | 64 | 31.6% |
| Jan 15, 2027 | 81 | 64 | 33.6% |
| Mar 19, 2027 | 144 | 65 | 36.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 56 | 0.0% | 97.7% |
| 57 | 58.8% | 51.9% |
| 58 | 55.6% | 48.0% |
| 59 | 0.0% | 45.6% |
| 60 | 35.7% | 39.1% |
| 61 | 37.1% | 37.4% |
| 62 | 35.8% | 36.0% |
| 63 | 35.3% | 35.2% |
| 64 | 34.7% | 34.7% |
| 65 | 34.2% | 34.4% |
| 66 | 34.2% | 34.8% |
| 67 | 35.6% | 28.1% |
| 68 | 37.3% | 44.4% |
| 69 | 41.1% | 0.0% |
| 70 | 45.3% | 0.0% |
| 71 | 48.5% | 0.0% |
| 72 | 53.9% | 102.2% |
How this is calculated: Implied Volatility methodology