Options Skew Analytics

NFLX option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 35.06%±3.09skew +2.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
16$9.35$10.90—$54.0053.28%$0.01$0.03243339
1724$8.40$9.45—$55.0055.25%$0.02$0.083,4594
2834$7.30$8.40—$56.0047.60%$0.03$0.0527878
1933$6.50$7.45—$57.0042.82%$0.04$0.051,482513
53161$5.55$6.15—$58.0040.94%$0.07$0.0835,792821
1717$4.55$5.15—$59.0039.12%$0.12$0.131,3162,742
69279$3.75$3.90—$60.0038.05%$0.21$0.232,5673,316
381574$2.95$3.05—$61.0036.90%$0.36$0.389852,899
4541,485$2.20$2.25—$62.0036.27%$0.60$0.631,5082,262
1,5811,717$1.55$1.58—$63.0035.60%$0.95$0.981,3792,317
4,2081,682$1.03$1.0534.85%$64.00—$1.41$1.463,1452,005
11,6045,192$0.64$0.6634.45%$65.00—$2.02$2.114,8531,871
4,9973,272$0.37$0.3934.15%$66.00—$2.72$2.87890307
8,8284,174$0.22$0.2334.81%$67.00—$3.55$3.801,163193
2,1162,819$0.13$0.1435.88%$68.00—$4.40$4.7061949
1,9782,105$0.08$0.1037.86%$69.00—$5.10$5.6547187
1,5714,191$0.06$0.0740.26%$70.00—$6.00$6.7534171
1681,576$0.04$0.0542.13%$71.00—$6.90$7.6026444
1,0496,799$0.03$0.0444.65%$72.00—$7.90$8.6518831
2361,139$0.03$0.0448.76%$73.00—$8.85$9.609023
31609$0.02$0.0350.25%$74.00—$9.75$10.60179

Forward $63.60. The 25-delta put carries +2.13 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 35.67%±4.44skew +1.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
16299$8.55$9.25—$55.0043.08%$0.08$0.0915,76675
37130$6.15$7.05—$57.5039.35%$0.20$0.213,101758
61,232$4.90$5.35—$59.0037.90%$0.35$0.3813,129108
1701,729$4.05$4.30—$60.0037.11%$0.52$0.5435,740755
32376$3.30$3.75—$61.0036.49%$0.75$0.772,234434
1112,476$2.69$2.76—$62.0036.29%$1.06$1.103,488468
141,493$2.36$2.45—$62.5036.07%$1.24$1.296,500275
1623,386$2.09$2.15—$63.0035.92%$1.45$1.504,1341,339
1,2112,319$1.57$1.6235.59%$64.00—$1.93$1.992,221689
3,4297,869$1.15$1.1835.16%$65.00—$2.50$2.5523,002583
6946,424$0.82$0.8635.15%$66.00—$3.15$3.252,504147
7566,960$0.57$0.6135.15%$67.00—$3.90$4.001,875337
2375,735$0.47$0.5035.03%$67.50—$4.05$4.4014,712516
2,1003,418$0.40$0.4335.51%$68.00—$4.55$4.901,93523
2555,977$0.28$0.3035.98%$69.00—$5.20$5.801,53124
2,93924,751$0.20$0.2136.65%$70.00—$6.30$6.7025,37863
2453,435$0.15$0.1637.94%$71.00—$7.20$7.7048539
9523,039$0.11$0.1238.99%$72.00—$8.00$8.653228
2629,982$0.10$0.1139.95%$72.50—$8.55$9.1510,71225
103,267$0.08$0.1040.38%$73.00—$9.10$9.70732
102,057$0.07$0.1143.55%$74.00—$9.60$10.65395

Forward $63.63. The 25-delta put carries +1.34 volatility points over the 25-delta call.

2026-11-27(21 days)ATM 34.01%±5.20skew +1.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$9.25$11.00—$54.00—————
056$8.30$9.90—$55.0038.80%$0.12$0.1562517
03$7.40$8.90—$56.0037.57%$0.17$0.201,0088
42$6.75$7.20—$57.0036.64%$0.24$0.281,21924
4118$5.85$6.75—$58.0036.13%$0.35$0.401,51112
026$4.90$6.05—$59.0035.51%$0.50$0.552,22551
086$4.30$4.90—$60.0035.20%$0.71$0.762,455224
0143$3.55$4.15—$61.0034.71%$0.96$1.03548109
38441$3.00$3.10—$62.0034.50%$1.30$1.372,115120
431,637$2.38$2.48—$63.0034.17%$1.70$1.781,03368
220410$1.89$1.9533.99%$64.00—$2.19$2.273,110178
7311,412$1.45$1.5133.68%$65.00—$2.75$2.8484862
1672,568$1.09$1.1633.57%$66.00—$3.35$3.5026546
3774,438$0.81$0.8633.41%$67.00—$4.05$4.3048827
8621,156$0.60$0.6333.45%$68.00—$4.65$5.051043
110392$0.44$0.4833.88%$69.00—$5.35$5.901412
3413,009$0.32$0.3433.95%$70.00—$6.10$6.9054312
801,370$0.24$0.2634.66%$71.00—$6.75$7.90330
491,722$0.18$0.2035.38%$72.00—$7.65$8.80634
1,0711,226$0.14$0.1636.37%$73.00—$8.45$9.757747
251,580$0.11$0.1437.71%$74.00—$9.50$11.15620

Forward $63.69. The 25-delta put carries +1.79 volatility points over the 25-delta call.

2026-12-04(28 days)ATM 34.55%±6.10skew +1.80
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$9.70$11.10—$54.00—————
44117$8.85$9.10—$55.0038.40%$0.21$0.261,26819
—————$56.0037.58%$0.30$0.3316078
031$6.95$8.10—$57.0037.08%$0.42$0.4410191
69$6.10$6.90—$58.0036.17%$0.53$0.5966161
4382$5.25$5.65—$59.0035.49%$0.69$0.7822165
579$4.60$5.45—$60.0035.30%$0.96$1.00883135
326$3.90$4.15—$61.0034.79%$1.20$1.3219825
45779$3.25$3.55—$62.0034.55%$1.56$1.6733716
89380$2.71$2.84—$63.0034.41%$1.98$2.1025920
150307$2.25$2.3834.55%$64.00—$2.43$2.6739246
272477$1.80$1.8533.72%$65.00—$2.96$3.1521535
151695$1.40$1.4833.47%$66.00—$3.60$3.801313
78881$1.09$1.1733.44%$67.00—$4.05$4.507413
52540$0.82$0.9433.50%$68.00—$4.75$5.35313
88773$0.65$0.7033.53%$69.00—$5.45$6.151181
4061,510$0.50$0.5433.74%$70.00—$6.30$7.00871
2161,054$0.38$0.4434.29%$71.00—$7.15$7.90162
79385$0.28$0.3334.29%$72.00—$7.55$9.2590
10232$0.23$0.2735.21%$73.00—$8.70$9.851616
86133$0.19$0.2336.28%$74.00—$9.45$11.30311

Forward $63.76. The 25-delta put carries +1.80 volatility points over the 25-delta call.

2026-12-11(35 days)ATM 34.18%±6.76skew +1.60
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$9.55$11.60—$54.00—————
21$8.80$9.80—$55.0038.35%$0.27$0.42563
40$7.95$8.75—$56.00—————
30$7.10$7.85—$57.0036.86%$0.52$0.621422
02$6.20$7.70—$58.0036.43%$0.68$0.801659
—————$59.0034.39%$0.76$0.951124
04$4.80$5.15—$60.0035.51%$1.13$1.267880
—————$61.0034.25%$1.32$1.552914
138$3.50$3.85—$62.0034.42%$1.61$2.041104
4677$2.97$3.30—$63.0033.55%$2.09$2.301564
887$2.50$2.7834.19%$64.00—$2.52$2.962413
3690$2.00$2.3834.09%$65.00—$3.00$3.505017
15142$1.62$1.9433.77%$66.00—$3.65$4.10111
27110$1.28$1.4632.68%$67.00—$4.30$4.7514
1081$1.05$1.2033.14%$68.00—$5.10$5.5506
1949$0.83$1.0533.91%$69.00—$5.65$6.8510
146254$0.70$0.8234.20%$70.00—$6.50$7.15221
89135$0.53$0.6534.06%$71.00—$7.35$8.0502
17278$0.41$0.4833.74%$72.00—————
356$0.32$0.4434.75%$73.00—————
14150$0.17$0.2634.46%$75.00—$10.20$12.3010

Forward $63.90. The 25-delta put carries +1.60 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 34.47%±7.46skew +2.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
3211$10.00$10.35—$54.0038.33%$0.34$0.372,657300
28455$9.10$9.70—$55.0037.86%$0.45$0.474,27489
0630$8.25$9.20—$56.0037.29%$0.57$0.6043,93632
0516$7.45$8.40—$57.0036.78%$0.72$0.762,327148
0947$6.65$7.45—$58.0036.40%$0.92$0.955,1691,089
341,029$5.90$6.55—$59.0035.90%$1.13$1.193,994163
1121,696$5.20$5.35—$60.0035.61%$1.42$1.4667,5181,755
190711$4.50$4.70—$61.0035.37%$1.74$1.804,5901,033
1671,728$3.90$4.05—$62.0034.90%$2.11$2.155,754477
1952,290$3.35$3.45—$63.0034.42%$2.53$2.558,445594
1,16943,578$2.86$2.9234.51%$64.00—$3.00$3.105,2691,558
2,5045,853$2.40$2.4634.27%$65.00—$3.50$3.6511,783396
4132,418$2.00$2.0634.13%$66.00—$4.10$4.254,46377
5563,840$1.64$1.7133.94%$67.00—$4.75$4.853,45020
1,1764,926$1.33$1.3833.58%$68.00—$5.45$5.605,257162
2632,531$1.08$1.1433.63%$69.00—$5.90$6.454,13815
2,54518,373$0.89$0.9133.64%$70.00—$6.85$7.2019,989737
1053,054$0.70$0.7533.66%$71.00—$7.80$8.003,34110
4245,586$0.57$0.6033.78%$72.00—$8.30$9.004,54222
1262,754$0.46$0.4833.92%$73.00—$9.25$9.854,602178
723,723$0.37$0.4034.27%$74.00—$10.15$10.803,62020

Forward $63.84. The 25-delta put carries +2.27 volatility points over the 25-delta call.

2026-12-24(48 days)ATM 34.60%±8.04skew +1.75
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$54.0038.44%$0.34$0.5304
—————$55.0037.74%$0.47$0.61024
—————$56.0037.49%$0.55$0.8301
—————$57.0036.38%$0.71$0.9301
—————$58.0036.53%$0.88$1.23030
—————$59.0035.60%$1.10$1.4106
20$5.15$5.65—$60.0035.41%$1.45$1.64118
250$4.50$5.70—$61.0034.81%$1.68$2.0106
230$4.10$4.40—$62.0034.28%$1.92$2.4703
70$3.35$3.85—$63.0033.85%$2.30$2.90108
561$3.00$3.45—$64.0034.78%$2.96$3.40014
25921$2.61$2.8734.41%$65.00—$3.40$4.0041
03$2.17$2.4734.21%$66.00—$4.00$4.6543
147$1.85$2.0033.76%$67.00—$4.65$5.2040
41$1.43$1.7933.71%$68.00—————
10$1.10$1.5133.26%$69.00—$5.95$6.7001
24726$1.05$1.1933.85%$70.00—$6.40$7.7520
010$0.73$1.0533.39%$71.00—————
48$0.61$0.8533.48%$72.00—$7.85$9.4054
250$0.53$0.8535.23%$73.00—————
60$0.39$0.6234.08%$74.00—$9.45$11.3001

Forward $64.05. The 25-delta put carries +1.75 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 35.32%±9.91skew +3.17
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0114$10.50$11.80—$54.0038.58%$0.75$0.85938115
30742$9.85$10.85—$55.0038.21%$0.92$1.0111,00371
0172$9.05$10.10—$56.0038.04%$1.16$1.183,951342
1740$8.30$9.05—$57.0037.50%$1.31$1.4412,60333
3676$7.55$8.15—$58.0037.45%$1.63$1.676,772362
5418$6.85$7.05—$59.0036.69%$1.84$1.954,6251,246
2434,339$6.20$6.60—$60.0036.55%$2.16$2.3016,720837
2775$5.60$5.75—$61.0036.43%$2.56$2.655,271243
622,343$5.00$5.30—$62.0035.95%$2.91$3.0512,612820
3604,609$4.45$4.60—$63.0035.54%$3.30$3.507,55444
1,5022,482$3.90$4.05—$64.0035.51%$3.80$4.0017,153466
3,4586,188$3.45$3.5535.27%$65.00—$4.30$4.4560,498144
9782,178$3.00$3.1034.91%$66.00—$4.80$5.057,31679
5052,250$2.63$2.7334.92%$67.00—$5.40$5.706,032101
4086,299$2.30$2.3534.74%$68.00—$6.00$6.356,7585
2543,290$1.95$2.1334.90%$69.00—$6.70$7.059,0982
1,82117,652$1.72$1.7434.49%$70.00—$7.40$7.8034,85135
285,396$1.44$1.5934.73%$71.00—$8.00$8.555,37253
1355,268$1.23$1.3034.28%$72.00—$8.80$9.355,8672
3013,520$1.08$1.1034.39%$73.00—$9.55$10.253,13883
891,916$0.90$1.0034.66%$74.00—$10.45$11.104,2421

Forward $64.08. The 25-delta put carries +3.17 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.