Options Skew Analytics

NFLX option chain

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

Data as of 24 September 2026 (end of day)

2026-09-25(1 day)ATM 30.88%±1.16skew -4.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
650$9.40$9.85—$62.00—————
1516$8.55$8.80—$63.00—————
210$7.50$8.25—$64.00—————
1396$6.60$7.05—$65.00—————
341$5.55$6.20—$66.00—————
262$4.45$5.15—$67.00—————
44129$3.50$4.15—$68.0049.58%$0.01$0.022,490312
11173$2.54$3.10—$69.0037.61%$0.01$0.027,0523,062
6171,016$1.65$1.73—$70.0031.97%$0.04$0.059,9276,213
2,6452,906$0.83$0.87—$71.0030.17%$0.19$0.217,35910,009
17,0456,828$0.30$0.3331.57%$72.00—$0.65$0.7010,0203,807
17,41711,034$0.10$0.1135.01%$73.00—$1.40$1.502,981763
4,73810,353$0.04$0.0541.06%$74.00—$2.13$2.523,022433
4,34511,739$0.02$0.0348.10%$75.00—$3.20$3.453,3381,002
2,3126,858$0.01$0.0254.64%$76.00—$4.20$4.552,3814,263
—————$77.00—$5.00$5.451,4802,335
—————$78.00—$6.20$6.459542,212
—————$79.00—$7.10$7.452881,503
—————$80.00—$7.85$8.451833
—————$81.00—$9.05$9.505132,228
—————$82.00—$9.75$10.7512

Forward $71.64. The 25-delta put carries -4.84 volatility points over the 25-delta call.

2026-10-02(8 days)ATM 29.80%±3.16skew -1.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
023$9.00$10.90—$62.0045.60%$0.02$0.03594
157$8.45$9.50—$63.0042.34%$0.02$0.0478029
020$6.95$8.85—$64.0040.45%$0.04$0.055636
887$6.65$7.40—$65.0037.08%$0.05$0.062,098247
33114$5.60$6.55—$66.0034.29%$0.07$0.08644556
1199$4.65$5.35—$67.0032.21%$0.11$0.12601198
1686$3.70$4.35—$68.0030.69%$0.18$0.201,436228
25172$2.98$3.40—$69.0029.87%$0.32$0.341,5091,218
363849$2.23$2.49—$70.0029.66%$0.56$0.584,1411,674
985797$1.61$1.67—$71.0029.58%$0.90$0.951,6633,183
3,4295,699$1.11$1.1429.89%$72.00—$1.39$1.451,588714
2,8862,314$0.74$0.7630.35%$73.00—$2.00$2.081,401167
2,6182,510$0.47$0.4930.76%$74.00—$2.59$2.88977146
2,5855,140$0.29$0.3131.32%$75.00—$3.40$3.702,441721
2,2912,644$0.19$0.2032.48%$76.00—$4.30$4.601,111755
4213,142$0.12$0.1333.53%$77.00—$5.15$5.55679114
2,2141,752$0.07$0.0934.57%$78.00—$5.95$6.501,04818
7421,114$0.06$0.0737.15%$79.00—$6.95$7.6054518
6493,751$0.04$0.0538.48%$80.00—$8.05$8.5088315
107912$0.03$0.0440.42%$81.00—$9.00$9.503544
591,443$0.02$0.0442.82%$82.00—$9.80$10.80691

Forward $71.70. The 25-delta put carries -1.10 volatility points over the 25-delta call.

2026-10-09(15 days)ATM 31.36%±4.56skew -0.83
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$62.0038.38%$0.05$0.07140
—————$63.0036.68%$0.07$0.09386
561$7.45$8.85—$64.0035.17%$0.10$0.124,38218
187$6.65$7.50—$65.0033.31%$0.14$0.1531283
36$5.75$6.50—$66.0032.37%$0.21$0.2216885
151$5.00$5.40—$67.0031.61%$0.31$0.331868
114$4.15$4.65—$68.0031.16%$0.47$0.49585114
5158$3.40$3.80—$69.0030.85%$0.69$0.72877453
21142$2.73$2.85—$70.0030.96%$1.01$1.044,661803
736505$2.19$2.24—$71.0030.89%$1.38$1.461,721301
5812,618$1.68$1.7431.37%$72.00—$1.91$1.961,424235
279786$1.27$1.2931.26%$73.00—$2.49$2.5689695
1,4481,050$0.92$0.9531.20%$74.00—$2.90$3.2555622
4442,446$0.68$0.7031.68%$75.00—$3.70$4.001,54834
237981$0.49$0.5132.09%$76.00—$4.50$4.851,03914
2951,967$0.35$0.3732.55%$77.00—$5.35$5.705153
311,854$0.25$0.2733.13%$78.00—$6.20$6.6537919
2501,360$0.19$0.2134.28%$79.00—$7.15$7.5512218
1783,906$0.14$0.1635.15%$80.00—$8.25$8.5526736
31361$0.11$0.1336.46%$81.00—$9.10$9.5013547
1041,194$0.09$0.1137.97%$82.00—$9.75$10.75868

Forward $71.77. The 25-delta put carries -0.83 volatility points over the 25-delta call.

2026-10-16(22 days)ATM 31.41%±5.54skew -0.59
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$63.0034.76%$0.15$0.16815
—————$64.0033.76%$0.20$0.221242
32617$7.00$7.75—$65.0032.49%$0.27$0.2817,013437
09$6.00$6.65—$66.0032.03%$0.38$0.4023023
08$5.25$5.90—$67.0031.61%$0.53$0.5642831
115,260$4.85$5.30—$67.5031.42%$0.63$0.659,639244
1644$4.35$5.10—$68.0031.36%$0.74$0.779831,035
039$3.75$4.20—$69.0031.24%$1.02$1.041,241249
4747,785$3.15$3.30—$70.0031.19%$1.36$1.3919,9661,499
466354$2.58$2.66—$71.0031.21%$1.78$1.81723700
1,3631,438$2.10$2.1331.41%$72.00—$2.26$2.341,291416
1,2266,586$1.87$1.9131.43%$72.50—$2.56$2.619,951804
4971,050$1.67$1.7031.48%$73.00—$2.83$2.91809126
5192,117$1.31$1.3431.58%$74.00—$3.40$3.60516389
1,90029,070$1.02$1.0431.72%$75.00—$4.15$4.3020,833136
624762$0.78$0.8131.95%$76.00—$4.50$5.1010912
6,140841$0.60$0.6332.33%$77.00—$5.40$5.90117111
2336,661$0.53$0.5532.53%$77.50—$5.95$6.356,99185
83747$0.46$0.4832.65%$78.00—$6.35$6.85131
190554$0.35$0.3833.20%$79.00—$7.10$8.00210
1,78328,299$0.28$0.2933.80%$80.00—$8.25$8.659,702105

Forward $71.81. The 25-delta put carries -0.59 volatility points over the 25-delta call.

2026-10-23(29 days)ATM 44.63%±9.05skew -0.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$9.55$11.05—$62.0045.60%$0.51$0.54—3
0—$9.35$10.25—$63.0045.22%$0.65$0.67—1
099$8.60$9.00—$64.0045.02%$0.82$0.842,08660
15130$7.80$8.40—$65.0044.88%$1.02$1.052,573189
08$6.40$7.35—$66.0044.74%$1.26$1.2985959
49231$6.35$6.80—$67.0044.71%$1.54$1.58737519
1358$5.65$6.10—$68.0044.65%$1.87$1.90898322
234$5.00$5.45—$69.0044.70%$2.24$2.28455454
13416$4.50$4.85—$70.0044.75%$2.66$2.701,677570
51343$3.95$4.15—$71.0044.87%$3.10$3.20833667
102801$3.50$3.6544.81%$72.00—$3.60$3.7068348
118486$3.05$3.1544.48%$73.00—$4.10$4.3073133
132446$2.68$2.7244.55%$74.00—$4.75$4.9043321
629823$2.33$2.3644.68%$75.00—$5.35$5.5087228
572471$2.01$2.0444.76%$76.00—$5.95$6.206483
207873$1.73$1.7644.89%$77.00—$6.60$6.954471
2865,632$1.48$1.5144.98%$78.00—$7.25$7.707510
70923$1.27$1.3045.22%$79.00—$8.15$8.501292
3982,213$1.08$1.1145.34%$80.00—$8.95$9.303909
75606$0.92$0.9545.55%$81.00—$9.65$10.351581
79655$0.78$0.8145.73%$82.00—$10.45$11.05770

Forward $71.92. The 25-delta put carries -0.51 volatility points over the 25-delta call.

2026-10-30(36 days)ATM 42.58%±9.63skew -0.51
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$9.80$11.20—$62.0043.33%$0.61$0.64—1
0—$9.55$10.40—$63.0043.03%$0.76$0.79—18
010$8.60$9.35—$64.0042.87%$0.95$0.971,13526
289$7.95$8.50—$65.0042.68%$1.16$1.191,25149
33$7.20$7.75—$66.0042.52%$1.41$1.4426760
09$6.55$7.00—$67.0042.54%$1.71$1.7431753
1210$5.90$6.35—$68.0042.44%$2.04$2.07558229
227$5.20$5.75—$69.0042.51%$2.42$2.4643040
36256$4.70$5.10—$70.0042.50%$2.84$2.881,21783
18186$4.20$4.50—$71.0042.52%$3.30$3.35739229
87692$3.70$3.9542.75%$72.00—$3.80$3.9054127
32312$3.30$3.4042.47%$73.00—$4.20$4.452532
15168$2.91$2.9542.36%$74.00—$4.75$5.054273
83945$2.55$2.5842.42%$75.00—$5.35$5.703887
230567$2.23$2.2642.59%$76.00—$6.05$6.401174
57184$1.94$1.9742.70%$77.00—$6.55$7.10610
68394$1.68$1.7142.80%$78.00—$7.40$7.851130
35351$1.45$1.4842.89%$79.00—$8.00$8.65880
2851,155$1.25$1.2843.03%$80.00—$9.00$9.6523410
177246$1.08$1.1143.25%$81.00—$9.65$11.055000
46305$0.93$0.9543.37%$82.00—$10.55$11.20428

Forward $71.97. The 25-delta put carries -0.51 volatility points over the 25-delta call.

2026-11-06(43 days)ATM 42.60%±10.56skew -0.32
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0—$9.95$12.95—$61.00—————
0—$9.95$12.55—$62.00—————
0—$8.10$11.70—$63.00—————
0—$7.30$10.90—$64.00—————
0—$6.50$10.15—$65.0041.23%$1.12$1.44—8
0—$5.75$9.45—$66.0040.61%$1.34$1.66—6
2—$6.30$8.75—$67.00—————
10—$4.80$5.60—$70.0041.90%$2.76$3.35—12
—————$71.0041.74%$3.30$3.70—8
8—$4.00$4.55—$72.0042.52%$3.80$4.35—3
1—$3.45$4.2042.60%$73.00—$3.95$5.15—2
—————$74.00—$4.75$5.60—40
7—$2.55$3.0540.33%$75.00—$5.10$6.75—11
—————$76.00—$5.45$7.00—1
—————$77.00—$6.30$7.75—1
26—$1.77$2.1041.15%$78.00—$5.90$8.40—0
15—$1.43$2.0141.60%$79.00—$6.60$10.55—0
18—$1.34$1.5440.93%$80.00—$7.55$11.35—0
1—$1.03$1.6242.04%$81.00—$8.20$11.50—0
10—$0.95$1.3241.90%$82.00—$10.10$12.45—1
—————$83.00—$10.20$13.85—0

Forward $72.20. The 25-delta put carries -0.32 volatility points over the 25-delta call.

2026-11-20(57 days)ATM 39.75%±11.33skew -0.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
020$39.85$44.00—$30.00—————
012$35.85$39.05—$35.0072.02%$0.01$0.04941
056$30.95$33.75—$40.0059.62%$0.01$0.042,4120
019$25.80$28.20—$45.0053.01%$0.04$0.0628930
1719$21.10$22.65—$50.0046.12%$0.08$0.1084910
0257$16.85$17.80—$55.0042.61%$0.23$0.2513,871322
29606$12.70$13.20—$60.0040.66%$0.65$0.6738,823306
34502$8.65$8.90—$65.0039.80%$1.62$1.6524,5911,453
3571$6.95$7.10—$67.5039.67%$2.41$2.4412,378603
1853,592$5.50$5.65—$70.0039.47%$3.40$3.4518,103587
5893,451$4.25$4.3539.75%$72.50—$4.65$4.758,576453
7138,566$3.25$3.3039.74%$75.00—$6.00$6.2010,94186
4784,870$2.45$2.4839.88%$77.50—$7.85$7.953,382110
1,33218,884$1.83$1.8540.15%$80.00—$9.75$10.0020,278128
2777,099$1.35$1.3840.50%$82.50—$11.40$12.003,2575
51812,017$1.01$1.0341.05%$85.00—$13.50$14.104,54448
39012,565$0.57$0.5942.42%$90.00—$18.30$18.703,471201
2436,938$0.34$0.3644.21%$95.00—$22.90$23.651,5120
22612,485$0.22$0.2446.44%$100.00—$26.75$28.852560
2517,068$0.16$0.1748.98%$105.00—$31.95$35.10130
725,224$0.12$0.1351.56%$110.00—$37.05$39.5510

Forward $72.10. The 25-delta put carries -0.70 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.