Netflix (NFLX)

Netflix

NFLX

Q2 2026 Earnings

Reports in

-2days

Thu, Jul 16 · After close

Options-implied move

±10.7%

$66.97 · $83.03 · via ATM straddle

ATM IV

66.3%

Δ term slope -8.3 v/30d

IV-based EM

±13.4%

σ 66% · 15d

ATM Straddle

$8.03

Strike $75.00

IV Rank

100%

52w 24–53%

Provider signals

Crowding and flow context

Signal score 54

Short days

1.8

104.1M shares short

P/C volume

0.49x

210K puts / 425.4K calls

P/C OI

0.48x

454.3K puts / 950.1K calls

Actions

0/3

dividend / split events

massive · short 2026-06-30 · IV coverage 62%

Expected move

Probability density around spot

Log-normal model with ATM IV 66.3% over 15 days. Range $66.97–$83.03.

$59.88 · -20.2%Spot $75.00$90.12 · +20.2%

Spot

−10.7%

+10.7%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $75	15d	66.30%	0.512	0.0397	0.06	-0.14	$8.03
Aug 14 K $76	29d	55.22%	0.488	0.0333	0.08	-0.09	$9.39
Aug 28 K $76	43d	46.38%	0.499	0.0363	0.10	-0.06	$9.63
Sep 18 K $76	64d	44.25%	0.508	0.0290	0.12	-0.05	$11.15

Options data · as of 2026-07-16Method: options math baseline