| 2.4 |
2.4% |
2.02 |
2.6 |
10 |
66.00 |
0.04 |
0.04% |
0.03 |
0.04 |
911 |
NFLX Call 66.00
Exp: Oct 02, 2026
Last: 2.4
Chg.: 2.4%
SymbolNFLX|20261002|66.00C
Delta0.9819
Imp Vol0.3367
Bid2.02
Gamma0.0368
Theoretical2.48
Ask2.6
Theta-0.0337
Intrinsic Value2.25
Volume10
Vega0.0016
Time Value0.15
Open Interest148
Rho0.0018
Delta / Theta-29.1192
NFLX Put 66.00
Exp: Oct 02, 2026
Last: 0.04
Chg.: 0.04%
SymbolNFLX|20261002|66.00P
Delta-0.0526
Imp Vol0.4367
Bid0.03
Gamma0.0686
Theoretical0.035
Ask0.04
Theta-0.0837
Intrinsic Value-2.25
Volume911
Vega0.0038
Time Value2.29
Open Interest1,636
Rho-0.0001
Delta / Theta0.6287
|
| 1.62 |
1.62% |
1.55 |
1.67 |
174 |
67.00 |
0.11 |
0.11% |
0.1 |
0.11 |
1,752 |
NFLX Call 67.00
Exp: Oct 02, 2026
Last: 1.62
Chg.: 1.62%
SymbolNFLX|20261002|67.00C
Delta0.8343
Imp Vol0.4327
Bid1.55
Gamma0.1605
Theoretical1.61
Ask1.67
Theta-0.1989
Intrinsic Value1.25
Volume174
Vega0.0089
Time Value0.37
Open Interest240
Rho0.0015
Delta / Theta-4.1947
NFLX Put 67.00
Exp: Oct 02, 2026
Last: 0.11
Chg.: 0.11%
SymbolNFLX|20261002|67.00P
Delta-0.1437
Imp Vol0.394
Bid0.1
Gamma0.1605
Theoretical0.105
Ask0.11
Theta-0.159
Intrinsic Value-1.25
Volume1,752
Vega0.0081
Time Value1.36
Open Interest3,192
Rho-0.0003
Delta / Theta0.9039
|
| 0.86 |
0.86% |
0.82 |
0.86 |
2,140 |
68.00 |
0.35 |
0.35% |
0.34 |
0.35 |
8,526 |
NFLX Call 68.00
Exp: Oct 02, 2026
Last: 0.86
Chg.: 0.86%
SymbolNFLX|20261002|68.00C
Delta0.6328
Imp Vol0.4023
Bid0.82
Gamma0.2613
Theoretical0.84
Ask0.86
Theta-0.276
Intrinsic Value0.25
Volume2,140
Vega0.0135
Time Value0.61
Open Interest755
Rho0.0012
Delta / Theta-2.2924
NFLX Put 68.00
Exp: Oct 02, 2026
Last: 0.35
Chg.: 0.35%
SymbolNFLX|20261002|68.00P
Delta-0.3622
Imp Vol0.3852
Bid0.34
Gamma0.2717
Theoretical0.345
Ask0.35
Theta-0.2564
Intrinsic Value-0.25
Volume8,526
Vega0.0134
Time Value0.6
Open Interest4,152
Rho-0.0006
Delta / Theta1.4127
|
|
68.25 |
Price @ Oct 01, 2026 15:01 GMT |
| 0.36 |
0.36% |
0.35 |
0.37 |
5,667 |
69.00 |
0.85 |
0.85% |
0.83 |
0.88 |
6,930 |
NFLX Call 69.00
Exp: Oct 02, 2026
Last: 0.36
Chg.: 0.36%
SymbolNFLX|20261002|69.00C
Delta0.3638
Imp Vol0.4087
Bid0.35
Gamma0.2564
Theoretical0.36
Ask0.37
Theta-0.2775
Intrinsic Value-0.75
Volume5,667
Vega0.0135
Time Value1.11
Open Interest2,314
Rho0.0007
Delta / Theta-1.3109
NFLX Put 69.00
Exp: Oct 02, 2026
Last: 0.85
Chg.: 0.85%
SymbolNFLX|20261002|69.00P
Delta-0.6457
Imp Vol0.3838
Bid0.83
Gamma0.2721
Theoretical0.855
Ask0.88
Theta-0.2517
Intrinsic Value0.75
Volume6,930
Vega0.0133
Time Value0.1
Open Interest8,710
Rho-0.001
Delta / Theta2.565
|
| 0.14 |
0.14% |
0.14 |
0.15 |
6,967 |
70.00 |
1.66 |
1.66% |
1.62 |
1.67 |
1,598 |
NFLX Call 70.00
Exp: Oct 02, 2026
Last: 0.14
Chg.: 0.14%
SymbolNFLX|20261002|70.00C
Delta0.1727
Imp Vol0.4414
Bid0.14
Gamma0.1616
Theoretical0.145
Ask0.15
Theta-0.2034
Intrinsic Value-1.75
Volume6,967
Vega0.0092
Time Value1.89
Open Interest14,330
Rho0.0003
Delta / Theta-0.849
NFLX Put 70.00
Exp: Oct 02, 2026
Last: 1.66
Chg.: 1.66%
SymbolNFLX|20261002|70.00P
Delta-0.8473
Imp Vol0.4086
Bid1.62
Gamma0.1617
Theoretical1.645
Ask1.67
Theta-0.1678
Intrinsic Value1.75
Volume1,598
Vega0.0084
Time Value-0.09
Open Interest8,094
Rho-0.0012
Delta / Theta5.0485
|
| 0.05 |
0.05% |
0.05 |
0.06 |
4,630 |
71.00 |
2.65 |
2.65% |
2.51 |
2.6 |
470 |
NFLX Call 71.00
Exp: Oct 02, 2026
Last: 0.05
Chg.: 0.05%
SymbolNFLX|20261002|71.00C
Delta0.0734
Imp Vol0.4732
Bid0.05
Gamma0.0821
Theoretical0.055
Ask0.06
Theta-0.1186
Intrinsic Value-2.75
Volume4,630
Vega0.005
Time Value2.8
Open Interest10,472
Rho0.0001
Delta / Theta-0.6188
NFLX Put 71.00
Exp: Oct 02, 2026
Last: 2.65
Chg.: 2.65%
SymbolNFLX|20261002|71.00P
Delta-0.9589
Imp Vol0.4006
Bid2.51
Gamma0.0762
Theoretical2.555
Ask2.6
Theta-0.0588
Intrinsic Value2.75
Volume470
Vega0.0031
Time Value-0.1
Open Interest5,185
Rho-0.001
Delta / Theta16.3013
|