{"slug":"nflx-stock-split-history","qid":"nflx_strikes","label":"NFLX near-the-money strike ladder: implied volatility and traded volume","post_title":"NFLX Stock Split History: Every Netflix Split","post_url":"/blog/nflx-stock-split-history#q-nflx_strikes","columns":["strike","iv_pct","contract_volume"],"rows":[{"strike":61,"iv_pct":45.7,"contract_volume":226},{"strike":62,"iv_pct":43.6,"contract_volume":269},{"strike":63,"iv_pct":40.8,"contract_volume":369},{"strike":64,"iv_pct":42.7,"contract_volume":857},{"strike":65,"iv_pct":43.7,"contract_volume":673},{"strike":66,"iv_pct":44.8,"contract_volume":524},{"strike":67,"iv_pct":45.3,"contract_volume":2510},{"strike":68,"iv_pct":45.7,"contract_volume":1321},{"strike":69,"iv_pct":44.6,"contract_volume":579},{"strike":70,"iv_pct":47.3,"contract_volume":1486},{"strike":71,"iv_pct":46.2,"contract_volume":473},{"strike":72,"iv_pct":47.6,"contract_volume":459},{"strike":73,"iv_pct":47.7,"contract_volume":336},{"strike":74,"iv_pct":48.3,"contract_volume":1325}],"shape":"ranking","sql":"SELECT\n    toFloat64(strike_price)                 AS strike,\n    round(100 * avg(implied_volatility), 1) AS iv_pct,\n    sum(volume)                             AS contract_volume\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'NFLX'\n  AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'NFLX')\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.1\nGROUP BY strike\nORDER BY strike","computed_at":"2026-10-07T15:05:13.359132+00:00","elapsed":0.003160594}