NFLX expected move

From the closing options book · October 20, 2026 · updated after every close

With at-the-money implied volatility of 60.7% at the October 20, 2026 close, NFLX's options priced a move of ±$2.63 (3.82%) over one session, ±$5.87 over a week and ±$12.04 over a month from the 68.69 close.

±$2.63
1 day
66.06–71.32
±$5.87
1 week
62.82–74.56
±$12.04
1 month
56.65–80.73
60.7%
ATM IV
realized 26.8%

NFLX daily move vs the one-day expected move, last 30 sessions

Sep 9Oct 20

Over the last 46 sessions, NFLX's next close stayed inside the prior day's one-day expected move 30 times (65%).

The expected move is the at-the-money implied volatility scaled to the horizon: close × IV × √(days ÷ 252). It is what the options market charged for, not a guarantee; a one-standard-deviation range holds roughly two days in three.

These are the October 20, 2026 closing numbers. Members see NFLX's map move live all session.

Common questions

What is NFLX's expected move today?

±$2.63 (66.06 to 71.32), from the October 20, 2026 close.

What is NFLX's expected move this week?

±$5.87, a range of 62.82 to 74.56.

How is the expected move calculated?

From at-the-money implied volatility (60.7%): close × IV × √(days ÷ 252).

Compare: expected move on other tickers

Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.