Although I don’t have a position in Netflix (NFLX), I have been watching how the options have been trading in advance of the company’s next earnings announcement on April 25.
First, here’s a look at the implied volatility (IV) for options on NFLX just before previous earnings announcements based on data from ivolatility.com.
The pink lines show IV for the options closest to expiration with the other lines representing IV for longer-term options. The b