NFLX 04UTC quote prevDailyBar
Options mispricing2026-09-06 04:05
{"c":0.02,"h":0.02,"l":0.02,"n":3,"o":0.02,"t":"2026-09-03T04:00:00Z","v":12,"vw":0.02}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote minuteBar
Options mispricing2026-09-06 04:05
{"c":0.05,"h":0.05,"l":0.05,"n":2,"o":0.05,"t":"2026-09-04T19:59:00Z","v":51,"vw":0.05}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote latestTrade
Options mispricing2026-09-06 04:05
{"c":"a","p":0.03,"s":1,"t":"2026-09-04T19:59:24.875079523Z","x":"C"}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote latestQuote
Options mispricing2026-09-06 04:05
{"ap":0.03,"as":73,"ax":"U","bp":0.02,"bs":392,"bx":"A","c":"A","t":"2026-09-04T19:59:59.890329665Z"}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote impliedVolatility
Options mispricing2026-09-06 04:05
0.3575; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote greeks
Options mispricing2026-09-06 04:05
{"delta":-0.0204,"gamma":0.015,"rho":-0.0002,"theta":-0.016,"vega":0.0045}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC quote dailyBar
Options mispricing2026-09-06 04:05
{"c":0.05,"h":0.05,"l":0.02,"n":84,"o":0.02,"t":"2026-09-04T04:00:00Z","v":467,"vw":0.037966}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NFLX 04UTC tail test
Options mispricing2026-09-06 04:05
{"n":170,"mean_daily":-0.0010618204666948921,"sd_daily":0.023514264335082555,"excess_kurtosis":7.224796675736819,"top5_variance_pct":43.09491228326179,"negative_5pct_n":4,"top5":[["2026-02-27",0.12929767351215826],["2026-04-17",-0.10199324907278129],["2026-07-17",-0.079718745049286],["2026-06-22",-0.05926772566924132],["2026-02-25",0.05799808627473446]],"fourday_proxy":{"n":42,"win_pct":7.142857142857142,"mean_usd":7.772411998443309,"avgwin":150.41376797820632,"avgloss":3.2000000000000006,"mean_CI":[-3.1999999999999993,28.83440134870925],"max_loss":-3.2}}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC tail train
Options mispricing2026-09-06 04:05
{"n":751,"mean_daily":0.0015397697549017445,"sd_daily":0.021168258311977266,"excess_kurtosis":7.215027817553823,"top5_variance_pct":18.96474596341091,"negative_5pct_n":7,"top5":[["2023-10-19",0.14840008995686027],["2025-10-22",-0.10603197207196136],["2024-10-18",0.10466249625944801],["2024-01-24",0.10395451854385396],["2024-04-19",-0.0951136711081828]],"fourday_proxy":{"n":187,"win_pct":1.6042780748663104,"mean_usd":-1.141607356765957,"avgwin":125.10647476158864,"avgloss":3.1999999999999997,"mean_CI":[-3.1999999999999993,2.0116301963426486],"max_loss":-3.2}}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC forecast unadjusted
Options mispricing2026-09-06 04:05
{"rv21":0.3851875937747022,"rv63":0.37876677477237425,"ewma":0.37735601585171347,"sigma":0.38045206214401045,"test_n":165,"qlike":-0.25294525043543264,"qlike_vs_rv21":0.38230365603460525,"delta_CI":[-0.30414085749221464,1.1131155118141571],"realized_pred_ratio":0.7083896578795045}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC forecast winsorized
Options mispricing2026-09-06 04:05
{"rv21":0.3750419815706979,"rv63":0.34800083693312417,"ewma":0.35437613365648035,"sigma":0.3593250684973827,"test_n":165,"qlike":-0.8526873850634141,"qlike_vs_rv21":-0.12219595451352702,"delta_CI":[-0.25422538538642553,-0.007749917063635042],"realized_pred_ratio":1.543427070253515}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC forecast adjusted
Options mispricing2026-09-06 04:05
{"rv21":0.3851875937747063,"rv63":0.3787667747723638,"ewma":0.37690406812083876,"sigma":0.3803026990155099,"test_n":165,"qlike":-0.813777988346706,"qlike_vs_rv21":-0.17852908187662397,"delta_CI":[-0.3753152220193848,-0.01435025265218015],"realized_pred_ratio":1.2896701520598757}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC data winsor_thresholds
Options mispricing2026-09-06 04:05
[-0.04953404889621016,0.06813259781232617]; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC data max_split_all_close_diff
Options mispricing2026-09-06 04:05
0; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC data all
Options mispricing2026-09-06 04:05
{"bars":922,"first":"2023-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z","split_logreturn":-0.008125721849459921,"full_vol":0.34337551001940253,"current_RV21":0.3851875937747064,"total_return_pct":165.34418446931164}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC data split
Options mispricing2026-09-06 04:05
{"bars":922,"first":"2023-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z","split_logreturn":-0.008125721849459921,"full_vol":0.34337551001940253,"current_RV21":0.3851875937747064,"total_return_pct":165.34418446931164}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX 04UTC data raw
Options mispricing2026-09-06 04:05
{"bars":922,"first":"2023-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z","split_logreturn":-2.3107153108319602,"full_vol":1.2570740533346854,"current_RV21":0.3851875937747064,"total_return_pct":-73.4646817457357}; measuredSep6, dataendsSep4; modelresultsconditional, notexecutionedge.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&start=2023-01-01&end=2026-09-05&adjustment=all&feed=iex
NFLX Q2 cash generation and operating guide = 1.525168
Options mispricing2026-09-06 04:04
IssuerJuly16letter,Q2endingJun30: revenue~12.6bn +13%yr,margin33.4%vs34.1%,FCF1.525168bnvs2.267369bn. ExplainscashdeclinepartlybytaxesonWBDterminationfee. FY26guidance51.0-51.4bnrevenue,31.5%margin,12.5bnFCF; forwardestimates notactual. Positivegrowthandlowerquartercashcanbothhold; sameissueras10Q, notindependentsource. No datedSeptembercatalystestablished.
https://www.sec.gov/Archives/edgar/data/1065280/000106528026000211/ex991_q226.htm
NFLX Issuer operating versus one-off cash context = 2.8
Options mispricing2026-09-06 04:04
Q2 2026 10Q: Feb27 WBDterminatedmerger, PSKYpaidNetflix$2.8bnfee recordedQ1otherincome; acquisitionfinancingterminated,noamountborrowed. AtJun30 cash/restrictedcash/STinvestments9.131464bn,debt14.309306bn. Directissueraccounting, not independentverification ofbusinessquality. Helps classifyFeb27largepositivepricejump as event-associated, notproofcausality orrecurrence.
https://www.sec.gov/Archives/edgar/data/1065280/000106528026000212/nflx-20260630.htm
NFLX OCC split normalization confirmed = 10
Options mispricing2026-09-06 04:02
OCC Nov14 2025 memo57651 effectiveNov17: NFLX/1NFLX/2NFLX symbols unchanged; existingcontractcountmultiplier10,strikedivisor10,premiumextensionmultiplier100,newdeliverable100NFLXshares. Primary clearingcorporateactionsource, historicalperiodNov2025; issuer8K https://www.sec.gov/Archives/edgar/data/1065280/000106528025000450/nflx-20251114.htm confirmsamendmentNov14 16:01ET, adjustedtradingNov17. Issuerrelease andSECexhibit sameorigin, notindependentcorroboration.
https://infomemo.theocc.com/infomemos?number=57651
NFLX Largest apparent parity and vertical gaps use November2025 quotes = 20251114
Options mispricing2026-09-06 02:21
Localtimestampaudit ofSep6download: NFLX260918C01280000 bid94.21ask99.30,t2025-11-14T20:59:59.499952509Z; matchingputbid217.67ask225.83,t2025-11-14T20:59:59.471133288Z. These cannotbecomparedwithSep4 2026underlying78.25. Largestvertical pairs NFLX260918C00266000ask.03 tSep4 13:33:14.498098811Z withNFLX260918C00300000bid827.23 tNov14 2025 20:59:59.531271583Z. Exactstalenessexplainswhyflagisnotcurrentopportunity; adjustedcontracthistorynotverified. Across52360pricedrecords,49946quoteswithin120sec ofSep4close,2414older; affordablepositivebidrecent1503,basepositive40,stresspositive0;1015alsosupplyIV/delta. Fridayfreshnessisnotcurrentweekendfreshness orOPRAexecution.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
NIO CRR American exercise sensitivity = -0.016951704731261605
Options mispricing2026-09-06 02:19
{"occ":"NIO260911C00004000","american_base":0.016203136836916987,"american_stress":0.005048295268738397,"stress_net":-0.016951704731261605,"N":500};500stepCRR,u=exp(sigma*sqrt(dt)),d=1/u,p=(exp((r-q)dt)-d)/(u-d),rollbackmax(intrinsic,discountedexpectation). Sameforecast/lowvol/r0–6/q0–4andclockscenariosasBSM. Discretecashdividendsanddeliverablesunverified; sensitivitynotprovedbound.
https://runway.adityaperswal.workers.dev/data/option-chain/NIO?feed=indicative
ETHA CRR American exercise sensitivity = -0.018322373721423597
Options mispricing2026-09-06 02:19
{"occ":"ETHA260911P00016500","american_base":0.019658435858271088,"american_stress":0.0036776262785764026,"stress_net":-0.018322373721423597,"N":500};500stepCRR,u=exp(sigma*sqrt(dt)),d=1/u,p=(exp((r-q)dt)-d)/(u-d),rollbackmax(intrinsic,discountedexpectation). Sameforecast/lowvol/r0–6/q0–4andclockscenariosasBSM. Discretecashdividendsanddeliverablesunverified; sensitivitynotprovedbound.
https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative
NFLX CRR American exercise sensitivity = -0.018712251233002977
Options mispricing2026-09-06 02:19
{"occ":"NFLX260911P00072000","american_base":0.05809652725778956,"american_stress":0.01328774876699702,"stress_net":-0.018712251233002977,"N":500};500stepCRR,u=exp(sigma*sqrt(dt)),d=1/u,p=(exp((r-q)dt)-d)/(u-d),rollbackmax(intrinsic,discountedexpectation). Sameforecast/lowvol/r0–6/q0–4andclockscenariosasBSM. Discretecashdividendsanddeliverablesunverified; sensitivitynotprovedbound.
https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative
MARA CRR American exercise sensitivity = -0.01171175962625182
Options mispricing2026-09-06 02:19
{"occ":"MARA260918P00008500","american_base":0.04510358257740746,"american_stress":0.01028824037374818,"stress_net":-0.01171175962625182,"N":500};500stepCRR,u=exp(sigma*sqrt(dt)),d=1/u,p=(exp((r-q)dt)-d)/(u-d),rollbackmax(intrinsic,discountedexpectation). Sameforecast/lowvol/r0–6/q0–4andclockscenariosasBSM. Discretecashdividendsanddeliverablesunverified; sensitivitynotprovedbound.
https://runway.adityaperswal.workers.dev/data/option-chain/MARA?feed=indicative