What NFLX options price in before earnings
Recorded in cvforge on July 16, 2026 by ConvexValue · Published July 25, 2026
The expected move, upside and downside ranges, and risk skew for Netflix ahead of a print — derived from current implied volatility and FMV estimates.
Exact prompt
Give me a comprehensive dashboard that displays what NFLX options are telling us about upcoming earnings: expected move, upside, downside, etc.
Data cadence
Live option snapshots for the priced-in move, plus company fundamentals, estimates and news from the FMP packages.
Plan requirements
Runs on the free cvforge app. Fundamentals come from the FMP packages included on every data plan.
Fields used
implied_volatility, strike_price, expiration_date, underlying_price, fair_market_value, day_volume
How to read it
“What are the options telling us” has a precise answer before earnings: the near-dated straddle prices a move, and the difference between the call and put wings prices which direction carries more risk premium.
The number is a market-implied range, not a forecast — it is what someone would have to be paid to take the other side. It is also mechanically inflated by the event: implied volatility rises into a print and collapses after it, and that collapse is a large part of what happens to an option’s value the next morning regardless of which way the stock goes.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- The priced-in move is what the chain implies before the print, not a prediction of the print.
- Fundamentals and estimates arrive on the provider’s schedule, so the newest quarter can lag the announcement by a short period.
Related demos
- IBM earnings dashboard: results against expectations
- INTC implied move plus a history of beats and misses
- A full TSM quarterly earnings report from one prompt
Search focus: nflx options implied earnings move. Related: what options say about earnings, implied move before earnings netflix. Originally posted on X.