Filed under: Netflix, Inc. (NFLX), Options

Netflix (NYSE: NFLX), a provider of DVD movie rentals, closed at $38.17 Monday.

NFLX April call option implied volatility is at 65; puts are at 78, above its 26-week average of 52 according to Track Data, suggesting larger price movement. Put prices are elevated because NFLX is difficult to borrow.

Volatility Index S&P 500 Options-VIX at 25.72; 10-day moving average is 28.16

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com

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