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Netflix (NFLX) volatility stays elevated

October 6, 2011 2:35 PM EDT
Netflix (Nasdaq: NFLX) October 125 weekly straddle is priced at $5, October standard is at $13.80. October put option implied volatility is at 68, November is at 78, December is at 75; above its six-month average of 56 according to Track Data, suggesting larger price movement.


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