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Netflix (NFLX) calls more active than puts into Q3 results

October 24, 2011 2:57 PM EDT
Netflix (Nasdaq: NFLX) is expected to release Q3 results on today after the market close. Call volume of 44K contracts compares to put volume of 35K contracts. November put option implied volatility of 95, December is at 84; above its 26-week average of 56 according to Track Data, suggesting larger price movement.


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