Mean Reversion on large Volatility in NFLX.
Using the VolArb indicator shows NFLX had a potential of large amount of profit of 5-11% by fading the movement 30 minutes after the gap.
Could potential generate more profit by selling the puts naked, or vertical put bull spread.
Using the VolArb indicator shows NFLX had a potential of large amount of profit of 5-11% by fading the movement 30 minutes after the gap.
Could potential generate more profit by selling the puts naked, or vertical put bull spread.