Mean Reversion on large Volatility in NFLX.

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.
meanreversionNFLXstatarb

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