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.
Entry when volatility is outside of 2 std deviations of 20 min bars, exit when price reaches mid bollinger band,
set the stop to be about equal to the number of pips in the lower or upper VolArb indicator .