Weekly Options Traders Positioning For Further Downside In Netflix

When will the bleeding stop? Weekly options traders seem to be positioning for another leg down in Netflix (NFLX) over the coming days. On Thursday we saw traders scoop up over 13k of the 115 & 100 puts, one day before expiration. Failing to get the anticipated move, traders have turned their attention to the weeklys expiring next Friday, purchasing over 5k of the 110 strike puts, pushing volatility up over 7% on the day.

For weekly options traders looking to play NFLX from the short side but would prefer not to buy the 52-week high implied volatility inherent in the 110 puts, consider selling the 115-120 call spread. Using Friday’s closing prices, the weekly spread could be sold at a $2.00 credit, which represents the maximum profit traders would stand to gain should shares of NFLX finish at or below $115 upon expiration. The maximum potential loss under this trade is $3.00, which would be incurred should shares of NFLX finish at or above $120 upon expiration.

 

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