HAS Trade on Jul 26, 2021 15:17 from Marius: Tradervue User Stock Trades.

Busiest week in current earnings season with large/mega cap companies reporting. There has been a narrow leadership trend and continued breadth deteriorations and moderate expansions in lows within the indices. There is currently not a strong rotational flow seen in the prior quarters. With the packed corporate calendar week there was also a FED meeting and more economic reports. Bonds continued to see BID support will other risk-on assets have ranged to mixed price action. It is mid-earnings season with more reports but also mid-year. Delta variant has been a concern but market is pricing in better recovery than last year's with less slow down. There has been a theme of lowered guidance starting to show up on leaders and this will be noted continuing into 2H21. However there have been raised guidances on cyclical and consumer related areas.

Fundamentals In Play Analysis

Hasbro reported EPS $1.05 beating by 0.47, + Revenues of 53.7% Y/Y to 1.32B. They are showing continued and increased growth in all three of their business segments also showing a profit margin of 47%. They addressed rising freight and materials cost and to offset that they will be rising prices guiding forward with expectation of increasing demand with the economic expansions + segment profits.

Quantitative Analysis

Intraday Fundamentals

RVOL 5.82
AVOL 663.94K
ATR 2.48
Beta 0.98
Volatility 3.23% 1.94%
Short Float 2.73%
Shs Float 126.51M
Inst Own 82.40%
Market Cap 14.40B

Options Statistics + Tape Reading + Order Flow + Dark Pool Levels + Flow Sentiment

SI 10.688
IV 27.44%
IVP 15%
P/C 0.435
VWAP 101.992

Elevated options order flow on the calls A/AA.

EOD call A aggressiveness w/ the ISO sweep.

Call order side concentration to puts almost 4:1

DP level at 97.73 from 07/01

Options Positioning

OI 15 167
VOL 41 45
Delta -.05 -0.02
Theta -.07 -.03
Vega .01 .01
Gamma .02 .01
Prob T 11.38% 4.37%
Prob ITM 5.77% 2.22%
MMM +/- 3.879
IV Series 41.03%

Lower liquidity but above normal for the catalyst allowing positioning.

Earnings Statistics

Used similar price action on gap-ups for comparison to gauge the historical + probability range movement.

Technical Analysis

HTF gap up and follow through + RVOL + on ASK + IV crush. 100 HTF inflection level.

Used HTF mid range + AVWAP prior ER + VPOC. Noted decreasing volume after day 1 breakout.

Trade Risk (risk:premium) + Position + Size + Allocation Management & Review

(A) setup due to liquidity and later realizing a dividend ex date EOW. That would be priced in and more important on the distribution date. All parameters were checked and (A) execution + management. I probably wouldn't have sized larger here because it wasn't an (A+) setup. More of a cash flow position at 8% allocation.