TSN Trade on Aug 9, 2021 15:55 from Marius: Tradervue User Stock Trades.

US infrastructure bill was passed by the Senate this week and there were rotational shifts from growth to value. GLD sold off notably while DXY finding a bid. Earnings still in full swing with more big box retailers reporting next week. Economic reports on inflation the past coupled are showing a peak. 10 year yield and financial areas with a bid change in momentum.

Fundamentals In Play Analysis

Tyson Foods reported EPS + Revenue + Guidance beats & raise. The company has turned the prior quarters supply and operating constraints around and inline with the strength in the current demand of their products. They mitigated inflationary pressures through price increases and increased volumes. There is shorter-term uncertainty with reinstatements of business and travel restrictions but the companies strong pivot and efficiency are notable.

Quantitative Analysis

Intraday Fundamentals

RVOL 3.02
AVOL 1.73M
ATR 1.48
Beta 0.82
Volatility 2.07% 1.69%
Short Float 0.81%
Shs Float 286.89M
Inst Own 83.80%
Market Cap 27.81B

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

SI 5.421
IV 22.93%
IVP 8%
P/C 0.31
VWAP 76.298

Call A block orders for the week.

DP level from 06/18

Options Positioning

OI 131 1398
VOL 98 82
Delta -.05 -.01
Theta -.03 -.01
Vega .01 .00
Gamma .01 .00
Prob T 10.45% 2.17%
Prob ITM 5.28% 1.10%
MMM +/- 1.761
IV Series 25.11%

Earnings Statistics

Technical Analysis

Trade Setup/Execution Grade + Risk (risk:premium) + Positioning + Size/Allocation Management & Review

(A) trade (A) execution, 1/4RP, moderate size, 8% allocation. Liquidity was increased for the trading day but decided a moderate/conservative size and positioning due the specific setup. The stock ended up trading even higher. Keeping in mind the fundamental pivoting business shift in the current market regime.