MRNA Trade on Aug 11, 2021 13:28 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

Moderna, Inc. had a recent strong bid since the announcement of being included into the S&P 500. The company is also one of the leading vaccine producers and demand has been supporting the underlying bid. The companies valuation has been seeing recent extension along with price action. This is also in sympathy correlation with other known vaccine producers PFE and BNTX.

Quantitative Analysis

Intraday Fundamentals

RVOL 3.78
AVOL 14.12M
ATR 34.79
Beta -
Volatility 13.75% 9.91%
Short Float 5.19%
Shs Float 362.69M
Inst Own 54.50%
Market Cap 155.67B

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

SI 2.547
IV 89%
IVP 41%
P/C 0.814
VWAP 406.856

EOQ 1M+ order flow + DP prints day 1

DP level from 08/03

Options Positioning

OI 3388 1205
VOL 3222 2091
Delta .01 .01
Theta -.28 -.13
Vega .01 .01
Gamma .00 .00
Prob T 1.96% 0.82%
Prob ITM 0.95% 0.40%
MMM +/- 33.938
IV Series 125.31%

Earnings Statistics

Technical Analysis

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

(B/C) setup/ (B/C) execution, 1/3RP, ~23% allocation. Overall trade idea was excellent. We were anticipating a HTF turn and I was waiting for my specific setup. The playbook is still in development and this is still conservative in positioning. I however traded this in sympathy with another vaccine company BNTX + also viewing PFE. My risk was split into two correlated positions but within a sector as both showed similar trading characteristics and pivotal changes. Will be tagging this as a basket trade as well for references. In the future I will be selecting positioning closer to the market as the playbooks become (A) setups overtime. Definitely more opportunity here in future trading.