ORCL Trade on Sep 14, 2021 15:33 from Marius: Tradervue User Stock Trades.

Options expirations week with quarterlies and with end of current corporate earnings season. Some economic reports and selling momentum continuations from last week. FED monetary policy meeting next week to close the month as well.

Fundamentals In Play Analysis

Oracle reported an EPS beat with Revenue's and guidance in-line. They will be investing more in its cloud infrastructure which will be taking a near-term hit to margins but provide growth for the future. There are other similar peer companies in the cloud space and Oracle is continuing to grow after other leading companies.

Quantitative Analysis

Intraday Fundamentals

RVOL 2.10
AVOL 10.73M
ATR 1.53
Beta 0.79
VIX 19.46
Volatility 1.96% 1.49%
Short Float 2.02%
Shs Float 1.65B
Inst Own 46.30%
Market Cap 240.82B

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

SI 2.641
IV 28.38%
IVP 46%
P/C 0.989
VWAP 85.824

Options Positioning

OI 2047 568 / 1782 1763
VOL 1541 1541 / 1289 1566
Delta -.07 -.02 / .06 .01
Theta -.06 -.02 / -.06 -.01
Vega .01 .00 / .01 .00
Gamma .04 .01 / .03 .00
Prob T 14.47% 3.52% / 10.91% 1.73%
Prob ITM 7.31% 1.78% / 5.40% 0.86%
MMM +/- 2.296
IV Series 37.25%

Earnings Statistics

Technical Analysis

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

(A/B) setup / (A) execution. 1/2RP, conservative/moderate positioning, 7% allocation. Good setup for a delta neutral trade as in-line with price action parameters. Adequate positioning on higher delta's but size can be increased on future playbook trades. This is second delta neutral trade with similar parameters but with more press. Will continue to review and execute as market develops these certain conditions for the setup.