MSFT Trade on Sep 15, 2021 14:17 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

A tier 1 bank had maintained overweight coverage and a PT raise to 331. The day after Microsoft announced a share repurchase of 60B and a 11% dividend increase. This also had a broader market effect due to weighting exposures on the indices.

Quantitative Analysis

Intraday Fundamentals

RVOL 1.26
AVOL 22.20M
ATR 4.17
Beta 0.78
VIX 18.18
Volatility 1.41% 1.36%
Short Float 0.61%
Shs Float 7.51B
Inst Own 71.80%
Market Cap 2.302T

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

SI 2.066
IV 23.82%
IVP 17%
P/C 0.345
VWAP 303.485

Options Positioning

OI 9899 8385
VOL 1010 894
Delta -.02 .00
Theta -.12 .00
Vega .02 .00
Gamma .01 .00
Prob T 6.60% 0.24%
Prob ITM 3.33% .012%
MMM +/- 4.628
IV Series 21.76%

Technical Analysis

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

(B) setup / (B) execution. 1/2RP, very conservative positioning, 16% allocation. Company news specific + coverage + market momentum gave the trade a go but this is a playbook adaptation and not a (A) setup. If there was a clear breakout w/ RVOL then I would have been more aggressive in the parameters and execution. OGT but noting the reversal EOW.