CROX Trade on Sep 15, 2021 14:06 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

Crocs outlined a five-year growth framework to achieve 5B in revenues and reiterated its FY21 guidance. The company cited growing digital sales, gaining market share in sandals, capturing growth in Asia, and innovating in product and marketing as the key driver of growth. They also begun a new bio-based Croslite material into its product lines. They intend to repurchase 500M of shares by the end of 21Q3.

Quantitative Analysis

Intraday Fundamentals

RVOL 2.99
AVOL 1.21M
ATR 6.42
Beta 1.83
VIX 18.18
Volatility 6.98% 4.30%
Short Float 4.51%
Shs Float 60.90M
Inst Own 95.40%
Market Cap 9.42B

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

SI 1.676
IV 48.75%
IVP 18%
P/C 0.345
VWAP 152.356

Options Positioning

OI 2376 3746
VOL 255 46
Delta -.02 -.01
Theta -.09 -.02
Vega .01 .00
Gamma .01 .00
Prob T 5.66% 1.32%
Prob ITM 2.87% 0.67%
MMM +/- 6.134
IV Series 56.80%

Technical Analysis

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

(B) setup / (A) execution. 1/2RP, conservative positioning, 15% allocation. Conservative positioning here with moderate sizing due to market volatility and playbook setup. Adjusted parameters to fit changing risk and developing trade setup profile.