NFLX Trade on Oct 5, 2021 15:24 from Marius: Tradervue User Stock Trades.

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Marius

 

Markets opened on selling momentum from last week with continued agenda's. More notably there was persistent elevated volatility until mid-week when the debt ceiling was addressed and extended until December 3rd to allow more time. The market strongly rallied here but mid to higher time frame price action still showing sellers in control. Earnings season starts next week with financials reporting.

Fundamentals In Play Analysis

Netflix has been showing notable relative strength in the communications services sector and overall market. This is also in sympathy play with Facebook seeing relative weakness. More notably Netflix has seen positive reaction since last earnings. Upcoming earnings on October 19th will provide more info.

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Quantitative Analysis

Intraday Fundamentals

RVOL 2.77
AVOL 3.42M
ATR 18.42
Beta 0.71
VIX 21.30
Volatility 3.85% 2.81%
Short Float 2.36%
Shs Float 435.83M
Inst Own 82%
Market Cap 279.68B

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

SI 1.887
IV 39.89%
IVP 42%
P/C 0.482
VWAP 629.77

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Options Positioning

OI 819 338
VOL 895 142
Delta -.02 .00
Theta -.21 -.06
Vega .03 .01
Gamma .00 .00
Prob T 4.07% 1.08%
Prob ITM 2.06% 0.55%
MMM +/- 20.223
IV Series 39.24%

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Technical Analysis

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

(B/C) setup / (B) execution. 1/0.5RP conservative positioning, 16% allocation. Conservative execution and positioning due to overall market weakness but strong individual stock strength. Earnings in 1 week with market volatility. Additional positioning was not considered due to allocation and other trade opportunities. Keeping in mind overall portfolio positioning intra-week.


Execution detail:

Date/time Symbol Side Price Position
2021-10-05 15:24:08 8 OCT 21 560 PUT sell $0.2200 short
2021-10-05 15:24:08 8 OCT 21 530 PUT buy $0.0600 long
2021-10-05 15:39:44 8 OCT 21 560 PUT sell $0.2300 short
2021-10-05 15:39:44 8 OCT 21 530 PUT buy $0.0700 long
2021-10-08 15:59:59 8 OCT 21 560 PUT buy $0.0000 0
2021-10-08 15:59:59 8 OCT 21 530 PUT sell $0.0000 0


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