DAL Trade on Oct 13, 2021 14:10 from Marius: Tradervue User Stock Trades.

Earnings season start with financials reporting. VIX decreased going into the reports with the market finding buyers and a key pivot opening into the quarter. Seasonal trends data show edge for further bid support and momentum into the EOY. Global macro overview looking to be improving with investor risk appetite seen in multiple areas of the market. There also has been a sentiment reset and shift in favor of the bid side.

Fundamentals In Play Analysis

Delta Air Lines raised Q3 guidance going into the report a day earlier citing improving travel demand. On the report and call showed notable improvements and turnarounds comparing prior quarters since the start of the pandemic. They however did guide for a Q4 loss and stating rising fuel costs to affect their margins in the near-term.

Quantitative Analysis

Intraday Fundamentals

RVOL 2.33
AVOL 12.05M
ATR 1.37
Beta 1.38
VIX 18.64
Volatility 2.77% 2.77%
Short Float 3.50%
Shs Float 635.06M
Inst Own 66.50%
Market Cap 26.44B

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

SI 3.482
IV 40.29%
IVP 9%
P/C 0.316
VWAP 41.573

Options Positioning

OI 10101 6419
VOL 3999 859
Delta .06 .02
Theta -.04 -.01
Vega .00 .00
Gamma .06 .02
Prob T 10.64% 5.70%
Prob ITM 5.27% 1.63%
MMM +/- 1.272
IV Series 44.44%

Earnings Statistics

Technical Analysis

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

(A) setup / (B) execution. 1/0.5 RP, moderate positioning, 5% allocation. Overall good playbook setup but can add more lot's in lower priced trading stocks with the increased liquidity as shown in the order flow.