GS Trade on Oct 18, 2021 15:35 from Marius: Tradervue User Stock Trades.

Second week into earnings season with continued momentum from the prior week. SPY reached new highs to end the week. Busy week with more corporate reports and announcements. The first futures backed Bitcoin ETF started trading. Next couple weeks will be filled with more earnings scheduled and the technology industry reporting.

Fundamentals In Play Analysis

Goldman Sachs reported and notably surpassed top and bottom-line estimates for the 6th straight quarter. The majority of the banking and financial industry is reporting in sympathy, again on the tail winds of higher interests rates, consumer trends, and the quickly expanding economy.

Quantitative Analysis

Intraday Fundamentals

RVOL 1.63
AVOL 2.35M
ATR 10.44
Beta 1.54
VIX 16.31
Volatility 2.47% 2.42%
Short Float 1.33%
Shs Float 335.27M
Inst Own 73.00%
Market Cap 134.35B

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

SI 1.576
IV 25.91%
IVP 2%
P/C 0.426
VWAP 412.908

Options Positioning

OI 141 169
VOL 16 5
Delta -.01 -.00
Theta -.06 -.03
Vega .01 .01
Gamma .00 .00
Prob T 2.95% 1.17%
Prob ITM 1.49% 0.59%
MMM +/- 9.12
IV Series 24.28%

Earnings Statistics

Technical Analysis

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

(A/B) setup / (B) execution. 0.6/1 RP, very conservative positioning, 18% allocation. Very conservative positioning here to open the week w/ 4DTE. Can consider closer to the market 3 ATR's vs. 4 but keeping in mind the setup. The stock had not cleared HTF resistance into ATH levels. This was a risk variable that was included for this trade.