FB Trade on Oct 26, 2021 15:55 from Marius: Tradervue User Stock Trades.

Markets continued momentum from the prior week with some selling mid and buying higher to end the month. Seasonal market trends favor buyers into the end of the year but will be watching closely for notable changes if the rate of buying and positive sentiment increases with more momentum. Very notable week in regards of total company earnings reports. Supply constraints were noted in multiple areas. Hyperinflation and cryptocurrency are also seen in high public relation sentiment but noteworthy fundamental and market structure developments are continuing to be observed. (ie. ETF/SEC regulations, FED updates on policies + global central banks)

Fundamentals In Play Analysis

Facebook reported an inline EPS beat but missed on Revenues due to Apple's ATT update. There also has been more selling due to recent whistleblower testimonies which caused concern about safety and security of the business model. They announced a 50B share buyback and 10B investment in the metaverse development. They will begin reporting on financials on VR products and developments the next quarter. The company is pivoting and building into a newer space but also within its core social platform. Effective December 1st the company will be trading under MVRS and rebranded as META.

Quantitative Analysis

Intraday Fundamentals

RVOL 3.94
AVOL 16.60M
ATR 9.90
Beta 1.31
VIX 15.98
Volatility 3.01% 2.36%
Short Float 1.09%
Shs Float 2.37B
Inst Own 80.60%
Market Cap 937.78B

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

SI 2.585
IV 34.49%
IVP 34%
P/C 0.619
VWAP 318.083

Options Positioning

OI 8153 8495
VOL 7932 3147
Delta .02 .01
Theta -.13 -.07
Vega .01 .01
Gamma .00 .00
Prob T 3.52% 1.61%
Prob ITM 1.74% 0.79%
MMM +/- 11.726
IV Series 46.05%

Earnings Statistics

Technical Analysis

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

Trade Setup : A/B
Execution : A
Risk/Premium : 0.42/1
Positioning Risk | Std Dev : very conservative | +5.496
Size/Allocation Risk : 8%
Dynamic Risk : No

The trade weighted more on a momentum technical variable. The earnings trade was a catalyst event but it had been selling into it. There has been increased volatility as well and I wanted to position with the underlying trend in place. The fundamental aspects of the trade is interesting but I think this will be more longer-term. In future trades I should consider a long side depending on total allocation + overall market activity. The intention was more of a cash/flow type trade between trades I needed to focus and press more on.