ATM straddle for 21-Sep-26 expiration returned a negative -35.1% from the previous business day
The upside wing (25 delta calls) declined -69.5%
Downside put (25 delta puts) lost -55.2%
The option volume for 21-Sep-26 expiration is 27,308
I noticed a lot of bullish pressure coming from the options market on $AMD. Check out this order imbalance! 383 K option volume delta. What is option volume delta?