I noticed a lot of bearish pressure coming from the options market on $ARM. Check out this order imbalance! -138 K option volume delta. What is option volume delta?
$ARM Bullish pressure building up in the options market. On-Balance net option delta is 217 K.
ARM271.29+32.23 (+13.5%)Arm Holdings PLC - American Depositary Shares
ATM straddle for 07-Aug-26 expiration returned a positive 59.9% from the previous business day
The upside wing (25 delta calls) gained 392.6%
Downside put (25 delta puts) lost -82.6%
The option volume for 07-Aug-26 expiration is 16,460
Upcoming Earnings
ARMArm Holdings PLC - American Depositary Shares241.85-2.89 (-1.2%)
Arm Holdings PLC - American Depositary Shares will report earnings after the market closes. View Calendar The market is expecting a ±12.9% move after earnings are reported. The average move for the past 4 quarters of earnings has been ±7.6%. View Expected Move (Conf Call: Jul 29 5:00 PM)
$ARM Arm Holdings PLC - American Depositary Shares Option Order Flow Sentiment is 61.7% Bullish.
Unusual Option Volume
ARMArm Holdings PLC - American Depositary Shares374.28+32.05 (+9.4%)
Arm Holdings PLC - American Depositary Shares trades 64,072 contracts.