ATM straddle for 09-Sep-26 expiration returned a positive 50.4% from the previous business day
The upside wing (25 delta calls) gained 285.3%
Downside put (25 delta puts) lost -81.4%
The option volume for 09-Sep-26 expiration is 27,444
$DRAM Bullish pressure building up in the options market. On-Balance net option delta is 772 K.
$DRAM positive imbalance of 302 K option volume delta...indicating traderes are more bullish on the stock
I noticed a lot of bearish pressure coming from the options market on $DRAM. Check out this order imbalance! -197 K option volume delta. What is option volume delta?