ATM straddle for 23-Oct-26 expiration returned a positive 54.1% from the previous business day
The upside wing (25 delta calls) declined -67.1%
Downside put (25 delta puts) gained 285.1%
The option volume for 23-Oct-26 expiration is 20,831
I noticed a lot of bearish pressure coming from the options market on $IREN. Check out this order imbalance! -536 K option volume delta. What is option volume delta?