ATM straddle for 12-Jun-26 expiration returned a positive 51.0% from the previous business day
The upside wing (25 delta calls) declined -81.3%
Downside put (25 delta puts) gained 246.4%
The option volume for 12-Jun-26 expiration is 4,709
I noticed a lot of bullish pressure coming from the options market on $JOBY. Check out this order imbalance! 223 K option volume delta. What is option volume delta?
