ATM straddle for 25-Sep-26 expiration returned a positive 50.8% from the previous business day
The upside wing (25 delta calls) gained 224.2%
Downside put (25 delta puts) lost -82.0%
The option volume for 25-Sep-26 expiration is 10,042
I noticed a lot of bearish pressure coming from the options market on $MP. Check out this order imbalance! -124 K option volume delta. What is option volume delta?
