ATM straddle for 28-Sep-26 expiration returned a positive 107.3% from the previous business day
The upside wing (25 delta calls) gained 588.6%
Downside put (25 delta puts) lost -89.8%
The company has the following event: 2026 Annual Shareholders Meeting on Dec 8, 2026.
The option volume for 28-Sep-26 expiration is 30,847
I noticed a lot of bearish pressure coming from the options market on $MSFT. Check out this order imbalance! -471 K option volume delta. What is option volume delta?
I noticed a lot of bearish pressure coming from the options market on $MSFT. Check out this order imbalance! -558 K option volume delta. What is option volume delta?
$MSFT Bearish pressure building up in the options market. On-Balance net option delta is -349 K.
