ATM straddle for 09-Jan-26 expiration returned a positive 59.0% from the previous business day
The upside wing (25 delta calls) gained 196.0%
Downside put (25 delta puts) lost -53.3%
The option volume for 09-Jan-26 expiration is 4,441
$NVTS Bearish pressure building up in the options market. On-Balance net option delta is -304 K.
I noticed a lot of bullish pressure coming from the options market on $NVTS. Check out this order imbalance! 170 K option volume delta. What is option volume delta?