I noticed a lot of bullish pressure coming from the options market on $QQQ. Check out this order imbalance! 1.3 M option volume delta. What is option volume delta?
$QQQ Invesco QQQ Trust Option Order Flow Sentiment is 51.3% Bullish.
Sentiment Alert: QQQ Increasing bullish pressure with an imbalance in net option delta of 895 K.
30-day Implied Volatility (IV30) Falls to Lowest Level in 8 months
The IV30 fell to 16.4, the lowest level since Dec 29, 2025 when it traded at 16.7. Stock Option traders are pricing in an average daily move of ±1.0%. The 52-Week historical volatility is 18.7 with an average daily move of ±1.2%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 8 months
The cost to protect downside risk fell to 1.8%, the lowest level since Dec 29, 2025 when it was at 1.8%. The 52-Week average is 2.2% and the 52-Week range is 1.6% - 3.3%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 8 months
The IV30 fell to 16.6, the lowest level since Dec 29, 2025 when it traded at 16.7. Stock Option traders are pricing in an average daily move of ±1.0%. The 52-Week historical volatility is 18.7 with an average daily move of ±1.2%. View Implied Vol
