ATM straddle for 27-Sep-24 expiration returned a positive 51.9% from the previous business day
The upside wing (25 delta calls) declined -75.0%
Downside put (25 delta puts) gained 252.4%
The option volume for 27-Sep-24 expiration is 40,219
I noticed a lot of bearish pressure coming from the options market on $RIVN. Check out this order imbalance! -290 K option volume delta. What is option volume delta?
I noticed a lot of bullish pressure coming from the options market on $RIVN. Check out this order imbalance! 370 K option volume delta. What is option volume delta?
Sentiment Alert: RIVN Increasing bearish pressure with an imbalance in net option delta of -352 K.