ATM straddle for 26-Dec-25 expiration returned a negative -37.7% from the previous business day
The upside wing (25 delta calls) declined -28.6%
Downside put (25 delta puts) lost -40.0%
The option volume for 26-Dec-25 expiration is 2,462
$RR is facing a lot of negative pressure with an imbalance of -347 K. Learn more about net option delta
I noticed a lot of bearish pressure coming from the options market on $RR. Check out this order imbalance! -271 K option volume delta. What is option volume delta?
