Today's Market Sentiment for SDY:
SDY option order flow sentiment is an in-depth analysis of option trades to gain valuable insights into whether traders are wagering bullish or bearish bets in SDY stock on-balance. By interpreting if people are buying or selling SDY options, we can convert the options volume into an equivalent number of SDY shares bought or sold.
ORDER FLOW ON-BALANCE
Net Option Delta Volume Delta converts an option trade volume to an equivalent number of stock volume bought or sold
Imbalance - Delta Volume
USER SELECTIONS
OPTION DELTA VOLUME/STOCK VOLUME Today's option delta volume is shown as a percentage of today's stock volume. The higher the percentage, the more traders are using the options market, rather than the underlying stock, to make bets. A high percentage can be an indication that you should pay attention to what is going on in the options markets.
BULLISH PRESSURE: DELTA VOLUME
BEARISH PRESSURE: DELTA VOLUME
BULLISH W AVG PRICE This is the weighted average stock price of the bullish order flow trades (weighted by option volume delta)
BEARISH W AVG PRICE This is the weighted average stock price of the bearish order flow trades (weighted by option volume delta)
DAILY CHART: OPTION ORDER FLOW BY DELTA VOLUME
OPTION TRADERS PLACE MOSTLY BETS
Based on option delta volume, traders a net equivalent of shares of stock. The largest delta came from .
TOP 10 OPTION CONTRACTS BY ON-BALANCE DELTA
Option | On-Balance Delta |
---|---|
The largest delta volume came from the , with traders deltas on the .
SENTIMENT ANALYSIS - CALL & PUT OPTION TRADES
Trader Type | $ Notional | Avg Notional | Net Delta |
---|---|---|---|
small retail | |||
retail | |||
professional | |||
large institutional | |||
DELTAS BY STRIKE PCT AWAY FROM SPOT
DELTAS BY DAYS TO EXPIRATION
HISTORICAL OPTION DELTA VOLUME
Date | Low | High | Last | Last Price |
---|---|---|---|---|
Dec 30, 2024 | ||||
Dec 27, 2024 | ||||
Dec 26, 2024 | ||||
Dec 24, 2024 | ||||
Dec 23, 2024 | ||||
Dec 20, 2024 | ||||
Dec 19, 2024 | ||||
Dec 18, 2024 | ||||
Dec 17, 2024 | ||||
Dec 16, 2024 | ||||
Dec 13, 2024 | ||||
Dec 12, 2024 | ||||
Dec 11, 2024 | ||||
Dec 10, 2024 | ||||
Dec 09, 2024 | ||||
Dec 06, 2024 | ||||
Dec 05, 2024 | ||||
Dec 04, 2024 | ||||
Dec 03, 2024 | ||||
Dec 02, 2024 | ||||
Nov 29, 2024 | ||||
Nov 27, 2024 | ||||
Nov 26, 2024 | ||||
Nov 25, 2024 | ||||
Nov 22, 2024 | ||||
Nov 21, 2024 | ||||
Nov 20, 2024 | ||||
Nov 19, 2024 | ||||
Nov 18, 2024 | ||||
Nov 15, 2024 |