ATM straddle for 11-Sep-26 expiration returned a positive 53.5% from the previous business day
The upside wing (25 delta calls) gained 423.8%
Downside put (25 delta puts) lost -77.3%
The option volume for 11-Sep-26 expiration is 20,332
$SMR is facing a lot of negative pressure with an imbalance of -153 K. Learn more about net option delta
$SMR positive imbalance of 203 K option volume delta...indicating traderes are more bullish on the stock
I noticed a lot of bearish pressure coming from the options market on $SMR. Check out this order imbalance! -212 K option volume delta. What is option volume delta?