ATM straddle for 06-Feb-26 expiration returned a positive 145.8% from the previous business day
The upside wing (25 delta calls) declined -94.5%
Downside put (25 delta puts) gained 828.2%
The option volume for 06-Feb-26 expiration is 7,985
I noticed a lot of bullish pressure coming from the options market on $SPOT. Check out this order imbalance! 314 K option volume delta. What is option volume delta?
