ATM straddle for 13-Feb-26 expiration returned a positive 51.0% from the previous business day
The upside wing (25 delta calls) gained 391.0%
Downside put (25 delta puts) lost -92.1%
The company has the following event: Barclays 43rd Annual Industrial Select Conference on Feb 18, 2026.
The option volume for 13-Feb-26 expiration is 5,281
I noticed a lot of bearish pressure coming from the options market on $UAL. Check out this order imbalance! -83 K option volume delta. What is option volume delta?
