Today's Market Sentiment for VNQ:
VNQ 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 VNQ stock on-balance. By interpreting if people are buying or selling VNQ options, we can convert the options volume into an equivalent number of VNQ 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 |
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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 |
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small retail | |||
retail | |||
professional | |||
large institutional | |||
DELTAS BY STRIKE PCT AWAY FROM SPOT
DELTAS BY DAYS TO EXPIRATION
HISTORICAL OPTION DELTA VOLUME
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