VXX26.50+0.22 (+0.8%)iPath Series B S&P 500 Vix Short-Term Futures ETN
ATM straddle for 06-Feb-26 expiration returned a negative -37.1% from the previous business day
The upside wing (25 delta calls) declined -32.0%
Downside put (25 delta puts) lost -13.4%
The option volume for 06-Feb-26 expiration is 4,904
I noticed a lot of bearish pressure coming from the options market on $VXX. Check out this order imbalance! -244 K option volume delta. What is option volume delta?
I noticed a lot of bearish pressure coming from the options market on $VXX. Check out this order imbalance! -228 K option volume delta. What is option volume delta?
$VXX iPath Series B S&P 500 Vix Short-Term Futures ETN Option Order Flow Sentiment is 71.2% Bearish.