$VXX iPath Series B S&P 500 Vix Short-Term Futures ETN Option Order Flow Sentiment is 62.8% Bullish.
$VXX is facing a lot of negative pressure with an imbalance of -1.3 M. Learn more about net option delta
$VXX iPath Series B S&P 500 Vix Short-Term Futures ETN Option Order Flow Sentiment is 57.6% Bearish.
I noticed a lot of bearish pressure coming from the options market on $VXX. Check out this order imbalance! -303 K option volume delta. What is option volume delta?
$VXX Bullish pressure building up in the options market. On-Balance net option delta is 344 K.
VXX14.24+0.67 (+4.9%)iPath Series B S&P 500 Vix Short-Term Futures ETN
ATM straddle for 08-Mar-24 expiration returned a positive 56.7% from the previous business day
The upside wing (25 delta calls) gained 206.9%
Downside put (25 delta puts) lost -57.1%
The option volume for 08-Mar-24 expiration is 26,683