ATM straddle for 31-Jul-26 expiration returned a positive 65.0% from the previous business day
The upside wing (25 delta calls) gained 372.2%
Downside put (25 delta puts) lost -84.4%
The option volume for 31-Jul-26 expiration is 23,439
I noticed a lot of bearish pressure coming from the options market on $WMT. Check out this order imbalance! -305 K option volume delta. What is option volume delta?