Sentiment Alert: XLE Increasing bullish pressure with an imbalance in net option delta of 390 K.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 3 months
XLEState Street Energy Select Sector SPDR ETF68.07+1.51 (+2.3%)
The IV30 rose to 26.8, the highest level since Jul 25, 2026 when it reached 26.6. Stock Option traders are pricing in an average daily move of ±1.7%. The 52-Week historical volatility is 21.7 with an average daily move of ±1.4%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 3 months
XLEState Street Energy Select Sector SPDR ETF68.10+1.54 (+2.3%)
The cost to protect downside risk climbed to 2.9%, the highest level since Jul 25, 2026 when it was at 2.9%. The 52-Week average is 2.6% and the 52-Week range is 1.9% - 3.6%.
I noticed a lot of bearish pressure coming from the options market on $XLE. Check out this order imbalance! -286 K option volume delta. What is option volume delta?
I noticed a lot of bullish pressure coming from the options market on $XLE. Check out this order imbalance! 364 K option volume delta. What is option volume delta?
$XLE is facing a lot of positive pressure with an imbalance of 430 K. Learn more about net option delta
