Today's Market Sentiment for XSP:
XSP 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 XSP index on-balance. By interpreting if people are buying or selling XSP options, we can convert the options volume into an equivalent number of XSP "shares" bought or sold.
ORDER FLOW ON-BALANCE
Net Option Delta Volume Delta converts an option trade volume to an equivalent number of index delta volume bought or sold
Imbalance - Delta Volume
USER SELECTIONS
BULLISH PRESSURE: DELTA VOLUME
DeltasBEARISH PRESSURE: DELTA VOLUME
DeltasBULLISH W AVG INDEX This is the weighted average index value of the bullish order flow trades (weighted by option volume delta)
BEARISH W AVG INDEX This is the weighted average index value 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 | |
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| retail | |
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| professional | |
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| large institutional | |
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size trades with in notional traded
SENTIMENT ANALYSIS - VERTICAL CALL & PUT SPREADS
| Trader Type | $ Notional | Avg Notional | Net Delta |
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| small retail | |
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| retail | |
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| professional | |
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| large institutional | |
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size trades with in notional traded
DELTAS BY STRIKE PCT AWAY FROM SPOT
DELTAS BY DAYS TO EXPIRATION
HISTORICAL OPTION DELTA VOLUME
| Date | Low | High | Last | Last Price |
|---|---|---|---|---|
| Oct 9, 2026 | |
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| Oct 8, 2026 | |
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| Oct 7, 2026 | |
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| Oct 2, 2026 | |
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| Oct 1, 2026 | |
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| Sep 30, 2026 | |
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| Sep 29, 2026 | |
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| Sep 28, 2026 | |
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| Sep 11, 2026 | |
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| Sep 10, 2026 | |
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| Sep 9, 2026 | |
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| Sep 8, 2026 | |
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| Sep 2, 2026 | |
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| Sep 1, 2026 | |
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| Aug 31, 2026 | |
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| Aug 28, 2026 | |
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