The document analyzes AAPL listed option trades from January 2013 to February 2014, focusing on net delta activity and its correlation with stock returns. It highlights that Fridays tend to see more selling activity while Mondays see more buying activity. The analysis includes average net delta data and its impact on stock returns, with a noted correlation between net delta activity and stock performance on specific days of the week.
documents/vol00010-efta01365050-pdf.pdf
{"key_people":["Deutsche Bank"],"document_type":"tabular","key_organizations":["Deutsche Bank","trade-alert.com"],"reference_numbers":["DB-SDNY-0055654","SDNY_GM_00201838","EFTA01365050"]}