Definition. Futures Volume Delta is the net difference (in USD) between aggressive buyer-initiated and aggressive seller-initiated volume on futures contracts, aggregating both perpetual and expiry contracts and focusing on the native asset traded against USD-related currencies (fiat and stablecoins).

Technical. Volume Delta is computed by subtracting selling volume from buying volume over the chosen resolution window (for example hourly or 10-minute intervals).

Interpretation. Positive readings indicate dominant buying pressure, and negative readings indicate dominant selling pressure. Shifts in the sign or magnitude of Volume Delta surface changes in directional pressure that often precede short-term price movement.