Daily Report
Friday, August 21, 2026
Writing session chart
Writing totals
Put: $2.72B (4,334,331)
Call: $5.04B (6,839,455)
Trades: 137,750
Bullish 35.1% 64.9% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.08%
Straddle mid$0.63
Strike$765.00
Upper breakeven$765.63
Lower breakeven$764.38
Underlying$765.39
SPY session prices
Open$766.04
High$767.67
Low$764.39
Close$765.69
Prev close (2026-08-20)$762.60
Dark pool top 10 by premium
- 1 NVDA 8,792,840 @ $214.72 $1.89B 16:00 ET
- 2 NVDA 6,870,411 @ $218.44 $1.50B 09:30 ET
- 3 AAPL 4,752,614 @ $309.35 $1.47B 16:00 ET
- 4 AAPL 3,950,393 @ $312.15 $1.23B 09:30 ET
- 5 SPY 1,607,155 @ $765.72 $1.23B 16:00 ET
- 6 SPY 1,000,000 @ $765.00 $765.00M 10:20 ET
- 7 QQQ 899,120 @ $713.44 $641.47M 16:00 ET
- 8 SPY 755,380 @ $762.27 $575.81M 12:16 ET
- 9 IWM 1,512,171 @ $297.56 $449.96M 13:14 ET
- 10 SPY 550,000 @ $766.92 $421.81M 11:34 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:30 | SPX | CALL | $7,000.00 | 2027-02-19 | 14,000 | $933.95 | $1.31B | NA |
| 2 | 12:30 | SPX | PUT | $8,000.00 | 2027-02-19 | 14,000 | $407.20 | $570.08M | NA |
| 3 | 12:30 | SPX | CALL | $8,000.00 | 2027-02-19 | 14,000 | $233.15 | $326.41M | NA |
| 4 | 10:16 | SPX | CALL | $7,000.00 | 2026-10-16 | 3,200 | $732.77 | $234.49M | NA |
| 5 | 09:58 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,369 | $690.77 | $232.72M | BULLISH |
| 6 | 14:22 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,000 | $699.63 | $209.89M | NA |
| 7 | 12:30 | SPX | PUT | $7,000.00 | 2027-02-19 | 14,000 | $130.00 | $182.00M | NA |
| 8 | 09:54 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,250 | $732.65 | $164.85M | BULLISH |
| 9 | 09:58 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,369 | $325.60 | $109.69M | BULLISH |
| 10 | 10:16 | SPX | PUT | $8,000.00 | 2026-10-16 | 3,200 | $332.53 | $106.41M | NA |
| 11 | 14:22 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,000 | $316.43 | $94.93M | NA |
| 12 | 09:54 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,250 | $333.20 | $74.97M | BULLISH |
| 13 | 09:47 | SPX | CALL | $7,000.00 | 2026-09-18 | 740 | $696.55 | $51.54M | NA |
| 14 | 11:12 | MU | PUT | $980.00 | 2026-10-16 | 4,500 | $108.76 | $48.94M | NA |
| 15 | 15:58 | MSTR | CALL | $30.00 | 4,901 | $89.35 | $43.79M | NA | |
| 16 | 15:58 | MSTR | CALL | $35.00 | 5,071 | $84.40 | $42.80M | NA | |
| 17 | 11:34 | GLD | CALL | $450.00 | 2027-01-15 | 20,000 | $18.94 | $37.88M | NA |
| 18 | 14:49 | QQQ | PUT | $725.00 | 2026-12-18 | 10,000 | $37.03 | $37.03M | NA |
| 19 | 15:44 | LULU | PUT | $300.00 | 2026-12-18 | 1,665 | $179.50 | $29.89M | NA |
| 20 | 15:27 | LULU | PUT | $300.00 | 2026-12-18 | 1,468 | $180.93 | $26.56M | NA |
| 21 | 13:06 | SPX | PUT | $7,700.00 | 2026-09-18 | 2,500 | $103.78 | $25.95M | BEARISH |
| 22 | 13:06 | SPX | CALL | $7,700.00 | 2026-09-18 | 2,500 | $101.42 | $25.36M | NA |
| 23 | 09:47 | SPX | PUT | $8,000.00 | 2026-09-18 | 740 | $320.41 | $23.71M | NA |
| 24 | 13:32 | COIN | CALL | $150.00 | 2026-08-21 | 5,975 | $37.75 | $22.56M | NA |
| 25 | 11:12 | MU | CALL | $980.00 | 2026-10-16 | 2,250 | $98.49 | $22.16M | NA |
- 1 SPX CALL $1.31BTime12:30 ET Strike$7,000.00 Expiry2027-02-19 Qty14,000 Price$933.95 SentimentNA
- 2 SPX PUT $570.08MTime12:30 ET Strike$8,000.00 Expiry2027-02-19 Qty14,000 Price$407.20 SentimentNA
- 3 SPX CALL $326.41MTime12:30 ET Strike$8,000.00 Expiry2027-02-19 Qty14,000 Price$233.15 SentimentNA
- 4 SPX CALL $234.49MTime10:16 ET Strike$7,000.00 Expiry2026-10-16 Qty3,200 Price$732.77 SentimentNA
- 5 SPX CALL $232.72MTime09:58 ET Strike$7,000.00 Expiry2026-09-18 Qty3,369 Price$690.77 SentimentBULLISH
- 6 SPX CALL $209.89MTime14:22 ET Strike$7,000.00 Expiry2026-09-18 Qty3,000 Price$699.63 SentimentNA
- 7 SPX PUT $182.00MTime12:30 ET Strike$7,000.00 Expiry2027-02-19 Qty14,000 Price$130.00 SentimentNA
- 8 SPX CALL $164.85MTime09:54 ET Strike$7,000.00 Expiry2026-10-16 Qty2,250 Price$732.65 SentimentBULLISH
- 9 SPX PUT $109.69MTime09:58 ET Strike$8,000.00 Expiry2026-09-18 Qty3,369 Price$325.60 SentimentBULLISH
- 10 SPX PUT $106.41MTime10:16 ET Strike$8,000.00 Expiry2026-10-16 Qty3,200 Price$332.53 SentimentNA
- 11 SPX PUT $94.93MTime14:22 ET Strike$8,000.00 Expiry2026-09-18 Qty3,000 Price$316.43 SentimentNA
- 12 SPX PUT $74.97MTime09:54 ET Strike$8,000.00 Expiry2026-10-16 Qty2,250 Price$333.20 SentimentBULLISH
- 13 SPX CALL $51.54MTime09:47 ET Strike$7,000.00 Expiry2026-09-18 Qty740 Price$696.55 SentimentNA
- 14 MU PUT $48.94MTime11:12 ET Strike$980.00 Expiry2026-10-16 Qty4,500 Price$108.76 SentimentNA
- 15 MSTR CALL $43.79MTime15:58 ET Strike$30.00 Expiry Qty4,901 Price$89.35 SentimentNA
- 16 MSTR CALL $42.80MTime15:58 ET Strike$35.00 Expiry Qty5,071 Price$84.40 SentimentNA
- 17 GLD CALL $37.88MTime11:34 ET Strike$450.00 Expiry2027-01-15 Qty20,000 Price$18.94 SentimentNA
- 18 QQQ PUT $37.03MTime14:49 ET Strike$725.00 Expiry2026-12-18 Qty10,000 Price$37.03 SentimentNA
- 19 LULU PUT $29.89MTime15:44 ET Strike$300.00 Expiry2026-12-18 Qty1,665 Price$179.50 SentimentNA
- 20 LULU PUT $26.56MTime15:27 ET Strike$300.00 Expiry2026-12-18 Qty1,468 Price$180.93 SentimentNA
- 21 SPX PUT $25.95MTime13:06 ET Strike$7,700.00 Expiry2026-09-18 Qty2,500 Price$103.78 SentimentBEARISH
- 22 SPX CALL $25.36MTime13:06 ET Strike$7,700.00 Expiry2026-09-18 Qty2,500 Price$101.42 SentimentNA
- 23 SPX PUT $23.71MTime09:47 ET Strike$8,000.00 Expiry2026-09-18 Qty740 Price$320.41 SentimentNA
- 24 COIN CALL $22.56MTime13:32 ET Strike$150.00 Expiry2026-08-21 Qty5,975 Price$37.75 SentimentNA
- 25 MU CALL $22.16MTime11:12 ET Strike$980.00 Expiry2026-10-16 Qty2,250 Price$98.49 SentimentNA