Daily Report
Monday, August 24, 2026
Writing session chart
Writing totals
Put: $2.13B (3,419,891)
Call: $3.20B (5,903,893)
Trades: 180,319
Bullish 39.9% 60.1% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.46
Strike$764.00
Upper breakeven$764.46
Lower breakeven$763.55
Underlying$763.61
SPY session prices
Open$764.76
High$765.05
Low$762.19
Close$763.46
Prev close (2026-08-21)$765.72
Dark pool top 10 by premium
- 1 SPY 2,300,000 @ $763.96 $1.76B 10:44 ET
- 2 AAPL 4,475,541 @ $310.34 $1.39B 16:00 ET
- 3 SPY 1,062,776 @ $763.47 $811.40M 16:00 ET
- 4 QQQ 600,000 @ $707.10 $424.26M 15:50 ET
- 5 AAPL 1,314,202 @ $310.34 $407.85M 16:00 ET
- 6 SPY 500,000 @ $763.44 $381.72M 10:28 ET
- 7 QQQ 467,361 @ $706.32 $330.11M 16:00 ET
- 8 IWM 1,000,000 @ $298.55 $298.55M 11:40 ET
- 9 NVDA 1,089,468 @ $215.48 $234.76M 09:30 ET
- 10 QQQ 330,000 @ $707.00 $233.31M 15:46 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:55 | SPX | CALL | $7,000.00 | 2026-10-16 | 3,300 | $727.38 | $240.04M | BULLISH |
| 2 | 09:51 | GLD | CALL | $420.00 | 2026-09-18 | 115,876 | $17.47 | $202.44M | NA |
| 3 | 10:04 | SPX | PUT | $9,000.00 | 2026-12-18 | 1,600 | $1,256.28 | $201.00M | NA |
| 4 | 11:30 | MCHP | CALL | $65.00 | 2026-12-18 | 118,920 | $12.90 | $153.41M | NA |
| 5 | 11:56 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $727.38 | $145.48M | NA |
| 6 | 09:51 | GLD | CALL | $430.00 | 2026-09-18 | 115,876 | $12.47 | $144.50M | NA |
| 7 | 10:04 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,600 | $808.63 | $129.38M | NA |
| 8 | 11:55 | SPX | PUT | $8,000.00 | 2026-10-16 | 3,300 | $333.32 | $110.00M | BULLISH |
| 9 | 15:26 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,500 | $724.97 | $108.75M | NA |
| 10 | 11:30 | MCHP | CALL | $0.50 | 2026-10-16 | 150,000 | $5.82 | $87.30M | NA |
| 11 | 11:47 | MCHP | CALL | $0.50 | 2026-10-16 | 150,000 | $5.78 | $86.70M | BEARISH |
| 12 | 11:56 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $333.32 | $66.66M | BULLISH |
| 13 | 13:57 | NVDA | PUT | $140.00 | 2027-06-17 | 119,994 | $4.57 | $54.84M | NA |
| 14 | 15:54 | SPX | CALL | $7,000.00 | 2026-10-16 | 750 | $722.12 | $54.16M | BULLISH |
| 15 | 15:26 | SPX | PUT | $8,000.00 | 2026-10-16 | 1,500 | $335.45 | $50.32M | NA |
| 16 | 13:57 | NVDA | PUT | $180.00 | 2027-01-15 | 59,997 | $7.68 | $46.08M | NA |
| 17 | 11:52 | SPX | PUT | $7,300.00 | 2026-12-18 | 2,800 | $128.91 | $36.09M | BEARISH |
| 18 | 11:52 | SPX | PUT | $7,300.00 | 2026-11-20 | 3,500 | $99.64 | $34.87M | BEARISH |
| 19 | 13:57 | NVDA | PUT | $180.00 | 2027-01-15 | 39,998 | $7.69 | $30.76M | NA |
| 20 | 10:23 | GLD | CALL | $380.00 | 2026-12-18 | 5,000 | $58.70 | $29.35M | BEARISH |
| 21 | 12:08 | GLD | CALL | $380.00 | 2026-12-18 | 5,000 | $58.70 | $29.35M | NA |
| 22 | 15:54 | SPX | PUT | $8,000.00 | 2026-10-16 | 750 | $337.84 | $25.34M | BULLISH |
| 23 | 11:37 | JNJ | CALL | $190.00 | 2026-10-16 | 2,520 | $82.57 | $20.81M | NA |
| 24 | 14:47 | JNJ | CALL | $190.00 | 2026-10-16 | 2,180 | $82.45 | $17.97M | NA |
| 25 | 14:32 | LULU | PUT | $350.00 | 2026-12-18 | 750 | $228.50 | $17.14M | NA |
- 1 SPX CALL $240.04MTime11:55 ET Strike$7,000.00 Expiry2026-10-16 Qty3,300 Price$727.38 SentimentBULLISH
- 2 GLD CALL $202.44MTime09:51 ET Strike$420.00 Expiry2026-09-18 Qty115,876 Price$17.47 SentimentNA
- 3 SPX PUT $201.00MTime10:04 ET Strike$9,000.00 Expiry2026-12-18 Qty1,600 Price$1,256.28 SentimentNA
- 4 MCHP CALL $153.41MTime11:30 ET Strike$65.00 Expiry2026-12-18 Qty118,920 Price$12.90 SentimentNA
- 5 SPX CALL $145.48MTime11:56 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$727.38 SentimentNA
- 6 GLD CALL $144.50MTime09:51 ET Strike$430.00 Expiry2026-09-18 Qty115,876 Price$12.47 SentimentNA
- 7 SPX CALL $129.38MTime10:04 ET Strike$7,000.00 Expiry2026-12-18 Qty1,600 Price$808.63 SentimentNA
- 8 SPX PUT $110.00MTime11:55 ET Strike$8,000.00 Expiry2026-10-16 Qty3,300 Price$333.32 SentimentBULLISH
- 9 SPX CALL $108.75MTime15:26 ET Strike$7,000.00 Expiry2026-10-16 Qty1,500 Price$724.97 SentimentNA
- 10 MCHP CALL $87.30MTime11:30 ET Strike$0.50 Expiry2026-10-16 Qty150,000 Price$5.82 SentimentNA
- 11 MCHP CALL $86.70MTime11:47 ET Strike$0.50 Expiry2026-10-16 Qty150,000 Price$5.78 SentimentBEARISH
- 12 SPX PUT $66.66MTime11:56 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$333.32 SentimentBULLISH
- 13 NVDA PUT $54.84MTime13:57 ET Strike$140.00 Expiry2027-06-17 Qty119,994 Price$4.57 SentimentNA
- 14 SPX CALL $54.16MTime15:54 ET Strike$7,000.00 Expiry2026-10-16 Qty750 Price$722.12 SentimentBULLISH
- 15 SPX PUT $50.32MTime15:26 ET Strike$8,000.00 Expiry2026-10-16 Qty1,500 Price$335.45 SentimentNA
- 16 NVDA PUT $46.08MTime13:57 ET Strike$180.00 Expiry2027-01-15 Qty59,997 Price$7.68 SentimentNA
- 17 SPX PUT $36.09MTime11:52 ET Strike$7,300.00 Expiry2026-12-18 Qty2,800 Price$128.91 SentimentBEARISH
- 18 SPX PUT $34.87MTime11:52 ET Strike$7,300.00 Expiry2026-11-20 Qty3,500 Price$99.64 SentimentBEARISH
- 19 NVDA PUT $30.76MTime13:57 ET Strike$180.00 Expiry2027-01-15 Qty39,998 Price$7.69 SentimentNA
- 20 GLD CALL $29.35MTime10:23 ET Strike$380.00 Expiry2026-12-18 Qty5,000 Price$58.70 SentimentBEARISH
- 21 GLD CALL $29.35MTime12:08 ET Strike$380.00 Expiry2026-12-18 Qty5,000 Price$58.70 SentimentNA
- 22 SPX PUT $25.34MTime15:54 ET Strike$8,000.00 Expiry2026-10-16 Qty750 Price$337.84 SentimentBULLISH
- 23 JNJ CALL $20.81MTime11:37 ET Strike$190.00 Expiry2026-10-16 Qty2,520 Price$82.57 SentimentNA
- 24 JNJ CALL $17.97MTime14:47 ET Strike$190.00 Expiry2026-10-16 Qty2,180 Price$82.45 SentimentNA
- 25 LULU PUT $17.14MTime14:32 ET Strike$350.00 Expiry2026-12-18 Qty750 Price$228.50 SentimentNA