Daily Report
Wednesday, August 26, 2026
Writing session chart
Writing totals
Put: $1.40B (3,094,779)
Call: $2.10B (4,056,092)
Trades: 124,830
Bullish 40.0% 60.0% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.32%
Straddle mid$2.46
Strike$767.00
Upper breakeven$769.46
Lower breakeven$764.55
Underlying$766.71
SPY session prices
Open$764.72
High$767.27
Low$764.01
Close$765.95
Prev close (2026-08-25)$765.91
Dark pool top 10 by premium
- 1 AAPL 5,738,249 @ $313.45 $1.80B 16:00 ET
- 2 SPY 926,348 @ $766.08 $709.66M 16:00 ET
- 3 SPY 329,020 @ $766.08 $252.06M 16:02 ET
- 4 NVDA 1,169,959 @ $212.56 $248.69M 09:30 ET
- 5 QQQ 240,637 @ $711.37 $171.18M 16:00 ET
- 6 AAPL 500,000 @ $313.90 $156.95M 13:51 ET
- 7 AAPL 500,000 @ $313.90 $156.95M 14:05 ET
- 8 AAPL 400,000 @ $314.99 $125.99M 15:55 ET
- 9 NVDA 600,000 @ $209.66 $125.80M 16:00 ET
- 10 AAPL 400,000 @ $312.70 $125.08M 11:07 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 13:15 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,800 | $821.56 | $312.19M | BEARISH |
| 2 | 13:15 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,800 | $372.86 | $141.69M | BEARISH |
| 3 | 10:28 | SPX | CALL | $6,000.00 | 2027-01-15 | 750 | $1,783.52 | $133.76M | NA |
| 4 | 12:44 | SPX | CALL | $7,000.00 | 2027-09-17 | 750 | $1,183.00 | $88.72M | NA |
| 5 | 10:28 | SPX | CALL | $7,000.00 | 2027-01-15 | 750 | $866.82 | $65.01M | NA |
| 6 | 10:08 | BX | PUT | $155.00 | 2026-11-20 | 26,500 | $17.55 | $46.51M | NA |
| 7 | 12:44 | SPX | PUT | $8,000.00 | 2027-09-17 | 750 | $543.95 | $40.80M | NA |
| 8 | 12:44 | SPX | CALL | $8,000.00 | 2027-09-17 | 750 | $511.60 | $38.37M | NA |
| 9 | 13:54 | INTC | PUT | $40.00 | 2028-12-15 | 5,000 | $65.50 | $32.75M | BULLISH |
| 10 | 14:03 | AAPL | CALL | $340.00 | 2028-12-15 | 4,500 | $57.19 | $25.74M | NA |
| 11 | 13:15 | SPX | CALL | $8,000.00 | 2026-12-18 | 2,000 | $126.31 | $25.26M | BEARISH |
| 12 | 13:50 | AAPL | CALL | $340.00 | 2028-12-15 | 4,000 | $57.39 | $22.96M | NA |
| 13 | 09:43 | GLD | CALL | $445.00 | 2026-11-20 | 15,000 | $14.60 | $21.90M | NA |
| 14 | 11:36 | MSFT | PUT | $250.00 | 2028-01-21 | 56,000 | $3.65 | $20.44M | BEARISH |
| 15 | 12:44 | SPX | PUT | $7,000.00 | 2027-09-17 | 750 | $263.00 | $19.73M | NA |
| 16 | 15:28 | QQQ | PUT | $712.00 | 2026-10-16 | 10,000 | $19.00 | $19.00M | NA |
| 17 | 12:19 | MSFT | CALL | $545.00 | 2026-11-20 | 14,839 | $12.26 | $18.19M | NA |
| 18 | 12:19 | MSFT | CALL | $505.00 | 2026-10-02 | 14,839 | $11.95 | $17.73M | NA |
| 19 | 13:15 | SPX | PUT | $7,000.00 | 2026-12-18 | 2,000 | $81.66 | $16.33M | NA |
| 20 | 13:50 | AAPL | PUT | $260.00 | 2028-12-15 | 7,500 | $21.44 | $16.08M | NA |
| 21 | 14:03 | AAPL | PUT | $260.00 | 2028-12-15 | 7,500 | $21.29 | $15.97M | NA |
| 22 | 13:03 | SPX | PUT | $7,700.00 | 2026-09-18 | 1,500 | $103.44 | $15.52M | BULLISH |
| 23 | 13:03 | SPX | CALL | $7,700.00 | 2026-09-18 | 1,850 | $83.26 | $15.40M | BULLISH |
| 24 | 14:43 | SPX | CALL | $8,040.00 | 2026-12-18 | 1,282 | $114.07 | $14.62M | NA |
| 25 | 09:30 | RUT | PUT | $2,950.00 | 2026-10-16 | 2,622 | $55.52 | $14.56M | NA |
- 1 SPX CALL $312.19MTime13:15 ET Strike$7,000.00 Expiry2026-12-18 Qty3,800 Price$821.56 SentimentBEARISH
- 2 SPX PUT $141.69MTime13:15 ET Strike$8,000.00 Expiry2026-12-18 Qty3,800 Price$372.86 SentimentBEARISH
- 3 SPX CALL $133.76MTime10:28 ET Strike$6,000.00 Expiry2027-01-15 Qty750 Price$1,783.52 SentimentNA
- 4 SPX CALL $88.72MTime12:44 ET Strike$7,000.00 Expiry2027-09-17 Qty750 Price$1,183.00 SentimentNA
- 5 SPX CALL $65.01MTime10:28 ET Strike$7,000.00 Expiry2027-01-15 Qty750 Price$866.82 SentimentNA
- 6 BX PUT $46.51MTime10:08 ET Strike$155.00 Expiry2026-11-20 Qty26,500 Price$17.55 SentimentNA
- 7 SPX PUT $40.80MTime12:44 ET Strike$8,000.00 Expiry2027-09-17 Qty750 Price$543.95 SentimentNA
- 8 SPX CALL $38.37MTime12:44 ET Strike$8,000.00 Expiry2027-09-17 Qty750 Price$511.60 SentimentNA
- 9 INTC PUT $32.75MTime13:54 ET Strike$40.00 Expiry2028-12-15 Qty5,000 Price$65.50 SentimentBULLISH
- 10 AAPL CALL $25.74MTime14:03 ET Strike$340.00 Expiry2028-12-15 Qty4,500 Price$57.19 SentimentNA
- 11 SPX CALL $25.26MTime13:15 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$126.31 SentimentBEARISH
- 12 AAPL CALL $22.96MTime13:50 ET Strike$340.00 Expiry2028-12-15 Qty4,000 Price$57.39 SentimentNA
- 13 GLD CALL $21.90MTime09:43 ET Strike$445.00 Expiry2026-11-20 Qty15,000 Price$14.60 SentimentNA
- 14 MSFT PUT $20.44MTime11:36 ET Strike$250.00 Expiry2028-01-21 Qty56,000 Price$3.65 SentimentBEARISH
- 15 SPX PUT $19.73MTime12:44 ET Strike$7,000.00 Expiry2027-09-17 Qty750 Price$263.00 SentimentNA
- 16 QQQ PUT $19.00MTime15:28 ET Strike$712.00 Expiry2026-10-16 Qty10,000 Price$19.00 SentimentNA
- 17 MSFT CALL $18.19MTime12:19 ET Strike$545.00 Expiry2026-11-20 Qty14,839 Price$12.26 SentimentNA
- 18 MSFT CALL $17.73MTime12:19 ET Strike$505.00 Expiry2026-10-02 Qty14,839 Price$11.95 SentimentNA
- 19 SPX PUT $16.33MTime13:15 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$81.66 SentimentNA
- 20 AAPL PUT $16.08MTime13:50 ET Strike$260.00 Expiry2028-12-15 Qty7,500 Price$21.44 SentimentNA
- 21 AAPL PUT $15.97MTime14:03 ET Strike$260.00 Expiry2028-12-15 Qty7,500 Price$21.29 SentimentNA
- 22 SPX PUT $15.52MTime13:03 ET Strike$7,700.00 Expiry2026-09-18 Qty1,500 Price$103.44 SentimentBULLISH
- 23 SPX CALL $15.40MTime13:03 ET Strike$7,700.00 Expiry2026-09-18 Qty1,850 Price$83.26 SentimentBULLISH
- 24 SPX CALL $14.62MTime14:43 ET Strike$8,040.00 Expiry2026-12-18 Qty1,282 Price$114.07 SentimentNA
- 25 RUT PUT $14.56MTime09:30 ET Strike$2,950.00 Expiry2026-10-16 Qty2,622 Price$55.52 SentimentNA