Daily Report
Thursday, August 27, 2026
Writing session chart
Writing totals
Put: $2.58B (3,449,741)
Call: $2.61B (6,071,540)
Trades: 126,107
Bullish 49.7% 50.3% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.07%
Straddle mid$0.54
Strike$770.00
Upper breakeven$770.54
Lower breakeven$769.47
Underlying$770.45
SPY session prices
Open$768.50
High$772.19
Low$767.47
Close$771.07
Prev close (2026-08-26)$766.08
Dark pool top 10 by premium
- 1 AAPL 7,108,328 @ $314.58 $2.24B 16:00 ET
- 2 SPY 1,096,888 @ $771.10 $845.81M 16:00 ET
- 3 NVDA 2,628,317 @ $222.94 $585.96M 09:30 ET
- 4 QQQ 724,853 @ $721.11 $522.70M 16:00 ET
- 5 QQQ 520,000 @ $719.73 $374.26M 13:29 ET
- 6 SPY 300,000 @ $771.60 $231.48M 13:27 ET
- 7 QQQ 323,440 @ $715.68 $231.48M 09:59 ET
- 8 QQQ 308,000 @ $719.84 $221.71M 15:39 ET
- 9 QQQ 300,000 @ $721.34 $216.40M 16:01 ET
- 10 QQQ 245,000 @ $721.14 $176.68M 15:59 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:17 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,500 | $870.57 | $304.70M | NA |
| 2 | 11:17 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,500 | $334.65 | $117.13M | NA |
| 3 | 11:19 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,000 | $870.57 | $87.06M | NA |
| 4 | 11:34 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,100 | $776.00 | $85.36M | BULLISH |
| 5 | 15:05 | TSM | CALL | $380.00 | 2026-11-20 | 9,700 | $59.30 | $57.52M | NA |
| 6 | 15:47 | LULU | PUT | $300.00 | 2026-12-18 | 2,369 | $183.80 | $43.54M | NA |
| 7 | 15:07 | LULU | PUT | $350.00 | 2026-12-18 | 1,510 | $235.05 | $35.49M | NA |
| 8 | 15:47 | LULU | PUT | $350.00 | 2026-12-18 | 1,500 | $233.80 | $35.07M | NA |
| 9 | 14:47 | LULU | PUT | $350.00 | 2026-12-18 | 1,500 | $233.43 | $35.01M | NA |
| 10 | 11:19 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,000 | $334.65 | $33.47M | NA |
| 11 | 15:07 | LULU | PUT | $300.00 | 2026-12-18 | 1,740 | $185.10 | $32.21M | BEARISH |
| 12 | 14:44 | SPCX | PUT | $230.00 | 2026-09-18 | 3,300 | $89.75 | $29.62M | NA |
| 13 | 15:53 | SPCX | PUT | $230.00 | 2026-09-18 | 3,300 | $89.40 | $29.50M | NA |
| 14 | 14:45 | SPCX | PUT | $230.00 | 2026-09-18 | 3,200 | $90.30 | $28.90M | NA |
| 15 | 14:57 | LULU | PUT | $300.00 | 2026-12-18 | 1,530 | $185.10 | $28.32M | BEARISH |
| 16 | 14:47 | LULU | PUT | $300.00 | 2026-12-18 | 1,500 | $183.43 | $27.51M | NA |
| 17 | 14:45 | MU | PUT | $350.00 | 2026-09-18 | 600 | $436.30 | $26.18M | NA |
| 18 | 14:29 | APP | PUT | $110.00 | 2027-01-15 | 320 | $799.50 | $25.58M | NA |
| 19 | 15:45 | APP | PUT | $110.00 | 2027-01-15 | 320 | $797.50 | $25.52M | NA |
| 20 | 12:10 | EWY | CALL | $185.00 | 2027-06-17 | 8,500 | $29.86 | $25.38M | NA |
| 21 | 15:22 | NEE | CALL | $35.00 | 2027-01-15 | 4,800 | $48.67 | $23.36M | NA |
| 22 | 15:41 | GOOG | PUT | $480.00 | 2027-01-15 | 1,630 | $142.85 | $23.28M | NA |
| 23 | 14:28 | GOOG | PUT | $480.00 | 2027-01-15 | 1,630 | $142.10 | $23.16M | NA |
| 24 | 15:47 | META | PUT | $730.00 | 2026-09-18 | 1,436 | $160.60 | $23.06M | NA |
| 25 | 14:44 | SPCX | PUT | $205.00 | 2026-09-18 | 3,500 | $64.50 | $22.57M | NA |
- 1 SPX CALL $304.70MTime11:17 ET Strike$7,000.00 Expiry2026-12-18 Qty3,500 Price$870.57 SentimentNA
- 2 SPX PUT $117.13MTime11:17 ET Strike$8,000.00 Expiry2026-12-18 Qty3,500 Price$334.65 SentimentNA
- 3 SPX CALL $87.06MTime11:19 ET Strike$7,000.00 Expiry2026-12-18 Qty1,000 Price$870.57 SentimentNA
- 4 SPX CALL $85.36MTime11:34 ET Strike$7,000.00 Expiry2026-10-16 Qty1,100 Price$776.00 SentimentBULLISH
- 5 TSM CALL $57.52MTime15:05 ET Strike$380.00 Expiry2026-11-20 Qty9,700 Price$59.30 SentimentNA
- 6 LULU PUT $43.54MTime15:47 ET Strike$300.00 Expiry2026-12-18 Qty2,369 Price$183.80 SentimentNA
- 7 LULU PUT $35.49MTime15:07 ET Strike$350.00 Expiry2026-12-18 Qty1,510 Price$235.05 SentimentNA
- 8 LULU PUT $35.07MTime15:47 ET Strike$350.00 Expiry2026-12-18 Qty1,500 Price$233.80 SentimentNA
- 9 LULU PUT $35.01MTime14:47 ET Strike$350.00 Expiry2026-12-18 Qty1,500 Price$233.43 SentimentNA
- 10 SPX PUT $33.47MTime11:19 ET Strike$8,000.00 Expiry2026-12-18 Qty1,000 Price$334.65 SentimentNA
- 11 LULU PUT $32.21MTime15:07 ET Strike$300.00 Expiry2026-12-18 Qty1,740 Price$185.10 SentimentBEARISH
- 12 SPCX PUT $29.62MTime14:44 ET Strike$230.00 Expiry2026-09-18 Qty3,300 Price$89.75 SentimentNA
- 13 SPCX PUT $29.50MTime15:53 ET Strike$230.00 Expiry2026-09-18 Qty3,300 Price$89.40 SentimentNA
- 14 SPCX PUT $28.90MTime14:45 ET Strike$230.00 Expiry2026-09-18 Qty3,200 Price$90.30 SentimentNA
- 15 LULU PUT $28.32MTime14:57 ET Strike$300.00 Expiry2026-12-18 Qty1,530 Price$185.10 SentimentBEARISH
- 16 LULU PUT $27.51MTime14:47 ET Strike$300.00 Expiry2026-12-18 Qty1,500 Price$183.43 SentimentNA
- 17 MU PUT $26.18MTime14:45 ET Strike$350.00 Expiry2026-09-18 Qty600 Price$436.30 SentimentNA
- 18 APP PUT $25.58MTime14:29 ET Strike$110.00 Expiry2027-01-15 Qty320 Price$799.50 SentimentNA
- 19 APP PUT $25.52MTime15:45 ET Strike$110.00 Expiry2027-01-15 Qty320 Price$797.50 SentimentNA
- 20 EWY CALL $25.38MTime12:10 ET Strike$185.00 Expiry2027-06-17 Qty8,500 Price$29.86 SentimentNA
- 21 NEE CALL $23.36MTime15:22 ET Strike$35.00 Expiry2027-01-15 Qty4,800 Price$48.67 SentimentNA
- 22 GOOG PUT $23.28MTime15:41 ET Strike$480.00 Expiry2027-01-15 Qty1,630 Price$142.85 SentimentNA
- 23 GOOG PUT $23.16MTime14:28 ET Strike$480.00 Expiry2027-01-15 Qty1,630 Price$142.10 SentimentNA
- 24 META PUT $23.06MTime15:47 ET Strike$730.00 Expiry2026-09-18 Qty1,436 Price$160.60 SentimentNA
- 25 SPCX PUT $22.57MTime14:44 ET Strike$205.00 Expiry2026-09-18 Qty3,500 Price$64.50 SentimentNA