Daily Report
Friday, August 28, 2026
Writing session chart
Writing totals
Put: $1.53B (4,428,405)
Call: $2.31B (5,748,335)
Trades: 123,958
Bullish 39.8% 60.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.05%
Straddle mid$0.40
Strike$769.00
Upper breakeven$769.40
Lower breakeven$768.60
Underlying$769.11
SPY session prices
Open$771.72
High$774.96
Low$768.49
Close$769.39
Prev close (2026-08-27)$771.10
Dark pool top 10 by premium
- 1 AAPL 6,566,845 @ $319.70 $2.10B 16:00 ET
- 2 QQQ 1,324,375 @ $716.43 $948.82M 16:00 ET
- 3 SPY 936,799 @ $769.35 $720.73M 16:00 ET
- 4 NVDA 1,828,712 @ $227.01 $415.14M 09:30 ET
- 5 SPY 500,000 @ $769.63 $384.81M 12:45 ET
- 6 QQQ 360,000 @ $715.90 $257.72M 15:10 ET
- 7 AAPL 719,000 @ $319.70 $229.86M 16:00 ET
- 8 AAPL 645,000 @ $319.50 $206.08M 14:48 ET
- 9 QQQ 266,000 @ $721.65 $191.96M 11:43 ET
- 10 QQQ 266,000 @ $716.07 $190.47M 13:03 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 10:54 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $897.78 | $179.56M | NA |
| 2 | 10:55 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,500 | $897.78 | $134.67M | NA |
| 3 | 14:13 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,500 | $768.23 | $115.23M | BULLISH |
| 4 | 10:54 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $314.96 | $62.99M | BEARISH |
| 5 | 14:41 | MSFT | CALL | $420.00 | 2026-11-20 | 5,500 | $102.70 | $56.48M | NA |
| 6 | 15:55 | MSTR | CALL | $35.00 | 5,425 | $92.55 | $50.21M | NA | |
| 7 | 10:55 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,500 | $314.96 | $47.24M | BEARISH |
| 8 | 14:13 | SPX | PUT | $8,000.00 | 2026-10-16 | 1,500 | $286.70 | $43.01M | NA |
| 9 | 11:06 | MSFT | CALL | $480.00 | 2026-11-20 | 7,250 | $53.92 | $39.09M | NA |
| 10 | 10:54 | SPX | CALL | $8,000.00 | 2026-12-18 | 2,000 | $158.49 | $31.70M | BEARISH |
| 11 | 11:27 | GLW | CALL | $55.00 | 3,200 | $97.04 | $31.05M | NA | |
| 12 | 15:16 | LULU | PUT | $300.00 | 2026-12-18 | 1,665 | $180.35 | $30.03M | NA |
| 13 | 11:27 | GLW | CALL | $60.00 | 3,200 | $92.74 | $29.68M | NA | |
| 14 | 10:55 | SPX | CALL | $8,000.00 | 2026-12-18 | 1,500 | $158.49 | $23.77M | BEARISH |
| 15 | 15:16 | LULU | PUT | $350.00 | 2026-12-18 | 956 | $230.40 | $22.03M | NA |
| 16 | 12:10 | KLAC | PUT | $224.00 | 2026-11-20 | 4,000 | $53.05 | $21.22M | NA |
| 17 | 15:18 | LULU | PUT | $300.00 | 2026-12-18 | 1,075 | $180.61 | $19.42M | NA |
| 18 | 15:16 | META | PUT | $730.00 | 2026-09-18 | 1,179 | $153.75 | $18.13M | NA |
| 19 | 15:18 | LULU | PUT | $350.00 | 2026-12-18 | 690 | $230.40 | $15.90M | BEARISH |
| 20 | 10:00 | AMZN | CALL | $295.00 | 2026-11-20 | 25,000 | $6.23 | $15.57M | NA |
| 21 | 15:15 | IWM | PUT | $295.00 | 2026-09-11 | 55,273 | $2.75 | $15.20M | NA |
| 22 | 15:38 | SPCX | PUT | $230.00 | 2026-09-18 | 1,600 | $89.55 | $14.33M | NA |
| 23 | 10:54 | SPX | PUT | $7,000.00 | 2026-12-18 | 2,000 | $67.45 | $13.49M | NA |
| 24 | 12:11 | SPX | CALL | $8,300.00 | 2027-01-15 | 1,500 | $84.00 | $12.60M | NA |
| 25 | 10:33 | MSFT | CALL | $510.00 | 2026-10-16 | 5,975 | $20.60 | $12.31M | BULLISH |
- 1 SPX CALL $179.56MTime10:54 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$897.78 SentimentNA
- 2 SPX CALL $134.67MTime10:55 ET Strike$7,000.00 Expiry2026-12-18 Qty1,500 Price$897.78 SentimentNA
- 3 SPX CALL $115.23MTime14:13 ET Strike$7,000.00 Expiry2026-10-16 Qty1,500 Price$768.23 SentimentBULLISH
- 4 SPX PUT $62.99MTime10:54 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$314.96 SentimentBEARISH
- 5 MSFT CALL $56.48MTime14:41 ET Strike$420.00 Expiry2026-11-20 Qty5,500 Price$102.70 SentimentNA
- 6 MSTR CALL $50.21MTime15:55 ET Strike$35.00 Expiry Qty5,425 Price$92.55 SentimentNA
- 7 SPX PUT $47.24MTime10:55 ET Strike$8,000.00 Expiry2026-12-18 Qty1,500 Price$314.96 SentimentBEARISH
- 8 SPX PUT $43.01MTime14:13 ET Strike$8,000.00 Expiry2026-10-16 Qty1,500 Price$286.70 SentimentNA
- 9 MSFT CALL $39.09MTime11:06 ET Strike$480.00 Expiry2026-11-20 Qty7,250 Price$53.92 SentimentNA
- 10 SPX CALL $31.70MTime10:54 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$158.49 SentimentBEARISH
- 11 GLW CALL $31.05MTime11:27 ET Strike$55.00 Expiry Qty3,200 Price$97.04 SentimentNA
- 12 LULU PUT $30.03MTime15:16 ET Strike$300.00 Expiry2026-12-18 Qty1,665 Price$180.35 SentimentNA
- 13 GLW CALL $29.68MTime11:27 ET Strike$60.00 Expiry Qty3,200 Price$92.74 SentimentNA
- 14 SPX CALL $23.77MTime10:55 ET Strike$8,000.00 Expiry2026-12-18 Qty1,500 Price$158.49 SentimentBEARISH
- 15 LULU PUT $22.03MTime15:16 ET Strike$350.00 Expiry2026-12-18 Qty956 Price$230.40 SentimentNA
- 16 KLAC PUT $21.22MTime12:10 ET Strike$224.00 Expiry2026-11-20 Qty4,000 Price$53.05 SentimentNA
- 17 LULU PUT $19.42MTime15:18 ET Strike$300.00 Expiry2026-12-18 Qty1,075 Price$180.61 SentimentNA
- 18 META PUT $18.13MTime15:16 ET Strike$730.00 Expiry2026-09-18 Qty1,179 Price$153.75 SentimentNA
- 19 LULU PUT $15.90MTime15:18 ET Strike$350.00 Expiry2026-12-18 Qty690 Price$230.40 SentimentBEARISH
- 20 AMZN CALL $15.57MTime10:00 ET Strike$295.00 Expiry2026-11-20 Qty25,000 Price$6.23 SentimentNA
- 21 IWM PUT $15.20MTime15:15 ET Strike$295.00 Expiry2026-09-11 Qty55,273 Price$2.75 SentimentNA
- 22 SPCX PUT $14.33MTime15:38 ET Strike$230.00 Expiry2026-09-18 Qty1,600 Price$89.55 SentimentNA
- 23 SPX PUT $13.49MTime10:54 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$67.45 SentimentNA
- 24 SPX CALL $12.60MTime12:11 ET Strike$8,300.00 Expiry2027-01-15 Qty1,500 Price$84.00 SentimentNA
- 25 MSFT CALL $12.31MTime10:33 ET Strike$510.00 Expiry2026-10-16 Qty5,975 Price$20.60 SentimentBULLISH