Daily Report
Monday, September 21, 2026
Writing session chart
Writing totals
Put: $2.00B (2,705,239)
Call: $4.84B (5,247,283)
Trades: 140,812
Bullish 29.2% 70.8% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.49
Strike$773.00
Upper breakeven$773.49
Lower breakeven$772.51
Underlying$773.01
SPY session prices
Open$766.31
High$774.78
Low$766.31
Close$773.53
Prev close (2026-09-18)$761.69
Dark pool top 10 by premium
- 1 AAPL 7,484,292 @ $338.98 $2.54B 16:00 ET
- 2 QQQ 1,699,766 @ $741.47 $1.26B 16:00 ET
- 3 QQQ 1,376,353 @ $721.01 $992.37M 10:33 ET
- 4 SPY 1,232,378 @ $773.50 $953.24M 16:00 ET
- 5 SPY 1,170,000 @ $769.83 $900.70M 10:27 ET
- 6 SPY 1,000,000 @ $772.55 $772.55M 13:13 ET
- 7 QQQ 750,000 @ $739.47 $554.60M 13:52 ET
- 8 QQQ 700,000 @ $741.68 $519.18M 15:21 ET
- 9 SPY 500,000 @ $774.16 $387.08M 15:04 ET
- 10 SPY 500,000 @ $773.50 $386.75M 15:57 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 14:57 | SPX | CALL | $7,000.00 | 3,000 | $2,649.42 | $794.83M | NA | |
| 2 | 11:50 | SPX | CALL | $7,000.00 | 2027-12-17 | 4,600 | $1,332.25 | $612.84M | NA |
| 3 | 10:22 | SPX | CALL | $7,000.00 | 2027-09-17 | 5,000 | $1,203.77 | $601.88M | BEARISH |
| 4 | 11:50 | SPX | CALL | $8,000.00 | 2027-12-17 | 4,600 | $647.95 | $298.06M | NA |
| 5 | 10:22 | SPX | CALL | $8,000.00 | 2027-09-17 | 5,000 | $511.24 | $255.62M | BEARISH |
| 6 | 10:22 | SPX | PUT | $8,000.00 | 2027-09-17 | 5,000 | $477.42 | $238.71M | BEARISH |
| 7 | 11:50 | SPX | PUT | $8,000.00 | 2027-12-17 | 4,600 | $509.28 | $234.27M | NA |
| 8 | 14:57 | SPX | PUT | $8,000.00 | 3,000 | $747.59 | $224.28M | NA | |
| 9 | 13:30 | SPX | CALL | $7,750.00 | 2026-12-18 | 6,000 | $253.00 | $151.80M | NA |
| 10 | 09:55 | SPX | CALL | $7,000.00 | 2027-09-17 | 1,000 | $1,194.45 | $119.44M | NA |
| 11 | 11:50 | SPX | PUT | $7,000.00 | 2027-12-17 | 4,600 | $253.98 | $116.83M | NA |
| 12 | 10:22 | SPX | PUT | $7,000.00 | 2027-09-17 | 5,000 | $218.00 | $109.00M | NA |
| 13 | 13:30 | SPX | PUT | $7,750.00 | 2026-12-18 | 6,000 | $177.70 | $106.62M | BULLISH |
| 14 | 09:55 | SPX | PUT | $9,000.00 | 2027-09-17 | 1,000 | $1,049.62 | $104.96M | NA |
| 15 | 15:25 | INTC | CALL | $70.00 | 15,000 | $52.25 | $78.38M | NA | |
| 16 | 15:03 | BKNG | CALL | $150.00 | 2026-12-18 | 28,500 | $26.75 | $76.24M | NA |
| 17 | 14:39 | SPX | PUT | $7,500.00 | 2027-01-15 | 3,850 | $133.93 | $51.56M | BEARISH |
| 18 | 10:05 | SHOP | CALL | $145.00 | 2026-12-18 | 43,000 | $8.85 | $38.05M | NA |
| 19 | 10:45 | GLD | CALL | $450.00 | 2027-01-15 | 52,339 | $6.62 | $34.65M | NA |
| 20 | 15:03 | BKNG | CALL | $2.40 | 2026-10-16 | 31,000 | $10.40 | $32.24M | NA |
| 21 | 14:39 | SPX | PUT | $7,300.00 | 2026-12-18 | 3,850 | $78.67 | $30.29M | NA |
| 22 | 10:50 | GLD | CALL | $450.00 | 2026-12-18 | 53,018 | $4.70 | $24.92M | NA |
| 23 | 14:39 | SPX | PUT | $7,550.00 | 2026-11-20 | 2,750 | $86.82 | $23.88M | BEARISH |
| 24 | 10:21 | META | CALL | $710.00 | 2026-10-16 | 7,000 | $32.55 | $22.79M | BEARISH |
| 25 | 09:55 | SPX | PUT | $7,000.00 | 2027-09-17 | 1,000 | $219.80 | $21.98M | NA |
- 1 SPX CALL $794.83MTime14:57 ET Strike$7,000.00 Expiry Qty3,000 Price$2,649.42 SentimentNA
- 2 SPX CALL $612.84MTime11:50 ET Strike$7,000.00 Expiry2027-12-17 Qty4,600 Price$1,332.25 SentimentNA
- 3 SPX CALL $601.88MTime10:22 ET Strike$7,000.00 Expiry2027-09-17 Qty5,000 Price$1,203.77 SentimentBEARISH
- 4 SPX CALL $298.06MTime11:50 ET Strike$8,000.00 Expiry2027-12-17 Qty4,600 Price$647.95 SentimentNA
- 5 SPX CALL $255.62MTime10:22 ET Strike$8,000.00 Expiry2027-09-17 Qty5,000 Price$511.24 SentimentBEARISH
- 6 SPX PUT $238.71MTime10:22 ET Strike$8,000.00 Expiry2027-09-17 Qty5,000 Price$477.42 SentimentBEARISH
- 7 SPX PUT $234.27MTime11:50 ET Strike$8,000.00 Expiry2027-12-17 Qty4,600 Price$509.28 SentimentNA
- 8 SPX PUT $224.28MTime14:57 ET Strike$8,000.00 Expiry Qty3,000 Price$747.59 SentimentNA
- 9 SPX CALL $151.80MTime13:30 ET Strike$7,750.00 Expiry2026-12-18 Qty6,000 Price$253.00 SentimentNA
- 10 SPX CALL $119.44MTime09:55 ET Strike$7,000.00 Expiry2027-09-17 Qty1,000 Price$1,194.45 SentimentNA
- 11 SPX PUT $116.83MTime11:50 ET Strike$7,000.00 Expiry2027-12-17 Qty4,600 Price$253.98 SentimentNA
- 12 SPX PUT $109.00MTime10:22 ET Strike$7,000.00 Expiry2027-09-17 Qty5,000 Price$218.00 SentimentNA
- 13 SPX PUT $106.62MTime13:30 ET Strike$7,750.00 Expiry2026-12-18 Qty6,000 Price$177.70 SentimentBULLISH
- 14 SPX PUT $104.96MTime09:55 ET Strike$9,000.00 Expiry2027-09-17 Qty1,000 Price$1,049.62 SentimentNA
- 15 INTC CALL $78.38MTime15:25 ET Strike$70.00 Expiry Qty15,000 Price$52.25 SentimentNA
- 16 BKNG CALL $76.24MTime15:03 ET Strike$150.00 Expiry2026-12-18 Qty28,500 Price$26.75 SentimentNA
- 17 SPX PUT $51.56MTime14:39 ET Strike$7,500.00 Expiry2027-01-15 Qty3,850 Price$133.93 SentimentBEARISH
- 18 SHOP CALL $38.05MTime10:05 ET Strike$145.00 Expiry2026-12-18 Qty43,000 Price$8.85 SentimentNA
- 19 GLD CALL $34.65MTime10:45 ET Strike$450.00 Expiry2027-01-15 Qty52,339 Price$6.62 SentimentNA
- 20 BKNG CALL $32.24MTime15:03 ET Strike$2.40 Expiry2026-10-16 Qty31,000 Price$10.40 SentimentNA
- 21 SPX PUT $30.29MTime14:39 ET Strike$7,300.00 Expiry2026-12-18 Qty3,850 Price$78.67 SentimentNA
- 22 GLD CALL $24.92MTime10:50 ET Strike$450.00 Expiry2026-12-18 Qty53,018 Price$4.70 SentimentNA
- 23 SPX PUT $23.88MTime14:39 ET Strike$7,550.00 Expiry2026-11-20 Qty2,750 Price$86.82 SentimentBEARISH
- 24 META CALL $22.79MTime10:21 ET Strike$710.00 Expiry2026-10-16 Qty7,000 Price$32.55 SentimentBEARISH
- 25 SPX PUT $21.98MTime09:55 ET Strike$7,000.00 Expiry2027-09-17 Qty1,000 Price$219.80 SentimentNA
Available statements
2026-10-132026-10-122026-10-092026-10-082026-10-072026-10-062026-10-052026-10-022026-10-012026-09-302026-09-292026-09-282026-09-252026-09-242026-09-232026-09-222026-09-212026-09-182026-09-172026-09-162026-09-152026-09-142026-09-112026-09-102026-09-092026-09-082026-09-072026-09-042026-09-032026-09-022026-09-012026-08-312026-08-282026-08-272026-08-262026-08-252026-08-242026-08-212026-08-202026-08-192026-08-18