Daily Report
Tuesday, September 22, 2026
Writing session chart
Writing totals
Put: $2.42B (3,672,523)
Call: $11.78B (5,401,000)
Trades: 128,106
Bullish 17.0% 83.0% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.09%
Straddle mid$0.71
Strike$773.00
Upper breakeven$773.71
Lower breakeven$772.29
Underlying$773.48
SPY session prices
Open$774.01
High$774.96
Low$772.76
Close$773.40
Prev close (2026-09-21)$773.50
Dark pool top 10 by premium
- 1 AAPL 7,013,420 @ $339.75 $2.38B 16:00 ET
- 2 QQQ 2,280,000 @ $747.18 $1.70B 16:01 ET
- 3 QQQ 1,500,000 @ $747.26 $1.12B 16:04 ET
- 4 SPY 1,250,000 @ $773.35 $966.69M 11:06 ET
- 5 QQQ 1,125,000 @ $744.69 $837.77M 12:07 ET
- 6 SPY 1,000,000 @ $773.35 $773.35M 11:09 ET
- 7 SPY 874,014 @ $773.38 $675.94M 16:00 ET
- 8 SPY 650,000 @ $774.42 $503.37M 15:27 ET
- 9 SPY 600,000 @ $773.35 $464.01M 11:26 ET
- 10 QQQ 582,738 @ $747.46 $435.57M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 10:52 | SPX | CALL | $200.00 | 4,900 | $7,561.48 | $3.71B | NA | |
| 2 | 10:52 | SPX | CALL | $1,200.00 | 2026-10-16 | 5,000 | $6,564.50 | $3.28B | NA |
| 3 | 11:40 | SPX | CALL | $7,000.00 | 2,000 | $2,639.71 | $527.94M | NA | |
| 4 | 14:18 | SPX | CALL | $7,000.00 | 2027-03-19 | 5,000 | $1,003.10 | $501.55M | NA |
| 5 | 12:34 | SPX | CALL | $7,000.00 | 2027-01-15 | 4,800 | $910.36 | $436.97M | NA |
| 6 | 11:40 | SPX | CALL | $8,000.00 | 2,000 | $2,101.69 | $420.34M | NA | |
| 7 | 11:43 | SPX | PUT | $7,850.00 | 2026-12-18 | 12,500 | $213.18 | $266.48M | NA |
| 8 | 14:18 | SPX | PUT | $8,000.00 | 2027-03-19 | 5,000 | $349.00 | $174.50M | NA |
| 9 | 11:40 | SPX | PUT | $8,000.00 | 2,000 | $749.84 | $149.97M | NA | |
| 10 | 12:34 | SPX | PUT | $8,000.00 | 2027-01-15 | 4,800 | $303.07 | $145.47M | NA |
| 11 | 11:43 | SPX | CALL | $7,850.00 | 2026-12-18 | 7,500 | $188.97 | $141.73M | NA |
| 12 | 14:18 | SPX | CALL | $8,000.00 | 2027-03-19 | 5,000 | $269.00 | $134.50M | NA |
| 13 | 10:24 | INTC | CALL | $80.00 | 20,000 | $58.75 | $117.50M | NA | |
| 14 | 11:40 | SPX | PUT | $7,000.00 | 2,000 | $525.86 | $105.17M | NA | |
| 15 | 10:24 | INTC | CALL | $130.00 | 2028-01-21 | 20,000 | $37.00 | $74.00M | NA |
| 16 | 11:43 | SPX | PUT | $7,850.00 | 2026-09-22 | 7,500 | $91.06 | $68.30M | NA |
| 17 | 13:26 | META | CALL | $700.00 | 2026-10-16 | 11,227 | $60.00 | $67.36M | NA |
| 18 | 12:28 | SPX | CALL | $7,850.00 | 2026-12-18 | 3,000 | $187.97 | $56.39M | BEARISH |
| 19 | 14:18 | SPX | PUT | $7,000.00 | 2027-03-19 | 5,000 | $106.00 | $53.00M | NA |
| 20 | 15:37 | META | CALL | $540.00 | 2028-12-15 | 1,460 | $317.92 | $46.42M | NA |
| 21 | 12:34 | SPX | CALL | $8,000.00 | 2027-01-15 | 2,800 | $163.20 | $45.70M | NA |
| 22 | 15:37 | META | CALL | $560.00 | 2029-01-19 | 1,460 | $310.07 | $45.27M | NA |
| 23 | 15:36 | NVDA | CALL | $200.00 | 2029-01-19 | 5,000 | $78.46 | $39.23M | NA |
| 24 | 15:36 | NVDA | CALL | $200.00 | 2028-12-15 | 5,000 | $77.42 | $38.71M | NA |
| 25 | 12:50 | NVDA | CALL | $200.00 | 2029-01-19 | 4,774 | $77.78 | $37.13M | NA |
- 1 SPX CALL $3.71BTime10:52 ET Strike$200.00 Expiry Qty4,900 Price$7,561.48 SentimentNA
- 2 SPX CALL $3.28BTime10:52 ET Strike$1,200.00 Expiry2026-10-16 Qty5,000 Price$6,564.50 SentimentNA
- 3 SPX CALL $527.94MTime11:40 ET Strike$7,000.00 Expiry Qty2,000 Price$2,639.71 SentimentNA
- 4 SPX CALL $501.55MTime14:18 ET Strike$7,000.00 Expiry2027-03-19 Qty5,000 Price$1,003.10 SentimentNA
- 5 SPX CALL $436.97MTime12:34 ET Strike$7,000.00 Expiry2027-01-15 Qty4,800 Price$910.36 SentimentNA
- 6 SPX CALL $420.34MTime11:40 ET Strike$8,000.00 Expiry Qty2,000 Price$2,101.69 SentimentNA
- 7 SPX PUT $266.48MTime11:43 ET Strike$7,850.00 Expiry2026-12-18 Qty12,500 Price$213.18 SentimentNA
- 8 SPX PUT $174.50MTime14:18 ET Strike$8,000.00 Expiry2027-03-19 Qty5,000 Price$349.00 SentimentNA
- 9 SPX PUT $149.97MTime11:40 ET Strike$8,000.00 Expiry Qty2,000 Price$749.84 SentimentNA
- 10 SPX PUT $145.47MTime12:34 ET Strike$8,000.00 Expiry2027-01-15 Qty4,800 Price$303.07 SentimentNA
- 11 SPX CALL $141.73MTime11:43 ET Strike$7,850.00 Expiry2026-12-18 Qty7,500 Price$188.97 SentimentNA
- 12 SPX CALL $134.50MTime14:18 ET Strike$8,000.00 Expiry2027-03-19 Qty5,000 Price$269.00 SentimentNA
- 13 INTC CALL $117.50MTime10:24 ET Strike$80.00 Expiry Qty20,000 Price$58.75 SentimentNA
- 14 SPX PUT $105.17MTime11:40 ET Strike$7,000.00 Expiry Qty2,000 Price$525.86 SentimentNA
- 15 INTC CALL $74.00MTime10:24 ET Strike$130.00 Expiry2028-01-21 Qty20,000 Price$37.00 SentimentNA
- 16 SPX PUT $68.30MTime11:43 ET Strike$7,850.00 Expiry2026-09-22 Qty7,500 Price$91.06 SentimentNA
- 17 META CALL $67.36MTime13:26 ET Strike$700.00 Expiry2026-10-16 Qty11,227 Price$60.00 SentimentNA
- 18 SPX CALL $56.39MTime12:28 ET Strike$7,850.00 Expiry2026-12-18 Qty3,000 Price$187.97 SentimentBEARISH
- 19 SPX PUT $53.00MTime14:18 ET Strike$7,000.00 Expiry2027-03-19 Qty5,000 Price$106.00 SentimentNA
- 20 META CALL $46.42MTime15:37 ET Strike$540.00 Expiry2028-12-15 Qty1,460 Price$317.92 SentimentNA
- 21 SPX CALL $45.70MTime12:34 ET Strike$8,000.00 Expiry2027-01-15 Qty2,800 Price$163.20 SentimentNA
- 22 META CALL $45.27MTime15:37 ET Strike$560.00 Expiry2029-01-19 Qty1,460 Price$310.07 SentimentNA
- 23 NVDA CALL $39.23MTime15:36 ET Strike$200.00 Expiry2029-01-19 Qty5,000 Price$78.46 SentimentNA
- 24 NVDA CALL $38.71MTime15:36 ET Strike$200.00 Expiry2028-12-15 Qty5,000 Price$77.42 SentimentNA
- 25 NVDA CALL $37.13MTime12:50 ET Strike$200.00 Expiry2029-01-19 Qty4,774 Price$77.78 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