Daily Report
Wednesday, September 23, 2026
Writing session chart
Writing totals
Put: $3.57B (3,988,542)
Call: $6.46B (4,821,620)
Trades: 120,379
Bullish 35.6% 64.4% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.08%
Straddle mid$0.59
Strike$768.00
Upper breakeven$768.59
Lower breakeven$767.41
Underlying$767.72
SPY session prices
Open$772.78
High$772.78
Low$766.74
Close$767.75
Prev close (2026-09-22)$773.38
Dark pool top 10 by premium
- 1 AAPL 6,243,721 @ $337.02 $2.10B 16:00 ET
- 2 SPY 1,255,541 @ $767.81 $964.02M 16:00 ET
- 3 SPY 1,000,000 @ $767.75 $767.75M 13:23 ET
- 4 QQQ 885,878 @ $741.21 $656.62M 16:00 ET
- 5 SPY 722,500 @ $771.26 $557.24M 09:58 ET
- 6 QQQ 700,000 @ $740.55 $518.38M 14:07 ET
- 7 QQQ 493,000 @ $740.70 $365.16M 13:53 ET
- 8 NVDA 1,590,934 @ $225.51 $358.77M 16:00 ET
- 9 IWM 975,961 @ $281.92 $275.14M 16:00 ET
- 10 QQQ 350,000 @ $740.76 $259.27M 15:58 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:03 | SPX | CALL | $4,000.00 | 2026-12-18 | 5,000 | $3,738.45 | $1.87B | NA |
| 2 | 15:03 | SPX | PUT | $0.00 | 2026-12-18 | 5,000 | $2,200.00 | $1.10B | NA |
| 3 | 12:26 | SPX | CALL | $7,000.00 | 2027-06-17 | 5,000 | $1,081.18 | $540.59M | NA |
| 4 | 13:54 | SPX | CALL | $7,000.00 | 2027-06-17 | 3,200 | $1,081.50 | $346.08M | NA |
| 5 | 12:49 | SPX | CALL | $7,000.00 | 2027-06-17 | 3,000 | $1,080.35 | $324.11M | BULLISH |
| 6 | 13:03 | SPX | CALL | $7,000.00 | 2027-06-17 | 3,000 | $1,070.58 | $321.17M | NA |
| 7 | 12:49 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,000 | $821.79 | $246.54M | BULLISH |
| 8 | 12:26 | SPX | PUT | $8,000.00 | 2027-06-17 | 5,000 | $426.09 | $213.04M | NA |
| 9 | 14:49 | SPX | CALL | $8,000.00 | 2027-09-17 | 3,847 | $505.79 | $194.58M | BEARISH |
| 10 | 12:26 | SPX | CALL | $8,000.00 | 2027-06-17 | 5,000 | $374.88 | $187.44M | NA |
| 11 | 12:34 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $822.64 | $164.53M | NA |
| 12 | 11:13 | SPX | CALL | $7,000.00 | 2027-01-15 | 1,550 | $880.00 | $136.40M | NA |
| 13 | 13:54 | SPX | PUT | $8,000.00 | 2027-06-17 | 3,200 | $425.95 | $136.30M | BEARISH |
| 14 | 13:03 | SPX | PUT | $8,000.00 | 2027-06-17 | 3,000 | $432.69 | $129.81M | NA |
| 15 | 12:49 | SPX | PUT | $8,000.00 | 2027-06-17 | 3,000 | $426.20 | $127.86M | BULLISH |
| 16 | 11:13 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,550 | $749.95 | $116.24M | NA |
| 17 | 13:54 | SPX | CALL | $8,000.00 | 2027-06-17 | 3,000 | $374.60 | $112.38M | BEARISH |
| 18 | 12:49 | SPX | CALL | $8,000.00 | 2027-06-17 | 3,000 | $374.00 | $112.20M | BULLISH |
| 19 | 13:03 | SPX | CALL | $8,000.00 | 2027-06-17 | 3,000 | $367.71 | $110.31M | NA |
| 20 | 12:49 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,000 | $317.00 | $95.10M | BULLISH |
| 21 | 12:26 | SPX | PUT | $7,000.00 | 2027-06-17 | 5,000 | $167.84 | $83.92M | NA |
| 22 | 14:49 | SPX | PUT | $7,000.00 | 2027-09-17 | 3,847 | $216.85 | $83.42M | NA |
| 23 | 12:34 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $316.22 | $63.24M | NA |
| 24 | 13:03 | SPX | PUT | $7,000.00 | 2027-06-17 | 3,000 | $171.01 | $51.30M | NA |
| 25 | 13:54 | SPX | PUT | $7,000.00 | 2027-06-17 | 3,000 | $168.30 | $50.49M | NA |
- 1 SPX CALL $1.87BTime15:03 ET Strike$4,000.00 Expiry2026-12-18 Qty5,000 Price$3,738.45 SentimentNA
- 2 SPX PUT $1.10BTime15:03 ET Strike$0.00 Expiry2026-12-18 Qty5,000 Price$2,200.00 SentimentNA
- 3 SPX CALL $540.59MTime12:26 ET Strike$7,000.00 Expiry2027-06-17 Qty5,000 Price$1,081.18 SentimentNA
- 4 SPX CALL $346.08MTime13:54 ET Strike$7,000.00 Expiry2027-06-17 Qty3,200 Price$1,081.50 SentimentNA
- 5 SPX CALL $324.11MTime12:49 ET Strike$7,000.00 Expiry2027-06-17 Qty3,000 Price$1,080.35 SentimentBULLISH
- 6 SPX CALL $321.17MTime13:03 ET Strike$7,000.00 Expiry2027-06-17 Qty3,000 Price$1,070.58 SentimentNA
- 7 SPX CALL $246.54MTime12:49 ET Strike$7,000.00 Expiry2026-12-18 Qty3,000 Price$821.79 SentimentBULLISH
- 8 SPX PUT $213.04MTime12:26 ET Strike$8,000.00 Expiry2027-06-17 Qty5,000 Price$426.09 SentimentNA
- 9 SPX CALL $194.58MTime14:49 ET Strike$8,000.00 Expiry2027-09-17 Qty3,847 Price$505.79 SentimentBEARISH
- 10 SPX CALL $187.44MTime12:26 ET Strike$8,000.00 Expiry2027-06-17 Qty5,000 Price$374.88 SentimentNA
- 11 SPX CALL $164.53MTime12:34 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$822.64 SentimentNA
- 12 SPX CALL $136.40MTime11:13 ET Strike$7,000.00 Expiry2027-01-15 Qty1,550 Price$880.00 SentimentNA
- 13 SPX PUT $136.30MTime13:54 ET Strike$8,000.00 Expiry2027-06-17 Qty3,200 Price$425.95 SentimentBEARISH
- 14 SPX PUT $129.81MTime13:03 ET Strike$8,000.00 Expiry2027-06-17 Qty3,000 Price$432.69 SentimentNA
- 15 SPX PUT $127.86MTime12:49 ET Strike$8,000.00 Expiry2027-06-17 Qty3,000 Price$426.20 SentimentBULLISH
- 16 SPX CALL $116.24MTime11:13 ET Strike$7,000.00 Expiry2026-10-16 Qty1,550 Price$749.95 SentimentNA
- 17 SPX CALL $112.38MTime13:54 ET Strike$8,000.00 Expiry2027-06-17 Qty3,000 Price$374.60 SentimentBEARISH
- 18 SPX CALL $112.20MTime12:49 ET Strike$8,000.00 Expiry2027-06-17 Qty3,000 Price$374.00 SentimentBULLISH
- 19 SPX CALL $110.31MTime13:03 ET Strike$8,000.00 Expiry2027-06-17 Qty3,000 Price$367.71 SentimentNA
- 20 SPX PUT $95.10MTime12:49 ET Strike$8,000.00 Expiry2026-12-18 Qty3,000 Price$317.00 SentimentBULLISH
- 21 SPX PUT $83.92MTime12:26 ET Strike$7,000.00 Expiry2027-06-17 Qty5,000 Price$167.84 SentimentNA
- 22 SPX PUT $83.42MTime14:49 ET Strike$7,000.00 Expiry2027-09-17 Qty3,847 Price$216.85 SentimentNA
- 23 SPX PUT $63.24MTime12:34 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$316.22 SentimentNA
- 24 SPX PUT $51.30MTime13:03 ET Strike$7,000.00 Expiry2027-06-17 Qty3,000 Price$171.01 SentimentNA
- 25 SPX PUT $50.49MTime13:54 ET Strike$7,000.00 Expiry2027-06-17 Qty3,000 Price$168.30 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