Daily Report
Thursday, September 24, 2026
Writing session chart
Writing totals
Put: $3.33B (4,912,888)
Call: $4.46B (4,769,997)
Trades: 115,508
Bullish 42.7% 57.3% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.10%
Straddle mid$0.74
Strike$766.00
Upper breakeven$766.74
Lower breakeven$765.27
Underlying$766.06
SPY session prices
Open$764.06
High$768.56
Low$763.36
Close$767.26
Prev close (2026-09-23)$767.81
Dark pool top 10 by premium
- 1 NVDA 9,574,064 @ $224.58 $2.15B 16:00 ET
- 2 AAPL 4,308,363 @ $335.92 $1.45B 16:00 ET
- 3 SPY 1,453,772 @ $767.18 $1.12B 16:00 ET
- 4 QQQ 1,000,000 @ $741.07 $741.07M 15:40 ET
- 5 SPY 510,000 @ $764.48 $389.89M 10:56 ET
- 6 QQQ 500,000 @ $740.91 $370.45M 15:48 ET
- 7 QQQ 400,000 @ $735.07 $294.03M 11:33 ET
- 8 QQQ 337,703 @ $741.10 $250.27M 16:00 ET
- 9 SPY 325,869 @ $767.62 $250.14M 15:02 ET
- 10 NVDA 1,070,000 @ $224.58 $240.30M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:34 | SPX | CALL | $7,000.00 | 2026-10-16 | 7,500 | $719.99 | $539.99M | NA |
| 2 | 14:02 | SPX | CALL | $8,000.00 | 2,250 | $2,074.48 | $466.76M | NA | |
| 3 | 11:43 | SPX | CALL | $7,000.00 | 2027-01-15 | 4,750 | $830.00 | $394.25M | BEARISH |
| 4 | 11:43 | SPX | CALL | $7,000.00 | 2026-10-16 | 4,750 | $690.00 | $327.75M | BEARISH |
| 5 | 13:17 | SPX | CALL | $8,000.00 | 2028-12-15 | 2,950 | $1,058.50 | $312.26M | NA |
| 6 | 12:34 | SPX | PUT | $8,000.00 | 2026-10-16 | 7,500 | $292.66 | $219.50M | NA |
| 7 | 12:34 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,500 | $719.99 | $180.00M | NA |
| 8 | 11:38 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,100 | $832.05 | $174.73M | NA |
| 9 | 11:43 | SPX | PUT | $8,000.00 | 2027-01-15 | 4,750 | $361.00 | $171.47M | BEARISH |
| 10 | 11:43 | SPX | PUT | $8,000.00 | 2026-10-16 | 4,750 | $321.00 | $152.47M | BEARISH |
| 11 | 12:39 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $719.99 | $144.00M | BEARISH |
| 12 | 12:44 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $719.99 | $144.00M | BEARISH |
| 13 | 14:02 | SPX | PUT | $7,000.00 | 2,250 | $513.88 | $115.62M | NA | |
| 14 | 13:17 | SPX | PUT | $7,000.00 | 2028-12-15 | 2,950 | $362.02 | $106.80M | NA |
| 15 | 10:45 | SPX | CALL | $7,000.00 | 2027-01-15 | 1,130 | $846.72 | $95.68M | BULLISH |
| 16 | 10:45 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,130 | $710.74 | $80.31M | BULLISH |
| 17 | 11:38 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,100 | $359.20 | $75.43M | NA |
| 18 | 12:34 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,500 | $292.66 | $73.17M | NA |
| 19 | 11:43 | SPX | CALL | $8,000.00 | 2027-01-15 | 4,750 | $126.00 | $59.85M | NA |
| 20 | 12:39 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $292.66 | $58.53M | BEARISH |
| 21 | 12:44 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $292.66 | $58.53M | BEARISH |
| 22 | 15:14 | LULU | PUT | $300.00 | 2026-12-18 | 2,548 | $199.35 | $50.79M | NA |
| 23 | 14:55 | LULU | PUT | $300.00 | 2026-12-18 | 2,050 | $199.35 | $40.87M | NA |
| 24 | 10:45 | SPX | PUT | $8,000.00 | 2027-01-15 | 1,130 | $346.33 | $39.14M | BULLISH |
| 25 | 11:43 | SPX | PUT | $7,000.00 | 2027-01-15 | 4,750 | $81.00 | $38.48M | BEARISH |
- 1 SPX CALL $539.99MTime12:34 ET Strike$7,000.00 Expiry2026-10-16 Qty7,500 Price$719.99 SentimentNA
- 2 SPX CALL $466.76MTime14:02 ET Strike$8,000.00 Expiry Qty2,250 Price$2,074.48 SentimentNA
- 3 SPX CALL $394.25MTime11:43 ET Strike$7,000.00 Expiry2027-01-15 Qty4,750 Price$830.00 SentimentBEARISH
- 4 SPX CALL $327.75MTime11:43 ET Strike$7,000.00 Expiry2026-10-16 Qty4,750 Price$690.00 SentimentBEARISH
- 5 SPX CALL $312.26MTime13:17 ET Strike$8,000.00 Expiry2028-12-15 Qty2,950 Price$1,058.50 SentimentNA
- 6 SPX PUT $219.50MTime12:34 ET Strike$8,000.00 Expiry2026-10-16 Qty7,500 Price$292.66 SentimentNA
- 7 SPX CALL $180.00MTime12:34 ET Strike$7,000.00 Expiry2026-10-16 Qty2,500 Price$719.99 SentimentNA
- 8 SPX CALL $174.73MTime11:38 ET Strike$7,000.00 Expiry2027-01-15 Qty2,100 Price$832.05 SentimentNA
- 9 SPX PUT $171.47MTime11:43 ET Strike$8,000.00 Expiry2027-01-15 Qty4,750 Price$361.00 SentimentBEARISH
- 10 SPX PUT $152.47MTime11:43 ET Strike$8,000.00 Expiry2026-10-16 Qty4,750 Price$321.00 SentimentBEARISH
- 11 SPX CALL $144.00MTime12:39 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$719.99 SentimentBEARISH
- 12 SPX CALL $144.00MTime12:44 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$719.99 SentimentBEARISH
- 13 SPX PUT $115.62MTime14:02 ET Strike$7,000.00 Expiry Qty2,250 Price$513.88 SentimentNA
- 14 SPX PUT $106.80MTime13:17 ET Strike$7,000.00 Expiry2028-12-15 Qty2,950 Price$362.02 SentimentNA
- 15 SPX CALL $95.68MTime10:45 ET Strike$7,000.00 Expiry2027-01-15 Qty1,130 Price$846.72 SentimentBULLISH
- 16 SPX CALL $80.31MTime10:45 ET Strike$7,000.00 Expiry2026-10-16 Qty1,130 Price$710.74 SentimentBULLISH
- 17 SPX PUT $75.43MTime11:38 ET Strike$8,000.00 Expiry2027-01-15 Qty2,100 Price$359.20 SentimentNA
- 18 SPX PUT $73.17MTime12:34 ET Strike$8,000.00 Expiry2026-10-16 Qty2,500 Price$292.66 SentimentNA
- 19 SPX CALL $59.85MTime11:43 ET Strike$8,000.00 Expiry2027-01-15 Qty4,750 Price$126.00 SentimentNA
- 20 SPX PUT $58.53MTime12:39 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$292.66 SentimentBEARISH
- 21 SPX PUT $58.53MTime12:44 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$292.66 SentimentBEARISH
- 22 LULU PUT $50.79MTime15:14 ET Strike$300.00 Expiry2026-12-18 Qty2,548 Price$199.35 SentimentNA
- 23 LULU PUT $40.87MTime14:55 ET Strike$300.00 Expiry2026-12-18 Qty2,050 Price$199.35 SentimentNA
- 24 SPX PUT $39.14MTime10:45 ET Strike$8,000.00 Expiry2027-01-15 Qty1,130 Price$346.33 SentimentBULLISH
- 25 SPX PUT $38.48MTime11:43 ET Strike$7,000.00 Expiry2027-01-15 Qty4,750 Price$81.00 SentimentBEARISH
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