Daily Report
Friday, September 25, 2026
Writing session chart
Writing totals
Put: $1.78B (3,986,601)
Call: $4.16B (6,454,474)
Trades: 116,358
Bullish 29.9% 70.1% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.08%
Straddle mid$0.59
Strike$771.00
Upper breakeven$771.59
Lower breakeven$770.41
Underlying$771.18
SPY session prices
Open$768.76
High$771.80
Low$766.94
Close$771.30
Prev close (2026-09-24)$767.18
Dark pool top 10 by premium
- 1 AAPL 4,932,943 @ $341.07 $1.68B 16:00 ET
- 2 SPY 1,729,731 @ $771.35 $1.33B 16:00 ET
- 3 QQQ 1,568,354 @ $744.50 $1.17B 16:00 ET
- 4 QQQ 800,000 @ $744.47 $595.58M 15:56 ET
- 5 AAPL 1,160,000 @ $340.48 $394.96M 14:56 ET
- 6 SPY 320,000 @ $767.60 $245.63M 10:27 ET
- 7 QQQ 308,000 @ $741.30 $228.32M 10:34 ET
- 8 QQQ 294,000 @ $742.70 $218.35M 11:29 ET
- 9 SPY 250,000 @ $771.39 $192.85M 14:15 ET
- 10 QQQ 258,700 @ $744.88 $192.70M 15:55 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:06 | SPX | CALL | $7,000.00 | 2027-06-17 | 4,200 | $1,079.80 | $453.52M | BEARISH |
| 2 | 11:12 | SPX | CALL | $7,000.00 | 1,500 | $2,639.27 | $395.89M | NA | |
| 3 | 11:26 | SPX | CALL | $7,000.00 | 2027-12-17 | 2,200 | $1,311.82 | $288.60M | NA |
| 4 | 11:12 | SPX | CALL | $7,000.00 | 1,000 | $2,639.27 | $263.93M | NA | |
| 5 | 13:13 | SPX | CALL | $7,000.00 | 2026-10-16 | 3,000 | $757.24 | $227.17M | NA |
| 6 | 11:12 | SPX | CALL | $8,000.00 | 1,000 | $2,104.73 | $210.47M | NA | |
| 7 | 11:06 | SPX | PUT | $8,000.00 | 2027-06-17 | 4,200 | $428.25 | $179.87M | BEARISH |
| 8 | 11:26 | SPX | CALL | $8,000.00 | 2027-12-17 | 1,900 | $629.17 | $119.54M | NA |
| 9 | 11:26 | SPX | PUT | $8,000.00 | 2027-12-17 | 2,200 | $512.33 | $112.71M | NA |
| 10 | 11:12 | SPX | PUT | $8,000.00 | 1,500 | $733.48 | $110.02M | NA | |
| 11 | 11:06 | SPX | CALL | $8,000.00 | 2027-06-17 | 2,800 | $373.40 | $104.55M | BEARISH |
| 12 | 13:13 | SPX | PUT | $8,000.00 | 2026-10-16 | 3,000 | $254.94 | $76.48M | NA |
| 13 | 11:12 | SPX | PUT | $8,000.00 | 1,000 | $733.48 | $73.35M | NA | |
| 14 | 15:58 | MSTR | CALL | $50.00 | 6,534 | $108.68 | $71.01M | NA | |
| 15 | 15:58 | MSTR | CALL | $50.00 | 6,272 | $108.60 | $68.11M | NA | |
| 16 | 12:20 | NDX | CALL | $30,750.00 | 2026-12-18 | 480 | $1,249.02 | $59.95M | NA |
| 17 | 12:20 | NDX | PUT | $30,750.00 | 2026-12-18 | 480 | $1,103.79 | $52.98M | NA |
| 18 | 11:12 | SPX | PUT | $7,000.00 | 1,000 | $513.27 | $51.33M | NA | |
| 19 | 11:26 | SPX | PUT | $7,000.00 | 2027-12-17 | 1,900 | $255.58 | $48.56M | NA |
| 20 | 11:06 | SPX | PUT | $7,000.00 | 2027-06-17 | 2,800 | $169.90 | $47.57M | BEARISH |
| 21 | 15:16 | AMD | CALL | $555.00 | 2026-09-25 | 5,920 | $74.90 | $44.34M | NA |
| 22 | 10:30 | INTC | PUT | $200.00 | 2028-01-21 | 5,000 | $88.00 | $44.00M | NA |
| 23 | 10:04 | QQQ | CALL | $725.00 | 2026-09-30 | 20,000 | $19.34 | $38.68M | BEARISH |
| 24 | 12:22 | SPY | PUT | $755.00 | 2026-10-30 | 55,358 | $6.56 | $36.31M | BULLISH |
| 25 | 15:16 | AMD | CALL | $570.00 | 2026-09-25 | 5,920 | $59.90 | $35.46M | NA |
- 1 SPX CALL $453.52MTime11:06 ET Strike$7,000.00 Expiry2027-06-17 Qty4,200 Price$1,079.80 SentimentBEARISH
- 2 SPX CALL $395.89MTime11:12 ET Strike$7,000.00 Expiry Qty1,500 Price$2,639.27 SentimentNA
- 3 SPX CALL $288.60MTime11:26 ET Strike$7,000.00 Expiry2027-12-17 Qty2,200 Price$1,311.82 SentimentNA
- 4 SPX CALL $263.93MTime11:12 ET Strike$7,000.00 Expiry Qty1,000 Price$2,639.27 SentimentNA
- 5 SPX CALL $227.17MTime13:13 ET Strike$7,000.00 Expiry2026-10-16 Qty3,000 Price$757.24 SentimentNA
- 6 SPX CALL $210.47MTime11:12 ET Strike$8,000.00 Expiry Qty1,000 Price$2,104.73 SentimentNA
- 7 SPX PUT $179.87MTime11:06 ET Strike$8,000.00 Expiry2027-06-17 Qty4,200 Price$428.25 SentimentBEARISH
- 8 SPX CALL $119.54MTime11:26 ET Strike$8,000.00 Expiry2027-12-17 Qty1,900 Price$629.17 SentimentNA
- 9 SPX PUT $112.71MTime11:26 ET Strike$8,000.00 Expiry2027-12-17 Qty2,200 Price$512.33 SentimentNA
- 10 SPX PUT $110.02MTime11:12 ET Strike$8,000.00 Expiry Qty1,500 Price$733.48 SentimentNA
- 11 SPX CALL $104.55MTime11:06 ET Strike$8,000.00 Expiry2027-06-17 Qty2,800 Price$373.40 SentimentBEARISH
- 12 SPX PUT $76.48MTime13:13 ET Strike$8,000.00 Expiry2026-10-16 Qty3,000 Price$254.94 SentimentNA
- 13 SPX PUT $73.35MTime11:12 ET Strike$8,000.00 Expiry Qty1,000 Price$733.48 SentimentNA
- 14 MSTR CALL $71.01MTime15:58 ET Strike$50.00 Expiry Qty6,534 Price$108.68 SentimentNA
- 15 MSTR CALL $68.11MTime15:58 ET Strike$50.00 Expiry Qty6,272 Price$108.60 SentimentNA
- 16 NDX CALL $59.95MTime12:20 ET Strike$30,750.00 Expiry2026-12-18 Qty480 Price$1,249.02 SentimentNA
- 17 NDX PUT $52.98MTime12:20 ET Strike$30,750.00 Expiry2026-12-18 Qty480 Price$1,103.79 SentimentNA
- 18 SPX PUT $51.33MTime11:12 ET Strike$7,000.00 Expiry Qty1,000 Price$513.27 SentimentNA
- 19 SPX PUT $48.56MTime11:26 ET Strike$7,000.00 Expiry2027-12-17 Qty1,900 Price$255.58 SentimentNA
- 20 SPX PUT $47.57MTime11:06 ET Strike$7,000.00 Expiry2027-06-17 Qty2,800 Price$169.90 SentimentBEARISH
- 21 AMD CALL $44.34MTime15:16 ET Strike$555.00 Expiry2026-09-25 Qty5,920 Price$74.90 SentimentNA
- 22 INTC PUT $44.00MTime10:30 ET Strike$200.00 Expiry2028-01-21 Qty5,000 Price$88.00 SentimentNA
- 23 QQQ CALL $38.68MTime10:04 ET Strike$725.00 Expiry2026-09-30 Qty20,000 Price$19.34 SentimentBEARISH
- 24 SPY PUT $36.31MTime12:22 ET Strike$755.00 Expiry2026-10-30 Qty55,358 Price$6.56 SentimentBULLISH
- 25 AMD CALL $35.46MTime15:16 ET Strike$570.00 Expiry2026-09-25 Qty5,920 Price$59.90 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