Daily Report
Monday, September 28, 2026
Writing session chart
Writing totals
Put: $2.45B (4,594,271)
Call: $2.51B (4,171,262)
Trades: 114,978
Bullish 49.4% 50.6% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.07%
Straddle mid$0.53
Strike$765.00
Upper breakeven$765.53
Lower breakeven$764.47
Underlying$765.38
SPY session prices
Open$768.38
High$768.89
Low$763.94
Close$765.56
Prev close (2026-09-25)$771.35
Dark pool top 10 by premium
- 1 AAPL 6,086,280 @ $338.40 $2.06B 16:00 ET
- 2 QQQ 1,528,000 @ $734.00 $1.12B 11:24 ET
- 3 SPY 1,355,276 @ $765.61 $1.04B 16:00 ET
- 4 SPY 1,000,000 @ $765.70 $765.70M 15:37 ET
- 5 QQQ 1,000,000 @ $736.36 $736.36M 13:10 ET
- 6 QQQ 850,000 @ $736.43 $625.96M 15:43 ET
- 7 SPY 722,500 @ $767.30 $554.37M 14:12 ET
- 8 QQQ 600,000 @ $736.20 $441.72M 15:52 ET
- 9 SPY 500,000 @ $765.91 $382.95M 15:33 ET
- 10 QQQ 500,000 @ $738.19 $369.10M 14:04 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:04 | SPX | CALL | $7,000.00 | 2026-10-16 | 5,000 | $700.77 | $350.38M | NA |
| 2 | 11:23 | QQQ | PUT | $670.00 | 2027-03-19 | 191,000 | $18.27 | $348.96M | NA |
| 3 | 11:29 | SPX | CALL | $7,000.00 | 2026-10-16 | 5,000 | $697.53 | $348.76M | NA |
| 4 | 11:29 | SPX | PUT | $8,000.00 | 2026-10-16 | 5,000 | $310.47 | $155.24M | NA |
| 5 | 12:04 | SPX | PUT | $8,000.00 | 2026-10-16 | 5,000 | $307.26 | $153.63M | NA |
| 6 | 11:23 | QQQ | PUT | $660.00 | 2026-12-18 | 191,000 | $7.87 | $150.32M | BULLISH |
| 7 | 13:54 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $720.00 | $144.00M | NA |
| 8 | 12:25 | SPX | CALL | $7,700.00 | 2026-12-18 | 5,000 | $238.00 | $119.00M | BEARISH |
| 9 | 10:48 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,500 | $780.04 | $117.01M | NA |
| 10 | 12:25 | SPX | PUT | $7,700.00 | 2026-12-18 | 5,000 | $173.50 | $86.75M | BEARISH |
| 11 | 10:45 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,000 | $797.10 | $79.71M | BULLISH |
| 12 | 11:10 | SPY | PUT | $700.00 | 2027-03-19 | 61,840 | $12.14 | $75.07M | BEARISH |
| 13 | 13:54 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $288.57 | $57.71M | NA |
| 14 | 15:35 | WPM | PUT | $150.00 | 2027-01-15 | 25,000 | $21.80 | $54.50M | NA |
| 15 | 10:48 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,500 | $346.84 | $52.03M | NA |
| 16 | 10:09 | SPX | CALL | $7,725.00 | 2027-09-17 | 623 | $666.18 | $41.50M | NA |
| 17 | 10:09 | SPX | CALL | $7,550.00 | 2027-03-19 | 800 | $503.98 | $40.32M | NA |
| 18 | 11:10 | SPY | PUT | $660.00 | 2026-12-18 | 118,000 | $3.30 | $38.94M | BULLISH |
| 19 | 11:03 | GOOGL | CALL | $355.00 | 2026-11-20 | 27,400 | $13.06 | $35.78M | NA |
| 20 | 10:45 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,000 | $332.35 | $33.23M | BULLISH |
| 21 | 09:37 | META | PUT | $20.00 | 2028-01-21 | 750 | $325.00 | $24.38M | NA |
| 22 | 11:52 | XLF | PUT | $61.00 | 2027-03-19 | 36,107 | $6.70 | $24.19M | NA |
| 23 | 10:32 | TSM | CALL | $470.00 | 2027-12-17 | 3,000 | $77.85 | $23.36M | BULLISH |
| 24 | 11:03 | GOOGL | CALL | $370.00 | 2026-11-20 | 27,400 | $8.45 | $23.15M | NA |
| 25 | 09:45 | META | PUT | $20.00 | 2028-01-21 | 700 | $328.00 | $22.96M | NA |
- 1 SPX CALL $350.38MTime12:04 ET Strike$7,000.00 Expiry2026-10-16 Qty5,000 Price$700.77 SentimentNA
- 2 QQQ PUT $348.96MTime11:23 ET Strike$670.00 Expiry2027-03-19 Qty191,000 Price$18.27 SentimentNA
- 3 SPX CALL $348.76MTime11:29 ET Strike$7,000.00 Expiry2026-10-16 Qty5,000 Price$697.53 SentimentNA
- 4 SPX PUT $155.24MTime11:29 ET Strike$8,000.00 Expiry2026-10-16 Qty5,000 Price$310.47 SentimentNA
- 5 SPX PUT $153.63MTime12:04 ET Strike$8,000.00 Expiry2026-10-16 Qty5,000 Price$307.26 SentimentNA
- 6 QQQ PUT $150.32MTime11:23 ET Strike$660.00 Expiry2026-12-18 Qty191,000 Price$7.87 SentimentBULLISH
- 7 SPX CALL $144.00MTime13:54 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$720.00 SentimentNA
- 8 SPX CALL $119.00MTime12:25 ET Strike$7,700.00 Expiry2026-12-18 Qty5,000 Price$238.00 SentimentBEARISH
- 9 SPX CALL $117.01MTime10:48 ET Strike$7,000.00 Expiry2026-12-18 Qty1,500 Price$780.04 SentimentNA
- 10 SPX PUT $86.75MTime12:25 ET Strike$7,700.00 Expiry2026-12-18 Qty5,000 Price$173.50 SentimentBEARISH
- 11 SPX CALL $79.71MTime10:45 ET Strike$7,000.00 Expiry2026-12-18 Qty1,000 Price$797.10 SentimentBULLISH
- 12 SPY PUT $75.07MTime11:10 ET Strike$700.00 Expiry2027-03-19 Qty61,840 Price$12.14 SentimentBEARISH
- 13 SPX PUT $57.71MTime13:54 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$288.57 SentimentNA
- 14 WPM PUT $54.50MTime15:35 ET Strike$150.00 Expiry2027-01-15 Qty25,000 Price$21.80 SentimentNA
- 15 SPX PUT $52.03MTime10:48 ET Strike$8,000.00 Expiry2026-12-18 Qty1,500 Price$346.84 SentimentNA
- 16 SPX CALL $41.50MTime10:09 ET Strike$7,725.00 Expiry2027-09-17 Qty623 Price$666.18 SentimentNA
- 17 SPX CALL $40.32MTime10:09 ET Strike$7,550.00 Expiry2027-03-19 Qty800 Price$503.98 SentimentNA
- 18 SPY PUT $38.94MTime11:10 ET Strike$660.00 Expiry2026-12-18 Qty118,000 Price$3.30 SentimentBULLISH
- 19 GOOGL CALL $35.78MTime11:03 ET Strike$355.00 Expiry2026-11-20 Qty27,400 Price$13.06 SentimentNA
- 20 SPX PUT $33.23MTime10:45 ET Strike$8,000.00 Expiry2026-12-18 Qty1,000 Price$332.35 SentimentBULLISH
- 21 META PUT $24.38MTime09:37 ET Strike$20.00 Expiry2028-01-21 Qty750 Price$325.00 SentimentNA
- 22 XLF PUT $24.19MTime11:52 ET Strike$61.00 Expiry2027-03-19 Qty36,107 Price$6.70 SentimentNA
- 23 TSM CALL $23.36MTime10:32 ET Strike$470.00 Expiry2027-12-17 Qty3,000 Price$77.85 SentimentBULLISH
- 24 GOOGL CALL $23.15MTime11:03 ET Strike$370.00 Expiry2026-11-20 Qty27,400 Price$8.45 SentimentNA
- 25 META PUT $22.96MTime09:45 ET Strike$20.00 Expiry2028-01-21 Qty700 Price$328.00 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