Daily Report
Tuesday, September 29, 2026
Writing session chart
Writing totals
Put: $3.80B (4,137,186)
Call: $8.38B (4,942,005)
Trades: 112,320
Bullish 31.2% 68.8% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.46
Strike$765.00
Upper breakeven$765.46
Lower breakeven$764.54
Underlying$764.72
SPY session prices
Open$766.81
High$766.81
Low$762.52
Close$764.23
Prev close (2026-09-28)$765.61
Dark pool top 10 by premium
- 1 AAPL 7,804,533 @ $329.40 $2.57B 16:00 ET
- 2 SPY 1,456,012 @ $764.20 $1.11B 16:00 ET
- 3 QQQ 805,100 @ $737.92 $594.10M 15:48 ET
- 4 QQQ 351,505 @ $737.93 $259.39M 16:00 ET
- 5 NVDA 1,071,056 @ $230.94 $247.35M 09:30 ET
- 6 NVDA 1,000,000 @ $230.31 $230.31M 12:35 ET
- 7 QQQ 300,000 @ $737.61 $221.28M 15:57 ET
- 8 AAPL 604,200 @ $331.12 $200.06M 13:03 ET
- 9 QQQ 249,620 @ $736.39 $183.82M 14:00 ET
- 10 SPY 197,857 @ $765.41 $151.44M 12:06 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 14:23 | SPX | CALL | $7,000.00 | 10,000 | $2,600.40 | $2.60B | NA | |
| 2 | 14:23 | SPX | CALL | $8,000.00 | 6,500 | $2,063.90 | $1.34B | NA | |
| 3 | 15:39 | SPX | CALL | $7,000.00 | 2027-12-17 | 9,500 | $1,272.30 | $1.21B | NA |
| 4 | 14:23 | SPX | PUT | $8,000.00 | 10,000 | $729.00 | $729.00M | NA | |
| 5 | 15:39 | SPX | CALL | $8,000.00 | 2027-12-17 | 9,500 | $595.85 | $566.06M | NA |
| 6 | 15:39 | SPX | PUT | $8,000.00 | 2027-12-17 | 9,500 | $520.65 | $494.62M | NA |
| 7 | 14:23 | SPX | PUT | $7,000.00 | 6,500 | $513.50 | $333.77M | NA | |
| 8 | 12:25 | SPX | CALL | $7,000.00 | 2028-06-16 | 2,000 | $1,467.09 | $293.42M | NA |
| 9 | 15:39 | SPX | PUT | $7,000.00 | 2027-12-17 | 9,500 | $257.70 | $244.81M | NA |
| 10 | 12:36 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,250 | $816.20 | $183.65M | NA |
| 11 | 12:25 | SPX | CALL | $8,000.00 | 2028-06-16 | 2,000 | $809.75 | $161.95M | NA |
| 12 | 12:36 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,250 | $681.59 | $153.36M | NA |
| 13 | 10:35 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $698.74 | $139.75M | NA |
| 14 | 11:12 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,970 | $685.70 | $135.08M | NA |
| 15 | 12:25 | SPX | PUT | $8,000.00 | 2028-06-16 | 2,000 | $572.50 | $114.50M | NA |
| 16 | 12:36 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,250 | $356.20 | $80.14M | BEARISH |
| 17 | 10:31 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,000 | $787.89 | $78.79M | NA |
| 18 | 11:16 | MU | CALL | $1,050.00 | 2026-11-20 | 7,200 | $108.13 | $77.85M | NA |
| 19 | 12:34 | NVDA | CALL | $80.00 | 5,000 | $151.30 | $75.65M | NA | |
| 20 | 12:36 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,250 | $325.58 | $73.26M | NA |
| 21 | 12:25 | SPX | PUT | $7,000.00 | 2028-06-16 | 2,000 | $316.44 | $63.29M | NA |
| 22 | 11:12 | SPX | PUT | $8,000.00 | 2026-10-16 | 1,970 | $320.47 | $63.13M | NA |
| 23 | 10:35 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $307.49 | $61.50M | NA |
| 24 | 11:15 | AMZN | PUT | $350.00 | 2028-01-21 | 3,542 | $106.50 | $37.72M | NA |
| 25 | 13:10 | QQQ | PUT | $690.00 | 2026-12-18 | 30,000 | $12.35 | $37.05M | NA |
- 1 SPX CALL $2.60BTime14:23 ET Strike$7,000.00 Expiry Qty10,000 Price$2,600.40 SentimentNA
- 2 SPX CALL $1.34BTime14:23 ET Strike$8,000.00 Expiry Qty6,500 Price$2,063.90 SentimentNA
- 3 SPX CALL $1.21BTime15:39 ET Strike$7,000.00 Expiry2027-12-17 Qty9,500 Price$1,272.30 SentimentNA
- 4 SPX PUT $729.00MTime14:23 ET Strike$8,000.00 Expiry Qty10,000 Price$729.00 SentimentNA
- 5 SPX CALL $566.06MTime15:39 ET Strike$8,000.00 Expiry2027-12-17 Qty9,500 Price$595.85 SentimentNA
- 6 SPX PUT $494.62MTime15:39 ET Strike$8,000.00 Expiry2027-12-17 Qty9,500 Price$520.65 SentimentNA
- 7 SPX PUT $333.77MTime14:23 ET Strike$7,000.00 Expiry Qty6,500 Price$513.50 SentimentNA
- 8 SPX CALL $293.42MTime12:25 ET Strike$7,000.00 Expiry2028-06-16 Qty2,000 Price$1,467.09 SentimentNA
- 9 SPX PUT $244.81MTime15:39 ET Strike$7,000.00 Expiry2027-12-17 Qty9,500 Price$257.70 SentimentNA
- 10 SPX CALL $183.65MTime12:36 ET Strike$7,000.00 Expiry2027-01-15 Qty2,250 Price$816.20 SentimentNA
- 11 SPX CALL $161.95MTime12:25 ET Strike$8,000.00 Expiry2028-06-16 Qty2,000 Price$809.75 SentimentNA
- 12 SPX CALL $153.36MTime12:36 ET Strike$7,000.00 Expiry2026-10-16 Qty2,250 Price$681.59 SentimentNA
- 13 SPX CALL $139.75MTime10:35 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$698.74 SentimentNA
- 14 SPX CALL $135.08MTime11:12 ET Strike$7,000.00 Expiry2026-10-16 Qty1,970 Price$685.70 SentimentNA
- 15 SPX PUT $114.50MTime12:25 ET Strike$8,000.00 Expiry2028-06-16 Qty2,000 Price$572.50 SentimentNA
- 16 SPX PUT $80.14MTime12:36 ET Strike$8,000.00 Expiry2027-01-15 Qty2,250 Price$356.20 SentimentBEARISH
- 17 SPX CALL $78.79MTime10:31 ET Strike$7,000.00 Expiry2026-12-18 Qty1,000 Price$787.89 SentimentNA
- 18 MU CALL $77.85MTime11:16 ET Strike$1,050.00 Expiry2026-11-20 Qty7,200 Price$108.13 SentimentNA
- 19 NVDA CALL $75.65MTime12:34 ET Strike$80.00 Expiry Qty5,000 Price$151.30 SentimentNA
- 20 SPX PUT $73.26MTime12:36 ET Strike$8,000.00 Expiry2026-10-16 Qty2,250 Price$325.58 SentimentNA
- 21 SPX PUT $63.29MTime12:25 ET Strike$7,000.00 Expiry2028-06-16 Qty2,000 Price$316.44 SentimentNA
- 22 SPX PUT $63.13MTime11:12 ET Strike$8,000.00 Expiry2026-10-16 Qty1,970 Price$320.47 SentimentNA
- 23 SPX PUT $61.50MTime10:35 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$307.49 SentimentNA
- 24 AMZN PUT $37.72MTime11:15 ET Strike$350.00 Expiry2028-01-21 Qty3,542 Price$106.50 SentimentNA
- 25 QQQ PUT $37.05MTime13:10 ET Strike$690.00 Expiry2026-12-18 Qty30,000 Price$12.35 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