Daily Report
Wednesday, September 30, 2026
Writing session chart
Writing totals
Put: $2.01B (4,491,618)
Call: $3.86B (5,534,247)
Trades: 112,052
Bullish 34.3% 65.7% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.12%
Straddle mid$0.89
Strike$763.00
Upper breakeven$763.89
Lower breakeven$762.11
Underlying$763.36
SPY session prices
Open$766.37
High$769.24
Low$762.36
Close$762.36
Prev close (2026-09-29)$764.20
Dark pool top 10 by premium
- 1 SPY 3,996,892 @ $762.63 $3.05B 16:00 ET
- 2 QQQ 718,526 @ $739.77 $531.54M 16:00 ET
- 3 QQQ 520,000 @ $740.94 $385.29M 15:56 ET
- 4 QQQ 500,000 @ $742.80 $371.40M 14:38 ET
- 5 NVDA 1,339,174 @ $228.38 $305.84M 16:00 ET
- 6 NVDA 1,023,285 @ $228.38 $233.70M 16:00 ET
- 7 SPY 300,000 @ $767.84 $230.35M 10:39 ET
- 8 QQQ 300,000 @ $743.49 $223.05M 11:18 ET
- 9 SPY 253,636 @ $764.19 $193.83M 15:56 ET
- 10 SPY 253,636 @ $764.19 $193.83M 15:57 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:00 | SPX | CALL | $7,000.00 | 2026-10-16 | 4,000 | $729.67 | $291.87M | NA |
| 2 | 10:37 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,500 | $851.32 | $212.83M | NA |
| 3 | 10:37 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,500 | $718.61 | $179.65M | BEARISH |
| 4 | 15:27 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,000 | $840.22 | $168.04M | NA |
| 5 | 15:40 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,000 | $836.79 | $167.36M | NA |
| 6 | 15:47 | SPX | CALL | $7,000.00 | 2027-01-15 | 2,000 | $836.79 | $167.36M | BULLISH |
| 7 | 15:39 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $793.51 | $158.70M | BULLISH |
| 8 | 12:00 | SPX | PUT | $8,000.00 | 2026-10-16 | 4,000 | $276.98 | $110.79M | NA |
| 9 | 09:48 | SPX | CALL | $7,000.00 | 2027-01-15 | 1,306 | $839.71 | $109.67M | NA |
| 10 | 15:54 | NDX | CALL | $29,975.00 | 2026-10-16 | 1,267 | $865.19 | $109.62M | NA |
| 11 | 15:20 | NVDA | CALL | $230.00 | 2026-11-20 | 70,000 | $13.58 | $95.06M | NA |
| 12 | 09:48 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,306 | $706.61 | $92.28M | NA |
| 13 | 10:37 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,500 | $333.00 | $83.25M | NA |
| 14 | 10:37 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,500 | $287.59 | $71.90M | BEARISH |
| 15 | 15:54 | NDX | CALL | $30,425.00 | 2026-10-16 | 1,267 | $539.37 | $68.34M | NA |
| 16 | 15:40 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,000 | $341.58 | $68.32M | NA |
| 17 | 15:47 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,000 | $341.58 | $68.32M | BULLISH |
| 18 | 15:27 | SPX | PUT | $8,000.00 | 2027-01-15 | 2,000 | $338.33 | $67.67M | NA |
| 19 | 15:39 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $329.84 | $65.97M | BULLISH |
| 20 | 15:02 | INTC | CALL | $80.00 | 9,100 | $60.15 | $54.74M | NA | |
| 21 | 16:08 | SPY | CALL | $770.00 | 2026-12-18 | 26,500 | $19.84 | $52.58M | NA |
| 22 | 15:20 | NVDA | CALL | $245.00 | 2026-11-20 | 70,000 | $7.18 | $50.26M | NA |
| 23 | 15:54 | NDX | CALL | $31,900.00 | 2026-11-20 | 1,276 | $378.68 | $48.32M | NA |
| 24 | 15:32 | SPX | PUT | $5,800.00 | 2027-12-17 | 4,288 | $108.29 | $46.43M | NA |
| 25 | 15:54 | NDX | CALL | $31,325.00 | 2026-11-20 | 768 | $589.01 | $45.24M | NA |
- 1 SPX CALL $291.87MTime12:00 ET Strike$7,000.00 Expiry2026-10-16 Qty4,000 Price$729.67 SentimentNA
- 2 SPX CALL $212.83MTime10:37 ET Strike$7,000.00 Expiry2027-01-15 Qty2,500 Price$851.32 SentimentNA
- 3 SPX CALL $179.65MTime10:37 ET Strike$7,000.00 Expiry2026-10-16 Qty2,500 Price$718.61 SentimentBEARISH
- 4 SPX CALL $168.04MTime15:27 ET Strike$7,000.00 Expiry2027-01-15 Qty2,000 Price$840.22 SentimentNA
- 5 SPX CALL $167.36MTime15:40 ET Strike$7,000.00 Expiry2027-01-15 Qty2,000 Price$836.79 SentimentNA
- 6 SPX CALL $167.36MTime15:47 ET Strike$7,000.00 Expiry2027-01-15 Qty2,000 Price$836.79 SentimentBULLISH
- 7 SPX CALL $158.70MTime15:39 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$793.51 SentimentBULLISH
- 8 SPX PUT $110.79MTime12:00 ET Strike$8,000.00 Expiry2026-10-16 Qty4,000 Price$276.98 SentimentNA
- 9 SPX CALL $109.67MTime09:48 ET Strike$7,000.00 Expiry2027-01-15 Qty1,306 Price$839.71 SentimentNA
- 10 NDX CALL $109.62MTime15:54 ET Strike$29,975.00 Expiry2026-10-16 Qty1,267 Price$865.19 SentimentNA
- 11 NVDA CALL $95.06MTime15:20 ET Strike$230.00 Expiry2026-11-20 Qty70,000 Price$13.58 SentimentNA
- 12 SPX CALL $92.28MTime09:48 ET Strike$7,000.00 Expiry2026-10-16 Qty1,306 Price$706.61 SentimentNA
- 13 SPX PUT $83.25MTime10:37 ET Strike$8,000.00 Expiry2027-01-15 Qty2,500 Price$333.00 SentimentNA
- 14 SPX PUT $71.90MTime10:37 ET Strike$8,000.00 Expiry2026-10-16 Qty2,500 Price$287.59 SentimentBEARISH
- 15 NDX CALL $68.34MTime15:54 ET Strike$30,425.00 Expiry2026-10-16 Qty1,267 Price$539.37 SentimentNA
- 16 SPX PUT $68.32MTime15:40 ET Strike$8,000.00 Expiry2027-01-15 Qty2,000 Price$341.58 SentimentNA
- 17 SPX PUT $68.32MTime15:47 ET Strike$8,000.00 Expiry2027-01-15 Qty2,000 Price$341.58 SentimentBULLISH
- 18 SPX PUT $67.67MTime15:27 ET Strike$8,000.00 Expiry2027-01-15 Qty2,000 Price$338.33 SentimentNA
- 19 SPX PUT $65.97MTime15:39 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$329.84 SentimentBULLISH
- 20 INTC CALL $54.74MTime15:02 ET Strike$80.00 Expiry Qty9,100 Price$60.15 SentimentNA
- 21 SPY CALL $52.58MTime16:08 ET Strike$770.00 Expiry2026-12-18 Qty26,500 Price$19.84 SentimentNA
- 22 NVDA CALL $50.26MTime15:20 ET Strike$245.00 Expiry2026-11-20 Qty70,000 Price$7.18 SentimentNA
- 23 NDX CALL $48.32MTime15:54 ET Strike$31,900.00 Expiry2026-11-20 Qty1,276 Price$378.68 SentimentNA
- 24 SPX PUT $46.43MTime15:32 ET Strike$5,800.00 Expiry2027-12-17 Qty4,288 Price$108.29 SentimentNA
- 25 NDX CALL $45.24MTime15:54 ET Strike$31,325.00 Expiry2026-11-20 Qty768 Price$589.01 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