Daily Report
Thursday, October 1, 2026
Writing session chart
Writing totals
Put: $2.53B (4,209,987)
Call: $1.58B (5,043,631)
Trades: 118,591
Bullish 61.6% 38.4% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.07%
Straddle mid$0.52
Strike$765.00
Upper breakeven$765.52
Lower breakeven$764.48
Underlying$764.56
SPY session prices
Open$764.36
High$765.12
Low$759.32
Close$764.03
Prev close (2026-09-30)$762.63
Dark pool top 10 by premium
- 1 AAPL 6,789,156 @ $330.32 $2.24B 16:00 ET
- 2 QQQ 1,218,000 @ $742.12 $903.90M 09:43 ET
- 3 SPY 1,050,000 @ $760.60 $798.63M 11:43 ET
- 4 SPY 1,009,525 @ $763.99 $771.27M 16:00 ET
- 5 SPY 500,000 @ $760.32 $380.16M 12:01 ET
- 6 NVDA 1,478,428 @ $230.00 $340.04M 09:30 ET
- 7 QQQ 420,000 @ $738.07 $309.99M 12:23 ET
- 8 QQQ 407,000 @ $741.00 $301.59M 14:12 ET
- 9 QQQ 400,000 @ $742.11 $296.84M 15:58 ET
- 10 QQQ 364,000 @ $743.62 $270.68M 14:50 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:27 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $776.67 | $155.33M | BULLISH |
| 2 | 15:27 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $344.32 | $68.86M | BULLISH |
| 3 | 15:39 | SLV | PUT | $20.00 | 2028-01-21 | 8,985 | $65.10 | $58.49M | BEARISH |
| 4 | 15:38 | LULU | PUT | $0.00 | 2026-12-18 | 2,539 | $202.95 | $51.53M | NA |
| 5 | 16:13 | SLV | PUT | $0.00 | 2027-01-15 | 10,283 | $45.05 | $46.32M | NA |
| 6 | 14:31 | LULU | PUT | $0.00 | 2026-12-18 | 2,050 | $201.90 | $41.39M | NA |
| 7 | 11:36 | MU | PUT | $1,200.00 | 2028-01-21 | 1,250 | $326.82 | $40.85M | NA |
| 8 | 15:38 | LULU | PUT | $50.00 | 2026-12-18 | 1,500 | $252.95 | $37.94M | NA |
| 9 | 14:31 | LULU | PUT | $50.00 | 2026-12-18 | 1,500 | $251.90 | $37.78M | NA |
| 10 | 15:39 | SLV | PUT | $0.00 | 2027-01-15 | 7,110 | $45.10 | $32.07M | NA |
| 11 | 10:02 | SPX | PUT | $7,350.00 | 2026-12-18 | 2,716 | $109.92 | $29.85M | NA |
| 12 | 09:59 | MU | CALL | $1,200.00 | 2026-12-18 | 5,046 | $56.49 | $28.50M | NA |
| 13 | 15:18 | EWZ | CALL | $39.00 | 2026-11-20 | 134,200 | $2.03 | $27.24M | NA |
| 14 | 16:13 | SLV | PUT | $95.00 | 2027-01-15 | 6,240 | $40.00 | $24.96M | NA |
| 15 | 15:43 | SLV | PUT | $95.00 | 2027-01-15 | 6,189 | $39.50 | $24.45M | NA |
| 16 | 15:32 | LULU | PUT | $50.00 | 2026-12-18 | 956 | $253.84 | $24.27M | NA |
| 17 | 15:32 | NFLX | PUT | $0.00 | 2027-01-15 | 6,600 | $32.45 | $21.42M | BEARISH |
| 18 | 10:26 | TSM | CALL | $480.00 | 2027-06-17 | 4,000 | $53.51 | $21.40M | NA |
| 19 | 15:43 | SLV | PUT | $90.00 | 2027-01-15 | 6,189 | $34.50 | $21.35M | BULLISH |
| 20 | 15:32 | LULU | PUT | $0.00 | 2026-12-18 | 1,036 | $203.85 | $21.12M | BEARISH |
| 21 | 13:50 | GDX | PUT | $80.00 | 2027-01-15 | 44,811 | $4.15 | $18.60M | NA |
| 22 | 11:36 | MU | CALL | $1,200.00 | 2028-01-21 | 750 | $242.08 | $18.16M | NA |
| 23 | 15:18 | EWZ | CALL | $41.00 | 2026-11-20 | 134,200 | $1.35 | $18.12M | BEARISH |
| 24 | 13:50 | GDX | PUT | $85.00 | 2026-11-20 | 44,811 | $3.88 | $17.39M | NA |
| 25 | 15:43 | MGM | PUT | $60.00 | 2026-12-18 | 6,082 | $28.50 | $17.33M | NA |
- 1 SPX CALL $155.33MTime15:27 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$776.67 SentimentBULLISH
- 2 SPX PUT $68.86MTime15:27 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$344.32 SentimentBULLISH
- 3 SLV PUT $58.49MTime15:39 ET Strike$20.00 Expiry2028-01-21 Qty8,985 Price$65.10 SentimentBEARISH
- 4 LULU PUT $51.53MTime15:38 ET Strike$0.00 Expiry2026-12-18 Qty2,539 Price$202.95 SentimentNA
- 5 SLV PUT $46.32MTime16:13 ET Strike$0.00 Expiry2027-01-15 Qty10,283 Price$45.05 SentimentNA
- 6 LULU PUT $41.39MTime14:31 ET Strike$0.00 Expiry2026-12-18 Qty2,050 Price$201.90 SentimentNA
- 7 MU PUT $40.85MTime11:36 ET Strike$1,200.00 Expiry2028-01-21 Qty1,250 Price$326.82 SentimentNA
- 8 LULU PUT $37.94MTime15:38 ET Strike$50.00 Expiry2026-12-18 Qty1,500 Price$252.95 SentimentNA
- 9 LULU PUT $37.78MTime14:31 ET Strike$50.00 Expiry2026-12-18 Qty1,500 Price$251.90 SentimentNA
- 10 SLV PUT $32.07MTime15:39 ET Strike$0.00 Expiry2027-01-15 Qty7,110 Price$45.10 SentimentNA
- 11 SPX PUT $29.85MTime10:02 ET Strike$7,350.00 Expiry2026-12-18 Qty2,716 Price$109.92 SentimentNA
- 12 MU CALL $28.50MTime09:59 ET Strike$1,200.00 Expiry2026-12-18 Qty5,046 Price$56.49 SentimentNA
- 13 EWZ CALL $27.24MTime15:18 ET Strike$39.00 Expiry2026-11-20 Qty134,200 Price$2.03 SentimentNA
- 14 SLV PUT $24.96MTime16:13 ET Strike$95.00 Expiry2027-01-15 Qty6,240 Price$40.00 SentimentNA
- 15 SLV PUT $24.45MTime15:43 ET Strike$95.00 Expiry2027-01-15 Qty6,189 Price$39.50 SentimentNA
- 16 LULU PUT $24.27MTime15:32 ET Strike$50.00 Expiry2026-12-18 Qty956 Price$253.84 SentimentNA
- 17 NFLX PUT $21.42MTime15:32 ET Strike$0.00 Expiry2027-01-15 Qty6,600 Price$32.45 SentimentBEARISH
- 18 TSM CALL $21.40MTime10:26 ET Strike$480.00 Expiry2027-06-17 Qty4,000 Price$53.51 SentimentNA
- 19 SLV PUT $21.35MTime15:43 ET Strike$90.00 Expiry2027-01-15 Qty6,189 Price$34.50 SentimentBULLISH
- 20 LULU PUT $21.12MTime15:32 ET Strike$0.00 Expiry2026-12-18 Qty1,036 Price$203.85 SentimentBEARISH
- 21 GDX PUT $18.60MTime13:50 ET Strike$80.00 Expiry2027-01-15 Qty44,811 Price$4.15 SentimentNA
- 22 MU CALL $18.16MTime11:36 ET Strike$1,200.00 Expiry2028-01-21 Qty750 Price$242.08 SentimentNA
- 23 EWZ CALL $18.12MTime15:18 ET Strike$41.00 Expiry2026-11-20 Qty134,200 Price$1.35 SentimentBEARISH
- 24 GDX PUT $17.39MTime13:50 ET Strike$85.00 Expiry2026-11-20 Qty44,811 Price$3.88 SentimentNA
- 25 MGM PUT $17.33MTime15:43 ET Strike$60.00 Expiry2026-12-18 Qty6,082 Price$28.50 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