Daily Report
Friday, October 2, 2026
Writing session chart
Writing totals
Put: $1.42B (3,104,989)
Call: $3.23B (6,496,597)
Trades: 113,323
Bullish 30.5% 69.5% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.04%
Straddle mid$0.34
Strike$770.00
Upper breakeven$770.34
Lower breakeven$769.66
Underlying$769.74
SPY session prices
Open$770.57
High$772.35
Low$767.36
Close$769.65
Prev close (2026-10-01)$763.99
Dark pool top 10 by premium
- 1 AAPL 6,224,093 @ $333.69 $2.08B 16:00 ET
- 2 QQQ 1,600,000 @ $749.57 $1.20B 16:00 ET
- 3 SPY 1,350,000 @ $770.00 $1.04B 10:04 ET
- 4 SPY 1,297,450 @ $769.64 $998.57M 16:00 ET
- 5 QQQ 869,841 @ $749.58 $652.02M 16:00 ET
- 6 NVDA 2,635,879 @ $236.00 $622.07M 09:30 ET
- 7 AAPL 1,000,000 @ $332.80 $332.80M 11:09 ET
- 8 AAPL 772,323 @ $333.69 $257.72M 16:00 ET
- 9 NVDA 1,072,765 @ $233.95 $250.97M 16:00 ET
- 10 QQQ 316,000 @ $749.58 $236.87M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:23 | SPX | CALL | $7,000.00 | 2026-12-18 | 4,000 | $813.37 | $325.35M | NA |
| 2 | 12:06 | SPX | CALL | $7,000.00 | 2027-03-19 | 2,000 | $947.80 | $189.56M | BEARISH |
| 3 | 12:06 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $816.65 | $163.33M | NA |
| 4 | 13:57 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $816.35 | $163.27M | NA |
| 5 | 15:13 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,000 | $813.37 | $162.67M | NA |
| 6 | 13:15 | SPX | CALL | $7,000.00 | 2026-11-27 | 2,000 | $788.07 | $157.61M | NA |
| 7 | 13:23 | SPX | CALL | $7,000.00 | 2027-03-19 | 1,500 | $946.47 | $141.97M | NA |
| 8 | 15:23 | SPX | PUT | $8,000.00 | 2026-12-18 | 4,000 | $312.51 | $125.00M | BEARISH |
| 9 | 15:38 | VST | PUT | $195.00 | 2027-12-17 | 14,400 | $64.55 | $92.95M | NA |
| 10 | 11:35 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,000 | $815.07 | $81.51M | NA |
| 11 | 12:06 | SPX | PUT | $8,000.00 | 2027-03-19 | 2,000 | $370.20 | $74.04M | BEARISH |
| 12 | 15:57 | MSTR | CALL | $50.00 | 6,728 | $108.82 | $73.21M | NA | |
| 13 | 15:57 | MSTR | CALL | $50.00 | 6,597 | $108.91 | $71.85M | NA | |
| 14 | 13:57 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $313.05 | $62.61M | NA |
| 15 | 15:13 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $312.51 | $62.50M | NA |
| 16 | 12:06 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,000 | $312.25 | $62.45M | BEARISH |
| 17 | 13:15 | SPX | PUT | $8,000.00 | 2026-11-27 | 2,000 | $294.76 | $58.95M | NA |
| 18 | 13:23 | SPX | PUT | $8,000.00 | 2027-03-19 | 1,500 | $372.43 | $55.86M | NA |
| 19 | 12:06 | SPX | CALL | $8,000.00 | 2027-03-19 | 2,000 | $228.50 | $45.70M | BEARISH |
| 20 | 13:57 | SPX | CALL | $8,000.00 | 2026-12-18 | 5,000 | $90.20 | $45.10M | NA |
| 21 | 11:35 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,000 | $313.16 | $31.32M | NA |
| 22 | 13:57 | SPX | PUT | $7,000.00 | 2026-12-18 | 5,000 | $48.40 | $24.20M | NA |
| 23 | 10:39 | SPX | CALL | $8,400.00 | 2027-06-17 | 1,140 | $198.50 | $22.63M | NA |
| 24 | 12:06 | SPX | PUT | $7,000.00 | 2027-03-19 | 2,000 | $110.80 | $22.16M | NA |
| 25 | 11:51 | STX | CALL | $950.00 | 2026-11-20 | 5,000 | $41.25 | $20.63M | NA |
- 1 SPX CALL $325.35MTime15:23 ET Strike$7,000.00 Expiry2026-12-18 Qty4,000 Price$813.37 SentimentNA
- 2 SPX CALL $189.56MTime12:06 ET Strike$7,000.00 Expiry2027-03-19 Qty2,000 Price$947.80 SentimentBEARISH
- 3 SPX CALL $163.33MTime12:06 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$816.65 SentimentNA
- 4 SPX CALL $163.27MTime13:57 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$816.35 SentimentNA
- 5 SPX CALL $162.67MTime15:13 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$813.37 SentimentNA
- 6 SPX CALL $157.61MTime13:15 ET Strike$7,000.00 Expiry2026-11-27 Qty2,000 Price$788.07 SentimentNA
- 7 SPX CALL $141.97MTime13:23 ET Strike$7,000.00 Expiry2027-03-19 Qty1,500 Price$946.47 SentimentNA
- 8 SPX PUT $125.00MTime15:23 ET Strike$8,000.00 Expiry2026-12-18 Qty4,000 Price$312.51 SentimentBEARISH
- 9 VST PUT $92.95MTime15:38 ET Strike$195.00 Expiry2027-12-17 Qty14,400 Price$64.55 SentimentNA
- 10 SPX CALL $81.51MTime11:35 ET Strike$7,000.00 Expiry2026-12-18 Qty1,000 Price$815.07 SentimentNA
- 11 SPX PUT $74.04MTime12:06 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$370.20 SentimentBEARISH
- 12 MSTR CALL $73.21MTime15:57 ET Strike$50.00 Expiry Qty6,728 Price$108.82 SentimentNA
- 13 MSTR CALL $71.85MTime15:57 ET Strike$50.00 Expiry Qty6,597 Price$108.91 SentimentNA
- 14 SPX PUT $62.61MTime13:57 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$313.05 SentimentNA
- 15 SPX PUT $62.50MTime15:13 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$312.51 SentimentNA
- 16 SPX PUT $62.45MTime12:06 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$312.25 SentimentBEARISH
- 17 SPX PUT $58.95MTime13:15 ET Strike$8,000.00 Expiry2026-11-27 Qty2,000 Price$294.76 SentimentNA
- 18 SPX PUT $55.86MTime13:23 ET Strike$8,000.00 Expiry2027-03-19 Qty1,500 Price$372.43 SentimentNA
- 19 SPX CALL $45.70MTime12:06 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$228.50 SentimentBEARISH
- 20 SPX CALL $45.10MTime13:57 ET Strike$8,000.00 Expiry2026-12-18 Qty5,000 Price$90.20 SentimentNA
- 21 SPX PUT $31.32MTime11:35 ET Strike$8,000.00 Expiry2026-12-18 Qty1,000 Price$313.16 SentimentNA
- 22 SPX PUT $24.20MTime13:57 ET Strike$7,000.00 Expiry2026-12-18 Qty5,000 Price$48.40 SentimentNA
- 23 SPX CALL $22.63MTime10:39 ET Strike$8,400.00 Expiry2027-06-17 Qty1,140 Price$198.50 SentimentNA
- 24 SPX PUT $22.16MTime12:06 ET Strike$7,000.00 Expiry2027-03-19 Qty2,000 Price$110.80 SentimentNA
- 25 STX CALL $20.63MTime11:51 ET Strike$950.00 Expiry2026-11-20 Qty5,000 Price$41.25 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