Daily Report

Monday, October 5, 2026

Writing session chart

Option writing session chart for 2026-10-05

Writing totals

Put: $1.42B (4,433,006)
Call: $2.70B (5,868,541)
Trades: 123,115
Bullish 34.5% 65.5% Bearish

Put share of premium reads as bullish (dashboard convention).

SPY expected move

Expected move0.05%
Straddle mid$0.42
Strike$775.00
Upper breakeven$775.42
Lower breakeven$774.59
Underlying$774.79

SPY session prices

Open$769.69
High$776.42
Low$769.69
Close$774.93
Prev close (2026-10-02)$769.64

Dark pool top 10 by premium

  • 1 AAPL 7,882,121 @ $332.89 $2.62B 16:00 ET
  • 2 SPY 1,736,148 @ $774.83 $1.35B 16:00 ET
  • 3 SPY 1,000,000 @ $775.24 $775.24M 15:49 ET
  • 4 QQQ 800,000 @ $755.95 $604.76M 15:50 ET
  • 5 QQQ 584,000 @ $749.37 $437.63M 10:07 ET
  • 6 SPY 550,000 @ $776.30 $426.96M 15:26 ET
  • 7 QQQ 500,000 @ $753.45 $376.73M 09:45 ET
  • 8 QQQ 437,500 @ $753.87 $329.82M 11:01 ET
  • 9 SPY 400,000 @ $775.08 $310.03M 14:47 ET
  • 10 NVDA 1,077,156 @ $236.16 $254.38M 09:30 ET

Top 25 largest option trades

#TimeSymbolSideStrikeExpiryQtyPricePremiumSentiment
114:37SPXCALL$7,000.002026-10-163,000$789.35$236.81MNA
214:37SPXCALL$7,000.002027-01-152,000$909.90$181.98MNA
312:39AMDCALL$490.002026-10-167,580$142.66$108.14MNA
413:27SPXCALL$8,140.002026-12-3110,000$74.57$74.57MNA
514:08NVDACALL$180.002026-10-1612,500$57.75$72.19MNA
613:27SPXCALL$8,150.002026-12-3110,000$71.82$71.82MNA
714:37SPXPUT$8,000.002026-10-163,000$214.47$64.34MNA
814:37SPXPUT$8,000.002027-01-152,000$289.00$57.80MNA
915:28SPXCALL$7,800.002026-12-182,500$215.00$53.75MNA
1014:37SPXCALL$8,000.002027-01-153,000$154.00$46.20MNA
1115:28SPXPUT$7,800.002026-12-182,500$172.50$43.13MNA
1212:39AMDCALL$620.002026-11-207,580$53.70$40.70MBULLISH
1313:15SPXCALL$8,180.002026-12-316,000$63.55$38.13MBEARISH
1413:15SPXCALL$8,190.002026-12-316,000$61.15$36.69MBEARISH
1511:31COINCALL$150.002026-10-169,325$38.00$35.44MNA
1610:27STXCALL$950.002026-11-205,000$69.00$34.50MNA
1709:43METAPUT$20.002028-01-211,000$312.00$31.20MNA
1810:00SPXPUT$7,275.002027-03-192,000$145.20$29.04MNA
1914:52SPCXCALL$295.002029-01-1910,000$28.31$28.31MNA
2014:52SPCXPUT$135.002029-01-1910,000$26.84$26.84MNA
2111:03TSMPUT$440.002027-06-176,899$33.00$22.77MBEARISH
2211:31COINCALL$185.002026-12-189,325$23.00$21.45MNA
2315:51NVDAPUT$220.002027-01-1525,000$8.19$20.48MNA
2411:44NFLXPUT$65.002027-01-1550,726$4.03$20.44MBEARISH
2512:23PLTRCALL$185.002026-12-189,650$19.30$18.62MNA
  • 1 SPX CALL $236.81M
    Time14:37 ET Strike$7,000.00 Expiry2026-10-16 Qty3,000 Price$789.35 SentimentNA
  • 2 SPX CALL $181.98M
    Time14:37 ET Strike$7,000.00 Expiry2027-01-15 Qty2,000 Price$909.90 SentimentNA
  • 3 AMD CALL $108.14M
    Time12:39 ET Strike$490.00 Expiry2026-10-16 Qty7,580 Price$142.66 SentimentNA
  • 4 SPX CALL $74.57M
    Time13:27 ET Strike$8,140.00 Expiry2026-12-31 Qty10,000 Price$74.57 SentimentNA
  • 5 NVDA CALL $72.19M
    Time14:08 ET Strike$180.00 Expiry2026-10-16 Qty12,500 Price$57.75 SentimentNA
  • 6 SPX CALL $71.82M
    Time13:27 ET Strike$8,150.00 Expiry2026-12-31 Qty10,000 Price$71.82 SentimentNA
  • 7 SPX PUT $64.34M
    Time14:37 ET Strike$8,000.00 Expiry2026-10-16 Qty3,000 Price$214.47 SentimentNA
  • 8 SPX PUT $57.80M
    Time14:37 ET Strike$8,000.00 Expiry2027-01-15 Qty2,000 Price$289.00 SentimentNA
  • 9 SPX CALL $53.75M
    Time15:28 ET Strike$7,800.00 Expiry2026-12-18 Qty2,500 Price$215.00 SentimentNA
  • 10 SPX CALL $46.20M
    Time14:37 ET Strike$8,000.00 Expiry2027-01-15 Qty3,000 Price$154.00 SentimentNA
  • 11 SPX PUT $43.13M
    Time15:28 ET Strike$7,800.00 Expiry2026-12-18 Qty2,500 Price$172.50 SentimentNA
  • 12 AMD CALL $40.70M
    Time12:39 ET Strike$620.00 Expiry2026-11-20 Qty7,580 Price$53.70 SentimentBULLISH
  • 13 SPX CALL $38.13M
    Time13:15 ET Strike$8,180.00 Expiry2026-12-31 Qty6,000 Price$63.55 SentimentBEARISH
  • 14 SPX CALL $36.69M
    Time13:15 ET Strike$8,190.00 Expiry2026-12-31 Qty6,000 Price$61.15 SentimentBEARISH
  • 15 COIN CALL $35.44M
    Time11:31 ET Strike$150.00 Expiry2026-10-16 Qty9,325 Price$38.00 SentimentNA
  • 16 STX CALL $34.50M
    Time10:27 ET Strike$950.00 Expiry2026-11-20 Qty5,000 Price$69.00 SentimentNA
  • 17 META PUT $31.20M
    Time09:43 ET Strike$20.00 Expiry2028-01-21 Qty1,000 Price$312.00 SentimentNA
  • 18 SPX PUT $29.04M
    Time10:00 ET Strike$7,275.00 Expiry2027-03-19 Qty2,000 Price$145.20 SentimentNA
  • 19 SPCX CALL $28.31M
    Time14:52 ET Strike$295.00 Expiry2029-01-19 Qty10,000 Price$28.31 SentimentNA
  • 20 SPCX PUT $26.84M
    Time14:52 ET Strike$135.00 Expiry2029-01-19 Qty10,000 Price$26.84 SentimentNA
  • 21 TSM PUT $22.77M
    Time11:03 ET Strike$440.00 Expiry2027-06-17 Qty6,899 Price$33.00 SentimentBEARISH
  • 22 COIN CALL $21.45M
    Time11:31 ET Strike$185.00 Expiry2026-12-18 Qty9,325 Price$23.00 SentimentNA
  • 23 NVDA PUT $20.48M
    Time15:51 ET Strike$220.00 Expiry2027-01-15 Qty25,000 Price$8.19 SentimentNA
  • 24 NFLX PUT $20.44M
    Time11:44 ET Strike$65.00 Expiry2027-01-15 Qty50,726 Price$4.03 SentimentBEARISH
  • 25 PLTR CALL $18.62M
    Time12:23 ET Strike$185.00 Expiry2026-12-18 Qty9,650 Price$19.30 SentimentNA

Available statements

Educational content only. This is not financial, legal, or tax advice. All information is for general knowledge purposes. Margin rules, approval levels, and contract specifications vary by broker, exchange, product, and jurisdiction.