Daily Report
Tuesday, October 6, 2026
Writing session chart
Writing totals
Put: $1.60B (3,895,225)
Call: $3.48B (5,217,570)
Trades: 121,120
Bullish 31.5% 68.5% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.08%
Straddle mid$0.65
Strike$780.00
Upper breakeven$780.65
Lower breakeven$779.35
Underlying$779.60
SPY session prices
Open$778.16
High$781.42
Low$778.12
Close$779.14
Prev close (2026-10-05)$774.83
Dark pool top 10 by premium
- 1 AAPL 5,914,482 @ $333.63 $1.97B 16:00 ET
- 2 SPY 922,938 @ $779.09 $719.05M 16:00 ET
- 3 QQQ 687,500 @ $760.60 $522.91M 09:41 ET
- 4 SPY 650,000 @ $779.20 $506.48M 15:58 ET
- 5 NVDA 1,648,595 @ $242.10 $399.12M 09:30 ET
- 6 SPY 500,000 @ $779.96 $389.98M 14:41 ET
- 7 QQQ 477,750 @ $760.37 $363.27M 14:40 ET
- 8 QQQ 474,557 @ $759.66 $360.50M 16:00 ET
- 9 NVDA 1,372,417 @ $239.24 $328.34M 16:00 ET
- 10 QQQ 340,000 @ $761.32 $258.85M 14:03 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:35 | SPX | CALL | $7,000.00 | 2027-01-15 | 3,000 | $962.83 | $288.85M | NA |
| 2 | 11:15 | SPX | CALL | $7,000.00 | 2027-01-15 | 3,000 | $962.71 | $288.81M | BEARISH |
| 3 | 11:15 | SPX | CALL | $7,000.00 | 2026-10-16 | 3,000 | $847.11 | $254.13M | NA |
| 4 | 11:35 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,500 | $847.78 | $211.94M | NA |
| 5 | 12:22 | META | CALL | $560.00 | 2029-01-19 | 2,920 | $304.20 | $88.83M | NA |
| 6 | 11:15 | SPX | PUT | $8,000.00 | 2027-01-15 | 3,000 | $258.40 | $77.52M | BEARISH |
| 7 | 11:35 | SPX | PUT | $8,000.00 | 2027-01-15 | 3,000 | $258.17 | $77.45M | NA |
| 8 | 12:22 | META | CALL | $700.00 | 2029-01-19 | 2,920 | $234.92 | $68.60M | NA |
| 9 | 10:48 | SPY | PUT | $655.00 | 2027-03-19 | 100,000 | $6.13 | $61.30M | NA |
| 10 | 11:15 | SPX | CALL | $8,000.00 | 2027-01-15 | 3,000 | $182.32 | $54.70M | BEARISH |
| 11 | 11:15 | SPX | PUT | $8,000.00 | 2026-10-16 | 3,000 | $161.28 | $48.38M | BEARISH |
| 12 | 11:35 | SPX | CALL | $8,000.00 | 2027-01-15 | 2,500 | $182.35 | $45.59M | NA |
| 13 | 15:14 | SPY | CALL | $810.00 | 2026-12-18 | 55,301 | $7.93 | $43.85M | NA |
| 14 | 11:35 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,500 | $160.69 | $40.17M | NA |
| 15 | 15:31 | TSM | CALL | $500.00 | 2026-12-18 | 16,093 | $22.48 | $36.18M | NA |
| 16 | 15:14 | SPY | CALL | $800.00 | 2026-12-18 | 28,060 | $11.64 | $32.66M | NA |
| 17 | 10:30 | NVDA | PUT | $240.00 | 2027-06-17 | 13,000 | $25.05 | $32.56M | NA |
| 18 | 09:45 | NDX | CALL | $35,500.00 | 2027-02-19 | 860 | $345.80 | $29.74M | NA |
| 19 | 14:29 | GLD | PUT | $460.00 | 2027-01-15 | 3,225 | $77.60 | $25.03M | NA |
| 20 | 10:29 | SPX | CALL | $9,400.00 | 2027-12-17 | 1,800 | $133.88 | $24.10M | NA |
| 21 | 15:14 | SPY | CALL | $800.00 | 2026-11-20 | 33,181 | $6.85 | $22.73M | NA |
| 22 | 15:31 | TSM | CALL | $560.00 | 2026-12-18 | 32,186 | $7.00 | $22.53M | NA |
| 23 | 10:35 | QQQ | CALL | $785.00 | 2027-06-17 | 4,000 | $55.49 | $22.20M | BULLISH |
| 24 | 13:21 | HYG | PUT | $79.00 | 2027-03-19 | 75,000 | $2.85 | $21.38M | NA |
| 25 | 15:14 | SPY | CALL | $800.00 | 2026-12-18 | 16,226 | $11.63 | $18.87M | NA |
- 1 SPX CALL $288.85MTime11:35 ET Strike$7,000.00 Expiry2027-01-15 Qty3,000 Price$962.83 SentimentNA
- 2 SPX CALL $288.81MTime11:15 ET Strike$7,000.00 Expiry2027-01-15 Qty3,000 Price$962.71 SentimentBEARISH
- 3 SPX CALL $254.13MTime11:15 ET Strike$7,000.00 Expiry2026-10-16 Qty3,000 Price$847.11 SentimentNA
- 4 SPX CALL $211.94MTime11:35 ET Strike$7,000.00 Expiry2026-10-16 Qty2,500 Price$847.78 SentimentNA
- 5 META CALL $88.83MTime12:22 ET Strike$560.00 Expiry2029-01-19 Qty2,920 Price$304.20 SentimentNA
- 6 SPX PUT $77.52MTime11:15 ET Strike$8,000.00 Expiry2027-01-15 Qty3,000 Price$258.40 SentimentBEARISH
- 7 SPX PUT $77.45MTime11:35 ET Strike$8,000.00 Expiry2027-01-15 Qty3,000 Price$258.17 SentimentNA
- 8 META CALL $68.60MTime12:22 ET Strike$700.00 Expiry2029-01-19 Qty2,920 Price$234.92 SentimentNA
- 9 SPY PUT $61.30MTime10:48 ET Strike$655.00 Expiry2027-03-19 Qty100,000 Price$6.13 SentimentNA
- 10 SPX CALL $54.70MTime11:15 ET Strike$8,000.00 Expiry2027-01-15 Qty3,000 Price$182.32 SentimentBEARISH
- 11 SPX PUT $48.38MTime11:15 ET Strike$8,000.00 Expiry2026-10-16 Qty3,000 Price$161.28 SentimentBEARISH
- 12 SPX CALL $45.59MTime11:35 ET Strike$8,000.00 Expiry2027-01-15 Qty2,500 Price$182.35 SentimentNA
- 13 SPY CALL $43.85MTime15:14 ET Strike$810.00 Expiry2026-12-18 Qty55,301 Price$7.93 SentimentNA
- 14 SPX PUT $40.17MTime11:35 ET Strike$8,000.00 Expiry2026-10-16 Qty2,500 Price$160.69 SentimentNA
- 15 TSM CALL $36.18MTime15:31 ET Strike$500.00 Expiry2026-12-18 Qty16,093 Price$22.48 SentimentNA
- 16 SPY CALL $32.66MTime15:14 ET Strike$800.00 Expiry2026-12-18 Qty28,060 Price$11.64 SentimentNA
- 17 NVDA PUT $32.56MTime10:30 ET Strike$240.00 Expiry2027-06-17 Qty13,000 Price$25.05 SentimentNA
- 18 NDX CALL $29.74MTime09:45 ET Strike$35,500.00 Expiry2027-02-19 Qty860 Price$345.80 SentimentNA
- 19 GLD PUT $25.03MTime14:29 ET Strike$460.00 Expiry2027-01-15 Qty3,225 Price$77.60 SentimentNA
- 20 SPX CALL $24.10MTime10:29 ET Strike$9,400.00 Expiry2027-12-17 Qty1,800 Price$133.88 SentimentNA
- 21 SPY CALL $22.73MTime15:14 ET Strike$800.00 Expiry2026-11-20 Qty33,181 Price$6.85 SentimentNA
- 22 TSM CALL $22.53MTime15:31 ET Strike$560.00 Expiry2026-12-18 Qty32,186 Price$7.00 SentimentNA
- 23 QQQ CALL $22.20MTime10:35 ET Strike$785.00 Expiry2027-06-17 Qty4,000 Price$55.49 SentimentBULLISH
- 24 HYG PUT $21.38MTime13:21 ET Strike$79.00 Expiry2027-03-19 Qty75,000 Price$2.85 SentimentNA
- 25 SPY CALL $18.87MTime15:14 ET Strike$800.00 Expiry2026-12-18 Qty16,226 Price$11.63 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