Daily Report
Wednesday, October 7, 2026
Writing session chart
Writing totals
Put: $2.38B (3,977,772)
Call: $5.06B (4,917,219)
Trades: 114,849
Bullish 31.9% 68.1% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.45
Strike$777.00
Upper breakeven$777.45
Lower breakeven$776.55
Underlying$777.07
SPY session prices
Open$775.75
High$777.65
Low$773.83
Close$777.17
Prev close (2026-10-06)$779.09
Dark pool top 10 by premium
- 1 NVDA 9,734,508 @ $237.47 $2.31B 16:00 ET
- 2 AAPL 6,180,364 @ $336.67 $2.08B 16:00 ET
- 3 SPY 1,361,215 @ $777.22 $1.06B 16:00 ET
- 4 SPY 960,306 @ $779.10 $748.18M 14:52 ET
- 5 QQQ 659,811 @ $759.53 $501.15M 14:42 ET
- 6 SPY 600,000 @ $777.53 $466.52M 14:35 ET
- 7 QQQ 500,000 @ $757.31 $378.65M 14:15 ET
- 8 SPY 480,000 @ $777.40 $373.15M 13:43 ET
- 9 QQQ 447,462 @ $757.73 $339.06M 16:00 ET
- 10 IWM 1,150,439 @ $277.70 $319.48M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:52 | SPX | CALL | $7,000.00 | 2027-03-19 | 14,800 | $1,006.33 | $1.49B | NA |
| 2 | 15:52 | SPX | CALL | $7,000.00 | 2026-12-18 | 6,250 | $878.00 | $548.75M | BEARISH |
| 3 | 15:52 | SPX | PUT | $8,000.00 | 2027-03-19 | 14,800 | $328.52 | $486.21M | BEARISH |
| 4 | 11:13 | SPX | CALL | $7,000.00 | 2027-01-15 | 4,636 | $901.00 | $417.70M | BEARISH |
| 5 | 10:45 | SPX | CALL | $7,000.00 | 2027-01-15 | 4,000 | $896.80 | $358.72M | BULLISH |
| 6 | 10:45 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,500 | $777.23 | $194.31M | BULLISH |
| 7 | 11:07 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,180 | $852.10 | $185.76M | BEARISH |
| 8 | 15:52 | SPX | CALL | $8,000.00 | 2027-03-19 | 6,250 | $259.49 | $162.18M | NA |
| 9 | 15:52 | SPX | CALL | $8,000.00 | 2026-12-18 | 14,800 | $109.30 | $161.76M | BEARISH |
| 10 | 15:52 | SPX | PUT | $8,000.00 | 2026-12-18 | 6,250 | $258.00 | $161.25M | BEARISH |
| 11 | 11:13 | SPX | PUT | $8,000.00 | 2027-01-15 | 4,636 | $290.05 | $134.47M | BEARISH |
| 12 | 10:45 | SPX | PUT | $8,000.00 | 2027-01-15 | 4,000 | $293.00 | $117.20M | BULLISH |
| 13 | 10:20 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,350 | $858.39 | $115.88M | BEARISH |
| 14 | 11:07 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,180 | $278.20 | $60.65M | BEARISH |
| 15 | 15:52 | SPX | PUT | $7,000.00 | 2027-03-19 | 6,250 | $96.32 | $60.20M | NA |
| 16 | 10:45 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,500 | $224.34 | $56.09M | BULLISH |
| 17 | 15:52 | SPX | PUT | $7,000.00 | 2026-12-18 | 14,800 | $35.50 | $52.54M | NA |
| 18 | 11:07 | SPX | CALL | $8,000.00 | 2026-12-18 | 5,000 | $99.50 | $49.75M | BEARISH |
| 19 | 10:20 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,350 | $274.55 | $37.06M | BEARISH |
| 20 | 10:45 | SPX | CALL | $8,000.00 | 2027-01-15 | 2,500 | $145.00 | $36.25M | BULLISH |
| 21 | 10:13 | SPX | PUT | $7,700.00 | 2027-06-17 | 1,200 | $301.51 | $36.18M | BULLISH |
| 22 | 09:58 | AMD | CALL | $520.00 | 2028-01-21 | 1,500 | $225.24 | $33.79M | NA |
| 23 | 12:18 | MSFT | CALL | $450.00 | 2026-12-18 | 3,000 | $85.00 | $25.50M | NA |
| 24 | 11:07 | SPX | PUT | $7,000.00 | 2026-12-18 | 5,000 | $39.60 | $19.80M | BEARISH |
| 25 | 12:08 | META | PUT | $700.00 | 2027-12-17 | 2,000 | $96.65 | $19.33M | NA |
- 1 SPX CALL $1.49BTime15:52 ET Strike$7,000.00 Expiry2027-03-19 Qty14,800 Price$1,006.33 SentimentNA
- 2 SPX CALL $548.75MTime15:52 ET Strike$7,000.00 Expiry2026-12-18 Qty6,250 Price$878.00 SentimentBEARISH
- 3 SPX PUT $486.21MTime15:52 ET Strike$8,000.00 Expiry2027-03-19 Qty14,800 Price$328.52 SentimentBEARISH
- 4 SPX CALL $417.70MTime11:13 ET Strike$7,000.00 Expiry2027-01-15 Qty4,636 Price$901.00 SentimentBEARISH
- 5 SPX CALL $358.72MTime10:45 ET Strike$7,000.00 Expiry2027-01-15 Qty4,000 Price$896.80 SentimentBULLISH
- 6 SPX CALL $194.31MTime10:45 ET Strike$7,000.00 Expiry2026-10-16 Qty2,500 Price$777.23 SentimentBULLISH
- 7 SPX CALL $185.76MTime11:07 ET Strike$7,000.00 Expiry2026-12-18 Qty2,180 Price$852.10 SentimentBEARISH
- 8 SPX CALL $162.18MTime15:52 ET Strike$8,000.00 Expiry2027-03-19 Qty6,250 Price$259.49 SentimentNA
- 9 SPX CALL $161.76MTime15:52 ET Strike$8,000.00 Expiry2026-12-18 Qty14,800 Price$109.30 SentimentBEARISH
- 10 SPX PUT $161.25MTime15:52 ET Strike$8,000.00 Expiry2026-12-18 Qty6,250 Price$258.00 SentimentBEARISH
- 11 SPX PUT $134.47MTime11:13 ET Strike$8,000.00 Expiry2027-01-15 Qty4,636 Price$290.05 SentimentBEARISH
- 12 SPX PUT $117.20MTime10:45 ET Strike$8,000.00 Expiry2027-01-15 Qty4,000 Price$293.00 SentimentBULLISH
- 13 SPX CALL $115.88MTime10:20 ET Strike$7,000.00 Expiry2026-12-18 Qty1,350 Price$858.39 SentimentBEARISH
- 14 SPX PUT $60.65MTime11:07 ET Strike$8,000.00 Expiry2026-12-18 Qty2,180 Price$278.20 SentimentBEARISH
- 15 SPX PUT $60.20MTime15:52 ET Strike$7,000.00 Expiry2027-03-19 Qty6,250 Price$96.32 SentimentNA
- 16 SPX PUT $56.09MTime10:45 ET Strike$8,000.00 Expiry2026-10-16 Qty2,500 Price$224.34 SentimentBULLISH
- 17 SPX PUT $52.54MTime15:52 ET Strike$7,000.00 Expiry2026-12-18 Qty14,800 Price$35.50 SentimentNA
- 18 SPX CALL $49.75MTime11:07 ET Strike$8,000.00 Expiry2026-12-18 Qty5,000 Price$99.50 SentimentBEARISH
- 19 SPX PUT $37.06MTime10:20 ET Strike$8,000.00 Expiry2026-12-18 Qty1,350 Price$274.55 SentimentBEARISH
- 20 SPX CALL $36.25MTime10:45 ET Strike$8,000.00 Expiry2027-01-15 Qty2,500 Price$145.00 SentimentBULLISH
- 21 SPX PUT $36.18MTime10:13 ET Strike$7,700.00 Expiry2027-06-17 Qty1,200 Price$301.51 SentimentBULLISH
- 22 AMD CALL $33.79MTime09:58 ET Strike$520.00 Expiry2028-01-21 Qty1,500 Price$225.24 SentimentNA
- 23 MSFT CALL $25.50MTime12:18 ET Strike$450.00 Expiry2026-12-18 Qty3,000 Price$85.00 SentimentNA
- 24 SPX PUT $19.80MTime11:07 ET Strike$7,000.00 Expiry2026-12-18 Qty5,000 Price$39.60 SentimentBEARISH
- 25 META PUT $19.33MTime12:08 ET Strike$700.00 Expiry2027-12-17 Qty2,000 Price$96.65 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