Daily Report

Friday, October 9, 2026

Writing session chart

Option writing session chart for 2026-10-09

Writing totals

Put: $1.43B (4,301,617)
Call: $3.07B (6,970,023)
Trades: 111,837
Bullish 31.8% 68.2% Bearish

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

SPY expected move

Expected move0.06%
Straddle mid$0.49
Strike$779.00
Upper breakeven$779.49
Lower breakeven$778.51
Underlying$778.56

SPY session prices

Open$776.24
High$779.17
Low$775.60
Close$778.53
Prev close (2026-10-08)$773.93

Dark pool top 10 by premium

  • 1 NVDA 8,237,247 @ $229.28 $1.89B 16:00 ET
  • 2 AAPL 3,890,061 @ $336.64 $1.31B 16:00 ET
  • 3 SPY 1,111,233 @ $778.57 $865.17M 16:00 ET
  • 4 QQQ 1,050,000 @ $751.12 $788.68M 12:53 ET
  • 5 NVDA 2,250,000 @ $230.00 $517.50M 15:25 ET
  • 6 QQQ 669,890 @ $747.41 $500.68M 15:02 ET
  • 7 QQQ 419,970 @ $751.27 $315.51M 16:00 ET
  • 8 QQQ 407,065 @ $773.85 $315.01M 14:27 ET
  • 9 AAPL 600,000 @ $332.10 $199.26M 09:38 ET
  • 10 IWM 655,483 @ $278.94 $182.84M 16:00 ET

Top 25 largest option trades

#TimeSymbolSideStrikeExpiryQtyPricePremiumSentiment
115:48SPXCALL$7,000.002027-12-175,000$1,371.22$685.61MNA
210:05SPXCALL$7,000.002026-11-204,000$825.35$330.14MNA
315:48SPXPUT$8,000.002027-12-175,000$481.76$240.88MNA
415:48SPXCALL$8,000.002027-12-172,500$670.64$167.66MNA
515:24NVDACALL$180.002026-10-1630,000$50.05$150.15MNA
613:39INTCCALL$90.0030,000$37.00$111.00MNA
710:05SPXPUT$8,000.002026-11-204,000$236.75$94.70MNA
815:55MSTRCALL$50.006,985$104.27$72.83MNA
913:39INTCCALL$125.002028-01-2130,000$24.00$72.00MNA
1015:55MSTRCALL$50.006,662$104.35$69.52MNA
1115:48SPXPUT$7,000.002027-12-172,500$240.34$60.09MNA
1212:53QQQPUT$745.002026-12-1825,000$20.63$51.58MNA
1313:04QQQPUT$745.002026-12-1822,500$20.63$46.42MBULLISH
1412:03MUCALL$1,150.002026-12-187,000$42.89$30.02MNA
1512:38AMZNCALL$260.002026-10-3024,908$11.31$28.17MNA
1610:47XLECALL$45.002027-12-1710,000$21.30$21.30MBEARISH
1709:31NVDAPUT$180.002027-01-15100,000$2.10$21.00MNA
1810:05SPXCALL$8,000.002026-11-204,000$49.70$19.88MNA
1910:39TSMCALL$380.002026-11-202,500$76.50$19.13MNA
2011:18SPXPUT$4,300.002030-12-201,411$121.41$17.13MNA
2111:46TLTCALL$95.002028-01-21169,583$0.95$16.11MNA
2215:28MRNACALL$7.502026-10-096,200$23.35$14.48MNA
2311:46TLTCALL$0.002028-01-21211,979$0.64$13.57MBEARISH
2412:38AMZNCALL$275.002026-10-3024,908$5.37$13.38MNA
2513:56NVDAPUT$165.002027-02-1974,992$1.74$13.05MBULLISH
  • 1 SPX CALL $685.61M
    Time15:48 ET Strike$7,000.00 Expiry2027-12-17 Qty5,000 Price$1,371.22 SentimentNA
  • 2 SPX CALL $330.14M
    Time10:05 ET Strike$7,000.00 Expiry2026-11-20 Qty4,000 Price$825.35 SentimentNA
  • 3 SPX PUT $240.88M
    Time15:48 ET Strike$8,000.00 Expiry2027-12-17 Qty5,000 Price$481.76 SentimentNA
  • 4 SPX CALL $167.66M
    Time15:48 ET Strike$8,000.00 Expiry2027-12-17 Qty2,500 Price$670.64 SentimentNA
  • 5 NVDA CALL $150.15M
    Time15:24 ET Strike$180.00 Expiry2026-10-16 Qty30,000 Price$50.05 SentimentNA
  • 6 INTC CALL $111.00M
    Time13:39 ET Strike$90.00 Expiry Qty30,000 Price$37.00 SentimentNA
  • 7 SPX PUT $94.70M
    Time10:05 ET Strike$8,000.00 Expiry2026-11-20 Qty4,000 Price$236.75 SentimentNA
  • 8 MSTR CALL $72.83M
    Time15:55 ET Strike$50.00 Expiry Qty6,985 Price$104.27 SentimentNA
  • 9 INTC CALL $72.00M
    Time13:39 ET Strike$125.00 Expiry2028-01-21 Qty30,000 Price$24.00 SentimentNA
  • 10 MSTR CALL $69.52M
    Time15:55 ET Strike$50.00 Expiry Qty6,662 Price$104.35 SentimentNA
  • 11 SPX PUT $60.09M
    Time15:48 ET Strike$7,000.00 Expiry2027-12-17 Qty2,500 Price$240.34 SentimentNA
  • 12 QQQ PUT $51.58M
    Time12:53 ET Strike$745.00 Expiry2026-12-18 Qty25,000 Price$20.63 SentimentNA
  • 13 QQQ PUT $46.42M
    Time13:04 ET Strike$745.00 Expiry2026-12-18 Qty22,500 Price$20.63 SentimentBULLISH
  • 14 MU CALL $30.02M
    Time12:03 ET Strike$1,150.00 Expiry2026-12-18 Qty7,000 Price$42.89 SentimentNA
  • 15 AMZN CALL $28.17M
    Time12:38 ET Strike$260.00 Expiry2026-10-30 Qty24,908 Price$11.31 SentimentNA
  • 16 XLE CALL $21.30M
    Time10:47 ET Strike$45.00 Expiry2027-12-17 Qty10,000 Price$21.30 SentimentBEARISH
  • 17 NVDA PUT $21.00M
    Time09:31 ET Strike$180.00 Expiry2027-01-15 Qty100,000 Price$2.10 SentimentNA
  • 18 SPX CALL $19.88M
    Time10:05 ET Strike$8,000.00 Expiry2026-11-20 Qty4,000 Price$49.70 SentimentNA
  • 19 TSM CALL $19.13M
    Time10:39 ET Strike$380.00 Expiry2026-11-20 Qty2,500 Price$76.50 SentimentNA
  • 20 SPX PUT $17.13M
    Time11:18 ET Strike$4,300.00 Expiry2030-12-20 Qty1,411 Price$121.41 SentimentNA
  • 21 TLT CALL $16.11M
    Time11:46 ET Strike$95.00 Expiry2028-01-21 Qty169,583 Price$0.95 SentimentNA
  • 22 MRNA CALL $14.48M
    Time15:28 ET Strike$7.50 Expiry2026-10-09 Qty6,200 Price$23.35 SentimentNA
  • 23 TLT CALL $13.57M
    Time11:46 ET Strike$0.00 Expiry2028-01-21 Qty211,979 Price$0.64 SentimentBEARISH
  • 24 AMZN CALL $13.38M
    Time12:38 ET Strike$275.00 Expiry2026-10-30 Qty24,908 Price$5.37 SentimentNA
  • 25 NVDA PUT $13.05M
    Time13:56 ET Strike$165.00 Expiry2027-02-19 Qty74,992 Price$1.74 SentimentBULLISH

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.