Daily Report
Monday, October 12, 2026
Writing session chart
Writing totals
Put: $1.41B (3,330,320)
Call: $2.66B (3,934,422)
Trades: 116,805
Bullish 34.6% 65.4% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.02%
Straddle mid$0.19
Strike$778.00
Upper breakeven$778.19
Lower breakeven$777.81
Underlying$777.97
SPY session prices
Open$778.78
High$779.25
Low$777.21
Close$778.07
Prev close (2026-10-09)$778.57
Dark pool top 10 by premium
- 1 NVDA 8,790,768 @ $226.32 $1.99B 16:00 ET
- 2 SPY 812,411 @ $778.10 $632.14M 16:00 ET
- 3 QQQ 330,398 @ $746.04 $246.49M 16:00 ET
- 4 SPY 300,000 @ $777.65 $233.29M 13:25 ET
- 5 NVDA 781,916 @ $228.75 $178.86M 09:30 ET
- 6 AAPL 373,693 @ $337.83 $126.24M 09:30 ET
- 7 QQQ 168,000 @ $748.55 $125.76M 09:47 ET
- 8 AAPL 314,000 @ $340.97 $107.06M 16:00 ET
- 9 SPY 126,575 @ $778.45 $98.53M 13:27 ET
- 10 SPY 126,575 @ $778.45 $98.53M 14:39 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 13:41 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,500 | $880.05 | $220.01M | NA |
| 2 | 13:16 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,450 | $880.62 | $215.75M | NA |
| 3 | 13:41 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,500 | $808.61 | $202.15M | NA |
| 4 | 13:29 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,375 | $808.20 | $191.95M | NA |
| 5 | 13:41 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,625 | $880.05 | $143.01M | NA |
| 6 | 13:41 | SPX | CALL | $7,000.00 | 2026-10-16 | 1,625 | $808.61 | $131.40M | NA |
| 7 | 11:46 | SPX | CALL | $7,000.00 | 2026-11-20 | 1,000 | $851.62 | $85.16M | NA |
| 8 | 11:46 | SPX | CALL | $7,000.00 | 2026-10-16 | 950 | $816.11 | $77.53M | NA |
| 9 | 13:41 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,500 | $245.50 | $61.38M | NA |
| 10 | 13:16 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,450 | $245.18 | $60.07M | NA |
| 11 | 13:41 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,500 | $191.51 | $47.88M | NA |
| 12 | 13:29 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,375 | $191.95 | $45.59M | NA |
| 13 | 13:41 | SPX | PUT | $8,000.00 | 2026-10-16 | 1,625 | $191.51 | $31.12M | NA |
| 14 | 13:41 | SPX | CALL | $8,000.00 | 2026-12-18 | 2,500 | $100.00 | $25.00M | NA |
| 15 | 11:46 | SPX | PUT | $8,000.00 | 2026-11-20 | 1,000 | $211.20 | $21.12M | NA |
| 16 | 16:11 | QQQ | CALL | $760.00 | 2026-11-20 | 15,000 | $12.30 | $18.45M | NA |
| 17 | 11:46 | SPX | PUT | $8,000.00 | 2026-10-16 | 950 | $184.09 | $17.49M | NA |
| 18 | 14:18 | META | CALL | $680.00 | 2026-12-18 | 1,800 | $94.55 | $17.02M | NA |
| 19 | 12:46 | SPX | CALL | $7,875.00 | 2026-12-18 | 1,000 | $163.67 | $16.37M | BULLISH |
| 20 | 13:41 | SPX | CALL | $8,000.00 | 2026-12-18 | 1,625 | $100.00 | $16.25M | NA |
| 21 | 11:07 | QQQ | PUT | $751.00 | 2026-10-30 | 11,431 | $13.13 | $15.01M | BEARISH |
| 22 | 14:18 | META | CALL | $815.00 | 2026-12-18 | 5,400 | $27.70 | $14.96M | NA |
| 23 | 13:18 | SMH | PUT | $600.00 | 2028-01-21 | 1,750 | $83.05 | $14.53M | BULLISH |
| 24 | 14:18 | META | CALL | $705.00 | 2026-12-18 | 1,800 | $77.75 | $13.99M | NA |
| 25 | 15:33 | BE | CALL | $290.00 | 2027-04-16 | 2,775 | $44.95 | $12.47M | BEARISH |
- 1 SPX CALL $220.01MTime13:41 ET Strike$7,000.00 Expiry2026-12-18 Qty2,500 Price$880.05 SentimentNA
- 2 SPX CALL $215.75MTime13:16 ET Strike$7,000.00 Expiry2026-12-18 Qty2,450 Price$880.62 SentimentNA
- 3 SPX CALL $202.15MTime13:41 ET Strike$7,000.00 Expiry2026-10-16 Qty2,500 Price$808.61 SentimentNA
- 4 SPX CALL $191.95MTime13:29 ET Strike$7,000.00 Expiry2026-10-16 Qty2,375 Price$808.20 SentimentNA
- 5 SPX CALL $143.01MTime13:41 ET Strike$7,000.00 Expiry2026-12-18 Qty1,625 Price$880.05 SentimentNA
- 6 SPX CALL $131.40MTime13:41 ET Strike$7,000.00 Expiry2026-10-16 Qty1,625 Price$808.61 SentimentNA
- 7 SPX CALL $85.16MTime11:46 ET Strike$7,000.00 Expiry2026-11-20 Qty1,000 Price$851.62 SentimentNA
- 8 SPX CALL $77.53MTime11:46 ET Strike$7,000.00 Expiry2026-10-16 Qty950 Price$816.11 SentimentNA
- 9 SPX PUT $61.38MTime13:41 ET Strike$8,000.00 Expiry2026-12-18 Qty2,500 Price$245.50 SentimentNA
- 10 SPX PUT $60.07MTime13:16 ET Strike$8,000.00 Expiry2026-12-18 Qty2,450 Price$245.18 SentimentNA
- 11 SPX PUT $47.88MTime13:41 ET Strike$8,000.00 Expiry2026-10-16 Qty2,500 Price$191.51 SentimentNA
- 12 SPX PUT $45.59MTime13:29 ET Strike$8,000.00 Expiry2026-10-16 Qty2,375 Price$191.95 SentimentNA
- 13 SPX PUT $31.12MTime13:41 ET Strike$8,000.00 Expiry2026-10-16 Qty1,625 Price$191.51 SentimentNA
- 14 SPX CALL $25.00MTime13:41 ET Strike$8,000.00 Expiry2026-12-18 Qty2,500 Price$100.00 SentimentNA
- 15 SPX PUT $21.12MTime11:46 ET Strike$8,000.00 Expiry2026-11-20 Qty1,000 Price$211.20 SentimentNA
- 16 QQQ CALL $18.45MTime16:11 ET Strike$760.00 Expiry2026-11-20 Qty15,000 Price$12.30 SentimentNA
- 17 SPX PUT $17.49MTime11:46 ET Strike$8,000.00 Expiry2026-10-16 Qty950 Price$184.09 SentimentNA
- 18 META CALL $17.02MTime14:18 ET Strike$680.00 Expiry2026-12-18 Qty1,800 Price$94.55 SentimentNA
- 19 SPX CALL $16.37MTime12:46 ET Strike$7,875.00 Expiry2026-12-18 Qty1,000 Price$163.67 SentimentBULLISH
- 20 SPX CALL $16.25MTime13:41 ET Strike$8,000.00 Expiry2026-12-18 Qty1,625 Price$100.00 SentimentNA
- 21 QQQ PUT $15.01MTime11:07 ET Strike$751.00 Expiry2026-10-30 Qty11,431 Price$13.13 SentimentBEARISH
- 22 META CALL $14.96MTime14:18 ET Strike$815.00 Expiry2026-12-18 Qty5,400 Price$27.70 SentimentNA
- 23 SMH PUT $14.53MTime13:18 ET Strike$600.00 Expiry2028-01-21 Qty1,750 Price$83.05 SentimentBULLISH
- 24 META CALL $13.99MTime14:18 ET Strike$705.00 Expiry2026-12-18 Qty1,800 Price$77.75 SentimentNA
- 25 BE CALL $12.47MTime15:33 ET Strike$290.00 Expiry2027-04-16 Qty2,775 Price$44.95 SentimentBEARISH
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