Daily Report

Tuesday, October 13, 2026

Writing session chart

Option writing session chart for 2026-10-13

Writing totals

Put: $1.87B (3,434,602)
Call: $3.23B (5,312,261)
Trades: 114,011
Bullish 36.6% 63.4% Bearish

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

SPY expected move

Expected move0.05%
Straddle mid$0.38
Strike$778.00
Upper breakeven$778.38
Lower breakeven$777.62
Underlying$777.95

SPY session prices

Open$777.34
High$778.59
Low$776.13
Close$778.01
Prev close (2026-10-12)$778.10

Dark pool top 10 by premium

  • 1 AAPL 5,645,972 @ $341.27 $1.93B 16:00 ET
  • 2 SPY 976,970 @ $778.01 $760.09M 16:00 ET
  • 3 QQQ 650,000 @ $744.14 $483.69M 10:05 ET
  • 4 QQQ 500,000 @ $743.56 $371.78M 10:17 ET
  • 5 QQQ 500,000 @ $743.02 $371.51M 12:57 ET
  • 6 QQQ 364,255 @ $743.57 $270.85M 16:00 ET
  • 7 NVDA 1,119,730 @ $224.40 $251.27M 09:30 ET
  • 8 NVDA 900,000 @ $228.52 $205.67M 16:00 ET
  • 9 QQQ 258,000 @ $743.47 $191.82M 09:48 ET
  • 10 QQQ 250,000 @ $743.49 $185.87M 15:59 ET

Top 25 largest option trades

#TimeSymbolSideStrikeExpiryQtyPricePremiumSentiment
114:17SPXCALL$7,000.002027-03-192,100$1,008.26$211.73MBULLISH
215:13SPXCALL$7,000.002026-12-182,000$884.70$176.94MNA
310:11SPXCALL$7,000.002026-12-182,000$876.26$175.25MNA
410:21SPXCALL$7,000.002026-12-182,000$875.92$175.18MNA
512:31SPXCALL$7,000.002026-11-202,000$842.05$168.41MNA
612:32SPXCALL$7,000.002026-10-162,000$807.96$161.59MNA
710:11SPXCALL$7,000.002026-10-162,000$804.92$160.98MNA
810:21SPXCALL$7,000.002026-10-162,000$804.47$160.89MNA
910:23SPXCALL$8,000.002027-04-163,000$296.70$89.01MBEARISH
1014:17SPXPUT$8,000.002027-03-192,100$319.35$67.06MBULLISH
1114:19SPXCALL$8,000.002027-03-192,119$253.17$53.65MBULLISH
1215:13SPXCALL$8,000.002027-03-192,000$255.60$51.12MNA
1310:11SPXPUT$8,000.002026-12-182,000$246.70$49.34MNA
1410:21SPXPUT$8,000.002026-12-182,000$246.58$49.32MNA
1515:13SPXPUT$8,000.002026-12-182,000$242.04$48.41MBULLISH
1612:31SPXPUT$8,000.002026-11-202,000$216.57$43.31MBEARISH
1710:44WMTCALL$115.002026-11-20105,000$3.95$41.48MBEARISH
1810:21SPXPUT$8,000.002026-10-162,000$195.79$39.16MNA
1910:11SPXPUT$8,000.002026-10-162,000$195.07$39.01MNA
2012:32SPXPUT$8,000.002026-10-162,000$192.06$38.41MNA
2110:31QQQPUT$750.002027-06-178,000$46.93$37.54MNA
2214:08NVDACALL$32.001,875$196.00$36.75MNA
2310:31QQQPUT$820.002027-06-174,000$86.53$34.61MNA
2410:08NVDAPUT$220.002027-01-1525,000$11.94$29.85MNA
2511:46QQQPUT$750.002027-06-176,000$47.91$28.75MNA
  • 1 SPX CALL $211.73M
    Time14:17 ET Strike$7,000.00 Expiry2027-03-19 Qty2,100 Price$1,008.26 SentimentBULLISH
  • 2 SPX CALL $176.94M
    Time15:13 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$884.70 SentimentNA
  • 3 SPX CALL $175.25M
    Time10:11 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$876.26 SentimentNA
  • 4 SPX CALL $175.18M
    Time10:21 ET Strike$7,000.00 Expiry2026-12-18 Qty2,000 Price$875.92 SentimentNA
  • 5 SPX CALL $168.41M
    Time12:31 ET Strike$7,000.00 Expiry2026-11-20 Qty2,000 Price$842.05 SentimentNA
  • 6 SPX CALL $161.59M
    Time12:32 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$807.96 SentimentNA
  • 7 SPX CALL $160.98M
    Time10:11 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$804.92 SentimentNA
  • 8 SPX CALL $160.89M
    Time10:21 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$804.47 SentimentNA
  • 9 SPX CALL $89.01M
    Time10:23 ET Strike$8,000.00 Expiry2027-04-16 Qty3,000 Price$296.70 SentimentBEARISH
  • 10 SPX PUT $67.06M
    Time14:17 ET Strike$8,000.00 Expiry2027-03-19 Qty2,100 Price$319.35 SentimentBULLISH
  • 11 SPX CALL $53.65M
    Time14:19 ET Strike$8,000.00 Expiry2027-03-19 Qty2,119 Price$253.17 SentimentBULLISH
  • 12 SPX CALL $51.12M
    Time15:13 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$255.60 SentimentNA
  • 13 SPX PUT $49.34M
    Time10:11 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$246.70 SentimentNA
  • 14 SPX PUT $49.32M
    Time10:21 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$246.58 SentimentNA
  • 15 SPX PUT $48.41M
    Time15:13 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$242.04 SentimentBULLISH
  • 16 SPX PUT $43.31M
    Time12:31 ET Strike$8,000.00 Expiry2026-11-20 Qty2,000 Price$216.57 SentimentBEARISH
  • 17 WMT CALL $41.48M
    Time10:44 ET Strike$115.00 Expiry2026-11-20 Qty105,000 Price$3.95 SentimentBEARISH
  • 18 SPX PUT $39.16M
    Time10:21 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$195.79 SentimentNA
  • 19 SPX PUT $39.01M
    Time10:11 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$195.07 SentimentNA
  • 20 SPX PUT $38.41M
    Time12:32 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$192.06 SentimentNA
  • 21 QQQ PUT $37.54M
    Time10:31 ET Strike$750.00 Expiry2027-06-17 Qty8,000 Price$46.93 SentimentNA
  • 22 NVDA CALL $36.75M
    Time14:08 ET Strike$32.00 Expiry Qty1,875 Price$196.00 SentimentNA
  • 23 QQQ PUT $34.61M
    Time10:31 ET Strike$820.00 Expiry2027-06-17 Qty4,000 Price$86.53 SentimentNA
  • 24 NVDA PUT $29.85M
    Time10:08 ET Strike$220.00 Expiry2027-01-15 Qty25,000 Price$11.94 SentimentNA
  • 25 QQQ PUT $28.75M
    Time11:46 ET Strike$750.00 Expiry2027-06-17 Qty6,000 Price$47.91 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.