Daily Report
Monday, August 31, 2026
Writing session chart
Writing totals
Put: $2.09B (3,439,074)
Call: $4.28B (4,503,853)
Trades: 117,511
Bullish 32.8% 67.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.07%
Straddle mid$0.51
Strike$767.00
Upper breakeven$767.51
Lower breakeven$766.49
Underlying$767.35
SPY session prices
Open$767.33
High$767.38
Low$764.90
Close$766.95
Prev close (2026-08-28)$769.35
Dark pool top 10 by premium
- 1 AAPL 9,223,119 @ $316.85 $2.92B 16:00 ET
- 2 QQQ 3,420,000 @ $714.60 $2.44B 11:30 ET
- 3 SPY 1,585,897 @ $767.05 $1.22B 16:00 ET
- 4 QQQ 1,000,000 @ $716.84 $716.84M 15:51 ET
- 5 QQQ 1,000,000 @ $714.26 $714.26M 12:15 ET
- 6 QQQ 750,000 @ $715.50 $536.63M 13:00 ET
- 7 SPY 500,000 @ $766.55 $383.27M 14:32 ET
- 8 QQQ 500,000 @ $714.30 $357.15M 12:25 ET
- 9 QQQ 378,094 @ $716.76 $271.00M 16:00 ET
- 10 QQQ 376,200 @ $714.20 $268.68M 14:46 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:20 | SPX | CALL | $5,500.00 | 2026-12-31 | 2,400 | $2,252.33 | $540.56M | NA |
| 2 | 15:20 | SPX | CALL | $5,500.00 | 2026-08-31 | 2,400 | $2,179.18 | $523.00M | BULLISH |
| 3 | 15:18 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,300 | $819.25 | $270.35M | NA |
| 4 | 15:18 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,150 | $692.63 | $218.18M | NA |
| 5 | 11:17 | SPX | CALL | $7,000.00 | 2026-10-16 | 2,000 | $727.00 | $145.40M | BULLISH |
| 6 | 15:01 | SPX | CALL | $7,000.00 | 2026-09-25 | 2,000 | $698.30 | $139.66M | NA |
| 7 | 11:17 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,000 | $689.26 | $137.85M | BULLISH |
| 8 | 10:37 | SPX | CALL | $6,300.00 | 2026-08-31 | 1,000 | $1,372.70 | $137.27M | BEARISH |
| 9 | 15:18 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,300 | $354.45 | $116.97M | BULLISH |
| 10 | 11:29 | QQQ | PUT | $715.00 | 2026-12-31 | 38,000 | $29.86 | $113.47M | NA |
| 11 | 15:18 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,150 | $312.29 | $98.37M | NA |
| 12 | 11:29 | QQQ | CALL | $740.00 | 2026-12-31 | 38,000 | $24.36 | $92.57M | NA |
| 13 | 10:37 | SPX | CALL | $6,900.00 | 2026-12-31 | 1,000 | $924.70 | $92.47M | NA |
| 14 | 16:00 | NDX | CALL | $29,075.00 | 2026-09-18 | 1,127 | $691.40 | $77.92M | NA |
| 15 | 16:00 | NDX | CALL | $29,975.00 | 2026-10-16 | 1,253 | $533.60 | $66.86M | NA |
| 16 | 11:17 | SPX | PUT | $8,000.00 | 2026-10-16 | 2,000 | $316.50 | $63.30M | BULLISH |
| 17 | 11:17 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,000 | $316.21 | $63.24M | BULLISH |
| 18 | 14:32 | SPY | PUT | $700.00 | 2027-03-19 | 32,600 | $14.06 | $45.84M | NA |
| 19 | 16:00 | NDX | CALL | $30,425.00 | 2026-10-16 | 1,253 | $348.90 | $43.72M | NA |
| 20 | 15:49 | SPX | CALL | $7,610.00 | 2026-09-18 | 3,229 | $133.26 | $43.03M | NA |
| 21 | 16:00 | NDX | CALL | $29,650.00 | 2026-09-18 | 1,127 | $356.90 | $40.22M | NA |
| 22 | 15:18 | SPX | CALL | $8,000.00 | 2026-12-18 | 3,150 | $114.30 | $36.00M | BULLISH |
| 23 | 13:20 | QQQ | PUT | $690.00 | 2028-06-16 | 5,000 | $61.36 | $30.68M | NA |
| 24 | 15:49 | SPX | CALL | $7,790.00 | 2026-10-16 | 3,229 | $93.77 | $30.28M | NA |
| 25 | 11:04 | RCL | PUT | $270.00 | 2026-12-18 | 12,750 | $22.31 | $28.45M | NA |
- 1 SPX CALL $540.56MTime15:20 ET Strike$5,500.00 Expiry2026-12-31 Qty2,400 Price$2,252.33 SentimentNA
- 2 SPX CALL $523.00MTime15:20 ET Strike$5,500.00 Expiry2026-08-31 Qty2,400 Price$2,179.18 SentimentBULLISH
- 3 SPX CALL $270.35MTime15:18 ET Strike$7,000.00 Expiry2026-12-18 Qty3,300 Price$819.25 SentimentNA
- 4 SPX CALL $218.18MTime15:18 ET Strike$7,000.00 Expiry2026-09-18 Qty3,150 Price$692.63 SentimentNA
- 5 SPX CALL $145.40MTime11:17 ET Strike$7,000.00 Expiry2026-10-16 Qty2,000 Price$727.00 SentimentBULLISH
- 6 SPX CALL $139.66MTime15:01 ET Strike$7,000.00 Expiry2026-09-25 Qty2,000 Price$698.30 SentimentNA
- 7 SPX CALL $137.85MTime11:17 ET Strike$7,000.00 Expiry2026-09-18 Qty2,000 Price$689.26 SentimentBULLISH
- 8 SPX CALL $137.27MTime10:37 ET Strike$6,300.00 Expiry2026-08-31 Qty1,000 Price$1,372.70 SentimentBEARISH
- 9 SPX PUT $116.97MTime15:18 ET Strike$8,000.00 Expiry2026-12-18 Qty3,300 Price$354.45 SentimentBULLISH
- 10 QQQ PUT $113.47MTime11:29 ET Strike$715.00 Expiry2026-12-31 Qty38,000 Price$29.86 SentimentNA
- 11 SPX PUT $98.37MTime15:18 ET Strike$8,000.00 Expiry2026-09-18 Qty3,150 Price$312.29 SentimentNA
- 12 QQQ CALL $92.57MTime11:29 ET Strike$740.00 Expiry2026-12-31 Qty38,000 Price$24.36 SentimentNA
- 13 SPX CALL $92.47MTime10:37 ET Strike$6,900.00 Expiry2026-12-31 Qty1,000 Price$924.70 SentimentNA
- 14 NDX CALL $77.92MTime16:00 ET Strike$29,075.00 Expiry2026-09-18 Qty1,127 Price$691.40 SentimentNA
- 15 NDX CALL $66.86MTime16:00 ET Strike$29,975.00 Expiry2026-10-16 Qty1,253 Price$533.60 SentimentNA
- 16 SPX PUT $63.30MTime11:17 ET Strike$8,000.00 Expiry2026-10-16 Qty2,000 Price$316.50 SentimentBULLISH
- 17 SPX PUT $63.24MTime11:17 ET Strike$8,000.00 Expiry2026-09-18 Qty2,000 Price$316.21 SentimentBULLISH
- 18 SPY PUT $45.84MTime14:32 ET Strike$700.00 Expiry2027-03-19 Qty32,600 Price$14.06 SentimentNA
- 19 NDX CALL $43.72MTime16:00 ET Strike$30,425.00 Expiry2026-10-16 Qty1,253 Price$348.90 SentimentNA
- 20 SPX CALL $43.03MTime15:49 ET Strike$7,610.00 Expiry2026-09-18 Qty3,229 Price$133.26 SentimentNA
- 21 NDX CALL $40.22MTime16:00 ET Strike$29,650.00 Expiry2026-09-18 Qty1,127 Price$356.90 SentimentNA
- 22 SPX CALL $36.00MTime15:18 ET Strike$8,000.00 Expiry2026-12-18 Qty3,150 Price$114.30 SentimentBULLISH
- 23 QQQ PUT $30.68MTime13:20 ET Strike$690.00 Expiry2028-06-16 Qty5,000 Price$61.36 SentimentNA
- 24 SPX CALL $30.28MTime15:49 ET Strike$7,790.00 Expiry2026-10-16 Qty3,229 Price$93.77 SentimentNA
- 25 RCL PUT $28.45MTime11:04 ET Strike$270.00 Expiry2026-12-18 Qty12,750 Price$22.31 SentimentNA