Daily Report
Tuesday, September 1, 2026
Writing session chart
Writing totals
Put: $2.06B (4,373,403)
Call: $2.86B (4,887,970)
Trades: 119,647
Bullish 41.8% 58.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.50
Strike$762.00
Upper breakeven$762.50
Lower breakeven$761.51
Underlying$762.05
SPY session prices
Open$762.03
High$764.58
Low$759.74
Close$761.65
Prev close (2026-08-31)$767.05
Dark pool top 10 by premium
- 1 AAPL 6,924,926 @ $325.13 $2.25B 16:00 ET
- 2 SPY 1,609,293 @ $761.78 $1.23B 16:00 ET
- 3 NVDA 3,500,000 @ $217.44 $761.04M 16:00 ET
- 4 QQQ 708,756 @ $707.64 $501.54M 16:00 ET
- 5 SPY 550,000 @ $761.00 $418.55M 14:35 ET
- 6 QQQ 490,000 @ $709.88 $347.84M 11:03 ET
- 7 NVDA 1,500,000 @ $220.18 $330.27M 11:58 ET
- 8 QQQ 360,000 @ $706.48 $254.33M 09:40 ET
- 9 QQQ 330,000 @ $708.42 $233.78M 12:43 ET
- 10 IWM 752,881 @ $290.57 $218.76M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:30 | SPX | CALL | $7,000.00 | 2026-09-30 | 5,000 | $675.80 | $337.90M | NA |
| 2 | 12:38 | SPX | CALL | $7,000.00 | 2026-09-30 | 3,000 | $675.80 | $202.74M | BULLISH |
| 3 | 12:30 | SPX | PUT | $8,000.00 | 2026-09-30 | 5,000 | $340.10 | $170.05M | NA |
| 4 | 12:38 | SPX | PUT | $8,000.00 | 2026-09-30 | 3,000 | $340.10 | $102.03M | BULLISH |
| 5 | 09:51 | SPX | CALL | $8,200.00 | 2026-12-31 | 15,000 | $61.65 | $92.47M | BULLISH |
| 6 | 09:51 | SPX | CALL | $8,210.00 | 2026-12-31 | 15,000 | $59.50 | $89.25M | BULLISH |
| 7 | 10:17 | SPX | CALL | $8,180.00 | 2026-12-31 | 7,500 | $67.29 | $50.47M | BEARISH |
| 8 | 10:17 | SPX | CALL | $8,190.00 | 2026-12-31 | 7,500 | $65.00 | $48.75M | BEARISH |
| 9 | 14:40 | SPCX | PUT | $205.00 | 2026-09-18 | 7,900 | $61.70 | $48.74M | NA |
| 10 | 10:12 | MSFT | CALL | $595.00 | 2027-12-17 | 8,000 | $49.07 | $39.26M | NA |
| 11 | 14:35 | SPY | PUT | $700.00 | 2027-03-19 | 25,000 | $15.06 | $37.65M | NA |
| 12 | 10:13 | MSFT | CALL | $610.00 | 2027-12-17 | 7,874 | $45.00 | $35.43M | NA |
| 13 | 15:01 | QQQ | CALL | $800.00 | 2028-06-16 | 5,000 | $70.72 | $35.36M | NA |
| 14 | 15:01 | QQQ | PUT | $700.00 | 2028-06-16 | 5,000 | $67.73 | $33.87M | NA |
| 15 | 15:17 | DELL | CALL | $100.00 | 2027-12-17 | 1,000 | $334.21 | $33.42M | NA |
| 16 | 12:33 | EWZ | CALL | $35.00 | 2026-12-18 | 69,673 | $4.15 | $28.91M | NA |
| 17 | 14:40 | SPCX | PUT | $200.00 | 2026-09-18 | 5,000 | $56.95 | $28.48M | NA |
| 18 | 11:03 | QQQ | CALL | $725.00 | 2026-12-18 | 10,000 | $26.96 | $26.96M | NA |
| 19 | 14:40 | IWM | PUT | $285.00 | 2026-09-11 | 166,080 | $1.62 | $26.90M | BEARISH |
| 20 | 11:36 | SNOW | CALL | $150.00 | 2026-12-18 | 1,500 | $175.67 | $26.35M | NA |
| 21 | 12:22 | DELL | CALL | $150.00 | 2026-09-18 | 900 | $287.65 | $25.89M | NA |
| 22 | 12:36 | DELL | CALL | $150.00 | 2026-09-18 | 900 | $287.28 | $25.86M | BULLISH |
| 23 | 14:40 | IWM | PUT | $290.00 | 2026-09-11 | 75,185 | $3.09 | $23.23M | NA |
| 24 | 10:53 | EWY | CALL | $185.00 | 2027-06-17 | 8,500 | $24.00 | $20.40M | NA |
| 25 | 10:57 | QQQ | PUT | $690.00 | 2026-09-25 | 33,216 | $6.12 | $20.33M | BEARISH |
- 1 SPX CALL $337.90MTime12:30 ET Strike$7,000.00 Expiry2026-09-30 Qty5,000 Price$675.80 SentimentNA
- 2 SPX CALL $202.74MTime12:38 ET Strike$7,000.00 Expiry2026-09-30 Qty3,000 Price$675.80 SentimentBULLISH
- 3 SPX PUT $170.05MTime12:30 ET Strike$8,000.00 Expiry2026-09-30 Qty5,000 Price$340.10 SentimentNA
- 4 SPX PUT $102.03MTime12:38 ET Strike$8,000.00 Expiry2026-09-30 Qty3,000 Price$340.10 SentimentBULLISH
- 5 SPX CALL $92.47MTime09:51 ET Strike$8,200.00 Expiry2026-12-31 Qty15,000 Price$61.65 SentimentBULLISH
- 6 SPX CALL $89.25MTime09:51 ET Strike$8,210.00 Expiry2026-12-31 Qty15,000 Price$59.50 SentimentBULLISH
- 7 SPX CALL $50.47MTime10:17 ET Strike$8,180.00 Expiry2026-12-31 Qty7,500 Price$67.29 SentimentBEARISH
- 8 SPX CALL $48.75MTime10:17 ET Strike$8,190.00 Expiry2026-12-31 Qty7,500 Price$65.00 SentimentBEARISH
- 9 SPCX PUT $48.74MTime14:40 ET Strike$205.00 Expiry2026-09-18 Qty7,900 Price$61.70 SentimentNA
- 10 MSFT CALL $39.26MTime10:12 ET Strike$595.00 Expiry2027-12-17 Qty8,000 Price$49.07 SentimentNA
- 11 SPY PUT $37.65MTime14:35 ET Strike$700.00 Expiry2027-03-19 Qty25,000 Price$15.06 SentimentNA
- 12 MSFT CALL $35.43MTime10:13 ET Strike$610.00 Expiry2027-12-17 Qty7,874 Price$45.00 SentimentNA
- 13 QQQ CALL $35.36MTime15:01 ET Strike$800.00 Expiry2028-06-16 Qty5,000 Price$70.72 SentimentNA
- 14 QQQ PUT $33.87MTime15:01 ET Strike$700.00 Expiry2028-06-16 Qty5,000 Price$67.73 SentimentNA
- 15 DELL CALL $33.42MTime15:17 ET Strike$100.00 Expiry2027-12-17 Qty1,000 Price$334.21 SentimentNA
- 16 EWZ CALL $28.91MTime12:33 ET Strike$35.00 Expiry2026-12-18 Qty69,673 Price$4.15 SentimentNA
- 17 SPCX PUT $28.48MTime14:40 ET Strike$200.00 Expiry2026-09-18 Qty5,000 Price$56.95 SentimentNA
- 18 QQQ CALL $26.96MTime11:03 ET Strike$725.00 Expiry2026-12-18 Qty10,000 Price$26.96 SentimentNA
- 19 IWM PUT $26.90MTime14:40 ET Strike$285.00 Expiry2026-09-11 Qty166,080 Price$1.62 SentimentBEARISH
- 20 SNOW CALL $26.35MTime11:36 ET Strike$150.00 Expiry2026-12-18 Qty1,500 Price$175.67 SentimentNA
- 21 DELL CALL $25.89MTime12:22 ET Strike$150.00 Expiry2026-09-18 Qty900 Price$287.65 SentimentNA
- 22 DELL CALL $25.86MTime12:36 ET Strike$150.00 Expiry2026-09-18 Qty900 Price$287.28 SentimentBULLISH
- 23 IWM PUT $23.23MTime14:40 ET Strike$290.00 Expiry2026-09-11 Qty75,185 Price$3.09 SentimentNA
- 24 EWY CALL $20.40MTime10:53 ET Strike$185.00 Expiry2027-06-17 Qty8,500 Price$24.00 SentimentNA
- 25 QQQ PUT $20.33MTime10:57 ET Strike$690.00 Expiry2026-09-25 Qty33,216 Price$6.12 SentimentBEARISH