Daily Report
Wednesday, September 2, 2026
Writing session chart
Writing totals
Put: $1.48B (2,765,165)
Call: $2.47B (5,156,652)
Trades: 121,868
Bullish 37.5% 62.5% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.18%
Straddle mid$1.41
Strike$764.00
Upper breakeven$765.41
Lower breakeven$762.59
Underlying$764.31
SPY session prices
Open$762.45
High$766.30
Low$762.12
Close$765.14
Prev close (2026-09-01)$761.78
Dark pool top 10 by premium
- 1 AAPL 3,807,997 @ $324.96 $1.24B 16:00 ET
- 2 SPY 805,713 @ $765.16 $616.50M 16:00 ET
- 3 QQQ 730,000 @ $708.72 $517.37M 15:17 ET
- 4 QQQ 697,000 @ $708.37 $493.74M 14:18 ET
- 5 QQQ 507,600 @ $708.75 $359.76M 15:30 ET
- 6 SPY 380,000 @ $764.85 $290.64M 14:56 ET
- 7 IWM 792,429 @ $294.01 $232.98M 16:00 ET
- 8 QQQ 240,000 @ $706.75 $169.62M 10:11 ET
- 9 AAPL 520,000 @ $324.73 $168.86M 10:00 ET
- 10 QQQ 225,000 @ $708.40 $159.39M 15:21 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 15:10 | SPX | CALL | $7,000.00 | 2027-01-15 | 3,900 | $851.87 | $332.23M | NA |
| 2 | 11:42 | SPX | CALL | $7,000.00 | 2026-09-30 | 3,000 | $702.21 | $210.66M | NA |
| 3 | 11:20 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,500 | $778.20 | $194.55M | NA |
| 4 | 11:20 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,300 | $689.25 | $158.53M | NA |
| 5 | 15:10 | SPX | PUT | $8,000.00 | 2027-01-15 | 3,900 | $366.58 | $142.97M | NA |
| 6 | 11:42 | SPX | PUT | $8,000.00 | 2026-09-30 | 3,000 | $312.84 | $93.85M | NA |
| 7 | 11:20 | SPX | PUT | $8,000.00 | 2026-11-20 | 2,500 | $337.00 | $84.25M | NA |
| 8 | 15:10 | SPX | CALL | $8,000.00 | 2027-01-15 | 3,150 | $146.20 | $46.05M | NA |
| 9 | 14:18 | QQQ | PUT | $700.00 | 2026-12-18 | 17,000 | $24.27 | $41.26M | NA |
| 10 | 15:21 | QQQ | PUT | $735.00 | 2028-06-16 | 5,000 | $79.75 | $39.88M | NA |
| 11 | 09:53 | GLD | CALL | $415.00 | 2026-09-18 | 110,720 | $3.50 | $38.75M | BULLISH |
| 12 | 14:00 | PANW | CALL | $260.00 | 2027-06-17 | 3,000 | $95.55 | $28.66M | NA |
| 13 | 15:10 | SPX | PUT | $7,000.00 | 2027-01-15 | 3,150 | $89.30 | $28.13M | NA |
| 14 | 14:00 | PANW | CALL | $240.00 | 2026-12-18 | 3,000 | $91.45 | $27.43M | NA |
| 15 | 10:45 | QQQ | PUT | $710.00 | 2026-10-30 | 9,500 | $20.11 | $19.10M | BEARISH |
| 16 | 14:56 | SPY | PUT | $727.00 | 2026-11-30 | 20,000 | $9.04 | $18.08M | NA |
| 17 | 14:36 | IWM | PUT | $280.00 | 2027-12-17 | 10,000 | $18.01 | $18.01M | NA |
| 18 | 10:23 | QQQ | PUT | $705.00 | 2026-09-11 | 30,000 | $5.75 | $17.25M | BEARISH |
| 19 | 10:11 | QQQ | PUT | $600.00 | 2027-09-17 | 6,000 | $23.86 | $14.32M | NA |
| 20 | 10:09 | QQQ | PUT | $690.00 | 2027-01-15 | 5,100 | $25.56 | $13.04M | NA |
| 21 | 13:58 | PANW | CALL | $240.00 | 2027-09-17 | 1,100 | $118.00 | $12.98M | NA |
| 22 | 10:11 | QQQ | CALL | $800.00 | 2027-09-17 | 3,000 | $39.02 | $11.71M | NA |
| 23 | 11:15 | SPX | CALL | $7,650.00 | 2026-09-02 | 4,500 | $25.63 | $11.53M | BULLISH |
| 24 | 15:18 | PLTR | PUT | $220.00 | 2028-12-15 | 1,400 | $81.10 | $11.35M | NA |
| 25 | 10:31 | SNOW | PUT | $300.00 | 2028-12-15 | 1,350 | $83.98 | $11.34M | NA |
- 1 SPX CALL $332.23MTime15:10 ET Strike$7,000.00 Expiry2027-01-15 Qty3,900 Price$851.87 SentimentNA
- 2 SPX CALL $210.66MTime11:42 ET Strike$7,000.00 Expiry2026-09-30 Qty3,000 Price$702.21 SentimentNA
- 3 SPX CALL $194.55MTime11:20 ET Strike$7,000.00 Expiry2026-11-20 Qty2,500 Price$778.20 SentimentNA
- 4 SPX CALL $158.53MTime11:20 ET Strike$7,000.00 Expiry2026-09-18 Qty2,300 Price$689.25 SentimentNA
- 5 SPX PUT $142.97MTime15:10 ET Strike$8,000.00 Expiry2027-01-15 Qty3,900 Price$366.58 SentimentNA
- 6 SPX PUT $93.85MTime11:42 ET Strike$8,000.00 Expiry2026-09-30 Qty3,000 Price$312.84 SentimentNA
- 7 SPX PUT $84.25MTime11:20 ET Strike$8,000.00 Expiry2026-11-20 Qty2,500 Price$337.00 SentimentNA
- 8 SPX CALL $46.05MTime15:10 ET Strike$8,000.00 Expiry2027-01-15 Qty3,150 Price$146.20 SentimentNA
- 9 QQQ PUT $41.26MTime14:18 ET Strike$700.00 Expiry2026-12-18 Qty17,000 Price$24.27 SentimentNA
- 10 QQQ PUT $39.88MTime15:21 ET Strike$735.00 Expiry2028-06-16 Qty5,000 Price$79.75 SentimentNA
- 11 GLD CALL $38.75MTime09:53 ET Strike$415.00 Expiry2026-09-18 Qty110,720 Price$3.50 SentimentBULLISH
- 12 PANW CALL $28.66MTime14:00 ET Strike$260.00 Expiry2027-06-17 Qty3,000 Price$95.55 SentimentNA
- 13 SPX PUT $28.13MTime15:10 ET Strike$7,000.00 Expiry2027-01-15 Qty3,150 Price$89.30 SentimentNA
- 14 PANW CALL $27.43MTime14:00 ET Strike$240.00 Expiry2026-12-18 Qty3,000 Price$91.45 SentimentNA
- 15 QQQ PUT $19.10MTime10:45 ET Strike$710.00 Expiry2026-10-30 Qty9,500 Price$20.11 SentimentBEARISH
- 16 SPY PUT $18.08MTime14:56 ET Strike$727.00 Expiry2026-11-30 Qty20,000 Price$9.04 SentimentNA
- 17 IWM PUT $18.01MTime14:36 ET Strike$280.00 Expiry2027-12-17 Qty10,000 Price$18.01 SentimentNA
- 18 QQQ PUT $17.25MTime10:23 ET Strike$705.00 Expiry2026-09-11 Qty30,000 Price$5.75 SentimentBEARISH
- 19 QQQ PUT $14.32MTime10:11 ET Strike$600.00 Expiry2027-09-17 Qty6,000 Price$23.86 SentimentNA
- 20 QQQ PUT $13.04MTime10:09 ET Strike$690.00 Expiry2027-01-15 Qty5,100 Price$25.56 SentimentNA
- 21 PANW CALL $12.98MTime13:58 ET Strike$240.00 Expiry2027-09-17 Qty1,100 Price$118.00 SentimentNA
- 22 QQQ CALL $11.71MTime10:11 ET Strike$800.00 Expiry2027-09-17 Qty3,000 Price$39.02 SentimentNA
- 23 SPX CALL $11.53MTime11:15 ET Strike$7,650.00 Expiry2026-09-02 Qty4,500 Price$25.63 SentimentBULLISH
- 24 PLTR PUT $11.35MTime15:18 ET Strike$220.00 Expiry2028-12-15 Qty1,400 Price$81.10 SentimentNA
- 25 SNOW PUT $11.34MTime10:31 ET Strike$300.00 Expiry2028-12-15 Qty1,350 Price$83.98 SentimentNA