Daily Report
Thursday, September 3, 2026
Writing session chart
Writing totals
Put: $4.64B (4,712,172)
Call: $3.54B (5,850,234)
Trades: 118,050
Bullish 56.7% 43.3% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.04%
Straddle mid$0.30
Strike$773.00
Upper breakeven$773.30
Lower breakeven$772.71
Underlying$772.55
SPY session prices
Open$767.88
High$773.86
Low$767.81
Close$773.16
Prev close (2026-09-02)$765.16
Dark pool top 10 by premium
- 1 AAPL 5,900,610 @ $328.21 $1.94B 16:00 ET
- 2 SPY 1,162,500 @ $769.76 $894.84M 09:49 ET
- 3 SPY 1,131,108 @ $773.17 $874.54M 16:00 ET
- 4 QQQ 630,611 @ $717.67 $452.57M 16:00 ET
- 5 QQQ 475,000 @ $717.60 $340.86M 12:08 ET
- 6 NVDA 1,032,411 @ $225.93 $233.25M 09:30 ET
- 7 NVDA 915,000 @ $227.15 $207.84M 13:35 ET
- 8 QQQ 250,000 @ $718.80 $179.70M 14:17 ET
- 9 NVDA 588,000 @ $228.00 $134.06M 09:41 ET
- 10 QQQ 170,000 @ $718.64 $122.17M 14:42 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:38 | SPX | CALL | $7,000.00 | 2026-12-18 | 4,600 | $873.62 | $401.87M | NA |
| 2 | 11:48 | SPX | CALL | $7,000.00 | 2026-12-18 | 4,000 | $875.12 | $350.05M | NA |
| 3 | 11:38 | SPX | CALL | $7,000.00 | 2026-09-18 | 4,600 | $754.61 | $347.12M | BULLISH |
| 4 | 11:48 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,500 | $755.62 | $188.91M | NA |
| 5 | 11:38 | SPX | PUT | $8,000.00 | 2026-12-18 | 4,600 | $316.60 | $145.64M | BULLISH |
| 6 | 11:48 | SPX | PUT | $8,000.00 | 2026-12-18 | 4,000 | $315.40 | $126.16M | NA |
| 7 | 11:38 | SPX | PUT | $8,000.00 | 2026-09-18 | 4,600 | $251.20 | $115.55M | BULLISH |
| 8 | 13:42 | GOOGL | CALL | $0.00 | 2,500 | $337.55 | $84.39M | NA | |
| 9 | 10:10 | SPX | CALL | $7,700.00 | 2026-12-18 | 2,500 | $270.50 | $67.63M | BULLISH |
| 10 | 11:38 | SPX | CALL | $8,000.00 | 2026-12-18 | 4,600 | $138.60 | $63.76M | BULLISH |
| 11 | 11:48 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,500 | $249.90 | $62.48M | NA |
| 12 | 14:40 | BURL | PUT | $340.00 | 2026-10-16 | 7,150 | $83.90 | $59.99M | NA |
| 13 | 15:29 | LULU | PUT | $300.00 | 2026-12-18 | 3,340 | $178.25 | $59.54M | NA |
| 14 | 12:43 | IREN | PUT | $20.00 | 2028-09-15 | 7,150 | $82.08 | $58.69M | NA |
| 15 | 12:08 | QQQ | PUT | $740.00 | 2027-06-17 | 9,500 | $56.60 | $53.77M | NA |
| 16 | 12:08 | MSFT | CALL | $420.00 | 2026-11-20 | 5,000 | $102.25 | $51.13M | BULLISH |
| 17 | 14:28 | LULU | PUT | $300.00 | 2026-12-18 | 2,700 | $180.90 | $48.84M | NA |
| 18 | 14:28 | LULU | PUT | $350.00 | 2026-12-18 | 2,100 | $230.90 | $48.49M | NA |
| 19 | 15:29 | LULU | PUT | $350.00 | 2026-12-18 | 1,910 | $228.15 | $43.58M | NA |
| 20 | 12:40 | SPX | PUT | $6,200.00 | 2027-12-17 | 2,892 | $149.76 | $43.31M | NA |
| 21 | 13:42 | GOOGL | CALL | $0.00 | 1,250 | $337.55 | $42.19M | NA | |
| 22 | 13:42 | GOOGL | CALL | $0.00 | 1,250 | $337.55 | $42.19M | NA | |
| 23 | 10:10 | SPX | PUT | $7,700.00 | 2026-12-18 | 2,000 | $201.50 | $40.30M | NA |
| 24 | 10:16 | SPX | PUT | $7,700.00 | 2026-12-18 | 2,000 | $201.50 | $40.30M | BEARISH |
| 25 | 10:16 | SPX | PUT | $7,700.00 | 2026-12-18 | 2,000 | $200.50 | $40.10M | BEARISH |
- 1 SPX CALL $401.87MTime11:38 ET Strike$7,000.00 Expiry2026-12-18 Qty4,600 Price$873.62 SentimentNA
- 2 SPX CALL $350.05MTime11:48 ET Strike$7,000.00 Expiry2026-12-18 Qty4,000 Price$875.12 SentimentNA
- 3 SPX CALL $347.12MTime11:38 ET Strike$7,000.00 Expiry2026-09-18 Qty4,600 Price$754.61 SentimentBULLISH
- 4 SPX CALL $188.91MTime11:48 ET Strike$7,000.00 Expiry2026-09-18 Qty2,500 Price$755.62 SentimentNA
- 5 SPX PUT $145.64MTime11:38 ET Strike$8,000.00 Expiry2026-12-18 Qty4,600 Price$316.60 SentimentBULLISH
- 6 SPX PUT $126.16MTime11:48 ET Strike$8,000.00 Expiry2026-12-18 Qty4,000 Price$315.40 SentimentNA
- 7 SPX PUT $115.55MTime11:38 ET Strike$8,000.00 Expiry2026-09-18 Qty4,600 Price$251.20 SentimentBULLISH
- 8 GOOGL CALL $84.39MTime13:42 ET Strike$0.00 Expiry Qty2,500 Price$337.55 SentimentNA
- 9 SPX CALL $67.63MTime10:10 ET Strike$7,700.00 Expiry2026-12-18 Qty2,500 Price$270.50 SentimentBULLISH
- 10 SPX CALL $63.76MTime11:38 ET Strike$8,000.00 Expiry2026-12-18 Qty4,600 Price$138.60 SentimentBULLISH
- 11 SPX PUT $62.48MTime11:48 ET Strike$8,000.00 Expiry2026-09-18 Qty2,500 Price$249.90 SentimentNA
- 12 BURL PUT $59.99MTime14:40 ET Strike$340.00 Expiry2026-10-16 Qty7,150 Price$83.90 SentimentNA
- 13 LULU PUT $59.54MTime15:29 ET Strike$300.00 Expiry2026-12-18 Qty3,340 Price$178.25 SentimentNA
- 14 IREN PUT $58.69MTime12:43 ET Strike$20.00 Expiry2028-09-15 Qty7,150 Price$82.08 SentimentNA
- 15 QQQ PUT $53.77MTime12:08 ET Strike$740.00 Expiry2027-06-17 Qty9,500 Price$56.60 SentimentNA
- 16 MSFT CALL $51.13MTime12:08 ET Strike$420.00 Expiry2026-11-20 Qty5,000 Price$102.25 SentimentBULLISH
- 17 LULU PUT $48.84MTime14:28 ET Strike$300.00 Expiry2026-12-18 Qty2,700 Price$180.90 SentimentNA
- 18 LULU PUT $48.49MTime14:28 ET Strike$350.00 Expiry2026-12-18 Qty2,100 Price$230.90 SentimentNA
- 19 LULU PUT $43.58MTime15:29 ET Strike$350.00 Expiry2026-12-18 Qty1,910 Price$228.15 SentimentNA
- 20 SPX PUT $43.31MTime12:40 ET Strike$6,200.00 Expiry2027-12-17 Qty2,892 Price$149.76 SentimentNA
- 21 GOOGL CALL $42.19MTime13:42 ET Strike$0.00 Expiry Qty1,250 Price$337.55 SentimentNA
- 22 GOOGL CALL $42.19MTime13:42 ET Strike$0.00 Expiry Qty1,250 Price$337.55 SentimentNA
- 23 SPX PUT $40.30MTime10:10 ET Strike$7,700.00 Expiry2026-12-18 Qty2,000 Price$201.50 SentimentNA
- 24 SPX PUT $40.30MTime10:16 ET Strike$7,700.00 Expiry2026-12-18 Qty2,000 Price$201.50 SentimentBEARISH
- 25 SPX PUT $40.10MTime10:16 ET Strike$7,700.00 Expiry2026-12-18 Qty2,000 Price$200.50 SentimentBEARISH