Daily Report
Friday, September 4, 2026
Writing session chart
Writing totals
Put: $1.41B (3,431,940)
Call: $2.06B (5,494,044)
Trades: 122,045
Bullish 40.6% 59.4% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.04%
Straddle mid$0.33
Strike$770.00
Upper breakeven$770.33
Lower breakeven$769.68
Underlying$769.62
SPY session prices
Open$772.01
High$772.71
Low$769.11
Close$770.23
Prev close (2026-09-03)$773.17
Dark pool top 10 by premium
- 1 AAPL 5,178,338 @ $319.97 $1.66B 16:00 ET
- 2 SPY 676,859 @ $770.19 $521.31M 16:00 ET
- 3 NVDA 1,382,500 @ $234.54 $324.25M 09:59 ET
- 4 SPY 400,000 @ $769.90 $307.96M 15:09 ET
- 5 NVDA 1,246,819 @ $231.12 $288.16M 09:30 ET
- 6 AAPL 808,789 @ $319.97 $258.79M 16:00 ET
- 7 QQQ 360,000 @ $718.00 $258.48M 15:49 ET
- 8 QQQ 291,572 @ $718.96 $209.63M 16:00 ET
- 9 QQQ 240,000 @ $718.84 $172.52M 12:36 ET
- 10 NVDA 694,860 @ $230.36 $160.07M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 14:24 | SPX | CALL | $7,000.00 | 2026-11-20 | 3,000 | $803.39 | $241.02M | NA |
| 2 | 12:44 | SPX | CALL | $7,700.00 | 2026-12-18 | 5,000 | $281.42 | $140.71M | BEARISH |
| 3 | 12:44 | SPX | PUT | $7,700.00 | 2026-12-18 | 5,000 | $184.83 | $92.42M | BEARISH |
| 4 | 14:24 | SPX | PUT | $8,000.00 | 2026-11-20 | 3,000 | $307.97 | $92.39M | NA |
| 5 | 10:17 | SPX | CALL | $7,000.00 | 2026-09-18 | 1,000 | $735.95 | $73.59M | NA |
| 6 | 13:04 | SPX | CALL | $7,750.00 | 2026-12-18 | 2,500 | $252.70 | $63.17M | BULLISH |
| 7 | 10:17 | QQQ | CALL | $700.00 | 2026-12-31 | 10,000 | $50.08 | $50.08M | NA |
| 8 | 10:32 | NDX | PUT | $32,000.00 | 2027-06-17 | 150 | $2,973.52 | $44.60M | NA |
| 9 | 14:13 | TSM | CALL | $380.00 | 2026-11-20 | 7,500 | $59.47 | $44.60M | NA |
| 10 | 12:11 | SPX | PUT | $6,300.00 | 2027-03-19 | 7,200 | $61.30 | $44.14M | NA |
| 11 | 12:44 | SPX | CALL | $7,700.00 | 2026-09-18 | 5,000 | $80.11 | $40.05M | BEARISH |
| 12 | 10:17 | QQQ | CALL | $700.00 | 2026-10-16 | 10,000 | $31.82 | $31.82M | NA |
| 13 | 12:35 | GE | PUT | $340.00 | 2026-12-18 | 12,100 | $23.80 | $28.80M | BULLISH |
| 14 | 11:48 | EWY | CALL | $160.00 | 2027-06-17 | 6,667 | $41.50 | $27.67M | NA |
| 15 | 10:17 | SPX | PUT | $8,000.00 | 2026-09-18 | 1,000 | $266.39 | $26.64M | NA |
| 16 | 12:44 | SPX | PUT | $7,700.00 | 2026-09-18 | 5,000 | $49.92 | $24.96M | BEARISH |
| 17 | 12:11 | SPX | PUT | $7,150.00 | 2026-12-18 | 3,200 | $76.90 | $24.61M | NA |
| 18 | 15:16 | SMH | PUT | $580.00 | 2027-01-15 | 4,600 | $52.80 | $24.29M | NA |
| 19 | 10:32 | NDX | CALL | $32,000.00 | 2027-06-17 | 150 | $1,558.22 | $23.37M | NA |
| 20 | 15:57 | SPX | CALL | $8,050.00 | 2026-11-30 | 2,800 | $74.48 | $20.85M | BEARISH |
| 21 | 10:03 | SPX | CALL | $7,675.00 | 2026-12-18 | 588 | $308.44 | $18.14M | BULLISH |
| 22 | 13:04 | SPX | PUT | $7,750.00 | 2026-09-18 | 2,500 | $70.55 | $17.64M | BULLISH |
| 23 | 15:57 | SPX | CALL | $8,100.00 | 2026-11-30 | 2,800 | $60.43 | $16.92M | BEARISH |
| 24 | 12:36 | QQQ | PUT | $725.00 | 2027-01-15 | 5,000 | $32.96 | $16.48M | NA |
| 25 | 10:45 | NDX | CALL | $29,000.00 | 2026-12-18 | 90 | $1,726.00 | $15.53M | BULLISH |
- 1 SPX CALL $241.02MTime14:24 ET Strike$7,000.00 Expiry2026-11-20 Qty3,000 Price$803.39 SentimentNA
- 2 SPX CALL $140.71MTime12:44 ET Strike$7,700.00 Expiry2026-12-18 Qty5,000 Price$281.42 SentimentBEARISH
- 3 SPX PUT $92.42MTime12:44 ET Strike$7,700.00 Expiry2026-12-18 Qty5,000 Price$184.83 SentimentBEARISH
- 4 SPX PUT $92.39MTime14:24 ET Strike$8,000.00 Expiry2026-11-20 Qty3,000 Price$307.97 SentimentNA
- 5 SPX CALL $73.59MTime10:17 ET Strike$7,000.00 Expiry2026-09-18 Qty1,000 Price$735.95 SentimentNA
- 6 SPX CALL $63.17MTime13:04 ET Strike$7,750.00 Expiry2026-12-18 Qty2,500 Price$252.70 SentimentBULLISH
- 7 QQQ CALL $50.08MTime10:17 ET Strike$700.00 Expiry2026-12-31 Qty10,000 Price$50.08 SentimentNA
- 8 NDX PUT $44.60MTime10:32 ET Strike$32,000.00 Expiry2027-06-17 Qty150 Price$2,973.52 SentimentNA
- 9 TSM CALL $44.60MTime14:13 ET Strike$380.00 Expiry2026-11-20 Qty7,500 Price$59.47 SentimentNA
- 10 SPX PUT $44.14MTime12:11 ET Strike$6,300.00 Expiry2027-03-19 Qty7,200 Price$61.30 SentimentNA
- 11 SPX CALL $40.05MTime12:44 ET Strike$7,700.00 Expiry2026-09-18 Qty5,000 Price$80.11 SentimentBEARISH
- 12 QQQ CALL $31.82MTime10:17 ET Strike$700.00 Expiry2026-10-16 Qty10,000 Price$31.82 SentimentNA
- 13 GE PUT $28.80MTime12:35 ET Strike$340.00 Expiry2026-12-18 Qty12,100 Price$23.80 SentimentBULLISH
- 14 EWY CALL $27.67MTime11:48 ET Strike$160.00 Expiry2027-06-17 Qty6,667 Price$41.50 SentimentNA
- 15 SPX PUT $26.64MTime10:17 ET Strike$8,000.00 Expiry2026-09-18 Qty1,000 Price$266.39 SentimentNA
- 16 SPX PUT $24.96MTime12:44 ET Strike$7,700.00 Expiry2026-09-18 Qty5,000 Price$49.92 SentimentBEARISH
- 17 SPX PUT $24.61MTime12:11 ET Strike$7,150.00 Expiry2026-12-18 Qty3,200 Price$76.90 SentimentNA
- 18 SMH PUT $24.29MTime15:16 ET Strike$580.00 Expiry2027-01-15 Qty4,600 Price$52.80 SentimentNA
- 19 NDX CALL $23.37MTime10:32 ET Strike$32,000.00 Expiry2027-06-17 Qty150 Price$1,558.22 SentimentNA
- 20 SPX CALL $20.85MTime15:57 ET Strike$8,050.00 Expiry2026-11-30 Qty2,800 Price$74.48 SentimentBEARISH
- 21 SPX CALL $18.14MTime10:03 ET Strike$7,675.00 Expiry2026-12-18 Qty588 Price$308.44 SentimentBULLISH
- 22 SPX PUT $17.64MTime13:04 ET Strike$7,750.00 Expiry2026-09-18 Qty2,500 Price$70.55 SentimentBULLISH
- 23 SPX CALL $16.92MTime15:57 ET Strike$8,100.00 Expiry2026-11-30 Qty2,800 Price$60.43 SentimentBEARISH
- 24 QQQ PUT $16.48MTime12:36 ET Strike$725.00 Expiry2027-01-15 Qty5,000 Price$32.96 SentimentNA
- 25 NDX CALL $15.53MTime10:45 ET Strike$29,000.00 Expiry2026-12-18 Qty90 Price$1,726.00 SentimentBULLISH