Daily Report
Tuesday, September 8, 2026
Writing session chart
Writing totals
Put: $2.17B (2,949,309)
Call: $4.07B (5,213,074)
Trades: 122,490
Bullish 34.8% 65.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.45
Strike$766.00
Upper breakeven$766.45
Lower breakeven$765.56
Underlying$765.79
SPY session prices
Open$769.07
High$769.07
Low$765.68
Close$765.94
Prev close (2026-09-04)$770.19
Dark pool top 10 by premium
- 1 AAPL 5,592,772 @ $316.22 $1.77B 16:00 ET
- 2 SPY 1,234,388 @ $765.96 $945.49M 16:00 ET
- 3 QQQ 1,174,663 @ $718.36 $843.83M 16:00 ET
- 4 QQQ 580,000 @ $720.00 $417.60M 14:30 ET
- 5 SPY 480,000 @ $767.29 $368.30M 12:56 ET
- 6 NVDA 1,510,296 @ $233.14 $352.11M 09:30 ET
- 7 SPY 268,600 @ $765.96 $205.74M 16:02 ET
- 8 NVDA 885,217 @ $225.73 $199.82M 16:00 ET
- 9 NVDA 868,100 @ $225.73 $195.96M 16:00 ET
- 10 SPY 251,265 @ $770.35 $193.56M 14:53 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 10:38 | SPX | CALL | $7,000.00 | 2026-12-18 | 10,000 | $814.15 | $814.15M | NA |
| 2 | 10:44 | SPX | CALL | $7,000.00 | 2026-12-18 | 6,150 | $814.15 | $500.70M | BEARISH |
| 3 | 10:38 | SPX | PUT | $8,000.00 | 2026-12-18 | 10,000 | $351.50 | $351.50M | NA |
| 4 | 10:38 | SPX | CALL | $7,000.00 | 2026-09-18 | 5,000 | $691.14 | $345.57M | BULLISH |
| 5 | 10:44 | SPX | CALL | $7,000.00 | 2026-09-18 | 5,000 | $691.14 | $345.57M | NA |
| 6 | 10:44 | SPX | PUT | $8,000.00 | 2026-12-18 | 6,150 | $351.50 | $216.17M | BEARISH |
| 7 | 10:38 | SPX | PUT | $8,000.00 | 2026-09-18 | 5,000 | $310.58 | $155.29M | BULLISH |
| 8 | 10:44 | SPX | PUT | $8,000.00 | 2026-09-18 | 5,000 | $310.58 | $155.29M | NA |
| 9 | 10:38 | SPX | CALL | $8,000.00 | 2026-12-18 | 5,000 | $109.80 | $54.90M | BULLISH |
| 10 | 10:44 | SPX | CALL | $8,000.00 | 2026-12-18 | 5,000 | $109.80 | $54.90M | NA |
| 11 | 10:26 | MU | PUT | $1,200.00 | 2028-01-21 | 1,250 | $394.60 | $49.33M | NA |
| 12 | 13:56 | MSTR | CALL | $100.00 | 2026-09-18 | 11,550 | $37.80 | $43.66M | NA |
| 13 | 14:31 | LULU | PUT | $300.00 | 2026-12-18 | 1,775 | $197.25 | $35.01M | NA |
| 14 | 10:38 | SPX | PUT | $7,000.00 | 2026-12-18 | 5,000 | $68.20 | $34.10M | NA |
| 15 | 10:44 | SPX | PUT | $7,000.00 | 2026-12-18 | 5,000 | $68.20 | $34.10M | NA |
| 16 | 10:44 | AMD | PUT | $520.00 | 2028-01-21 | 2,500 | $128.84 | $32.21M | NA |
| 17 | 10:42 | SMH | PUT | $600.00 | 2028-01-21 | 2,500 | $99.77 | $24.94M | NA |
| 18 | 13:56 | MSTR | CALL | $135.00 | 2026-11-20 | 11,550 | $20.60 | $23.79M | NA |
| 19 | 10:26 | MU | CALL | $1,200.00 | 2028-01-21 | 750 | $274.94 | $20.62M | NA |
| 20 | 10:44 | AMD | CALL | $520.00 | 2028-01-21 | 1,500 | $134.74 | $20.21M | NA |
| 21 | 14:31 | LULU | PUT | $350.00 | 2026-12-18 | 750 | $247.50 | $18.56M | NA |
| 22 | 11:00 | AMZN | CALL | $255.00 | 2026-11-20 | 9,010 | $19.00 | $17.12M | NA |
| 23 | 09:43 | SPCX | PUT | $245.00 | 2027-09-17 | 1,500 | $105.19 | $15.78M | NA |
| 24 | 13:00 | XLE | CALL | $55.00 | 2027-01-15 | 15,000 | $10.50 | $15.75M | NA |
| 25 | 10:42 | SMH | CALL | $600.00 | 2028-01-21 | 1,500 | $104.24 | $15.64M | NA |
- 1 SPX CALL $814.15MTime10:38 ET Strike$7,000.00 Expiry2026-12-18 Qty10,000 Price$814.15 SentimentNA
- 2 SPX CALL $500.70MTime10:44 ET Strike$7,000.00 Expiry2026-12-18 Qty6,150 Price$814.15 SentimentBEARISH
- 3 SPX PUT $351.50MTime10:38 ET Strike$8,000.00 Expiry2026-12-18 Qty10,000 Price$351.50 SentimentNA
- 4 SPX CALL $345.57MTime10:38 ET Strike$7,000.00 Expiry2026-09-18 Qty5,000 Price$691.14 SentimentBULLISH
- 5 SPX CALL $345.57MTime10:44 ET Strike$7,000.00 Expiry2026-09-18 Qty5,000 Price$691.14 SentimentNA
- 6 SPX PUT $216.17MTime10:44 ET Strike$8,000.00 Expiry2026-12-18 Qty6,150 Price$351.50 SentimentBEARISH
- 7 SPX PUT $155.29MTime10:38 ET Strike$8,000.00 Expiry2026-09-18 Qty5,000 Price$310.58 SentimentBULLISH
- 8 SPX PUT $155.29MTime10:44 ET Strike$8,000.00 Expiry2026-09-18 Qty5,000 Price$310.58 SentimentNA
- 9 SPX CALL $54.90MTime10:38 ET Strike$8,000.00 Expiry2026-12-18 Qty5,000 Price$109.80 SentimentBULLISH
- 10 SPX CALL $54.90MTime10:44 ET Strike$8,000.00 Expiry2026-12-18 Qty5,000 Price$109.80 SentimentNA
- 11 MU PUT $49.33MTime10:26 ET Strike$1,200.00 Expiry2028-01-21 Qty1,250 Price$394.60 SentimentNA
- 12 MSTR CALL $43.66MTime13:56 ET Strike$100.00 Expiry2026-09-18 Qty11,550 Price$37.80 SentimentNA
- 13 LULU PUT $35.01MTime14:31 ET Strike$300.00 Expiry2026-12-18 Qty1,775 Price$197.25 SentimentNA
- 14 SPX PUT $34.10MTime10:38 ET Strike$7,000.00 Expiry2026-12-18 Qty5,000 Price$68.20 SentimentNA
- 15 SPX PUT $34.10MTime10:44 ET Strike$7,000.00 Expiry2026-12-18 Qty5,000 Price$68.20 SentimentNA
- 16 AMD PUT $32.21MTime10:44 ET Strike$520.00 Expiry2028-01-21 Qty2,500 Price$128.84 SentimentNA
- 17 SMH PUT $24.94MTime10:42 ET Strike$600.00 Expiry2028-01-21 Qty2,500 Price$99.77 SentimentNA
- 18 MSTR CALL $23.79MTime13:56 ET Strike$135.00 Expiry2026-11-20 Qty11,550 Price$20.60 SentimentNA
- 19 MU CALL $20.62MTime10:26 ET Strike$1,200.00 Expiry2028-01-21 Qty750 Price$274.94 SentimentNA
- 20 AMD CALL $20.21MTime10:44 ET Strike$520.00 Expiry2028-01-21 Qty1,500 Price$134.74 SentimentNA
- 21 LULU PUT $18.56MTime14:31 ET Strike$350.00 Expiry2026-12-18 Qty750 Price$247.50 SentimentNA
- 22 AMZN CALL $17.12MTime11:00 ET Strike$255.00 Expiry2026-11-20 Qty9,010 Price$19.00 SentimentNA
- 23 SPCX PUT $15.78MTime09:43 ET Strike$245.00 Expiry2027-09-17 Qty1,500 Price$105.19 SentimentNA
- 24 XLE CALL $15.75MTime13:00 ET Strike$55.00 Expiry2027-01-15 Qty15,000 Price$10.50 SentimentNA
- 25 SMH CALL $15.64MTime10:42 ET Strike$600.00 Expiry2028-01-21 Qty1,500 Price$104.24 SentimentNA