Daily Report

Wednesday, September 9, 2026

Writing session chart

Option writing session chart for 2026-09-09

Writing totals

Put: $1.96B (3,128,539)
Call: $3.46B (4,892,375)
Trades: 113,803
Bullish 36.2% 63.8% Bearish

Put share of premium reads as bullish (dashboard convention).

SPY expected move

Expected move0.08%
Straddle mid$0.63
Strike$762.00
Upper breakeven$762.63
Lower breakeven$761.37
Underlying$762.49

SPY session prices

Open$764.09
High$764.12
Low$761.04
Close$762.34
Prev close (2026-09-08)$765.96

Dark pool top 10 by premium

  • 1 NVDA 7,859,273 @ $223.67 $1.76B 16:00 ET
  • 2 AAPL 5,265,824 @ $315.34 $1.66B 16:00 ET
  • 3 SPY 1,007,732 @ $762.40 $768.29M 16:00 ET
  • 4 NVDA 2,000,000 @ $223.65 $447.30M 11:27 ET
  • 5 QQQ 400,000 @ $715.98 $286.39M 15:07 ET
  • 6 QQQ 331,590 @ $716.31 $237.52M 16:00 ET
  • 7 AAPL 750,000 @ $313.50 $235.12M 12:28 ET
  • 8 NVDA 988,425 @ $225.35 $222.74M 09:30 ET
  • 9 QQQ 300,000 @ $716.03 $214.81M 15:38 ET
  • 10 QQQ 280,000 @ $717.18 $200.81M 09:45 ET

Top 25 largest option trades

#TimeSymbolSideStrikeExpiryQtyPricePremiumSentiment
112:38SPXCALL$7,000.002027-01-153,900$820.34$319.93MNA
211:06SPXCALL$7,000.002027-03-192,000$912.63$182.53MNA
311:19SPXCALL$7,000.002026-12-182,010$772.63$155.30MBEARISH
412:38SPXPUT$8,000.002027-01-153,900$393.73$153.55MNA
514:36SPXCALL$8,150.002026-12-3119,500$70.00$136.50MBULLISH
611:19SPXCALL$7,000.002026-09-182,010$639.99$128.64MBEARISH
714:36SPXCALL$8,170.002026-12-3119,500$65.30$127.33MBULLISH
814:14SPXCALL$8,140.002026-12-3112,500$72.39$90.49MBULLISH
914:14SPXCALL$8,160.002026-12-3113,200$67.50$89.10MBULLISH
1011:06SPXPUT$8,000.002027-03-192,000$426.34$85.27MBULLISH
1111:19SPXPUT$8,000.002026-12-182,010$386.99$77.78MBEARISH
1211:07NVDACALL$195.002026-09-1825,190$29.70$74.81MNA
1311:19SPXPUT$8,000.002026-09-182,010$362.00$72.76MBEARISH
1412:45SPXCALL$7,650.002026-12-182,500$266.00$66.50MBEARISH
1511:07NVDACALL$210.002026-11-2025,190$24.80$62.47MNA
1611:23SPXPUT$7,225.002027-08-201,960$277.96$54.48MBULLISH
1711:21SPXPUT$7,225.002027-08-201,960$276.83$54.26MNA
1811:33SPXPUT$7,225.002027-08-201,960$276.83$54.26MNA
1914:21NVDACALL$125.002026-09-185,100$99.20$50.59MNA
2011:22MSTRCALL$100.002026-09-1814,400$33.66$48.47MNA
2110:50NVDACALL$195.002026-09-1815,610$29.82$46.55MNA
2211:06SPXCALL$8,000.002027-03-192,000$224.65$44.93MBULLISH
2310:47PLTRCALL$135.002026-09-1811,266$35.95$40.50MNA
2410:50NVDACALL$210.002026-11-2015,610$24.95$38.95MNA
2512:38SPXCALL$8,000.002027-01-152,700$134.89$36.42MNA
  • 1 SPX CALL $319.93M
    Time12:38 ET Strike$7,000.00 Expiry2027-01-15 Qty3,900 Price$820.34 SentimentNA
  • 2 SPX CALL $182.53M
    Time11:06 ET Strike$7,000.00 Expiry2027-03-19 Qty2,000 Price$912.63 SentimentNA
  • 3 SPX CALL $155.30M
    Time11:19 ET Strike$7,000.00 Expiry2026-12-18 Qty2,010 Price$772.63 SentimentBEARISH
  • 4 SPX PUT $153.55M
    Time12:38 ET Strike$8,000.00 Expiry2027-01-15 Qty3,900 Price$393.73 SentimentNA
  • 5 SPX CALL $136.50M
    Time14:36 ET Strike$8,150.00 Expiry2026-12-31 Qty19,500 Price$70.00 SentimentBULLISH
  • 6 SPX CALL $128.64M
    Time11:19 ET Strike$7,000.00 Expiry2026-09-18 Qty2,010 Price$639.99 SentimentBEARISH
  • 7 SPX CALL $127.33M
    Time14:36 ET Strike$8,170.00 Expiry2026-12-31 Qty19,500 Price$65.30 SentimentBULLISH
  • 8 SPX CALL $90.49M
    Time14:14 ET Strike$8,140.00 Expiry2026-12-31 Qty12,500 Price$72.39 SentimentBULLISH
  • 9 SPX CALL $89.10M
    Time14:14 ET Strike$8,160.00 Expiry2026-12-31 Qty13,200 Price$67.50 SentimentBULLISH
  • 10 SPX PUT $85.27M
    Time11:06 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$426.34 SentimentBULLISH
  • 11 SPX PUT $77.78M
    Time11:19 ET Strike$8,000.00 Expiry2026-12-18 Qty2,010 Price$386.99 SentimentBEARISH
  • 12 NVDA CALL $74.81M
    Time11:07 ET Strike$195.00 Expiry2026-09-18 Qty25,190 Price$29.70 SentimentNA
  • 13 SPX PUT $72.76M
    Time11:19 ET Strike$8,000.00 Expiry2026-09-18 Qty2,010 Price$362.00 SentimentBEARISH
  • 14 SPX CALL $66.50M
    Time12:45 ET Strike$7,650.00 Expiry2026-12-18 Qty2,500 Price$266.00 SentimentBEARISH
  • 15 NVDA CALL $62.47M
    Time11:07 ET Strike$210.00 Expiry2026-11-20 Qty25,190 Price$24.80 SentimentNA
  • 16 SPX PUT $54.48M
    Time11:23 ET Strike$7,225.00 Expiry2027-08-20 Qty1,960 Price$277.96 SentimentBULLISH
  • 17 SPX PUT $54.26M
    Time11:21 ET Strike$7,225.00 Expiry2027-08-20 Qty1,960 Price$276.83 SentimentNA
  • 18 SPX PUT $54.26M
    Time11:33 ET Strike$7,225.00 Expiry2027-08-20 Qty1,960 Price$276.83 SentimentNA
  • 19 NVDA CALL $50.59M
    Time14:21 ET Strike$125.00 Expiry2026-09-18 Qty5,100 Price$99.20 SentimentNA
  • 20 MSTR CALL $48.47M
    Time11:22 ET Strike$100.00 Expiry2026-09-18 Qty14,400 Price$33.66 SentimentNA
  • 21 NVDA CALL $46.55M
    Time10:50 ET Strike$195.00 Expiry2026-09-18 Qty15,610 Price$29.82 SentimentNA
  • 22 SPX CALL $44.93M
    Time11:06 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$224.65 SentimentBULLISH
  • 23 PLTR CALL $40.50M
    Time10:47 ET Strike$135.00 Expiry2026-09-18 Qty11,266 Price$35.95 SentimentNA
  • 24 NVDA CALL $38.95M
    Time10:50 ET Strike$210.00 Expiry2026-11-20 Qty15,610 Price$24.95 SentimentNA
  • 25 SPX CALL $36.42M
    Time12:38 ET Strike$8,000.00 Expiry2027-01-15 Qty2,700 Price$134.89 SentimentNA

Available statements

Educational content only. This is not financial, legal, or tax advice. All information is for general knowledge purposes. Margin rules, approval levels, and contract specifications vary by broker, exchange, product, and jurisdiction.