Daily Report
Thursday, September 10, 2026
Writing session chart
Writing totals
Put: $4.85B (6,128,620)
Call: $2.44B (5,198,902)
Trades: 120,945
Bullish 66.6% 33.4% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.10%
Straddle mid$0.79
Strike$758.00
Upper breakeven$758.80
Lower breakeven$757.21
Underlying$758.49
SPY session prices
Open$758.02
High$759.46
Low$756.76
Close$757.87
Prev close (2026-09-09)$762.40
Dark pool top 10 by premium
- 1 AAPL 6,604,966 @ $326.57 $2.16B 16:00 ET
- 2 SPY 1,351,451 @ $757.83 $1.02B 16:00 ET
- 3 SPY 747,500 @ $758.60 $567.05M 09:45 ET
- 4 QQQ 600,000 @ $710.04 $426.02M 13:48 ET
- 5 QQQ 476,611 @ $708.69 $337.77M 16:00 ET
- 6 SPY 420,000 @ $758.73 $318.67M 11:23 ET
- 7 QQQ 350,000 @ $711.30 $248.96M 11:03 ET
- 8 AAPL 732,143 @ $326.57 $239.10M 16:02 ET
- 9 IWM 800,000 @ $288.40 $230.72M 11:42 ET
- 10 IWM 761,026 @ $287.70 $218.95M 16:00 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:34 | SPX | CALL | $7,000.00 | 2026-12-18 | 4,100 | $753.80 | $309.06M | NA |
| 2 | 11:34 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,500 | $615.77 | $215.52M | NA |
| 3 | 11:34 | SPX | PUT | $8,000.00 | 2026-12-18 | 4,100 | $403.80 | $165.56M | NA |
| 4 | 11:34 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,500 | $386.50 | $135.28M | NA |
| 5 | 12:28 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,650 | $743.40 | $122.66M | BULLISH |
| 6 | 13:58 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,650 | $743.40 | $122.66M | BEARISH |
| 7 | 13:54 | SPX | CALL | $7,000.00 | 2026-09-18 | 1,650 | $603.02 | $99.50M | BEARISH |
| 8 | 15:43 | SPCX | PUT | $205.00 | 2026-09-18 | 15,000 | $57.70 | $86.55M | NA |
| 9 | 15:43 | SPCX | PUT | $200.00 | 2026-09-18 | 15,000 | $52.70 | $79.05M | BEARISH |
| 10 | 14:25 | LULU | PUT | $0.00 | 2026-12-18 | 3,750 | $202.55 | $75.96M | NA |
| 11 | 14:49 | SPCX | PUT | $200.00 | 2026-09-18 | 15,000 | $49.85 | $74.78M | BULLISH |
| 12 | 12:28 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,650 | $415.20 | $68.51M | BULLISH |
| 13 | 13:58 | SPX | PUT | $8,000.00 | 2026-12-18 | 1,650 | $415.20 | $68.51M | BEARISH |
| 14 | 13:54 | SPX | PUT | $8,000.00 | 2026-09-18 | 1,650 | $399.80 | $65.97M | BEARISH |
| 15 | 14:49 | SPCX | PUT | $205.00 | 2026-09-18 | 11,280 | $54.75 | $61.76M | NA |
| 16 | 11:31 | SPX | CALL | $7,000.00 | 2026-09-18 | 1,000 | $614.30 | $61.43M | NA |
| 17 | 15:05 | SPCX | PUT | $205.00 | 2026-09-18 | 9,600 | $56.20 | $53.95M | NA |
| 18 | 13:03 | MU | CALL | $100.00 | 2026-11-20 | 7,200 | $68.40 | $49.25M | NA |
| 19 | 14:37 | AMGN | PUT | $460.00 | 2026-10-16 | 5,360 | $76.03 | $40.75M | NA |
| 20 | 11:31 | SPX | PUT | $8,000.00 | 2026-09-18 | 1,000 | $388.04 | $38.80M | NA |
| 21 | 15:24 | AMGN | PUT | $460.00 | 2026-10-16 | 5,000 | $76.80 | $38.40M | NA |
| 22 | 14:37 | AMGN | PUT | $440.00 | 2026-09-18 | 6,830 | $56.05 | $38.28M | BULLISH |
| 23 | 15:08 | TSLA | PUT | $450.00 | 2026-09-18 | 4,500 | $84.40 | $37.98M | NA |
| 24 | 14:25 | LULU | PUT | $50.00 | 2026-12-18 | 1,500 | $252.80 | $37.92M | NA |
| 25 | 14:37 | AMGN | PUT | $460.00 | 2026-10-16 | 4,560 | $76.02 | $34.67M | NA |
- 1 SPX CALL $309.06MTime11:34 ET Strike$7,000.00 Expiry2026-12-18 Qty4,100 Price$753.80 SentimentNA
- 2 SPX CALL $215.52MTime11:34 ET Strike$7,000.00 Expiry2026-09-18 Qty3,500 Price$615.77 SentimentNA
- 3 SPX PUT $165.56MTime11:34 ET Strike$8,000.00 Expiry2026-12-18 Qty4,100 Price$403.80 SentimentNA
- 4 SPX PUT $135.28MTime11:34 ET Strike$8,000.00 Expiry2026-09-18 Qty3,500 Price$386.50 SentimentNA
- 5 SPX CALL $122.66MTime12:28 ET Strike$7,000.00 Expiry2026-12-18 Qty1,650 Price$743.40 SentimentBULLISH
- 6 SPX CALL $122.66MTime13:58 ET Strike$7,000.00 Expiry2026-12-18 Qty1,650 Price$743.40 SentimentBEARISH
- 7 SPX CALL $99.50MTime13:54 ET Strike$7,000.00 Expiry2026-09-18 Qty1,650 Price$603.02 SentimentBEARISH
- 8 SPCX PUT $86.55MTime15:43 ET Strike$205.00 Expiry2026-09-18 Qty15,000 Price$57.70 SentimentNA
- 9 SPCX PUT $79.05MTime15:43 ET Strike$200.00 Expiry2026-09-18 Qty15,000 Price$52.70 SentimentBEARISH
- 10 LULU PUT $75.96MTime14:25 ET Strike$0.00 Expiry2026-12-18 Qty3,750 Price$202.55 SentimentNA
- 11 SPCX PUT $74.78MTime14:49 ET Strike$200.00 Expiry2026-09-18 Qty15,000 Price$49.85 SentimentBULLISH
- 12 SPX PUT $68.51MTime12:28 ET Strike$8,000.00 Expiry2026-12-18 Qty1,650 Price$415.20 SentimentBULLISH
- 13 SPX PUT $68.51MTime13:58 ET Strike$8,000.00 Expiry2026-12-18 Qty1,650 Price$415.20 SentimentBEARISH
- 14 SPX PUT $65.97MTime13:54 ET Strike$8,000.00 Expiry2026-09-18 Qty1,650 Price$399.80 SentimentBEARISH
- 15 SPCX PUT $61.76MTime14:49 ET Strike$205.00 Expiry2026-09-18 Qty11,280 Price$54.75 SentimentNA
- 16 SPX CALL $61.43MTime11:31 ET Strike$7,000.00 Expiry2026-09-18 Qty1,000 Price$614.30 SentimentNA
- 17 SPCX PUT $53.95MTime15:05 ET Strike$205.00 Expiry2026-09-18 Qty9,600 Price$56.20 SentimentNA
- 18 MU CALL $49.25MTime13:03 ET Strike$100.00 Expiry2026-11-20 Qty7,200 Price$68.40 SentimentNA
- 19 AMGN PUT $40.75MTime14:37 ET Strike$460.00 Expiry2026-10-16 Qty5,360 Price$76.03 SentimentNA
- 20 SPX PUT $38.80MTime11:31 ET Strike$8,000.00 Expiry2026-09-18 Qty1,000 Price$388.04 SentimentNA
- 21 AMGN PUT $38.40MTime15:24 ET Strike$460.00 Expiry2026-10-16 Qty5,000 Price$76.80 SentimentNA
- 22 AMGN PUT $38.28MTime14:37 ET Strike$440.00 Expiry2026-09-18 Qty6,830 Price$56.05 SentimentBULLISH
- 23 TSLA PUT $37.98MTime15:08 ET Strike$450.00 Expiry2026-09-18 Qty4,500 Price$84.40 SentimentNA
- 24 LULU PUT $37.92MTime14:25 ET Strike$50.00 Expiry2026-12-18 Qty1,500 Price$252.80 SentimentNA
- 25 AMGN PUT $34.67MTime14:37 ET Strike$460.00 Expiry2026-10-16 Qty4,560 Price$76.02 SentimentNA