Daily Report
Friday, September 11, 2026
Writing session chart
Writing totals
Put: $1.98B (4,246,101)
Call: $2.94B (5,575,059)
Trades: 121,911
Bullish 40.2% 59.8% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.05%
Straddle mid$0.41
Strike$764.00
Upper breakeven$764.41
Lower breakeven$763.60
Underlying$764.27
SPY session prices
Open$764.69
High$766.31
Low$763.96
Close$764.20
Prev close (2026-09-10)$757.83
Dark pool top 10 by premium
- 1 AAPL 5,418,444 @ $332.27 $1.80B 16:00 ET
- 2 SPY 1,350,000 @ $765.81 $1.03B 12:02 ET
- 3 SPY 1,132,106 @ $764.29 $865.26M 16:00 ET
- 4 SPY 916,250 @ $757.85 $694.38M 13:03 ET
- 5 QQQ 700,000 @ $715.88 $501.12M 15:47 ET
- 6 QQQ 600,000 @ $715.68 $429.41M 15:48 ET
- 7 SPY 550,000 @ $765.75 $421.16M 11:37 ET
- 8 QQQ 584,877 @ $714.88 $418.12M 16:00 ET
- 9 SPY 500,000 @ $764.15 $382.07M 10:55 ET
- 10 AAPL 1,000,000 @ $332.61 $332.61M 15:17 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 13:39 | SPX | CALL | $7,000.00 | 2027-03-19 | 6,000 | $935.50 | $561.30M | NA |
| 2 | 13:39 | SPX | CALL | $7,000.00 | 2026-09-18 | 5,500 | $678.84 | $373.36M | BULLISH |
| 3 | 13:39 | SPX | PUT | $8,000.00 | 2027-03-19 | 6,000 | $405.00 | $243.00M | NA |
| 4 | 13:39 | SPX | PUT | $8,000.00 | 2026-09-18 | 5,500 | $322.05 | $177.13M | BULLISH |
| 5 | 13:39 | SPX | CALL | $8,000.00 | 2027-03-19 | 5,500 | $233.00 | $128.15M | NA |
| 6 | 13:39 | SPX | PUT | $7,000.00 | 2027-03-19 | 5,500 | $131.40 | $72.27M | NA |
| 7 | 15:57 | MSTR | CALL | $40.00 | 5,965 | $90.80 | $54.16M | NA | |
| 8 | 15:57 | MSTR | CALL | $45.00 | 6,209 | $85.70 | $53.21M | NA | |
| 9 | 15:53 | UNH | CALL | $150.00 | 2027-12-17 | 2,000 | $227.66 | $45.53M | NA |
| 10 | 15:50 | LULU | PUT | $0.00 | 2026-12-18 | 1,775 | $202.05 | $35.86M | NA |
| 11 | 13:00 | UNH | CALL | $150.00 | 2027-12-17 | 1,200 | $229.65 | $27.56M | NA |
| 12 | 15:29 | MU | PUT | $200.00 | 2026-09-18 | 1,200 | $224.45 | $26.93M | NA |
| 13 | 15:11 | UNH | CALL | $150.00 | 2027-12-17 | 1,095 | $227.35 | $24.89M | NA |
| 14 | 14:13 | AMR | CALL | $210.00 | 2027-02-19 | 7,000 | $31.50 | $22.05M | NA |
| 15 | 10:03 | SPX | CALL | $8,000.00 | 2026-12-18 | 2,000 | $101.71 | $20.34M | NA |
| 16 | 15:50 | LULU | PUT | $50.00 | 2026-12-18 | 750 | $251.70 | $18.88M | NA |
| 17 | 14:10 | SNOW | PUT | $300.00 | 2028-01-21 | 3,000 | $59.93 | $17.98M | NA |
| 18 | 10:05 | MRK | CALL | $105.00 | 2027-03-19 | 4,250 | $41.94 | $17.82M | NA |
| 19 | 10:05 | MRK | CALL | $105.00 | 2026-12-18 | 4,250 | $40.57 | $17.24M | NA |
| 20 | 14:10 | SNOW | CALL | $440.00 | 2028-01-21 | 3,000 | $57.33 | $17.20M | NA |
| 21 | 15:13 | AMGN | PUT | $460.00 | 2026-10-16 | 1,900 | $82.45 | $15.67M | NA |
| 22 | 15:47 | QQQ | PUT | $710.00 | 2026-12-18 | 6,000 | $25.09 | $15.05M | NA |
| 23 | 11:54 | MU | PUT | $0.00 | 2027-01-15 | 1,000 | $144.67 | $14.47M | NA |
| 24 | 10:03 | SPX | CALL | $8,100.00 | 2026-12-18 | 2,000 | $70.58 | $14.12M | NA |
| 25 | 09:57 | AVGO | CALL | $650.00 | 2028-12-15 | 3,000 | $46.93 | $14.08M | NA |
- 1 SPX CALL $561.30MTime13:39 ET Strike$7,000.00 Expiry2027-03-19 Qty6,000 Price$935.50 SentimentNA
- 2 SPX CALL $373.36MTime13:39 ET Strike$7,000.00 Expiry2026-09-18 Qty5,500 Price$678.84 SentimentBULLISH
- 3 SPX PUT $243.00MTime13:39 ET Strike$8,000.00 Expiry2027-03-19 Qty6,000 Price$405.00 SentimentNA
- 4 SPX PUT $177.13MTime13:39 ET Strike$8,000.00 Expiry2026-09-18 Qty5,500 Price$322.05 SentimentBULLISH
- 5 SPX CALL $128.15MTime13:39 ET Strike$8,000.00 Expiry2027-03-19 Qty5,500 Price$233.00 SentimentNA
- 6 SPX PUT $72.27MTime13:39 ET Strike$7,000.00 Expiry2027-03-19 Qty5,500 Price$131.40 SentimentNA
- 7 MSTR CALL $54.16MTime15:57 ET Strike$40.00 Expiry Qty5,965 Price$90.80 SentimentNA
- 8 MSTR CALL $53.21MTime15:57 ET Strike$45.00 Expiry Qty6,209 Price$85.70 SentimentNA
- 9 UNH CALL $45.53MTime15:53 ET Strike$150.00 Expiry2027-12-17 Qty2,000 Price$227.66 SentimentNA
- 10 LULU PUT $35.86MTime15:50 ET Strike$0.00 Expiry2026-12-18 Qty1,775 Price$202.05 SentimentNA
- 11 UNH CALL $27.56MTime13:00 ET Strike$150.00 Expiry2027-12-17 Qty1,200 Price$229.65 SentimentNA
- 12 MU PUT $26.93MTime15:29 ET Strike$200.00 Expiry2026-09-18 Qty1,200 Price$224.45 SentimentNA
- 13 UNH CALL $24.89MTime15:11 ET Strike$150.00 Expiry2027-12-17 Qty1,095 Price$227.35 SentimentNA
- 14 AMR CALL $22.05MTime14:13 ET Strike$210.00 Expiry2027-02-19 Qty7,000 Price$31.50 SentimentNA
- 15 SPX CALL $20.34MTime10:03 ET Strike$8,000.00 Expiry2026-12-18 Qty2,000 Price$101.71 SentimentNA
- 16 LULU PUT $18.88MTime15:50 ET Strike$50.00 Expiry2026-12-18 Qty750 Price$251.70 SentimentNA
- 17 SNOW PUT $17.98MTime14:10 ET Strike$300.00 Expiry2028-01-21 Qty3,000 Price$59.93 SentimentNA
- 18 MRK CALL $17.82MTime10:05 ET Strike$105.00 Expiry2027-03-19 Qty4,250 Price$41.94 SentimentNA
- 19 MRK CALL $17.24MTime10:05 ET Strike$105.00 Expiry2026-12-18 Qty4,250 Price$40.57 SentimentNA
- 20 SNOW CALL $17.20MTime14:10 ET Strike$440.00 Expiry2028-01-21 Qty3,000 Price$57.33 SentimentNA
- 21 AMGN PUT $15.67MTime15:13 ET Strike$460.00 Expiry2026-10-16 Qty1,900 Price$82.45 SentimentNA
- 22 QQQ PUT $15.05MTime15:47 ET Strike$710.00 Expiry2026-12-18 Qty6,000 Price$25.09 SentimentNA
- 23 MU PUT $14.47MTime11:54 ET Strike$0.00 Expiry2027-01-15 Qty1,000 Price$144.67 SentimentNA
- 24 SPX CALL $14.12MTime10:03 ET Strike$8,100.00 Expiry2026-12-18 Qty2,000 Price$70.58 SentimentNA
- 25 AVGO CALL $14.08MTime09:57 ET Strike$650.00 Expiry2028-12-15 Qty3,000 Price$46.93 SentimentNA