Daily Report
Monday, September 14, 2026
Writing session chart
Writing totals
Put: $3.52B (3,852,284)
Call: $5.69B (5,898,949)
Trades: 122,870
Bullish 38.2% 61.8% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.42
Strike$761.00
Upper breakeven$761.42
Lower breakeven$760.58
Underlying$760.65
SPY session prices
Open$759.00
High$763.26
Low$757.98
Close$760.77
Prev close (2026-09-11)$764.29
Dark pool top 10 by premium
- 1 SPY 1,308,253 @ $764.38 $1000.00M 14:54 ET
- 2 SPY 1,282,328 @ $760.88 $975.70M 16:00 ET
- 3 NVDA 3,775,000 @ $210.96 $796.37M 16:01 ET
- 4 SPY 1,000,000 @ $762.00 $762.00M 15:21 ET
- 5 SPY 817,214 @ $764.38 $624.66M 14:54 ET
- 6 SPY 735,535 @ $764.38 $562.23M 14:54 ET
- 7 NVDA 2,000,000 @ $212.40 $424.81M 15:23 ET
- 8 SPY 553,013 @ $764.38 $422.71M 14:54 ET
- 9 NVDA 1,740,504 @ $211.21 $367.61M 09:30 ET
- 10 NVDA 1,630,000 @ $212.75 $346.78M 14:06 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:15 | SPX | CALL | $7,000.00 | 2026-12-18 | 20,000 | $766.41 | $1.53B | BEARISH |
| 2 | 12:15 | SPX | PUT | $8,000.00 | 2026-12-18 | 20,000 | $381.20 | $762.40M | BEARISH |
| 3 | 11:17 | SPX | CALL | $7,000.00 | 2026-10-16 | 5,000 | $643.70 | $321.85M | BEARISH |
| 4 | 12:15 | SPX | CALL | $7,000.00 | 2026-09-18 | 5,000 | $631.69 | $315.85M | BEARISH |
| 5 | 11:17 | SPX | CALL | $7,000.00 | 2026-09-18 | 5,000 | $603.09 | $301.55M | BEARISH |
| 6 | 11:20 | SPX | CALL | $6,000.00 | 2026-10-16 | 1,300 | $1,626.00 | $211.38M | NA |
| 7 | 11:17 | SPX | PUT | $8,000.00 | 2026-09-18 | 5,000 | $398.23 | $199.12M | BEARISH |
| 8 | 11:17 | SPX | PUT | $8,000.00 | 2026-10-16 | 5,000 | $382.00 | $191.00M | BEARISH |
| 9 | 12:15 | SPX | PUT | $8,000.00 | 2026-09-18 | 5,000 | $369.28 | $184.64M | BEARISH |
| 10 | 11:33 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,000 | $713.50 | $142.70M | BULLISH |
| 11 | 11:33 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,000 | $621.34 | $124.27M | BULLISH |
| 12 | 11:21 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,000 | $608.20 | $121.64M | NA |
| 13 | 11:57 | NDX | CALL | $29,000.00 | 2026-12-18 | 641 | $1,509.73 | $96.77M | NA |
| 14 | 11:21 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,000 | $393.20 | $78.64M | NA |
| 15 | 11:33 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,000 | $379.78 | $75.96M | BULLISH |
| 16 | 11:33 | SPX | PUT | $8,000.00 | 2026-11-20 | 2,000 | $376.00 | $75.20M | BULLISH |
| 17 | 11:57 | NDX | PUT | $29,000.00 | 2026-12-18 | 641 | $1,027.31 | $65.85M | NA |
| 18 | 10:56 | SPX | CALL | $7,000.00 | 2026-09-18 | 1,100 | $598.07 | $65.79M | NA |
| 19 | 09:55 | NVDA | CALL | $230.00 | 2026-11-20 | 70,000 | $7.13 | $49.91M | NA |
| 20 | 10:56 | SPX | PUT | $8,000.00 | 2026-09-18 | 1,100 | $403.45 | $44.38M | NA |
| 21 | 12:15 | SPX | CALL | $8,000.00 | 2026-12-18 | 5,000 | $84.00 | $42.00M | BEARISH |
| 22 | 11:21 | SPX | CALL | $8,000.00 | 2027-03-19 | 2,000 | $200.00 | $40.00M | NA |
| 23 | 12:15 | SPX | PUT | $7,000.00 | 2026-12-18 | 5,000 | $75.40 | $37.70M | BEARISH |
| 24 | 10:14 | SPX | CALL | $7,650.00 | 2026-12-18 | 1,500 | $249.43 | $37.41M | BULLISH |
| 25 | 10:45 | MU | CALL | $50.00 | 2026-11-20 | 7,200 | $51.46 | $37.05M | NA |
- 1 SPX CALL $1.53BTime12:15 ET Strike$7,000.00 Expiry2026-12-18 Qty20,000 Price$766.41 SentimentBEARISH
- 2 SPX PUT $762.40MTime12:15 ET Strike$8,000.00 Expiry2026-12-18 Qty20,000 Price$381.20 SentimentBEARISH
- 3 SPX CALL $321.85MTime11:17 ET Strike$7,000.00 Expiry2026-10-16 Qty5,000 Price$643.70 SentimentBEARISH
- 4 SPX CALL $315.85MTime12:15 ET Strike$7,000.00 Expiry2026-09-18 Qty5,000 Price$631.69 SentimentBEARISH
- 5 SPX CALL $301.55MTime11:17 ET Strike$7,000.00 Expiry2026-09-18 Qty5,000 Price$603.09 SentimentBEARISH
- 6 SPX CALL $211.38MTime11:20 ET Strike$6,000.00 Expiry2026-10-16 Qty1,300 Price$1,626.00 SentimentNA
- 7 SPX PUT $199.12MTime11:17 ET Strike$8,000.00 Expiry2026-09-18 Qty5,000 Price$398.23 SentimentBEARISH
- 8 SPX PUT $191.00MTime11:17 ET Strike$8,000.00 Expiry2026-10-16 Qty5,000 Price$382.00 SentimentBEARISH
- 9 SPX PUT $184.64MTime12:15 ET Strike$8,000.00 Expiry2026-09-18 Qty5,000 Price$369.28 SentimentBEARISH
- 10 SPX CALL $142.70MTime11:33 ET Strike$7,000.00 Expiry2026-11-20 Qty2,000 Price$713.50 SentimentBULLISH
- 11 SPX CALL $124.27MTime11:33 ET Strike$7,000.00 Expiry2026-09-18 Qty2,000 Price$621.34 SentimentBULLISH
- 12 SPX CALL $121.64MTime11:21 ET Strike$7,000.00 Expiry2026-09-18 Qty2,000 Price$608.20 SentimentNA
- 13 NDX CALL $96.77MTime11:57 ET Strike$29,000.00 Expiry2026-12-18 Qty641 Price$1,509.73 SentimentNA
- 14 SPX PUT $78.64MTime11:21 ET Strike$8,000.00 Expiry2026-09-18 Qty2,000 Price$393.20 SentimentNA
- 15 SPX PUT $75.96MTime11:33 ET Strike$8,000.00 Expiry2026-09-18 Qty2,000 Price$379.78 SentimentBULLISH
- 16 SPX PUT $75.20MTime11:33 ET Strike$8,000.00 Expiry2026-11-20 Qty2,000 Price$376.00 SentimentBULLISH
- 17 NDX PUT $65.85MTime11:57 ET Strike$29,000.00 Expiry2026-12-18 Qty641 Price$1,027.31 SentimentNA
- 18 SPX CALL $65.79MTime10:56 ET Strike$7,000.00 Expiry2026-09-18 Qty1,100 Price$598.07 SentimentNA
- 19 NVDA CALL $49.91MTime09:55 ET Strike$230.00 Expiry2026-11-20 Qty70,000 Price$7.13 SentimentNA
- 20 SPX PUT $44.38MTime10:56 ET Strike$8,000.00 Expiry2026-09-18 Qty1,100 Price$403.45 SentimentNA
- 21 SPX CALL $42.00MTime12:15 ET Strike$8,000.00 Expiry2026-12-18 Qty5,000 Price$84.00 SentimentBEARISH
- 22 SPX CALL $40.00MTime11:21 ET Strike$8,000.00 Expiry2027-03-19 Qty2,000 Price$200.00 SentimentNA
- 23 SPX PUT $37.70MTime12:15 ET Strike$7,000.00 Expiry2026-12-18 Qty5,000 Price$75.40 SentimentBEARISH
- 24 SPX CALL $37.41MTime10:14 ET Strike$7,650.00 Expiry2026-12-18 Qty1,500 Price$249.43 SentimentBULLISH
- 25 MU CALL $37.05MTime10:45 ET Strike$50.00 Expiry2026-11-20 Qty7,200 Price$51.46 SentimentNA