Daily Report
Tuesday, September 15, 2026
Writing session chart
Writing totals
Put: $3.07B (4,049,528)
Call: $3.49B (4,812,677)
Trades: 120,543
Bullish 46.8% 53.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.04%
Straddle mid$0.33
Strike$758.00
Upper breakeven$758.33
Lower breakeven$757.67
Underlying$758.08
SPY session prices
Open$760.13
High$760.13
Low$756.44
Close$757.38
Prev close (2026-09-14)$760.88
Dark pool top 10 by premium
- 1 AAPL 6,455,413 @ $331.34 $2.14B 16:00 ET
- 2 NVDA 9,997,454 @ $212.17 $2.12B 16:00 ET
- 3 NVDA 5,565,000 @ $212.17 $1.18B 16:00 ET
- 4 SPY 1,354,693 @ $757.39 $1.03B 16:00 ET
- 5 SPY 1,314,374 @ $760.82 $1000.00M 14:34 ET
- 6 SPY 985,834 @ $760.82 $750.04M 14:34 ET
- 7 SPY 975,000 @ $758.85 $739.88M 10:08 ET
- 8 SPY 858,267 @ $760.82 $652.98M 14:34 ET
- 9 SPY 724,716 @ $760.82 $551.38M 14:40 ET
- 10 AAPL 1,250,000 @ $329.12 $411.40M 11:15 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 10:11 | SPX | CALL | $3,000.00 | 2026-09-18 | 875 | $4,595.10 | $402.07M | NA |
| 2 | 14:13 | SPX | CALL | $7,000.00 | 2026-11-20 | 4,750 | $689.55 | $327.54M | BEARISH |
| 3 | 12:02 | SPX | CALL | $7,000.00 | 2026-10-16 | 4,800 | $629.05 | $301.94M | NA |
| 4 | 10:11 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,500 | $598.34 | $209.42M | NA |
| 5 | 10:21 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,500 | $594.01 | $207.90M | NA |
| 6 | 12:02 | SPX | PUT | $8,000.00 | 2026-10-16 | 4,800 | $395.50 | $189.84M | NA |
| 7 | 14:13 | SPX | PUT | $8,000.00 | 2026-11-20 | 4,750 | $396.00 | $188.10M | NA |
| 8 | 12:02 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,500 | $589.07 | $147.27M | NA |
| 9 | 10:21 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,500 | $406.93 | $142.43M | NA |
| 10 | 10:11 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,500 | $402.53 | $140.89M | NA |
| 11 | 12:02 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,500 | $412.10 | $103.03M | NA |
| 12 | 15:28 | SPCX | PUT | $205.00 | 2026-09-18 | 15,000 | $61.70 | $92.55M | NA |
| 13 | 15:28 | SPCX | PUT | $200.00 | 2026-09-18 | 15,000 | $56.70 | $85.05M | BEARISH |
| 14 | 13:55 | SPX | CALL | $7,600.00 | 2026-12-18 | 3,000 | $257.15 | $77.14M | NA |
| 15 | 15:52 | SPCX | PUT | $205.00 | 2026-09-18 | 12,000 | $60.45 | $72.54M | NA |
| 16 | 15:52 | SPCX | PUT | $200.00 | 2026-09-18 | 12,000 | $55.50 | $66.60M | BULLISH |
| 17 | 15:33 | SPCX | PUT | $205.00 | 2026-09-18 | 10,300 | $61.70 | $63.55M | NA |
| 18 | 09:41 | QQQ | CALL | $610.00 | 2026-09-18 | 5,500 | $99.10 | $54.51M | NA |
| 19 | 10:11 | SPX | CALL | $7,000.00 | 2026-09-18 | 875 | $598.82 | $52.40M | NA |
| 20 | 15:33 | SPCX | PUT | $200.00 | 2026-09-18 | 8,000 | $56.90 | $45.52M | NA |
| 21 | 14:25 | MU | CALL | $290.00 | 2027-06-17 | 500 | $646.91 | $32.35M | NA |
| 22 | 14:25 | MU | CALL | $300.00 | 2027-06-17 | 500 | $637.61 | $31.88M | NA |
| 23 | 11:09 | SPX | PUT | $7,700.00 | 2026-12-18 | 1,300 | $245.10 | $31.86M | NA |
| 24 | 13:02 | RUT | PUT | $2,900.00 | 2026-12-18 | 2,240 | $114.31 | $25.61M | BEARISH |
| 25 | 11:09 | SPX | CALL | $7,700.00 | 2026-12-18 | 1,300 | $196.75 | $25.58M | NA |
- 1 SPX CALL $402.07MTime10:11 ET Strike$3,000.00 Expiry2026-09-18 Qty875 Price$4,595.10 SentimentNA
- 2 SPX CALL $327.54MTime14:13 ET Strike$7,000.00 Expiry2026-11-20 Qty4,750 Price$689.55 SentimentBEARISH
- 3 SPX CALL $301.94MTime12:02 ET Strike$7,000.00 Expiry2026-10-16 Qty4,800 Price$629.05 SentimentNA
- 4 SPX CALL $209.42MTime10:11 ET Strike$7,000.00 Expiry2026-09-18 Qty3,500 Price$598.34 SentimentNA
- 5 SPX CALL $207.90MTime10:21 ET Strike$7,000.00 Expiry2026-09-18 Qty3,500 Price$594.01 SentimentNA
- 6 SPX PUT $189.84MTime12:02 ET Strike$8,000.00 Expiry2026-10-16 Qty4,800 Price$395.50 SentimentNA
- 7 SPX PUT $188.10MTime14:13 ET Strike$8,000.00 Expiry2026-11-20 Qty4,750 Price$396.00 SentimentNA
- 8 SPX CALL $147.27MTime12:02 ET Strike$7,000.00 Expiry2026-09-18 Qty2,500 Price$589.07 SentimentNA
- 9 SPX PUT $142.43MTime10:21 ET Strike$8,000.00 Expiry2026-09-18 Qty3,500 Price$406.93 SentimentNA
- 10 SPX PUT $140.89MTime10:11 ET Strike$8,000.00 Expiry2026-09-18 Qty3,500 Price$402.53 SentimentNA
- 11 SPX PUT $103.03MTime12:02 ET Strike$8,000.00 Expiry2026-09-18 Qty2,500 Price$412.10 SentimentNA
- 12 SPCX PUT $92.55MTime15:28 ET Strike$205.00 Expiry2026-09-18 Qty15,000 Price$61.70 SentimentNA
- 13 SPCX PUT $85.05MTime15:28 ET Strike$200.00 Expiry2026-09-18 Qty15,000 Price$56.70 SentimentBEARISH
- 14 SPX CALL $77.14MTime13:55 ET Strike$7,600.00 Expiry2026-12-18 Qty3,000 Price$257.15 SentimentNA
- 15 SPCX PUT $72.54MTime15:52 ET Strike$205.00 Expiry2026-09-18 Qty12,000 Price$60.45 SentimentNA
- 16 SPCX PUT $66.60MTime15:52 ET Strike$200.00 Expiry2026-09-18 Qty12,000 Price$55.50 SentimentBULLISH
- 17 SPCX PUT $63.55MTime15:33 ET Strike$205.00 Expiry2026-09-18 Qty10,300 Price$61.70 SentimentNA
- 18 QQQ CALL $54.51MTime09:41 ET Strike$610.00 Expiry2026-09-18 Qty5,500 Price$99.10 SentimentNA
- 19 SPX CALL $52.40MTime10:11 ET Strike$7,000.00 Expiry2026-09-18 Qty875 Price$598.82 SentimentNA
- 20 SPCX PUT $45.52MTime15:33 ET Strike$200.00 Expiry2026-09-18 Qty8,000 Price$56.90 SentimentNA
- 21 MU CALL $32.35MTime14:25 ET Strike$290.00 Expiry2027-06-17 Qty500 Price$646.91 SentimentNA
- 22 MU CALL $31.88MTime14:25 ET Strike$300.00 Expiry2027-06-17 Qty500 Price$637.61 SentimentNA
- 23 SPX PUT $31.86MTime11:09 ET Strike$7,700.00 Expiry2026-12-18 Qty1,300 Price$245.10 SentimentNA
- 24 RUT PUT $25.61MTime13:02 ET Strike$2,900.00 Expiry2026-12-18 Qty2,240 Price$114.31 SentimentBEARISH
- 25 SPX CALL $25.58MTime11:09 ET Strike$7,700.00 Expiry2026-12-18 Qty1,300 Price$196.75 SentimentNA