Daily Report
Wednesday, September 16, 2026
Writing session chart
Writing totals
Put: $3.94B (4,495,961)
Call: $7.08B (5,811,556)
Trades: 115,964
Bullish 35.8% 64.2% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.10%
Straddle mid$0.74
Strike$754.00
Upper breakeven$754.74
Lower breakeven$753.27
Underlying$754.05
SPY session prices
Open$759.50
High$761.05
Low$750.68
Close$754.09
Prev close (2026-09-15)$757.39
Dark pool top 10 by premium
- 1 AAPL 8,077,000 @ $332.41 $2.68B 16:00 ET
- 2 SPY 1,334,460 @ $754.05 $1.01B 16:00 ET
- 3 SPY 850,000 @ $753.82 $640.75M 15:56 ET
- 4 SPY 530,000 @ $760.48 $403.05M 11:17 ET
- 5 SPY 470,000 @ $752.84 $353.84M 15:45 ET
- 6 QQQ 485,906 @ $704.72 $342.43M 16:00 ET
- 7 IWM 1,200,000 @ $283.92 $340.70M 16:00 ET
- 8 SPY 412,000 @ $759.26 $312.82M 10:49 ET
- 9 SPY 412,000 @ $759.26 $312.82M 09:35 ET
- 10 QQQ 420,000 @ $705.66 $296.38M 16:03 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 11:36 | SPX | CALL | $5,000.00 | 2026-09-18 | 2,000 | $2,615.00 | $523.00M | NA |
| 2 | 11:37 | SPX | CALL | $7,000.00 | 2026-10-16 | 7,200 | $655.23 | $471.77M | NA |
| 3 | 12:48 | SPX | CALL | $7,000.00 | 2026-11-20 | 5,300 | $707.75 | $375.11M | NA |
| 4 | 11:34 | SPX | CALL | $7,000.00 | 2026-09-18 | 6,000 | $616.93 | $370.16M | NA |
| 5 | 14:16 | SPX | CALL | $7,100.00 | 2026-12-18 | 5,000 | $660.00 | $330.00M | NA |
| 6 | 11:37 | SPX | PUT | $8,000.00 | 2026-10-16 | 7,200 | $366.19 | $263.66M | NA |
| 7 | 10:11 | SPX | CALL | $5,000.00 | 2026-09-18 | 1,000 | $2,611.77 | $261.18M | NA |
| 8 | 14:16 | SPX | CALL | $7,100.00 | 2026-09-18 | 5,000 | $514.00 | $257.00M | NA |
| 9 | 13:29 | SPX | CALL | $7,000.00 | 2027-02-19 | 3,000 | $841.50 | $252.45M | NA |
| 10 | 14:16 | SPX | PUT | $8,100.00 | 2026-09-18 | 5,000 | $486.00 | $243.00M | NA |
| 11 | 10:12 | SPX | CALL | $5,000.00 | 2026-09-18 | 900 | $2,611.77 | $235.06M | NA |
| 12 | 14:16 | SPX | PUT | $8,100.00 | 2026-12-18 | 5,000 | $464.30 | $232.15M | NA |
| 13 | 11:34 | SPX | PUT | $8,000.00 | 2026-09-18 | 6,000 | $383.67 | $230.20M | NA |
| 14 | 12:58 | SPX | CALL | $7,000.00 | 2026-09-18 | 3,500 | $614.25 | $214.99M | NA |
| 15 | 12:48 | SPX | PUT | $8,000.00 | 2026-11-20 | 5,300 | $376.45 | $199.52M | NA |
| 16 | 11:35 | SPX | CALL | $7,000.00 | 2026-10-16 | 3,000 | $654.60 | $196.38M | NA |
| 17 | 10:10 | SPX | CALL | $6,000.00 | 2026-09-18 | 1,000 | $1,612.41 | $161.24M | NA |
| 18 | 10:12 | SPX | CALL | $6,000.00 | 2026-09-18 | 900 | $1,612.41 | $145.12M | BULLISH |
| 19 | 12:45 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,000 | $706.55 | $141.31M | BEARISH |
| 20 | 12:58 | SPX | PUT | $8,000.00 | 2026-09-18 | 3,500 | $386.25 | $135.19M | NA |
| 21 | 13:29 | SPX | PUT | $8,000.00 | 2027-02-19 | 3,000 | $415.80 | $124.74M | NA |
| 22 | 12:45 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,000 | $615.36 | $123.07M | NA |
| 23 | 11:35 | SPX | PUT | $8,000.00 | 2026-10-16 | 3,000 | $366.81 | $110.04M | NA |
| 24 | 10:05 | SPX | CALL | $7,000.00 | 2026-12-18 | 1,200 | $746.50 | $89.58M | BULLISH |
| 25 | 10:10 | SPX | CALL | $7,000.00 | 2027-03-19 | 1,000 | $878.50 | $87.85M | NA |
- 1 SPX CALL $523.00MTime11:36 ET Strike$5,000.00 Expiry2026-09-18 Qty2,000 Price$2,615.00 SentimentNA
- 2 SPX CALL $471.77MTime11:37 ET Strike$7,000.00 Expiry2026-10-16 Qty7,200 Price$655.23 SentimentNA
- 3 SPX CALL $375.11MTime12:48 ET Strike$7,000.00 Expiry2026-11-20 Qty5,300 Price$707.75 SentimentNA
- 4 SPX CALL $370.16MTime11:34 ET Strike$7,000.00 Expiry2026-09-18 Qty6,000 Price$616.93 SentimentNA
- 5 SPX CALL $330.00MTime14:16 ET Strike$7,100.00 Expiry2026-12-18 Qty5,000 Price$660.00 SentimentNA
- 6 SPX PUT $263.66MTime11:37 ET Strike$8,000.00 Expiry2026-10-16 Qty7,200 Price$366.19 SentimentNA
- 7 SPX CALL $261.18MTime10:11 ET Strike$5,000.00 Expiry2026-09-18 Qty1,000 Price$2,611.77 SentimentNA
- 8 SPX CALL $257.00MTime14:16 ET Strike$7,100.00 Expiry2026-09-18 Qty5,000 Price$514.00 SentimentNA
- 9 SPX CALL $252.45MTime13:29 ET Strike$7,000.00 Expiry2027-02-19 Qty3,000 Price$841.50 SentimentNA
- 10 SPX PUT $243.00MTime14:16 ET Strike$8,100.00 Expiry2026-09-18 Qty5,000 Price$486.00 SentimentNA
- 11 SPX CALL $235.06MTime10:12 ET Strike$5,000.00 Expiry2026-09-18 Qty900 Price$2,611.77 SentimentNA
- 12 SPX PUT $232.15MTime14:16 ET Strike$8,100.00 Expiry2026-12-18 Qty5,000 Price$464.30 SentimentNA
- 13 SPX PUT $230.20MTime11:34 ET Strike$8,000.00 Expiry2026-09-18 Qty6,000 Price$383.67 SentimentNA
- 14 SPX CALL $214.99MTime12:58 ET Strike$7,000.00 Expiry2026-09-18 Qty3,500 Price$614.25 SentimentNA
- 15 SPX PUT $199.52MTime12:48 ET Strike$8,000.00 Expiry2026-11-20 Qty5,300 Price$376.45 SentimentNA
- 16 SPX CALL $196.38MTime11:35 ET Strike$7,000.00 Expiry2026-10-16 Qty3,000 Price$654.60 SentimentNA
- 17 SPX CALL $161.24MTime10:10 ET Strike$6,000.00 Expiry2026-09-18 Qty1,000 Price$1,612.41 SentimentNA
- 18 SPX CALL $145.12MTime10:12 ET Strike$6,000.00 Expiry2026-09-18 Qty900 Price$1,612.41 SentimentBULLISH
- 19 SPX CALL $141.31MTime12:45 ET Strike$7,000.00 Expiry2026-11-20 Qty2,000 Price$706.55 SentimentBEARISH
- 20 SPX PUT $135.19MTime12:58 ET Strike$8,000.00 Expiry2026-09-18 Qty3,500 Price$386.25 SentimentNA
- 21 SPX PUT $124.74MTime13:29 ET Strike$8,000.00 Expiry2027-02-19 Qty3,000 Price$415.80 SentimentNA
- 22 SPX CALL $123.07MTime12:45 ET Strike$7,000.00 Expiry2026-09-18 Qty2,000 Price$615.36 SentimentNA
- 23 SPX PUT $110.04MTime11:35 ET Strike$8,000.00 Expiry2026-10-16 Qty3,000 Price$366.81 SentimentNA
- 24 SPX CALL $89.58MTime10:05 ET Strike$7,000.00 Expiry2026-12-18 Qty1,200 Price$746.50 SentimentBULLISH
- 25 SPX CALL $87.85MTime10:10 ET Strike$7,000.00 Expiry2027-03-19 Qty1,000 Price$878.50 SentimentNA