Daily Report
Thursday, September 17, 2026
Writing session chart
Writing totals
Put: $7.66B (6,382,556)
Call: $2.94B (5,835,537)
Trades: 126,931
Bullish 72.2% 27.8% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.06%
Straddle mid$0.45
Strike$762.00
Upper breakeven$762.46
Lower breakeven$761.55
Underlying$762.14
SPY session prices
Open$763.16
High$763.16
Low$760.25
Close$762.64
Prev close (2026-09-16)$754.05
Dark pool top 10 by premium
- 1 AAPL 8,931,390 @ $337.00 $3.01B 16:00 ET
- 2 SPY 1,300,000 @ $763.33 $992.33M 16:02 ET
- 3 SPY 1,300,000 @ $763.33 $992.33M 16:02 ET
- 4 SPY 1,237,460 @ $762.60 $943.69M 16:00 ET
- 5 QQQ 1,184,257 @ $716.92 $849.02M 16:00 ET
- 6 QQQ 985,000 @ $716.35 $705.60M 14:27 ET
- 7 SPY 525,245 @ $761.55 $400.00M 11:05 ET
- 8 IWM 1,256,380 @ $285.43 $358.61M 16:00 ET
- 9 QQQ 406,192 @ $714.91 $290.39M 11:04 ET
- 10 QQQ 370,000 @ $717.30 $265.40M 15:45 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 12:51 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,950 | $764.65 | $302.04M | NA |
| 2 | 14:29 | SPCX | PUT | $205.00 | 2026-09-18 | 41,220 | $50.00 | $206.10M | NA |
| 3 | 10:06 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,500 | $710.17 | $177.54M | BULLISH |
| 4 | 10:08 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,400 | $710.17 | $170.44M | BULLISH |
| 5 | 12:10 | SPX | CALL | $7,700.00 | 2026-12-18 | 7,500 | $216.30 | $162.22M | NA |
| 6 | 12:10 | SPX | PUT | $7,700.00 | 2026-12-18 | 7,500 | $210.28 | $157.71M | NA |
| 7 | 14:29 | SPCX | PUT | $200.00 | 2026-09-18 | 34,440 | $45.00 | $154.98M | NA |
| 8 | 12:51 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,950 | $370.00 | $146.15M | NA |
| 9 | 11:06 | SPX | CALL | $7,000.00 | 2026-11-20 | 2,000 | $706.16 | $141.23M | NA |
| 10 | 11:54 | SPX | CALL | $7,700.00 | 2026-12-18 | 6,500 | $215.51 | $140.08M | NA |
| 11 | 11:54 | SPX | PUT | $7,700.00 | 2026-12-18 | 6,500 | $211.00 | $137.15M | NA |
| 12 | 11:07 | SPX | CALL | $7,000.00 | 2026-09-18 | 2,000 | $632.03 | $126.41M | BULLISH |
| 13 | 14:33 | SPCX | PUT | $205.00 | 2026-09-18 | 22,400 | $50.45 | $113.01M | NA |
| 14 | 10:06 | SPX | PUT | $8,000.00 | 2026-11-20 | 2,500 | $367.42 | $91.86M | BULLISH |
| 15 | 14:33 | SPCX | PUT | $200.00 | 2026-09-18 | 20,000 | $45.25 | $90.50M | NA |
| 16 | 10:08 | SPX | PUT | $8,000.00 | 2026-11-20 | 2,400 | $367.42 | $88.18M | BULLISH |
| 17 | 15:48 | IWM | PUT | $315.00 | 2026-09-18 | 29,750 | $29.30 | $87.17M | NA |
| 18 | 14:39 | SPCX | PUT | $205.00 | 2026-09-18 | 15,700 | $50.35 | $79.05M | NA |
| 19 | 15:43 | SPCX | PUT | $205.00 | 2026-09-18 | 14,978 | $49.70 | $74.44M | NA |
| 20 | 11:06 | SPX | PUT | $8,000.00 | 2026-11-20 | 2,000 | $371.67 | $74.33M | NA |
| 21 | 11:07 | SPX | PUT | $8,000.00 | 2026-09-18 | 2,000 | $367.97 | $73.59M | BULLISH |
| 22 | 14:29 | SPCX | PUT | $205.00 | 2026-09-18 | 15,000 | $49.05 | $73.58M | NA |
| 23 | 14:48 | LULU | PUT | $0.00 | 2026-12-18 | 3,450 | $201.80 | $69.62M | NA |
| 24 | 15:58 | LULU | PUT | $0.00 | 2026-12-18 | 3,454 | $201.05 | $69.44M | NA |
| 25 | 14:33 | AMGN | PUT | $460.00 | 2026-10-16 | 8,430 | $80.95 | $68.24M | NA |
- 1 SPX CALL $302.04MTime12:51 ET Strike$7,000.00 Expiry2026-12-18 Qty3,950 Price$764.65 SentimentNA
- 2 SPCX PUT $206.10MTime14:29 ET Strike$205.00 Expiry2026-09-18 Qty41,220 Price$50.00 SentimentNA
- 3 SPX CALL $177.54MTime10:06 ET Strike$7,000.00 Expiry2026-11-20 Qty2,500 Price$710.17 SentimentBULLISH
- 4 SPX CALL $170.44MTime10:08 ET Strike$7,000.00 Expiry2026-11-20 Qty2,400 Price$710.17 SentimentBULLISH
- 5 SPX CALL $162.22MTime12:10 ET Strike$7,700.00 Expiry2026-12-18 Qty7,500 Price$216.30 SentimentNA
- 6 SPX PUT $157.71MTime12:10 ET Strike$7,700.00 Expiry2026-12-18 Qty7,500 Price$210.28 SentimentNA
- 7 SPCX PUT $154.98MTime14:29 ET Strike$200.00 Expiry2026-09-18 Qty34,440 Price$45.00 SentimentNA
- 8 SPX PUT $146.15MTime12:51 ET Strike$8,000.00 Expiry2026-12-18 Qty3,950 Price$370.00 SentimentNA
- 9 SPX CALL $141.23MTime11:06 ET Strike$7,000.00 Expiry2026-11-20 Qty2,000 Price$706.16 SentimentNA
- 10 SPX CALL $140.08MTime11:54 ET Strike$7,700.00 Expiry2026-12-18 Qty6,500 Price$215.51 SentimentNA
- 11 SPX PUT $137.15MTime11:54 ET Strike$7,700.00 Expiry2026-12-18 Qty6,500 Price$211.00 SentimentNA
- 12 SPX CALL $126.41MTime11:07 ET Strike$7,000.00 Expiry2026-09-18 Qty2,000 Price$632.03 SentimentBULLISH
- 13 SPCX PUT $113.01MTime14:33 ET Strike$205.00 Expiry2026-09-18 Qty22,400 Price$50.45 SentimentNA
- 14 SPX PUT $91.86MTime10:06 ET Strike$8,000.00 Expiry2026-11-20 Qty2,500 Price$367.42 SentimentBULLISH
- 15 SPCX PUT $90.50MTime14:33 ET Strike$200.00 Expiry2026-09-18 Qty20,000 Price$45.25 SentimentNA
- 16 SPX PUT $88.18MTime10:08 ET Strike$8,000.00 Expiry2026-11-20 Qty2,400 Price$367.42 SentimentBULLISH
- 17 IWM PUT $87.17MTime15:48 ET Strike$315.00 Expiry2026-09-18 Qty29,750 Price$29.30 SentimentNA
- 18 SPCX PUT $79.05MTime14:39 ET Strike$205.00 Expiry2026-09-18 Qty15,700 Price$50.35 SentimentNA
- 19 SPCX PUT $74.44MTime15:43 ET Strike$205.00 Expiry2026-09-18 Qty14,978 Price$49.70 SentimentNA
- 20 SPX PUT $74.33MTime11:06 ET Strike$8,000.00 Expiry2026-11-20 Qty2,000 Price$371.67 SentimentNA
- 21 SPX PUT $73.59MTime11:07 ET Strike$8,000.00 Expiry2026-09-18 Qty2,000 Price$367.97 SentimentBULLISH
- 22 SPCX PUT $73.58MTime14:29 ET Strike$205.00 Expiry2026-09-18 Qty15,000 Price$49.05 SentimentNA
- 23 LULU PUT $69.62MTime14:48 ET Strike$0.00 Expiry2026-12-18 Qty3,450 Price$201.80 SentimentNA
- 24 LULU PUT $69.44MTime15:58 ET Strike$0.00 Expiry2026-12-18 Qty3,454 Price$201.05 SentimentNA
- 25 AMGN PUT $68.24MTime14:33 ET Strike$460.00 Expiry2026-10-16 Qty8,430 Price$80.95 SentimentNA