Daily Report
Friday, September 18, 2026
Writing session chart
Writing totals
Put: $2.16B (4,982,243)
Call: $5.50B (6,403,825)
Trades: 126,598
Bullish 28.3% 71.7% Bearish
Put share of premium reads as bullish (dashboard convention).
SPY expected move
Expected move0.05%
Straddle mid$0.40
Strike$763.00
Upper breakeven$763.40
Lower breakeven$762.60
Underlying$762.69
SPY session prices
Open$761.31
High$761.65
Low$758.27
Close$761.64
Prev close (2026-09-17)$760.71
Dark pool top 10 by premium
- 1 SPY 4,500,000 @ $758.80 $3.41B 13:22 ET
- 2 SPY 4,500,000 @ $758.80 $3.41B 13:22 ET
- 3 SPY 3,968,122 @ $762.69 $3.03B 11:23 ET
- 4 AAPL 7,683,404 @ $338.35 $2.60B 09:30 ET
- 5 QQQ 2,387,265 @ $721.45 $1.72B 16:00 ET
- 6 SPY 1,976,015 @ $761.69 $1.51B 16:00 ET
- 7 AAPL 3,707,746 @ $336.13 $1.25B 16:00 ET
- 8 NVDA 5,603,890 @ $222.27 $1.25B 16:00 ET
- 9 SPY 1,115,937 @ $762.69 $851.12M 11:02 ET
- 10 SPY 1,115,937 @ $762.69 $851.11M 09:37 ET
Top 25 largest option trades
| # | Time | Symbol | Side | Strike | Expiry | Qty | Price | Premium | Sentiment |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 14:36 | META | CALL | $0.00 | 7,000 | $666.80 | $466.76M | NA | |
| 2 | 10:17 | SPX | CALL | $7,000.00 | 2027-09-17 | 4,000 | $1,124.03 | $449.61M | NA |
| 3 | 14:46 | SPX | CALL | $7,000.00 | 2026-12-18 | 3,609 | $757.60 | $273.42M | BEARISH |
| 4 | 09:50 | SPX | CALL | $7,000.00 | 2026-11-20 | 3,370 | $717.80 | $241.90M | BULLISH |
| 5 | 14:36 | META | CALL | $0.00 | 3,500 | $665.75 | $233.01M | NA | |
| 6 | 14:44 | SPX | PUT | $7,700.00 | 2026-12-18 | 11,000 | $207.70 | $228.47M | NA |
| 7 | 10:17 | SPX | PUT | $8,000.00 | 2027-09-17 | 4,000 | $514.99 | $206.00M | NA |
| 8 | 14:44 | SPX | CALL | $7,700.00 | 2026-12-18 | 9,500 | $209.52 | $199.04M | NA |
| 9 | 10:19 | SPX | CALL | $7,000.00 | 2026-12-18 | 2,500 | $746.32 | $186.58M | BEARISH |
| 10 | 10:17 | SPX | CALL | $8,000.00 | 2027-09-17 | 4,000 | $451.22 | $180.49M | NA |
| 11 | 14:36 | META | CALL | $0.00 | 2,700 | $666.95 | $180.08M | NA | |
| 12 | 14:46 | SPX | PUT | $8,000.00 | 2026-12-18 | 3,609 | $370.85 | $133.84M | BEARISH |
| 13 | 15:28 | META | CALL | $0.00 | 1,900 | $667.05 | $126.74M | NA | |
| 14 | 09:50 | SPX | PUT | $8,000.00 | 2026-11-20 | 3,370 | $357.45 | $120.46M | BULLISH |
| 15 | 14:36 | META | CALL | $0.00 | 1,700 | $667.00 | $113.39M | NA | |
| 16 | 14:36 | META | CALL | $0.00 | 1,600 | $667.20 | $106.75M | NA | |
| 17 | 15:17 | META | CALL | $0.00 | 1,500 | $667.55 | $100.13M | NA | |
| 18 | 10:19 | SPX | PUT | $8,000.00 | 2026-12-18 | 2,500 | $383.96 | $95.99M | BEARISH |
| 19 | 10:17 | SPX | PUT | $7,000.00 | 2027-09-17 | 4,000 | $236.40 | $94.56M | NA |
| 20 | 14:36 | META | CALL | $0.00 | 1,400 | $666.10 | $93.25M | NA | |
| 21 | 14:36 | META | CALL | $0.00 | 1,300 | $666.75 | $86.68M | NA | |
| 22 | 14:36 | META | CALL | $0.00 | 1,200 | $666.65 | $80.00M | NA | |
| 23 | 15:17 | META | CALL | $0.00 | 1,100 | $667.55 | $73.43M | NA | |
| 24 | 15:56 | MSTR | CALL | $40.00 | 6,173 | $113.80 | $70.25M | NA | |
| 25 | 15:56 | MSTR | CALL | $50.00 | 6,272 | $103.88 | $65.15M | NA |
- 1 META CALL $466.76MTime14:36 ET Strike$0.00 Expiry Qty7,000 Price$666.80 SentimentNA
- 2 SPX CALL $449.61MTime10:17 ET Strike$7,000.00 Expiry2027-09-17 Qty4,000 Price$1,124.03 SentimentNA
- 3 SPX CALL $273.42MTime14:46 ET Strike$7,000.00 Expiry2026-12-18 Qty3,609 Price$757.60 SentimentBEARISH
- 4 SPX CALL $241.90MTime09:50 ET Strike$7,000.00 Expiry2026-11-20 Qty3,370 Price$717.80 SentimentBULLISH
- 5 META CALL $233.01MTime14:36 ET Strike$0.00 Expiry Qty3,500 Price$665.75 SentimentNA
- 6 SPX PUT $228.47MTime14:44 ET Strike$7,700.00 Expiry2026-12-18 Qty11,000 Price$207.70 SentimentNA
- 7 SPX PUT $206.00MTime10:17 ET Strike$8,000.00 Expiry2027-09-17 Qty4,000 Price$514.99 SentimentNA
- 8 SPX CALL $199.04MTime14:44 ET Strike$7,700.00 Expiry2026-12-18 Qty9,500 Price$209.52 SentimentNA
- 9 SPX CALL $186.58MTime10:19 ET Strike$7,000.00 Expiry2026-12-18 Qty2,500 Price$746.32 SentimentBEARISH
- 10 SPX CALL $180.49MTime10:17 ET Strike$8,000.00 Expiry2027-09-17 Qty4,000 Price$451.22 SentimentNA
- 11 META CALL $180.08MTime14:36 ET Strike$0.00 Expiry Qty2,700 Price$666.95 SentimentNA
- 12 SPX PUT $133.84MTime14:46 ET Strike$8,000.00 Expiry2026-12-18 Qty3,609 Price$370.85 SentimentBEARISH
- 13 META CALL $126.74MTime15:28 ET Strike$0.00 Expiry Qty1,900 Price$667.05 SentimentNA
- 14 SPX PUT $120.46MTime09:50 ET Strike$8,000.00 Expiry2026-11-20 Qty3,370 Price$357.45 SentimentBULLISH
- 15 META CALL $113.39MTime14:36 ET Strike$0.00 Expiry Qty1,700 Price$667.00 SentimentNA
- 16 META CALL $106.75MTime14:36 ET Strike$0.00 Expiry Qty1,600 Price$667.20 SentimentNA
- 17 META CALL $100.13MTime15:17 ET Strike$0.00 Expiry Qty1,500 Price$667.55 SentimentNA
- 18 SPX PUT $95.99MTime10:19 ET Strike$8,000.00 Expiry2026-12-18 Qty2,500 Price$383.96 SentimentBEARISH
- 19 SPX PUT $94.56MTime10:17 ET Strike$7,000.00 Expiry2027-09-17 Qty4,000 Price$236.40 SentimentNA
- 20 META CALL $93.25MTime14:36 ET Strike$0.00 Expiry Qty1,400 Price$666.10 SentimentNA
- 21 META CALL $86.68MTime14:36 ET Strike$0.00 Expiry Qty1,300 Price$666.75 SentimentNA
- 22 META CALL $80.00MTime14:36 ET Strike$0.00 Expiry Qty1,200 Price$666.65 SentimentNA
- 23 META CALL $73.43MTime15:17 ET Strike$0.00 Expiry Qty1,100 Price$667.55 SentimentNA
- 24 MSTR CALL $70.25MTime15:56 ET Strike$40.00 Expiry Qty6,173 Price$113.80 SentimentNA
- 25 MSTR CALL $65.15MTime15:56 ET Strike$50.00 Expiry Qty6,272 Price$103.88 SentimentNA