TRU-SENTIMENT ยท DeltaNeutral
Premium Harvesting Analysis - 09/10/2026 03:45 PM โ TRU-SENTIMENT
Premium Harvesting Analysis - 09/10/2026 03:45 PM
- Symbol
- SPXW
- Published
- 2026-09-10 15:45:00 ET
- Author
- DeltaNeutral staff
Premium Harvesting Options Analysis
Time: 03:45 PM (09/10/2026)
Method: OTM, high-volume options likely being sold for premium (delta 0.10-0.30 calls, -0.10 to -0.30 puts)
๐ค AI Market Insight (DeepSeek)
The data shows significantly higher put volume relative to call volume across major indices (SPXW, SPY, SPX, QQQ) and MU, with C/P ratios well below 1. This suggests strong demand for downside protection, likely reflecting hedging activity or bearish sentiment. The elevated put volumes, particularly in SPXW and SPY, indicate institutional players may be positioning for potential market weakness or volatility.
Market Overview
Total Dollar Volume: $1,984,838,734
Call Selling Volume: $842,751,540
Put Selling Volume: $1,142,087,194
Total Symbols: 406
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Top Premium Harvesting Symbols
1. SPXW - $284,904,530 total volume
Call: $85,518,260 | Put: $199,386,270 | Strategy: cash_secured_puts | Top Call Strike: 7700.0 | Top Put Strike: 7450.0 | Exp: 2026-09-25
2. SPY - $193,187,311 total volume
Call: $40,196,447 | Put: $152,990,864 | Strategy: cash_secured_puts | Top Call Strike: 770.0 | Top Put Strike: 740.0 | Exp: 2026-09-25
3. SPX - $180,933,550 total volume
Call: $41,991,850 | Put: $138,941,700 | Strategy: cash_secured_puts | Top Call Strike: 7800.0 | Top Put Strike: 7400.0 | Exp: 2026-10-16
4. QQQ - $140,489,208 total volume
Call: $32,896,413 | Put: $107,592,795 | Strategy: cash_secured_puts | Top Call Strike: 715.0 | Top Put Strike: 685.0 | Exp: 2026-09-25
5. MU - $100,320,846 total volume
Call: $46,151,673 | Put: $54,169,173 | Strategy: cash_secured_puts | Top Call Strike: 1010.0 | Top Put Strike: 950.0 | Exp: 2026-09-25
6. META - $75,401,202 total volume
Call: $56,026,041 | Put: $19,375,161 | Strategy: covered_call_premium | Top Call Strike: 710.0 | Top Put Strike: 600.0 | Exp: 2026-09-25
7. TSLA - $74,982,781 total volume
Call: $41,789,447 | Put: $33,193,334 | Strategy: covered_call_premium | Top Call Strike: 370.0 | Top Put Strike: 330.0 | Exp: 2026-09-25
8. AAPL - $70,761,140 total volume
Call: $46,120,619 | Put: $24,640,521 | Strategy: covered_call_premium | Top Call Strike: 330.0 | Top Put Strike: 322.5 | Exp: 2026-09-25
9. IWM - $57,675,795 total volume
Call: $13,310,280 | Put: $44,365,515 | Strategy: cash_secured_puts | Top Call Strike: 292.0 | Top Put Strike: 274.0 | Exp: 2026-09-25
10. NVDA - $56,669,501 total volume
Call: $36,113,508 | Put: $20,555,993 | Strategy: covered_call_premium | Top Call Strike: 230.0 | Top Put Strike: 215.0 | Exp: 2026-09-25
11. ORCL - $54,866,654 total volume
Call: $34,638,242 | Put: $20,228,412 | Strategy: covered_call_premium | Top Call Strike: 180.0 | Top Put Strike: 140.0 | Exp: 2026-09-25
12. SNDK - $41,333,040 total volume
Call: $18,112,850 | Put: $23,220,190 | Strategy: cash_secured_puts | Top Call Strike: 1800.0 | Top Put Strike: 1600.0 | Exp: 2026-09-25
13. SPCX - $28,666,061 total volume
Call: $17,930,225 | Put: $10,735,836 | Strategy: covered_call_premium | Top Call Strike: 152.5 | Top Put Strike: 135.0 | Exp: 2026-09-25
14. AMD - $25,913,131 total volume
Call: $13,403,157 | Put: $12,509,974 | Strategy: covered_call_premium | Top Call Strike: 530.0 | Top Put Strike: 470.0 | Exp: 2026-09-25
15. VIX - $25,149,042 total volume
Call: $21,250,019 | Put: $3,899,023 | Strategy: covered_call_premium | Top Call Strike: 25.0 | Top Put Strike: 17.0 | Exp: 2026-10-21
16. RUT - $22,315,010 total volume
Call: $5,629,660 | Put: $16,685,350 | Strategy: cash_secured_puts | Top Call Strike: 2950.0 | Top Put Strike: 2800.0 | Exp: 2026-09-25
17. USO - $17,309,876 total volume
Call: $6,357,224 | Put: $10,952,652 | Strategy: cash_secured_puts | Top Call Strike: 170.0 | Top Put Strike: 145.0 | Exp: 2026-09-25
18. GOOGL - $16,957,514 total volume
Call: $14,994,812 | Put: $1,962,702 | Strategy: covered_call_premium | Top Call Strike: 355.0 | Top Put Strike: 315.0 | Exp: 2026-09-25
19. GLD - $16,700,596 total volume
Call: $7,464,476 | Put: $9,236,120 | Strategy: cash_secured_puts | Top Call Strike: 402.0 | Top Put Strike: 390.0 | Exp: 2026-09-25
20. TLT - $15,521,086 total volume
Call: $2,974,382 | Put: $12,546,704 | Strategy: cash_secured_puts | Top Call Strike: 83.0 | Top Put Strike: 79.0 | Exp: 2026-09-25
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Methodology
This analysis focuses on options most likely being sold for premium (income generation), using delta 0.10-0.30 for calls and -0.10 to -0.30 for puts, with reasonable ask price and volume. These are typically used for covered calls and cash-secured puts.
For In-Depth Market Analysis & Detailed Insights visit tru-sentiment.com
Professional market intelligence and sentiment analysis
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