Weekly Options Flow Report for August 24–28, 2026

Weekly options flow highlights

Options flow observed during the week of August 24–28, 2026 totaled $20.97 billion in premium across 88,636 signals, with 75.8% classified as buy-side and 24.2% as sell-side. Every trading day of the week was classified in a RANGING regime, with average VIX declining from 15.82 on Monday to 14.45 on Friday. Thursday, August 27 recorded $5.17 billion in buy-classified premium, the most active session of the week by a wide margin against a roughly $2.68 billion daily average across the remaining four sessions. Micron (MU) ranked third by observed premium at $1.75 billion across 7,467 signals — an unusual position for a single name above broad-market ETFs — occurring in proximity to its scheduled earnings date. Four names, JNJ, WMT, BURL, and ETSY, recorded premium well above their trailing four-week baseline in both absolute size and signal count. These observations describe detected options activity and classification; they do not independently establish investor intent or forecast price direction.

• →88,636 signals were observed during the week of August 24–28, with $20.97B in total premium — 75.8% buy-classified, 24.2% sell-classified.
• →Thursday, August 27 recorded $5.17B in buy-classified premium, the largest single-day total of the week and nearly double the roughly $2.68B average of the other four sessions.
• →MU ranked third by premium at $1.75B across 7,467 signals, an unusual position for a single name relative to broad-market ETFs, occurring in proximity to its scheduled earnings date.
• →Technology sector premium totaled $12.95B, more than the ETF sector's $6.69B, the next-largest category.
• →The week's largest individual print was a $153.4M MCHP call position at the 65 strike, December expiration, classified PASS rather than QUALIFIED.

Sector options flow breakdown

Options flow by sector for August 24–28, 2026 — total observed premium ($21.0B across 88,636 signals) grouped by sector.

Largest unusual options trades

The largest single trades by premium observed this week.

Notable options sweeps this week

The largest sweep orders — trades filled aggressively across multiple exchanges at once, a signal of urgency. See Sweep vs Block vs Dark Pool for how to read them.

Week-over-week options activity changes

Symbols whose weekly premium moved sharply against their trailing four-week baseline — the clearest read on unusual options activity this week versus a typical week for that name.

Methodology and data coverage

This report covers weekly options market activity from 2026-08-24 through 2026-08-28, built from the same signal-classification pipeline and conviction grading (QUALIFIED / PASS) used across Profit Builders' live scanner. Read the Profit Builders methodology for how signals are classified and what's published for review.

What this data does not tell you: Observed options activity describes reported trade size, classification, and contract structure. It does not predict price direction, confirm investor intent, or constitute investment advice. The week's single largest print, a $153.4 million MCHP call position, was classified PASS rather than QUALIFIED — premium size alone does not determine whether a signal clears Profit Builders' filter criteria. The week's largest same-day (0DTE) print was a $100.8 million SNDK buy-classified call trade; Profit Builders recorded its outcome as SCRATCH, illustrating that a large or buy-classified print should not be treated as a stand-alone directional conclusion. MGM's premium reached 29.1× its trailing four-week baseline, the largest multiple observed this week, but that baseline was approximately $476,000 — a small base that makes the multiple less comparable to JNJ, WMT, BURL, and ETSY, whose anomalies are larger in absolute premium. Read the Profit Builders methodology for how signals are classified and what QUALIFIED and PASS mean.