Weekly Options Flow Report for August 31–September 4, 2026

Weekly options flow highlights

Options flow for the week of August 31 through September 4 totaled 92,978 signals and $22.4 billion in premium, with buying activity outpacing selling by roughly three to one (76.5% buy-leaning by dollar premium). Tech names accounted for the largest share of premium at $11.7 billion, followed by ETF-linked flow at $7.3 billion and consumer names at $3.5 billion. QQQ, SPY, MU, SNDK, and TSLA led individual ticker premium for the week. Daily conditions were classified as range-bound from Monday through Thursday, with average VIX readings between roughly 14.7 and 15.8, before Friday's session was classified as trending, alongside the week's lowest average VIX reading. The week's largest individual prints included a $113.5 million QQQ put purchase and a $92.6 million QQQ call sale at different strikes on the same December expiration, alongside large single-ticker positioning in GOOGL, BURL, LULU, and MSTR. Ten tickers showed premium at least six times their trailing four-week average, led by MCD and BURL on a relative basis and GS on an absolute-dollar basis. Two put sweeps in SMH landed at adjacent strikes on the same expiration within the week. This report describes observed options-flow activity only -- see the caveat below for what it does not establish.

• →Buying activity outpaced selling by roughly three to one on a premium basis this week (76.5% buy-leaning), with tech and ETF-linked flow together accounting for over 80% of total premium.
• →The week traded in a range-bound classification Monday through Thursday before shifting to a trending classification on Friday, alongside the week's lowest average VIX reading.
• →Two put sweeps in SMH landed at adjacent strikes (530 and 550) on the same November expiration this week, both classified as opening activity.
• →Ten tickers posted premium at least six times their trailing four-week average this week. MCD and BURL showed the largest relative multiples (50x and 33.6x normal), while GS carried the largest absolute premium among them at $446 million.

Sector options flow breakdown

Options flow by sector for August 31–September 4, 2026 — total observed premium ($22.4B across 92,978 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 2026-08-31 through 2026-09-04, 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: This report describes observed options-flow premium and NBBO-based execution classification for the stated week -- it does not identify who placed any trade, why, or whether it was profitable. 'Buy' and 'sell' lean reflect execution-side classification against the displayed quote at the time of the trade, not a claim about direction being correct or an outcome. Sweep classification reflects trade mechanics (number of fills, exchanges, and timing) and can arise from a single participant, multiple unrelated participants, or algorithmic order slicing -- it is not evidence of coordinated activity. Anomaly multiples are calculated against each ticker's own trailing four-week average and can be driven by a small number of large prints rather than broad-based activity. Nothing in this report is a recommendation, a prediction, or a claim that past flow patterns indicate future price movement. Read the Profit Builders methodology for how signals are classified and what QUALIFIED and PASS mean.