Daily Flow Deep Dive - August 10, 2026
Market Pulse
SPY holds 773 with 7 straight closes above the 21 EMA. The stack is fully bullish: price over the 8 EMA at 764, 21 EMA at 754, 50 SMA at 747, and 200 SMA at 700. Every moving average is trending up and spaced clean. Flat close but the structure stays intact.
QQQ sits at 720 with 6 consecutive closes above the 21 EMA. Price is above the 8 EMA at 711 and the 21 at 705, but the 50 SMA at 714 was just reclaimed. The 200 SMA at 647 is far below. Small red day, trend structure unbroken.
VIX 15.46 (+3.76%)
Opening
Bullish premium led at $333.5M against $141.0M bearish, a net bull tilt of $192.5M. MSFT topped the tape at $47.0M with semis stacking behind it in SMH, NVDA, and MU. Bearish flow was concentrated in EWY and PLTR.
Options Flow Heat Map
Dark Pool Heat Map
Dark Pool Side Accuracy
The prints shown here represent filtered institutional block activity from the raw SIP tape. Extended-hours clearing prints, broker-matched crosses, and post-close settlement noise are removed before scoring. Side direction is classified using execution price relative to the live bid/ask at each print — the AGG% score shows how decisively price crossed the spread: 100% swept the ask, 0% hit the bid.
Prints marked ◆ carry the highest conviction. A corresponding options hedge was detected on the same name within 30 seconds, independently confirming both the block and its direction via Black-Scholes delta matching. Where the options tape and dark pool agree on the same name simultaneously, the signal is institutional across both markets.
For unconfirmed prints, side is a strong inference. Confidence is highest in liquid, tight-spread names. In wide markets or lower-ADV names, treat direction as context rather than conviction until corroborated by the options tape or the technical picture.
