Daily Flow Deep Dive — June 26, 2026
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Market Pulse
SPY logs a fourth straight close below the 21 EMA at 738.5. Price is now also under the 8 EMA and the 50 SMA at 732.69. The 8/21 stack stays inverted and the tape is heavy. Bulls have nothing to work with above until they reclaim 732.
QQQ is the weaker index, down 1.38% and four closes below the 21 EMA. Price sits under the 8, 21, and 50 SMA at 702.1. The 50 is the line that matters now. Lose it and the slide accelerates.
VIX 18.41 (-2.54%)
Opening
Net premium leans bull by $497.3M despite the red tape. Semis lead with SMH at $138.9M and NVDA at $97.2M, while MU drew $57.5M in bearish flow. Buyers stepped into software via IGV at $74.7M.
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.
