OPTION FLOW 9/19/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 19, 2023. 11716 trades were executed in SPX overnight, totaling 52001 contracts. (Autocolor () #gth
  2. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    EOSE $2.42 +0.15 +6.58%,
    ENPH $122.90 +5.74 +4.90%,
    CCL $15.46 +0.43 +2.86%,
    CGC $1.17 +0.03 +2.63%,
    NVAX $7.60 +0.19 +2.56%,

    while the biggest losers include:
    NKLA $1.44 -0.15 (-9.43%),
    NIO $9.43 -0.88 (-8.54%),
    MULN $0.57 -0.03 (-4.97%),
    SHOP $57.97 -1.53 (-2.57%),
    DIS $82.95 -2.07 (-2.43%),
    (Autocolor ())
  3. >>Unusual Volume NIO - 5x market weighted volume: 60.6k = 914.8k projected vs 164.1k adv, 51% puts, 4% of OI [NIO 9.41 -0.90 Ref]
  4. >>Unusual Volume DIS - 3x market weighted volume: 44.6k = 674.4k projected vs 200.1k adv, 68% puts, 3% of OI [DIS 82.95 -2.07 Ref]
  5. >>Unusual Volume ENPH - 6x market weighted volume: 21.3k = 322.0k projected vs 50.8k adv, 75% calls, 8% of OI [ENPH 122.90 +5.74 Ref]
  6. >>Unusual Volume SBUX - 3x market weighted volume: 6601 = 99.7k projected vs 33.2k adv, 55% calls, 2% of OI [SBUX 95.31 -1.45 Ref]
  7. >>Unusual Volume PINS - 6x market weighted volume: 18.0k = 272.5k projected vs 43.8k adv, 58% calls, 3% of OI [PINS 24.79 -0.61 Ref]
  8. >>Unusual Volume CVS - 5x market weighted volume: 22.0k = 332.0k projected vs 57.7k adv, 69% calls, 5% of OI [CVS 71.75 +1.05 Ref]
  9. >>Unusual Volume RKLB - 22x market weighted volume: 6064 = 91.6k projected vs 4060 adv, 82% calls, 6% of OI [RKLB 4.72 -0.32 Ref]
  10. >>Unusual Volume SOFI - 3x market weighted volume: 25.4k = 383.9k projected vs 114.2k adv, 94% calls, 2% of OI [SOFI 8.72 +0.06 Ref]
  11. SPLIT TICKET:
    >>1521 VIX Oct23 18th 15.0 Calls $1.60 (CboeTheo=1.58)  MID  [CBOE] 09:30:02.857 IV=72.0% +1.0 0 x $0.00 - $0.00 x 0 Vega=$2538 VIX=15.67 Fwd
  12. SPLIT TICKET:
    >>1500 VIX Sep23 20th 14.0 Calls $0.39 (CboeTheo=0.42)  MID  [CBOE] 09:30:02.858 IV=110.2% +29.4 0 x $0.00 - $0.00 x 0 Vega=$435 VIX=14.13 Fwd
  13. SWEEP DETECTED:
    >>2021 NIO Sep23 22nd 8.5 Puts $0.143 (CboeTheo=0.02)  Above Ask!  [MULTI] 09:30:08.243 IV=96.4% +9.3 PHLX 20 x $0.04 - $0.05 x 6 PHLX  OPENING  Vega=$311 NIO=9.54 Ref
  14. >>Unusual Volume APLS - 17x market weighted volume: 7422 = 112.1k projected vs 6576 adv, 63% calls, 6% of OI [APLS 49.73 +2.73 Ref]
  15. >>Unusual Volume BP - 6x market weighted volume: 8218 = 124.2k projected vs 18.9k adv, 64% calls, 2% of OI [BP 38.94 +0.38 Ref]
  16. SWEEP DETECTED:
    >>3447 SOFI Sep23 22nd 9.0 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 09:31:17.241 IV=58.6% +4.9 EMLD 2027 x $0.07 - $0.08 x 899 EMLD  AUCTION  Vega=$954 SOFI=8.69 Ref
  17. SWEEP DETECTED:
    >>2534 AMZN Sep23 22nd 145 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 09:31:08.734 IV=31.4% +4.1 BXO 163 x $0.10 - $0.11 x 360 C2 Vega=$3993 AMZN=138.18 Ref
  18. SWEEP DETECTED:
    >>2500 U Oct23 6th 31.0 Puts $0.63 (CboeTheo=0.62)  MID  [MULTI] 09:31:35.887 IV=58.1% -0.2 BZX 169 x $0.63 - $0.63 x 1300 MIAX  SSR  Vega=$5672 U=33.57 Ref
  19. >>Unusual Volume X - 6x market weighted volume: 18.2k = 241.1k projected vs 36.9k adv, 62% puts, 4% of OI [X 31.51 +0.98 Ref]
  20. SWEEP DETECTED:
    >>Bearish Delta Impact 1784 SAN Jan24 4.0 Calls $0.15 (CboeTheo=0.17)  BID  [MULTI] 09:32:23.832 IV=31.0% +5.2 BXO 34 x $0.15 - $0.20 x 3505 EDGX
    Delta=37%, EST. IMPACT = 67k Shares ($245k) To Sell SAN=3.67 Ref
  21. >>Unusual Volume CCL - 3x market weighted volume: 14.9k = 196.7k projected vs 65.2k adv, 61% calls [CCL 15.35 +0.30 Ref]
  22. SWEEP DETECTED:
    >>3018 SOFI Sep23 22nd 9.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 09:33:07.990 IV=62.6% +9.0 ARCA 2039 x $0.10 - $0.11 x 993 GEMX Vega=$911 SOFI=8.74 Ref
  23. >>2000 ABR Oct23 10.0 Puts $0.05 (CboeTheo=0.02)  ASK  PHLX 09:33:21.985 IV=88.4% +1.8 MRX 0 x $0.00 - $0.05 x 1910 BOX  FLOOR  Vega=$623 ABR=15.84 Ref
  24. SWEEP DETECTED:
    >>Bullish Delta Impact 969 EQX Jan25 5.0 Calls $1.00 (CboeTheo=0.98)  ASK  [MULTI] 09:33:35.185 IV=52.1% -4.9 NOM 5 x $0.95 - $1.00 x 222 ISE  ISO   SSR 
    Delta=60%, EST. IMPACT = 58k Shares ($260k) To Buy EQX=4.45 Ref
  25. SWEEP DETECTED:
    >>Bullish Delta Impact 1499 FTCI Jan24 2.5 Calls $0.193 (CboeTheo=0.15)  Above Ask!  [MULTI] 09:34:13.451 IV=110.1% -23.0 PHLX 7 x $0.05 - $0.15 x 67 BOX  OPENING 
    Delta=35%, EST. IMPACT = 52k Shares ($74k) To Buy FTCI=1.42 Ref
  26. SWEEP DETECTED:
    >>3002 AMZN Sep23 22nd 140 Calls $0.838 (CboeTheo=0.82)  Above Ask!  [MULTI] 09:35:49.756 IV=30.5% +2.5 BZX 3 x $0.82 - $0.83 x 55 BXO Vega=$14k AMZN=137.99 Ref
  27. SWEEP DETECTED:
    >>2000 CLF Sep23 22nd 14.0 Puts $0.213 (CboeTheo=0.23)  Below Bid!  [MULTI] 09:35:49.801 IV=45.5% +0.6 C2 360 x $0.22 - $0.24 x 439 C2  ISO  Vega=$1058 CLF=14.04 Ref
  28. SWEEP DETECTED:
    >>2502 SOFI Sep23 22nd 9.0 Calls $0.134 (CboeTheo=0.11)  Above Ask!  [MULTI] 09:36:10.510 IV=62.6% +9.0 EMLD 2494 x $0.11 - $0.12 x 14 MPRL Vega=$775 SOFI=8.78 Ref
  29. SWEEP DETECTED:
    >>2000 SOFI Sep23 22nd 9.0 Calls $0.14 (CboeTheo=0.13)  ASK  [MULTI] 09:36:14.653 IV=66.7% +13.0 BZX 85 x $0.12 - $0.14 x 1491 PHLX Vega=$635 SOFI=8.79 Ref
  30. SWEEP DETECTED:
    >>Bearish Delta Impact 1329 FTCI Jan24 2.5 Calls $0.20 (CboeTheo=0.15)  BID  [MULTI] 09:36:47.072 IV=123.2% -9.9 ISE 59 x $0.20 - $0.25 x 941 BOX  OPENING 
    Delta=40%, EST. IMPACT = 54k Shares ($77k) To Sell FTCI=1.44 Ref
  31. >>9650 DIS Sep23 22nd 83.0 Puts $0.80 (CboeTheo=0.78)  ASK  ARCA 09:36:58.596 IV=28.1% -2.9 C2 44 x $0.76 - $0.80 x 9654 ARCA  OPENING  Vega=$30k DIS=83.11 Ref
  32. SWEEP DETECTED:
    >>Bearish Delta Impact 9676 DIS Sep23 22nd 83.0 Puts $0.80 (CboeTheo=0.79)  ASK  [MULTI] 09:36:56.768 IV=27.7% -3.3 C2 84 x $0.76 - $0.80 x 9654 ARCA  OPENING 
    Delta=-47%, EST. IMPACT = 455k Shares ($37.8m) To Sell DIS=83.08 Ref
  33. SWEEP DETECTED:
    >>2641 NKLA Sep23 22nd 1.5 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 09:37:41.951 IV=230.9% -4.3 C2 687 x $0.11 - $0.12 x 490 MPRL  SSR  Vega=$146 NKLA=1.47 Ref
  34. SPLIT TICKET:
    >>2000 SPXW Sep23 19th 4360 Puts $0.07 (CboeTheo=0.07)  MID  [CBOE] 09:38:43.469 IV=28.9% +10.3 CBOE 1638 x $0.05 - $0.10 x 1223 CBOE  LATE  Vega=$4731 SPX=4445.10 Fwd
  35. SPLIT TICKET:
    >>2000 SPXW Sep23 20th 4360 Puts $0.70 (CboeTheo=0.67)  ASK  [CBOE] 09:38:43.469 IV=18.5% +3.2 CBOE 567 x $0.65 - $0.70 x 209 CBOE  LATE - OPENING  Vega=$45k SPX=4445.76 Fwd
  36. SPLIT TICKET:
    >>2000 SPXW Sep23 19th 4370 Puts $0.10 (CboeTheo=0.07)  ASK  [CBOE] 09:38:43.469 IV=27.0% +9.7 CBOE 2857 x $0.05 - $0.10 x 51 CBOE  LATE  Vega=$6612 SPX=4445.10 Fwd
  37. SPLIT TICKET:
    >>2000 SPXW Sep23 20th 4350 Puts $0.52 (CboeTheo=0.50)  ASK  [CBOE] 09:38:43.469 IV=19.3% +3.2 CBOE 821 x $0.45 - $0.55 x 1093 CBOE  LATE - OPENING  Vega=$36k SPX=4445.76 Fwd
  38. >>Unusual Volume MO - 3x market weighted volume: 6318 = 63.3k projected vs 20.7k adv, 88% puts, 2% of OI [MO 43.38 +0.03 Ref]
  39. >>Unusual Volume BILI - 3x market weighted volume: 7214 = 69.7k projected vs 19.7k adv, 53% puts, 2% of OI [BILI 13.62 -0.04 Ref]
  40. >>2000 APLS Oct23 60.0 Calls $1.45 (CboeTheo=1.22)  ASK  ARCA 09:39:36.514 IV=76.4% +1.4 EMLD 1 x $1.00 - $1.45 x 132 PHLX  SPREAD/CROSS  Vega=$9206 APLS=49.88 Ref
  41. >>2000 APLS Oct23 30.0 Puts $0.20 (CboeTheo=0.25)  BID  ARCA 09:39:36.514 IV=102.2% -6.5 EMLD 3 x $0.20 - $0.30 x 1 ARCA  SPREAD/CROSS  Vega=$2072 APLS=49.88 Ref
  42. >>3000 META Sep23 22nd 325 Calls $0.08 (CboeTheo=0.07)  ASK  ARCA 09:39:55.677 IV=36.3% +1.8 C2 113 x $0.07 - $0.08 x 89 ARCA  COB  Vega=$4625 META=302.68 Ref
  43. >>3000 META Sep23 22nd 322.5 Calls $0.12 (CboeTheo=0.13)  BID  ARCA 09:39:55.677 IV=35.2% +1.5 NOM 1 x $0.12 - $0.13 x 94 C2  COB - OPENING  Vega=$6338 META=302.68 Ref
  44. >>4326 PINS Sep23 22nd 27.0 Calls $0.28 (CboeTheo=0.28)  MID  MIAX 09:40:00.986 IV=98.2% +9.3 C2 260 x $0.26 - $0.30 x 114 C2  COB/AUCTION  Vega=$3045 PINS=24.99 Ref
  45. >>4326 PINS Sep23 22nd 23.0 Puts $0.34 (CboeTheo=0.34)  MID  MIAX 09:40:00.986 IV=116.2% +10.6 BOX 148 x $0.32 - $0.35 x 91 GEMX  COB/AUCTION  Vega=$2943 PINS=25.00 Ref
  46. SPLIT TICKET:
    >>3000 SPX Dec23 2600 Puts $1.35 (CboeTheo=1.32)  ASK  [CBOE] 09:40:09.327 IV=44.6% +0.4 CBOE 3318 x $1.25 - $1.40 x 4137 CBOE  FLOOR  Vega=$87k SPX=4493.54 Fwd
  47. SWEEP DETECTED:
    >>2000 AAPL Sep23 29th 170 Puts $0.50 (CboeTheo=0.49)  ASK  [MULTI] 09:40:29.807 IV=26.4% +1.3 BXO 2880 x $0.49 - $0.50 x 2862 BXO  AUCTION  Vega=$13k AAPL=178.38 Ref
  48. >>Unusual Volume AZN - 3x market weighted volume: 5037 = 46.5k projected vs 15.4k adv, 96% puts, 3% of OI [AZN 66.51 -0.12 Ref]
  49. >>Unusual Volume LI - 3x market weighted volume: 7577 = 62.1k projected vs 20.5k adv, 53% puts, 2% of OI [LI 38.22 -1.47 Ref, IV=48.1% +0.7]
  50. SWEEP DETECTED:
    >>2999 BAC Sep23 22nd 28.0 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 09:43:21.979 IV=28.2% +3.2 C2 857 x $0.03 - $0.04 x 178 NOM Vega=$1557 BAC=28.91 Ref
  51. >>1600 SPX Dec23 4800 Calls $11.35 (CboeTheo=11.25)  Above Ask!  CBOE 09:43:48.289 IV=10.7% +0.1 CBOE 200 x $11.10 - $11.30 x 300 CBOE  LATE  Vega=$678k SPX=4491.55 Fwd
  52. >>1000 SPX Dec23 4725 Calls $21.96 (CboeTheo=21.65)  Above Ask!  CBOE 09:43:48.319 IV=10.9% +0.1 CBOE 357 x $21.50 - $21.80 x 373 CBOE  LATE  Vega=$584k SPX=4491.55 Fwd
  53. SPLIT TICKET:
    >>2500 SPX Dec23 4725 Calls $21.96 (CboeTheo=21.65)  Above Ask!  [CBOE] 09:43:48.289 IV=10.9% +0.1 CBOE 357 x $21.50 - $21.80 x 373 CBOE  LATE  Vega=$1.46m SPX=4491.55 Fwd
  54. SPLIT TICKET:
    >>4000 SPX Dec23 4800 Calls $11.35 (CboeTheo=11.25)  Above Ask!  [CBOE] 09:43:48.289 IV=10.7% +0.1 CBOE 200 x $11.10 - $11.30 x 300 CBOE  LATE  Vega=$1.70m SPX=4491.55 Fwd
  55. >>Market Color IOT - Bullish option flow detected in Samsara (26.43 -1.02) with 2,046 calls trading (3x expected) and implied vol increasing almost 3 points to 56.63%. . The Put/Call Ratio is 0.02. Earnings are expected on 11/30. (Autocolor ()) [IOT 26.43 -1.02 Ref, IV=56.6% +2.7] #Bullish
  56. SWEEP DETECTED:
    >>2835 SOFI Sep23 22nd 9.0 Calls $0.11 (CboeTheo=0.11)  BID  [MULTI] 09:46:13.339 IV=72.5% +18.9 EMLD 1854 x $0.11 - $0.12 x 3425 GEMX  ISO  Vega=$813 SOFI=8.65 Ref
  57. >>10000 X Dec23 26.0 Puts $0.54 (CboeTheo=0.44)  BID  BOX 09:47:11.768 IV=42.7% +3.4 MIAX 0 x $0.00 - $2.00 x 434 PHLX  FLOOR - OPENING  Vega=$35k X=31.52 Ref
  58. >>2495 EOSE Jan25 3.5 Calls $0.99 (CboeTheo=1.07)  BID  CBOE 09:47:45.976 IV=116.1% -5.9 PHLX 4304 x $0.90 - $1.10 x 184 BXO  SPREAD/CROSS   SSR  Vega=$2489 EOSE=2.44 Ref
  59. >>2495 EOSE Jan25 2.5 Calls $1.29 (CboeTheo=1.27)  ASK  CBOE 09:47:45.976 IV=127.6% +3.3 PHLX 2517 x $1.20 - $1.35 x 2407 AMEX  SPREAD/CROSS - OPENING   SSR  Vega=$2071 EOSE=2.44 Ref
  60. SPLIT TICKET:
    >>2850 DDOG Nov23 75.0 Puts $1.31 (CboeTheo=1.31)  MID  [PHLX] 09:49:59.546 IV=53.0% -0.1 PHLX 10 x $1.27 - $1.35 x 10 BXO  AUCTION - OPENING  Vega=$22k DDOG=93.21 Ref
  61. >>2999 AMZN Sep23 22nd 140 Calls $0.65 (CboeTheo=0.65)  BID  ARCA 09:50:07.751 IV=31.2% +3.3 ARCA 2999 x $0.65 - $0.66 x 68 GEMX Vega=$13k AMZN=137.26 Ref
  62. SWEEP DETECTED:
    >>3005 AMZN Sep23 22nd 140 Calls $0.65 (CboeTheo=0.65)  BID  [MULTI] 09:50:07.751 IV=31.2% +3.3 ARCA 2999 x $0.65 - $0.66 x 68 GEMX Vega=$13k AMZN=137.26 Ref
  63. >>3000 WBA Oct23 23.0 Calls $0.81 (CboeTheo=0.80)  MID  ISE 09:51:34.950 IV=38.0% +0.5 BOX 346 x $0.79 - $0.82 x 407 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$7827 WBA=22.45 Ref
  64. SWEEP DETECTED:
    >>7128 CHPT Oct23 6th 5.0 Puts $0.22 (CboeTheo=0.21)  ASK  [MULTI] 09:52:09.770 IV=73.4% +4.3 C2 487 x $0.19 - $0.22 x 1483 EMLD  ISO - OPENING  Vega=$3020 CHPT=5.29 Ref
  65. SWEEP DETECTED:
    >>2821 AAPL Sep23 22nd 177.5 Calls $2.094 (CboeTheo=2.17)  Below Bid!  [MULTI] 09:52:14.827 IV=24.7% +2.4 BXO 502 x $2.16 - $2.17 x 493 BXO Vega=$19k AAPL=178.28 Ref
  66. SWEEP DETECTED:
    >>2001 GOOGL Sep23 22nd 140 Calls $0.54 (CboeTheo=0.56)  Below Bid!  [MULTI] 09:52:45.693 IV=23.7% +1.6 BXO 57 x $0.55 - $0.56 x 49 C2 Vega=$8990 GOOGL=138.10 Ref
  67. >>2900 BILI Apr24 15.0 Puts $3.15 (CboeTheo=3.19)  BID  ARCA 09:54:31.935 IV=61.3% -0.7 BOX 39 x $3.15 - $3.25 x 378 EMLD  SPREAD/CROSS - OPENING  Vega=$12k BILI=13.62 Ref
  68. >>2900 BILI Apr24 15.0 Calls $2.17 (CboeTheo=2.21)  BID  ARCA 09:54:31.935 IV=61.3% -0.8 BXO 81 x $2.17 - $2.24 x 57 PHLX  SPREAD/CROSS - OPENING  Vega=$12k BILI=13.62 Ref
  69. >>2200 PDD Oct23 100 Puts $5.11 (CboeTheo=5.16)  BID  ARCA 09:55:22.640 IV=41.1% -0.5 ARCA 73 x $5.10 - $5.20 x 80 PHLX  CROSS  Vega=$25k PDD=98.90 Ref
  70. SWEEP DETECTED:
    >>Bullish Delta Impact 500 TKR Oct23 75.0 Calls $2.08 (CboeTheo=2.02)  ASK  [MULTI] 09:55:57.003 IV=27.1% +2.8 PHLX 80 x $1.80 - $2.25 x 11 BOX  AUCTION - OPENING 
    Delta=49%, EST. IMPACT = 24k Shares ($1.81m) To Buy TKR=74.22 Ref
  71. SWEEP DETECTED:
    >>2480 WBD Apr24 15.0 Calls $0.65 (CboeTheo=0.64)  ASK  [MULTI] 09:55:57.042 IV=42.9% +0.7 BXO 59 x $0.63 - $0.65 x 1256 MPRL Vega=$7864 WBD=11.66 Ref
  72. >>3497 BMY Nov23 62.5 Calls $0.42 (CboeTheo=0.43)  BID  AMEX 09:57:27.016 IV=17.0% -0.2 CBOE 672 x $0.41 - $0.45 x 445 EDGX  FLOOR   52WeekLow  Vega=$23k BMY=58.80 Ref
  73. >>3000 NYCB Oct23 13.0 Calls $0.05 (CboeTheo=0.05)  MID  PHLX 09:57:38.175 IV=30.7% +0.6 BOX 0 x $0.00 - $0.10 x 1342 EDGX  FLOOR - OPENING  Vega=$1888 NYCB=11.49 Ref
  74. >>2000 NYCB Oct23 13.0 Calls $0.10 (CboeTheo=0.05)  ASK  PHLX 09:57:38.175 IV=37.7% +7.6 BOX 0 x $0.00 - $0.10 x 1342 EDGX  FLOOR  Vega=$1650 NYCB=11.49 Ref
  75. SPLIT TICKET:
    >>5000 NYCB Oct23 13.0 Calls $0.07 (CboeTheo=0.05)  ASK  [PHLX] 09:57:38.175 IV=30.7% +0.6 BOX 0 x $0.00 - $0.10 x 1342 EDGX  FLOOR - OPENING  Vega=$3147 NYCB=11.49 Ref
  76. >>2890 AAPL Sep23 22nd 180 Calls $0.77 (CboeTheo=0.77)  BID  BXO 09:57:46.888 IV=23.9% +2.1 MPRL 387 x $0.77 - $0.78 x 102 NOM Vega=$17k AAPL=177.75 Ref
  77. SWEEP DETECTED:
    >>3507 AAPL Sep23 22nd 180 Calls $0.77 (CboeTheo=0.77)  BID  [MULTI] 09:57:46.048 IV=24.0% +2.3 BXO 2894 x $0.77 - $0.78 x 12 BZX Vega=$21k AAPL=177.75 Ref
  78. SWEEP DETECTED:
    >>3680 USB Sep23 29th 34.0 Puts $0.55 (CboeTheo=0.60)  BID  [MULTI] 09:58:35.220 IV=28.5% -1.9 PHLX 572 x $0.55 - $0.65 x 781 PHLX Vega=$8322 USB=34.66 Ref
  79. >>Unusual Volume OSTK - 3x market weighted volume: 7351 = 40.0k projected vs 11.4k adv, 56% calls, 7% of OI [OSTK 18.35 -0.38 Ref, IV=60.9% +1.4]
  80. >>Unusual Volume FTNT - 3x market weighted volume: 6645 = 36.2k projected vs 9401 adv, 85% puts, 5% of OI [FTNT 58.98 -1.48 Ref, IV=26.2% +1.0]
  81. SWEEP DETECTED:
    >>Bearish Delta Impact 842 RUM Sep23 22nd 5.5 Puts $0.35 (CboeTheo=0.30)  ASK  [MULTI] 09:59:17.774 IV=168.6% +54.9 PHLX 1102 x $0.20 - $0.35 x 390 BOX  SSR   52WeekLow 
    Delta=-47%, EST. IMPACT = 39k Shares ($217k) To Sell RUM=5.50 Ref
  82. >>Market Color CHPT - Bearish flow noted in ChargePoint Holdings (5.29 -0.08) with 12,349 puts trading, or 1.3x expected. The Put/Call Ratio is 4.42, while ATM IV is up over 4 points on the day. Earnings are expected on 12/07. (Autocolor ()) [CHPT 5.29 -0.08 Ref, IV=65.6% +4.5] #Bearish
  83. SPLIT TICKET:
    >>1000 NANOS Sep23 27th 445 Calls $2.65 (CboeTheo=2.62)  MID  [CBOE] 10:00:53.973 IV=11.6% CBOE 1000 x $2.55 - $0.00 x 0  OPENING  Vega=$265 NANOS=444.07 Fwd
  84. >>Unusual Volume SU - 3x market weighted volume: 6784 = 35.9k projected vs 12.0k adv, 95% calls, 2% of OI [SU 35.26 +0.38 Ref, IV=22.9% +0.3]
  85. SWEEP DETECTED:
    >>2222 AMZN Sep23 22nd 140 Calls $0.494 (CboeTheo=0.48)  Above Ask!  [MULTI] 10:02:44.255 IV=32.1% +4.2 EMLD 234 x $0.47 - $0.49 x 390 C2 Vega=$8393 AMZN=136.44 Ref
  86. >>8000 NIO Feb24 8.0 Puts $0.81 (CboeTheo=0.80)  MID  AMEX 10:03:33.867 IV=63.8% -1.9 EDGX 1560 x $0.79 - $0.82 x 181 EMLD  SPREAD/FLOOR   SSR  Vega=$16k NIO=9.15 Ref
  87. >>8000 NIO Jan25 5.0 Puts $0.60 (CboeTheo=0.61)  MID  AMEX 10:03:33.867 IV=71.8% -2.7 PHLX 1182 x $0.58 - $0.63 x 10 ARCA  SPREAD/FLOOR   SSR  Vega=$16k NIO=9.15 Ref
  88. >>2000 AAPL Sep23 22nd 180 Calls $0.64 (CboeTheo=0.64)  BID  BXO 10:03:55.632 IV=24.0% +2.3 BXO 10 x $0.64 - $0.65 x 3098 EMLD Vega=$11k AAPL=177.25 Ref
  89. SWEEP DETECTED:
    >>2050 AAPL Sep23 22nd 180 Calls $0.64 (CboeTheo=0.64)  BID  [MULTI] 10:03:55.632 IV=24.0% +2.3 BXO 2000 x $0.64 - $0.65 x 3098 EMLD Vega=$11k AAPL=177.25 Ref
  90. >>26024 INTC Oct23 38.0 Calls $1.16 (CboeTheo=1.17)  BID  CBOE 10:05:03.615 IV=31.3% +0.1 C2 461 x $1.16 - $1.18 x 352 C2  COB/AUCTION  Vega=$113k INTC=37.36 Ref
  91. >>26024 INTC Oct23 44.0 Calls $0.10 (CboeTheo=0.09)  ASK  CBOE 10:05:03.615 IV=34.4% +2.2 C2 793 x $0.09 - $0.10 x 2135 C2  COB/AUCTION  Vega=$37k INTC=37.35 Ref
  92. >>2500 TDS Oct23 20.0 Calls $0.50 (CboeTheo=0.58)  BID  ISE 10:05:29.337 IV=60.2% -2.1 PHLX 260 x $0.50 - $0.65 x 141 MIAX  CROSS - OPENING  Vega=$4396 TDS=17.68 Ref
  93. SWEEP DETECTED:
    >>3536 GOOGL Sep23 22nd 140 Calls $0.41 (CboeTheo=0.40)  MID  [MULTI] 10:05:35.298 IV=23.6% +1.6 BXO 7 x $0.40 - $0.41 x 785 BZX Vega=$14k GOOGL=137.58 Ref
  94. >>3310 MPW Jan25 3.0 Puts $0.56 (CboeTheo=0.52)  ASK  PHLX 10:05:43.165 IV=87.0% +5.1 PHLX 171 x $0.48 - $0.56 x 32 ARCA  FLOOR   52WeekLow  Vega=$4225 MPW=6.12 Ref
  95. SPLIT TICKET:
    >>3000 SPX Dec23 2700 Puts $1.70 (CboeTheo=1.70)  MID  [CBOE] 10:05:50.185 IV=42.6% +0.1 CBOE 1371 x $1.65 - $1.75 x 2134 CBOE  FLOOR  Vega=$109k SPX=4478.15 Fwd
  96. >>2791 NOVA Oct23 12.5 Puts $1.42 (CboeTheo=1.40)  MID  BOX 10:07:11.396 IV=76.7% +3.7 EMLD 144 x $1.35 - $1.50 x 474 PHLX  AUCTION   52WeekLow  Vega=$3829 NOVA=11.85 Ref
  97. >>1894 VIX Sep23 20th 16.0 Calls $0.07 (CboeTheo=0.06)  ASK  CBOE 10:07:37.918 IV=177.0% +34.7 CBOE 17k x $0.04 - $0.07 x 1554 CBOE Vega=$272 VIX=14.27 Fwd
  98. SPLIT TICKET:
    >>3500 VIX Sep23 20th 16.0 Calls $0.07 (CboeTheo=0.06)  ASK  [CBOE] 10:07:37.918 IV=177.0% +34.7 CBOE 17k x $0.04 - $0.07 x 1554 CBOE Vega=$502 VIX=14.27 Fwd
  99. SWEEP DETECTED:
    >>Bearish Delta Impact 995 ZIM Sep23 29th 11.5 Calls $0.41 (CboeTheo=0.42)  BID  [MULTI] 10:08:10.164 IV=41.7% -1.1 MPRL 490 x $0.41 - $0.44 x 103 BXO  OPENING 
    Delta=59%, EST. IMPACT = 59k Shares ($687k) To Sell ZIM=11.65 Ref
  100. SPLIT TICKET:
    >>2258 USB Nov23 37.5 Calls $0.56 (CboeTheo=0.58)  BID  [BOX] 10:09:08.751 IV=29.3% +0.1 C2 513 x $0.55 - $0.60 x 365 C2  FLOOR - OPENING  Vega=$10k USB=34.66 Ref
  101. >>5000 UBER Nov23 40.0 Puts $0.74 (CboeTheo=0.75)  BID  BOX 10:10:49.440 IV=42.9% +0.4 BXO 62 x $0.74 - $0.76 x 712 EDGX  FLOOR - OPENING  Vega=$23k UBER=46.33 Ref
  102. >>2250 LCID Jan24 7.0 Puts $1.83 (CboeTheo=1.84)  BID  BOX 10:11:09.666 IV=67.2% -0.9 BXO 1 x $1.83 - $1.88 x 1030 EMLD  SPREAD/FLOOR   52WeekLow  Vega=$2574 LCID=5.49 Ref
  103. >>3350 LCID Jan24 5.0 Puts $0.55 (CboeTheo=0.54)  ASK  BOX 10:11:09.666 IV=67.0% +1.9 NOM 1 x $0.54 - $0.55 x 18 ARCA  SPREAD/FLOOR   52WeekLow  Vega=$3797 LCID=5.49 Ref
  104. SWEEP DETECTED:
    >>Bearish Delta Impact 747 GLNG Oct23 22.5 Calls $1.60 (CboeTheo=1.63)  BID  [MULTI] 10:11:08.720 IV=27.1% -1.2 AMEX 272 x $1.60 - $1.70 x 44 BZX
    Delta=78%, EST. IMPACT = 58k Shares ($1.39m) To Sell GLNG=23.74 Ref
  105. SWEEP DETECTED:
    >>Bearish Delta Impact 1787 BHC Jan24 8.0 Puts $0.90 (CboeTheo=0.84)  ASK  [MULTI] 10:12:49.565 IV=46.7% +5.2 PHLX 183 x $0.79 - $0.90 x 321 PHLX
    Delta=-49%, EST. IMPACT = 87k Shares ($666k) To Sell BHC=7.67 Ref
  106. >>2500 PRU Jan25 90.0 Puts $7.10 (CboeTheo=7.06)  ASK  BOX 10:13:11.464 IV=27.4% +0.2 PHLX 68 x $6.90 - $7.20 x 67 AMEX  CROSS - OPENING  Vega=$96k PRU=99.45 Ref
  107. >>2996 OSTK Jan24 15.0 Puts $1.15 (CboeTheo=1.10)  ASK  MRX 10:14:02.616 IV=67.3% +2.0 BXO 15 x $1.05 - $1.15 x 567 PHLX  COB/AUCTION  Vega=$9600 OSTK=18.30 Ref
  108. >>2996 OSTK Jan24 35.0 Calls $0.45 (CboeTheo=0.45)  MID  MRX 10:14:02.616 IV=79.7% +0.4 PHLX 245 x $0.40 - $0.50 x 167 EDGX  COB/AUCTION  Vega=$6747 OSTK=18.30 Ref
  109. >>2498 FTNT Sep23 22nd 60.0 Puts $1.33 (CboeTheo=1.29)  ASK  PHLX 10:14:16.842 IV=33.1% +5.2 PHLX 422 x $1.25 - $1.35 x 17 BOX  COB/AUCTION - OPENING  Vega=$4881 FTNT=58.99 Ref
  110. >>Market Color @STOCK - Heavy first hour option volume is noted in : IAU, BW, NYCB, GES, AZN, APLS, CLX, SBSW, JETS. (Autocolor ())
  111. >>Market Color SOFI - Bullish option flow detected in SoFi Technologies (8.59 -0.08) with 42,274 calls trading (2x expected) and implied vol increasing over 1 point to 54.26%. . The Put/Call Ratio is 0.16. Earnings are expected on 10/30. (Autocolor ()) [SOFI 8.59 -0.08 Ref, IV=54.3% +1.4] #Bullish
  112. >>2174 AAPL Sep23 22nd 180 Calls $0.67 (CboeTheo=0.66)  ASK  BXO 10:15:03.929 IV=23.1% +1.4 MPRL 53 x $0.66 - $0.67 x 2139 EMLD Vega=$12k AAPL=177.55 Ref
  113. >>2000 AAPL Sep23 22nd 180 Calls $0.67 (CboeTheo=0.66)  ASK  EMLD 10:15:03.930 IV=23.1% +1.4 MPRL 53 x $0.66 - $0.67 x 2139 EMLD Vega=$11k AAPL=177.55 Ref
  114. SWEEP DETECTED:
    >>5884 AAPL Sep23 22nd 180 Calls $0.671 (CboeTheo=0.66)  MID  [MULTI] 10:15:03.929 IV=23.1% +1.4 BXO 2168 x $0.66 - $0.67 x 2172 BXO Vega=$34k AAPL=177.55 Ref
  115. >>1235 VIX Oct23 18th 20.0 Calls $0.65 (CboeTheo=0.65)  BID  CBOE 10:15:42.154 IV=106.9% +1.6 CBOE 1235 x $0.65 - $0.66 x 35k CBOE Vega=$1785 VIX=15.78 Fwd
  116. >>Unusual Volume DASH - 3x market weighted volume: 8748 = 38.0k projected vs 11.9k adv, 62% puts, 4% of OI [DASH 77.86 -3.06 Ref, IV=37.1% +2.2]
  117. >>1050 SPX Mar24 3400 Puts $19.03 (CboeTheo=19.06)  BID  CBOE 10:15:58.495 IV=26.7% -0.1 CBOE 477 x $18.90 - $19.20 x 590 CBOE  LATE  Vega=$356k SPX=4529.27 Fwd
  118. SPLIT TICKET:
    >>1000 SPX Mar24 3800 Puts $37.69 (CboeTheo=37.65)  ASK  [CBOE] 10:15:58.495 IV=21.8% -0.1 CBOE 393 x $37.50 - $37.80 x 328 CBOE  LATE  Vega=$593k SPX=4529.27 Fwd
  119. SPLIT TICKET:
    >>1500 SPX Mar24 3400 Puts $19.03 (CboeTheo=19.06)  BID  [CBOE] 10:15:58.495 IV=26.7% -0.1 CBOE 477 x $18.90 - $19.20 x 590 CBOE  LATE  Vega=$508k SPX=4529.27 Fwd
  120. SPLIT TICKET:
    >>1038 SPXW Sep23 19th 4420 Puts $3.20 (CboeTheo=3.25)  BID  [CBOE] 10:16:01.811 IV=17.2% +5.4 CBOE 1018 x $3.20 - $3.30 x 238 CBOE Vega=$39k SPX=4432.05 Fwd
  121. >>1000 VIX Oct23 18th 20.0 Calls $0.65 (CboeTheo=0.65)  BID  CBOE 10:16:07.900 IV=106.9% +1.6 CBOE 104 x $0.65 - $0.66 x 23k CBOE Vega=$1445 VIX=15.78 Fwd
  122. >>7000 WBA Sep23 22nd 23.0 Calls $0.09 (CboeTheo=0.09)  BID  BOX 10:16:27.964 IV=33.2% -0.1 EMLD 1973 x $0.09 - $0.10 x 663 EMLD  SPREAD/FLOOR  Vega=$4488 WBA=22.43 Ref
  123. >>2000 WBA Oct23 13th 23.0 Calls $0.73 (CboeTheo=0.72)  ASK  BOX 10:16:27.964 IV=40.5% +0.4 EMLD 220 x $0.70 - $0.74 x 112 C2  SPREAD/FLOOR - OPENING  Vega=$4572 WBA=22.43 Ref
  124. >>1000 VIX Oct23 18th 20.0 Calls $0.65 (CboeTheo=0.65)  BID  CBOE 10:17:47.000 IV=106.5% +1.1 CBOE 203 x $0.65 - $0.66 x 27k CBOE Vega=$1449 VIX=15.80 Fwd
  125. SWEEP DETECTED:
    >>2000 ARM Oct23 50.0 Puts $1.669 (CboeTheo=1.62)  Above Ask!  [MULTI] 10:18:00.174 IV=61.1% +0.1 ISE 6 x $1.60 - $1.65 x 67 C2  ISO   52WeekLow  Vega=$10k ARM=55.32 Ref
  126. SWEEP DETECTED:
    >>Bullish Delta Impact 1003 GLNG Oct23 22.5 Calls $1.45 (CboeTheo=1.47)  ASK  [MULTI] 10:19:05.162 IV=26.6% -1.7 PHLX 272 x $1.40 - $1.45 x 501 ARCA
    Delta=76%, EST. IMPACT = 76k Shares ($1.79m) To Buy GLNG=23.56 Ref
  127. >>4999 TGT Oct23 6th 137 Calls $0.07 (CboeTheo=0.05)  Above Ask!  BOX 10:19:42.784 IV=31.0% +1.3 MPRL 14 x $0.05 - $0.06 x 16 MPRL  SPREAD/FLOOR   52WeekLow  Vega=$7769 TGT=119.25 Ref
  128. >>4999 TGT Oct23 6th 127 Calls $0.39 (CboeTheo=0.39)  BID  BOX 10:19:42.784 IV=23.8% -0.2 BXO 1 x $0.39 - $0.40 x 29 NOM  SPREAD/FLOOR   52WeekLow  Vega=$28k TGT=119.25 Ref
  129. SWEEP DETECTED:
    >>3002 TSLA Sep23 22nd 260 Puts $3.14 (CboeTheo=3.18)  Below Bid!  [MULTI] 10:19:50.921 IV=50.0% +1.9 PHLX 906 x $3.15 - $3.20 x 4 NOM Vega=$28k TSLA=263.91 Ref
  130. >>2000 AMD Dec23 85.0 Puts $2.13 (CboeTheo=2.15)  BID  PHLX 10:19:57.604 IV=45.4% +0.0 GEMX 5 x $2.13 - $2.16 x 41 BXO  SPREAD/FLOOR  Vega=$25k AMD=101.97 Ref
  131. >>3500 F Jan25 12.35 Puts $1.77 (CboeTheo=1.77)  MID  ARCA 10:20:05.410 IV=34.4% +1.3 AMEX 549 x $1.75 - $1.80 x 24 ARCA  CROSS  Vega=$18k F=12.35 Ref
  132. SWEEP DETECTED:
    >>2182 SNAP Sep23 22nd 8.5 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 10:22:56.277 IV=57.9% +0.2 EMLD 614 x $0.09 - $0.10 x 582 C2  OPENING  Vega=$639 SNAP=8.71 Ref
  133. SPLIT TICKET:
    >>1000 XSP Sep23 19th 446 Calls $0.07 (CboeTheo=0.07)  ASK  [CBOE] 10:23:26.413 IV=16.7% +5.5 CBOE 594 x $0.06 - $0.07 x 440 CBOE  OPENING  Vega=$1801 XSP=443.38 Fwd
  134. >>4800 AZN Sep23 29th 64.0 Puts $0.30 (CboeTheo=0.31)  BID  ARCA 10:24:48.168 IV=24.3% -0.3 MPRL 8 x $0.30 - $0.32 x 5 GEMX  SPREAD/FLOOR  Vega=$15k AZN=66.11 Ref
  135. >>4800 AZN Oct23 27th 63.0 Puts $0.88 (CboeTheo=0.88)  BID  ARCA 10:24:48.168 IV=26.4% +3.0 CBOE 42 x $0.78 - $1.02 x 77 CBOE  SPREAD/FLOOR - OPENING  Vega=$33k AZN=66.11 Ref
  136. >>4931 NIO Nov23 9.0 Calls $1.06 (CboeTheo=1.04)  Above Ask!  CBOE 10:24:53.973 IV=64.6% +1.2 BZX 7 x $1.04 - $1.05 x 960 C2  COB - OPENING   SSR  Vega=$7070 NIO=9.14 Ref
  137. >>4931 NIO Oct23 10.0 Calls $0.36 (CboeTheo=0.37)  BID  CBOE 10:24:53.973 IV=61.8% +7.1 C2 665 x $0.36 - $0.37 x 68 BXO  COB   SSR  Vega=$4921 NIO=9.14 Ref
  138. SPLIT TICKET:
    >>3100 WMT Oct23 160 Puts $1.16 (CboeTheo=1.17)  ASK  [ARCA] 10:25:34.639 IV=13.7% -0.7 EDGX 226 x $1.15 - $1.16 x 620 ARCA Vega=$50k WMT=162.93 Ref
  139. >>6000 VIX Sep23 20th 14.0 Puts $0.18 (CboeTheo=0.19)  MID  CBOE 10:25:54.692 IV=96.3% +8.9 CBOE 29k x $0.16 - $0.20 x 17k CBOE  AUCTION  Vega=$1646 VIX=14.23 Fwd
  140. >>3530 VIX Oct23 18th 22.0 Calls $0.46 (CboeTheo=0.48)  BID  CBOE 10:26:18.771 IV=115.1% -0.6 CBOE 6208 x $0.46 - $0.50 x 31k CBOE Vega=$4249 VIX=15.71 Fwd
  141. >>3425 VIX Oct23 18th 22.0 Calls $0.46 (CboeTheo=0.48)  BID  CBOE 10:26:18.771 IV=115.1% -0.6 CBOE 6208 x $0.46 - $0.50 x 31k CBOE Vega=$4123 VIX=15.71 Fwd
  142. >>1880 VIX Oct23 18th 22.0 Calls $0.46 (CboeTheo=0.48)  BID  CBOE 10:26:18.771 IV=115.1% -0.6 CBOE 6208 x $0.46 - $0.50 x 31k CBOE Vega=$2263 VIX=15.71 Fwd
  143. >>1421 VIX Oct23 18th 22.0 Calls $0.46 (CboeTheo=0.47)  BID  CBOE 10:26:18.812 IV=115.7% -0.1 CBOE 8342 x $0.45 - $0.50 x 12k CBOE Vega=$1705 VIX=15.68 Fwd
  144. SPLIT TICKET:
    >>15000 VIX Oct23 18th 22.0 Calls $0.46 (CboeTheo=0.48)  BID  [CBOE] 10:26:18.771 IV=115.1% -0.6 CBOE 6208 x $0.46 - $0.50 x 31k CBOE Vega=$18k VIX=15.71 Fwd
  145. SPLIT TICKET:
    >>2700 TSM Sep23 22nd 80.0 Puts $0.025 (CboeTheo=0.02)  MID  [BOX] 10:26:47.760 IV=49.2% +1.6 EMLD 727 x $0.02 - $0.03 x 364 C2  FLOOR  Vega=$832 TSM=88.44 Ref
  146. >>Market Color TSM - Bearish flow noted in Taiwan Semi (88.09 -0.74) with 11,617 puts trading, or 1.3x expected. The Put/Call Ratio is 3.66, while ATM IV is up over 1 point on the day. Earnings are expected on 10/18. (Autocolor ()) [TSM 88.09 -0.74 Ref, IV=29.6% +1.1] #Bearish
  147. SWEEP DETECTED:
    >>2133 JD Oct23 35.0 Calls $0.211 (CboeTheo=0.22)  Below Bid!  [MULTI] 10:30:06.856 IV=38.1% +0.9 BXO 49 x $0.22 - $0.23 x 36 MPRL  52WeekLow  Vega=$4204 JD=30.57 Ref
  148. SPLIT TICKET:
    >>1000 SPX Dec23 3600 Puts $8.80 (CboeTheo=8.81)  MID  [CBOE] 10:31:45.563 IV=26.1% -0.2 CBOE 2271 x $8.70 - $8.90 x 883 CBOE  FLOOR  Vega=$186k SPX=4478.14 Fwd
  149. >>1500 VIX Sep23 20th 14.5 Puts $0.40 (CboeTheo=0.40)  BID  CBOE 10:33:27.527 IV=117.9% +17.9 CBOE 100 x $0.40 - $0.43 x 23k CBOE Vega=$439 VIX=14.40 Fwd
  150. SPLIT TICKET:
    >>1600 VIX Sep23 20th 14.5 Puts $0.40 (CboeTheo=0.40)  BID  [CBOE] 10:33:27.527 IV=117.9% +17.9 CBOE 100 x $0.40 - $0.43 x 23k CBOE Vega=$469 VIX=14.40 Fwd
  151. >>2000 BAC Oct23 30.0 Puts $1.51 (CboeTheo=1.51)  MID  PHLX 10:34:06.609 IV=22.9% -0.0 BXO 30 x $1.50 - $1.52 x 10 MPRL  SPREAD/CROSS/TIED  Vega=$5494 BAC=28.70 Ref
  152. >>2000 BAC Feb24 30.0 Puts $2.25 (CboeTheo=2.25)  MID  PHLX 10:34:06.609 IV=23.4% +0.0 MPRL 22 x $2.24 - $2.26 x 10 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$14k BAC=28.70 Ref
  153. >>2000 INTC Dec23 35.0 Puts $1.45 (CboeTheo=1.46)  BID  PHLX 10:34:16.585 IV=36.4% -0.1 C2 243 x $1.45 - $1.46 x 31 MPRL  SPREAD/CROSS/TIED  Vega=$13k INTC=37.30 Ref
  154. SWEEP DETECTED:
    >>3250 CCL Sep23 22nd 16.0 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 10:34:35.825 IV=48.8% +0.5 EMLD 920 x $0.05 - $0.06 x 2581 C2  ISO  Vega=$1064 CCL=15.21 Ref
  155. >>Unusual Volume NU - 3x market weighted volume: 21.1k = 73.4k projected vs 22.9k adv, 97% puts, 2% of OI [NU 7.25 -0.04 Ref, IV=40.2% +0.2]
  156. >>2875 ALK Oct23 35.0 Puts $0.30 (CboeTheo=0.30)  MID  BOX 10:36:03.508 IV=34.9% +0.1 PHLX 350 x $0.25 - $0.35 x 348 PHLX  FLOOR - OPENING  Vega=$7430 ALK=38.64 Ref
  157. >>2875 ALK Oct23 35.0 Puts $0.25 (CboeTheo=0.30)  BID  BOX 10:36:03.508 IV=32.9% -2.0 PHLX 350 x $0.25 - $0.35 x 348 PHLX  FLOOR - OPENING  Vega=$6976 ALK=38.64 Ref
  158. SPLIT TICKET:
    >>5750 ALK Oct23 35.0 Puts $0.275 (CboeTheo=0.30)  BID  [BOX] 10:36:03.508 IV=34.9% +0.1 PHLX 350 x $0.25 - $0.35 x 348 PHLX  FLOOR - OPENING  Vega=$15k ALK=38.64 Ref
  159. SWEEP DETECTED:
    >>4872 MPW Oct23 5.0 Puts $0.12 (CboeTheo=0.11)  ASK  [MULTI] 10:38:48.605 IV=77.1% +3.9 ARCA 124 x $0.11 - $0.12 x 1030 EMLD  52WeekLow  Vega=$2056 MPW=6.13 Ref
  160. SWEEP DETECTED:
    >>2515 AMZN Sep23 22nd 139 Calls $0.578 (CboeTheo=0.57)  MID  [MULTI] 10:39:33.652 IV=32.5% +4.5 ARCA 15 x $0.57 - $0.58 x 122 EMLD Vega=$10k AMZN=135.81 Ref
  161. SPLIT TICKET:
    >>1500 VIX Nov23 15th 30.0 Calls $0.54 (CboeTheo=0.53)  BID  [CBOE] 10:39:47.006 IV=119.4% +0.7 CBOE 1000 x $0.54 - $0.55 x 19k CBOE Vega=$2412 VIX=16.77 Fwd
  162. SWEEP DETECTED:
    >>2247 GM Sep23 22nd 34.0 Calls $0.25 (CboeTheo=0.26)  BID  [MULTI] 10:40:23.113 IV=36.0% +0.8 EMLD 535 x $0.25 - $0.26 x 290 EMLD Vega=$2600 GM=33.48 Ref
  163. SPLIT TICKET:
    >>3000 SPX Jan24 3600 Puts $15.12 (CboeTheo=15.36)  Below Bid!  [CBOE] 10:41:02.257 IV=24.9% -0.2 CBOE 1998 x $15.20 - $15.50 x 506 CBOE  LATE  Vega=$872k SPX=4491.51 Fwd
  164. SPLIT TICKET:
    >>3291 MPW Oct23 5.0 Puts $0.14 (CboeTheo=0.13)  ASK  [CBOE] 10:41:02.417 IV=80.7% +7.4 PHLX 730 x $0.11 - $0.15 x 350 AMEX  AUCTION   52WeekLow  Vega=$1462 MPW=6.11 Ref
  165. SPLIT TICKET:
    >>1396 SPXW Sep23 19th 4420 Puts $5.323 (CboeTheo=5.52)  Below Bid!  [CBOE] 10:42:00.015 IV=17.4% +5.6 CBOE 87 x $5.50 - $5.60 x 23 CBOE Vega=$59k SPX=4424.31 Fwd
  166. >>2500 GOOG Oct23 125 Calls $14.35 (CboeTheo=14.47)  ASK  PHLX 10:44:22.064 IV=26.2% -1.5 BOX 62 x $13.00 - $15.35 x 62 BOX  SPREAD/FLOOR  Vega=$15k GOOG=138.29 Ref
  167. >>2500 GOOG Oct23 125 Puts $0.50 (CboeTheo=0.50)  BID  PHLX 10:44:22.064 IV=28.1% +0.4 MPRL 211 x $0.50 - $0.51 x 68 C2  SPREAD/FLOOR  Vega=$17k GOOG=138.29 Ref
  168. >>3459 XPEV Jan24 14.0 Puts $1.11 (CboeTheo=1.10)  ASK  BOX 10:44:23.051 IV=72.7% +1.2 BXO 16 x $1.08 - $1.12 x 169 ARCA  FLOOR  Vega=$10k XPEV=17.82 Ref
  169. SWEEP DETECTED:
    >>2870 CPNG Sep23 22nd 17.5 Puts $0.12 (CboeTheo=0.13)  BID  [MULTI] 10:44:38.527 IV=39.3% -0.3 GEMX 1563 x $0.12 - $0.14 x 1902 C2  OPENING  Vega=$1648 CPNG=17.84 Ref
  170. >>Market Color LVS - Bullish option flow detected in Las Vegas Sands (48.47 -0.64) with 5,203 calls trading (1.8x expected) and implied vol increasing almost 2 points to 31.45%. . The Put/Call Ratio is 0.44. Earnings are expected on 10/18. (Autocolor ()) [LVS 48.47 -0.64 Ref, IV=31.4% +1.6] #Bullish
  171. >>4483 AMZN Sep23 22nd 139 Calls $0.65 (CboeTheo=0.62)  MID  PHLX 10:45:30.608 IV=32.6% +4.5 NOM 296 x $0.62 - $0.67 x 103 ARCA  AUCTION - OPENING  Vega=$19k AMZN=136.12 Ref
  172. SWEEP DETECTED:
    >>10285 AMZN Sep23 22nd 139 Calls $0.642 (CboeTheo=0.61)  Above Ask!  [MULTI] 10:45:30.337 IV=32.1% +4.1 C2 500 x $0.60 - $0.62 x 122 BXO  OPENING  Vega=$43k AMZN=136.06 Ref
  173. SWEEP DETECTED:
    >>2000 AGNC Sep23 22nd 10.0 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 10:46:39.470 IV=25.3% +2.1 GEMX 403 x $0.03 - $0.04 x 496 EMLD Vega=$567 AGNC=10.18 Ref
  174. SWEEP DETECTED:
    >>2872 WBD Apr24 15.0 Calls $0.65 (CboeTheo=0.65)  ASK  [MULTI] 10:47:10.362 IV=43.6% +1.3 BXO 24 x $0.64 - $0.65 x 327 C2  OPENING  Vega=$9034 WBD=11.60 Ref
  175. >>4000 PBR Jan24 20.0 Puts $4.80 (CboeTheo=4.70)  MID  PHLX 10:47:27.351 IV=40.3% +2.7 CBOE 7 x $4.70 - $4.90 x 380 BOX  SPREAD/FLOOR  Vega=$8548 PBR=15.56 Ref
  176. >>4000 PBR Jan24 15.0 Puts $1.00 (CboeTheo=1.03)  BID  PHLX 10:47:27.351 IV=34.2% -0.8 ARCA 544 x $0.98 - $1.05 x 1534 ARCA  SPREAD/FLOOR  Vega=$14k PBR=15.56 Ref
  177. >>2000 CLX Jan25 185 Calls $3.80 (CboeTheo=3.76)  ASK  ISE 10:47:53.159 IV=23.1% +0.4 PHLX 120 x $3.60 - $3.90 x 56 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$91k CLX=139.59 Ref
  178. >>2496 VIX Oct23 18th 45.0 Calls $0.10 (CboeTheo=0.09)  ASK  CBOE 10:49:22.043 IV=181.0% +5.3 CBOE 17k x $0.07 - $0.10 x 17k CBOE  ISO  Vega=$911 VIX=15.92 Fwd
  179. >>1664 VIX Oct23 18th 45.0 Calls $0.10 (CboeTheo=0.09)  ASK  CBOE 10:49:22.043 IV=181.0% +5.3 CBOE 17k x $0.07 - $0.10 x 16k CBOE  ISO  Vega=$607 VIX=15.92 Fwd
  180. >>1121 VIX Oct23 18th 45.0 Calls $0.10 (CboeTheo=0.09)  ASK  CBOE 10:49:22.043 IV=181.0% +5.3 CBOE 17k x $0.07 - $0.10 x 16k CBOE  ISO  Vega=$409 VIX=15.92 Fwd
  181. SPLIT TICKET:
    >>7160 VIX Oct23 18th 45.0 Calls $0.10 (CboeTheo=0.09)  ASK  [CBOE] 10:49:22.043 IV=181.0% +5.3 CBOE 17k x $0.07 - $0.10 x 17k CBOE  ISO  Vega=$2612 VIX=15.92 Fwd
  182. SWEEP DETECTED:
    >>4931 NU Oct23 6.5 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 10:49:36.122 IV=47.6% +1.9 EMLD 1243 x $0.09 - $0.11 x 569 EMLD  OPENING  Vega=$2829 NU=7.25 Ref
  183. >>2000 PINS Sep23 22nd 25.0 Calls $0.70 (CboeTheo=0.70)  MID  PHLX 10:50:23.633 IV=102.6% +7.8 BXO 21 x $0.69 - $0.71 x 181 PHLX  SPREAD/CROSS/TIED  Vega=$1806 PINS=24.43 Ref
  184. >>2000 PINS Sep23 22nd 25.0 Calls $0.71 (CboeTheo=0.70)  ASK  PHLX 10:50:23.633 IV=103.7% +9.0 BXO 21 x $0.69 - $0.71 x 181 PHLX  SPREAD/CROSS/TIED  Vega=$1807 PINS=24.43 Ref
  185. >>6000 PINS Sep23 22nd 28.0 Calls $0.07 (CboeTheo=0.08)  BID  PHLX 10:50:23.633 IV=96.5% +11.1 BXO 92 x $0.07 - $0.09 x 5 ISE  SPREAD/CROSS/TIED  Vega=$1945 PINS=24.43 Ref
  186. >>13633 NU Oct23 6.5 Puts $0.11 (CboeTheo=0.11)  BID  CBOE 10:50:35.961 IV=47.6% +1.9 NOM 50 x $0.11 - $0.12 x 799 CBOE  AUCTION - OPENING  Vega=$7820 NU=7.25 Ref
  187. >>2000 HPE Oct23 18.0 Calls $0.20 (CboeTheo=0.17)  ASK  PHLX 10:51:40.457 IV=24.9% +3.1 C2 288 x $0.15 - $0.20 x 1662 C2  FLOOR - OPENING  Vega=$3348 HPE=17.09 Ref
  188. SPLIT TICKET:
    >>2500 HPE Oct23 18.0 Calls $0.19 (CboeTheo=0.17)  ASK  [PHLX] 10:51:40.457 IV=24.9% +3.1 C2 288 x $0.15 - $0.20 x 1662 C2  FLOOR - OPENING  Vega=$4185 HPE=17.09 Ref
  189. >>4997 AMZN Sep23 22nd 134 Puts $0.80 (CboeTheo=0.80)  MID  NOM 10:52:07.164 IV=32.4% +1.2 EMLD 64 x $0.79 - $0.81 x 86 BXO  OPENING  Vega=$22k AMZN=136.00 Ref
  190. SPLIT TICKET:
    >>1250 SPX Oct23 4350 Puts $35.20 (CboeTheo=35.24)  BID  [CBOE] 10:53:42.212 IV=14.1% -0.1 CBOE 300 x $34.80 - $35.90 x 300 CBOE  LATE  Vega=$564k SPX=4441.47 Fwd
  191. SPLIT TICKET:
    >>1250 SPX Oct23 4250 Puts $18.40 (CboeTheo=18.63)  Below Bid!  [CBOE] 10:53:42.279 IV=15.9% -0.1 CBOE 810 x $18.50 - $18.80 x 854 CBOE  LATE  Vega=$411k SPX=4441.47 Fwd
  192. >>3000 UAA Apr24 7.5 Puts $1.09 (CboeTheo=1.11)  Below Bid!  PHLX 10:53:59.385 IV=43.8% -1.0 BZX 20 x $1.10 - $1.13 x 17 BXO  TIED/FLOOR  Vega=$6358 UAA=7.04 Ref
  193. >>7500 FSR Nov23 10.0 Calls $0.13 (CboeTheo=0.14)  MID  AMEX 10:54:01.241 IV=91.5% +0.6 EMLD 932 x $0.12 - $0.15 x 85 BXO  SPREAD/CROSS - OPENING  Vega=$4037 FSR=6.36 Ref
  194. >>7500 FSR Nov23 10.0 Puts $3.89 (CboeTheo=3.91)  BID  AMEX 10:54:01.241 IV=88.6% -2.3 PHLX 1747 x $3.80 - $4.00 x 464 PHLX  SPREAD/CROSS - OPENING  Vega=$3791 FSR=6.36 Ref
  195. SWEEP DETECTED:
    >>8324 NU Oct23 6.5 Puts $0.12 (CboeTheo=0.11)  ASK  [MULTI] 10:55:25.847 IV=49.3% +3.7 PHLX 50 x $0.11 - $0.12 x 1507 EMLD  OPENING  Vega=$4880 NU=7.25 Ref
  196. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 AMBC Jan24 15.0 Calls $0.30 (CboeTheo=0.28)  ASK  [MULTI] 10:55:36.089 IV=31.9% +2.5 ARCA 17 x $0.25 - $0.30 x 259 PHLX  OPENING 
    Delta=24%, EST. IMPACT = 36k Shares ($457k) To Buy AMBC=12.67 Ref
  197. >>4000 CSCO Nov23 52.5 Puts $0.66 (CboeTheo=0.67)  BID  PHLX 10:55:39.325 IV=21.4% -0.1 C2 488 x $0.66 - $0.68 x 84 GEMX  SPREAD/CROSS/TIED  Vega=$27k CSCO=55.65 Ref
  198. SWEEP DETECTED:
    >>2033 SPCE Oct23 6th 2.5 Calls $0.04 (CboeTheo=0.03)  ASK  [MULTI] 10:56:32.116 IV=107.6% -2.9 BZX 46 x $0.02 - $0.04 x 167 BZX  OPENING   SSR  Vega=$228 SPCE=1.96 Ref
  199. SWEEP DETECTED:
    >>2967 SPCE Oct23 6th 2.5 Calls $0.05 (CboeTheo=0.03)  ASK  [MULTI] 10:56:34.332 IV=116.2% +5.7 MPRL 74 x $0.03 - $0.05 x 547 EMLD  OPENING   SSR  Vega=$358 SPCE=1.96 Ref
  200. SWEEP DETECTED:
    >>Bearish Delta Impact 500 MOR Jan24 10.0 Calls $1.75 (CboeTheo=1.78)  BID  [MULTI] 10:56:54.468 IV=123.7% -18.3 ARCA 474 x $1.75 - $2.30 x 38 AMEX  OPENING 
    Delta=58%, EST. IMPACT = 29k Shares ($220k) To Sell MOR=7.58 Ref
  201. SWEEP DETECTED:
    >>Bullish Delta Impact 553 FMC Oct23 80.0 Puts $7.903 (CboeTheo=7.97)  BID  [MULTI] 10:57:45.058 IV=25.7% -1.5 NOM 89 x $7.90 - $8.00 x 10 ARCA  52WeekLow 
    Delta=-93%, EST. IMPACT = 51k Shares ($3.73m) To Buy FMC=72.57 Ref
  202. >>2500 DASH Nov23 65.0 Puts $1.46 (CboeTheo=1.42)  ASK  PHLX 10:59:52.620 IV=49.8% +1.4 BXO 155 x $1.38 - $1.47 x 56 BXO  SPREAD/FLOOR - OPENING  Vega=$19k DASH=76.89 Ref
  203. >>5000 DASH Nov23 60.0 Puts $0.74 (CboeTheo=0.76)  BID  PHLX 10:59:52.620 IV=51.9% +0.2 EDGX 76 x $0.74 - $0.79 x 46 C2  SPREAD/FLOOR - OPENING  Vega=$26k DASH=76.89 Ref
  204. >>Market Color NU - Bearish flow noted in Nu Holdings (7.22 -0.07) with 30,360 puts trading, or 8x expected. The Put/Call Ratio is 27.11, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/14. (Autocolor ()) [NU 7.22 -0.07 Ref, IV=41.5% +1.5] #Bearish
  205. >>2000 SNAP Nov23 8.0 Puts $0.58 (CboeTheo=0.58)  BID  AMEX 11:00:23.114 IV=67.1% -0.6 C2 652 x $0.58 - $0.59 x 1090 EMLD  CROSS  Vega=$2513 SNAP=8.64 Ref
  206. >>Unusual Volume RIVN - 3x market weighted volume: 96.7k = 284.3k projected vs 94.7k adv, 73% calls, 9% of OI [RIVN 22.55 -1.16 Ref, IV=63.3% +5.0]
  207. >>7492 UEC Jan24 4.0 Puts $0.25 (CboeTheo=0.19)  ASK  PHLX 11:03:03.552 IV=68.4% +7.2 CBOE 1339 x $0.15 - $0.25 x 7505 PHLX  FLOOR - OPENING   SSR  Vega=$6008 UEC=5.18 Ref
  208. >>7493 UEC Jan24 4.0 Puts $0.20 (CboeTheo=0.19)  MID  PHLX 11:03:03.552 IV=62.0% +0.8 CBOE 1339 x $0.15 - $0.25 x 7505 PHLX  FLOOR - OPENING   SSR  Vega=$5714 UEC=5.18 Ref
  209. SPLIT TICKET:
    >>14985 UEC Jan24 4.0 Puts $0.225 (CboeTheo=0.19)  ASK  [PHLX] 11:03:03.552 IV=68.4% +7.2 CBOE 1339 x $0.15 - $0.25 x 7505 PHLX  FLOOR - OPENING   SSR  Vega=$12k UEC=5.18 Ref
  210. >>2376 PINS Sep23 22nd 24.5 Calls $0.90 (CboeTheo=0.91)  BID  BOX 11:03:47.451 IV=101.6% +4.5 BZX 12 x $0.90 - $0.92 x 134 PHLX  SPREAD/FLOOR - OPENING  Vega=$2177 PINS=24.41 Ref
  211. >>2376 PINS Sep23 29th 23.5 Calls $1.60 (CboeTheo=1.57)  Above Ask!  BOX 11:03:47.451 IV=65.9% +0.3 PHLX 139 x $1.54 - $1.59 x 128 EMLD  SPREAD/FLOOR - OPENING  Vega=$3557 PINS=24.41 Ref
  212. >>4725 RIVN Oct23 13th 21.5 Calls $2.00 (CboeTheo=2.02)  BID  PHLX 11:04:53.117 IV=62.7% +3.4 PHLX 50 x $2.00 - $2.04 x 43 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$10k RIVN=22.48 Ref
  213. SPLIT TICKET:
    >>2800 MRVL Sep23 29th 45.0 Puts $0.035 (CboeTheo=0.03)  MID  [PHLX] 11:05:06.109 IV=54.4% +1.5 EMLD 893 x $0.03 - $0.04 x 482 C2  FLOOR  Vega=$1347 MRVL=53.77 Ref
  214. >>Unusual Volume PFE - 3x market weighted volume: 116.0k = 328.8k projected vs 108.3k adv, 57% calls, 8% of OI [PFE 33.55 -0.09 Ref, IV=21.1% +0.3]
  215. SWEEP DETECTED:
    >>5000 UEC Nov23 4.5 Puts $0.25 (CboeTheo=0.19)  ASK  [MULTI] 11:08:15.387 IV=69.6% +6.4 PHLX 523 x $0.15 - $0.25 x 5555 PHLX  ISO - OPENING   SSR  Vega=$3324 UEC=5.20 Ref
  216. >>1500 VIX Sep23 20th 16.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 11:08:57.945 IV=168.7% +26.4 CBOE 1156 x $0.08 - $0.11 x 4242 CBOE Vega=$254 VIX=14.58 Fwd
  217. >>1500 VIX Dec23 20th 40.0 Calls $0.49 (CboeTheo=0.48)  ASK  CBOE 11:09:49.921 IV=116.9% +1.4 CBOE 22k x $0.46 - $0.50 x 27k CBOE  FLOOR  Vega=$2654 VIX=17.18 Fwd
  218. SPLIT TICKET:
    >>2000 VIX Dec23 20th 40.0 Calls $0.49 (CboeTheo=0.48)  ASK  [CBOE] 11:09:49.921 IV=116.9% +1.4 CBOE 22k x $0.46 - $0.50 x 27k CBOE  FLOOR  Vega=$3538 VIX=17.18 Fwd
  219. >>5000 BAC Oct23 31.0 Calls $0.14 (CboeTheo=0.15)  BID  AMEX 11:09:59.258 IV=23.1% +0.6 EMLD 2870 x $0.14 - $0.15 x 5389 EMLD  SPREAD/CROSS  Vega=$9801 BAC=28.64 Ref
  220. >>5000 BAC Oct23 31.0 Puts $2.41 (CboeTheo=2.41)  ASK  AMEX 11:09:59.258 IV=23.4% +0.9 PHLX 1344 x $2.37 - $2.43 x 1435 PHLX  SPREAD/CROSS  Vega=$7603 BAC=28.64 Ref
  221. >>2900 KVUE Oct23 24.0 Calls $0.05 (CboeTheo=0.05)  MID  ARCA 11:10:34.654 IV=28.9% -1.4 MPRL 0 x $0.00 - $0.10 x 1651 PHLX  SPREAD/FLOOR  Vega=$2395 KVUE=20.96 Ref
  222. >>5000 KVUE Oct23 25.0 Calls $0.03 (CboeTheo=0.03)  MID  ARCA 11:10:34.656 IV=32.4% +2.2 MPRL 0 x $0.00 - $0.05 x 936 PHLX  SPREAD/FLOOR  Vega=$2725 KVUE=20.96 Ref
  223. >>2000 FSR Nov23 10.0 Puts $3.89 (CboeTheo=3.92)  ASK  AMEX 11:11:06.741 IV=87.6% -3.3 PHLX 1805 x $3.80 - $3.95 x 60 EMLD  TIED/FLOOR - OPENING  Vega=$986 FSR=6.34 Ref
  224. >>2000 FSR Nov23 10.0 Calls $0.12 (CboeTheo=0.14)  BID  AMEX 11:11:06.742 IV=89.7% -1.2 EDGX 605 x $0.12 - $0.15 x 233 MPRL  TIED/FLOOR - OPENING  Vega=$1037 FSR=6.34 Ref
  225. SPLIT TICKET:
    >>1788 VIX Dec23 20th 40.0 Calls $0.49 (CboeTheo=0.48)  ASK  [CBOE] 11:11:08.970 IV=116.9% +1.4 CBOE 23k x $0.46 - $0.50 x 28k CBOE  FLOOR  Vega=$3163 VIX=17.18 Fwd
  226. >>2300 AMZN Dec23 110 Puts $1.18 (CboeTheo=1.17)  ASK  PHLX 11:12:54.909 IV=37.6% +0.0 EMLD 410 x $1.16 - $1.18 x 155 EMLD  SPREAD/CROSS/TIED  Vega=$26k AMZN=136.01 Ref
  227. >>2300 AMZN Dec23 160 Calls $1.84 (CboeTheo=1.84)  MID  PHLX 11:12:54.909 IV=30.5% +0.8 BOX 189 x $1.83 - $1.86 x 277 EMLD  SPREAD/CROSS/TIED  Vega=$41k AMZN=136.01 Ref
  228. SPLIT TICKET:
    >>1750 VIX Sep23 20th 14.5 Calls $0.353 (CboeTheo=0.38)  BID  [CBOE] 11:15:42.912 IV=109.9% +2.9 CBOE 2950 x $0.35 - $0.40 x 14k CBOE Vega=$509 VIX=14.57 Fwd
  229. SWEEP DETECTED:
    >>2500 CHWY Nov23 22.5 Calls $0.54 (CboeTheo=0.52)  ASK  [MULTI] 11:15:48.301 IV=48.5% +2.0 EMLD 272 x $0.51 - $0.54 x 572 CBOE  ISO - OPENING   52WeekLow  Vega=$6352 CHWY=19.29 Ref
  230. >>3450 TSLA Jun24 260 Puts $37.60 (CboeTheo=37.66)  BID  PHLX 11:16:08.497 IV=49.6% -0.2 CBOE 181 x $37.55 - $37.80 x 193 EDGX  SPREAD/CROSS/TIED  Vega=$298k TSLA=264.31 Ref
  231. >>2000 PBR Jan24 30.0 Calls $0.04 (CboeTheo=0.03)  ASK  ARCA 11:17:25.072 IV=54.7% +2.9 ARCA 1 x $0.01 - $0.04 x 465 CBOE  SPREAD/CROSS  Vega=$1057 PBR=15.54 Ref
  232. >>2000 PBR Jan24 30.0 Puts $14.63 (CboeTheo=14.48)  BID  ARCA 11:17:25.072 IV=70.2% +18.4 ARCA 424 x $14.40 - $15.15 x 100 BOX  SPREAD/CROSS  Vega=$2473 PBR=15.54 Ref
  233. SWEEP DETECTED:
    >>Bearish Delta Impact 1165 EBIX Oct23 6th 8.5 Puts $0.35 (CboeTheo=0.30)  ASK  [MULTI] 11:17:42.607 IV=146.1% +20.9 BXO 19 x $0.25 - $0.35 x 183 PHLX  ISO - OPENING   SSR   52WeekLow 
    Delta=-16%, EST. IMPACT = 19k Shares ($210k) To Sell EBIX=11.02 Ref
  234. SWEEP DETECTED:
    >>3480 INTC Sep23 22nd 34.0 Puts $0.01 (CboeTheo=0.01)  BID  [MULTI] 11:18:02.640 IV=50.6% -1.5 C2 1682 x $0.01 - $0.02 x 101 BXO Vega=$503 INTC=37.59 Ref
  235. >>2000 XOM Jan24 130 Calls $2.05 (CboeTheo=2.06)  MID  AMEX 11:18:08.592 IV=20.9% +0.2 BOX 57 x $2.04 - $2.07 x 8 ARCA  CROSS  Vega=$44k XOM=117.81 Ref
  236. SWEEP DETECTED:
    >>Bullish Delta Impact 2082 GLW Sep23 29th 32.0 Calls $0.25 (CboeTheo=0.22)  ASK  [MULTI] 11:18:32.215 IV=19.4% +1.9 MPRL 35 x $0.20 - $0.25 x 193 ISE  OPENING 
    Delta=36%, EST. IMPACT = 76k Shares ($2.39m) To Buy GLW=31.57 Ref
  237. SWEEP DETECTED:
    >>2037 TUP Nov23 2.0 Calls $0.35 (CboeTheo=0.31)  ASK  [MULTI] 11:18:45.472 IV=167.0% +24.3 AMEX 5390 x $0.20 - $0.35 x 931 AMEX  OPENING   SSR  Vega=$552 TUP=1.85 Ref
  238. >>2230 AAL Jun24 10.0 Puts $0.52 (CboeTheo=0.51)  ASK  ISE 11:19:03.913 IV=45.2% +1.0 BXO 41 x $0.50 - $0.52 x 217 EDGX  AUCTION  Vega=$6248 AAL=13.23 Ref
  239. >>3700 META Dec23 360 Calls $5.45 (CboeTheo=5.42)  ASK  ARCA 11:19:23.434 IV=36.6% +0.5 EMLD 343 x $5.35 - $5.50 x 221 EMLD  SPREAD/FLOOR  Vega=$153k META=300.15 Ref
  240. >>3700 META Dec23 345 Calls $8.10 (CboeTheo=8.15)  BID  ARCA 11:19:23.434 IV=36.5% PHLX 113 x $8.10 - $8.20 x 43 BOX  SPREAD/FLOOR - OPENING  Vega=$181k META=300.15 Ref
  241. >>Unusual Volume FSR - 3x market weighted volume: 41.2k = 108.9k projected vs 30.0k adv, 52% puts, 9% of OI [FSR 6.38 -0.20 Ref, IV=74.1% +3.1]
  242. >>30000 PFE Oct23 30.0 Puts $0.06 (CboeTheo=0.07)  BID  BOX 11:19:57.973 IV=25.5% -0.7 GEMX 465 x $0.06 - $0.07 x 400 EMLD  SPREAD/CROSS - OPENING   52WeekLow  Vega=$34k PFE=33.52 Ref
  243. >>30000 PFE Oct23 30.0 Calls $3.70 (CboeTheo=3.75)  BID  BOX 11:19:57.973 IV=19.7% -6.5 BOX 110 x $3.70 - $3.80 x 83 BXO  SPREAD/CROSS - OPENING   52WeekLow  Vega=$16k PFE=33.52 Ref
  244. >>4492 MBLY Oct23 30.0 Puts $0.05 (CboeTheo=0.05)  MID  ARCA 11:20:20.511 IV=45.2% -2.6 EMLD 0 x $0.00 - $0.10 x 52 BOX  FLOOR - COMPLEX  Vega=$3065 MBLY=38.33 Ref
  245. >>2500 S Dec23 15.0 Puts $1.00 (CboeTheo=0.98)  ASK  BOX 11:21:07.056 IV=54.4% +1.5 PHLX 146 x $0.95 - $1.00 x 110 EMLD  CROSS - OPENING  Vega=$7051 S=16.34 Ref
  246. >>Unusual Volume EXPE - 3x market weighted volume: 7639 = 20.0k projected vs 6050 adv, 81% puts, 8% of OI [EXPE 104.45 -1.29 Ref, IV=30.4% +0.8]
  247. SPLIT TICKET:
    >>1000 VIX Sep23 20th 25.0 Calls $0.02  ASK  [CBOE] 11:21:51.913 IV=478.1% +105.5 CBOE 0 x $0.00 - $0.02 x 2436 CBOE Vega=$31 VIX=14.63 Fwd
  248. >>13000 PFE Oct23 29.0 Calls $4.70 (CboeTheo=4.75)  BID  BOX 11:21:56.948 ARCA 16 x $4.70 - $4.80 x 130 BXO  SPREAD/CROSS - OPENING   52WeekLow  Vega=$0 PFE=33.55 Ref
  249. >>13000 PFE Oct23 29.0 Puts $0.03 (CboeTheo=0.04)  BID  BOX 11:21:56.948 IV=27.7% -0.8 GEMX 367 x $0.03 - $0.04 x 300 MPRL  SPREAD/CROSS - OPENING   52WeekLow  Vega=$8761 PFE=33.55 Ref
  250. >>22000 PFE Oct23 29.0 Calls $4.70 (CboeTheo=4.74)  BID  BOX 11:23:17.332 AMEX 30 x $4.70 - $4.80 x 130 BXO  SPREAD/CROSS - OPENING   52WeekLow  Vega=$0 PFE=33.55 Ref
  251. >>22000 PFE Oct23 29.0 Puts $0.03 (CboeTheo=0.04)  BID  BOX 11:23:17.332 IV=27.6% -0.9 GEMX 529 x $0.03 - $0.04 x 424 EMLD  SPREAD/CROSS - OPENING   52WeekLow  Vega=$15k PFE=33.55 Ref
  252. >>3000 PBR Jan24 20.0 Puts $4.83 (CboeTheo=4.75)  BID  AMEX 11:24:40.761 IV=40.0% +2.5 BOX 725 x $4.75 - $4.95 x 350 BOX  SPREAD/CROSS  Vega=$6273 PBR=15.53 Ref
  253. >>3000 PBR Jan24 20.0 Calls $0.11 (CboeTheo=0.12)  BID  AMEX 11:24:40.761 IV=32.1% -1.3 EMLD 96 x $0.11 - $0.12 x 220 C2  SPREAD/CROSS  Vega=$4441 PBR=15.53 Ref
  254. >>3000 PBR Jan24 30.0 Calls $0.03 (CboeTheo=0.02)  ASK  ARCA 11:25:43.289 IV=52.6% +0.8 ARCA 1 x $0.01 - $0.03 x 114 CBOE  SPREAD/CROSS  Vega=$1316 PBR=15.53 Ref
  255. >>3000 PBR Jan24 30.0 Puts $14.63 (CboeTheo=14.49)  BID  ARCA 11:25:43.289 IV=69.5% +17.7 ARCA 424 x $14.40 - $15.20 x 155 BOX  SPREAD/CROSS  Vega=$3587 PBR=15.53 Ref
  256. >>9500 PINS Sep23 22nd 24.0 Puts $0.67 (CboeTheo=0.67)  ASK  BOX 11:26:24.017 IV=102.7% +2.9 MPRL 3 x $0.66 - $0.67 x 5 BZX  SPREAD/FLOOR  Vega=$8361 PINS=24.57 Ref
  257. >>9500 PINS Sep23 22nd 25.5 Puts $1.45 (CboeTheo=1.45)  MID  BOX 11:26:24.017 IV=98.3% +5.8 C2 72 x $1.44 - $1.46 x 53 C2  SPREAD/FLOOR  Vega=$8212 PINS=24.57 Ref
  258. >>9500 PINS Sep23 22nd 22.0 Puts $0.16 (CboeTheo=0.17)  BID  BOX 11:26:24.017 IV=107.5% -1.1 NOM 136 x $0.16 - $0.18 x 265 C2  SPREAD/FLOOR - OPENING  Vega=$4526 PINS=24.57 Ref
  259. >>3000 AAPL Sep23 29th 170 Puts $0.56 (CboeTheo=0.55)  ASK  PHLX 11:29:09.039 IV=25.7% +0.7 BXO 488 x $0.55 - $0.56 x 200 BXO  SPREAD/CROSS/TIED  Vega=$20k AAPL=177.57 Ref
  260. >>Market Color MPW - Bearish flow noted in Medical Properties Trust (6.04 -0.05) with 29,162 puts trading, or 1.3x expected. The Put/Call Ratio is 4.51, while ATM IV is up nearly 2 points on the day. Earnings are expected on 10/25. (Autocolor ()) [MPW 6.04 -0.05 Ref, IV=59.1% +1.6] #Bearish
  261. SPLIT TICKET:
    >>1000 XSP Sep23 19th 446 Calls $0.03 (CboeTheo=0.02)  ASK  [CBOE] 11:30:34.460 IV=19.6% +8.4 CBOE 1077 x $0.02 - $0.03 x 369 CBOE  OPENING  Vega=$903 XSP=442.52 Fwd
  262. SWEEP DETECTED:
    >>2336 VFC Nov23 22.5 Calls $0.20 (CboeTheo=0.18)  ASK  [MULTI] 11:32:49.455 IV=47.2% -0.6 EMLD 412 x $0.15 - $0.20 x 154 PHLX Vega=$3560 VFC=17.66 Ref
  263. >>2475 COIN Oct23 75.0 Puts $3.30 (CboeTheo=3.21)  ASK  CBOE 11:33:05.119 IV=62.8% +2.7 PHLX 251 x $3.15 - $3.30 x 675 ISE  FLOOR  Vega=$21k COIN=80.28 Ref
  264. >>7700 PINS Sep23 22nd 23.0 Puts $0.33 (CboeTheo=0.32)  ASK  BOX 11:33:28.373 IV=108.1% +2.4 C2 33 x $0.30 - $0.33 x 126 C2  FLOOR  Vega=$5286 PINS=24.73 Ref
  265. SPLIT TICKET:
    >>3531 KVUE Oct23 20.5 Puts $0.475 (CboeTheo=0.50)  BID  [AMEX] 11:33:48.624 IV=27.8% -1.8 CBOE 3410 x $0.45 - $0.55 x 4584 CBOE  FLOOR - OPENING  Vega=$8149 KVUE=20.91 Ref
  266. >>3136 NKLA Oct23 2.0 Puts $0.72 (CboeTheo=0.72)  MID  AMEX 11:34:00.471 IV=183.2% -7.8 BOX 654 x $0.70 - $0.73 x 829 EMLD  SPREAD/CROSS   SSR  Vega=$480 NKLA=1.44 Ref
  267. >>3136 NKLA Oct23 2.0 Calls $0.13 (CboeTheo=0.13)  BID  AMEX 11:34:00.471 IV=177.9% -13.2 C2 403 x $0.13 - $0.14 x 550 EMLD  SPREAD/CROSS   SSR  Vega=$477 NKLA=1.44 Ref
  268. >>7500 FSR Jan24 10.0 Puts $4.10 (CboeTheo=4.16)  BID  PHLX 11:34:39.814 IV=79.1% -5.0 PHLX 1546 x $4.00 - $4.25 x 295 PHLX  SPREAD/FLOOR  Vega=$7182 FSR=6.38 Ref
  269. >>7500 FSR May24 10.0 Puts $4.60 (CboeTheo=4.61)  MID  PHLX 11:34:39.814 IV=85.9% +0.9 PHLX 873 x $4.50 - $4.70 x 6 NOM  SPREAD/FLOOR - OPENING  Vega=$13k FSR=6.38 Ref
  270. >>8728 NKLA Oct23 2.0 Puts $0.69 (CboeTheo=0.69)  BID  AMEX 11:35:49.963 IV=176.1% -14.9 C2 1845 x $0.68 - $0.72 x 2718 C2  TIED/FLOOR - OPENING   SSR  Vega=$1367 NKLA=1.47 Ref
  271. >>8728 NKLA Oct23 2.0 Calls $0.15 (CboeTheo=0.14)  ASK  AMEX 11:35:49.963 IV=184.0% -7.1 CBOE 2352 x $0.13 - $0.15 x 1530 C2  TIED/FLOOR   SSR  Vega=$1389 NKLA=1.47 Ref
  272. >>2250 EXPE Sep23 22nd 103 Puts $0.79 (CboeTheo=0.78)  ASK  AMEX 11:36:09.319 IV=35.9% +0.6 CBOE 123 x $0.74 - $0.81 x 42 PHLX  SPREAD/FLOOR  Vega=$8034 EXPE=104.36 Ref
  273. >>2250 EXPE Sep23 22nd 100 Puts $0.17 (CboeTheo=0.20)  BID  AMEX 11:36:09.320 IV=36.5% -1.7 EMLD 211 x $0.17 - $0.22 x 133 EDGX  SPREAD/FLOOR - OPENING  Vega=$3934 EXPE=104.36 Ref
  274. >>2000 PBR Jan24 20.0 Calls $0.11 (CboeTheo=0.12)  MID  AMEX 11:36:31.496 IV=32.0% -1.4 EDGX 10 x $0.09 - $0.14 x 20 EDGX  SPREAD/CROSS  Vega=$2968 PBR=15.54 Ref
  275. >>2000 PBR Jan24 20.0 Puts $4.81 (CboeTheo=4.70)  ASK  AMEX 11:36:31.496 IV=39.7% +2.2 ARCA 476 x $4.70 - $4.90 x 693 MPRL  SPREAD/CROSS  Vega=$4166 PBR=15.54 Ref
  276. >>8161 WBA Nov23 25.0 Calls $0.33 (CboeTheo=0.35)  Below Bid!  ISE 11:37:30.901 IV=33.8% -1.4 NOM 300 x $0.34 - $0.36 x 72 PHLX  ISO/AUCTION - OPENING  Vega=$21k WBA=22.16 Ref
  277. SWEEP DETECTED:
    >>9579 WBA Nov23 25.0 Calls $0.331 (CboeTheo=0.35)  Below Bid!  [MULTI] 11:37:30.747 IV=34.2% -1.1 EMLD 375 x $0.34 - $0.36 x 138 EMLD  ISO - OPENING  Vega=$25k WBA=22.18 Ref
  278. SPLIT TICKET:
    >>1000 SPX Sep24 3750 Puts $81.90 (CboeTheo=81.63)  ASK  [CBOE] 11:38:32.947 IV=22.3% +0.0 CBOE 67 x $81.10 - $82.20 x 68 CBOE  FLOOR  Vega=$1.03m SPX=4624.25 Fwd
  279. >>2000 AMD Jun24 90.0 Puts $8.63 (CboeTheo=8.57)  ASK  ARCA 11:38:58.099 IV=46.5% +0.4 MPRL 63 x $8.50 - $8.65 x 744 CBOE  CROSS  Vega=$59k AMD=101.96 Ref
  280. >>15000 KVUE Jan24 22.5 Calls $0.70 (CboeTheo=0.67)  ASK  ARCA 11:39:17.273 IV=25.6% +1.5 PHLX 2548 x $0.60 - $0.70 x 1188 PHLX  SPREAD/FLOOR  Vega=$68k KVUE=20.89 Ref
  281. >>30000 KVUE Nov23 22.5 Calls $0.35 (CboeTheo=0.37)  BID  ARCA 11:39:17.273 IV=25.1% -0.3 C2 455 x $0.35 - $0.40 x 916 CBOE  SPREAD/FLOOR  Vega=$86k KVUE=20.89 Ref
  282. >>3005 SOVO Nov23 25.0 Calls $0.15 (CboeTheo=0.12)  ASK  AMEX 11:39:28.074 IV=25.3% +5.2 NOM 44 x $0.10 - $0.15 x 45 CBOE  FLOOR - COMPLEX  Vega=$6050 SOVO=22.48 Ref
  283. SWEEP DETECTED:
    >>2000 RIG Oct23 10.0 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 11:40:22.666 IV=49.6% -0.7 AMEX 1671 x $0.05 - $0.06 x 30 BZX Vega=$826 RIG=8.14 Ref
  284. >>1000 VIX Sep23 20th 16.0 Calls $0.09 (CboeTheo=0.08)  ASK  CBOE 11:41:11.036 IV=178.5% +36.3 CBOE 15 x $0.07 - $0.09 x 4012 CBOE  LATE  Vega=$163 VIX=14.49 Fwd
  285. >>1000 VIX Sep23 20th 14.0 Puts $0.09 (CboeTheo=0.11)  Below Bid!  CBOE 11:41:11.475 IV=93.5% +6.1 CBOE 4 x $0.10 - $0.12 x 9267 CBOE  LATE  Vega=$218 VIX=14.49 Fwd
  286. TRADE CXLD:
    >>1000 VIX Sep23 20th 16.0 Calls $0.09 (CboeTheo=0.08)  ASK  CBOE 11:41:11.036 IV=178.5% +36.3 CBOE 15 x $0.07 - $0.09 x 4012 CBOE  LATE  Vega=$163 VIX=14.49 Fwd
  287. TRADE CXLD:
    >>1000 VIX Sep23 20th 14.0 Puts $0.09 (CboeTheo=0.11)  Below Bid!  CBOE 11:41:11.475 IV=93.5% +6.1 CBOE 4 x $0.10 - $0.12 x 9267 CBOE  LATE  Vega=$218 VIX=14.49 Fwd
  288. >>8378 VZ Nov23 35.0 Calls $0.40 (CboeTheo=0.40)  BID  AMEX 11:41:58.087 IV=20.4% +0.1 EMLD 645 x $0.40 - $0.41 x 30 C2  AUCTION - OPENING  Vega=$36k VZ=33.41 Ref
  289. >>4960 DOW Dec23 57.5 Calls $0.62 (CboeTheo=0.63)  Below Bid!  ISE 11:44:00.484 IV=20.5% +0.1 NOM 1 x $0.63 - $0.65 x 359 EMLD  ISO/AUCTION  Vega=$38k DOW=52.73 Ref
  290. SWEEP DETECTED:
    >>Bearish Delta Impact 5069 DOW Dec23 57.5 Calls $0.62 (CboeTheo=0.64)  Below Bid!  [MULTI] 11:44:00.361 IV=20.5% +0.1 MPRL 21 x $0.63 - $0.65 x 392 EMLD  ISO 
    Delta=23%, EST. IMPACT = 115k Shares ($6.08m) To Sell DOW=52.76 Ref
  291. >>Unusual Volume TUP - 3x market weighted volume: 13.3k = 31.4k projected vs 9811 adv, 79% calls, 11% of OI [TUP 1.96 +0.27 Ref, IV=155.0% +7.9]
  292. >>Market Color CAT - Bullish option flow detected in Caterpillar (279.72 -1.22) with 15,224 calls trading (2x expected) and implied vol increasing over 1 point to 23.03%. . The Put/Call Ratio is 0.27. Earnings are expected on 10/25. (Autocolor ()) [CAT 279.72 -1.22 Ref, IV=23.0% +1.0] #Bullish
  293. TRADE CXLD:
    >>2376 PINS Sep23 29th 23.5 Calls $1.60 (CboeTheo=1.57)  Above Ask!  BOX 11:03:47.451 IV=65.9% +0.3 PHLX 139 x $1.54 - $1.59 x 128 EMLD  SPREAD/FLOOR - OPENING  Vega=$3557 PINS=24.41 Ref
  294. TRADE CXLD:
    >>2376 PINS Sep23 22nd 24.5 Calls $0.90 (CboeTheo=0.91)  BID  BOX 11:03:47.451 IV=101.6% +4.5 BZX 12 x $0.90 - $0.92 x 134 PHLX  SPREAD/FLOOR - OPENING  Vega=$2177 PINS=24.41 Ref
  295. >>2276 PINS Sep23 22nd 24.5 Calls $0.90 (CboeTheo=1.00)  Below Bid!  BOX 11:46:44.848 IV=86.3% -10.8 BOX 109 x $0.99 - $1.02 x 123 PHLX  LATE - OPENING  Vega=$2078 PINS=24.68 Ref
  296. >>2276 PINS Sep23 29th 23.5 Calls $1.60 (CboeTheo=1.72)  Below Bid!  BOX 11:47:02.195 IV=53.2% -12.5 NOM 34 x $1.71 - $1.76 x 104 C2  LATE - OPENING  Vega=$3110 PINS=24.69 Ref
  297. >>3744 KO Dec23 62.5 Calls $0.20 (CboeTheo=0.22)  Below Bid!  ISE 11:47:51.233 IV=11.5% -0.3 MPRL 411 x $0.21 - $0.22 x 120 MPRL  ISO/AUCTION  Vega=$23k KO=58.09 Ref
  298. SWEEP DETECTED:
    >>4530 KO Dec23 62.5 Calls $0.202 (CboeTheo=0.22)  Below Bid!  [MULTI] 11:47:51.077 IV=11.7% -0.1 BZX 93 x $0.21 - $0.22 x 32 PHLX  ISO  Vega=$29k KO=58.09 Ref
  299. >>3000 AMD Nov23 115 Calls $3.00 (CboeTheo=3.03)  BID  PHLX 11:50:12.292 IV=43.9% +0.1 C2 463 x $3.00 - $3.05 x 45 BXO  SPREAD/CROSS/TIED  Vega=$42k AMD=101.63 Ref
  300. >>3000 AMD Nov23 105 Calls $6.30 (CboeTheo=6.26)  ASK  PHLX 11:50:12.292 IV=44.8% +0.6 PHLX 1490 x $6.20 - $6.30 x 753 MIAX  SPREAD/CROSS/TIED  Vega=$49k AMD=101.63 Ref
  301. >>2353 MRK Dec23 115 Calls $1.49 (CboeTheo=1.51)  BID  AMEX 11:51:00.692 IV=18.0% +0.0 BOX 39 x $1.49 - $1.54 x 136 GEMX  AUCTION - OPENING  Vega=$42k MRK=107.19 Ref
  302. >>5000 PBR Jan24 30.0 Calls $0.02 (CboeTheo=0.02)  MID  AMEX 11:51:27.469 IV=49.9% -1.9 ARCA 1 x $0.01 - $0.03 x 106 CBOE  SPREAD/CROSS  Vega=$1682 PBR=15.53 Ref
  303. >>5000 PBR Jan24 30.0 Puts $14.64 (CboeTheo=14.50)  BID  AMEX 11:51:27.469 IV=69.6% +17.8 ARCA 124 x $14.40 - $15.15 x 154 BOX  SPREAD/CROSS  Vega=$6046 PBR=15.53 Ref
  304. >>2500 ET Jun24 15.0 Calls $0.45 (CboeTheo=0.46)  BID  BOX 11:52:25.640 IV=20.1% -0.3 BZX 21 x $0.45 - $0.46 x 14 MPRL  CROSS   52WeekHigh  Vega=$10k ET=13.87 Ref
  305. >>Unusual Volume ET - 3x market weighted volume: 54.4k = 122.9k projected vs 38.1k adv, 88% calls, 5% of OI [ET 13.81 +0.04 Ref, IV=15.3% +0.6]
  306. SPLIT TICKET:
    >>1050 VIX Nov23 15th 22.0 Calls $1.02 (CboeTheo=1.04)  BID  [CBOE] 11:56:37.144 IV=97.7% -0.4 CBOE 350 x $1.02 - $1.06 x 28k CBOE Vega=$2407 VIX=16.73 Fwd
  307. >>3000 BAC Oct23 31.0 Calls $0.14 (CboeTheo=0.14)  BID  AMEX 11:58:11.792 IV=23.1% +0.7 EMLD 3646 x $0.14 - $0.15 x 2913 C2  SPREAD/CROSS  Vega=$5876 BAC=28.64 Ref
  308. >>3000 BAC Oct23 31.0 Puts $2.39 (CboeTheo=2.41)  MID  AMEX 11:58:11.792 IV=21.9% -0.6 PHLX 901 x $2.37 - $2.42 x 1767 EMLD  SPREAD/CROSS  Vega=$3746 BAC=28.64 Ref
  309. >>1000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$1997 VIX=17.15 Fwd
  310. >>1000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$1997 VIX=17.15 Fwd
  311. >>3000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$5991 VIX=17.15 Fwd
  312. >>1000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$1997 VIX=17.15 Fwd
  313. >>3000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$5991 VIX=17.15 Fwd
  314. >>2500 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 14k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$4993 VIX=17.15 Fwd
  315. >>5000 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.651 IV=112.4% +1.4 CBOE 14k x $0.56 - $0.58 x 825 CBOE  FLOOR  Vega=$9985 VIX=17.15 Fwd
  316. >>20265 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  CBOE 11:58:22.669 IV=112.4% +1.4 CBOE 14k x $0.56 - $0.58 x 825 CBOE  FLOOR - OPENING  Vega=$40k VIX=17.15 Fwd
  317. SPLIT TICKET:
    >>36765 VIX Dec23 20th 36.0 Calls $0.59 (CboeTheo=0.57)  Above Ask!  [CBOE] 11:58:22.651 IV=112.4% +1.4 CBOE 13k x $0.56 - $0.58 x 825 CBOE  FLOOR - OPENING  Vega=$73k VIX=17.15 Fwd
  318. >>Market Color UEC - Bearish flow noted in Uranium Energy (5.08 -0.28) with 21,690 puts trading, or 35x expected. The Put/Call Ratio is 9.65, while ATM IV is up over 3 points on the day. Earnings are expected on 09/28. (Autocolor ()) [UEC 5.08 -0.28 Ref, IV=60.1% +3.5] #Bearish
  319. SWEEP DETECTED:
    >>3952 TFC Nov23 30.0 Calls $0.90 (CboeTheo=0.85)  ASK  [MULTI] 12:00:30.487 IV=34.3% +2.0 EDGX 382 x $0.80 - $0.90 x 512 PHLX Vega=$17k TFC=28.34 Ref
  320. SWEEP DETECTED:
    >>2073 TFC Jan24 27.5 Puts $1.80 (CboeTheo=1.83)  BID  [MULTI] 12:00:35.629 IV=34.5% -0.4 C2 230 x $1.80 - $1.85 x 20 BXO Vega=$13k TFC=28.38 Ref
  321. >>5000 LCID Nov23 6.0 Puts $0.86 (CboeTheo=0.86)  MID  AMEX 12:00:42.756 IV=68.5% +2.6 NOM 10 x $0.85 - $0.87 x 25 BXO  TIED/FLOOR   52WeekLow  Vega=$4407 LCID=5.54 Ref
  322. >>5000 LCID Nov23 6.0 Calls $0.43 (CboeTheo=0.44)  BID  AMEX 12:00:42.757 IV=66.5% +0.6 C2 202 x $0.43 - $0.45 x 14 ARCA  TIED/FLOOR   52WeekLow  Vega=$4416 LCID=5.54 Ref
  323. SWEEP DETECTED:
    >>6000 CGC Nov23 1.5 Calls $0.18 (CboeTheo=0.20)  BID  [MULTI] 12:00:45.772 IV=175.6% -5.7 AMEX 1477 x $0.18 - $0.21 x 33 BOX  OPENING   SSR  Vega=$1028 CGC=1.11 Ref
  324. SWEEP DETECTED:
    >>2987 GOLD Oct23 14.5 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 12:01:20.145 IV=30.5% -0.6 EMLD 1088 x $0.05 - $0.06 x 2591 EMLD  ISO - OPENING  Vega=$2311 GOLD=16.22 Ref
  325. >>5000 PBR Jan24 30.0 Calls $0.02 (CboeTheo=0.02)  MID  AMEX 12:03:17.294 IV=50.0% -1.8 ARCA 1 x $0.01 - $0.03 x 10 BXO  SPREAD/CROSS  Vega=$1680 PBR=15.52 Ref
  326. >>5000 PBR Jan24 30.0 Puts $14.59 (CboeTheo=14.51)  BID  AMEX 12:03:17.294 IV=64.0% +12.2 ARCA 275 x $14.45 - $15.60 x 162 BOX  SPREAD/CROSS  Vega=$4707 PBR=15.52 Ref
  327. >>5000 PBR Jan24 20.0 Calls $0.11 (CboeTheo=0.12)  BID  AMEX 12:03:34.307 IV=32.3% -1.1 ARCA 647 x $0.11 - $0.12 x 508 GEMX  SPREAD/CROSS  Vega=$7376 PBR=15.52 Ref
  328. >>5000 PBR Jan24 20.0 Puts $4.85 (CboeTheo=4.75)  MID  AMEX 12:03:34.307 IV=40.0% +2.5 ARCA 176 x $4.75 - $4.95 x 349 BOX  SPREAD/CROSS  Vega=$10k PBR=15.52 Ref
  329. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 MAXN Oct23 15.0 Calls $0.35 (CboeTheo=0.38)  BID  [MULTI] 12:04:24.059 IV=59.7% -2.7 PHLX 465 x $0.35 - $0.40 x 2 NOM  52WeekLow 
    Delta=27%, EST. IMPACT = 41k Shares ($540k) To Sell MAXN=13.21 Ref
  330. SWEEP DETECTED:
    >>2000 NIO Jun24 5.0 Puts $0.35 (CboeTheo=0.32)  ASK  [MULTI] 12:05:41.311 IV=72.2% -1.7 EMLD 1606 x $0.30 - $0.35 x 400 EMLD  ISO - OPENING   SSR  Vega=$2715 NIO=8.81 Ref
  331. SWEEP DETECTED:
    >>2180 NVDA Sep23 22nd 420 Puts $2.937 (CboeTheo=2.92)  Above Ask!  [MULTI] 12:05:41.541 IV=44.9% +0.6 BZX 32 x $2.91 - $2.92 x 967 GEMX Vega=$29k NVDA=430.68 Ref
  332. SPLIT TICKET:
    >>2300 VIX Dec23 20th 30.0 Calls $0.83 (CboeTheo=0.81)  ASK  [CBOE] 12:08:49.905 IV=104.2% +0.9 CBOE 26k x $0.79 - $0.83 x 14k CBOE Vega=$5642 VIX=17.14 Fwd
  333. >>10000 ET Jan24 14.0 Calls $0.52 (CboeTheo=0.50)  ASK  AMEX 12:10:07.764 IV=19.5% +1.2 ARCA 32 x $0.50 - $0.52 x 3970 AMEX  SPREAD/FLOOR   52WeekHigh  Vega=$31k ET=13.81 Ref
  334. >>10000 ET Jan24 13.0 Calls $1.12 (CboeTheo=1.12)  MID  AMEX 12:10:07.763 IV=20.7% +0.7 BOX 321 x $1.10 - $1.13 x 1292 GEMX  SPREAD/FLOOR   52WeekHigh  Vega=$25k ET=13.81 Ref
  335. SPLIT TICKET:
    >>1889 SPXW Sep23 19th 4450 Calls $0.25 (CboeTheo=0.27)  BID  [CBOE] 12:10:33.049 IV=17.7% +8.2 CBOE 1417 x $0.25 - $0.30 x 781 CBOE Vega=$16k SPX=4421.06 Fwd
  336. >>3600 RIG Nov23 8.0 Puts $0.60 (CboeTheo=0.61)  BID  CBOE 12:10:42.649 IV=53.4% -0.9 C2 232 x $0.60 - $0.62 x 2106 C2  FLOOR  Vega=$4589 RIG=8.12 Ref
  337. SPLIT TICKET:
    >>4000 RIG Nov23 8.0 Puts $0.60 (CboeTheo=0.61)  BID  [CBOE] 12:10:42.648 IV=53.4% -0.9 C2 232 x $0.60 - $0.62 x 2106 C2  FLOOR  Vega=$5099 RIG=8.12 Ref
  338. SPLIT TICKET:
    >>3100 NG Mar24 4.0 Puts $0.34 (CboeTheo=0.35)  BID  [PHLX] 12:11:44.268 IV=38.2% +0.3 CBOE 647 x $0.30 - $0.40 x 286 PHLX  AUCTION - OPENING  Vega=$3363 NG=4.08 Ref
  339. >>20500 BAC Oct23 24.0 Calls $4.75 (CboeTheo=4.80)  BID  BOX 12:14:41.622 IV=17.3% -20.1 MPRL 100 x $4.75 - $4.85 x 105 ARCA  SPREAD/CROSS - OPENING  Vega=$133 BAC=28.61 Ref
  340. >>20500 BAC Oct23 24.0 Puts $0.05 (CboeTheo=0.05)  BID  BOX 12:14:41.622 IV=36.4% -1.0 EMLD 1885 x $0.05 - $0.06 x 3682 EMLD  SPREAD/CROSS - OPENING  Vega=$15k BAC=28.61 Ref
  341. >>Market Color .SPX - S&P500 index option volume at midday totals 1393543 contracts as the index trades near $4422.59 (-30.94). Front term atm implied vols are near 12.7% and the CBOE VIX is currently near 14.70 (0.70). (Autocolor ())
  342. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 4 to 3 and 712892 contracts changing hands. Most actives include Petrobras(PBR), Exxon Mobil(XOM), Enphase Energy(ENPH). The sector ETF, XLE is down -0.875 to 91.235 with 30 day implied volatility up 0.5% at 19.9% (Autocolor ( )) #sector
  343. >>Market Color WBD - Bullish option flow detected in Warner Bros. Discovery (11.56 -0.10) with 19,778 calls trading (1.2x expected) and implied vol increasing over 1 point to 42.12%. . The Put/Call Ratio is 0.19. Earnings are expected on 11/01. (Autocolor ()) [WBD 11.56 -0.10 Ref, IV=42.1% +1.5] #Bullish
  344. >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 8 to 7 and 1024292 contracts changing hands. Most actives include Bank of America(BAC), Marathon Patent Group(MARA), Affirm Holdings(AFRM). The sector ETF, XLF is down -0.185 to 34.585 with 30 day implied volatility up 0.4% at 13.8% (Autocolor ( LLC)) #sector
  345. >>Market Color @IT - Technology sector option volume is relatively light today, with calls leading puts 5 to 4 and 3238277 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is down -1.015 to 168.335 with 30 day implied volatility up 0.5% at 18.5% (Autocolor ( )) #sector
  346. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 7 to 5 and 3317290 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is down -1.805 to 167.815 with 30 day implied volatility up 0.7% at 19.5% (Autocolor )) #sector
  347. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 3 to 2 and 620469 contracts changing hands. Most actives include Pfizer(PFE), CVS Health(CVS), AstraZeneca(AZN). The sector ETF, XLV is down -0.485 to 130.965 with 30 day implied volatility up 0.5% at 10.9% (Autocolor )) #sector
  348. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 4 to 3 and 275227 contracts changing hands. Most actives include US Steel(X), Freeport McMoRan(FCX), Barrick Gold(GOLD). The sector ETF, XLB is down -0.635 to 80.345 with 30 day implied volatility up 0.6% at 15.0% (Autocolor )) #sector
  349. SPLIT TICKET:
    >>1192 SPX Mar24 4100 Puts $70.24 (CboeTheo=69.60)  Above Ask!  [CBOE] 12:15:45.281 IV=18.5% +0.0 CBOE 329 x $69.30 - $69.90 x 347 CBOE  LATE  Vega=$1.06m SPX=4520.18 Fwd
  350. >>1496 VIX Dec23 20th 35.0 Calls $0.62 (CboeTheo=0.63)  BID  CBOE 12:15:53.202 IV=111.1% +1.4 CBOE 616 x $0.62 - $0.64 x 26k CBOE Vega=$3084 VIX=17.14 Fwd
  351. SPLIT TICKET:
    >>2112 VIX Dec23 20th 35.0 Calls $0.62 (CboeTheo=0.63)  BID  [CBOE] 12:15:53.202 IV=111.1% +1.4 CBOE 616 x $0.62 - $0.64 x 26k CBOE Vega=$4354 VIX=17.14 Fwd
  352. >>1152 VIX Sep23 20th 14.5 Calls $0.33 (CboeTheo=0.34)  BID  CBOE 12:16:18.515 IV=101.9% -5.0 CBOE 1844 x $0.32 - $0.33 x 1152 CBOE Vega=$327 VIX=14.58 Fwd
  353. SPLIT TICKET:
    >>2000 VIX Sep23 20th 14.5 Calls $0.33 (CboeTheo=0.34)  BID  [CBOE] 12:16:18.496 IV=101.9% -5.0 CBOE 1500 x $0.32 - $0.39 x 1877 CBOE Vega=$568 VIX=14.58 Fwd
  354. >>20500 BAC Oct23 25.0 Calls $3.80 (CboeTheo=3.85)  BID  BOX 12:16:46.695 IV=27.7% -5.9 PHLX 144 x $3.80 - $3.90 x 551 PHLX  SPREAD/CROSS - OPENING  Vega=$15k BAC=28.62 Ref
  355. >>20500 BAC Oct23 25.0 Puts $0.08 (CboeTheo=0.08)  BID  BOX 12:16:46.695 IV=32.8% -0.8 EMLD 2173 x $0.08 - $0.09 x 3918 EMLD  SPREAD/CROSS - OPENING  Vega=$22k BAC=28.62 Ref
  356. SPLIT TICKET:
    >>3019 VIX Sep23 20th 14.0 Puts $0.08 (CboeTheo=0.07)  ASK  [CBOE] 12:16:49.082 IV=99.1% +11.7 CBOE 12k x $0.06 - $0.08 x 500 CBOE Vega=$605 VIX=14.58 Fwd
  357. >>Unusual Volume GIS - 3x market weighted volume: 8948 = 18.7k projected vs 6205 adv, 86% calls, 11% of OI  Pre-Earnings  [GIS 65.74 -0.36 Ref, IV=22.9% +0.2]
  358. >>7000 WFC Jan24 85.0 Puts $41.91 (CboeTheo=41.92)  MID  CBOE 12:19:33.260 BOX 39 x $41.85 - $41.95 x 2 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 WFC=43.08 Ref
  359. >>7000 WFC Jan24 55.0 Puts $11.91 (CboeTheo=11.93)  BID  CBOE 12:19:33.358 BOX 73 x $11.85 - $12.00 x 73 BOX  SPREAD/LEGGED/FLOOR  Vega=$0 WFC=43.08 Ref
  360. >>5000 BAC Jan24 38.0 Puts $9.38 (CboeTheo=9.37)  ASK  CBOE 12:19:51.653 IV=34.0% +10.3 PHLX 104 x $9.30 - $9.40 x 34 MPRL  SPREAD/LEGGED/FLOOR - OPENING  Vega=$7453 BAC=28.64 Ref
  361. >>6550 BAC Jan24 65.0 Puts $36.38 (CboeTheo=36.37)  MID  CBOE 12:19:51.753 IV=82.6% +35.7 ISE 45 x $36.30 - $36.45 x 82 ISE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$4609 BAC=28.64 Ref
  362. >>2000 TSLA Jan24 475 Puts $210.57 (CboeTheo=210.55)  ASK  CBOE 12:21:50.841 IV=61.0% +8.4 ARCA 50 x $209.50 - $211.60 x 50 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$11k TSLA=264.45 Ref
  363. >>2000 TSLA Jan24 450 Puts $185.57 (CboeTheo=185.54)  MID  CBOE 12:21:50.930 IV=56.3% +5.0 ARCA 50 x $184.65 - $186.50 x 50 ARCA  SPREAD/LEGGED/FLOOR  Vega=$11k TSLA=264.45 Ref
  364. >>2000 SQ Jun25 130 Puts $80.33 (CboeTheo=80.36)  BID  CBOE 12:22:14.921 BOX 30 x $79.45 - $81.30 x 1 ARCA  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$0 SQ=49.64 Ref
  365. SWEEP DETECTED:
    >>5285 F Sep23 22nd 11.5 Calls $1.07 (CboeTheo=1.06)  ASK  [MULTI] 12:24:27.849 IV=67.7% +19.2 BOX 35 x $1.04 - $1.07 x 5 NOM  ISO  Vega=$930 F=12.54 Ref
  366. >>2000 PLUG Jan24 35.0 Puts $26.80 (CboeTheo=26.79)  MID  CBOE 12:25:33.282 IV=139.6% +29.9 BXO 12 x $26.75 - $26.85 x 156 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$650 PLUG=8.21 Ref
  367. >>6000 TSEM Oct23 37.0 Puts $10.59 (CboeTheo=10.59)  BID  CBOE 12:25:46.281 BOX 49 x $10.50 - $10.70 x 65 NOM  SPREAD/LEGGED/FLOOR   52WeekLow  Vega=$0 TSEM=26.41 Ref
  368. >>3050 TSEM Oct23 43.0 Puts $16.60 (CboeTheo=16.59)  MID  CBOE 12:25:46.375 IV=85.7% +15.8 BOX 49 x $16.50 - $16.70 x 62 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$918 TSEM=26.41 Ref
  369. >>4000 TSEM Jan24 40.0 Puts $13.61 (CboeTheo=13.59)  ASK  CBOE 12:25:46.375 IV=49.1% +13.7 MIAX 21 x $13.50 - $13.70 x 37 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$4838 TSEM=26.41 Ref
  370. >>2200 ZM Jan24 120 Puts $50.64 (CboeTheo=50.67)  BID  CBOE 12:25:59.180 EDGX 5 x $50.55 - $50.75 x 4 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=69.33 Ref
  371. >>2200 ZM Jan24 130 Puts $60.64 (CboeTheo=60.67)  ASK  CBOE 12:25:59.315 BZX 81 x $60.50 - $60.75 x 3 EDGX  SPREAD/LEGGED/FLOOR  Vega=$0 ZM=69.33 Ref
  372. >>2978 NIO Oct23 10.0 Calls $0.28 (CboeTheo=0.29)  BID  CBOE 12:27:33.961 IV=66.4% +11.7 EMLD 76 x $0.28 - $0.29 x 1731 C2  COB   SSR  Vega=$2619 NIO=8.77 Ref
  373. >>2978 NIO Nov23 9.0 Calls $0.90 (CboeTheo=0.88)  Above Ask!  CBOE 12:27:33.961 IV=68.5% +5.2 C2 53 x $0.87 - $0.88 x 17 NOM  COB   SSR  Vega=$4186 NIO=8.77 Ref
  374. >>5000 BAC Oct23 25.0 Puts $0.08 (CboeTheo=0.09)  BID  BOX 12:29:59.382 IV=32.7% -0.9 C2 3563 x $0.08 - $0.09 x 4193 EMLD  SPREAD/CROSS  Vega=$5470 BAC=28.61 Ref
  375. >>5000 BAC Oct23 25.0 Calls $3.80 (CboeTheo=3.84)  BID  BOX 12:29:59.382 IV=28.8% -4.8 BOX 184 x $3.80 - $3.90 x 1900 CBOE  SPREAD/CROSS - OPENING  Vega=$4033 BAC=28.61 Ref
  376. >>Market Color EBIX - Bearish flow noted in Ebix (11.27 -1.83) with 8,403 puts trading, or 7x expected. The Put/Call Ratio is 3.19, while ATM IV is up nearly 8 points on the day. Earnings are expected on 11/08. (Autocolor ()) [EBIX 11.27 -1.83 Ref, IV=116.1% +7.6] #Bearish
  377. >>3000 KVUE Nov23 31.0 Puts $10.10 (CboeTheo=10.20)  MID  CBOE 12:30:16.070 BXO 10 x $10.00 - $10.20 x 10 BXO  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 KVUE=20.89 Ref
  378. >>3000 KVUE Nov23 30.0 Puts $9.10 (CboeTheo=9.12)  MID  CBOE 12:30:16.140 PHLX 605 x $9.00 - $9.20 x 136 EDGX  SPREAD/LEGGED/FLOOR  Vega=$0 KVUE=20.89 Ref
  379. SWEEP DETECTED:
    >>3763 NIO Oct23 6th 11.5 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 12:31:19.281 IV=82.0% +21.4 EMLD 2010 x $0.05 - $0.06 x 769 EMLD  OPENING   SSR  Vega=$1044 NIO=8.76 Ref
  380. >>5000 BAC Oct23 24.0 Puts $0.05 (CboeTheo=0.06)  BID  BOX 12:31:41.472 IV=36.4% -1.0 EMLD 2969 x $0.05 - $0.06 x 4791 EMLD  SPREAD/CROSS  Vega=$3706 BAC=28.61 Ref
  381. >>5000 BAC Oct23 24.0 Calls $4.75 (CboeTheo=4.80)  BID  BOX 12:31:41.472 IV=27.5% -9.9 CBOE 254 x $4.75 - $4.85 x 659 PHLX  SPREAD/CROSS - OPENING  Vega=$1310 BAC=28.61 Ref
  382. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 MLKN Oct23 20.0 Calls $0.649 (CboeTheo=0.59)  ASK  [MULTI] 12:31:40.813 IV=51.7% +8.2 BZX 22 x $0.55 - $0.65 x 198 AMEX  OPENING 
    Delta=37%, EST. IMPACT = 37k Shares ($685k) To Buy MLKN=18.73 Ref
  383. >>2800 PBR Apr24 15.0 Calls $1.80 (CboeTheo=1.75)  ASK  PHLX 12:31:49.305 IV=37.2% +2.4 ARCA 1534 x $1.72 - $1.80 x 100 NOM  SPREAD/CROSS/TIED  Vega=$12k PBR=15.46 Ref
  384. SWEEP DETECTED:
    >>Bullish Delta Impact 937 GTE Nov23 7.5 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 12:33:37.782 IV=58.3% +0.2 PHLX 400 x $0.30 - $0.35 x 123 BXO  ISO - OPENING 
    Delta=37%, EST. IMPACT = 35k Shares ($231k) To Buy GTE=6.67 Ref
  385. SWEEP DETECTED:
    >>2498 NIO Sep23 22nd 8.5 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 12:34:44.140 IV=91.5% +4.4 C2 166 x $0.16 - $0.17 x 2596 EMLD  ISO - OPENING   SSR  Vega=$741 NIO=8.79 Ref
  386. >>4425 FREY Jan24 5.0 Puts $0.58 (CboeTheo=0.59)  MID  ARCA 12:36:48.636 IV=64.8% +0.8 PHLX 1551 x $0.50 - $0.65 x 1422 PHLX  CROSS   52WeekLow  Vega=$5013 FREY=5.53 Ref
  387. SWEEP DETECTED:
    >>2500 NIO Sep23 22nd 9.5 Puts $0.82 (CboeTheo=0.79)  ASK  [MULTI] 12:37:14.874 IV=103.2% +33.5 EMLD 1004 x $0.78 - $0.82 x 4873 EMLD  ISO   SSR  Vega=$605 NIO=8.78 Ref
  388. >>2123 NIO Oct23 10.0 Calls $0.28 (CboeTheo=0.29)  BID  CBOE 12:38:19.378 IV=65.9% +11.1 EMLD 3406 x $0.28 - $0.29 x 562 C2  AUCTION   SSR  Vega=$1875 NIO=8.79 Ref
  389. SPLIT TICKET:
    >>3000 NIO Oct23 10.0 Calls $0.28 (CboeTheo=0.29)  BID  [CBOE] 12:38:19.378 IV=65.9% +11.1 EMLD 3406 x $0.28 - $0.29 x 562 C2  AUCTION   SSR  Vega=$2649 NIO=8.79 Ref
  390. SWEEP DETECTED:
    >>2729 WBD Apr24 15.0 Calls $0.65 (CboeTheo=0.65)  MID  [MULTI] 12:38:42.482 IV=43.8% +1.5 BXO 34 x $0.64 - $0.66 x 616 C2  OPENING  Vega=$8565 WBD=11.57 Ref
  391. >>2900 MRK Oct23 110 Calls $1.27 (CboeTheo=1.29)  BID  BOX 12:38:54.085 IV=17.7% +0.0 CBOE 63 x $1.27 - $1.31 x 618 CBOE  FLOOR  Vega=$34k MRK=107.12 Ref
  392. >>2000 LI Jan25 40.0 Calls $10.30 (CboeTheo=10.36)  BID  ARCA 12:41:09.603 IV=58.3% -0.3 EDGX 164 x $10.15 - $10.50 x 97 PHLX  CROSS  Vega=$33k LI=38.12 Ref
  393. SWEEP DETECTED:
    >>2306 NIO Jun24 7.5 Puts $1.18 (CboeTheo=1.16)  ASK  [MULTI] 12:41:49.428 IV=68.0% +1.2 EMLD 535 x $1.15 - $1.18 x 315 EMLD  ISO   SSR  Vega=$5799 NIO=8.78 Ref
  394. >>12500 AX Oct23 37.5 Puts $1.84 (CboeTheo=1.79)  ASK  BOX 12:43:38.459 IV=59.9% +10.2 PHLX 30 x $1.70 - $1.85 x 63 PHLX  SPREAD/FLOOR - OPENING  Vega=$53k AX=39.23 Ref
  395. >>10000 AX Oct23 40.0 Puts $2.80 (CboeTheo=2.82)  MID  BOX 12:43:38.459 IV=53.7% +8.9 ARCA 3 x $2.75 - $2.85 x 49 NOM  SPREAD/FLOOR  Vega=$46k AX=39.23 Ref
  396. SWEEP DETECTED:
    >>Bearish Delta Impact 514 SMFG Jan24 10.0 Calls $0.85 (CboeTheo=0.88)  BID  [MULTI] 12:44:02.405 IV=29.5% +0.9 BZX 293 x $0.85 - $0.90 x 416 PHLX  52WeekHigh 
    Delta=61%, EST. IMPACT = 31k Shares ($322k) To Sell SMFG=10.27 Ref
  397. >>2000 LI Jan24 40.0 Calls $4.25 (CboeTheo=4.21)  ASK  ARCA 12:44:58.422 IV=54.1% +0.6 BOX 211 x $4.15 - $4.25 x 934 EMLD  CROSS  Vega=$18k LI=38.15 Ref
  398. >>Market Color TFC - Bullish option flow detected in Truist Financial (28.38 -0.29) with 6,375 calls trading (1.4x expected) and implied vol increasing almost 2 points to 34.79%. . The Put/Call Ratio is 0.66. Earnings are expected on 10/18. (Autocolor ()) [TFC 28.38 -0.29 Ref, IV=34.8% +1.8] #Bullish
  399. >>2154 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:45:51.425 IV=102.0% -2.3 CBOE 20k x $0.81 - $0.85 x 26k CBOE Vega=$4473 VIX=16.78 Fwd
  400. >>1944 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:45:51.425 IV=102.0% -2.3 CBOE 20k x $0.81 - $0.85 x 26k CBOE Vega=$4037 VIX=16.78 Fwd
  401. >>1223 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:45:51.425 IV=102.0% -2.3 CBOE 18k x $0.81 - $0.85 x 26k CBOE Vega=$2540 VIX=16.78 Fwd
  402. >>4703 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:45:51.425 IV=102.0% -2.3 CBOE 22k x $0.81 - $0.85 x 26k CBOE Vega=$9767 VIX=16.78 Fwd
  403. >>2564 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:45:51.425 IV=102.0% -2.3 CBOE 20k x $0.81 - $0.85 x 26k CBOE Vega=$5325 VIX=16.78 Fwd
  404. SPLIT TICKET:
    >>15000 VIX Nov23 15th 24.0 Calls $0.81 (CboeTheo=0.83)  BID  [CBOE] 12:45:51.425 IV=102.0% -2.3 CBOE 20k x $0.81 - $0.85 x 26k CBOE Vega=$31k VIX=16.78 Fwd
  405. SWEEP DETECTED:
    >>3937 NIO May24 6.0 Puts $0.54 (CboeTheo=0.53)  ASK  [MULTI] 12:46:41.097 IV=70.0% -0.6 MPRL 119 x $0.52 - $0.54 x 797 EMLD  ISO - OPENING   SSR  Vega=$6754 NIO=8.77 Ref
  406. SWEEP DETECTED:
    >>6239 NIO May24 6.0 Puts $0.55 (CboeTheo=0.54)  ASK  [MULTI] 12:46:47.743 IV=70.6% +0.0 MPRL 90 x $0.53 - $0.55 x 2098 NOM  ISO - OPENING   SSR  Vega=$11k NIO=8.77 Ref
  407. SPLIT TICKET:
    >>1000 VIX Sep23 20th 14.0 Puts $0.07 (CboeTheo=0.06)  BID  [CBOE] 12:47:23.228 IV=109.4% +22.0 CBOE 900 x $0.07 - $0.09 x 18k CBOE Vega=$178 VIX=14.72 Fwd
  408. SWEEP DETECTED:
    >>4000 AAL Sep23 22nd 13.5 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 12:47:48.516 IV=36.2% +1.8 C2 3023 x $0.07 - $0.08 x 2236 EMLD Vega=$1696 AAL=13.23 Ref
  409. >>2000 SOVO Nov23 25.0 Calls $0.15 (CboeTheo=0.17)  BID  CBOE 12:49:48.962 IV=26.1% +6.1 BZX 17 x $0.15 - $0.20 x 51 C2  CROSS  Vega=$3953 SOVO=22.45 Ref
  410. >>Unusual Volume ELF - 3x market weighted volume: 5550 = 10.4k projected vs 3453 adv, 61% calls, 15% of OI [ELF 112.44 -10.56 Ref, IV=43.4% +6.4]
  411. SWEEP DETECTED:
    >>3350 DIS Sep23 22nd 86.0 Calls $0.077 (CboeTheo=0.09)  MID  [MULTI] 12:49:56.095 IV=34.0% +3.7 C2 421 x $0.08 - $0.09 x 445 C2  ISO  Vega=$3566 DIS=81.97 Ref
  412. >>Unusual Volume SPR - 4x market weighted volume: 15.8k = 29.4k projected vs 6761 adv, 93% puts, 14% of OI [SPR 15.57 -0.28 Ref, IV=56.8% +2.1]
  413. SWEEP DETECTED:
    >>2500 ERIC Oct23 5.0 Calls $0.30 (CboeTheo=0.27)  ASK  [MULTI] 12:53:44.163 IV=47.5% +5.6 AMEX 346 x $0.25 - $0.30 x 748 GEMX Vega=$1398 ERIC=5.11 Ref
  414. SWEEP DETECTED:
    >>2364 SNAP Sep23 22nd 9.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 12:53:57.965 IV=57.8% +4.2 C2 1782 x $0.09 - $0.10 x 748 C2 Vega=$701 SNAP=8.78 Ref
  415. SWEEP DETECTED:
    >>2000 INTC Sep23 22nd 39.0 Calls $0.09 (CboeTheo=0.08)  ASK  [MULTI] 12:55:04.611 IV=41.3% -1.0 C2 974 x $0.08 - $0.09 x 2859 C2 Vega=$1476 INTC=37.28 Ref
  416. SWEEP DETECTED:
    >>2000 KO Sep23 22nd 56.0 Puts $0.01 (CboeTheo=0.01)  BID  [MULTI] 12:55:14.000 IV=19.8% -0.9 C2 2604 x $0.01 - $0.02 x 34 ARCA  OPENING  Vega=$689 KO=58.01 Ref
  417. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 PAAS Oct23 17.0 Puts $1.15 (CboeTheo=1.21)  BID  [MULTI] 12:55:37.563 IV=33.2% -0.7 C2 354 x $1.15 - $1.25 x 430 PHLX  ISO 
    Delta=-70%, EST. IMPACT = 139k Shares ($2.23m) To Buy PAAS=16.07 Ref
  418. SWEEP DETECTED:
    >>8754 ORCL Sep23 22nd 111 Puts $0.71 (CboeTheo=0.69)  ASK  [MULTI] 12:57:26.435 IV=33.7% +1.5 EDGX 106 x $0.67 - $0.71 x 1373 PHLX  OPENING  Vega=$32k ORCL=112.61 Ref
  419. >>2000 LI Dec23 40.0 Calls $3.40 (CboeTheo=3.39)  MID  ARCA 12:59:09.408 IV=53.4% -0.1 PHLX 250 x $3.35 - $3.45 x 220 EMLD  CROSS - OPENING  Vega=$15k LI=38.19 Ref
  420. >>Market Color APP - Bearish flow noted in Applovin (39.38 -4.63) with 6,300 puts trading, or 5x expected. The Put/Call Ratio is 2.27, while ATM IV is up nearly 6 points on the day. Earnings are expected on 11/08. (Autocolor () [APP 39.38 -4.63 Ref, IV=43.1% +6.0] #Bearish
  421. >>3000 CHPT Oct23 7.0 Calls $0.04 (CboeTheo=0.04)  BID  AMEX 13:02:02.932 IV=69.1% +1.0 EMLD 1455 x $0.04 - $0.05 x 660 EMLD  SPREAD/CROSS  Vega=$750 CHPT=5.32 Ref
  422. >>3000 CHPT Oct23 7.0 Puts $1.80 (CboeTheo=1.81)  MID  AMEX 13:02:02.932 IV=66.2% -1.8 BXO 7 x $1.79 - $1.82 x 1 BXO  SPREAD/CROSS  Vega=$678 CHPT=5.32 Ref
  423. >>Unusual Volume GLW - 3x market weighted volume: 6580 = 11.8k projected vs 3549 adv, 68% calls, 6% of OI [GLW 31.70 +0.12 Ref, IV=18.7% +0.9]
  424. >>10000 PLUG Oct23 10.0 Calls $0.13 (CboeTheo=0.14)  BID  AMEX 13:04:58.697 IV=64.6% +0.1 EMLD 1472 x $0.13 - $0.14 x 40 BZX  SPREAD/CROSS  Vega=$6129 PLUG=8.18 Ref
  425. >>10000 PLUG Oct23 10.0 Puts $1.93 (CboeTheo=1.93)  MID  AMEX 13:04:58.697 IV=66.0% +1.6 BXO 16 x $1.91 - $1.95 x 59 CBOE  SPREAD/CROSS  Vega=$6015 PLUG=8.18 Ref
  426. >>4000 SPR Jan25 15.0 Puts $3.51 (CboeTheo=3.55)  BID  AMEX 13:05:15.409 IV=62.5% +1.5 AMEX 20 x $3.50 - $3.60 x 465 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$25k SPR=15.57 Ref
  427. >>8000 SPR Jan26 10.0 Puts $2.13 (CboeTheo=2.02)  Above Ask!  AMEX 13:05:15.409 IV=67.0% +2.0 BXO 22 x $1.95 - $2.10 x 1 NOM  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$45k SPR=15.57 Ref
  428. >>2000 TSLA Dec23 210 Puts $5.25 (CboeTheo=5.20)  ASK  PHLX 13:08:38.342 IV=52.4% +0.3 MIAX 183 x $5.15 - $5.25 x 631 C2  FLOOR  Vega=$57k TSLA=265.98 Ref
  429. >>2000 VICI Oct23 30.0 Puts $0.35 (CboeTheo=0.33)  ASK  ISE 13:10:53.524 IV=18.0% +2.1 EMLD 11 x $0.30 - $0.35 x 188 PHLX  SPREAD/CROSS/TIED - OPENING   ExDiv  Vega=$6455 VICI=30.98 Ref
  430. SWEEP DETECTED:
    >>Bullish Delta Impact 2425 EAT Oct23 32.5 Calls $1.00 (CboeTheo=0.92)  ASK  [MULTI] 13:12:36.721 IV=38.0% +3.2 CBOE 260 x $0.85 - $1.00 x 492 PHLX  OPENING 
    Delta=42%, EST. IMPACT = 102k Shares ($3.20m) To Buy EAT=31.39 Ref
  431. >>2000 LI Mar24 40.0 Calls $5.50 (CboeTheo=5.53)  BID  ARCA 13:12:47.753 IV=54.7% -0.2 PHLX 187 x $5.45 - $5.60 x 48 BOX  CROSS - OPENING  Vega=$21k LI=38.28 Ref
  432. >>4000 CHWY Jun24 35.0 Calls $0.72 (CboeTheo=0.74)  BID  AMEX 13:12:54.538 IV=53.6% +0.4 AMEX 225 x $0.72 - $0.77 x 234 EMLD  CROSS - OPENING   52WeekLow  Vega=$18k CHWY=19.55 Ref
  433. SWEEP DETECTED:
    >>Bullish Delta Impact 4988 DAL Oct23 6th 40.0 Calls $0.60 (CboeTheo=0.58)  ASK  [MULTI] 13:13:03.603 IV=27.4% +1.2 EMLD 108 x $0.57 - $0.60 x 887 CBOE  OPENING 
    Delta=38%, EST. IMPACT = 191k Shares ($7.48m) To Buy DAL=39.10 Ref
  434. >>5047 DAL Oct23 6th 40.0 Calls $0.61 (CboeTheo=0.62)  MID  BOX 13:14:16.935 IV=26.4% +0.2 PHLX 1663 x $0.59 - $0.64 x 1 BXO  FLOOR - OPENING  Vega=$17k DAL=39.22 Ref
  435. >>3000 CHPT Oct23 7.0 Calls $0.04 (CboeTheo=0.04)  BID  AMEX 13:14:49.138 IV=68.0% -0.1 EMLD 1026 x $0.04 - $0.05 x 845 EMLD  SPREAD/CROSS  Vega=$760 CHPT=5.34 Ref
  436. >>3000 CHPT Oct23 7.0 Puts $1.80 (CboeTheo=1.78)  ASK  AMEX 13:14:49.138 IV=76.8% +8.8 BXO 9 x $1.76 - $1.80 x 6 BXO  SPREAD/CROSS  Vega=$938 CHPT=5.34 Ref
  437. >>Market Color CCL - Bullish option flow detected in Carnival (15.14 +0.10) with 50,971 calls trading (2x expected) and implied vol increasing over 3 points to 56.33%. . The Put/Call Ratio is 0.46. Earnings are expected on 09/28. (Autocolor ()) [CCL 15.14 +0.10 Ref, IV=56.3% +3.0] #Bullish
  438. >>2500 AMAT Mar24 105 Puts $2.62 (CboeTheo=2.61)  ASK  ARCA 13:15:35.369 IV=40.6% +0.0 BOX 15 x $2.58 - $2.64 x 30 PHLX  CROSS  Vega=$49k AMAT=137.45 Ref
  439. SWEEP DETECTED:
    >>2990 CCL Oct23 6th 16.0 Calls $0.47 (CboeTheo=0.46)  ASK  [MULTI] 13:15:56.475 IV=61.5% +2.8 MPRL 13 x $0.46 - $0.47 x 555 C2  OPENING  Vega=$3688 CCL=15.11 Ref
  440. >>2401 CCL Nov23 12.0 Puts $0.22 (CboeTheo=0.22)  MID  PHLX 13:16:41.906 IV=55.9% +1.1 C2 1676 x $0.21 - $0.23 x 1042 C2  SPREAD/CROSS/TIED - OPENING  Vega=$2946 CCL=15.12 Ref
  441. SWEEP DETECTED:
    >>2290 CCL Oct23 6th 16.0 Calls $0.51 (CboeTheo=0.50)  ASK  [MULTI] 13:17:05.599 IV=63.9% +5.1 NOM 2 x $0.50 - $0.51 x 184 BXO  OPENING  Vega=$2860 CCL=15.13 Ref
  442. SWEEP DETECTED:
    >>5144 CCL Oct23 6th 16.0 Calls $0.524 (CboeTheo=0.50)  Above Ask!  [MULTI] 13:17:22.909 IV=63.9% +5.1 ARCA 10 x $0.50 - $0.51 x 212 EMLD  OPENING  Vega=$6423 CCL=15.13 Ref
  443. >>2235 GLW Sep23 22nd 32.0 Puts $0.42 (CboeTheo=0.44)  BID  PHLX 13:18:09.101 IV=23.3% +1.7 C2 229 x $0.40 - $0.50 x 37 BOX  AUCTION  Vega=$2450 GLW=31.73 Ref
  444. SPLIT TICKET:
    >>3749 GLW Sep23 22nd 32.0 Puts $0.42 (CboeTheo=0.44)  BID  [PHLX] 13:18:09.101 IV=23.3% +1.7 C2 229 x $0.40 - $0.50 x 37 BOX  AUCTION  Vega=$4110 GLW=31.73 Ref
  445. TRADE CXLD:
    >>3000 CHPT Oct23 7.0 Calls $0.04 (CboeTheo=0.04)  BID  AMEX 13:14:49.138 IV=68.0% -0.1 EMLD 1026 x $0.04 - $0.05 x 845 EMLD  SPREAD/CROSS  Vega=$760 CHPT=5.34 Ref
  446. >>2500 CHPT Oct23 7.0 Calls $0.04 (CboeTheo=0.04)  BID  AMEX 13:18:43.686 IV=68.3% +0.3 EMLD 1012 x $0.04 - $0.05 x 895 EMLD  LATE  Vega=$631 CHPT=5.33 Ref
  447. TRADE CXLD:
    >>3000 CHPT Oct23 7.0 Puts $1.80 (CboeTheo=1.78)  ASK  AMEX 13:14:49.138 IV=76.8% +8.8 BXO 9 x $1.76 - $1.80 x 6 BXO  SPREAD/CROSS  Vega=$938 CHPT=5.34 Ref
  448. >>2500 CHPT Oct23 7.0 Puts $1.80 (CboeTheo=1.79)  ASK  AMEX 13:18:58.043 IV=74.8% +6.8 BOX 13 x $1.76 - $1.80 x 6 BXO  LATE  Vega=$742 CHPT=5.33 Ref
  449. >>2000 LI Nov23 40.0 Calls $2.58 (CboeTheo=2.59)  MID  ARCA 13:21:01.838 IV=51.4% +1.9 PHLX 41 x $2.57 - $2.60 x 4 BXO  CROSS - OPENING  Vega=$12k LI=38.30 Ref
  450. SWEEP DETECTED:
    >>5194 PFE Jan24 30.0 Puts $0.47 (CboeTheo=0.49)  BID  [MULTI] 13:21:26.180 IV=24.9% -0.1 AMEX 471 x $0.47 - $0.51 x 613 PHLX  ISO   52WeekLow  Vega=$26k PFE=33.84 Ref
  451. SWEEP DETECTED:
    >>2000 XOM Oct23 120 Puts $4.25 (CboeTheo=4.30)  BID  [MULTI] 13:21:34.040 IV=19.4% -0.4 AMEX 357 x $4.25 - $4.35 x 492 CBOE Vega=$25k XOM=116.83 Ref
  452. >>3600 FUTU Nov23 80.0 Calls $0.42 (CboeTheo=0.45)  BID  CBOE 13:23:47.646 IV=49.8% +0.8 BOX 52 x $0.42 - $0.48 x 98 EDGX  TIED/FLOOR - OPENING  Vega=$14k FUTU=59.09 Ref
  453. >>4000 BAC Jun24 30.0 Puts $2.92 (CboeTheo=2.92)  MID  ISE 13:24:33.317 IV=24.8% +0.2 EMLD 251 x $2.90 - $2.93 x 676 EMLD  SPREAD/CROSS/TIED  Vega=$38k BAC=28.57 Ref
  454. >>2000 KVUE Jan24 22.5 Calls $0.70 (CboeTheo=0.66)  ASK  ARCA 13:29:09.069 IV=25.8% +1.6 PHLX 3443 x $0.60 - $0.70 x 2817 CBOE  SPREAD/FLOOR  Vega=$8994 KVUE=20.89 Ref
  455. >>4000 KVUE Nov23 22.5 Calls $0.35 (CboeTheo=0.35)  MID  ARCA 13:29:09.069 IV=25.3% -0.1 CBOE 5063 x $0.30 - $0.40 x 4055 CBOE  SPREAD/FLOOR  Vega=$11k KVUE=20.89 Ref
  456. SWEEP DETECTED:
    >>2264 SNAP Sep23 22nd 9.0 Calls $0.16 (CboeTheo=0.15)  ASK  [MULTI] 13:29:46.383 IV=60.9% +7.3 C2 633 x $0.15 - $0.16 x 910 EMLD Vega=$737 SNAP=8.90 Ref
  457. >>Market Color NOVA - Bearish flow noted in Sunnova Energy (11.71 -0.11) with 6,782 puts trading, or 3x expected. The Put/Call Ratio is 35.69, while ATM IV is up over 2 points on the day. Earnings are expected on 10/25. (Autocolor ([NOVA 11.71 -0.11 Ref, IV=79.7% +2.3] #Bearish
  458. SPLIT TICKET:
    >>1354 VIX Nov23 15th 21.0 Calls $1.00 (CboeTheo=0.99)  ASK  [CBOE] 13:32:08.657 IV=90.9% -3.9 CBOE 5394 x $0.99 - $1.00 x 854 CBOE Vega=$3122 VIX=16.55 Fwd
  459. SPLIT TICKET:
    >>3921 SPXW Sep23 26th 4210 Puts $1.30 (CboeTheo=1.28)  ASK  [CBOE] 13:33:24.505 IV=19.6% +0.5 CBOE 215 x $1.25 - $1.30 x 165 CBOE  FLOOR - OPENING  Vega=$169k SPX=4434.65 Fwd
  460. SWEEP DETECTED:
    >>4394 SNAP Sep23 29th 10.0 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 13:34:50.254 IV=49.3% -4.2 EMLD 3317 x $0.03 - $0.04 x 2012 EMLD Vega=$1093 SNAP=8.91 Ref
  461. SWEEP DETECTED:
    >>2000 GM Oct23 32.0 Puts $0.44 (CboeTheo=0.45)  BID  [MULTI] 13:35:51.768 IV=32.3% +0.4 C2 1196 x $0.44 - $0.45 x 25 ARCA  ISO  Vega=$6039 GM=34.03 Ref
  462. SWEEP DETECTED:
    >>2198 PLTR Oct23 11.0 Puts $0.04 (CboeTheo=0.04)  BID  [MULTI] 13:36:08.320 IV=64.6% -0.1 EMLD 886 x $0.04 - $0.05 x 4248 EMLD Vega=$741 PLTR=15.20 Ref
  463. >>2615 PLTR Mar24 9.0 Puts $0.32 (CboeTheo=0.32)  BID  PHLX 13:36:41.956 IV=67.5% +0.4 NOM 45 x $0.32 - $0.33 x 525 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$4191 PLTR=15.20 Ref
  464. SWEEP DETECTED:
    >>5000 MPW Nov23 7.0 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 13:37:18.021 IV=55.2% +0.8 EMLD 171 x $0.23 - $0.25 x 34 BOX  ISO - OPENING   52WeekLow  Vega=$4322 MPW=6.08 Ref
  465. >>5000 MPW Jan24 8.0 Puts $2.19 (CboeTheo=2.16)  MID  AMEX 13:38:19.107 IV=57.1% +4.0 NOM 1 x $2.11 - $2.27 x 13 BOX  SPREAD/FLOOR   52WeekLow  Vega=$5304 MPW=6.08 Ref
  466. >>10000 MPW Nov23 7.0 Puts $1.13 (CboeTheo=1.13)  MID  AMEX 13:38:19.107 IV=56.9% +2.5 MIAX 7 x $1.10 - $1.15 x 7 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$8640 MPW=6.08 Ref
  467. >>10000 MPW Nov23 5.0 Puts $0.24 (CboeTheo=0.23)  ASK  AMEX 13:38:19.108 IV=74.1% +0.3 PHLX 550 x $0.21 - $0.25 x 8 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$6944 MPW=6.08 Ref
  468. >>10000 NIO Jan24 7.5 Puts $0.63 (CboeTheo=0.63)  MID  AMEX 13:39:00.446 IV=66.7% +1.3 EMLD 2547 x $0.62 - $0.64 x 2219 EMLD  CROSS   SSR  Vega=$16k NIO=8.87 Ref
  469. >>4000 F Oct23 6th 13.0 Calls $0.17 (CboeTheo=0.18)  Below Bid!  ARCA 13:39:07.826 IV=28.0% -2.2 C2 360 x $0.18 - $0.19 x 2995 EMLD  SPREAD/FLOOR  Vega=$4038 F=12.62 Ref
  470. >>20000 F Oct23 6th 13.5 Calls $0.07 (CboeTheo=0.07)  ASK  ARCA 13:39:07.826 IV=29.6% -1.7 EMLD 1495 x $0.06 - $0.07 x 381 C2  SPREAD/FLOOR - OPENING  Vega=$14k F=12.62 Ref
  471. >>4000 F Oct23 6th 13.0 Calls $0.18 (CboeTheo=0.18)  BID  ARCA 13:39:07.828 IV=29.0% -1.2 C2 360 x $0.18 - $0.19 x 2995 EMLD  SPREAD/FLOOR  Vega=$4062 F=12.62 Ref
  472. >>14999 DKNG Sep23 22nd 30.5 Puts $0.75 (CboeTheo=0.75)  MID  EDGX 13:39:14.029 IV=52.3% +4.0 EMLD 25 x $0.74 - $0.77 x 16 MPRL  COB/AUCTION  Vega=$16k DKNG=30.18 Ref
  473. >>14999 DKNG Sep23 22nd 30.0 Puts $0.50 (CboeTheo=0.50)  MID  EDGX 13:39:14.029 IV=53.4% +4.8 EMLD 567 x $0.48 - $0.52 x 529 EMLD  COB/AUCTION - OPENING  Vega=$17k DKNG=30.18 Ref
  474. SWEEP DETECTED:
    >>3000 PENN Jan24 20.0 Puts $0.98 (CboeTheo=0.96)  ASK  [MULTI] 13:39:32.680 IV=51.4% +2.2 ARCA 53 x $0.94 - $0.98 x 802 EMLD  ISO  Vega=$12k PENN=23.89 Ref
  475. >>2000 XPEV Nov23 20.0 Calls $1.10 (CboeTheo=1.11)  BID  PHLX 13:40:02.349 IV=69.7% +1.7 EMLD 283 x $1.10 - $1.13 x 87 C2  SPREAD/CROSS/TIED - OPENING  Vega=$5341 XPEV=17.52 Ref
  476. >>2000 XPEV Nov23 20.0 Puts $3.45 (CboeTheo=3.51)  BID  PHLX 13:40:02.349 IV=68.0% +0.1 PHLX 613 x $3.45 - $3.55 x 365 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$5293 XPEV=17.52 Ref
  477. SWEEP DETECTED:
    >>2434 MPW Jan24 6.0 Puts $0.87 (CboeTheo=0.86)  ASK  [MULTI] 13:40:06.334 IV=65.3% +3.9 EMLD 10 x $0.85 - $0.87 x 249 EMLD  ISO   52WeekLow  Vega=$3264 MPW=6.08 Ref
  478. >>3000 CHPT Oct23 7.0 Calls $0.04 (CboeTheo=0.04)  BID  AMEX 13:41:11.515 IV=66.9% -1.1 EMLD 1089 x $0.04 - $0.05 x 783 EMLD  SPREAD/CROSS  Vega=$768 CHPT=5.38 Ref
  479. >>3000 CHPT Oct23 7.0 Puts $1.73 (CboeTheo=1.75)  BID  AMEX 13:41:11.515 IV=59.3% -8.8 GEMX 7 x $1.73 - $1.76 x 1 BXO  SPREAD/CROSS  Vega=$575 CHPT=5.38 Ref
  480. >>3100 CCL Nov23 10.0 Puts $0.06 (CboeTheo=0.07)  Below Bid!  ISE 13:44:12.509 IV=63.1% -1.5 EMLD 2506 x $0.07 - $0.08 x 1005 EMLD  COB/AUCTION - OPENING  Vega=$1524 CCL=15.15 Ref
  481. >>3100 CCL Nov23 14.0 Puts $0.69 (CboeTheo=0.69)  MID  ISE 13:44:12.509 IV=52.6% +1.6 EMLD 873 x $0.68 - $0.70 x 481 EDGX  COB/AUCTION - OPENING  Vega=$6607 CCL=15.15 Ref
  482. >>Market Color WDC - Bullish option flow detected in Western Digital (44.11 +0.46) with 4,202 calls trading (1.2x expected) and implied vol increasing over 1 point to 32.80%. . The Put/Call Ratio is 0.40. Earnings are expected on 10/26. (Autocolor ()) [WDC 44.11 +0.46 Ref, IV=32.8% +1.1] #Bullish
  483. SPLIT TICKET:
    >>1009 SPXW Sep23 19th 4450 Calls $0.506 (CboeTheo=0.62)  Above Ask!  [CBOE] 13:45:15.674 IV=15.9% +6.4 CBOE 622 x $0.45 - $0.50 x 862 CBOE Vega=$13k SPX=4435.15 Fwd
  484. >>2246 MSFT Sep23 22nd 332.5 Calls $1.29 (CboeTheo=1.27)  MID  MIAX 13:45:41.454 IV=24.9% +1.6 BZX 57 x $1.27 - $1.30 x 54 MPRL  ISO/AUCTION  Vega=$23k MSFT=327.73 Ref
  485. SWEEP DETECTED:
    >>3006 MSFT Sep23 22nd 332.5 Calls $1.285 (CboeTheo=1.25)  Above Ask!  [MULTI] 13:45:40.546 IV=24.7% +1.5 EDGX 11 x $1.25 - $1.26 x 64 ARCA  ISO  Vega=$31k MSFT=327.67 Ref
  486. SWEEP DETECTED:
    >>3000 INTC Sep23 22nd 37.0 Calls $0.82 (CboeTheo=0.80)  ASK  [MULTI] 13:47:22.129 IV=41.1% -0.9 C2 192 x $0.79 - $0.82 x 1481 C2  OPENING  Vega=$3912 INTC=37.42 Ref
  487. SWEEP DETECTED:
    >>3350 DIS Sep23 22nd 85.0 Calls $0.137 (CboeTheo=0.15)  MID  [MULTI] 13:47:58.988 IV=29.3% -0.9 EMLD 262 x $0.14 - $0.15 x 180 EMLD  ISO  Vega=$5445 DIS=82.32 Ref
  488. >>1000 VIX Sep23 20th 14.5 Puts $0.50 (CboeTheo=0.50)  ASK  CBOE 13:49:11.583 IV=100.7% +0.7 CBOE 302 x $0.48 - $0.50 x 1250 CBOE Vega=$233 VIX=14.13 Fwd
  489. SPLIT TICKET:
    >>1250 VIX Sep23 20th 14.5 Puts $0.50 (CboeTheo=0.50)  ASK  [CBOE] 13:49:11.583 IV=100.7% +0.7 CBOE 302 x $0.48 - $0.50 x 1250 CBOE Vega=$291 VIX=14.13 Fwd
  490. >>9863 AXP Nov23 150 Puts $2.44 (CboeTheo=2.44)  MID  AMEX 13:50:37.274 IV=25.2% +0.0 BXO 15 x $2.42 - $2.46 x 44 GEMX  FLOOR - OPENING  Vega=$200k AXP=159.34 Ref
  491. SPLIT TICKET:
    >>1125 SPXW Sep23 20th 4460 Calls $7.50 (CboeTheo=7.58)  Below Bid!  [CBOE] 13:51:03.637 IV=16.3% +3.5 CBOE 150 x $7.60 - $7.70 x 2 CBOE  LATE - OPENING  Vega=$96k SPX=4439.08 Fwd
  492. SPLIT TICKET:
    >>1125 SPXW Sep23 20th 4400 Puts $4.28 (CboeTheo=4.16)  Above Ask!  [CBOE] 13:51:03.637 IV=17.9% +3.1 CBOE 507 x $4.00 - $4.20 x 473 CBOE  LATE  Vega=$74k SPX=4439.08 Fwd
  493. SWEEP DETECTED:
    >>2475 AMC Sep23 29th 5.5 Puts $0.03 (CboeTheo=0.04)  BID  [MULTI] 13:51:09.209 IV=126.8% -8.8 MPRL 548 x $0.03 - $0.04 x 1449 EMLD  ISO - OPENING  Vega=$288 AMC=7.74 Ref
  494. >>2500 NIO Jan24 10.0 Calls $0.99 (CboeTheo=0.99)  ASK  PHLX 13:53:19.604 IV=66.3% +3.6 C2 79 x $0.98 - $0.99 x 35 NOM  SPREAD/CROSS/TIED   SSR  Vega=$5094 NIO=8.84 Ref
  495. >>3000 VALE Jan25 15.0 Calls $1.81 (CboeTheo=1.81)  MID  AMEX 13:54:21.737 IV=34.6% -1.4 ARCA 47 x $1.72 - $1.89 x 1 MIAX  SPREAD/CROSS  Vega=$18k VALE=14.12 Ref
  496. >>3000 VALE Jan25 15.0 Puts $2.64 (CboeTheo=2.62)  ASK  AMEX 13:54:21.737 IV=34.9% -1.1 ARCA 1519 x $2.56 - $2.69 x 27 ARCA  SPREAD/CROSS  Vega=$18k VALE=14.12 Ref
  497. SWEEP DETECTED:
    >>2501 SNAP Sep23 29th 9.0 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 13:54:56.524 IV=48.2% +0.3 MPRL 24 x $0.24 - $0.25 x 469 EMLD  ISO - OPENING  Vega=$1477 SNAP=8.90 Ref
  498. SPLIT TICKET:
    >>2301 AVTR Nov23 25.0 Calls $0.332 (CboeTheo=0.31)  ASK  [PHLX] 13:55:23.568 IV=37.8% +2.2 AMEX 169 x $0.25 - $0.35 x 46 BOX  AUCTION - OPENING  Vega=$5639 AVTR=21.52 Ref
  499. >>2233 VIX Oct23 18th 12.5 Puts $0.07 (CboeTheo=0.06)  MID  CBOE 13:56:24.086 IV=54.2% +3.1 CBOE 1500 x $0.06 - $0.08 x 4901 CBOE Vega=$1246 VIX=15.57 Fwd
  500. SPLIT TICKET:
    >>2733 VIX Oct23 18th 12.5 Puts $0.07 (CboeTheo=0.06)  MID  [CBOE] 13:56:24.086 IV=54.2% +3.1 CBOE 1500 x $0.06 - $0.08 x 4901 CBOE Vega=$1525 VIX=15.57 Fwd
  501. >>2476 DVN Oct23 40.0 Calls $9.21 (CboeTheo=9.28)  BID  BOX 13:58:56.509 NOM 22 x $9.20 - $9.35 x 57 EDGX  SPREAD/CROSS - OPENING  Vega=$0 DVN=49.02 Ref
  502. >>2476 DVN Oct23 40.0 Puts $0.05 (CboeTheo=0.04)  ASK  BOX 13:58:56.509 IV=37.2% -0.3 C2 748 x $0.04 - $0.05 x 283 MPRL  SPREAD/CROSS - OPENING  Vega=$2115 DVN=49.02 Ref
  503. SWEEP DETECTED:
    >>4000 CVNA Jan24 5.0 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 13:59:33.751 IV=174.3% -4.8 EMLD 750 x $0.05 - $0.06 x 169 EMLD  SSR  Vega=$1020 CVNA=47.17 Ref
  504. >>Market Color RUM - Bearish flow noted in Rumble (5.45 -0.48) with 4,297 puts trading, or 2.0x expected. The Put/Call Ratio is 1.95, while ATM IV is up nearly 4 points on the day. Earnings are expected on 11/13. (Autocolor () [RUM 5.45 -0.48 Ref, IV=76.8% +3.5] #Bearish
  505. SWEEP DETECTED:
    >>Bearish Delta Impact 3992 OSTK Jan24 15.0 Puts $1.273 (CboeTheo=1.18)  Above Ask!  [MULTI] 14:02:20.223 IV=68.6% +3.3 EDGX 95 x $1.10 - $1.25 x 742 PHLX  ISO 
    Delta=-24%, EST. IMPACT = 96k Shares ($1.74m) To Sell OSTK=18.02 Ref
  506. SWEEP DETECTED:
    >>5000 UEC Nov23 4.5 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 14:02:39.044 IV=67.3% +4.1 PHLX 10 x $0.20 - $0.25 x 1313 PHLX  OPENING   SSR  Vega=$3348 UEC=5.13 Ref
  507. SWEEP DETECTED:
    >>4976 UEC Nov23 4.5 Puts $0.25 (CboeTheo=0.23)  ASK  [MULTI] 14:02:56.549 IV=66.9% +3.7 PHLX 10 x $0.20 - $0.25 x 979 NOM  OPENING   SSR  Vega=$3336 UEC=5.12 Ref
  508. SWEEP DETECTED:
    >>2441 NIO Nov23 12.5 Calls $0.21 (CboeTheo=0.21)  BID  [MULTI] 14:03:28.746 IV=76.2% +9.6 MPRL 2545 x $0.21 - $0.22 x 765 BZX  SSR  Vega=$2181 NIO=8.78 Ref
  509. SWEEP DETECTED:
    >>2500 CHPT Sep23 29th 5.0 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 14:03:33.664 IV=84.7% +7.2 EMLD 238 x $0.15 - $0.17 x 182 CBOE  ISO  Vega=$789 CHPT=5.33 Ref
  510. SWEEP DETECTED:
    >>5502 UEC Nov23 4.5 Puts $0.25 (CboeTheo=0.23)  ASK  [MULTI] 14:04:28.406 IV=66.1% +2.9 EDGX 206 x $0.20 - $0.25 x 1042 BZX  OPENING   SSR  Vega=$3699 UEC=5.11 Ref
  511. SWEEP DETECTED:
    >>2402 AMC Sep23 29th 28.0 Calls $0.02 (CboeTheo=0.02)  ASK  [MULTI] 14:05:37.980 IV=321.0% +25.8 MIAX 1000 x $0.01 - $0.02 x 729 BZX Vega=$125 AMC=7.75 Ref
  512. >>2500 NKE Jan24 75.0 Puts $0.83 (CboeTheo=0.84)  BID  PHLX 14:05:47.747 IV=34.6% -0.0 C2 82 x $0.83 - $0.85 x 96 GEMX  SPREAD/CROSS/TIED - OPENING  Vega=$22k NKE=94.94 Ref
  513. >>24000 SIRI Nov23 3.5 Puts $0.11 (CboeTheo=0.12)  BID  AMEX 14:06:27.375 IV=52.6% -3.7 GEMX 8 x $0.11 - $0.13 x 100 NOM  SPREAD/FLOOR - OPENING  Vega=$11k SIRI=4.16 Ref
  514. >>12000 SIRI Nov23 4.0 Puts $0.29 (CboeTheo=0.29)  MID  AMEX 14:06:27.375 IV=50.6% -6.2 ARCA 13 x $0.28 - $0.30 x 115 PHLX  SPREAD/FLOOR - OPENING  Vega=$7639 SIRI=4.16 Ref
  515. >>2975 VALE Jan24 13.0 Puts $0.56 (CboeTheo=0.55)  ASK  PHLX 14:07:53.221 IV=34.8% +0.8 ARCA 1557 x $0.53 - $0.56 x 1522 ARCA  SPREAD/CROSS/TIED  Vega=$8246 VALE=14.14 Ref
  516. SWEEP DETECTED:
    >>5164 UEC Nov23 4.5 Puts $0.30 (CboeTheo=0.27)  ASK  [MULTI] 14:07:59.095 IV=73.3% +10.1 NOM 100 x $0.25 - $0.30 x 3513 PHLX  OPENING   SSR  Vega=$3546 UEC=5.09 Ref
  517. >>4000 PBR Jan24 20.0 Calls $0.10 (CboeTheo=0.11)  BID  AMEX 14:09:13.082 IV=31.9% -1.5 ARCA 1634 x $0.10 - $0.12 x 1634 ARCA  SPREAD/CROSS  Vega=$5599 PBR=15.47 Ref
  518. >>4000 PBR Jan24 20.0 Puts $4.90 (CboeTheo=4.80)  MID  AMEX 14:09:13.082 IV=40.3% +2.8 BOX 748 x $4.80 - $5.00 x 101 BOX  SPREAD/CROSS  Vega=$8190 PBR=15.47 Ref
  519. >>2595 JNJ Oct23 130 Calls $32.35 (CboeTheo=32.51)  BID  BOX 14:09:56.485 EDGX 5 x $32.35 - $32.55 x 6 BOX  SPREAD/CROSS - OPENING  Vega=$0 JNJ=161.78 Ref
  520. >>2595 JNJ Oct23 130 Puts $0.04 (CboeTheo=0.04)  MID  BOX 14:09:56.485 IV=32.4% +1.0 CBOE 546 x $0.02 - $0.05 x 986 CBOE  SPREAD/CROSS - OPENING  Vega=$2855 JNJ=161.78 Ref
  521. >>2000 VALE Jan24 13.0 Puts $0.56 (CboeTheo=0.54)  ASK  PHLX 14:10:53.142 IV=34.9% +0.9 ARCA 1519 x $0.53 - $0.56 x 120 PHLX  SPREAD/CROSS/TIED  Vega=$5540 VALE=14.15 Ref
  522. SWEEP DETECTED:
    >>Bullish Delta Impact 968 CVAC Oct23 10.0 Calls $0.30 (CboeTheo=0.23)  ASK  [MULTI] 14:11:22.906 IV=103.3% +13.8 PHLX 30 x $0.15 - $0.30 x 125 ISE
    Delta=25%, EST. IMPACT = 24k Shares ($189k) To Buy CVAC=7.83 Ref
  523. >>3000 GM Oct23 6th 35.0 Calls $0.53 (CboeTheo=0.53)  BID  ARCA 14:14:17.596 IV=29.6% -0.6 C2 461 x $0.53 - $0.54 x 151 EMLD  SPREAD/FLOOR - OPENING  Vega=$8348 GM=34.06 Ref
  524. >>3750 GM Oct23 6th 36.5 Calls $0.19 (CboeTheo=0.18)  ASK  ARCA 14:14:17.596 IV=30.3% -0.9 EMLD 671 x $0.18 - $0.19 x 295 C2  SPREAD/FLOOR - OPENING  Vega=$6989 GM=34.06 Ref
  525. >>3750 GM Oct23 6th 36.5 Calls $0.18 (CboeTheo=0.18)  BID  ARCA 14:14:17.596 IV=29.7% -1.5 EMLD 671 x $0.18 - $0.19 x 295 C2  SPREAD/FLOOR - OPENING  Vega=$6866 GM=34.06 Ref
  526. >>Market Color WW - Bullish option flow detected in Weight Watchers (11.53 +0.47) with 5,625 calls trading (1.2x expected) and implied vol increasing over 4 points to 88.79%. . The Put/Call Ratio is 0.10. Earnings are expected on 11/02. (Autocolor () [WW 11.53 +0.47 Ref, IV=88.8% +4.1] #Bullish
  527. SWEEP DETECTED:
    >>3106 JD Dec23 40.0 Calls $0.42 (CboeTheo=0.40)  ASK  [MULTI] 14:16:03.075 IV=43.4% +0.9 NOM 120 x $0.41 - $0.42 x 425 EMLD  ISO   52WeekLow  Vega=$10k JD=30.61 Ref
  528. >>4999 VIX Oct23 18th 23.0 Calls $0.35 (CboeTheo=0.35)  MID  CBOE 14:20:42.169 IV=116.7% -2.9 CBOE 13k x $0.33 - $0.36 x 1500 CBOE  AUCTION  Vega=$5166 VIX=15.57 Fwd
  529. >>6000 C Jan25 42.5 Puts $4.90 (CboeTheo=4.83)  ASK  PHLX 14:21:32.085 IV=27.9% +0.5 AMEX 636 x $4.75 - $4.90 x 508 EDGX  SPREAD/CROSS/TIED  Vega=$109k C=42.55 Ref
  530. >>6000 C Jan25 42.5 Calls $5.45 (CboeTheo=5.45)  MID  PHLX 14:21:32.085 IV=27.5% +0.0 AMEX 177 x $5.40 - $5.50 x 43 PHLX  SPREAD/CROSS/TIED  Vega=$109k C=42.55 Ref
  531. >>3792 MPW Oct23 7.0 Puts $1.05 (CboeTheo=1.04)  ASK  MIAX 14:22:50.920 IV=56.5% +5.5 EMLD 133 x $0.99 - $1.06 x 11 BXO  ISO/AUCTION   52WeekLow  Vega=$1930 MPW=6.04 Ref
  532. SWEEP DETECTED:
    >>Bearish Delta Impact 4958 MPW Oct23 7.0 Puts $1.048 (CboeTheo=1.02)  Above Ask!  [MULTI] 14:22:50.653 IV=57.7% +6.6 EMLD 208 x $0.99 - $1.04 x 56 MPRL  ISO   52WeekLow 
    Delta=-78%, EST. IMPACT = 385k Shares ($2.33m) To Sell MPW=6.07 Ref
  533. SWEEP DETECTED:
    >>Bearish Delta Impact 1222 BYND Oct23 6th 10.5 Calls $0.43 (CboeTheo=0.45)  BID  [MULTI] 14:23:40.748 IV=59.9% -2.8 PHLX 181 x $0.43 - $0.49 x 111 PHLX  ISO - OPENING 
    Delta=46%, EST. IMPACT = 56k Shares ($583k) To Sell BYND=10.38 Ref
  534. SWEEP DETECTED:
    >>3368 VZ Oct23 34.5 Calls $0.21 (CboeTheo=0.20)  ASK  [MULTI] 14:23:46.782 IV=17.7% +0.7 EMLD 154 x $0.20 - $0.21 x 999 EMLD  OPENING  Vega=$9735 VZ=33.44 Ref
  535. >>5000 BAM Jan24 30.0 Puts $0.40 (CboeTheo=0.45)  BID  PHLX 14:25:23.544 IV=29.6% -0.8 PHLX 36 x $0.40 - $0.50 x 43 PHLX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$21k BAM=35.62 Ref
  536. >>2950 PANW Jan25 280 Calls $28.69 (CboeTheo=28.43)  ASK  ARCA 14:28:11.356 IV=35.0% +0.0 BOX 29 x $28.30 - $28.70 x 23 AMEX  CROSS - OPENING  Vega=$320k PANW=235.06 Ref
  537. >>Unusual Volume EOG - 3x market weighted volume: 9474 = 13.4k projected vs 4428 adv, 52% puts, 8% of OI [EOG 128.56 -3.32 Ref, IV=25.7% +1.7]
  538. >>3000 GOOG Oct23 135 Calls $6.38 (CboeTheo=6.40)  MID  AMEX 14:28:35.818 IV=24.0% +0.2 ARCA 34 x $6.35 - $6.40 x 46 BOX  SPREAD/CROSS  Vega=$43k GOOG=138.64 Ref
  539. >>3000 GOOG Oct23 135 Puts $2.05 (CboeTheo=2.06)  BID  AMEX 14:28:35.818 IV=24.0% +0.2 BXO 94 x $2.05 - $2.07 x 136 C2  SPREAD/CROSS  Vega=$43k GOOG=138.65 Ref
  540. >>2500 PBR Jan24 15.0 Calls $1.24 (CboeTheo=1.25)  ASK  ARCA 14:31:16.183 IV=34.6% -0.4 BXO 17 x $1.23 - $1.24 x 2500 ARCA Vega=$8469 PBR=15.29 Ref
  541. >>1032 VIX Oct23 18th 20.0 Calls $0.54 (CboeTheo=0.53)  ASK  CBOE 14:32:19.960 IV=102.9% -2.4 CBOE 4324 x $0.52 - $0.54 x 913 CBOE Vega=$1389 VIX=15.58 Fwd
  542. SPLIT TICKET:
    >>1947 VIX Oct23 18th 20.0 Calls $0.54 (CboeTheo=0.53)  ASK  [CBOE] 14:32:19.960 IV=102.9% -2.4 CBOE 4324 x $0.52 - $0.54 x 913 CBOE Vega=$2621 VIX=15.58 Fwd
  543. SWEEP DETECTED:
    >>2500 KVUE Nov23 22.5 Calls $0.45 (CboeTheo=0.42)  ASK  [MULTI] 14:32:21.294 IV=26.8% +1.4 C2 1778 x $0.40 - $0.45 x 883 C2 Vega=$7644 KVUE=21.09 Ref
  544. >>2000 NIO Jan24 9.0 Puts $1.41 (CboeTheo=1.40)  ASK  AMEX 14:34:05.716 IV=66.6% +3.3 C2 295 x $1.39 - $1.41 x 281 EMLD  FLOOR   SSR  Vega=$3970 NIO=8.71 Ref
  545. >>2000 PINS Sep23 22nd 25.0 Puts $0.12 (CboeTheo=0.12)  MID  ARCA 14:34:17.898 IV=59.6% -38.5 EMLD 636 x $0.11 - $0.13 x 211 MRX  CROSS  Vega=$1166 PINS=26.36 Ref
  546. >>1634 VIX Nov23 15th 17.0 Calls $1.72 (CboeTheo=1.73)  BID  CBOE 14:34:26.383 IV=75.7% -2.3 CBOE 887 x $1.72 - $1.74 x 13k CBOE Vega=$4197 VIX=16.47 Fwd
  547. SPLIT TICKET:
    >>3500 VIX Nov23 15th 17.0 Calls $1.72 (CboeTheo=1.73)  BID  [CBOE] 14:34:26.348 IV=75.7% -2.3 CBOE 3500 x $1.72 - $1.74 x 12k CBOE Vega=$8991 VIX=16.47 Fwd
  548. >>1000 VIX Sep23 20th 14.5 Calls $0.13 (CboeTheo=0.14)  BID  CBOE 14:34:36.957 IV=111.4% +4.5 CBOE 1000 x $0.13 - $0.15 x 14k CBOE Vega=$225 VIX=14.08 Fwd
  549. SPLIT TICKET:
    >>1000 VIX Sep23 20th 14.5 Calls $0.13 (CboeTheo=0.13)  BID  [CBOE] 14:34:41.708 IV=111.4% +4.5 CBOE 1000 x $0.13 - $0.15 x 17k CBOE Vega=$225 VIX=14.08 Fwd
  550. SPLIT TICKET:
    >>3033 VIX Nov23 15th 17.0 Calls $1.70 (CboeTheo=1.70)  BID  [CBOE] 14:35:14.164 IV=75.9% -2.1 CBOE 3033 x $1.70 - $1.72 x 14k CBOE Vega=$7771 VIX=16.42 Fwd
  551. SPLIT TICKET:
    >>2697 VIX Oct23 18th 16.0 Calls $1.15 (CboeTheo=1.13)  ASK  [CBOE] 14:35:47.150 IV=78.3% -1.3 CBOE 5 x $1.11 - $1.15 x 479 CBOE Vega=$4670 VIX=15.53 Fwd
  552. >>6500 NVDA Oct23 360 Puts $1.15 (CboeTheo=1.15)  BID  BOX 14:36:26.610 IV=42.9% -0.8 MPRL 20 x $1.15 - $1.16 x 37 C2  SPREAD/CROSS  Vega=$86k NVDA=437.31 Ref
  553. >>6500 NVDA Oct23 360 Calls $79.60 (CboeTheo=80.42)  BID  BOX 14:36:26.610 IV=34.2% -9.4 NOM 20 x $79.60 - $80.65 x 2 BXO  SPREAD/CROSS - OPENING  Vega=$42k NVDA=437.31 Ref
  554. >>3686 VIX Sep23 20th 18.0 Puts $3.95 (CboeTheo=3.99)  ASK  CBOE 14:37:25.876 CBOE 4249 x $3.90 - $3.95 x 2134 CBOE Vega=$0 VIX=14.03 Fwd
  555. >>2134 VIX Sep23 20th 18.0 Puts $3.95 (CboeTheo=3.99)  MID  CBOE 14:37:25.877 CBOE 4249 x $3.90 - $4.00 x 4955 CBOE Vega=$0 VIX=14.03 Fwd
  556. SPLIT TICKET:
    >>5820 VIX Sep23 20th 18.0 Puts $3.95 (CboeTheo=3.99)  ASK  [CBOE] 14:37:25.876 CBOE 4249 x $3.90 - $3.95 x 2134 CBOE Vega=$0 VIX=14.03 Fwd
  557. >>3000 SGEN Jan24 170 Puts $5.10 (CboeTheo=5.00)  ASK  AMEX 14:38:19.609 IV=43.2% -0.1 NOM 28 x $4.80 - $5.20 x 11 AMEX  TIED/FLOOR  Vega=$90k SGEN=207.97 Ref
  558. >>2000 SGEN Jan24 200 Puts $11.51 (CboeTheo=10.75)  Above Ask!  AMEX 14:38:19.608 IV=34.3% +1.7 PHLX 10 x $10.00 - $11.50 x 10 ARCA  TIED/FLOOR  Vega=$90k SGEN=207.97 Ref
  559. >>2500 AMZN Oct23 147 Calls $1.23 (CboeTheo=1.24)  MID  GEMX 14:38:25.386 IV=25.7% +1.2 MPRL 159 x $1.22 - $1.24 x 196 EMLD  OPENING  Vega=$30k AMZN=137.48 Ref
  560. SPLIT TICKET:
    >>1000 SPX Oct23 3700 Puts $1.75 (CboeTheo=1.76)  MID  [CBOE] 14:38:24.456 IV=29.7% +0.1 CBOE 2046 x $1.70 - $1.80 x 2470 CBOE  FLOOR  Vega=$46k SPX=4465.77 Fwd
  561. SPLIT TICKET:
    >>2795 VIX Sep23 20th 18.0 Puts $3.95 (CboeTheo=3.98)  ASK  [CBOE] 14:38:46.037 CBOE 15k x $3.90 - $3.95 x 1281 CBOE Vega=$0 VIX=14.03 Fwd
  562. >>1362 VIX Sep23 20th 23.0 Calls $0.01 (CboeTheo=0.01)  MID  CBOE 14:39:48.701 IV=443.0% +115.4 CBOE 0 x $0.00 - $0.02 x 5329 CBOE Vega=$26 VIX=14.07 Fwd
  563. SWEEP DETECTED:
    >>Bullish Delta Impact 1502 TTWO Sep23 22nd 150 Calls $0.52 (CboeTheo=0.38)  ASK  [MULTI] 14:42:26.835 IV=40.0% +4.8 CBOE 1263 x $0.23 - $0.52 x 594 CBOE
    Delta=18%, EST. IMPACT = 28k Shares ($4.01m) To Buy TTWO=144.88 Ref
  564. >>4000 AAL May24 10.0 Puts $0.44 (CboeTheo=0.44)  MID  PHLX 14:43:09.967 IV=45.0% +0.6 EDGX 180 x $0.43 - $0.45 x 670 EMLD  SPREAD/FLOOR - OPENING  Vega=$10k AAL=13.27 Ref
  565. >>4000 AAL Mar24 10.0 Puts $0.26 (CboeTheo=0.27)  BID  PHLX 14:43:09.967 IV=42.6% -0.9 EDGX 205 x $0.26 - $0.28 x 640 EMLD  SPREAD/FLOOR - OPENING  Vega=$7436 AAL=13.27 Ref
  566. SPLIT TICKET:
    >>1000 VIX Oct23 18th 20.0 Calls $0.53 (CboeTheo=0.52)  ASK  [CBOE] 14:43:19.561 IV=103.1% -2.3 CBOE 11k x $0.51 - $0.53 x 1737 CBOE Vega=$1332 VIX=15.52 Fwd
  567. >>2000 BLNK Oct23 5.0 Puts $1.41 (CboeTheo=1.41)  MID  AMEX 14:43:41.599 IV=83.7% -1.8 EDGX 222 x $1.36 - $1.47 x 210 EDGX  TIED/FLOOR  Vega=$418 BLNK=3.66 Ref
  568. >>2000 BLNK Oct23 5.0 Calls $0.04 (CboeTheo=0.05)  BID  AMEX 14:43:41.599 IV=80.9% -4.7 MPRL 11 x $0.04 - $0.05 x 215 EMLD  TIED/FLOOR  Vega=$395 BLNK=3.66 Ref
  569. >>Market Color MP - Bullish option flow detected in MP Materials (20.32 -0.50) with 3,185 calls trading (1.5x expected) and implied vol increasing almost 2 points to 44.06%. . The Put/Call Ratio is 0.29. Earnings are expected on 11/02. (Autocolor () [MP 20.32 -0.50 Ref, IV=44.1% +1.5] #Bullish
  570. >>2000 CAKE Oct23 30.0 Calls $0.90 (CboeTheo=0.85)  ASK  ARCA 14:45:22.931 IV=32.1% +2.2 PHLX 219 x $0.80 - $0.90 x 330 CBOE  CROSS - OPENING  Vega=$6809 CAKE=29.41 Ref
  571. >>3220 VIX Oct23 18th 16.0 Puts $1.63 (CboeTheo=1.61)  BID  CBOE 14:47:53.654 IV=80.1% +1.2 CBOE 3220 x $1.63 - $1.64 x 1371 CBOE Vega=$5595 VIX=15.57 Fwd
  572. SPLIT TICKET:
    >>4759 VIX Oct23 18th 16.0 Puts $1.63 (CboeTheo=1.61)  BID  [CBOE] 14:47:53.603 IV=80.1% +1.2 CBOE 4077 x $1.63 - $1.65 x 4105 CBOE Vega=$8269 VIX=15.57 Fwd
  573. >>Unusual Volume MAR - 3x market weighted volume: 10.9k = 14.7k projected vs 4172 adv, 63% calls, 9% of OI [MAR 197.25 -3.43 Ref, IV=24.3% +1.3]
  574. >>1880 VIX Oct23 18th 16.0 Puts $1.62 (CboeTheo=1.63)  BID  CBOE 14:51:28.158 IV=79.6% +0.6 CBOE 1880 x $1.62 - $1.64 x 21k CBOE Vega=$3267 VIX=15.58 Fwd
  575. SPLIT TICKET:
    >>2218 VIX Oct23 18th 16.0 Puts $1.62 (CboeTheo=1.63)  BID  [CBOE] 14:51:28.133 IV=79.6% +0.6 CBOE 1880 x $1.62 - $1.64 x 21k CBOE Vega=$3854 VIX=15.58 Fwd
  576. SWEEP DETECTED:
    >>2000 DIS Sep23 22nd 78.0 Puts $0.02 (CboeTheo=0.02)  BID  [MULTI] 14:51:40.840 IV=30.4% -10.2 EMLD 866 x $0.02 - $0.03 x 237 C2  OPENING  Vega=$885 DIS=82.34 Ref
  577. >>2900 GOOG Oct23 125 Calls $14.75 (CboeTheo=14.72)  MID  PHLX 14:52:02.403 IV=28.6% +0.8 BOX 91 x $13.65 - $15.85 x 61 BOX  SPREAD/CROSS/TIED  Vega=$20k GOOG=138.59 Ref
  578. >>2900 GOOG Oct23 125 Puts $0.47 (CboeTheo=0.47)  MID  PHLX 14:52:02.403 IV=28.1% +0.4 EMLD 491 x $0.46 - $0.48 x 649 C2  SPREAD/CROSS/TIED  Vega=$19k GOOG=138.59 Ref
  579. SWEEP DETECTED:
    >>2500 F Sep23 22nd 11.5 Calls $1.10 (CboeTheo=1.12)  BID  [MULTI] 14:53:32.189 BOX 23 x $1.10 - $1.13 x 4 BXO  ISO  Vega=$0 F=12.60 Ref
  580. SPLIT TICKET:
    >>1000 VIX Oct23 18th 30.0 Calls $0.19 (CboeTheo=0.19)  BID  [CBOE] 14:54:07.201 IV=144.3% +0.7 CBOE 3012 x $0.19 - $0.20 x 24k CBOE Vega=$643 VIX=15.58 Fwd
  581. >>7500 X Oct23 31.0 Calls $1.59 (CboeTheo=1.60)  MID  PHLX 14:56:12.553 IV=33.9% +2.5 BOX 43 x $1.56 - $1.62 x 20 BXO  FLOOR  Vega=$27k X=31.52 Ref
  582. >>2000 EQX Jan26 2.5 Puts $0.42 (CboeTheo=1.34)  BID  ARCA 14:59:11.764 IV=46.7% -8.2 NOM 491 x $0.30 - $4.90 x 1334 AMEX  CROSS - OPENING   SSR  Vega=$2718 EQX=4.28 Ref
  583. >>1600 VIX Oct23 18th 16.0 Puts $1.61 (CboeTheo=1.61)  MID  CBOE 14:59:27.798 IV=80.4% +1.5 CBOE 2478 x $1.60 - $1.62 x 7247 CBOE Vega=$2788 VIX=15.63 Fwd
  584. SPLIT TICKET:
    >>2449 VIX Oct23 18th 16.0 Puts $1.61 (CboeTheo=1.61)  BID  [CBOE] 14:59:27.791 IV=80.4% +1.5 CBOE 2100 x $1.61 - $1.62 x 6576 CBOE Vega=$4268 VIX=15.63 Fwd
  585. >>3500 ZM Jan24 155 Puts $85.75 (CboeTheo=85.78)  MID  PHLX 14:59:36.015 EDGX 5 x $85.65 - $85.85 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=69.22 Ref
  586. >>3500 ZM Jan24 130 Puts $60.75 (CboeTheo=60.78)  ASK  PHLX 14:59:36.047 BZX 76 x $60.60 - $60.85 x 4 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=69.22 Ref
  587. >>2060 TSLA Jan24 491.67 Puts $225.75 (CboeTheo=226.06)  BID  PHLX 14:59:42.459 BZX 50 x $224.85 - $226.95 x 50 BZX  FLOOR - OPENING  Vega=$0 TSLA=265.61 Ref
  588. >>2500 TSLA Jan24 450 Puts $184.15 (CboeTheo=184.39)  BID  PHLX 14:59:42.459 BZX 50 x $183.40 - $185.00 x 50 BZX  FLOOR - OPENING  Vega=$0 TSLA=265.61 Ref
  589. SPLIT TICKET:
    >>2100 TSLA Jan24 491.67 Puts $225.751 (CboeTheo=226.06)  BID  [PHLX] 14:59:42.459 BZX 50 x $224.85 - $226.95 x 50 BZX  FLOOR - OPENING  Vega=$0 TSLA=265.61 Ref
  590. SPLIT TICKET:
    >>2478 VIX Oct23 18th 16.0 Puts $1.60 (CboeTheo=1.60)  BID  [CBOE] 15:00:24.483 IV=79.9% +0.9 CBOE 1963 x $1.60 - $1.61 x 5450 CBOE Vega=$4319 VIX=15.63 Fwd
  591. >>2150 DIS Jan24 160 Puts $77.70 (CboeTheo=77.68)  ASK  PHLX 15:00:40.518 IV=69.0% +30.2 BOX 27 x $77.55 - $77.80 x 27 BOX  FLOOR - OPENING  Vega=$3942 DIS=82.31 Ref
  592. >>5000 BP Dec24 40.0 Puts $4.50 (CboeTheo=4.53)  BID  BOX 15:00:48.294 IV=24.7% +0.1 ARCA 275 x $4.45 - $4.60 x 314 ARCA  CROSS  Vega=$81k BP=38.77 Ref
  593. >>2100 AAPL Sep23 22nd 190 Puts $11.05 (CboeTheo=11.10)  BID  PHLX 15:00:53.194 EMLD 67 x $11.05 - $11.15 x 84 MIAX  FLOOR  Vega=$0 AAPL=178.90 Ref
  594. >>12000 SIRI Nov23 3.5 Puts $0.11 (CboeTheo=0.13)  BID  AMEX 15:04:01.030 IV=52.1% -4.2 EMLD 50 x $0.11 - $0.14 x 100 NOM  SPREAD/FLOOR - OPENING  Vega=$5598 SIRI=4.14 Ref
  595. >>6000 SIRI Nov23 4.0 Puts $0.29 (CboeTheo=0.29)  MID  AMEX 15:04:01.030 IV=49.9% -6.9 ARCA 15 x $0.28 - $0.30 x 100 NOM  SPREAD/FLOOR  Vega=$3817 SIRI=4.14 Ref
  596. >>2000 MAR Oct23 135 Calls $62.70 (CboeTheo=62.96)  BID  AMEX 15:05:00.831 BOX 15 x $62.20 - $63.40 x 15 BOX  CROSS  Vega=$0 MAR=197.11 Ref
  597. >>2300 KO Jan24 80.0 Puts $21.70 (CboeTheo=21.66)  ASK  BOX 15:05:14.492 IV=37.2% +16.3 EDGX 44 x $21.60 - $21.70 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$6812 KO=58.34 Ref
  598. >>2000 NKE Sep23 29th 90.0 Puts $1.08 (CboeTheo=1.07)  ASK  PHLX 15:05:27.487 IV=48.0% +1.6 BXO 10 x $1.07 - $1.08 x 2 BXO  SPREAD/FLOOR  Vega=$9732 NKE=94.86 Ref
  599. >>2600 NKE Sep23 29th 85.0 Puts $0.30 (CboeTheo=0.31)  Below Bid!  PHLX 15:05:27.487 IV=49.8% +0.9 GEMX 10 x $0.31 - $0.32 x 75 MPRL  SPREAD/FLOOR - OPENING  Vega=$6294 NKE=94.86 Ref
  600. >>3000 DIS Sep23 22nd 89.0 Puts $6.60 (CboeTheo=6.64)  BID  BOX 15:05:37.229 BXO 56 x $6.60 - $6.70 x 12 ARCA  SPREAD/FLOOR  Vega=$0 DIS=82.36 Ref
  601. >>3000 DIS Sep23 22nd 90.0 Puts $7.60 (CboeTheo=7.64)  BID  BOX 15:05:37.229 BXO 56 x $7.60 - $7.70 x 11 BOX  SPREAD/FLOOR  Vega=$0 DIS=82.36 Ref
  602. >>7500 WFC Jan24 85.0 Puts $41.95 (CboeTheo=41.92)  ASK  BOX 15:06:02.673 IV=69.0% +31.0 EDGX 5 x $41.85 - $42.00 x 39 BOX  SPREAD/FLOOR - OPENING  Vega=$13k WFC=43.09 Ref
  603. >>7500 WFC Jan24 55.0 Puts $11.95 (CboeTheo=11.91)  ASK  BOX 15:06:02.673 IV=27.6% +5.4 BXO 50 x $11.85 - $11.95 x 17 BOX  SPREAD/FLOOR  Vega=$18k WFC=43.09 Ref
  604. >>4500 RIG Jun24 7.0 Puts $0.89 (CboeTheo=0.87)  ASK  AMEX 15:07:25.674 IV=57.3% +0.3 BZX 29 x $0.86 - $0.89 x 21 BOX  CROSS - OPENING  Vega=$11k RIG=8.04 Ref
  605. >>2000 PINS Sep23 22nd 27.0 Calls $0.23 (CboeTheo=0.24)  BID  PHLX 15:07:33.750 IV=54.7% -34.2 EMLD 9 x $0.23 - $0.24 x 11 BZX  SPREAD/CROSS/TIED  Vega=$1642 PINS=26.20 Ref
  606. SWEEP DETECTED:
    >>2384 INTC Sep23 22nd 37.0 Puts $0.52 (CboeTheo=0.51)  ASK  [MULTI] 15:08:31.704 IV=38.8% -3.2 C2 931 x $0.51 - $0.52 x 787 MPRL Vega=$3218 INTC=36.98 Ref
  607. SWEEP DETECTED:
    >>2469 CCL Oct23 6th 16.5 Calls $0.35 (CboeTheo=0.36)  BID  [MULTI] 15:09:05.880 IV=63.1% +4.3 EDGX 453 x $0.35 - $0.37 x 885 C2  OPENING  Vega=$2772 CCL=15.11 Ref
  608. >>8000 BEKE Nov23 17.5 Calls $0.79 (CboeTheo=0.81)  BID  ARCA 15:09:32.150 IV=54.1% -0.2 BOX 18 x $0.79 - $0.84 x 349 PHLX  CROSS - OPENING  Vega=$19k BEKE=15.78 Ref
  609. SWEEP DETECTED:
    >>5000 INTC Sep23 22nd 38.5 Calls $0.08 (CboeTheo=0.09)  BID  [MULTI] 15:11:06.093 IV=40.0% -2.0 EMLD 2938 x $0.08 - $0.09 x 3834 C2 Vega=$3478 INTC=36.84 Ref
  610. >>15000 CMCSA Dec23 50.0 Calls $0.51 (CboeTheo=0.53)  Below Bid!  PHLX 15:12:18.019 IV=20.0% -0.0 EMLD 27 x $0.52 - $0.56 x 148 EMLD  SPREAD/FLOOR - OPENING  Vega=$98k CMCSA=45.66 Ref
  611. >>10000 CMCSA Nov23 47.5 Calls $0.89 (CboeTheo=0.90)  MID  PHLX 15:12:18.019 IV=21.4% +0.3 ARCA 27 x $0.88 - $0.91 x 10 MPRL  SPREAD/FLOOR - OPENING  Vega=$68k CMCSA=45.66 Ref
  612. >>3000 OXY Jan24 67.5 Calls $3.65 (CboeTheo=3.64)  MID  BOX 15:13:00.368 IV=26.9% +0.2 EDGX 470 x $3.60 - $3.70 x 1593 CBOE  CROSS  Vega=$45k OXY=65.50 Ref
  613. SWEEP DETECTED:
    >>2000 PFE Oct23 35.0 Calls $0.43 (CboeTheo=0.43)  BID  [MULTI] 15:13:33.267 IV=19.5% -0.9 EDGX 1651 x $0.43 - $0.44 x 2 EDGX  52WeekLow  Vega=$7328 PFE=33.98 Ref
  614. >>Market Color OSTK - Bullish option flow detected in Overstock com (18.38 -0.36) with 14,273 calls trading (1.8x expected) and implied vol increasing almost 7 points to 66.16%. . The Put/Call Ratio is 0.64. Earnings are expected on 10/25. (Autocolor () [OSTK 18.38 -0.36 Ref, IV=66.2% +6.6] #Bullish
  615. SWEEP DETECTED:
    >>2355 BAC Nov23 25.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 15:15:50.433 IV=29.8% +0.0 EMLD 2506 x $0.17 - $0.18 x 2413 EMLD  ISO  Vega=$5043 BAC=28.59 Ref
  616. >>2000 DKNG Nov23 30.0 Puts $2.45 (CboeTheo=2.45)  BID  ARCA 15:16:39.025 IV=53.8% +0.2 AMEX 356 x $2.44 - $2.48 x 40 MPRL  CROSS  Vega=$9521 DKNG=30.00 Ref
  617. SWEEP DETECTED:
    >>3000 BAC Oct23 35.0 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 15:17:45.238 IV=32.5% +2.7 EMLD 3139 x $0.01 - $0.02 x 3649 C2 Vega=$1336 BAC=28.57 Ref
  618. >>3524 LI Jan25 50.0 Calls $7.06 (CboeTheo=7.07)  BID  MRX 15:18:48.717 IV=56.6% -0.2 PHLX 383 x $7.00 - $7.20 x 11 MPRL  COB/AUCTION  Vega=$62k LI=38.16 Ref
  619. >>3524 LI Jan25 40.0 Calls $10.34 (CboeTheo=10.28)  ASK  MRX 15:18:48.717 IV=58.5% -0.1 PHLX 90 x $10.25 - $10.35 x 65 ARCA  COB/AUCTION  Vega=$58k LI=38.16 Ref
  620. SWEEP DETECTED:
    >>4342 WBD Nov23 17.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:19:20.536 IV=54.1% +2.3 C2 662 x $0.03 - $0.04 x 1333 EMLD  OPENING  Vega=$1886 WBD=11.62 Ref
  621. SWEEP DETECTED:
    >>2960 GM Sep23 22nd 35.0 Calls $0.14 (CboeTheo=0.13)  ASK  [MULTI] 15:21:10.984 IV=37.7% +2.1 MPRL 234 x $0.13 - $0.14 x 892 C2  OPENING  Vega=$2701 GM=34.01 Ref
  622. SWEEP DETECTED:
    >>6252 PLTR Sep23 22nd 16.5 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 15:24:06.028 IV=62.6% +11.1 EMLD 2845 x $0.02 - $0.03 x 3889 C2 Vega=$1292 PLTR=15.19 Ref
  623. SWEEP DETECTED:
    >>2999 PLTR Oct23 18.0 Calls $0.16 (CboeTheo=0.16)  BID  [MULTI] 15:24:22.688 IV=50.4% +1.6 EMLD 3804 x $0.16 - $0.17 x 2472 EMLD Vega=$3111 PLTR=15.20 Ref
  624. >>2500 SPXW Sep23 26th 3650 Puts $0.20 (CboeTheo=0.17)  ASK  CBOE 15:25:16.599 IV=50.5% +3.8 CBOE 457 x $0.15 - $0.20 x 657 CBOE  FLOOR - OPENING  Vega=$11k SPX=4443.57 Fwd
  625. SPLIT TICKET:
    >>7000 SPXW Sep23 26th 3650 Puts $0.20 (CboeTheo=0.17)  ASK  [CBOE] 15:25:16.481 IV=50.5% +3.8 CBOE 457 x $0.15 - $0.20 x 657 CBOE  FLOOR - OPENING  Vega=$32k SPX=4443.57 Fwd
  626. SWEEP DETECTED:
    >>2000 HE Sep23 22nd 12.0 Puts $0.15 (CboeTheo=0.12)  ASK  [MULTI] 15:26:25.015 IV=121.8% +47.2 BOX 832 x $0.05 - $0.15 x 2347 BOX  OPENING  Vega=$633 HE=13.19 Ref
  627. SWEEP DETECTED:
    >>3000 KVUE Sep23 22nd 21.0 Puts $0.20 (CboeTheo=0.22)  BID  [MULTI] 15:26:49.515 IV=27.2% -2.5 C2 288 x $0.20 - $0.25 x 2080 CBOE Vega=$2290 KVUE=21.00 Ref
  628. SWEEP DETECTED:
    >>Bullish Delta Impact 1173 DTC Nov23 5.0 Calls $0.40 (CboeTheo=0.36)  ASK  [MULTI] 15:28:01.276 IV=81.1% +15.4 PHLX 40 x $0.30 - $0.40 x 135 MPRL  ISO - OPENING   SSR 
    Delta=43%, EST. IMPACT = 51k Shares ($234k) To Buy DTC=4.59 Ref
  629. >>14996 VZ Oct23 34.0 Calls $0.34 (CboeTheo=0.34)  BID  ARCA 15:28:15.857 IV=17.8% +0.5 ARCA 15k x $0.34 - $0.35 x 286 EMLD Vega=$49k VZ=33.38 Ref
  630. >>1041 VIX Oct23 18th 16.0 Calls $1.23 (CboeTheo=1.23)  BID  CBOE 15:28:59.838 IV=80.8% +1.2 CBOE 32 x $1.23 - $1.24 x 4785 CBOE Vega=$1811 VIX=15.60 Fwd
  631. SPLIT TICKET:
    >>2073 VIX Oct23 18th 16.0 Calls $1.23 (CboeTheo=1.23)  BID  [CBOE] 15:28:59.837 IV=80.8% +1.2 CBOE 1103 x $1.23 - $1.24 x 4785 CBOE Vega=$3606 VIX=15.60 Fwd
  632. >>3600 RIG Jan24 7.0 Puts $0.44 (CboeTheo=0.45)  BID  CBOE 15:30:02.090 IV=53.5% -0.5 C2 399 x $0.44 - $0.46 x 3312 EMLD  FLOOR  Vega=$5374 RIG=8.07 Ref
  633. SPLIT TICKET:
    >>4000 RIG Jan24 7.0 Puts $0.44 (CboeTheo=0.45)  BID  [CBOE] 15:30:02.090 IV=53.5% -0.5 C2 399 x $0.44 - $0.46 x 3312 EMLD  FLOOR  Vega=$5972 RIG=8.07 Ref
  634. >>Unusual Volume WW - 3x market weighted volume: 18.9k = 23.0k projected vs 7638 adv, 91% calls, 12% of OI [WW 11.97 +0.92 Ref, IV=95.7% +11.0]
  635. SWEEP DETECTED:
    >>2000 AMZN Oct23 100 Puts $0.05 (CboeTheo=0.05)  ASK  [MULTI] 15:30:27.859 IV=47.3% +0.6 EMLD 818 x $0.04 - $0.05 x 1503 C2 Vega=$1810 AMZN=137.48 Ref
  636. >>2852 ROIV Nov23 15.0 Calls $0.15 (CboeTheo=0.25)  Below Bid!  MIAX 15:30:38.889 IV=61.7% -25.1 NOM 1 x $0.20 - $0.30 x 10 BOX  COB/AUCTION - OPENING  Vega=$2592 ROIV=10.87 Ref
  637. >>2852 ROIV Oct23 10.0 Puts $0.55 (CboeTheo=0.47)  ASK  MIAX 15:30:38.889 IV=75.8% +16.8 PHLX 252 x $0.35 - $0.55 x 253 PHLX  COB/AUCTION - OPENING  Vega=$3197 ROIV=10.87 Ref
  638. SWEEP DETECTED:
    >>2300 ROIV Oct23 10.0 Puts $0.55 (CboeTheo=0.47)  ASK  [MULTI] 15:31:07.576 IV=75.0% +15.9 PHLX 248 x $0.35 - $0.55 x 486 MIAX  ISO - OPENING  Vega=$2583 ROIV=10.84 Ref
  639. SWEEP DETECTED:
    >>Bearish Delta Impact 3000 EOLS Jan24 10.0 Calls $0.70 (CboeTheo=0.72)  BID  [MULTI] 15:33:25.519 IV=48.0% -5.6 BOX 904 x $0.70 - $1.50 x 16 PHLX  OPENING 
    Delta=44%, EST. IMPACT = 131k Shares ($1.19m) To Sell EOLS=9.12 Ref
  640. >>2000 ZI Oct23 20.0 Calls $0.10 (CboeTheo=0.08)  ASK  BOX 15:36:22.762 IV=45.7% +5.5 EMLD 155 x $0.05 - $0.10 x 481 AMEX  FLOOR   52WeekLow  Vega=$1745 ZI=16.62 Ref
  641. SPLIT TICKET:
    >>2500 ZI Oct23 20.0 Calls $0.09 (CboeTheo=0.08)  ASK  [BOX] 15:36:22.762 IV=38.9% -1.3 EMLD 155 x $0.05 - $0.10 x 481 AMEX  FLOOR   52WeekLow  Vega=$1566 ZI=16.62 Ref
  642. >>2200 T Jan25 17.0 Calls $0.80 (CboeTheo=0.79)  ASK  ARCA 15:37:38.125 IV=23.1% +0.0 EMLD 1129 x $0.77 - $0.80 x 645 EMLD  CROSS  Vega=$13k T=15.18 Ref
  643. SPLIT TICKET:
    >>1040 SPXW Sep23 29th 4350 Puts $10.95 (CboeTheo=11.18)  Below Bid!  [CBOE] 15:37:45.078 IV=14.9% +0.2 CBOE 263 x $11.00 - $11.20 x 131 CBOE  LATE  Vega=$207k SPX=4447.34 Fwd
  644. SPLIT TICKET:
    >>1040 SPXW Sep23 29th 4200 Puts $2.55 (CboeTheo=2.57)  BID  [CBOE] 15:37:45.078 IV=20.2% +0.5 CBOE 1 x $2.55 - $2.60 x 424 CBOE  LATE  Vega=$73k SPX=4447.34 Fwd
  645. SPLIT TICKET:
    >>2080 SPXW Sep23 29th 4275 Puts $4.70 (CboeTheo=4.79)  BID  [CBOE] 15:37:45.078 IV=17.2% +0.2 CBOE 274 x $4.70 - $4.90 x 444 CBOE  LATE  Vega=$242k SPX=4447.34 Fwd
  646. >>Unusual Volume OKE - 3x market weighted volume: 5900 = 6999 projected vs 2291 adv, 57% calls, 8% of OI [OKE 67.77 -0.42 Ref, IV=20.5% +2.0]
  647. >>8548 PINS Sep23 22nd 27.0 Calls $0.28 (CboeTheo=0.29)  MID  ARCA 15:38:38.636 IV=58.4% -30.4 PHLX 73 x $0.26 - $0.31 x 58 CBOE  FLOOR  Vega=$7322 PINS=26.27 Ref
  648. SWEEP DETECTED:
    >>3000 T Nov23 15.0 Calls $0.57 (CboeTheo=0.57)  ASK  [MULTI] 15:38:40.327 IV=22.7% +0.4 BXO 20 x $0.56 - $0.57 x 1811 GEMX Vega=$7000 T=15.18 Ref
  649. >>1156 VIX Oct23 18th 12.5 Puts $0.08 (CboeTheo=0.07)  ASK  CBOE 15:39:51.898 IV=57.0% +6.0 CBOE 1000 x $0.07 - $0.08 x 1883 CBOE Vega=$679 VIX=15.66 Fwd
  650. >>1810 VIX Oct23 18th 12.5 Puts $0.08 (CboeTheo=0.07)  ASK  CBOE 15:39:51.898 IV=57.0% +6.0 CBOE 1000 x $0.07 - $0.08 x 2561 CBOE Vega=$1064 VIX=15.66 Fwd
  651. SPLIT TICKET:
    >>5000 VIX Oct23 18th 12.5 Puts $0.08 (CboeTheo=0.07)  ASK  [CBOE] 15:39:51.898 IV=57.0% +6.0 CBOE 1000 x $0.07 - $0.08 x 1883 CBOE Vega=$2939 VIX=15.66 Fwd
  652. SWEEP DETECTED:
    >>Bearish Delta Impact 1307 WDC Sep23 22nd 42.5 Calls $1.611 (CboeTheo=1.68)  Below Bid!  [MULTI] 15:39:59.749 IV=33.4% -1.8 BOX 13 x $1.64 - $1.71 x 66 PHLX  ISO 
    Delta=88%, EST. IMPACT = 116k Shares ($5.09m) To Sell WDC=44.02 Ref
  653. >>5000 BEKE Jan24 17.35 Calls $1.44 (CboeTheo=1.44)  MID  ARCA 15:40:20.397 IV=53.0% -0.5 BOX 168 x $1.41 - $1.47 x 767 CBOE  CROSS  Vega=$18k BEKE=15.78 Ref
  654. SWEEP DETECTED:
    >>Bearish Delta Impact 4471 BB Jan24 5.5 Puts $0.83 (CboeTheo=0.81)  ASK  [MULTI] 15:40:40.030 IV=56.4% +1.7 BOX 17 x $0.79 - $0.83 x 868 PHLX  ISO - OPENING 
    Delta=-50%, EST. IMPACT = 225k Shares ($1.16m) To Sell BB=5.14 Ref
  655. SWEEP DETECTED:
    >>2000 AGNC Oct23 10.0 Puts $0.19 (CboeTheo=0.18)  ASK  [MULTI] 15:40:56.359 IV=18.9% +0.1 MIAX 15 x $0.18 - $0.19 x 413 C2  OPENING  Vega=$2300 AGNC=10.13 Ref
  656. >>3400 INTC Oct23 40.0 Calls $0.23 (CboeTheo=0.23)  BID  AMEX 15:41:43.281 IV=29.6% -1.1 C2 2058 x $0.23 - $0.24 x 563 C2  CROSS  Vega=$8475 INTC=36.23 Ref
  657. SPLIT TICKET:
    >>1741 VIX Sep23 20th 17.0 Calls $0.03 (CboeTheo=0.02)  ASK  [CBOE] 15:41:49.737 IV=237.0% +76.3 CBOE 0 x $0.00 - $0.03 x 10 CBOE Vega=$115 VIX=14.18 Fwd
  658. SPLIT TICKET:
    >>1000 SPXW Sep23 20th 4130 Puts $0.10 (CboeTheo=0.10)  MID  [CBOE] 15:41:55.692 IV=50.6% +12.1 CBOE 1611 x $0.05 - $0.15 x 1811 CBOE  FLOOR - OPENING  Vega=$2183 SPX=4443.43 Fwd
  659. >>1138 VIX Feb24 14th 20.0 Calls $2.51 (CboeTheo=2.52)  MID  CBOE 15:42:25.260 IV=69.1% +0.3 CBOE 12 x $2.49 - $2.52 x 1000 CBOE Vega=$5176 VIX=18.34 Fwd
  660. SPLIT TICKET:
    >>1111 VIX Sep23 20th 18.0 Puts $3.85 (CboeTheo=3.89)  ASK  [CBOE] 15:43:14.631 CBOE 556 x $3.80 - $3.85 x 1063 CBOE Vega=$0 VIX=14.13 Fwd
  661. SPLIT TICKET:
    >>1000 VIX Oct23 18th 30.0 Calls $0.19 (CboeTheo=0.19)  BID  [CBOE] 15:43:15.720 IV=143.8% +0.2 CBOE 1012 x $0.19 - $0.21 x 26k CBOE Vega=$645 VIX=15.63 Fwd
  662. >>1000 VIX Oct23 18th 16.0 Calls $1.22 (CboeTheo=1.21)  BID  CBOE 15:44:30.515 IV=80.2% +0.7 CBOE 446 x $1.22 - $1.24 x 22k CBOE Vega=$1739 VIX=15.60 Fwd
  663. SPLIT TICKET:
    >>1446 VIX Oct23 18th 16.0 Calls $1.22 (CboeTheo=1.21)  BID  [CBOE] 15:44:30.515 IV=80.2% +0.7 CBOE 446 x $1.22 - $1.24 x 22k CBOE Vega=$2515 VIX=15.60 Fwd
  664. SWEEP DETECTED:
    >>2436 INTC Sep23 22nd 35.5 Puts $0.23 (CboeTheo=0.24)  BID  [MULTI] 15:44:43.868 IV=39.3% -5.3 EMLD 686 x $0.23 - $0.24 x 840 C2  OPENING  Vega=$2722 INTC=36.20 Ref
  665. SWEEP DETECTED:
    >>2000 GPS Sep23 22nd 10.5 Puts $0.55 (CboeTheo=0.57)  BID  [MULTI] 15:44:51.092 IV=38.5% -14.7 MIAX 702 x $0.55 - $0.60 x 107 EDGX  ISO  Vega=$212 GPS=9.96 Ref
  666. >>5000 ITUB Jan25 5.0 Puts $0.56 (CboeTheo=0.55)  ASK  AMEX 15:44:53.771 IV=36.4% +1.9 PHLX 1210 x $0.45 - $0.65 x 1124 PHLX  SPREAD/CROSS - OPENING  Vega=$11k ITUB=5.54 Ref
  667. >>5000 ITUB Jan25 7.0 Calls $0.39 (CboeTheo=0.38)  ASK  AMEX 15:44:53.771 IV=32.3% +0.3 PHLX 1417 x $0.30 - $0.45 x 539 BZX  SPREAD/CROSS - OPENING  Vega=$11k ITUB=5.54 Ref
  668. >>5000 RPTX Oct23 15.0 Calls $1.30 (CboeTheo=0.56)  ASK  ARCA 15:46:38.988 IV=148.1% +42.1 PHLX 83 x $0.25 - $1.40 x 6 AMEX  SPREAD/FLOOR - OPENING  Vega=$7093 RPTX=12.32 Ref
  669. >>5000 RPTX Oct23 20.0 Calls $0.05 (CboeTheo=0.08)  BID  ARCA 15:46:38.988 IV=87.2% -18.8 PHLX 34 x $0.05 - $0.15 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$1677 RPTX=12.32 Ref
  670. >>2717 WMT Nov23 150 Puts $0.85 (CboeTheo=0.84)  MID  MIAX 15:47:32.943 IV=21.0% +0.1 C2 86 x $0.83 - $0.86 x 98 AMEX  COB/AUCTION - OPENING  Vega=$37k WMT=163.51 Ref
  671. >>2717 WMT Nov23 170 Calls $1.95 (CboeTheo=1.94)  MID  MIAX 15:47:32.943 IV=14.6% +0.1 BOX 17 x $1.93 - $1.97 x 66 C2  COB/AUCTION  Vega=$65k WMT=163.51 Ref
  672. TRADE CXLD:
    >>5000 RPTX Oct23 15.0 Calls $1.30 (CboeTheo=0.56)  ASK  ARCA 15:46:38.988 IV=148.1% +42.1 PHLX 83 x $0.25 - $1.40 x 6 AMEX  SPREAD/FLOOR - OPENING  Vega=$7093 RPTX=12.32 Ref
  673. >>5000 RPTX Oct23 15.0 Calls $1.35 (CboeTheo=0.64)  ASK  ARCA 15:47:58.411 IV=150.1% +44.1 PHLX 373 x $0.50 - $1.55 x 3 BZX  LATE - OPENING  Vega=$7146 RPTX=12.41 Ref
  674. TRADE CXLD:
    >>5000 RPTX Oct23 20.0 Calls $0.05 (CboeTheo=0.08)  BID  ARCA 15:46:38.988 IV=87.2% -18.8 PHLX 34 x $0.05 - $0.15 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$1677 RPTX=12.32 Ref
  675. >>5000 RPTX Oct23 20.0 Calls $0.10 (CboeTheo=0.10)  MID  ARCA 15:48:11.115 IV=98.7% -7.2 PHLX 78 x $0.05 - $0.15 x 1 ARCA  LATE - OPENING  Vega=$2487 RPTX=12.41 Ref
  676. SPLIT TICKET:
    >>1000 SPXW Sep23 20th 4320 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 15:48:14.174 IV=24.2% +5.4 CBOE 759 x $0.15 - $0.20 x 808 CBOE  OPENING  Vega=$7199 SPX=4448.14 Fwd
  677. >>5900 AI Oct23 30.0 Puts $3.85 (CboeTheo=3.84)  MID  CBOE 15:49:27.421 IV=60.4% -1.5 BZX 85 x $3.80 - $3.90 x 10 BOX  FLOOR  Vega=$16k AI=27.11 Ref
  678. >>2000 LI Jun24 40.0 Calls $7.26 (CboeTheo=7.43)  BID  ARCA 15:49:32.762 IV=55.1% -1.0 PHLX 301 x $7.25 - $7.65 x 647 PHLX  CROSS  Vega=$26k LI=38.42 Ref
  679. >>5770 VIX Oct23 18th 32.0 Calls $0.17 (CboeTheo=0.15)  ASK  CBOE 15:49:34.221 IV=151.3% +3.1 CBOE 15k x $0.14 - $0.17 x 8652 CBOE  AUCTION  Vega=$3354 VIX=15.57 Fwd
  680. >>3069 VIX Oct23 18th 32.0 Calls $0.17 (CboeTheo=0.15)  ASK  CBOE 15:49:34.221 IV=151.3% +3.1 CBOE 15k x $0.14 - $0.17 x 8652 CBOE  AUCTION  Vega=$1784 VIX=15.57 Fwd
  681. >>2306 VIX Oct23 18th 32.0 Calls $0.17 (CboeTheo=0.15)  ASK  CBOE 15:49:34.221 IV=151.3% +3.1 CBOE 15k x $0.14 - $0.17 x 5583 CBOE  AUCTION  Vega=$1340 VIX=15.57 Fwd
  682. SPLIT TICKET:
    >>14426 VIX Oct23 18th 32.0 Calls $0.17 (CboeTheo=0.15)  ASK  [CBOE] 15:49:34.221 IV=151.3% +3.1 CBOE 15k x $0.14 - $0.17 x 8652 CBOE  AUCTION  Vega=$8384 VIX=15.57 Fwd
  683. >>14427 VIX Oct23 18th 32.0 Calls $0.16 (CboeTheo=0.15)  MID  CBOE 15:49:36.823 IV=149.6% +1.4 CBOE 6348 x $0.14 - $0.18 x 1168 CBOE  AUCTION  Vega=$8112 VIX=15.57 Fwd
  684. SWEEP DETECTED:
    >>Bullish Delta Impact 540 XNET Mar24 2.0 Calls $0.222 (CboeTheo=0.22)  ASK  [MULTI] 15:50:56.083 IV=76.1% +12.4 PHLX 822 x $0.10 - $0.25 x 40 EMLD  OPENING 
    Delta=48%, EST. IMPACT = 26k Shares ($44k) To Buy XNET=1.71 Ref
  685. SWEEP DETECTED:
    >>3001 PLTR Jun24 17.0 Calls $2.685 (CboeTheo=2.71)  BID  [MULTI] 15:51:24.824 IV=59.9% -0.4 EDGX 249 x $2.68 - $2.74 x 146 EMLD  AUCTION  Vega=$16k PLTR=15.12 Ref
  686. >>5000 PENN Nov23 22.5 Puts $1.20 (CboeTheo=1.23)  BID  AMEX 15:51:30.060 IV=49.8% +2.4 ISE 262 x $1.20 - $1.25 x 117 EDGX  CROSS - OPENING  Vega=$18k PENN=23.77 Ref
  687. >>3000 LVS Dec23 50.0 Calls $2.53 (CboeTheo=2.57)  BID  AMEX 15:51:48.395 IV=31.1% -0.4 CBOE 240 x $2.53 - $2.59 x 85 EDGX  CROSS  Vega=$28k LVS=48.62 Ref
  688. SWEEP DETECTED:
    >>2000 AAL Nov23 17.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 15:52:39.767 IV=37.5% +0.2 C2 1494 x $0.04 - $0.05 x 619 GEMX Vega=$1340 AAL=13.21 Ref
  689. >>1060 VIX Sep23 20th 18.0 Calls $0.01 (CboeTheo=0.01)  BID  CBOE 15:52:55.828 IV=255.0% +69.9 CBOE 159 x $0.01 - $0.02 x 2228 CBOE Vega=$30 VIX=14.07 Fwd
  690. SPLIT TICKET:
    >>1000 SPXW Sep23 29th 4625 Calls $0.40 (CboeTheo=0.38)  MID  [CBOE] 15:53:11.530 IV=10.6% +0.7 CBOE 1585 x $0.35 - $0.45 x 502 CBOE Vega=$34k SPX=4451.68 Fwd
  691. >>8000 INTC Oct23 36.0 Calls $1.55 (CboeTheo=1.55)  MID  AMEX 15:53:43.477 IV=31.0% -1.3 C2 257 x $1.54 - $1.56 x 276 C2  SPREAD/CROSS  Vega=$33k INTC=36.28 Ref
  692. >>8000 INTC Oct23 36.0 Puts $1.08 (CboeTheo=1.09)  BID  AMEX 15:53:43.477 IV=30.8% -1.5 EMLD 411 x $1.08 - $1.09 x 28 MPRL  SPREAD/CROSS  Vega=$33k INTC=36.28 Ref
  693. >>2000 FSLY Dec23 20.0 Calls $2.36 (CboeTheo=2.37)  BID  PHLX 15:54:52.792 IV=62.1% -0.3 C2 61 x $2.35 - $2.40 x 52 EDGX  TIED/FLOOR - OPENING  Vega=$7595 FSLY=19.70 Ref
  694. >>3500 AMZN Oct23 130 Calls $9.95 (CboeTheo=9.89)  ASK  PHLX 15:55:08.385 IV=29.2% +0.7 MIAX 259 x $9.80 - $10.00 x 509 PHLX  SPREAD/CROSS/TIED  Vega=$42k AMZN=137.75 Ref
  695. >>3500 AMZN Oct23 130 Puts $1.45 (CboeTheo=1.46)  BID  PHLX 15:55:08.385 IV=28.6% +0.2 GEMX 217 x $1.45 - $1.47 x 171 BOX  SPREAD/CROSS/TIED  Vega=$41k AMZN=137.75 Ref
  696. SPLIT TICKET:
    >>1000 SPXW Sep23 20th 3850 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 15:55:55.447 IV=89.0% +24.9 CBOE 0 x $0.00 - $0.05 x 861 CBOE  ISO  Vega=$737 SPX=4446.88 Fwd
  697. >>2000 AHCO Dec23 15.0 Calls $0.15 (CboeTheo=0.07)  ASK  AMEX 15:56:33.034 IV=67.0% +10.6 AMEX 0 x $0.00 - $0.15 x 2025 AMEX Vega=$1806 AHCO=9.54 Ref
  698. SPLIT TICKET:
    >>2025 AHCO Dec23 15.0 Calls $0.15 (CboeTheo=0.07)  ASK  [AMEX] 15:56:33.034 IV=67.0% +10.6 AMEX 0 x $0.00 - $0.15 x 2025 AMEX Vega=$1829 AHCO=9.54 Ref
  699. >>2000 AI Oct23 15.0 Calls $12.20 (CboeTheo=12.20)  MID  PHLX 15:57:10.003 IV=106.1% +16.4 AMEX 5 x $12.15 - $12.25 x 12 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$329 AI=27.20 Ref
  700. >>2000 AI Oct23 15.0 Puts $0.02 (CboeTheo=0.04)  BID  PHLX 15:57:10.003 IV=89.0% -0.8 EMLD 3 x $0.02 - $0.07 x 274 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$355 AI=27.20 Ref
  701. >>30000 VALE Mar24 16.0 Calls $0.66 (CboeTheo=0.66)  MID  AMEX 15:57:20.161 IV=32.4% +1.2 ARCA 9 x $0.62 - $0.69 x 1531 MPRL  SPREAD/CROSS - OPENING  Vega=$106k VALE=14.12 Ref
  702. >>30000 VALE Mar24 16.0 Puts $2.62 (CboeTheo=2.46)  BID  AMEX 15:57:20.161 IV=36.8% +5.6 MPRL 36 x $2.34 - $3.10 x 207 PHLX  SPREAD/CROSS - OPENING  Vega=$107k VALE=14.12 Ref
  703. >>1998 VIX Dec23 20th 50.0 Calls $0.30 (CboeTheo=0.30)  ASK  CBOE 15:57:21.091 IV=125.6% -0.1 CBOE 545 x $0.27 - $0.31 x 2563 CBOE Vega=$2505 VIX=16.92 Fwd
  704. SPLIT TICKET:
    >>2000 VIX Dec23 20th 50.0 Calls $0.30 (CboeTheo=0.30)  BID  [CBOE] 15:57:21.091 IV=125.6% -0.1 CBOE 1998 x $0.30 - $0.31 x 2563 CBOE Vega=$2507 VIX=16.92 Fwd
  705. >>2000 AI Oct23 35.0 Puts $8.10 (CboeTheo=8.11)  MID  PHLX 15:57:53.302 IV=63.6% -2.7 BZX 36 x $8.05 - $8.15 x 1 BXO  SPREAD/CROSS/TIED  Vega=$2765 AI=27.23 Ref
  706. >>2000 AI Oct23 35.0 Calls $0.22 (CboeTheo=0.23)  BID  PHLX 15:57:53.302 IV=64.0% -2.4 C2 76 x $0.22 - $0.23 x 139 MPRL  SPREAD/CROSS/TIED  Vega=$2801 AI=27.23 Ref
  707. >>2500 BAC Mar24 30.0 Puts $2.44 (CboeTheo=2.43)  ASK  PHLX 15:57:58.376 IV=23.8% +0.3 EMLD 423 x $2.41 - $2.44 x 255 EMLD  SPREAD/CROSS/TIED  Vega=$19k BAC=28.68 Ref
  708. SWEEP DETECTED:
    >>Bullish Delta Impact 797 TH Nov23 17.5 Calls $0.60 (CboeTheo=0.55)  ASK  [MULTI] 15:58:01.236 IV=75.0% +3.7 MIAX 100 x $0.50 - $0.60 x 165 PHLX  ISO 
    Delta=27%, EST. IMPACT = 22k Shares ($302k) To Buy TH=13.78 Ref
  709. SWEEP DETECTED:
    >>6052 AAL Jan24 10.0 Puts $0.18 (CboeTheo=0.19)  BID  [MULTI] 15:58:10.702 IV=44.5% -0.2 C2 802 x $0.18 - $0.19 x 44 ARCA Vega=$8260 AAL=13.21 Ref
  710. >>3000 SE Dec23 40.0 Puts $5.08 (CboeTheo=5.12)  BID  ARCA 15:58:13.042 IV=59.2% -0.3 CBOE 652 x $5.05 - $5.15 x 43 CBOE  CROSS  Vega=$22k SE=38.38 Ref
  711. SWEEP DETECTED:
    >>3721 AAL Jan24 10.0 Puts $0.18 (CboeTheo=0.19)  BID  [MULTI] 15:58:12.703 IV=44.5% -0.2 NOM 3 x $0.18 - $0.19 x 173 MPRL Vega=$5078 AAL=13.21 Ref
  712. SWEEP DETECTED:
    >>Bullish Delta Impact 997 ALDX Oct23 7.5 Calls $0.299 (CboeTheo=0.28)  ASK  [MULTI] 15:58:48.444 IV=85.9% +10.9 MRX 0 x $0.00 - $0.30 x 172 PHLX
    Delta=33%, EST. IMPACT = 32k Shares ($209k) To Buy ALDX=6.45 Ref
  713. >>1559 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.19)  BID  CBOE 16:00:09.215 IV=102.8% +15.4 CBOE 1559 x $0.20 - $0.21 x 300 CBOE Vega=$384 VIX=14.12 Fwd
  714. SPLIT TICKET:
    >>1975 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.19)  BID  [CBOE] 16:00:08.700 IV=102.8% +15.4 CBOE 1875 x $0.20 - $0.21 x 300 CBOE Vega=$486 VIX=14.12 Fwd
  715. >>1000 SPXW Sep23 21st 3600 Puts $0.05 (CboeTheo=0.02)  ASK  CBOE 16:08:59.087 IV=90.1% +19.8 CBOE 0 x $0.00 - $0.05 x 486 CBOE  ISO - OPENING  Vega=$764 SPX=4447.80 Fwd
  716. SPLIT TICKET:
    >>1500 SPXW Sep23 21st 3600 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 16:08:59.087 IV=90.1% +19.8 CBOE 0 x $0.00 - $0.05 x 486 CBOE  ISO - OPENING  Vega=$1146 SPX=4447.80 Fwd
  717. TRADE CXLD:
    >>2000 AI Oct23 15.0 Calls $12.20 (CboeTheo=12.20)  MID  PHLX 15:57:10.003 IV=106.1% +16.4 AMEX 5 x $12.15 - $12.25 x 12 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$329 AI=27.20 Ref
  718. TRADE CXLD:
    >>2000 AI Oct23 15.0 Puts $0.02 (CboeTheo=0.04)  BID  PHLX 15:57:10.003 IV=89.0% -0.8 EMLD 3 x $0.02 - $0.07 x 274 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$355 AI=27.20 Ref
  719. SPLIT TICKET:
    >>1000 SPX Nov23 4500 Calls $75.60 (CboeTheo=75.63)  ASK  [CBOE] 16:16:50.942 IV=12.1% +0.2 CBOE 45 x $75.00 - $76.10 x 45 CBOE  LATE  Vega=$709k SPX=4477.83 Fwd
  720. SPLIT TICKET:
    >>1000 SPX Nov23 4700 Calls $11.50 (CboeTheo=11.40)  ASK  [CBOE] 16:16:50.942 IV=10.4% +0.0 CBOE 240 x $11.20 - $11.60 x 100 CBOE  LATE  Vega=$394k SPX=4477.83 Fwd
  721. SPLIT TICKET:
    >>1000 SPXW Sep23 21st 3650 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 16:27:58.262 IV=85.0% +15.1 CBOE 1696 x $0.05 - $0.10 x 311 CBOE  EXTEND - OPENING  Vega=$806 SPX=4448.27 Fwd

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