OPTION FLOW 9/21/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color @ALL - OCC reports a total of 168,826 flex contracts traded on Sep 20th, with average daily flex volume of 408,683 over the past month. 85.8% of Wednesday's flex volume traded on Cboe, 1.3% NYSE-Arca, 0.0% PHLX and 12.8% Amex. Current Flex open interest is 15,786,654 contracts. (Autocolor  #flex #marketmover
  2. >>Market Color AMD - Rev/Con recap for Sep 20th. 379,014 contracts traded Wednesday in reverse/conversion spreads on 83 underlying securities. 18.9m underlying shares were involved with total notional value of $2.81b. Rev/Con volume leaders included AMD, SPY, WFC, EFA and PYPL with implied borrow rates ranging from -34.37% (CGC) to 9.47% (AMZN). (Autocolor ) #revcon
  3. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for September 21, 2023. 299 trades were executed in VIX overnight, totaling 13951 contracts. (Autocolor () #gth
  4. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 21, 2023. 20377 trades were executed in SPX overnight, totaling 116199 contracts. (Autocolor ( #gth
  5. >>Unusual Volume FDX - 17x market weighted volume: 34.7k = 302.9k projected vs 17.5k adv, 64% calls, 16% of OI  Post-Earnings  [FDX 265.38 +14.86 Ref]
  6. >>Unusual Volume AVGO - 3x market weighted volume: 16.9k = 147.7k projected vs 44.2k adv, 70% puts, 8% of OI [AVGO 809.38 -21.20 Ref]
  7. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    CRWD $170.12 +6.24 +3.81%,
    NFLX $393.73 +7.43 +1.92%,
    MULN $0.56 +0.01 +1.82%,
    PARA $13.46 +0.22 +1.66%,
    NKLA $1.41 +0.02 +1.43%,

    while the biggest losers include:
    AFRM $21.23 -1.87 (-8.10%),
    CGC $0.80 -0.07 (-8.03%),
    UPST $26.04 -1.80 (-6.47%),
    RIOT $9.44 -0.58 (-5.79%),
    PLTR $13.96 -0.78 (-5.29%),
    (Autocolor ()
  8. >>Unusual Volume SOFI - 3x market weighted volume: 37.7k = 329.6k projected vs 109.8k adv, 60% puts, 2% of OI [SOFI 7.99 -0.34 Ref]
  9. >>Unusual Volume MPW - 3x market weighted volume: 24.3k = 212.5k projected vs 57.3k adv, 97% puts, 3% of OI [MPW 5.58 -0.20 Ref]
  10. >>Unusual Volume SPLK - 3x market weighted volume: 9708 = 84.8k projected vs 22.4k adv, 59% calls, 6% of OI [SPLK 144.93 +25.34 Ref]
  11. >>2211 VIX Oct23 18th 17.0 Calls $1.48 (CboeTheo=1.60)  MID  CBOE 09:30:02.681 IV=81.4% -3.5 0 x $0.00 - $0.00 x 0 Vega=$4034 VIX=16.97 Fwd
  12. >>Unusual Volume CSCO - 3x market weighted volume: 18.0k = 157.7k projected vs 41.3k adv, 50% calls, 2% of OI [CSCO 53.70 -1.81 Ref]
  13. SPLIT TICKET:
    >>5015 VIX Oct23 18th 17.0 Calls $1.48 (CboeTheo=1.60)  MID  [CBOE] 09:30:02.681 IV=81.4% -3.5 0 x $0.00 - $0.00 x 0 Vega=$9150 VIX=16.97 Fwd
  14. >>Unusual Volume VLO - 3x market weighted volume: 6163 = 53.9k projected vs 13.6k adv, 76% calls, 4% of OI [VLO 151.21 +8.23 Ref]
  15. SWEEP DETECTED:
    >>3000 AMZN Sep23 29th 120 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 09:30:14.719 IV=37.7% -1.1 MPRL 198 x $0.13 - $0.15 x 170 GEMX Vega=$6112 AMZN=131.50 Ref
  16. SWEEP DETECTED:
    >>2776 AMZN Oct23 100 Puts $0.07 (CboeTheo=0.08)  BID  [MULTI] 09:30:36.763 IV=44.6% -2.0 EMLD 441 x $0.07 - $0.08 x 1 BZX Vega=$3362 AMZN=131.33 Ref
  17. >>Unusual Volume DKNG - 3x market weighted volume: 21.0k = 174.5k projected vs 57.1k adv, 50% calls, 3% of OI [DKNG 29.16 -0.92 Ref]
  18. SWEEP DETECTED:
    >>3033 MSFT Nov23 315 Puts $10.316 (CboeTheo=10.64)  Below Bid!  [MULTI] 09:31:38.082 IV=27.6% +0.3 BZX 51 x $10.55 - $10.70 x 51 BOX Vega=$148k MSFT=319.93 Ref
  19. SWEEP DETECTED:
    >>2109 NVDA Sep23 22nd 420 Puts $5.185 (CboeTheo=5.44)  Below Bid!  [MULTI] 09:31:43.287 IV=54.9% +9.6 MPRL 18 x $5.45 - $5.60 x 20 MPRL Vega=$21k NVDA=419.57 Ref
  20. >>2000 VIX Oct23 18th 30.0 Calls $0.26 (CboeTheo=0.27)  BID  CBOE 09:32:23.216 IV=143.3% -0.8 CBOE 500 x $0.26 - $0.27 x 6272 CBOE Vega=$1593 VIX=16.82 Fwd
  21. >>3931 VIX Oct23 18th 28.0 Calls $0.31 (CboeTheo=0.29)  ASK  CBOE 09:32:47.429 IV=137.4% -0.1 CBOE 12k x $0.28 - $0.32 x 3118 CBOE  AUCTION  Vega=$3558 VIX=16.78 Fwd
  22. SPLIT TICKET:
    >>5000 VIX Oct23 18th 28.0 Calls $0.31 (CboeTheo=0.29)  ASK  [CBOE] 09:32:47.296 IV=137.4% -0.1 CBOE 18k x $0.28 - $0.32 x 1457 CBOE Vega=$4525 VIX=16.78 Fwd
  23. SWEEP DETECTED:
    >>2017 AMZN Sep23 22nd 131 Puts $1.025 (CboeTheo=1.00)  Above Ask!  [MULTI] 09:32:36.907 IV=41.0% +6.2 BXO 48 x $0.99 - $1.02 x 43 BXO  ISO  Vega=$6189 AMZN=131.50 Ref
  24. >>1000 VIX Oct23 18th 18.0 Calls $1.20 (CboeTheo=1.19)  BID  CBOE 09:34:08.601 IV=90.6% +0.7 CBOE 5229 x $1.18 - $1.24 x 858 CBOE Vega=$1807 VIX=16.88 Fwd
  25. >>1606 VIX Oct23 18th 30.0 Calls $0.27 (CboeTheo=0.26)  ASK  CBOE 09:35:00.945 IV=143.9% -0.2 CBOE 20k x $0.24 - $0.27 x 2260 CBOE Vega=$1308 VIX=16.88 Fwd
  26. SPLIT TICKET:
    >>4722 VIX Oct23 18th 30.0 Calls $0.27 (CboeTheo=0.26)  ASK  [CBOE] 09:35:00.945 IV=143.9% -0.2 CBOE 20k x $0.24 - $0.27 x 2260 CBOE Vega=$3846 VIX=16.88 Fwd
  27. >>1000 VIX Oct23 18th 23.0 Calls $0.52 (CboeTheo=0.53)  BID  CBOE 09:35:30.275 IV=114.5% -3.4 CBOE 25k x $0.51 - $0.55 x 14k CBOE  FLOOR  Vega=$1303 VIX=16.92 Fwd
  28. >>1000 VIX Oct23 18th 23.0 Calls $0.52 (CboeTheo=0.53)  BID  CBOE 09:35:30.332 IV=114.5% -3.4 CBOE 25k x $0.51 - $0.55 x 14k CBOE  FLOOR  Vega=$1303 VIX=16.92 Fwd
  29. SPLIT TICKET:
    >>2500 VIX Oct23 18th 23.0 Calls $0.52 (CboeTheo=0.53)  BID  [CBOE] 09:35:30.275 IV=114.5% -3.4 CBOE 25k x $0.51 - $0.55 x 14k CBOE  FLOOR  Vega=$3256 VIX=16.92 Fwd
  30. SPLIT TICKET:
    >>1883 SPX Nov23 4050 Puts $23.50 (CboeTheo=22.86)  BID  [CBOE] 09:36:50.577 IV=19.5% +0.6 CBOE 75 x $22.40 - $25.50 x 75 CBOE  FLOOR  Vega=$722k SPX=4398.42 Fwd
  31. >>2000 NEM Oct23 45.0 Calls $0.12 (CboeTheo=0.12)  MID  NOM 09:35:00.366 IV=28.9% +2.4 BXO 20 x $0.11 - $0.13 x 2069 NOM Vega=$3588 NEM=39.85 Ref
  32. SWEEP DETECTED:
    >>2990 NEM Oct23 45.0 Calls $0.12 (CboeTheo=0.12)  BID  [MULTI] 09:35:00.365 IV=28.9% +2.4 NOM 2000 x $0.12 - $0.13 x 925 C2 Vega=$5363 NEM=39.85 Ref
  33. >>2474 AMZN Sep23 22nd 135 Calls $0.20 (CboeTheo=0.20)  BID  PHLX 09:37:35.040 IV=40.4% +9.0 NOM 1 x $0.20 - $0.21 x 148 BXO  AUCTION  Vega=$4115 AMZN=131.29 Ref
  34. SPLIT TICKET:
    >>2000 VIX Oct23 18th 13.0 Puts $0.09 (CboeTheo=0.08)  ASK  [CBOE] 09:39:01.778 IV=66.8% +7.1 CBOE 17k x $0.06 - $0.10 x 22k CBOE  FLOOR  Vega=$1154 VIX=16.87 Fwd
  35. >>1000 SPX Oct23 4275 Puts $36.00 (CboeTheo=35.04)  ASK  CBOE 09:40:41.692 IV=16.1% +0.8 CBOE 75 x $34.20 - $37.40 x 75 CBOE  FLOOR  Vega=$421k SPX=4382.06 Fwd
  36. >>1064 SPX Oct23 4275 Puts $36.00 (CboeTheo=35.04)  ASK  CBOE 09:40:41.753 IV=16.1% +0.8 CBOE 75 x $34.20 - $37.40 x 75 CBOE  FLOOR  Vega=$448k SPX=4382.06 Fwd
  37. SPLIT TICKET:
    >>4464 SPX Oct23 4275 Puts $36.00 (CboeTheo=35.04)  ASK  [CBOE] 09:40:41.692 IV=16.1% +0.8 CBOE 75 x $34.20 - $37.40 x 75 CBOE  FLOOR  Vega=$1.88m SPX=4382.06 Fwd
  38. >>5405 AMZN Sep23 22nd 135 Calls $0.20 (CboeTheo=0.19)  ASK  PHLX 09:38:34.637 IV=41.0% +9.6 MPRL 59 x $0.17 - $0.21 x 38 MPRL  AUCTION - OPENING  Vega=$8909 AMZN=131.21 Ref
  39. SWEEP DETECTED:
    >>7502 AMZN Sep23 22nd 135 Calls $0.198 (CboeTheo=0.18)  Above Ask!  [MULTI] 09:38:34.407 IV=40.9% +9.5 BXO 43 x $0.18 - $0.19 x 70 NOM  OPENING  Vega=$12k AMZN=131.15 Ref
  40. >>Unusual Volume OPEN - 3x market weighted volume: 9652 = 50.6k projected vs 16.8k adv, 83% calls, 3% of OI [OPEN 2.68 -0.28 Ref]
  41. SPLIT TICKET:
    >>2000 VIX Nov23 15th 30.0 Calls $0.53 (CboeTheo=0.55)  BID  [CBOE] 09:39:41.585 IV=114.2% -2.5 CBOE 5243 x $0.53 - $0.57 x 27k CBOE Vega=$3275 VIX=17.45 Fwd
  42. >>1051 VIX Oct23 18th 21.0 Calls $0.74 (CboeTheo=0.73)  ASK  CBOE 09:39:56.876 IV=107.2% -0.1 CBOE 18k x $0.70 - $0.74 x 2098 CBOE Vega=$1630 VIX=16.97 Fwd
  43. >>5903 VIX Oct23 18th 21.0 Calls $0.75 (CboeTheo=0.73)  ASK  CBOE 09:39:56.899 IV=107.9% +0.6 CBOE 14k x $0.70 - $0.75 x 480 CBOE Vega=$9183 VIX=16.97 Fwd
  44. SPLIT TICKET:
    >>9871 VIX Oct23 18th 21.0 Calls $0.747 (CboeTheo=0.73)  Above Ask!  [CBOE] 09:39:56.876 IV=107.2% -0.1 CBOE 18k x $0.70 - $0.74 x 1080 CBOE Vega=$15k VIX=16.97 Fwd
  45. >>1000 VIX Oct23 18th 21.0 Calls $0.75 (CboeTheo=0.75)  BID  CBOE 09:40:01.741 IV=107.9% +0.6 CBOE 12k x $0.75 - $0.76 x 4648 CBOE Vega=$1556 VIX=16.97 Fwd
  46. >>Unusual Volume AZN - 3x market weighted volume: 11.6k = 60.8k projected vs 16.6k adv, 93% puts, 6% of OI [AZN 67.78 -0.18 Ref]
  47. >>2798 VIX Oct23 18th 18.0 Calls $1.25 (CboeTheo=1.25)  ASK  CBOE 09:40:17.806 IV=90.9% +1.0 CBOE 350 x $1.24 - $1.25 x 5193 CBOE Vega=$5101 VIX=16.97 Fwd
  48. >>1416 VIX Oct23 18th 18.0 Calls $1.25 (CboeTheo=1.25)  ASK  CBOE 09:40:17.806 IV=90.9% +1.0 CBOE 350 x $1.24 - $1.25 x 3777 CBOE Vega=$2581 VIX=16.97 Fwd
  49. >>1153 VIX Oct23 18th 18.0 Calls $1.25 (CboeTheo=1.25)  ASK  CBOE 09:40:17.806 IV=90.9% +1.0 CBOE 350 x $1.24 - $1.25 x 2624 CBOE Vega=$2102 VIX=16.97 Fwd
  50. SPLIT TICKET:
    >>1000 VIX Nov23 15th 14.0 Puts $0.34 (CboeTheo=0.32)  ASK  [CBOE] 09:40:17.277 IV=61.2% +1.6 CBOE 7133 x $0.30 - $0.34 x 19k CBOE  FLOOR  Vega=$1541 VIX=17.53 Fwd
  51. SPLIT TICKET:
    >>7991 VIX Oct23 18th 18.0 Calls $1.25 (CboeTheo=1.25)  ASK  [CBOE] 09:40:17.806 IV=90.9% +1.0 CBOE 350 x $1.24 - $1.25 x 5193 CBOE Vega=$15k VIX=16.97 Fwd
  52. SWEEP DETECTED:
    >>Bullish Delta Impact 2130 AXL Nov23 9.0 Calls $0.15 (CboeTheo=0.10)  ASK  [MULTI] 09:40:14.259 IV=57.5% +2.8 ARCA 43 x $0.05 - $0.15 x 66 BZX  OPENING 
    Delta=19%, EST. IMPACT = 41k Shares ($287k) To Buy AXL=7.04 Ref
  53. SWEEP DETECTED:
    >>2319 C Oct23 42.0 Puts $1.282 (CboeTheo=1.30)  Below Bid!  [MULTI] 09:40:12.171 IV=27.4% +0.8 BXO 53 x $1.29 - $1.31 x 321 C2 Vega=$11k C=41.84 Ref
  54. >>2101 AMZN Nov23 115 Puts $1.67 (CboeTheo=1.68)  BID  ISE 09:41:26.782 IV=38.5% +0.3 MPRL 106 x $1.67 - $1.69 x 62 BOX  AUCTION  Vega=$26k AMZN=131.99 Ref
  55. SPLIT TICKET:
    >>2275 AMZN Nov23 115 Puts $1.671 (CboeTheo=1.68)  MID  [ISE] 09:41:26.782 IV=38.6% +0.4 MPRL 106 x $1.67 - $1.69 x 62 BOX  AUCTION  Vega=$28k AMZN=131.98 Ref
  56. SWEEP DETECTED:
    >>3300 AMC Sep23 22nd 9.0 Calls $0.09 (CboeTheo=0.09)  BID  [MULTI] 09:42:18.333 IV=164.6% +33.2 C2 2029 x $0.09 - $0.10 x 1271 EMLD Vega=$464 AMC=8.27 Ref
  57. SPLIT TICKET:
    >>2748 VIX Nov23 15th 27.0 Calls $0.70 (CboeTheo=0.69)  ASK  [CBOE] 09:42:53.516 IV=107.7% -2.1 CBOE 7153 x $0.68 - $0.70 x 2691 CBOE Vega=$5320 VIX=17.55 Fwd
  58. SPLIT TICKET:
    >>2000 VIX Oct23 18th 42.5 Calls $0.13 (CboeTheo=0.11)  ASK  [CBOE] 09:42:56.134 IV=175.6% -0.6 CBOE 17k x $0.10 - $0.13 x 2881 CBOE Vega=$901 VIX=17.00 Fwd
  59. SWEEP DETECTED:
    >>2245 CSCO Sep23 22nd 53.0 Puts $0.12 (CboeTheo=0.14)  BID  [MULTI] 09:41:52.143 IV=37.0% -5.9 BOX 367 x $0.12 - $0.15 x 340 CBOE  OPENING  Vega=$1935 CSCO=54.02 Ref
  60. SWEEP DETECTED:
    >>4449 MPW Oct23 5.0 Puts $0.243 (CboeTheo=0.22)  Above Ask!  [MULTI] 09:42:14.238 IV=84.3% +4.0 C2 357 x $0.20 - $0.24 x 403 PHLX  52WeekLow  Vega=$2312 MPW=5.64 Ref
  61. >>4999 VIX Oct23 18th 15.0 Puts $0.52 (CboeTheo=0.52)  MID  CBOE 09:43:50.339 IV=73.6% +1.5 CBOE 12k x $0.50 - $0.54 x 8370 CBOE  AUCTION  Vega=$7106 VIX=16.97 Fwd
  62. SWEEP DETECTED:
    >>4580 NFLX Sep23 22nd 410 Calls $0.373 (CboeTheo=0.22)  Above Ask!  [MULTI] 09:43:27.489 IV=47.1% +6.9 MPRL 23 x $0.20 - $0.23 x 11 GEMX Vega=$11k NFLX=391.41 Ref
  63. >>Market Color NFLX - Bullish option flow detected in Netflix (392.10 +5.80) with 46,995 calls trading (3x expected) and implied vol increasing over 1 point to 45.92%. . The Put/Call Ratio is 0.50. Earnings are expected on 10/18. (Autocolor )) [NFLX 392.10 +5.80 Ref, IV=45.9% +1.4] #Bullish
  64. >>3615 MPW Oct23 5.0 Puts $0.27 (CboeTheo=0.26)  ASK  PHLX 09:43:42.482 IV=87.4% +7.2 PHLX 398 x $0.22 - $0.30 x 787 EDGX  AUCTION   52WeekLow  Vega=$1920 MPW=5.59 Ref
  65. SWEEP DETECTED:
    >>5084 WBD Sep23 22nd 11.5 Puts $0.10 (CboeTheo=0.08)  ASK  [MULTI] 09:42:08.057 IV=59.7% +15.1 EMLD 1336 x $0.08 - $0.10 x 823 EDGX  OPENING  Vega=$1306 WBD=11.64 Ref
  66. SWEEP DETECTED:
    >>2744 PLTR Sep23 29th 14.0 Calls $0.46 (CboeTheo=0.47)  ASK  [MULTI] 09:45:51.310 IV=58.5% +4.3 C2 552 x $0.45 - $0.46 x 1998 EMLD  OPENING  Vega=$2296 PLTR=13.91 Ref
  67. SWEEP DETECTED:
    >>2448 PLTR Sep23 29th 14.0 Calls $0.46 (CboeTheo=0.47)  ASK  [MULTI] 09:45:53.423 IV=57.3% +3.1 C2 1521 x $0.45 - $0.46 x 908 NOM  OPENING  Vega=$2051 PLTR=13.94 Ref
  68. >>7500 DKNG Sep23 22nd 30.5 Calls $0.09 (CboeTheo=0.07)  Above Ask!  PHLX 09:45:50.420 IV=71.5% +16.4 BXO 338 x $0.07 - $0.08 x 72 ARCA  SPREAD/FLOOR - OPENING  Vega=$2975 DKNG=29.13 Ref
  69. >>7500 DKNG Sep23 22nd 30.0 Puts $0.97 (CboeTheo=1.01)  BID  PHLX 09:45:50.420 IV=56.6% +1.3 BXO 76 x $0.97 - $1.09 x 476 CBOE  SPREAD/FLOOR  Vega=$3578 DKNG=29.13 Ref
  70. >>7500 DKNG Sep23 22nd 29.0 Puts $0.40 (CboeTheo=0.38)  ASK  PHLX 09:45:50.420 IV=67.7% +10.6 BOX 103 x $0.36 - $0.42 x 251 EDGX  SPREAD/FLOOR - OPENING  Vega=$5117 DKNG=29.13 Ref
  71. SWEEP DETECTED:
    >>2955 PDD Oct23 100 Calls $1.961 (CboeTheo=2.03)  BID  [MULTI] 09:45:33.122 IV=40.9% +0.2 EDGX 518 x $1.96 - $2.07 x 124 BOX Vega=$27k PDD=93.12 Ref
  72. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 ZIP Nov23 12.5 Puts $0.80 (CboeTheo=0.76)  ASK  [MULTI] 09:46:14.125 IV=52.3% +0.7 PHLX 54 x $0.70 - $0.80 x 229 CBOE  52WeekLow 
    Delta=-38%, EST. IMPACT = 38k Shares ($492k) To Sell ZIP=12.96 Ref
  73. SWEEP DETECTED:
    >>3728 PLTR Sep23 29th 16.0 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 09:47:27.019 IV=68.6% +16.1 BXO 245 x $0.05 - $0.06 x 1477 EDGX Vega=$1321 PLTR=13.87 Ref
  74. SWEEP DETECTED:
    >>7605 SOFI Nov23 7.0 Puts $0.38 (CboeTheo=0.39)  BID  [MULTI] 09:48:22.861 IV=68.6% -0.2 EDGX 1013 x $0.38 - $0.40 x 3659 EMLD  OPENING  Vega=$7746 SOFI=8.03 Ref
  75. >>9192 MPW Oct23 6th 6.5 Puts $1.00 (CboeTheo=0.93)  ASK  ARCA 09:47:06.710 IV=88.4% +25.3 PHLX 273 x $0.89 - $1.01 x 10 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$3269 MPW=5.62 Ref
  76. >>9192 MPW Oct23 7.0 Puts $1.44 (CboeTheo=1.43)  ASK  ARCA 09:47:06.710 IV=67.2% +9.1 PHLX 1084 x $1.36 - $1.50 x 744 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$3251 MPW=5.62 Ref
  77. SWEEP DETECTED:
    >>3123 NIO Jan24 22.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 09:48:38.550 IV=91.4% +1.6 C2 916 x $0.09 - $0.10 x 945 EMLD Vega=$1774 NIO=8.43 Ref
  78. SWEEP DETECTED:
    >>4395 SOFI Nov23 7.0 Puts $0.37 (CboeTheo=0.38)  BID  [MULTI] 09:48:29.033 IV=67.9% -0.9 MPRL 7090 x $0.37 - $0.38 x 680 GEMX  OPENING  Vega=$4453 SOFI=8.04 Ref
  79. >>2500 VIX Dec23 20th 40.0 Calls $0.48 (CboeTheo=0.49)  MID  CBOE 09:49:42.618 IV=113.7% -1.3 CBOE 1072 x $0.47 - $0.50 x 18k CBOE  AUCTION  Vega=$4460 VIX=17.72 Fwd
  80. >>2500 VIX Dec23 20th 40.0 Calls $0.49 (CboeTheo=0.49)  MID  CBOE 09:49:47.695 IV=114.3% -0.8 CBOE 772 x $0.47 - $0.50 x 21k CBOE  AUCTION  Vega=$4504 VIX=17.73 Fwd
  81. >>2000 DKNG Sep23 22nd 33.0 Calls $0.01 (CboeTheo=0.01)  MID  EDGX 09:49:59.351 IV=95.7% +20.6 ARCA 0 x $0.00 - $0.02 x 10 ARCA  AUCTION  Vega=$151 DKNG=29.23 Ref
  82. >>5500 DKNG Sep23 22nd 33.0 Calls $0.01 (CboeTheo=0.01)  MID  EDGX 09:50:04.745 IV=96.1% +21.0 CBOE 0 x $0.00 - $0.02 x 45 BXO  AUCTION  Vega=$414 DKNG=29.20 Ref
  83. >>1000 VIX Dec23 20th 40.0 Calls $0.48 (CboeTheo=0.48)  MID  CBOE 09:51:30.154 IV=113.5% -1.5 CBOE 3069 x $0.47 - $0.50 x 9114 CBOE  FLOOR  Vega=$1787 VIX=17.75 Fwd
  84. >>1000 VIX Dec23 20th 40.0 Calls $0.49 (CboeTheo=0.48)  MID  CBOE 09:51:30.280 IV=114.1% -1.0 CBOE 3069 x $0.47 - $0.50 x 9114 CBOE  FLOOR  Vega=$1804 VIX=17.75 Fwd
  85. SPLIT TICKET:
    >>2000 VIX Dec23 20th 40.0 Calls $0.485 (CboeTheo=0.48)  MID  [CBOE] 09:51:30.154 IV=113.5% -1.5 CBOE 3069 x $0.47 - $0.50 x 9114 CBOE  FLOOR  Vega=$3574 VIX=17.75 Fwd
  86. SWEEP DETECTED:
    >>2000 BABA Oct23 110 Calls $0.08 (CboeTheo=0.07)  MID  [MULTI] 09:51:52.982 IV=44.3% +2.7 GEMX 4 x $0.07 - $0.08 x 318 CBOE Vega=$2572 BABA=84.26 Ref
  87. SWEEP DETECTED:
    >>4154 PLTR Sep23 29th 17.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 09:53:11.945 IV=80.6% +20.7 C2 639 x $0.03 - $0.04 x 1722 EMLD Vega=$1029 PLTR=13.93 Ref
  88. >>2500 ASPN Dec23 5.0 Puts $0.35 (CboeTheo=0.31)  ASK  CBOE 09:50:14.818 IV=81.3% +3.0 CBOE 34 x $0.25 - $0.35 x 103 CBOE  CROSS  Vega=$2177 ASPN=6.38 Ref
  89. >>5000 EOSE Jan25 2.0 Puts $1.04 (CboeTheo=0.99)  ASK  CBOE 09:53:23.967 IV=134.9% +10.6 CBOE 36 x $0.95 - $1.05 x 2641 PHLX  CROSS   SSR  Vega=$3328 EOSE=2.06 Ref
  90. SWEEP DETECTED:
    >>4500 SOFI Nov23 7.0 Puts $0.36 (CboeTheo=0.37)  BID  [MULTI] 09:53:55.689 IV=66.7% -2.2 NOM 1405 x $0.36 - $0.37 x 592 MPRL  OPENING  Vega=$4545 SOFI=8.03 Ref
  91. SPLIT TICKET:
    >>2000 VIX Nov23 15th 29.0 Calls $0.59 (CboeTheo=0.61)  BID  [CBOE] 09:54:47.049 IV=110.9% -3.8 CBOE 22k x $0.59 - $0.63 x 7091 CBOE Vega=$3528 VIX=17.67 Fwd
  92. >>5450 LTHM Oct23 17.5 Puts $0.75 (CboeTheo=0.73)  ASK  ARCA 09:55:09.875 IV=41.3% +0.6 BZX 6 x $0.70 - $0.75 x 4 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$11k LTHM=17.57 Ref
  93. >>5450 LTHM Oct23 16.0 Puts $0.17 (CboeTheo=0.23)  BID  ARCA 09:55:09.875 IV=37.4% -2.4 PHLX 405 x $0.15 - $0.30 x 295 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$6800 LTHM=17.57 Ref
  94. >>5450 LTHM Oct23 20.0 Calls $0.10 (CboeTheo=0.15)  BID  ARCA 09:55:09.876 IV=35.9% -3.2 EDGX 280 x $0.10 - $0.20 x 668 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$5516 LTHM=17.57 Ref
  95. SWEEP DETECTED:
    >>2036 GOOGL Sep23 22nd 132 Calls $0.623 (CboeTheo=0.65)  Below Bid!  [MULTI] 09:55:43.367 IV=34.3% +3.5 C2 72 x $0.64 - $0.66 x 243 EMLD  OPENING  Vega=$5900 GOOGL=130.97 Ref
  96. SWEEP DETECTED:
    >>2187 PENN Sep23 22nd 23.5 Calls $0.13 (CboeTheo=0.12)  ASK  [MULTI] 09:55:47.811 IV=62.3% +12.0 EDGX 337 x $0.10 - $0.13 x 695 EMLD Vega=$964 PENN=22.93 Ref
  97. SWEEP DETECTED:
    >>2080 GOOGL Sep23 22nd 132 Calls $0.654 (CboeTheo=0.68)  Below Bid!  [MULTI] 09:56:10.631 IV=33.5% +2.7 BXO 40 x $0.67 - $0.69 x 114 C2  OPENING  Vega=$6128 GOOGL=131.11 Ref
  98. >>3080 AZN Nov23 3rd 64.0 Puts $0.83 (CboeTheo=0.92)  BID  BOX 09:56:35.120 IV=25.9% GEMX 5 x $0.77 - $1.11 x 78 ARCA  FLOOR - OPENING  Vega=$22k AZN=67.73 Ref
  99. SWEEP DETECTED:
    >>3184 DKNG Sep23 22nd 30.0 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 09:57:33.289 IV=65.6% +10.3 EMLD 571 x $0.09 - $0.11 x 254 GEMX  ISO - OPENING  Vega=$1312 DKNG=28.82 Ref
  100. >>4315 DKNG Sep23 22nd 30.0 Calls $0.09 (CboeTheo=0.09)  MID  EDGX 09:57:39.279 IV=66.8% +11.5 MRX 385 x $0.08 - $0.10 x 342 BXO  AUCTION - OPENING  Vega=$1762 DKNG=28.79 Ref
  101. SPLIT TICKET:
    >>1000 NANOS Sep23 29th 432 Puts $2.07 (CboeTheo=2.04)  MID  [CBOE] 09:54:37.510 IV=15.2% CBOE 1000 x $1.99 - $0.00 x 0  OPENING  Vega=$235 NANOS=436.64 Fwd
  102. >>5000 NVAX Apr24 2.5 Puts $0.38 (CboeTheo=0.32)  ASK  ARCA 09:58:35.159 IV=139.2% +27.4 PHLX 1055 x $0.26 - $0.38 x 1610 AMEX  FLOOR - OPENING  Vega=$3444 NVAX=6.80 Ref
  103. >>2237 TSM Mar24 80.0 Puts $3.90 (CboeTheo=3.87)  ASK  EMLD 09:56:06.642 IV=30.4% +0.8 ARCA 1 x $3.85 - $3.90 x 2243 EMLD  SPREAD/LEGGED  Vega=$46k TSM=85.59 Ref
  104. >>2240 TSM Dec23 75.0 Puts $1.21 (CboeTheo=1.22)  BID  EMLD 09:56:06.642 IV=32.1% +0.1 EMLD 2240 x $1.21 - $1.24 x 29 BXO  SPREAD/LEGGED  Vega=$23k TSM=85.59 Ref
  105. SWEEP DETECTED:
    >>3000 AMZN Sep23 22nd 135 Calls $0.16 (CboeTheo=0.16)  ASK  [MULTI] 09:58:55.638 IV=41.8% +10.3 MPRL 31 x $0.15 - $0.16 x 954 EMLD  ISO  Vega=$4297 AMZN=130.81 Ref
  106. SWEEP DETECTED:
    >>2000 AAPL Sep23 22nd 170 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 09:59:00.428 IV=35.8% +6.1 C2 818 x $0.14 - $0.15 x 279 EMLD Vega=$3364 AAPL=174.86 Ref
  107. >>3300 KVUE Oct23 20.5 Puts $0.49 (CboeTheo=0.48)  ASK  BOX 09:57:13.880 IV=27.7% +0.2 PHLX 949 x $0.45 - $0.50 x 1167 CBOE  SPREAD/FLOOR  Vega=$7506 KVUE=20.75 Ref
  108. >>3289 KVUE Sep23 22nd 22.5 Puts $1.73 (CboeTheo=1.75)  BID  BOX 09:57:13.880 BOX 23 x $1.70 - $1.80 x 155 PHLX  SPREAD/FLOOR  Vega=$0 KVUE=20.75 Ref
  109. >>Market Color AFRM - Bearish flow noted in Affirm Holdings (21.09 -2.01) with 34,252 puts trading, or 3x expected. The Put/Call Ratio is 2.00, while ATM IV is up over 4 points on the day. Earnings are expected on 11/07. (Autocolor () [AFRM 21.09 -2.01 Ref, IV=71.2% +4.3] #Bearish
  110. SPLIT TICKET:
    >>2891 WDS Oct23 22.5 Puts $0.425 (CboeTheo=0.43)  MID  [ARCA] 10:01:41.212 IV=24.4% -3.7 ARCA 18 x $0.30 - $0.55 x 17 CBOE  FLOOR - OPENING  Vega=$7023 WDS=23.11 Ref
  111. >>2000 FCX Jun24 35.0 Puts $3.35 (CboeTheo=3.40)  BID  PHLX 10:01:27.962 IV=39.8% -0.4 CBOE 762 x $3.35 - $3.50 x 371 PHLX  SPREAD/FLOOR  Vega=$23k FCX=37.42 Ref
  112. >>2000 FCX Nov23 35.0 Puts $1.12 (CboeTheo=1.13)  BID  PHLX 10:01:27.962 IV=38.1% +0.4 C2 117 x $1.12 - $1.14 x 17 BXO  SPREAD/FLOOR  Vega=$10k FCX=37.42 Ref
  113. >>2139 META Sep23 22nd 310 Calls $0.12 (CboeTheo=0.13)  BID  ARCA 10:02:55.723 IV=49.1% +12.9 MPRL 52 x $0.12 - $0.13 x 161 C2  COB  Vega=$3034 META=294.08 Ref
  114. >>2139 META Sep23 22nd 320 Calls $0.04 (CboeTheo=0.04)  ASK  ARCA 10:02:55.723 IV=62.1% +19.9 MPRL 21 x $0.03 - $0.04 x 359 C2  COB  Vega=$1128 META=294.08 Ref
  115. >>2139 META Sep23 22nd 310 Calls $0.12 (CboeTheo=0.13)  BID  ARCA 10:02:58.519 IV=49.2% +13.0 NOM 15 x $0.12 - $0.13 x 131 C2  COB  Vega=$3028 META=294.03 Ref
  116. >>2139 META Sep23 22nd 320 Calls $0.04 (CboeTheo=0.04)  ASK  ARCA 10:02:58.519 IV=62.2% +20.0 C2 35 x $0.03 - $0.04 x 390 C2  COB  Vega=$1126 META=294.04 Ref
  117. >>16700 PBR Sep23 29th 14.0 Calls $1.13 (CboeTheo=1.12)  MID  ARCA 10:02:56.372 IV=40.4% +1.6 ARCA 139 x $1.11 - $1.14 x 24 BOX  CROSS  Vega=$6991 PBR=15.06 Ref
  118. >>4252 DKNG Nov23 22.5 Puts $0.48 (CboeTheo=0.48)  BID  PHLX 10:03:54.416 IV=62.1% +0.9 MRX 4 x $0.48 - $0.50 x 71 C2  AUCTION - OPENING  Vega=$9970 DKNG=28.79 Ref
  119. >>4251 DKNG Nov23 22.5 Puts $0.48 (CboeTheo=0.48)  BID  PHLX 10:03:54.416 IV=62.1% +0.9 MRX 4 x $0.48 - $0.50 x 71 C2  AUCTION - OPENING  Vega=$9968 DKNG=28.79 Ref
  120. SWEEP DETECTED:
    >>11021 DKNG Nov23 22.5 Puts $0.48 (CboeTheo=0.49)  BID  [MULTI] 10:03:54.223 IV=61.9% +0.6 AMEX 129 x $0.48 - $0.50 x 137 EMLD  OPENING  Vega=$26k DKNG=28.73 Ref
  121. SWEEP DETECTED:
    >>2500 EOSE Jan24 15.0 Calls $0.05 (CboeTheo=0.01)  ASK  [MULTI] 10:04:22.910 IV=176.2% +40.1 GEMX 0 x $0.00 - $0.05 x 1034 PHLX  SSR  Vega=$428 EOSE=2.04 Ref
  122. SWEEP DETECTED:
    >>Bearish Delta Impact 1613 STWD Dec23 20.0 Puts $0.95 (CboeTheo=0.92)  ASK  [MULTI] 10:04:41.446 IV=25.4% +2.7 BXO 1 x $0.85 - $0.95 x 501 AMEX  OPENING 
    Delta=-48%, EST. IMPACT = 77k Shares ($1.57m) To Sell STWD=20.32 Ref
  123. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ALTO Nov23 4.0 Calls $0.65 (CboeTheo=0.63)  ASK  [MULTI] 10:04:53.659 IV=79.2% +9.4 EDGX 353 x $0.60 - $0.65 x 434 PHLX  ISO - OPENING 
    Delta=64%, EST. IMPACT = 32k Shares ($135k) To Buy ALTO=4.24 Ref
  124. >>2000 PLTR Oct23 13.0 Puts $0.49 (CboeTheo=0.48)  ASK  ARCA 10:05:04.462 IV=58.4% +4.2 C2 114 x $0.48 - $0.49 x 723 C2  SPREAD/CROSS  Vega=$2763 PLTR=13.89 Ref
  125. >>2000 PLTR Oct23 17.0 Calls $0.14 (CboeTheo=0.13)  ASK  ARCA 10:05:04.462 IV=57.9% +6.6 EMLD 2200 x $0.13 - $0.14 x 1347 EMLD  SPREAD/CROSS  Vega=$1699 PLTR=13.89 Ref
  126. SWEEP DETECTED:
    >>2246 AAPL Oct23 152.5 Puts $0.39 (CboeTheo=0.39)  ASK  [MULTI] 10:07:01.916 IV=32.8% +1.4 C2 336 x $0.38 - $0.39 x 443 C2  OPENING  Vega=$13k AAPL=175.40 Ref
  127. SWEEP DETECTED:
    >>2047 INTC Sep23 22nd 35.5 Calls $0.24 (CboeTheo=0.24)  MID  [MULTI] 10:08:03.119 IV=51.9% +12.1 ARCA 20 x $0.24 - $0.25 x 167 BZX Vega=$1554 INTC=35.03 Ref
  128. >>2286 NTR Oct23 13th 58.0 Puts $0.45 (CboeTheo=0.47)  BID  CBOE 10:08:09.405 IV=32.3% +1.4 PHLX 170 x $0.40 - $0.55 x 247 PHLX  FLOOR - OPENING  Vega=$8844 NTR=62.81 Ref
  129. SPLIT TICKET:
    >>3175 NTR Oct23 13th 58.0 Puts $0.44 (CboeTheo=0.47)  BID  [CBOE] 10:08:09.240 IV=31.0% +0.0 PHLX 170 x $0.40 - $0.55 x 247 PHLX  FLOOR - OPENING  Vega=$12k NTR=62.81 Ref
  130. >>5000 AAL Jan26 8.0 Puts $0.92 (CboeTheo=0.84)  ASK  PHLX 10:08:17.930 IV=50.2% +1.9 EDGX 313 x $0.76 - $0.94 x 203 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$21k AAL=13.07 Ref
  131. >>2000 XPOF Jan25 17.5 Calls $4.65 (CboeTheo=4.57)  MID  ISE 10:09:01.902 IV=63.9% -1.1 PHLX 135 x $4.30 - $5.00 x 46 BXO  SPREAD/CROSS - OPENING  Vega=$14k XPOF=16.33 Ref
  132. >>2000 XPOF Jan25 20.0 Calls $3.75 (CboeTheo=3.90)  BID  ISE 10:09:01.902 IV=61.8% +0.7 MIAX 199 x $3.40 - $4.50 x 296 MIAX  SPREAD/CROSS  Vega=$15k XPOF=16.33 Ref
  133. >>6000 TSLA Jun24 210 Puts $19.10 (CboeTheo=19.10)  BID  ISE 10:10:21.228 IV=52.1% +0.4 BXO 48 x $19.05 - $19.20 x 247 PHLX  SPREAD/CROSS/TIED  Vega=$403k TSLA=257.27 Ref
  134. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 BHC Oct23 8.5 Calls $0.25 (CboeTheo=0.29)  BID  [MULTI] 10:11:58.393 IV=29.9% -4.9 PHLX 909 x $0.25 - $0.30 x 11 BOX
    Delta=48%, EST. IMPACT = 96k Shares ($800k) To Sell BHC=8.35 Ref
  135. SWEEP DETECTED:
    >>4113 PLTR Sep23 22nd 15.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 10:12:00.553 IV=77.5% +17.9 EMLD 2625 x $0.02 - $0.03 x 1183 C2 Vega=$471 PLTR=14.02 Ref
  136. >>Unusual Volume NOVA - 7x market weighted volume: 11.1k = 31.1k projected vs 4148 adv, 91% puts, 6% of OI [NOVA 10.97 -0.70 Ref, IV=79.3% +1.4]
  137. >>8000 BAC Mar24 25.0 Puts $0.73 (CboeTheo=0.75)  Below Bid!  PHLX 10:14:22.496 IV=28.6% +0.2 EMLD 981 x $0.74 - $0.75 x 35 MPRL  SPREAD/FLOOR  Vega=$45k BAC=28.45 Ref
  138. >>4000 BAC Nov23 29.0 Puts $1.30 (CboeTheo=1.29)  ASK  PHLX 10:14:22.496 IV=24.8% +1.2 C2 1151 x $1.28 - $1.30 x 1167 EMLD  SPREAD/FLOOR  Vega=$18k BAC=28.45 Ref
  139. >>4000 BAC Nov23 25.0 Puts $0.22 (CboeTheo=0.22)  ASK  PHLX 10:14:22.496 IV=31.3% +1.2 BXO 47 x $0.21 - $0.22 x 2355 EMLD  SPREAD/FLOOR  Vega=$9230 BAC=28.45 Ref
  140. >>1000 VIX Oct23 18th 20.0 Calls $0.88 (CboeTheo=0.89)  BID  CBOE 10:14:24.003 IV=100.9% -1.3 CBOE 1990 x $0.87 - $0.91 x 16k CBOE  FLOOR  Vega=$1677 VIX=17.07 Fwd
  141. >>15434 VIX Oct23 18th 20.0 Calls $0.88 (CboeTheo=0.89)  BID  CBOE 10:14:24.003 IV=100.9% -1.3 CBOE 1990 x $0.87 - $0.91 x 16k CBOE  FLOOR  Vega=$26k VIX=17.07 Fwd
  142. >>1000 VIX Oct23 18th 20.0 Calls $0.88 (CboeTheo=0.89)  BID  CBOE 10:14:24.003 IV=100.9% -1.3 CBOE 1990 x $0.87 - $0.91 x 16k CBOE  FLOOR  Vega=$1677 VIX=17.07 Fwd
  143. >>1000 VIX Oct23 18th 20.0 Calls $0.88 (CboeTheo=0.89)  BID  CBOE 10:14:24.003 IV=100.9% -1.3 CBOE 1990 x $0.87 - $0.91 x 16k CBOE  FLOOR  Vega=$1677 VIX=17.07 Fwd
  144. SPLIT TICKET:
    >>19434 VIX Oct23 18th 20.0 Calls $0.88 (CboeTheo=0.89)  BID  [CBOE] 10:14:24.003 IV=100.9% -1.3 CBOE 1990 x $0.87 - $0.91 x 16k CBOE  FLOOR  Vega=$33k VIX=17.07 Fwd
  145. >>Market Color @STOCK - Heavy first hour option volume is noted in : HUYA, INDA, TAL, XPOF, ELF, XLC, SVIX, DKNG, CELH. (Autocolor ())
  146. >>Market Color PARA - Bullish option flow detected in Paramount Global (13.44 +0.20) with 12,424 calls trading (1.9x expected) and implied vol increasing almost 3 points to 45.91%. . The Put/Call Ratio is 0.51. Earnings are expected on 11/01. (Autocolor () [PARA 13.44 +0.20 Ref, IV=45.9% +2.9] #Bullish
  147. SPLIT TICKET:
    >>2000 DB Oct23 10.5 Puts $0.25 (CboeTheo=0.22)  ASK  [ARCA] 10:15:22.649 IV=31.1% +4.2 ARCA 2513 x $0.20 - $0.25 x 2529 ARCA  ISO - OPENING  Vega=$2292 DB=10.73 Ref
  148. SPLIT TICKET:
    >>1050 VIX Oct23 18th 25.0 Calls $0.42 (CboeTheo=0.43)  MID  [CBOE] 10:16:15.322 IV=122.1% -3.8 CBOE 1452 x $0.42 - $0.43 x 50 CBOE  ISO  Vega=$1200 VIX=17.08 Fwd
  149. >>1500 VIX Oct23 18th 25.0 Calls $0.40 (CboeTheo=0.40)  MID  CBOE 10:18:22.445 IV=122.0% -3.9 CBOE 22k x $0.39 - $0.42 x 11 CBOE Vega=$1667 VIX=16.96 Fwd
  150. >>12268 TAL Nov23 6.0 Puts $0.22 (CboeTheo=0.22)  BID  ISE 10:18:26.100 IV=59.5% -2.9 C2 4287 x $0.22 - $0.23 x 20 BZX  CROSS - OPENING  Vega=$9849 TAL=7.01 Ref
  151. SWEEP DETECTED:
    >>Bullish Delta Impact 2187 PENN Sep23 22nd 23.0 Calls $0.399 (CboeTheo=0.37)  Above Ask!  [MULTI] 10:18:40.506 IV=64.0% +12.9 C2 57 x $0.34 - $0.39 x 10 MPRL  ISO - OPENING 
    Delta=55%, EST. IMPACT = 120k Shares ($2.76m) To Buy PENN=23.09 Ref
  152. >>1000 VIX Oct23 18th 30.0 Calls $0.26 (CboeTheo=0.27)  BID  CBOE 10:19:19.257 IV=141.5% -2.6 CBOE 972 x $0.26 - $0.27 x 62 CBOE Vega=$805 VIX=16.97 Fwd
  153. SPLIT TICKET:
    >>1000 SPXW Sep23 29th 4250 Puts $9.81 (CboeTheo=8.75)  Above Ask!  [CBOE] 10:19:26.791 IV=19.3% +1.9 CBOE 29 x $8.70 - $8.90 x 76 CBOE  LATE  Vega=$156k SPX=4378.78 Fwd
  154. SPLIT TICKET:
    >>1000 SPX Oct23 4450 Calls $34.49 (CboeTheo=36.17)  Below Bid!  [CBOE] 10:19:26.791 IV=12.4% +0.0 CBOE 221 x $35.80 - $36.40 x 241 CBOE  LATE  Vega=$456k SPX=4385.91 Fwd
  155. >>Unusual Volume NVO - 3x market weighted volume: 7717 = 20.2k projected vs 6687 adv, 85% puts, 5% of OI [NVO 92.14 -2.59 Ref, IV=29.4% +3.3]
  156. SWEEP DETECTED:
    >>Bearish Delta Impact 1900 TKO Oct23 91.14 Puts $7.49 (CboeTheo=6.04)  ASK  [MULTI] 10:22:42.884 IV=56.1% AMEX 116 x $5.30 - $7.50 x 122 AMEX  OPENING   SSR 
    Delta=-57%, EST. IMPACT = 108k Shares ($9.43m) To Sell TKO=87.16 Ref
  157. >>4250 LVS Dec23 50.0 Calls $1.52 (CboeTheo=1.49)  ASK  PHLX 10:23:28.708 IV=32.0% +0.8 BZX 171 x $1.42 - $1.55 x 7 ARCA  AUCTION  Vega=$35k LVS=46.09 Ref
  158. SWEEP DETECTED:
    >>Bullish Delta Impact 5500 LVS Dec23 50.0 Calls $1.515 (CboeTheo=1.46)  Above Ask!  [MULTI] 10:23:28.548 IV=32.2% +0.9 CBOE 1043 x $1.42 - $1.50 x 204 PHLX
    Delta=34%, EST. IMPACT = 188k Shares ($8.67m) To Buy LVS=45.99 Ref
  159. SWEEP DETECTED:
    >>4228 AAL Sep23 22nd 13.0 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 10:25:15.124 IV=41.2% +10.5 EMLD 1339 x $0.05 - $0.06 x 1241 EMLD Vega=$1131 AAL=13.16 Ref
  160. SWEEP DETECTED:
    >>Bullish Delta Impact 5000 HUYA Nov23 2.5 Puts $0.20 (CboeTheo=0.25)  BID  [MULTI] 10:25:26.605 IV=83.0% +10.5 PHLX 1935 x $0.20 - $0.30 x 191 PHLX  OPENING 
    Delta=-35%, EST. IMPACT = 175k Shares ($448k) To Buy HUYA=2.56 Ref
  161. >>10000 SAVE Jan24 20.0 Calls $2.15 (CboeTheo=2.35)  BID  PHLX 10:26:03.381 IV=99.6% +1.8 BOX 424 x $2.05 - $3.00 x 821 PHLX  SPREAD/CROSS/TIED   ExDiv  Vega=$35k SAVE=15.68 Ref
  162. SWEEP DETECTED:
    >>3499 INTC Oct23 35.0 Puts $1.351 (CboeTheo=1.34)  Above Ask!  [MULTI] 10:27:26.915 IV=33.6% +1.7 C2 286 x $1.33 - $1.35 x 920 C2 Vega=$14k INTC=34.80 Ref
  163. >>10000 NOVA Jan25 5.0 Puts $0.85 (CboeTheo=0.78)  ASK  PHLX 10:28:48.548 IV=91.8% +3.7 PHLX 541 x $0.70 - $0.85 x 19 C2  SPREAD/CROSS/TIED   52WeekLow  Vega=$21k NOVA=10.97 Ref
  164. SWEEP DETECTED:
    >>3413 C Sep23 22nd 41.0 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 10:29:07.014 IV=34.3% +5.8 C2 4591 x $0.02 - $0.03 x 1272 C2 Vega=$1268 C=42.17 Ref
  165. SWEEP DETECTED:
    >>2087 C Sep23 22nd 41.0 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 10:29:08.774 IV=34.0% +5.6 C2 3565 x $0.02 - $0.03 x 1017 MPRL Vega=$778 C=42.16 Ref
  166. >>Market Color KO - Bearish flow noted in Coca Cola (57.78 -0.66) with 15,368 puts trading, or 3x expected. The Put/Call Ratio is 1.62, while ATM IV is up nearly 2 points on the day. Earnings are expected on 10/24. (Autocolor ([KO 57.78 -0.66 Ref, IV=14.5% +1.8] #Bearish
  167. SPLIT TICKET:
    >>1000 VIX Oct23 18th 15.0 Puts $0.51 (CboeTheo=0.50)  ASK  [CBOE] 10:30:07.598 IV=75.2% +3.0 CBOE 154 x $0.48 - $0.51 x 1096 CBOE Vega=$1403 VIX=17.11 Fwd
  168. >>4300 TSM Jun24 80.0 Puts $5.20 (CboeTheo=5.11)  ASK  PHLX 10:30:15.714 IV=31.0% +0.5 PHLX 293 x $5.05 - $5.20 x 128 PHLX  TIED/FLOOR - OPENING  Vega=$111k TSM=85.94 Ref
  169. >>2250 GOOGL Nov23 120 Puts $2.23 (CboeTheo=2.22)  MID  PHLX 10:31:43.485 IV=32.4% +0.7 BXO 72 x $2.21 - $2.25 x 37 BXO  AUCTION  Vega=$35k GOOGL=130.44 Ref
  170. SWEEP DETECTED:
    >>2769 PLTR Mar24 13.0 Puts $1.68 (CboeTheo=1.68)  ASK  [MULTI] 10:33:06.682 IV=62.5% +0.9 ARCA 24 x $1.66 - $1.68 x 149 AMEX  OPENING  Vega=$9753 PLTR=14.06 Ref
  171. SWEEP DETECTED:
    >>Bullish Delta Impact 10570 HUYA Nov23 2.5 Puts $0.20 (CboeTheo=0.23)  BID  [MULTI] 10:33:25.683 IV=88.1% +15.7 BOX 4228 x $0.20 - $0.25 x 1000 ARCA  OPENING 
    Delta=-33%, EST. IMPACT = 347k Shares ($901k) To Buy HUYA=2.59 Ref
  172. SWEEP DETECTED:
    >>Bearish Delta Impact 1455 HUYA Nov23 2.5 Puts $0.20 (CboeTheo=0.17)  ASK  [MULTI] 10:33:39.165 IV=89.9% +17.4 PHLX 3266 x $0.15 - $0.20 x 299 NOM
    Delta=-32%, EST. IMPACT = 47k Shares ($122k) To Sell HUYA=2.62 Ref
  173. >>1200 RUT Mar24 1050 Puts $3.10 (CboeTheo=2.92)  ASK  CBOE 10:33:57.077 IV=39.9% +0.7 CBOE 283 x $2.75 - $3.10 x 81 CBOE  FLOOR - OPENING  Vega=$63k RUT=1826.54 Fwd
  174. SPLIT TICKET:
    >>2000 RUT Mar24 1050 Puts $3.10 (CboeTheo=2.92)  ASK  [CBOE] 10:33:57.077 IV=39.9% +0.7 CBOE 283 x $2.75 - $3.10 x 81 CBOE  FLOOR - OPENING  Vega=$105k RUT=1826.54 Fwd
  175. >>2000 AAL Jun26 18th 5.0 Puts $0.51 (CboeTheo=0.51)  MID  CBOE 10:34:37.872 IV=60.3% ARCA 1 x $0.36 - $0.66 x 1 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$5076 AAL=13.14 Ref
  176. >>2200 AAL Jan26 5.0 Puts $0.41 (CboeTheo=0.38)  ASK  CBOE 10:34:37.872 IV=60.5% +1.3 EDGX 321 x $0.27 - $0.48 x 286 EDGX  SPREAD/LEGGED/FLOOR  Vega=$4839 AAL=13.14 Ref
  177. >>19800 AAL Jan26 5.0 Puts $0.41 (CboeTheo=0.38)  ASK  CBOE 10:34:37.872 IV=60.5% +1.3 EDGX 321 x $0.27 - $0.48 x 286 EDGX  SPREAD/LEGGED/FLOOR  Vega=$44k AAL=13.14 Ref
  178. >>18000 AAL Jun26 18th 5.0 Puts $0.51 (CboeTheo=0.51)  MID  CBOE 10:34:37.939 IV=60.3% ARCA 1 x $0.36 - $0.66 x 1 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$46k AAL=13.14 Ref
  179. SPLIT TICKET:
    >>1606 SPX Nov23 4700 Calls $5.47 (CboeTheo=5.35)  ASK  [CBOE] 10:34:40.582 IV=11.3% +0.5 CBOE 2423 x $5.20 - $5.50 x 1271 CBOE  LATE  Vega=$390k SPX=4391.01 Fwd
  180. SPLIT TICKET:
    >>1606 SPX Nov23 3965 Puts $17.68 (CboeTheo=17.50)  Above Ask!  [CBOE] 10:34:40.582 IV=20.9% +0.5 CBOE 150 x $17.40 - $17.60 x 394 CBOE  LATE - OPENING  Vega=$505k SPX=4391.01 Fwd
  181. SPLIT TICKET:
    >>1968 SPXW Oct23 31st 4400 Calls $70.60 (CboeTheo=71.05)  BID  [CBOE] 10:35:14.402 IV=13.6% +0.2 CBOE 15 x $68.50 - $72.90 x 100 CBOE  LATE - OPENING  Vega=$1.13m SPX=4383.70 Fwd
  182. SPLIT TICKET:
    >>1968 SPXW Sep23 29th 4650 Calls $0.10 (CboeTheo=0.05)  ASK  [CBOE] 10:35:14.402 IV=15.3% +2.4 CBOE 0 x $0.00 - $0.10 x 954 CBOE  LATE  Vega=$16k SPX=4369.39 Fwd
  183. >>2000 NVDA Jan25 780 Calls $20.85 (CboeTheo=20.65)  ASK  AMEX 10:35:46.555 IV=45.2% +0.2 PHLX 17 x $20.45 - $20.85 x 140 PHLX  SPREAD/CROSS  Vega=$283k NVDA=416.25 Ref
  184. >>2000 NVDA Jan24 500 Calls $18.05 (CboeTheo=18.17)  BID  AMEX 10:35:46.555 IV=44.4% +0.2 CBOE 236 x $18.05 - $18.25 x 42 BXO  SPREAD/CROSS  Vega=$168k NVDA=416.25 Ref
  185. SWEEP DETECTED:
    >>2499 INTC Sep23 22nd 35.0 Calls $0.27 (CboeTheo=0.28)  BID  [MULTI] 10:37:02.104 IV=43.2% +2.1 C2 1325 x $0.27 - $0.28 x 446 C2 Vega=$1993 INTC=34.81 Ref
  186. SPLIT TICKET:
    >>1000 SPXW Sep23 21st 4390 Calls $1.75 (CboeTheo=1.69)  ASK  [CBOE] 10:38:04.553 IV=21.3% +5.9 CBOE 235 x $1.65 - $1.75 x 167 CBOE  OPENING  Vega=$26k SPX=4365.85 Fwd
  187. >>3100 CHK Nov23 75.0 Puts $1.15 (CboeTheo=1.24)  BID  ARCA 10:39:22.377 IV=31.6% -1.0 PHLX 10 x $0.95 - $1.55 x 10 PHLX  FLOOR - OPENING  Vega=$28k CHK=82.94 Ref
  188. >>5000 CHPT Oct23 4.0 Puts $0.14 (CboeTheo=0.12)  ASK  PHLX 10:39:34.533 IV=94.0% +9.5 EMLD 2403 x $0.11 - $0.14 x 1205 EMLD  TIED/FLOOR   52WeekLow  Vega=$1803 CHPT=5.03 Ref
  189. >>2000 CSCO Jun24 57.5 Puts $5.85 (CboeTheo=5.93)  BID  BOX 10:40:17.367 IV=20.6% -0.1 PHLX 359 x $5.80 - $5.95 x 46 ARCA  CROSS - OPENING  Vega=$33k CSCO=53.23 Ref
  190. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ACAD Oct23 25.0 Calls $0.65 (CboeTheo=0.55)  ASK  [MULTI] 10:41:27.710 IV=41.5% +5.1 MRX 69 x $0.45 - $0.65 x 130 PHLX  ISO - OPENING 
    Delta=37%, EST. IMPACT = 37k Shares ($866k) To Buy ACAD=23.68 Ref
  191. SWEEP DETECTED:
    >>2500 AAPL Oct23 165 Puts $1.15 (CboeTheo=1.16)  BID  [MULTI] 10:42:58.940 IV=25.9% +1.0 EMLD 516 x $1.15 - $1.17 x 246 EMLD Vega=$31k AAPL=176.08 Ref
  192. SWEEP DETECTED:
    >>2206 PLTR Oct23 6th 10.5 Puts $0.02 (CboeTheo=0.02)  BID  [MULTI] 10:43:33.116 IV=77.6% -2.1 C2 595 x $0.02 - $0.03 x 1124 C2  OPENING  Vega=$353 PLTR=14.21 Ref
  193. >>Market Color DVN - Bullish option flow detected in Devon Energy (46.55 -1.33) with 15,973 calls trading (1.7x expected) and implied vol increasing almost 2 points to 31.37%. . The Put/Call Ratio is 0.38. Earnings are expected on 10/31. (Autocolor ()) [DVN 46.55 -1.33 Ref, IV=31.4% +1.9] #Bullish
  194. >>2250 ABNB Sep23 29th 142 Puts $8.50 (CboeTheo=8.48)  MID  AMEX 10:45:23.670 IV=36.4% +2.7 ISE 6 x $8.30 - $8.70 x 31 BOX  COB/AUCTION  Vega=$11k ABNB=133.94 Ref
  195. >>4500 ABNB Sep23 29th 133 Puts $2.47 (CboeTheo=2.40)  Above Ask!  AMEX 10:45:23.670 IV=37.3% +1.0 BZX 30 x $2.37 - $2.46 x 1 MPRL  COB/AUCTION - OPENING  Vega=$36k ABNB=133.94 Ref
  196. >>2000 ABNB Sep23 29th 144 Puts $10.30 (CboeTheo=10.28)  BID  AMEX 10:45:23.670 IV=37.0% +3.0 MRX 5 x $10.15 - $10.50 x 48 BOX  COB/AUCTION  Vega=$6974 ABNB=133.94 Ref
  197. >>1000 SPXW Sep23 28th 4050 Puts $1.30 (CboeTheo=1.23)  Above Ask!  CBOE 10:45:39.781 IV=26.8% +0.1 CBOE 811 x $1.15 - $1.25 x 247 CBOE  LATE - OPENING  Vega=$34k SPX=4368.04 Fwd
  198. TRADE CXLD:
    >>1000 SPXW Sep23 28th 4050 Puts $1.30 (CboeTheo=1.23)  Above Ask!  CBOE 10:45:39.781 IV=26.8% +0.1 CBOE 811 x $1.15 - $1.25 x 247 CBOE  LATE - OPENING  Vega=$34k SPX=4368.04 Fwd
  199. >>1000 SPXW Sep23 28th 3950 Puts $0.80 (CboeTheo=0.75)  ASK  CBOE 10:45:40.882 IV=32.0% +0.0 CBOE 487 x $0.70 - $0.80 x 132 CBOE  LATE - OPENING  Vega=$20k SPX=4367.87 Fwd
  200. TRADE CXLD:
    >>1000 SPXW Sep23 28th 3950 Puts $0.80 (CboeTheo=0.75)  ASK  CBOE 10:45:40.882 IV=32.0% +0.0 CBOE 487 x $0.70 - $0.80 x 132 CBOE  LATE - OPENING  Vega=$20k SPX=4367.87 Fwd
  201. >>1000 VIX Nov23 15th 14.5 Puts $0.46 (CboeTheo=0.45)  MID  CBOE 10:46:06.567 IV=62.7% +0.1 CBOE 4513 x $0.44 - $0.47 x 9481 CBOE  FLOOR  Vega=$1776 VIX=17.63 Fwd
  202. >>8583 IBM Dec23 135 Puts $1.48 (CboeTheo=1.49)  ASK  PHLX 10:46:18.213 IV=21.3% +0.0 BZX 57 x $1.40 - $1.53 x 178 NOM  AUCTION - OPENING  Vega=$159k IBM=147.78 Ref
  203. >>1000 SPXW Sep23 28th 4050 Puts $1.30 (CboeTheo=1.21)  Above Ask!  CBOE 10:46:19.970 IV=26.8% +0.1 CBOE 781 x $1.15 - $1.25 x 212 CBOE  LATE - OPENING  Vega=$34k SPX=4367.80 Fwd
  204. TRADE CXLD:
    >>1000 SPXW Sep23 28th 4050 Puts $1.30 (CboeTheo=1.21)  Above Ask!  CBOE 10:46:19.970 IV=26.8% +0.1 CBOE 781 x $1.15 - $1.25 x 212 CBOE  LATE - OPENING  Vega=$34k SPX=4367.80 Fwd
  205. >>1000 SPXW Sep23 28th 3950 Puts $0.80 (CboeTheo=0.75)  ASK  CBOE 10:46:20.212 IV=32.0% +0.0 CBOE 876 x $0.70 - $0.80 x 251 CBOE  LATE - OPENING  Vega=$20k SPX=4367.87 Fwd
  206. SWEEP DETECTED:
    >>Bullish Delta Impact 10109 IBM Dec23 135 Puts $1.483 (CboeTheo=1.55)  Below Bid!  [MULTI] 10:46:17.832 IV=21.3% +0.0 BOX 62 x $1.51 - $1.59 x 46 BOX  OPENING 
    Delta=-18%, EST. IMPACT = 182k Shares ($26.9m) To Buy IBM=147.57 Ref
  207. SPLIT TICKET:
    >>3000 VIX Oct23 18th 16.0 Puts $0.98 (CboeTheo=0.97)  ASK  [CBOE] 10:46:35.069 IV=80.6% +2.2 CBOE 811 x $0.95 - $0.98 x 16k CBOE  FLOOR  Vega=$5108 VIX=17.02 Fwd
  208. >>Unusual Volume APA - 3x market weighted volume: 15.4k = 32.8k projected vs 10.8k adv, 65% puts, 7% of OI [APA 40.55 -0.72 Ref, IV=36.1% +2.0]
  209. >>2000 LCID Oct23 6.0 Puts $0.86 (CboeTheo=0.85)  ASK  AMEX 10:48:43.875 IV=67.8% +6.6 EMLD 1266 x $0.83 - $0.86 x 201 C2  SPREAD/CROSS   52WeekLow  Vega=$1033 LCID=5.30 Ref
  210. >>2000 LCID Oct23 6.0 Calls $0.16 (CboeTheo=0.16)  ASK  AMEX 10:48:43.875 IV=65.7% +4.7 C2 375 x $0.15 - $0.16 x 556 C2  SPREAD/CROSS   52WeekLow  Vega=$1022 LCID=5.30 Ref
  211. >>2000 AMZN Nov23 110 Calls $23.35 (CboeTheo=23.24)  ASK  AMEX 10:49:01.026 IV=41.4% +1.6 MPRL 11 x $23.20 - $23.35 x 25 MIAX  CROSS  Vega=$20k AMZN=131.06 Ref
  212. >>2000 LCID Oct23 6.0 Puts $0.86 (CboeTheo=0.86)  ASK  AMEX 10:49:26.692 IV=65.0% +3.8 EMLD 2882 x $0.83 - $0.87 x 470 C2  TIED/FLOOR   52WeekLow  Vega=$999 LCID=5.29 Ref
  213. >>2000 LCID Oct23 6.0 Calls $0.16 (CboeTheo=0.15)  ASK  AMEX 10:49:26.693 IV=66.9% +5.9 ARCA 2 x $0.15 - $0.16 x 1356 EMLD  TIED/FLOOR   52WeekLow  Vega=$1014 LCID=5.29 Ref
  214. >>34000 NKLA Sep23 22nd 1.5 Puts $0.16 (CboeTheo=0.16)  BID  AMEX 10:49:53.380 IV=223.4% +15.0 C2 497 x $0.16 - $0.17 x 21 MPRL  SPREAD/FLOOR   SSR  Vega=$870 NKLA=1.36 Ref
  215. >>34000 NKLA Sep23 29th 1.5 Puts $0.26 (CboeTheo=0.25)  ASK  AMEX 10:49:53.380 IV=206.4% +19.7 C2 564 x $0.24 - $0.26 x 915 C2  SPREAD/FLOOR   SSR  Vega=$2703 NKLA=1.36 Ref
  216. >>Unusual Volume WOLF - 3x market weighted volume: 6801 = 14.3k projected vs 3670 adv, 92% puts, 7% of OI [WOLF 37.86 -1.68 Ref, IV=56.9% +3.8]
  217. SWEEP DETECTED:
    >>Bearish Delta Impact 1420 TKO Nov23 91.14 Calls $3.00 (CboeTheo=3.62)  BID  [MULTI] 10:50:40.358 IV=36.5% AMEX 109 x $3.00 - $4.00 x 30 PHLX  ISO - OPENING   SSR 
    Delta=38%, EST. IMPACT = 54k Shares ($4.61m) To Sell TKO=85.82 Ref
  218. >>2970 KMI Nov23 17.0 Calls $0.33 (CboeTheo=0.33)  MID  BZX 10:50:55.438 IV=18.4% +1.4 MPRL 26 x $0.32 - $0.34 x 882 PHLX Vega=$7272 KMI=16.68 Ref
  219. SWEEP DETECTED:
    >>4974 AAL May24 11.0 Puts $0.65 (CboeTheo=0.65)  ASK  [MULTI] 10:51:41.939 IV=42.0% +1.4 GEMX 88 x $0.64 - $0.65 x 1267 EMLD  ISO - OPENING  Vega=$16k AAL=13.16 Ref
  220. >>6465 DKNG Sep23 22nd 30.0 Puts $1.06 (CboeTheo=1.07)  MID  EDGX 10:52:23.228 IV=60.4% +5.1 C2 171 x $1.05 - $1.08 x 4 BXO  COB/AUCTION  Vega=$2892 DKNG=29.04 Ref
  221. >>6465 DKNG Sep23 22nd 28.5 Puts $0.21 (CboeTheo=0.21)  MID  EDGX 10:52:23.228 IV=63.9% +7.1 MPRL 89 x $0.20 - $0.22 x 134 EMLD  COB/AUCTION - OPENING  Vega=$3809 DKNG=29.04 Ref
  222. >>5000 BABA Nov23 80.0 Puts $2.70 (CboeTheo=2.71)  BID  PHLX 10:53:02.013 IV=37.0% +0.6 ARCA 38 x $2.70 - $2.73 x 40 MRX  SPREAD/CROSS/TIED  Vega=$59k BABA=84.30 Ref
  223. >>Unusual Volume VSAT - 12x market weighted volume: 6176 = 12.6k projected vs 1019 adv, 99% puts, 45% of OI [VSAT 22.12 -0.51 Ref, IV=51.2% +2.0]
  224. >>10000 ADI Nov23 160 Puts $1.71 (CboeTheo=1.79)  BID  CBOE 10:56:15.939 IV=27.7% +0.6 PHLX 691 x $1.70 - $1.85 x 350 EDGX  CROSS - OPENING  Vega=$173k ADI=175.88 Ref
  225. SWEEP DETECTED:
    >>3000 CSCO Sep23 29th 55.0 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 10:56:23.237 IV=20.1% +3.8 EDGX 50 x $0.06 - $0.08 x 218 C2  OPENING  Vega=$4545 CSCO=52.88 Ref
  226. SPLIT TICKET:
    >>2767 VIX Oct23 18th 30.0 Calls $0.29 (CboeTheo=0.28)  ASK  [CBOE] 10:57:28.593 IV=144.0% -0.1 CBOE 11 x $0.27 - $0.29 x 11k CBOE  ISO  Vega=$2364 VIX=17.08 Fwd
  227. SWEEP DETECTED:
    >>2322 NIO May24 6.0 Puts $0.63 (CboeTheo=0.62)  ASK  [MULTI] 10:57:49.887 IV=73.7% +0.7 BZX 29 x $0.61 - $0.63 x 513 EMLD  ISO  Vega=$4103 NIO=8.59 Ref
  228. SPLIT TICKET:
    >>2000 VIX Oct23 18th 14.0 Puts $0.22 (CboeTheo=0.21)  ASK  [CBOE] 10:57:57.371 IV=70.3% +6.9 CBOE 53 x $0.20 - $0.22 x 2521 CBOE Vega=$1925 VIX=17.12 Fwd
  229. >>7600 SPWR Dec23 8.0 Puts $1.69 (CboeTheo=1.71)  BID  ARCA 10:58:18.336 IV=65.3% +0.7 EMLD 105 x $1.69 - $1.72 x 47 C2  FLOOR  Vega=$8861 SPWR=6.64 Ref
  230. SPLIT TICKET:
    >>1000 VIX Nov23 15th 27.0 Calls $0.70 (CboeTheo=0.70)  ASK  [CBOE] 10:58:27.179 IV=105.9% -3.9 CBOE 24k x $0.68 - $0.70 x 1658 CBOE Vega=$1958 VIX=17.72 Fwd
  231. SPLIT TICKET:
    >>1047 VIX Nov23 15th 27.0 Calls $0.70 (CboeTheo=0.69)  ASK  [CBOE] 10:58:53.443 IV=106.2% -3.7 CBOE 6288 x $0.69 - $0.70 x 78 CBOE Vega=$2047 VIX=17.70 Fwd
  232. >>2000 TKO Nov23 91.14 Calls $3.40 (CboeTheo=3.81)  BID  AMEX 10:59:58.130 IV=36.6% PHLX 113 x $3.40 - $4.20 x 67 PHLX  AUCTION - OPENING   SSR  Vega=$27k TKO=86.67 Ref
  233. >>Market Color Z - Bearish flow noted in Zillow (46.03 -1.75) with 5,060 puts trading, or 2.0x expected. The Put/Call Ratio is 2.69, while ATM IV is up nearly 3 points on the day. Earnings are expected on 11/01. (Autocolor  [Z 46.03 -1.75 Ref, IV=38.6% +2.9] #Bearish
  234. SPLIT TICKET:
    >>1000 XSP Sep23 21st 432 Puts $0.07 (CboeTheo=0.06)  BID  [CBOE] 11:00:07.680 IV=24.2% +4.6 CBOE 1868 x $0.05 - $0.19 x 52 CBOE  OPENING  Vega=$1365 XSP=435.80 Fwd
  235. >>2050 SBSW Apr24 7.5 Puts $1.45 (CboeTheo=1.46)  MID  ARCA 11:00:30.724 IV=46.0% -0.2 PHLX 206 x $1.40 - $1.50 x 8 ISE  FLOOR - OPENING  Vega=$3907 SBSW=6.59 Ref
  236. >>6700 APA Nov23 3rd 35.0 Puts $0.43 (CboeTheo=0.63)  BID  ARCA 11:00:32.653 IV=41.9% CBOE 385 x $0.27 - $1.11 x 73 BZX  FLOOR - OPENING  Vega=$21k APA=40.52 Ref
  237. >>Unusual Volume ASTS - 3x market weighted volume: 8306 = 16.5k projected vs 4300 adv, 88% calls, 4% of OI [ASTS 3.88 -0.17 Ref, IV=82.4% +5.8]
  238. >>6000 ZTO Feb24 22.0 Puts $0.80 (CboeTheo=0.80)  MID  BOX 11:02:00.597 IV=32.6% +0.0 NOM 79 x $0.75 - $0.85 x 143 PHLX  CROSS - OPENING  Vega=$29k ZTO=24.43 Ref
  239. >>13250 ENB Jan24 30.0 Puts $0.27 (CboeTheo=0.30)  BID  AMEX 11:02:39.678 IV=22.3% -1.2 CBOE 1156 x $0.25 - $0.35 x 84 BOX  CROSS  Vega=$53k ENB=34.58 Ref
  240. >>1540 VIX Nov23 15th 24.0 Calls $0.96 (CboeTheo=0.95)  ASK  CBOE 11:02:50.497 IV=99.6% -2.3 CBOE 12k x $0.93 - $0.97 x 14k CBOE  LATE  Vega=$3519 VIX=17.70 Fwd
  241. >>1400 VIX Nov23 15th 24.0 Calls $0.96 (CboeTheo=0.95)  ASK  CBOE 11:02:50.497 IV=99.6% -2.3 CBOE 12k x $0.93 - $0.97 x 14k CBOE  LATE  Vega=$3199 VIX=17.70 Fwd
  242. >>1400 VIX Nov23 15th 24.0 Calls $0.96 (CboeTheo=0.95)  ASK  CBOE 11:02:50.497 IV=99.6% -2.3 CBOE 12k x $0.93 - $0.97 x 14k CBOE  LATE  Vega=$3199 VIX=17.70 Fwd
  243. SPLIT TICKET:
    >>8250 VIX Nov23 15th 24.0 Calls $0.957 (CboeTheo=0.95)  MID  [CBOE] 11:02:50.425 IV=99.2% -2.7 CBOE 12k x $0.93 - $0.97 x 11k CBOE  LATE  Vega=$19k VIX=17.70 Fwd
  244. SPLIT TICKET:
    >>2430 VIX Nov23 15th 18.0 Calls $2.02 (CboeTheo=2.02)  MID  [CBOE] 11:02:50.425 IV=79.3% -0.7 CBOE 16k x $1.99 - $2.05 x 7925 CBOE  LATE  Vega=$6571 VIX=17.70 Fwd
  245. SPLIT TICKET:
    >>2228 VIX Nov23 15th 18.0 Puts $2.32 (CboeTheo=2.32)  MID  [CBOE] 11:02:50.425 IV=79.4% -1.1 CBOE 15k x $2.30 - $2.35 x 1555 CBOE  LATE  Vega=$6025 VIX=17.70 Fwd
  246. >>2002 PLD Nov23 135 Calls $0.30 (CboeTheo=0.25)  ASK  BOX 11:03:11.138 IV=21.5% +2.2 BOX 69 x $0.20 - $0.30 x 306 CBOE  FLOOR  Vega=$13k PLD=117.59 Ref
  247. SPLIT TICKET:
    >>2503 PLD Nov23 135 Calls $0.29 (CboeTheo=0.25)  ASK  [BOX] 11:03:11.138 IV=20.6% +1.3 BOX 69 x $0.20 - $0.30 x 306 CBOE  FLOOR  Vega=$15k PLD=117.59 Ref
  248. SWEEP DETECTED:
    >>3501 TSLA Sep23 22nd 272.5 Calls $0.151 (CboeTheo=0.17)  Below Bid!  [MULTI] 11:03:44.915 IV=58.7% +9.2 ARCA 7 x $0.16 - $0.17 x 488 C2 Vega=$5090 TSLA=257.07 Ref
  249. SWEEP DETECTED:
    >>2760 DM Nov23 1.0 Puts $0.05 (CboeTheo=0.01)  ASK  [MULTI] 11:03:48.593 IV=110.0% +47.1 ARCA 0 x $0.00 - $0.05 x 628 PHLX  OPENING  Vega=$339 DM=1.47 Ref
  250. SWEEP DETECTED:
    >>6981 NKLA Sep23 29th 1.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 11:04:21.770 IV=184.6% -7.5 C2 1895 x $0.09 - $0.10 x 353 EMLD  ISO   SSR  Vega=$542 NKLA=1.35 Ref
  251. >>2000 SE Sep23 29th 35.5 Calls $0.94 (CboeTheo=0.94)  BID  AMEX 11:04:48.180 IV=51.4% +4.3 BXO 46 x $0.93 - $0.97 x 40 BOX  SPREAD/FLOOR - OPENING  Vega=$4200 SE=35.14 Ref
  252. >>2000 SE Sep23 29th 38.5 Calls $0.17 (CboeTheo=0.17)  BID  AMEX 11:04:48.181 IV=51.3% +6.8 MPRL 21 x $0.17 - $0.18 x 68 MPRL  SPREAD/FLOOR - OPENING  Vega=$2260 SE=35.14 Ref
  253. >>5000 WOLF Jan25 20.0 Puts $2.05 (CboeTheo=2.02)  MID  BOX 11:05:37.259 IV=68.6% +0.6 CBOE 1 x $2.00 - $2.10 x 48 BOX  CROSS - OPENING   52WeekLow  Vega=$39k WOLF=37.88 Ref
  254. >>2133 BSX Oct23 6th 50.0 Puts $0.05 (CboeTheo=0.09)  BID  BOX 11:08:11.349 IV=25.6% +2.3 AMEX 0 x $0.00 - $0.20 x 331 CBOE  FLOOR  Vega=$2271 BSX=54.49 Ref
  255. SPLIT TICKET:
    >>2845 BSX Oct23 6th 50.0 Puts $0.04 (CboeTheo=0.09)  BID  [BOX] 11:08:11.349 IV=19.7% -3.6 AMEX 0 x $0.00 - $0.20 x 331 CBOE  FLOOR  Vega=$1199 BSX=54.49 Ref
  256. SPLIT TICKET:
    >>1500 SPXW Oct23 13th 4500 Calls $11.21 (CboeTheo=11.01)  Above Ask!  [CBOE] 11:09:58.464 IV=12.1% +0.5 CBOE 69 x $10.80 - $11.20 x 69 CBOE  LATE - OPENING  Vega=$416k SPX=4369.29 Fwd
  257. >>2900 WYNN Dec23 80.0 Calls $13.95 (CboeTheo=14.12)  BID  AMEX 11:10:45.007 IV=38.0% -0.6 PHLX 145 x $13.95 - $14.20 x 20 ARCA  CROSS  Vega=$35k WYNN=91.21 Ref
  258. >>3100 KGC Feb24 5.0 Puts $0.39 (CboeTheo=0.39)  MID  ISE 11:10:55.869 IV=35.1% -0.8 BXO 19 x $0.38 - $0.40 x 22 BXO  CROSS - OPENING  Vega=$3860 KGC=5.07 Ref
  259. >>5000 VSAT Jan25 15.0 Puts $1.70 (CboeTheo=1.61)  ASK  PHLX 11:11:11.659 IV=57.3% +0.3 PHLX 114 x $1.50 - $1.70 x 58 BXO  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$31k VSAT=22.02 Ref
  260. >>Unusual Volume RDFN - 3x market weighted volume: 6075 = 11.3k projected vs 3778 adv, 82% puts, 5% of OI [RDFN 7.50 -0.60 Ref, IV=73.4% +10.0]
  261. >>Unusual Volume GPS - 3x market weighted volume: 22.0k = 41.0k projected vs 13.2k adv, 63% calls, 11% of OI [GPS 10.15 +0.34 Ref, IV=46.4% +1.7]
  262. SWEEP DETECTED:
    >>2329 AMZN Sep23 22nd 132 Calls $0.62 (CboeTheo=0.62)  MID  [MULTI] 11:15:19.811 IV=37.4% +3.3 BXO 43 x $0.61 - $0.63 x 396 EMLD  OPENING  Vega=$6429 AMZN=130.74 Ref
  263. >>6000 ASTS Nov23 5.0 Calls $0.23 (CboeTheo=0.24)  BID  AMEX 11:16:18.070 IV=93.8% +7.5 GEMX 5 x $0.20 - $0.30 x 2899 PHLX  SPREAD/CROSS - OPENING  Vega=$3197 ASTS=3.88 Ref
  264. >>6000 ASTS Nov23 5.0 Puts $1.36 (CboeTheo=1.37)  ASK  AMEX 11:16:18.070 IV=93.3% +7.0 GEMX 7 x $1.30 - $1.40 x 436 PHLX  SPREAD/CROSS - OPENING  Vega=$3192 ASTS=3.88 Ref
  265. SWEEP DETECTED:
    >>3000 NIO Feb24 15.0 Calls $0.30 (CboeTheo=0.31)  BID  [MULTI] 11:17:00.775 IV=72.3% +0.2 EMLD 162 x $0.30 - $0.31 x 186 MPRL Vega=$4218 NIO=8.54 Ref
  266. >>2040 CNC Oct23 60.0 Puts $0.15 (CboeTheo=0.15)  MID  BOX 11:18:04.784 IV=34.1% +4.4 CBOE 3 x $0.10 - $0.20 x 286 PHLX  FLOOR  Vega=$4405 CNC=69.58 Ref
  267. SPLIT TICKET:
    >>3400 CNC Oct23 60.0 Puts $0.13 (CboeTheo=0.15)  BID  [BOX] 11:18:04.784 IV=31.4% +1.8 CBOE 3 x $0.10 - $0.20 x 286 PHLX  FLOOR  Vega=$5929 CNC=69.58 Ref
  268. >>4706 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  ASK  CBOE 11:18:32.931 IV=21.0% +0.1 CBOE 918 x $0.09 - $0.11 x 778 CBOE  LATE  Vega=$13k XSP=435.46 Fwd
  269. >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.04 Fwd
  270. >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.04 Fwd
  271. >>4707 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  ASK  CBOE 11:18:32.931 IV=21.0% +0.1 CBOE 918 x $0.09 - $0.11 x 778 CBOE  LATE  Vega=$13k XSP=435.46 Fwd
  272. >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.04 Fwd
  273. SPLIT TICKET:
    >>9453 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  ASK  [CBOE] 11:18:32.931 IV=21.0% +0.1 CBOE 918 x $0.09 - $0.11 x 778 CBOE  LATE  Vega=$26k XSP=435.46 Fwd
  274. SPLIT TICKET:
    >>14979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  [CBOE] 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$683k XSP=438.04 Fwd
  275. >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.24)  MID  CBOE 11:19:32.562 IV=17.8% +0.4 CBOE 152 x $3.20 - $3.29 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.11 Fwd
  276. TRADE CXLD:
    >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.24)  MID  CBOE 11:19:32.562 IV=17.8% +0.4 CBOE 152 x $3.20 - $3.29 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.11 Fwd
  277. SWEEP DETECTED:
    >>2217 AMZN Sep23 22nd 132 Calls $0.60 (CboeTheo=0.59)  ASK  [MULTI] 11:19:43.524 IV=37.9% +3.8 BXO 67 x $0.58 - $0.60 x 845 C2  FLOOR - OPENING  Vega=$6033 AMZN=130.63 Ref
  278. >>5000 UWMC Jan24 6.0 Calls $0.15 (CboeTheo=0.19)  BID  CBOE 11:20:01.985 IV=40.0% +0.8 PHLX 2579 x $0.10 - $0.25 x 2192 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$4524 UWMC=5.08 Ref
  279. >>5000 UWMC Feb24 6.0 Calls $0.15 (CboeTheo=0.18)  BID  CBOE 11:20:01.985 IV=35.8% -6.0 BOX 593 x $0.15 - $0.20 x 400 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$5014 UWMC=5.08 Ref
  280. >>5000 UWMC Jan24 7.0 Calls $0.05 (CboeTheo=0.08)  BID  CBOE 11:20:01.985 IV=41.8% -3.5 ARCA 40 x $0.05 - $0.10 x 1054 PHLX  SPREAD/LEGGED/FLOOR  Vega=$2520 UWMC=5.08 Ref
  281. >>5000 UWMC Jan24 6.0 Calls $0.15 (CboeTheo=0.19)  BID  CBOE 11:20:01.985 IV=40.0% +0.8 PHLX 2579 x $0.10 - $0.25 x 2192 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$4524 UWMC=5.08 Ref
  282. >>5000 UWMC Feb24 6.0 Calls $0.15 (CboeTheo=0.18)  BID  CBOE 11:20:01.985 IV=35.8% -6.0 BOX 593 x $0.15 - $0.20 x 400 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$5014 UWMC=5.08 Ref
  283. >>5000 UWMC Jan24 7.0 Calls $0.05 (CboeTheo=0.08)  BID  CBOE 11:20:01.985 IV=41.8% -3.5 ARCA 40 x $0.05 - $0.10 x 1054 PHLX  SPREAD/LEGGED/FLOOR  Vega=$2520 UWMC=5.08 Ref
  284. >>6489 EXEL Dec23 20.0 Puts $0.60 (CboeTheo=0.90)  BID  BOX 11:21:46.013 IV=33.9% +3.7 BZX 6 x $0.55 - $1.25 x 830 PHLX  FLOOR - OPENING  Vega=$22k EXEL=21.70 Ref
  285. SWEEP DETECTED:
    >>4788 NIO Feb24 8.0 Puts $1.06 (CboeTheo=1.05)  ASK  [MULTI] 11:22:46.203 IV=66.9% +1.1 MPRL 26 x $1.05 - $1.06 x 604 AMEX  ISO  Vega=$9553 NIO=8.54 Ref
  286. SWEEP DETECTED:
    >>2000 AMC Sep23 22nd 8.5 Puts $0.58 (CboeTheo=0.56)  ASK  [MULTI] 11:23:42.501 IV=157.7% +37.2 MIAX 604 x $0.54 - $0.58 x 977 C2  ISO  Vega=$317 AMC=8.05 Ref
  287. >>3000 MARA Jan24 11.0 Calls $1.34 (CboeTheo=1.34)  MID  PHLX 11:24:28.201 IV=94.6% +1.1 MPRL 15 x $1.32 - $1.36 x 801 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$6184 MARA=9.09 Ref
  288. >>3000 MARA Jan24 11.0 Puts $3.10 (CboeTheo=3.15)  BID  PHLX 11:24:28.201 IV=92.2% -1.4 EDGX 731 x $3.10 - $3.20 x 1016 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$6162 MARA=9.09 Ref
  289. SWEEP DETECTED:
    >>Bearish Delta Impact 1473 SPH Oct23 15.0 Calls $0.25 (CboeTheo=0.29)  BID  [MULTI] 11:25:21.342 IV=9.5% -5.7 AMEX 75 x $0.25 - $0.35 x 139 PHLX
    Delta=66%, EST. IMPACT = 98k Shares ($1.45m) To Sell SPH=14.84 Ref
  290. >>2000 SQ Dec23 55.0 Puts $10.17 (CboeTheo=10.16)  MID  ISE 11:26:28.910 IV=49.3% +2.0 CBOE 283 x $10.10 - $10.25 x 432 CBOE  SPREAD/CROSS/TIED   52WeekLow  Vega=$14k SQ=45.97 Ref
  291. >>2000 SQ Nov23 42.5 Puts $2.19 (CboeTheo=2.19)  MID  ISE 11:26:28.910 IV=54.7% +1.8 BZX 145 x $2.18 - $2.21 x 110 C2  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$13k SQ=45.97 Ref
  292. SWEEP DETECTED:
    >>2674 SOFI Nov23 9.0 Calls $0.48 (CboeTheo=0.47)  ASK  [MULTI] 11:26:42.125 IV=65.7% +1.5 EMLD 1881 x $0.46 - $0.48 x 1213 EMLD Vega=$3223 SOFI=7.97 Ref
  293. >>2050 SFM Oct23 43.0 Calls $0.46 (CboeTheo=0.42)  ASK  ARCA 11:27:20.133 IV=26.5% +2.9 PHLX 313 x $0.35 - $0.50 x 50 PHLX  CROSS - OPENING  Vega=$7714 SFM=40.66 Ref
  294. >>2000 UBER Oct23 45.5 Calls $1.42 (CboeTheo=1.43)  BID  AMEX 11:27:58.072 IV=34.4% +1.4 EMLD 523 x $1.42 - $1.45 x 589 GEMX  SPREAD/CROSS - OPENING  Vega=$10k UBER=44.59 Ref
  295. >>2000 UBER Oct23 45.5 Puts $2.15 (CboeTheo=2.15)  MID  AMEX 11:27:58.072 IV=34.7% +1.6 GEMX 165 x $2.13 - $2.16 x 1 BZX  SPREAD/CROSS - OPENING  Vega=$9961 UBER=44.59 Ref
  296. SWEEP DETECTED:
    >>2200 OPEN Nov23 5.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 11:27:57.282 IV=112.7% +7.8 EMLD 1229 x $0.03 - $0.04 x 3478 EMLD  ISO   SSR  Vega=$361 OPEN=2.48 Ref
  297. SWEEP DETECTED:
    >>Bullish Delta Impact 730 SBGI Dec23 12.5 Calls $0.95 (CboeTheo=0.90)  ASK  [MULTI] 11:28:56.650 IV=62.2% +0.2 BXO 24 x $0.85 - $0.95 x 93 PHLX  ISO 
    Delta=45%, EST. IMPACT = 33k Shares ($379k) To Buy SBGI=11.48 Ref
  298. >>7500 GPS Oct23 9.5 Puts $0.31 (CboeTheo=0.30)  ASK  AMEX 11:29:27.203 IV=49.1% +3.5 EDGX 255 x $0.29 - $0.31 x 318 C2  SPREAD/CROSS - OPENING  Vega=$7593 GPS=10.15 Ref
  299. >>7500 GPS Oct23 11.0 Calls $0.21 (CboeTheo=0.20)  ASK  AMEX 11:29:27.203 IV=47.4% +3.1 GEMX 544 x $0.19 - $0.21 x 979 EMLD  SPREAD/CROSS - OPENING  Vega=$7091 GPS=10.15 Ref
  300. >>Market Color PEP - Bearish flow noted in PepsiCo (176.79 -1.59) with 4,857 puts trading, or 1.1x expected. The Put/Call Ratio is 2.27, while ATM IV is up over 1 point on the day. Earnings are expected on 10/09. (Autocolor  [PEP 176.79 -1.59 Ref, IV=16.8% +1.1] #Bearish
  301. >>4000 BB Sep23 22nd 4.5 Puts $0.01  ASK  CBOE 11:30:49.254 IV=137.2% +67.6 MRX 0 x $0.00 - $0.01 x 15 EMLD  FLOOR  Vega=$135 BB=5.08 Ref
  302. >>2831 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.09)  Above Ask!  CBOE 11:31:13.889 IV=21.6% +0.8 CBOE 1154 x $0.08 - $0.10 x 1046 CBOE  LATE  Vega=$7598 XSP=435.77 Fwd
  303. >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.21)  ASK  CBOE 11:31:14.745 IV=17.9% +0.5 CBOE 152 x $3.17 - $3.25 x 152 CBOE  LATE - OPENING  Vega=$226k XSP=438.37 Fwd
  304. TRADE CXLD:
    >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.21)  ASK  CBOE 11:31:14.745 IV=17.9% +0.5 CBOE 152 x $3.17 - $3.25 x 152 CBOE  LATE - OPENING  Vega=$226k XSP=438.37 Fwd
  305. >>2500 BABA Nov23 90.0 Calls $3.05 (CboeTheo=3.02)  ASK  PHLX 11:32:43.892 IV=37.4% +1.2 EDGX 188 x $3.00 - $3.05 x 178 EDGX  SPREAD/CROSS/TIED  Vega=$32k BABA=84.28 Ref
  306. SWEEP DETECTED:
    >>2038 AMC Sep23 22nd 8.5 Puts $0.67 (CboeTheo=0.70)  BID  [MULTI] 11:32:55.454 IV=127.9% +7.5 EMLD 434 x $0.67 - $0.72 x 20 ARCA  ISO  Vega=$224 AMC=7.88 Ref
  307. SPLIT TICKET:
    >>2000 OPEN Jan25 5.0 Calls $0.69 (CboeTheo=0.65)  ASK  [BOX] 11:33:39.165 IV=100.4% +6.1 PHLX 1354 x $0.60 - $0.70 x 2912 AMEX  AUCTION   SSR  Vega=$2320 OPEN=2.52 Ref
  308. >>8000 VIX Oct23 18th 15.0 Puts $0.50 (CboeTheo=0.50)  MID  CBOE 11:33:44.292 IV=74.0% +1.8 CBOE 30k x $0.48 - $0.52 x 3305 CBOE  AUCTION  Vega=$11k VIX=17.08 Fwd
  309. >>2250 MU Sep23 29th 55.0 Puts $0.06 (CboeTheo=0.05)  ASK  AMEX 11:34:09.860 IV=75.1% +2.7 GEMX 489 x $0.05 - $0.06 x 960 C2  AUCTION  Vega=$1172 MU=68.69 Ref
  310. >>Unusual Volume ARDX - 3x market weighted volume: 5585 = 9567 projected vs 3054 adv, 61% puts, 5% of OI [ARDX 3.80 -0.06 Ref, IV=111.1% -1.2]
  311. >>Unusual Volume BTG - 6x market weighted volume: 5609 = 9575 projected vs 1593 adv, 93% puts, 3% of OI [BTG 3.10 -0.04 Ref, IV=38.8% +6.5]
  312. >>2000 LUV Oct23 30.0 Puts $1.69 (CboeTheo=1.68)  MID  AMEX 11:35:13.559 IV=29.2% +0.9 MRX 5 x $1.68 - $1.70 x 42 BZX  CROSS   52WeekLow  Vega=$5749 LUV=28.68 Ref
  313. >>2999 WDC Nov23 47.5 Calls $1.68 (CboeTheo=1.68)  MID  MIAX 11:35:30.275 IV=37.5% -0.2 C2 52 x $1.66 - $1.71 x 35 BOX  COB/AUCTION - OPENING  Vega=$20k WDC=44.70 Ref
  314. >>2999 WDC Nov23 42.5 Puts $1.62 (CboeTheo=1.62)  BID  MIAX 11:35:30.275 IV=39.3% -0.5 PHLX 302 x $1.60 - $1.66 x 187 CBOE  COB/AUCTION - OPENING  Vega=$19k WDC=44.70 Ref
  315. >>3000 CLS Mar24 27.5 Calls $1.28 (CboeTheo=1.35)  BID  CBOE 11:36:18.912 IV=43.1% PHLX 185 x $1.20 - $1.50 x 5 ISE  CROSS - OPENING  Vega=$17k CLS=22.54 Ref
  316. SWEEP DETECTED:
    >>2523 AMZN Sep23 22nd 126 Puts $0.08 (CboeTheo=0.08)  ASK  [MULTI] 11:36:26.144 IV=44.1% -1.2 EMLD 433 x $0.07 - $0.08 x 926 C2 Vega=$2213 AMZN=131.09 Ref
  317. >>2261 MRTX Jan24 50.0 Calls $1.39 (CboeTheo=1.38)  ASK  MIAX 11:36:42.072 IV=64.2% +2.5 EMLD 1 x $0.80 - $1.95 x 93 NOM  ISO/AUCTION - OPENING  Vega=$14k MRTX=34.35 Ref
  318. SPLIT TICKET:
    >>2311 MRTX Jan24 50.0 Calls $1.39 (CboeTheo=1.38)  ASK  [MIAX] 11:36:42.072 IV=64.0% +2.4 EMLD 1 x $0.80 - $1.95 x 93 NOM  ISO/AUCTION - OPENING  Vega=$14k MRTX=34.35 Ref
  319. >>2646 AAPL Dec23 180 Calls $6.61 (CboeTheo=6.62)  BID  MIAX 11:37:19.587 IV=23.0% +0.4 BZX 11 x $6.60 - $6.65 x 157 C2  COB  Vega=$89k AAPL=175.29 Ref
  320. >>2646 AAPL Dec23 170 Puts $5.19 (CboeTheo=5.22)  BID  MIAX 11:37:19.588 IV=24.9% +0.3 MIAX 1390 x $5.15 - $5.25 x 470 PHLX  COB  Vega=$83k AAPL=175.29 Ref
  321. SWEEP DETECTED:
    >>2726 PDD Oct23 27th 106 Calls $1.012 (CboeTheo=1.05)  Below Bid!  [MULTI] 11:39:08.618 IV=41.6% +0.7 PHLX 36 x $1.02 - $1.08 x 46 PHLX  OPENING  Vega=$20k PDD=92.19 Ref
  322. SWEEP DETECTED:
    >>3516 CCL Nov23 13.0 Puts $0.54 (CboeTheo=0.55)  BID  [MULTI] 11:40:15.054 IV=55.6% +1.9 EMLD 923 x $0.54 - $0.55 x 245 C2  OPENING  Vega=$6492 CCL=14.60 Ref
  323. >>5000 AAPL Oct23 150 Calls $26.21 (CboeTheo=26.26)  BID  AMEX 11:40:27.898 IV=33.0% +0.0 ISE 12 x $26.10 - $26.35 x 10 AMEX  SPREAD/CROSS - OPENING  Vega=$22k AAPL=175.26 Ref
  324. >>5000 AAPL Oct23 150 Puts $0.31 (CboeTheo=0.31)  BID  AMEX 11:40:27.898 IV=34.0% +1.2 C2 862 x $0.31 - $0.32 x 236 MPRL  SPREAD/CROSS  Vega=$24k AAPL=175.26 Ref
  325. SPLIT TICKET:
    >>2480 SPXW Sep23 21st 4300 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 11:43:38.358 IV=28.7% +5.2 CBOE 33 x $0.15 - $0.20 x 817 CBOE Vega=$12k SPX=4356.22 Fwd
  326. SWEEP DETECTED:
    >>2497 F Sep23 22nd 11.5 Calls $0.839 (CboeTheo=0.82)  ASK  [MULTI] 11:44:24.414 IV=86.6% +33.8 ARCA 6 x $0.81 - $0.84 x 257 BZX  ISO  Vega=$263 F=12.31 Ref
  327. >>Market Color LVS - Bullish option flow detected in Las Vegas Sands (46.39 -1.52) with 11,408 calls trading (3x expected) and implied vol increasing over 3 points to 35.74%. . The Put/Call Ratio is 0.59. Earnings are expected on 10/18. (Autocolor) [LVS 46.39 -1.52 Ref, IV=35.7% +3.4] #Bullish
  328. SWEEP DETECTED:
    >>4100 BAC Apr24 22.0 Puts $0.41 (CboeTheo=0.40)  ASK  [MULTI] 11:46:11.607 IV=32.4% +0.2 EMLD 284 x $0.40 - $0.41 x 1480 EMLD Vega=$17k BAC=28.36 Ref
  329. SWEEP DETECTED:
    >>2320 NIO Sep23 22nd 11.5 Calls $0.01  ASK  [MULTI] 11:46:40.915 IV=251.6% +117.6 ISE 0 x $0.00 - $0.01 x 406 ARCA Vega=$62 NIO=8.54 Ref
  330. SWEEP DETECTED:
    >>2103 BE Jun24 25.0 Calls $0.65 (CboeTheo=0.60)  ASK  [MULTI] 11:46:54.248 IV=57.2% +2.2 AMEX 358 x $0.55 - $0.65 x 849 PHLX Vega=$7392 BE=14.07 Ref
  331. SWEEP DETECTED:
    >>2281 NIO Sep23 29th 9.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 11:48:46.873 IV=73.5% +4.0 C2 952 x $0.09 - $0.10 x 1069 C2 Vega=$783 NIO=8.54 Ref
  332. SWEEP DETECTED:
    >>2614 PFE Sep23 29th 33.5 Calls $0.38 (CboeTheo=0.36)  ASK  [MULTI] 11:48:48.719 IV=21.2% +0.5 C2 107 x $0.36 - $0.38 x 352 NOM  OPENING   52WeekLow  Vega=$5205 PFE=33.37 Ref
  333. >>7500 RDFN Jan26 4.0 Puts $1.15 (CboeTheo=0.93)  ASK  PHLX 11:49:38.869 IV=88.9% +15.8 MIAX 175 x $0.60 - $1.35 x 87 MIAX  SPREAD/CROSS/TIED - OPENING  Vega=$17k RDFN=7.51 Ref
  334. SWEEP DETECTED:
    >>6750 ARDX Nov23 3.0 Puts $0.30 (CboeTheo=0.27)  ASK  [MULTI] 11:49:37.345 IV=118.5% +14.8 GEMX 5 x $0.25 - $0.30 x 2131 AMEX  ISO - OPENING  Vega=$3057 ARDX=3.75 Ref
  335. >>4273 BTG Apr24 3.0 Puts $0.30 (CboeTheo=0.30)  BID  MIAX 11:50:01.344 IV=37.8% -4.4 PHLX 3517 x $0.25 - $0.40 x 1433 PHLX  ISO/AUCTION - OPENING  Vega=$3774 BTG=3.10 Ref
  336. SPLIT TICKET:
    >>5200 BTG Apr24 3.0 Puts $0.30 (CboeTheo=0.30)  BID  [MIAX] 11:50:01.344 IV=37.8% -4.4 PHLX 3517 x $0.25 - $0.40 x 1433 PHLX  ISO/AUCTION - OPENING  Vega=$4593 BTG=3.10 Ref
  337. SWEEP DETECTED:
    >>2000 VTRS Oct23 10.0 Calls $0.199 (CboeTheo=0.17)  ASK  [MULTI] 11:50:09.973 IV=27.2% +2.2 NOM 34 x $0.15 - $0.20 x 1396 AMEX Vega=$2121 VTRS=9.71 Ref
  338. >>10000 KLTR Dec23 2.0 Calls $0.10 (CboeTheo=0.11)  BID  PHLX 11:50:25.657 IV=61.9% +2.1 PHLX 479 x $0.05 - $0.30 x 30 BOX  FLOOR - OPENING  Vega=$3016 KLTR=1.82 Ref
  339. >>5000 PFE Dec23 35.0 Calls $0.79 (CboeTheo=0.80)  BID  ISE 11:51:14.568 IV=21.9% +0.0 C2 193 x $0.79 - $0.81 x 4 NOM  SPREAD/CROSS/TIED   52WeekLow  Vega=$30k PFE=33.40 Ref
  340. SWEEP DETECTED:
    >>5203 AAPL Oct23 175 Puts $3.75 (CboeTheo=3.78)  BID  [MULTI] 11:52:13.505 IV=22.1% +0.4 MIAX 772 x $3.75 - $3.80 x 60 MPRL Vega=$102k AAPL=175.59 Ref
  341. >>2000 SQ Nov23 30.0 Puts $0.20 (CboeTheo=0.20)  ASK  PHLX 11:53:34.298 IV=66.7% +1.3 EMLD 890 x $0.19 - $0.20 x 332 C2  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$3038 SQ=45.93 Ref
  342. >>2000 SQ Apr24 45.0 Puts $5.90 (CboeTheo=5.95)  BID  PHLX 11:53:34.298 IV=51.3% +0.7 CBOE 295 x $5.90 - $6.00 x 756 CBOE  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$26k SQ=45.93 Ref
  343. >>2000 CPRI Jan24 52.5 Puts $1.50 (CboeTheo=1.38)  ASK  PHLX 11:54:41.388 IV=14.7% +1.1 AMEX 32 x $1.20 - $1.55 x 1 AMEX  SPREAD/CROSS/TIED  Vega=$23k CPRI=52.41 Ref
  344. >>2000 CPRI Jan24 45.0 Puts $0.30 (CboeTheo=0.44)  BID  PHLX 11:54:41.388 IV=22.7% -3.4 PHLX 20 x $0.30 - $0.60 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$10k CPRI=52.41 Ref
  345. SWEEP DETECTED:
    >>2406 TSLA Sep23 22nd 242.5 Puts $0.15 (CboeTheo=0.16)  BID  [MULTI] 11:54:54.113 IV=61.6% +3.0 C2 537 x $0.15 - $0.16 x 357 C2 Vega=$3161 TSLA=257.63 Ref
  346. >>5000 DKNG Oct23 33.0 Calls $0.40 (CboeTheo=0.39)  ASK  BOX 11:55:27.777 IV=49.4% +4.3 C2 255 x $0.38 - $0.40 x 161 MPRL  FLOOR  Vega=$11k DKNG=28.80 Ref
  347. >>20000 AAL Sep24 10.0 Puts $0.66 (CboeTheo=0.67)  MID  ISE 11:55:39.684 IV=44.0% +0.8 EDGX 236 x $0.65 - $0.68 x 129 EMLD  SPREAD/CROSS/TIED  Vega=$67k AAL=13.14 Ref
  348. >>2050 SFM Oct23 43.0 Calls $0.45 (CboeTheo=0.45)  MID  ARCA 11:55:53.523 IV=25.0% +1.4 PHLX 146 x $0.40 - $0.50 x 130 NOM  CROSS - OPENING  Vega=$7830 SFM=40.85 Ref
  349. >>2128 BSX Oct23 6th 51.0 Puts $0.10 (CboeTheo=0.10)  MID  ARCA 11:56:47.933 IV=22.7% +0.9 PHLX 475 x $0.05 - $0.15 x 593 CBOE  FLOOR  Vega=$3825 BSX=54.15 Ref
  350. SPLIT TICKET:
    >>2660 BSX Oct23 6th 51.0 Puts $0.11 (CboeTheo=0.10)  ASK  [ARCA] 11:56:47.933 IV=22.7% +0.9 PHLX 475 x $0.05 - $0.15 x 593 CBOE  FLOOR  Vega=$4782 BSX=54.15 Ref
  351. >>2391 AAPL Sep23 29th 165 Puts $0.33 (CboeTheo=0.30)  ASK  NOM 11:56:53.818 IV=31.5% +2.2 MPRL 114 x $0.30 - $0.33 x 2391 NOM  ISO  Vega=$10k AAPL=175.62 Ref
  352. SWEEP DETECTED:
    >>10177 AAPL Sep23 29th 165 Puts $0.324 (CboeTheo=0.29)  Above Ask!  [MULTI] 11:56:53.608 IV=30.9% +1.6 GEMX 326 x $0.29 - $0.30 x 216 C2 Vega=$41k AAPL=175.66 Ref
  353. >>Unusual Volume DUK - 3x market weighted volume: 6581 = 10.4k projected vs 3381 adv, 96% calls, 9% of OI [DUK 94.06 -0.32 Ref, IV=16.1% +0.2]
  354. SWEEP DETECTED:
    >>4501 SNAP Apr24 18.0 Calls $0.207 (CboeTheo=0.19)  Above Ask!  [MULTI] 11:58:34.707 IV=63.9% +1.5 GEMX 417 x $0.19 - $0.20 x 115 EMLD  OPENING  Vega=$5955 SNAP=8.66 Ref
  355. >>2000 TVTX Jan24 15.0 Puts $7.50 (CboeTheo=7.58)  BID  ARCA 11:59:48.828 IV=73.3% -79.7 PHLX 46 x $7.40 - $7.80 x 6 AMEX  SPREAD/FLOOR   SSR   52WeekLow  Vega=$486 TVTX=7.50 Ref
  356. >>3000 TVTX Jan24 7.5 Puts $1.55 (CboeTheo=1.48)  ASK  ARCA 11:59:48.828 IV=95.7% -82.3 BOX 213 x $1.30 - $1.65 x 6 GEMX  SPREAD/FLOOR - OPENING   SSR   52WeekLow  Vega=$4920 TVTX=7.50 Ref
  357. >>Market Color CELH - Bearish flow noted in Celsius Holdings (168.93 -12.48) with 8,339 puts trading, or 5x expected. The Put/Call Ratio is 1.59, while ATM IV is up over 4 points on the day. Earnings are expected on 11/08. (Autocolor ) [CELH 168.93 -12.48 Ref, IV=48.0% +4.2] #Bearish
  358. >>2000 VNET Mar24 2.0 Puts $0.20 (CboeTheo=0.17)  ASK  BOX 12:00:13.680 IV=93.5% +10.8 ARCA 15 x $0.15 - $0.20 x 84 PHLX  CROSS - OPENING  Vega=$984 VNET=3.19 Ref
  359. >>3632 AMD Sep23 22nd 103 Calls $0.05 (CboeTheo=0.05)  MID  BZX 12:01:28.808 IV=62.3% +16.2 BXO 35 x $0.04 - $0.06 x 1415 C2 Vega=$1667 AMD=96.60 Ref
  360. SPLIT TICKET:
    >>3690 AMD Sep23 22nd 103 Calls $0.05 (CboeTheo=0.05)  BID  [BZX] 12:01:28.537 IV=62.2% +16.1 BZX 3690 x $0.05 - $0.06 x 1849 C2 Vega=$1695 AMD=96.61 Ref
  361. >>2000 DKNG Oct23 29.0 Puts $1.64 (CboeTheo=1.65)  BID  PHLX 12:01:39.109 IV=48.8% +1.6 AMEX 167 x $1.63 - $1.67 x 13 MPRL  SPREAD/FLOOR  Vega=$6480 DKNG=28.77 Ref
  362. >>2000 DKNG Oct23 30.0 Calls $1.11 (CboeTheo=1.14)  Below Bid!  PHLX 12:01:39.109 IV=48.2% +1.4 C2 118 x $1.12 - $1.17 x 726 PHLX  SPREAD/FLOOR  Vega=$6367 DKNG=28.77 Ref
  363. >>7316 AAL Dec25 5.0 Puts $0.48 (CboeTheo=0.45)  ASK  EDGX 12:01:51.119 IV=64.7% +3.3 ARCA 95 x $0.39 - $0.52 x 107 BZX  AUCTION  Vega=$17k AAL=13.19 Ref
  364. SPLIT TICKET:
    >>8423 AAL Dec25 5.0 Puts $0.48 (CboeTheo=0.45)  ASK  [EDGX] 12:01:51.119 IV=64.7% +3.3 ARCA 95 x $0.39 - $0.52 x 107 BZX  AUCTION  Vega=$19k AAL=13.19 Ref
  365. SWEEP DETECTED:
    >>2163 SQ Mar24 55.0 Calls $3.70 (CboeTheo=3.65)  ASK  [MULTI] 12:02:15.195 IV=50.4% +1.7 CBOE 480 x $3.60 - $3.70 x 294 CBOE  OPENING   52WeekLow  Vega=$27k SQ=45.70 Ref
  366. >>2000 KSS Apr24 17.5 Puts $1.58 (CboeTheo=1.59)  MID  PHLX 12:04:23.860 IV=52.4% -0.1 PHLX 397 x $1.51 - $1.66 x 706 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$10k KSS=21.14 Ref
  367. SWEEP DETECTED:
    >>Bullish Delta Impact 500 AMSC Jan24 8.0 Calls $1.05 (CboeTheo=1.02)  ASK  [MULTI] 12:04:33.956 IV=70.1% +2.1 BXO 24 x $1.00 - $1.05 x 104 MIAX  ISO 
    Delta=53%, EST. IMPACT = 27k Shares ($200k) To Buy AMSC=7.50 Ref
  368. >>1250 VIX Oct23 18th 27.0 Calls $0.36 (CboeTheo=0.35)  ASK  CBOE 12:06:20.964 IV=133.4% -1.2 CBOE 13k x $0.34 - $0.36 x 1080 CBOE Vega=$1256 VIX=16.98 Fwd
  369. >>1000 VIX Oct23 18th 27.0 Calls $0.36 (CboeTheo=0.35)  ASK  CBOE 12:06:20.964 IV=133.4% -1.2 CBOE 13k x $0.34 - $0.36 x 1080 CBOE Vega=$1005 VIX=16.98 Fwd
  370. SPLIT TICKET:
    >>3330 VIX Oct23 18th 27.0 Calls $0.36 (CboeTheo=0.35)  ASK  [CBOE] 12:06:20.964 IV=133.4% -1.2 CBOE 13k x $0.34 - $0.36 x 580 CBOE Vega=$3345 VIX=16.98 Fwd
  371. SWEEP DETECTED:
    >>2499 SNAP Dec23 18.0 Puts $9.305 (CboeTheo=9.35)  BID  [MULTI] 12:06:32.640 ARCA 44 x $9.30 - $9.40 x 164 BZX  OPENING  Vega=$0 SNAP=8.65 Ref
  372. >>4279 AMD Nov23 85.0 Puts $2.37 (CboeTheo=2.39)  BID  ISE 12:06:47.451 IV=48.0% +0.3 BXO 32 x $2.37 - $2.42 x 10 BZX  COB/AUCTION  Vega=$47k AMD=96.61 Ref
  373. >>4279 AMD Nov23 105 Calls $4.13 (CboeTheo=4.13)  ASK  ISE 12:06:47.451 IV=45.7% +0.8 PHLX 1271 x $4.05 - $4.15 x 474 GEMX  COB/AUCTION  Vega=$62k AMD=96.61 Ref
  374. >>4279 AMD Nov23 120 Calls $1.22 (CboeTheo=1.23)  BID  ISE 12:06:47.451 IV=45.8% +1.5 GEMX 135 x $1.21 - $1.25 x 134 BOX  COB/AUCTION  Vega=$38k AMD=96.61 Ref
  375. >>3600 STWD Nov23 20.0 Puts $0.70 (CboeTheo=0.78)  BID  ARCA 12:07:55.777 IV=21.8% -1.4 PHLX 479 x $0.70 - $0.85 x 36 BZX  FLOOR  Vega=$11k STWD=20.32 Ref
  376. >>2400 STWD Nov23 20.0 Puts $0.75 (CboeTheo=0.78)  BID  ARCA 12:07:55.778 IV=23.4% +0.2 PHLX 479 x $0.70 - $0.85 x 36 BZX  FLOOR  Vega=$7465 STWD=20.32 Ref
  377. SPLIT TICKET:
    >>6000 STWD Nov23 20.0 Puts $0.72 (CboeTheo=0.78)  BID  [ARCA] 12:07:55.777 IV=21.8% -1.4 PHLX 479 x $0.70 - $0.85 x 36 BZX  FLOOR  Vega=$19k STWD=20.32 Ref
  378. >>5624 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.09)  Above Ask!  CBOE 12:08:19.697 IV=21.1% +0.2 CBOE 1245 x $0.08 - $0.10 x 1245 CBOE  LATE  Vega=$15k XSP=435.35 Fwd
  379. SWEEP DETECTED:
    >>7758 CHPT Oct23 6th 4.5 Puts $0.17 (CboeTheo=0.15)  ASK  [MULTI] 12:08:20.477 IV=91.9% +11.8 BOX 30 x $0.14 - $0.17 x 1468 CBOE  ISO - OPENING   52WeekLow  Vega=$2597 CHPT=5.00 Ref
  380. SWEEP DETECTED:
    >>Bullish Delta Impact 959 SGML Dec23 40.0 Calls $2.30 (CboeTheo=2.07)  ASK  [MULTI] 12:09:53.604 IV=59.7% +2.1 PHLX 105 x $1.90 - $2.35 x 17 CBOE
    Delta=38%, EST. IMPACT = 36k Shares ($1.26m) To Buy SGML=34.81 Ref
  381. >>1000 VIXW Sep23 27th 16.0 Puts $0.49 (CboeTheo=0.50)  BID  CBOE 12:10:38.095 IV=98.9% -5.2 CBOE 187 x $0.49 - $0.61 x 5 CBOE Vega=$772 VIX=16.78 Fwd
  382. SPLIT TICKET:
    >>1187 VIXW Sep23 27th 16.0 Puts $0.49 (CboeTheo=0.50)  BID  [CBOE] 12:10:38.095 IV=98.9% -5.2 CBOE 187 x $0.49 - $0.61 x 5 CBOE Vega=$916 VIX=16.78 Fwd
  383. >>3938 PENN Sep23 22nd 23.5 Calls $0.11 (CboeTheo=0.12)  BID  CBOE 12:12:20.092 IV=60.5% +10.1 BXO 3 x $0.11 - $0.13 x 6 ARCA  SPREAD/LEGGED/FLOOR  Vega=$1606 PENN=22.91 Ref
  384. SPLIT TICKET:
    >>2943 VIX Nov23 15th 40.0 Calls $0.31 (CboeTheo=0.30)  ASK  [CBOE] 12:13:42.850 IV=133.0% -2.4 CBOE 28k x $0.28 - $0.31 x 1500 CBOE Vega=$3279 VIX=17.58 Fwd
  385. >>5000 NU Oct23 6.5 Puts $0.18 (CboeTheo=0.17)  ASK  AMEX 12:14:46.972 IV=48.4% +4.1 GEMX 91 x $0.17 - $0.18 x 147 MRX  SPREAD/CROSS  Vega=$3334 NU=6.94 Ref
  386. >>5000 NU Oct23 7.5 Calls $0.13 (CboeTheo=0.14)  BID  AMEX 12:14:46.972 IV=40.6% +0.7 EMLD 950 x $0.13 - $0.14 x 373 EMLD  SPREAD/CROSS - OPENING  Vega=$3315 NU=6.94 Ref
  387. >>Market Color .SPX - S&P500 index option volume at midday totals 1605798 contracts as the index trades near $4353.8 (-48.4). Front term atm implied vols are near 14.3% and the CBOE VIX is currently near 16.46 (1.32). (Autocolor ()
  388. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 7 and 607709 contracts changing hands. Most actives include Exxon Mobil(XOM), Occidental Petroleum(OXY), Devon Energy(DVN). The sector ETF, XLE is down -0.495 to 89.905 with 30 day implied volatility up 1.3% at 21.3% (Autocolor (#sector
  389. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with call volume matching put volume and 1360901 contracts changing hands. Most actives include SoFi Technologies(SOFI), Affirm Holdings(AFRM), Bank of America(BAC). The sector ETF, XLF is down -0.435 to 34.055 with 30 day implied volatility up 1.6% at 16.0% (Autocolor #sector
  390. >>Market Color UAL - Bullish option flow detected in United Continental (44.11 -0.25) with 9,234 calls trading (1.2x expected) and implied vol increasing over 1 point to 40.21%. . The Put/Call Ratio is 0.64. Earnings are expected on 10/17. (Autocolor )) [UAL 44.11 -0.25 Ref, IV=40.2% +1.2] #Bullish
  391. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 6 to 5 and 5162817 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is down -1.725 to 164.875 with 30 day implied volatility up 1.3% at 20.2% (Autocolor) #sector
  392. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 9 to 7 and 3727301 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is down -3.385 to 163.705 with 30 day implied volatility up 1.9% at 21.9% (Autocolor ( #sector
  393. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 4 to 3 and 489231 contracts changing hands. Most actives include Eli Lilly(LLY), Pfizer(PFE), Tilray(TLRY). The sector ETF, XLV is down -0.865 to 130.705 with 30 day implied volatility up 1.4% at 12.0% (Autocolor #sector
  394. >>Market Color @MAT - Basic Materials sector option volume is moderate today, with call volume matching put volume and 219530 contracts trading marketwide. Most actives include Freeport McMoRan(FCX), Cleveland-Cliffs(CLF), Livent(LTHM). The sector ETF, XLB is down -1.225 to 78.835 with 30 day implied volatility up 1.3% at 16.5% (Autocolor ) #sector
  395. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Calls $184.40 (CboeTheo=183.25)  Above Ask!  [CBOE] 12:16:23.818 IV=15.2% +0.3 CBOE 175 x $182.30 - $183.90 x 95 CBOE  LATE  Vega=$969k SPX=4415.99 Fwd
  396. SPLIT TICKET:
    >>1250 SPX Jan24 4625 Calls $47.76 (CboeTheo=47.25)  Above Ask!  [CBOE] 12:16:23.819 IV=12.3% +0.3 CBOE 153 x $46.80 - $47.60 x 85 CBOE  LATE  Vega=$1.04m SPX=4415.99 Fwd
  397. >>Unusual Volume CARR - 3x market weighted volume: 7991 = 12.0k projected vs 3652 adv, 97% puts, 6% of OI [CARR 52.50 -1.33 Ref, IV=31.0% +2.6]
  398. >>9500 AAPL Oct23 160 Calls $16.56 (CboeTheo=16.57)  ASK  AMEX 12:18:14.792 IV=27.9% +0.8 MIAX 494 x $16.45 - $16.65 x 264 MIAX  SPREAD/CROSS  Vega=$89k AAPL=175.09 Ref
  399. >>9500 AAPL Oct23 160 Puts $0.74 (CboeTheo=0.75)  BID  AMEX 12:18:14.792 IV=27.9% +0.7 C2 677 x $0.74 - $0.75 x 662 C2  SPREAD/CROSS  Vega=$90k AAPL=175.09 Ref
  400. >>9500 AAPL Oct23 160 Calls $16.56 (CboeTheo=16.56)  ASK  AMEX 12:18:15.377 IV=28.0% +0.9 MIAX 494 x $16.45 - $16.65 x 264 MIAX  SPREAD/CROSS  Vega=$90k AAPL=175.09 Ref
  401. >>9500 AAPL Oct23 160 Puts $0.74 (CboeTheo=0.75)  BID  AMEX 12:18:15.377 IV=27.9% +0.7 C2 466 x $0.74 - $0.75 x 476 C2  SPREAD/CROSS  Vega=$90k AAPL=175.09 Ref
  402. >>2000 RTX Nov23 100 Calls $0.02 (CboeTheo=0.03)  BID  C2 12:19:05.923 IV=31.0% -0.3 EMLD 185 x $0.02 - $0.03 x 29 C2  ISO - COMPLEX   52WeekLow  Vega=$1312 RTX=73.30 Ref
  403. SWEEP DETECTED:
    >>2341 RTX Nov23 100 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 12:19:05.923 IV=31.0% -0.3 C2 2721 x $0.02 - $0.03 x 29 C2  ISO   52WeekLow  Vega=$1535 RTX=73.30 Ref
  404. >>Unusual Volume TCOM - 5x market weighted volume: 15.4k = 23.0k projected vs 3990 adv, 98% calls, 19% of OI [TCOM 35.58 -0.18 Ref, IV=33.4% +0.3]
  405. >>6000 AAL Jan25 8.0 Puts $0.53 (CboeTheo=0.51)  ASK  PHLX 12:20:12.961 IV=51.7% +1.6 EMLD 163 x $0.50 - $0.53 x 1 ARCA  TIED/FLOOR  Vega=$17k AAL=13.21 Ref
  406. >>9133 RTX Nov23 100 Calls $0.02 (CboeTheo=0.01)  ASK  AMEX 12:21:56.362 IV=31.0% -0.3 C2 3315 x $0.01 - $0.02 x 150 NOM  FLOOR - OPENING   52WeekLow  Vega=$5983 RTX=73.25 Ref
  407. >>2995 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$136k XSP=438.04 Fwd
  408. SWEEP DETECTED:
    >>Bullish Delta Impact 1199 GLW Sep23 22nd 31.0 Calls $0.35 (CboeTheo=0.32)  ASK  [MULTI] 12:24:57.060 IV=28.9% +6.5 PHLX 302 x $0.25 - $0.35 x 203 C2  OPENING 
    Delta=69%, EST. IMPACT = 82k Shares ($2.58m) To Buy GLW=31.23 Ref
  409. >>2061 AMZN Sep23 22nd 135 Calls $0.09 (CboeTheo=0.09)  BID  PHLX 12:25:29.971 IV=39.7% +8.2 MPRL 48 x $0.09 - $0.10 x 647 NOM  AUCTION  Vega=$2107 AMZN=130.55 Ref
  410. SWEEP DETECTED:
    >>5000 AMZN Sep23 22nd 135 Calls $0.09 (CboeTheo=0.09)  ASK  [MULTI] 12:25:29.822 IV=39.8% +8.4 C2 565 x $0.08 - $0.09 x 330 EMLD  OPENING  Vega=$5095 AMZN=130.53 Ref
  411. TRADE CXLD:
    >>2050 SFM Oct23 43.0 Calls $0.46 (CboeTheo=0.42)  ASK  ARCA 11:27:20.133 IV=26.5% +2.9 PHLX 313 x $0.35 - $0.50 x 50 PHLX  CROSS - OPENING/COMPLEX  Vega=$7714 SFM=40.66 Ref
  412. TRADE CXLD:
    >>4707 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  ASK  CBOE 11:18:32.931 IV=21.0% +0.1 CBOE 918 x $0.09 - $0.11 x 778 CBOE  LATE  Vega=$13k XSP=435.46 Fwd
  413. >>2832 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.09)  Above Ask!  CBOE 12:26:05.535 IV=21.2% +0.4 CBOE 755 x $0.08 - $0.10 x 1515 CBOE  LATE  Vega=$7669 XSP=435.37 Fwd
  414. TRADE CXLD:
    >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.04 Fwd
  415. >>2996 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 12:26:06.219 IV=17.8% +0.4 CBOE 152 x $3.24 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$136k XSP=438.09 Fwd
  416. SPLIT TICKET:
    >>1672 VIX Oct23 18th 15.0 Calls $2.57 (CboeTheo=2.57)  ASK  [CBOE] 12:26:15.308 IV=72.9% +2.0 CBOE 350 x $2.56 - $2.57 x 1607 CBOE Vega=$2315 VIX=17.10 Fwd
  417. SWEEP DETECTED:
    >>Bullish Delta Impact 785 ESMT Nov23 20.0 Calls $0.50 (CboeTheo=0.45)  ASK  [MULTI] 12:26:17.811 IV=44.9% +2.3 PHLX 77 x $0.40 - $0.50 x 117 PHLX  OPENING 
    Delta=28%, EST. IMPACT = 22k Shares ($391k) To Buy ESMT=17.53 Ref
  418. TRADE CXLD:
    >>4706 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  ASK  CBOE 11:18:32.931 IV=21.0% +0.1 CBOE 918 x $0.09 - $0.11 x 778 CBOE  LATE  Vega=$13k XSP=435.46 Fwd
  419. >>2832 XSP Sep23 22nd 427 Puts $0.11 (CboeTheo=0.10)  Above Ask!  CBOE 12:27:31.238 IV=21.1% +0.3 CBOE 1 x $0.09 - $0.10 x 1247 CBOE  LATE  Vega=$7686 XSP=435.33 Fwd
  420. >>2996 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.29)  BID  CBOE 12:27:31.865 IV=17.8% +0.4 CBOE 152 x $3.24 - $3.32 x 152 CBOE  LATE - OPENING  Vega=$136k XSP=438.04 Fwd
  421. TRADE CXLD:
    >>4979 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.27)  BID  CBOE 11:18:32.931 IV=17.8% +0.4 CBOE 152 x $3.22 - $3.30 x 152 CBOE  LATE - OPENING  Vega=$227k XSP=438.04 Fwd
  422. SWEEP DETECTED:
    >>3364 MRVL Nov23 45.0 Puts $0.736 (CboeTheo=0.76)  Below Bid!  [MULTI] 12:27:39.847 IV=42.1% +0.8 C2 137 x $0.75 - $0.77 x 57 MPRL  ISO - OPENING  Vega=$17k MRVL=52.24 Ref
  423. SWEEP DETECTED:
    >>Bullish Delta Impact 616 YOU Nov23 24.8 Puts $6.00 (CboeTheo=5.94)  BID  [MULTI] 12:28:49.699 IV=53.0% +8.1 ISE 25 x $6.00 - $6.10 x 170 PHLX  52WeekLow 
    Delta=-89%, EST. IMPACT = 55k Shares ($1.04m) To Buy YOU=18.93 Ref
  424. SPLIT TICKET:
    >>2496 SPXW Sep23 21st 4300 Puts $0.10 (CboeTheo=0.13)  BID  [CBOE] 12:29:16.279 IV=27.9% +4.4 CBOE 1931 x $0.10 - $0.15 x 633 CBOE Vega=$7411 SPX=4354.41 Fwd
  425. >>Unusual Volume MCHP - 3x market weighted volume: 6799 = 9819 projected vs 3273 adv, 94% puts, 6% of OI [MCHP 77.00 +0.28 Ref, IV=30.8% +2.0]
  426. >>Market Color VNO - Bearish flow noted in Vornado (23.85 -1.35) with 6,533 puts trading, or 10x expected. The Put/Call Ratio is 9.97, while ATM IV is up over 5 points on the day. Earnings are expected on 10/30. (Autocolor [VNO 23.85 -1.35 Ref, IV=49.8% +5.5] #Bearish
  427. >>3082 CARR Dec23 52.5 Puts $2.95 (CboeTheo=2.97)  BID  PHLX 12:31:27.223 IV=31.4% +1.7 NOM 1 x $2.95 - $3.00 x 97 CBOE  SPREAD/FLOOR  Vega=$31k CARR=52.50 Ref
  428. >>3906 CARR Dec23 45.0 Puts $0.80 (CboeTheo=0.78)  ASK  PHLX 12:31:27.223 IV=36.3% +1.9 CBOE 175 x $0.70 - $0.85 x 131 ARCA  SPREAD/FLOOR  Vega=$24k CARR=52.50 Ref
  429. SWEEP DETECTED:
    >>3033 TCOM Oct23 39.0 Calls $0.30 (CboeTheo=0.33)  BID  [MULTI] 12:31:31.634 IV=32.9% +0.8 C2 216 x $0.30 - $0.35 x 22 BXO  OPENING  Vega=$8112 TCOM=35.51 Ref
  430. >>5950 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.25)  MID  CBOE 12:31:57.377 IV=17.8% +0.4 CBOE 152 x $3.21 - $3.28 x 152 CBOE  LATE - OPENING  Vega=$271k XSP=438.16 Fwd
  431. SPLIT TICKET:
    >>5992 XSP Nov23 10th 415 Puts $3.24 (CboeTheo=3.25)  MID  [CBOE] 12:31:57.377 IV=17.8% +0.4 CBOE 152 x $3.21 - $3.28 x 152 CBOE  LATE - OPENING  Vega=$273k XSP=438.16 Fwd
  432. >>11692 TCOM Oct23 39.0 Calls $0.25 (CboeTheo=0.30)  BID  ARCA 12:34:31.907 IV=31.1% -1.0 CBOE 823 x $0.25 - $0.35 x 397 AMEX  FLOOR - OPENING  Vega=$29k TCOM=35.41 Ref
  433. >>2923 TCOM Oct23 39.0 Calls $0.30 (CboeTheo=0.30)  MID  ARCA 12:34:31.907 IV=33.1% +1.0 CBOE 823 x $0.25 - $0.35 x 397 AMEX  FLOOR - OPENING  Vega=$7663 TCOM=35.41 Ref
  434. SPLIT TICKET:
    >>14615 TCOM Oct23 39.0 Calls $0.26 (CboeTheo=0.30)  BID  [ARCA] 12:34:31.907 IV=31.1% -1.0 CBOE 823 x $0.25 - $0.35 x 397 AMEX  FLOOR - OPENING  Vega=$36k TCOM=35.41 Ref
  435. >>4704 MRVL Oct23 60.0 Calls $0.22 (CboeTheo=0.26)  Below Bid!  MIAX 12:35:01.270 IV=34.2% -0.2 MPRL 170 x $0.24 - $0.25 x 10 C2  ISO/AUCTION - OPENING  Vega=$12k MRVL=52.48 Ref
  436. >>17751 MRVL Oct23 60.0 Calls $0.22 (CboeTheo=0.26)  Below Bid!  MIAX 12:35:01.270 IV=34.2% -0.2 MPRL 170 x $0.24 - $0.25 x 10 C2  ISO/AUCTION - OPENING  Vega=$46k MRVL=52.48 Ref
  437. SWEEP DETECTED:
    >>Bearish Delta Impact 26312 MRVL Oct23 60.0 Calls $0.225 (CboeTheo=0.26)  Below Bid!  [MULTI] 12:35:00.090 IV=35.6% +1.2 PHLX 10 x $0.26 - $0.27 x 189 C2  OPENING 
    Delta=11%, EST. IMPACT = 286k Shares ($15.0m) To Sell MRVL=52.52 Ref
  438. >>3559 CCL Jan24 10.0 Puts $0.24 (CboeTheo=0.24)  BID  PHLX 12:35:16.063 IV=58.6% +0.4 C2 347 x $0.24 - $0.25 x 2584 ARCA  SPREAD/CROSS/TIED  Vega=$4940 CCL=14.54 Ref
  439. >>5000 SPWR Dec23 9.0 Puts $2.50 (CboeTheo=2.51)  MID  ARCA 12:35:20.901 IV=66.1% +1.6 CBOE 258 x $2.48 - $2.53 x 51 BOX  FLOOR  Vega=$4615 SPWR=6.67 Ref
  440. >>2425 KVUE Sep23 29th 22.0 Puts $0.89 (CboeTheo=0.87)  ASK  CBOE 12:35:45.767 IV=27.5% +1.6 PHLX 647 x $0.80 - $0.90 x 45 BZX  SPREAD/CROSS  Vega=$2074 KVUE=21.18 Ref
  441. >>2425 KVUE Oct23 6th 21.5 Puts $0.54 (CboeTheo=0.56)  BID  CBOE 12:35:45.767 IV=22.4% -2.0 CBOE 3929 x $0.50 - $0.60 x 980 PHLX  SPREAD/CROSS - OPENING  Vega=$4017 KVUE=21.18 Ref
  442. >>2000 INVZ Jan24 2.5 Calls $0.26 (CboeTheo=0.23)  Above Ask!  AMEX 12:36:26.315 IV=92.6% +5.7 PHLX 791 x $0.20 - $0.25 x 10 ARCA  TIED/FLOOR - OPENING   52WeekLow  Vega=$893 INVZ=1.96 Ref
  443. TRADE CXLD:
    >>3000 CLS Mar24 27.5 Calls $1.28 (CboeTheo=1.35)  BID  CBOE 11:36:18.912 IV=43.1% PHLX 185 x $1.20 - $1.50 x 5 ISE  CROSS - OPENING  Vega=$17k CLS=22.54 Ref
  444. >>2995 CLS Mar24 27.5 Calls $1.28 (CboeTheo=1.37)  BID  CBOE 12:40:13.484 IV=43.7% PHLX 126 x $1.25 - $1.50 x 16 CBOE  LATE - OPENING  Vega=$17k CLS=22.45 Ref
  445. >>2200 NCLH Dec23 17.0 Puts $1.35 (CboeTheo=1.36)  BID  ARCA 12:40:14.611 IV=44.5% +0.2 BOX 17 x $1.35 - $1.37 x 3 BXO  SPREAD/CROSS - OPENING  Vega=$7103 NCLH=17.00 Ref
  446. >>2200 NCLH Dec23 17.0 Calls $1.57 (CboeTheo=1.58)  MID  ARCA 12:40:14.611 IV=44.6% +0.4 CBOE 69 x $1.56 - $1.59 x 27 GEMX  SPREAD/CROSS - OPENING  Vega=$7108 NCLH=17.00 Ref
  447. >>1752 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  CBOE 12:40:42.835 IV=67.2% +3.8 CBOE 5275 x $0.19 - $0.22 x 21k CBOE Vega=$1595 VIX=17.12 Fwd
  448. >>1718 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  CBOE 12:40:42.835 IV=67.2% +3.8 CBOE 5275 x $0.19 - $0.22 x 21k CBOE Vega=$1564 VIX=17.12 Fwd
  449. >>1343 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  CBOE 12:40:42.835 IV=67.2% +3.8 CBOE 2214 x $0.19 - $0.22 x 21k CBOE Vega=$1223 VIX=17.12 Fwd
  450. SPLIT TICKET:
    >>7465 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  [CBOE] 12:40:42.835 IV=67.2% +3.8 CBOE 5275 x $0.19 - $0.22 x 21k CBOE Vega=$6798 VIX=17.12 Fwd
  451. TRADE CXLD:
    >>9500 AAPL Oct23 160 Puts $0.74 (CboeTheo=0.75)  BID  AMEX 12:18:15.377 IV=27.9% +0.7 C2 466 x $0.74 - $0.75 x 476 C2  SPREAD/CROSS  Vega=$90k AAPL=175.09 Ref
  452. >>7000 AAPL Oct23 160 Puts $0.74 (CboeTheo=0.75)  BID  AMEX 12:42:11.090 IV=27.8% +0.7 MPRL 162 x $0.74 - $0.75 x 736 EMLD  LATE  Vega=$66k AAPL=175.04 Ref
  453. TRADE CXLD:
    >>9500 AAPL Oct23 160 Calls $16.56 (CboeTheo=16.56)  ASK  AMEX 12:18:15.377 IV=28.0% +0.9 MIAX 494 x $16.45 - $16.65 x 264 MIAX  SPREAD/CROSS  Vega=$90k AAPL=175.09 Ref
  454. >>7000 AAPL Oct23 160 Calls $16.56 (CboeTheo=16.52)  ASK  AMEX 12:42:30.343 IV=28.4% +1.3 MIAX 88 x $16.45 - $16.60 x 252 MIAX  LATE  Vega=$67k AAPL=175.04 Ref
  455. >>7222 SBUX Oct23 108 Calls $0.03 (CboeTheo=0.04)  BID  CBOE 12:42:31.954 IV=21.7% +0.3 MPRL 174 x $0.03 - $0.04 x 9 ARCA  FLOOR - OPENING  Vega=$8146 SBUX=93.99 Ref
  456. >>4000 SBUX Oct23 108 Calls $0.03 (CboeTheo=0.04)  BID  CBOE 12:42:31.954 IV=21.7% +0.3 MPRL 174 x $0.03 - $0.04 x 9 ARCA  FLOOR - OPENING  Vega=$4512 SBUX=93.99 Ref
  457. SPLIT TICKET:
    >>11222 SBUX Oct23 108 Calls $0.03 (CboeTheo=0.04)  BID  [CBOE] 12:42:31.954 IV=21.7% +0.3 MPRL 174 x $0.03 - $0.04 x 9 ARCA  FLOOR - OPENING  Vega=$13k SBUX=93.99 Ref
  458. >>2500 WBD Nov23 12.5 Calls $0.58 (CboeTheo=0.58)  ASK  MIAX 12:43:17.782 IV=47.9% +1.4 NOM 22 x $0.57 - $0.58 x 59 ARCA  COB/AUCTION  Vega=$4476 WBD=11.62 Ref
  459. >>2500 WBD Nov23 15.0 Calls $0.14 (CboeTheo=0.14)  ASK  MIAX 12:43:17.782 IV=50.6% +1.8 EMLD 55 x $0.13 - $0.14 x 1263 C2  COB/AUCTION - OPENING  Vega=$2483 WBD=11.62 Ref
  460. SPLIT TICKET:
    >>1308 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.19)  BID  [CBOE] 12:44:59.000 IV=66.5% +3.1 CBOE 500 x $0.19 - $0.21 x 5450 CBOE Vega=$1197 VIX=17.07 Fwd
  461. >>Market Color QS - Bullish option flow detected in Quantumscape (6.58 -0.25) with 9,748 calls trading (2.0x expected) and implied vol increasing over 4 points to 60.43%. . The Put/Call Ratio is 0.20. Earnings are expected on 10/25. (Autocolor ()) [QS 6.58 -0.25 Ref, IV=60.4% +4.2] #Bullish
  462. >>1546 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  CBOE 12:45:11.525 IV=65.9% +2.5 CBOE 1698 x $0.19 - $0.20 x 15 CBOE Vega=$1421 VIX=17.03 Fwd
  463. SPLIT TICKET:
    >>4116 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  [CBOE] 12:45:11.525 IV=65.9% +2.5 CBOE 1698 x $0.19 - $0.20 x 15 CBOE Vega=$3784 VIX=17.03 Fwd
  464. SWEEP DETECTED:
    >>Bearish Delta Impact 1013 CHEF Dec23 25.0 Puts $2.85 (CboeTheo=2.64)  ASK  [MULTI] 12:45:50.014 IV=45.7% +8.3 PHLX 125 x $2.45 - $2.85 x 188 PHLX  ISO - OPENING   52WeekLow 
    Delta=-56%, EST. IMPACT = 57k Shares ($1.33m) To Sell CHEF=23.42 Ref
  465. SWEEP DETECTED:
    >>2141 SCHW Nov23 50.0 Puts $1.03 (CboeTheo=1.02)  ASK  [MULTI] 12:46:56.689 IV=39.1% +0.9 EMLD 269 x $1.00 - $1.03 x 211 EMLD  ISO  Vega=$13k SCHW=56.10 Ref
  466. >>Unusual Volume PGY - 3x market weighted volume: 7033 = 9670 projected vs 3207 adv, 96% calls, 10% of OI [PGY 1.68 -0.04 Ref, IV=87.5% +9.7]
  467. >>3000 MWA Oct23 12.5 Puts $0.20 (CboeTheo=0.25)  BID  BOX 12:51:24.870 IV=30.3% -4.8 BZX 0 x $0.00 - $0.75 x 133 EDGX  FLOOR - OPENING  Vega=$3588 MWA=12.63 Ref
  468. SPLIT TICKET:
    >>2000 VIX Nov23 15th 20.0 Calls $1.48 (CboeTheo=1.45)  ASK  [CBOE] 12:53:39.242 IV=88.1% +0.1 CBOE 17k x $1.43 - $1.48 x 5289 CBOE  FLOOR  Vega=$5258 VIX=17.52 Fwd
  469. >>2000 PBR Apr24 15.0 Calls $1.51 (CboeTheo=1.54)  MID  CBOE 12:57:10.504 IV=35.7% +1.5 GEMX 50 x $1.49 - $1.54 x 9 ARCA  COB  Vega=$8731 PBR=15.10 Ref
  470. >>2000 PBR Jan24 15.0 Calls $1.11 (CboeTheo=1.11)  MID  CBOE 12:57:10.504 IV=34.5% -0.3 BXO 11 x $1.10 - $1.13 x 100 ARCA  COB  Vega=$6679 PBR=15.10 Ref
  471. >>6250 CCJ Oct23 45.0 Calls $0.13 (CboeTheo=0.14)  BID  PHLX 12:57:19.953 IV=34.7% +0.3 C2 129 x $0.13 - $0.14 x 24 MPRL  SPREAD/CROSS/TIED  Vega=$10k CCJ=38.80 Ref
  472. >>6966 MA Oct23 430 Calls $0.64 (CboeTheo=0.66)  BID  PHLX 12:57:35.552 IV=15.6% +0.8 CBOE 32 x $0.61 - $0.72 x 2 ARCA  FLOOR - OPENING  Vega=$127k MA=402.69 Ref
  473. >>3000 LCID Oct23 6.0 Puts $0.89 (CboeTheo=0.89)  MID  AMEX 12:58:20.561 IV=66.9% +5.7 EMLD 466 x $0.87 - $0.90 x 612 C2  SPREAD/CROSS   52WeekLow  Vega=$1480 LCID=5.25 Ref
  474. >>3000 LCID Oct23 6.0 Calls $0.15 (CboeTheo=0.15)  MID  AMEX 12:58:20.561 IV=66.6% +5.6 EMLD 1733 x $0.14 - $0.16 x 1694 EMLD  SPREAD/CROSS   52WeekLow  Vega=$1481 LCID=5.25 Ref
  475. >>4000 LCID Oct23 6.0 Puts $0.89 (CboeTheo=0.89)  MID  AMEX 12:58:20.648 IV=66.9% +5.7 EMLD 466 x $0.87 - $0.90 x 612 C2  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1974 LCID=5.25 Ref
  476. >>4000 LCID Oct23 6.0 Calls $0.15 (CboeTheo=0.15)  MID  AMEX 12:58:20.648 IV=66.6% +5.6 EMLD 1733 x $0.14 - $0.16 x 1694 EMLD  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1974 LCID=5.25 Ref
  477. >>5000 AGNC Oct23 10.0 Puts $0.34 (CboeTheo=0.33)  MID  ARCA 12:58:30.231 IV=21.5% +0.5 GEMX 69 x $0.33 - $0.35 x 191 EMLD  SPREAD/FLOOR  Vega=$5255 AGNC=9.90 Ref
  478. >>15000 AGNC Oct23 9.5 Puts $0.13 (CboeTheo=0.13)  MID  ARCA 12:58:30.232 IV=24.0% -0.1 C2 642 x $0.12 - $0.14 x 702 EMLD  SPREAD/FLOOR - OPENING  Vega=$14k AGNC=9.90 Ref
  479. SWEEP DETECTED:
    >>2075 TSLA Oct23 27th 250 Puts $12.55 (CboeTheo=12.50)  ASK  [MULTI] 12:58:41.626 IV=54.4% +1.4 MPRL 32 x $12.45 - $12.55 x 396 EDGX  OPENING  Vega=$64k TSLA=259.36 Ref
  480. >>1500 VIX Apr24 17th 65.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 12:58:45.791 IV=96.8% +0.2 CBOE 4478 x $0.46 - $0.53 x 250 CBOE  FLOOR  Vega=$3936 VIX=19.72 Fwd
  481. >>1000 VIX Apr24 17th 65.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 12:58:45.855 IV=96.8% +0.2 CBOE 4478 x $0.46 - $0.53 x 250 CBOE  FLOOR  Vega=$2624 VIX=19.72 Fwd
  482. >>5800 VIX Apr24 17th 65.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 12:58:45.953 IV=96.8% +0.2 CBOE 4478 x $0.46 - $0.53 x 250 CBOE  FLOOR  Vega=$15k VIX=19.72 Fwd
  483. SPLIT TICKET:
    >>10400 VIX Apr24 17th 65.0 Calls $0.52 (CboeTheo=0.50)  ASK  [CBOE] 12:58:45.791 IV=96.8% +0.2 CBOE 4478 x $0.46 - $0.53 x 250 CBOE  FLOOR  Vega=$27k VIX=19.72 Fwd
  484. >>5000 CCL Jun24 12.5 Puts $1.37 (CboeTheo=1.36)  ASK  AMEX 12:59:20.570 IV=53.4% +1.1 EMLD 1 x $1.35 - $1.37 x 247 EDGX  CROSS  Vega=$21k CCL=14.59 Ref
  485. >>3900 FANG Sep23 29th 150 Calls $3.64 (CboeTheo=3.59)  ASK  ISE 12:59:46.329 IV=24.9% +2.0 BXO 16 x $3.50 - $3.70 x 96 PHLX  SPREAD/CROSS/TIED  Vega=$32k FANG=152.22 Ref
  486. >>7800 FANG Oct23 27th 152.5 Calls $4.87 (CboeTheo=4.91)  BID  ISE 12:59:46.329 IV=24.1% +1.0 CBOE 50 x $4.80 - $5.00 x 11 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$149k FANG=152.22 Ref
  487. >>2948 NVDA Oct23 500 Calls $1.25 (CboeTheo=1.26)  BID  CBOE 12:59:50.781 IV=41.2% +1.1 NOM 47 x $1.25 - $1.27 x 17 C2  AUCTION  Vega=$44k NVDA=413.58 Ref
  488. SWEEP DETECTED:
    >>6338 NVDA Oct23 500 Calls $1.25 (CboeTheo=1.26)  Below Bid!  [MULTI] 12:59:50.586 IV=41.3% +1.1 ISE 5 x $1.26 - $1.27 x 22 MPRL Vega=$95k NVDA=413.62 Ref
  489. >>6275 UBER Nov23 47.5 Calls $1.91 (CboeTheo=1.91)  MID  BOX 13:00:04.268 IV=40.9% +0.6 BZX 19 x $1.90 - $1.92 x 1195 GEMX  SPREAD/FLOOR - OPENING  Vega=$43k UBER=44.67 Ref
  490. >>6275 UBER Nov23 37.5 Puts $0.62 (CboeTheo=0.62)  BID  BOX 13:00:04.268 IV=46.3% +0.4 MPRL 38 x $0.62 - $0.63 x 610 EMLD  SPREAD/FLOOR - OPENING  Vega=$25k UBER=44.67 Ref
  491. >>Market Color TEVA - Bearish flow noted in Teva (10.41 -0.29) with 4,723 puts trading, or 1.0x expected. The Put/Call Ratio is 2.07, while ATM IV is up over 1 point on the day. Earnings are expected on 11/01. (Autocolor [TEVA 10.41 -0.29 Ref, IV=31.2% +1.3] #Bearish
  492. >>Unusual Volume DD - 5x market weighted volume: 12.6k = 16.8k projected vs 3222 adv, 98% calls, 13% of OI [DD 73.52 -0.48 Ref, IV=20.5% +1.5]
  493. SWEEP DETECTED:
    >>Bullish Delta Impact 1864 PTCT Nov23 25.0 Puts $1.601 (CboeTheo=1.77)  BID  [MULTI] 13:01:16.609 IV=46.3% -12.3 BZX 21 x $1.55 - $1.85 x 36 GEMX  OPENING 
    Delta=-45%, EST. IMPACT = 83k Shares ($2.08m) To Buy PTCT=25.04 Ref
  494. >>1605 VIX Dec23 20th 16.0 Puts $1.36 (CboeTheo=1.38)  BID  CBOE 13:04:27.547 IV=64.7% -1.1 CBOE 3686 x $1.36 - $1.40 x 11k CBOE Vega=$4949 VIX=17.77 Fwd
  495. >>1336 VIX Dec23 20th 16.0 Puts $1.36 (CboeTheo=1.38)  BID  CBOE 13:04:27.547 IV=64.7% -1.1 CBOE 3686 x $1.36 - $1.40 x 11k CBOE Vega=$4120 VIX=17.77 Fwd
  496. >>1000 VIX Dec23 20th 16.0 Puts $1.36 (CboeTheo=1.38)  BID  CBOE 13:04:27.547 IV=64.7% -1.1 CBOE 2686 x $1.36 - $1.40 x 11k CBOE Vega=$3084 VIX=17.77 Fwd
  497. SPLIT TICKET:
    >>6627 VIX Dec23 20th 16.0 Puts $1.36 (CboeTheo=1.38)  BID  [CBOE] 13:04:27.547 IV=64.7% -1.1 CBOE 3686 x $1.36 - $1.40 x 11k CBOE Vega=$20k VIX=17.77 Fwd
  498. >>Unusual Volume WM - 3x market weighted volume: 6385 = 8421 projected vs 2806 adv, 63% puts, 12% of OI [WM 158.38 -1.67 Ref, IV=15.0% +1.3]
  499. SPLIT TICKET:
    >>1500 VIX Dec23 20th 16.0 Calls $3.10 (CboeTheo=3.12)  BID  [CBOE] 13:05:06.448 IV=64.3% -1.5 CBOE 235 x $3.10 - $3.20 x 20k CBOE Vega=$4623 VIX=17.78 Fwd
  500. >>2120 FYBR Dec25 7.5 Puts $1.25 (CboeTheo=1.17)  ASK  CBOE 13:09:42.503 IV=71.8% +9.8 BXO 11 x $1.10 - $1.25 x 11 BXO  FLOOR - OPENING  Vega=$8424 FYBR=15.88 Ref
  501. SPLIT TICKET:
    >>2650 FYBR Dec25 7.5 Puts $1.25 (CboeTheo=1.17)  ASK  [CBOE] 13:09:42.402 IV=71.8% +9.8 BXO 11 x $1.10 - $1.25 x 11 BXO  FLOOR - OPENING  Vega=$11k FYBR=15.88 Ref
  502. >>2000 WMT Oct23 150 Calls $13.57 (CboeTheo=13.59)  MID  AMEX 13:13:39.213 IV=20.1% -0.3 MPRL 26 x $13.50 - $13.65 x 12 EDGX  SPREAD/CROSS - OPENING  Vega=$12k WMT=162.64 Ref
  503. >>2000 WMT Oct23 150 Puts $0.27 (CboeTheo=0.28)  BID  AMEX 13:13:39.213 IV=20.3% -0.0 BOX 132 x $0.27 - $0.28 x 1 GEMX  SPREAD/CROSS  Vega=$12k WMT=162.64 Ref
  504. SWEEP DETECTED:
    >>3624 VALE Nov23 13.0 Calls $1.22 (CboeTheo=1.23)  BID  [MULTI] 13:13:45.365 IV=33.4% -0.8 ARCA 751 x $1.22 - $1.25 x 13 GEMX  ISO - OPENING  Vega=$6755 VALE=13.76 Ref
  505. >>5000 VIX Nov23 15th 15.0 Puts $0.66 (CboeTheo=0.66)  MID  CBOE 13:13:47.900 IV=64.1% -0.9 CBOE 28k x $0.64 - $0.68 x 2497 CBOE  AUCTION  Vega=$10k VIX=17.45 Fwd
  506. >>2500 VALE Nov23 13.0 Calls $1.21 (CboeTheo=1.22)  BID  ARCA 13:14:14.117 IV=32.8% -1.4 ARCA 2500 x $1.21 - $1.26 x 1610 ARCA  ISO - OPENING  Vega=$4643 VALE=13.76 Ref
  507. SWEEP DETECTED:
    >>2672 VALE Nov23 13.0 Calls $1.21 (CboeTheo=1.22)  BID  [MULTI] 13:14:14.117 IV=32.8% -1.4 ARCA 2500 x $1.21 - $1.26 x 1610 ARCA  ISO - OPENING  Vega=$4962 VALE=13.76 Ref
  508. >>Market Color MPC - Bullish option flow detected in Marathon Petroleum (155.60 +2.93) with 5,302 calls trading (1.6x expected) and implied vol increasing almost 2 points to 27.70%. . The Put/Call Ratio is 0.61. Earnings are expected on 10/30. (Autocolor [MPC 155.60 +2.93 Ref, IV=27.7% +1.6] #Bullish
  509. >>2000 VALE Nov23 13.0 Calls $1.21 (CboeTheo=1.23)  BID  ARCA 13:15:12.581 IV=32.8% -1.4 ARCA 2020 x $1.21 - $1.25 x 119 PHLX  ISO  Vega=$3714 VALE=13.76 Ref
  510. SWEEP DETECTED:
    >>2999 VALE Nov23 13.0 Calls $1.208 (CboeTheo=1.23)  Below Bid!  [MULTI] 13:15:12.581 IV=32.8% -1.4 ARCA 2020 x $1.21 - $1.25 x 119 PHLX  ISO - OPENING  Vega=$5569 VALE=13.76 Ref
  511. >>2000 WMT Oct23 150 Calls $13.63 (CboeTheo=13.64)  ASK  AMEX 13:15:27.440 IV=20.3% -0.0 MPRL 26 x $13.50 - $13.70 x 16 MPRL  SPREAD/CROSS - OPENING  Vega=$12k WMT=162.69 Ref
  512. >>2000 WMT Oct23 150 Puts $0.27 (CboeTheo=0.27)  BID  AMEX 13:15:27.440 IV=20.4% +0.0 EMLD 128 x $0.27 - $0.28 x 156 EMLD  SPREAD/CROSS  Vega=$12k WMT=162.69 Ref
  513. SWEEP DETECTED:
    >>2832 DD Oct23 78.0 Calls $0.25 (CboeTheo=0.30)  BID  [MULTI] 13:15:33.279 IV=17.5% -0.1 MIAX 102 x $0.25 - $0.35 x 30 PHLX  OPENING  Vega=$14k DD=73.55 Ref
  514. >>9162 DD Oct23 78.0 Calls $0.25 (CboeTheo=0.30)  BID  BOX 13:16:16.057 IV=17.4% -0.2 PHLX 412 x $0.20 - $0.40 x 108 MRX  FLOOR - OPENING  Vega=$44k DD=73.53 Ref
  515. >>13743 DD Oct23 78.0 Calls $0.20 (CboeTheo=0.30)  BID  BOX 13:16:16.057 IV=16.3% -1.3 PHLX 412 x $0.20 - $0.40 x 108 MRX  FLOOR - OPENING  Vega=$60k DD=73.53 Ref
  516. SPLIT TICKET:
    >>22905 DD Oct23 78.0 Calls $0.22 (CboeTheo=0.30)  BID  [BOX] 13:16:16.057 IV=17.4% -0.2 PHLX 412 x $0.20 - $0.40 x 108 MRX  FLOOR - OPENING  Vega=$109k DD=73.53 Ref
  517. >>30000 AAL Jul25 5.0 Puts $0.37 (CboeTheo=0.40)  BID  AMEX 13:16:53.670 IV=65.6% +3.9 EDGX 183 x $0.33 - $0.48 x 130 PHLX  FLOOR  Vega=$57k AAL=13.21 Ref
  518. >>4000 VALE Nov23 13.0 Calls $1.20 (CboeTheo=1.22)  BID  CBOE 13:17:55.087 IV=32.7% -1.6 ARCA 3508 x $1.20 - $1.25 x 1597 ARCA  FLOOR - OPENING  Vega=$7435 VALE=13.74 Ref
  519. SPLIT TICKET:
    >>5000 VALE Nov23 13.0 Calls $1.20 (CboeTheo=1.22)  BID  [CBOE] 13:17:55.087 IV=32.7% -1.6 ARCA 3508 x $1.20 - $1.25 x 1597 ARCA  FLOOR - OPENING  Vega=$9294 VALE=13.74 Ref
  520. SWEEP DETECTED:
    >>Bullish Delta Impact 651 MT Jan24 30.0 Puts $5.10 (CboeTheo=5.13)  BID  [MULTI] 13:18:26.662 IV=26.9% -1.3 ARCA 5 x $5.10 - $5.20 x 562 ARCA
    Delta=-88%, EST. IMPACT = 58k Shares ($1.44m) To Buy MT=25.02 Ref
  521. TRADE CXLD:
    >>2000 WMT Oct23 150 Puts $0.27 (CboeTheo=0.27)  BID  AMEX 13:15:27.440 IV=20.4% +0.0 EMLD 128 x $0.27 - $0.28 x 156 EMLD  SPREAD/CROSS  Vega=$12k WMT=162.69 Ref
  522. TRADE CXLD:
    >>2000 WMT Oct23 150 Calls $13.63 (CboeTheo=13.64)  ASK  AMEX 13:15:27.440 IV=20.3% -0.0 MPRL 26 x $13.50 - $13.70 x 16 MPRL  SPREAD/CROSS - OPENING  Vega=$12k WMT=162.69 Ref
  523. >>5000 WOLF Jan25 20.0 Puts $2.15 (CboeTheo=2.12)  ASK  BOX 13:20:03.717 IV=69.1% +1.1 BOX 55 x $2.05 - $2.20 x 108 PHLX  CROSS - OPENING   52WeekLow  Vega=$39k WOLF=37.36 Ref
  524. SWEEP DETECTED:
    >>3249 RIVN Nov23 20.0 Calls $3.60 (CboeTheo=3.62)  BID  [MULTI] 13:20:47.922 IV=69.8% +0.3 CBOE 1061 x $3.60 - $3.70 x 813 EDGX  OPENING  Vega=$9864 RIVN=22.09 Ref
  525. SWEEP DETECTED:
    >>2000 KVUE Sep23 22nd 21.0 Puts $0.05 (CboeTheo=0.07)  BID  [MULTI] 13:23:36.744 IV=28.8% +1.0 EMLD 356 x $0.05 - $0.10 x 3208 CBOE  ISO  Vega=$751 KVUE=21.23 Ref
  526. >>3000 VFS Oct23 15.0 Puts $1.55 (CboeTheo=1.47)  ASK  AMEX 13:25:46.469 IV=98.5% +0.4 PHLX 517 x $1.35 - $1.55 x 27 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$5032 VFS=15.87 Ref
  527. >>3000 VFS Oct23 10.0 Puts $0.10 (CboeTheo=0.17)  Below Bid!  AMEX 13:25:46.469 IV=99.4% -26.8 ARCA 7 x $0.15 - $0.20 x 99 ISE  SPREAD/FLOOR   Post-Earnings  Vega=$1349 VFS=15.87 Ref
  528. >>13027 COP Oct23 135 Calls $0.13 (CboeTheo=0.14)  BID  PHLX 13:29:13.003 IV=23.3% -0.2 MPRL 68 x $0.13 - $0.15 x 88 MPRL  FLOOR - OPENING  Vega=$42k COP=120.27 Ref
  529. >>Market Color WDAY - Bearish flow noted in Workday (232.36 -5.44) with 3,370 puts trading, or 1.4x expected. The Put/Call Ratio is 1.84, while ATM IV is up over 2 points on the day. Earnings are expected on 11/28. (Autocolor () [WDAY 232.36 -5.44 Ref, IV=28.9% +2.1] #Bearish
  530. >>2000 AMZN Oct23 132 Calls $3.97 (CboeTheo=3.98)  MID  AMEX 13:30:20.901 IV=28.8% +0.8 CBOE 172 x $3.95 - $4.00 x 969 CBOE  SPREAD/CROSS - OPENING  Vega=$29k AMZN=130.79 Ref
  531. >>2000 AMZN Oct23 132 Puts $4.62 (CboeTheo=4.62)  MID  AMEX 13:30:20.901 IV=28.8% +0.7 NOM 58 x $4.60 - $4.65 x 696 MIAX  SPREAD/CROSS - OPENING  Vega=$29k AMZN=130.79 Ref
  532. >>3000 WOLF Nov23 40.0 Puts $5.13 (CboeTheo=5.22)  BID  AMEX 13:30:32.630 IV=62.9% +1.1 PHLX 672 x $5.10 - $5.30 x 390 PHLX  SPREAD/CROSS   52WeekLow  Vega=$17k WOLF=37.34 Ref
  533. >>4000 WOLF Nov23 35.0 Puts $2.65 (CboeTheo=2.60)  ASK  AMEX 13:30:32.630 IV=67.1% +2.8 PHLX 30 x $2.55 - $2.65 x 211 PHLX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$22k WOLF=37.34 Ref
  534. SWEEP DETECTED:
    >>Bearish Delta Impact 600 IRDM Nov23 45.0 Puts $1.50 (CboeTheo=1.47)  ASK  [MULTI] 13:30:41.878 IV=36.8% +1.2 GEMX 59 x $1.40 - $1.50 x 94 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 19k Shares ($892k) To Sell IRDM=47.56 Ref
  535. >>2000 BROS Jan24 22.5 Puts $1.95 (CboeTheo=2.00)  BID  BOX 13:30:58.759 IV=51.2% +0.5 ARCA 28 x $1.95 - $2.05 x 148 PHLX  CROSS - OPENING   52WeekLow  Vega=$10k BROS=24.20 Ref
  536. SWEEP DETECTED:
    >>2027 BA Oct23 230 Calls $0.37 (CboeTheo=0.40)  ASK  [MULTI] 13:36:10.512 IV=27.3% +0.4 AMEX 405 x $0.36 - $0.37 x 10 CBOE Vega=$14k BA=202.10 Ref
  537. >>3000 WMT Oct23 150 Calls $13.71 (CboeTheo=13.73)  ASK  AMEX 13:36:47.718 IV=19.9% -0.4 CBOE 45 x $13.55 - $13.80 x 5 BXO  SPREAD/CROSS - OPENING  Vega=$17k WMT=162.81 Ref
  538. >>3000 WMT Oct23 150 Puts $0.25 (CboeTheo=0.26)  BID  AMEX 13:36:47.718 IV=20.1% -0.2 MPRL 278 x $0.25 - $0.27 x 489 EMLD  SPREAD/CROSS  Vega=$18k WMT=162.81 Ref
  539. >>1000 VIX Oct23 18th 15.0 Puts $0.56 (CboeTheo=0.55)  ASK  CBOE 13:36:49.881 IV=70.6% -1.5 CBOE 9052 x $0.54 - $0.56 x 804 CBOE Vega=$1469 VIX=16.63 Fwd
  540. SWEEP DETECTED:
    >>2411 TEVA Nov23 11.0 Calls $0.44 (CboeTheo=0.44)  BID  [MULTI] 13:38:09.078 IV=37.6% +0.0 EMLD 332 x $0.44 - $0.45 x 58 MPRL  ISO - OPENING  Vega=$3911 TEVA=10.46 Ref
  541. >>17588 TEVA Nov23 11.0 Calls $0.43 (CboeTheo=0.43)  MID  MIAX 13:38:23.901 IV=37.5% -0.1 PHLX 289 x $0.42 - $0.44 x 352 C2  AUCTION - OPENING  Vega=$28k TEVA=10.45 Ref
  542. >>1465 SPXW Sep23 28th 4075 Puts $1.25 (CboeTheo=1.29)  BID  CBOE 13:40:02.639 IV=24.8% -0.5 CBOE 248 x $1.25 - $1.30 x 143 CBOE  FLOOR - OPENING  Vega=$51k SPX=4365.74 Fwd
  543. SPLIT TICKET:
    >>3965 SPXW Sep23 28th 4075 Puts $1.25 (CboeTheo=1.29)  BID  [CBOE] 13:40:02.638 IV=24.8% -0.5 CBOE 248 x $1.25 - $1.30 x 143 CBOE  FLOOR - OPENING  Vega=$138k SPX=4365.74 Fwd
  544. SWEEP DETECTED:
    >>2556 BABA Oct23 105 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 13:40:25.503 IV=38.0% +0.2 MPRL 86 x $0.09 - $0.11 x 44 MPRL Vega=$4017 BABA=84.52 Ref
  545. >>15000 CHPT Oct23 7.0 Calls $0.05 (CboeTheo=0.04)  ASK  PHLX 13:41:07.604 IV=85.7% +8.4 EMLD 146 x $0.04 - $0.05 x 997 EMLD  SPREAD/CROSS/TIED   52WeekLow  Vega=$3678 CHPT=5.04 Ref
  546. >>15000 CHPT Oct23 7.0 Puts $2.07 (CboeTheo=2.07)  ASK  PHLX 13:41:07.604 IV=84.4% +7.1 PHLX 20 x $2.04 - $2.08 x 1 ARCA  SPREAD/CROSS/TIED   52WeekLow  Vega=$3537 CHPT=5.04 Ref
  547. SPLIT TICKET:
    >>1000 VIX Oct23 18th 16.0 Puts $1.10 (CboeTheo=1.10)  BID  [CBOE] 13:42:26.081 IV=78.1% -0.2 CBOE 500 x $1.10 - $1.12 x 23k CBOE Vega=$1721 VIX=16.58 Fwd
  548. SWEEP DETECTED:
    >>Bullish Delta Impact 565 CMLS Oct23 5.0 Puts $0.301 (CboeTheo=0.31)  BID  [MULTI] 13:42:42.002 IV=26.4% -25.5 BOX 121 x $0.30 - $1.05 x 101 AMEX  ISO 
    Delta=-76%, EST. IMPACT = 43k Shares ($202k) To Buy CMLS=4.74 Ref
  549. SWEEP DETECTED:
    >>Bullish Delta Impact 847 CMLS Oct23 5.0 Puts $0.185 (CboeTheo=0.43)  Below Bid!  [MULTI] 13:42:45.003 IV=27.3% -24.6 NOM 156 x $0.30 - $1.05 x 70 BOX  ISO 
    Delta=-74%, EST. IMPACT = 63k Shares ($298k) To Buy CMLS=4.74 Ref
  550. SWEEP DETECTED:
    >>5500 AAL Jan24 12.0 Puts $0.55 (CboeTheo=0.55)  BID  [MULTI] 13:44:18.847 IV=38.9% +1.2 EMLD 1258 x $0.55 - $0.56 x 216 GEMX  ISO  Vega=$14k AAL=13.20 Ref
  551. >>Market Color MTCH - Bullish option flow detected in Match Group (41.25 -0.33) with 3,270 calls trading (1.1x expected) and implied vol increasing almost 2 points to 36.93%. . The Put/Call Ratio is 0.50. Earnings are expected on 10/31. (Autocolor  [MTCH 41.25 -0.33 Ref, IV=36.9% +1.5] #Bullish
  552. >>2425 AMZN Sep23 22nd 135 Calls $0.10 (CboeTheo=0.10)  BID  PHLX 13:47:07.808 IV=38.9% +7.5 BZX 42 x $0.10 - $0.11 x 573 NOM  AUCTION  Vega=$2663 AMZN=130.93 Ref
  553. >>2424 AMZN Sep23 22nd 135 Calls $0.10 (CboeTheo=0.10)  BID  PHLX 13:47:07.808 IV=38.9% +7.5 BZX 42 x $0.10 - $0.11 x 573 NOM  AUCTION  Vega=$2662 AMZN=130.93 Ref
  554. SWEEP DETECTED:
    >>10000 AMZN Sep23 22nd 135 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 13:47:07.609 IV=39.1% +7.7 MPRL 5 x $0.09 - $0.10 x 922 C2  OPENING  Vega=$11k AMZN=130.90 Ref
  555. SWEEP DETECTED:
    >>2867 AMD Oct23 130 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 13:47:52.473 IV=46.1% +2.4 C2 663 x $0.07 - $0.08 x 1285 C2  ISO  Vega=$3359 AMD=97.17 Ref
  556. SWEEP DETECTED:
    >>2181 META Oct23 345 Calls $0.951 (CboeTheo=0.97)  Below Bid!  [MULTI] 13:48:00.832 IV=33.1% +1.0 BZX 41 x $0.96 - $0.98 x 50 MPRL Vega=$28k META=299.71 Ref
  557. SWEEP DETECTED:
    >>2995 AMD Oct23 130 Calls $0.06 (CboeTheo=0.07)  BID  [MULTI] 13:48:02.856 IV=45.1% +1.3 GEMX 553 x $0.06 - $0.07 x 78 C2  ISO  Vega=$3180 AMD=97.25 Ref
  558. SWEEP DETECTED:
    >>3073 AMD Oct23 130 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 13:48:15.480 IV=44.1% +0.3 EMLD 302 x $0.05 - $0.06 x 78 C2  ISO  Vega=$2896 AMD=97.22 Ref
  559. >>5000 BAC Nov23 30.0 Puts $2.07 (CboeTheo=2.08)  BID  AMEX 13:49:27.511 IV=23.1% +0.3 BXO 39 x $2.07 - $2.10 x 1836 EMLD  SPREAD/CROSS  Vega=$18k BAC=28.18 Ref
  560. >>5000 BAC Nov23 30.0 Calls $0.46 (CboeTheo=0.47)  BID  AMEX 13:49:27.511 IV=23.2% +0.4 C2 3318 x $0.46 - $0.47 x 130 C2  SPREAD/CROSS  Vega=$19k BAC=28.18 Ref
  561. >>Unusual Volume SNDX - 3x market weighted volume: 9997 = 12.0k projected vs 3539 adv, 100% calls, 17% of OI [SNDX 16.23 -0.09 Ref, IV=177.0% +5.0]
  562. SPLIT TICKET:
    >>1000 VIX Dec23 20th 35.0 Calls $0.58 (CboeTheo=0.56)  ASK  [CBOE] 13:49:43.844 IV=107.1% -1.9 CBOE 12k x $0.55 - $0.58 x 3618 CBOE Vega=$2031 VIX=17.57 Fwd
  563. >>32491 NKLA Sep23 22nd 2.5 Puts $1.18 (CboeTheo=1.19)  MID  AMEX 13:50:47.638 C2 1007 x $1.17 - $1.20 x 3 MPRL  SPREAD/FLOOR   SSR  Vega=$0 NKLA=1.31 Ref
  564. >>32491 NKLA Sep23 29th 1.5 Puts $0.28 (CboeTheo=0.27)  ASK  AMEX 13:50:47.639 IV=199.7% +12.9 EMLD 1030 x $0.26 - $0.28 x 799 C2  SPREAD/FLOOR   SSR  Vega=$2401 NKLA=1.31 Ref
  565. >>4000 BAC Jan26 20.0 Puts $1.29 (CboeTheo=1.32)  BID  PHLX 13:50:49.179 IV=32.7% +0.5 ARCA 71 x $1.28 - $1.36 x 34 BXO  SPREAD/FLOOR - OPENING  Vega=$38k BAC=28.18 Ref
  566. >>4000 BAC Nov23 26.0 Puts $0.39 (CboeTheo=0.38)  Above Ask!  PHLX 13:50:49.179 IV=29.0% +1.0 C2 1977 x $0.37 - $0.38 x 3441 EMLD  SPREAD/FLOOR  Vega=$13k BAC=28.18 Ref
  567. >>2000 LYB Jun24 85.0 Puts $4.60 (CboeTheo=4.77)  BID  BOX 13:51:36.269 IV=29.8% -0.5 CBOE 76 x $4.60 - $4.90 x 10 BXO  SPREAD/FLOOR - OPENING  Vega=$53k LYB=95.97 Ref
  568. >>2000 LYB Jun24 115 Calls $2.58 (CboeTheo=2.54)  ASK  BOX 13:51:36.269 IV=25.0% +0.8 CBOE 23 x $2.45 - $2.65 x 84 PHLX  SPREAD/FLOOR - OPENING  Vega=$51k LYB=95.97 Ref
  569. SPLIT TICKET:
    >>1109 SPXW Sep23 29th 4360 Puts $33.53 (CboeTheo=34.02)  Below Bid!  [CBOE] 13:56:14.624 IV=13.8% -0.5 CBOE 52 x $34.00 - $34.40 x 41 CBOE  LATE  Vega=$287k SPX=4364.37 Fwd
  570. >>2500 NIO Nov23 9.0 Puts $1.12 (CboeTheo=1.12)  MID  BOX 13:57:00.013 IV=66.0% +1.1 EMLD 1447 x $1.11 - $1.13 x 54 EMLD  CROSS  Vega=$3357 NIO=8.54 Ref
  571. >>2500 VNO Dec23 22.5 Puts $2.10 (CboeTheo=2.08)  ASK  ARCA 13:57:04.490 IV=58.2% +5.1 PHLX 411 x $1.90 - $2.20 x 147 PHLX  CROSS - OPENING  Vega=$11k VNO=23.23 Ref
  572. >>10000 DIS Oct23 70.0 Puts $0.07 (CboeTheo=0.07)  BID  BOX 13:58:02.706 IV=32.7% +1.5 EMLD 480 x $0.07 - $0.08 x 667 EMLD  SPREAD/CROSS  Vega=$14k DIS=83.33 Ref
  573. >>10000 DIS Oct23 70.0 Calls $13.65 (CboeTheo=13.74)  BID  BOX 13:58:02.706 BOX 53 x $13.65 - $13.75 x 10 MIAX  SPREAD/CROSS  Vega=$0 DIS=83.33 Ref
  574. SPLIT TICKET:
    >>1200 VIX Nov23 15th 30.0 Calls $0.52 (CboeTheo=0.51)  ASK  [CBOE] 13:59:52.019 IV=115.1% -1.6 CBOE 19k x $0.49 - $0.52 x 350 CBOE Vega=$1930 VIX=17.32 Fwd
  575. >>Market Color APO - Bearish flow noted in Apollo Global (91.64 -0.38) with 3,391 puts trading, or 4x expected. The Put/Call Ratio is 3.83, while ATM IV is up over 1 point on the day. Earnings are expected on 11/01. (Autocolor ([APO 91.64 -0.38 Ref, IV=26.3% +1.2] #Bearish
  576. SPLIT TICKET:
    >>1326 SPXW Oct23 5th 4475 Calls $7.46 (CboeTheo=7.50)  BID  [CBOE] 14:00:10.961 IV=11.6% -0.1 CBOE 82 x $7.40 - $7.60 x 41 CBOE  LATE  Vega=$274k SPX=4368.89 Fwd
  577. >>1118 VIX Oct23 18th 30.0 Calls $0.25 (CboeTheo=0.26)  BID  CBOE 14:00:16.925 IV=143.7% -0.3 CBOE 1041 x $0.25 - $0.27 x 1608 CBOE Vega=$865 VIX=16.73 Fwd
  578. SPLIT TICKET:
    >>3000 VIX Oct23 18th 30.0 Calls $0.25 (CboeTheo=0.26)  BID  [CBOE] 14:00:16.925 IV=143.7% -0.3 CBOE 1041 x $0.25 - $0.27 x 1608 CBOE Vega=$2320 VIX=16.73 Fwd
  579. >>2500 SE Jan25 50.0 Calls $6.55 (CboeTheo=6.52)  ASK  AMEX 14:02:21.119 IV=60.5% +1.6 MPRL 37 x $6.45 - $6.60 x 65 BOX  SPREAD/CROSS  Vega=$41k SE=35.49 Ref
  580. >>2500 SE Jan25 80.0 Calls $2.35 (CboeTheo=2.38)  BID  AMEX 14:02:21.119 IV=58.6% +1.5 MPRL 17 x $2.32 - $2.44 x 82 BOX  SPREAD/CROSS  Vega=$31k SE=35.49 Ref
  581. >>3343 SNDX Oct23 22.5 Calls $1.05 (CboeTheo=1.10)  BID  CBOE 14:04:29.921 IV=154.2% +0.2 ARCA 2 x $1.05 - $1.15 x 30 PHLX  CROSS   52WeekLow  Vega=$5239 SNDX=16.11 Ref
  582. >>3000 SNDX Oct23 25.0 Calls $0.60 (CboeTheo=0.63)  BID  CBOE 14:04:29.921 IV=145.6% +9.5 MPRL 1 x $0.60 - $0.65 x 7 ARCA  CROSS   52WeekLow  Vega=$3787 SNDX=16.11 Ref
  583. >>3000 SNDX Oct23 17.5 Calls $2.73 (CboeTheo=2.63)  ASK  CBOE 14:04:29.921 IV=179.7% +6.8 ISE 6 x $2.60 - $2.75 x 14 ARCA  CROSS   52WeekLow  Vega=$5412 SNDX=16.11 Ref
  584. SWEEP DETECTED:
    >>2266 PFE Sep23 29th 33.5 Calls $0.23 (CboeTheo=0.24)  BID  [MULTI] 14:04:55.602 IV=20.5% -0.2 MRX 1154 x $0.23 - $0.24 x 424 EMLD  OPENING   52WeekLow  Vega=$4133 PFE=33.03 Ref
  585. >>2050 AAPL Jan24 180 Calls $8.20 (CboeTheo=8.26)  BID  AMEX 14:06:42.014 IV=22.4% -0.0 MIAX 638 x $8.20 - $8.30 x 928 MIAX  SPREAD/FLOOR  Vega=$82k AAPL=175.16 Ref
  586. >>2050 AAPL Jan24 180 Puts $10.35 (CboeTheo=10.34)  MID  AMEX 14:06:42.016 IV=22.5% +0.2 MIAX 158 x $10.30 - $10.40 x 686 MIAX  SPREAD/FLOOR  Vega=$80k AAPL=175.16 Ref
  587. SWEEP DETECTED:
    >>Bullish Delta Impact 500 RDW Oct23 27th 2.5 Puts $0.05 (CboeTheo=0.07)  BID  [MULTI] 14:06:44.654 IV=66.0% -16.1 PHLX 399 x $0.05 - $0.10 x 15 NOM  OPENING 
    Delta=-14%, EST. IMPACT = 6996 Shares ($22k) To Buy RDW=3.09 Ref
  588. >>1047 VIX Oct23 18th 14.0 Puts $0.20 (CboeTheo=0.22)  BID  CBOE 14:06:48.878 IV=63.1% -0.4 CBOE 249 x $0.20 - $0.23 x 22k CBOE Vega=$1010 VIX=16.73 Fwd
  589. SPLIT TICKET:
    >>1500 VIX Oct23 18th 14.0 Puts $0.20 (CboeTheo=0.22)  BID  [CBOE] 14:06:48.878 IV=63.1% -0.4 CBOE 249 x $0.20 - $0.23 x 22k CBOE Vega=$1446 VIX=16.73 Fwd
  590. SWEEP DETECTED:
    >>Bullish Delta Impact 660 RDW Oct23 27th 2.5 Puts $0.05 (CboeTheo=0.07)  BID  [MULTI] 14:07:18.654 IV=66.3% -15.7 EDGX 349 x $0.05 - $0.10 x 15 NOM  OPENING 
    Delta=-14%, EST. IMPACT = 9184 Shares ($28k) To Buy RDW=3.10 Ref
  591. SWEEP DETECTED:
    >>2500 CSCO Jan24 37.5 Puts $0.07 (CboeTheo=0.08)  BID  [MULTI] 14:07:24.132 IV=31.2% -0.9 EMLD 275 x $0.07 - $0.08 x 25 NOM  AUCTION  Vega=$3767 CSCO=53.22 Ref
  592. SWEEP DETECTED:
    >>3001 AMZN Sep23 22nd 132 Calls $0.553 (CboeTheo=0.57)  Below Bid!  [MULTI] 14:07:46.005 IV=34.9% +0.7 BZX 189 x $0.56 - $0.57 x 107 C2  OPENING  Vega=$7916 AMZN=130.91 Ref
  593. SWEEP DETECTED:
    >>Bullish Delta Impact 500 RDW Oct23 27th 2.5 Puts $0.05 (CboeTheo=0.08)  BID  [MULTI] 14:07:48.010 IV=66.3% -15.7 BOX 2842 x $0.05 - $0.10 x 15 NOM  OPENING 
    Delta=-14%, EST. IMPACT = 6957 Shares ($22k) To Buy RDW=3.10 Ref
  594. >>3030 SAVE Jan24 20.0 Calls $2.74 (CboeTheo=2.64)  ASK  AMEX 14:08:00.045 IV=108.8% +11.0 EMLD 5 x $2.55 - $2.74 x 1 NOM  SPREAD/FLOOR   ExDiv  Vega=$11k SAVE=16.25 Ref
  595. >>3030 SAVE Jan24 22.5 Calls $2.02 (CboeTheo=2.32)  BID  AMEX 14:08:00.045 IV=104.4% +7.6 NOM 1 x $1.97 - $2.68 x 798 PHLX  SPREAD/FLOOR   ExDiv  Vega=$11k SAVE=16.25 Ref
  596. SWEEP DETECTED:
    >>Bullish Delta Impact 924 EVLV Jan25 5.0 Puts $1.60 (CboeTheo=1.67)  BID  [MULTI] 14:09:31.446 IV=76.7% -4.6 MRX 121 x $1.60 - $1.75 x 215 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 29k Shares ($145k) To Buy EVLV=5.07 Ref
  597. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 AMPX Oct23 5.0 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 14:10:39.213 IV=102.0% -19.3 AMEX 721 x $0.10 - $0.15 x 295 EMLD  ISO   SSR 
    Delta=19%, EST. IMPACT = 38k Shares ($147k) To Sell AMPX=3.90 Ref
  598. SWEEP DETECTED:
    >>Bullish Delta Impact 595 HITI Apr24 2.5 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 14:13:03.434 IV=89.1% +3.6 ARCA 15 x $0.30 - $0.35 x 100 ARCA
    Delta=50%, EST. IMPACT = 30k Shares ($56k) To Buy HITI=1.91 Ref
  599. >>3906 CARR Dec23 45.0 Puts $0.72 (CboeTheo=0.73)  MID  ARCA 14:14:05.956 IV=36.0% +1.6 CBOE 133 x $0.65 - $0.80 x 418 CBOE  SPREAD/FLOOR  Vega=$23k CARR=52.97 Ref
  600. SWEEP DETECTED:
    >>Bearish Delta Impact 1422 MAXN Jan24 20.0 Puts $7.992 (CboeTheo=7.93)  ASK  [MULTI] 14:14:16.905 IV=77.7% +7.6 PHLX 254 x $7.80 - $8.00 x 168 AMEX  ISO   52WeekLow 
    Delta=-82%, EST. IMPACT = 117k Shares ($1.43m) To Sell MAXN=12.28 Ref
  601. >>Market Color SNDX - Bullish option flow detected in Syndax (16.18 -0.13) with 9,955 calls trading (9x expected) and implied vol increasing almost 8 points to 179.69%. . The Put/Call Ratio is 0.01. Earnings are expected on 11/02. (Autocolor () [SNDX 16.18 -0.13 Ref, IV=179.7% +7.7] #Bullish
  602. >>2000 GM Jun24 30.0 Puts $2.15 (CboeTheo=2.15)  MID  ISE 14:15:35.840 IV=35.8% +0.6 MPRL 2 x $2.13 - $2.17 x 2 MPRL  SPREAD/CROSS/TIED  Vega=$19k GM=33.03 Ref
  603. >>2000 MGM Nov23 40.0 Calls $1.38 (CboeTheo=1.36)  ASK  PHLX 14:15:40.838 IV=35.9% +1.3 MPRL 18 x $1.35 - $1.39 x 1479 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k MGM=37.77 Ref
  604. >>2000 MGM Nov23 37.0 Puts $1.73 (CboeTheo=1.72)  ASK  PHLX 14:15:40.838 IV=37.8% +1.1 EMLD 399 x $1.70 - $1.74 x 181 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k MGM=37.77 Ref
  605. >>2500 TSLA Jan24 458.33 Puts $200.44 (CboeTheo=200.46)  ASK  CBOE 14:15:50.276 ARCA 50 x $199.45 - $201.40 x 50 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=257.87 Ref
  606. >>2500 TSLA Jan24 450 Puts $192.11 (CboeTheo=192.13)  ASK  CBOE 14:15:50.343 BZX 50 x $191.15 - $193.00 x 50 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=257.87 Ref
  607. >>4000 ZM Jan24 125 Puts $56.33 (CboeTheo=56.38)  MID  CBOE 14:16:02.523 ARCA 50 x $56.15 - $56.50 x 5 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=68.62 Ref
  608. >>4000 ZM Jan24 130 Puts $61.33 (CboeTheo=61.38)  BID  CBOE 14:16:02.595 EDGX 5 x $61.25 - $61.45 x 5 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=68.62 Ref
  609. SPLIT TICKET:
    >>1029 SPXW Sep23 21st 4370 Calls $0.964 (CboeTheo=0.87)  Above Ask!  [CBOE] 14:16:01.362 IV=21.7% +5.2 CBOE 133 x $0.80 - $0.90 x 244 CBOE  OPENING  Vega=$14k SPX=4354.93 Fwd
  610. >>Unusual Volume CZR - 3x market weighted volume: 14.5k = 16.3k projected vs 5433 adv, 52% calls, 12% of OI [CZR 48.13 -2.04 Ref, IV=41.6% +2.8]
  611. SWEEP DETECTED:
    >>2316 TLRY Sep23 29th 3.0 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 14:19:20.263 IV=130.8% -10.2 BZX 902 x $0.03 - $0.04 x 1130 C2 Vega=$183 TLRY=2.38 Ref
  612. >>2499 ZYXI Nov23 5.0 Puts $0.10  ASK  BOX 14:19:43.048 IV=95.1% +44.7 BZX 0 x $0.00 - $0.10 x 3 BZX  FLOOR  Vega=$1023 ZYXI=8.32 Ref
  613. SPLIT TICKET:
    >>1087 SPXW Sep23 22nd 4300 Puts $1.978 (CboeTheo=1.95)  Above Ask!  [CBOE] 14:20:03.720 IV=18.1% -1.2 CBOE 17 x $1.90 - $1.95 x 143 CBOE Vega=$46k SPX=4354.71 Fwd
  614. >>2250 BAC Jan24 38.0 Puts $9.82 (CboeTheo=9.84)  MID  CBOE 14:20:36.613 BXO 21 x $9.80 - $9.85 x 26 BXO  SPREAD/LEGGED/FLOOR  Vega=$0 BAC=28.16 Ref
  615. >>3414 NFLX Sep23 29th 395 Puts $13.15 (CboeTheo=13.16)  ASK  ISE 14:21:05.195 IV=33.0% +2.3 GEMX 5 x $13.00 - $13.25 x 1 BOX  SPREAD/LEGGED  Vega=$70k NFLX=385.32 Ref
  616. >>3414 NFLX Sep23 29th 390 Puts $9.90 (CboeTheo=9.94)  MID  ISE 14:21:05.195 IV=32.9% +1.6 EMLD 10 x $9.80 - $10.00 x 2 ARCA  SPREAD/LEGGED  Vega=$76k NFLX=385.32 Ref
  617. >>3400 RBLX Oct23 25.5 Puts $1.33 (CboeTheo=1.34)  BID  PHLX 14:22:09.202 IV=46.7% +2.5 EMLD 51 x $1.33 - $1.35 x 438 C2  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$9699 RBLX=25.41 Ref
  618. >>Unusual Volume BHC - 3x market weighted volume: 36.9k = 40.7k projected vs 13.0k adv, 96% calls, 9% of OI [BHC 8.44 +0.10 Ref, IV=34.0% -1.3]
  619. SWEEP DETECTED:
    >>10000 F Sep23 22nd 12.0 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 14:25:42.984 IV=37.0% -4.4 C2 3087 x $0.03 - $0.04 x 400 EMLD Vega=$1947 F=12.19 Ref
  620. >>5000 CHPT Oct23 7.0 Calls $0.05 (CboeTheo=0.04)  ASK  PHLX 14:25:49.355 IV=85.5% +8.2 EMLD 29 x $0.04 - $0.05 x 750 EMLD  SPREAD/CROSS/TIED   52WeekLow  Vega=$1228 CHPT=5.04 Ref
  621. >>5000 CHPT Oct23 7.0 Puts $2.07 (CboeTheo=2.06)  ASK  PHLX 14:25:49.355 IV=86.7% +9.5 BOX 36 x $2.03 - $2.07 x 1 MPRL  SPREAD/CROSS/TIED   52WeekLow  Vega=$1254 CHPT=5.04 Ref
  622. >>Unusual Volume UEC - 3x market weighted volume: 22.6k = 24.8k projected vs 7475 adv, 93% puts, 15% of OI [UEC 5.08 +0.01 Ref, IV=64.2% +2.2]
  623. SWEEP DETECTED:
    >>2007 AMZN Sep23 22nd 130 Puts $0.87 (CboeTheo=0.86)  Above Ask!  [MULTI] 14:27:00.205 IV=35.5% -0.9 EMLD 136 x $0.85 - $0.86 x 27 C2  ISO  Vega=$5642 AMZN=130.28 Ref
  624. SPLIT TICKET:
    >>1700 SPXW Sep23 29th 4140 Puts $3.90 (CboeTheo=3.80)  ASK  [CBOE] 14:28:15.833 IV=22.4% +0.4 CBOE 240 x $3.70 - $3.90 x 345 CBOE  LATE  Vega=$141k SPX=4355.46 Fwd
  625. >>5000 CHPT Oct23 10.0 Puts $5.05 (CboeTheo=5.03)  MID  PHLX 14:28:44.467 IV=129.9% +17.4 BOX 25 x $5.00 - $5.10 x 56 ARCA  SPREAD/CROSS/TIED   52WeekLow  Vega=$627 CHPT=5.03 Ref
  626. >>5000 CHPT Oct23 10.0 Calls $0.01 (CboeTheo=0.01)  MID  PHLX 14:28:44.467 IV=112.2% -0.4 MPRL 0 x $0.00 - $0.02 x 15 CBOE  SPREAD/CROSS/TIED   52WeekLow  Vega=$337 CHPT=5.03 Ref
  627. >>1257 XSP Oct23 6th 439 Calls $3.29 (CboeTheo=3.29)  BID  CBOE 14:33:13.688 IV=13.5% +0.2 CBOE 60 x $3.28 - $3.33 x 60 CBOE  OPENING  Vega=$43k XSP=435.66 Fwd
  628. SWEEP DETECTED:
    >>2337 PLTR Dec23 13.0 Puts $1.06 (CboeTheo=1.06)  BID  [MULTI] 14:37:23.637 IV=63.0% +1.0 GEMX 942 x $1.06 - $1.07 x 360 BZX Vega=$5715 PLTR=14.16 Ref
  629. >>5000 INTC Oct23 36.0 Calls $0.78 (CboeTheo=0.79)  BID  PHLX 14:37:29.483 IV=32.1% +0.3 C2 1041 x $0.78 - $0.79 x 152 C2  SPREAD/CROSS/TIED  Vega=$19k INTC=34.69 Ref
  630. >>5000 CHPT Oct23 10.0 Puts $5.03 (CboeTheo=5.03)  BID  AMEX 14:39:07.028 IV=117.1% +4.6 BOX 22 x $5.00 - $5.10 x 70 ARCA  TIED/FLOOR   52WeekLow  Vega=$416 CHPT=5.04 Ref
  631. >>5000 CHPT Oct23 10.0 Calls $0.01 (CboeTheo=0.01)  MID  AMEX 14:39:07.028 IV=112.0% -0.6 MPRL 0 x $0.00 - $0.02 x 15 CBOE  TIED/FLOOR   52WeekLow  Vega=$338 CHPT=5.04 Ref
  632. >>2500 BHC Oct23 8.5 Calls $0.31 (CboeTheo=0.34)  BID  ISE 14:39:21.456 IV=23.6% -11.2 NOM 10 x $0.31 - $0.34 x 12 MIAX  COB/AUCTION  Vega=$2324 BHC=8.44 Ref
  633. >>2500 BHC Sep23 22nd 8.5 Calls $0.09 (CboeTheo=0.06)  Above Ask!  ISE 14:39:21.456 IV=63.9% +26.8 GEMX 6 x $0.05 - $0.07 x 20 EMLD  COB/AUCTION  Vega=$450 BHC=8.44 Ref
  634. SWEEP DETECTED:
    >>2873 AMZN Sep23 22nd 130 Puts $0.90 (CboeTheo=0.91)  BID  [MULTI] 14:40:19.065 IV=35.3% -1.1 BZX 180 x $0.90 - $0.92 x 135 EMLD Vega=$8072 AMZN=130.17 Ref
  635. SPLIT TICKET:
    >>2000 HAL Jan24 40.0 Puts $2.52 (CboeTheo=2.55)  BID  [CBOE] 14:40:36.892 IV=34.2% +0.5 BOX 58 x $2.52 - $2.56 x 60 EDGX  FLOOR  Vega=$18k HAL=40.77 Ref
  636. TRADE CXLD:
    >>5000 CHPT Oct23 10.0 Calls $0.01 (CboeTheo=0.01)  MID  PHLX 14:28:44.467 IV=112.2% -0.4 MPRL 0 x $0.00 - $0.02 x 15 CBOE  SPREAD/CROSS/TIED   52WeekLow  Vega=$337 CHPT=5.03 Ref
  637. TRADE CXLD:
    >>5000 CHPT Oct23 10.0 Puts $5.05 (CboeTheo=5.03)  MID  PHLX 14:28:44.467 IV=129.9% +17.4 BOX 25 x $5.00 - $5.10 x 56 ARCA  SPREAD/CROSS/TIED   52WeekLow  Vega=$627 CHPT=5.03 Ref
  638. >>2240 WW Jan24 12.5 Calls $1.25 (CboeTheo=1.25)  MID  PHLX 14:41:14.870 IV=91.3% +0.9 PHLX 175 x $1.20 - $1.30 x 1411 PHLX  SPREAD/FLOOR   SSR  Vega=$4963 WW=9.80 Ref
  639. >>2800 WW Jan24 20.0 Calls $0.30 (CboeTheo=0.33)  BID  PHLX 14:41:14.870 IV=90.9% -0.5 PHLX 100 x $0.30 - $0.35 x 267 EMLD  SPREAD/FLOOR   SSR  Vega=$3575 WW=9.80 Ref
  640. >>2800 WW Oct23 12.5 Calls $0.25 (CboeTheo=0.30)  BID  PHLX 14:41:14.870 IV=89.0% -3.8 AMEX 858 x $0.25 - $0.35 x 542 PHLX  SPREAD/FLOOR   SSR  Vega=$2200 WW=9.80 Ref
  641. >>13999 UEC Oct23 4.5 Puts $0.15 (CboeTheo=0.12)  MID  BOX 14:41:27.350 IV=69.2% +5.5 PHLX 2003 x $0.10 - $0.20 x 2650 PHLX  FLOOR - OPENING  Vega=$6165 UEC=5.08 Ref
  642. >>5999 UEC Oct23 4.5 Puts $0.20 (CboeTheo=0.12)  ASK  BOX 14:41:27.350 IV=80.2% +16.6 PHLX 2003 x $0.10 - $0.20 x 2650 PHLX  FLOOR - OPENING  Vega=$2772 UEC=5.08 Ref
  643. SWEEP DETECTED:
    >>Bearish Delta Impact 20000 UEC Oct23 4.5 Puts $0.165 (CboeTheo=0.12)  Above Ask!  [MULTI] 14:41:27.342 IV=69.2% +5.5 PHLX 1619 x $0.10 - $0.15 x 2 ARCA  ISO - OPENING 
    Delta=-24%, EST. IMPACT = 470k Shares ($2.39m) To Sell UEC=5.08 Ref
  644. SWEEP DETECTED:
    >>6100 CGC Oct23 1.0 Puts $0.34 (CboeTheo=0.34)  BID  [MULTI] 14:41:55.898 IV=198.5% +5.2 ARCA 1871 x $0.34 - $0.35 x 1455 BZX  SSR  Vega=$500 CGC=0.78 Ref
  645. >>2000 GOOG Oct23 105 Calls $27.84 (CboeTheo=27.81)  BID  AMEX 14:42:02.671 IV=42.0% +1.8 BOX 60 x $27.15 - $29.55 x 10 ISE  SPREAD/CROSS  Vega=$3841 GOOG=132.24 Ref
  646. >>2000 GOOG Oct23 105 Puts $0.09 (CboeTheo=0.10)  BID  AMEX 14:42:02.671 IV=40.1% +0.0 EMLD 553 x $0.09 - $0.10 x 536 EMLD  SPREAD/CROSS  Vega=$3199 GOOG=132.24 Ref
  647. SPLIT TICKET:
    >>1010 SPXW Sep23 21st 4355 Calls $3.40 (CboeTheo=3.47)  BID  [CBOE] 14:43:15.781 IV=21.9% +4.2 CBOE 1010 x $3.40 - $3.50 x 55 CBOE  OPENING  Vega=$21k SPX=4352.35 Fwd
  648. >>2000 GOOG Oct23 105 Calls $27.82 (CboeTheo=27.78)  BID  CBOE 14:43:42.351 IV=42.5% +2.4 BOX 60 x $27.65 - $29.60 x 10 ISE  TIED/FLOOR  Vega=$4036 GOOG=132.21 Ref
  649. >>2000 GOOG Oct23 105 Puts $0.10 (CboeTheo=0.10)  ASK  CBOE 14:43:42.451 IV=40.7% +0.6 EMLD 379 x $0.09 - $0.10 x 332 EMLD  TIED/FLOOR  Vega=$3416 GOOG=132.21 Ref
  650. SPLIT TICKET:
    >>2000 SPXW Sep23 25th 4225 Puts $1.17 (CboeTheo=1.07)  Above Ask!  [CBOE] 14:44:36.459 IV=16.2% -1.0 CBOE 162 x $1.05 - $1.10 x 114 CBOE  LATE - OPENING  Vega=$85k SPX=4353.43 Fwd
  651. SPLIT TICKET:
    >>2000 SPXW Oct23 6th 3650 Puts $0.97 (CboeTheo=0.95)  ASK  [CBOE] 14:44:36.459 IV=37.5% +0.1 CBOE 1401 x $0.90 - $1.00 x 262 CBOE  LATE  Vega=$45k SPX=4359.90 Fwd
  652. >>Market Color EBAY - Bullish option flow detected in EBay (44.70 +1.02) with 12,440 calls trading (3x expected) and implied vol increasing almost 4 points to 26.72%. . The Put/Call Ratio is 0.38. Earnings are expected on 10/25. (Autocolor [EBAY 44.70 +1.02 Ref, IV=26.7% +3.7] #Bullish
  653. >>2000 TSM Jun24 65.0 Puts $1.63 (CboeTheo=1.64)  BID  PHLX 14:46:44.332 IV=33.9% -0.6 PHLX 154 x $1.61 - $1.67 x 69 NOM  SPREAD/FLOOR  Vega=$29k TSM=85.66 Ref
  654. SWEEP DETECTED:
    >>3928 F Sep23 22nd 12.5 Puts $0.30 (CboeTheo=0.31)  BID  [MULTI] 14:46:50.564 IV=38.3% -1.8 MPRL 371 x $0.30 - $0.31 x 770 EMLD Vega=$571 F=12.21 Ref
  655. >>2124 AMZN Sep23 22nd 130 Puts $0.90 (CboeTheo=0.89)  MID  BZX 14:48:50.643 IV=35.5% -1.0 MPRL 45 x $0.89 - $0.91 x 114 MPRL Vega=$5951 AMZN=130.18 Ref
  656. SWEEP DETECTED:
    >>2126 AMZN Sep23 22nd 130 Puts $0.90 (CboeTheo=0.89)  ASK  [MULTI] 14:48:50.643 IV=35.5% -0.9 MPRL 45 x $0.89 - $0.90 x 2124 BZX Vega=$5956 AMZN=130.18 Ref
  657. >>2028 TSLA Jan25 30.0 Calls $230.08 (CboeTheo=230.52)  BID  CBOE 14:48:55.307 NOM 95 x $227.55 - $234.25 x 50 BZX  COB/TIED  Vega=$0 TSLA=257.12 Ref
  658. >>2028 TSLA Jan25 30.0 Puts $0.31 (CboeTheo=0.30)  MID  CBOE 14:48:55.307 IV=85.6% -0.6 CBOE 486 x $0.27 - $0.34 x 421 EDGX  COB/TIED  Vega=$5620 TSLA=257.12 Ref
  659. >>Unusual Volume FHN - 3x market weighted volume: 5047 = 5256 projected vs 1730 adv, 69% puts, 5% of OI [FHN 11.18 -0.06 Ref, IV=41.5% +1.4]
  660. SWEEP DETECTED:
    >>Bullish Delta Impact 1880 GLW Sep23 22nd 31.0 Calls $0.30 (CboeTheo=0.26)  ASK  [MULTI] 14:51:00.107 IV=32.0% +9.5 C2 336 x $0.20 - $0.30 x 334 PHLX  OPENING 
    Delta=62%, EST. IMPACT = 116k Shares ($3.60m) To Buy GLW=31.12 Ref
  661. >>2401 TOST Sep23 29th 19.5 Puts $1.07 (CboeTheo=1.07)  MID  MIAX 14:52:40.520 IV=49.5% +2.2 C2 325 x $1.05 - $1.10 x 317 C2  COB  Vega=$2259 TOST=18.63 Ref
  662. >>2401 TOST Sep23 29th 18.5 Puts $0.49 (CboeTheo=0.47)  ASK  MIAX 14:52:40.520 IV=52.0% +2.5 EMLD 265 x $0.45 - $0.50 x 693 AMEX  COB - OPENING  Vega=$2623 TOST=18.63 Ref
  663. >>2633 AAPL Sep23 22nd 180 Calls $0.04 (CboeTheo=0.04)  ASK  BOX 14:52:47.344 IV=30.5% +5.3 BXO 40 x $0.03 - $0.04 x 2703 CBOE  FLOOR  Vega=$2046 AAPL=174.66 Ref
  664. SPLIT TICKET:
    >>3485 AAPL Sep23 22nd 180 Calls $0.04 (CboeTheo=0.04)  ASK  [BOX] 14:52:47.344 IV=30.5% +5.3 BXO 40 x $0.03 - $0.04 x 2703 CBOE  FLOOR  Vega=$2709 AAPL=174.66 Ref
  665. >>2000 JKS Sep23 29th 25.0 Puts $0.24 (CboeTheo=0.20)  ASK  ARCA 14:54:34.724 IV=60.7% -1.6 C2 350 x $0.15 - $0.25 x 147 GEMX  CROSS - OPENING   52WeekLow  Vega=$2091 JKS=27.05 Ref
  666. >>2000 M Jan24 20.0 Puts $9.00 (CboeTheo=9.04)  BID  PHLX 14:57:16.081 BOX 8 x $9.00 - $9.10 x 81 ARCA  FLOOR  Vega=$0 M=10.96 Ref
  667. SWEEP DETECTED:
    >>3501 CHPT Oct23 5.0 Calls $0.43 (CboeTheo=0.41)  ASK  [MULTI] 14:58:59.435 IV=80.3% +13.5 BOX 26 x $0.40 - $0.43 x 602 CBOE  ISO - OPENING   52WeekLow  Vega=$1938 CHPT=5.03 Ref
  668. >>13735 TSLA Sep23 22nd 282.5 Calls $0.03 (CboeTheo=0.02)  ASK  ISE 14:59:22.458 IV=73.6% +19.1 C2 344 x $0.02 - $0.03 x 487 C2  AUCTION  Vega=$4789 TSLA=256.97 Ref
  669. >>5180 AAPL Oct23 195 Puts $20.20 (CboeTheo=20.34)  BID  BOX 14:59:34.380 AMEX 10 x $20.20 - $20.45 x 10 AMEX  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=174.66 Ref
  670. >>5620 AAPL Sep23 22nd 190 Puts $15.45 (CboeTheo=15.35)  ASK  BOX 14:59:34.380 IV=87.1% +43.8 AMEX 10 x $15.20 - $15.45 x 10 AMEX  SPREAD/FLOOR - OPENING  Vega=$4401 AAPL=174.66 Ref
  671. >>5620 AAPL Sep23 22nd 182.5 Puts $7.70 (CboeTheo=7.85)  BID  BOX 14:59:34.380 MIAX 176 x $7.70 - $7.90 x 91 MIAX  SPREAD/FLOOR  Vega=$0 AAPL=174.66 Ref
  672. >>4540 AAPL Sep23 29th 190 Puts $15.47 (CboeTheo=15.35)  BID  BOX 14:59:34.380 IV=36.1% +10.2 BXO 1 x $15.30 - $16.25 x 182 PHLX  SPREAD/FLOOR - OPENING  Vega=$13k AAPL=174.66 Ref
  673. >>5900 NVDA Sep23 22nd 457.5 Puts $45.25 (CboeTheo=44.99)  ASK  BOX 14:59:40.226 IV=103.7% +53.6 ISE 14 x $44.70 - $45.25 x 14 ISE  SPREAD/FLOOR - OPENING  Vega=$9831 NVDA=412.50 Ref
  674. >>5900 NVDA Sep23 22nd 460 Puts $47.70 (CboeTheo=47.50)  ASK  BOX 14:59:40.226 IV=104.8% +53.1 ISE 14 x $47.20 - $47.70 x 14 ISE  SPREAD/FLOOR - OPENING  Vega=$8482 NVDA=412.50 Ref
  675. >>3300 NVDA Sep23 22nd 465 Puts $52.70 (CboeTheo=52.49)  ASK  BOX 14:59:40.226 IV=113.4% +58.7 ISE 11 x $52.30 - $52.70 x 34 ARCA  SPREAD/FLOOR - OPENING  Vega=$4479 NVDA=412.50 Ref
  676. >>3100 NVDA Sep23 22nd 462.5 Puts $50.29 (CboeTheo=49.99)  ASK  BOX 14:59:40.226 IV=115.0% +62.2 ISE 14 x $49.50 - $50.40 x 14 ISE  SPREAD/FLOOR - OPENING  Vega=$5270 NVDA=412.50 Ref
  677. >>Market Color TEAM - Bearish flow noted in Atlassian (189.93 -10.89) with 3,034 puts trading, or 2x expected. The Put/Call Ratio is 1.52, while ATM IV is up nearly 3 points on the day. Earnings are expected on 11/02. (Autocolor [TEAM 189.93 -10.89 Ref, IV=41.1% +2.8] #Bearish
  678. >>2080 TSLA Sep23 22nd 290 Puts $33.15 (CboeTheo=32.93)  ASK  BOX 15:00:04.885 IV=123.0% +62.7 BXO 60 x $32.35 - $33.15 x 49 BOX  SPREAD/FLOOR - OPENING  Vega=$2338 TSLA=257.07 Ref
  679. >>2670 TSLA Jan24 450 Puts $193.54 (CboeTheo=192.93)  ASK  BOX 15:00:04.885 IV=65.3% +14.1 NOM 95 x $191.90 - $193.80 x 50 ARCA  SPREAD/FLOOR - OPENING  Vega=$41k TSLA=257.07 Ref
  680. >>2000 TSLA Sep23 22nd 282.5 Puts $25.25 (CboeTheo=25.44)  BID  BOX 15:00:04.885 BOX 48 x $25.25 - $25.80 x 76 ARCA  SPREAD/FLOOR  Vega=$0 TSLA=257.07 Ref
  681. >>3230 TSLA Sep23 22nd 285 Puts $28.30 (CboeTheo=27.93)  ASK  BOX 15:00:04.885 IV=119.1% +63.8 BOX 55 x $27.75 - $28.30 x 47 BOX  SPREAD/FLOOR - OPENING  Vega=$5207 TSLA=257.07 Ref
  682. >>4900 AMZN Sep23 22nd 141 Puts $10.95 (CboeTheo=11.04)  BID  BOX 15:00:09.500 ARCA 96 x $10.95 - $11.10 x 38 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 AMZN=129.96 Ref
  683. >>4900 AMZN Sep23 22nd 140 Puts $9.95 (CboeTheo=10.05)  BID  BOX 15:00:09.500 BOX 84 x $9.95 - $10.10 x 52 ARCA  SPREAD/FLOOR  Vega=$0 AMZN=129.96 Ref
  684. >>2640 RTX Jan24 90.0 Puts $17.44 (CboeTheo=17.42)  ASK  BOX 15:00:14.044 IV=25.2% +4.2 BOX 21 x $17.35 - $17.50 x 22 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$8395 RTX=72.58 Ref
  685. >>2440 AMZN Sep23 22nd 140 Puts $10.15 (CboeTheo=10.07)  ASK  BOX 15:00:19.052 IV=80.5% +47.2 BOX 139 x $10.00 - $10.15 x 83 BOX  SPREAD/FLOOR  Vega=$1607 AMZN=129.94 Ref
  686. >>3720 AMZN Sep23 22nd 142 Puts $12.07 (CboeTheo=12.06)  MID  BOX 15:00:19.052 IV=69.7% +32.8 BOX 105 x $11.95 - $12.20 x 117 BZX  SPREAD/FLOOR - OPENING  Vega=$506 AMZN=129.94 Ref
  687. >>2180 BABA Jan24 135 Puts $50.80 (CboeTheo=50.76)  ASK  BOX 15:00:33.701 IV=52.8% +12.1 BZX 60 x $50.60 - $50.80 x 8 BXO  SPREAD/FLOOR - OPENING  Vega=$5441 BABA=84.23 Ref
  688. >>3000 ZM Jan24 440 Puts $371.25 (CboeTheo=371.33)  ASK  BOX 15:00:47.294 NOM 50 x $370.05 - $371.25 x 3 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=68.67 Ref
  689. >>3000 ZM Jan24 130 Puts $61.25 (CboeTheo=61.33)  BID  BOX 15:00:47.294 EDGX 3 x $61.20 - $61.40 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=68.67 Ref
  690. SPLIT TICKET:
    >>2000 VIX Oct23 18th 30.0 Calls $0.30 (CboeTheo=0.30)  ASK  [CBOE] 15:00:49.950 IV=145.6% +1.5 CBOE 1000 x $0.29 - $0.30 x 3114 CBOE Vega=$1732 VIX=17.07 Fwd
  691. >>2500 XOM Oct23 105 Puts $0.35 (CboeTheo=0.36)  BID  PHLX 15:00:59.204 IV=25.9% +0.5 C2 417 x $0.35 - $0.36 x 2 ARCA  SPREAD/CROSS/TIED  Vega=$13k XOM=115.14 Ref
  692. >>2510 LCID Jan24 27.0 Puts $21.75 (CboeTheo=21.79)  BID  BOX 15:01:08.028 ARCA 10 x $21.75 - $21.80 x 5 MIAX  SPREAD/FLOOR   52WeekLow  Vega=$0 LCID=5.21 Ref
  693. >>2510 LCID Jan24 20.0 Puts $14.75 (CboeTheo=14.79)  BID  BOX 15:01:08.028 MIAX 5 x $14.75 - $14.80 x 5 MIAX  SPREAD/FLOOR   52WeekLow  Vega=$0 LCID=5.21 Ref
  694. >>10000 NIO Jan24 5.0 Puts $0.16 (CboeTheo=0.16)  ASK  MIAX 15:01:36.288 IV=79.2% -0.8 EMLD 2461 x $0.15 - $0.16 x 111 NOM  ISO/AUCTION  Vega=$7051 NIO=8.48 Ref
  695. >>3000 GOOGL Oct23 105 Puts $0.10 (CboeTheo=0.10)  BID  AMEX 15:02:21.159 IV=39.3% -0.7 C2 711 x $0.10 - $0.11 x 672 C2  SPREAD/CROSS  Vega=$5259 GOOGL=130.93 Ref
  696. >>3000 GOOGL Oct23 105 Calls $26.45 (CboeTheo=26.53)  BID  AMEX 15:02:21.159 IV=32.9% -7.1 BOX 20 x $26.35 - $27.25 x 50 NOM  SPREAD/CROSS  Vega=$2221 GOOGL=130.93 Ref
  697. SWEEP DETECTED:
    >>2500 NIO Jan24 7.5 Puts $0.74 (CboeTheo=0.73)  ASK  [MULTI] 15:02:22.271 IV=67.7% +0.8 C2 1054 x $0.73 - $0.74 x 853 C2  ISO  Vega=$4169 NIO=8.49 Ref
  698. SPLIT TICKET:
    >>2000 AMZN Sep23 22nd 131 Puts $1.55 (CboeTheo=1.55)  BID  [ARCA] 15:03:32.261 IV=36.2% +1.4 ARCA 2000 x $1.55 - $1.57 x 92 EMLD  ISO  Vega=$5254 AMZN=130.04 Ref
  699. SPLIT TICKET:
    >>2000 ERII Nov23 25.0 Calls $0.65 (CboeTheo=0.63)  ASK  [CBOE] 15:03:37.534 IV=46.1% +9.6 NOM 10 x $0.40 - $0.85 x 244 PHLX  FLOOR  Vega=$5935 ERII=21.59 Ref
  700. >>2500 TSLA Jan24 450 Puts $192.75 (CboeTheo=192.71)  ASK  PHLX 15:04:20.327 IV=59.3% +8.1 BOX 55 x $191.70 - $193.50 x 50 ARCA  FLOOR - OPENING  Vega=$14k TSLA=257.30 Ref
  701. >>2100 BABA Jan24 135 Puts $50.70 (CboeTheo=50.74)  MID  PHLX 15:05:39.169 BZX 58 x $50.60 - $50.80 x 58 EDGX  FLOOR - OPENING  Vega=$0 BABA=84.27 Ref
  702. >>2000 AMZN Sep23 22nd 142 Puts $12.10 (CboeTheo=12.11)  ASK  PHLX 15:05:51.628 BOX 82 x $12.00 - $12.15 x 55 BOX  FLOOR - OPENING  Vega=$0 AMZN=129.90 Ref
  703. >>5000 AAPL Oct23 195 Puts $20.35 (CboeTheo=20.42)  ASK  PHLX 15:05:55.131 BZX 52 x $19.35 - $20.55 x 52 NOM  FLOOR - OPENING  Vega=$0 AAPL=174.57 Ref
  704. >>3400 AAPL Sep23 29th 190 Puts $15.35 (CboeTheo=15.43)  MID  PHLX 15:05:55.131 AMEX 10 x $15.15 - $15.55 x 60 NOM  FLOOR - OPENING  Vega=$0 AAPL=174.57 Ref
  705. >>3450 AAPL Sep23 22nd 190 Puts $15.35 (CboeTheo=15.43)  ASK  PHLX 15:05:55.131 MIAX 131 x $15.15 - $15.50 x 222 MIAX  FLOOR - OPENING  Vega=$0 AAPL=174.57 Ref
  706. SWEEP DETECTED:
    >>2517 WFC Sep23 29th 43.0 Puts $0.776 (CboeTheo=0.79)  Below Bid!  [MULTI] 15:06:14.725 IV=22.5% +0.6 EMLD 400 x $0.78 - $0.81 x 239 C2  ISO  Vega=$6140 WFC=42.58 Ref
  707. >>4000 ZM Jan24 130 Puts $61.35 (CboeTheo=61.31)  ASK  PHLX 15:08:18.702 IV=67.9% +16.6 EDGX 4 x $61.20 - $61.40 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$8443 ZM=68.69 Ref
  708. >>4000 ZM Jan24 135 Puts $66.35 (CboeTheo=66.31)  ASK  PHLX 15:08:18.702 IV=71.2% +18.5 EDGX 5 x $66.10 - $66.40 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$7996 ZM=68.69 Ref
  709. >>3500 SIRI Jan24 5.0 Calls $0.16 (CboeTheo=0.19)  BID  BOX 15:10:10.023 IV=50.5% -3.4 BZX 29 x $0.16 - $0.21 x 5 MPRL  CROSS  Vega=$2617 SIRI=4.13 Ref
  710. SPLIT TICKET:
    >>1500 SPXW Sep23 22nd 3925 Puts $0.10 (CboeTheo=0.13)  BID  [CBOE] 15:12:45.273 IV=67.5% +11.1 CBOE 121 x $0.10 - $0.15 x 2143 CBOE  FLOOR  Vega=$2527 SPX=4343.37 Fwd
  711. SPLIT TICKET:
    >>1000 SPXW Sep23 22nd 3650 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 15:14:03.995 IV=104.6% +23.5 CBOE 0 x $0.00 - $0.05 x 1554 CBOE  ISO  Vega=$635 SPX=4342.97 Fwd
  712. >>7499 DKNG Sep23 22nd 29.0 Puts $0.47 (CboeTheo=0.49)  BID  EDGX 15:14:27.767 IV=56.5% -0.6 MPRL 15 x $0.47 - $0.50 x 23 AMEX  COB/AUCTION - OPENING  Vega=$4499 DKNG=28.77 Ref
  713. >>7499 DKNG Sep23 22nd 28.5 Puts $0.24 (CboeTheo=0.25)  MID  EDGX 15:14:27.767 IV=59.3% +2.4 EMLD 1301 x $0.23 - $0.26 x 22 ARCA  COB/AUCTION - OPENING  Vega=$4391 DKNG=28.77 Ref
  714. SWEEP DETECTED:
    >>2255 INTC Oct23 35.0 Puts $1.41 (CboeTheo=1.42)  BID  [MULTI] 15:14:36.703 IV=32.4% +0.4 MRX 1948 x $1.41 - $1.42 x 6 NOM Vega=$8743 INTC=34.59 Ref
  715. >>Market Color KHC - Bullish option flow detected in Kraft Heinz (34.48 +0.45) with 14,320 calls trading (1.4x expected) and implied vol increasing over 1 point to 17.26%. . The Put/Call Ratio is 0.26. Earnings are expected on 10/31. (Autocolor ([KHC 34.48 +0.45 Ref, IV=17.3% +1.3] #Bullish
  716. SWEEP DETECTED:
    >>3307 SOFI Nov23 9.0 Calls $0.48 (CboeTheo=0.48)  BID  [MULTI] 15:15:21.898 IV=66.2% +2.0 EMLD 3307 x $0.48 - $0.49 x 1895 EDGX Vega=$3971 SOFI=7.96 Ref
  717. SWEEP DETECTED:
    >>Bearish Delta Impact 1274 DFLI Nov23 2.5 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 15:15:55.977 IV=136.6% +5.2 ARCA 100 x $0.10 - $0.15 x 2050 PHLX
    Delta=24%, EST. IMPACT = 30k Shares ($53k) To Sell DFLI=1.75 Ref
  718. SPLIT TICKET:
    >>1000 SPXW Sep23 21st 4390 Calls $0.05 (CboeTheo=0.02)  ASK  [CBOE] 15:16:44.078 IV=50.2% +34.8 CBOE 0 x $0.00 - $0.05 x 1050 CBOE  OPENING  Vega=$889 SPX=4341.96 Fwd
  719. SWEEP DETECTED:
    >>10007 UBER Oct23 50.0 Calls $0.26 (CboeTheo=0.25)  ASK  [MULTI] 15:17:04.000 IV=34.7% +3.1 EMLD 7 x $0.25 - $0.26 x 1617 GEMX  ISO  Vega=$26k UBER=44.28 Ref
  720. >>2000 VIX Oct23 18th 30.0 Calls $0.30 (CboeTheo=0.31)  MID  CBOE 15:20:45.180 IV=144.4% +0.3 CBOE 522 x $0.29 - $0.32 x 12k CBOE Vega=$1743 VIX=17.18 Fwd
  721. SWEEP DETECTED:
    >>5000 F Jan24 7.35 Puts $0.05 (CboeTheo=0.04)  ASK  [MULTI] 15:21:36.173 IV=52.6% +0.3 EMLD 3958 x $0.04 - $0.05 x 4974 EMLD Vega=$2530 F=12.22 Ref
  722. SPLIT TICKET:
    >>2000 FITB Oct23 13th 24.0 Puts $0.13 (CboeTheo=0.15)  BID  [BOX] 15:22:35.775 IV=34.0% -9.6 PHLX 504 x $0.10 - $0.20 x 803 PHLX  FLOOR - OPENING  Vega=$2797 FITB=26.54 Ref
  723. SWEEP DETECTED:
    >>2024 FITB Oct23 13th 24.0 Puts $0.19 (CboeTheo=0.15)  ASK  [MULTI] 15:24:06.346 IV=37.4% -6.3 AMEX 559 x $0.10 - $0.20 x 1015 PHLX  FLOOR - OPENING  Vega=$3121 FITB=26.52 Ref
  724. >>5185 NOVA Oct23 12.5 Puts $1.95 (CboeTheo=1.93)  BID  CBOE 15:24:53.000 IV=76.8% -2.8 C2 405 x $1.90 - $2.05 x 229 PHLX  SPREAD/LEGGED/FLOOR   52WeekLow  Vega=$5593 NOVA=10.91 Ref
  725. >>10370 NOVA Nov23 10.0 Puts $1.00 (CboeTheo=0.94)  ASK  CBOE 15:24:53.121 IV=87.7% +5.6 PHLX 1350 x $0.90 - $1.00 x 60 PHLX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$16k NOVA=10.91 Ref
  726. SWEEP DETECTED:
    >>2971 T Oct23 16.0 Calls $0.16 (CboeTheo=0.16)  BID  [MULTI] 15:28:08.040 IV=26.9% +3.0 EMLD 48 x $0.16 - $0.17 x 2405 AMEX Vega=$3997 T=15.34 Ref
  727. >>3600 BABA Dec23 65.0 Puts $0.52 (CboeTheo=0.51)  ASK  PHLX 15:28:27.581 IV=40.2% +0.7 EMLD 649 x $0.49 - $0.52 x 77 BXO  SPREAD/CROSS/TIED  Vega=$20k BABA=84.22 Ref
  728. SWEEP DETECTED:
    >>2000 DKNG Sep23 22nd 28.0 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 15:28:58.289 IV=67.0% +5.0 C2 600 x $0.11 - $0.13 x 1111 C2  ISO - OPENING  Vega=$908 DKNG=28.77 Ref
  729. >>1394 VIX Oct23 18th 14.0 Puts $0.20 (CboeTheo=0.19)  ASK  CBOE 15:29:24.899 IV=69.7% +6.3 CBOE 1000 x $0.19 - $0.20 x 4206 CBOE Vega=$1279 VIX=17.22 Fwd
  730. SPLIT TICKET:
    >>5000 VIX Oct23 18th 14.0 Puts $0.20 (CboeTheo=0.19)  ASK  [CBOE] 15:29:24.899 IV=69.7% +6.3 CBOE 1000 x $0.19 - $0.20 x 3448 CBOE Vega=$4589 VIX=17.22 Fwd
  731. >>2167 INTU Oct23 570 Calls $0.95 (CboeTheo=1.05)  BID  MIAX 15:29:42.279 IV=25.8% +2.6 ARCA 50 x $0.95 - $1.10 x 8 BZX  ISO/AUCTION - OPENING  Vega=$39k INTU=506.83 Ref
  732. SWEEP DETECTED:
    >>2330 INTU Oct23 570 Calls $0.953 (CboeTheo=1.05)  Below Bid!  [MULTI] 15:29:41.714 IV=26.1% +2.9 MPRL 19 x $1.00 - $1.10 x 39 EDGX  ISO - OPENING  Vega=$43k INTU=506.82 Ref
  733. >>30000 NKLA Sep23 29th 1.0 Calls $0.30 (CboeTheo=0.31)  BID  AMEX 15:29:51.248 IV=161.6% -30.2 MPRL 29 x $0.30 - $0.32 x 26 NOM  SPREAD/CROSS - OPENING   SSR  Vega=$1122 NKLA=1.28 Ref
  734. >>30000 NKLA Sep23 29th 1.5 Calls $0.06 (CboeTheo=0.07)  BID  AMEX 15:29:51.248 IV=177.7% -14.4 C2 888 x $0.06 - $0.07 x 1543 EMLD  SPREAD/CROSS   SSR  Vega=$2022 NKLA=1.28 Ref
  735. >>Market Color IBM - Bearish flow noted in IBM (147.84 -2.00) with 26,801 puts trading, or 3x expected. The Put/Call Ratio is 1.94, while ATM IV is up over 1 point on the day. Earnings are expected on 10/25. (Autocolor ([IBM 147.84 -2.00 Ref, IV=16.7% +1.2] #Bearish
  736. SPLIT TICKET:
    >>1000 NANOS Sep23 29th 433 Puts $3.20 (CboeTheo=3.15)  MID  [CBOE] 15:30:00.312 IV=14.7% CBOE 1000 x $3.10 - $0.00 x 0  OPENING  Vega=$255 NANOS=434.22 Fwd
  737. >>2700 LCID Nov23 5.0 Calls $0.67 (CboeTheo=0.67)  MID  ARCA 15:30:30.046 IV=71.4% +3.4 C2 970 x $0.66 - $0.68 x 591 C2  CROSS - OPENING   52WeekLow  Vega=$2114 LCID=5.18 Ref
  738. SWEEP DETECTED:
    >>4122 AMZN Nov23 130 Puts $7.00 (CboeTheo=6.96)  ASK  [MULTI] 15:30:34.157 IV=36.1% +1.2 MIAX 866 x $6.90 - $7.00 x 576 MIAX Vega=$84k AMZN=129.74 Ref
  739. >>Unusual Volume DT - 6x market weighted volume: 8295 = 7561 projected vs 1098 adv, 95% calls, 13% of OI [DT 46.65 +0.40 Ref, IV=29.5% +2.2]
  740. >>4885 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.17)  Below Bid!  CBOE 15:32:01.520 IV=21.6% +0.3 CBOE 50 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$1.18m SPX=4359.69 Fwd
  741. >>1555 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.17)  Below Bid!  CBOE 15:32:01.621 IV=21.6% +0.3 CBOE 50 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$376k SPX=4359.69 Fwd
  742. >>4885 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  CBOE 15:32:01.788 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$1.27m SPX=4359.69 Fwd
  743. >>1000 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  CBOE 15:32:01.919 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$260k SPX=4359.69 Fwd
  744. >>1000 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.17)  Below Bid!  CBOE 15:32:01.919 IV=21.6% +0.3 CBOE 50 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$242k SPX=4359.69 Fwd
  745. >>1280 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  CBOE 15:32:01.919 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$333k SPX=4359.69 Fwd
  746. >>1520 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  CBOE 15:32:01.919 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$396k SPX=4359.69 Fwd
  747. >>1555 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  CBOE 15:32:01.920 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$405k SPX=4359.69 Fwd
  748. >>1280 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.16)  Below Bid!  CBOE 15:32:03.484 IV=21.6% +0.3 CBOE 179 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$309k SPX=4359.60 Fwd
  749. SPLIT TICKET:
    >>13295 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.17)  Below Bid!  [CBOE] 15:32:01.520 IV=21.6% +0.3 CBOE 50 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$3.21m SPX=4359.69 Fwd
  750. SPLIT TICKET:
    >>16095 SPXW Nov23 3rd 3975 Puts $14.30 (CboeTheo=14.52)  BID  [CBOE] 15:32:01.621 IV=21.1% CBOE 197 x $14.30 - $14.80 x 171 CBOE  LATE - OPENING  Vega=$4.19m SPX=4359.69 Fwd
  751. SPLIT TICKET:
    >>2000 SPXW Nov23 3rd 3950 Puts $12.95 (CboeTheo=13.16)  Below Bid!  [CBOE] 15:32:03.484 IV=21.6% +0.3 CBOE 179 x $13.00 - $13.30 x 102 CBOE  LATE - OPENING  Vega=$484k SPX=4359.60 Fwd
  752. >>2000 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.19)  BID  CBOE 15:32:20.909 IV=70.5% +7.1 CBOE 3000 x $0.19 - $0.20 x 2000 CBOE Vega=$1776 VIX=17.37 Fwd
  753. >>2500 EVLV Jan24 4.0 Puts $0.35 (CboeTheo=0.38)  BID  CBOE 15:32:55.390 IV=76.4% -5.1 PHLX 622 x $0.30 - $0.45 x 725 PHLX  SPREAD/CROSS - OPENING  Vega=$2136 EVLV=5.04 Ref
  754. >>2500 EVLV Oct23 5.0 Puts $0.40 (CboeTheo=0.37)  ASK  CBOE 15:32:55.390 IV=78.5% +5.6 PHLX 164 x $0.35 - $0.40 x 10 PHLX  SPREAD/CROSS  Vega=$1399 EVLV=5.04 Ref
  755. >>2000 RIVN Sep23 29th 23.0 Calls $0.34 (CboeTheo=0.34)  BID  ARCA 15:33:10.620 IV=62.3% +1.3 MPRL 10 x $0.34 - $0.35 x 128 EMLD  CROSS  Vega=$2194 RIVN=21.70 Ref
  756. >>2937 SCHW Oct23 55.0 Puts $1.74 (CboeTheo=1.75)  BID  CBOE 15:33:48.889 IV=37.6% +0.8 BXO 24 x $1.74 - $1.75 x 2 BXO  SPREAD/LEGGED/FLOOR  Vega=$18k SCHW=56.10 Ref
  757. SWEEP DETECTED:
    >>3020 TSLA Dec23 220 Puts $9.05 (CboeTheo=9.02)  ASK  [MULTI] 15:34:59.199 IV=52.1% +1.3 CBOE 89 x $8.95 - $9.05 x 425 CBOE Vega=$110k TSLA=256.66 Ref
  758. SWEEP DETECTED:
    >>3655 RIG Sep23 29th 7.5 Puts $0.09 (CboeTheo=0.08)  ASK  [MULTI] 15:35:10.883 IV=57.9% +5.0 MPRL 41 x $0.08 - $0.09 x 1097 EMLD  OPENING  Vega=$1287 RIG=7.97 Ref
  759. >>2500 CCL Jun24 7.5 Puts $0.26 (CboeTheo=0.27)  BID  PHLX 15:35:14.852 IV=63.4% -0.5 EDGX 442 x $0.26 - $0.29 x 356 BXO  SPREAD/CROSS/TIED  Vega=$3820 CCL=14.53 Ref
  760. >>2500 CCL Jun24 15.0 Calls $2.62 (CboeTheo=2.61)  ASK  PHLX 15:35:14.852 IV=51.0% +1.0 BXO 11 x $2.59 - $2.62 x 63 BXO  SPREAD/CROSS/TIED  Vega=$12k CCL=14.53 Ref
  761. SWEEP DETECTED:
    >>2135 AAPL Oct23 175 Puts $4.30 (CboeTheo=4.33)  BID  [MULTI] 15:35:48.726 IV=22.0% +0.3 EMLD 227 x $4.30 - $4.35 x 133 C2 Vega=$42k AAPL=174.35 Ref
  762. SPLIT TICKET:
    >>1000 SPXW Sep23 25th 4200 Puts $1.35 (CboeTheo=1.40)  BID  [CBOE] 15:35:50.754 IV=18.0% -0.9 CBOE 192 x $1.35 - $1.45 x 499 CBOE  OPENING  Vega=$43k SPX=4339.49 Fwd
  763. SPLIT TICKET:
    >>1000 SPXW Sep23 25th 3850 Puts $0.20 (CboeTheo=0.20)  MID  [CBOE] 15:37:31.786 IV=42.7% +0.7 CBOE 1533 x $0.15 - $0.25 x 1583 CBOE  FLOOR  Vega=$5028 SPX=4341.03 Fwd
  764. SWEEP DETECTED:
    >>5805 GOOGL Oct23 149 Calls $0.15 (CboeTheo=0.15)  BID  [MULTI] 15:37:48.797 IV=25.3% +2.4 EMLD 1167 x $0.15 - $0.16 x 132 MPRL  OPENING  Vega=$20k GOOGL=130.71 Ref
  765. SWEEP DETECTED:
    >>4851 GOOGL Oct23 149 Calls $0.14 (CboeTheo=0.14)  BID  [MULTI] 15:37:53.503 IV=25.0% +2.1 EMLD 686 x $0.14 - $0.15 x 19 BZX  AUCTION - OPENING  Vega=$16k GOOGL=130.69 Ref
  766. SWEEP DETECTED:
    >>4030 GOOGL Oct23 149 Calls $0.13 (CboeTheo=0.13)  BID  [MULTI] 15:38:02.936 IV=24.7% +1.8 EMLD 561 x $0.13 - $0.14 x 71 MIAX  OPENING  Vega=$13k GOOGL=130.68 Ref
  767. >>3609 GOOGL Oct23 149 Calls $0.13 (CboeTheo=0.12)  ASK  CBOE 15:38:28.750 IV=24.8% +1.9 EMLD 268 x $0.12 - $0.13 x 233 EMLD  AUCTION - OPENING  Vega=$11k GOOGL=130.60 Ref
  768. SWEEP DETECTED:
    >>Bearish Delta Impact 803 BSM Jan24 15.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 15:39:15.652 IV=27.4% +1.5 PHLX 208 x $0.20 - $0.30 x 262 MIAX
    Delta=-19%, EST. IMPACT = 15k Shares ($265k) To Sell BSM=17.34 Ref
  769. SPLIT TICKET:
    >>1007 SPXW Sep23 21st 4340 Calls $2.539 (CboeTheo=2.50)  Above Ask!  [CBOE] 15:40:41.866 IV=27.7% +10.7 CBOE 2 x $2.40 - $2.45 x 8 CBOE  OPENING  Vega=$10k SPX=4339.03 Fwd
  770. >>2350 MET Dec25 62.5 Puts $7.75 (CboeTheo=7.52)  ASK  AMEX 15:41:55.139 IV=28.2% +1.3 BOX 11 x $7.20 - $7.80 x 25 BXO  CROSS - COMPLEX  Vega=$79k MET=64.77 Ref
  771. >>2127 AFRM Sep23 22nd 21.5 Puts $0.54 (CboeTheo=0.53)  MID  GEMX 15:42:33.474 IV=88.7% -0.0 C2 171 x $0.53 - $0.55 x 5 MPRL Vega=$935 AFRM=21.24 Ref
  772. >>2000 PARA Jan24 22.5 Puts $9.15 (CboeTheo=9.16)  MID  PHLX 15:42:48.460 PHLX 214 x $9.10 - $9.20 x 98 PHLX  SPREAD/FLOOR  Vega=$0 PARA=13.34 Ref
  773. >>2000 PARA Jan24 25.0 Puts $11.65 (CboeTheo=11.66)  MID  PHLX 15:42:48.460 ARCA 55 x $11.60 - $11.70 x 47 BOX  SPREAD/FLOOR - OPENING  Vega=$0 PARA=13.34 Ref
  774. SWEEP DETECTED:
    >>4111 PLTR Sep23 29th 13.5 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:43:03.540 IV=59.3% +3.1 EMLD 348 x $0.24 - $0.25 x 1577 C2  AUCTION - OPENING  Vega=$3001 PLTR=14.05 Ref
  775. SWEEP DETECTED:
    >>2502 PLTR Sep23 29th 14.5 Calls $0.29 (CboeTheo=0.28)  Above Ask!  [MULTI] 15:43:04.166 IV=56.0% +3.5 EMLD 1138 x $0.27 - $0.28 x 68 BZX  ISO - OPENING  Vega=$1982 PLTR=14.05 Ref
  776. >>3019 NET Nov23 85.0 Calls $0.30 (CboeTheo=0.29)  ASK  BOX 15:45:16.191 IV=58.9% +1.5 EMLD 63 x $0.29 - $0.30 x 31 MPRL  FLOOR  Vega=$8054 NET=56.88 Ref
  777. SWEEP DETECTED:
    >>5000 NKLA Sep23 29th 1.5 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 15:45:15.533 IV=192.9% +0.8 GEMX 220 x $0.06 - $0.07 x 1650 EMLD  ISO   SSR  Vega=$346 NKLA=1.28 Ref
  778. >>3535 PATH Nov23 25.0 Calls $0.05 (CboeTheo=0.02)  ASK  BOX 15:45:19.393 IV=55.1% +8.5 ARCA 0 x $0.00 - $0.05 x 166 AMEX  FLOOR  Vega=$1951 PATH=16.43 Ref
  779. >>3704 SMAR Nov23 70.0 Calls $0.05 (CboeTheo=0.05)  MID  BOX 15:45:37.122 IV=61.1% +3.8 BXO 0 x $0.00 - $0.10 x 198 PHLX  FLOOR  Vega=$2416 SMAR=40.08 Ref
  780. SPLIT TICKET:
    >>4939 SMAR Nov23 70.0 Calls $0.04 (CboeTheo=0.05)  BID  [BOX] 15:45:37.122 IV=50.9% -6.4 BXO 0 x $0.00 - $0.10 x 198 PHLX  FLOOR  Vega=$1056 SMAR=40.08 Ref
  781. >>2142 BILL Nov23 145 Calls $0.70 (CboeTheo=0.67)  ASK  BOX 15:45:41.616 IV=58.3% +1.4 AMEX 296 x $0.60 - $0.75 x 156 CBOE  FLOOR  Vega=$12k BILL=100.31 Ref
  782. >>5533 DT Nov23 70.0 Calls $0.05 (CboeTheo=0.03)  ASK  BOX 15:45:53.886 IV=45.8% +3.4 GEMX 0 x $0.00 - $0.05 x 144 BXO  FLOOR  Vega=$4648 DT=46.66 Ref
  783. SPLIT TICKET:
    >>7378 DT Nov23 70.0 Calls $0.04 (CboeTheo=0.03)  ASK  [BOX] 15:45:53.886 IV=37.8% -4.5 GEMX 0 x $0.00 - $0.05 x 144 BXO  FLOOR  Vega=$2084 DT=46.66 Ref
  784. SWEEP DETECTED:
    >>Bearish Delta Impact 1042 MAXN Jan24 20.0 Puts $7.999 (CboeTheo=7.85)  ASK  [MULTI] 15:46:16.637 IV=80.6% +10.5 EMLD 135 x $7.80 - $8.00 x 145 CBOE  52WeekLow 
    Delta=-80%, EST. IMPACT = 83k Shares ($1.03m) To Sell MAXN=12.38 Ref
  785. >>2112 ESTC Nov23 95.0 Calls $0.50 (CboeTheo=0.47)  ASK  BOX 15:46:31.917 IV=35.7% +1.1 CBOE 288 x $0.40 - $0.55 x 161 PHLX  FLOOR  Vega=$12k ESTC=77.95 Ref
  786. SPLIT TICKET:
    >>2641 ESTC Nov23 95.0 Calls $0.49 (CboeTheo=0.47)  ASK  [BOX] 15:46:31.917 IV=34.8% +0.1 CBOE 288 x $0.40 - $0.55 x 161 PHLX  FLOOR  Vega=$14k ESTC=77.95 Ref
  787. SPLIT TICKET:
    >>1000 SPXW Sep23 25th 3900 Puts $0.30 (CboeTheo=0.27)  ASK  [CBOE] 15:46:59.075 IV=40.3% +0.9 CBOE 141 x $0.25 - $0.30 x 743 CBOE  FLOOR  Vega=$7315 SPX=4341.24 Fwd
  788. SPLIT TICKET:
    >>2500 SPXW Sep23 22nd 3950 Puts $0.15 (CboeTheo=0.18)  BID  [CBOE] 15:49:55.721 IV=66.3% +12.3 CBOE 111 x $0.15 - $0.20 x 1203 CBOE  FLOOR - OPENING  Vega=$5957 SPX=4338.07 Fwd
  789. >>3700 CHWY Oct23 30.0 Puts $11.80 (CboeTheo=11.84)  ASK  PHLX 15:50:25.170 EDGX 238 x $11.65 - $11.90 x 31 BOX  FLOOR   52WeekLow  Vega=$0 CHWY=18.16 Ref
  790. SWEEP DETECTED:
    >>3760 CHWY Jan24 10.0 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 15:50:19.802 IV=70.8% +3.8 CBOE 987 x $0.12 - $0.15 x 359 AMEX  OPENING   52WeekLow  Vega=$3622 CHWY=18.18 Ref
  791. SWEEP DETECTED:
    >>3581 BABA Dec23 60.0 Puts $0.25 (CboeTheo=0.26)  BID  [MULTI] 15:50:41.679 IV=42.4% +0.3 AMEX 1450 x $0.25 - $0.28 x 82 BXO Vega=$11k BABA=84.14 Ref
  792. SPLIT TICKET:
    >>1300 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 15:51:12.611 IV=89.4% +9.5 CBOE 0 x $0.00 - $0.05 x 802 CBOE Vega=$1044 SPX=4336.69 Fwd
  793. SWEEP DETECTED:
    >>Bullish Delta Impact 1131 MERC Nov23 10.0 Calls $0.30 (CboeTheo=0.33)  ASK  [MULTI] 15:51:49.568 IV=60.1% +4.0 PHLX 87 x $0.20 - $0.35 x 731 EDGX
    Delta=28%, EST. IMPACT = 31k Shares ($265k) To Buy MERC=8.43 Ref
  794. SWEEP DETECTED:
    >>Bullish Delta Impact 569 MERC Nov23 10.0 Calls $0.30 (CboeTheo=0.33)  ASK  [MULTI] 15:51:52.112 IV=60.1% +4.0 BZX 57 x $0.15 - $0.35 x 755 EDGX
    Delta=28%, EST. IMPACT = 16k Shares ($133k) To Buy MERC=8.43 Ref
  795. SPLIT TICKET:
    >>1000 VIXW Oct23 4th 17.0 Calls $1.108 (CboeTheo=1.13)  BID  [CBOE] 15:52:30.630 IV=93.8% -20.1 CBOE 110 x $1.00 - $1.32 x 662 CBOE  AUCTION  Vega=$1252 VIX=16.84 Fwd
  796. >>6123 AMD Sep23 22nd 93.0 Puts $0.16 (CboeTheo=0.16)  MID  BZX 15:53:24.341 IV=51.1% -5.0 PHLX 1386 x $0.15 - $0.18 x 118 EMLD  OPENING  Vega=$6422 AMD=95.92 Ref
  797. SPLIT TICKET:
    >>6135 AMD Sep23 22nd 93.0 Puts $0.16 (CboeTheo=0.16)  ASK  [BZX] 15:53:24.094 IV=51.3% -4.9 C2 1356 x $0.15 - $0.16 x 6127 BZX  OPENING  Vega=$6426 AMD=95.92 Ref
  798. SWEEP DETECTED:
    >>6126 GOOGL Oct23 132 Calls $3.50 (CboeTheo=3.48)  ASK  [MULTI] 15:53:56.741 IV=26.4% +1.4 BXO 36 x $3.45 - $3.50 x 1104 CBOE  OPENING  Vega=$90k GOOGL=130.58 Ref
  799. >>2000 AMD Dec25 70.0 Puts $9.70 (CboeTheo=9.54)  ASK  PHLX 15:54:37.526 IV=48.6% +0.0 BZX 85 x $9.35 - $9.75 x 20 BOX  SPREAD/CROSS/TIED  Vega=$75k AMD=95.98 Ref
  800. >>2600 STX Oct23 60.0 Puts $0.78 (CboeTheo=0.73)  Above Ask!  PHLX 15:55:41.029 IV=36.5% +3.2 MPRL 19 x $0.70 - $0.75 x 26 MPRL  SPREAD/FLOOR - OPENING  Vega=$13k STX=65.50 Ref
  801. >>2600 STX Oct23 55.0 Puts $0.20 (CboeTheo=0.18)  Above Ask!  PHLX 15:55:41.029 IV=40.1% +2.4 PHLX 40 x $0.16 - $0.19 x 16 BXO  SPREAD/FLOOR - OPENING  Vega=$5876 STX=65.50 Ref
  802. SPLIT TICKET:
    >>1000 SPX Dec23 4125 Puts $52.96 (CboeTheo=53.24)  BID  [CBOE] 15:55:41.620 IV=17.9% +0.2 CBOE 263 x $52.80 - $53.60 x 232 CBOE  LATE  Vega=$645k SPX=4376.03 Fwd
  803. SPLIT TICKET:
    >>1750 SPX Dec23 4000 Puts $35.98 (CboeTheo=35.97)  BID  [CBOE] 15:55:41.620 IV=19.7% +0.2 CBOE 625 x $35.80 - $36.20 x 357 CBOE  LATE  Vega=$906k SPX=4376.03 Fwd
  804. >>2998 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  MID  CBOE 15:55:59.101 IV=70.3% +6.9 CBOE 1130 x $0.18 - $0.21 x 17k CBOE Vega=$2665 VIX=17.36 Fwd
  805. >>4000 LVS Oct23 47.0 Calls $1.43 (CboeTheo=1.42)  MID  CBOE 15:57:17.313 IV=36.3% +3.1 EMLD 6 x $1.41 - $1.45 x 115 PHLX  TIED/FLOOR - OPENING  Vega=$20k LVS=45.80 Ref
  806. >>4000 LVS Oct23 47.0 Puts $2.42 (CboeTheo=2.45)  MID  CBOE 15:57:17.380 IV=35.6% +2.5 PHLX 20 x $2.40 - $2.45 x 27 BXO  TIED/FLOOR - OPENING  Vega=$20k LVS=45.80 Ref
  807. >>2000 AMZN Dec23 130 Puts $7.99 (CboeTheo=7.95)  ASK  ARCA 15:58:51.844 IV=34.1% +0.8 CBOE 815 x $7.90 - $8.00 x 62 BXO  CROSS  Vega=$49k AMZN=129.52 Ref
  808. >>15850 MPW Oct23 6th 6.5 Puts $1.20 (CboeTheo=1.22)  MID  ARCA 15:58:59.812 IV=58.7% -4.5 MIAX 7 x $1.17 - $1.24 x 6 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$1447 MPW=5.30 Ref
  809. >>15850 MPW Oct23 6th 6.0 Puts $0.75 (CboeTheo=0.76)  MID  ARCA 15:58:59.812 IV=63.1% -0.8 MIAX 7 x $0.72 - $0.78 x 3 BXO  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$4551 MPW=5.30 Ref
  810. SWEEP DETECTED:
    >>2232 AMZN Sep23 22nd 130 Calls $0.787 (CboeTheo=0.77)  Above Ask!  [MULTI] 15:58:57.855 IV=36.3% -0.3 BXO 41 x $0.76 - $0.78 x 41 BXO  OPENING  Vega=$6012 AMZN=129.51 Ref
  811. SWEEP DETECTED:
    >>2277 AMZN Sep23 22nd 130 Calls $0.80 (CboeTheo=0.78)  ASK  [MULTI] 15:59:00.571 IV=37.0% +0.5 MPRL 58 x $0.78 - $0.80 x 63 C2  OPENING  Vega=$6138 AMZN=129.51 Ref
  812. >>1500 VIX Dec23 20th 40.0 Calls $0.46 (CboeTheo=0.47)  BID  CBOE 15:59:09.115 IV=112.4% -2.6 CBOE 4700 x $0.45 - $0.49 x 16k CBOE  AUCTION  Vega=$2625 VIX=17.78 Fwd
  813. SPLIT TICKET:
    >>1028 VIX Oct23 18th 15.0 Puts $0.46 (CboeTheo=0.45)  ASK  [CBOE] 15:59:34.363 IV=77.2% +5.1 CBOE 3 x $0.44 - $0.46 x 472 CBOE Vega=$1374 VIX=17.45 Fwd
  814. >>2000 AMZN Sep23 22nd 131 Puts $2.00 (CboeTheo=1.99)  ASK  ARCA 15:59:37.297 IV=37.6% +2.8 BOX 32 x $1.96 - $2.00 x 2000 ARCA Vega=$4591 AMZN=129.41 Ref
  815. SWEEP DETECTED:
    >>Bearish Delta Impact 2276 JMIA Oct23 6th 2.5 Puts $0.23 (CboeTheo=0.21)  ASK  [MULTI] 15:59:45.591 IV=91.0% +16.5 GEMX 107 x $0.18 - $0.23 x 168 EDGX  OPENING   52WeekLow 
    Delta=-54%, EST. IMPACT = 124k Shares ($297k) To Sell JMIA=2.41 Ref
  816. >>1424 VIX Oct23 18th 26.0 Calls $0.47 (CboeTheo=0.46)  ASK  CBOE 16:00:33.078 IV=129.4% +0.2 CBOE 19k x $0.44 - $0.47 x 1500 CBOE Vega=$1696 VIX=17.47 Fwd
  817. SPLIT TICKET:
    >>2924 VIX Oct23 18th 26.0 Calls $0.47 (CboeTheo=0.46)  ASK  [CBOE] 16:00:33.078 IV=129.4% +0.2 CBOE 19k x $0.44 - $0.47 x 500 CBOE Vega=$3482 VIX=17.47 Fwd
  818. >>1000 VIXW Sep23 27th 16.0 Puts $0.32 (CboeTheo=0.35)  BID  CBOE 16:00:53.601 IV=94.6% -9.5 CBOE 5 x $0.30 - $0.41 x 89 CBOE Vega=$684 VIX=17.22 Fwd
  819. >>1207 VIX Oct23 18th 24.0 Calls $0.59 (CboeTheo=0.57)  ASK  CBOE 16:01:56.376 IV=121.4% -1.2 CBOE 23k x $0.55 - $0.59 x 1050 CBOE Vega=$1651 VIX=17.48 Fwd
  820. SPLIT TICKET:
    >>1000 SPXW Sep23 22nd 3550 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 16:01:19.072 IV=120.4% +28.5 CBOE 0 x $0.00 - $0.05 x 756 CBOE  ISO  Vega=$557 SPX=4330.00 Fwd
  821. SPLIT TICKET:
    >>3564 VIX Oct23 18th 24.0 Calls $0.59 (CboeTheo=0.57)  ASK  [CBOE] 16:01:56.376 IV=121.4% -1.2 CBOE 23k x $0.55 - $0.59 x 1050 CBOE Vega=$4876 VIX=17.48 Fwd
  822. SPLIT TICKET:
    >>1500 SPXW Sep23 22nd 3500 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 16:01:42.716 IV=128.3% +35.6 CBOE 0 x $0.00 - $0.05 x 539 CBOE  ISO  Vega=$790 SPX=4329.26 Fwd
  823. >>1182 VIX Oct23 18th 15.0 Puts $0.43 (CboeTheo=0.45)  BID  CBOE 16:02:37.904 IV=75.3% +3.2 CBOE 2353 x $0.43 - $0.47 x 7515 CBOE Vega=$1552 VIX=17.48 Fwd
  824. >>1150 VIX Oct23 18th 15.0 Puts $0.43 (CboeTheo=0.45)  BID  CBOE 16:02:37.904 IV=75.3% +3.2 CBOE 1000 x $0.43 - $0.47 x 7515 CBOE Vega=$1510 VIX=17.48 Fwd
  825. SPLIT TICKET:
    >>4685 VIX Oct23 18th 15.0 Puts $0.43 (CboeTheo=0.45)  BID  [CBOE] 16:02:37.904 IV=75.3% +3.2 CBOE 2353 x $0.43 - $0.47 x 7515 CBOE Vega=$6151 VIX=17.48 Fwd
  826. >>5000 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  CBOE 16:02:48.399 IV=71.8% +8.3 CBOE 500 x $0.19 - $0.21 x 5115 CBOE Vega=$4400 VIX=17.48 Fwd
  827. SPLIT TICKET:
    >>5500 VIX Oct23 18th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  [CBOE] 16:02:48.399 IV=71.8% +8.3 CBOE 500 x $0.19 - $0.21 x 5115 CBOE Vega=$4839 VIX=17.48 Fwd
  828. SPLIT TICKET:
    >>1000 SPXW Sep23 22nd 3950 Puts $0.20 (CboeTheo=0.20)  MID  [CBOE] 16:08:42.618 IV=67.3% +13.3 CBOE 1368 x $0.15 - $0.25 x 1189 CBOE  FLOOR  Vega=$2957 SPX=4328.51 Fwd
  829. >>1068 SPXW Sep23 22nd 3500 Puts $0.05 (CboeTheo=0.07)  MID  CBOE 16:09:06.361 IV=128.5% +35.8 CBOE 0 x $0.00 - $0.10 x 1016 CBOE Vega=$561 SPX=4328.76 Fwd
  830. >>1008 VIX Oct23 18th 27.0 Calls $0.40 (CboeTheo=0.42)  BID  CBOE 16:09:17.985 IV=131.7% -2.9 CBOE 2332 x $0.40 - $0.43 x 3086 CBOE Vega=$1092 VIX=17.42 Fwd
  831. SPLIT TICKET:
    >>4000 VIX Oct23 18th 27.0 Calls $0.40 (CboeTheo=0.42)  BID  [CBOE] 16:09:17.985 IV=131.7% -2.9 CBOE 1369 x $0.40 - $0.43 x 3086 CBOE Vega=$4332 VIX=17.42 Fwd
  832. >>1000 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.03)  ASK  CBOE 16:10:43.118 IV=89.1% +9.2 CBOE 0 x $0.00 - $0.05 x 200 CBOE Vega=$805 SPX=4329.01 Fwd
  833. SPLIT TICKET:
    >>1338 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.03)  ASK  [CBOE] 16:10:43.118 IV=89.1% +9.2 CBOE 0 x $0.00 - $0.05 x 200 CBOE Vega=$1077 SPX=4329.01 Fwd
  834. SPLIT TICKET:
    >>2026 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 16:11:22.260 IV=89.1% +9.2 CBOE 164 x $0.05 - $0.10 x 999 CBOE Vega=$1631 SPX=4329.25 Fwd
  835. SPLIT TICKET:
    >>1604 VIX Oct23 18th 18.0 Calls $1.50 (CboeTheo=1.49)  ASK  [CBOE] 16:14:49.073 IV=91.3% +1.4 CBOE 1051 x $1.49 - $1.50 x 513 CBOE Vega=$3018 VIX=17.50 Fwd
  836. >>1000 SPXW Sep23 25th 4100 Puts $0.80 (CboeTheo=1.25)  Below Bid!  CBOE 16:20:14.146 IV=25.2% -0.6 CBOE 169 x $1.15 - $1.35 x 50 CBOE  LATE - OPENING  Vega=$23k SPX=4328.02 Fwd
  837. SPLIT TICKET:
    >>1200 SPXW Sep23 25th 4100 Puts $0.797 (CboeTheo=1.25)  Below Bid!  [CBOE] 16:20:17.682 IV=25.2% -0.6 CBOE 132 x $1.15 - $1.35 x 50 CBOE  LATE - OPENING  Vega=$28k SPX=4328.02 Fwd
  838. TRADE CXLD:
    >>1000 SPXW Sep23 25th 4100 Puts $0.80 (CboeTheo=1.25)  Below Bid!  CBOE 16:20:14.146 IV=25.2% -0.6 CBOE 169 x $1.15 - $1.35 x 50 CBOE  LATE - OPENING  Vega=$23k SPX=4328.02 Fwd
  839. >>1000 SPXW Sep23 25th 4100 Puts $0.80 (CboeTheo=1.52)  BID  CBOE 16:27:34.188 IV=25.2% -0.6 CBOE 3 x $0.60 - $2.45 x 3 CBOE  LATE - OPENING  Vega=$23k SPX=4328.02 Fwd
  840. SPLIT TICKET:
    >>1200 SPXW Sep23 22nd 3350 Puts $0.05 (CboeTheo=0.05)  BID  [CBOE] 16:35:45.947 IV=154.1% +44.9 CBOE 9195 x $0.05 - $1.80 x 300 CBOE  EXTEND  Vega=$534 SPX=4325.54 Fwd
  841. >>1900 VIX Oct23 18th 25.0 Calls $0.56 (CboeTheo=0.53)  ASK  CBOE 16:42:01.864 IV=126.8% +1.0 CBOE 3861 x $0.49 - $0.56 x 3846 CBOE  EXTEND  Vega=$2500 VIX=17.58 Fwd
  842. SPLIT TICKET:
    >>2000 VIX Oct23 18th 25.0 Calls $0.56 (CboeTheo=0.53)  ASK  [CBOE] 16:42:01.864 IV=126.8% +1.0 CBOE 3861 x $0.49 - $0.56 x 3846 CBOE  EXTEND  Vega=$2632 VIX=17.58 Fwd

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