- >>2500 MPW Sep23 22nd 6.5 Puts $0.39 (CboeTheo=0.37) ASK ARCA 09:36:33.510 IV=66.2% +8.1 ARCA 1 x $0.35 - $0.40 x 867 PHLX SPREAD/FLOOR ExDiv Vega=$1031 MPW=6.46 Ref
- >>2500 MPW Sep23 7.0 Puts $0.70 (CboeTheo=0.70) MID ARCA 09:36:33.510 IV=64.8% +10.6 PHLX 402 x $0.66 - $0.75 x 162 MIAX SPREAD/FLOOR ExDiv Vega=$142 MPW=6.46 Ref
- >>3000 VST Jan24 36.0 Calls $1.40 (CboeTheo=1.29) ASK BOX 09:36:59.051 IV=26.9% +1.4 BOX 206 x $1.20 - $1.40 x 457 PHLX SPREAD/FLOOR - OPENING Vega=$23k VST=33.85 Ref
- >>3000 VST Jan24 40.0 Calls $0.40 (CboeTheo=0.42) BID BOX 09:36:59.051 IV=25.1% -0.3 PHLX 264 x $0.35 - $0.50 x 424 PHLX SPREAD/FLOOR - OPENING Vega=$15k VST=33.85 Ref
- >>2917 ORCL Nov23 105 Puts $2.01 (CboeTheo=2.24) BID ISE 09:38:46.603 IV=26.5% -6.8 PHLX 242 x $2.00 - $2.45 x 585 AMEX AUCTION - OPENING Post-Earnings / SSR Vega=$45k ORCL=111.86 Ref
- SPLIT TICKET:
>>2950 ORCL Nov23 105 Puts $2.01 (CboeTheo=2.24) BID [ISE] 09:38:46.603 IV=26.7% -6.5 PHLX 242 x $2.00 - $2.45 x 585 AMEX AUCTION - OPENING Post-Earnings / SSR Vega=$45k ORCL=111.86 Ref - >>9724 ORCL Sep23 119 Puts $7.20 (CboeTheo=7.12) ASK AMEX 09:39:08.469 IV=47.0% -14.4 ISE 41 x $7.00 - $7.30 x 48 CBOE AUCTION Post-Earnings / SSR Vega=$16k ORCL=111.96 Ref
- >>2171 EPR Oct23 45.0 Puts $2.40 (CboeTheo=2.31) ASK MIAX 09:39:17.947 IV=22.6% +2.4 PHLX 208 x $1.70 - $2.40 x 1 ARCA COB - OPENING Vega=$10k EPR=43.27 Ref
- >>2171 EPR Sep23 45.0 Puts $1.90 (CboeTheo=1.85) BID MIAX 09:39:17.947 IV=42.7% +19.3 MIAX 79 x $1.20 - $4.10 x 31 BOX COB Vega=$2276 EPR=43.27 Ref
- >>5000 VIX Oct23 18th 70.0 Calls $0.04 (CboeTheo=0.04) MID CBOE 09:41:19.139 IV=191.8% -2.5 CBOE 29k x $0.02 - $0.06 x 27k CBOE AUCTION Vega=$920 VIX=15.75 Fwd
- >>12500 AMC Sep23 7.5 Puts $0.54 (CboeTheo=0.56) Below Bid! AMEX 09:41:05.868 IV=195.7% +8.3 EMLD 388 x $0.55 - $0.59 x 46 C2 SPREAD/FLOOR Vega=$3538 AMC=7.53 Ref
- >>20000 AMC Sep23 7.0 Puts $0.36 (CboeTheo=0.35) ASK AMEX 09:41:05.868 IV=214.4% +18.2 GEMX 216 x $0.35 - $0.36 x 35 ARCA SPREAD/FLOOR Vega=$5126 AMC=7.53 Ref
- >>32500 AMC Sep23 22nd 7.0 Puts $0.68 (CboeTheo=0.66) ASK AMEX 09:41:05.869 IV=190.7% +9.7 C2 86 x $0.64 - $0.68 x 612 PHLX SPREAD/FLOOR - OPENING Vega=$15k AMC=7.53 Ref
- >>32500 AMC Sep23 22nd 5.5 Puts $0.22 (CboeTheo=0.23) BID AMEX 09:41:05.869 IV=207.1% +2.7 C2 46 x $0.22 - $0.24 x 338 C2 SPREAD/FLOOR - OPENING Vega=$9168 AMC=7.53 Ref
- >>2000 ACAD Sep23 27.0 Puts $0.30 (CboeTheo=0.38) BID ISE 09:42:54.863 IV=28.7% -6.2 PHLX 124 x $0.30 - $0.45 x 10 MPRL SPREAD/CROSS Vega=$2040 ACAD=26.97 Ref
- >>2000 ACAD Oct23 27.0 Puts $1.20 (CboeTheo=1.07) Above Ask! ISE 09:42:54.863 IV=36.3% +4.4 PHLX 117 x $1.00 - $1.15 x 12 GEMX SPREAD/CROSS - OPENING Vega=$6925 ACAD=26.97 Ref
- >>2500 KVUE Sep23 22nd 21.0 Puts $0.15 (CboeTheo=0.18) BID PHLX 09:43:00.041 IV=32.0% -4.2 EMLD 560 x $0.15 - $0.20 x 746 CBOE SPREAD/CROSS/TIED Vega=$2724 KVUE=21.82 Ref
- >>2500 KVUE Sep23 22nd 22.5 Calls $0.25 (CboeTheo=0.22) ASK PHLX 09:43:00.041 IV=33.9% +2.3 C2 582 x $0.20 - $0.25 x 997 CBOE SPREAD/CROSS/TIED Vega=$3286 KVUE=21.82 Ref
- >>2630 FMC Oct23 80.0 Puts $7.19 (CboeTheo=6.89) ASK MIAX 09:45:19.943 IV=33.0% +4.1 BZX 41 x $6.10 - $7.40 x 34 MPRL ISO/AUCTION 52WeekLow Vega=$19k FMC=74.11 Ref
- >>2000 CGC Jan24 4.0 Calls $0.29 (CboeTheo=0.27) ASK AMEX 09:45:25.817 IV=183.4% -4.8 PHLX 8735 x $0.23 - $0.29 x 2000 AMEX SSR Vega=$736 CGC=1.67 Ref
- >>9999 VIX Dec23 20th 12.0 Puts $0.11 (CboeTheo=0.11) MID CBOE 09:45:28.132 IV=46.0% -0.1 CBOE 23k x $0.09 - $0.13 x 24k CBOE AUCTION - OPENING Vega=$10k VIX=16.97 Fwd
- >>2314 INTC Sep23 40.0 Calls $0.35 (CboeTheo=0.35) BID GEMX 09:47:41.054 IV=38.0% +1.6 GEMX 2614 x $0.35 - $0.36 x 70 MIAX ISO 52WeekHigh Vega=$3265 INTC=39.45 Ref
- >>4000 MPW Sep23 7.0 Puts $0.69 (CboeTheo=0.72) BID ARCA 09:48:31.433 PHLX 129 x $0.69 - $0.76 x 79 ARCA SPREAD/FLOOR ExDiv Vega=$0 MPW=6.43 Ref
- >>4000 MPW Sep23 22nd 6.5 Puts $0.38 (CboeTheo=0.38) ASK ARCA 09:48:31.433 IV=61.9% +3.8 C2 115 x $0.35 - $0.38 x 2 NOM SPREAD/FLOOR ExDiv Vega=$1627 MPW=6.43 Ref
- >>3500 MTCH Oct23 27th 37.0 Puts $0.38 (CboeTheo=0.41) BID BOX 09:51:14.662 IV=40.0% -0.5 PHLX 26 x $0.35 - $0.48 x 86 CBOE FLOOR - OPENING Vega=$11k MTCH=42.91 Ref
- >>2499 TSLA Sep23 260 Puts $1.03 (CboeTheo=1.03) MID PHLX 09:53:17.917 IV=57.1% +3.2 NOM 24 x $1.02 - $1.04 x 429 C2 COB/AUCTION Vega=$14k TSLA=275.46 Ref
- >>2499 TSLA Sep23 250 Puts $0.28 (CboeTheo=0.29) BID PHLX 09:53:17.917 IV=61.0% +2.9 C2 763 x $0.28 - $0.29 x 4 NOM COB/AUCTION Vega=$6038 TSLA=275.46 Ref
- >>2299 ORCL Oct23 27th 105 Puts $1.56 (CboeTheo=1.60) BID ISE 09:56:54.045 IV=26.3% -8.5 BZX 1 x $1.55 - $1.63 x 11 BOX AUCTION - OPENING Post-Earnings / SSR Vega=$28k ORCL=111.14 Ref
- >>10000 TSLA Sep23 250 Puts $0.21 (CboeTheo=0.21) BID PHLX 09:59:44.601 IV=61.7% +3.6 C2 474 x $0.21 - $0.22 x 116 GEMX COB/AUCTION Vega=$20k TSLA=277.71 Ref
- >>5000 TSLA Sep23 260 Puts $0.77 (CboeTheo=0.75) Above Ask! PHLX 09:59:44.601 IV=57.3% +3.4 EMLD 141 x $0.75 - $0.76 x 60 C2 COB/AUCTION Vega=$24k TSLA=277.71 Ref
- SPLIT TICKET:
>>3000 SPX Dec23 2700 Puts $1.70 (CboeTheo=1.67) ASK [CBOE] 09:53:05.656 IV=41.8% +0.1 CBOE 3380 x $1.60 - $1.75 x 4105 CBOE FLOOR Vega=$112k SPX=4528.01 Fwd - >>5000 NET Nov23 60.0 Puts $3.65 (CboeTheo=3.60) ASK PHLX 10:08:02.128 IV=58.4% +1.0 ARCA 1 x $3.55 - $3.65 x 494 AMEX SPREAD/CROSS/TIED Vega=$49k NET=65.37 Ref
- SPLIT TICKET:
>>1152 SPX Dec23 4050 Puts $26.13 (CboeTheo=26.18) BID [CBOE] 10:02:58.859 IV=19.3% -0.0 CBOE 746 x $26.00 - $26.40 x 1306 CBOE LATE Vega=$530k SPX=4529.08 Fwd - SPLIT TICKET:
>>1152 SPX Oct23 4050 Puts $6.33 (CboeTheo=6.42) BID [CBOE] 10:02:58.859 IV=20.3% -0.0 CBOE 1394 x $6.30 - $6.50 x 3067 CBOE LATE Vega=$184k SPX=4499.82 Fwd - >>4346 C Jan24 60.0 Calls $0.06 (CboeTheo=0.06) ASK C2 10:09:19.487 IV=30.6% -0.2 C2 353 x $0.05 - $0.06 x 109 MPRL Vega=$6164 C=40.73 Ref
- >>4210 AAPL Sep23 29th 180 Puts $4.30 (CboeTheo=4.29) BID ARCA 10:10:14.859 IV=23.0% +0.4 ARCA 4215 x $4.30 - $4.35 x 2949 C2 Vega=$64k AAPL=178.19 Ref
- SPLIT TICKET:
>>1000 SPX Sep23 4500 Puts $31.91 (CboeTheo=33.37) Below Bid! [CBOE] 10:06:27.139 IV=11.6% +0.3 CBOE 60 x $33.00 - $33.70 x 80 CBOE LATE Vega=$146k SPX=4477.82 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4500 Calls $11.92 (CboeTheo=11.19) Above Ask! [CBOE] 10:06:27.139 IV=13.1% +2.2 CBOE 100 x $11.10 - $11.40 x 90 CBOE LATE Vega=$149k SPX=4477.82 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4500 Calls $133.15 (CboeTheo=132.27) Above Ask! [CBOE] 10:06:27.139 IV=13.3% +0.1 CBOE 108 x $131.60 - $132.60 x 20 CBOE LATE Vega=$897k SPX=4527.05 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4500 Puts $104.54 (CboeTheo=105.61) Below Bid! [CBOE] 10:06:27.139 IV=13.0% -0.1 CBOE 99 x $105.30 - $105.90 x 61 CBOE LATE Vega=$897k SPX=4527.05 Fwd - >>2400 MSFT Jan24 340 Calls $19.94 (CboeTheo=19.89) ASK AMEX 10:15:21.058 IV=24.2% -0.0 NOM 16 x $19.85 - $19.95 x 31 BXO SPREAD/CROSS Vega=$190k MSFT=335.22 Ref
- >>2400 MSFT Jan24 340 Puts $19.05 (CboeTheo=19.11) BID AMEX 10:15:21.058 IV=24.1% -0.2 BXO 45 x $19.05 - $19.15 x 1 GEMX SPREAD/CROSS Vega=$188k MSFT=335.22 Ref
- >>3200 RTX Oct23 27th 70.0 Puts $0.94 (CboeTheo=0.98) BID BOX 10:17:06.402 IV=25.0% -1.4 AMEX 342 x $0.93 - $1.02 x 113 PHLX FLOOR - OPENING 52WeekLow Vega=$26k RTX=73.75 Ref
- >>4190 PFE Oct23 27th 32.0 Puts $0.35 (CboeTheo=0.36) BID PHLX 10:17:28.549 IV=23.4% -0.5 BOX 10 x $0.34 - $0.38 x 140 GEMX AUCTION - OPENING Vega=$15k PFE=33.82 Ref
- >>2500 RRC Oct23 34.0 Calls $0.90 (CboeTheo=0.93) MID PHLX 10:17:38.058 IV=33.6% -0.6 PHLX 640 x $0.85 - $0.95 x 246 C2 SPREAD/CROSS/TIED Vega=$10k RRC=32.60 Ref
- >>5000 UPS Sep23 155 Puts $0.77 (CboeTheo=0.82) BID BOX 10:17:44.361 IV=26.8% -0.2 CBOE 605 x $0.75 - $0.90 x 301 EDGX FLOOR Vega=$26k UPS=156.92 Ref
- >>1026 SPXW Sep23 22nd 4525 Calls $17.73 (CboeTheo=17.44) Above Ask! CBOE 10:17:53.369 IV=11.5% +0.5 CBOE 24 x $17.40 - $17.60 x 34 CBOE LATE Vega=$278k SPX=4483.81 Fwd
- SPLIT TICKET:
>>1326 SPXW Sep23 22nd 4525 Calls $17.73 (CboeTheo=17.44) Above Ask! [CBOE] 10:17:53.368 IV=11.5% +0.5 CBOE 24 x $17.40 - $17.60 x 34 CBOE LATE Vega=$359k SPX=4483.81 Fwd - SPLIT TICKET:
>>1000 VIX Oct23 18th 35.0 Calls $0.21 (CboeTheo=0.21) BID [CBOE] 10:19:45.042 IV=151.9% +1.7 CBOE 1139 x $0.21 - $0.23 x 3734 CBOE Vega=$703 VIX=15.75 Fwd - >>2000 TGT Mar24 140 Calls $4.55 (CboeTheo=4.50) ASK PHLX 10:22:01.383 IV=28.4% +0.2 AMEX 388 x $4.40 - $4.60 x 309 AMEX SPREAD/CROSS/TIED - OPENING Vega=$62k TGT=122.97 Ref
- >>12000 NAVI Dec25 10.0 Puts $1.05 (CboeTheo=0.81) BID PHLX 10:22:26.271 IV=48.0% MRX 0 x $0.00 - $5.00 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$60k NAVI=17.14 Ref
- >>2400 NAVI Dec24 10.0 Puts $0.60 (CboeTheo=0.57) ASK PHLX 10:22:26.271 IV=51.3% -0.9 PHLX 119 x $0.35 - $0.80 x 240 PHLX SPREAD/FLOOR Vega=$8010 NAVI=17.14 Ref
- >>9600 NAVI Dec24 10.0 Puts $0.55 (CboeTheo=0.57) BID PHLX 10:22:26.271 IV=49.8% -2.5 PHLX 119 x $0.35 - $0.80 x 240 PHLX SPREAD/FLOOR Vega=$31k NAVI=17.14 Ref
- >>2150 SMG Sep23 50.0 Puts $0.11 (CboeTheo=0.15) BID ARCA 10:22:56.854 IV=47.1% -3.7 C2 70 x $0.10 - $0.20 x 48 PHLX CROSS Vega=$1885 SMG=52.87 Ref
- >>7200 VIX Apr24 17th 65.0 Calls $0.44 (CboeTheo=0.43) MID CBOE 10:23:09.629 IV=93.7% +0.7 CBOE 500 x $0.41 - $0.46 x 2313 CBOE FLOOR - OPENING Vega=$17k VIX=19.17 Fwd
- SPLIT TICKET:
>>10750 VIX Apr24 17th 65.0 Calls $0.44 (CboeTheo=0.43) MID [CBOE] 10:23:09.629 IV=93.7% +0.7 CBOE 500 x $0.41 - $0.46 x 2313 CBOE FLOOR - OPENING Vega=$26k VIX=19.17 Fwd - >>4800 VIX Oct23 18th 70.0 Calls $0.04 (CboeTheo=0.04) MID CBOE 10:23:29.291 IV=191.3% -3.0 CBOE 24k x $0.03 - $0.06 x 28k CBOE AUCTION Vega=$886 VIX=15.82 Fwd
- >>2499 F Sep23 12.0 Calls $0.51 (CboeTheo=0.50) BID EMLD 10:24:33.783 IV=48.5% +9.9 EMLD 2499 x $0.51 - $0.52 x 2181 CBOE Vega=$847 F=12.44 Ref
- >>7000 FANG Sep23 150 Calls $5.00 (CboeTheo=4.94) BID AMEX 10:27:55.305 IV=26.3% +4.7 NOM 6 x $4.90 - $5.40 x 121 MIAX FLOOR Vega=$18k FANG=154.72 Ref
- >>3000 AMZN Sep23 139 Puts $0.61 (CboeTheo=0.62) ASK ARCA 10:32:18.736 IV=28.8% -0.5 GEMX 500 x $0.60 - $0.61 x 3000 ARCA Vega=$13k AMZN=141.30 Ref
- SPLIT TICKET:
>>2000 DIS Oct23 27th 78.0 Puts $0.91 (CboeTheo=0.91) MID [PHLX] 10:36:43.464 IV=25.9% +0.1 EMLD 161 x $0.90 - $0.93 x 15 MPRL AUCTION - OPENING Vega=$17k DIS=83.18 Ref - >>5000 RIVN Sep23 22nd 22.0 Puts $0.21 (CboeTheo=0.20) ASK ARCA 10:38:13.744 IV=60.6% +3.3 MPRL 40 x $0.20 - $0.21 x 1132 C2 CROSS - OPENING Vega=$4892 RIVN=24.22 Ref
- >>3000 M Dec23 11.0 Puts $0.84 (CboeTheo=0.86) BID PHLX 10:39:03.555 IV=45.5% -0.0 BOX 184 x $0.84 - $0.87 x 178 BOX TIED/FLOOR - OPENING Vega=$6595 M=11.53 Ref
- >>2000 XPOF Dec24 25.0 Calls $3.45 (CboeTheo=3.43) MID ARCA 10:39:47.509 IV=57.9% -0.6 CBOE 43 x $3.30 - $3.60 x 119 MIAX SPREAD/FLOOR Vega=$17k XPOF=18.91 Ref
- >>2000 XPOF Dec24 40.0 Calls $1.10 (CboeTheo=1.10) MID ARCA 10:39:47.511 IV=55.1% -0.1 EDGX 79 x $0.95 - $1.25 x 12 MIAX SPREAD/FLOOR Vega=$13k XPOF=18.91 Ref
- >>2000 XPOF Jan25 22.5 Calls $4.40 (CboeTheo=4.42) MID ARCA 10:39:47.511 IV=59.3% +3.4 PHLX 33 x $4.20 - $4.60 x 35 MPRL SPREAD/FLOOR - OPENING Vega=$17k XPOF=18.91 Ref
- >>2000 XPOF Jan25 35.0 Calls $1.70 (CboeTheo=1.70) MID ARCA 10:39:47.512 IV=55.2% -6.1 EDGX 92 x $1.55 - $1.85 x 41 BXO SPREAD/FLOOR - OPENING Vega=$15k XPOF=18.91 Ref
- >>2000 XPOF Jan25 7.5 Puts $0.75 (CboeTheo=0.75) MID ARCA 10:39:47.512 IV=80.6% -1.8 EDGX 67 x $0.60 - $0.90 x 86 PHLX SPREAD/FLOOR - OPENING Vega=$5536 XPOF=18.91 Ref
- SPLIT TICKET:
>>1462 VIX Sep23 20th 15.0 Calls $0.53 (CboeTheo=0.54) BID [CBOE] 10:43:51.775 IV=78.0% -4.8 CBOE 1517 x $0.52 - $0.57 x 19k CBOE Vega=$1251 VIX=14.68 Fwd - >>2000 MU Oct23 62.5 Calls $9.57 (CboeTheo=9.60) BID AMEX 10:46:33.736 IV=38.0% +0.0 CBOE 589 x $9.55 - $9.65 x 5 GEMX SPREAD/CROSS Vega=$9502 MU=71.23 Ref
- >>2000 MU Oct23 62.5 Puts $0.59 (CboeTheo=0.59) BID AMEX 10:46:33.736 IV=38.6% +0.6 MPRL 65 x $0.59 - $0.60 x 121 C2 SPREAD/CROSS Vega=$9715 MU=71.23 Ref
- >>23105 BAC Dec23 31.0 Calls $0.50 (CboeTheo=0.50) BID PHLX 10:47:49.847 IV=21.6% -0.6 BXO 108 x $0.50 - $0.51 x 933 EMLD SPREAD/FLOOR - OPENING Vega=$112k BAC=28.59 Ref
- >>23105 BAC Nov23 30.0 Calls $0.66 (CboeTheo=0.65) ASK PHLX 10:47:49.847 IV=22.6% -0.3 BXO 76 x $0.65 - $0.66 x 840 EMLD SPREAD/FLOOR - OPENING Vega=$107k BAC=28.59 Ref
- >>2300 AMC2 Sep23 3.0 Puts $2.10 (CboeTheo=2.13) BID ARCA 10:51:20.514 PHLX 2698 x $2.10 - $2.15 x 14 BOX FLOOR Vega=$0 AMC=7.59 Ref
- >>3000 TSLA Oct23 290 Calls $12.79 (CboeTheo=12.74) ASK ARCA 10:51:51.267 IV=53.1% +0.4 EDGX 266 x $12.70 - $12.80 x 248 AMEX CROSS Vega=$104k TSLA=273.57 Ref
- >>7600 TSLA Sep23 265 Calls $10.60 (CboeTheo=10.53) ASK BOX 10:52:41.400 IV=53.7% +1.3 ISE 10 x $10.50 - $10.60 x 15 EDGX SPREAD/FLOOR Vega=$64k TSLA=273.16 Ref
- >>7600 TSLA Oct23 225 Calls $52.60 (CboeTheo=52.79) BID BOX 10:52:41.400 IV=56.0% -1.1 MIAX 2 x $52.60 - $53.10 x 1 CBOE SPREAD/FLOOR Vega=$133k TSLA=273.16 Ref
- >>2000 VIX Dec23 20th 70.0 Calls $0.17 (CboeTheo=0.17) MID CBOE 10:52:54.498 IV=133.0% +0.9 CBOE 24k x $0.16 - $0.19 x 19k CBOE Vega=$1685 VIX=17.08 Fwd
- >>3787 OXY Sep23 29th 56.0 Puts $0.04 (CboeTheo=0.03) ASK MIAX 10:57:12.251 IV=37.2% +3.5 MPRL 247 x $0.03 - $0.04 x 718 EMLD ISO/AUCTION Vega=$2775 OXY=65.69 Ref
- SPLIT TICKET:
>>3950 OXY Sep23 29th 56.0 Puts $0.04 (CboeTheo=0.03) ASK [MIAX] 10:57:12.251 IV=37.2% +3.5 MPRL 247 x $0.03 - $0.04 x 718 EMLD ISO/AUCTION Vega=$2895 OXY=65.69 Ref - SPLIT TICKET:
>>2000 RIVN Sep23 22.0 Puts $0.07 (CboeTheo=0.06) ASK [AMEX] 10:59:13.491 IV=69.5% +7.8 C2 2154 x $0.06 - $0.07 x 3645 EMLD AUCTION Vega=$761 RIVN=23.91 Ref - >>2000 DVN Sep23 29th 44.0 Puts $0.04 (CboeTheo=0.03) ASK MIAX 11:00:02.786 IV=35.9% +0.0 EMLD 851 x $0.03 - $0.04 x 746 EMLD ISO/AUCTION Vega=$1403 DVN=51.37 Ref
- >>5000 CCL Jan24 19.0 Calls $0.70 (CboeTheo=0.71) BID PHLX 11:01:04.274 IV=47.3% -0.2 MPRL 19 x $0.70 - $0.71 x 475 EMLD SPREAD/CROSS/TIED Vega=$16k CCL=15.38 Ref
- >>2500 CCL Oct23 16.0 Calls $0.77 (CboeTheo=0.76) ASK PHLX 11:01:04.274 IV=50.2% +0.2 ARCA 55 x $0.76 - $0.77 x 131 GEMX SPREAD/CROSS/TIED Vega=$4927 CCL=15.38 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 4205 Puts $0.45 (CboeTheo=0.48) BID [CBOE] 11:04:06.255 IV=28.8% +1.0 CBOE 764 x $0.45 - $0.55 x 1308 CBOE ISO - OPENING Vega=$13k SPX=4471.04 Fwd - >>2500 INTC Oct23 38.0 Puts $1.05 (CboeTheo=1.05) MID AMEX 11:06:51.691 IV=34.3% +0.0 C2 312 x $1.04 - $1.06 x 730 C2 CROSS 52WeekHigh Vega=$12k INTC=39.33 Ref
- SPLIT TICKET:
>>3600 ACI Apr24 25.0 Calls $1.475 (CboeTheo=1.27) ASK [BOX] 11:07:12.893 IV=29.3% +5.1 ARCA 10 x $1.05 - $1.50 x 111 PHLX FLOOR - OPENING Vega=$25k ACI=23.62 Ref - >>2924 FTCH Jan25 8.0 Calls $0.15 (CboeTheo=0.14) ASK PHLX 11:09:16.217 IV=73.4% +0.8 GEMX 309 x $0.13 - $0.15 x 253 GEMX AUCTION 52WeekLow Vega=$2240 FTCH=2.41 Ref
- SPLIT TICKET:
>>3000 FTCH Jan25 8.0 Calls $0.15 (CboeTheo=0.14) ASK [PHLX] 11:09:16.217 IV=73.4% +0.8 GEMX 309 x $0.13 - $0.15 x 253 GEMX AUCTION 52WeekLow Vega=$2299 FTCH=2.41 Ref - >>3000 ICE Sep23 115 Puts $0.85 (CboeTheo=0.89) BID PHLX 11:10:32.105 IV=15.6% -0.8 PHLX 23 x $0.85 - $1.00 x 68 PHLX SPREAD/CROSS/TIED Vega=$13k ICE=115.02 Ref
- >>2452 AMZN Sep23 140 Puts $1.16 (CboeTheo=1.14) Above Ask! CBOE 11:13:14.222 IV=29.9% +1.2 BZX 247 x $1.13 - $1.15 x 879 MPRL AUCTION Vega=$13k AMZN=140.81 Ref
- SWEEP DETECTED:
>>2549 AMZN Sep23 140 Puts $1.16 (CboeTheo=1.14) MID [MULTI] 11:13:14.128 IV=29.7% +1.0 NOM 95 x $1.15 - $1.16 x 56 BXO Vega=$13k AMZN=140.80 Ref - >>3000 IVR Sep23 11.0 Calls $0.08 (CboeTheo=0.09) BID ARCA 11:14:24.560 IV=24.0% -1.3 PHLX 91 x $0.08 - $0.11 x 2 NOM FLOOR - OPENING Vega=$1216 IVR=10.97 Ref
- >>2500 AI Oct23 35.0 Puts $7.40 (CboeTheo=7.38) ASK PHLX 11:16:17.137 IV=69.4% +1.8 CBOE 49 x $7.30 - $7.45 x 5 AMEX SPREAD/CROSS/TIED Vega=$6326 AI=28.48 Ref
- >>2500 AI Oct23 35.0 Calls $0.60 (CboeTheo=0.60) MID PHLX 11:16:17.137 IV=68.4% +0.8 C2 183 x $0.59 - $0.62 x 223 C2 SPREAD/CROSS/TIED Vega=$6281 AI=28.48 Ref
- >>6000 FANG Sep23 150 Puts $0.05 (CboeTheo=0.07) BID PHLX 11:18:32.813 IV=24.2% +2.7 C2 221 x $0.05 - $0.10 x 231 C2 SPREAD/CROSS/TIED - OPENING Vega=$7327 FANG=156.13 Ref
- >>6000 FANG Oct23 27th 155 Puts $3.90 (CboeTheo=3.98) BID PHLX 11:18:32.813 IV=22.3% +0.2 PHLX 178 x $3.90 - $4.10 x 93 CBOE SPREAD/CROSS/TIED - OPENING Vega=$129k FANG=156.13 Ref
- >>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.04) BID PHLX 11:18:58.126 EDGX 50 x $2.00 - $2.05 x 66 EDGX SPREAD/CROSS/TIED Vega=$0 KO=58.41 Ref
- >>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:18:58.126 IV=18.5% +2.8 GEMX 20 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$945 KO=58.41 Ref
- >>3649 BSX Sep23 29th 47.0 Puts $0.01 (CboeTheo=0.05) BID BOX 11:19:33.456 IV=27.1% -12.5 MPRL 0 x $0.00 - $0.10 x 254 CBOE FLOOR Vega=$1177 BSX=53.73 Ref
- SPLIT TICKET:
>>4865 BSX Sep23 29th 47.0 Puts $0.02 (CboeTheo=0.05) BID [BOX] 11:19:33.456 IV=27.1% -12.5 MPRL 0 x $0.00 - $0.10 x 254 CBOE FLOOR Vega=$1569 BSX=53.73 Ref - >>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.06) BID PHLX 11:19:57.569 BXO 56 x $2.00 - $2.08 x 45 MIAX SPREAD/CROSS/TIED Vega=$0 KO=58.40 Ref
- >>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:19:57.569 IV=18.6% +3.0 GEMX 15 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$933 KO=58.40 Ref
- SWEEP DETECTED:
>>2235 TSLA Sep23 295 Calls $0.369 (CboeTheo=0.39) MID [MULTI] 11:20:04.524 IV=58.1% +3.6 C2 581 x $0.37 - $0.38 x 27 C2 Vega=$7010 TSLA=270.54 Ref - >>2050 AGEN Jan24 1.5 Calls $0.30 (CboeTheo=0.27) ASK PHLX 11:22:43.693 IV=125.3% +29.8 BOX 50 x $0.20 - $0.30 x 2065 PHLX ISO Vega=$605 AGEN=1.25 Ref
- >>2000 AI Oct23 27.5 Puts $1.96 (CboeTheo=1.93) Above Ask! AMEX 11:23:33.326 IV=64.8% +2.1 BXO 52 x $1.92 - $1.95 x 22 BXO TIED/FLOOR Vega=$7059 AI=28.55 Ref
- >>2000 AI Oct23 27.5 Calls $2.68 (CboeTheo=2.72) BID AMEX 11:23:33.326 IV=63.0% -0.0 CBOE 171 x $2.66 - $2.74 x 30 BOX TIED/FLOOR Vega=$7030 AI=28.55 Ref
- >>23000 CHPT Oct23 6.0 Puts $0.65 (CboeTheo=0.66) MID AMEX 11:24:03.316 IV=57.4% -1.0 EMLD 485 x $0.64 - $0.67 x 5 GEMX SPREAD/CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>23000 CHPT Oct23 6.0 Calls $0.29 (CboeTheo=0.28) ASK AMEX 11:24:03.316 IV=61.3% +2.9 ARCA 43 x $0.27 - $0.29 x 191 C2 SPREAD/CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>1000 VIX Oct23 18th 17.0 Calls $1.29 (CboeTheo=1.28) MID CBOE 11:26:46.036 IV=85.7% -0.1 CBOE 1636 x $1.27 - $1.30 x 1 CBOE Vega=$1980 VIX=15.98 Fwd
- >>14000 SNDX Oct23 15.0 Puts $2.70 (CboeTheo=2.58) ASK AMEX 11:27:27.328 IV=176.1% +0.0 NOM 3 x $2.45 - $2.70 x 2 NOM SPREAD/FLOOR - OPENING 52WeekLow Vega=$27k SNDX=17.02 Ref
- >>10710 SNDX Oct23 17.5 Puts $3.85 (CboeTheo=3.94) MID AMEX 11:27:27.328 IV=161.6% -7.7 PHLX 20 x $3.40 - $4.30 x 21 PHLX SPREAD/FLOOR 52WeekLow Vega=$23k SNDX=17.02 Ref
- >>2000 TSM Jan24 110 Calls $1.16 (CboeTheo=1.17) BID AMEX 11:31:24.973 IV=27.5% -0.2 PHLX 34 x $1.16 - $1.18 x 12 BXO CROSS Vega=$27k TSM=90.97 Ref
- >>3000 AAP Mar24 95.0 Calls $0.90 (CboeTheo=0.95) BID ARCA 11:34:07.084 IV=46.4% +1.7 NOM 67 x $0.90 - $1.00 x 360 EMLD SPREAD/CROSS - OPENING 52WeekLow Vega=$24k AAP=58.67 Ref
- >>10000 INTC Dec23 31.0 Calls $8.95 (CboeTheo=8.92) ASK PHLX 11:46:53.253 IV=42.0% +1.2 CBOE 545 x $8.85 - $8.95 x 10 BOX SPREAD/CROSS/TIED 52WeekHigh Vega=$36k INTC=39.16 Ref
- >>2499 VIXW Sep23 13th 15.0 Calls $0.07 (CboeTheo=0.08) BID CBOE 11:47:08.205 IV=116.6% +25.1 CBOE 1 x $0.07 - $0.09 x 149 CBOE OPENING Vega=$439 VIX=14.15 Fwd
- >>1000 VIXW Sep23 13th 15.0 Calls $0.07 (CboeTheo=0.08) BID CBOE 11:47:10.469 IV=116.6% +25.1 CBOE 1500 x $0.07 - $0.09 x 149 CBOE Vega=$176 VIX=14.15 Fwd
- >>3000 TSM Oct23 95.0 Calls $1.78 (CboeTheo=1.79) Below Bid! AMEX 11:48:37.169 IV=27.6% -0.3 BZX 15 x $1.79 - $1.80 x 9 BXO TIED/FLOOR Vega=$33k TSM=91.01 Ref
- >>3000 TSM Oct23 95.0 Puts $5.63 (CboeTheo=5.63) MID AMEX 11:48:37.169 IV=27.8% -0.1 ARCA 5 x $5.60 - $5.65 x 35 PHLX TIED/FLOOR Vega=$31k TSM=91.01 Ref
- >>2000 AFRM Nov23 32.5 Calls $0.96 (CboeTheo=0.95) ASK PHLX 11:51:55.817 IV=78.4% -0.6 BXO 2 x $0.95 - $0.96 x 11 C2 SPREAD/CROSS/TIED - OPENING Vega=$6367 AFRM=24.00 Ref
- >>2000 AFRM Oct23 17.5 Puts $0.18 (CboeTheo=0.18) BID PHLX 11:51:55.817 IV=71.9% -2.2 EMLD 449 x $0.18 - $0.19 x 351 C2 SPREAD/CROSS/TIED Vega=$2046 AFRM=24.00 Ref
- >>1903 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK CBOE 11:51:58.351 IV=49.8% -5.7 CBOE 3004 x $0.02 - $0.03 x 640 CBOE Vega=$515 VIX=14.50 Fwd
- SPLIT TICKET:
>>2500 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK [CBOE] 11:51:58.351 IV=49.8% -5.7 CBOE 3004 x $0.02 - $0.03 x 640 CBOE Vega=$677 VIX=14.50 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 14th 4480 Calls $16.50 (CboeTheo=16.62) Below Bid! [CBOE] 11:52:40.411 IV=13.6% +1.7 CBOE 14 x $16.60 - $16.70 x 7 CBOE LATE - OPENING Vega=$137k SPX=4475.26 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 13th 4470 Calls $17.50 (CboeTheo=17.72) Below Bid! [CBOE] 11:52:40.411 IV=15.0% +2.9 CBOE 119 x $17.60 - $17.80 x 22 CBOE LATE - OPENING Vega=$100k SPX=4474.45 Fwd - >>3000 WMT Oct23 160 Calls $6.25 (CboeTheo=6.29) BID PHLX 11:53:55.922 IV=14.3% +0.1 AMEX 166 x $6.20 - $6.35 x 117 AMEX SPREAD/FLOOR 52WeekHigh Vega=$50k WMT=164.20 Ref
- >>3000 WMT Sep23 160 Calls $4.35 (CboeTheo=4.41) BID PHLX 11:53:55.922 IV=14.9% -2.8 BOX 43 x $4.30 - $4.50 x 49 BZX SPREAD/FLOOR 52WeekHigh Vega=$3226 WMT=164.20 Ref
- >>3000 WMT Oct23 160 Puts $1.15 (CboeTheo=1.15) MID PHLX 11:53:55.922 IV=14.5% +0.1 EMLD 159 x $1.13 - $1.16 x 25 PHLX SPREAD/FLOOR 52WeekHigh Vega=$51k WMT=164.20 Ref
- >>3000 WMT Sep23 160 Puts $0.10 (CboeTheo=0.09) Above Ask! PHLX 11:53:55.922 IV=19.8% +1.7 EMLD 609 x $0.08 - $0.09 x 22 NOM SPREAD/FLOOR 52WeekHigh Vega=$6764 WMT=164.20 Ref
- >>2000 OVV Sep23 46.0 Puts $0.20 (CboeTheo=0.25) BID ISE 11:57:05.892 IV=34.9% +1.9 PHLX 281 x $0.20 - $0.30 x 1106 PHLX CROSS Vega=$2647 OVV=47.41 Ref
- >>2000 CHPT Sep23 10.0 Calls $0.01 ASK PHLX 11:57:25.430 IV=276.2% +181.7 AMEX 0 x $0.00 - $0.01 x 81 BZX SPREAD/FLOOR Vega=$53 CHPT=5.71 Ref
- >>2000 CHPT Oct23 10.0 Puts $4.30 (CboeTheo=4.34) BID PHLX 11:57:25.430 BOX 16 x $4.30 - $4.35 x 4 BZX SPREAD/FLOOR Vega=$0 CHPT=5.71 Ref
- >>2000 CHPT Sep23 10.0 Puts $4.25 (CboeTheo=4.29) BID PHLX 11:57:25.430 BOX 48 x $4.25 - $4.35 x 53 EDGX SPREAD/FLOOR Vega=$0 CHPT=5.71 Ref
- >>2000 CHPT Oct23 10.0 Calls $0.02 (CboeTheo=0.02) ASK PHLX 11:57:25.430 IV=89.8% -1.6 PHLX 10 x $0.01 - $0.02 x 24 CBOE SPREAD/FLOOR Vega=$284 CHPT=5.71 Ref
- >>2000 KO Oct23 60.0 Calls $0.28 (CboeTheo=0.28) BID PHLX 11:57:45.935 IV=11.7% +0.4 C2 182 x $0.28 - $0.29 x 284 EMLD SPREAD/CROSS/TIED Vega=$12k KO=58.35 Ref
- >>2000 KO Oct23 60.0 Puts $2.11 (CboeTheo=2.16) BID PHLX 11:57:45.935 IV=10.2% -1.1 CBOE 378 x $2.11 - $2.18 x 12 BOX SPREAD/CROSS/TIED Vega=$5228 KO=58.35 Ref
- TRADE CXLD:
>>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.06) BID PHLX 11:19:57.569 BXO 56 x $2.00 - $2.08 x 45 MIAX SPREAD/CROSS/TIED Vega=$0 KO=58.40 Ref - TRADE CXLD:
>>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:19:57.569 IV=18.6% +3.0 GEMX 15 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$933 KO=58.40 Ref - SPLIT TICKET:
>>1000 VIX Sep23 20th 16.0 Calls $0.30 (CboeTheo=0.28) ASK [CBOE] 12:01:49.270 IV=95.8% +1.6 CBOE 5 x $0.27 - $0.30 x 30k CBOE Vega=$693 VIX=14.48 Fwd - TRADE CXLD:
>>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.04) BID PHLX 11:18:58.126 EDGX 50 x $2.00 - $2.05 x 66 EDGX SPREAD/CROSS/TIED Vega=$0 KO=58.41 Ref - TRADE CXLD:
>>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:18:58.126 IV=18.5% +2.8 GEMX 20 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$945 KO=58.41 Ref - >>2500 AAPL Sep23 22nd 155 Puts $0.12 (CboeTheo=0.13) BID PHLX 12:04:35.541 IV=42.1% -0.4 BXO 1102 x $0.12 - $0.13 x 1102 BXO SPREAD/CROSS/TIED - OPENING Vega=$4520 AAPL=177.13 Ref
- >>2500 AAPL Sep23 22nd 157.5 Puts $0.16 (CboeTheo=0.17) BID PHLX 12:04:35.541 IV=39.8% +0.1 BXO 1067 x $0.16 - $0.17 x 1069 BXO SPREAD/CROSS/TIED - OPENING Vega=$5792 AAPL=177.13 Ref
- >>4829 HUT Oct23 2.0 Calls $0.39 (CboeTheo=0.39) MID MRX 12:05:12.956 IV=109.5% +9.6 C2 206 x $0.37 - $0.41 x 782 MRX AUCTION - OPENING Vega=$1237 HUT=2.18 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 14th 3950 Puts $0.15 (CboeTheo=0.12) ASK [CBOE] 12:08:53.003 IV=58.7% +7.8 CBOE 221 x $0.10 - $0.15 x 1736 CBOE FLOOR Vega=$2844 SPX=4477.67 Fwd - >>2000 RIG Oct23 8.0 Puts $0.25 (CboeTheo=0.24) ASK CBOE 12:11:35.878 IV=46.5% +1.6 BXO 36 x $0.23 - $0.25 x 2182 EMLD SPREAD/LEGGED/FLOOR Vega=$1893 RIG=8.56 Ref
- >>2000 RIG Nov23 7.0 Puts $0.17 (CboeTheo=0.16) ASK CBOE 12:11:35.878 IV=53.8% +1.6 C2 113 x $0.15 - $0.17 x 1335 EMLD SPREAD/LEGGED/FLOOR Vega=$1719 RIG=8.56 Ref
- >>2000 RIG Oct23 8.0 Puts $0.25 (CboeTheo=0.24) ASK CBOE 12:11:35.941 IV=46.5% +1.6 BXO 36 x $0.23 - $0.25 x 2182 EMLD SPREAD/LEGGED/FLOOR Vega=$1893 RIG=8.56 Ref
- >>2000 RIG Nov23 7.0 Puts $0.17 (CboeTheo=0.16) ASK CBOE 12:11:35.941 IV=53.8% +1.6 C2 113 x $0.15 - $0.17 x 1335 EMLD SPREAD/LEGGED/FLOOR Vega=$1719 RIG=8.56 Ref
- >>4529 ERIC Sep23 5.0 Calls $0.17 (CboeTheo=0.15) ASK PHLX 12:14:35.651 IV=58.8% +23.0 PHLX 2511 x $0.10 - $0.20 x 1476 PHLX AUCTION Vega=$786 ERIC=5.12 Ref
- >>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.31) ASK PHLX 12:14:37.288 IV=56.7% +0.9 ARCA 106 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref
- >>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:14:37.288 IV=50.8% -0.1 PHLX 112 x $1.34 - $1.38 x 174 EMLD SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref
- SPLIT TICKET:
>>4531 ERIC Sep23 5.0 Calls $0.17 (CboeTheo=0.15) ASK [PHLX] 12:14:35.651 IV=58.8% +23.0 PHLX 2511 x $0.10 - $0.20 x 1476 PHLX AUCTION Vega=$786 ERIC=5.12 Ref - >>4000 NEM Jun24 55.0 Calls $0.71 (CboeTheo=0.73) BID ARCA 12:16:05.043 IV=31.0% -0.2 PHLX 32 x $0.70 - $0.76 x 65 GEMX CROSS Vega=$32k NEM=39.06 Ref
- >>2652 BABA Jan24 130 Calls $0.75 (CboeTheo=0.76) BID BOX 12:19:28.133 IV=40.3% -0.4 ARCA 26 x $0.75 - $0.77 x 189 EMLD SPREAD/FLOOR Vega=$22k BABA=88.95 Ref
- >>2652 BABA Jan24 135 Calls $0.59 (CboeTheo=0.58) ASK BOX 12:19:28.133 IV=41.2% -0.3 MPRL 7 x $0.58 - $0.59 x 12 BXO SPREAD/FLOOR Vega=$19k BABA=88.95 Ref
- >>8000 MO Oct23 45.0 Calls $0.40 (CboeTheo=0.40) MID PHLX 12:20:20.108 IV=12.6% +0.1 EMLD 566 x $0.39 - $0.41 x 1567 EMLD SPREAD/CROSS/TIED - OPENING Vega=$42k MO=44.91 Ref
- >>8000 MO Oct23 45.0 Puts $1.20 (CboeTheo=1.23) BID PHLX 12:20:20.108 IV=11.8% -0.7 PHLX 886 x $1.20 - $1.24 x 5 MIAX SPREAD/CROSS/TIED - OPENING Vega=$36k MO=44.91 Ref
- >>2340 HUT Jan25 2.0 Calls $1.05 (CboeTheo=1.05) BID MRX 12:21:04.765 IV=99.0% -8.5 BOX 1985 x $1.04 - $1.49 x 1 ISE AUCTION Vega=$1846 HUT=2.25 Ref
- SPLIT TICKET:
>>2440 HUT Jan25 2.0 Calls $1.051 (CboeTheo=1.05) BID [MRX] 12:21:04.765 IV=102.8% -4.7 BOX 1985 x $1.04 - $1.49 x 1 ISE AUCTION Vega=$1902 HUT=2.25 Ref - SPLIT TICKET:
>>4500 SPXW Sep23 27th 3700 Puts $0.45 (CboeTheo=0.45) MID [CBOE] 12:22:08.194 IV=36.5% +0.2 CBOE 702 x $0.40 - $0.50 x 1125 CBOE FLOOR - OPENING Vega=$57k SPX=4483.81 Fwd - >>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:24:11.730 IV=50.8% -0.1 PHLX 133 x $1.34 - $1.38 x 253 GEMX SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref
- >>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.32) ASK PHLX 12:24:11.730 IV=56.7% +0.9 ARCA 104 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref
- SPLIT TICKET:
>>2000 EQT Sep23 43.0 Calls $0.70 (CboeTheo=0.72) BID [CBOE] 12:28:53.855 IV=31.6% -0.1 EMLD 80 x $0.70 - $0.75 x 224 PHLX FLOOR Vega=$3094 EQT=43.32 Ref - >>5000 PLUG Nov23 7.5 Puts $0.58 (CboeTheo=0.59) BID PHLX 12:30:47.735 IV=68.1% +0.6 BXO 27 x $0.58 - $0.59 x 183 EMLD SPREAD/CROSS/TIED - OPENING Vega=$6225 PLUG=8.18 Ref
- >>5000 T Nov23 14.0 Puts $0.44 (CboeTheo=0.43) ASK PHLX 12:31:43.248 IV=25.0% +0.8 BZX 31 x $0.43 - $0.44 x 6 MIAX SPREAD/CROSS/TIED Vega=$12k T=14.51 Ref
- >>5000 T Nov23 16.0 Calls $0.11 (CboeTheo=0.10) ASK PHLX 12:31:43.248 IV=23.6% +0.6 CBOE 852 x $0.09 - $0.11 x 26 BXO SPREAD/CROSS/TIED Vega=$7379 T=14.51 Ref
- >>10000 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.11) MID CBOE 12:35:34.141 IV=113.6% +1.6 CBOE 27k x $0.10 - $0.13 x 13k CBOE FLOOR Vega=$4036 VIX=14.48 Fwd
- TRADE CXLD:
>>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:24:11.730 IV=50.8% -0.1 PHLX 133 x $1.34 - $1.38 x 253 GEMX SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref - TRADE CXLD:
>>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.32) ASK PHLX 12:24:11.730 IV=56.7% +0.9 ARCA 104 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref - >>2803 HZNP Sep23 115 Puts $0.15 (CboeTheo=0.18) BID BOX 12:41:09.714 IV=5.9% -7.3 C2 333 x $0.15 - $0.20 x 75 NOM FLOOR Vega=$11k HZNP=115.18 Ref
- >>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:41:34.633 IV=87.3% +24.8 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.14 Ref
- >>2000 MS Sep23 70.0 Calls $16.97 (CboeTheo=16.20) Above Ask! AMEX 12:41:34.634 IV=188.2% +125.7 MIAX 10 x $16.15 - $16.25 x 11 MPRL SPREAD/FLOOR Vega=$2844 MS=86.14 Ref
- >>2000 MS Oct23 80.0 Calls $7.20 (CboeTheo=7.29) BID AMEX 12:41:34.636 IV=25.0% -0.6 CBOE 858 x $7.20 - $7.35 x 183 CBOE SPREAD/FLOOR - OPENING Vega=$13k MS=86.14 Ref
- >>2000 MS Oct23 80.0 Puts $0.69 (CboeTheo=0.66) Above Ask! AMEX 12:41:34.635 IV=26.7% +1.2 MPRL 120 x $0.64 - $0.67 x 350 EMLD SPREAD/FLOOR - OPENING Vega=$14k MS=86.14 Ref
- >>33800 C Jan25 52.5 Calls $1.94 (CboeTheo=1.95) BID AMEX 12:44:03.948 IV=26.4% -0.8 AMEX 331 x $1.88 - $2.03 x 17 BXO CROSS - OPENING Vega=$540k C=41.67 Ref
- TRADE CXLD:
>>2000 MS Oct23 80.0 Calls $7.20 (CboeTheo=7.29) BID AMEX 12:41:34.636 IV=25.0% -0.6 CBOE 858 x $7.20 - $7.35 x 183 CBOE SPREAD/FLOOR - OPENING Vega=$13k MS=86.14 Ref - TRADE CXLD:
>>2000 MS Oct23 80.0 Puts $0.69 (CboeTheo=0.66) Above Ask! AMEX 12:41:34.635 IV=26.7% +1.2 MPRL 120 x $0.64 - $0.67 x 350 EMLD SPREAD/FLOOR - OPENING Vega=$14k MS=86.14 Ref - TRADE CXLD:
>>2000 MS Sep23 70.0 Calls $16.97 (CboeTheo=16.20) Above Ask! AMEX 12:41:34.634 IV=188.2% +125.7 MIAX 10 x $16.15 - $16.25 x 11 MPRL SPREAD/FLOOR Vega=$2844 MS=86.14 Ref - TRADE CXLD:
>>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:41:34.633 IV=87.3% +24.8 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.14 Ref - >>2000 MS Sep23 70.0 Calls $16.19 (CboeTheo=16.24) Below Bid! AMEX 12:45:22.743 MIAX 10 x $16.20 - $16.30 x 10 MIAX SPREAD/FLOOR Vega=$0 MS=86.17 Ref
- >>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:45:22.742 IV=87.5% +25.0 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.17 Ref
- >>2000 MS Oct23 80.0 Puts $0.67 (CboeTheo=0.64) Above Ask! AMEX 12:45:22.744 IV=26.6% +1.0 BOX 198 x $0.63 - $0.66 x 42 C2 SPREAD/FLOOR - OPENING Vega=$14k MS=86.17 Ref
- >>2000 MS Oct23 80.0 Calls $7.30 (CboeTheo=7.32) MID AMEX 12:45:22.745 IV=25.9% +0.4 AMEX 220 x $7.25 - $7.35 x 31 PHLX SPREAD/FLOOR - OPENING Vega=$14k MS=86.17 Ref
- >>21676 DAL Dec23 45.0 Calls $0.99 (CboeTheo=0.98) ASK PHLX 12:46:54.466 IV=27.6% -0.0 MPRL 31 x $0.97 - $0.99 x 109 EMLD SPREAD/CROSS/TIED - OPENING Vega=$156k DAL=40.78 Ref
- >>21676 DAL Dec23 50.0 Calls $0.23 (CboeTheo=0.23) BID PHLX 12:46:54.466 IV=27.1% -0.3 C2 186 x $0.23 - $0.24 x 1215 ARCA SPREAD/CROSS/TIED - OPENING Vega=$77k DAL=40.78 Ref
- >>6200 C Jan25 52.5 Calls $1.94 (CboeTheo=1.98) BID AMEX 12:48:47.185 IV=26.3% -0.9 BXO 15 x $1.91 - $2.03 x 15 BXO CROSS Vega=$99k C=41.72 Ref
- >>3000 AAPL Mar24 155 Puts $3.70 (CboeTheo=3.67) ASK BOX 12:49:10.180 IV=27.3% -0.6 MIAX 163 x $3.65 - $3.70 x 309 BXO CROSS Vega=$101k AAPL=177.16 Ref
- >>2000 AI Oct23 35.0 Puts $7.23 (CboeTheo=7.25) BID AMEX 12:55:47.157 IV=67.0% -0.6 BOX 32 x $7.20 - $7.30 x 2 BOX TIED/FLOOR Vega=$5006 AI=28.62 Ref
- >>2000 AI Oct23 35.0 Calls $0.61 (CboeTheo=0.61) BID AMEX 12:55:47.157 IV=67.8% +0.2 ARCA 3 x $0.61 - $0.62 x 29 MPRL TIED/FLOOR Vega=$5092 AI=28.62 Ref
- >>3042 HUT Jan25 2.0 Calls $1.01 (CboeTheo=1.06) BID BOX 12:58:43.308 IV=93.4% -14.1 ARCA 22 x $1.01 - $1.07 x 2 ARCA FLOOR Vega=$2425 HUT=2.19 Ref
- >>2350 MSFT Oct23 320 Puts $3.85 (CboeTheo=3.83) ASK AMEX 13:01:31.353 IV=22.8% -0.2 EDGX 411 x $3.75 - $3.90 x 662 AMEX SPREAD/FLOOR Vega=$82k MSFT=333.30 Ref
- >>2350 MSFT Oct23 320 Calls $19.00 (CboeTheo=19.10) BID AMEX 13:01:31.354 IV=22.4% -0.5 CBOE 293 x $18.95 - $19.25 x 156 PHLX SPREAD/FLOOR Vega=$81k MSFT=333.30 Ref
- >>2350 MSFT Sep23 320 Puts $0.21 (CboeTheo=0.22) BID AMEX 13:01:31.354 IV=28.4% -0.9 MPRL 7 x $0.21 - $0.22 x 115 ARCA SPREAD/FLOOR Vega=$8555 MSFT=333.30 Ref
- >>2350 MSFT Sep23 320 Calls $13.66 (CboeTheo=13.79) Below Bid! AMEX 13:01:31.355 IV=23.9% -4.4 MIAX 23 x $13.70 - $13.90 x 39 EDGX SPREAD/FLOOR Vega=$5215 MSFT=333.30 Ref
- >>19920 DAL Dec23 45.0 Calls $1.01 (CboeTheo=0.99) ASK PHLX 13:02:20.324 IV=27.7% +0.1 C2 109 x $0.98 - $1.01 x 11 BOX SPREAD/CROSS/TIED - OPENING Vega=$144k DAL=40.81 Ref
- >>19920 DAL Dec23 50.0 Calls $0.24 (CboeTheo=0.24) MID PHLX 13:02:20.366 IV=27.2% -0.1 BOX 333 x $0.23 - $0.25 x 1246 ARCA SPREAD/CROSS/TIED - OPENING Vega=$73k DAL=40.81 Ref
- >>2000 CPRI Jan25 50.0 Puts $2.25 (CboeTheo=1.52) ASK PHLX 13:04:41.287 IV=18.5% +3.4 ARCA 25 x $1.40 - $2.25 x 14 ARCA SPREAD/CROSS/TIED - OPENING Vega=$41k CPRI=52.84 Ref
- >>2000 CPRI Jan25 57.5 Calls $0.25 (CboeTheo=0.38) BID PHLX 13:04:41.287 IV=3.4% -0.6 ARCA 1 x $0.25 - $0.50 x 26 ISE SPREAD/CROSS/TIED - OPENING Vega=$38k CPRI=52.84 Ref
- >>2000 CPRI Jan24 55.0 Calls $0.80 (CboeTheo=0.93) BID PHLX 13:04:41.287 IV=10.2% -0.5 ARCA 1 x $0.80 - $1.05 x 1 NOM SPREAD/CROSS/TIED Vega=$24k CPRI=52.84 Ref
- >>3000 ASTS Sep23 7.5 Puts $3.31 (CboeTheo=3.44) BID AMEX 13:08:34.821 PHLX 2065 x $3.30 - $3.60 x 1193 PHLX SPREAD/FLOOR Vega=$0 ASTS=4.05 Ref
- >>3000 ASTS Sep23 7.5 Calls $0.05 ASK AMEX 13:08:34.821 IV=417.5% +325.0 BXO 0 x $0.00 - $0.05 x 2 NOM SPREAD/FLOOR Vega=$170 ASTS=4.05 Ref
- >>3000 ASTS Oct23 7.5 Puts $3.60 (CboeTheo=3.49) ASK AMEX 13:08:34.822 IV=149.1% +79.8 BZX 61 x $3.40 - $3.60 x 605 PHLX SPREAD/FLOOR - OPENING Vega=$878 ASTS=4.05 Ref
- >>3000 ASTS Oct23 7.5 Calls $0.35 ASK AMEX 13:08:34.822 IV=212.0% +142.7 BZX 0 x $0.00 - $0.65 x 4413 PHLX SPREAD/FLOOR - OPENING Vega=$1309 ASTS=4.05 Ref
- SWEEP DETECTED:
>>2094 AAL Dec23 16.0 Calls $0.39 (CboeTheo=0.38) Above Ask! [MULTI] 13:13:52.717 IV=31.9% +0.3 EDGX 140 x $0.37 - $0.38 x 18 MPRL Vega=$5180 AAL=14.21 Ref - >>4000 PLUG Mar24 7.5 Puts $1.06 (CboeTheo=1.06) MID PHLX 13:15:36.878 IV=66.0% +0.2 MPRL 51 x $1.05 - $1.08 x 722 EMLD TIED/FLOOR Vega=$8326 PLUG=8.20 Ref
- >>4500 PBR Jan24 17.0 Calls $0.42 (CboeTheo=0.44) BID ARCA 13:17:13.464 IV=32.8% -2.0 BXO 11 x $0.42 - $0.45 x 10 BXO SPREAD/CROSS Vega=$13k PBR=14.93 Ref
- >>4500 PBR Jan24 17.0 Calls $0.43 (CboeTheo=0.44) MID ARCA 13:17:13.464 IV=33.1% -1.6 BXO 11 x $0.42 - $0.45 x 10 BXO SPREAD/CROSS Vega=$13k PBR=14.93 Ref
- >>4500 PBR Jan24 15.0 Calls $1.12 (CboeTheo=1.12) MID ARCA 13:17:13.464 IV=35.1% -0.9 MPRL 19 x $1.11 - $1.13 x 55 ARCA SPREAD/CROSS Vega=$16k PBR=14.93 Ref
- >>3120 PLTR Sep23 16.0 Calls $0.28 (CboeTheo=0.28) MID NOM 13:20:13.845 IV=58.4% +0.2 EDGX 3450 x $0.27 - $0.29 x 40 BZX Vega=$1814 PLTR=15.85 Ref
- >>2789 UBER Sep23 50.0 Calls $0.24 (CboeTheo=0.25) BID ARCA 13:21:24.681 IV=33.4% -0.9 ARCA 2789 x $0.24 - $0.25 x 175 NOM Vega=$4172 UBER=48.97 Ref
- >>17000 AMZN Oct23 120 Calls $23.84 (CboeTheo=23.94) ASK ARCA 13:23:41.770 IV=31.0% -2.3 PHLX 87 x $23.60 - $23.95 x 51 ARCA SPREAD/CROSS - OPENING Vega=$59k AMZN=142.87 Ref
- >>17000 AMZN Oct23 120 Puts $0.28 (CboeTheo=0.28) BID ARCA 13:23:41.770 IV=33.6% +0.1 C2 75 x $0.28 - $0.29 x 1055 C2 SPREAD/CROSS Vega=$74k AMZN=142.87 Ref
- >>3000 AMZN Sep23 140 Puts $0.50 (CboeTheo=0.50) BID BZX 13:23:54.441 IV=30.2% +1.6 BZX 3 x $0.50 - $0.51 x 616 C2 Vega=$12k AMZN=142.94 Ref
- >>1078 VIXW Sep23 13th 15.0 Calls $0.06 (CboeTheo=0.07) MID CBOE 13:30:18.925 IV=137.5% +46.0 CBOE 26 x $0.05 - $0.08 x 261 CBOE Vega=$156 VIX=13.92 Fwd
- >>3888 SPXW Sep23 19th 4300 Puts $1.25 (CboeTheo=1.25) MID CBOE 13:32:15.167 IV=16.7% +0.6 CBOE 578 x $1.20 - $1.30 x 464 CBOE OPENING Vega=$187k SPX=4489.72 Fwd
- >>3624 CRM Oct23 260 Calls $0.28 (CboeTheo=0.30) BID PHLX 13:39:30.993 IV=25.0% -0.2 MPRL 78 x $0.28 - $0.31 x 52 MPRL FLOOR - OPENING Vega=$24k CRM=223.60 Ref
- >>2100 RIG Sep23 8.0 Calls $0.76 (CboeTheo=0.75) Above Ask! ARCA 13:39:50.550 IV=70.2% +23.8 EMLD 57 x $0.73 - $0.75 x 10 NOM SPREAD/FLOOR Vega=$260 RIG=8.73 Ref
- >>2200 RIG Oct23 13th 8.5 Calls $0.63 (CboeTheo=0.61) ASK ARCA 13:39:50.550 IV=48.0% +4.2 EMLD 222 x $0.59 - $0.64 x 2015 PHLX SPREAD/FLOOR - OPENING Vega=$2143 RIG=8.73 Ref
- >>2530 NVDA Nov23 450 Calls $35.75 (CboeTheo=35.75) MID BOX 13:41:16.282 IV=40.7% -0.4 PHLX 63 x $35.65 - $35.85 x 44 BZX SPREAD/FLOOR Vega=$191k NVDA=453.88 Ref
- >>2530 NVDA Sep23 460 Calls $4.60 (CboeTheo=4.59) BID BOX 13:41:16.282 IV=42.1% -0.3 MPRL 1 x $4.60 - $4.65 x 71 AMEX SPREAD/FLOOR Vega=$41k NVDA=453.88 Ref
- >>10700 CSCO Jun24 62.5 Calls $2.29 (CboeTheo=2.30) BID AMEX 13:43:58.945 IV=20.4% -0.3 ARCA 27 x $2.28 - $2.33 x 1388 PHLX CROSS - OPENING Vega=$198k CSCO=56.52 Ref
- >>2500 DKNG Jan25 45.0 Calls $4.35 (CboeTheo=4.42) BID PHLX 13:52:13.808 IV=51.6% +0.4 ARCA 2 x $4.35 - $4.50 x 293 PHLX SPREAD/CROSS/TIED Vega=$36k DKNG=31.27 Ref
- >>2245 PLTR Oct23 20.0 Calls $0.13 (CboeTheo=0.13) BID GEMX 14:01:35.652 IV=54.7% -0.8 C2 4323 x $0.13 - $0.14 x 3736 EMLD ISO Vega=$2109 PLTR=15.69 Ref
- >>1000 VIX May24 22nd 70.0 Calls $0.41 (CboeTheo=0.40) ASK CBOE 14:01:56.151 IV=88.6% +1.0 CBOE 1479 x $0.36 - $0.43 x 2659 CBOE FLOOR - OPENING Vega=$2461 VIX=19.43 Fwd
- SPLIT TICKET:
>>2000 KVUE Sep23 21.0 Puts $0.20 (CboeTheo=0.23) BID [EMLD] 14:03:42.088 IV=37.8% -7.5 C2 2639 x $0.20 - $0.25 x 2065 C2 Vega=$1491 KVUE=21.18 Ref - >>2294 DIS Oct23 6th 90.0 Calls $0.40 (CboeTheo=0.42) BID MRX 14:05:51.465 IV=24.1% -1.9 NOM 274 x $0.40 - $0.41 x 24 BXO AUCTION - OPENING Vega=$12k DIS=83.94 Ref
- >>6617 SAVE Sep23 17.5 Calls $0.58 (CboeTheo=0.52) ASK PHLX 14:07:32.624 IV=81.4% +1.0 MPRL 6 x $0.46 - $0.58 x 5 ISE SPREAD/CROSS/TIED Vega=$4252 SAVE=17.61 Ref
- >>3000 VIPS Jan25 15.0 Calls $3.60 (CboeTheo=3.61) MID PHLX 14:12:57.741 IV=46.7% -0.2 PHLX 142 x $3.50 - $3.70 x 540 PHLX SPREAD/CROSS/TIED - OPENING Vega=$19k VIPS=14.81 Ref
- >>3000 VIPS Nov23 15.0 Calls $1.10 (CboeTheo=1.05) ASK PHLX 14:12:57.741 IV=44.3% +0.7 PHLX 334 x $1.00 - $1.10 x 503 PHLX SPREAD/CROSS/TIED - OPENING Vega=$7523 VIPS=14.81 Ref
- >>23000 CHPT Oct23 6.0 Puts $0.65 (CboeTheo=0.64) ASK AMEX 14:15:04.927 IV=58.5% +0.1 EMLD 104 x $0.63 - $0.65 x 18 BZX CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>23000 CHPT Oct23 6.0 Calls $0.28 (CboeTheo=0.27) ASK AMEX 14:15:36.833 IV=59.3% +0.9 BZX 127 x $0.26 - $0.28 x 394 EMLD CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>3000 RIG Oct23 9.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 14:17:39.744 IV=44.9% +0.9 EMLD 899 x $0.40 - $0.42 x 1854 EMLD FLOOR Vega=$3347 RIG=8.71 Ref
- >>3627 AAPL Sep23 29th 192.5 Calls $0.25 (CboeTheo=0.22) MID NOM 14:19:22.824 IV=26.1% +3.2 C2 26 x $0.23 - $0.26 x 177 ARCA OPENING Vega=$17k AAPL=175.57 Ref
- SPLIT TICKET:
>>2478 VIX Oct23 18th 20.0 Calls $0.79 (CboeTheo=0.79) MID [CBOE] 14:19:35.786 IV=103.9% +0.5 CBOE 26k x $0.77 - $0.80 x 4265 CBOE Vega=$4186 VIX=15.82 Fwd - SPLIT TICKET:
>>1504 VIX Oct23 18th 20.0 Calls $0.79 (CboeTheo=0.78) ASK [CBOE] 14:19:41.496 IV=103.9% +0.5 CBOE 28k x $0.77 - $0.79 x 308 CBOE Vega=$2540 VIX=15.82 Fwd - SPLIT TICKET:
>>4077 VIX Sep23 20th 19.0 Puts $4.50 (CboeTheo=4.49) ASK [CBOE] 14:22:10.650 IV=119.3% +2.0 CBOE 3522 x $4.45 - $4.50 x 1171 CBOE Vega=$1249 VIX=14.57 Fwd - SPLIT TICKET:
>>1000 VIX Sep23 20th 19.0 Calls $0.07 (CboeTheo=0.06) ASK [CBOE] 14:22:47.645 IV=115.8% -1.5 CBOE 19k x $0.06 - $0.07 x 2568 CBOE Vega=$286 VIX=14.58 Fwd - SPLIT TICKET:
>>2000 VIX Sep23 20th 19.0 Calls $0.07 (CboeTheo=0.06) ASK [CBOE] 14:22:50.338 IV=115.8% -1.5 CBOE 23k x $0.06 - $0.07 x 836 CBOE Vega=$571 VIX=14.58 Fwd - >>2466 GOOGL Nov23 145 Calls $3.07 (CboeTheo=3.07) MID MIAX 14:23:12.450 IV=26.0% +0.1 CBOE 1091 x $3.05 - $3.10 x 365 C2 COB/AUCTION Vega=$52k GOOGL=135.72 Ref
- >>2466 GOOGL Sep23 135 Calls $1.67 (CboeTheo=1.65) ASK MIAX 14:23:12.450 IV=24.4% +1.0 NOM 22 x $1.66 - $1.67 x 26 C2 COB/AUCTION Vega=$12k GOOGL=135.72 Ref
- >>2427 VIX Sep23 20th 19.0 Puts $4.45 (CboeTheo=4.49) ASK CBOE 14:23:59.120 IV=98.5% -18.8 CBOE 12k x $4.40 - $4.45 x 2427 CBOE Vega=$436 VIX=14.57 Fwd
- SPLIT TICKET:
>>4524 VIX Sep23 20th 19.0 Puts $4.45 (CboeTheo=4.49) MID [CBOE] 14:23:59.047 IV=98.5% -18.8 CBOE 17k x $4.40 - $4.50 x 5134 CBOE Vega=$812 VIX=14.57 Fwd - SPLIT TICKET:
>>1500 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.67) BID [CBOE] 14:24:49.491 IV=79.7% +2.6 CBOE 10k x $1.66 - $1.68 x 18k CBOE Vega=$2940 VIX=15.82 Fwd - >>1695 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:36.265 IV=79.1% +2.0 CBOE 8254 x $1.66 - $1.68 x 939 CBOE Vega=$3319 VIX=15.80 Fwd
- SPLIT TICKET:
>>5000 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID [CBOE] 14:25:36.265 IV=79.1% +2.0 CBOE 8254 x $1.66 - $1.68 x 939 CBOE Vega=$9791 VIX=15.80 Fwd - >>1840 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:42.211 IV=79.7% +2.6 CBOE 3590 x $1.66 - $1.69 x 4318 CBOE Vega=$3607 VIX=15.83 Fwd
- >>1066 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:42.211 IV=79.7% +2.6 CBOE 3590 x $1.66 - $1.69 x 4318 CBOE Vega=$2089 VIX=15.83 Fwd
- SPLIT TICKET:
>>5930 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID [CBOE] 14:25:42.168 IV=79.7% +2.6 CBOE 5507 x $1.66 - $1.69 x 4318 CBOE Vega=$12k VIX=15.83 Fwd - >>2359 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$4623 VIX=15.83 Fwd
- >>1365 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$2675 VIX=15.83 Fwd
- >>1209 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$2369 VIX=15.83 Fwd
- SPLIT TICKET:
>>6673 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID [CBOE] 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$13k VIX=15.83 Fwd - >>7000 JNJ Sep23 190 Puts $26.27 (CboeTheo=26.25) BID CBOE 14:29:00.926 IV=75.0% +23.6 EDGX 5 x $26.20 - $26.40 x 18 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$2934 JNJ=163.75 Ref
- >>8000 JNJ Sep23 210 Puts $46.27 (CboeTheo=46.26) MID CBOE 14:29:01.035 IV=116.5% +35.9 EDGX 2 x $46.20 - $46.35 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$2362 JNJ=163.75 Ref
- >>2901 GSK Nov23 38.0 Calls $0.85 (CboeTheo=0.85) MID PHLX 14:29:26.388 IV=18.6% -1.1 BZX 478 x $0.80 - $0.90 x 12 EMLD FLOOR Vega=$18k GSK=36.91 Ref
- >>2000 SQ Jan24 100 Puts $45.29 (CboeTheo=45.34) BID CBOE 14:30:09.243 BOX 10 x $45.10 - $45.55 x 13 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SQ=54.66 Ref
- >>3300 SQ Sep23 70.0 Puts $15.30 (CboeTheo=15.34) BID CBOE 14:30:09.421 BOX 10 x $15.25 - $15.40 x 49 BXO SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.66 Ref
- >>2000 SQ Sep23 67.5 Puts $12.80 (CboeTheo=12.84) BID CBOE 14:30:09.421 BXO 16 x $12.75 - $12.90 x 49 MPRL SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.66 Ref
- >>3500 AFRM Oct23 20.0 Puts $0.54 (CboeTheo=0.53) ASK BOX 14:30:27.290 IV=70.4% +0.2 GEMX 18 x $0.53 - $0.54 x 262 C2 FLOOR Vega=$6857 AFRM=24.18 Ref
- >>5002 BABA Sep23 120 Puts $31.27 (CboeTheo=31.29) MID CBOE 14:30:32.779 BXO 11 x $31.20 - $31.35 x 13 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>2017 BABA Sep23 115 Puts $26.27 (CboeTheo=26.29) MID CBOE 14:30:32.779 BXO 11 x $26.20 - $26.35 x 30 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>2897 BABA Sep23 110 Puts $21.27 (CboeTheo=21.29) MID CBOE 14:30:32.870 NOM 38 x $21.20 - $21.35 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>4437 BABA Sep23 105 Puts $16.27 (CboeTheo=16.29) MID CBOE 14:30:32.870 BOX 25 x $16.20 - $16.35 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>4500 PFE Sep23 40.0 Puts $5.85 (CboeTheo=5.86) MID CBOE 14:31:06.978 BOX 70 x $5.80 - $5.90 x 18 BOX SPREAD/LEGGED/FLOOR Vega=$0 PFE=34.15 Ref
- >>3300 PFE Sep23 65.0 Puts $30.85 (CboeTheo=30.86) MID CBOE 14:31:07.064 BZX 6 x $30.80 - $30.90 x 2 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PFE=34.15 Ref
- >>3000 C Sep23 50.0 Puts $8.14 (CboeTheo=8.14) BID CBOE 14:31:22.142 IV=87.8% +11.9 BXO 15 x $8.10 - $8.20 x 49 BOX SPREAD/LEGGED/FLOOR Vega=$315 C=41.87 Ref
- >>3000 C Sep23 75.0 Puts $33.14 (CboeTheo=33.13) ASK CBOE 14:31:22.284 IV=246.2% +67.8 EDGX 36 x $33.05 - $33.20 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$145 C=41.87 Ref
- >>12000 KVUE Sep23 30.0 Puts $8.73 (CboeTheo=8.80) BID CBOE 14:31:52.545 PHLX 1273 x $8.70 - $8.90 x 724 PHLX SPREAD/LEGGED/FLOOR Vega=$0 KVUE=21.20 Ref
- >>12000 KVUE Sep23 35.0 Puts $13.73 (CboeTheo=13.80) ASK CBOE 14:31:52.575 PHLX 414 x $12.60 - $13.90 x 241 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 KVUE=21.20 Ref
- >>2125 TSLA Jan24 475 Puts $206.96 (CboeTheo=206.91) ASK CBOE 14:32:07.200 IV=59.3% +6.0 BZX 25 x $205.55 - $208.20 x 25 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$13k TSLA=268.09 Ref
- >>2125 TSLA Jan24 450 Puts $181.96 (CboeTheo=181.92) ASK CBOE 14:32:07.319 IV=54.5% +2.5 CBOE 192 x $181.35 - $182.55 x 208 CBOE SPREAD/LEGGED/FLOOR Vega=$14k TSLA=268.08 Ref
- >>2500 PYPL Jan25 100 Calls $3.45 (CboeTheo=3.44) MID BOX 14:32:23.679 IV=37.3% -0.2 BXO 21 x $3.40 - $3.50 x 34 BXO CROSS Vega=$60k PYPL=63.30 Ref
- >>5500 NEE Sep23 72.5 Puts $4.60 (CboeTheo=4.63) MID CBOE 14:33:30.360 BOX 52 x $4.50 - $4.70 x 34 BOX SPREAD/LEGGED/FLOOR Vega=$0 NEE=67.88 Ref
- >>3500 NEE Sep23 75.0 Puts $7.10 (CboeTheo=7.13) MID CBOE 14:33:30.456 PHLX 129 x $7.00 - $7.20 x 38 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=67.88 Ref
- >>3000 WBD Jan25 12.5 Puts $2.69 (CboeTheo=2.69) MID AMEX 14:33:48.717 IV=46.6% +0.5 BXO 90 x $2.66 - $2.71 x 132 C2 SPREAD/CROSS Vega=$15k WBD=11.39 Ref
- >>3000 WBD Jan25 12.5 Calls $2.39 (CboeTheo=2.38) ASK AMEX 14:33:48.717 IV=46.8% +0.6 BOX 52 x $2.35 - $2.41 x 672 PHLX SPREAD/CROSS Vega=$15k WBD=11.39 Ref
- >>3000 ZM Jan24 135 Puts $64.35 (CboeTheo=64.36) MID CBOE 14:34:27.028 EDGX 5 x $64.25 - $64.45 x 3 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>3000 ZM Jan24 130 Puts $59.35 (CboeTheo=59.37) MID CBOE 14:34:27.096 EDGX 5 x $59.25 - $59.45 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>3500 UPS Sep23 180 Puts $22.91 (CboeTheo=22.94) ASK CBOE 14:34:44.283 MIAX 10 x $22.80 - $23.00 x 10 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 UPS=157.06 Ref
- >>3200 UPS Sep23 175 Puts $17.91 (CboeTheo=17.94) ASK CBOE 14:34:44.416 CBOE 33 x $17.75 - $18.05 x 51 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 UPS=157.06 Ref
- >>3000 TGT Sep23 145 Puts $22.18 (CboeTheo=22.17) MID CBOE 14:35:06.701 IV=78.8% +22.9 AMEX 10 x $22.10 - $22.25 x 33 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$570 TGT=122.83 Ref
- >>2500 JPM Sep23 155 Puts $8.35 (CboeTheo=8.41) BID CBOE 14:35:20.553 NOM 32 x $8.30 - $8.45 x 31 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JPM=146.59 Ref
- >>2500 JPM Sep23 160 Puts $13.35 (CboeTheo=13.41) ASK CBOE 14:35:20.630 CBOE 104 x $13.15 - $13.45 x 26 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JPM=146.59 Ref
- >>2100 BAC Jan24 38.0 Puts $8.95 (CboeTheo=8.96) MID CBOE 14:36:02.350 BXO 26 x $8.90 - $9.00 x 100 BOX SPREAD/LEGGED/FLOOR Vega=$0 BAC=29.05 Ref
- >>2500 BAC Sep23 32.0 Puts $2.95 (CboeTheo=2.96) MID CBOE 14:36:02.468 BXO 22 x $2.93 - $2.98 x 50 BOX SPREAD/LEGGED/FLOOR Vega=$0 BAC=29.05 Ref
- >>2000 MARA Sep23 10.0 Calls $0.50 (CboeTheo=0.51) MID AMEX 14:36:13.642 IV=106.7% -0.9 EMLD 1212 x $0.49 - $0.51 x 472 C2 SPREAD/CROSS Vega=$725 MARA=10.19 Ref
- >>2000 MARA Sep23 10.0 Puts $0.31 (CboeTheo=0.31) BID AMEX 14:36:13.642 IV=108.1% -0.5 C2 609 x $0.31 - $0.33 x 917 EMLD SPREAD/CROSS Vega=$725 MARA=10.19 Ref
- >>1132 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$1398 VIX=15.83 Fwd
- >>1680 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 2603 x $0.46 - $0.49 x 28k CBOE Vega=$2075 VIX=15.83 Fwd
- >>1150 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$1421 VIX=15.83 Fwd
- SPLIT TICKET:
>>5000 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID [CBOE] 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$6177 VIX=15.83 Fwd - >>3000 MARA Nov23 15.0 Puts $5.27 (CboeTheo=5.26) ASK AMEX 14:37:51.953 IV=101.3% +0.8 CBOE 193 x $5.20 - $5.30 x 15 BOX TIED/FLOOR Vega=$4085 MARA=10.20 Ref
- >>3000 MARA Nov23 15.0 Calls $0.51 (CboeTheo=0.53) BID AMEX 14:37:51.954 IV=99.1% -2.4 C2 606 x $0.51 - $0.55 x 554 CBOE TIED/FLOOR Vega=$4086 MARA=10.20 Ref
- >>2080 ENTG Nov23 90.0 Puts $3.85 (CboeTheo=3.96) BID BOX 14:38:49.262 IV=40.5% -0.7 CBOE 222 x $3.80 - $4.10 x 72 CBOE SPREAD/FLOOR - OPENING Vega=$30k ENTG=95.03 Ref
- >>2250 ENTG Nov23 95.0 Puts $5.90 (CboeTheo=6.00) BID BOX 14:38:49.262 IV=39.2% -0.6 CBOE 105 x $5.90 - $6.10 x 20 PHLX SPREAD/FLOOR Vega=$36k ENTG=95.03 Ref
- >>1000 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID CBOE 14:39:27.220 IV=124.5% +0.4 CBOE 1110 x $0.45 - $0.49 x 25k CBOE Vega=$1225 VIX=15.82 Fwd
- >>4171 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID CBOE 14:39:27.240 IV=124.5% +0.4 CBOE 2407 x $0.44 - $0.49 x 8012 CBOE Vega=$5109 VIX=15.82 Fwd
- SPLIT TICKET:
>>7500 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID [CBOE] 14:39:27.220 IV=125.3% +1.2 CBOE 1110 x $0.45 - $0.49 x 25k CBOE Vega=$9265 VIX=15.82 Fwd - SPLIT TICKET:
>>1102 VIX Nov23 15th 18.0 Calls $1.78 (CboeTheo=1.78) MID [CBOE] 14:41:22.731 IV=82.6% +2.0 CBOE 4043 x $1.76 - $1.79 x 20k CBOE Vega=$3043 VIX=16.73 Fwd - SPLIT TICKET:
>>3125 VIX Nov23 15th 18.0 Calls $1.78 (CboeTheo=1.79) BID [CBOE] 14:41:27.256 IV=82.6% +2.0 CBOE 2649 x $1.78 - $1.79 x 9812 CBOE Vega=$8629 VIX=16.73 Fwd - >>5011 GM Jan24 45.0 Puts $11.40 (CboeTheo=11.39) MID CBOE 14:43:14.579 IV=34.5% +4.2 BOX 10 x $11.35 - $11.45 x 28 BXO SPREAD/LEGGED/FLOOR Vega=$4998 GM=33.60 Ref
- >>2926 GM Sep23 40.0 Puts $6.40 (CboeTheo=6.39) MID CBOE 14:43:14.710 IV=87.9% +11.9 CBOE 73 x $6.35 - $6.45 x 99 CBOE SPREAD/LEGGED/FLOOR Vega=$282 GM=33.60 Ref
- >>2000 TSEM Oct23 43.0 Puts $14.90 (CboeTheo=14.93) MID CBOE 14:43:55.593 BOX 71 x $14.80 - $15.00 x 30 BXO SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.07 Ref
- >>19476 BHC Sep23 8.0 Calls $0.68 (CboeTheo=0.67) ASK ISE 14:46:42.042 IV=59.9% +20.3 NOM 55 x $0.59 - $0.72 x 2 BZX COB/AUCTION Vega=$2092 BHC=8.65 Ref
- >>19476 BHC Oct23 27th 8.5 Calls $0.45 (CboeTheo=0.48) BID ISE 14:46:42.042 IV=26.4% -6.1 C2 141 x $0.45 - $0.50 x 117 NOM COB/AUCTION Vega=$22k BHC=8.65 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 12th 4485 Calls $0.10 (CboeTheo=0.12) BID [CBOE] 14:47:58.810 IV=16.2% +6.1 CBOE 890 x $0.10 - $0.15 x 1151 CBOE Vega=$4011 SPX=4469.11 Fwd - >>2500 QCOM Oct23 120 Calls $1.27 (CboeTheo=1.25) ASK PHLX 14:51:47.234 IV=26.3% -0.9 MRX 67 x $1.24 - $1.27 x 68 C2 FLOOR Vega=$28k QCOM=111.78 Ref
- >>2000 DIS Oct23 80.0 Calls $5.10 (CboeTheo=5.11) MID PHLX 14:53:13.509 IV=24.7% -0.2 CBOE 1208 x $5.05 - $5.15 x 239 AMEX SPREAD/FLOOR Vega=$17k DIS=83.52 Ref
- >>2000 DIS Oct23 80.0 Puts $1.10 (CboeTheo=1.08) Above Ask! PHLX 14:53:13.509 IV=25.0% +0.2 EMLD 79 x $1.08 - $1.09 x 121 C2 SPREAD/FLOOR Vega=$18k DIS=83.52 Ref
- >>2000 DIS Sep23 90.0 Puts $6.40 (CboeTheo=6.49) BID PHLX 14:53:13.509 PHLX 31 x $6.40 - $6.55 x 39 BOX SPREAD/FLOOR Vega=$0 DIS=83.52 Ref
- >>2000 DIS Sep23 90.0 Calls $0.03 (CboeTheo=0.03) ASK PHLX 14:53:13.509 IV=41.1% -0.5 MPRL 142 x $0.02 - $0.03 x 361 C2 SPREAD/FLOOR Vega=$959 DIS=83.52 Ref
- >>2000 MARA Sep23 10.0 Calls $0.46 (CboeTheo=0.47) BID ISE 14:54:20.877 IV=106.3% -1.3 BXO 9 x $0.46 - $0.47 x 15 MPRL SPREAD/LEGGED Vega=$729 MARA=10.13 Ref
- >>2000 MARA Sep23 11.0 Calls $0.13 (CboeTheo=0.13) ASK ISE 14:54:20.877 IV=112.1% +1.0 EMLD 1022 x $0.12 - $0.13 x 1476 EMLD SPREAD/LEGGED Vega=$561 MARA=10.13 Ref
- >>5000 BAC Dec23 27.0 Puts $0.63 (CboeTheo=0.62) ASK AMEX 14:54:57.821 IV=25.9% -0.1 EMLD 1022 x $0.62 - $0.63 x 704 EMLD CROSS Vega=$24k BAC=28.96 Ref
- >>6000 AAPL Sep23 195 Puts $19.65 (CboeTheo=19.63) BID PHLX 14:55:21.749 IV=57.1% +19.6 PHLX 322 x $19.40 - $20.45 x 601 PHLX FLOOR - OPENING Vega=$3706 AAPL=175.37 Ref
- >>2000 AAPL Sep23 192.5 Puts $16.95 (CboeTheo=17.13) BID PHLX 14:55:21.749 PHLX 292 x $16.75 - $17.30 x 50 EMLD FLOOR - OPENING Vega=$0 AAPL=175.37 Ref
- >>7100 AAPL Sep23 190 Puts $14.50 (CboeTheo=14.63) MID PHLX 14:55:21.749 PHLX 363 x $14.30 - $14.70 x 64 EMLD FLOOR Vega=$0 AAPL=175.37 Ref
- >>5000 KVUE Sep23 30.0 Puts $8.90 (CboeTheo=8.86) ASK PHLX 14:56:58.280 IV=210.1% +111.7 PHLX 236 x $8.80 - $8.90 x 14 BXO SPREAD/FLOOR Vega=$824 KVUE=21.14 Ref
- >>5000 KVUE Sep23 31.0 Puts $9.90 (CboeTheo=9.86) ASK PHLX 14:56:58.280 IV=225.7% +127.3 NOM 72 x $9.80 - $9.90 x 13 BXO SPREAD/FLOOR - OPENING Vega=$786 KVUE=21.14 Ref
- >>3850 GM Jan24 50.0 Puts $16.45 (CboeTheo=16.45) MID PHLX 14:56:59.381 BOX 10 x $16.40 - $16.50 x 4 ARCA FLOOR - OPENING Vega=$0 GM=33.55 Ref
- >>4000 GM Sep23 40.0 Puts $6.45 (CboeTheo=6.46) MID PHLX 14:56:59.381 CBOE 61 x $6.40 - $6.50 x 66 CBOE FLOOR Vega=$0 GM=33.55 Ref
- >>3500 ZM Jan24 135 Puts $64.50 (CboeTheo=64.57) BID PHLX 14:57:06.089 EDGX 5 x $64.45 - $64.75 x 24 BOX SPREAD/FLOOR - OPENING Vega=$0 ZM=70.44 Ref
- >>3500 ZM Jan24 130 Puts $59.50 (CboeTheo=59.56) BID PHLX 14:57:06.089 EDGX 4 x $59.45 - $59.65 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=70.44 Ref
- >>2500 UPS Sep23 180 Puts $23.10 (CboeTheo=23.11) MID PHLX 14:57:13.449 BXO 12 x $23.00 - $23.20 x 50 NOM FLOOR - OPENING Vega=$0 UPS=156.90 Ref
- >>2600 UPS Sep23 175 Puts $18.10 (CboeTheo=18.11) MID PHLX 14:57:13.449 BXO 12 x $18.00 - $18.20 x 60 NOM FLOOR - OPENING Vega=$0 UPS=156.90 Ref
- >>2950 UPS Sep23 170 Puts $13.10 (CboeTheo=13.11) MID PHLX 14:57:13.449 BXO 12 x $13.00 - $13.20 x 45 BOX FLOOR Vega=$0 UPS=156.90 Ref
- >>2180 TSLA Jan24 458.33 Puts $190.65 (CboeTheo=190.95) BID PHLX 14:57:22.746 ARCA 25 x $189.80 - $192.10 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=267.38 Ref
- >>2500 TSLA Jan24 450 Puts $182.40 (CboeTheo=182.62) BID PHLX 14:57:22.746 CBOE 195 x $181.95 - $183.25 x 250 CBOE FLOOR - OPENING Vega=$0 TSLA=267.38 Ref
- SPLIT TICKET:
>>2200 TSLA Jan24 458.33 Puts $190.65 (CboeTheo=190.95) BID [PHLX] 14:57:22.746 ARCA 25 x $189.80 - $192.10 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=267.38 Ref - >>2500 TGT Sep23 145 Puts $22.35 (CboeTheo=22.32) MID PHLX 14:57:27.145 IV=88.1% +32.2 BOX 47 x $22.25 - $22.45 x 40 BOX FLOOR - OPENING Vega=$1149 TGT=122.68 Ref
- >>2300 TGT Sep23 140 Puts $17.35 (CboeTheo=17.32) BID PHLX 14:57:27.145 IV=72.4% +21.6 BOX 40 x $17.25 - $17.50 x 45 BOX FLOOR - OPENING Vega=$1234 TGT=122.68 Ref
- >>2500 SQ Jan24 100 Puts $45.50 (CboeTheo=45.43) ASK PHLX 14:57:32.085 IV=66.1% +15.4 BOX 10 x $45.20 - $45.60 x 10 BOX FLOOR - OPENING Vega=$6442 SQ=54.57 Ref
- >>4000 SQ Sep23 70.0 Puts $15.45 (CboeTheo=15.43) ASK PHLX 14:57:32.085 IV=126.9% +36.4 BXO 86 x $15.35 - $15.50 x 18 BOX FLOOR - OPENING Vega=$771 SQ=54.57 Ref
- >>3300 SQ Sep23 67.5 Puts $12.95 (CboeTheo=12.93) ASK PHLX 14:57:32.085 IV=111.1% +25.9 BXO 100 x $12.85 - $13.00 x 38 BOX FLOOR - OPENING Vega=$703 SQ=54.57 Ref
- >>2500 SQ Sep23 65.0 Puts $10.45 (CboeTheo=10.43) ASK PHLX 14:57:32.085 IV=94.3% +18.1 BXO 18 x $10.35 - $10.50 x 13 BOX FLOOR Vega=$602 SQ=54.57 Ref
- >>2000 DIS Jan24 160 Puts $76.50 (CboeTheo=76.48) ASK PHLX 14:57:38.949 IV=67.1% +25.2 BZX 56 x $76.10 - $76.70 x 9 BOX FLOOR - OPENING Vega=$4175 DIS=83.52 Ref
- >>4550 RTX Sep23 85.0 Puts $9.75 (CboeTheo=9.75) MID PHLX 14:57:44.884 BOX 8 x $9.70 - $9.80 x 9 EMLD FLOOR 52WeekLow Vega=$0 RTX=75.25 Ref
- >>2000 RTX Sep23 83.0 Puts $7.75 (CboeTheo=7.75) MID PHLX 14:57:44.884 IV=48.4% +13.0 NOM 9 x $7.70 - $7.80 x 8 BOX FLOOR 52WeekLow Vega=$127 RTX=75.25 Ref
- >>3100 PYPL Sep23 72.5 Puts $9.55 (CboeTheo=9.55) MID PHLX 14:57:58.947 IV=70.6% +6.1 BOX 32 x $9.50 - $9.60 x 53 BOX FLOOR - OPENING Vega=$469 PYPL=62.95 Ref
- >>2800 PYPL Sep23 70.0 Puts $7.05 (CboeTheo=7.05) MID PHLX 14:57:58.947 IV=55.4% +3.6 CBOE 63 x $7.00 - $7.10 x 52 BOX FLOOR Vega=$515 PYPL=62.95 Ref
- >>2450 PFE Sep23 37.5 Puts $3.30 (CboeTheo=3.33) BID PHLX 14:58:07.099 MPRL 18 x $3.30 - $3.35 x 3 BXO FLOOR Vega=$0 PFE=34.16 Ref
- >>3000 PFE Sep23 40.0 Puts $5.80 (CboeTheo=5.83) BID PHLX 14:58:07.099 BOX 22 x $5.80 - $5.85 x 3 BXO FLOOR Vega=$0 PFE=34.16 Ref
- >>7250 C Sep23 50.0 Puts $8.20 (CboeTheo=8.23) BID PHLX 14:58:08.132 CBOE 109 x $8.15 - $8.30 x 95 PHLX FLOOR - OPENING Vega=$0 C=41.77 Ref
- >>5000 C Sep23 47.5 Puts $5.70 (CboeTheo=5.72) BID PHLX 14:58:08.132 MPRL 50 x $5.65 - $5.80 x 50 BOX FLOOR - OPENING Vega=$0 C=41.77 Ref
- >>2000 C Sep23 46.0 Puts $4.20 (CboeTheo=4.23) BID PHLX 14:58:08.132 CBOE 91 x $4.15 - $4.30 x 50 BOX FLOOR Vega=$0 C=41.77 Ref
- >>5500 BABA Sep23 120 Puts $31.45 (CboeTheo=31.48) MID PHLX 14:58:14.475 CBOE 49 x $31.35 - $31.55 x 29 BOX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>2500 BABA Sep23 115 Puts $26.45 (CboeTheo=26.48) BID PHLX 14:58:14.475 BXO 10 x $26.40 - $26.55 x 24 BOX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>3700 BABA Sep23 110 Puts $21.45 (CboeTheo=21.48) BID PHLX 14:58:14.475 NOM 44 x $21.40 - $21.55 x 67 BZX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>3300 NKE Sep23 110 Puts $13.65 (CboeTheo=13.63) ASK PHLX 14:58:16.495 IV=70.5% +25.3 ARCA 29 x $13.55 - $13.70 x 22 MPRL FLOOR - OPENING Vega=$1133 NKE=96.36 Ref
- >>2250 NKE Sep23 105 Puts $8.65 (CboeTheo=8.64) ASK PHLX 14:58:16.495 IV=49.2% +12.2 NOM 32 x $8.55 - $8.70 x 14 ARCA FLOOR Vega=$1028 NKE=96.36 Ref
- >>2500 NEE Sep23 75.0 Puts $7.00 (CboeTheo=7.05) MID PHLX 14:58:17.680 PHLX 124 x $6.90 - $7.10 x 33 BOX FLOOR - OPENING Vega=$0 NEE=67.97 Ref
- >>2000 JPM Sep23 160 Puts $13.70 (CboeTheo=13.74) BID PHLX 14:58:30.683 EDGX 19 x $13.65 - $13.80 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 JPM=146.25 Ref
- >>2000 JPM Sep23 155 Puts $8.70 (CboeTheo=8.74) BID PHLX 14:58:30.683 ARCA 34 x $8.65 - $8.80 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 JPM=146.25 Ref
- >>6000 C Jan24 55.0 Calls $0.14 (CboeTheo=0.15) BID PHLX 15:01:04.722 IV=26.6% -1.5 C2 500 x $0.14 - $0.15 x 401 C2 SPREAD/CROSS/TIED Vega=$17k C=41.70 Ref
- ]
- >>5000 NOVA Jan24 10.0 Puts $0.80 (CboeTheo=0.80) MID ARCA 15:01:36.183 IV=80.6% +2.2 PHLX 216 x $0.75 - $0.85 x 221 PHLX SPREAD/FLOOR Vega=$11k NOVA=13.72 Ref
- >>3750 NOVA Dec25 5.0 Puts $1.17 (CboeTheo=1.07) ASK ARCA 15:01:36.183 IV=93.3% +4.7 C2 20 x $0.95 - $1.20 x 19 C2 SPREAD/FLOOR Vega=$10k NOVA=13.72 Ref
- >>3750 NOVA Dec25 5.0 Puts $1.18 (CboeTheo=1.07) ASK ARCA 15:01:36.183 IV=93.7% +5.1 C2 20 x $0.95 - $1.20 x 19 C2 SPREAD/FLOOR Vega=$10k NOVA=13.72 Ref
- SPLIT TICKET:
>>1013 SPXW Sep23 4580 Calls $0.30 (CboeTheo=0.33) BID [CBOE] 15:01:47.708 IV=13.0% +1.9 CBOE 236 x $0.30 - $0.35 x 298 CBOE Vega=$20k SPX=4464.76 Fwd - >>11052 AAPL Sep23 29th 195 Calls $0.10 (CboeTheo=0.10) BID CBOE 15:02:33.592 IV=24.9% +1.3 BXO 338 x $0.10 - $0.11 x 372 BXO FLOOR Vega=$29k AAPL=175.25 Ref
- >>3000 GM Jun24 25.0 Puts $0.81 (CboeTheo=0.82) BID PHLX 15:03:17.563 IV=38.1% -0.5 PHLX 43 x $0.81 - $0.84 x 3 BXO SPREAD/CROSS/TIED - OPENING Vega=$18k GM=33.52 Ref
- >>7000 JNJ Sep23 210 Puts $46.60 (CboeTheo=46.62) MID PHLX 15:04:38.759 BOX 18 x $46.50 - $46.70 x 60 BXO FLOOR - OPENING Vega=$0 JNJ=163.38 Ref
- >>5900 JNJ Sep23 175 Puts $11.60 (CboeTheo=11.62) ASK PHLX 15:04:38.759 NOM 42 x $11.40 - $11.70 x 28 BOX FLOOR - OPENING Vega=$0 JNJ=163.38 Ref
- >>2000 QSR Jan24 80.0 Calls $0.20 (CboeTheo=0.15) ASK AMEX 15:06:39.917 IV=18.5% +0.9 CBOE 143 x $0.05 - $0.25 x 169 MIAX SPREAD/FLOOR Vega=$11k QSR=67.00 Ref
- >>2000 QSR Nov23 72.5 Calls $0.40 (CboeTheo=0.45) BID AMEX 15:06:39.917 IV=17.3% -0.5 CBOE 142 x $0.40 - $0.50 x 21 PHLX SPREAD/FLOOR - OPENING Vega=$14k QSR=67.00 Ref
- >>2200 UPS Sep23 175 Puts $18.15 (CboeTheo=18.09) ASK BOX 15:09:18.582 IV=63.5% +34.0 PHLX 36 x $17.95 - $18.20 x 69 NOM SPREAD/FLOOR Vega=$1986 UPS=156.91 Ref
- >>2200 UPS Sep23 180 Puts $23.15 (CboeTheo=23.09) ASK BOX 15:09:18.582 IV=76.7% +38.4 MPRL 23 x $23.00 - $23.15 x 11 BXO SPREAD/FLOOR - OPENING Vega=$1724 UPS=156.91 Ref
- >>2400 JNJ Sep23 210 Puts $46.55 (CboeTheo=46.68) BID BOX 15:09:31.409 BXO 30 x $46.55 - $46.75 x 10 BXO SPREAD/FLOOR Vega=$0 JNJ=163.32 Ref
- >>2400 JNJ Sep23 220 Puts $56.55 (CboeTheo=56.68) BID BOX 15:09:31.409 BOX 18 x $56.55 - $56.75 x 10 BXO SPREAD/FLOOR - OPENING Vega=$0 JNJ=163.32 Ref
- >>2860 AMD Sep23 125 Puts $19.45 (CboeTheo=19.38) ASK BOX 15:09:36.345 IV=98.6% +33.7 MIAX 94 x $19.30 - $19.45 x 82 NOM SPREAD/FLOOR - OPENING Vega=$1916 AMD=105.62 Ref
- >>2860 AMD Sep23 120 Puts $14.45 (CboeTheo=14.38) ASK BOX 15:09:36.345 IV=78.8% +21.9 PHLX 192 x $14.15 - $14.45 x 79 PHLX SPREAD/FLOOR - OPENING Vega=$2261 AMD=105.62 Ref
- >>2530 SQ Sep23 70.0 Puts $15.55 (CboeTheo=15.49) ASK BOX 15:09:54.594 IV=143.2% +52.7 EMLD 35 x $15.45 - $15.55 x 52 BXO SPREAD/FLOOR Vega=$866 SQ=54.51 Ref
- >>2420 SQ Jan24 100 Puts $45.60 (CboeTheo=45.49) ASK BOX 15:09:54.594 IV=67.7% +17.0 BOX 10 x $45.15 - $45.70 x 10 BOX SPREAD/FLOOR - OPENING Vega=$7244 SQ=54.51 Ref
- >>3940 C Sep23 50.0 Puts $8.25 (CboeTheo=8.23) MID BOX 15:09:59.141 IV=101.6% +25.7 ARCA 55 x $8.20 - $8.30 x 95 ARCA SPREAD/FLOOR - OPENING Vega=$916 C=41.77 Ref
- >>3940 C Sep23 47.5 Puts $5.75 (CboeTheo=5.72) ASK BOX 15:09:59.141 IV=77.2% +18.1 ARCA 56 x $5.70 - $5.75 x 12 BXO SPREAD/FLOOR Vega=$1119 C=41.77 Ref
- >>2680 BAC Sep23 31.0 Puts $2.05 (CboeTheo=2.02) ASK BOX 15:10:07.748 IV=51.7% +15.7 BXO 26 x $2.00 - $2.05 x 49 BOX SPREAD/FLOOR Vega=$1040 BAC=28.98 Ref
- >>4480 BAC Jan24 38.0 Puts $9.05 (CboeTheo=9.02) ASK BOX 15:10:07.748 IV=33.8% +10.1 PHLX 376 x $8.95 - $9.05 x 204 C2 SPREAD/FLOOR Vega=$9117 BAC=28.98 Ref
- >>5000 KVUE Sep23 30.0 Puts $9.00 (CboeTheo=8.88) ASK BOX 15:10:12.709 IV=240.5% +142.1 PHLX 1059 x $8.80 - $9.00 x 709 PHLX SPREAD/FLOOR Vega=$1268 KVUE=21.11 Ref
- >>5000 KVUE Sep23 37.5 Puts $16.50 (CboeTheo=16.39) ASK BOX 15:10:12.709 IV=351.0% +252.6 PHLX 100 x $16.30 - $16.50 x 100 BZX SPREAD/FLOOR - OPENING Vega=$1009 KVUE=21.11 Ref
- >>5220 PFE Sep23 40.0 Puts $5.90 (CboeTheo=5.86) ASK BOX 15:10:17.084 IV=101.8% +39.3 BXO 48 x $5.80 - $5.90 x 35 BOX SPREAD/FLOOR Vega=$1591 PFE=34.15 Ref
- >>5220 PFE Sep23 37.5 Puts $3.40 (CboeTheo=3.35) ASK BOX 15:10:17.084 IV=67.6% +27.3 BZX 1 x $3.35 - $3.40 x 44 BXO SPREAD/FLOOR Vega=$2094 PFE=34.15 Ref
- >>4950 NKE Sep23 105 Puts $8.77 (CboeTheo=8.76) MID BOX 15:10:22.854 IV=49.8% +12.8 BOX 34 x $8.70 - $8.85 x 36 NOM SPREAD/FLOOR Vega=$2228 NKE=96.25 Ref
- >>2630 NKE Sep23 110 Puts $13.85 (CboeTheo=13.76) ASK BOX 15:10:22.854 IV=85.3% +40.1 CBOE 85 x $13.65 - $13.85 x 41 BOX SPREAD/FLOOR - OPENING Vega=$2154 NKE=96.25 Ref
- >>3120 NKE Oct23 115 Puts $18.70 (CboeTheo=18.75) BID BOX 15:10:22.854 BOX 20 x $18.70 - $18.85 x 25 BOX SPREAD/FLOOR - OPENING Vega=$0 NKE=96.25 Ref
- >>2960 GM Sep23 40.0 Puts $6.45 (CboeTheo=6.38) ASK BOX 15:10:27.386 IV=118.9% +42.9 CBOE 104 x $6.35 - $6.45 x 148 CBOE SPREAD/FLOOR Vega=$1087 GM=33.62 Ref
- >>2940 GM Jan24 50.0 Puts $16.35 (CboeTheo=16.38) BID BOX 15:10:27.386 BOX 8 x $16.35 - $16.50 x 84 BZX SPREAD/FLOOR Vega=$0 GM=33.62 Ref
- >>5800 GM Jan24 45.0 Puts $11.40 (CboeTheo=11.38) MID BOX 15:10:27.386 IV=36.0% +5.8 C2 16 x $11.35 - $11.45 x 42 C2 SPREAD/FLOOR Vega=$11k GM=33.62 Ref
- >>4730 BABA Sep23 110 Puts $21.55 (CboeTheo=21.51) ASK BOX 15:10:32.974 IV=115.5% +43.2 CBOE 127 x $21.45 - $21.55 x 59 MIAX SPREAD/FLOOR - OPENING Vega=$1713 BABA=88.48 Ref
- >>2390 BABA Sep23 115 Puts $26.60 (CboeTheo=26.51) ASK BOX 15:10:32.974 IV=147.2% +61.6 BOX 29 x $26.45 - $26.60 x 38 NOM SPREAD/FLOOR - OPENING Vega=$1220 BABA=88.48 Ref
- >>4730 BABA Sep23 120 Puts $31.55 (CboeTheo=31.51) ASK BOX 15:10:32.974 IV=153.2% +55.0 CBOE 58 x $31.45 - $31.55 x 10 BXO SPREAD/FLOOR - OPENING Vega=$1389 BABA=88.48 Ref
- >>2390 BABA Jan24 135 Puts $46.60 (CboeTheo=46.51) ASK BOX 15:10:32.974 IV=49.0% +7.5 EDGX 6 x $46.40 - $46.60 x 24 BOX SPREAD/FLOOR - OPENING Vega=$11k BABA=88.48 Ref
- >>2500 QCOM Oct23 120 Calls $1.20 (CboeTheo=1.21) MID PHLX 15:11:40.482 IV=26.0% -1.2 BXO 10 x $1.19 - $1.22 x 157 AMEX FLOOR Vega=$28k QCOM=111.63 Ref
- >>2000 DOCU Jan25 60.0 Puts $16.75 (CboeTheo=16.72) ASK ARCA 15:12:14.778 IV=45.0% +0.2 PHLX 22 x $16.60 - $16.75 x 1 CBOE CROSS Vega=$40k DOCU=46.57 Ref
- >>2000 WE Sep23 22nd 4.0 Puts $0.50 (CboeTheo=0.40) MID ISE 15:15:05.344 IV=327.7% +169.1 PHLX 1907 x $0.40 - $0.60 x 803 C2 AUCTION - OPENING Vega=$519 WE=5.32 Ref
- >>4710 AAPL Oct23 190 Calls $0.63 (CboeTheo=0.62) ASK CBOE 15:17:09.791 IV=19.4% -0.4 BXO 235 x $0.62 - $0.63 x 241 BXO FLOOR Vega=$55k AAPL=175.03 Ref
- SPLIT TICKET:
>>5299 AAPL Oct23 190 Calls $0.63 (CboeTheo=0.62) ASK [CBOE] 15:17:09.791 IV=19.4% -0.4 BXO 235 x $0.62 - $0.63 x 241 BXO FLOOR Vega=$62k AAPL=175.03 Ref - >>3600 ATVI Oct23 80.0 Puts $0.57 (CboeTheo=0.53) ASK PHLX 15:17:36.956 IV=37.7% +1.3 ARCA 15 x $0.50 - $0.57 x 1 BZX SPREAD/FLOOR Vega=$19k ATVI=92.22 Ref
- >>7200 ATVI Oct23 70.0 Puts $0.06 (CboeTheo=0.12) BID PHLX 15:17:36.956 IV=40.7% -3.9 ARCA 5 x $0.01 - $0.23 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$7906 ATVI=92.22 Ref
- >>3000 SQ Dec23 60.0 Calls $3.25 (CboeTheo=3.22) ASK ISE 15:18:38.018 IV=45.6% +0.5 BXO 3 x $3.20 - $3.25 x 508 MIAX SPREAD/CROSS/TIED - OPENING Vega=$32k SQ=54.46 Ref
- >>9698 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) ASK CBOE 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.12 x 4855 CBOE Vega=$4088 VIX=14.77 Fwd
- >>4855 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) MID CBOE 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.13 x 2715 CBOE Vega=$2046 VIX=14.77 Fwd
- SPLIT TICKET:
>>14553 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) ASK [CBOE] 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.12 x 4855 CBOE Vega=$6134 VIX=14.77 Fwd - >>2000 EOSE Jan24 7.5 Calls $0.20 (CboeTheo=0.18) ASK CBOE 15:19:53.430 IV=144.4% +3.5 EMLD 2 x $0.15 - $0.20 x 2071 PHLX FLOOR Vega=$934 EOSE=2.66 Ref
- SPLIT TICKET:
>>4250 EOSE Jan24 7.5 Calls $0.20 (CboeTheo=0.18) ASK [CBOE] 15:19:53.236 IV=144.4% +3.5 EMLD 2 x $0.15 - $0.20 x 2071 PHLX FLOOR Vega=$1985 EOSE=2.66 Ref - >>3000 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.258 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$1.07m SPX=4509.71 Fwd
- >>1500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.259 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$533k SPX=4509.71 Fwd
- >>1500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.259 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$533k SPX=4509.71 Fwd
- >>1300 SPX Dec23 4775 Calls $19.00 (CboeTheo=19.00) MID CBOE 15:23:25.318 IV=10.8% +0.0 CBOE 932 x $18.80 - $19.20 x 748 CBOE LATE Vega=$729k SPX=4509.71 Fwd
- >>7500 DKNG Sep23 22nd 31.0 Puts $1.00 (CboeTheo=1.02) BID PHLX 15:23:26.694 IV=43.4% -0.9 BXO 97 x $0.99 - $1.04 x 32 BOX SPREAD/FLOOR Vega=$15k DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 30.5 Puts $0.78 (CboeTheo=0.76) ASK PHLX 15:23:26.694 IV=45.1% +1.1 EMLD 190 x $0.74 - $0.79 x 137 EDGX SPREAD/FLOOR - OPENING Vega=$15k DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 27.0 Puts $0.05 (CboeTheo=0.06) BID PHLX 15:23:26.694 IV=48.6% -4.0 EMLD 1181 x $0.05 - $0.06 x 559 EMLD SPREAD/FLOOR Vega=$3891 DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 26.5 Puts $0.05 (CboeTheo=0.04) Above Ask! PHLX 15:23:26.694 IV=54.1% -0.1 EMLD 1520 x $0.03 - $0.04 x 52 MPRL SPREAD/FLOOR Vega=$3592 DKNG=30.73 Ref
- SPLIT TICKET:
>>3250 SPX Dec23 4775 Calls $19.00 (CboeTheo=19.00) MID [CBOE] 15:23:25.258 IV=10.8% +0.0 CBOE 932 x $18.80 - $19.20 x 758 CBOE LATE Vega=$1.82m SPX=4509.71 Fwd - SPLIT TICKET:
>>7500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID [CBOE] 15:23:25.258 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$2.67m SPX=4509.71 Fwd - TRADE CXLD:
>>2000 DIS Sep23 90.0 Puts $6.40 (CboeTheo=6.49) BID PHLX 14:53:13.509 PHLX 31 x $6.40 - $6.55 x 39 BOX SPREAD/FLOOR Vega=$0 DIS=83.52 Ref - >>2000 EOSE Jan24 5.0 Calls $0.40 (CboeTheo=0.35) ASK CBOE 15:23:48.385 IV=143.0% +7.4 PHLX 3029 x $0.30 - $0.40 x 4127 PHLX FLOOR Vega=$1205 EOSE=2.67 Ref
- SPLIT TICKET:
>>3995 EOSE Jan24 5.0 Calls $0.40 (CboeTheo=0.35) ASK [CBOE] 15:23:48.355 IV=143.0% +7.4 PHLX 3029 x $0.30 - $0.40 x 4127 PHLX FLOOR Vega=$2408 EOSE=2.67 Ref - TRADE CXLD:
>>2000 DIS Oct23 80.0 Puts $1.10 (CboeTheo=1.08) Above Ask! PHLX 14:53:13.509 IV=25.0% +0.2 EMLD 79 x $1.08 - $1.09 x 121 C2 SPREAD/FLOOR Vega=$18k DIS=83.52 Ref - TRADE CXLD:
>>2000 DIS Sep23 90.0 Calls $0.03 (CboeTheo=0.03) ASK PHLX 14:53:13.509 IV=41.1% -0.5 MPRL 142 x $0.02 - $0.03 x 361 C2 SPREAD/FLOOR Vega=$959 DIS=83.52 Ref - >>13000 F Jan25 10.0 Puts $0.82 (CboeTheo=0.81) ASK PHLX 15:24:07.797 IV=36.7% +0.4 EMLD 1354 x $0.79 - $0.82 x 184 EMLD SPREAD/CROSS/TIED Vega=$54k F=12.46 Ref
- TRADE CXLD:
>>2000 DIS Oct23 80.0 Calls $5.10 (CboeTheo=5.11) MID PHLX 14:53:13.509 IV=24.7% -0.2 CBOE 1208 x $5.05 - $5.15 x 239 AMEX SPREAD/FLOOR Vega=$17k DIS=83.52 Ref - >>2000 XOM Oct23 105 Puts $0.31 (CboeTheo=0.31) ASK PHLX 15:26:43.827 IV=25.1% +1.1 BXO 105 x $0.30 - $0.31 x 661 C2 SPREAD/CROSS/TIED Vega=$11k XOM=117.14 Ref
- >>2000 XOM Nov23 110 Puts $1.79 (CboeTheo=1.81) BID PHLX 15:26:43.827 IV=23.7% +0.4 NOM 151 x $1.79 - $1.84 x 739 CBOE SPREAD/CROSS/TIED Vega=$31k XOM=117.14 Ref
- >>2000 ENVX Jan24 16.0 Calls $2.30 (CboeTheo=2.33) BID AMEX 15:28:34.990 IV=78.2% -1.2 NOM 100 x $2.30 - $2.35 x 153 PHLX FLOOR Vega=$6924 ENVX=14.66 Ref
- >>3000 C Dec23 40.0 Puts $1.36 (CboeTheo=1.35) ASK ARCA 15:30:01.347 IV=25.8% +0.2 C2 676 x $1.34 - $1.36 x 407 C2 CROSS Vega=$23k C=41.70 Ref
- >>2500 AMZN Sep23 142 Calls $1.19 (CboeTheo=1.18) ASK PHLX 15:30:33.484 IV=29.3% +2.1 EMLD 241 x $1.17 - $1.19 x 848 C2 SPREAD/FLOOR Vega=$13k AMZN=141.19 Ref
- >>2000 AMZN Sep23 145 Calls $0.34 (CboeTheo=0.34) ASK PHLX 15:30:33.484 IV=29.3% +2.6 MPRL 268 x $0.33 - $0.34 x 1359 C2 SPREAD/FLOOR Vega=$6640 AMZN=141.19 Ref
- >>2500 AMZN Sep23 146 Calls $0.20 (CboeTheo=0.20) BID PHLX 15:30:33.484 IV=29.1% +2.2 C2 760 x $0.20 - $0.21 x 59 BXO SPREAD/FLOOR Vega=$6285 AMZN=141.19 Ref
- >>2327 LUV Sep23 32.5 Puts $3.25 (CboeTheo=3.19) ASK BOX 15:30:53.838 IV=78.2% +36.9 MIAX 29 x $3.15 - $3.25 x 60 BOX SPREAD/FLOOR Vega=$894 LUV=29.30 Ref
- >>2327 LUV Sep23 35.0 Puts $5.75 (CboeTheo=5.70) ASK BOX 15:30:53.838 IV=118.4% +51.5 MIAX 29 x $5.65 - $5.75 x 60 BOX SPREAD/FLOOR Vega=$682 LUV=29.30 Ref
- >>2036 GM Sep23 37.0 Puts $3.50 (CboeTheo=3.54) BID BOX 15:31:51.563 MIAX 43 x $3.50 - $3.60 x 75 CBOE SPREAD/FLOOR Vega=$0 GM=33.48 Ref
- >>2036 GM Sep23 40.0 Puts $6.50 (CboeTheo=6.53) BID BOX 15:31:51.563 CBOE 183 x $6.50 - $6.60 x 244 PHLX SPREAD/FLOOR Vega=$0 GM=33.48 Ref
- >>3216 BABA Sep23 105 Puts $16.40 (CboeTheo=16.50) BID BOX 15:32:28.414 EDGX 112 x $16.40 - $16.55 x 83 CBOE SPREAD/FLOOR Vega=$0 BABA=88.50 Ref
- >>3216 BABA Sep23 120 Puts $31.40 (CboeTheo=31.50) BID BOX 15:32:28.414 EDGX 69 x $31.40 - $31.55 x 61 EDGX SPREAD/FLOOR Vega=$0 BABA=88.50 Ref
- >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.03) MID CBOE 15:33:07.189 IV=172.2% +2.3 CBOE 4 x $0.01 - $0.03 x 21k CBOE Vega=$89 VIX=14.77 Fwd
- >>3347 SQ Sep23 70.0 Puts $15.40 (CboeTheo=15.46) BID BOX 15:33:27.023 BXO 32 x $15.40 - $15.50 x 10 ISE SPREAD/FLOOR Vega=$0 SQ=54.54 Ref
- >>3347 SQ Sep23 65.0 Puts $10.40 (CboeTheo=10.46) BID BOX 15:33:27.023 BXO 41 x $10.40 - $10.50 x 10 ISE SPREAD/FLOOR Vega=$0 SQ=54.54 Ref
- >>2507 PYPL Sep23 72.5 Puts $9.80 (CboeTheo=9.72) ASK BOX 15:33:51.356 IV=94.5% +30.1 ARCA 64 x $9.70 - $9.80 x 31 BOX SPREAD/FLOOR Vega=$1479 PYPL=62.78 Ref
- >>2507 PYPL Sep23 70.0 Puts $7.30 (CboeTheo=7.22) ASK BOX 15:33:51.356 IV=75.9% +24.1 NOM 28 x $7.20 - $7.30 x 38 BOX SPREAD/FLOOR Vega=$1717 PYPL=62.78 Ref
- >>3762 C Sep23 47.5 Puts $5.85 (CboeTheo=5.79) ASK BOX 15:33:56.974 IV=89.0% +29.9 EDGX 87 x $5.75 - $5.85 x 126 EDGX SPREAD/FLOOR Vega=$1659 C=41.72 Ref
- >>3762 C Sep23 50.0 Puts $8.35 (CboeTheo=8.29) ASK BOX 15:33:56.974 IV=115.7% +39.8 MPRL 39 x $8.25 - $8.35 x 103 ARCA SPREAD/FLOOR Vega=$1390 C=41.72 Ref
- >>2497 AMTX Sep23 7.5 Calls $0.05 (CboeTheo=0.10) BID BOX 15:34:34.367 IV=228.8% -26.2 BOX 2497 x $0.05 - $0.10 x 25 NOM Vega=$223 AMTX=5.58 Ref
- >>3400 AAPL Jun24 165 Puts $8.50 (CboeTheo=8.48) ASK PHLX 15:34:57.483 IV=26.1% -0.5 BXO 187 x $8.45 - $8.50 x 104 BXO SPREAD/CROSS/TIED Vega=$182k AAPL=175.62 Ref
- >>2500 GM Jan24 38.0 Calls $1.05 (CboeTheo=1.07) BID PHLX 15:35:01.024 IV=30.1% +0.4 CBOE 639 x $1.05 - $1.09 x 14 BOX SPREAD/CROSS/TIED Vega=$17k GM=33.45 Ref
- >>2500 GM Jan24 34.0 Puts $2.54 (CboeTheo=2.55) BID PHLX 15:35:01.024 IV=31.8% +0.6 BXO 77 x $2.54 - $2.57 x 6 C2 SPREAD/CROSS/TIED Vega=$20k GM=33.45 Ref
- >>2012 NKE Sep23 105 Puts $8.70 (CboeTheo=8.64) ASK BOX 15:35:14.565 IV=57.1% +20.1 BOX 22 x $8.55 - $8.75 x 22 CBOE SPREAD/FLOOR Vega=$1763 NKE=96.37 Ref
- >>2012 NKE Sep23 110 Puts $13.70 (CboeTheo=13.63) ASK BOX 15:35:14.565 IV=80.7% +35.5 BOX 41 x $13.55 - $13.70 x 24 CBOE SPREAD/FLOOR Vega=$1377 NKE=96.36 Ref
- >>2986 ACN Sep23 345 Calls $0.05 (CboeTheo=0.13) BID PHLX 15:35:46.117 IV=43.0% +20.2 BZX 0 x $0.00 - $0.25 x 49 BOX FLOOR Vega=$2834 ACN=315.25 Ref
- >>2200 DASH Oct23 75.0 Puts $0.95 (CboeTheo=0.92) ASK ARCA 15:36:28.742 IV=37.3% +0.2 CBOE 488 x $0.88 - $0.96 x 64 BXO CROSS - OPENING Vega=$15k DASH=83.08 Ref
- >>2000 MTCH Oct23 6th 40.0 Puts $0.39 (CboeTheo=0.42) BID BOX 15:36:33.943 IV=35.6% -2.1 BOX 16 x $0.39 - $0.46 x 35 NOM SPREAD/FLOOR - OPENING Vega=$5806 MTCH=43.21 Ref
- >>2500 QCOM Oct23 120 Calls $1.08 (CboeTheo=1.09) BID PHLX 15:36:35.677 IV=25.8% -1.5 C2 160 x $1.08 - $1.11 x 222 EMLD FLOOR Vega=$26k QCOM=111.24 Ref
- >>2000 ACN Sep23 345 Calls $0.05 (CboeTheo=0.12) BID PHLX 15:36:40.276 IV=43.1% +20.3 BZX 0 x $0.00 - $0.25 x 54 PHLX FLOOR Vega=$1897 ACN=315.24 Ref
- >>3600 KGC Oct23 5.5 Calls $0.06 (CboeTheo=0.07) BID AMEX 15:37:00.958 IV=36.4% -0.8 GEMX 54 x $0.06 - $0.07 x 452 EMLD SPREAD/FLOOR Vega=$1605 KGC=4.92 Ref
- >>3600 KGC Oct23 5.5 Puts $0.61 (CboeTheo=0.62) MID AMEX 15:37:00.958 IV=34.1% -3.1 BXO 18 x $0.59 - $0.63 x 18 BXO SPREAD/FLOOR - OPENING Vega=$1438 KGC=4.92 Ref
- >>3625 SIRI Jan24 6.0 Calls $0.11 (CboeTheo=0.09) ASK ISE 15:39:14.795 IV=57.1% +3.8 PHLX 958 x $0.07 - $0.12 x 291 PHLX AUCTION Vega=$2267 SIRI=4.26 Ref
- >>12500 SRG Jan25 8.0 Calls $1.45 (CboeTheo=1.43) ASK PHLX 15:39:28.321 IV=38.7% -0.3 BOX 11 x $1.20 - $1.55 x 11 BOX SPREAD/CROSS/TIED Vega=$43k SRG=7.69 Ref
- >>25000 SRG Jan25 12.0 Calls $0.40 (CboeTheo=0.40) MID PHLX 15:39:28.321 IV=36.7% +0.3 ISE 8 x $0.25 - $0.55 x 11 GEMX SPREAD/CROSS/TIED Vega=$71k SRG=7.69 Ref
- >>2000 NET Nov23 70.0 Calls $4.45 (CboeTheo=4.45) MID ISE 15:39:36.432 IV=56.3% +0.8 CBOE 125 x $4.40 - $4.50 x 187 GEMX SPREAD/CROSS/TIED Vega=$22k NET=64.91 Ref
- >>9124 AAPL Dec23 150 Puts $1.42 (CboeTheo=1.40) Above Ask! PHLX 15:39:41.833 IV=28.9% -0.9 ARCA 1 x $1.40 - $1.41 x 154 BXO COB/AUCTION Vega=$155k AAPL=175.63 Ref
- >>9124 AAPL Dec23 155 Puts $1.94 (CboeTheo=1.92) Above Ask! PHLX 15:39:41.833 IV=27.5% -0.8 BXO 108 x $1.90 - $1.92 x 148 BXO COB/AUCTION Vega=$189k AAPL=175.63 Ref
- >>2280 F Sep23 29th 12.5 Puts $0.35 (CboeTheo=0.35) ASK GEMX 15:41:19.210 IV=31.4% +2.8 EMLD 1038 x $0.34 - $0.35 x 891 EMLD OPENING Vega=$2442 F=12.45 Ref
- >>3250 HPE Sep23 17.0 Puts $0.15 (CboeTheo=0.17) BID PHLX 15:41:47.420 IV=21.0% -5.6 PHLX 803 x $0.15 - $0.25 x 897 PHLX SPREAD/CROSS/TIED ExDiv Vega=$1983 HPE=17.07 Ref
- >>2000 REAL Oct23 2.5 Calls $0.20 (CboeTheo=0.23) BID PHLX 15:42:28.374 IV=61.1% -15.9 PHLX 3502 x $0.20 - $0.25 x 596 BXO OPENING Vega=$638 REAL=2.50 Ref
- >>7299 F Oct23 12.0 Puts $0.29 (CboeTheo=0.28) ASK ARCA 15:42:56.296 IV=31.9% +3.5 BXO 119 x $0.28 - $0.29 x 7334 ARCA SPREAD/LEGGED Vega=$11k F=12.44 Ref
- >>7306 F Sep23 12.5 Puts $0.25 (CboeTheo=0.25) BID ARCA 15:42:56.296 IV=48.5% +11.2 C2 12k x $0.25 - $0.26 x 1370 EMLD SPREAD/LEGGED Vega=$3292 F=12.44 Ref
- >>4000 SIRI Oct23 5.0 Calls $0.04 (CboeTheo=0.04) MID AMEX 15:43:12.271 IV=45.2% +0.9 PHLX 1518 x $0.03 - $0.05 x 5 ARCA SPREAD/CROSS - OPENING Vega=$1211 SIRI=4.26 Ref
- >>4000 SIRI Oct23 5.0 Puts $0.80 (CboeTheo=0.82) BID AMEX 15:43:12.271 IV=37.5% -6.7 PHLX 1220 x $0.76 - $1.08 x 1919 PHLX SPREAD/CROSS - OPENING Vega=$893 SIRI=4.26 Ref
- >>2000 TLRY Sep23 3.0 Calls $0.10 (CboeTheo=0.11) BID MPRL 15:43:15.752 IV=120.2% -20.5 MPRL 2696 x $0.10 - $0.11 x 1442 MPRL SSR Vega=$211 TLRY=2.92 Ref
- SPLIT TICKET:
>>1250 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK [CBOE] 15:43:22.401 IV=55.1% -0.4 CBOE 1500 x $0.02 - $0.03 x 3470 CBOE Vega=$316 VIX=14.70 Fwd - >>2465 CGC Oct23 2.0 Puts $0.83 (CboeTheo=0.85) MID AMEX 15:45:13.150 IV=209.6% -32.6 EMLD 25 x $0.82 - $0.85 x 17 BOX TIED/FLOOR SSR Vega=$416 CGC=1.39 Ref
- >>2465 CGC Oct23 2.0 Calls $0.20 (CboeTheo=0.21) BID AMEX 15:45:13.150 IV=215.6% -26.6 C2 435 x $0.20 - $0.22 x 634 PHLX TIED/FLOOR SSR Vega=$421 CGC=1.39 Ref
- >>25000 C Jun24 50.0 Calls $1.17 (CboeTheo=1.18) BID AMEX 15:45:43.693 IV=24.5% -0.7 BXO 16 x $1.16 - $1.20 x 13 BXO CROSS Vega=$286k C=41.73 Ref
- >>1000 SPXW Sep23 4170 Puts $0.50 (CboeTheo=0.47) ASK CBOE 15:48:20.438 IV=32.9% +3.3 CBOE 231 x $0.45 - $0.50 x 686 CBOE FLOOR - OPENING Vega=$13k SPX=4462.56 Fwd
- SPLIT TICKET:
>>5000 SPXW Sep23 4170 Puts $0.50 (CboeTheo=0.47) ASK [CBOE] 15:48:20.375 IV=32.9% +3.3 CBOE 273 x $0.45 - $0.50 x 735 CBOE FLOOR - OPENING Vega=$63k SPX=4462.56 Fwd - >>3000 FUBO Jan25 2.0 Puts $0.69 (CboeTheo=0.71) BID PHLX 15:48:30.135 IV=102.1% -1.2 ARCA 94 x $0.69 - $0.72 x 56 BZX SPREAD/CROSS/TIED SSR Vega=$2480 FUBO=2.54 Ref
- >>10400 AAPL Oct23 200 Calls $0.17 (CboeTheo=0.17) BID CBOE 15:48:58.816 IV=20.9% +0.3 EMLD 1140 x $0.17 - $0.18 x 464 BXO FLOOR Vega=$52k AAPL=175.78 Ref
- >>3200 GM Jan25 25.0 Puts $1.52 (CboeTheo=1.52) MID PHLX 15:49:09.752 IV=38.2% -1.2 AMEX 6 x $1.50 - $1.54 x 6 AMEX SPREAD/CROSS/TIED Vega=$30k GM=33.38 Ref
- SPLIT TICKET:
>>2500 SPXW Oct23 5th 4600 Calls $8.10 (CboeTheo=8.07) ASK [CBOE] 15:49:18.130 IV=10.1% +0.2 CBOE 178 x $7.90 - $8.20 x 37 CBOE FLOOR - OPENING Vega=$662k SPX=4474.42 Fwd - >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 15:50:46.770 IV=174.6% +4.8 CBOE 4 x $0.01 - $0.03 x 17k CBOE Vega=$88 VIX=14.65 Fwd
- >>4500 INTC Sep23 22nd 38.0 Puts $0.58 (CboeTheo=0.58) BID BOX 15:51:08.851 IV=38.6% -1.3 C2 231 x $0.58 - $0.59 x 326 C2 SPREAD/FLOOR - OPENING 52WeekHigh Vega=$11k INTC=38.88 Ref
- >>4500 INTC Sep23 22nd 39.0 Puts $1.01 (CboeTheo=1.02) BID BOX 15:51:08.851 IV=38.1% -1.8 GEMX 452 x $1.01 - $1.03 x 593 C2 SPREAD/FLOOR - OPENING 52WeekHigh Vega=$12k INTC=38.88 Ref
- >>7500 KVUE Sep23 22nd 21.0 Puts $0.37 (CboeTheo=0.40) BID ARCA 15:52:28.558 IV=31.5% -4.8 CBOE 4045 x $0.35 - $0.45 x 2239 CBOE SPREAD/CROSS Vega=$10k KVUE=21.11 Ref
- >>7500 KVUE Sep23 21.0 Puts $0.20 (CboeTheo=0.23) BID ARCA 15:52:28.558 IV=33.6% -11.7 CBOE 1921 x $0.20 - $0.25 x 595 C2 SPREAD/CROSS Vega=$5636 KVUE=21.11 Ref
- >>30000 KVUE Jan24 17.5 Puts $0.25 (CboeTheo=0.28) BID ARCA 15:52:28.809 IV=30.9% -2.3 C2 543 x $0.25 - $0.30 x 412 EMLD SPREAD/CROSS - OPENING Vega=$77k KVUE=21.11 Ref
- >>30000 KVUE Jan24 24.0 Calls $0.43 (CboeTheo=0.45) BID ARCA 15:52:28.809 IV=25.7% +0.4 PHLX 1325 x $0.40 - $0.50 x 2714 PHLX SPREAD/CROSS - OPENING Vega=$119k KVUE=21.11 Ref
- >>30000 KVUE Jan24 21.0 Puts $1.27 (CboeTheo=1.24) ASK ARCA 15:52:28.809 IV=28.7% +1.1 PHLX 983 x $1.20 - $1.30 x 1258 PHLX SPREAD/CROSS - OPENING Vega=$147k KVUE=21.11 Ref
- SPLIT TICKET:
>>1200 SPXW Sep23 18th 3250 Puts $0.05 (CboeTheo=0.02) ASK [CBOE] 15:52:47.693 IV=76.0% +8.0 CBOE 0 x $0.00 - $0.05 x 514 CBOE OPENING Vega=$1155 SPX=4466.46 Fwd - >>2600 DDOG Oct23 87.5 Puts $1.09 (CboeTheo=1.09) MID ARCA 15:53:21.053 IV=40.2% -0.7 C2 785 x $1.06 - $1.11 x 395 EDGX CROSS - OPENING Vega=$20k DDOG=98.45 Ref
- >>4000 UPST Nov23 45.0 Puts $15.28 (CboeTheo=15.36) BID AMEX 15:54:08.723 IV=100.6% -2.8 CBOE 51 x $15.25 - $15.40 x 21 PHLX SPREAD/CROSS - OPENING Vega=$17k UPST=31.38 Ref
- >>4000 UPST Nov23 45.0 Calls $1.85 (CboeTheo=1.84) ASK AMEX 15:54:08.723 IV=102.8% -1.1 BXO 9 x $1.82 - $1.86 x 13 ARCA SPREAD/CROSS - OPENING Vega=$18k UPST=31.38 Ref
- >>2500 MPW Sep23 22nd 6.5 Puts $0.39 (CboeTheo=0.37) ASK ARCA 09:36:33.510 IV=66.2% +8.1 ARCA 1 x $0.35 - $0.40 x 867 PHLX SPREAD/FLOOR ExDiv Vega=$1031 MPW=6.46 Ref
- >>2500 MPW Sep23 7.0 Puts $0.70 (CboeTheo=0.70) MID ARCA 09:36:33.510 IV=64.8% +10.6 PHLX 402 x $0.66 - $0.75 x 162 MIAX SPREAD/FLOOR ExDiv Vega=$142 MPW=6.46 Ref
- >>3000 VST Jan24 36.0 Calls $1.40 (CboeTheo=1.29) ASK BOX 09:36:59.051 IV=26.9% +1.4 BOX 206 x $1.20 - $1.40 x 457 PHLX SPREAD/FLOOR - OPENING Vega=$23k VST=33.85 Ref
- >>3000 VST Jan24 40.0 Calls $0.40 (CboeTheo=0.42) BID BOX 09:36:59.051 IV=25.1% -0.3 PHLX 264 x $0.35 - $0.50 x 424 PHLX SPREAD/FLOOR - OPENING Vega=$15k VST=33.85 Ref
- >>2917 ORCL Nov23 105 Puts $2.01 (CboeTheo=2.24) BID ISE 09:38:46.603 IV=26.5% -6.8 PHLX 242 x $2.00 - $2.45 x 585 AMEX AUCTION - OPENING Post-Earnings / SSR Vega=$45k ORCL=111.86 Ref
- SPLIT TICKET:
>>2950 ORCL Nov23 105 Puts $2.01 (CboeTheo=2.24) BID [ISE] 09:38:46.603 IV=26.7% -6.5 PHLX 242 x $2.00 - $2.45 x 585 AMEX AUCTION - OPENING Post-Earnings / SSR Vega=$45k ORCL=111.86 Ref - >>9724 ORCL Sep23 119 Puts $7.20 (CboeTheo=7.12) ASK AMEX 09:39:08.469 IV=47.0% -14.4 ISE 41 x $7.00 - $7.30 x 48 CBOE AUCTION Post-Earnings / SSR Vega=$16k ORCL=111.96 Ref
- >>2171 EPR Oct23 45.0 Puts $2.40 (CboeTheo=2.31) ASK MIAX 09:39:17.947 IV=22.6% +2.4 PHLX 208 x $1.70 - $2.40 x 1 ARCA COB - OPENING Vega=$10k EPR=43.27 Ref
- >>2171 EPR Sep23 45.0 Puts $1.90 (CboeTheo=1.85) BID MIAX 09:39:17.947 IV=42.7% +19.3 MIAX 79 x $1.20 - $4.10 x 31 BOX COB Vega=$2276 EPR=43.27 Ref
- >>5000 VIX Oct23 18th 70.0 Calls $0.04 (CboeTheo=0.04) MID CBOE 09:41:19.139 IV=191.8% -2.5 CBOE 29k x $0.02 - $0.06 x 27k CBOE AUCTION Vega=$920 VIX=15.75 Fwd
- >>12500 AMC Sep23 7.5 Puts $0.54 (CboeTheo=0.56) Below Bid! AMEX 09:41:05.868 IV=195.7% +8.3 EMLD 388 x $0.55 - $0.59 x 46 C2 SPREAD/FLOOR Vega=$3538 AMC=7.53 Ref
- >>20000 AMC Sep23 7.0 Puts $0.36 (CboeTheo=0.35) ASK AMEX 09:41:05.868 IV=214.4% +18.2 GEMX 216 x $0.35 - $0.36 x 35 ARCA SPREAD/FLOOR Vega=$5126 AMC=7.53 Ref
- >>32500 AMC Sep23 22nd 7.0 Puts $0.68 (CboeTheo=0.66) ASK AMEX 09:41:05.869 IV=190.7% +9.7 C2 86 x $0.64 - $0.68 x 612 PHLX SPREAD/FLOOR - OPENING Vega=$15k AMC=7.53 Ref
- >>32500 AMC Sep23 22nd 5.5 Puts $0.22 (CboeTheo=0.23) BID AMEX 09:41:05.869 IV=207.1% +2.7 C2 46 x $0.22 - $0.24 x 338 C2 SPREAD/FLOOR - OPENING Vega=$9168 AMC=7.53 Ref
- >>2000 ACAD Sep23 27.0 Puts $0.30 (CboeTheo=0.38) BID ISE 09:42:54.863 IV=28.7% -6.2 PHLX 124 x $0.30 - $0.45 x 10 MPRL SPREAD/CROSS Vega=$2040 ACAD=26.97 Ref
- >>2000 ACAD Oct23 27.0 Puts $1.20 (CboeTheo=1.07) Above Ask! ISE 09:42:54.863 IV=36.3% +4.4 PHLX 117 x $1.00 - $1.15 x 12 GEMX SPREAD/CROSS - OPENING Vega=$6925 ACAD=26.97 Ref
- >>2500 KVUE Sep23 22nd 21.0 Puts $0.15 (CboeTheo=0.18) BID PHLX 09:43:00.041 IV=32.0% -4.2 EMLD 560 x $0.15 - $0.20 x 746 CBOE SPREAD/CROSS/TIED Vega=$2724 KVUE=21.82 Ref
- >>2500 KVUE Sep23 22nd 22.5 Calls $0.25 (CboeTheo=0.22) ASK PHLX 09:43:00.041 IV=33.9% +2.3 C2 582 x $0.20 - $0.25 x 997 CBOE SPREAD/CROSS/TIED Vega=$3286 KVUE=21.82 Ref
- >>2630 FMC Oct23 80.0 Puts $7.19 (CboeTheo=6.89) ASK MIAX 09:45:19.943 IV=33.0% +4.1 BZX 41 x $6.10 - $7.40 x 34 MPRL ISO/AUCTION 52WeekLow Vega=$19k FMC=74.11 Ref
- >>2000 CGC Jan24 4.0 Calls $0.29 (CboeTheo=0.27) ASK AMEX 09:45:25.817 IV=183.4% -4.8 PHLX 8735 x $0.23 - $0.29 x 2000 AMEX SSR Vega=$736 CGC=1.67 Ref
- >>9999 VIX Dec23 20th 12.0 Puts $0.11 (CboeTheo=0.11) MID CBOE 09:45:28.132 IV=46.0% -0.1 CBOE 23k x $0.09 - $0.13 x 24k CBOE AUCTION - OPENING Vega=$10k VIX=16.97 Fwd
- >>2314 INTC Sep23 40.0 Calls $0.35 (CboeTheo=0.35) BID GEMX 09:47:41.054 IV=38.0% +1.6 GEMX 2614 x $0.35 - $0.36 x 70 MIAX ISO 52WeekHigh Vega=$3265 INTC=39.45 Ref
- >>4000 MPW Sep23 7.0 Puts $0.69 (CboeTheo=0.72) BID ARCA 09:48:31.433 PHLX 129 x $0.69 - $0.76 x 79 ARCA SPREAD/FLOOR ExDiv Vega=$0 MPW=6.43 Ref
- >>4000 MPW Sep23 22nd 6.5 Puts $0.38 (CboeTheo=0.38) ASK ARCA 09:48:31.433 IV=61.9% +3.8 C2 115 x $0.35 - $0.38 x 2 NOM SPREAD/FLOOR ExDiv Vega=$1627 MPW=6.43 Ref
- >>3500 MTCH Oct23 27th 37.0 Puts $0.38 (CboeTheo=0.41) BID BOX 09:51:14.662 IV=40.0% -0.5 PHLX 26 x $0.35 - $0.48 x 86 CBOE FLOOR - OPENING Vega=$11k MTCH=42.91 Ref
- >>2499 TSLA Sep23 260 Puts $1.03 (CboeTheo=1.03) MID PHLX 09:53:17.917 IV=57.1% +3.2 NOM 24 x $1.02 - $1.04 x 429 C2 COB/AUCTION Vega=$14k TSLA=275.46 Ref
- >>2499 TSLA Sep23 250 Puts $0.28 (CboeTheo=0.29) BID PHLX 09:53:17.917 IV=61.0% +2.9 C2 763 x $0.28 - $0.29 x 4 NOM COB/AUCTION Vega=$6038 TSLA=275.46 Ref
- >>2299 ORCL Oct23 27th 105 Puts $1.56 (CboeTheo=1.60) BID ISE 09:56:54.045 IV=26.3% -8.5 BZX 1 x $1.55 - $1.63 x 11 BOX AUCTION - OPENING Post-Earnings / SSR Vega=$28k ORCL=111.14 Ref
- >>10000 TSLA Sep23 250 Puts $0.21 (CboeTheo=0.21) BID PHLX 09:59:44.601 IV=61.7% +3.6 C2 474 x $0.21 - $0.22 x 116 GEMX COB/AUCTION Vega=$20k TSLA=277.71 Ref
- >>5000 TSLA Sep23 260 Puts $0.77 (CboeTheo=0.75) Above Ask! PHLX 09:59:44.601 IV=57.3% +3.4 EMLD 141 x $0.75 - $0.76 x 60 C2 COB/AUCTION Vega=$24k TSLA=277.71 Ref
- SPLIT TICKET:
>>3000 SPX Dec23 2700 Puts $1.70 (CboeTheo=1.67) ASK [CBOE] 09:53:05.656 IV=41.8% +0.1 CBOE 3380 x $1.60 - $1.75 x 4105 CBOE FLOOR Vega=$112k SPX=4528.01 Fwd - >>5000 NET Nov23 60.0 Puts $3.65 (CboeTheo=3.60) ASK PHLX 10:08:02.128 IV=58.4% +1.0 ARCA 1 x $3.55 - $3.65 x 494 AMEX SPREAD/CROSS/TIED Vega=$49k NET=65.37 Ref
- SPLIT TICKET:
>>1152 SPX Dec23 4050 Puts $26.13 (CboeTheo=26.18) BID [CBOE] 10:02:58.859 IV=19.3% -0.0 CBOE 746 x $26.00 - $26.40 x 1306 CBOE LATE Vega=$530k SPX=4529.08 Fwd - SPLIT TICKET:
>>1152 SPX Oct23 4050 Puts $6.33 (CboeTheo=6.42) BID [CBOE] 10:02:58.859 IV=20.3% -0.0 CBOE 1394 x $6.30 - $6.50 x 3067 CBOE LATE Vega=$184k SPX=4499.82 Fwd - >>4346 C Jan24 60.0 Calls $0.06 (CboeTheo=0.06) ASK C2 10:09:19.487 IV=30.6% -0.2 C2 353 x $0.05 - $0.06 x 109 MPRL Vega=$6164 C=40.73 Ref
- >>4210 AAPL Sep23 29th 180 Puts $4.30 (CboeTheo=4.29) BID ARCA 10:10:14.859 IV=23.0% +0.4 ARCA 4215 x $4.30 - $4.35 x 2949 C2 Vega=$64k AAPL=178.19 Ref
- SPLIT TICKET:
>>1000 SPX Sep23 4500 Puts $31.91 (CboeTheo=33.37) Below Bid! [CBOE] 10:06:27.139 IV=11.6% +0.3 CBOE 60 x $33.00 - $33.70 x 80 CBOE LATE Vega=$146k SPX=4477.82 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4500 Calls $11.92 (CboeTheo=11.19) Above Ask! [CBOE] 10:06:27.139 IV=13.1% +2.2 CBOE 100 x $11.10 - $11.40 x 90 CBOE LATE Vega=$149k SPX=4477.82 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4500 Calls $133.15 (CboeTheo=132.27) Above Ask! [CBOE] 10:06:27.139 IV=13.3% +0.1 CBOE 108 x $131.60 - $132.60 x 20 CBOE LATE Vega=$897k SPX=4527.05 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4500 Puts $104.54 (CboeTheo=105.61) Below Bid! [CBOE] 10:06:27.139 IV=13.0% -0.1 CBOE 99 x $105.30 - $105.90 x 61 CBOE LATE Vega=$897k SPX=4527.05 Fwd - >>2400 MSFT Jan24 340 Calls $19.94 (CboeTheo=19.89) ASK AMEX 10:15:21.058 IV=24.2% -0.0 NOM 16 x $19.85 - $19.95 x 31 BXO SPREAD/CROSS Vega=$190k MSFT=335.22 Ref
- >>2400 MSFT Jan24 340 Puts $19.05 (CboeTheo=19.11) BID AMEX 10:15:21.058 IV=24.1% -0.2 BXO 45 x $19.05 - $19.15 x 1 GEMX SPREAD/CROSS Vega=$188k MSFT=335.22 Ref
- >>3200 RTX Oct23 27th 70.0 Puts $0.94 (CboeTheo=0.98) BID BOX 10:17:06.402 IV=25.0% -1.4 AMEX 342 x $0.93 - $1.02 x 113 PHLX FLOOR - OPENING 52WeekLow Vega=$26k RTX=73.75 Ref
- >>4190 PFE Oct23 27th 32.0 Puts $0.35 (CboeTheo=0.36) BID PHLX 10:17:28.549 IV=23.4% -0.5 BOX 10 x $0.34 - $0.38 x 140 GEMX AUCTION - OPENING Vega=$15k PFE=33.82 Ref
- >>2500 RRC Oct23 34.0 Calls $0.90 (CboeTheo=0.93) MID PHLX 10:17:38.058 IV=33.6% -0.6 PHLX 640 x $0.85 - $0.95 x 246 C2 SPREAD/CROSS/TIED Vega=$10k RRC=32.60 Ref
- >>5000 UPS Sep23 155 Puts $0.77 (CboeTheo=0.82) BID BOX 10:17:44.361 IV=26.8% -0.2 CBOE 605 x $0.75 - $0.90 x 301 EDGX FLOOR Vega=$26k UPS=156.92 Ref
- >>1026 SPXW Sep23 22nd 4525 Calls $17.73 (CboeTheo=17.44) Above Ask! CBOE 10:17:53.369 IV=11.5% +0.5 CBOE 24 x $17.40 - $17.60 x 34 CBOE LATE Vega=$278k SPX=4483.81 Fwd
- SPLIT TICKET:
>>1326 SPXW Sep23 22nd 4525 Calls $17.73 (CboeTheo=17.44) Above Ask! [CBOE] 10:17:53.368 IV=11.5% +0.5 CBOE 24 x $17.40 - $17.60 x 34 CBOE LATE Vega=$359k SPX=4483.81 Fwd - SPLIT TICKET:
>>1000 VIX Oct23 18th 35.0 Calls $0.21 (CboeTheo=0.21) BID [CBOE] 10:19:45.042 IV=151.9% +1.7 CBOE 1139 x $0.21 - $0.23 x 3734 CBOE Vega=$703 VIX=15.75 Fwd - >>2000 TGT Mar24 140 Calls $4.55 (CboeTheo=4.50) ASK PHLX 10:22:01.383 IV=28.4% +0.2 AMEX 388 x $4.40 - $4.60 x 309 AMEX SPREAD/CROSS/TIED - OPENING Vega=$62k TGT=122.97 Ref
- >>12000 NAVI Dec25 10.0 Puts $1.05 (CboeTheo=0.81) BID PHLX 10:22:26.271 IV=48.0% MRX 0 x $0.00 - $5.00 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$60k NAVI=17.14 Ref
- >>2400 NAVI Dec24 10.0 Puts $0.60 (CboeTheo=0.57) ASK PHLX 10:22:26.271 IV=51.3% -0.9 PHLX 119 x $0.35 - $0.80 x 240 PHLX SPREAD/FLOOR Vega=$8010 NAVI=17.14 Ref
- >>9600 NAVI Dec24 10.0 Puts $0.55 (CboeTheo=0.57) BID PHLX 10:22:26.271 IV=49.8% -2.5 PHLX 119 x $0.35 - $0.80 x 240 PHLX SPREAD/FLOOR Vega=$31k NAVI=17.14 Ref
- >>2150 SMG Sep23 50.0 Puts $0.11 (CboeTheo=0.15) BID ARCA 10:22:56.854 IV=47.1% -3.7 C2 70 x $0.10 - $0.20 x 48 PHLX CROSS Vega=$1885 SMG=52.87 Ref
- >>7200 VIX Apr24 17th 65.0 Calls $0.44 (CboeTheo=0.43) MID CBOE 10:23:09.629 IV=93.7% +0.7 CBOE 500 x $0.41 - $0.46 x 2313 CBOE FLOOR - OPENING Vega=$17k VIX=19.17 Fwd
- SPLIT TICKET:
>>10750 VIX Apr24 17th 65.0 Calls $0.44 (CboeTheo=0.43) MID [CBOE] 10:23:09.629 IV=93.7% +0.7 CBOE 500 x $0.41 - $0.46 x 2313 CBOE FLOOR - OPENING Vega=$26k VIX=19.17 Fwd - >>4800 VIX Oct23 18th 70.0 Calls $0.04 (CboeTheo=0.04) MID CBOE 10:23:29.291 IV=191.3% -3.0 CBOE 24k x $0.03 - $0.06 x 28k CBOE AUCTION Vega=$886 VIX=15.82 Fwd
- >>2499 F Sep23 12.0 Calls $0.51 (CboeTheo=0.50) BID EMLD 10:24:33.783 IV=48.5% +9.9 EMLD 2499 x $0.51 - $0.52 x 2181 CBOE Vega=$847 F=12.44 Ref
- >>7000 FANG Sep23 150 Calls $5.00 (CboeTheo=4.94) BID AMEX 10:27:55.305 IV=26.3% +4.7 NOM 6 x $4.90 - $5.40 x 121 MIAX FLOOR Vega=$18k FANG=154.72 Ref
- >>3000 AMZN Sep23 139 Puts $0.61 (CboeTheo=0.62) ASK ARCA 10:32:18.736 IV=28.8% -0.5 GEMX 500 x $0.60 - $0.61 x 3000 ARCA Vega=$13k AMZN=141.30 Ref
- SPLIT TICKET:
>>2000 DIS Oct23 27th 78.0 Puts $0.91 (CboeTheo=0.91) MID [PHLX] 10:36:43.464 IV=25.9% +0.1 EMLD 161 x $0.90 - $0.93 x 15 MPRL AUCTION - OPENING Vega=$17k DIS=83.18 Ref - >>5000 RIVN Sep23 22nd 22.0 Puts $0.21 (CboeTheo=0.20) ASK ARCA 10:38:13.744 IV=60.6% +3.3 MPRL 40 x $0.20 - $0.21 x 1132 C2 CROSS - OPENING Vega=$4892 RIVN=24.22 Ref
- >>3000 M Dec23 11.0 Puts $0.84 (CboeTheo=0.86) BID PHLX 10:39:03.555 IV=45.5% -0.0 BOX 184 x $0.84 - $0.87 x 178 BOX TIED/FLOOR - OPENING Vega=$6595 M=11.53 Ref
- >>2000 XPOF Dec24 25.0 Calls $3.45 (CboeTheo=3.43) MID ARCA 10:39:47.509 IV=57.9% -0.6 CBOE 43 x $3.30 - $3.60 x 119 MIAX SPREAD/FLOOR Vega=$17k XPOF=18.91 Ref
- >>2000 XPOF Dec24 40.0 Calls $1.10 (CboeTheo=1.10) MID ARCA 10:39:47.511 IV=55.1% -0.1 EDGX 79 x $0.95 - $1.25 x 12 MIAX SPREAD/FLOOR Vega=$13k XPOF=18.91 Ref
- >>2000 XPOF Jan25 22.5 Calls $4.40 (CboeTheo=4.42) MID ARCA 10:39:47.511 IV=59.3% +3.4 PHLX 33 x $4.20 - $4.60 x 35 MPRL SPREAD/FLOOR - OPENING Vega=$17k XPOF=18.91 Ref
- >>2000 XPOF Jan25 35.0 Calls $1.70 (CboeTheo=1.70) MID ARCA 10:39:47.512 IV=55.2% -6.1 EDGX 92 x $1.55 - $1.85 x 41 BXO SPREAD/FLOOR - OPENING Vega=$15k XPOF=18.91 Ref
- >>2000 XPOF Jan25 7.5 Puts $0.75 (CboeTheo=0.75) MID ARCA 10:39:47.512 IV=80.6% -1.8 EDGX 67 x $0.60 - $0.90 x 86 PHLX SPREAD/FLOOR - OPENING Vega=$5536 XPOF=18.91 Ref
- SPLIT TICKET:
>>1462 VIX Sep23 20th 15.0 Calls $0.53 (CboeTheo=0.54) BID [CBOE] 10:43:51.775 IV=78.0% -4.8 CBOE 1517 x $0.52 - $0.57 x 19k CBOE Vega=$1251 VIX=14.68 Fwd - >>2000 MU Oct23 62.5 Calls $9.57 (CboeTheo=9.60) BID AMEX 10:46:33.736 IV=38.0% +0.0 CBOE 589 x $9.55 - $9.65 x 5 GEMX SPREAD/CROSS Vega=$9502 MU=71.23 Ref
- >>2000 MU Oct23 62.5 Puts $0.59 (CboeTheo=0.59) BID AMEX 10:46:33.736 IV=38.6% +0.6 MPRL 65 x $0.59 - $0.60 x 121 C2 SPREAD/CROSS Vega=$9715 MU=71.23 Ref
- >>23105 BAC Dec23 31.0 Calls $0.50 (CboeTheo=0.50) BID PHLX 10:47:49.847 IV=21.6% -0.6 BXO 108 x $0.50 - $0.51 x 933 EMLD SPREAD/FLOOR - OPENING Vega=$112k BAC=28.59 Ref
- >>23105 BAC Nov23 30.0 Calls $0.66 (CboeTheo=0.65) ASK PHLX 10:47:49.847 IV=22.6% -0.3 BXO 76 x $0.65 - $0.66 x 840 EMLD SPREAD/FLOOR - OPENING Vega=$107k BAC=28.59 Ref
- >>2300 AMC2 Sep23 3.0 Puts $2.10 (CboeTheo=2.13) BID ARCA 10:51:20.514 PHLX 2698 x $2.10 - $2.15 x 14 BOX FLOOR Vega=$0 AMC=7.59 Ref
- >>3000 TSLA Oct23 290 Calls $12.79 (CboeTheo=12.74) ASK ARCA 10:51:51.267 IV=53.1% +0.4 EDGX 266 x $12.70 - $12.80 x 248 AMEX CROSS Vega=$104k TSLA=273.57 Ref
- >>7600 TSLA Sep23 265 Calls $10.60 (CboeTheo=10.53) ASK BOX 10:52:41.400 IV=53.7% +1.3 ISE 10 x $10.50 - $10.60 x 15 EDGX SPREAD/FLOOR Vega=$64k TSLA=273.16 Ref
- >>7600 TSLA Oct23 225 Calls $52.60 (CboeTheo=52.79) BID BOX 10:52:41.400 IV=56.0% -1.1 MIAX 2 x $52.60 - $53.10 x 1 CBOE SPREAD/FLOOR Vega=$133k TSLA=273.16 Ref
- >>2000 VIX Dec23 20th 70.0 Calls $0.17 (CboeTheo=0.17) MID CBOE 10:52:54.498 IV=133.0% +0.9 CBOE 24k x $0.16 - $0.19 x 19k CBOE Vega=$1685 VIX=17.08 Fwd
- >>3787 OXY Sep23 29th 56.0 Puts $0.04 (CboeTheo=0.03) ASK MIAX 10:57:12.251 IV=37.2% +3.5 MPRL 247 x $0.03 - $0.04 x 718 EMLD ISO/AUCTION Vega=$2775 OXY=65.69 Ref
- SPLIT TICKET:
>>3950 OXY Sep23 29th 56.0 Puts $0.04 (CboeTheo=0.03) ASK [MIAX] 10:57:12.251 IV=37.2% +3.5 MPRL 247 x $0.03 - $0.04 x 718 EMLD ISO/AUCTION Vega=$2895 OXY=65.69 Ref - SPLIT TICKET:
>>2000 RIVN Sep23 22.0 Puts $0.07 (CboeTheo=0.06) ASK [AMEX] 10:59:13.491 IV=69.5% +7.8 C2 2154 x $0.06 - $0.07 x 3645 EMLD AUCTION Vega=$761 RIVN=23.91 Ref - >>2000 DVN Sep23 29th 44.0 Puts $0.04 (CboeTheo=0.03) ASK MIAX 11:00:02.786 IV=35.9% +0.0 EMLD 851 x $0.03 - $0.04 x 746 EMLD ISO/AUCTION Vega=$1403 DVN=51.37 Ref
- >>5000 CCL Jan24 19.0 Calls $0.70 (CboeTheo=0.71) BID PHLX 11:01:04.274 IV=47.3% -0.2 MPRL 19 x $0.70 - $0.71 x 475 EMLD SPREAD/CROSS/TIED Vega=$16k CCL=15.38 Ref
- >>2500 CCL Oct23 16.0 Calls $0.77 (CboeTheo=0.76) ASK PHLX 11:01:04.274 IV=50.2% +0.2 ARCA 55 x $0.76 - $0.77 x 131 GEMX SPREAD/CROSS/TIED Vega=$4927 CCL=15.38 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 4205 Puts $0.45 (CboeTheo=0.48) BID [CBOE] 11:04:06.255 IV=28.8% +1.0 CBOE 764 x $0.45 - $0.55 x 1308 CBOE ISO - OPENING Vega=$13k SPX=4471.04 Fwd - >>2500 INTC Oct23 38.0 Puts $1.05 (CboeTheo=1.05) MID AMEX 11:06:51.691 IV=34.3% +0.0 C2 312 x $1.04 - $1.06 x 730 C2 CROSS 52WeekHigh Vega=$12k INTC=39.33 Ref
- SPLIT TICKET:
>>3600 ACI Apr24 25.0 Calls $1.475 (CboeTheo=1.27) ASK [BOX] 11:07:12.893 IV=29.3% +5.1 ARCA 10 x $1.05 - $1.50 x 111 PHLX FLOOR - OPENING Vega=$25k ACI=23.62 Ref - >>2924 FTCH Jan25 8.0 Calls $0.15 (CboeTheo=0.14) ASK PHLX 11:09:16.217 IV=73.4% +0.8 GEMX 309 x $0.13 - $0.15 x 253 GEMX AUCTION 52WeekLow Vega=$2240 FTCH=2.41 Ref
- SPLIT TICKET:
>>3000 FTCH Jan25 8.0 Calls $0.15 (CboeTheo=0.14) ASK [PHLX] 11:09:16.217 IV=73.4% +0.8 GEMX 309 x $0.13 - $0.15 x 253 GEMX AUCTION 52WeekLow Vega=$2299 FTCH=2.41 Ref - >>3000 ICE Sep23 115 Puts $0.85 (CboeTheo=0.89) BID PHLX 11:10:32.105 IV=15.6% -0.8 PHLX 23 x $0.85 - $1.00 x 68 PHLX SPREAD/CROSS/TIED Vega=$13k ICE=115.02 Ref
- >>2452 AMZN Sep23 140 Puts $1.16 (CboeTheo=1.14) Above Ask! CBOE 11:13:14.222 IV=29.9% +1.2 BZX 247 x $1.13 - $1.15 x 879 MPRL AUCTION Vega=$13k AMZN=140.81 Ref
- >>3000 IVR Sep23 11.0 Calls $0.08 (CboeTheo=0.09) BID ARCA 11:14:24.560 IV=24.0% -1.3 PHLX 91 x $0.08 - $0.11 x 2 NOM FLOOR - OPENING Vega=$1216 IVR=10.97 Ref
- >>2500 AI Oct23 35.0 Puts $7.40 (CboeTheo=7.38) ASK PHLX 11:16:17.137 IV=69.4% +1.8 CBOE 49 x $7.30 - $7.45 x 5 AMEX SPREAD/CROSS/TIED Vega=$6326 AI=28.48 Ref
- >>2500 AI Oct23 35.0 Calls $0.60 (CboeTheo=0.60) MID PHLX 11:16:17.137 IV=68.4% +0.8 C2 183 x $0.59 - $0.62 x 223 C2 SPREAD/CROSS/TIED Vega=$6281 AI=28.48 Ref
- >>6000 FANG Sep23 150 Puts $0.05 (CboeTheo=0.07) BID PHLX 11:18:32.813 IV=24.2% +2.7 C2 221 x $0.05 - $0.10 x 231 C2 SPREAD/CROSS/TIED - OPENING Vega=$7327 FANG=156.13 Ref
- >>6000 FANG Oct23 27th 155 Puts $3.90 (CboeTheo=3.98) BID PHLX 11:18:32.813 IV=22.3% +0.2 PHLX 178 x $3.90 - $4.10 x 93 CBOE SPREAD/CROSS/TIED - OPENING Vega=$129k FANG=156.13 Ref
- >>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.04) BID PHLX 11:18:58.126 EDGX 50 x $2.00 - $2.05 x 66 EDGX SPREAD/CROSS/TIED Vega=$0 KO=58.41 Ref
- >>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:18:58.126 IV=18.5% +2.8 GEMX 20 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$945 KO=58.41 Ref
- >>3649 BSX Sep23 29th 47.0 Puts $0.01 (CboeTheo=0.05) BID BOX 11:19:33.456 IV=27.1% -12.5 MPRL 0 x $0.00 - $0.10 x 254 CBOE FLOOR Vega=$1177 BSX=53.73 Ref
- SPLIT TICKET:
>>4865 BSX Sep23 29th 47.0 Puts $0.02 (CboeTheo=0.05) BID [BOX] 11:19:33.456 IV=27.1% -12.5 MPRL 0 x $0.00 - $0.10 x 254 CBOE FLOOR Vega=$1569 BSX=53.73 Ref - >>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.06) BID PHLX 11:19:57.569 BXO 56 x $2.00 - $2.08 x 45 MIAX SPREAD/CROSS/TIED Vega=$0 KO=58.40 Ref
- >>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:19:57.569 IV=18.6% +3.0 GEMX 15 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$933 KO=58.40 Ref
- >>2050 AGEN Jan24 1.5 Calls $0.30 (CboeTheo=0.27) ASK PHLX 11:22:43.693 IV=125.3% +29.8 BOX 50 x $0.20 - $0.30 x 2065 PHLX ISO Vega=$605 AGEN=1.25 Ref
- >>2000 AI Oct23 27.5 Puts $1.96 (CboeTheo=1.93) Above Ask! AMEX 11:23:33.326 IV=64.8% +2.1 BXO 52 x $1.92 - $1.95 x 22 BXO TIED/FLOOR Vega=$7059 AI=28.55 Ref
- >>2000 AI Oct23 27.5 Calls $2.68 (CboeTheo=2.72) BID AMEX 11:23:33.326 IV=63.0% -0.0 CBOE 171 x $2.66 - $2.74 x 30 BOX TIED/FLOOR Vega=$7030 AI=28.55 Ref
- >>23000 CHPT Oct23 6.0 Puts $0.65 (CboeTheo=0.66) MID AMEX 11:24:03.316 IV=57.4% -1.0 EMLD 485 x $0.64 - $0.67 x 5 GEMX SPREAD/CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>23000 CHPT Oct23 6.0 Calls $0.29 (CboeTheo=0.28) ASK AMEX 11:24:03.316 IV=61.3% +2.9 ARCA 43 x $0.27 - $0.29 x 191 C2 SPREAD/CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>1000 VIX Oct23 18th 17.0 Calls $1.29 (CboeTheo=1.28) MID CBOE 11:26:46.036 IV=85.7% -0.1 CBOE 1636 x $1.27 - $1.30 x 1 CBOE Vega=$1980 VIX=15.98 Fwd
- >>14000 SNDX Oct23 15.0 Puts $2.70 (CboeTheo=2.58) ASK AMEX 11:27:27.328 IV=176.1% +0.0 NOM 3 x $2.45 - $2.70 x 2 NOM SPREAD/FLOOR - OPENING 52WeekLow Vega=$27k SNDX=17.02 Ref
- >>10710 SNDX Oct23 17.5 Puts $3.85 (CboeTheo=3.94) MID AMEX 11:27:27.328 IV=161.6% -7.7 PHLX 20 x $3.40 - $4.30 x 21 PHLX SPREAD/FLOOR 52WeekLow Vega=$23k SNDX=17.02 Ref
- >>2000 TSM Jan24 110 Calls $1.16 (CboeTheo=1.17) BID AMEX 11:31:24.973 IV=27.5% -0.2 PHLX 34 x $1.16 - $1.18 x 12 BXO CROSS Vega=$27k TSM=90.97 Ref
- >>3000 AAP Mar24 95.0 Calls $0.90 (CboeTheo=0.95) BID ARCA 11:34:07.084 IV=46.4% +1.7 NOM 67 x $0.90 - $1.00 x 360 EMLD SPREAD/CROSS - OPENING 52WeekLow Vega=$24k AAP=58.67 Ref
- >>10000 INTC Dec23 31.0 Calls $8.95 (CboeTheo=8.92) ASK PHLX 11:46:53.253 IV=42.0% +1.2 CBOE 545 x $8.85 - $8.95 x 10 BOX SPREAD/CROSS/TIED 52WeekHigh Vega=$36k INTC=39.16 Ref
- >>2499 VIXW Sep23 13th 15.0 Calls $0.07 (CboeTheo=0.08) BID CBOE 11:47:08.205 IV=116.6% +25.1 CBOE 1 x $0.07 - $0.09 x 149 CBOE OPENING Vega=$439 VIX=14.15 Fwd
- >>1000 VIXW Sep23 13th 15.0 Calls $0.07 (CboeTheo=0.08) BID CBOE 11:47:10.469 IV=116.6% +25.1 CBOE 1500 x $0.07 - $0.09 x 149 CBOE Vega=$176 VIX=14.15 Fwd
- >>3000 TSM Oct23 95.0 Calls $1.78 (CboeTheo=1.79) Below Bid! AMEX 11:48:37.169 IV=27.6% -0.3 BZX 15 x $1.79 - $1.80 x 9 BXO TIED/FLOOR Vega=$33k TSM=91.01 Ref
- >>3000 TSM Oct23 95.0 Puts $5.63 (CboeTheo=5.63) MID AMEX 11:48:37.169 IV=27.8% -0.1 ARCA 5 x $5.60 - $5.65 x 35 PHLX TIED/FLOOR Vega=$31k TSM=91.01 Ref
- >>2000 AFRM Nov23 32.5 Calls $0.96 (CboeTheo=0.95) ASK PHLX 11:51:55.817 IV=78.4% -0.6 BXO 2 x $0.95 - $0.96 x 11 C2 SPREAD/CROSS/TIED - OPENING Vega=$6367 AFRM=24.00 Ref
- >>2000 AFRM Oct23 17.5 Puts $0.18 (CboeTheo=0.18) BID PHLX 11:51:55.817 IV=71.9% -2.2 EMLD 449 x $0.18 - $0.19 x 351 C2 SPREAD/CROSS/TIED Vega=$2046 AFRM=24.00 Ref
- >>1903 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK CBOE 11:51:58.351 IV=49.8% -5.7 CBOE 3004 x $0.02 - $0.03 x 640 CBOE Vega=$515 VIX=14.50 Fwd
- SPLIT TICKET:
>>2500 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK [CBOE] 11:51:58.351 IV=49.8% -5.7 CBOE 3004 x $0.02 - $0.03 x 640 CBOE Vega=$677 VIX=14.50 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 14th 4480 Calls $16.50 (CboeTheo=16.62) Below Bid! [CBOE] 11:52:40.411 IV=13.6% +1.7 CBOE 14 x $16.60 - $16.70 x 7 CBOE LATE - OPENING Vega=$137k SPX=4475.26 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 13th 4470 Calls $17.50 (CboeTheo=17.72) Below Bid! [CBOE] 11:52:40.411 IV=15.0% +2.9 CBOE 119 x $17.60 - $17.80 x 22 CBOE LATE - OPENING Vega=$100k SPX=4474.45 Fwd - >>3000 WMT Oct23 160 Calls $6.25 (CboeTheo=6.29) BID PHLX 11:53:55.922 IV=14.3% +0.1 AMEX 166 x $6.20 - $6.35 x 117 AMEX SPREAD/FLOOR 52WeekHigh Vega=$50k WMT=164.20 Ref
- >>3000 WMT Sep23 160 Calls $4.35 (CboeTheo=4.41) BID PHLX 11:53:55.922 IV=14.9% -2.8 BOX 43 x $4.30 - $4.50 x 49 BZX SPREAD/FLOOR 52WeekHigh Vega=$3226 WMT=164.20 Ref
- >>3000 WMT Oct23 160 Puts $1.15 (CboeTheo=1.15) MID PHLX 11:53:55.922 IV=14.5% +0.1 EMLD 159 x $1.13 - $1.16 x 25 PHLX SPREAD/FLOOR 52WeekHigh Vega=$51k WMT=164.20 Ref
- >>3000 WMT Sep23 160 Puts $0.10 (CboeTheo=0.09) Above Ask! PHLX 11:53:55.922 IV=19.8% +1.7 EMLD 609 x $0.08 - $0.09 x 22 NOM SPREAD/FLOOR 52WeekHigh Vega=$6764 WMT=164.20 Ref
- >>2000 OVV Sep23 46.0 Puts $0.20 (CboeTheo=0.25) BID ISE 11:57:05.892 IV=34.9% +1.9 PHLX 281 x $0.20 - $0.30 x 1106 PHLX CROSS Vega=$2647 OVV=47.41 Ref
- >>2000 CHPT Sep23 10.0 Calls $0.01 ASK PHLX 11:57:25.430 IV=276.2% +181.7 AMEX 0 x $0.00 - $0.01 x 81 BZX SPREAD/FLOOR Vega=$53 CHPT=5.71 Ref
- >>2000 CHPT Oct23 10.0 Puts $4.30 (CboeTheo=4.34) BID PHLX 11:57:25.430 BOX 16 x $4.30 - $4.35 x 4 BZX SPREAD/FLOOR Vega=$0 CHPT=5.71 Ref
- >>2000 CHPT Sep23 10.0 Puts $4.25 (CboeTheo=4.29) BID PHLX 11:57:25.430 BOX 48 x $4.25 - $4.35 x 53 EDGX SPREAD/FLOOR Vega=$0 CHPT=5.71 Ref
- >>2000 CHPT Oct23 10.0 Calls $0.02 (CboeTheo=0.02) ASK PHLX 11:57:25.430 IV=89.8% -1.6 PHLX 10 x $0.01 - $0.02 x 24 CBOE SPREAD/FLOOR Vega=$284 CHPT=5.71 Ref
- >>2000 KO Oct23 60.0 Calls $0.28 (CboeTheo=0.28) BID PHLX 11:57:45.935 IV=11.7% +0.4 C2 182 x $0.28 - $0.29 x 284 EMLD SPREAD/CROSS/TIED Vega=$12k KO=58.35 Ref
- >>2000 KO Oct23 60.0 Puts $2.11 (CboeTheo=2.16) BID PHLX 11:57:45.935 IV=10.2% -1.1 CBOE 378 x $2.11 - $2.18 x 12 BOX SPREAD/CROSS/TIED Vega=$5228 KO=58.35 Ref
- TRADE CXLD:
>>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.06) BID PHLX 11:19:57.569 BXO 56 x $2.00 - $2.08 x 45 MIAX SPREAD/CROSS/TIED Vega=$0 KO=58.40 Ref - TRADE CXLD:
>>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:19:57.569 IV=18.6% +3.0 GEMX 15 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$933 KO=58.40 Ref - SPLIT TICKET:
>>1000 VIX Sep23 20th 16.0 Calls $0.30 (CboeTheo=0.28) ASK [CBOE] 12:01:49.270 IV=95.8% +1.6 CBOE 5 x $0.27 - $0.30 x 30k CBOE Vega=$693 VIX=14.48 Fwd - TRADE CXLD:
>>2500 KO Sep23 60.0 Puts $2.00 (CboeTheo=2.04) BID PHLX 11:18:58.126 EDGX 50 x $2.00 - $2.05 x 66 EDGX SPREAD/CROSS/TIED Vega=$0 KO=58.41 Ref - TRADE CXLD:
>>2500 KO Sep23 60.0 Calls $0.01 (CboeTheo=0.01) BID PHLX 11:18:58.126 IV=18.5% +2.8 GEMX 20 x $0.01 - $0.02 x 117 BXO SPREAD/CROSS/TIED Vega=$945 KO=58.41 Ref - >>2500 AAPL Sep23 22nd 155 Puts $0.12 (CboeTheo=0.13) BID PHLX 12:04:35.541 IV=42.1% -0.4 BXO 1102 x $0.12 - $0.13 x 1102 BXO SPREAD/CROSS/TIED - OPENING Vega=$4520 AAPL=177.13 Ref
- >>2500 AAPL Sep23 22nd 157.5 Puts $0.16 (CboeTheo=0.17) BID PHLX 12:04:35.541 IV=39.8% +0.1 BXO 1067 x $0.16 - $0.17 x 1069 BXO SPREAD/CROSS/TIED - OPENING Vega=$5792 AAPL=177.13 Ref
- >>4829 HUT Oct23 2.0 Calls $0.39 (CboeTheo=0.39) MID MRX 12:05:12.956 IV=109.5% +9.6 C2 206 x $0.37 - $0.41 x 782 MRX AUCTION - OPENING Vega=$1237 HUT=2.18 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 14th 3950 Puts $0.15 (CboeTheo=0.12) ASK [CBOE] 12:08:53.003 IV=58.7% +7.8 CBOE 221 x $0.10 - $0.15 x 1736 CBOE FLOOR Vega=$2844 SPX=4477.67 Fwd - >>2000 RIG Oct23 8.0 Puts $0.25 (CboeTheo=0.24) ASK CBOE 12:11:35.878 IV=46.5% +1.6 BXO 36 x $0.23 - $0.25 x 2182 EMLD SPREAD/LEGGED/FLOOR Vega=$1893 RIG=8.56 Ref
- >>2000 RIG Nov23 7.0 Puts $0.17 (CboeTheo=0.16) ASK CBOE 12:11:35.878 IV=53.8% +1.6 C2 113 x $0.15 - $0.17 x 1335 EMLD SPREAD/LEGGED/FLOOR Vega=$1719 RIG=8.56 Ref
- >>2000 RIG Oct23 8.0 Puts $0.25 (CboeTheo=0.24) ASK CBOE 12:11:35.941 IV=46.5% +1.6 BXO 36 x $0.23 - $0.25 x 2182 EMLD SPREAD/LEGGED/FLOOR Vega=$1893 RIG=8.56 Ref
- >>2000 RIG Nov23 7.0 Puts $0.17 (CboeTheo=0.16) ASK CBOE 12:11:35.941 IV=53.8% +1.6 C2 113 x $0.15 - $0.17 x 1335 EMLD SPREAD/LEGGED/FLOOR Vega=$1719 RIG=8.56 Ref
- >>4529 ERIC Sep23 5.0 Calls $0.17 (CboeTheo=0.15) ASK PHLX 12:14:35.651 IV=58.8% +23.0 PHLX 2511 x $0.10 - $0.20 x 1476 PHLX AUCTION Vega=$786 ERIC=5.12 Ref
- >>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.31) ASK PHLX 12:14:37.288 IV=56.7% +0.9 ARCA 106 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref
- >>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:14:37.288 IV=50.8% -0.1 PHLX 112 x $1.34 - $1.38 x 174 EMLD SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref
- SPLIT TICKET:
>>4531 ERIC Sep23 5.0 Calls $0.17 (CboeTheo=0.15) ASK [PHLX] 12:14:35.651 IV=58.8% +23.0 PHLX 2511 x $0.10 - $0.20 x 1476 PHLX AUCTION Vega=$786 ERIC=5.12 Ref - >>4000 NEM Jun24 55.0 Calls $0.71 (CboeTheo=0.73) BID ARCA 12:16:05.043 IV=31.0% -0.2 PHLX 32 x $0.70 - $0.76 x 65 GEMX CROSS Vega=$32k NEM=39.06 Ref
- >>2652 BABA Jan24 130 Calls $0.75 (CboeTheo=0.76) BID BOX 12:19:28.133 IV=40.3% -0.4 ARCA 26 x $0.75 - $0.77 x 189 EMLD SPREAD/FLOOR Vega=$22k BABA=88.95 Ref
- >>2652 BABA Jan24 135 Calls $0.59 (CboeTheo=0.58) ASK BOX 12:19:28.133 IV=41.2% -0.3 MPRL 7 x $0.58 - $0.59 x 12 BXO SPREAD/FLOOR Vega=$19k BABA=88.95 Ref
- >>8000 MO Oct23 45.0 Calls $0.40 (CboeTheo=0.40) MID PHLX 12:20:20.108 IV=12.6% +0.1 EMLD 566 x $0.39 - $0.41 x 1567 EMLD SPREAD/CROSS/TIED - OPENING Vega=$42k MO=44.91 Ref
- >>8000 MO Oct23 45.0 Puts $1.20 (CboeTheo=1.23) BID PHLX 12:20:20.108 IV=11.8% -0.7 PHLX 886 x $1.20 - $1.24 x 5 MIAX SPREAD/CROSS/TIED - OPENING Vega=$36k MO=44.91 Ref
- >>2340 HUT Jan25 2.0 Calls $1.05 (CboeTheo=1.05) BID MRX 12:21:04.765 IV=99.0% -8.5 BOX 1985 x $1.04 - $1.49 x 1 ISE AUCTION Vega=$1846 HUT=2.25 Ref
- SPLIT TICKET:
>>2440 HUT Jan25 2.0 Calls $1.051 (CboeTheo=1.05) BID [MRX] 12:21:04.765 IV=102.8% -4.7 BOX 1985 x $1.04 - $1.49 x 1 ISE AUCTION Vega=$1902 HUT=2.25 Ref - SPLIT TICKET:
>>4500 SPXW Sep23 27th 3700 Puts $0.45 (CboeTheo=0.45) MID [CBOE] 12:22:08.194 IV=36.5% +0.2 CBOE 702 x $0.40 - $0.50 x 1125 CBOE FLOOR - OPENING Vega=$57k SPX=4483.81 Fwd - >>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:24:11.730 IV=50.8% -0.1 PHLX 133 x $1.34 - $1.38 x 253 GEMX SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref
- >>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.32) ASK PHLX 12:24:11.730 IV=56.7% +0.9 ARCA 104 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref
- SPLIT TICKET:
>>2000 EQT Sep23 43.0 Calls $0.70 (CboeTheo=0.72) BID [CBOE] 12:28:53.855 IV=31.6% -0.1 EMLD 80 x $0.70 - $0.75 x 224 PHLX FLOOR Vega=$3094 EQT=43.32 Ref - >>5000 PLUG Nov23 7.5 Puts $0.58 (CboeTheo=0.59) BID PHLX 12:30:47.735 IV=68.1% +0.6 BXO 27 x $0.58 - $0.59 x 183 EMLD SPREAD/CROSS/TIED - OPENING Vega=$6225 PLUG=8.18 Ref
- >>5000 T Nov23 14.0 Puts $0.44 (CboeTheo=0.43) ASK PHLX 12:31:43.248 IV=25.0% +0.8 BZX 31 x $0.43 - $0.44 x 6 MIAX SPREAD/CROSS/TIED Vega=$12k T=14.51 Ref
- >>5000 T Nov23 16.0 Calls $0.11 (CboeTheo=0.10) ASK PHLX 12:31:43.248 IV=23.6% +0.6 CBOE 852 x $0.09 - $0.11 x 26 BXO SPREAD/CROSS/TIED Vega=$7379 T=14.51 Ref
- >>10000 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.11) MID CBOE 12:35:34.141 IV=113.6% +1.6 CBOE 27k x $0.10 - $0.13 x 13k CBOE FLOOR Vega=$4036 VIX=14.48 Fwd
- TRADE CXLD:
>>2100 NCLH Jan25 12.5 Puts $1.36 (CboeTheo=1.36) MID PHLX 12:24:11.730 IV=50.8% -0.1 PHLX 133 x $1.34 - $1.38 x 253 GEMX SPREAD/FLOOR Vega=$11k NCLH=16.70 Ref - TRADE CXLD:
>>2100 NCLH Dec25 10.0 Puts $1.38 (CboeTheo=1.32) ASK PHLX 12:24:11.730 IV=56.7% +0.9 ARCA 104 x $1.23 - $1.41 x 246 BXO SPREAD/FLOOR - OPENING Vega=$11k NCLH=16.70 Ref - >>2803 HZNP Sep23 115 Puts $0.15 (CboeTheo=0.18) BID BOX 12:41:09.714 IV=5.9% -7.3 C2 333 x $0.15 - $0.20 x 75 NOM FLOOR Vega=$11k HZNP=115.18 Ref
- >>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:41:34.633 IV=87.3% +24.8 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.14 Ref
- >>2000 MS Sep23 70.0 Calls $16.97 (CboeTheo=16.20) Above Ask! AMEX 12:41:34.634 IV=188.2% +125.7 MIAX 10 x $16.15 - $16.25 x 11 MPRL SPREAD/FLOOR Vega=$2844 MS=86.14 Ref
- >>2000 MS Oct23 80.0 Calls $7.20 (CboeTheo=7.29) BID AMEX 12:41:34.636 IV=25.0% -0.6 CBOE 858 x $7.20 - $7.35 x 183 CBOE SPREAD/FLOOR - OPENING Vega=$13k MS=86.14 Ref
- >>2000 MS Oct23 80.0 Puts $0.69 (CboeTheo=0.66) Above Ask! AMEX 12:41:34.635 IV=26.7% +1.2 MPRL 120 x $0.64 - $0.67 x 350 EMLD SPREAD/FLOOR - OPENING Vega=$14k MS=86.14 Ref
- >>33800 C Jan25 52.5 Calls $1.94 (CboeTheo=1.95) BID AMEX 12:44:03.948 IV=26.4% -0.8 AMEX 331 x $1.88 - $2.03 x 17 BXO CROSS - OPENING Vega=$540k C=41.67 Ref
- TRADE CXLD:
- >>2000 MS Oct23 80.0 Calls $7.20 (CboeTheo=7.29) BID AMEX 12:41:34.636 IV=25.0% -0.6 CBOE 858 x $7.20 - $7.35 x 183 CBOE SPREAD/FLOOR - OPENING Vega=$13k MS=86.14 Ref
- TRADE CXLD:
>>2000 MS Oct23 80.0 Puts $0.69 (CboeTheo=0.66) Above Ask! AMEX 12:41:34.635 IV=26.7% +1.2 MPRL 120 x $0.64 - $0.67 x 350 EMLD SPREAD/FLOOR - OPENING Vega=$14k MS=86.14 Ref - TRADE CXLD:
>>2000 MS Sep23 70.0 Calls $16.97 (CboeTheo=16.20) Above Ask! AMEX 12:41:34.634 IV=188.2% +125.7 MIAX 10 x $16.15 - $16.25 x 11 MPRL SPREAD/FLOOR Vega=$2844 MS=86.14 Ref - TRADE CXLD:
>>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:41:34.633 IV=87.3% +24.8 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.14 Ref - >>2000 MS Sep23 70.0 Calls $16.19 (CboeTheo=16.24) Below Bid! AMEX 12:45:22.743 MIAX 10 x $16.20 - $16.30 x 10 MIAX SPREAD/FLOOR Vega=$0 MS=86.17 Ref
- >>2000 MS Sep23 70.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 12:45:22.742 IV=87.5% +25.0 GEMX 0 x $0.00 - $0.01 x 65 BOX SPREAD/FLOOR Vega=$219 MS=86.17 Ref
- >>2000 MS Oct23 80.0 Puts $0.67 (CboeTheo=0.64) Above Ask! AMEX 12:45:22.744 IV=26.6% +1.0 BOX 198 x $0.63 - $0.66 x 42 C2 SPREAD/FLOOR - OPENING Vega=$14k MS=86.17 Ref
- >>2000 MS Oct23 80.0 Calls $7.30 (CboeTheo=7.32) MID AMEX 12:45:22.745 IV=25.9% +0.4 AMEX 220 x $7.25 - $7.35 x 31 PHLX SPREAD/FLOOR - OPENING Vega=$14k MS=86.17 Ref
- >>21676 DAL Dec23 45.0 Calls $0.99 (CboeTheo=0.98) ASK PHLX 12:46:54.466 IV=27.6% -0.0 MPRL 31 x $0.97 - $0.99 x 109 EMLD SPREAD/CROSS/TIED - OPENING Vega=$156k DAL=40.78 Ref
- >>21676 DAL Dec23 50.0 Calls $0.23 (CboeTheo=0.23) BID PHLX 12:46:54.466 IV=27.1% -0.3 C2 186 x $0.23 - $0.24 x 1215 ARCA SPREAD/CROSS/TIED - OPENING Vega=$77k DAL=40.78 Ref
- >>6200 C Jan25 52.5 Calls $1.94 (CboeTheo=1.98) BID AMEX 12:48:47.185 IV=26.3% -0.9 BXO 15 x $1.91 - $2.03 x 15 BXO CROSS Vega=$99k C=41.72 Ref
- >>3000 AAPL Mar24 155 Puts $3.70 (CboeTheo=3.67) ASK BOX 12:49:10.180 IV=27.3% -0.6 MIAX 163 x $3.65 - $3.70 x 309 BXO CROSS Vega=$101k AAPL=177.16 Ref
- >>2000 AI Oct23 35.0 Puts $7.23 (CboeTheo=7.25) BID AMEX 12:55:47.157 IV=67.0% -0.6 BOX 32 x $7.20 - $7.30 x 2 BOX TIED/FLOOR Vega=$5006 AI=28.62 Ref
- >>2000 AI Oct23 35.0 Calls $0.61 (CboeTheo=0.61) BID AMEX 12:55:47.157 IV=67.8% +0.2 ARCA 3 x $0.61 - $0.62 x 29 MPRL TIED/FLOOR Vega=$5092 AI=28.62 Ref
- >>3042 HUT Jan25 2.0 Calls $1.01 (CboeTheo=1.06) BID BOX 12:58:43.308 IV=93.4% -14.1 ARCA 22 x $1.01 - $1.07 x 2 ARCA FLOOR Vega=$2425 HUT=2.19 Ref
- >>2350 MSFT Oct23 320 Puts $3.85 (CboeTheo=3.83) ASK AMEX 13:01:31.353 IV=22.8% -0.2 EDGX 411 x $3.75 - $3.90 x 662 AMEX SPREAD/FLOOR Vega=$82k MSFT=333.30 Ref
- >>2350 MSFT Oct23 320 Calls $19.00 (CboeTheo=19.10) BID AMEX 13:01:31.354 IV=22.4% -0.5 CBOE 293 x $18.95 - $19.25 x 156 PHLX SPREAD/FLOOR Vega=$81k MSFT=333.30 Ref
- >>2350 MSFT Sep23 320 Puts $0.21 (CboeTheo=0.22) BID AMEX 13:01:31.354 IV=28.4% -0.9 MPRL 7 x $0.21 - $0.22 x 115 ARCA SPREAD/FLOOR Vega=$8555 MSFT=333.30 Ref
- >>2350 MSFT Sep23 320 Calls $13.66 (CboeTheo=13.79) Below Bid! AMEX 13:01:31.355 IV=23.9% -4.4 MIAX 23 x $13.70 - $13.90 x 39 EDGX SPREAD/FLOOR Vega=$5215 MSFT=333.30 Ref
- >>19920 DAL Dec23 45.0 Calls $1.01 (CboeTheo=0.99) ASK PHLX 13:02:20.324 IV=27.7% +0.1 C2 109 x $0.98 - $1.01 x 11 BOX SPREAD/CROSS/TIED - OPENING Vega=$144k DAL=40.81 Ref
- >>19920 DAL Dec23 50.0 Calls $0.24 (CboeTheo=0.24) MID PHLX 13:02:20.366 IV=27.2% -0.1 BOX 333 x $0.23 - $0.25 x 1246 ARCA SPREAD/CROSS/TIED - OPENING Vega=$73k DAL=40.81 Ref
- >>2000 CPRI Jan25 50.0 Puts $2.25 (CboeTheo=1.52) ASK PHLX 13:04:41.287 IV=18.5% +3.4 ARCA 25 x $1.40 - $2.25 x 14 ARCA SPREAD/CROSS/TIED - OPENING Vega=$41k CPRI=52.84 Ref
- >>2000 CPRI Jan25 57.5 Calls $0.25 (CboeTheo=0.38) BID PHLX 13:04:41.287 IV=3.4% -0.6 ARCA 1 x $0.25 - $0.50 x 26 ISE SPREAD/CROSS/TIED - OPENING Vega=$38k CPRI=52.84 Ref
- >>2000 CPRI Jan24 55.0 Calls $0.80 (CboeTheo=0.93) BID PHLX 13:04:41.287 IV=10.2% -0.5 ARCA 1 x $0.80 - $1.05 x 1 NOM SPREAD/CROSS/TIED Vega=$24k CPRI=52.84 Ref
- >>3000 ASTS Sep23 7.5 Puts $3.31 (CboeTheo=3.44) BID AMEX 13:08:34.821 PHLX 2065 x $3.30 - $3.60 x 1193 PHLX SPREAD/FLOOR Vega=$0 ASTS=4.05 Ref
- >>3000 ASTS Sep23 7.5 Calls $0.05 ASK AMEX 13:08:34.821 IV=417.5% +325.0 BXO 0 x $0.00 - $0.05 x 2 NOM SPREAD/FLOOR Vega=$170 ASTS=4.05 Ref
- >>3000 ASTS Oct23 7.5 Puts $3.60 (CboeTheo=3.49) ASK AMEX 13:08:34.822 IV=149.1% +79.8 BZX 61 x $3.40 - $3.60 x 605 PHLX SPREAD/FLOOR - OPENING Vega=$878 ASTS=4.05 Ref
- >>3000 ASTS Oct23 7.5 Calls $0.35 ASK AMEX 13:08:34.822 IV=212.0% +142.7 BZX 0 x $0.00 - $0.65 x 4413 PHLX SPREAD/FLOOR - OPENING Vega=$1309 ASTS=4.05 Ref
- >>4000 PLUG Mar24 7.5 Puts $1.06 (CboeTheo=1.06) MID PHLX 13:15:36.878 IV=66.0% +0.2 MPRL 51 x $1.05 - $1.08 x 722 EMLD TIED/FLOOR Vega=$8326 PLUG=8.20 Ref
- >>4500 PBR Jan24 17.0 Calls $0.42 (CboeTheo=0.44) BID ARCA 13:17:13.464 IV=32.8% -2.0 BXO 11 x $0.42 - $0.45 x 10 BXO SPREAD/CROSS Vega=$13k PBR=14.93 Ref
- >>4500 PBR Jan24 17.0 Calls $0.43 (CboeTheo=0.44) MID ARCA 13:17:13.464 IV=33.1% -1.6 BXO 11 x $0.42 - $0.45 x 10 BXO SPREAD/CROSS Vega=$13k PBR=14.93 Ref
- >>4500 PBR Jan24 15.0 Calls $1.12 (CboeTheo=1.12) MID ARCA 13:17:13.464 IV=35.1% -0.9 MPRL 19 x $1.11 - $1.13 x 55 ARCA SPREAD/CROSS Vega=$16k PBR=14.93 Ref
- >>3120 PLTR Sep23 16.0 Calls $0.28 (CboeTheo=0.28) MID NOM 13:20:13.845 IV=58.4% +0.2 EDGX 3450 x $0.27 - $0.29 x 40 BZX Vega=$1814 PLTR=15.85 Ref
- >>2789 UBER Sep23 50.0 Calls $0.24 (CboeTheo=0.25) BID ARCA 13:21:24.681 IV=33.4% -0.9 ARCA 2789 x $0.24 - $0.25 x 175 NOM Vega=$4172 UBER=48.97 Ref
- >>17000 AMZN Oct23 120 Calls $23.84 (CboeTheo=23.94) ASK ARCA 13:23:41.770 IV=31.0% -2.3 PHLX 87 x $23.60 - $23.95 x 51 ARCA SPREAD/CROSS - OPENING Vega=$59k AMZN=142.87 Ref
- >>17000 AMZN Oct23 120 Puts $0.28 (CboeTheo=0.28) BID ARCA 13:23:41.770 IV=33.6% +0.1 C2 75 x $0.28 - $0.29 x 1055 C2 SPREAD/CROSS Vega=$74k AMZN=142.87 Ref
- >>3000 AMZN Sep23 140 Puts $0.50 (CboeTheo=0.50) BID BZX 13:23:54.441 IV=30.2% +1.6 BZX 3 x $0.50 - $0.51 x 616 C2 Vega=$12k AMZN=142.94 Ref
- >>1078 VIXW Sep23 13th 15.0 Calls $0.06 (CboeTheo=0.07) MID CBOE 13:30:18.925 IV=137.5% +46.0 CBOE 26 x $0.05 - $0.08 x 261 CBOE Vega=$156 VIX=13.92 Fwd
- >>3888 SPXW Sep23 19th 4300 Puts $1.25 (CboeTheo=1.25) MID CBOE 13:32:15.167 IV=16.7% +0.6 CBOE 578 x $1.20 - $1.30 x 464 CBOE OPENING Vega=$187k SPX=4489.72 Fwd
- >>3624 CRM Oct23 260 Calls $0.28 (CboeTheo=0.30) BID PHLX 13:39:30.993 IV=25.0% -0.2 MPRL 78 x $0.28 - $0.31 x 52 MPRL FLOOR - OPENING Vega=$24k CRM=223.60 Ref
- >>2100 RIG Sep23 8.0 Calls $0.76 (CboeTheo=0.75) Above Ask! ARCA 13:39:50.550 IV=70.2% +23.8 EMLD 57 x $0.73 - $0.75 x 10 NOM SPREAD/FLOOR Vega=$260 RIG=8.73 Ref
- >>2200 RIG Oct23 13th 8.5 Calls $0.63 (CboeTheo=0.61) ASK ARCA 13:39:50.550 IV=48.0% +4.2 EMLD 222 x $0.59 - $0.64 x 2015 PHLX SPREAD/FLOOR - OPENING Vega=$2143 RIG=8.73 Ref
- >>2530 NVDA Nov23 450 Calls $35.75 (CboeTheo=35.75) MID BOX 13:41:16.282 IV=40.7% -0.4 PHLX 63 x $35.65 - $35.85 x 44 BZX SPREAD/FLOOR Vega=$191k NVDA=453.88 Ref
- >>2530 NVDA Sep23 460 Calls $4.60 (CboeTheo=4.59) BID BOX 13:41:16.282 IV=42.1% -0.3 MPRL 1 x $4.60 - $4.65 x 71 AMEX SPREAD/FLOOR Vega=$41k NVDA=453.88 Ref
- >>10700 CSCO Jun24 62.5 Calls $2.29 (CboeTheo=2.30) BID AMEX 13:43:58.945 IV=20.4% -0.3 ARCA 27 x $2.28 - $2.33 x 1388 PHLX CROSS - OPENING Vega=$198k CSCO=56.52 Ref
- >>2500 DKNG Jan25 45.0 Calls $4.35 (CboeTheo=4.42) BID PHLX 13:52:13.808 IV=51.6% +0.4 ARCA 2 x $4.35 - $4.50 x 293 PHLX SPREAD/CROSS/TIED Vega=$36k DKNG=31.27 Ref
- >>2245 PLTR Oct23 20.0 Calls $0.13 (CboeTheo=0.13) BID GEMX 14:01:35.652 IV=54.7% -0.8 C2 4323 x $0.13 - $0.14 x 3736 EMLD ISO Vega=$2109 PLTR=15.69 Ref
- >>1000 VIX May24 22nd 70.0 Calls $0.41 (CboeTheo=0.40) ASK CBOE 14:01:56.151 IV=88.6% +1.0 CBOE 1479 x $0.36 - $0.43 x 2659 CBOE FLOOR - OPENING Vega=$2461 VIX=19.43 Fwd
- >>Unusual Volume SPCE - 3x market weighted volume: 50.6k = 76.2k projected vs 25.2k adv, 82% puts, 10% of OI [SPCE 2.06 -0.01 Ref, IV=84.2% +1.2]
- SPLIT TICKET:
>>2000 KVUE Sep23 21.0 Puts $0.20 (CboeTheo=0.23) BID [EMLD] 14:03:42.088 IV=37.8% -7.5 C2 2639 x $0.20 - $0.25 x 2065 C2 Vega=$1491 KVUE=21.18 Ref - >>2294 DIS Oct23 6th 90.0 Calls $0.40 (CboeTheo=0.42) BID MRX 14:05:51.465 IV=24.1% -1.9 NOM 274 x $0.40 - $0.41 x 24 BXO AUCTION - OPENING Vega=$12k DIS=83.94 Ref
- >>6617 SAVE Sep23 17.5 Calls $0.58 (CboeTheo=0.52) ASK PHLX 14:07:32.624 IV=81.4% +1.0 MPRL 6 x $0.46 - $0.58 x 5 ISE SPREAD/CROSS/TIED Vega=$4252 SAVE=17.61 Ref
- >>3000 VIPS Jan25 15.0 Calls $3.60 (CboeTheo=3.61) MID PHLX 14:12:57.741 IV=46.7% -0.2 PHLX 142 x $3.50 - $3.70 x 540 PHLX SPREAD/CROSS/TIED - OPENING Vega=$19k VIPS=14.81 Ref
- >>3000 VIPS Nov23 15.0 Calls $1.10 (CboeTheo=1.05) ASK PHLX 14:12:57.741 IV=44.3% +0.7 PHLX 334 x $1.00 - $1.10 x 503 PHLX SPREAD/CROSS/TIED - OPENING Vega=$7523 VIPS=14.81 Ref
- >>23000 CHPT Oct23 6.0 Puts $0.65 (CboeTheo=0.64) ASK AMEX 14:15:04.927 IV=58.5% +0.1 EMLD 104 x $0.63 - $0.65 x 18 BZX CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>23000 CHPT Oct23 6.0 Calls $0.28 (CboeTheo=0.27) ASK AMEX 14:15:36.833 IV=59.3% +0.9 BZX 127 x $0.26 - $0.28 x 394 EMLD CROSS - OPENING Vega=$16k CHPT=5.67 Ref
- >>3000 RIG Oct23 9.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 14:17:39.744 IV=44.9% +0.9 EMLD 899 x $0.40 - $0.42 x 1854 EMLD FLOOR Vega=$3347 RIG=8.71 Ref
- >>3627 AAPL Sep23 29th 192.5 Calls $0.25 (CboeTheo=0.22) MID NOM 14:19:22.824 IV=26.1% +3.2 C2 26 x $0.23 - $0.26 x 177 ARCA OPENING Vega=$17k AAPL=175.57 Ref
- SPLIT TICKET:
>>2478 VIX Oct23 18th 20.0 Calls $0.79 (CboeTheo=0.79) MID [CBOE] 14:19:35.786 IV=103.9% +0.5 CBOE 26k x $0.77 - $0.80 x 4265 CBOE Vega=$4186 VIX=15.82 Fwd - SPLIT TICKET:
>>1504 VIX Oct23 18th 20.0 Calls $0.79 (CboeTheo=0.78) ASK [CBOE] 14:19:41.496 IV=103.9% +0.5 CBOE 28k x $0.77 - $0.79 x 308 CBOE Vega=$2540 VIX=15.82 Fwd - SPLIT TICKET:
>>4077 VIX Sep23 20th 19.0 Puts $4.50 (CboeTheo=4.49) ASK [CBOE] 14:22:10.650 IV=119.3% +2.0 CBOE 3522 x $4.45 - $4.50 x 1171 CBOE Vega=$1249 VIX=14.57 Fwd - SPLIT TICKET:
>>1000 VIX Sep23 20th 19.0 Calls $0.07 (CboeTheo=0.06) ASK [CBOE] 14:22:47.645 IV=115.8% -1.5 CBOE 19k x $0.06 - $0.07 x 2568 CBOE Vega=$286 VIX=14.58 Fwd - SPLIT TICKET:
>>2000 VIX Sep23 20th 19.0 Calls $0.07 (CboeTheo=0.06) ASK [CBOE] 14:22:50.338 IV=115.8% -1.5 CBOE 23k x $0.06 - $0.07 x 836 CBOE Vega=$571 VIX=14.58 Fwd - >>2466 GOOGL Nov23 145 Calls $3.07 (CboeTheo=3.07) MID MIAX 14:23:12.450 IV=26.0% +0.1 CBOE 1091 x $3.05 - $3.10 x 365 C2 COB/AUCTION Vega=$52k GOOGL=135.72 Ref
- >>2466 GOOGL Sep23 135 Calls $1.67 (CboeTheo=1.65) ASK MIAX 14:23:12.450 IV=24.4% +1.0 NOM 22 x $1.66 - $1.67 x 26 C2 COB/AUCTION Vega=$12k GOOGL=135.72 Ref
- >>2427 VIX Sep23 20th 19.0 Puts $4.45 (CboeTheo=4.49) ASK CBOE 14:23:59.120 IV=98.5% -18.8 CBOE 12k x $4.40 - $4.45 x 2427 CBOE Vega=$436 VIX=14.57 Fwd
- SPLIT TICKET:
>>4524 VIX Sep23 20th 19.0 Puts $4.45 (CboeTheo=4.49) MID [CBOE] 14:23:59.047 IV=98.5% -18.8 CBOE 17k x $4.40 - $4.50 x 5134 CBOE Vega=$812 VIX=14.57 Fwd - SPLIT TICKET:
>>1500 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.67) BID [CBOE] 14:24:49.491 IV=79.7% +2.6 CBOE 10k x $1.66 - $1.68 x 18k CBOE Vega=$2940 VIX=15.82 Fwd - >>1695 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:36.265 IV=79.1% +2.0 CBOE 8254 x $1.66 - $1.68 x 939 CBOE Vega=$3319 VIX=15.80 Fwd
- SPLIT TICKET:
>>5000 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID [CBOE] 14:25:36.265 IV=79.1% +2.0 CBOE 8254 x $1.66 - $1.68 x 939 CBOE Vega=$9791 VIX=15.80 Fwd - >>1840 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:42.211 IV=79.7% +2.6 CBOE 3590 x $1.66 - $1.69 x 4318 CBOE Vega=$3607 VIX=15.83 Fwd
- >>1066 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID CBOE 14:25:42.211 IV=79.7% +2.6 CBOE 3590 x $1.66 - $1.69 x 4318 CBOE Vega=$2089 VIX=15.83 Fwd
- SPLIT TICKET:
>>5930 VIX Oct23 18th 16.0 Puts $1.66 (CboeTheo=1.68) BID [CBOE] 14:25:42.168 IV=79.7% +2.6 CBOE 5507 x $1.66 - $1.69 x 4318 CBOE Vega=$12k VIX=15.83 Fwd - >>2359 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$4623 VIX=15.83 Fwd
- >>1365 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$2675 VIX=15.83 Fwd
- >>1209 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID CBOE 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$2369 VIX=15.83 Fwd
- SPLIT TICKET:
>>6673 VIX Oct23 18th 16.0 Calls $1.50 (CboeTheo=1.51) BID [CBOE] 14:25:47.013 IV=80.4% +1.2 CBOE 2949 x $1.50 - $1.52 x 1985 CBOE Vega=$13k VIX=15.83 Fwd - >>7000 JNJ Sep23 190 Puts $26.27 (CboeTheo=26.25) BID CBOE 14:29:00.926 IV=75.0% +23.6 EDGX 5 x $26.20 - $26.40 x 18 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$2934 JNJ=163.75 Ref
- >>8000 JNJ Sep23 210 Puts $46.27 (CboeTheo=46.26) MID CBOE 14:29:01.035 IV=116.5% +35.9 EDGX 2 x $46.20 - $46.35 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$2362 JNJ=163.75 Ref
- >>2901 GSK Nov23 38.0 Calls $0.85 (CboeTheo=0.85) MID PHLX 14:29:26.388 IV=18.6% -1.1 BZX 478 x $0.80 - $0.90 x 12 EMLD FLOOR Vega=$18k GSK=36.91 Ref
- >>2000 SQ Jan24 100 Puts $45.29 (CboeTheo=45.34) BID CBOE 14:30:09.243 BOX 10 x $45.10 - $45.55 x 13 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SQ=54.66 Ref
- >>3300 SQ Sep23 70.0 Puts $15.30 (CboeTheo=15.34) BID CBOE 14:30:09.421 BOX 10 x $15.25 - $15.40 x 49 BXO SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.66 Ref
- >>2000 SQ Sep23 67.5 Puts $12.80 (CboeTheo=12.84) BID CBOE 14:30:09.421 BXO 16 x $12.75 - $12.90 x 49 MPRL SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.66 Ref
- >>3500 AFRM Oct23 20.0 Puts $0.54 (CboeTheo=0.53) ASK BOX 14:30:27.290 IV=70.4% +0.2 GEMX 18 x $0.53 - $0.54 x 262 C2 FLOOR Vega=$6857 AFRM=24.18 Ref
- >>5002 BABA Sep23 120 Puts $31.27 (CboeTheo=31.29) MID CBOE 14:30:32.779 BXO 11 x $31.20 - $31.35 x 13 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>2017 BABA Sep23 115 Puts $26.27 (CboeTheo=26.29) MID CBOE 14:30:32.779 BXO 11 x $26.20 - $26.35 x 30 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>2897 BABA Sep23 110 Puts $21.27 (CboeTheo=21.29) MID CBOE 14:30:32.870 NOM 38 x $21.20 - $21.35 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>4437 BABA Sep23 105 Puts $16.27 (CboeTheo=16.29) MID CBOE 14:30:32.870 BOX 25 x $16.20 - $16.35 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=88.72 Ref
- >>4500 PFE Sep23 40.0 Puts $5.85 (CboeTheo=5.86) MID CBOE 14:31:06.978 BOX 70 x $5.80 - $5.90 x 18 BOX SPREAD/LEGGED/FLOOR Vega=$0 PFE=34.15 Ref
- >>3300 PFE Sep23 65.0 Puts $30.85 (CboeTheo=30.86) MID CBOE 14:31:07.064 BZX 6 x $30.80 - $30.90 x 2 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PFE=34.15 Ref
- >>3000 C Sep23 50.0 Puts $8.14 (CboeTheo=8.14) BID CBOE 14:31:22.142 IV=87.8% +11.9 BXO 15 x $8.10 - $8.20 x 49 BOX SPREAD/LEGGED/FLOOR Vega=$315 C=41.87 Ref
- >>3000 C Sep23 75.0 Puts $33.14 (CboeTheo=33.13) ASK CBOE 14:31:22.284 IV=246.2% +67.8 EDGX 36 x $33.05 - $33.20 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$145 C=41.87 Ref
- >>Unusual Volume BHC - 3x market weighted volume: 23.6k = 32.8k projected vs 9451 adv, 90% calls, 6% of OI [BHC 8.65 -0.03 Ref, IV=29.6% -13.4]
- >>12000 KVUE Sep23 30.0 Puts $8.73 (CboeTheo=8.80) BID CBOE 14:31:52.545 PHLX 1273 x $8.70 - $8.90 x 724 PHLX SPREAD/LEGGED/FLOOR Vega=$0 KVUE=21.20 Ref
- >>12000 KVUE Sep23 35.0 Puts $13.73 (CboeTheo=13.80) ASK CBOE 14:31:52.575 PHLX 414 x $12.60 - $13.90 x 241 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 KVUE=21.20 Ref
- >>2125 TSLA Jan24 475 Puts $206.96 (CboeTheo=206.91) ASK CBOE 14:32:07.200 IV=59.3% +6.0 BZX 25 x $205.55 - $208.20 x 25 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$13k TSLA=268.09 Ref
- >>2125 TSLA Jan24 450 Puts $181.96 (CboeTheo=181.92) ASK CBOE 14:32:07.319 IV=54.5% +2.5 CBOE 192 x $181.35 - $182.55 x 208 CBOE SPREAD/LEGGED/FLOOR Vega=$14k TSLA=268.08 Ref
- >>2500 PYPL Jan25 100 Calls $3.45 (CboeTheo=3.44) MID BOX 14:32:23.679 IV=37.3% -0.2 BXO 21 x $3.40 - $3.50 x 34 BXO CROSS Vega=$60k PYPL=63.30 Ref
- >>5500 NEE Sep23 72.5 Puts $4.60 (CboeTheo=4.63) MID CBOE 14:33:30.360 BOX 52 x $4.50 - $4.70 x 34 BOX SPREAD/LEGGED/FLOOR Vega=$0 NEE=67.88 Ref
- >>3500 NEE Sep23 75.0 Puts $7.10 (CboeTheo=7.13) MID CBOE 14:33:30.456 PHLX 129 x $7.00 - $7.20 x 38 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=67.88 Ref
- >>3000 WBD Jan25 12.5 Puts $2.69 (CboeTheo=2.69) MID AMEX 14:33:48.717 IV=46.6% +0.5 BXO 90 x $2.66 - $2.71 x 132 C2 SPREAD/CROSS Vega=$15k WBD=11.39 Ref
- >>3000 WBD Jan25 12.5 Calls $2.39 (CboeTheo=2.38) ASK AMEX 14:33:48.717 IV=46.8% +0.6 BOX 52 x $2.35 - $2.41 x 672 PHLX SPREAD/CROSS Vega=$15k WBD=11.39 Ref
- >>3000 ZM Jan24 135 Puts $64.35 (CboeTheo=64.36) MID CBOE 14:34:27.028 EDGX 5 x $64.25 - $64.45 x 3 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>3000 ZM Jan24 130 Puts $59.35 (CboeTheo=59.37) MID CBOE 14:34:27.096 EDGX 5 x $59.25 - $59.45 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>3500 UPS Sep23 180 Puts $22.91 (CboeTheo=22.94) ASK CBOE 14:34:44.283 MIAX 10 x $22.80 - $23.00 x 10 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 UPS=157.06 Ref
- >>3200 UPS Sep23 175 Puts $17.91 (CboeTheo=17.94) ASK CBOE 14:34:44.416 CBOE 33 x $17.75 - $18.05 x 51 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 UPS=157.06 Ref
- >>3000 TGT Sep23 145 Puts $22.18 (CboeTheo=22.17) MID CBOE 14:35:06.701 IV=78.8% +22.9 AMEX 10 x $22.10 - $22.25 x 33 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$570 TGT=122.83 Ref
- >>2500 JPM Sep23 155 Puts $8.35 (CboeTheo=8.41) BID CBOE 14:35:20.553 NOM 32 x $8.30 - $8.45 x 31 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JPM=146.59 Ref
- >>2500 JPM Sep23 160 Puts $13.35 (CboeTheo=13.41) ASK CBOE 14:35:20.630 CBOE 104 x $13.15 - $13.45 x 26 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JPM=146.59 Ref
- >>2100 BAC Jan24 38.0 Puts $8.95 (CboeTheo=8.96) MID CBOE 14:36:02.350 BXO 26 x $8.90 - $9.00 x 100 BOX SPREAD/LEGGED/FLOOR Vega=$0 BAC=29.05 Ref
- >>2500 BAC Sep23 32.0 Puts $2.95 (CboeTheo=2.96) MID CBOE 14:36:02.468 BXO 22 x $2.93 - $2.98 x 50 BOX SPREAD/LEGGED/FLOOR Vega=$0 BAC=29.05 Ref
- >>2000 MARA Sep23 10.0 Calls $0.50 (CboeTheo=0.51) MID AMEX 14:36:13.642 IV=106.7% -0.9 EMLD 1212 x $0.49 - $0.51 x 472 C2 SPREAD/CROSS Vega=$725 MARA=10.19 Ref
- >>2000 MARA Sep23 10.0 Puts $0.31 (CboeTheo=0.31) BID AMEX 14:36:13.642 IV=108.1% -0.5 C2 609 x $0.31 - $0.33 x 917 EMLD SPREAD/CROSS Vega=$725 MARA=10.19 Ref
- >>1132 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$1398 VIX=15.83 Fwd
- >>1680 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 2603 x $0.46 - $0.49 x 28k CBOE Vega=$2075 VIX=15.83 Fwd
- >>1150 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID CBOE 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$1421 VIX=15.83 Fwd
- SPLIT TICKET:
>>5000 VIX Oct23 18th 25.0 Calls $0.46 (CboeTheo=0.47) BID [CBOE] 14:36:38.243 IV=125.3% +1.2 CBOE 1471 x $0.46 - $0.49 x 28k CBOE Vega=$6177 VIX=15.83 Fwd - >>3000 MARA Nov23 15.0 Puts $5.27 (CboeTheo=5.26) ASK AMEX 14:37:51.953 IV=101.3% +0.8 CBOE 193 x $5.20 - $5.30 x 15 BOX TIED/FLOOR Vega=$4085 MARA=10.20 Ref
- >>3000 MARA Nov23 15.0 Calls $0.51 (CboeTheo=0.53) BID AMEX 14:37:51.954 IV=99.1% -2.4 C2 606 x $0.51 - $0.55 x 554 CBOE TIED/FLOOR Vega=$4086 MARA=10.20 Ref
- >>2080 ENTG Nov23 90.0 Puts $3.85 (CboeTheo=3.96) BID BOX 14:38:49.262 IV=40.5% -0.7 CBOE 222 x $3.80 - $4.10 x 72 CBOE SPREAD/FLOOR - OPENING Vega=$30k ENTG=95.03 Ref
- >>2250 ENTG Nov23 95.0 Puts $5.90 (CboeTheo=6.00) BID BOX 14:38:49.262 IV=39.2% -0.6 CBOE 105 x $5.90 - $6.10 x 20 PHLX SPREAD/FLOOR Vega=$36k ENTG=95.03 Ref
- >>1000 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID CBOE 14:39:27.220 IV=124.5% +0.4 CBOE 1110 x $0.45 - $0.49 x 25k CBOE Vega=$1225 VIX=15.82 Fwd
- >>4171 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID CBOE 14:39:27.240 IV=124.5% +0.4 CBOE 2407 x $0.44 - $0.49 x 8012 CBOE Vega=$5109 VIX=15.82 Fwd
- SPLIT TICKET:
>>7500 VIX Oct23 18th 25.0 Calls $0.45 (CboeTheo=0.48) BID [CBOE] 14:39:27.220 IV=125.3% +1.2 CBOE 1110 x $0.45 - $0.49 x 25k CBOE Vega=$9265 VIX=15.82 Fwd - SPLIT TICKET:
>>1102 VIX Nov23 15th 18.0 Calls $1.78 (CboeTheo=1.78) MID [CBOE] 14:41:22.731 IV=82.6% +2.0 CBOE 4043 x $1.76 - $1.79 x 20k CBOE Vega=$3043 VIX=16.73 Fwd - SPLIT TICKET:
>>3125 VIX Nov23 15th 18.0 Calls $1.78 (CboeTheo=1.79) BID [CBOE] 14:41:27.256 IV=82.6% +2.0 CBOE 2649 x $1.78 - $1.79 x 9812 CBOE Vega=$8629 VIX=16.73 Fwd - >>5011 GM Jan24 45.0 Puts $11.40 (CboeTheo=11.39) MID CBOE 14:43:14.579 IV=34.5% +4.2 BOX 10 x $11.35 - $11.45 x 28 BXO SPREAD/LEGGED/FLOOR Vega=$4998 GM=33.60 Ref
- >>2926 GM Sep23 40.0 Puts $6.40 (CboeTheo=6.39) MID CBOE 14:43:14.710 IV=87.9% +11.9 CBOE 73 x $6.35 - $6.45 x 99 CBOE SPREAD/LEGGED/FLOOR Vega=$282 GM=33.60 Ref
- >>Unusual Volume STNG - 3x market weighted volume: 12.3k = 16.3k projected vs 5390 adv, 88% calls, 8% of OI [STNG 50.67 -0.01 Ref, IV=36.7% -0.6]
- >>2000 TSEM Oct23 43.0 Puts $14.90 (CboeTheo=14.93) MID CBOE 14:43:55.593 BOX 71 x $14.80 - $15.00 x 30 BXO SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.07 Ref
- >>Market Color WW - Bullish option flow detected in Weight Watchers (11.03 -0.05) with 7,951 calls trading (1.8x expected) and implied vol increasing over 1 point to 86.66%. . The Put/Call Ratio is 0.17. Earnings are expected on 11/02. (Autocolor ()) [WW 11.03 -0.05 Ref, IV=86.7% +1.5] #Bullish
- >>Unusual Volume NOVA - 4x market weighted volume: 10.1k = 13.3k projected vs 2986 adv, 97% puts, 5% of OI [NOVA 13.70 +0.99 Ref, IV=72.3% +2.3]
- >>19476 BHC Sep23 8.0 Calls $0.68 (CboeTheo=0.67) ASK ISE 14:46:42.042 IV=59.9% +20.3 NOM 55 x $0.59 - $0.72 x 2 BZX COB/AUCTION Vega=$2092 BHC=8.65 Ref
- >>19476 BHC Oct23 27th 8.5 Calls $0.45 (CboeTheo=0.48) BID ISE 14:46:42.042 IV=26.4% -6.1 C2 141 x $0.45 - $0.50 x 117 NOM COB/AUCTION Vega=$22k BHC=8.65 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 12th 4485 Calls $0.10 (CboeTheo=0.12) BID [CBOE] 14:47:58.810 IV=16.2% +6.1 CBOE 890 x $0.10 - $0.15 x 1151 CBOE Vega=$4011 SPX=4469.11 Fwd - >>2500 QCOM Oct23 120 Calls $1.27 (CboeTheo=1.25) ASK PHLX 14:51:47.234 IV=26.3% -0.9 MRX 67 x $1.24 - $1.27 x 68 C2 FLOOR Vega=$28k QCOM=111.78 Ref
- >>2000 DIS Oct23 80.0 Calls $5.10 (CboeTheo=5.11) MID PHLX 14:53:13.509 IV=24.7% -0.2 CBOE 1208 x $5.05 - $5.15 x 239 AMEX SPREAD/FLOOR Vega=$17k DIS=83.52 Ref
- >>2000 DIS Oct23 80.0 Puts $1.10 (CboeTheo=1.08) Above Ask! PHLX 14:53:13.509 IV=25.0% +0.2 EMLD 79 x $1.08 - $1.09 x 121 C2 SPREAD/FLOOR Vega=$18k DIS=83.52 Ref
- >>2000 DIS Sep23 90.0 Puts $6.40 (CboeTheo=6.49) BID PHLX 14:53:13.509 PHLX 31 x $6.40 - $6.55 x 39 BOX SPREAD/FLOOR Vega=$0 DIS=83.52 Ref
- >>2000 DIS Sep23 90.0 Calls $0.03 (CboeTheo=0.03) ASK PHLX 14:53:13.509 IV=41.1% -0.5 MPRL 142 x $0.02 - $0.03 x 361 C2 SPREAD/FLOOR Vega=$959 DIS=83.52 Ref
- >>2000 MARA Sep23 10.0 Calls $0.46 (CboeTheo=0.47) BID ISE 14:54:20.877 IV=106.3% -1.3 BXO 9 x $0.46 - $0.47 x 15 MPRL SPREAD/LEGGED Vega=$729 MARA=10.13 Ref
- >>2000 MARA Sep23 11.0 Calls $0.13 (CboeTheo=0.13) ASK ISE 14:54:20.877 IV=112.1% +1.0 EMLD 1022 x $0.12 - $0.13 x 1476 EMLD SPREAD/LEGGED Vega=$561 MARA=10.13 Ref
- >>5000 BAC Dec23 27.0 Puts $0.63 (CboeTheo=0.62) ASK AMEX 14:54:57.821 IV=25.9% -0.1 EMLD 1022 x $0.62 - $0.63 x 704 EMLD CROSS Vega=$24k BAC=28.96 Ref
- >>6000 AAPL Sep23 195 Puts $19.65 (CboeTheo=19.63) BID PHLX 14:55:21.749 IV=57.1% +19.6 PHLX 322 x $19.40 - $20.45 x 601 PHLX FLOOR - OPENING Vega=$3706 AAPL=175.37 Ref
- >>2000 AAPL Sep23 192.5 Puts $16.95 (CboeTheo=17.13) BID PHLX 14:55:21.749 PHLX 292 x $16.75 - $17.30 x 50 EMLD FLOOR - OPENING Vega=$0 AAPL=175.37 Ref
- >>7100 AAPL Sep23 190 Puts $14.50 (CboeTheo=14.63) MID PHLX 14:55:21.749 PHLX 363 x $14.30 - $14.70 x 64 EMLD FLOOR Vega=$0 AAPL=175.37 Ref
- >>5000 KVUE Sep23 30.0 Puts $8.90 (CboeTheo=8.86) ASK PHLX 14:56:58.280 IV=210.1% +111.7 PHLX 236 x $8.80 - $8.90 x 14 BXO SPREAD/FLOOR Vega=$824 KVUE=21.14 Ref
- >>5000 KVUE Sep23 31.0 Puts $9.90 (CboeTheo=9.86) ASK PHLX 14:56:58.280 IV=225.7% +127.3 NOM 72 x $9.80 - $9.90 x 13 BXO SPREAD/FLOOR - OPENING Vega=$786 KVUE=21.14 Ref
- >>3850 GM Jan24 50.0 Puts $16.45 (CboeTheo=16.45) MID PHLX 14:56:59.381 BOX 10 x $16.40 - $16.50 x 4 ARCA FLOOR - OPENING Vega=$0 GM=33.55 Ref
- >>4000 GM Sep23 40.0 Puts $6.45 (CboeTheo=6.46) MID PHLX 14:56:59.381 CBOE 61 x $6.40 - $6.50 x 66 CBOE FLOOR Vega=$0 GM=33.55 Ref
- >>3500 ZM Jan24 135 Puts $64.50 (CboeTheo=64.57) BID PHLX 14:57:06.089 EDGX 5 x $64.45 - $64.75 x 24 BOX SPREAD/FLOOR - OPENING Vega=$0 ZM=70.44 Ref
- >>3500 ZM Jan24 130 Puts $59.50 (CboeTheo=59.56) BID PHLX 14:57:06.089 EDGX 4 x $59.45 - $59.65 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=70.44 Ref
- >>2500 UPS Sep23 180 Puts $23.10 (CboeTheo=23.11) MID PHLX 14:57:13.449 BXO 12 x $23.00 - $23.20 x 50 NOM FLOOR - OPENING Vega=$0 UPS=156.90 Ref
- >>2600 UPS Sep23 175 Puts $18.10 (CboeTheo=18.11) MID PHLX 14:57:13.449 BXO 12 x $18.00 - $18.20 x 60 NOM FLOOR - OPENING Vega=$0 UPS=156.90 Ref
- >>2950 UPS Sep23 170 Puts $13.10 (CboeTheo=13.11) MID PHLX 14:57:13.449 BXO 12 x $13.00 - $13.20 x 45 BOX FLOOR Vega=$0 UPS=156.90 Ref
- >>2180 TSLA Jan24 458.33 Puts $190.65 (CboeTheo=190.95) BID PHLX 14:57:22.746 ARCA 25 x $189.80 - $192.10 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=267.38 Ref
- >>2500 TSLA Jan24 450 Puts $182.40 (CboeTheo=182.62) BID PHLX 14:57:22.746 CBOE 195 x $181.95 - $183.25 x 250 CBOE FLOOR - OPENING Vega=$0 TSLA=267.38 Ref
- SPLIT TICKET:
>>2200 TSLA Jan24 458.33 Puts $190.65 (CboeTheo=190.95) BID [PHLX] 14:57:22.746 ARCA 25 x $189.80 - $192.10 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=267.38 Ref - >>2500 TGT Sep23 145 Puts $22.35 (CboeTheo=22.32) MID PHLX 14:57:27.145 IV=88.1% +32.2 BOX 47 x $22.25 - $22.45 x 40 BOX FLOOR - OPENING Vega=$1149 TGT=122.68 Ref
- >>2300 TGT Sep23 140 Puts $17.35 (CboeTheo=17.32) BID PHLX 14:57:27.145 IV=72.4% +21.6 BOX 40 x $17.25 - $17.50 x 45 BOX FLOOR - OPENING Vega=$1234 TGT=122.68 Ref
- >>2500 SQ Jan24 100 Puts $45.50 (CboeTheo=45.43) ASK PHLX 14:57:32.085 IV=66.1% +15.4 BOX 10 x $45.20 - $45.60 x 10 BOX FLOOR - OPENING Vega=$6442 SQ=54.57 Ref
- >>4000 SQ Sep23 70.0 Puts $15.45 (CboeTheo=15.43) ASK PHLX 14:57:32.085 IV=126.9% +36.4 BXO 86 x $15.35 - $15.50 x 18 BOX FLOOR - OPENING Vega=$771 SQ=54.57 Ref
- >>3300 SQ Sep23 67.5 Puts $12.95 (CboeTheo=12.93) ASK PHLX 14:57:32.085 IV=111.1% +25.9 BXO 100 x $12.85 - $13.00 x 38 BOX FLOOR - OPENING Vega=$703 SQ=54.57 Ref
- >>2500 SQ Sep23 65.0 Puts $10.45 (CboeTheo=10.43) ASK PHLX 14:57:32.085 IV=94.3% +18.1 BXO 18 x $10.35 - $10.50 x 13 BOX FLOOR Vega=$602 SQ=54.57 Ref
- >>2000 DIS Jan24 160 Puts $76.50 (CboeTheo=76.48) ASK PHLX 14:57:38.949 IV=67.1% +25.2 BZX 56 x $76.10 - $76.70 x 9 BOX FLOOR - OPENING Vega=$4175 DIS=83.52 Ref
- >>4550 RTX Sep23 85.0 Puts $9.75 (CboeTheo=9.75) MID PHLX 14:57:44.884 BOX 8 x $9.70 - $9.80 x 9 EMLD FLOOR 52WeekLow Vega=$0 RTX=75.25 Ref
- >>2000 RTX Sep23 83.0 Puts $7.75 (CboeTheo=7.75) MID PHLX 14:57:44.884 IV=48.4% +13.0 NOM 9 x $7.70 - $7.80 x 8 BOX FLOOR 52WeekLow Vega=$127 RTX=75.25 Ref
- >>3100 PYPL Sep23 72.5 Puts $9.55 (CboeTheo=9.55) MID PHLX 14:57:58.947 IV=70.6% +6.1 BOX 32 x $9.50 - $9.60 x 53 BOX FLOOR - OPENING Vega=$469 PYPL=62.95 Ref
- >>2800 PYPL Sep23 70.0 Puts $7.05 (CboeTheo=7.05) MID PHLX 14:57:58.947 IV=55.4% +3.6 CBOE 63 x $7.00 - $7.10 x 52 BOX FLOOR Vega=$515 PYPL=62.95 Ref
- >>2450 PFE Sep23 37.5 Puts $3.30 (CboeTheo=3.33) BID PHLX 14:58:07.099 MPRL 18 x $3.30 - $3.35 x 3 BXO FLOOR Vega=$0 PFE=34.16 Ref
- >>3000 PFE Sep23 40.0 Puts $5.80 (CboeTheo=5.83) BID PHLX 14:58:07.099 BOX 22 x $5.80 - $5.85 x 3 BXO FLOOR Vega=$0 PFE=34.16 Ref
- >>7250 C Sep23 50.0 Puts $8.20 (CboeTheo=8.23) BID PHLX 14:58:08.132 CBOE 109 x $8.15 - $8.30 x 95 PHLX FLOOR - OPENING Vega=$0 C=41.77 Ref
- >>5000 C Sep23 47.5 Puts $5.70 (CboeTheo=5.72) BID PHLX 14:58:08.132 MPRL 50 x $5.65 - $5.80 x 50 BOX FLOOR - OPENING Vega=$0 C=41.77 Ref
- >>2000 C Sep23 46.0 Puts $4.20 (CboeTheo=4.23) BID PHLX 14:58:08.132 CBOE 91 x $4.15 - $4.30 x 50 BOX FLOOR Vega=$0 C=41.77 Ref
- >>5500 BABA Sep23 120 Puts $31.45 (CboeTheo=31.48) MID PHLX 14:58:14.475 CBOE 49 x $31.35 - $31.55 x 29 BOX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>2500 BABA Sep23 115 Puts $26.45 (CboeTheo=26.48) BID PHLX 14:58:14.475 BXO 10 x $26.40 - $26.55 x 24 BOX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>3700 BABA Sep23 110 Puts $21.45 (CboeTheo=21.48) BID PHLX 14:58:14.475 NOM 44 x $21.40 - $21.55 x 67 BZX FLOOR - OPENING Vega=$0 BABA=88.53 Ref
- >>3300 NKE Sep23 110 Puts $13.65 (CboeTheo=13.63) ASK PHLX 14:58:16.495 IV=70.5% +25.3 ARCA 29 x $13.55 - $13.70 x 22 MPRL FLOOR - OPENING Vega=$1133 NKE=96.36 Ref
- >>2250 NKE Sep23 105 Puts $8.65 (CboeTheo=8.64) ASK PHLX 14:58:16.495 IV=49.2% +12.2 NOM 32 x $8.55 - $8.70 x 14 ARCA FLOOR Vega=$1028 NKE=96.36 Ref
- >>2500 NEE Sep23 75.0 Puts $7.00 (CboeTheo=7.05) MID PHLX 14:58:17.680 PHLX 124 x $6.90 - $7.10 x 33 BOX FLOOR - OPENING Vega=$0 NEE=67.97 Ref
- >>2000 JPM Sep23 160 Puts $13.70 (CboeTheo=13.74) BID PHLX 14:58:30.683 EDGX 19 x $13.65 - $13.80 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 JPM=146.25 Ref
- >>2000 JPM Sep23 155 Puts $8.70 (CboeTheo=8.74) BID PHLX 14:58:30.683 ARCA 34 x $8.65 - $8.80 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 JPM=146.25 Ref
- >>6000 C Jan24 55.0 Calls $0.14 (CboeTheo=0.15) BID PHLX 15:01:04.722 IV=26.6% -1.5 C2 500 x $0.14 - $0.15 x 401 C2 SPREAD/CROSS/TIED Vega=$17k C=41.70 Ref
- >>Unusual Volume GSK - 3x market weighted volume: 11.3k = 14.2k projected vs 4743 adv, 92% calls, 10% of OI [GSK 36.83 -0.20 Ref, IV=17.3% -1.1]
- >>5000 NOVA Jan24 10.0 Puts $0.80 (CboeTheo=0.80) MID ARCA 15:01:36.183 IV=80.6% +2.2 PHLX 216 x $0.75 - $0.85 x 221 PHLX SPREAD/FLOOR Vega=$11k NOVA=13.72 Ref
- >>3750 NOVA Dec25 5.0 Puts $1.17 (CboeTheo=1.07) ASK ARCA 15:01:36.183 IV=93.3% +4.7 C2 20 x $0.95 - $1.20 x 19 C2 SPREAD/FLOOR Vega=$10k NOVA=13.72 Ref
- >>3750 NOVA Dec25 5.0 Puts $1.18 (CboeTheo=1.07) ASK ARCA 15:01:36.183 IV=93.7% +5.1 C2 20 x $0.95 - $1.20 x 19 C2 SPREAD/FLOOR Vega=$10k NOVA=13.72 Ref
- SPLIT TICKET:
>>1013 SPXW Sep23 4580 Calls $0.30 (CboeTheo=0.33) BID [CBOE] 15:01:47.708 IV=13.0% +1.9 CBOE 236 x $0.30 - $0.35 x 298 CBOE Vega=$20k SPX=4464.76 Fwd - >>11052 AAPL Sep23 29th 195 Calls $0.10 (CboeTheo=0.10) BID CBOE 15:02:33.592 IV=24.9% +1.3 BXO 338 x $0.10 - $0.11 x 372 BXO FLOOR Vega=$29k AAPL=175.25 Ref
- >>3000 GM Jun24 25.0 Puts $0.81 (CboeTheo=0.82) BID PHLX 15:03:17.563 IV=38.1% -0.5 PHLX 43 x $0.81 - $0.84 x 3 BXO SPREAD/CROSS/TIED - OPENING Vega=$18k GM=33.52 Ref
- >>7000 JNJ Sep23 210 Puts $46.60 (CboeTheo=46.62) MID PHLX 15:04:38.759 BOX 18 x $46.50 - $46.70 x 60 BXO FLOOR - OPENING Vega=$0 JNJ=163.38 Ref
- >>5900 JNJ Sep23 175 Puts $11.60 (CboeTheo=11.62) ASK PHLX 15:04:38.759 NOM 42 x $11.40 - $11.70 x 28 BOX FLOOR - OPENING Vega=$0 JNJ=163.38 Ref
- >>2000 QSR Jan24 80.0 Calls $0.20 (CboeTheo=0.15) ASK AMEX 15:06:39.917 IV=18.5% +0.9 CBOE 143 x $0.05 - $0.25 x 169 MIAX SPREAD/FLOOR Vega=$11k QSR=67.00 Ref
- >>2000 QSR Nov23 72.5 Calls $0.40 (CboeTheo=0.45) BID AMEX 15:06:39.917 IV=17.3% -0.5 CBOE 142 x $0.40 - $0.50 x 21 PHLX SPREAD/FLOOR - OPENING Vega=$14k QSR=67.00 Ref
- >>2200 UPS Sep23 175 Puts $18.15 (CboeTheo=18.09) ASK BOX 15:09:18.582 IV=63.5% +34.0 PHLX 36 x $17.95 - $18.20 x 69 NOM SPREAD/FLOOR Vega=$1986 UPS=156.91 Ref
- >>2200 UPS Sep23 180 Puts $23.15 (CboeTheo=23.09) ASK BOX 15:09:18.582 IV=76.7% +38.4 MPRL 23 x $23.00 - $23.15 x 11 BXO SPREAD/FLOOR - OPENING Vega=$1724 UPS=156.91 Ref
- >>2400 JNJ Sep23 210 Puts $46.55 (CboeTheo=46.68) BID BOX 15:09:31.409 BXO 30 x $46.55 - $46.75 x 10 BXO SPREAD/FLOOR Vega=$0 JNJ=163.32 Ref
- >>2400 JNJ Sep23 220 Puts $56.55 (CboeTheo=56.68) BID BOX 15:09:31.409 BOX 18 x $56.55 - $56.75 x 10 BXO SPREAD/FLOOR - OPENING Vega=$0 JNJ=163.32 Ref
- >>2860 AMD Sep23 125 Puts $19.45 (CboeTheo=19.38) ASK BOX 15:09:36.345 IV=98.6% +33.7 MIAX 94 x $19.30 - $19.45 x 82 NOM SPREAD/FLOOR - OPENING Vega=$1916 AMD=105.62 Ref
- >>2860 AMD Sep23 120 Puts $14.45 (CboeTheo=14.38) ASK BOX 15:09:36.345 IV=78.8% +21.9 PHLX 192 x $14.15 - $14.45 x 79 PHLX SPREAD/FLOOR - OPENING Vega=$2261 AMD=105.62 Ref
- >>2530 SQ Sep23 70.0 Puts $15.55 (CboeTheo=15.49) ASK BOX 15:09:54.594 IV=143.2% +52.7 EMLD 35 x $15.45 - $15.55 x 52 BXO SPREAD/FLOOR Vega=$866 SQ=54.51 Ref
- >>2420 SQ Jan24 100 Puts $45.60 (CboeTheo=45.49) ASK BOX 15:09:54.594 IV=67.7% +17.0 BOX 10 x $45.15 - $45.70 x 10 BOX SPREAD/FLOOR - OPENING Vega=$7244 SQ=54.51 Ref
- >>3940 C Sep23 50.0 Puts $8.25 (CboeTheo=8.23) MID BOX 15:09:59.141 IV=101.6% +25.7 ARCA 55 x $8.20 - $8.30 x 95 ARCA SPREAD/FLOOR - OPENING Vega=$916 C=41.77 Ref
- >>3940 C Sep23 47.5 Puts $5.75 (CboeTheo=5.72) ASK BOX 15:09:59.141 IV=77.2% +18.1 ARCA 56 x $5.70 - $5.75 x 12 BXO SPREAD/FLOOR Vega=$1119 C=41.77 Ref
- >>2680 BAC Sep23 31.0 Puts $2.05 (CboeTheo=2.02) ASK BOX 15:10:07.748 IV=51.7% +15.7 BXO 26 x $2.00 - $2.05 x 49 BOX SPREAD/FLOOR Vega=$1040 BAC=28.98 Ref
- >>4480 BAC Jan24 38.0 Puts $9.05 (CboeTheo=9.02) ASK BOX 15:10:07.748 IV=33.8% +10.1 PHLX 376 x $8.95 - $9.05 x 204 C2 SPREAD/FLOOR Vega=$9117 BAC=28.98 Ref
- >>5000 KVUE Sep23 30.0 Puts $9.00 (CboeTheo=8.88) ASK BOX 15:10:12.709 IV=240.5% +142.1 PHLX 1059 x $8.80 - $9.00 x 709 PHLX SPREAD/FLOOR Vega=$1268 KVUE=21.11 Ref
- >>5000 KVUE Sep23 37.5 Puts $16.50 (CboeTheo=16.39) ASK BOX 15:10:12.709 IV=351.0% +252.6 PHLX 100 x $16.30 - $16.50 x 100 BZX SPREAD/FLOOR - OPENING Vega=$1009 KVUE=21.11 Ref
- >>5220 PFE Sep23 40.0 Puts $5.90 (CboeTheo=5.86) ASK BOX 15:10:17.084 IV=101.8% +39.3 BXO 48 x $5.80 - $5.90 x 35 BOX SPREAD/FLOOR Vega=$1591 PFE=34.15 Ref
- >>5220 PFE Sep23 37.5 Puts $3.40 (CboeTheo=3.35) ASK BOX 15:10:17.084 IV=67.6% +27.3 BZX 1 x $3.35 - $3.40 x 44 BXO SPREAD/FLOOR Vega=$2094 PFE=34.15 Ref
- >>4950 NKE Sep23 105 Puts $8.77 (CboeTheo=8.76) MID BOX 15:10:22.854 IV=49.8% +12.8 BOX 34 x $8.70 - $8.85 x 36 NOM SPREAD/FLOOR Vega=$2228 NKE=96.25 Ref
- >>2630 NKE Sep23 110 Puts $13.85 (CboeTheo=13.76) ASK BOX 15:10:22.854 IV=85.3% +40.1 CBOE 85 x $13.65 - $13.85 x 41 BOX SPREAD/FLOOR - OPENING Vega=$2154 NKE=96.25 Ref
- >>3120 NKE Oct23 115 Puts $18.70 (CboeTheo=18.75) BID BOX 15:10:22.854 BOX 20 x $18.70 - $18.85 x 25 BOX SPREAD/FLOOR - OPENING Vega=$0 NKE=96.25 Ref
- >>2960 GM Sep23 40.0 Puts $6.45 (CboeTheo=6.38) ASK BOX 15:10:27.386 IV=118.9% +42.9 CBOE 104 x $6.35 - $6.45 x 148 CBOE SPREAD/FLOOR Vega=$1087 GM=33.62 Ref
- >>2940 GM Jan24 50.0 Puts $16.35 (CboeTheo=16.38) BID BOX 15:10:27.386 BOX 8 x $16.35 - $16.50 x 84 BZX SPREAD/FLOOR Vega=$0 GM=33.62 Ref
- >>5800 GM Jan24 45.0 Puts $11.40 (CboeTheo=11.38) MID BOX 15:10:27.386 IV=36.0% +5.8 C2 16 x $11.35 - $11.45 x 42 C2 SPREAD/FLOOR Vega=$11k GM=33.62 Ref
- >>4730 BABA Sep23 110 Puts $21.55 (CboeTheo=21.51) ASK BOX 15:10:32.974 IV=115.5% +43.2 CBOE 127 x $21.45 - $21.55 x 59 MIAX SPREAD/FLOOR - OPENING Vega=$1713 BABA=88.48 Ref
- >>2390 BABA Sep23 115 Puts $26.60 (CboeTheo=26.51) ASK BOX 15:10:32.974 IV=147.2% +61.6 BOX 29 x $26.45 - $26.60 x 38 NOM SPREAD/FLOOR - OPENING Vega=$1220 BABA=88.48 Ref
- >>4730 BABA Sep23 120 Puts $31.55 (CboeTheo=31.51) ASK BOX 15:10:32.974 IV=153.2% +55.0 CBOE 58 x $31.45 - $31.55 x 10 BXO SPREAD/FLOOR - OPENING Vega=$1389 BABA=88.48 Ref
- >>2390 BABA Jan24 135 Puts $46.60 (CboeTheo=46.51) ASK BOX 15:10:32.974 IV=49.0% +7.5 EDGX 6 x $46.40 - $46.60 x 24 BOX SPREAD/FLOOR - OPENING Vega=$11k BABA=88.48 Ref
- >>2500 QCOM Oct23 120 Calls $1.20 (CboeTheo=1.21) MID PHLX 15:11:40.482 IV=26.0% -1.2 BXO 10 x $1.19 - $1.22 x 157 AMEX FLOOR Vega=$28k QCOM=111.63 Ref
- >>2000 DOCU Jan25 60.0 Puts $16.75 (CboeTheo=16.72) ASK ARCA 15:12:14.778 IV=45.0% +0.2 PHLX 22 x $16.60 - $16.75 x 1 CBOE CROSS Vega=$40k DOCU=46.57 Ref
- >>Market Color TTWO - Bullish option flow detected in TakeTwo Interactive Software (143.00 -2.38) with 4,326 calls trading (2x expected) and implied vol increasing over 1 point to 24.34%. . The Put/Call Ratio is 0.52. Earnings are expected on 11/06. (Autocolor ()) [TTWO 143.00 -2.38 Ref, IV=24.3% +1.1] #Bullish
- >>2000 WE Sep23 22nd 4.0 Puts $0.50 (CboeTheo=0.40) MID ISE 15:15:05.344 IV=327.7% +169.1 PHLX 1907 x $0.40 - $0.60 x 803 C2 AUCTION - OPENING Vega=$519 WE=5.32 Ref
- >>4710 AAPL Oct23 190 Calls $0.63 (CboeTheo=0.62) ASK CBOE 15:17:09.791 IV=19.4% -0.4 BXO 235 x $0.62 - $0.63 x 241 BXO FLOOR Vega=$55k AAPL=175.03 Ref
- SPLIT TICKET:
>>5299 AAPL Oct23 190 Calls $0.63 (CboeTheo=0.62) ASK [CBOE] 15:17:09.791 IV=19.4% -0.4 BXO 235 x $0.62 - $0.63 x 241 BXO FLOOR Vega=$62k AAPL=175.03 Ref - >>3600 ATVI Oct23 80.0 Puts $0.57 (CboeTheo=0.53) ASK PHLX 15:17:36.956 IV=37.7% +1.3 ARCA 15 x $0.50 - $0.57 x 1 BZX SPREAD/FLOOR Vega=$19k ATVI=92.22 Ref
- >>7200 ATVI Oct23 70.0 Puts $0.06 (CboeTheo=0.12) BID PHLX 15:17:36.956 IV=40.7% -3.9 ARCA 5 x $0.01 - $0.23 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$7906 ATVI=92.22 Ref
- >>3000 SQ Dec23 60.0 Calls $3.25 (CboeTheo=3.22) ASK ISE 15:18:38.018 IV=45.6% +0.5 BXO 3 x $3.20 - $3.25 x 508 MIAX SPREAD/CROSS/TIED - OPENING Vega=$32k SQ=54.46 Ref
- >>9698 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) ASK CBOE 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.12 x 4855 CBOE Vega=$4088 VIX=14.77 Fwd
- >>4855 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) MID CBOE 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.13 x 2715 CBOE Vega=$2046 VIX=14.77 Fwd
- SPLIT TICKET:
>>14553 VIX Sep23 20th 18.0 Calls $0.12 (CboeTheo=0.12) ASK [CBOE] 15:18:43.145 IV=106.1% -5.8 CBOE 5 x $0.11 - $0.12 x 4855 CBOE Vega=$6134 VIX=14.77 Fwd - >>2000 EOSE Jan24 7.5 Calls $0.20 (CboeTheo=0.18) ASK CBOE 15:19:53.430 IV=144.4% +3.5 EMLD 2 x $0.15 - $0.20 x 2071 PHLX FLOOR Vega=$934 EOSE=2.66 Ref
- SPLIT TICKET:
>>4250 EOSE Jan24 7.5 Calls $0.20 (CboeTheo=0.18) ASK [CBOE] 15:19:53.236 IV=144.4% +3.5 EMLD 2 x $0.15 - $0.20 x 2071 PHLX FLOOR Vega=$1985 EOSE=2.66 Ref - >>Unusual Volume AMTX - 3x market weighted volume: 5460 = 6503 projected vs 2109 adv, 94% calls, 8% of OI [AMTX 5.58 +0.14 Ref, IV=145.1% +0.5]
- >>3000 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.258 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$1.07m SPX=4509.71 Fwd
- >>1500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.259 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$533k SPX=4509.71 Fwd
- >>1500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID CBOE 15:23:25.259 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$533k SPX=4509.71 Fwd
- >>1300 SPX Dec23 4775 Calls $19.00 (CboeTheo=19.00) MID CBOE 15:23:25.318 IV=10.8% +0.0 CBOE 932 x $18.80 - $19.20 x 748 CBOE LATE Vega=$729k SPX=4509.71 Fwd
- >>7500 DKNG Sep23 22nd 31.0 Puts $1.00 (CboeTheo=1.02) BID PHLX 15:23:26.694 IV=43.4% -0.9 BXO 97 x $0.99 - $1.04 x 32 BOX SPREAD/FLOOR Vega=$15k DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 30.5 Puts $0.78 (CboeTheo=0.76) ASK PHLX 15:23:26.694 IV=45.1% +1.1 EMLD 190 x $0.74 - $0.79 x 137 EDGX SPREAD/FLOOR - OPENING Vega=$15k DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 27.0 Puts $0.05 (CboeTheo=0.06) BID PHLX 15:23:26.694 IV=48.6% -4.0 EMLD 1181 x $0.05 - $0.06 x 559 EMLD SPREAD/FLOOR Vega=$3891 DKNG=30.73 Ref
- >>7500 DKNG Sep23 22nd 26.5 Puts $0.05 (CboeTheo=0.04) Above Ask! PHLX 15:23:26.694 IV=54.1% -0.1 EMLD 1520 x $0.03 - $0.04 x 52 MPRL SPREAD/FLOOR Vega=$3592 DKNG=30.73 Ref
- SPLIT TICKET:
>>3250 SPX Dec23 4775 Calls $19.00 (CboeTheo=19.00) MID [CBOE] 15:23:25.258 IV=10.8% +0.0 CBOE 932 x $18.80 - $19.20 x 758 CBOE LATE Vega=$1.82m SPX=4509.71 Fwd - SPLIT TICKET:
>>7500 SPX Dec23 4875 Calls $7.98 (CboeTheo=8.00) BID [CBOE] 15:23:25.258 IV=10.6% +0.0 CBOE 594 x $7.90 - $8.10 x 1630 CBOE LATE Vega=$2.67m SPX=4509.71 Fwd - TRADE CXLD:
>>2000 DIS Sep23 90.0 Puts $6.40 (CboeTheo=6.49) BID PHLX 14:53:13.509 PHLX 31 x $6.40 - $6.55 x 39 BOX SPREAD/FLOOR Vega=$0 DIS=83.52 Ref - >>2000 EOSE Jan24 5.0 Calls $0.40 (CboeTheo=0.35) ASK CBOE 15:23:48.385 IV=143.0% +7.4 PHLX 3029 x $0.30 - $0.40 x 4127 PHLX FLOOR Vega=$1205 EOSE=2.67 Ref
- SPLIT TICKET:
>>3995 EOSE Jan24 5.0 Calls $0.40 (CboeTheo=0.35) ASK [CBOE] 15:23:48.355 IV=143.0% +7.4 PHLX 3029 x $0.30 - $0.40 x 4127 PHLX FLOOR Vega=$2408 EOSE=2.67 Ref - TRADE CXLD:
>>2000 DIS Oct23 80.0 Puts $1.10 (CboeTheo=1.08) Above Ask! PHLX 14:53:13.509 IV=25.0% +0.2 EMLD 79 x $1.08 - $1.09 x 121 C2 SPREAD/FLOOR Vega=$18k DIS=83.52 Ref - TRADE CXLD:
>>2000 DIS Sep23 90.0 Calls $0.03 (CboeTheo=0.03) ASK PHLX 14:53:13.509 IV=41.1% -0.5 MPRL 142 x $0.02 - $0.03 x 361 C2 SPREAD/FLOOR Vega=$959 DIS=83.52 Ref - >>13000 F Jan25 10.0 Puts $0.82 (CboeTheo=0.81) ASK PHLX 15:24:07.797 IV=36.7% +0.4 EMLD 1354 x $0.79 - $0.82 x 184 EMLD SPREAD/CROSS/TIED Vega=$54k F=12.46 Ref
- TRADE CXLD:
>>2000 DIS Oct23 80.0 Calls $5.10 (CboeTheo=5.11) MID PHLX 14:53:13.509 IV=24.7% -0.2 CBOE 1208 x $5.05 - $5.15 x 239 AMEX SPREAD/FLOOR Vega=$17k DIS=83.52 Ref - SWEEP DETECTED:
>>2263 AAPL Sep23 170 Puts $0.34 (CboeTheo=0.34) BID [MULTI] 15:24:44.622 IV=31.3% -5.0 C2 1714 x $0.34 - $0.35 x 187 BXO Vega=$7952 AAPL=175.28 Ref - >>2000 XOM Oct23 105 Puts $0.31 (CboeTheo=0.31) ASK PHLX 15:26:43.827 IV=25.1% +1.1 BXO 105 x $0.30 - $0.31 x 661 C2 SPREAD/CROSS/TIED Vega=$11k XOM=117.14 Ref
- >>2000 XOM Nov23 110 Puts $1.79 (CboeTheo=1.81) BID PHLX 15:26:43.827 IV=23.7% +0.4 NOM 151 x $1.79 - $1.84 x 739 CBOE SPREAD/CROSS/TIED Vega=$31k XOM=117.14 Ref
- >>2000 ENVX Jan24 16.0 Calls $2.30 (CboeTheo=2.33) BID AMEX 15:28:34.990 IV=78.2% -1.2 NOM 100 x $2.30 - $2.35 x 153 PHLX FLOOR Vega=$6924 ENVX=14.66 Ref
- >>3000 C Dec23 40.0 Puts $1.36 (CboeTheo=1.35) ASK ARCA 15:30:01.347 IV=25.8% +0.2 C2 676 x $1.34 - $1.36 x 407 C2 CROSS Vega=$23k C=41.70 Ref
- >>2500 AMZN Sep23 142 Calls $1.19 (CboeTheo=1.18) ASK PHLX 15:30:33.484 IV=29.3% +2.1 EMLD 241 x $1.17 - $1.19 x 848 C2 SPREAD/FLOOR Vega=$13k AMZN=141.19 Ref
- >>2000 AMZN Sep23 145 Calls $0.34 (CboeTheo=0.34) ASK PHLX 15:30:33.484 IV=29.3% +2.6 MPRL 268 x $0.33 - $0.34 x 1359 C2 SPREAD/FLOOR Vega=$6640 AMZN=141.19 Ref
- >>2500 AMZN Sep23 146 Calls $0.20 (CboeTheo=0.20) BID PHLX 15:30:33.484 IV=29.1% +2.2 C2 760 x $0.20 - $0.21 x 59 BXO SPREAD/FLOOR Vega=$6285 AMZN=141.19 Ref
- >>2327 LUV Sep23 32.5 Puts $3.25 (CboeTheo=3.19) ASK BOX 15:30:53.838 IV=78.2% +36.9 MIAX 29 x $3.15 - $3.25 x 60 BOX SPREAD/FLOOR Vega=$894 LUV=29.30 Ref
- >>2327 LUV Sep23 35.0 Puts $5.75 (CboeTheo=5.70) ASK BOX 15:30:53.838 IV=118.4% +51.5 MIAX 29 x $5.65 - $5.75 x 60 BOX SPREAD/FLOOR Vega=$682 LUV=29.30 Ref
- >>2036 GM Sep23 37.0 Puts $3.50 (CboeTheo=3.54) BID BOX 15:31:51.563 MIAX 43 x $3.50 - $3.60 x 75 CBOE SPREAD/FLOOR Vega=$0 GM=33.48 Ref
- >>2036 GM Sep23 40.0 Puts $6.50 (CboeTheo=6.53) BID BOX 15:31:51.563 CBOE 183 x $6.50 - $6.60 x 244 PHLX SPREAD/FLOOR Vega=$0 GM=33.48 Ref
- >>3216 BABA Sep23 105 Puts $16.40 (CboeTheo=16.50) BID BOX 15:32:28.414 EDGX 112 x $16.40 - $16.55 x 83 CBOE SPREAD/FLOOR Vega=$0 BABA=88.50 Ref
- >>3216 BABA Sep23 120 Puts $31.40 (CboeTheo=31.50) BID BOX 15:32:28.414 EDGX 69 x $31.40 - $31.55 x 61 EDGX SPREAD/FLOOR Vega=$0 BABA=88.50 Ref
- >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.03) MID CBOE 15:33:07.189 IV=172.2% +2.3 CBOE 4 x $0.01 - $0.03 x 21k CBOE Vega=$89 VIX=14.77 Fwd
- >>3347 SQ Sep23 70.0 Puts $15.40 (CboeTheo=15.46) BID BOX 15:33:27.023 BXO 32 x $15.40 - $15.50 x 10 ISE SPREAD/FLOOR Vega=$0 SQ=54.54 Ref
- >>3347 SQ Sep23 65.0 Puts $10.40 (CboeTheo=10.46) BID BOX 15:33:27.023 BXO 41 x $10.40 - $10.50 x 10 ISE SPREAD/FLOOR Vega=$0 SQ=54.54 Ref
- >>2507 PYPL Sep23 72.5 Puts $9.80 (CboeTheo=9.72) ASK BOX 15:33:51.356 IV=94.5% +30.1 ARCA 64 x $9.70 - $9.80 x 31 BOX SPREAD/FLOOR Vega=$1479 PYPL=62.78 Ref
- >>2507 PYPL Sep23 70.0 Puts $7.30 (CboeTheo=7.22) ASK BOX 15:33:51.356 IV=75.9% +24.1 NOM 28 x $7.20 - $7.30 x 38 BOX SPREAD/FLOOR Vega=$1717 PYPL=62.78 Ref
- >>3762 C Sep23 47.5 Puts $5.85 (CboeTheo=5.79) ASK BOX 15:33:56.974 IV=89.0% +29.9 EDGX 87 x $5.75 - $5.85 x 126 EDGX SPREAD/FLOOR Vega=$1659 C=41.72 Ref
- >>3762 C Sep23 50.0 Puts $8.35 (CboeTheo=8.29) ASK BOX 15:33:56.974 IV=115.7% +39.8 MPRL 39 x $8.25 - $8.35 x 103 ARCA SPREAD/FLOOR Vega=$1390 C=41.72 Ref
- >>2497 AMTX Sep23 7.5 Calls $0.05 (CboeTheo=0.10) BID BOX 15:34:34.367 IV=228.8% -26.2 BOX 2497 x $0.05 - $0.10 x 25 NOM Vega=$223 AMTX=5.58 Ref
- >>3400 AAPL Jun24 165 Puts $8.50 (CboeTheo=8.48) ASK PHLX 15:34:57.483 IV=26.1% -0.5 BXO 187 x $8.45 - $8.50 x 104 BXO SPREAD/CROSS/TIED Vega=$182k AAPL=175.62 Ref
- >>2500 GM Jan24 38.0 Calls $1.05 (CboeTheo=1.07) BID PHLX 15:35:01.024 IV=30.1% +0.4 CBOE 639 x $1.05 - $1.09 x 14 BOX SPREAD/CROSS/TIED Vega=$17k GM=33.45 Ref
- >>2500 GM Jan24 34.0 Puts $2.54 (CboeTheo=2.55) BID PHLX 15:35:01.024 IV=31.8% +0.6 BXO 77 x $2.54 - $2.57 x 6 C2 SPREAD/CROSS/TIED Vega=$20k GM=33.45 Ref
- >>2012 NKE Sep23 105 Puts $8.70 (CboeTheo=8.64) ASK BOX 15:35:14.565 IV=57.1% +20.1 BOX 22 x $8.55 - $8.75 x 22 CBOE SPREAD/FLOOR Vega=$1763 NKE=96.37 Ref
- >>2012 NKE Sep23 110 Puts $13.70 (CboeTheo=13.63) ASK BOX 15:35:14.565 IV=80.7% +35.5 BOX 41 x $13.55 - $13.70 x 24 CBOE SPREAD/FLOOR Vega=$1377 NKE=96.36 Ref
- >>Unusual Volume VEEV - 3x market weighted volume: 6850 = 7840 projected vs 2612 adv, 84% puts, 12% of OI [VEEV 216.59 -8.30 Ref, IV=26.6% +2.7]
- >>2986 ACN Sep23 345 Calls $0.05 (CboeTheo=0.13) BID PHLX 15:35:46.117 IV=43.0% +20.2 BZX 0 x $0.00 - $0.25 x 49 BOX FLOOR Vega=$2834 ACN=315.25 Ref
- >>2200 DASH Oct23 75.0 Puts $0.95 (CboeTheo=0.92) ASK ARCA 15:36:28.742 IV=37.3% +0.2 CBOE 488 x $0.88 - $0.96 x 64 BXO CROSS - OPENING Vega=$15k DASH=83.08 Ref
- >>2000 MTCH Oct23 6th 40.0 Puts $0.39 (CboeTheo=0.42) BID BOX 15:36:33.943 IV=35.6% -2.1 BOX 16 x $0.39 - $0.46 x 35 NOM SPREAD/FLOOR - OPENING Vega=$5806 MTCH=43.21 Ref
- >>2500 QCOM Oct23 120 Calls $1.08 (CboeTheo=1.09) BID PHLX 15:36:35.677 IV=25.8% -1.5 C2 160 x $1.08 - $1.11 x 222 EMLD FLOOR Vega=$26k QCOM=111.24 Ref
- >>2000 ACN Sep23 345 Calls $0.05 (CboeTheo=0.12) BID PHLX 15:36:40.276 IV=43.1% +20.3 BZX 0 x $0.00 - $0.25 x 54 PHLX FLOOR Vega=$1897 ACN=315.24 Ref
- >>3600 KGC Oct23 5.5 Calls $0.06 (CboeTheo=0.07) BID AMEX 15:37:00.958 IV=36.4% -0.8 GEMX 54 x $0.06 - $0.07 x 452 EMLD SPREAD/FLOOR Vega=$1605 KGC=4.92 Ref
- >>3600 KGC Oct23 5.5 Puts $0.61 (CboeTheo=0.62) MID AMEX 15:37:00.958 IV=34.1% -3.1 BXO 18 x $0.59 - $0.63 x 18 BXO SPREAD/FLOOR - OPENING Vega=$1438 KGC=4.92 Ref
- >>3625 SIRI Jan24 6.0 Calls $0.11 (CboeTheo=0.09) ASK ISE 15:39:14.795 IV=57.1% +3.8 PHLX 958 x $0.07 - $0.12 x 291 PHLX AUCTION Vega=$2267 SIRI=4.26 Ref>>12500 SRG Jan25 8.0 Calls $1.45 (CboeTheo=1.43) ASK PHLX 15:39:28.321 IV=38.7% -0.3 BOX 11 x $1.20 - $1.55 x 11 BOX SPREAD/CROSS/TIED Vega=$43k SRG=7.69 Ref
- >>25000 SRG Jan25 12.0 Calls $0.40 (CboeTheo=0.40) MID PHLX 15:39:28.321 IV=36.7% +0.3 ISE 8 x $0.25 - $0.55 x 11 GEMX SPREAD/CROSS/TIED Vega=$71k SRG=7.69 Ref
- >>2000 NET Nov23 70.0 Calls $4.45 (CboeTheo=4.45) MID ISE 15:39:36.432 IV=56.3% +0.8 CBOE 125 x $4.40 - $4.50 x 187 GEMX SPREAD/CROSS/TIED Vega=$22k NET=64.91 Ref
- >>9124 AAPL Dec23 150 Puts $1.42 (CboeTheo=1.40) Above Ask! PHLX 15:39:41.833 IV=28.9% -0.9 ARCA 1 x $1.40 - $1.41 x 154 BXO COB/AUCTION Vega=$155k AAPL=175.63 Ref
- >>9124 AAPL Dec23 155 Puts $1.94 (CboeTheo=1.92) Above Ask! PHLX 15:39:41.833 IV=27.5% -0.8 BXO 108 x $1.90 - $1.92 x 148 BXO COB/AUCTION Vega=$189k AAPL=175.63 Ref
- >>2280 F Sep23 29th 12.5 Puts $0.35 (CboeTheo=0.35) ASK GEMX 15:41:19.210 IV=31.4% +2.8 EMLD 1038 x $0.34 - $0.35 x 891 EMLD OPENING Vega=$2442 F=12.45 Ref
- >>3250 HPE Sep23 17.0 Puts $0.15 (CboeTheo=0.17) BID PHLX 15:41:47.420 IV=21.0% -5.6 PHLX 803 x $0.15 - $0.25 x 897 PHLX SPREAD/CROSS/TIED ExDiv Vega=$1983 HPE=17.07 Ref
- >>2000 REAL Oct23 2.5 Calls $0.20 (CboeTheo=0.23) BID PHLX 15:42:28.374 IV=61.1% -15.9 PHLX 3502 x $0.20 - $0.25 x 596 BXO OPENING Vega=$638 REAL=2.50 Ref
- >>7299 F Oct23 12.0 Puts $0.29 (CboeTheo=0.28) ASK ARCA 15:42:56.296 IV=31.9% +3.5 BXO 119 x $0.28 - $0.29 x 7334 ARCA SPREAD/LEGGED Vega=$11k F=12.44 Ref
- >>7306 F Sep23 12.5 Puts $0.25 (CboeTheo=0.25) BID ARCA 15:42:56.296 IV=48.5% +11.2 C2 12k x $0.25 - $0.26 x 1370 EMLD SPREAD/LEGGED Vega=$3292 F=12.44 Ref
- >>4000 SIRI Oct23 5.0 Calls $0.04 (CboeTheo=0.04) MID AMEX 15:43:12.271 IV=45.2% +0.9 PHLX 1518 x $0.03 - $0.05 x 5 ARCA SPREAD/CROSS - OPENING Vega=$1211 SIRI=4.26 Ref
- >>4000 SIRI Oct23 5.0 Puts $0.80 (CboeTheo=0.82) BID AMEX 15:43:12.271 IV=37.5% -6.7 PHLX 1220 x $0.76 - $1.08 x 1919 PHLX SPREAD/CROSS - OPENING Vega=$893 SIRI=4.26 Ref
- >>2000 TLRY Sep23 3.0 Calls $0.10 (CboeTheo=0.11) BID MPRL 15:43:15.752 IV=120.2% -20.5 MPRL 2696 x $0.10 - $0.11 x 1442 MPRL SSR Vega=$211 TLRY=2.92 Ref
- SPLIT TICKET:
>>1250 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.03) ASK [CBOE] 15:43:22.401 IV=55.1% -0.4 CBOE 1500 x $0.02 - $0.03 x 3470 CBOE Vega=$316 VIX=14.70 Fwd - >>2465 CGC Oct23 2.0 Puts $0.83 (CboeTheo=0.85) MID AMEX 15:45:13.150 IV=209.6% -32.6 EMLD 25 x $0.82 - $0.85 x 17 BOX TIED/FLOOR SSR Vega=$416 CGC=1.39 Ref
- >>2465 CGC Oct23 2.0 Calls $0.20 (CboeTheo=0.21) BID AMEX 15:45:13.150 IV=215.6% -26.6 C2 435 x $0.20 - $0.22 x 634 PHLX TIED/FLOOR SSR Vega=$421 CGC=1.39 Ref
- >>25000 C Jun24 50.0 Calls $1.17 (CboeTheo=1.18) BID AMEX 15:45:43.693 IV=24.5% -0.7 BXO 16 x $1.16 - $1.20 x 13 BXO CROSS Vega=$286k C=41.73 Ref
- >>1000 SPXW Sep23 4170 Puts $0.50 (CboeTheo=0.47) ASK CBOE 15:48:20.438 IV=32.9% +3.3 CBOE 231 x $0.45 - $0.50 x 686 CBOE FLOOR - OPENING Vega=$13k SPX=4462.56 Fwd
- SPLIT TICKET:
>>5000 SPXW Sep23 4170 Puts $0.50 (CboeTheo=0.47) ASK [CBOE] 15:48:20.375 IV=32.9% +3.3 CBOE 273 x $0.45 - $0.50 x 735 CBOE FLOOR - OPENING Vega=$63k SPX=4462.56 Fwd - >>3000 FUBO Jan25 2.0 Puts $0.69 (CboeTheo=0.71) BID PHLX 15:48:30.135 IV=102.1% -1.2 ARCA 94 x $0.69 - $0.72 x 56 BZX SPREAD/CROSS/TIED SSR Vega=$2480 FUBO=2.54 Ref
- >>10400 AAPL Oct23 200 Calls $0.17 (CboeTheo=0.17) BID CBOE 15:48:58.816 IV=20.9% +0.3 EMLD 1140 x $0.17 - $0.18 x 464 BXO FLOOR Vega=$52k AAPL=175.78 Ref
- >>3200 GM Jan25 25.0 Puts $1.52 (CboeTheo=1.52) MID PHLX 15:49:09.752 IV=38.2% -1.2 AMEX 6 x $1.50 - $1.54 x 6 AMEX SPREAD/CROSS/TIED Vega=$30k GM=33.38 Ref
- SPLIT TICKET:
>>2500 SPXW Oct23 5th 4600 Calls $8.10 (CboeTheo=8.07) ASK [CBOE] 15:49:18.130 IV=10.1% +0.2 CBOE 178 x $7.90 - $8.20 x 37 CBOE FLOOR - OPENING Vega=$662k SPX=4474.42 Fwd - >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 15:50:46.770 IV=174.6% +4.8 CBOE 4 x $0.01 - $0.03 x 17k CBOE Vega=$88 VIX=14.65 Fwd
- >>4500 INTC Sep23 22nd 38.0 Puts $0.58 (CboeTheo=0.58) BID BOX 15:51:08.851 IV=38.6% -1.3 C2 231 x $0.58 - $0.59 x 326 C2 SPREAD/FLOOR - OPENING 52WeekHigh Vega=$11k INTC=38.88 Ref
- >>4500 INTC Sep23 22nd 39.0 Puts $1.01 (CboeTheo=1.02) BID BOX 15:51:08.851 IV=38.1% -1.8 GEMX 452 x $1.01 - $1.03 x 593 C2 SPREAD/FLOOR - OPENING 52WeekHigh Vega=$12k INTC=38.88 Ref
- >>7500 KVUE Sep23 22nd 21.0 Puts $0.37 (CboeTheo=0.40) BID ARCA 15:52:28.558 IV=31.5% -4.8 CBOE 4045 x $0.35 - $0.45 x 2239 CBOE SPREAD/CROSS Vega=$10k KVUE=21.11 Ref
- >>7500 KVUE Sep23 21.0 Puts $0.20 (CboeTheo=0.23) BID ARCA 15:52:28.558 IV=33.6% -11.7 CBOE 1921 x $0.20 - $0.25 x 595 C2 SPREAD/CROSS Vega=$5636 KVUE=21.11 Ref
- >>30000 KVUE Jan24 17.5 Puts $0.25 (CboeTheo=0.28) BID ARCA 15:52:28.809 IV=30.9% -2.3 C2 543 x $0.25 - $0.30 x 412 EMLD SPREAD/CROSS - OPENING Vega=$77k KVUE=21.11 Ref
- >>30000 KVUE Jan24 24.0 Calls $0.43 (CboeTheo=0.45) BID ARCA 15:52:28.809 IV=25.7% +0.4 PHLX 1325 x $0.40 - $0.50 x 2714 PHLX SPREAD/CROSS - OPENING Vega=$119k KVUE=21.11 Ref
- >>30000 KVUE Jan24 21.0 Puts $1.27 (CboeTheo=1.24) ASK ARCA 15:52:28.809 IV=28.7% +1.1 PHLX 983 x $1.20 - $1.30 x 1258 PHLX SPREAD/CROSS - OPENING Vega=$147k KVUE=21.11 Ref
- SPLIT TICKET:
>>1200 SPXW Sep23 18th 3250 Puts $0.05 (CboeTheo=0.02) ASK [CBOE] 15:52:47.693 IV=76.0% +8.0 CBOE 0 x $0.00 - $0.05 x 514 CBOE OPENING Vega=$1155 SPX=4466.46 Fwd - >>2600 DDOG Oct23 87.5 Puts $1.09 (CboeTheo=1.09) MID ARCA 15:53:21.053 IV=40.2% -0.7 C2 785 x $1.06 - $1.11 x 395 EDGX CROSS - OPENING Vega=$20k DDOG=98.45 Ref
- >>4000 UPST Nov23 45.0 Puts $15.28 (CboeTheo=15.36) BID AMEX 15:54:08.723 IV=100.6% -2.8 CBOE 51 x $15.25 - $15.40 x 21 PHLX SPREAD/CROSS - OPENING Vega=$17k UPST=31.38 Ref
- >>4000 UPST Nov23 45.0 Calls $1.85 (CboeTheo=1.84) ASK AMEX 15:54:08.723 IV=102.8% -1.1 BXO 9 x $1.82 - $1.86 x 13 ARCA SPREAD/CROSS - OPENING Vega=$18k UPST=31.38 Ref
- >>2000 QCOM Oct23 120 Calls $1.09 (CboeTheo=1.10) BID PHLX 15:57:05.781 IV=25.6% -1.6 ARCA 48 x $1.09 - $1.11 x 65 BXO FLOOR Vega=$21k QCOM=111.36 Ref
- SPLIT TICKET:
>>1326 SPXW Sep23 26th 4515 Calls $20.15 (CboeTheo=19.69) Above Ask! [CBOE] 15:58:09.733 IV=11.1% +0.4 CBOE 31 x $19.50 - $19.90 x 41 CBOE LATE - OPENING Vega=$420k SPX=4469.26 Fwd - >>1800 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$19k SPX=4469.66 Fwd
- >>3500 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$38k SPX=4469.66 Fwd
- >>1000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$11k SPX=4469.66 Fwd
- >>1000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$11k SPX=4469.66 Fwd
- SPLIT TICKET:
>>10000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID [CBOE] 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$108k SPX=4469.66 Fwd - =$5298 F=12.44 Ref
- >>2000 QCOM Oct23 120 Calls $1.09 (CboeTheo=1.10) BID PHLX 15:57:05.781 IV=25.6% -1.6 ARCA 48 x $1.09 - $1.11 x 65 BXO FLOOR Vega=$21k QCOM=111.36 Ref
- SPLIT TICKET:
>>1326 SPXW Sep23 26th 4515 Calls $20.15 (CboeTheo=19.69) Above Ask! [CBOE] 15:58:09.733 IV=11.1% +0.4 CBOE 31 x $19.50 - $19.90 x 41 CBOE LATE - OPENING Vega=$420k SPX=4469.26 Fwd - >>1800 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$19k SPX=4469.66 Fwd
- >>3500 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$38k SPX=4469.66 Fwd
- >>1000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$11k SPX=4469.66 Fwd
- >>1000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID CBOE 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$11k SPX=4469.66 Fwd
- SPLIT TICKET:
>>10000 SPXW Sep23 25th 3700 Puts $0.40 (CboeTheo=0.40) MID [CBOE] 16:03:06.687 IV=38.4% +0.4 CBOE 638 x $0.35 - $0.45 x 978 CBOE LATE - OPENING Vega=$108k SPX=4469.66 Fwd - >>1600 SPXW Sep23 27th 3700 Puts $0.48 (CboeTheo=0.50) BID CBOE 16:06:58.321 IV=36.5% +0.2 CBOE 205 x $0.45 - $0.55 x 906 CBOE LATE - OPENING Vega=$21k SPX=4472.20 Fwd
- SPLIT TICKET:
>>4000 SPXW Sep23 27th 3700 Puts $0.48 (CboeTheo=0.50) BID [CBOE] 16:06:58.320 IV=36.5% +0.2 CBOE 205 x $0.45 - $0.55 x 906 CBOE LATE - OPENING Vega=$53k SPX=4472.20 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 27th 3900 Puts $0.85 (CboeTheo=0.82) ASK [CBOE] 16:06:58.320 IV=29.2% +0.3 CBOE 36 x $0.80 - $0.85 x 51 CBOE LATE - OPENING Vega=$25k SPX=4472.20 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 27th 3400 Puts $0.22 (CboeTheo=0.22) MID [CBOE] 16:06:58.320 IV=47.3% +1.2 CBOE 42 x $0.20 - $0.25 x 333 CBOE LATE - OPENING Vega=$5563 SPX=4472.20 Fwd - SPLIT TICKET:
>>5000 VIX Sep23 20th 17.0 Calls $0.20 (CboeTheo=0.19) ASK [CBOE] 16:09:48.809 IV=104.0% +5.4 CBOE 5218 x $0.17 - $0.21 x 4861 CBOE Vega=$2793 VIX=14.63 Fwd - >>1000 VIX Sep23 20th 15.0 Calls $0.54 (CboeTheo=0.54) BID CBOE 16:14:44.117 IV=82.9% +0.2 CBOE 880 x $0.54 - $0.55 x 2926 CBOE Vega=$839 VIX=14.63 Fwd
- SPLIT TICKET:
>>1880 VIX Sep23 20th 15.0 Calls $0.54 (CboeTheo=0.54) BID [CBOE] 16:14:44.117 IV=82.9% +0.2 CBOE 880 x $0.54 - $0.55 x 2926 CBOE Vega=$1576 VIX=14.63 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 13th 3800 Puts $0.05 (CboeTheo=0.03) ASK [CBOE] 16:15:40.472 IV=99.5% +27.3 CBOE 0 x $0.00 - $0.05 x 211 CBOE EXTEND Vega=$666 SPX=4464.92 Fwd
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