- >>Market Color @STOCK - New option listings for 9/13 include Atlas Lithium Corp ($ATLX) and Taseko Mines Limited ($TKO). Option delistings effective 9/13 include Magenta Therapeutics Inc ($MGTA), SURF Stock ($SURF), and World Wrestling Entertainment, Inc. ($WWE). (Autocolor (Trade Alert LLC))
- >>Market Color @ALL - OCC reports a total of 1,060,718 flex contracts traded on Sep 12th, with average daily flex volume of 438,938 over the past month. 60.4% of Tuesday's flex volume traded on Cboe, 0.1% NYSE-Arca, 0.0% PHLX and 39.5% Amex. Current Flex open interest is 18,042,182 contracts. (Autocolor (Trade Alert LLC)) #flex #marketmover
- SPLIT TICKET:
>>1000 SPX Sep23 4400 Puts $2.453 (CboeTheo=2.65) Below Bid! [CBOE] 08:53:05.066 IV=15.9% +0.4 CBOE 87 x $2.50 - $2.75 x 520 CBOE Vega=$61k SPX=4466.88 Fwd - >>Market Color TSLA - Most profitable opening equity option purchase made in the prior session was a buy of 2534 Tesla 09/15 260 puts for $1.16 at 09:50 when underlying shares were trading $274.345. These puts closed near $2.13 for mark-to-market profit of 84%, or $247K on the $294K outlay. TSLA shares closed down 6.10 at $267.48 (Autocolor (Trade Alert LLC)) [TSLA 267.48 -6.10 Ref]
- >>Market Color EEM - Rev/Con recap for Sep 12th. 378,116 contracts traded Tuesday in reverse/conversion spreads on 86 underlying securities. 18.9m underlying shares were involved with total notional value of $2.31b. Rev/Con volume leaders included EEM, QQQ, CHPT, AMZN and AI with implied borrow rates ranging from -143.58% (ORCL) to 319.67% (ACB). (Autocolor (Trade Alert LLC)) #revcon
- >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for September 13, 2023. 106 trades were executed in VIX overnight, totaling 9167 contracts. (Autocolor (Trade Alert LLC)) #gth
- >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 13, 2023. 19810 trades were executed in SPX overnight, totaling 96713 contracts. (Autocolor (Trade Alert LLC)) #gth
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
MRNA $111.40 +6.16 +5.85%,
F $12.75 +0.30 +2.41%,
TSLA $273.81 +6.33 +2.37%,
KVUE $21.52 +0.46 +2.18%,
ORCL $111.76 +2.15 +1.96%,
while the biggest losers include:
CGC $1.22 -0.12 (-8.96%),
RBLX $27.09 -2.12 (-7.26%),
AAL $13.58 -0.53 (-3.76%),
NIO $10.21 -0.36 (-3.41%),
NKLA $0.88 -0.03 (-3.29%),
(Autocolor (Trade Alert LLC)) - >>Unusual Volume MRNA - 5x market weighted volume: 17.7k = 237.0k projected vs 47.4k adv, 78% calls, 5% of OI [MRNA 110.94 +5.71 Ref]
- >>Unusual Volume RBLX - 4x market weighted volume: 16.2k = 217.0k projected vs 52.9k adv, 60% calls, 3% of OI [RBLX 27.06 -2.15 Ref]
- >>Unusual Volume U - 3x market weighted volume: 9383 = 125.8k projected vs 33.6k adv, 75% calls, 2% of OI [U 37.92 -1.04 Ref]
- >>Unusual Volume ORCL - 5x market weighted volume: 43.0k = 576.6k projected vs 103.8k adv, 71% calls, 5% of OI [ORCL 111.75 +2.14 Ref]
- >>Unusual Volume ACB - 8x market weighted volume: 7741 = 103.8k projected vs 12.8k adv, 73% calls, 3% of OI [ACB 0.86 -0.10 Ref]
- >>Unusual Volume AAL - 4x market weighted volume: 20.9k = 279.9k projected vs 67.6k adv, 60% puts [AAL 13.58 -0.53 Ref]
- >>Unusual Volume WE - 11x market weighted volume: 7821 = 104.9k projected vs 8795 adv, 68% calls, 3% of OI [WE 4.94 -0.81 Ref]
- >>Unusual Volume F - 4x market weighted volume: 45.0k = 603.1k projected vs 132.8k adv, 81% calls, 2% of OI [F 12.74 +0.29 Ref]
- >>Unusual Volume CGC - 4x market weighted volume: 16.1k = 215.5k projected vs 53.4k adv, 60% calls, 3% of OI [CGC 1.22 -0.12 Ref]
- >>Unusual Volume GM - 4x market weighted volume: 24.4k = 327.2k projected vs 75.6k adv, 69% calls, 2% of OI [GM 33.84 +0.38 Ref]
- >>Unusual Volume DAL - 5x market weighted volume: 11.6k = 155.2k projected vs 30.4k adv, 68% calls, 2% of OI [DAL 39.65 -1.04 Ref]
- >>Unusual Volume UBER - 4x market weighted volume: 22.9k = 307.7k projected vs 72.5k adv, 58% calls, 2% of OI [UBER 48.01 +0.09 Ref]
- >>Unusual Volume MPW - 5x market weighted volume: 23.3k = 312.9k projected vs 60.0k adv, 95% puts, 3% of OI [MPW 6.36 -0.07 Ref]
- >>Unusual Volume BP - 3x market weighted volume: 5022 = 67.3k projected vs 16.9k adv, 61% calls [BP 38.42 +0.33 Ref]
- >>Unusual Volume GRAB - 19x market weighted volume: 11.0k = 147.7k projected vs 7417 adv, 98% calls, 4% of OI [GRAB 3.50 -0.29 Ref]
- >>Unusual Volume VRT - 12x market weighted volume: 6064 = 81.3k projected vs 6722 adv, 99% puts, 3% of OI [VRT 37.33 -0.29 Ref]
- >>Unusual Volume IMGN - 56x market weighted volume: 8067 = 108.2k projected vs 1902 adv, 100% calls, 11% of OI [IMGN 16.10 +0.65 Ref]
- SWEEP DETECTED:
>>2000 TSLA Sep23 300 Calls $0.14 (CboeTheo=0.14) ASK [MULTI] 09:31:00.653 IV=67.9% +4.8 MPRL 69 x $0.13 - $0.14 x 132 MPRL ISO Vega=$2660 TSLA=269.70 Ref - >>2156 GRAB Sep23 3.5 Calls $0.05 (CboeTheo=0.04) ASK MPRL 09:31:06.383 IV=66.4% +10.5 EMLD 0 x $0.00 - $0.05 x 4229 MPRL Vega=$228 GRAB=3.46 Ref
- SWEEP DETECTED:
>>9358 GRAB Sep23 3.5 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 09:31:06.283 IV=62.3% +6.5 EMLD 0 x $0.00 - $0.05 x 500 NOM Vega=$1000 GRAB=3.47 Ref - SWEEP DETECTED:
>>2000 GOOGL Sep23 137 Calls $0.373 (CboeTheo=0.40) Below Bid! [MULTI] 09:31:17.555 IV=24.5% +1.0 MPRL 40 x $0.39 - $0.41 x 47 C2 Vega=$6890 GOOGL=135.11 Ref - SWEEP DETECTED:
>>2368 F Sep23 13.35 Calls $0.03 (CboeTheo=0.05) Below Bid! [MULTI] 09:30:51.577 IV=56.9% +1.4 BXO 12 x $0.04 - $0.05 x 842 EMLD Vega=$536 F=12.70 Ref - SWEEP DETECTED:
>>2001 TSLA Sep23 300 Calls $0.178 (CboeTheo=0.17) Above Ask! [MULTI] 09:31:26.478 IV=67.5% +4.4 MPRL 199 x $0.16 - $0.17 x 94 BXO ISO Vega=$3077 TSLA=270.98 Ref - SWEEP DETECTED:
>>2956 NIO Sep23 10.5 Calls $0.17 (CboeTheo=0.16) ASK [MULTI] 09:31:40.593 IV=68.0% +9.7 ARCA 21 x $0.16 - $0.17 x 666 MPRL AUCTION Vega=$944 NIO=10.35 Ref - >>2500 CCL Sep23 15.0 Calls $0.27 (CboeTheo=0.35) BID PHLX 09:31:40.056 IV=22.4% -22.8 NOM 103 x $0.20 - $0.53 x 1 NOM Vega=$805 CCL=15.23 Ref
- SPLIT TICKET:
>>2187 CCL Sep23 15.0 Puts $0.14 (CboeTheo=0.11) ASK [PHLX] 09:31:42.055 IV=49.9% +4.8 BZX 87 x $0.12 - $0.14 x 100 BXO Vega=$970 CCL=15.22 Ref - >>Unusual Volume ADBE - 3x market weighted volume: 6880 = 87.1k projected vs 29.0k adv, 64% calls, 3% of OI [ADBE 552.95 +10.74 Ref]
- >>2361 AAPL Sep23 180 Puts $4.40 (CboeTheo=4.41) ASK MPRL 09:34:04.192 IV=30.1% +2.2 MPRL 2361 x $4.40 - $4.45 x 40 BXO Vega=$8406 AAPL=175.91 Ref
- SWEEP DETECTED:
>>3001 AAPL Sep23 180 Puts $4.39 (CboeTheo=4.29) Above Ask! [MULTI] 09:34:03.158 IV=30.9% +2.9 MPRL 20 x $4.25 - $4.30 x 43 BXO ISO Vega=$11k AAPL=176.06 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 SAVE Nov23 17.5 Puts $2.017 (CboeTheo=2.43) Above Ask! [MULTI] 09:35:56.157 IV=54.3% -10.5 PHLX 228 x $1.95 - $2.00 x 25 GEMX OPENING
Delta=-53%, EST. IMPACT = 53k Shares ($890k) To Sell SAVE=16.69 Ref - SWEEP DETECTED:
>>2129 GM Sep23 29th 33.0 Puts $0.56 (CboeTheo=0.56) ASK [MULTI] 09:35:41.340 IV=36.2% +1.9 MPRL 8 x $0.55 - $0.56 x 182 C2 Vega=$5480 GM=34.03 Ref - SWEEP DETECTED:
>>2474 INTC Sep23 39.0 Calls $0.36 (CboeTheo=0.37) BID [MULTI] 09:37:43.421 IV=37.1% +1.9 MRX 621 x $0.36 - $0.38 x 974 C2 ISO Vega=$2990 INTC=38.77 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 964 ARCH Oct23 155 Calls $3.70 (CboeTheo=3.52) ASK [MULTI] 09:37:43.435 IV=33.1% +0.7 PHLX 25 x $3.50 - $3.70 x 723 PHLX OPENING
Delta=37%, EST. IMPACT = 35k Shares ($5.23m) To Buy ARCH=148.04 Ref - SWEEP DETECTED:
>>2012 AMZN Sep23 22nd 140 Calls $4.063 (CboeTheo=4.15) Below Bid! [MULTI] 09:38:28.917 IV=26.7% +0.3 BZX 140 x $4.10 - $4.20 x 330 PHLX Vega=$16k AMZN=142.61 Ref - >>Unusual Volume TLRY - 3x market weighted volume: 32.9k = 274.4k projected vs 80.4k adv, 65% calls, 4% of OI [TLRY 2.83 -0.09 Ref]
- >>7617 UBER Nov23 42.5 Puts $1.06 (CboeTheo=1.07) MID BOX 09:41:02.601 IV=41.3% -0.1 BOX 326 x $1.05 - $1.08 x 340 BOX SPREAD/FLOOR - OPENING Vega=$44k UBER=47.81 Ref
- >>7617 UBER Nov23 52.5 Calls $1.52 (CboeTheo=1.56) BID BOX 09:41:02.601 IV=37.6% -0.5 PHLX 436 x $1.52 - $1.58 x 429 CBOE SPREAD/FLOOR - OPENING Vega=$56k UBER=47.81 Ref
- >>6042 MPW Sep23 22nd 6.5 Puts $0.35 (CboeTheo=0.35) MID ISE 09:41:20.751 IV=65.5% +5.9 NOM 486 x $0.34 - $0.37 x 84 MIAX SPREAD/CROSS 52WeekLow Vega=$2401 MPW=6.34 Ref
- >>6042 MPW Sep23 7.0 Puts $0.64 (CboeTheo=0.67) BID ISE 09:41:20.751 C2 102 x $0.64 - $0.72 x 108 PHLX SPREAD/CROSS 52WeekLow Vega=$0 MPW=6.34 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1563 OSTK Oct23 22.5 Calls $1.149 (CboeTheo=1.07) ASK [MULTI] 09:35:16.504 IV=64.7% +5.9 CBOE 169 x $1.00 - $1.15 x 735 C2 ISO
Delta=41%, EST. IMPACT = 65k Shares ($1.35m) To Buy OSTK=20.90 Ref - SWEEP DETECTED:
>>3239 GOOGL Sep23 137.5 Calls $0.25 (CboeTheo=0.25) ASK [MULTI] 09:41:52.190 IV=24.0% +0.3 CBOE 1472 x $0.24 - $0.25 x 967 ARCA Vega=$9278 GOOGL=135.03 Ref - SWEEP DETECTED:
>>4258 F Sep23 12.5 Calls $0.45 (CboeTheo=0.46) BID [MULTI] 09:42:16.093 IV=58.2% +10.4 C2 324 x $0.45 - $0.46 x 16 ARCA Vega=$1423 F=12.85 Ref - SPLIT TICKET:
>>1015 SPXW Sep23 13th 4450 Puts $3.087 (CboeTheo=3.05) ASK [CBOE] 09:35:45.233 IV=21.8% +6.0 CBOE 9 x $3.00 - $3.10 x 129 CBOE Vega=$35k SPX=4471.78 Fwd - >>1092 VIX Sep23 20th 13.5 Puts $0.15 (CboeTheo=0.16) BID CBOE 09:42:58.915 IV=54.4% -5.1 CBOE 13k x $0.14 - $0.18 x 4098 CBOE AUCTION Vega=$658 VIX=14.23 Fwd
- >>1026 VIX Sep23 20th 13.5 Puts $0.15 (CboeTheo=0.16) BID CBOE 09:42:58.915 IV=54.4% -5.1 CBOE 13k x $0.14 - $0.18 x 4098 CBOE AUCTION Vega=$619 VIX=14.23 Fwd
- SPLIT TICKET:
>>2730 VIX Sep23 20th 13.5 Puts $0.15 (CboeTheo=0.16) BID [CBOE] 09:42:58.915 IV=54.4% -5.1 CBOE 13k x $0.14 - $0.18 x 4098 CBOE AUCTION Vega=$1646 VIX=14.23 Fwd - SPLIT TICKET:
>>2250 SPXW Oct23 13th 3600 Puts $1.10 (CboeTheo=1.10) MID [CBOE] 09:37:18.859 IV=32.4% +0.1 CBOE 144 x $1.05 - $1.15 x 735 CBOE LATE Vega=$68k SPX=4489.81 Fwd - SPLIT TICKET:
>>1500 SPXW Oct23 31st 3600 Puts $2.45 (CboeTheo=2.43) ASK [CBOE] 09:37:18.859 IV=28.8% -0.0 CBOE 827 x $2.35 - $2.50 x 536 CBOE LATE Vega=$96k SPX=4499.78 Fwd - >>Market Color OSTK - Bullish option flow detected in Overstock com (21.18 +0.87) with 6,360 calls trading (4x expected) and implied vol increasing almost 7 points to 64.30%. . The Put/Call Ratio is 0.04. Earnings are expected on 10/25. (Autocolor (Trade Alert LLC)) [OSTK 21.18 +0.87 Ref, IV=64.3% +7.0] #Bullish
- >>Unusual Volume CMCSA - 3x market weighted volume: 10.0k = 70.3k projected vs 18.9k adv, 51% calls, 2% of OI [CMCSA 44.84 -0.35 Ref, IV=19.2% +0.3]
- SWEEP DETECTED:
>>2699 GOLD Jan24 17.0 Calls $0.82 (CboeTheo=0.81) ASK [MULTI] 09:45:37.375 IV=28.7% +0.5 NOM 20 x $0.80 - $0.82 x 1769 MPRL ISO Vega=$10k GOLD=16.09 Ref - >>2700 AAL Dec23 12.0 Puts $0.36 (CboeTheo=0.37) BID ARCA 09:46:23.821 IV=38.3% -0.8 C2 150 x $0.36 - $0.37 x 190 C2 SPREAD/FLOOR - OPENING Vega=$5481 AAL=13.52 Ref
- >>5400 AAL Dec23 10.0 Puts $0.11 (CboeTheo=0.12) BID ARCA 09:46:23.821 IV=46.2% -1.2 EMLD 762 x $0.11 - $0.13 x 938 CBOE SPREAD/FLOOR - OPENING Vega=$5140 AAL=13.52 Ref
- >>3889 F Sep23 22nd 12.5 Puts $0.19 (CboeTheo=0.18) ASK ARCA 09:46:40.799 IV=38.8% +3.8 ARCA 395 x $0.18 - $0.19 x 4093 ARCA SPREAD/LEGGED Vega=$2929 F=12.77 Ref
- >>3967 F Sep23 22nd 12.0 Puts $0.07 (CboeTheo=0.07) BID ARCA 09:46:40.799 IV=40.7% +4.7 ARCA 3967 x $0.07 - $0.08 x 6843 EMLD SPREAD/LEGGED Vega=$1962 F=12.77 Ref
- >>3780 F Sep23 22nd 12.5 Puts $0.19 (CboeTheo=0.18) ASK ARCA 09:46:40.917 IV=38.8% +3.8 ARCA 395 x $0.18 - $0.19 x 3927 ARCA SPREAD/LEGGED Vega=$2847 F=12.77 Ref
- >>3780 F Sep23 22nd 12.0 Puts $0.07 (CboeTheo=0.07) BID ARCA 09:46:40.917 IV=40.7% +4.7 ARCA 3927 x $0.07 - $0.08 x 6843 EMLD SPREAD/LEGGED Vega=$1869 F=12.77 Ref
- >>5000 KVUE Sep23 22nd 22.5 Calls $0.15 (CboeTheo=0.15) MID PHLX 09:47:07.211 IV=33.8% -1.9 CBOE 3019 x $0.10 - $0.20 x 3234 CBOE SPREAD/FLOOR - OPENING Vega=$5242 KVUE=21.55 Ref
- >>5000 KVUE Sep23 22nd 21.0 Puts $0.20 (CboeTheo=0.24) BID PHLX 09:47:07.211 IV=31.7% -2.1 CBOE 3552 x $0.20 - $0.30 x 3895 CBOE SPREAD/FLOOR Vega=$5881 KVUE=21.55 Ref
- SWEEP DETECTED:
>>2543 BEKE Sep23 22nd 15.5 Puts $0.335 (CboeTheo=0.37) Below Bid! [MULTI] 09:47:07.146 IV=56.8% -2.4 EDGX 165 x $0.34 - $0.39 x 20 BOX OPENING ExDiv Vega=$2374 BEKE=16.02 Ref - >>1000 SPX Dec23 2600 Puts $1.35 (CboeTheo=1.32) ASK CBOE 09:42:31.436 IV=43.5% -0.0 CBOE 4065 x $1.25 - $1.40 x 3043 CBOE FLOOR Vega=$30k SPX=4522.59 Fwd
- SPLIT TICKET:
>>3000 SPX Dec23 2600 Puts $1.35 (CboeTheo=1.32) ASK [CBOE] 09:42:31.341 IV=43.5% -0.0 CBOE 3384 x $1.25 - $1.40 x 2744 CBOE FLOOR Vega=$90k SPX=4522.59 Fwd - SWEEP DETECTED:
>>3000 SHOP Sep23 60.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 09:47:45.925 IV=50.0% +4.4 MPRL 2 x $0.14 - $0.15 x 670 C2 Vega=$3032 SHOP=62.75 Ref - >>2528 VIX Sep23 20th 13.5 Puts $0.19 (CboeTheo=0.17) ASK CBOE 09:48:33.668 IV=58.9% -0.6 CBOE 25k x $0.15 - $0.19 x 3814 CBOE Vega=$1615 VIX=14.18 Fwd
- >>1528 VIX Sep23 20th 13.5 Puts $0.19 (CboeTheo=0.17) ASK CBOE 09:48:33.668 IV=58.9% -0.6 CBOE 25k x $0.15 - $0.19 x 3814 CBOE Vega=$976 VIX=14.18 Fwd
- >>1311 VIX Sep23 20th 13.5 Puts $0.19 (CboeTheo=0.17) ASK CBOE 09:48:33.668 IV=58.9% -0.6 CBOE 25k x $0.15 - $0.19 x 3814 CBOE Vega=$838 VIX=14.18 Fwd
- >>1000 VIX Sep23 20th 13.5 Puts $0.19 (CboeTheo=0.17) ASK CBOE 09:48:33.668 IV=58.9% -0.6 CBOE 25k x $0.15 - $0.19 x 2503 CBOE Vega=$639 VIX=14.18 Fwd
- SPLIT TICKET:
>>7870 VIX Sep23 20th 13.5 Puts $0.19 (CboeTheo=0.17) ASK [CBOE] 09:48:33.668 IV=58.9% -0.6 CBOE 25k x $0.15 - $0.19 x 3814 CBOE Vega=$5029 VIX=14.18 Fwd - >>4000 TLRY Oct23 4.0 Puts $1.21 (CboeTheo=1.27) BID AMEX 09:48:53.611 IV=92.1% -21.4 BOX 38 x $1.17 - $1.30 x 20 BOX TIED/FLOOR - OPENING SSR Vega=$864 TLRY=2.84 Ref
- >>4000 TLRY Oct23 4.0 Calls $0.11 (CboeTheo=0.12) BID AMEX 09:48:53.612 IV=112.5% -1.0 ARCA 5 x $0.10 - $0.15 x 1602 MIAX TIED/FLOOR SSR Vega=$1080 TLRY=2.84 Ref
- SWEEP DETECTED:
>>2000 AMC Sep23 6.0 Puts $0.05 (CboeTheo=0.04) ASK [MULTI] 09:49:48.669 IV=212.1% +10.3 C2 306 x $0.04 - $0.05 x 616 EMLD Vega=$180 AMC=7.46 Ref - >>4998 AMZN Sep23 140 Puts $0.39 (CboeTheo=0.39) BID PHLX 09:50:03.893 IV=32.2% +3.2 C2 71 x $0.39 - $0.40 x 248 GEMX COB/AUCTION Vega=$16k AMZN=142.99 Ref
- >>2499 AMZN Sep23 144 Puts $1.90 (CboeTheo=1.88) MID PHLX 09:50:03.893 IV=30.7% +1.8 C2 14 x $1.88 - $1.91 x 50 C2 COB/AUCTION - OPENING Vega=$11k AMZN=142.99 Ref
- >>2000 EVLV Oct23 6.0 Puts $0.50 (CboeTheo=0.44) ASK BOX 09:50:12.645 IV=86.5% +16.6 PHLX 95 x $0.35 - $0.55 x 485 PHLX FLOOR - OPENING Vega=$1517 EVLV=6.38 Ref
- >>8000 EVLV Oct23 6.0 Puts $0.55 (CboeTheo=0.44) ASK BOX 09:50:12.645 IV=93.1% +23.2 PHLX 95 x $0.35 - $0.55 x 485 PHLX FLOOR - OPENING Vega=$6079 EVLV=6.38 Ref
- SPLIT TICKET:
>>10000 EVLV Oct23 6.0 Puts $0.54 (CboeTheo=0.44) ASK [BOX] 09:50:12.645 IV=86.5% +16.6 PHLX 95 x $0.35 - $0.55 x 485 PHLX FLOOR - OPENING Vega=$7584 EVLV=6.38 Ref - SWEEP DETECTED:
>>2297 INTC Sep23 22nd 38.0 Puts $0.62 (CboeTheo=0.63) BID [MULTI] 09:51:31.897 IV=38.1% -0.5 C2 72 x $0.62 - $0.63 x 33 BXO Vega=$5354 INTC=38.65 Ref - SWEEP DETECTED:
>>5798 KVUE Oct23 13th 22.5 Calls $0.35 (CboeTheo=0.38) BID [MULTI] 09:52:11.666 IV=27.6% -3.1 AMEX 1331 x $0.35 - $0.40 x 384 EMLD OPENING Vega=$13k KVUE=21.52 Ref - SWEEP DETECTED:
>>3000 PLTR Sep23 17.0 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 09:52:22.632 IV=77.4% +7.1 EMLD 1903 x $0.03 - $0.04 x 2974 EMLD Vega=$620 PLTR=15.63 Ref - SWEEP DETECTED:
>>2000 MARA Sep23 22nd 9.0 Puts $0.31 (CboeTheo=0.31) BID [MULTI] 09:53:57.667 IV=104.2% +2.3 EMLD 826 x $0.31 - $0.32 x 201 C2 Vega=$1053 MARA=9.77 Ref - >>5000 TLRY Oct23 4.0 Puts $1.28 (CboeTheo=1.31) BID PHLX 09:54:11.379 IV=111.7% -1.7 MIAX 18 x $1.27 - $1.48 x 26 MIAX SPREAD/CROSS/TIED - OPENING SSR Vega=$1292 TLRY=2.81 Ref
- >>5000 TLRY Oct23 4.0 Calls $0.13 (CboeTheo=0.13) MID PHLX 09:54:11.379 IV=122.2% +8.7 ARCA 5 x $0.10 - $0.15 x 1806 MIAX SPREAD/CROSS/TIED SSR Vega=$1402 TLRY=2.81 Ref
- >>Unusual Volume MTCH - 4x market weighted volume: 8085 = 41.5k projected vs 8458 adv, 82% puts, 5% of OI [MTCH 42.95 -0.35 Ref, IV=35.8% +0.8]
- SWEEP DETECTED:
>>2500 CMCSA Oct23 47.5 Calls $0.24 (CboeTheo=0.22) ASK [MULTI] 09:57:34.706 IV=19.7% +1.1 C2 64 x $0.21 - $0.24 x 670 EMLD Vega=$9079 CMCSA=44.63 Ref - SWEEP DETECTED:
>>2512 CMCSA Oct23 42.5 Puts $0.42 (CboeTheo=0.43) BID [MULTI] 09:57:39.851 IV=21.5% -0.7 EMLD 245 x $0.42 - $0.45 x 519 BXO Vega=$11k CMCSA=44.67 Ref - SWEEP DETECTED:
>>2000 FITB Nov23 30.0 Calls $0.35 (CboeTheo=0.38) BID [MULTI] 09:58:10.838 IV=24.8% -1.4 PHLX 376 x $0.35 - $0.40 x 10 NOM OPENING Vega=$6980 FITB=27.59 Ref - >>7097 MPW Sep23 22nd 6.0 Puts $0.17 (CboeTheo=0.15) Above Ask! ISE 09:59:20.438 IV=80.0% +12.6 NOM 504 x $0.14 - $0.16 x 5 GEMX SPREAD/CROSS - OPENING 52WeekLow Vega=$2522 MPW=6.34 Ref
- >>7097 MPW Sep23 6.5 Puts $0.19 (CboeTheo=0.21) BID ISE 09:59:20.438 IV=45.9% -2.9 GEMX 1 x $0.19 - $0.22 x 1 ARCA SPREAD/CROSS 52WeekLow Vega=$1154 MPW=6.34 Ref
- >>4800 FITB Nov23 30.0 Calls $0.35 (CboeTheo=0.37) BID AMEX 09:59:31.657 IV=24.9% -1.3 C2 141 x $0.35 - $0.40 x 10 BXO FLOOR - OPENING Vega=$17k FITB=27.57 Ref
- >>3200 FITB Nov23 30.0 Calls $0.30 (CboeTheo=0.37) Below Bid! AMEX 09:59:31.657 IV=23.5% -2.7 C2 141 x $0.35 - $0.40 x 10 BXO FLOOR - OPENING Vega=$11k FITB=27.57 Ref
- >>4948 DAL Sep23 39.0 Puts $0.33 (CboeTheo=0.32) ASK CBOE 09:59:31.913 IV=40.6% +3.7 ARCA 53 x $0.30 - $0.34 x 466 EMLD AUCTION - OPENING Vega=$5824 DAL=39.36 Ref
- SPLIT TICKET:
>>8000 FITB Nov23 30.0 Calls $0.33 (CboeTheo=0.37) Below Bid! [AMEX] 09:59:31.657 IV=24.9% -1.3 C2 141 x $0.35 - $0.40 x 10 BXO FLOOR - OPENING Vega=$28k FITB=27.57 Ref - SPLIT TICKET:
>>4999 DAL Sep23 39.0 Puts $0.33 (CboeTheo=0.32) ASK [CBOE] 09:59:31.913 IV=40.6% +3.7 ARCA 53 x $0.30 - $0.34 x 466 EMLD AUCTION - OPENING Vega=$5884 DAL=39.36 Ref - >>Market Color SGEN - Bearish flow noted in Seattle Genetics (207.88 +0.53) with 5,623 puts trading, or 3x expected. The Put/Call Ratio is 35.36, while ATM IV is up over 1 point on the day. Earnings are expected on 11/02. (Autocolor (Trade Alert LLC)) [SGEN 207.88 +0.53 Ref, IV=27.1% +1.4] #Bearish
- >>Unusual Volume ZIM - 3x market weighted volume: 7411 = 36.3k projected vs 12.0k adv, 92% puts, 3% of OI [ZIM 11.72 +0.12 Ref, IV=39.7% -0.3]
- >>2309 CMCSA Oct23 47.5 Calls $0.25 (CboeTheo=0.24) ASK CBOE 10:00:33.246 IV=19.0% +0.4 PHLX 478 x $0.22 - $0.26 x 213 EMLD SPREAD/LEGGED/FLOOR Vega=$8724 CMCSA=44.83 Ref
- >>2309 CMCSA Oct23 42.5 Puts $0.39 (CboeTheo=0.40) BID CBOE 10:00:33.246 IV=21.6% -0.6 EMLD 91 x $0.39 - $0.41 x 210 EMLD SPREAD/LEGGED/FLOOR Vega=$9743 CMCSA=44.83 Ref
- >>2309 CMCSA Oct23 47.5 Calls $0.25 (CboeTheo=0.24) ASK CBOE 10:00:33.246 IV=19.0% +0.4 PHLX 478 x $0.22 - $0.26 x 213 EMLD SPREAD/LEGGED/FLOOR Vega=$8724 CMCSA=44.83 Ref
- >>18373 CMCSA Oct23 42.5 Puts $0.39 (CboeTheo=0.40) BID CBOE 10:00:33.247 IV=21.6% -0.6 EMLD 91 x $0.39 - $0.41 x 210 EMLD SPREAD/LEGGED/FLOOR - OPENING Vega=$78k CMCSA=44.83 Ref
- >>2309 CMCSA Oct23 42.5 Puts $0.39 (CboeTheo=0.40) BID CBOE 10:00:33.246 IV=21.6% -0.6 EMLD 91 x $0.39 - $0.41 x 210 EMLD SPREAD/LEGGED/FLOOR Vega=$9743 CMCSA=44.82 Ref
- >>18373 CMCSA Oct23 47.5 Calls $0.25 (CboeTheo=0.24) ASK CBOE 10:00:33.396 IV=19.0% +0.4 C2 346 x $0.22 - $0.25 x 108 NOM SPREAD/LEGGED/FLOOR Vega=$69k CMCSA=44.83 Ref
- >>2000 TECK Oct23 44.0 Calls $1.10 (CboeTheo=1.12) BID PHLX 10:01:00.643 IV=30.1% -0.7 NOM 2 x $1.10 - $1.14 x 16 BOX FLOOR ExDiv Vega=$11k TECK=42.56 Ref
- >>4000 TLRY Oct23 4.0 Puts $1.28 (CboeTheo=1.29) BID PHLX 10:01:15.631 IV=116.0% +2.6 MIAX 1567 x $1.27 - $1.45 x 29 MIAX SPREAD/CROSS/TIED - OPENING SSR Vega=$1082 TLRY=2.83 Ref
- >>4000 TLRY Oct23 4.0 Calls $0.13 (CboeTheo=0.13) MID PHLX 10:01:15.631 IV=120.8% +7.3 NOM 30 x $0.12 - $0.14 x 1111 MIAX SPREAD/CROSS/TIED SSR Vega=$1129 TLRY=2.83 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 605 SGML Jan24 35.0 Calls $5.934 (CboeTheo=5.50) Above Ask! [MULTI] 10:01:59.545 IV=59.2% +5.7 PHLX 60 x $5.10 - $5.90 x 64 PHLX OPENING
Delta=62%, EST. IMPACT = 38k Shares ($1.38m) To Buy SGML=36.41 Ref - >>3000 LITE Dec23 42.5 Puts $2.25 (CboeTheo=2.16) ASK ISE 10:02:12.084 IV=49.0% +0.8 AMEX 6 x $2.10 - $2.25 x 110 PHLX SPREAD/CROSS/TIED - OPENING Vega=$24k LITE=47.24 Ref
- >>3000 LITE Sep23 47.5 Puts $0.70 (CboeTheo=0.80) BID ISE 10:02:12.084 IV=38.0% -5.9 PHLX 63 x $0.70 - $0.85 x 66 C2 SPREAD/CROSS/TIED Vega=$4402 LITE=47.24 Ref
- SWEEP DETECTED:
>>2496 PLNT Oct23 67.5 Calls $0.231 (CboeTheo=0.17) Above Ask! [MULTI] 10:02:11.050 IV=27.8% +1.0 AMEX 154 x $0.10 - $0.20 x 5 AMEX ISO - OPENING Vega=$7686 PLNT=59.20 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 SGML Oct23 40.0 Calls $1.40 (CboeTheo=1.46) ASK [MULTI] 10:03:52.594 IV=55.4% -2.9 EMLD 1 x $1.30 - $1.40 x 50 ARCA
Delta=35%, EST. IMPACT = 18k Shares ($647k) To Buy SGML=36.58 Ref - >>2205 CCJ Sep23 38.0 Calls $0.84 (CboeTheo=0.80) ASK PHLX 10:04:29.746 IV=41.0% +4.7 ISE 2 x $0.75 - $0.89 x 14 NOM AUCTION 52WeekHigh Vega=$2381 CCJ=38.57 Ref
- >>2204 CCJ Sep23 38.0 Calls $0.84 (CboeTheo=0.81) ASK PHLX 10:04:29.746 IV=40.9% +4.7 ISE 2 x $0.75 - $0.89 x 14 NOM AUCTION 52WeekHigh Vega=$2378 CCJ=38.57 Ref
- >>2100 UPS Jan25 200 Calls $5.13 (CboeTheo=5.10) ASK ARCA 10:04:31.602 IV=23.5% +0.1 MIAX 6 x $5.00 - $5.20 x 10 AMEX SPREAD/CROSS Vega=$115k UPS=156.02 Ref
- >>2100 UPS Jan25 140 Puts $11.08 (CboeTheo=11.13) BID ARCA 10:04:31.602 IV=28.7% +0.0 PHLX 31 x $10.80 - $11.40 x 40 PHLX SPREAD/CROSS - OPENING Vega=$125k UPS=156.02 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 5000 CCJ Sep23 38.0 Calls $0.84 (CboeTheo=0.88) BID [MULTI] 10:04:29.596 IV=33.5% -2.7 C2 67 x $0.84 - $0.89 x 16 ARCA 52WeekHigh
Delta=76%, EST. IMPACT = 378k Shares ($14.6m) To Sell CCJ=38.67 Ref - SWEEP DETECTED:
>>2026 MPW Sep23 22nd 6.0 Puts $0.17 (CboeTheo=0.16) ASK [MULTI] 10:04:40.197 IV=79.0% +11.6 NOM 559 x $0.14 - $0.17 x 311 AMEX 52WeekLow Vega=$722 MPW=6.33 Ref - >>8456 SCHW Nov23 67.5 Calls $0.73 (CboeTheo=0.73) MID AMEX 10:04:50.882 IV=28.5% -0.2 PHLX 48 x $0.70 - $0.75 x 12 BZX FLOOR - OPENING Vega=$60k SCHW=59.95 Ref
- SWEEP DETECTED:
>>2260 ABNB Sep23 29th 144 Puts $3.672 (CboeTheo=3.55) Above Ask! [MULTI] 10:04:54.124 IV=34.6% +0.6 BOX 45 x $3.45 - $3.65 x 41 EMLD OPENING Vega=$27k ABNB=144.78 Ref - SWEEP DETECTED:
>>2467 TSLA Sep23 255 Puts $0.51 (CboeTheo=0.52) BID [MULTI] 10:05:06.332 IV=58.2% +3.7 EMLD 508 x $0.51 - $0.52 x 10 NOM ISO Vega=$8512 TSLA=270.91 Ref - >>1000 VIX Oct23 18th 17.0 Calls $1.12 (CboeTheo=1.11) MID CBOE 10:05:14.976 IV=86.0% +0.3 CBOE 3264 x $1.10 - $1.15 x 1550 CBOE Vega=$1889 VIX=15.62 Fwd
- >>8000 SIRI Jan24 6.0 Calls $0.13 (CboeTheo=0.10) ASK ARCA 10:05:53.457 IV=60.8% +3.8 PHLX 2650 x $0.04 - $0.16 x 3163 PHLX CROSS Vega=$5269 SIRI=4.25 Ref
- SPLIT TICKET:
>>2523 X Sep23 30.0 Puts $0.18 (CboeTheo=0.18) MID [EDGX] 10:07:03.391 IV=27.6% -2.3 BZX 206 x $0.17 - $0.19 x 24 MPRL Vega=$2298 X=30.16 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1437 TDOC Jun24 20.0 Calls $5.65 (CboeTheo=5.71) BID [MULTI] 10:07:52.677 IV=55.3% -0.7 NOM 11 x $5.65 - $5.75 x 63 AMEX OPENING
Delta=71%, EST. IMPACT = 102k Shares ($2.25m) To Sell TDOC=22.11 Ref - >>5000 AAL Sep24 12.0 Puts $1.12 (CboeTheo=1.11) MID PHLX 10:08:04.766 IV=39.5% +0.0 MPRL 13 x $1.10 - $1.13 x 101 AMEX TIED/FLOOR - OPENING Vega=$23k AAL=13.51 Ref
- >>Unusual Volume AAP - 3x market weighted volume: 10.9k = 46.9k projected vs 14.0k adv, 82% puts, 7% of OI [AAP 57.31 -0.14 Ref, IV=39.6% -0.3]
- SWEEP DETECTED:
>>Bullish Delta Impact 1000 BTU Sep23 29th 22.0 Calls $1.53 (CboeTheo=1.49) ASK [MULTI] 10:09:11.041 IV=38.9% +5.5 PHLX 73 x $1.43 - $1.54 x 328 CBOE FLOOR - OPENING
Delta=76%, EST. IMPACT = 76k Shares ($1.77m) To Buy BTU=23.20 Ref - >>9999 C Jan24 47.5 Calls $0.77 (CboeTheo=0.77) ASK PHLX 10:10:22.248 IV=24.1% -0.1 ARCA 61 x $0.75 - $0.77 x 88 ARCA COB/AUCTION Vega=$77k C=42.02 Ref
- >>9999 C Jan24 52.5 Calls $0.24 (CboeTheo=0.24) MID PHLX 10:10:22.248 IV=25.2% -0.1 BXO 115 x $0.23 - $0.25 x 148 BXO COB/AUCTION Vega=$41k C=42.02 Ref
- >>2940 BGC Jan24 6.0 Calls $0.30 (CboeTheo=0.15) ASK AMEX 10:10:59.850 IV=44.4% +0.2 BOX 0 x $0.00 - $0.30 x 763 PHLX FLOOR Vega=$3420 BGC=5.16 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1500 REAL Jan24 5.5 Puts $3.20 (CboeTheo=3.10) ASK [MULTI] 10:11:18.623 IV=126.3% +39.4 PHLX 1170 x $3.00 - $3.20 x 1019 PHLX ISO
Delta=-79%, EST. IMPACT = 118k Shares ($284k) To Sell REAL=2.41 Ref - >>6200 MTCH Oct23 27th 37.0 Puts $0.37 (CboeTheo=0.38) BID ARCA 10:12:05.641 IV=40.2% -0.1 ARCA 21 x $0.34 - $0.42 x 11 BOX FLOOR - OPENING Vega=$19k MTCH=42.95 Ref
- >>5438 TMUS Nov23 115 Puts $0.60 (CboeTheo=0.55) ASK PHLX 10:12:17.931 IV=34.1% +1.7 BXO 84 x $0.49 - $0.60 x 30 PHLX FLOOR Vega=$42k TMUS=140.71 Ref
- >>3100 PFE Sep23 22nd 35.5 Calls $0.15 (CboeTheo=0.14) ASK PHLX 10:12:35.393 IV=21.2% -0.0 C2 635 x $0.13 - $0.15 x 891 C2 AUCTION - OPENING Vega=$5195 PFE=34.53 Ref
- >>2000 IREN Feb24 12.5 Calls $0.11 (CboeTheo=0.12) BID MIAX 10:12:40.535 IV=103.5% -9.8 PHLX 560 x $0.05 - $0.20 x 32 PHLX COB/AUCTION - OPENING Pre-Earnings / SSR Vega=$1009 IREN=4.30 Ref
- >>2000 IREN Feb24 2.5 Puts $0.27 (CboeTheo=0.22) ASK MIAX 10:12:40.535 IV=105.8% +7.5 PHLX 680 x $0.15 - $0.35 x 30 CBOE COB/AUCTION - OPENING Pre-Earnings / SSR Vega=$1170 IREN=4.30 Ref
- >>2999 IREN Feb24 12.5 Calls $0.11 (CboeTheo=0.12) BID MIAX 10:12:40.535 IV=103.5% -9.8 PHLX 560 x $0.05 - $0.20 x 32 PHLX COB/AUCTION - OPENING Pre-Earnings / SSR Vega=$1513 IREN=4.30 Ref
- >>2999 IREN Feb24 2.5 Puts $0.27 (CboeTheo=0.22) ASK MIAX 10:12:40.535 IV=105.8% +7.5 PHLX 680 x $0.15 - $0.35 x 30 CBOE COB/AUCTION - OPENING Pre-Earnings / SSR Vega=$1755 IREN=4.30 Ref
- >>Unusual Volume SCHW - 3x market weighted volume: 38.9k = 156.5k projected vs 52.2k adv, 59% puts, 5% of OI [SCHW 59.16 -1.35 Ref, IV=30.5% +3.3]
- >>1000 VIX Oct23 18th 30.0 Calls $0.27 (CboeTheo=0.26) MID CBOE 10:13:22.773 IV=139.0% +0.4 CBOE 26k x $0.25 - $0.28 x 8433 CBOE FLOOR Vega=$859 VIX=15.77 Fwd
- >>1500 VIX Oct23 18th 30.0 Calls $0.27 (CboeTheo=0.26) MID CBOE 10:13:22.842 IV=139.0% +0.4 CBOE 26k x $0.25 - $0.28 x 8995 CBOE FLOOR Vega=$1289 VIX=15.77 Fwd
- SPLIT TICKET:
>>2500 VIX Oct23 18th 30.0 Calls $0.27 (CboeTheo=0.26) MID [CBOE] 10:13:22.773 IV=139.0% +0.4 CBOE 26k x $0.25 - $0.28 x 8433 CBOE FLOOR Vega=$2148 VIX=15.77 Fwd - SWEEP DETECTED:
>>3500 KVUE Sep23 22nd 21.5 Calls $0.40 (CboeTheo=0.43) BID [MULTI] 10:14:24.964 IV=29.6% -3.7 CBOE 415 x $0.40 - $0.45 x 464 C2 Vega=$4774 KVUE=21.45 Ref - >>Market Color @STOCK - Heavy first hour option volume is noted in : EVLV, BGC, IREN, DVA, TTI, IMGN, FITB, STEM, BCS. (Autocolor (Trade Alert LLC))
- >>2997 STEM Oct23 5.0 Puts $0.60 (CboeTheo=0.60) MID AMEX 10:15:58.628 IV=78.9% +0.7 EMLD 742 x $0.55 - $0.65 x 876 PHLX SPREAD/FLOOR Vega=$1818 STEM=4.83 Ref
- >>2997 STEM Oct23 5.0 Calls $0.41 (CboeTheo=0.40) ASK AMEX 10:15:58.629 IV=81.5% +3.3 AMEX 3596 x $0.35 - $0.45 x 435 PHLX SPREAD/FLOOR - OPENING Vega=$1823 STEM=4.83 Ref
- >>2997 STEM Sep23 7.5 Puts $2.70 (CboeTheo=2.68) ASK AMEX 10:15:58.630 IV=309.2% +238.8 BXO 14 x $2.60 - $2.75 x 59 MPRL SPREAD/FLOOR Vega=$108 STEM=4.83 Ref
- SWEEP DETECTED:
>>2000 TSLA Sep23 300 Calls $0.107 (CboeTheo=0.09) Above Ask! [MULTI] 10:18:49.505 IV=67.0% +3.9 C2 749 x $0.09 - $0.10 x 93 GEMX ISO Vega=$2091 TSLA=268.69 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 535 FNGR Oct23 10.0 Calls $1.20 (CboeTheo=1.23) BID [MULTI] 10:18:52.566 IV=210.1% -15.3 PHLX 383 x $1.20 - $1.45 x 101 PHLX
Delta=45%, EST. IMPACT = 24k Shares ($181k) To Sell FNGR=7.50 Ref - >>10000 FTCH Jan25 2.5 Puts $0.76 (CboeTheo=0.71) ASK PHLX 10:19:00.388 IV=71.7% +0.7 PHLX 4836 x $0.67 - $0.76 x 117 ARCA SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$10k FTCH=2.37 Ref
- >>4814 VIX Sep23 20th 13.5 Puts $0.16 (CboeTheo=0.15) ASK CBOE 10:20:13.310 IV=60.0% +0.5 CBOE 13k x $0.13 - $0.16 x 320 CBOE Vega=$2864 VIX=14.33 Fwd
- SPLIT TICKET:
>>5704 VIX Sep23 20th 13.5 Puts $0.16 (CboeTheo=0.15) ASK [CBOE] 10:20:13.310 IV=60.0% +0.5 CBOE 13k x $0.13 - $0.16 x 320 CBOE Vega=$3393 VIX=14.33 Fwd - >>4665 MDT Nov23 77.5 Puts $1.22 (CboeTheo=1.23) BID PHLX 10:20:23.898 IV=20.1% -0.1 EMLD 30 x $1.21 - $1.27 x 39 BOX SPREAD/FLOOR - OPENING Vega=$54k MDT=81.11 Ref
- >>4665 MDT Sep23 80.0 Puts $0.13 (CboeTheo=0.12) ASK PHLX 10:20:23.898 IV=20.3% -0.2 EDGX 339 x $0.10 - $0.14 x 360 EDGX SPREAD/FLOOR Vega=$8055 MDT=81.11 Ref
- >>5000 SHOP Oct23 27th 52.0 Puts $0.63 (CboeTheo=0.59) ASK ARCA 10:21:40.088 IV=48.2% +0.1 BOX 6 x $0.55 - $0.64 x 127 CBOE FLOOR - OPENING Vega=$21k SHOP=62.27 Ref
- >>2200 ORCL Oct23 110 Puts $3.40 (CboeTheo=3.37) ASK PHLX 10:22:03.121 IV=24.5% -1.2 C2 3 x $3.35 - $3.40 x 10 BXO SPREAD/CROSS/TIED SSR Vega=$31k ORCL=109.84 Ref
- SWEEP DETECTED:
>>2727 AMC Dec23 17.0 Calls $0.55 (CboeTheo=0.51) ASK [MULTI] 10:22:49.348 IV=142.5% +3.2 PHLX 637 x $0.48 - $0.55 x 562 PHLX ISO - OPENING Vega=$3247 AMC=7.71 Ref - >>5264 SCHW Sep23 22nd 58.0 Puts $0.84 (CboeTheo=0.84) BID MIAX 10:23:15.161 IV=37.8% +3.7 ARCA 4 x $0.83 - $0.88 x 13 ARCA AUCTION - OPENING Vega=$18k SCHW=59.25 Ref
- SWEEP DETECTED:
>>2084 CCL Sep23 15.0 Calls $0.329 (CboeTheo=0.31) Above Ask! [MULTI] 10:23:16.009 IV=44.8% -0.3 C2 344 x $0.31 - $0.32 x 149 C2 ISO Vega=$927 CCL=15.18 Ref - >>4500 AAP Oct23 55.0 Puts $1.90 (CboeTheo=1.84) ASK PHLX 10:23:22.415 IV=41.9% +0.5 CBOE 431 x $1.80 - $1.90 x 326 CBOE SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$30k AAP=57.41 Ref
- >>3233 AMAT Sep23 150 Calls $0.27 (CboeTheo=0.26) ASK MIAX 10:23:23.641 IV=35.9% +0.4 BXO 13 x $0.25 - $0.27 x 24 ARCA AUCTION Vega=$8062 AMAT=145.21 Ref
- SPLIT TICKET:
>>3244 AMAT Sep23 150 Calls $0.27 (CboeTheo=0.26) ASK [MIAX] 10:23:23.641 IV=35.9% +0.4 BXO 13 x $0.25 - $0.27 x 24 ARCA AUCTION Vega=$8090 AMAT=145.21 Ref - SWEEP DETECTED:
>>5787 CGC Sep23 1.5 Puts $0.45 (CboeTheo=0.43) BID [MULTI] 10:24:19.045 IV=394.9% +145.0 NOM 1463 x $0.45 - $0.47 x 4 ARCA SSR Vega=$128 CGC=1.07 Ref - >>2200 ORCL Oct23 110 Puts $3.10 (CboeTheo=3.15) BID PHLX 10:24:39.293 IV=23.8% -1.8 AMEX 432 x $3.10 - $3.25 x 421 PHLX SPREAD/CROSS/TIED SSR Vega=$31k ORCL=110.28 Ref
- >>4525 COIN Oct23 75.0 Puts $3.50 (CboeTheo=3.41) ASK ARCA 10:24:51.721 IV=63.2% +1.4 PHLX 39 x $3.35 - $3.50 x 897 PHLX FLOOR Vega=$41k COIN=81.29 Ref
- SWEEP DETECTED:
>>2239 AAL Sep23 14.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 10:25:14.545 IV=37.0% +6.5 C2 2575 x $0.02 - $0.03 x 132 NOM Vega=$564 AAL=13.56 Ref - >>3000 SAVE Sep23 17.5 Calls $0.25 (CboeTheo=0.14) ASK ISE 10:25:20.308 IV=89.4% +24.2 PHLX 44 x $0.12 - $0.33 x 19 NOM SPREAD/CROSS/TIED Vega=$1450 SAVE=16.91 Ref
- >>2000 FUBO Jan25 2.0 Puts $0.65 (CboeTheo=0.65) ASK PHLX 10:25:42.723 IV=96.5% -9.1 PHLX 6904 x $0.50 - $0.75 x 349 AMEX SPREAD/CROSS/TIED SSR Vega=$1670 FUBO=2.48 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1500 SMTC Sep23 20.0 Puts $0.60 (CboeTheo=0.55) ASK [MULTI] 10:26:04.714 IV=235.9% +36.1 EMLD 10 x $0.50 - $0.60 x 85 PHLX OPENING Pre-Earnings
Delta=-23%, EST. IMPACT = 34k Shares ($768k) To Sell SMTC=22.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 TTI Mar24 6.0 Calls $1.15 (CboeTheo=1.07) ASK [MULTI] 10:26:42.174 IV=51.1% +3.0 PHLX 1282 x $0.95 - $1.15 x 1237 PHLX
Delta=66%, EST. IMPACT = 66k Shares ($417k) To Buy TTI=6.30 Ref - >>3000 CHWY Jan25 17.5 Puts $2.69 (CboeTheo=2.71) BID PHLX 10:26:48.132 IV=56.4% +0.2 BXO 19 x $2.69 - $2.74 x 31 PHLX SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$23k CHWY=21.71 Ref
- SPLIT TICKET:
>>1056 SPXW Sep23 13th 4440 Puts $1.323 (CboeTheo=1.43) Below Bid! [CBOE] 10:29:30.665 IV=19.3% +3.2 CBOE 343 x $1.35 - $1.45 x 543 CBOE Vega=$25k SPX=4464.74 Fwd - SWEEP DETECTED:
>>2935 PARA Sep23 29th 15.0 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 10:29:32.099 IV=47.9% +2.2 C2 711 x $0.09 - $0.11 x 1148 C2 OPENING Vega=$2060 PARA=13.51 Ref - >>Market Color ZIM - Bearish flow noted in ZIM Integrated Shipping Services (11.84 +0.23) with 8,181 puts trading, or 4x expected. The Put/Call Ratio is 6.89, while ATM IV is up over 1 point on the day. Earnings are expected on 11/14. (Autocolor (Trade Alert LLC)) [ZIM 11.84 +0.23 Ref, IV=41.4% +1.4] #Bearish
- >>3250 GM Oct23 31.0 Puts $0.40 (CboeTheo=0.40) BID ARCA 10:30:46.661 IV=34.6% +0.2 MPRL 24 x $0.40 - $0.41 x 386 EMLD CROSS Vega=$9509 GM=33.81 Ref
- >>3000 AAL Jan24 15.0 Calls $0.63 (CboeTheo=0.64) BID PHLX 10:32:11.435 IV=33.4% -0.0 C2 398 x $0.63 - $0.65 x 227 BOX SPREAD/CROSS/TIED Vega=$9173 AAL=13.54 Ref
- >>3000 AAL Jan24 15.0 Puts $1.84 (CboeTheo=1.86) BID PHLX 10:32:11.435 IV=33.1% -0.3 MPRL 11 x $1.84 - $1.87 x 54 C2 SPREAD/CROSS/TIED Vega=$8660 AAL=13.54 Ref
- >>9618 SE Oct23 13th 40.0 Calls $1.12 (CboeTheo=1.08) ASK MIAX 10:32:17.542 IV=44.5% +0.6 MPRL 206 x $1.06 - $1.12 x 223 NOM ISO/AUCTION - OPENING Vega=$39k SE=37.75 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 12500 SE Oct23 13th 40.0 Calls $1.11 (CboeTheo=1.04) Above Ask! [MULTI] 10:32:16.659 IV=44.3% +0.5 PHLX 50 x $1.01 - $1.07 x 204 PHLX OPENING
Delta=35%, EST. IMPACT = 444k Shares ($16.7m) To Buy SE=37.62 Ref - SWEEP DETECTED:
>>2455 AMC Sep23 7.5 Puts $0.25 (CboeTheo=0.26) BID [MULTI] 10:32:18.372 IV=163.6% -2.8 BOX 37 x $0.25 - $0.27 x 583 C2 ISO Vega=$556 AMC=7.83 Ref - SWEEP DETECTED:
>>2624 AMZN Sep23 141 Puts $0.578 (CboeTheo=0.57) Above Ask! [MULTI] 10:32:56.216 IV=30.8% +2.2 C2 239 x $0.56 - $0.57 x 41 ARCA Vega=$9747 AMZN=143.01 Ref - >>2000 VIX Sep23 20th 13.0 Puts $0.07 (CboeTheo=0.06) MID CBOE 10:35:42.062 IV=54.7% +1.3 CBOE 7252 x $0.05 - $0.08 x 2820 CBOE Vega=$823 VIX=14.13 Fwd
- >>1000 VIX Oct23 18th 80.0 Calls $0.03 (CboeTheo=0.03) BID CBOE 10:36:17.200 IV=203.5% +8.4 CBOE 246 x $0.03 - $0.04 x 20k CBOE Vega=$140 VIX=15.58 Fwd
- SWEEP DETECTED:
>>2494 NVDA Sep23 455 Calls $4.999 (CboeTheo=5.01) ASK [MULTI] 10:36:54.632 IV=41.3% -1.5 MPRL 140 x $4.95 - $5.00 x 986 ARCA Vega=$35k NVDA=452.90 Ref - >>2817 AAPL Sep23 170 Puts $0.19 (CboeTheo=0.19) BID BOX 10:38:02.686 IV=30.2% -2.8 EMLD 450 x $0.19 - $0.20 x 912 C2 SPREAD/FLOOR Vega=$6808 AAPL=175.17 Ref
- >>Unusual Volume EPD - 3x market weighted volume: 5388 = 16.5k projected vs 5418 adv, 92% calls, 2% of OI [EPD 26.89 +0.04 Ref, IV=10.1% -0.2]
- >>Unusual Volume CARR - 4x market weighted volume: 6231 = 19.0k projected vs 4297 adv, 88% puts, 5% of OI [CARR 55.68 -0.90 Ref, IV=28.4% +0.5]
- >>2250 KVUE Sep23 22.5 Puts $1.10 (CboeTheo=1.07) ASK ARCA 10:40:07.479 IV=53.4% +53.4 AMEX 184 x $1.00 - $1.10 x 26 BXO SPREAD/FLOOR Vega=$819 KVUE=21.45 Ref
- >>2250 KVUE Sep23 29th 22.0 Puts $0.85 (CboeTheo=0.85) ASK ARCA 10:40:07.479 IV=30.5% -1.5 CBOE 2857 x $0.75 - $0.90 x 744 CBOE SPREAD/FLOOR Vega=$3832 KVUE=21.45 Ref
- >>4999 AA Jan24 33.0 Calls $1.66 (CboeTheo=1.65) ASK MIAX 10:40:22.038 IV=46.2% +0.4 BXO 40 x $1.63 - $1.67 x 61 EMLD COB/AUCTION - OPENING Vega=$32k AA=28.36 Ref
- >>4999 AA Jan24 40.0 Calls $0.54 (CboeTheo=0.54) MID MIAX 10:40:22.038 IV=46.8% +0.3 ARCA 1 x $0.53 - $0.55 x 179 EMLD COB/AUCTION Vega=$20k AA=28.36 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 864 SKX Oct23 47.0 Calls $1.90 (CboeTheo=1.87) ASK [MULTI] 10:40:48.422 IV=30.5% +1.1 BOX 64 x $1.80 - $1.90 x 218 BXO ISO - OPENING
Delta=53%, EST. IMPACT = 46k Shares ($2.16m) To Buy SKX=46.85 Ref - >>2890 ATVI Sep23 82.5 Puts $0.01 (CboeTheo=0.01) MID PHLX 10:41:09.183 IV=59.7% +1.3 BOX 0 x $0.00 - $0.02 x 1 BZX AUCTION Vega=$430 ATVI=92.44 Ref
- >>2497 CYTK Nov23 32.0 Puts $1.76 (CboeTheo=2.41) BID PHLX 10:41:13.785 IV=56.7% -11.9 PHLX 10 x $1.70 - $4.00 x 30 PHLX COB - OPENING Vega=$13k CYTK=35.02 Ref
- >>2497 CYTK Jan24 25.0 Puts $6.75 (CboeTheo=5.89) ASK PHLX 10:41:13.785 IV=165.9% +33.3 PHLX 56 x $5.10 - $6.80 x 37 PHLX COB - OPENING Vega=$14k CYTK=35.02 Ref
- SWEEP DETECTED:
>>2000 FTCH Jun24 5.0 Calls $0.16 (CboeTheo=0.16) BID [MULTI] 10:41:44.080 IV=74.6% +0.6 EDGX 1000 x $0.16 - $0.17 x 666 C2 OPENING 52WeekLow Vega=$1297 FTCH=2.38 Ref - >>2000 AAPL Sep23 170 Puts $0.17 (CboeTheo=0.18) BID BOX 10:41:49.402 IV=29.9% -3.1 EMLD 964 x $0.17 - $0.18 x 569 EMLD SPREAD/FLOOR Vega=$4549 AAPL=175.31 Ref
- SWEEP DETECTED:
>>3685 MARA Jan24 125 Calls $0.05 (CboeTheo=0.05) ASK [MULTI] 10:43:11.804 IV=165.3% +2.8 CBOE 10 x $0.04 - $0.05 x 573 GEMX Vega=$1023 MARA=10.10 Ref - >>2173 GOOG Sep23 122 Calls $14.25 (CboeTheo=14.31) BID BOX 10:43:27.988 BOX 22 x $14.25 - $14.40 x 62 BOX SPREAD/FLOOR - OPENING Vega=$0 GOOG=136.22 Ref
- >>2173 GOOG Oct23 110 Calls $26.94 (CboeTheo=27.04) ASK BOX 10:43:27.988 IV=25.9% -8.6 BOX 60 x $25.85 - $27.15 x 60 BOX SPREAD/FLOOR - OPENING Vega=$1104 GOOG=136.22 Ref
- >>2173 GOOG Sep23 122 Puts $0.02 (CboeTheo=0.02) ASK BOX 10:43:27.988 IV=60.7% +7.3 EMLD 812 x $0.01 - $0.02 x 167 BXO SPREAD/FLOOR - OPENING Vega=$598 GOOG=136.22 Ref
- >>2173 GOOG Oct23 110 Puts $0.12 (CboeTheo=0.12) ASK BOX 10:43:27.988 IV=34.8% +0.3 C2 414 x $0.11 - $0.12 x 1256 EMLD SPREAD/FLOOR Vega=$5017 GOOG=136.22 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 715 ESMT Oct23 20.0 Calls $0.20 (CboeTheo=0.18) ASK [MULTI] 10:44:09.684 IV=41.9% -0.5 PHLX 20 x $0.10 - $0.20 x 142 PHLX
Delta=17%, EST. IMPACT = 12k Shares ($215k) To Buy ESMT=17.41 Ref - SWEEP DETECTED:
>>2730 AAPL Sep23 185 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 10:44:30.689 IV=34.7% +3.1 C2 894 x $0.03 - $0.04 x 545 EMLD Vega=$2151 AAPL=175.06 Ref - SPLIT TICKET:
>>1300 SPXW Sep23 29th 5000 Calls $0.05 (CboeTheo=0.05) MID [CBOE] 10:44:36.278 IV=17.1% +0.2 CBOE 0 x $0.00 - $0.10 x 2019 CBOE FLOOR Vega=$6113 SPX=4479.82 Fwd - >>Market Color SE - Bullish option flow detected in Sea Limited (38.26 -0.06) with 24,823 calls trading (1.9x expected) and implied vol increasing almost 3 points to 46.59%. . The Put/Call Ratio is 0.07. Earnings are expected on 11/13. (Autocolor (Trade Alert LLC)) [SE 38.26 -0.06 Ref, IV=46.6% +2.6] #Bullish
- >>2200 AAL Jan26 5.0 Puts $0.40 (CboeTheo=0.34) ASK CBOE 10:46:35.245 IV=60.7% -0.8 EDGX 252 x $0.24 - $0.43 x 130 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$4794 AAL=13.55 Ref
- >>2000 AAL Jan25 5.0 Puts $0.20 (CboeTheo=0.21) BID CBOE 10:46:35.245 IV=64.5% -1.1 BXO 14 x $0.20 - $0.21 x 42 NOM SPREAD/LEGGED/FLOOR Vega=$2567 AAL=13.55 Ref
- >>17000 AAL Jan25 5.0 Puts $0.20 (CboeTheo=0.21) BID CBOE 10:46:35.245 IV=64.5% -1.1 BXO 14 x $0.20 - $0.21 x 42 NOM SPREAD/LEGGED/FLOOR Vega=$22k AAL=13.55 Ref
- >>18700 AAL Jan26 5.0 Puts $0.40 (CboeTheo=0.34) ASK CBOE 10:46:35.344 IV=60.7% -0.8 EDGX 252 x $0.24 - $0.43 x 130 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$41k AAL=13.55 Ref
- TRADE CXLD:
>>2200 ORCL Oct23 110 Puts $3.40 (CboeTheo=3.37) ASK PHLX 10:22:03.121 IV=24.5% -1.2 C2 3 x $3.35 - $3.40 x 10 BXO SPREAD/CROSS/TIED SSR Vega=$31k ORCL=109.84 Ref - SWEEP DETECTED:
>>5078 AMD Sep23 109 Calls $0.835 (CboeTheo=0.78) Above Ask! [MULTI] 10:49:10.988 IV=43.3% -1.0 C2 145 x $0.77 - $0.79 x 110 BZX Vega=$16k AMD=107.31 Ref - >>Unusual Volume EXPE - 3x market weighted volume: 8646 = 24.5k projected vs 6177 adv, 79% puts, 7% of OI [EXPE 107.94 -1.71 Ref, IV=30.4% +0.7]
- >>1000 SPX Dec25 6000 Calls $72.20 (CboeTheo=74.81) BID CBOE 10:50:51.777 IV=13.2% -0.3 CBOE 15 x $71.90 - $77.50 x 10 CBOE LATE Vega=$1.73m SPX=4872.18 Fwd
- >>2000 BHP Jun24 50.0 Puts $2.72 (CboeTheo=2.68) ASK ARCA 10:51:51.826 IV=30.1% +0.5 ARCA 56 x $2.60 - $2.75 x 5 MIAX SPREAD/FLOOR - OPENING Vega=$32k BHP=56.38 Ref
- >>2000 BHP Jun24 70.0 Calls $1.50 (CboeTheo=1.45) ASK ARCA 10:51:51.825 IV=26.4% +0.2 ARCA 40 x $1.40 - $1.50 x 17 BXO SPREAD/FLOOR - OPENING Vega=$29k BHP=56.38 Ref
- TRADE CXLD:
>>1000 SPX Dec25 6000 Calls $72.20 (CboeTheo=74.81) BID CBOE 10:50:51.777 IV=13.2% -0.3 CBOE 15 x $71.90 - $77.50 x 10 CBOE LATE Vega=$1.73m SPX=4872.18 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1001 IGT Sep23 30.0 Puts $0.153 (CboeTheo=0.13) Above Ask! [MULTI] 10:53:19.320 IV=36.8% +2.3 GEMX 56 x $0.11 - $0.15 x 109 PHLX ISO - OPENING
Delta=-28%, EST. IMPACT = 28k Shares ($841k) To Sell IGT=30.50 Ref - >>2225 EPD Jan24 27.0 Calls $0.75 (CboeTheo=0.78) BID CBOE 10:53:54.192 IV=12.5% -0.4 BOX 312 x $0.75 - $0.80 x 415 PHLX COB/AUCTION Vega=$14k EPD=26.89 Ref
- >>2225 EPD Jan24 28.0 Calls $0.37 (CboeTheo=0.36) MID CBOE 10:53:54.192 IV=12.4% -0.1 PHLX 43 x $0.35 - $0.38 x 1481 GEMX COB/AUCTION Vega=$12k EPD=26.89 Ref
- >>2500 CARR Dec23 55.0 Puts $2.65 (CboeTheo=2.64) ASK PHLX 10:54:23.620 IV=28.9% -0.5 PHLX 161 x $2.55 - $2.70 x 171 EMLD SPREAD/FLOOR Vega=$27k CARR=55.67 Ref
- >>2500 CARR Dec23 52.5 Puts $1.75 (CboeTheo=1.76) MID PHLX 10:54:23.620 IV=30.1% -0.6 PHLX 165 x $1.65 - $1.85 x 543 PHLX SPREAD/FLOOR Vega=$24k CARR=55.67 Ref
- >>30107 AMC Sep23 10.0 Puts $2.06 (CboeTheo=2.08) BID AMEX 10:55:27.903 IV=191.9% -5.3 PHLX 179 x $2.05 - $2.10 x 98 PHLX CROSS Vega=$2674 AMC=7.97 Ref
- >>5113 AMC Sep23 11.0 Puts $3.03 (CboeTheo=3.05) BID AMEX 10:55:28.884 IV=190.7% -47.4 EDGX 144 x $3.00 - $3.10 x 327 ISE CROSS Vega=$134 AMC=7.97 Ref
- SWEEP DETECTED:
>>6725 AMC Sep23 10.0 Calls $0.05 (CboeTheo=0.05) BID [MULTI] 10:55:50.538 IV=205.6% -0.5 EMLD 2499 x $0.05 - $0.06 x 18 MPRL ISO Vega=$684 AMC=7.96 Ref - >>14999 MPW Sep23 7.0 Puts $0.58 (CboeTheo=0.56) BID MIAX 10:57:19.852 IV=86.6% +32.8 MIAX 23 x $0.51 - $0.68 x 85 MIAX COB/AUCTION 52WeekLow Vega=$1503 MPW=6.44 Ref
- >>14999 MPW Oct23 6.0 Puts $0.29 (CboeTheo=0.27) ASK MIAX 10:57:19.852 IV=62.3% +2.8 EMLD 283 x $0.27 - $0.29 x 21 BOX COB/AUCTION - OPENING 52WeekLow Vega=$11k MPW=6.44 Ref
- SPLIT TICKET:
>>1175 VIX Sep23 20th 15.0 Puts $1.16 (CboeTheo=1.20) BID [CBOE] 10:58:06.535 IV=73.4% -6.1 CBOE 5837 x $1.16 - $1.20 x 76 CBOE Vega=$771 VIX=14.08 Fwd - SWEEP DETECTED:
>>3520 AMC Sep23 9.5 Calls $0.07 (CboeTheo=0.08) BID [MULTI] 10:58:58.441 IV=188.3% -9.0 EMLD 1510 x $0.07 - $0.08 x 52 BZX ISO Vega=$460 AMC=7.95 Ref - >>1000 VIX Oct23 18th 15.0 Puts $1.05 (CboeTheo=1.06) ASK CBOE 10:59:47.675 IV=69.2% -2.6 CBOE 11k x $1.03 - $1.05 x 1000 CBOE Vega=$1840 VIX=15.52 Fwd
- >>1000 VIX Oct23 18th 15.0 Puts $1.05 (CboeTheo=1.06) ASK CBOE 10:59:47.687 IV=69.2% -2.6 CBOE 350 x $1.04 - $1.05 x 1000 CBOE Vega=$1840 VIX=15.52 Fwd
- SPLIT TICKET:
>>2000 VIX Oct23 18th 15.0 Puts $1.05 (CboeTheo=1.06) ASK [CBOE] 10:59:47.675 IV=69.2% -2.6 CBOE 11k x $1.03 - $1.05 x 1000 CBOE Vega=$3679 VIX=15.52 Fwd - >>Market Color ZION - Bearish flow noted in Zions Bancorp (35.67 -1.42) with 1,529 puts trading, or 1.4x expected. The Put/Call Ratio is 1.96, while ATM IV is up nearly 2 points on the day. Earnings are expected on 10/18. (Autocolor (Trade Alert LLC)) [ZION 35.67 -1.42 Ref, IV=42.3% +1.8] #Bearish
- SWEEP DETECTED:
>>2134 SNAP Sep23 29th 10.0 Calls $0.16 (CboeTheo=0.16) ASK [MULTI] 11:00:39.624 IV=45.4% +0.1 EMLD 2077 x $0.15 - $0.16 x 1069 EMLD OPENING Vega=$1470 SNAP=9.43 Ref - SWEEP DETECTED:
>>2774 F Dec23 14.0 Calls $0.38 (CboeTheo=0.38) ASK [MULTI] 11:00:44.004 IV=31.3% -0.1 EMLD 814 x $0.37 - $0.38 x 1193 EMLD ISO Vega=$6348 F=12.79 Ref - SWEEP DETECTED:
>>5366 SNAP Sep23 29th 10.0 Calls $0.17 (CboeTheo=0.16) ASK [MULTI] 11:00:52.823 IV=46.4% +1.1 C2 379 x $0.16 - $0.17 x 985 EMLD OPENING Vega=$3749 SNAP=9.44 Ref - SWEEP DETECTED:
>>5706 F Dec23 14.0 Calls $0.39 (CboeTheo=0.39) ASK [MULTI] 11:01:09.117 IV=31.6% +0.2 EMLD 1341 x $0.38 - $0.39 x 2840 EMLD ISO Vega=$13k F=12.80 Ref - SPLIT TICKET:
>>1500 VIX Oct23 18th 27.0 Calls $0.33 (CboeTheo=0.33) MID [CBOE] 11:01:32.871 IV=131.3% +0.8 CBOE 8631 x $0.31 - $0.34 x 18k CBOE LATE Vega=$1489 VIX=15.58 Fwd - SPLIT TICKET:
>>1300 VIX Oct23 18th 33.0 Calls $0.21 (CboeTheo=0.21) MID [CBOE] 11:01:32.871 IV=147.6% +1.4 CBOE 8547 x $0.19 - $0.22 x 21k CBOE LATE Vega=$919 VIX=15.58 Fwd - SPLIT TICKET:
>>1200 VIX Dec23 20th 39.0 Calls $0.50 (CboeTheo=0.49) ASK [CBOE] 11:01:32.871 IV=113.3% +1.4 CBOE 24k x $0.47 - $0.51 x 26k CBOE LATE - OPENING Vega=$2204 VIX=16.93 Fwd - SPLIT TICKET:
>>3200 VIX Oct23 18th 40.0 Calls $0.14 (CboeTheo=0.13) ASK [CBOE] 11:01:32.871 IV=162.2% +1.2 CBOE 27k x $0.11 - $0.14 x 6961 CBOE LATE Vega=$1633 VIX=15.58 Fwd - SPLIT TICKET:
>>3200 VIX Oct23 18th 29.0 Calls $0.29 (CboeTheo=0.27) ASK [CBOE] 11:01:32.871 IV=138.4% +2.1 CBOE 15k x $0.26 - $0.29 x 22k CBOE LATE Vega=$2865 VIX=15.58 Fwd - SPLIT TICKET:
>>2900 VIX Dec23 20th 45.0 Calls $0.39 (CboeTheo=0.38) ASK [CBOE] 11:01:32.871 IV=119.3% +1.5 CBOE 16k x $0.36 - $0.40 x 28k CBOE LATE Vega=$4481 VIX=16.93 Fwd - SPLIT TICKET:
>>1100 VIX Dec23 20th 50.0 Calls $0.314 (CboeTheo=0.31) MID [CBOE] 11:01:32.871 IV=122.3% +0.3 CBOE 780 x $0.30 - $0.33 x 27k CBOE LATE Vega=$1450 VIX=16.93 Fwd - SPLIT TICKET:
>>2900 VIX Dec23 20th 65.0 Calls $0.20 (CboeTheo=0.19) MID [CBOE] 11:01:32.871 IV=132.6% +1.2 CBOE 6569 x $0.18 - $0.21 x 29k CBOE LATE Vega=$2733 VIX=16.93 Fwd - SWEEP DETECTED:
>>2000 C Sep23 45.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:01:56.540 IV=45.6% +2.9 MPRL 307 x $0.02 - $0.03 x 1043 MPRL ISO Vega=$688 C=42.36 Ref - >>3000 C Nov23 44.0 Calls $1.14 (CboeTheo=1.09) Above Ask! AMEX 11:02:15.085 IV=24.7% +1.2 BXO 29 x $1.09 - $1.11 x 107 C2 SPREAD/FLOOR - OPENING Vega=$20k C=42.40 Ref
- >>6000 C Nov23 48.0 Calls $0.24 (CboeTheo=0.25) BID AMEX 11:02:15.086 IV=23.9% -0.0 C2 439 x $0.24 - $0.26 x 620 C2 SPREAD/FLOOR - OPENING Vega=$22k C=42.40 Ref
- SPLIT TICKET:
>>2000 GERN Sep23 2.5 Puts $0.15 (CboeTheo=0.20) BID [MRX] 11:02:30.711 IV=65.9% -23.0 NOM 1171 x $0.15 - $0.20 x 9 ARCA AUCTION Vega=$69 GERN=2.34 Ref - >>4000 RTX Jan25 105 Calls $1.26 (CboeTheo=1.28) BID PHLX 11:02:43.468 IV=20.8% -0.1 ISE 6 x $1.25 - $1.31 x 75 NOM SPREAD/CROSS/TIED - OPENING Vega=$83k RTX=76.46 Ref
- >>2500 BABA Nov23 85.0 Calls $7.84 (CboeTheo=7.85) BID AMEX 11:03:28.376 IV=38.1% -0.2 CBOE 122 x $7.80 - $7.90 x 64 PHLX SPREAD/CROSS Vega=$35k BABA=88.17 Ref
- >>2500 BABA Nov23 85.0 Puts $3.79 (CboeTheo=3.77) ASK AMEX 11:03:28.376 IV=38.3% -0.3 CBOE 772 x $3.70 - $3.85 x 421 EDGX SPREAD/CROSS Vega=$35k BABA=88.17 Ref
- >>2250 EXPE Sep23 105 Puts $0.27 (CboeTheo=0.27) MID AMEX 11:04:25.604 IV=36.0% -0.2 CBOE 80 x $0.24 - $0.30 x 127 CBOE SPREAD/FLOOR Vega=$4781 EXPE=107.81 Ref
- >>2250 EXPE Sep23 22nd 103 Puts $0.55 (CboeTheo=0.55) MID AMEX 11:04:25.605 IV=32.9% -0.3 BOX 21 x $0.52 - $0.58 x 52 EDGX SPREAD/FLOOR - OPENING Vega=$10k EXPE=107.81 Ref
- >>2000 U Sep23 38.0 Puts $1.95 (CboeTheo=1.96) BID ISE 11:04:30.166 IV=68.1% +3.1 EDGX 509 x $1.91 - $2.07 x 602 CBOE SPREAD/CROSS/TIED Vega=$1556 U=36.23 Ref
- SWEEP DETECTED:
>>2000 TSLA Sep23 255 Puts $0.37 (CboeTheo=0.36) ASK [MULTI] 11:04:42.747 IV=58.6% +4.1 MPRL 5 x $0.36 - $0.37 x 727 EMLD ISO Vega=$5609 TSLA=272.68 Ref - >>2000 BAC Oct23 29.0 Puts $0.80 (CboeTheo=0.81) BID ARCA 11:04:59.222 IV=23.8% -0.2 EMLD 2319 x $0.80 - $0.81 x 1916 EMLD CROSS Vega=$7322 BAC=29.00 Ref
- SWEEP DETECTED:
>>2000 WE Sep23 7.5 Calls $0.25 (CboeTheo=0.25) BID [MULTI] 11:05:32.893 IV=402.1% -60.9 PHLX 2859 x $0.25 - $0.40 x 485 PHLX Vega=$297 WE=5.90 Ref - >>2111 LNTH Nov23 60.0 Puts $3.70 (CboeTheo=3.06) ASK AMEX 11:06:46.289 IV=54.9% CBOE 69 x $2.15 - $3.80 x 1 NOM AUCTION - OPENING Vega=$21k LNTH=63.72 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 992 BGS Jan24 12.5 Puts $2.501 (CboeTheo=2.54) BID [MULTI] 11:06:54.087 IV=40.6% -1.8 MPRL 231 x $2.50 - $2.60 x 168 PHLX 52WeekLow
Delta=-75%, EST. IMPACT = 75k Shares ($787k) To Buy BGS=10.52 Ref - SPLIT TICKET:
>>1000 VIX Oct23 18th 40.0 Calls $0.14 (CboeTheo=0.13) ASK [CBOE] 11:06:59.764 IV=161.9% +1.0 CBOE 6517 x $0.12 - $0.14 x 1818 CBOE Vega=$511 VIX=15.60 Fwd - >>2500 ZTO Jan24 24.4 Calls $1.75 (CboeTheo=1.90) BID PHLX 11:07:08.442 IV=27.5% -3.2 PHLX 573 x $1.75 - $2.00 x 376 PHLX SPREAD/CROSS/TIED - OPENING Vega=$14k ZTO=24.30 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 562 SSTK Nov23 40.0 Calls $3.397 (CboeTheo=3.29) ASK [MULTI] 11:07:09.788 IV=51.5% +1.9 NOM 43 x $3.10 - $3.40 x 71 PHLX ISO - OPENING
Delta=54%, EST. IMPACT = 30k Shares ($1.20m) To Buy SSTK=39.49 Ref - SWEEP DETECTED:
>>2761 KVUE Sep23 22.5 Calls $0.05 (CboeTheo=0.02) ASK [MULTI] 11:07:28.423 IV=44.7% -0.3 EMLD 0 x $0.00 - $0.05 x 437 CBOE Vega=$1019 KVUE=21.62 Ref - SWEEP DETECTED:
>>2239 KVUE Sep23 22.5 Calls $0.05 (CboeTheo=0.02) ASK [MULTI] 11:07:30.481 IV=44.7% -0.3 EDGX 0 x $0.00 - $0.05 x 741 MPRL Vega=$827 KVUE=21.62 Ref - >>2500 MS Dec23 80.0 Puts $1.42 (CboeTheo=1.44) BID PHLX 11:07:35.206 IV=25.3% +0.6 BOX 68 x $1.42 - $1.45 x 57 BXO SPREAD/CROSS/TIED - OPENING Vega=$32k MS=87.59 Ref
- SWEEP DETECTED:
>>3244 KVUE Sep23 22.5 Calls $0.05 (CboeTheo=0.03) ASK [MULTI] 11:07:56.532 IV=43.6% -1.4 MPRL 0 x $0.00 - $0.05 x 565 AMEX Vega=$1215 KVUE=21.66 Ref - >>10000 C Jan24 52.5 Calls $0.27 (CboeTheo=0.28) BID AMEX 11:08:32.163 IV=24.9% -0.4 EMLD 114 x $0.27 - $0.29 x 76 C2 AUCTION Vega=$45k C=42.48 Ref
- SWEEP DETECTED:
>>9905 C Jan24 47.5 Calls $0.909 (CboeTheo=0.89) Above Ask! [MULTI] 11:08:39.011 IV=24.3% +0.1 C2 164 x $0.87 - $0.90 x 430 C2 Vega=$81k C=42.49 Ref - SWEEP DETECTED:
>>2598 C Sep23 43.0 Puts $0.541 (CboeTheo=0.58) BID [MULTI] 11:11:23.207 IV=25.4% -6.3 C2 451 x $0.54 - $0.61 x 480 AMEX OPENING Vega=$3179 C=42.63 Ref - >>4482 XOM Oct23 120 Calls $1.90 (CboeTheo=1.89) MID PHLX 11:12:15.205 IV=19.7% -0.0 BXO 19 x $1.89 - $1.91 x 224 BXO SPREAD/CROSS/TIED Vega=$64k XOM=116.85 Ref
- >>2000 BABA Nov23 85.0 Calls $7.82 (CboeTheo=7.77) ASK AMEX 11:12:50.103 IV=38.5% +0.1 PHLX 235 x $7.70 - $7.85 x 247 EDGX SPREAD/CROSS Vega=$28k BABA=88.06 Ref
- >>2000 BABA Nov23 85.0 Puts $3.77 (CboeTheo=3.80) BID AMEX 11:12:50.103 IV=37.8% -0.7 EDGX 400 x $3.75 - $3.85 x 563 CBOE SPREAD/CROSS Vega=$28k BABA=88.06 Ref
- >>Unusual Volume MRK - 3x market weighted volume: 22.7k = 54.3k projected vs 17.9k adv, 90% calls, 7% of OI ExDiv [MRK 108.46 -0.56 Ref, IV=17.9% -0.3]
- >>Unusual Volume GILD - 3x market weighted volume: 10.1k = 24.1k projected vs 7639 adv, 71% calls, 5% of OI ExDiv [GILD 77.38 +0.58 Ref, IV=17.2% -1.3]
- >>2167 NOK Dec23 3.5 Puts $0.07 (CboeTheo=0.07) BID ARCA 11:16:57.592 IV=33.7% -0.9 ARCA 2167 x $0.07 - $0.08 x 2167 ARCA Vega=$1147 NOK=4.01 Ref
- SWEEP DETECTED:
>>2257 NOK Dec23 3.5 Puts $0.07 (CboeTheo=0.07) BID [MULTI] 11:16:57.592 IV=33.7% -0.9 ARCA 2167 x $0.07 - $0.08 x 2167 ARCA Vega=$1194 NOK=4.01 Ref - SWEEP DETECTED:
>>2285 C Sep23 45.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 11:22:00.603 IV=40.2% -2.6 C2 1687 x $0.02 - $0.03 x 500 C2 ISO Vega=$860 C=42.76 Ref - >>2499 FTCH Dec25 1.5 Puts $0.38 (CboeTheo=0.37) ASK C2 11:23:29.534 IV=76.2% -0.0 PHLX 936 x $0.21 - $0.38 x 148 MIAX 52WeekLow Vega=$2060 FTCH=2.38 Ref
- SWEEP DETECTED:
>>3939 FTCH Dec25 1.5 Puts $0.38 (CboeTheo=0.37) ASK [MULTI] 11:23:29.534 IV=76.2% -0.0 PHLX 824 x $0.21 - $0.38 x 2623 C2 52WeekLow Vega=$3247 FTCH=2.38 Ref - >>3006 TSCO Sep23 212.5 Puts $0.35 (CboeTheo=0.43) BID PHLX 11:26:21.591 IV=22.3% -1.5 PHLX 20 x $0.35 - $0.50 x 28 NOM SPREAD/CROSS/TIED Vega=$13k TSCO=215.82 Ref
- >>2000 ATVI Jan24 95.0 Calls $0.16 (CboeTheo=0.16) BID BOX 11:26:28.129 IV=3.4% -0.3 NOM 25 x $0.16 - $0.17 x 79 BZX FLOOR Vega=$30k ATVI=92.42 Ref
- >>3000 AAPL Oct23 170 Calls $8.44 (CboeTheo=8.43) ASK AMEX 11:26:41.506 IV=21.7% -1.0 BXO 163 x $8.40 - $8.45 x 157 BXO SPREAD/CROSS Vega=$58k AAPL=175.09 Ref
- >>3000 AAPL Oct23 170 Puts $2.32 (CboeTheo=2.33) BID AMEX 11:26:41.507 IV=21.6% -1.1 BXO 415 x $2.32 - $2.34 x 411 BXO SPREAD/CROSS Vega=$58k AAPL=175.09 Ref
- SWEEP DETECTED:
>>2655 AMD Jun24 180 Calls $3.10 (CboeTheo=3.15) BID [MULTI] 11:27:00.488 IV=44.7% -0.6 PHLX 514 x $3.10 - $3.20 x 45 BXO OPENING Vega=$63k AMD=108.08 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 902 STNG Oct23 55.0 Calls $1.30 (CboeTheo=1.34) BID [MULTI] 11:28:07.030 IV=38.8% +1.0 ISE 900 x $1.30 - $1.35 x 2 NOM
Delta=33%, EST. IMPACT = 30k Shares ($1.54m) To Sell STNG=51.35 Ref - SWEEP DETECTED:
>>2187 CCL Sep23 15.0 Puts $0.10 (CboeTheo=0.10) BID [MULTI] 11:29:07.552 IV=42.6% -2.5 EMLD 803 x $0.10 - $0.11 x 1815 EMLD Vega=$911 CCL=15.23 Ref - >>2066 OPEN Jan25 4.0 Calls $1.50 (CboeTheo=1.48) ASK BOX 11:30:06.989 IV=97.0% -0.7 EDGX 121 x $1.41 - $1.50 x 2476 BOX AUCTION Vega=$2979 OPEN=3.54 Ref
- SPLIT TICKET:
>>5000 OPEN Jan25 4.0 Calls $1.50 (CboeTheo=1.48) ASK [BOX] 11:30:06.989 IV=97.0% -0.7 EDGX 121 x $1.41 - $1.50 x 2476 BOX AUCTION Vega=$7211 OPEN=3.54 Ref - >>2067 OPEN Jan25 5.0 Calls $1.27 (CboeTheo=1.27) ASK BOX 11:30:18.471 IV=96.4% +2.6 NOM 26 x $1.19 - $1.27 x 3203 BOX AUCTION Vega=$3262 OPEN=3.56 Ref
- SPLIT TICKET:
>>5000 OPEN Jan25 5.0 Calls $1.27 (CboeTheo=1.27) ASK [BOX] 11:30:18.471 IV=96.4% +2.6 NOM 26 x $1.19 - $1.27 x 3203 BOX AUCTION Vega=$7890 OPEN=3.56 Ref - SWEEP DETECTED:
>>2000 C Sep23 43.5 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 11:30:28.949 IV=27.7% -5.6 C2 962 x $0.09 - $0.10 x 478 GEMX ISO Vega=$1871 C=42.69 Ref - >>5000 AAL Jul25 5.0 Puts $0.32 (CboeTheo=0.30) ASK AMEX 11:31:40.770 IV=63.6% +2.9 ARCA 100 x $0.24 - $0.36 x 470 ARCA AUCTION Vega=$9010 AAL=13.70 Ref
- >>4000 QS Jan24 6.0 Puts $0.50 (CboeTheo=0.49) ASK ARCA 11:31:49.236 IV=64.4% +0.6 EMLD 712 x $0.48 - $0.50 x 105 ARCA CROSS - OPENING Vega=$5368 QS=7.09 Ref
- >>10000 CCJ Sep23 40.0 Calls $0.08 (CboeTheo=0.08) MID PHLX 11:32:42.338 IV=36.2% -3.1 C2 284 x $0.07 - $0.09 x 15 ARCA AUCTION 52WeekHigh Vega=$6974 CCJ=38.79 Ref
- SWEEP DETECTED:
>>2125 C Sep23 43.5 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 11:32:48.412 IV=27.1% -6.1 C2 1417 x $0.10 - $0.11 x 218 EMLD ISO Vega=$2094 C=42.76 Ref - >>4996 VIX Sep23 20th 14.0 Puts $0.45 (CboeTheo=0.44) MID CBOE 11:33:20.683 IV=63.2% -2.7 CBOE 1688 x $0.43 - $0.47 x 571 CBOE AUCTION Vega=$3837 VIX=14.08 Fwd
- SPLIT TICKET:
>>5000 VIX Sep23 20th 14.0 Puts $0.45 (CboeTheo=0.44) MID [CBOE] 11:33:20.683 IV=63.2% -2.7 CBOE 1688 x $0.43 - $0.47 x 571 CBOE AUCTION Vega=$3840 VIX=14.08 Fwd - >>4000 PLUG Sep23 29th 9.0 Calls $0.17 (CboeTheo=0.16) ASK ARCA 11:33:32.762 IV=57.6% +0.7 BXO 43 x $0.16 - $0.17 x 44 BZX SPREAD/FLOOR Vega=$2397 PLUG=8.32 Ref
- >>7100 PLUG Sep23 29th 9.5 Calls $0.09 (CboeTheo=0.09) MID ARCA 11:33:32.762 IV=60.3% +1.3 EMLD 3142 x $0.08 - $0.10 x 3296 EMLD SPREAD/FLOOR Vega=$3169 PLUG=8.32 Ref
- >>8600 PLUG Sep23 29th 10.0 Calls $0.05 (CboeTheo=0.05) BID ARCA 11:33:32.764 IV=63.7% -1.0 MPRL 213 x $0.05 - $0.06 x 17 MPRL SPREAD/FLOOR Vega=$2686 PLUG=8.32 Ref
- >>2500 BEKE Jan24 15.0 Puts $1.41 (CboeTheo=1.41) MID PHLX 11:35:29.733 IV=55.8% -0.6 NOM 14 x $1.40 - $1.43 x 20 BOX SPREAD/CROSS/TIED ExDiv Vega=$8677 BEKE=16.11 Ref
- >>2500 BEKE Jan24 25.0 Calls $0.31 (CboeTheo=0.31) MID PHLX 11:35:29.733 IV=55.4% +0.7 EMLD 38 x $0.30 - $0.33 x 123 C2 SPREAD/CROSS/TIED ExDiv Vega=$5223 BEKE=16.11 Ref
- SWEEP DETECTED:
>>2465 ABBV Oct23 155 Calls $1.103 (CboeTheo=1.12) BID [MULTI] 11:35:36.992 IV=15.5% -0.6 BXO 32 x $1.10 - $1.14 x 2 BXO ISO Vega=$38k ABBV=149.96 Ref - SWEEP DETECTED:
>>2541 SIRI Dec23 5.0 Calls $0.19 (CboeTheo=0.17) ASK [MULTI] 11:36:34.813 IV=58.1% +3.3 PHLX 273 x $0.16 - $0.19 x 764 MPRL Vega=$1800 SIRI=4.21 Ref - >>Unusual Volume FFIE - 3x market weighted volume: 7514 = 16.1k projected vs 5336 adv, 81% calls, 3% of OI [FFIE 4.89 +1.01 Ref, IV=173.0% +9.7]
- >>8000 CHPT Oct23 10.0 Calls $0.02 (CboeTheo=0.02) MID PHLX 11:36:58.982 IV=90.6% -0.4 CBOE 8 x $0.01 - $0.03 x 193 C2 SPREAD/FLOOR Vega=$1125 CHPT=5.75 Ref
- >>8000 CHPT Oct23 10.0 Puts $4.90 (CboeTheo=4.33) Above Ask! PHLX 11:36:58.982 IV=218.7% +127.7 MPRL 40 x $4.25 - $4.35 x 37 BOX SPREAD/FLOOR Vega=$5182 CHPT=5.75 Ref
- >>8000 CHPT Sep23 10.0 Puts $4.85 (CboeTheo=4.27) Above Ask! PHLX 11:36:58.982 BOX 50 x $4.20 - $4.30 x 25 ARCA SPREAD/FLOOR Vega=$0 CHPT=5.75 Ref
- >>8000 CHPT Sep23 10.0 Calls $0.02 Above Ask! PHLX 11:36:58.982 IV=366.1% +267.1 MRX 0 x $0.00 - $0.01 x 111 BZX SPREAD/FLOOR Vega=$274 CHPT=5.75 Ref
- >>10000 BMY Sep23 60.0 Calls $0.69 (CboeTheo=0.69) MID AMEX 11:38:14.045 IV=26.4% -0.0 BOX 131 x $0.68 - $0.71 x 90 EMLD SPREAD/CROSS Vega=$18k BMY=60.31 Ref
- >>10000 BMY Sep23 60.0 Puts $0.33 (CboeTheo=0.34) MID AMEX 11:38:14.045 IV=26.0% -0.5 EDGX 468 x $0.32 - $0.35 x 229 EMLD SPREAD/CROSS Vega=$18k BMY=60.31 Ref
- >>2000 F Sep23 13.0 Calls $0.15 (CboeTheo=0.16) BID BOX 11:43:01.185 IV=51.9% +0.6 EMLD 3056 x $0.15 - $0.16 x 114 ARCA AUCTION Vega=$777 F=12.87 Ref
- >>Market Color JBLU - Bullish option flow detected in JetBlue (5.03 -0.09) with 7,718 calls trading (1.3x expected) and implied vol increasing over 1 point to 45.08%. . The Put/Call Ratio is 0.30. Earnings are expected on 10/23. (Autocolor (Trade Alert LLC)) [JBLU 5.03 -0.09 Ref, IV=45.1% +1.4] #Bullish
- >>Unusual Volume APA - 3x market weighted volume: 14.5k = 29.6k projected vs 9849 adv, 55% calls, 7% of OI [APA 42.15 -2.06 Ref, IV=35.9% +3.8]
- SWEEP DETECTED:
>>5000 F Sep23 13.0 Calls $0.15 (CboeTheo=0.15) BID [MULTI] 11:45:30.397 IV=53.2% +1.8 EMLD 2666 x $0.15 - $0.16 x 1375 EMLD Vega=$1934 F=12.86 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 964 PSEC Jan24 6.0 Puts $0.50 (CboeTheo=0.46) ASK [MULTI] 11:46:38.923 IV=28.7% +4.4 ARCA 19 x $0.45 - $0.50 x 145 PHLX
Delta=-54%, EST. IMPACT = 52k Shares ($312k) To Sell PSEC=6.01 Ref - TRADE CXLD:
>>8000 CHPT Sep23 10.0 Puts $4.85 (CboeTheo=4.27) Above Ask! PHLX 11:36:58.982 BOX 50 x $4.20 - $4.30 x 25 ARCA SPREAD/FLOOR Vega=$0 CHPT=5.75 Ref - >>8000 CHPT Sep23 10.0 Puts $4.25 (CboeTheo=4.26) MID PHLX 11:46:50.246 BOX 71 x $4.20 - $4.30 x 31 ARCA SPREAD/FLOOR Vega=$0 CHPT=5.75 Ref
- TRADE CXLD:
>>8000 CHPT Oct23 10.0 Puts $4.90 (CboeTheo=4.33) Above Ask! PHLX 11:36:58.982 IV=218.7% +127.7 MPRL 40 x $4.25 - $4.35 x 37 BOX SPREAD/FLOOR Vega=$5182 CHPT=5.75 Ref - >>8000 CHPT Oct23 10.0 Puts $4.30 (CboeTheo=4.31) MID PHLX 11:47:41.468 IV=64.3% -26.7 MPRL 50 x $4.25 - $4.35 x 37 BOX SPREAD/FLOOR Vega=$174 CHPT=5.75 Ref
- >>4005 CNC Oct23 27th 63.0 Puts $0.86 (CboeTheo=0.91) BID AMEX 11:47:45.053 IV=29.8% -0.3 MPRL 48 x $0.85 - $1.00 x 127 CBOE AUCTION - OPENING Vega=$27k CNC=67.76 Ref
- SWEEP DETECTED:
>>3206 TSLA Sep23 255 Puts $0.41 (CboeTheo=0.42) BID [MULTI] 11:49:45.057 IV=56.4% +1.9 C2 588 x $0.41 - $0.43 x 810 C2 ISO Vega=$9815 TSLA=271.05 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1121 TWKS Apr24 5.0 Calls $0.40 (CboeTheo=0.40) ASK [MULTI] 11:51:18.210 IV=48.8% -3.8 AMEX 989 x $0.35 - $0.40 x 127 ARCA OPENING 52WeekLow
Delta=41%, EST. IMPACT = 46k Shares ($203k) To Buy TWKS=4.42 Ref - >>3350 VIX Nov23 15th 16.0 Puts $1.70 (CboeTheo=1.64) Above Ask! CBOE 11:51:58.192 IV=73.7% +2.1 CBOE 18k x $1.61 - $1.66 x 24k CBOE LATE Vega=$8787 VIX=16.55 Fwd
- >>3050 VIX Nov23 15th 16.0 Calls $2.20 (CboeTheo=2.19) MID CBOE 11:51:59.161 IV=72.0% +0.4 CBOE 19k x $2.17 - $2.23 x 11k CBOE LATE - OPENING Vega=$8003 VIX=16.55 Fwd
- SWEEP DETECTED:
>>2708 OPEN Jan24 2.5 Puts $0.25 (CboeTheo=0.26) BID [MULTI] 11:52:01.035 IV=94.1% -4.7 C2 1459 x $0.25 - $0.27 x 19 MPRL ISO Vega=$1473 OPEN=3.52 Ref - >>3050 VIX Nov23 15th 16.0 Puts $1.70 (CboeTheo=1.64) Above Ask! CBOE 11:51:58.192 IV=73.7% +2.1 CBOE 18k x $1.61 - $1.66 x 24k CBOE LATE Vega=$8000 VIX=16.55 Fwd
- >>2652 OPEN Jan24 2.0 Puts $0.13 (CboeTheo=0.13) MID MIAX 11:52:29.687 IV=100.2% -2.4 EMLD 1877 x $0.12 - $0.14 x 23 MPRL ISO/AUCTION Vega=$977 OPEN=3.52 Ref
- SPLIT TICKET:
>>2703 OPEN Jan24 2.0 Puts $0.13 (CboeTheo=0.13) MID [MIAX] 11:52:29.687 IV=100.2% -2.4 EMLD 1877 x $0.12 - $0.14 x 23 MPRL ISO/AUCTION Vega=$996 OPEN=3.52 Ref - SWEEP DETECTED:
>>4090 AMC Sep23 22nd 6.5 Puts $0.20 (CboeTheo=0.21) BID [MULTI] 11:54:18.356 IV=160.2% -3.9 MPRL 5006 x $0.20 - $0.22 x 1092 C2 ISO - OPENING Vega=$1296 AMC=8.06 Ref - SWEEP DETECTED:
>>3000 CGC Sep23 1.5 Puts $0.31 (CboeTheo=0.28) ASK [MULTI] 11:54:43.016 IV=358.6% +108.8 AMEX 305 x $0.28 - $0.31 x 1650 C2 SSR Vega=$101 CGC=1.25 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1110 TH Oct23 20.0 Calls $0.20 (CboeTheo=0.25) BID [MULTI] 11:54:55.222 IV=64.7% -3.6 ARCA 36 x $0.20 - $0.30 x 190 AMEX ISO
Delta=14%, EST. IMPACT = 15k Shares ($236k) To Sell TH=15.52 Ref - TRADE CXLD:
>>2000 ATVI Jan24 95.0 Calls $0.16 (CboeTheo=0.16) BID BOX 11:26:28.129 IV=3.4% -0.3 NOM 25 x $0.16 - $0.17 x 79 BZX FLOOR Vega=$30k ATVI=92.42 Ref - SWEEP DETECTED:
>>2785 AMC Sep23 22nd 6.5 Puts $0.18 (CboeTheo=0.19) BID [MULTI] 11:56:55.350 IV=156.8% -7.2 MRX 1570 x $0.18 - $0.20 x 42 BXO ISO - OPENING Vega=$849 AMC=8.12 Ref - SWEEP DETECTED:
>>3700 VZ Oct23 13th 35.0 Calls $0.19 (CboeTheo=0.20) BID [MULTI] 11:57:14.348 IV=16.6% -0.5 BZX 272 x $0.19 - $0.21 x 358 EMLD OPENING Vega=$10k VZ=33.80 Ref - SWEEP DETECTED:
>>2300 SO Oct23 13th 72.0 Calls $0.25 (CboeTheo=0.30) BID [MULTI] 11:57:51.831 IV=11.7% -1.8 CBOE 81 x $0.25 - $0.35 x 202 PHLX OPENING Vega=$13k SO=69.58 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 750 WM Sep23 160 Calls $0.75 (CboeTheo=0.72) ASK [MULTI] 11:58:33.966 IV=14.9% -0.5 BOX 27 x $0.65 - $0.75 x 107 CBOE ISO
Delta=51%, EST. IMPACT = 38k Shares ($6.11m) To Buy WM=159.95 Ref - SWEEP DETECTED:
>>10122 INTC Sep23 40.0 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 11:58:50.644 IV=37.4% +0.8 C2 1762 x $0.09 - $0.10 x 2172 C2 ISO Vega=$7774 INTC=38.87 Ref - SWEEP DETECTED:
>>2138 INTC Sep23 40.0 Calls $0.10 (CboeTheo=0.10) ASK [MULTI] 11:58:50.745 IV=37.0% +0.4 BXO 19 x $0.09 - $0.10 x 475 MPRL AUCTION Vega=$1652 INTC=38.88 Ref - SPLIT TICKET:
>>2100 NEE Oct23 13th 72.0 Calls $0.25 (CboeTheo=0.30) BID [MIAX] 11:59:49.271 IV=15.5% -1.9 BZX 159 x $0.25 - $0.35 x 506 GEMX OPENING Vega=$10k NEE=68.45 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 544 PVH Sep23 80.0 Calls $0.66 (CboeTheo=0.67) BID [MULTI] 12:00:20.537 IV=31.7% -2.3 PHLX 233 x $0.55 - $0.80 x 80 PHLX AUCTION
Delta=45%, EST. IMPACT = 25k Shares ($1.96m) To Sell PVH=79.73 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1183 APA Oct23 45.0 Puts $3.456 (CboeTheo=3.54) BID [MULTI] 12:00:25.798 IV=31.5% -1.0 CBOE 190 x $3.45 - $3.65 x 337 CBOE
Delta=-72%, EST. IMPACT = 85k Shares ($3.59m) To Buy APA=42.22 Ref - SWEEP DETECTED:
>>4989 INTC Sep23 40.0 Calls $0.16 (CboeTheo=0.15) ASK [MULTI] 12:01:00.001 IV=42.5% +5.9 MRX 237 x $0.14 - $0.16 x 580 C2 Vega=$4501 INTC=38.95 Ref - SWEEP DETECTED:
>>2110 CCL Sep23 15.0 Calls $0.242 (CboeTheo=0.26) Below Bid! [MULTI] 12:03:30.873 IV=40.7% -4.4 MPRL 8 x $0.25 - $0.26 x 13 MPRL Vega=$954 CCL=15.10 Ref - SWEEP DETECTED:
>>3188 WFC Sep23 45.0 Calls $0.02 (CboeTheo=0.01) ASK [MULTI] 12:03:46.936 IV=41.6% +5.9 EMLD 413 x $0.01 - $0.02 x 974 GEMX ISO Vega=$886 WFC=42.45 Ref - >>7000 CHPT Oct23 10.0 Calls $0.02 (CboeTheo=0.02) ASK PHLX 12:03:53.963 IV=89.9% -1.1 CBOE 8 x $0.01 - $0.02 x 118 C2 SPREAD/FLOOR Vega=$990 CHPT=5.78 Ref
- >>7000 CHPT Sep23 10.0 Calls $0.02 Above Ask! PHLX 12:03:53.963 IV=364.6% +265.6 MRX 0 x $0.00 - $0.01 x 95 BOX SPREAD/FLOOR Vega=$240 CHPT=5.78 Ref
- >>7000 CHPT Oct23 10.0 Puts $4.30 (CboeTheo=4.29) BID PHLX 12:03:53.963 IV=90.9% -0.1 EDGX 6 x $4.25 - $4.40 x 45 BZX SPREAD/FLOOR Vega=$1028 CHPT=5.78 Ref
- >>7000 CHPT Sep23 10.0 Puts $4.25 (CboeTheo=4.24) ASK PHLX 12:03:53.963 IV=331.4% +232.4 MPRL 27 x $4.20 - $4.25 x 14 CBOE SPREAD/FLOOR Vega=$160 CHPT=5.78 Ref
- SWEEP DETECTED:
>>4000 C Sep23 45.0 Calls $0.03 (CboeTheo=0.03) BID [MULTI] 12:03:53.976 IV=45.4% +2.6 AMEX 1013 x $0.03 - $0.04 x 1127 C2 ISO Vega=$1377 C=42.41 Ref - >>4090 MSFT Sep23 335 Calls $2.35 (CboeTheo=2.39) BID PHLX 12:06:19.009 IV=21.4% -1.4 NOM 22 x $2.30 - $2.50 x 40 MPRL AUCTION Vega=$42k MSFT=335.06 Ref
- SWEEP DETECTED:
>>5143 MSFT Sep23 335 Calls $2.342 (CboeTheo=2.28) Above Ask! [MULTI] 12:06:18.645 IV=21.8% -1.0 C2 48 x $2.26 - $2.30 x 68 MRX Vega=$53k MSFT=334.85 Ref - >>4060 KVUE Nov23 30.0 Puts $8.41 (CboeTheo=8.39) ASK AMEX 12:07:26.153 IV=48.6% +10.6 PHLX 320 x $8.30 - $8.50 x 85 EDGX SPREAD/CROSS Vega=$2643 KVUE=21.61 Ref
- >>4060 KVUE Nov23 30.0 Calls $0.03 (CboeTheo=0.02) MID AMEX 12:07:26.153 IV=37.0% -1.0 EMLD 0 x $0.00 - $0.05 x 1093 PHLX SPREAD/CROSS Vega=$2285 KVUE=21.61 Ref
- SWEEP DETECTED:
>>2000 C Sep23 43.5 Calls $0.08 (CboeTheo=0.08) ASK [MULTI] 12:08:16.112 IV=31.7% -1.6 C2 513 x $0.07 - $0.08 x 779 C2 ISO Vega=$1559 C=42.38 Ref - >>40000 MPW Oct23 6.0 Puts $0.28 (CboeTheo=0.27) ASK ARCA 12:08:24.927 IV=61.3% +1.8 EMLD 485 x $0.26 - $0.28 x 37 MPRL SPREAD/FLOOR - OPENING 52WeekLow Vega=$29k MPW=6.46 Ref
- >>10000 MPW Sep23 7.0 Puts $0.55 (CboeTheo=0.55) BID ARCA 12:08:24.926 IV=62.4% +8.6 C2 74 x $0.53 - $0.62 x 39 BOX SPREAD/FLOOR 52WeekLow Vega=$501 MPW=6.46 Ref
- >>40000 MPW Oct23 5.0 Puts $0.08 (CboeTheo=0.10) BID ARCA 12:08:24.928 IV=71.2% -2.4 PHLX 1232 x $0.08 - $0.11 x 3 MRX SPREAD/FLOOR - OPENING 52WeekLow Vega=$15k MPW=6.46 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2826 AXL Dec23 8.0 Puts $0.80 (CboeTheo=0.75) ASK [MULTI] 12:08:22.352 IV=47.4% +2.5 PHLX 372 x $0.70 - $0.80 x 718 CBOE OPENING
Delta=-48%, EST. IMPACT = 135k Shares ($1.06m) To Sell AXL=7.79 Ref - >>2000 ZTO Feb24 25.0 Calls $1.85 (CboeTheo=1.87) BID PHLX 12:08:43.155 IV=30.2% -0.3 PHLX 131 x $1.80 - $1.95 x 94 PHLX SPREAD/CROSS/TIED - OPENING Vega=$13k ZTO=24.27 Ref
- >>6845 AXL Oct23 8.0 Calls $0.35 (CboeTheo=0.30) ASK PHLX 12:10:41.527 IV=45.7% +6.2 PHLX 1288 x $0.25 - $0.35 x 6 ISE SPREAD/FLOOR - OPENING Vega=$6680 AXL=7.72 Ref
- >>6845 AXL Sep23 7.0 Calls $0.75 (CboeTheo=0.76) BID PHLX 12:10:41.528 PHLX 2935 x $0.20 - $1.60 x 1378 PHLX SPREAD/FLOOR Vega=$0 AXL=7.72 Ref
- SPLIT TICKET:
>>1680 VIX Sep23 20th 13.5 Puts $0.22 (CboeTheo=0.20) ASK [CBOE] 12:11:22.696 IV=59.6% +0.2 CBOE 6955 x $0.19 - $0.22 x 935 CBOE Vega=$1116 VIX=14.07 Fwd - >>1000 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 12:13:37.917 IV=55.7% +2.3 CBOE 848 x $0.06 - $0.09 x 24k CBOE LATE Vega=$436 VIX=14.07 Fwd
- >>1000 VIX Sep23 20th 15.0 Puts $1.17 (CboeTheo=1.17) BID CBOE 12:13:39.118 IV=75.1% -4.4 CBOE 14k x $1.15 - $1.21 x 6138 CBOE LATE Vega=$658 VIX=14.07 Fwd
- >>4675 BABA Jan24 135 Puts $47.10 (CboeTheo=47.13) ASK PHLX 12:14:27.763 EDGX 6 x $46.95 - $47.20 x 8 BXO FLOOR - OPENING Vega=$0 BABA=87.87 Ref
- >>2275 BABA Jan24 130 Puts $42.15 (CboeTheo=42.13) ASK PHLX 12:14:27.763 IV=44.1% +3.3 EDGX 6 x $42.00 - $42.20 x 8 BXO FLOOR - OPENING Vega=$5468 BABA=87.87 Ref
- >>9800 BABA Sep23 120 Puts $32.15 (CboeTheo=32.13) ASK PHLX 12:14:27.763 IV=174.3% +59.7 BOX 24 x $32.05 - $32.20 x 24 BOX FLOOR - OPENING Vega=$1686 BABA=87.87 Ref
- >>4050 BABA Sep23 115 Puts $27.15 (CboeTheo=27.13) ASK PHLX 12:14:27.763 IV=153.7% +53.6 EDGX 36 x $27.05 - $27.20 x 10 BXO FLOOR - OPENING Vega=$765 BABA=87.87 Ref
- >>6350 BABA Sep23 110 Puts $22.10 (CboeTheo=22.13) BID PHLX 12:14:27.763 CBOE 54 x $22.05 - $22.20 x 33 BOX FLOOR - OPENING Vega=$0 BABA=87.87 Ref
- SPLIT TICKET:
>>4725 BABA Jan24 135 Puts $47.099 (CboeTheo=47.13) ASK [PHLX] 12:14:27.763 EDGX 6 x $46.95 - $47.20 x 8 BXO FLOOR - OPENING Vega=$0 BABA=87.87 Ref - >>2196 MSFT Sep23 335 Calls $2.17 (CboeTheo=2.14) Above Ask! PHLX 12:14:55.698 IV=22.2% -0.6 ARCA 15 x $1.95 - $2.16 x 42 MPRL AUCTION Vega=$23k MSFT=334.52 Ref
- SWEEP DETECTED:
>>2539 MSFT Sep23 335 Calls $2.174 (CboeTheo=2.23) Below Bid! [MULTI] 12:14:55.442 IV=21.8% -1.0 BXO 45 x $2.21 - $2.24 x 35 BXO Vega=$26k MSFT=334.69 Ref - >>Market Color .SPX - S&P500 index option volume at midday totals 1459395 contracts as the index trades near $4476.38 (14.48). Front term atm implied vols are near 11.5% and the CBOE VIX is currently near 13.47 (-0.76). (Autocolor (Trade Alert LLC))
- >>Market Color @ENER - Energy sector option volume is moderate today, with calls leading puts 2 to 1 and 562189 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Occidental Petroleum(OXY). The sector ETF, XLE is down -0.865 to 92.115 with 30 day implied volatility relatively flat at 19.3% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 8 to 7 and 1464192 contracts trading marketwide. Most actives include Medical Properties Trust(MPW), Citi(C), Marathon Patent Group(MARA). The sector ETF, XLF is little changed 0.045 to 34.735 with 30 day implied volatility lower by -0.5%, near 13.1% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color SNAP - Bullish option flow detected in Snap Inc. (9.43 -0.15) with 30,314 calls trading (1.2x expected) and implied vol increasing over 1 point to 45.77%. . The Put/Call Ratio is 0.24. Earnings are expected on 10/26. (Autocolor (Trade Alert LLC)) [SNAP 9.43 -0.15 Ref, IV=45.8% +1.4] #Bullish
- >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 7 to 5 and 4408389 contracts changing hands. Most actives include Apple(AAPL), NVIDIA(NVDA), Advanced Micro Devices(AMD). The sector ETF, XLK is up 1.045 to 171.585 with 30 day implied volatility lower by -1.2%, near 17.4% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 8 to 5 and 3219525 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), AMC Entertainment(AMC). The sector ETF, XLY is up 1.485 to 173.205 with 30 day implied volatility lower by -0.9%, near 17.6% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 5 and 658977 contracts trading marketwide. Most actives include Tilray(TLRY), Moderna(MRNA), Pfizer(PFE). The sector ETF, XLV is up 0.245 to 133.045 with 30 day implied volatility lower by -0.6%, near 10.3% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 7 to 4 and 156930 contracts trading marketwide. Most actives include US Steel(X), Cleveland-Cliffs(CLF), Alcoa(AA). The sector ETF, XLB is down -0.355 to 81.605 with 30 day implied volatility lower by -0.5%, near 14.2% (Autocolor (Trade Alert LLC)) #sector
- >>5000 AAL Nov23 13.0 Puts $0.53 (CboeTheo=0.53) MID AMEX 12:15:55.892 IV=36.7% -0.6 EMLD 704 x $0.52 - $0.54 x 817 EMLD CROSS Vega=$11k AAL=13.54 Ref
- >>4880 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK CBOE 12:17:50.481 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 10k CBOE Vega=$2161 VIX=14.03 Fwd
- >>3648 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK CBOE 12:17:50.481 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 10k CBOE Vega=$1615 VIX=14.03 Fwd
- >>3211 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK CBOE 12:17:50.481 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 6816 CBOE Vega=$1422 VIX=14.03 Fwd
- SPLIT TICKET:
>>13000 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK [CBOE] 12:17:50.481 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 10k CBOE Vega=$5756 VIX=14.03 Fwd - >>3500 GM Oct23 36.0 Calls $0.56 (CboeTheo=0.57) BID BOX 12:18:00.362 IV=29.4% -1.5 EMLD 275 x $0.56 - $0.57 x 23 BZX CROSS Vega=$13k GM=33.84 Ref
- >>1559 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK CBOE 12:18:02.612 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 984 CBOE Vega=$690 VIX=14.02 Fwd
- SPLIT TICKET:
>>2543 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) ASK [CBOE] 12:18:02.612 IV=54.1% +0.7 CBOE 908 x $0.06 - $0.08 x 984 CBOE Vega=$1126 VIX=14.02 Fwd - SWEEP DETECTED:
>>2000 TLRY Sep23 2.5 Calls $0.48 (CboeTheo=0.48) ASK [MULTI] 12:19:45.986 IV=178.9% +25.4 ARCA 63 x $0.45 - $0.49 x 29 MIAX SSR Vega=$79 TLRY=2.96 Ref - TRADE CXLD:
>>1000 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 12:13:37.917 IV=55.7% +2.3 CBOE 848 x $0.06 - $0.09 x 24k CBOE LATE Vega=$436 VIX=14.07 Fwd - >>1000 VIX Sep23 20th 13.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 12:20:15.621 IV=54.1% +0.7 CBOE 11k x $0.06 - $0.09 x 11k CBOE LATE Vega=$443 VIX=14.02 Fwd
- TRADE CXLD:
>>1000 VIX Sep23 20th 15.0 Puts $1.17 (CboeTheo=1.17) BID CBOE 12:13:39.118 IV=75.1% -4.4 CBOE 14k x $1.15 - $1.21 x 6138 CBOE LATE Vega=$658 VIX=14.07 Fwd - >>1000 VIX Sep23 20th 15.0 Puts $1.17 (CboeTheo=1.21) Below Bid! CBOE 12:20:15.789 IV=69.5% -10.1 CBOE 1069 x $1.19 - $1.23 x 6 CBOE LATE Vega=$621 VIX=14.02 Fwd
- >>10000 AAL Jan24 14.0 Calls $1.02 (CboeTheo=1.01) ASK PHLX 12:20:21.570 IV=34.5% -0.1 BXO 20 x $1.01 - $1.02 x 108 EMLD SPREAD/CROSS/TIED - OPENING Vega=$32k AAL=13.53 Ref
- >>4191 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 16k CBOE Vega=$2008 VIX=13.98 Fwd
- >>3949 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 12k CBOE Vega=$1892 VIX=13.98 Fwd
- >>9505 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 21k CBOE Vega=$4554 VIX=13.98 Fwd
- >>5000 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 16k CBOE Vega=$2396 VIX=13.98 Fwd
- >>2967 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 8057 CBOE Vega=$1421 VIX=13.98 Fwd
- >>1340 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 3750 CBOE Vega=$642 VIX=13.98 Fwd
- >>1000 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 3750 CBOE Vega=$479 VIX=13.98 Fwd
- >>1161 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK CBOE 12:20:56.601 IV=94.8% +4.7 CBOE 1161 x $0.15 - $0.16 x 1340 CBOE Vega=$556 VIX=13.98 Fwd
- SPLIT TICKET:
>>33289 VIX Sep23 20th 16.0 Calls $0.15 (CboeTheo=0.13) ASK [CBOE] 12:20:56.588 IV=94.8% +4.7 CBOE 1011 x $0.12 - $0.15 x 16k CBOE Vega=$16k VIX=13.98 Fwd - >>3000 STEM Sep23 7.5 Calls $0.01 BID AMEX 12:21:29.930 IV=282.8% +212.4 MRX 0 x $0.00 - $0.05 x 1854 PHLX SPREAD/FLOOR Vega=$70 STEM=4.83 Ref
- >>3000 STEM Oct23 5.0 Puts $0.60 (CboeTheo=0.60) MID AMEX 12:21:29.931 IV=79.2% +1.0 EMLD 770 x $0.55 - $0.65 x 2062 PHLX SPREAD/FLOOR Vega=$1819 STEM=4.83 Ref
- >>3000 STEM Oct23 5.0 Calls $0.40 (CboeTheo=0.40) MID AMEX 12:21:29.932 IV=79.9% +1.7 EMLD 2100 x $0.35 - $0.45 x 711 AMEX SPREAD/FLOOR - OPENING Vega=$1823 STEM=4.83 Ref
- >>22315 CHPT Sep23 29th 5.5 Puts $0.19 (CboeTheo=0.18) ASK AMEX 12:24:02.091 IV=63.6% +1.3 EMLD 530 x $0.16 - $0.19 x 295 CBOE SPREAD/FLOOR - OPENING Vega=$9928 CHPT=5.79 Ref
- >>22315 CHPT Sep23 22nd 5.5 Puts $0.12 (CboeTheo=0.12) BID AMEX 12:24:02.091 IV=63.9% +3.5 C2 14 x $0.12 - $0.13 x 423 EMLD SPREAD/FLOOR Vega=$7145 CHPT=5.79 Ref
- >>2000 PACB Dec23 14.0 Calls $0.78 (CboeTheo=0.73) ASK CBOE 12:24:33.079 IV=61.0% +0.6 PHLX 398 x $0.65 - $0.80 x 556 CBOE CROSS Vega=$4517 PACB=11.86 Ref
- >>Unusual Volume NRG - 4x market weighted volume: 7398 = 13.2k projected vs 2979 adv, 96% calls, 4% of OI [NRG 38.61 -0.08 Ref, IV=24.6% -1.3]
- >>4000 CFLT Sep23 34.0 Calls $0.35 (CboeTheo=0.35) MID CBOE 12:27:11.320 IV=52.3% -0.7 PHLX 419 x $0.30 - $0.40 x 1082 CBOE SPREAD/CROSS Vega=$3944 CFLT=33.55 Ref
- SWEEP DETECTED:
>>2500 AMZN Sep23 147 Calls $0.39 (CboeTheo=0.40) BID [MULTI] 12:28:32.393 IV=28.5% -1.5 EMLD 747 x $0.39 - $0.40 x 130 C2 52WeekHigh Vega=$8274 AMZN=144.37 Ref - SWEEP DETECTED:
>>2908 AMZN Sep23 141 Puts $0.30 (CboeTheo=0.29) ASK [MULTI] 12:29:26.142 IV=31.7% +3.1 EMLD 66 x $0.29 - $0.30 x 518 C2 52WeekHigh Vega=$8001 AMZN=144.32 Ref - >>5000 AAL Jun25 8.0 Puts $0.63 (CboeTheo=0.64) MID PHLX 12:29:35.688 IV=49.5% -0.6 EDGX 270 x $0.59 - $0.68 x 429 AMEX SPREAD/CROSS/TIED - OPENING Vega=$17k AAL=13.54 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 13th 4440 Puts $0.30 (CboeTheo=0.28) ASK [CBOE] 12:29:42.363 IV=22.8% +6.6 CBOE 1370 x $0.25 - $0.30 x 742 CBOE Vega=$7760 SPX=4476.15 Fwd - >>2000 AAPL Oct23 195 Puts $19.30 (CboeTheo=19.26) BID PHLX 12:30:09.782 IV=22.8% +2.9 AMEX 10 x $19.15 - $19.75 x 246 PHLX FLOOR Vega=$9228 AAPL=175.74 Ref
- >>2100 AAPL Sep23 195 Puts $19.30 (CboeTheo=19.26) ASK PHLX 12:30:09.782 IV=69.0% +10.3 EMLD 75 x $19.05 - $19.40 x 110 MIAX FLOOR Vega=$1474 AAPL=175.74 Ref
- >>Unusual Volume BROS - 3x market weighted volume: 6381 = 11.1k projected vs 3058 adv, 50% puts, 11% of OI [BROS 26.38 -0.35 Ref, IV=38.6% -0.6]
- SWEEP DETECTED:
>>2943 VZ Nov23 30.0 Puts $0.27 (CboeTheo=0.27) BID [MULTI] 12:31:34.550 IV=26.0% -0.4 EMLD 446 x $0.27 - $0.29 x 166 C2 OPENING Vega=$9355 VZ=33.95 Ref - >>1000 VIX Sep23 20th 14.0 Calls $0.50 (CboeTheo=0.50) BID CBOE 12:33:36.199 IV=67.0% -4.4 CBOE 350 x $0.50 - $0.51 x 302 CBOE LATE Vega=$764 VIX=13.98 Fwd
- >>1000 VIX Sep23 20th 14.0 Puts $0.51 (CboeTheo=0.52) ASK CBOE 12:33:36.199 IV=65.0% -0.8 CBOE 26k x $0.47 - $0.52 x 300 CBOE LATE Vega=$764 VIX=13.98 Fwd
- SPLIT TICKET:
>>5000 VIX Sep23 20th 14.0 Calls $0.50 (CboeTheo=0.50) BID [CBOE] 12:33:36.126 IV=67.0% -4.4 CBOE 350 x $0.50 - $0.51 x 302 CBOE LATE Vega=$3821 VIX=13.98 Fwd - SPLIT TICKET:
>>5000 VIX Sep23 20th 14.0 Puts $0.51 (CboeTheo=0.52) ASK [CBOE] 12:33:36.126 IV=65.0% -0.8 CBOE 26k x $0.47 - $0.52 x 300 CBOE LATE Vega=$3821 VIX=13.98 Fwd - SPLIT TICKET:
>>1000 NANOS Sep23 20th 448 Calls $2.40 (CboeTheo=2.37) MID [CBOE] 12:33:57.832 IV=10.4% -1.4 CBOE 1000 x $2.30 - $0.00 x 0 OPENING Vega=$250 NANOS=447.61 Fwd - >>2500 MRVL Sep23 22nd 45.0 Puts $0.02 (CboeTheo=0.01) ASK PHLX 12:34:00.137 IV=62.6% +3.2 MRX 0 x $0.00 - $0.02 x 21 BXO FLOOR Vega=$634 MRVL=56.22 Ref
- SPLIT TICKET:
>>1000 SPX Oct23 3950 Puts $3.90 (CboeTheo=3.86) ASK [CBOE] 12:37:04.854 IV=22.3% -0.2 CBOE 1464 x $3.80 - $3.90 x 100 CBOE Vega=$107k SPX=4495.25 Fwd - >>2500 PDD Jan24 70.0 Puts $1.62 (CboeTheo=1.65) BID PHLX 12:38:19.545 IV=52.9% -0.7 PHLX 61 x $1.62 - $1.68 x 98 ARCA SPREAD/CROSS/TIED Vega=$25k PDD=98.17 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2620 DNN Oct23 1.5 Calls $0.15 (CboeTheo=0.13) ASK [MULTI] 12:38:59.766 IV=74.7% +9.4 PHLX 4474 x $0.10 - $0.15 x 24 ARCA ISO
Delta=56%, EST. IMPACT = 147k Shares ($223k) To Buy DNN=1.52 Ref - >>5000 NRG Sep23 39.0 Calls $0.17 (CboeTheo=0.20) BID AMEX 12:40:04.268 IV=26.7% -2.5 AMEX 51 x $0.15 - $0.25 x 93 PHLX SPREAD/FLOOR Vega=$5398 NRG=38.60 Ref
- >>2800 NRG Oct23 42.0 Calls $0.23 (CboeTheo=0.22) MID AMEX 12:40:04.268 IV=23.5% -1.4 PHLX 164 x $0.20 - $0.25 x 67 PHLX SPREAD/FLOOR - OPENING Vega=$8487 NRG=38.60 Ref
- >>5600 NRG Nov23 42.0 Calls $0.63 (CboeTheo=0.65) BID AMEX 12:40:04.269 IV=27.2% -0.7 PHLX 53 x $0.60 - $0.70 x 328 CBOE SPREAD/FLOOR - OPENING Vega=$29k NRG=38.60 Ref
- >>2800 NRG Dec23 43.0 Calls $0.77 (CboeTheo=0.80) BID AMEX 12:40:04.270 IV=27.8% -0.8 PHLX 60 x $0.75 - $0.85 x 81 BZX SPREAD/FLOOR - OPENING Vega=$18k NRG=38.60 Ref
- >>4313 NRG Sep23 38.0 Calls $0.73 (CboeTheo=0.74) BID AMEX 12:40:04.271 IV=26.5% -3.4 C2 65 x $0.70 - $0.80 x 34 CBOE SPREAD/FLOOR Vega=$3676 NRG=38.60 Ref
- SWEEP DETECTED:
>>2500 CHPT Sep23 29th 5.0 Puts $0.08 (CboeTheo=0.08) ASK [MULTI] 12:43:39.042 IV=72.4% +2.6 EMLD 532 x $0.05 - $0.08 x 262 EMLD ISO - OPENING Vega=$743 CHPT=5.79 Ref - SWEEP DETECTED:
>>2500 CHPT Oct23 6.0 Puts $0.61 (CboeTheo=0.58) ASK [MULTI] 12:44:48.890 IV=61.1% +2.4 EMLD 290 x $0.57 - $0.61 x 361 EMLD ISO - OPENING Vega=$1786 CHPT=5.79 Ref - >>Market Color FFIE - Bullish option flow detected in Faraday Future Intelligent Electric (5.01 +1.13) with 8,894 calls trading (4x expected) and implied vol increasing almost 5 points to 167.56%. . The Put/Call Ratio is 0.27. Earnings are expected on 11/14. (Autocolor (Trade Alert LLC)) [FFIE 5.01 +1.13 Ref, IV=167.6% +4.5] #Bullish
- >>2900 BROS Oct23 30.0 Calls $0.25 (CboeTheo=0.29) BID AMEX 12:45:29.222 IV=37.8% -0.6 EMLD 2 x $0.25 - $0.30 x 80 PHLX SPREAD/CROSS - OPENING Vega=$5972 BROS=26.38 Ref
- >>2900 BROS Oct23 30.0 Puts $3.95 (CboeTheo=3.88) ASK AMEX 12:45:29.222 IV=42.9% +4.4 PHLX 275 x $3.70 - $4.00 x 21 PHLX SPREAD/CROSS - OPENING Vega=$6672 BROS=26.38 Ref
- >>2064 NVDA Oct23 13th 490 Calls $9.19 (CboeTheo=9.06) ASK CBOE 12:46:57.324 IV=38.8% -0.7 EMLD 124 x $9.05 - $9.20 x 39 BXO COB/AUCTION - OPENING Vega=$95k NVDA=456.97 Ref
- >>2064 NVDA Oct23 13th 540 Calls $2.05 (CboeTheo=2.05) BID CBOE 12:46:57.324 IV=40.0% -1.2 BOX 12 x $2.04 - $2.08 x 27 BXO COB/AUCTION - OPENING Vega=$45k NVDA=456.97 Ref
- >>10000 CCJ Oct23 42.0 Calls $0.69 (CboeTheo=0.68) ASK AMEX 12:47:55.409 IV=32.8% +0.7 MPRL 2 x $0.66 - $0.70 x 112 C2 AUCTION - OPENING 52WeekHigh Vega=$43k CCJ=39.12 Ref
- >>4699 RCKT Jan24 25.0 Calls $1.70 (CboeTheo=1.83) BID GEMX 12:51:22.070 IV=65.9% -8.0 BOX 92 x $1.45 - $2.45 x 19 ARCA OPENING Vega=$22k RCKT=20.88 Ref
- >>1033 SPX Mar24 600 Puts $0.05 (CboeTheo=0.07) BID CBOE 12:54:48.676 IV=82.2% -2.2 CBOE 217 x $0.05 - $0.10 x 2 CBOE LATE Vega=$1029 SPX=4578.52 Fwd
- >>1162 SPX Mar24 800 Puts $0.10 (CboeTheo=0.15) BID CBOE 12:54:48.677 IV=74.0% -2.1 CBOE 14 x $0.10 - $0.20 x 584 CBOE LATE Vega=$2372 SPX=4578.52 Fwd
- >>2065 SPX Mar24 600 Puts $0.05 (CboeTheo=0.07) BID CBOE 12:54:48.677 IV=82.2% -2.2 CBOE 217 x $0.05 - $0.10 x 2 CBOE LATE Vega=$2056 SPX=4578.52 Fwd
- >>1033 SPX Mar24 600 Puts $0.05 (CboeTheo=0.07) BID CBOE 12:54:48.678 IV=82.2% -2.2 CBOE 217 x $0.05 - $0.10 x 2 CBOE LATE Vega=$1029 SPX=4578.52 Fwd
- SPLIT TICKET:
>>1291 SPX Mar24 1200 Puts $0.35 (CboeTheo=0.43) BID [CBOE] 12:54:48.675 IV=62.8% -1.2 CBOE 709 x $0.35 - $0.50 x 1873 CBOE LATE Vega=$9158 SPX=4578.52 Fwd - SPLIT TICKET:
>>1859 SPX Mar24 1000 Puts $0.20 (CboeTheo=0.26) BID [CBOE] 12:54:48.675 IV=68.0% -1.5 CBOE 75 x $0.20 - $0.35 x 2212 CBOE LATE Vega=$7534 SPX=4578.52 Fwd - SPLIT TICKET:
>>2904 SPX Mar24 800 Puts $0.10 (CboeTheo=0.15) BID [CBOE] 12:54:48.675 IV=74.0% -2.1 CBOE 14 x $0.10 - $0.20 x 584 CBOE LATE Vega=$5928 SPX=4578.52 Fwd - SPLIT TICKET:
>>5163 SPX Mar24 600 Puts $0.05 (CboeTheo=0.07) BID [CBOE] 12:54:48.675 IV=82.2% -2.2 CBOE 217 x $0.05 - $0.10 x 2 CBOE LATE Vega=$5141 SPX=4578.52 Fwd - >>2349 TSLA Dec23 140 Puts $0.50 (CboeTheo=0.52) BID CBOE 12:55:43.097 IV=66.3% -0.3 EMLD 192 x $0.50 - $0.51 x 30 NOM TIED/AUCTION Vega=$12k TSLA=272.25 Ref
- SWEEP DETECTED:
>>2103 WMT Nov23 170 Calls $3.00 (CboeTheo=3.05) BID [MULTI] 12:58:42.194 IV=14.9% -0.2 CBOE 305 x $3.00 - $3.10 x 232 EMLD 52WeekHigh Vega=$57k WMT=165.49 Ref - >>2975 BEAM Dec23 25.0 Calls $3.30 (CboeTheo=3.34) BID GEMX 12:59:41.005 IV=63.0% -2.3 PHLX 40 x $2.90 - $4.40 x 8 AMEX OPENING Vega=$15k BEAM=25.07 Ref
- >>Market Color MANU - Bearish flow noted in Manchester United (19.63 -0.11) with 2,266 puts trading, or 1.1x expected. The Put/Call Ratio is 1.56, while ATM IV is up over 1 point on the day. Earnings are expected on 09/20. (Autocolor (Trade Alert LLC)) [MANU 19.63 -0.11 Ref, IV=72.6% +1.4] #Bearish
- SWEEP DETECTED:
>>Bullish Delta Impact 500 LWLG Mar24 7.5 Calls $0.75 (CboeTheo=0.70) ASK [MULTI] 13:01:00.094 IV=81.7% +3.1 BOX 229 x $0.60 - $0.75 x 646 AMEX OPENING
Delta=43%, EST. IMPACT = 21k Shares ($120k) To Buy LWLG=5.61 Ref - SWEEP DETECTED:
>>3297 TLRY Sep23 3.0 Calls $0.09 (CboeTheo=0.10) BID [MULTI] 13:01:08.202 IV=117.0% -4.7 BXO 295 x $0.09 - $0.10 x 30 EMLD SSR Vega=$298 TLRY=2.97 Ref - >>2499 AVXL Oct23 8.0 Calls $0.60 (CboeTheo=0.78) ASK GEMX 13:05:56.323 IV=62.8% -17.0 PHLX 1579 x $0.55 - $0.60 x 2408 GEMX Vega=$2505 AVXL=7.89 Ref
- >>2408 AVXL Oct23 8.0 Calls $0.60 (CboeTheo=0.79) BID GEMX 13:05:58.112 IV=62.0% -17.8 PHLX 1797 x $0.55 - $0.85 x 45 ISE Vega=$2417 AVXL=7.91 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1998 GES Jan24 23.0 Puts $2.208 (CboeTheo=2.08) Above Ask! [MULTI] 13:07:09.708 IV=40.3% +1.3 BOX 29 x $2.05 - $2.20 x 206 AMEX ISO - OPENING
Delta=-46%, EST. IMPACT = 92k Shares ($2.11m) To Sell GES=22.84 Ref - >>2500 GES Jan24 23.0 Puts $2.30 (CboeTheo=2.11) ASK PHLX 13:07:30.687 IV=41.6% +2.6 AMEX 128 x $2.05 - $2.45 x 614 BOX FLOOR - OPENING Vega=$13k GES=22.78 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 892 SGMO Feb24 2.0 Calls $0.35 (CboeTheo=0.37) BID [MULTI] 13:08:21.082 IV=172.7% +20.5 PHLX 490 x $0.35 - $0.40 x 2900 BOX ISO
Delta=64%, EST. IMPACT = 57k Shares ($59k) To Sell SGMO=1.03 Ref - >>1425 VIX Oct23 18th 17.0 Calls $1.10 (CboeTheo=1.09) MID CBOE 13:08:41.544 IV=86.2% +0.6 CBOE 2225 x $1.07 - $1.12 x 24k CBOE AUCTION Vega=$2672 VIX=15.57 Fwd
- SPLIT TICKET:
>>1500 VIX Oct23 18th 17.0 Calls $1.10 (CboeTheo=1.09) MID [CBOE] 13:08:41.544 IV=86.2% +0.6 CBOE 2225 x $1.07 - $1.12 x 24k CBOE AUCTION Vega=$2813 VIX=15.57 Fwd - SWEEP DETECTED:
>>2000 AAPL Sep23 180 Calls $0.20 (CboeTheo=0.20) ASK [MULTI] 13:09:07.152 IV=26.8% -1.2 EMLD 1086 x $0.19 - $0.20 x 952 EMLD Vega=$5365 AAPL=175.47 Ref - >>10000 AMC Sep23 22nd 7.5 Puts $0.42 (CboeTheo=0.42) BID AMEX 13:10:21.210 IV=149.7% -8.1 C2 989 x $0.42 - $0.45 x 1483 EDGX SPREAD/CROSS - OPENING Vega=$4532 AMC=8.26 Ref
- >>10000 AMC Sep23 7.5 Puts $0.12 (CboeTheo=0.13) BID AMEX 13:10:21.210 IV=160.8% -6.0 C2 671 x $0.12 - $0.13 x 915 C2 SPREAD/CROSS Vega=$1770 AMC=8.26 Ref
- SWEEP DETECTED:
>>3000 KEY Oct23 13.0 Calls $0.15 (CboeTheo=0.16) ASK [MULTI] 13:10:40.278 IV=41.8% +1.3 EMLD 25 x $0.10 - $0.15 x 1975 PHLX ISO Vega=$3000 KEY=11.40 Ref - >>6000 PYPL Nov23 62.5 Puts $3.45 (CboeTheo=3.44) ASK AMEX 13:13:08.359 IV=37.6% +0.2 EDGX 295 x $3.40 - $3.45 x 161 EMLD CROSS - OPENING Vega=$63k PYPL=62.98 Ref
- >>6000 PYPL Nov23 62.5 Calls $4.55 (CboeTheo=4.57) MID AMEX 13:13:10.362 IV=37.4% -0.0 CBOE 347 x $4.50 - $4.60 x 424 CBOE CROSS - OPENING Vega=$63k PYPL=62.98 Ref
- >>2986 PBR Jan24 10.0 Puts $0.10 (CboeTheo=0.10) BID PHLX 13:13:25.173 IV=44.9% -0.4 ARCA 15 x $0.10 - $0.11 x 1539 ARCA Vega=$2925 PBR=14.95 Ref
- SWEEP DETECTED:
>>3000 PBR Jan24 10.0 Puts $0.10 (CboeTheo=0.10) BID [MULTI] 13:13:25.173 IV=44.9% -0.4 ARCA 15 x $0.10 - $0.11 x 1539 ARCA Vega=$2939 PBR=14.95 Ref - >>Market Color KEY - Bullish option flow detected in KeyCorp (11.41 -0.36) with 5,438 calls trading (1.3x expected) and implied vol increasing over 1 point to 37.74%. . The Put/Call Ratio is 0.41. Earnings are expected on 10/18. (Autocolor (Trade Alert LLC)) [KEY 11.41 -0.36 Ref, IV=37.7% +1.4] #Bullish
- SPLIT TICKET:
>>2000 SLCA Oct23 14.0 Puts $0.51 (CboeTheo=0.55) BID [ARCA] 13:16:40.537 IV=33.3% -0.4 PHLX 402 x $0.50 - $0.60 x 221 GEMX FLOOR - OPENING Vega=$3537 SLCA=14.01 Ref - SPLIT TICKET:
>>1000 VIX Oct23 18th 47.5 Calls $0.08 (CboeTheo=0.09) ASK [CBOE] 13:17:20.002 IV=169.1% -1.4 CBOE 27k x $0.07 - $0.08 x 500 CBOE Vega=$334 VIX=15.60 Fwd - >>2700 GOLD Jan24 17.0 Calls $0.74 (CboeTheo=0.75) MID EDGX 13:18:24.331 IV=27.8% -0.6 EDGX 417 x $0.73 - $0.75 x 36 MPRL Vega=$9995 GOLD=15.99 Ref
- SWEEP DETECTED:
>>2000 F Sep23 29th 12.5 Puts $0.22 (CboeTheo=0.21) ASK [MULTI] 13:19:26.160 IV=32.3% +1.6 EMLD 4219 x $0.21 - $0.22 x 3105 EMLD Vega=$2009 F=12.76 Ref - SWEEP DETECTED:
>>2137 VZ Oct23 27th 32.0 Puts $0.461 (CboeTheo=0.48) BID [MULTI] 13:22:28.746 IV=22.7% -0.8 C2 272 x $0.46 - $0.49 x 1 EDGX OPENING Vega=$8293 VZ=33.95 Ref - >>5500 FFIE Jan25 5.0 Puts $2.72 (CboeTheo=2.63) ASK PHLX 13:23:02.082 IV=136.8% +7.2 AMEX 1077 x $2.12 - $2.80 x 179 BOX FLOOR - OPENING Vega=$8804 FFIE=4.99 Ref
- >>Unusual Volume TSEM - 3x market weighted volume: 42.2k = 64.0k projected vs 21.0k adv, 98% puts, 27% of OI [TSEM 28.18 +0.17 Ref, IV=27.7% -1.0]
- >>Unusual Volume RTX - 3x market weighted volume: 63.3k = 96.0k projected vs 30.4k adv, 63% puts, 18% of OI [RTX 75.98 +0.42 Ref, IV=18.3% -0.6]
- SWEEP DETECTED:
>>2097 AMC Sep23 8.5 Calls $0.27 (CboeTheo=0.26) BID [MULTI] 13:25:00.791 IV=153.8% -23.5 C2 618 x $0.27 - $0.29 x 6 MRX ISO Vega=$513 AMC=8.22 Ref - >>Unusual Volume BNTX - 4x market weighted volume: 6389 = 9362 projected vs 2017 adv, 80% puts, 10% of OI [BNTX 113.80 -1.83 Ref, IV=34.6% -1.6]
- SWEEP DETECTED:
>>2030 AMC Sep23 8.5 Calls $0.25 (CboeTheo=0.26) Below Bid! [MULTI] 13:25:29.017 IV=151.4% -25.9 MPRL 26 x $0.26 - $0.27 x 1 BXO ISO Vega=$494 AMC=8.21 Ref - >>Market Color MDT - Bearish flow noted in Medtronic (81.38 +0.39) with 13,377 puts trading, or 4x expected. The Put/Call Ratio is 7.86, while ATM IV is up over 1 point on the day. Earnings are expected on 11/20. (Autocolor (Trade Alert LLC)) [MDT 81.38 +0.39 Ref, IV=16.2% +1.2] #Bearish
- >>3000 AER Nov24 37.5 Puts $0.80 (CboeTheo=0.71) ASK ARCA 13:30:21.328 IV=37.7% +1.2 AMEX 5 x $0.70 - $0.80 x 40 BOX FLOOR - OPENING Vega=$25k AER=60.61 Ref
- >>Unusual Volume ARCC - 3x market weighted volume: 8927 = 12.7k projected vs 3681 adv, 78% calls, 5% of OI ExDiv [ARCC 19.70 +0.08 Ref, IV=12.1% -1.8]
- >>3000 NVDA Sep23 450 Puts $2.77 (CboeTheo=2.73) BID AMEX 13:32:50.773 IV=42.4% -0.9 ARCA 2 x $2.76 - $2.80 x 6 BXO SPREAD/CROSS Vega=$36k NVDA=457.50 Ref
- >>3000 NVDA Sep23 450 Calls $10.62 (CboeTheo=10.53) ASK AMEX 13:32:50.773 IV=42.8% -0.6 AMEX 33 x $10.50 - $10.65 x 48 PHLX SPREAD/CROSS Vega=$36k NVDA=457.50 Ref
- SWEEP DETECTED:
>>2000 GM Oct23 33.0 Puts $0.91 (CboeTheo=0.90) ASK [MULTI] 13:36:33.963 IV=31.6% -0.6 CBOE 1188 x $0.87 - $0.91 x 840 C2 Vega=$8131 GM=33.78 Ref - >>3000 ZTO Jan24 24.4 Puts $1.55 (CboeTheo=1.55) BID ARCA 13:36:39.380 IV=29.9% -0.4 C2 2 x $1.50 - $1.65 x 248 PHLX CROSS Vega=$17k ZTO=24.34 Ref
- >>8000 ZM Jan24 135 Puts $65.35 (CboeTheo=65.38) MID PHLX 13:36:51.776 EDGX 5 x $65.25 - $65.45 x 3 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=69.62 Ref
- >>8000 ZM Jan24 130 Puts $60.35 (CboeTheo=60.38) MID PHLX 13:36:51.776 EDGX 5 x $60.25 - $60.45 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=69.62 Ref
- >>2800 WYNN Sep23 115 Puts $19.60 (CboeTheo=19.58) MID PHLX 13:36:56.708 IV=114.3% +35.1 BOX 12 x $19.50 - $19.70 x 42 BOX FLOOR - OPENING Vega=$758 WYNN=95.42 Ref
- >>3200 WYNN Sep23 105 Puts $9.60 (CboeTheo=9.58) ASK PHLX 13:36:56.708 IV=65.4% +18.1 EDGX 24 x $9.50 - $9.65 x 5 AMEX FLOOR - OPENING Vega=$1339 WYNN=95.42 Ref
- >>1000 VIX Sep23 20th 15.0 Calls $0.24 (CboeTheo=0.25) ASK CBOE 13:37:26.562 IV=78.9% -3.3 CBOE 493 x $0.23 - $0.24 x 1598 CBOE Vega=$638 VIX=13.98 Fwd
- SPLIT TICKET:
>>2249 VIX Sep23 20th 15.0 Calls $0.24 (CboeTheo=0.25) MID [CBOE] 13:37:26.556 IV=78.9% -3.3 CBOE 493 x $0.23 - $0.25 x 11 CBOE Vega=$1434 VIX=13.98 Fwd - SPLIT TICKET:
>>3909 SPXW Sep23 20th 4290 Puts $1.15 (CboeTheo=1.13) MID [CBOE] 13:38:07.717 IV=16.6% -0.5 CBOE 506 x $1.10 - $1.20 x 606 CBOE FLOOR - OPENING Vega=$178k SPX=4480.85 Fwd - >>6500 UAL Sep23 55.0 Puts $8.90 (CboeTheo=8.87) MID PHLX 13:38:20.761 IV=121.7% +53.6 AMEX 10 x $8.85 - $8.95 x 45 BXO SPREAD/FLOOR - OPENING Vega=$1546 UAL=46.13 Ref
- >>6500 UAL Sep23 52.5 Puts $6.40 (CboeTheo=6.37) ASK PHLX 13:38:20.761 IV=94.8% +43.7 CBOE 19 x $6.30 - $6.45 x 10 BOX SPREAD/FLOOR - OPENING Vega=$1851 UAL=46.13 Ref
- >>25000 KVUE Sep23 31.0 Puts $9.20 (CboeTheo=9.21) MID PHLX 13:38:24.115 EDGX 120 x $9.10 - $9.30 x 94 BZX SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.79 Ref
- >>25000 KVUE Sep23 30.0 Puts $8.20 (CboeTheo=8.21) MID PHLX 13:38:24.115 PHLX 1781 x $8.10 - $8.30 x 886 PHLX SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.79 Ref
- >>7240 TSLA Jan24 483.33 Puts $210.45 (CboeTheo=210.47) BID PHLX 13:38:25.250 ARCA 50 x $209.40 - $211.60 x 50 ARCA FLOOR - OPENING Vega=$0 TSLA=272.86 Ref
- >>8000 TSLA Jan24 450 Puts $177.20 (CboeTheo=177.14) ASK PHLX 13:38:25.250 IV=53.5% +1.0 BZX 50 x $176.10 - $178.25 x 50 BZX FLOOR - OPENING Vega=$55k TSLA=272.86 Ref
- SPLIT TICKET:
>>7350 TSLA Jan24 483.33 Puts $210.451 (CboeTheo=210.47) BID [PHLX] 13:38:25.250 ARCA 50 x $209.40 - $211.60 x 50 ARCA FLOOR - OPENING Vega=$0 TSLA=272.86 Ref - >>10000 GM Sep23 41.0 Puts $7.25 (CboeTheo=7.25) MID PHLX 13:38:27.425 IV=114.6% +23.9 BXO 15 x $7.20 - $7.30 x 80 BXO SPREAD/FLOOR - OPENING Vega=$714 GM=33.76 Ref
- >>10000 GM Sep23 40.0 Puts $6.25 (CboeTheo=6.25) MID PHLX 13:38:27.425 IV=102.1% +19.5 CBOE 71 x $6.20 - $6.30 x 126 BXO SPREAD/FLOOR - OPENING Vega=$784 GM=33.76 Ref
- >>4500 TSEM Jan24 43.0 Puts $14.80 (CboeTheo=14.84) ASK PHLX 13:38:28.933 BOX 81 x $14.60 - $14.90 x 19 MPRL FLOOR - OPENING Vega=$0 TSEM=28.16 Ref
- >>20500 TSEM Oct23 43.0 Puts $14.80 (CboeTheo=14.84) MID PHLX 13:38:28.933 BOX 60 x $14.70 - $14.90 x 17 BXO FLOOR - OPENING Vega=$0 TSEM=28.16 Ref
- >>16000 TSEM Jan24 45.0 Puts $16.80 (CboeTheo=16.84) MID PHLX 13:38:28.933 BOX 79 x $16.70 - $16.90 x 21 BOX FLOOR - OPENING Vega=$0 TSEM=28.16 Ref
- >>6500 UPS Oct23 180 Puts $22.90 (CboeTheo=22.86) ASK PHLX 13:38:31.239 IV=27.9% +7.3 BXO 18 x $22.75 - $23.00 x 12 BXO FLOOR - OPENING Vega=$23k UPS=157.14 Ref
- >>10000 UPS Sep23 180 Puts $22.85 (CboeTheo=22.86) MID PHLX 13:38:31.239 BOX 42 x $22.75 - $22.95 x 43 BOX FLOOR - OPENING Vega=$0 UPS=157.14 Ref
- >>6000 UPS Sep23 175 Puts $17.90 (CboeTheo=17.86) MID PHLX 13:38:31.240 IV=71.4% +21.4 MPRL 20 x $17.80 - $18.00 x 46 BOX FLOOR - OPENING Vega=$3718 UPS=157.14 Ref
- >>12050 UPS Sep23 170 Puts $12.85 (CboeTheo=12.86) BID PHLX 13:38:31.240 BXO 26 x $12.80 - $12.95 x 31 BOX FLOOR - OPENING Vega=$0 UPS=157.14 Ref
- >>8200 TGT Sep23 145 Puts $21.95 (CboeTheo=21.92) ASK PHLX 13:38:36.189 IV=101.4% +34.7 BXO 14 x $21.85 - $22.00 x 17 MPRL FLOOR - OPENING Vega=$2802 TGT=123.08 Ref
- >>8000 TGT Sep23 140 Puts $16.95 (CboeTheo=16.92) ASK PHLX 13:38:36.189 IV=82.8% +26.7 BXO 16 x $16.85 - $17.00 x 11 BXO FLOOR - OPENING Vega=$3201 TGT=123.08 Ref
- >>6500 SQ Jan24 100 Puts $45.65 (CboeTheo=45.65) ASK PHLX 13:38:40.347 BOX 30 x $45.50 - $45.70 x 1 AMEX FLOOR - OPENING Vega=$0 SQ=54.35 Ref
- >>2000 SQ Sep23 80.0 Puts $25.60 (CboeTheo=25.65) BID PHLX 13:38:40.347 BZX 2 x $25.60 - $25.70 x 4 BXO FLOOR - OPENING Vega=$0 SQ=54.35 Ref
- >>2000 SQ Sep23 77.5 Puts $23.15 (CboeTheo=23.15) MID PHLX 13:38:40.347 IV=171.8% +31.4 PHLX 30 x $23.10 - $23.20 x 50 MPRL FLOOR - OPENING Vega=$21 SQ=54.35 Ref
- >>2400 SQ Sep23 72.5 Puts $18.15 (CboeTheo=18.15) MID PHLX 13:38:40.347 IV=142.8% +24.8 PHLX 30 x $18.10 - $18.20 x 30 PHLX FLOOR - OPENING Vega=$30 SQ=54.35 Ref
- >>12500 SQ Sep23 70.0 Puts $15.65 (CboeTheo=15.65) MID PHLX 13:38:40.347 IV=127.3% +21.1 PHLX 30 x $15.60 - $15.70 x 39 MPRL FLOOR - OPENING Vega=$174 SQ=54.35 Ref
- >>8800 SQ Sep23 67.5 Puts $13.15 (CboeTheo=13.15) MID PHLX 13:38:40.347 IV=111.1% +17.1 PHLX 31 x $13.10 - $13.20 x 66 BXO FLOOR - OPENING Vega=$138 SQ=54.35 Ref
- >>12000 SQ Sep23 65.0 Puts $10.65 (CboeTheo=10.65) MID PHLX 13:38:40.347 IV=93.9% +12.8 PHLX 30 x $10.60 - $10.70 x 49 BXO FLOOR - OPENING Vega=$220 SQ=54.35 Ref
- >>8050 SQ Sep23 62.5 Puts $8.15 (CboeTheo=8.15) MID PHLX 13:38:40.347 IV=75.7% +7.7 PHLX 30 x $8.10 - $8.20 x 36 NOM FLOOR - OPENING Vega=$180 SQ=54.35 Ref
- >>2200 SEDG Sep23 270 Puts $123.20 (CboeTheo=123.32) BID PHLX 13:38:48.655 BXO 2 x $123.00 - $123.50 x 2 BZX FLOOR - OPENING Vega=$0 SEDG=146.68 Ref
- >>2200 SE Jan24 180 Puts $141.60 (CboeTheo=141.63) ASK PHLX 13:38:54.079 BOX 24 x $141.40 - $141.70 x 3 EDGX FLOOR - OPENING Vega=$0 SE=38.37 Ref
- >>2000 SE Jan24 95.0 Puts $56.60 (CboeTheo=56.63) MID PHLX 13:38:54.079 BOX 24 x $56.50 - $56.70 x 3 EDGX FLOOR - OPENING Vega=$0 SE=38.37 Ref
- >>2000 SE Jan24 80.0 Puts $41.65 (CboeTheo=41.63) ASK PHLX 13:38:54.079 IV=74.5% +10.8 EDGX 3 x $41.55 - $41.70 x 3 EDGX FLOOR - OPENING Vega=$1889 SE=38.37 Ref
- >>2800 SCHW Sep23 65.0 Puts $5.75 (CboeTheo=5.75) BID PHLX 13:38:56.840 IV=57.5% +16.3 EDGX 14 x $5.70 - $5.90 x 47 MPRL FLOOR - OPENING Vega=$423 SCHW=59.26 Ref
- >>2400 RTX Sep23 86.0 Puts $10.05 (CboeTheo=10.04) MID PHLX 13:38:58.233 IV=79.1% +18.8 BOX 8 x $10.00 - $10.10 x 28 BXO FLOOR - OPENING Vega=$585 RTX=75.97 Ref
- >>15400 RTX Sep23 85.0 Puts $9.05 (CboeTheo=9.04) ASK PHLX 13:38:58.233 IV=72.8% +16.2 BZX 32 x $8.95 - $9.10 x 31 BOX FLOOR - OPENING Vega=$4006 RTX=75.97 Ref
- >>2000 RTX Sep23 82.0 Puts $6.05 (CboeTheo=6.04) MID PHLX 13:38:58.233 IV=52.9% +8.0 BOX 8 x $6.00 - $6.10 x 30 BOX FLOOR - OPENING Vega=$668 RTX=75.97 Ref
- >>5500 RTX Oct23 85.0 Puts $9.05 (CboeTheo=9.04) ASK PHLX 13:38:58.232 IV=24.1% +2.9 BOX 22 x $8.95 - $9.10 x 35 BOX FLOOR - OPENING Vega=$10k RTX=75.97 Ref
- >>2400 ETSY Sep23 110 Puts $45.10 (CboeTheo=45.13) ASK PHLX 13:39:03.547 BXO 11 x $44.95 - $45.20 x 13 BXO FLOOR - OPENING 52WeekLow Vega=$0 ETSY=64.87 Ref
- >>2050 ETSY Sep23 75.0 Puts $10.15 (CboeTheo=10.13) ASK PHLX 13:39:03.547 IV=93.9% +33.7 BXO 10 x $10.05 - $10.20 x 23 BOX FLOOR - OPENING 52WeekLow Vega=$483 ETSY=64.87 Ref
- SPLIT TICKET:
>>2201 SCHW Sep23 60.0 Puts $1.48 (CboeTheo=1.44) ASK [MIAX] 13:39:01.660 IV=59.7% +19.8 C2 122 x $1.40 - $1.49 x 41 BXO AUCTION Vega=$3850 SCHW=59.26 Ref - >>1000 SPXW Sep23 29th 4125 Puts $1.95 (CboeTheo=1.93) MID CBOE 13:39:31.529 IV=20.9% -0.3 CBOE 778 x $1.90 - $2.00 x 757 CBOE LATE Vega=$62k SPX=4486.89 Fwd
- >>1000 SPXW Sep23 29th 4100 Puts $1.70 (CboeTheo=1.70) BID CBOE 13:39:31.529 IV=21.6% -0.2 CBOE 40 x $1.70 - $1.75 x 374 CBOE LATE Vega=$54k SPX=4486.89 Fwd
- >>1000 SPXW Sep23 29th 4125 Puts $1.95 (CboeTheo=1.93) MID CBOE 13:39:31.532 IV=20.9% -0.3 CBOE 778 x $1.90 - $2.00 x 757 CBOE LATE Vega=$62k SPX=4486.89 Fwd
- >>1000 SPXW Sep23 29th 4100 Puts $1.70 (CboeTheo=1.70) BID CBOE 13:39:31.532 IV=21.6% -0.2 CBOE 40 x $1.70 - $1.75 x 374 CBOE LATE Vega=$54k SPX=4486.89 Fwd
- >>3345 SPXW Sep23 29th 4100 Puts $1.70 (CboeTheo=1.70) BID CBOE 13:39:31.586 IV=21.6% -0.2 CBOE 40 x $1.70 - $1.75 x 374 CBOE LATE Vega=$182k SPX=4486.89 Fwd
- >>3345 SPXW Sep23 29th 4125 Puts $1.95 (CboeTheo=1.93) MID CBOE 13:39:31.652 IV=20.9% -0.3 CBOE 778 x $1.90 - $2.00 x 757 CBOE LATE Vega=$207k SPX=4486.89 Fwd
- SPLIT TICKET:
>>7665 SPXW Sep23 29th 4125 Puts $1.95 (CboeTheo=1.93) MID [CBOE] 13:39:31.528 IV=20.9% -0.3 CBOE 778 x $1.90 - $2.00 x 757 CBOE LATE Vega=$473k SPX=4486.89 Fwd - SPLIT TICKET:
>>8365 SPXW Sep23 29th 4100 Puts $1.70 (CboeTheo=1.70) BID [CBOE] 13:39:31.528 IV=21.6% -0.2 CBOE 40 x $1.70 - $1.75 x 374 CBOE LATE Vega=$456k SPX=4486.89 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1424 URBN Sep23 33.0 Calls $0.75 (CboeTheo=0.89) BID [MULTI] 13:39:39.148 IV=23.8% -9.6 CBOE 236 x $0.75 - $0.85 x 30 BOX
Delta=88%, EST. IMPACT = 126k Shares ($4.23m) To Sell URBN=33.70 Ref - >>2200 PYPL Sep23 85.0 Puts $22.05 (CboeTheo=22.07) MID PHLX 13:39:44.797 BZX 17 x $22.00 - $22.10 x 27 MPRL FLOOR - OPENING Vega=$0 PYPL=62.94 Ref
- >>10000 PYPL Sep23 72.5 Puts $9.55 (CboeTheo=9.57) MID PHLX 13:39:44.797 NOM 18 x $9.50 - $9.60 x 28 MPRL FLOOR - OPENING Vega=$0 PYPL=62.94 Ref
- >>9600 PYPL Sep23 70.0 Puts $7.05 (CboeTheo=7.07) MID PHLX 13:39:44.797 BXO 56 x $7.00 - $7.10 x 38 BOX FLOOR - OPENING Vega=$0 PYPL=62.94 Ref
- >>2200 PNC Sep23 136 Puts $12.00 (CboeTheo=12.04) BID PHLX 13:39:48.970 BXO 7 x $11.90 - $12.20 x 7 BXO SPREAD/FLOOR - OPENING Vega=$0 PNC=123.97 Ref
- >>2200 PNC Sep23 135 Puts $11.00 (CboeTheo=11.04) BID PHLX 13:39:48.970 BXO 7 x $10.90 - $11.20 x 11 BOX SPREAD/FLOOR - OPENING Vega=$0 PNC=123.97 Ref
- >>2000 PG Sep23 162.5 Puts $9.40 (CboeTheo=9.40) MID PHLX 13:39:51.331 BOX 31 x $9.30 - $9.50 x 60 BOX SPREAD/FLOOR - OPENING Vega=$0 PG=153.10 Ref
- >>2000 PG Sep23 160 Puts $6.90 (CboeTheo=6.90) MID PHLX 13:39:51.331 BZX 39 x $6.80 - $7.00 x 63 BOX SPREAD/FLOOR - OPENING Vega=$0 PG=153.10 Ref
- >>12000 PFE Sep23 40.0 Puts $5.90 (CboeTheo=5.91) MID PHLX 13:39:53.758 AMEX 125 x $5.85 - $5.95 x 122 BXO FLOOR - OPENING Vega=$0 PFE=34.09 Ref
- >>11350 PFE Sep23 37.5 Puts $3.40 (CboeTheo=3.41) MID PHLX 13:39:53.758 BOX 66 x $3.35 - $3.45 x 174 BXO FLOOR - OPENING Vega=$0 PFE=34.09 Ref
- >>3300 DLTR Sep23 130 Puts $16.70 (CboeTheo=16.70) MID PHLX 13:39:54.930 BOX 19 x $16.60 - $16.80 x 19 BOX FLOOR - OPENING 52WeekLow Vega=$0 DLTR=113.30 Ref
- >>2900 PEP Sep23 185 Puts $5.55 (CboeTheo=5.56) ASK PHLX 13:39:56.141 BOX 23 x $5.45 - $5.60 x 14 BXO FLOOR - OPENING Vega=$0 PEP=179.44 Ref
- >>2800 ORCL Sep23 130 Puts $17.30 (CboeTheo=17.30) BID PHLX 13:39:57.437 CBOE 41 x $17.25 - $17.40 x 84 CBOE FLOOR - OPENING SSR Vega=$0 ORCL=112.69 Ref
- >>3700 ORCL Sep23 126 Puts $13.30 (CboeTheo=13.30) BID PHLX 13:39:57.438 CBOE 41 x $13.25 - $13.40 x 78 PHLX FLOOR - OPENING SSR Vega=$0 ORCL=112.69 Ref
- >>4900 ORCL Sep23 125 Puts $12.30 (CboeTheo=12.30) BID PHLX 13:39:57.438 CBOE 50 x $12.25 - $12.40 x 108 CBOE FLOOR - OPENING SSR Vega=$0 ORCL=112.69 Ref
- >>14050 ORCL Sep23 124 Puts $11.30 (CboeTheo=11.30) BID PHLX 13:39:57.438 CBOE 44 x $11.25 - $11.40 x 74 NOM FLOOR - OPENING SSR Vega=$0 ORCL=112.69 Ref
- >>6650 DIS Jan24 160 Puts $76.35 (CboeTheo=76.26) ASK PHLX 13:39:58.908 IV=69.4% +28.8 ARCA 46 x $75.95 - $76.50 x 27 BOX FLOOR - OPENING Vega=$24k DIS=83.73 Ref
- >>3000 DIS Jan24 120 Puts $36.30 (CboeTheo=36.26) ASK PHLX 13:39:58.908 IV=42.2% +11.1 ARCA 1 x $36.20 - $36.30 x 1 ARCA FLOOR - OPENING Vega=$9365 DIS=83.73 Ref
- >>2000 DIS Sep23 90.0 Puts $6.30 (CboeTheo=6.27) ASK PHLX 13:39:58.908 IV=54.9% +14.4 MIAX 21 x $6.20 - $6.30 x 24 BOX FLOOR Vega=$1091 DIS=83.73 Ref
- >>2500 NKE Sep23 115 Puts $18.55 (CboeTheo=18.50) ASK PHLX 13:40:05.598 IV=116.0% +44.1 BOX 19 x $18.45 - $18.60 x 28 BOX FLOOR - OPENING Vega=$987 NKE=96.50 Ref
- >>8500 NKE Sep23 110 Puts $13.55 (CboeTheo=13.51) ASK PHLX 13:40:05.598 IV=91.2% +33.3 NOM 45 x $13.40 - $13.60 x 26 BOX FLOOR - OPENING Vega=$4010 NKE=96.50 Ref
- >>8200 NKE Sep23 105 Puts $8.55 (CboeTheo=8.51) ASK PHLX 13:40:05.598 IV=63.9% +21.2 ARCA 10 x $8.45 - $8.60 x 30 NOM FLOOR - OPENING Vega=$5036 NKE=96.50 Ref
- >>2000 NKE Sep23 103 Puts $6.55 (CboeTheo=6.50) ASK PHLX 13:40:05.598 IV=52.0% +15.6 BOX 19 x $6.45 - $6.60 x 14 NOM FLOOR - OPENING Vega=$1426 NKE=96.50 Ref
- >>2200 DAL Sep23 47.0 Puts $7.40 (CboeTheo=7.44) MID PHLX 13:40:08.150 CBOE 202 x $7.35 - $7.45 x 7 BXO FLOOR - OPENING Vega=$0 DAL=39.56 Ref
- >>2000 DAL Sep23 46.0 Puts $6.40 (CboeTheo=6.44) MID PHLX 13:40:08.150 BZX 69 x $6.35 - $6.45 x 6 BXO FLOOR - OPENING Vega=$0 DAL=39.56 Ref
- >>4700 DAL Sep23 45.0 Puts $5.40 (CboeTheo=5.44) BID PHLX 13:40:08.150 EDGX 91 x $5.40 - $5.45 x 3 BXO FLOOR - OPENING Vega=$0 DAL=39.56 Ref
- >>3950 NEM Jan24 60.0 Puts $21.00 (CboeTheo=21.01) MID PHLX 13:40:09.446 BOX 37 x $20.95 - $21.05 x 21 BOX FLOOR - OPENING Vega=$0 NEM=38.98 Ref
- >>4000 NEM Sep23 45.0 Puts $6.00 (CboeTheo=6.02) MID PHLX 13:40:09.446 BOX 58 x $5.95 - $6.05 x 29 BOX FLOOR - OPENING Vega=$0 NEM=38.98 Ref
- >>7000 NEE Sep23 75.0 Puts $6.40 (CboeTheo=6.38) MID PHLX 13:40:12.000 IV=63.3% +13.7 BOX 34 x $6.30 - $6.50 x 64 BZX FLOOR - OPENING Vega=$2540 NEE=68.62 Ref
- >>5950 NEE Sep23 72.5 Puts $3.90 (CboeTheo=3.89) MID PHLX 13:40:12.000 IV=42.9% +4.8 BOX 34 x $3.80 - $4.00 x 54 BZX FLOOR Vega=$2878 NEE=68.62 Ref
- >>2000 MS Sep23 95.0 Puts $7.70 (CboeTheo=7.67) ASK PHLX 13:40:20.267 IV=61.9% +17.8 NOM 33 x $7.60 - $7.75 x 15 ARCA SPREAD/FLOOR - OPENING Vega=$1021 MS=87.33 Ref
- >>2000 MS Sep23 92.5 Puts $5.20 (CboeTheo=5.17) ASK PHLX 13:40:20.267 IV=45.6% +6.7 NOM 40 x $5.10 - $5.25 x 5 MIAX SPREAD/FLOOR - OPENING Vega=$1276 MS=87.33 Ref
- >>19300 C Sep23 50.0 Puts $7.35 (CboeTheo=7.48) ASK PHLX 13:40:21.649 NOM 116 x $6.65 - $7.95 x 117 ARCA FLOOR - OPENING Vega=$0 C=42.52 Ref
- >>15000 C Sep23 47.5 Puts $5.05 (CboeTheo=4.98) ASK PHLX 13:40:21.649 IV=96.0% +31.6 EDGX 107 x $4.45 - $5.45 x 99 ARCA FLOOR - OPENING Vega=$6414 C=42.52 Ref
- >>4750 C Sep23 46.0 Puts $2.69 (CboeTheo=3.48) BID PHLX 13:40:21.649 EDGX 167 x $2.44 - $4.25 x 223 PHLX FLOOR - OPENING Vega=$0 C=42.52 Ref
- >>4100 MRVL Sep23 62.5 Puts $6.05 (CboeTheo=6.07) BID PHLX 13:40:23.029 ARCA 70 x $6.00 - $6.15 x 86 BOX FLOOR - OPENING Vega=$0 MRVL=56.43 Ref
- >>4500 MRVL Sep23 62.0 Puts $5.55 (CboeTheo=5.57) MID PHLX 13:40:23.029 ISE 83 x $5.50 - $5.60 x 10 MIAX FLOOR - OPENING Vega=$0 MRVL=56.43 Ref
- SPLIT TICKET:
>>20000 C Sep23 50.0 Puts $7.348 (CboeTheo=7.48) ASK [PHLX] 13:40:21.649 NOM 116 x $6.65 - $7.95 x 117 ARCA FLOOR - OPENING Vega=$0 C=42.52 Ref - >>2500 BNTX Sep23 145 Puts $31.20 (CboeTheo=31.37) BID PHLX 13:40:27.641 EDGX 5 x $31.10 - $32.50 x 32 BZX SPREAD/FLOOR - OPENING Vega=$0 BNTX=113.64 Ref
- >>2500 BNTX Sep23 140 Puts $26.20 (CboeTheo=26.38) BID PHLX 13:40:27.641 EDGX 5 x $26.10 - $26.60 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 BNTX=113.64 Ref
- SPLIT TICKET:
>>1000 SPX Sep23 4425 Puts $2.18 (CboeTheo=2.06) ASK [CBOE] 13:40:40.078 IV=13.8% -0.7 CBOE 1442 x $2.05 - $2.20 x 892 CBOE LATE Vega=$60k SPX=4479.49 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4400 Puts $1.13 (CboeTheo=1.03) ASK [CBOE] 13:40:40.078 IV=15.8% +0.3 CBOE 126 x $1.05 - $1.15 x 4062 CBOE LATE Vega=$37k SPX=4479.49 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4360 Puts $0.56 (CboeTheo=0.57) BID [CBOE] 13:40:40.078 IV=19.5% +1.9 CBOE 106 x $0.55 - $0.60 x 1677 CBOE LATE Vega=$20k SPX=4479.49 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4320 Puts $0.40 (CboeTheo=0.42) BID [CBOE] 13:40:40.078 IV=23.8% +3.2 CBOE 100 x $0.40 - $0.45 x 2649 CBOE LATE Vega=$13k SPX=4479.49 Fwd - >>2500 BAX Sep23 45.0 Puts $6.40 (CboeTheo=6.45) MID PHLX 13:40:48.418 BOX 31 x $6.30 - $6.50 x 15 BOX SPREAD/FLOOR - OPENING Vega=$0 BAX=38.55 Ref
- >>2500 BAX Sep23 47.5 Puts $8.90 (CboeTheo=8.95) ASK PHLX 13:40:48.418 BOX 31 x $8.70 - $9.00 x 11 BOX SPREAD/FLOOR - OPENING Vega=$0 BAX=38.55 Ref
- >>2500 LVS Sep23 57.5 Puts $8.65 (CboeTheo=8.66) MID PHLX 13:40:50.158 BOX 31 x $8.60 - $8.70 x 11 BXO SPREAD/FLOOR Vega=$0 LVS=48.84 Ref
- >>2500 LVS Sep23 60.0 Puts $11.15 (CboeTheo=11.16) MID PHLX 13:40:50.158 BOX 31 x $11.10 - $11.20 x 11 BXO SPREAD/FLOOR - OPENING Vega=$0 LVS=48.84 Ref
- >>12000 BAC Sep23 35.0 Puts $6.10 (CboeTheo=6.08) MID PHLX 13:40:52.016 IV=125.5% +44.1 BXO 21 x $6.05 - $6.15 x 120 ARCA FLOOR - OPENING Vega=$1414 BAC=28.91 Ref
- >>2000 BAC Sep23 33.0 Puts $4.10 (CboeTheo=4.08) MID PHLX 13:40:52.016 IV=92.7% +31.8 CBOE 177 x $4.05 - $4.15 x 250 PHLX FLOOR - OPENING Vega=$295 BAC=28.91 Ref
- >>10000 BAC Sep23 32.0 Puts $3.10 (CboeTheo=3.09) MID PHLX 13:40:52.016 IV=74.7% +25.2 ISE 54 x $3.05 - $3.15 x 244 PHLX FLOOR - OPENING Vega=$1729 BAC=28.91 Ref
- >>20000 BABA Sep23 120 Puts $32.00 (CboeTheo=32.03) BID PHLX 13:40:54.514 BOX 29 x $31.95 - $32.10 x 28 BXO FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>8000 BABA Sep23 115 Puts $27.05 (CboeTheo=27.04) ASK PHLX 13:40:54.514 IV=152.7% +48.6 NOM 32 x $26.95 - $27.10 x 10 BXO FLOOR - OPENING Vega=$1301 BABA=87.97 Ref
- >>12500 BABA Sep23 110 Puts $22.00 (CboeTheo=22.04) BID PHLX 13:40:54.514 CBOE 39 x $21.95 - $22.10 x 43 BOX FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>12500 BABA Sep23 105 Puts $17.05 (CboeTheo=17.04) ASK PHLX 13:40:54.514 IV=107.2% +29.2 MIAX 21 x $16.95 - $17.10 x 36 BOX FLOOR - OPENING Vega=$2674 BABA=87.97 Ref
- >>10500 BABA Sep23 100 Puts $12.00 (CboeTheo=12.04) BID PHLX 13:40:54.514 CBOE 86 x $11.95 - $12.10 x 36 BOX FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>3000 BA Sep23 235 Puts $25.30 (CboeTheo=25.26) ASK PHLX 13:40:55.935 IV=74.2% +24.5 CBOE 11 x $25.10 - $25.45 x 10 AMEX FLOOR - OPENING Vega=$2151 BA=209.74 Ref
- >>6500 JPM Sep23 160 Puts $13.25 (CboeTheo=13.23) MID PHLX 13:41:02.282 IV=56.4% +16.3 BZX 102 x $13.15 - $13.35 x 39 NOM SPREAD/FLOOR - OPENING Vega=$2923 JPM=146.76 Ref
- >>6500 JPM Sep23 155 Puts $8.25 (CboeTheo=8.23) MID PHLX 13:41:02.282 IV=38.6% +9.6 BZX 68 x $8.15 - $8.35 x 78 NOM SPREAD/FLOOR - OPENING Vega=$3987 JPM=146.76 Ref
- >>2400 AMD Sep23 120 Puts $11.35 (CboeTheo=11.39) BID PHLX 13:41:04.853 BOX 56 x $11.30 - $11.45 x 56 BOX SPREAD/FLOOR - OPENING Vega=$0 AMD=108.61 Ref
- >>25000 AAPL Sep23 195 Puts $19.60 (CboeTheo=19.59) BID PHLX 13:41:12.059 IV=63.2% +4.6 BXO 7 x $19.55 - $19.75 x 98 PHLX FLOOR - OPENING Vega=$6490 AAPL=175.41 Ref
- >>34350 AAPL Sep23 190 Puts $14.60 (CboeTheo=14.60) ASK PHLX 13:41:12.059 IV=49.8% +49.8 EMLD 22 x $14.50 - $14.65 x 33 EMLD FLOOR - OPENING Vega=$11k AAPL=175.41 Ref
- >>9400 AAPL Sep23 187.5 Puts $12.10 (CboeTheo=12.10) BID PHLX 13:41:12.059 IV=42.8% +8.1 BXO 8 x $12.05 - $12.35 x 316 PHLX FLOOR - OPENING Vega=$3426 AAPL=175.41 Ref
- SWEEP DETECTED:
>>2884 VZ Oct23 27th 32.0 Puts $0.47 (CboeTheo=0.48) BID [MULTI] 13:41:21.173 IV=22.7% -0.8 EMLD 192 x $0.47 - $0.48 x 448 EMLD OPENING Vega=$11k VZ=33.90 Ref - >>3400 FANG Oct23 150 Puts $2.15 (CboeTheo=2.17) BID ARCA 13:42:41.736 IV=22.8% -0.5 CBOE 138 x $2.15 - $2.25 x 31 BOX SPREAD/CROSS Vega=$58k FANG=154.87 Ref
- >>3400 FANG Oct23 155 Calls $4.71 (CboeTheo=4.68) BID ARCA 13:42:41.736 IV=22.0% +0.1 CBOE 164 x $4.70 - $4.90 x 63 CBOE SPREAD/CROSS - OPENING Vega=$67k FANG=154.87 Ref
- >>3116 PINS Sep23 30.0 Calls $0.02 (CboeTheo=0.01) ASK CBOE 13:43:23.032 IV=71.0% +23.4 ARCA 4 x $0.01 - $0.02 x 64 BXO COB/AUCTION Vega=$513 PINS=27.14 Ref
- >>3116 PINS Jan24 37.5 Calls $0.36 (CboeTheo=0.37) BID CBOE 13:43:23.032 IV=40.2% +0.3 MPRL 54 x $0.36 - $0.37 x 1 ARCA COB/AUCTION Vega=$10k PINS=27.14 Ref
- SWEEP DETECTED:
>>2016 TSLA Sep23 260 Puts $0.56 (CboeTheo=0.58) BID [MULTI] 13:43:21.425 IV=53.1% +0.5 C2 202 x $0.56 - $0.57 x 35 BZX Vega=$7725 TSLA=273.15 Ref - >>3145 SPXW Sep23 29th 4100 Puts $1.70 (CboeTheo=1.70) BID CBOE 13:39:31.586 IV=21.6% -0.2 CBOE 40 x $1.70 - $1.75 x 374 CBOE LATE Vega=$171k SPX=4486.89 Fwd
- >>2800 F Jan25 10.0 Puts $0.76 (CboeTheo=0.77) MID BOX 13:44:38.265 IV=36.5% -0.1 EDGX 1 x $0.75 - $0.77 x 23 MPRL CROSS Vega=$11k F=12.69 Ref
- SPLIT TICKET:
>>1500 VIX Jan24 17th 180 Calls $0.05 (CboeTheo=0.05) MID [CBOE] 13:45:34.554 IV=147.5% -1.5 CBOE 500 x $0.04 - $0.07 x 29k CBOE Vega=$504 VIX=17.85 Fwd - >>2316 RIVN Sep23 22.0 Puts $0.05 (CboeTheo=0.07) BID GEMX 13:45:44.163 IV=65.5% -5.4 EMLD 1929 x $0.05 - $0.06 x 4416 EMLD Vega=$683 RIVN=23.47 Ref
- SWEEP DETECTED:
>>6000 RIVN Sep23 22.0 Puts $0.05 (CboeTheo=0.07) BID [MULTI] 13:45:44.163 IV=65.2% -5.7 GEMX 2316 x $0.05 - $0.06 x 4416 EMLD Vega=$1775 RIVN=23.46 Ref - SWEEP DETECTED:
>>3480 AAL Sep23 13.0 Puts $0.05 (CboeTheo=0.06) ASK [MULTI] 13:46:12.125 IV=43.4% -14.9 C2 732 x $0.04 - $0.05 x 758 C2 ISO Vega=$999 AAL=13.35 Ref - SPLIT TICKET:
>>1190 VIX May24 22nd 60.0 Calls $0.53 (CboeTheo=0.50) BID [CBOE] 13:47:56.282 IV=85.8% +1.2 CBOE 2 x $0.50 - $0.62 x 2 CBOE OPENING Vega=$3483 VIX=19.35 Fwd - >>Unusual Volume JKS - 3x market weighted volume: 8807 = 12.0k projected vs 3897 adv, 95% puts, 33% of OI [JKS 30.35 -0.75 Ref, IV=47.9% -0.1]
- >>2050 SQ Jan24 100 Puts $45.75 (CboeTheo=45.76) BID PHLX 13:51:02.659 BOX 30 x $45.65 - $45.90 x 30 BOX FLOOR - OPENING Vega=$0 SQ=54.23 Ref
- >>Unusual Volume TTWO - 3x market weighted volume: 11.0k = 14.8k projected vs 3843 adv, 95% calls, 8% of OI [TTWO 144.16 +0.97 Ref, IV=23.4% -0.9]
- SWEEP DETECTED:
>>2636 GOLD Sep23 16.0 Puts $0.10 (CboeTheo=0.12) BID [MULTI] 13:51:42.295 IV=24.8% -3.0 EMLD 578 x $0.10 - $0.11 x 1377 EMLD Vega=$1268 GOLD=16.04 Ref - >>4350 NVDA Sep23 492.5 Puts $33.80 (CboeTheo=33.76) BID PHLX 13:52:54.768 IV=49.2% +0.3 BZX 2 x $33.55 - $34.25 x 14 ISE FLOOR - OPENING Vega=$8089 NVDA=458.76 Ref
- >>6425 NVDA Sep23 490 Puts $31.45 (CboeTheo=31.28) BID PHLX 13:52:54.768 IV=52.2% +4.1 ISE 10 x $31.00 - $31.95 x 75 CBOE FLOOR - OPENING Vega=$21k NVDA=458.76 Ref
- >>2500 STEM Oct23 5.0 Puts $0.60 (CboeTheo=0.58) MID AMEX 13:54:15.268 IV=77.6% -0.0 EMLD 2179 x $0.55 - $0.65 x 748 PHLX SPREAD/FLOOR Vega=$1507 STEM=4.80 Ref
- >>2500 STEM Oct23 5.0 Calls $0.35 (CboeTheo=0.36) BID AMEX 13:54:15.269 IV=73.3% -4.3 EMLD 2262 x $0.35 - $0.40 x 5 BZX SPREAD/FLOOR - OPENING Vega=$1508 STEM=4.80 Ref
- >>2500 STEM Sep23 10.0 Calls $0.05 ASK AMEX 13:54:15.270 IV=563.2% +250.2 ISE 0 x $0.00 - $0.05 x 1965 PHLX SPREAD/FLOOR Vega=$117 STEM=4.80 Ref
- >>2460 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) MID PHLX 13:54:38.055 BZX 43 x $6.60 - $6.80 x 11 BXO FLOOR Vega=$0 CNQ=64.23 Ref
- >>2040 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) BID PHLX 13:54:39.386 MPRL 42 x $6.70 - $6.80 x 44 NOM FLOOR Vega=$0 CNQ=64.23 Ref
- >>2040 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) BID PHLX 13:54:40.855 ARCA 58 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref
- SPLIT TICKET:
>>2460 CNQ Sep23 57.5 Calls $6.717 (CboeTheo=6.75) BID [PHLX] 13:54:39.386 MPRL 42 x $6.70 - $6.80 x 44 NOM FLOOR Vega=$0 CNQ=64.23 Ref - >>2040 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) BID PHLX 13:54:42.212 NOM 63 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref
- SPLIT TICKET:
>>2460 CNQ Sep23 57.5 Calls $6.717 (CboeTheo=6.75) BID [PHLX] 13:54:40.855 ARCA 58 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref - >>2040 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) BID PHLX 13:54:43.676 NOM 63 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref
- SPLIT TICKET:
>>2460 CNQ Sep23 57.5 Calls $6.717 (CboeTheo=6.75) BID [PHLX] 13:54:42.212 NOM 63 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref - >>2040 CNQ Sep23 57.5 Calls $6.70 (CboeTheo=6.75) BID PHLX 13:54:45.203 BZX 46 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref
- SPLIT TICKET:
>>2460 CNQ Sep23 57.5 Calls $6.717 (CboeTheo=6.75) BID [PHLX] 13:54:43.676 NOM 63 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref - SPLIT TICKET:
>>2460 CNQ Sep23 57.5 Calls $6.717 (CboeTheo=6.75) BID [PHLX] 13:54:45.203 BZX 46 x $6.70 - $6.80 x 45 GEMX FLOOR Vega=$0 CNQ=64.23 Ref - >>10000 AAL Jan24 15.0 Calls $0.56 (CboeTheo=0.55) ASK AMEX 13:55:48.661 IV=33.4% +0.1 BXO 24 x $0.55 - $0.56 x 787 C2 CROSS Vega=$29k AAL=13.34 Ref
- >>2150 NFLX Sep23 455 Puts $35.55 (CboeTheo=35.57) ASK PHLX 13:55:58.595 BZX 11 x $35.30 - $35.75 x 6 GEMX FLOOR - OPENING Vega=$0 NFLX=419.43 Ref
- >>4675 BABA Jan24 135 Puts $47.05 (CboeTheo=47.03) ASK PHLX 13:57:04.856 IV=47.7% +6.1 EDGX 3 x $46.95 - $47.10 x 8 BXO FLOOR - OPENING Vega=$11k BABA=87.97 Ref
- >>2275 BABA Jan24 130 Puts $42.00 (CboeTheo=42.03) BID PHLX 13:57:04.856 EDGX 3 x $41.95 - $42.10 x 24 BOX FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>9800 BABA Sep23 120 Puts $32.00 (CboeTheo=32.03) BID PHLX 13:57:04.856 NOM 31 x $31.95 - $32.10 x 24 BOX FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>4050 BABA Sep23 115 Puts $27.00 (CboeTheo=27.02) BID PHLX 13:57:04.856 CBOE 44 x $26.95 - $27.10 x 43 MIAX FLOOR - OPENING Vega=$0 BABA=87.97 Ref
- >>6350 BABA Sep23 110 Puts $22.05 (CboeTheo=22.02) ASK PHLX 13:57:04.856 IV=136.7% +45.1 MIAX 64 x $21.95 - $22.10 x 36 BOX FLOOR - OPENING Vega=$1530 BABA=87.97 Ref
- SPLIT TICKET:
>>4725 BABA Jan24 135 Puts $47.051 (CboeTheo=47.03) ASK [PHLX] 13:57:04.856 IV=47.7% +6.1 EDGX 3 x $46.95 - $47.10 x 8 BXO FLOOR - OPENING Vega=$11k BABA=87.97 Ref - >>2300 META Sep23 325 Puts $19.00 (CboeTheo=19.11) ASK PHLX 13:57:15.792 NOM 60 x $18.60 - $19.25 x 10 AMEX FLOOR - OPENING Vega=$0 META=305.89 Ref
- >>2600 LMT Sep23 450 Puts $30.90 (CboeTheo=30.86) ASK PHLX 13:58:16.477 IV=47.8% +9.6 BOX 17 x $30.30 - $31.20 x 6 BXO FLOOR Vega=$3498 LMT=419.13 Ref
- SWEEP DETECTED:
>>3000 F Sep23 13.0 Calls $0.09 (CboeTheo=0.08) BID [MULTI] 13:58:20.387 IV=54.6% +3.2 EMLD 1207 x $0.09 - $0.10 x 3164 C2 ISO Vega=$979 F=12.68 Ref - SWEEP DETECTED:
>>2309 F Sep23 13.35 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 13:58:33.881 IV=60.7% -0.3 C2 3269 x $0.03 - $0.04 x 2997 C2 Vega=$494 F=12.68 Ref - >>1026 SPXW Sep23 26th 4515 Calls $20.29 (CboeTheo=20.44) BID CBOE 13:59:04.151 IV=9.9% -1.0 CBOE 31 x $20.20 - $20.50 x 30 CBOE LATE Vega=$327k SPX=4483.86 Fwd
- SPLIT TICKET:
>>1326 SPXW Sep23 26th 4515 Calls $20.29 (CboeTheo=20.44) BID [CBOE] 13:59:04.151 IV=9.9% -1.0 CBOE 31 x $20.20 - $20.50 x 30 CBOE LATE Vega=$423k SPX=4483.86 Fwd - >>Market Color GES - Bearish flow noted in Guess (22.52 -0.70) with 5,738 puts trading, or 4x expected. The Put/Call Ratio is 21.02, while ATM IV is up over 1 point on the day. Earnings are expected on 11/21. (Autocolor (Trade Alert LLC)) [GES 22.52 -0.70 Ref, IV=34.2% +1.3] #Bearish
- SWEEP DETECTED:
>>Bearish Delta Impact 790 FOUR Oct23 50.0 Puts $1.95 (CboeTheo=1.84) ASK [MULTI] 14:01:38.207 IV=46.3% +1.5 EMLD 3 x $1.85 - $1.95 x 109 PHLX OPENING
Delta=-35%, EST. IMPACT = 28k Shares ($1.44m) To Sell FOUR=52.15 Ref - >>2000 AAL Oct23 13.0 Puts $0.41 (CboeTheo=0.41) BID AMEX 14:01:57.035 IV=34.9% -1.7 EMLD 705 x $0.41 - $0.42 x 27 NOM SPREAD/CROSS Vega=$3223 AAL=13.30 Ref
- >>2000 AAL Oct23 15.0 Calls $0.11 (CboeTheo=0.12) BID AMEX 14:01:57.035 IV=33.3% +0.5 C2 209 x $0.11 - $0.12 x 1696 EMLD SPREAD/CROSS Vega=$2070 AAL=13.30 Ref
- >>21000 NU Sep23 7.5 Calls $0.17 (CboeTheo=0.20) MID AMEX 14:03:04.849 IV=40.2% +1.1 EDGX 224 x $0.16 - $0.18 x 570 EMLD AUCTION Vega=$4137 NU=7.62 Ref
- >>2080 GOLD Sep23 18.0 Puts $1.96 (CboeTheo=1.98) BID BOX 14:04:01.164 BXO 18 x $1.96 - $2.00 x 18 BXO SPREAD/FLOOR - OPENING Vega=$0 GOLD=16.02 Ref
- >>2080 GOLD Sep23 19.0 Puts $2.96 (CboeTheo=2.98) BID BOX 14:04:01.164 BXO 17 x $2.96 - $2.98 x 12 BXO SPREAD/FLOOR - OPENING Vega=$0 GOLD=16.02 Ref
- >>4000 NIO Sep23 16.0 Puts $5.80 (CboeTheo=5.81) MID PHLX 14:04:21.496 PHLX 453 x $5.75 - $5.85 x 504 CBOE SPREAD/FLOOR Vega=$0 NIO=10.19 Ref
- >>4000 NIO Sep23 13.0 Puts $2.80 (CboeTheo=2.82) MID PHLX 14:04:21.496 BOX 30 x $2.78 - $2.82 x 21 EMLD SPREAD/FLOOR - OPENING Vega=$0 NIO=10.19 Ref
- >>2000 UAL Jun24 38.0 Puts $2.33 (CboeTheo=2.37) BID ARCA 14:04:52.361 IV=40.7% -0.7 CBOE 504 x $2.32 - $2.41 x 61 PHLX CROSS Vega=$23k UAL=45.77 Ref
- >>2100 LCID Jan24 22.0 Puts $16.10 (CboeTheo=16.12) BID BOX 14:05:03.653 MIAX 5 x $16.10 - $16.20 x 116 PHLX SPREAD/FLOOR - OPENING Vega=$0 LCID=5.88 Ref
- >>2100 LCID Jan24 20.0 Puts $14.10 (CboeTheo=14.12) BID BOX 14:05:03.653 MIAX 5 x $14.10 - $14.20 x 150 PHLX SPREAD/FLOOR Vega=$0 LCID=5.88 Ref
- >>2002 BAC Sep23 29.0 Calls $0.12 (CboeTheo=0.13) BID PHLX 14:05:10.251 IV=19.5% -2.3 C2 1076 x $0.12 - $0.13 x 157 C2 AUCTION Vega=$1696 BAC=28.86 Ref
- >>2220 AA Oct23 40.0 Puts $11.55 (CboeTheo=11.61) BID BOX 14:05:20.314 BOX 12 x $11.55 - $11.65 x 13 BOX SPREAD/FLOOR - OPENING Vega=$0 AA=28.39 Ref
- >>2220 AA Sep23 35.0 Puts $6.55 (CboeTheo=6.61) BID BOX 14:05:20.314 BOX 31 x $6.55 - $6.65 x 32 NOM SPREAD/FLOOR - OPENING Vega=$0 AA=28.39 Ref
- >>2380 BABA Jan24 135 Puts $47.00 (CboeTheo=47.10) BID BOX 14:05:30.277 EDGX 6 x $47.00 - $47.15 x 8 BXO SPREAD/FLOOR - OPENING Vega=$0 BABA=87.90 Ref
- >>2380 BABA Jan24 130 Puts $42.00 (CboeTheo=42.10) BID BOX 14:05:30.277 EDGX 6 x $42.00 - $42.15 x 8 BXO SPREAD/FLOOR - OPENING Vega=$0 BABA=87.89 Ref
- >>2000 SE Jan24 70.0 Puts $31.67 (CboeTheo=31.67) MID BOX 14:05:40.131 EDGX 3 x $31.60 - $31.75 x 26 BZX SPREAD/FLOOR Vega=$0 SE=38.33 Ref
- >>2580 JD Sep23 37.5 Puts $5.75 (CboeTheo=5.82) BID BOX 14:05:51.298 BOX 58 x $5.75 - $5.85 x 46 BXO SPREAD/FLOOR 52WeekLow Vega=$0 JD=31.68 Ref
- >>2580 JD Jan24 60.0 Puts $28.25 (CboeTheo=28.32) BID BOX 14:05:51.298 BOX 36 x $28.25 - $28.40 x 36 BOX SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 JD=31.68 Ref
- SPLIT TICKET:
>>2000 SPXW Sep23 19th 4535 Calls $3.60 (CboeTheo=3.58) ASK [CBOE] 14:05:56.143 IV=9.1% -1.1 CBOE 227 x $3.40 - $3.60 x 180 CBOE FLOOR - OPENING Vega=$268k SPX=4476.24 Fwd - >>2670 DISH Jan24 22.5 Puts $16.40 (CboeTheo=16.34) ASK BOX 14:06:00.533 IV=140.4% +37.5 PHLX 1458 x $16.00 - $16.75 x 1179 PHLX SPREAD/FLOOR Vega=$1339 DISH=6.16 Ref
- >>2670 DISH Jan24 20.0 Puts $13.90 (CboeTheo=13.85) ASK BOX 14:06:00.533 IV=130.1% +31.7 BOX 57 x $13.75 - $13.90 x 48 BOX SPREAD/FLOOR Vega=$1369 DISH=6.16 Ref
- >>2820 BA Sep23 235 Puts $25.45 (CboeTheo=25.85) BID BOX 14:06:10.242 BXO 60 x $25.45 - $26.00 x 36 PHLX SPREAD/FLOOR - OPENING Vega=$0 BA=209.15 Ref
- >>2820 BA Oct23 240 Puts $30.45 (CboeTheo=30.85) BID BOX 14:06:10.242 CBOE 24 x $30.35 - $30.95 x 10 AMEX SPREAD/FLOOR - OPENING Vega=$0 BA=209.15 Ref
- >>2840 RBLX Sep23 35.0 Puts $7.20 (CboeTheo=7.25) BID BOX 14:06:16.720 MPRL 46 x $7.20 - $7.30 x 45 CBOE SPREAD/FLOOR Vega=$0 RBLX=27.75 Ref
- >>2840 RBLX Oct23 37.5 Puts $9.70 (CboeTheo=9.74) BID BOX 14:06:16.720 MIAX 35 x $9.70 - $9.80 x 51 BOX SPREAD/FLOOR - OPENING Vega=$0 RBLX=27.75 Ref
- >>4500 TTWO Oct23 27th 152.5 Calls $1.90 (CboeTheo=1.83) ASK PHLX 14:06:19.717 IV=22.8% -0.4 BZX 21 x $1.75 - $1.90 x 2 NOM SPREAD/CROSS/TIED - OPENING Vega=$77k TTWO=144.09 Ref
- >>4500 TTWO Oct23 27th 160 Calls $0.52 (CboeTheo=0.59) BID PHLX 14:06:19.717 IV=21.6% -1.7 CBOE 6 x $0.52 - $0.60 x 31 C2 SPREAD/CROSS/TIED - OPENING Vega=$42k TTWO=144.09 Ref
- >>2140 NKE Oct23 115 Puts $18.85 (CboeTheo=18.75) ASK BOX 14:06:21.673 IV=37.6% +5.9 BXO 6 x $18.70 - $18.85 x 20 BOX SPREAD/FLOOR - OPENING Vega=$6981 NKE=96.25 Ref
- >>3000 UPS Sep23 170 Puts $12.80 (CboeTheo=12.68) ASK BOX 14:06:27.494 IV=63.7% +24.2 BOX 31 x $12.55 - $12.80 x 31 BOX SPREAD/FLOOR Vega=$3944 UPS=157.32 Ref
- >>3000 UPS Oct23 180 Puts $22.80 (CboeTheo=22.67) ASK BOX 14:06:27.494 IV=29.8% +9.2 BXO 10 x $22.60 - $22.80 x 14 BXO SPREAD/FLOOR - OPENING Vega=$17k UPS=157.32 Ref
- >>2390 SE Jan24 70.0 Puts $31.67 (CboeTheo=31.67) MID BOX 14:06:32.626 NOM 11 x $31.60 - $31.75 x 29 BZX SPREAD/FLOOR Vega=$0 SE=38.33 Ref
- >>2150 TGT Sep23 135 Puts $11.90 (CboeTheo=11.80) ASK BOX 14:06:37.654 IV=72.9% +28.1 NOM 48 x $11.70 - $11.90 x 72 NOM SPREAD/FLOOR - OPENING Vega=$2042 TGT=123.20 Ref
- >>2300 ETSY Jan24 105 Puts $40.60 (CboeTheo=40.53) ASK BOX 14:06:42.243 IV=55.3% +4.4 BXO 10 x $40.45 - $40.60 x 10 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$7250 ETSY=64.47 Ref
- >>3200 AAL Sep23 16.0 Puts $2.70 (CboeTheo=2.73) BID BOX 14:06:49.601 ARCA 15 x $2.70 - $2.74 x 31 MPRL SPREAD/FLOOR Vega=$0 AAL=13.28 Ref
- >>3200 AAL Sep23 17.0 Puts $3.70 (CboeTheo=3.73) BID BOX 14:06:49.601 EDGX 15 x $3.70 - $3.75 x 63 ARCA SPREAD/FLOOR - OPENING Vega=$0 AAL=13.28 Ref
- >>2270 ORCL Sep23 122 Puts $9.18 (CboeTheo=9.14) MID BOX 14:07:11.980 IV=57.8% +3.2 BOX 33 x $9.10 - $9.25 x 75 NOM SPREAD/FLOOR - OPENING SSR Vega=$1534 ORCL=112.86 Ref
- >>2290 ORCL Sep23 130 Puts $17.25 (CboeTheo=17.14) ASK BOX 14:07:11.980 IV=106.0% +34.4 ARCA 32 x $17.10 - $17.25 x 68 PHLX SPREAD/FLOOR - OPENING SSR Vega=$1726 ORCL=112.86 Ref
- >>2500 NVDA Sep23 492.5 Puts $35.36 (CboeTheo=35.42) ASK BOX 14:07:16.909 ISE 14 x $34.90 - $35.70 x 14 ISE SPREAD/FLOOR - OPENING Vega=$0 NVDA=457.08 Ref
- >>2500 NVDA Sep23 495 Puts $38.20 (CboeTheo=37.92) ASK BOX 14:07:16.909 IV=63.3% +13.4 CBOE 13 x $37.60 - $38.20 x 8 ARCA SPREAD/FLOOR - OPENING Vega=$8485 NVDA=457.08 Ref
- SPLIT TICKET:
>>3700 SPXW Sep23 28th 3700 Puts $0.45 (CboeTheo=0.41) MID [CBOE] 14:07:16.647 IV=36.5% +0.9 CBOE 985 x $0.40 - $0.50 x 1596 CBOE FLOOR - OPENING Vega=$47k SPX=4482.17 Fwd - >>3970 NEE Sep23 75.0 Puts $6.30 (CboeTheo=6.37) BID BOX 14:07:35.085 NOM 55 x $6.30 - $6.50 x 69 BOX SPREAD/FLOOR - OPENING Vega=$0 NEE=68.64 Ref
- >>3970 NEE Sep23 72.5 Puts $3.80 (CboeTheo=3.88) BID BOX 14:07:35.085 NOM 41 x $3.80 - $4.00 x 34 BOX SPREAD/FLOOR Vega=$0 NEE=68.64 Ref
- >>4000 DIS Sep23 90.0 Puts $6.70 (CboeTheo=6.61) ASK BOX 14:07:39.994 IV=66.9% +26.4 NOM 41 x $6.55 - $6.70 x 43 NOM SPREAD/FLOOR Vega=$3310 DIS=83.39 Ref
- >>4000 DIS Jan24 160 Puts $76.70 (CboeTheo=76.61) BID BOX 14:07:39.994 IV=70.1% +29.6 BZX 2 x $76.50 - $76.95 x 55 ARCA SPREAD/FLOOR - OPENING Vega=$15k DIS=83.39 Ref
- >>4700 LCID Jan24 27.0 Puts $21.10 (CboeTheo=21.12) BID BOX 14:07:51.044 MIAX 5 x $21.10 - $21.20 x 5 MIAX SPREAD/FLOOR - OPENING Vega=$0 LCID=5.88 Ref
- >>4700 LCID Jan24 20.0 Puts $14.10 (CboeTheo=14.12) BID BOX 14:07:51.044 MIAX 5 x $14.10 - $14.20 x 151 PHLX SPREAD/FLOOR Vega=$0 LCID=5.88 Ref
- >>5030 NKE Sep23 105 Puts $8.85 (CboeTheo=8.76) ASK BOX 14:08:00.795 IV=71.8% +29.0 NOM 28 x $8.65 - $8.85 x 24 NOM SPREAD/FLOOR Vega=$4044 NKE=96.24 Ref
- >>5030 NKE Sep23 110 Puts $13.85 (CboeTheo=13.76) ASK BOX 14:08:00.795 IV=100.7% +42.8 CBOE 51 x $13.65 - $13.90 x 5 BOX SPREAD/FLOOR - OPENING Vega=$3190 NKE=96.24 Ref
- >>2990 RTX Jan25 105 Puts $28.90 (CboeTheo=29.01) BID BOX 14:08:05.597 EDGX 6 x $28.90 - $29.15 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 RTX=75.98 Ref
- >>5240 PLUG Jan24 20.0 Puts $11.79 (CboeTheo=11.79) BID BOX 14:08:22.495 IV=86.0% +4.3 CBOE 77 x $11.75 - $11.85 x 111 EDGX SPREAD/FLOOR - OPENING Vega=$1059 PLUG=8.21 Ref
- >>3340 PLUG Jan24 22.5 Puts $14.25 (CboeTheo=14.29) BID BOX 14:08:22.495 CBOE 66 x $14.25 - $14.35 x 121 EDGX SPREAD/FLOOR - OPENING Vega=$0 PLUG=8.21 Ref
- >>2180 PLUG Jan24 30.0 Puts $21.85 (CboeTheo=21.79) ASK BOX 14:08:22.495 IV=134.9% +35.4 EDGX 31 x $21.75 - $21.85 x 118 EDGX SPREAD/FLOOR - OPENING Vega=$1334 PLUG=8.21 Ref
- >>5530 TGT Sep23 140 Puts $16.95 (CboeTheo=16.86) ASK BOX 14:08:27.118 IV=94.4% +38.3 AMEX 10 x $16.75 - $16.95 x 10 AMEX SPREAD/FLOOR - OPENING Vega=$4133 TGT=123.14 Ref
- >>5530 TGT Sep23 145 Puts $21.95 (CboeTheo=21.86) ASK BOX 14:08:27.118 IV=114.8% +48.2 BOX 26 x $21.75 - $21.95 x 49 BOX SPREAD/FLOOR - OPENING Vega=$3585 TGT=123.14 Ref
- >>2720 CHWY Sep23 27.5 Puts $5.95 (CboeTheo=5.90) ASK BOX 14:08:31.962 IV=190.8% +99.0 ARCA 54 x $5.85 - $5.95 x 59 BZX SPREAD/FLOOR - OPENING 52WeekLow Vega=$484 CHWY=21.61 Ref
- >>3760 CHWY Oct23 30.0 Puts $8.45 (CboeTheo=8.39) ASK BOX 14:08:31.962 IV=66.4% +14.1 BOX 36 x $8.35 - $8.45 x 35 NOM SPREAD/FLOOR 52WeekLow Vega=$2995 CHWY=21.61 Ref
- >>2180 CHWY Jan24 35.0 Puts $13.45 (CboeTheo=13.40) ASK BOX 14:08:31.962 IV=57.3% +6.1 BXO 24 x $13.35 - $13.45 x 28 MPRL SPREAD/FLOOR - OPENING 52WeekLow Vega=$3214 CHWY=21.61 Ref
- >>3220 CHWY Sep23 30.0 Puts $8.45 (CboeTheo=8.40) ASK BOX 14:08:31.962 IV=243.1% +130.6 BOX 20 x $8.35 - $8.45 x 56 ARCA SPREAD/FLOOR - OPENING 52WeekLow Vega=$489 CHWY=21.61 Ref
- >>6000 ZM Jan24 130 Puts $60.35 (CboeTheo=60.26) ASK BOX 14:08:37.126 IV=67.3% +16.3 EDGX 4 x $60.15 - $60.35 x 1 CBOE SPREAD/FLOOR - OPENING Vega=$19k ZM=69.74 Ref
- >>6000 ZM Jan24 280 Puts $210.35 (CboeTheo=210.26) ASK BOX 14:08:37.126 IV=132.7% +59.3 BZX 26 x $209.75 - $210.35 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$13k ZM=69.74 Ref
- >>3610 LUV Sep23 35.0 Puts $6.45 (CboeTheo=6.52) BID BOX 14:08:42.350 ISE 38 x $6.45 - $6.55 x 9 BOX SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 LUV=28.48 Ref
- >>2600 LUV Jan24 40.0 Puts $11.55 (CboeTheo=11.52) ASK BOX 14:08:42.350 IV=40.9% +9.7 AMEX 169 x $11.40 - $11.55 x 13 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$4297 LUV=28.48 Ref
- >>5050 LUV Sep23 32.5 Puts $3.99 (CboeTheo=4.02) BID BOX 14:08:42.350 BZX 39 x $3.95 - $4.05 x 27 ARCA SPREAD/FLOOR 52WeekLow Vega=$0 LUV=28.48 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3636 FLS Oct23 40.0 Calls $0.75 (CboeTheo=0.74) ASK [MULTI] 14:08:43.386 IV=25.7% +1.1 EMLD 10 x $0.70 - $0.75 x 64 AMEX
Delta=36%, EST. IMPACT = 133k Shares ($5.13m) To Buy FLS=38.70 Ref - >>6720 PYPL Sep23 70.0 Puts $7.15 (CboeTheo=7.14) ASK BOX 14:09:07.968 IV=72.3% +18.9 CBOE 92 x $7.10 - $7.15 x 1 NOM SPREAD/FLOOR - OPENING Vega=$1655 PYPL=62.86 Ref
- >>6720 PYPL Sep23 72.5 Puts $9.65 (CboeTheo=9.64) MID BOX 14:09:07.968 IV=91.5% +26.2 BXO 56 x $9.60 - $9.70 x 55 MIAX SPREAD/FLOOR - OPENING Vega=$1378 PYPL=62.86 Ref
- >>3990 ORCL Sep23 125 Puts $12.25 (CboeTheo=12.17) ASK BOX 14:09:30.623 IV=78.3% +78.3 CBOE 27 x $12.10 - $12.25 x 42 NOM SPREAD/FLOOR - OPENING SSR Vega=$3101 ORCL=112.83 Ref
- >>2970 ORCL Sep23 126 Puts $13.10 (CboeTheo=13.16) BID BOX 14:09:30.623 MIAX 24 x $13.10 - $13.25 x 41 BZX SPREAD/FLOOR - OPENING SSR Vega=$0 ORCL=112.83 Ref
- >>2790 ORCL Sep23 124 Puts $11.18 (CboeTheo=11.17) MID BOX 14:09:30.623 IV=61.0% +1.9 CBOE 43 x $11.10 - $11.25 x 50 BXO SPREAD/FLOOR SSR Vega=$983 ORCL=112.83 Ref
- >>4170 ORCL Sep23 124 Puts $11.19 (CboeTheo=11.17) ASK BOX 14:09:30.623 IV=63.6% +4.5 CBOE 43 x $11.10 - $11.25 x 50 BXO SPREAD/FLOOR - OPENING SSR Vega=$1884 ORCL=112.83 Ref
- >>7370 C Sep23 47.5 Puts $4.95 (CboeTheo=4.90) ASK BOX 14:09:40.914 IV=90.3% +25.9 ARCA 93 x $4.85 - $4.95 x 77 ARCA SPREAD/FLOOR - OPENING Vega=$2757 C=42.60 Ref
- >>7370 C Sep23 50.0 Puts $7.45 (CboeTheo=7.40) ASK BOX 14:09:40.914 IV=122.4% +39.6 ARCA 96 x $7.35 - $7.45 x 48 NOM SPREAD/FLOOR - OPENING Vega=$2240 C=42.60 Ref
- >>2740 AAPL Nov23 200 Puts $25.25 (CboeTheo=24.92) ASK BOX 14:09:49.150 IV=26.8% +5.6 PHLX 220 x $24.35 - $25.35 x 89 PHLX SPREAD/FLOOR - OPENING Vega=$34k AAPL=175.09 Ref
- >>5000 AAPL Sep23 187.5 Puts $12.35 (CboeTheo=12.41) BID BOX 14:09:49.150 EMLD 58 x $12.35 - $12.45 x 100 MIAX SPREAD/FLOOR Vega=$0 AAPL=175.09 Ref
- >>7990 AAPL Sep23 22nd 190 Puts $15.00 (CboeTheo=14.91) ASK BOX 14:09:49.150 IV=33.0% +7.0 PHLX 112 x $14.65 - $15.00 x 10 AMEX SPREAD/FLOOR - OPENING Vega=$22k AAPL=175.09 Ref
- >>8000 JNJ Sep23 210 Puts $45.70 (CboeTheo=45.60) ASK BOX 14:09:55.140 IV=156.2% +83.6 BXO 30 x $45.50 - $45.70 x 18 BOX SPREAD/FLOOR - OPENING Vega=$4794 JNJ=164.40 Ref
- >>8000 JNJ Sep23 180 Puts $15.70 (CboeTheo=15.61) ASK BOX 14:09:55.140 IV=69.2% +31.2 BOX 36 x $15.50 - $15.70 x 48 BXO SPREAD/FLOOR - OPENING Vega=$8705 JNJ=164.40 Ref
- >>8340 SQ Sep23 70.0 Puts $16.00 (CboeTheo=15.96) ASK BOX 14:10:01.324 IV=169.1% +62.9 PHLX 30 x $15.90 - $16.00 x 30 PHLX SPREAD/FLOOR - OPENING Vega=$1842 SQ=54.04 Ref
- >>5070 SQ Sep23 67.5 Puts $13.40 (CboeTheo=13.46) BID BOX 14:10:01.324 ARCA 35 x $13.40 - $13.50 x 30 PHLX SPREAD/FLOOR - OPENING Vega=$0 SQ=54.04 Ref
- >>8700 BAC Jan24 38.0 Puts $9.15 (CboeTheo=9.10) ASK BOX 14:10:11.223 IV=35.2% +12.2 PHLX 390 x $9.05 - $9.15 x 390 PHLX SPREAD/FLOOR - OPENING Vega=$20k BAC=28.91 Ref
- >>3680 BAC Sep23 35.0 Puts $6.15 (CboeTheo=6.09) ASK BOX 14:10:11.223 IV=149.7% +68.3 CBOE 442 x $6.05 - $6.15 x 237 MIAX SPREAD/FLOOR - OPENING Vega=$834 BAC=28.91 Ref
- >>5020 BAC Sep23 32.0 Puts $3.15 (CboeTheo=3.10) ASK BOX 14:10:11.223 IV=91.8% +42.3 ISE 335 x $3.05 - $3.15 x 420 PHLX SPREAD/FLOOR - OPENING Vega=$1567 BAC=28.91 Ref
- >>9590 PFE Sep23 37.5 Puts $3.45 (CboeTheo=3.40) ASK BOX 14:10:17.642 IV=85.2% +35.1 BZX 15 x $3.35 - $3.45 x 155 BXO SPREAD/FLOOR Vega=$3441 PFE=34.10 Ref
- >>9590 PFE Sep23 40.0 Puts $5.95 (CboeTheo=5.90) ASK BOX 14:10:17.642 IV=127.2% +53.1 BOX 15 x $5.85 - $5.95 x 163 BXO SPREAD/FLOOR - OPENING Vega=$2639 PFE=34.10 Ref
- >>4060 BABA Sep23 115 Puts $27.15 (CboeTheo=27.08) ASK BOX 14:10:48.947 IV=173.8% +69.7 BZX 42 x $27.00 - $27.15 x 30 NOM SPREAD/FLOOR - OPENING Vega=$1416 BABA=87.92 Ref
- >>7400 BABA Sep23 100 Puts $12.10 (CboeTheo=12.09) MID BOX 14:10:48.947 IV=82.3% +16.7 BXO 10 x $12.05 - $12.15 x 21 NOM SPREAD/FLOOR - OPENING Vega=$1939 BABA=87.92 Ref
- >>5990 BABA Sep23 110 Puts $22.05 (CboeTheo=22.08) BID BOX 14:10:48.947 BXO 13 x $22.05 - $22.15 x 34 MPRL SPREAD/FLOOR - OPENING Vega=$0 BABA=87.92 Ref
- >>9930 BABA Sep23 120 Puts $32.05 (CboeTheo=32.08) BID BOX 14:10:48.947 BXO 16 x $32.05 - $32.15 x 35 NOM SPREAD/FLOOR - OPENING Vega=$0 BABA=87.92 Ref
- >>10600 KVUE Sep23 35.0 Puts $13.13 (CboeTheo=13.23) BID BOX 14:11:08.242 PHLX 126 x $13.10 - $13.30 x 67 NOM SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.77 Ref
- >>4300 KVUE Sep23 35.0 Puts $13.14 (CboeTheo=13.23) BID BOX 14:11:08.242 PHLX 126 x $13.10 - $13.30 x 67 NOM SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.77 Ref
- >>10000 KVUE Sep23 25.0 Puts $3.30 (CboeTheo=3.24) ASK BOX 14:11:08.242 IV=127.8% +35.1 BXO 13 x $3.20 - $3.30 x 533 PHLX SPREAD/FLOOR Vega=$2509 KVUE=21.77 Ref
- >>24900 KVUE Sep23 30.0 Puts $8.20 (CboeTheo=8.23) BID BOX 14:11:08.242 BXO 13 x $8.20 - $8.30 x 553 PHLX SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.77 Ref
- >>19550 AAPL Sep23 195 Puts $19.95 (CboeTheo=19.88) ASK BOX 14:11:14.077 IV=76.6% +18.0 MIAX 250 x $19.75 - $19.95 x 203 MIAX SPREAD/FLOOR - OPENING Vega=$17k AAPL=175.12 Ref
- >>15000 AAPL Sep23 185 Puts $9.80 (CboeTheo=9.88) BID BOX 14:11:14.077 EMLD 91 x $9.80 - $9.90 x 25 AMEX SPREAD/FLOOR Vega=$0 AAPL=175.12 Ref
- >>8250 AAPL Oct23 195 Puts $19.60 (CboeTheo=19.88) BID BOX 14:11:14.077 PHLX 210 x $19.50 - $20.50 x 395 PHLX SPREAD/FLOOR - OPENING Vega=$0 AAPL=175.12 Ref
- >>6750 AAPL Oct23 195 Puts $19.61 (CboeTheo=19.88) BID BOX 14:11:14.077 PHLX 210 x $19.50 - $20.50 x 395 PHLX SPREAD/FLOOR - OPENING Vega=$0 AAPL=175.12 Ref
- >>19550 AAPL Sep23 190 Puts $14.80 (CboeTheo=14.88) BID BOX 14:11:14.077 EMLD 95 x $14.80 - $15.00 x 230 MIAX SPREAD/FLOOR Vega=$0 AAPL=175.12 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2396 NRG Nov23 41.0 Calls $0.95 (CboeTheo=0.88) ASK [MULTI] 14:11:37.354 IV=28.5% +1.1 CBOE 101 x $0.85 - $0.95 x 333 CBOE ISO - OPENING
Delta=34%, EST. IMPACT = 81k Shares ($3.14m) To Buy NRG=38.59 Ref - >>2500 PTCT Oct23 35.0 Puts $1.00 (CboeTheo=0.72) BID PHLX 14:12:43.471 IV=47.7% +6.8 PHLX 20 x $0.10 - $4.80 x 5 MIAX FLOOR - OPENING Vega=$9902 PTCT=38.76 Ref
- >>Unusual Volume MP - 3x market weighted volume: 15.1k = 18.8k projected vs 6181 adv, 83% puts, 12% of OI [MP 21.68 +0.30 Ref, IV=42.2% -0.0]
- >>Market Color RKLB - Bullish option flow detected in Rocket Lab USA (5.47 +0.17) with 5,208 calls trading (2x expected) and implied vol increasing over 2 points to 64.08%. . The Put/Call Ratio is 0.23. Earnings are expected on 11/09. (Autocolor (Trade Alert LLC)) [RKLB 5.47 +0.17 Ref, IV=64.1% +2.4] #Bullish
- >>4000 ATVI Sep23 29th 80.0 Puts $0.15 (CboeTheo=0.12) ASK PHLX 14:15:33.688 IV=41.9% +3.0 ARCA 10 x $0.01 - $0.22 x 15 NOM FLOOR Vega=$7439 ATVI=92.38 Ref
- >>4000 ATVI Sep23 80.0 Puts $0.01 (CboeTheo=0.01) ASK PHLX 14:15:33.688 IV=76.6% +12.4 EMLD 0 x $0.00 - $0.01 x 27 BZX FLOOR Vega=$480 ATVI=92.38 Ref
- SWEEP DETECTED:
>>6197 SE Sep23 39.0 Calls $0.32 (CboeTheo=0.28) ASK [MULTI] 14:15:37.392 IV=48.6% +1.0 EMLD 55 x $0.29 - $0.32 x 882 CBOE ISO - OPENING Vega=$6654 SE=38.38 Ref - >>3000 KVUE Sep23 22.0 Calls $0.15 (CboeTheo=0.17) BID PHLX 14:16:58.693 IV=32.2% -13.0 NOM 1 x $0.15 - $0.20 x 3583 PHLX SPREAD/CROSS/TIED Vega=$1921 KVUE=21.84 Ref
- SWEEP DETECTED:
>>2762 AAPL Sep23 180 Calls $0.14 (CboeTheo=0.15) BID [MULTI] 14:17:48.017 IV=27.2% -0.9 MPRL 706 x $0.14 - $0.15 x 1029 EMLD ISO Vega=$5928 AAPL=174.85 Ref - >>7500 VIX Dec23 20th 19.0 Calls $1.92 (CboeTheo=1.92) MID CBOE 14:18:56.072 IV=76.6% +0.1 CBOE 24k x $1.89 - $1.95 x 17k CBOE FLOOR Vega=$26k VIX=17.02 Fwd
- >>1500 VIX Dec23 20th 19.0 Calls $1.92 (CboeTheo=1.92) MID CBOE 14:18:56.099 IV=76.6% +0.1 CBOE 24k x $1.89 - $1.95 x 17k CBOE FLOOR Vega=$5182 VIX=17.02 Fwd
- SPLIT TICKET:
>>10700 VIX Dec23 20th 19.0 Calls $1.92 (CboeTheo=1.92) MID [CBOE] 14:18:55.970 IV=76.6% +0.1 CBOE 24k x $1.89 - $1.95 x 15k CBOE FLOOR Vega=$37k VIX=17.02 Fwd - >>2000 CARR Dec23 52.5 Puts $2.00 (CboeTheo=1.96) MID PHLX 14:19:03.091 IV=30.2% -0.0 MRX 96 x $1.95 - $2.05 x 22 MPRL SPREAD/FLOOR Vega=$20k CARR=54.86 Ref
- >>2500 CARR Dec23 55.0 Puts $3.00 (CboeTheo=2.94) BID PHLX 14:19:03.091 IV=29.0% +0.4 ARCA 11 x $2.95 - $3.10 x 181 CBOE SPREAD/FLOOR Vega=$27k CARR=54.86 Ref
- >>5000 GOOG Sep23 105 Puts $0.01 ASK AMEX 14:21:13.895 IV=128.5% +28.0 MRX 0 x $0.00 - $0.01 x 271 EMLD SPREAD/FLOOR Vega=$412 GOOG=137.09 Ref
- >>5000 GOOG Sep23 105 Calls $32.10 (CboeTheo=32.16) BID AMEX 14:21:13.898 BOX 60 x $32.05 - $32.30 x 60 BOX SPREAD/FLOOR Vega=$0 GOOG=137.09 Ref
- >>5000 GOOG Oct23 105 Puts $0.06 (CboeTheo=0.07) BID AMEX 14:21:13.900 IV=38.0% -0.1 C2 739 x $0.06 - $0.07 x 837 EMLD SPREAD/FLOOR Vega=$6382 GOOG=137.09 Ref
- >>2500 GOOG Oct23 105 Calls $32.73 (CboeTheo=32.83) ASK AMEX 14:21:13.903 BOX 60 x $30.85 - $32.95 x 60 BOX SPREAD/FLOOR - OPENING Vega=$0 GOOG=137.09 Ref
- >>2500 GOOG Oct23 105 Calls $32.74 (CboeTheo=32.83) ASK AMEX 14:21:13.906 BOX 60 x $30.85 - $32.95 x 60 BOX SPREAD/FLOOR - OPENING Vega=$0 GOOG=137.09 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2847 ENVX Sep23 14.5 Calls $0.30 (CboeTheo=0.28) ASK [MULTI] 14:21:52.303 IV=74.1% +5.0 EMLD 568 x $0.25 - $0.30 x 294 EMLD OPENING
Delta=48%, EST. IMPACT = 136k Shares ($1.96m) To Buy ENVX=14.40 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 7991 NXE Feb24 8.0 Calls $0.339 (CboeTheo=0.28) Above Ask! [MULTI] 14:22:08.953 IV=53.3% +1.4 CBOE 215 x $0.25 - $0.30 x 12 BXO OPENING 52WeekHigh
Delta=28%, EST. IMPACT = 224k Shares ($1.33m) To Buy NXE=5.95 Ref - SWEEP DETECTED:
>>2458 NXE Feb24 8.0 Calls $0.35 (CboeTheo=0.30) ASK [MULTI] 14:22:23.637 IV=56.4% +4.5 PHLX 540 x $0.15 - $0.35 x 274 AMEX OPENING 52WeekHigh Vega=$3366 NXE=5.97 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 661 LEA Oct23 145 Calls $2.048 (CboeTheo=1.98) ASK [MULTI] 14:23:01.233 IV=26.4% +1.7 BZX 16 x $1.80 - $2.05 x 188 PHLX OPENING
Delta=30%, EST. IMPACT = 20k Shares ($2.68m) To Buy LEA=137.41 Ref - SPLIT TICKET:
>>1000 VIX Dec23 20th 20.0 Calls $1.76 (CboeTheo=1.73) ASK [CBOE] 14:23:31.053 IV=81.0% +1.4 CBOE 20k x $1.70 - $1.76 x 24k CBOE Vega=$3400 VIX=16.98 Fwd - >>4999 MPW Jan25 3.0 Puts $0.50 (CboeTheo=0.47) ASK PHLX 14:24:30.285 IV=84.9% +4.5 PHLX 364 x $0.42 - $0.54 x 374 PHLX FLOOR 52WeekLow Vega=$6318 MPW=6.43 Ref
- SWEEP DETECTED:
>>3989 AAL Nov23 15.0 Calls $0.24 (CboeTheo=0.25) BID [MULTI] 14:25:20.252 IV=34.0% -0.2 EMLD 1632 x $0.24 - $0.25 x 659 EMLD ISO Vega=$6875 AAL=13.22 Ref - >>5500 FSR Oct23 10.0 Calls $0.03 (CboeTheo=0.05) Below Bid! PHLX 14:26:39.182 IV=82.0% -7.0 EMLD 2052 x $0.04 - $0.05 x 173 NOM SPREAD/FLOOR Vega=$1131 FSR=6.38 Ref
- >>5500 FSR Sep23 7.0 Calls $0.01 (CboeTheo=0.03) ASK PHLX 14:26:39.182 IV=80.4% +3.9 ISE 0 x $0.00 - $0.01 x 17 ARCA SPREAD/FLOOR Vega=$326 FSR=6.38 Ref
- >>4950 FSR Oct23 10.0 Puts $3.75 (CboeTheo=3.76) MID PHLX 14:26:39.182 IV=85.2% -3.8 PHLX 93 x $3.70 - $3.80 x 52 EMLD SPREAD/FLOOR Vega=$1131 FSR=6.38 Ref
- >>5500 FSR Sep23 7.0 Puts $0.66 (CboeTheo=0.67) ASK PHLX 14:26:39.182 IV=96.5% +20.0 BXO 1 x $0.63 - $0.67 x 16 EMLD SPREAD/FLOOR Vega=$471 FSR=6.38 Ref
- >>5000 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 14:27:43.518 IV=38.9% +0.8 EMLD 485 x $0.06 - $0.07 x 862 EMLD SPREAD/LEGGED/FLOOR Vega=$7045 GOOG=137.19 Ref
- >>2500 GOOG Sep23 105 Calls $32.50 (CboeTheo=32.26) Above Ask! CBOE 14:27:43.518 IV=195.6% +95.1 BOX 60 x $32.10 - $32.45 x 60 BOX SPREAD/LEGGED/FLOOR Vega=$1753 GOOG=137.19 Ref
- >>2500 GOOG Oct23 105 Calls $31.98 (CboeTheo=32.93) Below Bid! CBOE 14:27:43.614 BOX 60 x $32.80 - $32.95 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=137.19 Ref
- >>2500 GOOG Sep23 105 Puts $0.01 ASK CBOE 14:27:43.614 IV=128.9% +28.4 BXO 0 x $0.00 - $0.01 x 280 C2 SPREAD/LEGGED/FLOOR Vega=$206 GOOG=137.19 Ref
- >>2500 GOOG Oct23 105 Calls $31.98 (CboeTheo=32.93) Below Bid! CBOE 14:27:43.648 BOX 60 x $32.80 - $32.95 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=137.19 Ref
- >>2500 GOOG Sep23 105 Puts $0.01 ASK CBOE 14:27:43.648 IV=128.9% +28.4 BXO 0 x $0.00 - $0.01 x 280 C2 SPREAD/LEGGED/FLOOR Vega=$206 GOOG=137.19 Ref
- >>2500 GOOG Sep23 105 Calls $32.51 (CboeTheo=32.27) Above Ask! CBOE 14:27:43.764 IV=196.3% +95.9 BOX 60 x $32.10 - $32.45 x 60 BOX SPREAD/LEGGED/FLOOR Vega=$1775 GOOG=137.19 Ref
- >>2000 AMD Dec23 135 Calls $2.38 (CboeTheo=2.36) ASK CBOE 14:30:35.896 IV=42.9% -0.4 BXO 45 x $2.35 - $2.38 x 46 BXO FLOOR Vega=$31k AMD=108.29 Ref
- >>5000 PBR Nov23 16.0 Calls $0.45 (CboeTheo=0.46) MID AMEX 14:31:29.439 IV=34.0% -0.9 BZX 323 x $0.44 - $0.47 x 45 NOM CROSS Vega=$12k PBR=14.89 Ref
- >>2000 MARA Sep23 10.0 Calls $0.24 (CboeTheo=0.21) ASK BOX 14:31:59.428 IV=105.7% +3.5 GEMX 66 x $0.23 - $0.24 x 1831 EMLD SPREAD/FLOOR SSR Vega=$584 MARA=9.84 Ref
- >>2000 MARA Sep23 9.5 Calls $0.49 (CboeTheo=0.48) BID BOX 14:31:59.428 IV=100.5% -12.1 BZX 7 x $0.49 - $0.50 x 144 C2 SPREAD/FLOOR - OPENING SSR Vega=$525 MARA=9.84 Ref
- >>2499 AMZN Sep23 142 Calls $2.86 (CboeTheo=2.86) MID MIAX 14:32:02.976 IV=30.6% +2.1 ARCA 48 x $2.84 - $2.88 x 26 BOX COB/AUCTION 52WeekHigh Vega=$8345 AMZN=144.32 Ref
- >>2499 AMZN Sep23 145 Calls $0.98 (CboeTheo=0.97) ASK MIAX 14:32:02.976 IV=28.7% -0.3 BZX 145 x $0.97 - $0.98 x 24 ARCA COB/AUCTION 52WeekHigh Vega=$11k AMZN=144.32 Ref
- SWEEP DETECTED:
>>2007 AAPL Sep23 180 Puts $5.346 (CboeTheo=5.44) Below Bid! [MULTI] 14:33:05.324 IV=24.6% -3.1 MIAX 5 x $5.40 - $5.45 x 869 C2 ISO Vega=$2225 AAPL=174.62 Ref - >>2500 BA Nov23 290 Calls $0.10 (CboeTheo=0.12) ASK CBOE 14:33:24.909 IV=32.0% -0.0 BOX 310 x $0.01 - $0.16 x 2511 MPRL AUCTION Vega=$6906 BA=208.68 Ref
- >>4000 FCX Dec25 33.0 Puts $5.05 (CboeTheo=5.01) BID BOX 14:33:40.058 IV=43.3% +0.2 NOM 34 x $4.90 - $5.35 x 81 BZX CROSS - OPENING Vega=$72k FCX=39.76 Ref
- SPLIT TICKET:
>>2423 ACAD Dec23 25.0 Puts $1.20 (CboeTheo=1.14) ASK [GEMX] 14:34:01.590 IV=34.7% -1.9 GEMX 5110 x $1.10 - $1.20 x 1923 GEMX Vega=$12k ACAD=25.98 Ref - >>2000 AI Oct23 35.0 Calls $0.45 (CboeTheo=0.47) BID AMEX 14:34:39.661 IV=68.6% -1.0 C2 202 x $0.45 - $0.47 x 204 C2 SPREAD/CROSS Vega=$4248 AI=27.73 Ref
- >>2000 AI Oct23 35.0 Puts $7.95 (CboeTheo=8.00) MID AMEX 14:34:39.661 IV=67.4% -2.2 CBOE 33 x $7.90 - $8.00 x 36 PHLX SPREAD/CROSS Vega=$4134 AI=27.73 Ref
- >>Unusual Volume CVE - 3x market weighted volume: 7100 = 8448 projected vs 2715 adv, 91% calls, 3% of OI ExDiv [CVE 20.36 -0.26 Ref, IV=27.3% +0.2]
- SWEEP DETECTED:
>>2000 TLRY Sep23 2.5 Calls $0.45 (CboeTheo=0.46) MID [MULTI] 14:37:11.240 IV=133.5% +0.4 C2 131 x $0.43 - $0.47 x 11 GEMX SSR Vega=$43 TLRY=2.94 Ref - >>4733 X Oct23 35.0 Calls $0.15 (CboeTheo=0.16) ASK PHLX 14:39:25.109 IV=33.3% +2.3 BXO 14 x $0.10 - $0.15 x 78 MRX FLOOR Vega=$8374 X=30.16 Ref
- >>3100 ORCL Sep23 124 Puts $11.85 (CboeTheo=11.79) ASK PHLX 14:41:11.594 IV=74.7% +15.6 NOM 15 x $11.75 - $11.90 x 46 EDGX FLOOR SSR Vega=$2101 ORCL=112.21 Ref
- >>2000 KVUE Sep23 22nd 22.0 Calls $0.30 (CboeTheo=0.30) BID CBOE 14:41:21.801 IV=27.3% -8.1 CBOE 2091 x $0.30 - $0.35 x 1754 CBOE CROSS Vega=$2714 KVUE=21.80 Ref
- >>2950 X Oct23 35.0 Calls $0.15 (CboeTheo=0.16) ASK PHLX 14:41:50.819 IV=33.1% +2.1 ARCA 10 x $0.10 - $0.15 x 58 PHLX FLOOR Vega=$5242 X=30.20 Ref
- >>9950 X Nov23 26.0 Puts $0.45 (CboeTheo=0.41) ASK ARCA 14:42:51.817 IV=40.8% +1.3 PHLX 174 x $0.34 - $0.45 x 44 BOX CROSS - OPENING Vega=$30k X=30.21 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 700 MTW Dec23 15.0 Puts $1.70 (CboeTheo=1.71) ASK [MULTI] 14:43:08.184 IV=42.8% -1.0 PHLX 306 x $1.65 - $1.70 x 214 BZX OPENING
Delta=-57%, EST. IMPACT = 40k Shares ($561k) To Sell MTW=13.97 Ref - >>Unusual Volume ENVX - 3x market weighted volume: 57.6k = 66.3k projected vs 20.2k adv, 59% calls, 11% of OI [ENVX 14.35 -0.35 Ref, IV=67.1% +0.5]
- >>Unusual Volume LMT - 3x market weighted volume: 24.1k = 27.7k projected vs 8888 adv, 88% puts, 21% of OI [LMT 419.16 +1.33 Ref, IV=14.1% +0.0]
- >>Unusual Volume MO - 3x market weighted volume: 51.0k = 58.5k projected vs 19.2k adv, 87% calls, 11% of OI ExDiv [MO 44.73 -0.14 Ref, IV=12.1% -0.2]
- >>5000 VALE Jan24 15.0 Puts $1.75 (CboeTheo=1.73) ASK ARCA 14:46:19.193 IV=33.7% +0.8 BZX 309 x $1.69 - $1.75 x 87 MPRL SPREAD/CROSS Vega=$15k VALE=13.76 Ref
- >>5000 VALE Jan24 25.0 Puts $11.25 (CboeTheo=11.24) BID ARCA 14:46:19.193 IV=60.2% +17.4 BOX 700 x $11.05 - $11.50 x 800 BOX SPREAD/CROSS Vega=$1643 VALE=13.76 Ref
- >>2300 NFLX Sep23 455 Puts $39.85 (CboeTheo=39.88) MID PHLX 14:47:30.458 ISE 6 x $39.60 - $40.10 x 11 ISE FLOOR - OPENING Vega=$0 NFLX=415.12 Ref
- SWEEP DETECTED:
>>2345 AAPL Sep23 180 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 14:48:29.280 IV=26.8% -1.2 BXO 467 x $0.15 - $0.16 x 1012 EMLD ISO Vega=$5272 AAPL=175.07 Ref - >>8150 FTCH Dec25 1.5 Puts $0.40 (CboeTheo=0.38) ASK ARCA 14:49:37.096 IV=77.5% +3.7 ARCA 1397 x $0.35 - $0.40 x 594 C2 FLOOR 52WeekLow Vega=$6685 FTCH=2.33 Ref
- >>5000 CHPT Sep23 7.0 Calls $0.01 (CboeTheo=0.01) ASK PHLX 14:50:20.589 IV=142.0% +8.6 MRX 0 x $0.00 - $0.01 x 56 ARCA SPREAD/CROSS/TIED - OPENING Vega=$196 CHPT=5.80 Ref
- >>5000 CHPT Sep23 7.0 Puts $1.20 (CboeTheo=1.23) BID PHLX 14:50:20.589 BXO 20 x $1.20 - $1.24 x 12 CBOE SPREAD/CROSS/TIED Vega=$0 CHPT=5.80 Ref
- SWEEP DETECTED:
>>2300 SOFI Sep23 9.0 Calls $0.07 (CboeTheo=0.09) BID [MULTI] 14:50:45.570 IV=49.6% +2.3 ARCA 136 x $0.07 - $0.08 x 5667 EMLD Vega=$556 SOFI=8.84 Ref - SPLIT TICKET:
>>1045 SPXW Sep23 13th 4460 Puts $1.734 (CboeTheo=1.63) Below Bid! [CBOE] 14:51:25.632 IV=19.5% +3.9 CBOE 220 x $1.75 - $1.85 x 41 CBOE Vega=$18k SPX=4465.56 Fwd - >>Unusual Volume CSX - 3x market weighted volume: 5925 = 6644 projected vs 2199 adv, 58% puts, 7% of OI [CSX 30.57 -0.01 Ref, IV=19.6% +0.3]
- SWEEP DETECTED:
>>6577 CGC Sep23 1.5 Puts $0.35 (CboeTheo=0.36) BID [MULTI] 14:52:14.824 IV=294.2% +43.5 AMEX 1747 x $0.35 - $0.37 x 1951 C2 SSR Vega=$138 CGC=1.18 Ref - SWEEP DETECTED:
>>3941 BAC Sep23 28.5 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 14:53:03.050 IV=22.6% -0.5 EMLD 2689 x $0.07 - $0.08 x 1641 EMLD Vega=$2825 BAC=28.79 Ref - >>Unusual Volume FOUR - 3x market weighted volume: 5480 = 6103 projected vs 1618 adv, 64% calls, 12% of OI [FOUR 51.73 -3.75 Ref, IV=47.4% +6.0]
- >>5600 SBGI Mar24 12.5 Puts $2.70 (CboeTheo=2.46) ASK ARCA 14:53:48.592 IV=64.2% +7.1 PHLX 339 x $2.25 - $2.90 x 401 PHLX SPREAD/CROSS - OPENING Vega=$18k SBGI=11.62 Ref
- >>5600 SBGI Mar24 7.5 Puts $0.50 (CboeTheo=0.56) BID ARCA 14:53:48.592 IV=70.2% -4.3 BOX 141 x $0.50 - $0.75 x 353 PHLX SPREAD/CROSS - OPENING Vega=$9830 SBGI=11.62 Ref
- >>4999 KHC Feb24 37.5 Calls $0.41 (CboeTheo=0.42) BID BZX 14:55:44.013 IV=18.0% -0.3 ARCA 11 x $0.40 - $0.49 x 91 NOM Vega=$31k KHC=33.28 Ref
- SPLIT TICKET:
>>2870 SPX Nov23 3750 Puts $6.80 (CboeTheo=6.62) ASK [CBOE] 14:56:01.463 IV=24.6% -0.2 CBOE 1829 x $6.60 - $6.80 x 1609 CBOE Vega=$452k SPX=4493.01 Fwd - >>1000 SPXW Sep23 29th 3700 Puts $0.55 (CboeTheo=0.53) MID CBOE 14:56:42.333 IV=35.7% +0.6 CBOE 1782 x $0.50 - $0.60 x 901 CBOE FLOOR Vega=$15k SPX=4469.01 Fwd
- SPLIT TICKET:
>>4000 SPXW Sep23 29th 3700 Puts $0.55 (CboeTheo=0.53) MID [CBOE] 14:56:42.273 IV=35.7% +0.6 CBOE 1782 x $0.50 - $0.60 x 901 CBOE FLOOR Vega=$61k SPX=4469.01 Fwd - SPLIT TICKET:
>>1141 SPX Sep23 3855 Puts $0.10 (CboeTheo=0.08) ASK [CBOE] 14:57:18.585 IV=72.1% +11.1 CBOE 5087 x $0.05 - $0.10 x 249 CBOE ISO - OPENING Vega=$1902 SPX=4463.43 Fwd - >>2800 BABA Sep23 120 Puts $32.15 (CboeTheo=32.17) BID PHLX 14:58:16.235 BOX 29 x $32.10 - $32.25 x 36 EDGX FLOOR Vega=$0 BABA=87.83 Ref
- >>2000 BABA Sep23 115 Puts $27.15 (CboeTheo=27.17) BID PHLX 14:58:16.235 NOM 32 x $27.10 - $27.25 x 36 EDGX FLOOR - OPENING Vega=$0 BABA=87.83 Ref
- >>2800 BABA Sep23 110 Puts $22.20 (CboeTheo=22.17) ASK PHLX 14:58:16.235 IV=141.9% +50.3 BOX 42 x $22.10 - $22.25 x 38 NOM FLOOR - OPENING Vega=$776 BABA=87.83 Ref
- >>2800 BABA Sep23 105 Puts $17.20 (CboeTheo=17.17) ASK PHLX 14:58:16.235 IV=116.9% +38.8 NOM 38 x $17.10 - $17.25 x 42 NOM FLOOR - OPENING Vega=$897 BABA=87.83 Ref
- >>4000 BABA Sep23 100 Puts $12.20 (CboeTheo=12.17) BID PHLX 14:58:16.235 IV=89.7% +24.1 BXO 10 x $12.15 - $12.30 x 64 CBOE FLOOR Vega=$1566 BABA=87.83 Ref
- SPLIT TICKET:
>>4000 BABA Sep23 120 Puts $32.165 (CboeTheo=32.17) BID [PHLX] 14:58:16.235 BOX 29 x $32.10 - $32.25 x 36 EDGX FLOOR Vega=$0 BABA=87.83 Ref - >>11000 ENVX Oct23 15.0 Calls $1.00 (CboeTheo=0.98) MID PHLX 14:59:43.367 IV=68.2% +0.8 EMLD 138 x $0.95 - $1.05 x 525 AMEX SPREAD/FLOOR Vega=$20k ENVX=14.34 Ref
- >>3300 ENVX Sep23 15.0 Calls $0.15 (CboeTheo=0.14) ASK PHLX 14:59:43.367 IV=87.6% +18.2 MRX 308 x $0.10 - $0.15 x 304 MRX SPREAD/FLOOR Vega=$1178 ENVX=14.34 Ref
- >>7700 ENVX Sep23 15.0 Calls $0.10 (CboeTheo=0.14) BID PHLX 14:59:43.367 IV=73.0% +3.5 MRX 308 x $0.10 - $0.15 x 304 MRX SPREAD/FLOOR Vega=$2508 ENVX=14.34 Ref
- >>11000 ENVX Oct23 15.0 Puts $1.65 (CboeTheo=1.56) ASK PHLX 14:59:43.367 IV=71.9% +4.5 PHLX 33 x $1.55 - $1.65 x 323 PHLX SPREAD/FLOOR - OPENING Vega=$20k ENVX=14.34 Ref
- >>11000 ENVX Sep23 15.0 Puts $0.70 (CboeTheo=0.78) Below Bid! PHLX 14:59:43.367 IV=59.9% -9.4 MPRL 5 x $0.75 - $0.80 x 35 PHLX SPREAD/FLOOR Vega=$2818 ENVX=14.34 Ref
- >>2300 META Sep23 325 Puts $19.90 (CboeTheo=19.89) ASK PHLX 14:59:57.926 IV=42.6% +2.9 EDGX 31 x $19.70 - $20.05 x 38 CBOE FLOOR - OPENING Vega=$1950 META=305.12 Ref
- >>2600 LMT Sep23 450 Puts $30.70 (CboeTheo=30.84) BID PHLX 15:00:01.608 CBOE 7 x $30.20 - $31.50 x 11 EDGX FLOOR Vega=$0 LMT=419.16 Ref
- >>Market Color USB - Bearish flow noted in US Bancorp (35.05 -1.95) with 15,309 puts trading, or 4x expected. The Put/Call Ratio is 3.20, while ATM IV is up nearly 3 points on the day. Earnings are expected on 10/17. (Autocolor (Trade Alert LLC)) [USB 35.05 -1.95 Ref, IV=29.5% +2.9] #Bearish
- >>3275 LCID Jan24 47.0 Puts $41.15 (CboeTheo=41.12) ASK PHLX 15:00:04.268 IV=198.1% +56.3 PHLX 438 x $41.00 - $41.25 x 175 BZX FLOOR - OPENING Vega=$1070 LCID=5.88 Ref
- >>4325 LCID Jan24 37.0 Puts $31.15 (CboeTheo=31.12) ASK PHLX 15:00:04.268 IV=176.7% +44.9 PHLX 474 x $31.00 - $31.25 x 173 BZX FLOOR - OPENING Vega=$1403 LCID=5.88 Ref
- >>7150 LCID Jan24 27.0 Puts $21.15 (CboeTheo=21.12) MID PHLX 15:00:04.268 IV=149.2% +30.9 MIAX 5 x $21.10 - $21.20 x 5 MIAX FLOOR - OPENING Vega=$2267 LCID=5.88 Ref
- SPLIT TICKET:
>>3300 LCID Jan24 47.0 Puts $41.15 (CboeTheo=41.12) ASK [PHLX] 15:00:04.268 IV=198.1% +56.3 PHLX 438 x $41.00 - $41.25 x 175 BZX FLOOR - OPENING Vega=$1078 LCID=5.88 Ref - >>3725 JD Jan24 60.0 Puts $28.35 (CboeTheo=28.34) BID PHLX 15:00:07.938 IV=65.5% +12.5 EDGX 2 x $28.30 - $28.45 x 42 BOX FLOOR - OPENING 52WeekLow Vega=$2702 JD=31.66 Ref
- >>2050 SQ Jan24 100 Puts $45.95 (CboeTheo=45.95) ASK PHLX 15:00:09.866 IV=63.0% +13.2 BOX 30 x $45.75 - $46.10 x 30 BOX FLOOR - OPENING Vega=$2420 SQ=54.05 Ref
- >>2150 NFLX Sep23 455 Puts $41.90 (CboeTheo=41.97) MID PHLX 15:00:24.294 BXO 8 x $41.65 - $42.15 x 11 GEMX FLOOR - OPENING Vega=$0 NFLX=413.04 Ref
- >>20000 C Dec23 47.0 Calls $0.54 (CboeTheo=0.55) BID AMEX 15:00:48.394 IV=23.0% -0.0 C2 409 x $0.54 - $0.56 x 624 C2 AUCTION - OPENING Vega=$123k C=42.34 Ref
- >>3450 LMT Sep23 450 Puts $30.80 (CboeTheo=30.79) ASK PHLX 15:03:10.248 IV=45.3% +7.0 BZX 8 x $29.60 - $31.40 x 5 EDGX FLOOR Vega=$2650 LMT=419.21 Ref
- >>3150 LMT Sep23 445 Puts $25.70 (CboeTheo=25.79) BID PHLX 15:03:10.248 EDGX 5 x $25.10 - $26.90 x 9 BZX FLOOR - OPENING Vega=$0 LMT=419.21 Ref
- SPLIT TICKET:
>>3500 LMT Sep23 450 Puts $30.799 (CboeTheo=30.79) ASK [PHLX] 15:03:10.248 IV=45.3% +7.0 BZX 8 x $29.60 - $31.40 x 5 EDGX FLOOR Vega=$2688 LMT=419.21 Ref - >>2000 SAVA Oct23 25.0 Calls $0.47 (CboeTheo=0.53) MID AMEX 15:03:59.028 IV=77.7% -6.8 BXO 51 x $0.40 - $0.53 x 30 NOM SPREAD/CROSS - OPENING Vega=$3466 SAVA=19.77 Ref
- >>2000 SAVA Oct23 25.0 Puts $5.82 (CboeTheo=5.89) BID AMEX 15:03:59.028 IV=77.0% -7.6 MIAX 11 x $5.70 - $6.00 x 10 MIAX SPREAD/CROSS - OPENING Vega=$3421 SAVA=19.77 Ref
- >>2000 SAVA Oct23 25.0 Calls $0.47 (CboeTheo=0.54) MID AMEX 15:03:59.200 IV=77.3% -7.3 BXO 51 x $0.40 - $0.54 x 59 NOM SPREAD/CROSS - OPENING Vega=$3477 SAVA=19.81 Ref
- >>2000 SAVA Oct23 25.0 Puts $5.82 (CboeTheo=5.86) BID AMEX 15:03:59.200 IV=78.8% -5.8 BXO 6 x $5.70 - $6.00 x 10 MIAX SPREAD/CROSS - OPENING Vega=$3525 SAVA=19.81 Ref
- >>2000 META Sep23 330 Puts $24.90 (CboeTheo=25.04) BID PHLX 15:05:03.914 AMEX 10 x $24.85 - $25.55 x 47 NOM SPREAD/FLOOR - OPENING Vega=$0 META=304.96 Ref
- >>2000 META Sep23 325 Puts $19.90 (CboeTheo=20.04) BID PHLX 15:05:03.914 CBOE 23 x $19.85 - $20.50 x 114 CBOE SPREAD/FLOOR - OPENING Vega=$0 META=304.96 Ref
- SWEEP DETECTED:
>>7751 INTC Sep23 40.0 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 15:06:24.654 IV=38.6% +1.9 C2 580 x $0.05 - $0.06 x 1797 EMLD ISO Vega=$4373 INTC=38.58 Ref - >>2406 CSX Sep23 30.0 Puts $0.10 (CboeTheo=0.09) ASK ARCA 15:06:33.229 IV=33.6% +5.0 MRX 154 x $0.05 - $0.10 x 167 MRX FLOOR Vega=$1661 CSX=30.54 Ref
- SPLIT TICKET:
>>3008 CSX Sep23 30.0 Puts $0.09 (CboeTheo=0.09) ASK [ARCA] 15:06:33.229 IV=33.6% +5.0 MRX 154 x $0.05 - $0.10 x 167 MRX FLOOR Vega=$2076 CSX=30.54 Ref - SWEEP DETECTED:
>>2000 INTC Sep23 38.5 Calls $0.44 (CboeTheo=0.44) BID [MULTI] 15:07:14.491 IV=34.4% -1.7 EMLD 153 x $0.44 - $0.46 x 393 C2 ISO Vega=$2301 INTC=38.55 Ref - >>2000 FOUR Dec23 60.0 Calls $2.40 (CboeTheo=2.39) BID ISE 15:08:43.710 IV=47.5% +1.6 MIAX 5 x $2.35 - $2.50 x 64 PHLX SPREAD/CROSS/TIED - OPENING Vega=$19k FOUR=51.73 Ref
- >>10000 AAL Jan25 10.0 Puts $0.85 (CboeTheo=0.85) MID AMEX 15:10:28.024 IV=44.1% -0.6 MPRL 33 x $0.84 - $0.86 x 60 EMLD AUCTION Vega=$40k AAL=13.27 Ref
- >>5000 TSLA Jan24 491.67 Puts $221.97 (CboeTheo=221.20) ASK BOX 15:10:32.469 IV=68.3% +13.7 ARCA 50 x $220.10 - $222.25 x 50 ARCA SPREAD/FLOOR - OPENING Vega=$89k TSLA=270.47 Ref
- >>5000 TSLA Jan24 450 Puts $180.30 (CboeTheo=179.52) ASK BOX 15:10:32.469 IV=60.2% +7.8 NOM 95 x $178.70 - $180.30 x 74 CBOE SPREAD/FLOOR - OPENING Vega=$94k TSLA=270.47 Ref
- >>2000 VIX Sep23 20th 24.0 Calls $0.02 (CboeTheo=0.03) MID CBOE 15:10:33.980 IV=173.6% +7.6 CBOE 35 x $0.01 - $0.03 x 1 CBOE FLOOR Vega=$172 VIX=14.22 Fwd
- >>2000 VIX Sep23 20th 24.0 Calls $0.02 (CboeTheo=0.03) MID CBOE 15:10:34.044 IV=173.6% +7.6 CBOE 35 x $0.01 - $0.03 x 1 CBOE FLOOR Vega=$172 VIX=14.22 Fwd
- SPLIT TICKET:
>>4000 VIX Sep23 20th 24.0 Calls $0.02 (CboeTheo=0.03) MID [CBOE] 15:10:33.980 IV=173.6% +7.6 CBOE 35 x $0.01 - $0.03 x 1 CBOE FLOOR Vega=$345 VIX=14.22 Fwd - SWEEP DETECTED:
>>4483 NIO Oct23 13.0 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 15:11:05.957 IV=67.0% +2.4 C2 793 x $0.15 - $0.16 x 468 C2 ISO Vega=$3369 NIO=10.10 Ref - SWEEP DETECTED:
>>2672 VRT Sep23 35.0 Puts $0.13 (CboeTheo=0.04) Above Ask! [MULTI] 15:11:44.750 IV=61.5% +17.2 EMLD 0 x $0.00 - $0.10 x 83 ARCA Vega=$1477 VRT=36.84 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1648 HA Jan24 10.0 Puts $2.55 (CboeTheo=2.60) BID [MULTI] 15:11:54.725 IV=51.3% -3.3 PHLX 270 x $2.55 - $2.65 x 66 AMEX
Delta=-79%, EST. IMPACT = 130k Shares ($988k) To Buy HA=7.59 Ref - >>2441 TSLA Sep23 250 Puts $0.17 (CboeTheo=0.16) ASK PHLX 15:12:53.147 IV=59.4% +3.4 EMLD 392 x $0.16 - $0.17 x 1 NOM AUCTION Vega=$3956 TSLA=270.53 Ref
- SWEEP DETECTED:
>>5000 TSLA Sep23 250 Puts $0.17 (CboeTheo=0.16) ASK [MULTI] 15:12:52.994 IV=59.4% +3.4 C2 642 x $0.16 - $0.17 x 452 C2 Vega=$8102 TSLA=270.53 Ref - SWEEP DETECTED:
>>2996 BAC Sep23 29.5 Calls $0.02 (CboeTheo=0.03) BID [MULTI] 15:13:11.387 IV=23.9% +1.1 EMLD 3288 x $0.02 - $0.03 x 1657 C2 Vega=$1048 BAC=28.77 Ref - SPLIT TICKET:
>>1381 SPXW Sep23 14th 4530 Calls $0.17 (CboeTheo=0.19) MID [CBOE] 15:13:22.634 IV=13.5% +0.3 CBOE 1575 x $0.15 - $0.20 x 223 CBOE LATE - OPENING Vega=$15k SPX=4459.89 Fwd - SPLIT TICKET:
>>1190 SPXW Sep23 14th 4370 Puts $0.40 (CboeTheo=0.40) MID [CBOE] 15:13:22.634 IV=19.3% +1.0 CBOE 1834 x $0.35 - $0.45 x 1785 CBOE LATE - OPENING Vega=$17k SPX=4459.89 Fwd - >>5000 PLUG Jan25 10.0 Puts $3.45 (CboeTheo=3.41) ASK ARCA 15:14:18.339 IV=67.0% +0.5 EDGX 431 x $3.35 - $3.45 x 630 EDGX CROSS Vega=$18k PLUG=8.13 Ref
- SPLIT TICKET:
>>1342 SPXW Sep23 13th 4440 Puts $0.30 (CboeTheo=0.28) ASK [CBOE] 15:14:31.239 IV=25.8% +9.5 CBOE 666 x $0.25 - $0.30 x 30 CBOE Vega=$7320 SPX=4456.19 Fwd - SWEEP DETECTED:
>>2923 AFRM Oct23 32.5 Calls $0.172 (CboeTheo=0.18) Below Bid! [MULTI] 15:14:45.413 IV=68.5% -0.2 C2 64 x $0.18 - $0.19 x 394 C2 ISO - OPENING Vega=$3418 AFRM=23.36 Ref - >>Market Color BYND - Bullish option flow detected in Beyond Meat (10.28 -0.54) with 9,175 calls trading (1.3x expected) and implied vol increasing over 1 point to 65.98%. . The Put/Call Ratio is 0.62. Earnings are expected on 11/08. (Autocolor (Trade Alert LLC)) [BYND 10.28 -0.54 Ref, IV=66.0% +1.1] #Bullish
- >>2500 GOOG Sep23 105 Calls $31.87 (CboeTheo=32.00) BID CBOE 15:16:28.109 BOX 60 x $31.85 - $32.05 x 60 BOX SPREAD/LEGGED/FLOOR Vega=$0 GOOG=136.91 Ref
- >>5000 GOOG Oct23 105 Puts $0.06 (CboeTheo=0.07) BID CBOE 15:16:28.109 IV=37.9% -0.3 EMLD 909 x $0.06 - $0.07 x 51 BXO SPREAD/LEGGED/FLOOR Vega=$6398 GOOG=136.91 Ref
- >>2500 GOOG Oct23 105 Calls $32.51 (CboeTheo=32.66) BID CBOE 15:16:28.244 BOX 60 x $32.25 - $33.15 x 60 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=136.91 Ref
- >>2500 GOOG Sep23 105 Puts $0.01 (CboeTheo=0.01) ASK CBOE 15:16:28.244 IV=129.1% +28.6 BXO 0 x $0.00 - $0.01 x 298 ISE SPREAD/LEGGED/FLOOR Vega=$205 GOOG=136.91 Ref
- >>2500 GOOG Sep23 105 Puts $0.01 (CboeTheo=0.01) ASK CBOE 15:16:28.329 IV=129.1% +28.6 BXO 0 x $0.00 - $0.01 x 298 ISE SPREAD/LEGGED/FLOOR Vega=$205 GOOG=136.91 Ref
- >>2500 GOOG Oct23 105 Calls $32.51 (CboeTheo=32.66) BID CBOE 15:16:28.329 BOX 60 x $32.25 - $33.15 x 60 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=136.91 Ref
- >>2500 GOOG Sep23 105 Calls $31.88 (CboeTheo=32.00) BID CBOE 15:16:28.422 BOX 60 x $31.85 - $32.05 x 60 BOX SPREAD/LEGGED/FLOOR Vega=$0 GOOG=136.91 Ref
- >>2300 SBUX Oct23 120 Puts $23.15 (CboeTheo=23.14) MID PHLX 15:16:44.133 IV=39.6% +12.1 BOX 11 x $23.10 - $23.20 x 31 BOX FLOOR - OPENING Vega=$3438 SBUX=96.86 Ref
- >>2200 SBUX Sep23 105 Puts $8.15 (CboeTheo=8.13) MID PHLX 15:16:44.133 IV=55.8% +16.4 BOX 17 x $8.10 - $8.20 x 31 BOX FLOOR - OPENING Vega=$814 SBUX=96.86 Ref
- >>2383 CCL Oct23 13.0 Puts $0.27 (CboeTheo=0.27) BID PHLX 15:16:52.815 IV=54.9% +0.0 EMLD 2273 x $0.27 - $0.28 x 861 EMLD SPREAD/CROSS/TIED Vega=$2967 CCL=14.97 Ref
- >>2206 CCL Jan24 11.0 Puts $0.33 (CboeTheo=0.33) BID PHLX 15:17:10.236 IV=54.5% -0.5 EMLD 2311 x $0.33 - $0.34 x 623 EMLD SPREAD/CROSS/TIED Vega=$3960 CCL=14.97 Ref
- >>3000 PLTR Mar24 10.0 Puts $0.48 (CboeTheo=0.47) MID PHLX 15:18:38.663 IV=66.6% +0.1 EMLD 217 x $0.47 - $0.49 x 806 EMLD SPREAD/CROSS/TIED Vega=$6258 PLTR=15.60 Ref
- SPLIT TICKET:
>>4099 SPX Oct23 3950 Puts $4.20 (CboeTheo=4.06) ASK [CBOE] 15:19:29.099 IV=22.2% -0.3 CBOE 2398 x $4.00 - $4.20 x 2696 CBOE Vega=$463k SPX=4481.73 Fwd - >>11000 ENVX Oct23 15.0 Calls $1.00 (CboeTheo=0.99) MID PHLX 15:20:17.745 IV=67.4% AMEX 651 x $0.95 - $1.05 x 518 AMEX SPREAD/FLOOR Vega=$20k ENVX=14.37 Ref
- >>3300 ENVX Sep23 15.0 Puts $0.75 (CboeTheo=0.77) MID PHLX 15:20:17.746 IV=80.0% +10.6 C2 186 x $0.70 - $0.80 x 727 CBOE SPREAD/FLOOR Vega=$1122 ENVX=14.37 Ref
- >>11000 ENVX Sep23 15.0 Calls $0.10 (CboeTheo=0.14) BID PHLX 15:20:17.745 IV=73.0% +3.5 EDGX 338 x $0.10 - $0.15 x 346 EMLD SPREAD/FLOOR Vega=$3576 ENVX=14.37 Ref
- >>11000 ENVX Oct23 15.0 Puts $1.55 (CboeTheo=1.54) MID PHLX 15:20:17.746 IV=67.4% -0.0 PHLX 385 x $1.50 - $1.60 x 163 PHLX SPREAD/FLOOR - OPENING Vega=$20k ENVX=14.37 Ref
- >>7700 ENVX Sep23 15.0 Puts $0.70 (CboeTheo=0.77) BID PHLX 15:20:17.746 IV=64.2% -5.1 C2 186 x $0.70 - $0.80 x 727 CBOE SPREAD/FLOOR Vega=$2271 ENVX=14.37 Ref
- SWEEP DETECTED:
>>3815 AAPL Sep23 165 Puts $0.05 (CboeTheo=0.05) ASK [MULTI] 15:21:05.470 IV=40.1% -1.9 C2 1921 x $0.04 - $0.05 x 1042 EMLD Vega=$3070 AAPL=174.79 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 672 DVA Sep23 100 Calls $1.418 (CboeTheo=1.38) Above Ask! [MULTI] 15:21:19.552 IV=33.0% +3.3 PHLX 41 x $1.20 - $1.40 x 138 PHLX OPENING
Delta=62%, EST. IMPACT = 42k Shares ($4.20m) To Buy DVA=100.67 Ref - SWEEP DETECTED:
>>2502 ONON Oct23 6th 30.0 Calls $0.90 (CboeTheo=0.82) ASK [MULTI] 15:21:20.965 IV=46.9% +3.2 EDGX 216 x $0.80 - $0.90 x 178 EDGX ISO - OPENING Vega=$6997 ONON=28.80 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 968 ACEL Oct23 12.5 Calls $0.10 (CboeTheo=0.13) BID [MULTI] 15:21:23.999 IV=34.6% -0.2 BZX 139 x $0.10 - $0.20 x 17 BOX
Delta=17%, EST. IMPACT = 16k Shares ($177k) To Sell ACEL=11.04 Ref - SWEEP DETECTED:
>>2000 PFE Mar24 27.5 Puts $0.415 (CboeTheo=0.42) Below Bid! [MULTI] 15:22:44.434 IV=28.3% -0.8 BXO 5 x $0.42 - $0.44 x 19 BXO OPENING Vega=$9561 PFE=34.03 Ref - >>2500 CSCO Sep23 52.5 Calls $3.67 (CboeTheo=3.69) ASK AMEX 15:23:22.612 BZX 73 x $3.60 - $3.70 x 36 ARCA SPREAD/FLOOR Vega=$0 CSCO=56.13 Ref
- >>2500 CSCO Nov23 55.0 Puts $1.31 (CboeTheo=1.29) MID AMEX 15:23:22.610 IV=20.1% -0.3 EMLD 653 x $1.29 - $1.32 x 30 BZX SPREAD/FLOOR Vega=$22k CSCO=56.13 Ref
- >>2500 CSCO Nov23 55.0 Calls $2.58 (CboeTheo=2.61) Below Bid! AMEX 15:23:22.611 IV=19.7% -0.8 NOM 26 x $2.59 - $2.61 x 14 BOX SPREAD/FLOOR Vega=$22k CSCO=56.13 Ref
- >>2500 CSCO Sep23 52.5 Puts $0.01 (CboeTheo=0.02) MID AMEX 15:23:22.612 IV=42.3% +3.3 BXO 0 x $0.00 - $0.02 x 26 NOM SPREAD/FLOOR Vega=$437 CSCO=56.13 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 814 HA Jan25 10.0 Puts $3.10 (CboeTheo=3.18) BID [MULTI] 15:24:00.915 IV=52.0% -2.3 BOX 183 x $3.10 - $3.30 x 906 PHLX OPENING
Delta=-56%, EST. IMPACT = 45k Shares ($346k) To Buy HA=7.64 Ref - >>Unusual Volume NEE - 3x market weighted volume: 73.5k = 73.9k projected vs 24.3k adv, 86% puts, 20% of OI [NEE 68.31 +0.57 Ref, IV=18.1% -0.7]
- SWEEP DETECTED:
>>2160 GOLD Jan24 19.0 Calls $0.30 (CboeTheo=0.31) BID [MULTI] 15:25:39.369 IV=28.9% -0.4 EMLD 189 x $0.30 - $0.31 x 15 BXO Vega=$5977 GOLD=16.05 Ref - >>10000 CCJ Oct23 42.0 Calls $0.64 (CboeTheo=0.65) ASK AMEX 15:25:55.571 IV=33.0% +0.8 C2 160 x $0.62 - $0.64 x 17 NOM AUCTION - OPENING 52WeekHigh Vega=$41k CCJ=38.93 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 13th 4440 Puts $0.05 (CboeTheo=0.08) BID [CBOE] 15:26:01.713 IV=27.7% +11.4 CBOE 2114 x $0.05 - $0.10 x 404 CBOE Vega=$1427 SPX=4461.59 Fwd - >>2000 FCX Jan24 42.0 Calls $2.61 (CboeTheo=2.61) ASK BOX 15:26:23.037 IV=35.7% -0.0 AMEX 315 x $2.58 - $2.62 x 12 BXO CROSS Vega=$19k FCX=39.67 Ref
- >>Unusual Volume UPS - 3x market weighted volume: 105.4k = 104.9k projected vs 34.3k adv, 89% puts, 34% of OI [UPS 157.90 +1.32 Ref, IV=19.8% -1.0]
- SWEEP DETECTED:
>>5893 AAPL Sep23 157.5 Puts $0.01 (CboeTheo=0.02) ASK [MULTI] 15:27:24.510 IV=54.6% -2.2 MRX 0 x $0.00 - $0.01 x 5214 C2 OPENING Vega=$1072 AAPL=174.91 Ref - >>Unusual Volume TCOM - 3x market weighted volume: 11.7k = 11.6k projected vs 3819 adv, 67% calls, 12% of OI [TCOM 35.98 -0.23 Ref, IV=34.3% -0.7]
- >>6468 JD Jan24 61.26 Puts $29.61 (CboeTheo=29.61) ASK CBOE 15:29:13.149 BOX 41 x $29.55 - $29.65 x 1 BZX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 JD=31.64 Ref
- >>5544 JD Sep23 40.0 Puts $8.35 (CboeTheo=8.36) MID CBOE 15:29:13.149 BOX 104 x $8.30 - $8.40 x 52 NOM SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 JD=31.64 Ref
- >>15153 JD Sep23 37.5 Puts $5.85 (CboeTheo=5.86) MID CBOE 15:29:13.365 CBOE 165 x $5.80 - $5.90 x 41 BZX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 JD=31.64 Ref
- >>14000 WFC Jan24 55.0 Puts $12.76 (CboeTheo=12.77) ASK CBOE 15:29:36.106 BOX 54 x $12.70 - $12.80 x 17 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WFC=42.23 Ref
- >>14000 WFC Jan24 70.0 Puts $27.76 (CboeTheo=27.76) ASK CBOE 15:29:36.208 BOX 39 x $27.70 - $27.80 x 1 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WFC=42.23 Ref
- SWEEP DETECTED:
>>4010 F Sep23 13.0 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 15:29:41.754 IV=56.6% +5.1 EMLD 4894 x $0.08 - $0.09 x 3461 C2 Vega=$1278 F=12.66 Ref - >>Market Color FRHC - Bearish flow noted in Freedom Holding Corp (90.23 +1.25) with 6,563 puts trading, or 3x expected. The Put/Call Ratio is 5.78, while ATM IV is up over 1 point on the day. Earnings are expected on 09/14. (Autocolor (Trade Alert LLC)) [FRHC 90.23 +1.25 Ref, IV=81.9% +1.4] #Bearish
- >>8666 LMT Sep23 450 Puts $30.04 (CboeTheo=29.83) ASK CBOE 15:30:58.552 IV=55.2% +16.9 BZX 12 x $28.40 - $30.80 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$26k LMT=420.17 Ref
- >>2267 LMT Jan24 500 Puts $80.11 (CboeTheo=79.83) ASK CBOE 15:30:58.769 IV=23.5% +7.9 BXO 4 x $79.50 - $80.70 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$67k LMT=420.17 Ref
- >>2060 LMT Sep23 22nd 450 Puts $30.01 (CboeTheo=29.83) ASK CBOE 15:30:58.769 IV=28.2% +6.0 ISE 5 x $29.60 - $30.30 x 5 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$14k LMT=420.18 Ref
- >>3000 AAPL Sep23 160 Puts $0.02 (CboeTheo=0.03) ASK C2 15:31:00.325 IV=51.9% +0.8 C2 949 x $0.01 - $0.02 x 1182 EMLD COMPLEX Vega=$987 AAPL=175.15 Ref
- SWEEP DETECTED:
>>3782 AAPL Sep23 160 Puts $0.02 (CboeTheo=0.03) ASK [MULTI] 15:31:00.325 IV=51.9% +0.8 C2 949 x $0.01 - $0.02 x 3957 C2 Vega=$1244 AAPL=175.15 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1247 KMX Sep23 80.0 Puts $0.50 (CboeTheo=0.41) ASK [MULTI] 15:31:09.626 IV=34.5% +3.0 CBOE 534 x $0.35 - $0.50 x 196 MRX OPENING
Delta=-35%, EST. IMPACT = 44k Shares ($3.55m) To Sell KMX=80.73 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 505 IFRX Apr24 7.5 Calls $0.20 (CboeTheo=0.25) ASK [MULTI] 15:31:15.689 IV=72.6% -12.2 PHLX 742 x $0.05 - $0.20 x 10 ARCA
Delta=21%, EST. IMPACT = 11k Shares ($41k) To Buy IFRX=3.88 Ref - >>2000 RTX Nov23 95.0 Puts $19.25 (CboeTheo=19.26) BID PHLX 15:31:26.274 ISE 5 x $19.20 - $19.35 x 22 BOX FLOOR - OPENING Vega=$0 RTX=75.74 Ref
- >>6300 RTX Sep23 85.0 Puts $9.25 (CboeTheo=9.26) BID PHLX 15:31:26.274 NOM 6 x $9.20 - $9.35 x 8 GEMX FLOOR - OPENING Vega=$0 RTX=75.74 Ref
- >>2800 UPS Oct23 180 Puts $22.60 (CboeTheo=22.54) ASK PHLX 15:31:53.690 IV=28.2% +7.6 BXO 16 x $22.50 - $22.65 x 11 BXO FLOOR - OPENING Vega=$12k UPS=157.46 Ref
- >>5600 UPS Sep23 180 Puts $22.60 (CboeTheo=22.54) ASK PHLX 15:31:53.690 IV=91.9% +32.1 BXO 12 x $22.50 - $22.65 x 31 BOX FLOOR - OPENING Vega=$3736 UPS=157.46 Ref
- >>2600 UPS Sep23 175 Puts $17.60 (CboeTheo=17.54) BID PHLX 15:31:53.690 IV=75.6% +25.7 ARCA 26 x $17.50 - $17.75 x 32 BOX FLOOR - OPENING Vega=$2003 UPS=157.46 Ref
- >>11000 UPS Sep23 170 Puts $12.60 (CboeTheo=12.54) ASK PHLX 15:31:53.690 IV=58.3% +18.7 BXO 14 x $12.50 - $12.65 x 31 BOX FLOOR - OPENING Vega=$10k UPS=157.46 Ref
- >>5500 NKE Sep23 105 Puts $8.90 (CboeTheo=8.90) ASK PHLX 15:32:06.727 NOM 40 x $8.80 - $8.95 x 20 NOM FLOOR Vega=$0 NKE=96.10 Ref
- >>4000 NKE Sep23 110 Puts $13.90 (CboeTheo=13.90) ASK PHLX 15:32:06.727 BOX 24 x $13.80 - $13.95 x 10 GEMX FLOOR - OPENING Vega=$0 NKE=96.10 Ref
- SWEEP DETECTED:
>>3125 BABA Sep23 22nd 95.0 Calls $0.15 (CboeTheo=0.15) ASK [MULTI] 15:32:06.912 IV=33.1% -4.7 EMLD 335 x $0.14 - $0.15 x 1933 EDGX Vega=$6313 BABA=87.86 Ref - >>2670 ENPH Sep23 140 Puts $20.67 (CboeTheo=20.67) ASK CBOE 15:32:18.679 NOM 21 x $20.55 - $20.75 x 4 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ENPH=119.33 Ref
- >>3000 PFE Jun24 25.0 Puts $0.37 (CboeTheo=0.39) BID AMEX 15:32:27.019 IV=29.1% -0.7 ARCA 24 x $0.37 - $0.43 x 31 BOX CROSS Vega=$14k PFE=34.05 Ref
- >>5000 PYPL Sep23 72.5 Puts $9.80 (CboeTheo=9.80) MID PHLX 15:33:04.073 IV=86.9% +21.6 BXO 56 x $9.75 - $9.85 x 26 BOX FLOOR - OPENING Vega=$566 PYPL=62.70 Ref
- >>5800 PYPL Sep23 70.0 Puts $7.30 (CboeTheo=7.30) MID PHLX 15:33:04.073 IV=68.7% +15.3 BZX 46 x $7.25 - $7.35 x 49 NOM FLOOR - OPENING Vega=$800 PYPL=62.70 Ref
- >>10515 RTX Sep23 85.0 Puts $9.21 (CboeTheo=9.20) BID CBOE 15:33:12.228 IV=74.0% +17.4 ARCA 7 x $9.15 - $9.30 x 12 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$2229 RTX=75.80 Ref
- >>2935 RTX Jan25 105 Puts $29.19 (CboeTheo=29.20) BID CBOE 15:33:12.308 ARCA 26 x $29.00 - $29.50 x 27 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=75.80 Ref
- >>2156 RTX Nov23 95.0 Puts $19.20 (CboeTheo=19.20) MID CBOE 15:33:12.308 BOX 29 x $19.10 - $19.30 x 28 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=75.80 Ref
- >>2582 RTX Jan24 95.0 Puts $19.20 (CboeTheo=19.20) BID CBOE 15:33:12.308 EDGX 3 x $19.15 - $19.30 x 22 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=75.80 Ref
- >>2800 DIS Jan24 160 Puts $76.70 (CboeTheo=76.68) ASK PHLX 15:33:15.772 IV=67.4% +26.8 BOX 27 x $76.40 - $76.85 x 27 BOX FLOOR - OPENING Vega=$5778 DIS=83.33 Ref
- >>8100 DIS Sep23 90.0 Puts $6.65 (CboeTheo=6.68) BID PHLX 15:33:15.773 BOX 42 x $6.60 - $6.75 x 23 ARCA FLOOR Vega=$0 DIS=83.33 Ref
- SPLIT TICKET:
>>4000 DIS Jan24 160 Puts $76.685 (CboeTheo=76.68) ASK [PHLX] 15:33:15.772 IV=67.4% +26.8 BOX 27 x $76.40 - $76.85 x 27 BOX FLOOR - OPENING Vega=$8254 DIS=83.33 Ref - >>3000 LMT Sep23 450 Puts $29.40 (CboeTheo=29.64) BID PHLX 15:33:27.984 ISE 7 x $29.00 - $30.20 x 5 BXO SPREAD/FLOOR Vega=$0 LMT=420.36 Ref
- >>2000 LMT Sep23 445 Puts $24.40 (CboeTheo=24.64) BID PHLX 15:33:27.984 ISE 6 x $23.60 - $26.70 x 7 BXO SPREAD/FLOOR - OPENING Vega=$0 LMT=420.36 Ref
- >>2200 BA Sep23 235 Puts $26.75 (CboeTheo=26.77) BID PHLX 15:33:40.873 AMEX 10 x $26.65 - $26.90 x 18 BOX FLOOR - OPENING Vega=$0 BA=208.22 Ref
- >>2000 BA Sep23 225 Puts $16.75 (CboeTheo=16.78) BID PHLX 15:33:40.874 AMEX 10 x $16.65 - $16.90 x 14 BOX FLOOR - OPENING Vega=$0 BA=208.22 Ref
- >>18000 AAPL Sep23 195 Puts $19.90 (CboeTheo=19.91) BID PHLX 15:33:50.635 MIAX 193 x $19.80 - $20.05 x 240 PHLX FLOOR - OPENING Vega=$0 AAPL=175.09 Ref
- >>31000 AAPL Sep23 190 Puts $14.90 (CboeTheo=14.90) ASK PHLX 15:33:50.635 PHLX 253 x $14.65 - $14.95 x 14 EMLD FLOOR - OPENING Vega=$0 AAPL=175.09 Ref
- >>12000 AAPL Sep23 187.5 Puts $12.40 (CboeTheo=12.40) ASK PHLX 15:33:50.635 EMLD 37 x $12.30 - $12.45 x 13 BXO FLOOR - OPENING Vega=$0 AAPL=175.09 Ref
- >>30000 KVUE Sep23 30.0 Puts $8.30 (CboeTheo=8.28) MID CBOE 15:34:03.415 IV=209.9% +60.1 PHLX 649 x $8.20 - $8.40 x 1234 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$2691 KVUE=21.73 Ref
- >>24200 KVUE Sep23 25.0 Puts $3.30 (CboeTheo=3.28) MID CBOE 15:34:03.507 IV=106.0% +13.3 PHLX 671 x $3.20 - $3.40 x 1314 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$3487 KVUE=21.73 Ref
- >>6000 KVUE Nov23 30.0 Puts $8.30 (CboeTheo=8.28) MID CBOE 15:34:03.507 IV=49.6% +11.5 PHLX 114 x $8.20 - $8.40 x 197 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$5007 KVUE=21.73 Ref
- >>20000 JNJ Sep23 210 Puts $46.00 (CboeTheo=46.01) MID PHLX 15:34:06.153 BOX 18 x $45.90 - $46.10 x 6 BOX FLOOR - OPENING Vega=$0 JNJ=163.99 Ref
- >>18400 JNJ Sep23 175 Puts $11.00 (CboeTheo=11.01) MID PHLX 15:34:06.153 BXO 60 x $10.90 - $11.10 x 42 BOX FLOOR - OPENING Vega=$0 JNJ=163.99 Ref
- >>8784 BABA Sep23 120 Puts $32.17 (CboeTheo=32.15) MID CBOE 15:34:32.383 IV=182.3% +66.8 EDGX 40 x $32.10 - $32.25 x 63 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$1626 BABA=87.85 Ref
- >>3646 BABA Sep23 115 Puts $27.17 (CboeTheo=27.15) MID CBOE 15:34:32.383 IV=160.9% +56.9 BXO 10 x $27.10 - $27.25 x 39 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$742 BABA=87.85 Ref
- >>5900 BABA Sep23 105 Puts $17.17 (CboeTheo=17.14) MID CBOE 15:34:32.459 IV=113.5% +35.4 ARCA 15 x $17.10 - $17.25 x 53 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$1570 BABA=87.86 Ref
- >>5917 BABA Sep23 110 Puts $22.17 (CboeTheo=22.14) MID CBOE 15:34:32.459 IV=138.0% +46.4 BXO 13 x $22.10 - $22.25 x 48 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$1354 BABA=87.86 Ref
- SWEEP DETECTED:
>>2000 ORCL Sep23 108 Puts $0.08 (CboeTheo=0.09) BID [MULTI] 15:34:55.285 IV=35.8% -4.4 C2 394 x $0.08 - $0.09 x 446 C2 SSR Vega=$2098 ORCL=112.46 Ref - TRADE CXLD:
>>2500 GOOG Oct23 105 Calls $31.98 (CboeTheo=32.93) Below Bid! CBOE 14:27:43.648 BOX 60 x $32.80 - $32.95 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=137.19 Ref - TRADE CXLD:
>>2500 GOOG Sep23 105 Puts $0.01 (CboeTheo=0.01) ASK CBOE 15:16:28.329 IV=129.1% +28.6 BXO 0 x $0.00 - $0.01 x 298 ISE SPREAD/LEGGED/FLOOR Vega=$205 GOOG=136.91 Ref - >>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 15:35:03.799 IV=39.2% +1.0 C2 587 x $0.06 - $0.07 x 435 EMLD LATE Vega=$3502 GOOG=137.47 Ref
- TRADE CXLD:
>>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 15:35:03.799 IV=39.2% +1.0 C2 587 x $0.06 - $0.07 x 435 EMLD LATE Vega=$3502 GOOG=137.47 Ref - SPLIT TICKET:
>>2500 GOOG Sep23 105 Calls $32.505 (CboeTheo=32.54) BID [CBOE] 15:35:02.857 BOX 60 x $32.45 - $32.60 x 60 BOX LATE Vega=$0 GOOG=137.47 Ref - >>2689 DIS Jan24 160 Puts $76.69 (CboeTheo=76.70) ASK CBOE 15:35:08.929 BOX 27 x $76.40 - $76.90 x 27 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 DIS=83.30 Ref
- >>4300 TGT Sep23 145 Puts $22.00 (CboeTheo=22.01) BID PHLX 15:35:14.167 AMEX 10 x $21.95 - $22.10 x 10 AMEX FLOOR - OPENING Vega=$0 TGT=122.99 Ref
- >>3300 TGT Sep23 140 Puts $17.00 (CboeTheo=17.01) BID PHLX 15:35:14.167 BXO 10 x $16.95 - $17.10 x 18 BXO FLOOR - OPENING Vega=$0 TGT=122.99 Ref
- SWEEP DETECTED:
>>2200 AAPL Sep23 170 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 15:35:24.890 IV=30.7% -2.3 C2 1740 x $0.18 - $0.19 x 807 BXO Vega=$5166 AAPL=174.92 Ref - >>12000 JNJ Sep23 175 Puts $10.98 (CboeTheo=10.96) MID CBOE 15:35:39.963 IV=44.8% +14.0 AMEX 10 x $10.90 - $11.05 x 40 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$6809 JNJ=164.03 Ref
- >>13000 JNJ Sep23 210 Puts $45.97 (CboeTheo=45.97) ASK CBOE 15:35:40.030 IV=133.1% +60.6 BZX 21 x $45.85 - $46.05 x 6 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$1699 JNJ=164.03 Ref
- TRADE CXLD:
>>2500 GOOG Oct23 105 Calls $31.98 (CboeTheo=32.93) Below Bid! CBOE 14:27:43.614 BOX 60 x $32.80 - $32.95 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 GOOG=137.19 Ref - TRADE CXLD:
>>2500 GOOG Sep23 105 Puts $0.01 (CboeTheo=0.01) ASK CBOE 15:16:28.244 IV=129.1% +28.6 BXO 0 x $0.00 - $0.01 x 298 ISE SPREAD/LEGGED/FLOOR Vega=$205 GOOG=136.91 Ref - >>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 14:27:43.518 IV=38.9% +0.8 EMLD 485 x $0.06 - $0.07 x 862 EMLD SPREAD/LEGGED/FLOOR Vega=$3522 GOOG=137.19 Ref
- >>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 15:35:51.101 IV=39.2% +1.0 C2 586 x $0.06 - $0.07 x 674 EMLD LATE Vega=$3504 GOOG=137.44 Ref
- SPLIT TICKET:
>>2500 GOOG Sep23 105 Calls $32.505 (CboeTheo=32.53) BID [CBOE] 15:35:50.185 BOX 60 x $32.40 - $32.70 x 60 BOX LATE Vega=$0 GOOG=137.45 Ref - >>2400 ORCL Sep23 125 Puts $12.45 (CboeTheo=12.48) BID PHLX 15:35:56.208 BOX 70 x $12.40 - $12.60 x 54 PHLX FLOOR - OPENING SSR Vega=$0 ORCL=112.52 Ref
- >>6300 ORCL Sep23 124 Puts $11.50 (CboeTheo=11.48) ASK PHLX 15:35:56.208 IV=64.7% +5.6 BOX 52 x $11.40 - $11.55 x 9 BZX FLOOR - OPENING SSR Vega=$2454 ORCL=112.52 Ref
- >>2000 NEE Sep23 75.0 Puts $6.70 (CboeTheo=6.71) MID PHLX 15:36:15.312 CBOE 63 x $6.60 - $6.80 x 52 BOX FLOOR - OPENING Vega=$0 NEE=68.30 Ref
- >>2600 NEE Sep23 72.5 Puts $4.20 (CboeTheo=4.21) MID PHLX 15:36:15.312 CBOE 44 x $4.10 - $4.30 x 36 BZX FLOOR Vega=$0 NEE=68.30 Ref
- SPLIT TICKET:
>>1099 SPX Sep23 3650 Puts $0.05 (CboeTheo=0.03) ASK [CBOE] 15:36:19.121 IV=92.2% +14.3 CBOE 0 x $0.00 - $0.05 x 424 CBOE ISO Vega=$816 SPX=4465.81 Fwd - >>2800 TSLA Jan24 500 Puts $229.14 (CboeTheo=229.25) ASK CBOE 15:36:40.895 NOM 50 x $228.00 - $230.25 x 50 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSLA=270.75 Ref
- >>2800 TSLA Jan24 450 Puts $179.14 (CboeTheo=179.25) MID CBOE 15:36:40.998 NOM 95 x $178.35 - $179.95 x 90 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSLA=270.75 Ref
- >>7500 C Sep23 50.0 Puts $7.60 (CboeTheo=7.57) MID PHLX 15:36:56.312 IV=118.3% +35.4 ARCA 101 x $7.55 - $7.65 x 90 NOM FLOOR - OPENING Vega=$1738 C=42.44 Ref
- >>2500 C Sep23 46.0 Puts $3.60 (CboeTheo=3.57) MID PHLX 15:36:56.313 IV=67.0% +14.7 ARCA 106 x $3.55 - $3.65 x 108 NOM FLOOR Vega=$865 C=42.44 Ref
- >>10000 C Sep23 47.5 Puts $5.10 (CboeTheo=5.07) MID PHLX 15:36:56.313 IV=87.4% +23.0 ARCA 82 x $5.05 - $5.15 x 93 NOM FLOOR - OPENING Vega=$2874 C=42.44 Ref
- >>2076 ETSY Sep23 75.0 Puts $10.81 (CboeTheo=10.86) BID CBOE 15:37:03.545 MPRL 23 x $10.80 - $11.00 x 40 BOX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 ETSY=64.14 Ref
- >>12720 TSEM Oct23 37.0 Puts $9.09 (CboeTheo=9.11) BID CBOE 15:37:35.576 BOX 58 x $9.00 - $9.20 x 78 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSEM=27.89 Ref
- >>4914 TSEM Jan24 45.0 Puts $17.03 (CboeTheo=17.11) ASK CBOE 15:37:35.683 BOX 87 x $16.80 - $17.20 x 35 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSEM=27.89 Ref
- >>6486 TSEM Oct23 43.0 Puts $15.07 (CboeTheo=15.11) ASK CBOE 15:37:35.683 PHLX 41 x $14.90 - $15.20 x 23 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSEM=27.89 Ref
- >>2948 TSEM Jan24 40.0 Puts $12.11 (CboeTheo=12.11) ASK CBOE 15:37:35.683 IV=41.9% +5.8 MIAX 20 x $12.00 - $12.20 x 48 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$2336 TSEM=27.89 Ref
- >>4645 TGT Sep23 140 Puts $17.10 (CboeTheo=17.12) BID CBOE 15:38:06.337 CBOE 45 x $17.00 - $17.25 x 45 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TGT=122.88 Ref
- >>2284 TGT Sep23 135 Puts $12.05 (CboeTheo=12.12) BID CBOE 15:38:06.337 CBOE 37 x $12.00 - $12.20 x 38 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TGT=122.88 Ref
- >>5931 TGT Sep23 145 Puts $22.08 (CboeTheo=22.12) BID CBOE 15:38:06.420 CBOE 43 x $22.00 - $22.20 x 33 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TGT=122.88 Ref
- >>4945 NKE Sep23 110 Puts $13.84 (CboeTheo=13.87) ASK CBOE 15:38:44.525 ARCA 62 x $13.75 - $13.90 x 10 GEMX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NKE=96.14 Ref
- >>2000 AAPL Sep23 205 Puts $30.02 (CboeTheo=30.01) ASK CBOE 15:39:01.552 IV=93.2% +31.9 ARCA 110 x $29.60 - $30.15 x 9 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$527 AAPL=174.99 Ref
- >>6000 AAPL Sep23 200 Puts $25.05 (CboeTheo=25.01) ASK CBOE 15:39:01.552 IV=87.8% +33.6 AMEX 54 x $24.90 - $25.10 x 10 AMEX SPREAD/LEGGED/FLOOR - OPENING Vega=$3454 AAPL=174.99 Ref
- >>9000 AAPL Sep23 195 Puts $20.04 (CboeTheo=20.01) BID CBOE 15:39:01.663 IV=72.0% +13.4 PHLX 212 x $19.90 - $20.50 x 475 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$5164 AAPL=174.99 Ref
- >>13566 NEE Sep23 72.5 Puts $4.20 (CboeTheo=4.20) MID CBOE 15:39:31.866 IV=42.1% +4.0 BOX 34 x $4.10 - $4.30 x 40 BZX SPREAD/LEGGED/FLOOR Vega=$3160 NEE=68.31 Ref
- >>10206 NEE Sep23 75.0 Puts $6.70 (CboeTheo=6.70) MID CBOE 15:39:32.039 IV=61.0% +11.5 BOX 34 x $6.60 - $6.80 x 52 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$1738 NEE=68.31 Ref
- SWEEP DETECTED:
>>7284 F Sep23 12.5 Puts $0.13 (CboeTheo=0.12) ASK [MULTI] 15:40:10.587 IV=57.3% +13.9 EMLD 3196 x $0.12 - $0.13 x 2772 EMLD Vega=$2556 F=12.70 Ref - >>9887 LVS Sep23 57.5 Puts $8.82 (CboeTheo=8.79) MID CBOE 15:40:27.658 IV=114.7% +35.8 C2 60 x $8.75 - $8.90 x 90 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$2231 LVS=48.71 Ref
- >>12806 LVS Sep23 55.0 Puts $6.32 (CboeTheo=6.30) ASK CBOE 15:40:27.769 IV=88.9% +26.9 ARCA 20 x $6.25 - $6.35 x 11 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$3477 LVS=48.71 Ref
- >>3677 DG Sep23 29th 140 Puts $20.15 (CboeTheo=20.05) ASK CBOE 15:40:59.199 IV=45.6% +12.4 ARCA 13 x $19.90 - $20.30 x 28 CBOE SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$9037 DG=119.96 Ref
- >>5100 VIX Jan24 17th 20.0 Calls $2.22 (CboeTheo=2.22) MID CBOE 15:41:44.274 IV=72.0% +0.5 CBOE 4032 x $2.19 - $2.24 x 12k CBOE FLOOR Vega=$21k VIX=17.97 Fwd
- SPLIT TICKET:
>>6000 VIX Jan24 17th 20.0 Calls $2.22 (CboeTheo=2.22) MID [CBOE] 15:41:44.216 IV=72.0% +0.5 CBOE 4032 x $2.19 - $2.24 x 11k CBOE FLOOR Vega=$25k VIX=17.97 Fwd - SWEEP DETECTED:
>>2353 DAL Sep23 40.0 Calls $0.296 (CboeTheo=0.27) Above Ask! [MULTI] 15:42:04.769 IV=39.7% +7.2 EMLD 129 x $0.27 - $0.29 x 85 C2 ISO Vega=$2621 DAL=39.55 Ref - >>3943 UPS Sep23 175 Puts $17.12 (CboeTheo=17.11) MID CBOE 15:42:16.777 IV=65.9% +15.9 MPRL 43 x $17.00 - $17.25 x 39 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$1580 UPS=157.90 Ref
- >>4171 UPS Oct23 180 Puts $22.12 (CboeTheo=22.11) MID CBOE 15:42:16.777 IV=26.1% +5.5 ARCA 40 x $22.00 - $22.25 x 28 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$11k UPS=157.90 Ref
- >>6841 UPS Sep23 180 Puts $22.12 (CboeTheo=22.11) MID CBOE 15:42:16.926 IV=80.9% +21.1 BOX 35 x $22.00 - $22.25 x 32 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$2316 UPS=157.90 Ref
- >>3375 ICE Dec23 135 Calls $0.55 (CboeTheo=0.49) ASK AMEX 15:42:17.691 IV=20.2% +0.5 NOM 1 x $0.40 - $0.55 x 67 CBOE TIED/FLOOR ExDiv Vega=$37k ICE=116.86 Ref
- >>2835 ICE Jan24 140 Calls $0.46 (CboeTheo=0.51) ASK AMEX 15:42:17.694 IV=19.3% -0.1 BOX 61 x $0.35 - $0.50 x 48 ARCA TIED/FLOOR - OPENING ExDiv Vega=$31k ICE=116.86 Ref
- >>3170 DLTR Sep23 130 Puts $17.21 (CboeTheo=17.24) BID CBOE 15:42:58.912 ISE 5 x $17.15 - $17.45 x 17 MPRL SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 DLTR=112.77 Ref
- >>3200 ZM Jan24 120 Puts $50.14 (CboeTheo=50.14) BID CBOE 15:43:10.184 IV=55.6% +6.8 EDGX 5 x $50.05 - $50.25 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$4140 ZM=69.86 Ref
- >>3200 ZM Jan24 130 Puts $60.14 (CboeTheo=60.14) ASK CBOE 15:43:10.251 IV=62.4% +11.3 EDGX 5 x $60.00 - $60.25 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$3963 ZM=69.86 Ref
- SWEEP DETECTED:
>>2918 ORCL Sep23 114 Calls $0.43 (CboeTheo=0.40) ASK [MULTI] 15:43:17.178 IV=31.5% -8.5 EDGX 487 x $0.38 - $0.43 x 588 PHLX OPENING SSR Vega=$8129 ORCL=112.26 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2158 CRH Oct23 55.0 Calls $1.187 (CboeTheo=1.15) Above Ask! [MULTI] 15:43:18.166 IV=21.6% -0.5 BZX 2 x $1.00 - $1.15 x 22 EMLD OPENING
Delta=44%, EST. IMPACT = 94k Shares ($5.07m) To Buy CRH=53.88 Ref - >>6550 TCOM Oct23 36.0 Calls $1.60 (CboeTheo=1.62) BID BOX 15:43:20.938 IV=33.2% -2.0 BZX 362 x $1.55 - $1.70 x 99 EDGX CROSS - OPENING Vega=$30k TCOM=35.97 Ref
- >>11187 PFE Sep23 37.5 Puts $3.45 (CboeTheo=3.45) MID CBOE 15:43:25.220 IV=65.9% +15.8 BXO 107 x $3.40 - $3.50 x 67 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$1304 PFE=34.05 Ref
- >>10521 PFE Sep23 40.0 Puts $5.95 (CboeTheo=5.95) MID CBOE 15:43:25.347 IV=101.1% +26.9 BXO 107 x $5.90 - $6.00 x 39 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$869 PFE=34.05 Ref
- >>2300 BAC Jan24 38.0 Puts $9.20 (CboeTheo=9.19) MID PHLX 15:43:52.287 IV=33.3% +10.4 BOX 46 x $9.15 - $9.25 x 64 PHLX FLOOR Vega=$3673 BAC=28.82 Ref
- >>1550 VIX Sep23 20th 18.0 Calls $0.06 (CboeTheo=0.07) MID CBOE 15:44:01.009 IV=114.6% +4.3 CBOE 3735 x $0.05 - $0.07 x 1605 CBOE Vega=$387 VIX=14.08 Fwd
- >>5468 BAC Jan24 38.0 Puts $9.20 (CboeTheo=9.20) MID CBOE 15:44:12.104 IV=32.2% +9.3 CBOE 84 x $9.15 - $9.25 x 167 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$4925 BAC=28.80 Ref
- >>4379 BAC Sep23 32.0 Puts $3.20 (CboeTheo=3.20) MID CBOE 15:44:12.193 IV=69.8% +20.3 PHLX 190 x $3.15 - $3.25 x 332 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$417 BAC=28.80 Ref
- >>3519 BAC Sep23 35.0 Puts $6.20 (CboeTheo=6.20) MID CBOE 15:44:12.193 IV=117.5% +36.1 ARCA 102 x $6.15 - $6.25 x 158 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$222 BAC=28.80 Ref
- >>4125 ICE Dec23 135 Calls $0.55 (CboeTheo=0.49) ASK AMEX 15:44:23.459 IV=20.2% +0.5 NOM 1 x $0.40 - $0.55 x 101 NOM TIED/FLOOR - OPENING ExDiv Vega=$45k ICE=116.87 Ref
- >>3465 ICE Jan24 140 Calls $0.46 (CboeTheo=0.52) ASK AMEX 15:44:23.461 IV=19.3% -0.1 BOX 51 x $0.35 - $0.50 x 48 ARCA TIED/FLOOR - OPENING ExDiv Vega=$37k ICE=116.87 Ref
- >>2500 SPXW Sep23 4500 Calls $4.55 (CboeTheo=4.50) Above Ask! CBOE 15:44:37.899 IV=12.1% -1.1 CBOE 115 x $4.40 - $4.50 x 95 CBOE LATE Vega=$241k SPX=4466.61 Fwd
- >>2500 SPX Sep23 4500 Puts $36.10 (CboeTheo=36.24) MID CBOE 15:44:37.899 IV=10.7% -2.2 CBOE 80 x $35.20 - $37.00 x 80 CBOE LATE Vega=$194k SPX=4466.62 Fwd
- >>2500 SPXW Sep23 4500 Puts $37.70 (CboeTheo=37.88) MID CBOE 15:44:37.899 IV=11.8% -1.3 CBOE 44 x $37.40 - $38.00 x 47 CBOE LATE Vega=$238k SPX=4466.61 Fwd
- >>2500 SPX Sep23 4500 Calls $2.95 (CboeTheo=2.87) ASK CBOE 15:44:37.899 IV=11.0% -1.8 CBOE 856 x $2.80 - $2.95 x 381 CBOE LATE Vega=$199k SPX=4466.62 Fwd
- SPLIT TICKET:
>>3300 SPXW Sep23 4500 Calls $4.55 (CboeTheo=4.50) Above Ask! [CBOE] 15:44:37.897 IV=12.1% -1.1 CBOE 115 x $4.40 - $4.50 x 95 CBOE LATE Vega=$318k SPX=4466.61 Fwd - SPLIT TICKET:
>>3300 SPX Sep23 4500 Puts $36.10 (CboeTheo=36.24) MID [CBOE] 15:44:37.897 IV=10.7% -2.2 CBOE 80 x $35.20 - $37.00 x 80 CBOE LATE Vega=$257k SPX=4466.62 Fwd - SPLIT TICKET:
>>4000 SPX Sep23 4500 Calls $2.95 (CboeTheo=2.87) ASK [CBOE] 15:44:37.897 IV=11.0% -1.8 CBOE 856 x $2.80 - $2.95 x 381 CBOE LATE Vega=$318k SPX=4466.62 Fwd - SPLIT TICKET:
>>4000 SPXW Sep23 4500 Puts $37.70 (CboeTheo=37.88) MID [CBOE] 15:44:37.897 IV=11.8% -1.3 CBOE 44 x $37.40 - $38.00 x 47 CBOE LATE - OPENING Vega=$381k SPX=4466.61 Fwd - >>3800 SQ Sep23 70.0 Puts $15.75 (CboeTheo=15.79) BID PHLX 15:45:10.744 NOM 46 x $15.70 - $15.85 x 51 NOM FLOOR Vega=$0 SQ=54.22 Ref
- >>3300 SQ Sep23 65.0 Puts $10.80 (CboeTheo=10.79) ASK PHLX 15:45:10.744 IV=114.6% +33.5 ARCA 42 x $10.70 - $10.85 x 68 NOM FLOOR Vega=$521 SQ=54.22 Ref
- >>6893 SQ Sep23 70.0 Puts $15.77 (CboeTheo=15.77) MID CBOE 15:45:42.314 IV=142.6% +36.4 CBOE 92 x $15.70 - $15.85 x 92 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$487 SQ=54.23 Ref
- >>4022 SQ Sep23 67.5 Puts $13.25 (CboeTheo=13.27) MID CBOE 15:45:42.314 BXO 100 x $13.20 - $13.30 x 80 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SQ=54.23 Ref
- >>2304 SQ Jan24 100 Puts $45.75 (CboeTheo=45.76) ASK CBOE 15:45:42.390 BOX 30 x $45.55 - $45.90 x 30 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SQ=54.23 Ref
- >>6036 SQ Sep23 65.0 Puts $10.77 (CboeTheo=10.77) MID CBOE 15:45:42.390 IV=106.1% +25.0 PHLX 86 x $10.70 - $10.85 x 124 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$544 SQ=54.23 Ref
- >>4419 SQ Sep23 62.5 Puts $8.27 (CboeTheo=8.27) ASK CBOE 15:45:42.390 IV=86.1% +18.0 BXO 68 x $8.20 - $8.30 x 12 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$473 SQ=54.23 Ref
- >>2963 TSLA Sep23 272.5 Calls $3.20 (CboeTheo=3.22) ASK BZX 15:46:03.702 IV=48.5% -3.6 MIAX 261 x $3.15 - $3.20 x 2963 BZX Vega=$24k TSLA=270.79 Ref
- SPLIT TICKET:
>>2982 TSLA Sep23 272.5 Calls $3.20 (CboeTheo=3.22) ASK [BZX] 15:46:03.699 IV=48.5% -3.6 AMEX 214 x $3.15 - $3.20 x 2977 BZX Vega=$24k TSLA=270.79 Ref - >>2001 ORCL Sep23 130 Puts $17.72 (CboeTheo=17.73) MID CBOE 15:46:16.251 CBOE 54 x $17.65 - $17.80 x 52 CBOE SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$0 ORCL=112.28 Ref
- >>2659 ORCL Sep23 126 Puts $13.72 (CboeTheo=13.72) MID CBOE 15:46:16.251 CBOE 47 x $13.65 - $13.80 x 43 CBOE SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$0 ORCL=112.28 Ref
- >>3598 ORCL Sep23 125 Puts $12.72 (CboeTheo=12.72) MID CBOE 15:46:16.251 CBOE 58 x $12.65 - $12.80 x 54 CBOE SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$0 ORCL=112.28 Ref
- >>9701 ORCL Sep23 124 Puts $11.72 (CboeTheo=11.72) MID CBOE 15:46:16.367 C2 43 x $11.65 - $11.80 x 41 CBOE SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$0 ORCL=112.28 Ref
- >>2500 USB Sep23 40.0 Calls $0.01 (CboeTheo=0.01) BID CBOE 15:46:17.431 IV=77.8% +26.0 NOM 0 x $0.00 - $0.05 x 504 PHLX AUCTION Vega=$246 USB=35.16 Ref
- >>3150 AAP Sep23 70.0 Puts $11.90 (CboeTheo=11.96) BID PHLX 15:46:34.798 BOX 35 x $11.80 - $12.10 x 33 NOM FLOOR - OPENING 52WeekLow Vega=$0 AAP=58.05 Ref
- >>5143 PYPL Sep23 72.5 Puts $9.75 (CboeTheo=9.74) MID CBOE 15:46:46.781 IV=93.2% +27.9 MIAX 109 x $9.70 - $9.80 x 110 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$1010 PYPL=62.77 Ref
- >>6137 PYPL Sep23 70.0 Puts $7.25 (CboeTheo=7.24) MID CBOE 15:46:46.850 IV=73.8% +20.4 MIAX 84 x $7.20 - $7.30 x 101 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$1445 PYPL=62.77 Ref
- SPLIT TICKET:
>>1443 SPXW Sep23 4325 Puts $0.45 (CboeTheo=0.43) ASK [CBOE] 15:47:56.056 IV=20.9% +0.8 CBOE 1593 x $0.35 - $0.45 x 1142 CBOE Vega=$23k SPX=4466.86 Fwd - TRADE CXLD:
>>11000 ENVX Sep23 15.0 Puts $0.70 (CboeTheo=0.78) Below Bid! PHLX 14:59:43.367 IV=59.9% -9.4 MPRL 5 x $0.75 - $0.80 x 35 PHLX SPREAD/FLOOR Vega=$2818 ENVX=14.34 Ref - >>3700 RTX Sep23 85.0 Puts $9.25 (CboeTheo=9.29) BID PHLX 15:48:15.797 BOX 16 x $9.20 - $9.35 x 28 BXO FLOOR Vega=$0 RTX=75.72 Ref
- >>2749 PLUG Jan24 30.0 Puts $21.80 (CboeTheo=21.82) MID CBOE 15:48:16.781 EDGX 162 x $21.75 - $21.85 x 40 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>2749 PLUG Jan24 27.5 Puts $19.30 (CboeTheo=19.32) MID CBOE 15:48:16.781 BOX 250 x $19.25 - $19.35 x 23 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>2749 PLUG Jan24 25.0 Puts $16.80 (CboeTheo=16.82) MID CBOE 15:48:16.781 BOX 292 x $16.75 - $16.85 x 49 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>2749 PLUG Sep23 17.5 Puts $9.30 (CboeTheo=9.31) MID CBOE 15:48:16.781 PHLX 323 x $9.25 - $9.35 x 66 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>4123 PLUG Sep23 15.0 Puts $6.80 (CboeTheo=6.82) MID CBOE 15:48:16.781 PHLX 325 x $6.75 - $6.85 x 50 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>9095 PLUG Jan24 35.0 Puts $26.80 (CboeTheo=26.82) MID CBOE 15:48:16.873 EDGX 101 x $26.75 - $26.85 x 12 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.19 Ref
- >>8731 PLUG Sep23 12.5 Puts $4.30 (CboeTheo=4.32) MID CBOE 15:48:16.873 PHLX 383 x $4.25 - $4.35 x 46 MIAX SPREAD/LEGGED/FLOOR Vega=$0 PLUG=8.19 Ref
- TRADE CXLD:
>>11000 ENVX Oct23 15.0 Puts $1.65 (CboeTheo=1.56) ASK PHLX 14:59:43.367 IV=71.9% +4.5 PHLX 33 x $1.55 - $1.65 x 323 PHLX SPREAD/FLOOR - OPENING Vega=$20k ENVX=14.34 Ref - >>9000 BHC Oct23 13th 8.5 Calls $0.37 (CboeTheo=0.34) MID ISE 15:48:40.330 IV=29.2% +2.5 NOM 50 x $0.34 - $0.41 x 14 BOX COB/AUCTION - OPENING Vega=$8590 BHC=8.62 Ref
- >>9000 BHC Sep23 8.0 Calls $0.66 (CboeTheo=0.70) ASK ISE 15:48:40.330 IV=62.8% -0.5 C2 1 x $0.56 - $0.72 x 69 NOM COB/AUCTION Vega=$558 BHC=8.62 Ref
- TRADE CXLD:
>>7700 ENVX Sep23 15.0 Calls $0.10 (CboeTheo=0.14) BID PHLX 14:59:43.367 IV=73.0% +3.5 MRX 308 x $0.10 - $0.15 x 304 MRX SPREAD/FLOOR Vega=$2508 ENVX=14.34 Ref - >>2150 RBLX Oct23 37.5 Puts $9.75 (CboeTheo=9.75) MID PHLX 15:49:08.808 IV=52.3% +5.4 BXO 37 x $9.70 - $9.80 x 31 BOX FLOOR - OPENING Vega=$789 RBLX=27.75 Ref
- >>5700 RBLX Sep23 35.0 Puts $7.25 (CboeTheo=7.25) MID PHLX 15:49:08.808 IV=136.8% +52.9 MIAX 80 x $7.20 - $7.30 x 92 MIAX FLOOR - OPENING Vega=$314 RBLX=27.75 Ref
- >>2000 NKE Sep23 110 Puts $13.75 (CboeTheo=13.79) BID PHLX 15:49:20.036 CBOE 22 x $13.70 - $13.85 x 10 GEMX FLOOR Vega=$0 NKE=96.21 Ref
- >>3000 NKE Sep23 105 Puts $8.75 (CboeTheo=8.79) BID PHLX 15:49:20.036 CBOE 32 x $8.70 - $8.85 x 1 ARCA FLOOR Vega=$0 NKE=96.21 Ref
- TRADE CXLD:
>>3300 ENVX Sep23 15.0 Calls $0.15 (CboeTheo=0.14) ASK PHLX 14:59:43.367 IV=87.6% +18.2 MRX 308 x $0.10 - $0.15 x 304 MRX SPREAD/FLOOR Vega=$1178 ENVX=14.34 Ref - TRADE CXLD:
>>11000 ENVX Oct23 15.0 Calls $1.00 (CboeTheo=0.99) MID PHLX 15:20:17.745 IV=67.4% AMEX 651 x $0.95 - $1.05 x 518 AMEX SPREAD/FLOOR Vega=$20k ENVX=14.37 Ref - >>2800 UPS Sep23 175 Puts $17.25 (CboeTheo=17.30) BID PHLX 15:50:36.680 BOX 32 x $17.20 - $17.45 x 71 NOM SPREAD/FLOOR - OPENING Vega=$0 UPS=157.70 Ref
- >>2800 UPS Sep23 170 Puts $12.25 (CboeTheo=12.31) MID PHLX 15:50:36.680 NOM 80 x $12.10 - $12.40 x 31 BOX SPREAD/FLOOR Vega=$0 UPS=157.70 Ref
- >>2000 JNJ Jan24 200 Puts $36.20 (CboeTheo=35.72) ASK PHLX 15:50:45.303 IV=28.1% +12.3 BOX 6 x $35.05 - $36.45 x 11 BZX SPREAD/FLOOR - OPENING Vega=$35k JNJ=164.28 Ref
- >>4000 JNJ Jan24 200 Puts $36.15 (CboeTheo=35.72) ASK PHLX 15:50:45.303 IV=27.8% +12.0 BOX 6 x $35.05 - $36.45 x 11 BZX SPREAD/FLOOR - OPENING Vega=$68k JNJ=164.28 Ref
- >>14000 JNJ Sep23 210 Puts $45.90 (CboeTheo=45.72) Above Ask! PHLX 15:50:45.303 IV=170.3% +97.8 BXO 10 x $45.65 - $45.85 x 12 BZX SPREAD/FLOOR - OPENING Vega=$11k JNJ=164.28 Ref
- >>8000 JNJ Sep23 175 Puts $10.70 (CboeTheo=10.72) BID PHLX 15:50:45.303 BOX 33 x $10.65 - $10.90 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 JNJ=164.28 Ref
- >>2013 BABA Jan24 130 Calls $0.65 (CboeTheo=0.67) BID CBOE 15:51:34.277 IV=40.5% -0.3 MPRL 22 x $0.65 - $0.67 x 255 EMLD COB/AUCTION Vega=$15k BABA=87.73 Ref
- >>2013 BABA Jan24 135 Calls $0.51 (CboeTheo=0.51) ASK CBOE 15:51:34.277 IV=41.4% -0.2 C2 26 x $0.50 - $0.51 x 9 BXO COB/AUCTION Vega=$13k BABA=87.73 Ref
- >>2760 WBA Sep23 27.5 Puts $5.60 (CboeTheo=5.60) ASK PHLX 15:52:08.907 IV=142.5% +27.1 NOM 47 x $5.50 - $5.65 x 46 BXO FLOOR Vega=$152 WBA=21.91 Ref
- >>9000 AAPL Sep23 195 Puts $20.05 (CboeTheo=20.05) ASK PHLX 15:52:36.253 PHLX 401 x $19.55 - $20.15 x 95 EMLD FLOOR - OPENING Vega=$0 AAPL=174.94 Ref
- >>15500 AAPL Sep23 190 Puts $15.05 (CboeTheo=15.05) BID PHLX 15:52:36.253 PHLX 204 x $14.95 - $15.20 x 203 MIAX FLOOR Vega=$0 AAPL=174.94 Ref
- >>6000 AAPL Sep23 187.5 Puts $12.55 (CboeTheo=12.55) BID PHLX 15:52:36.253 MIAX 170 x $12.45 - $12.70 x 115 MIAX FLOOR Vega=$0 AAPL=174.94 Ref
- SWEEP DETECTED:
>>2031 AAPL Sep23 177.5 Calls $0.42 (CboeTheo=0.43) ASK [MULTI] 15:52:45.777 IV=24.7% -2.4 BXO 563 x $0.41 - $0.42 x 754 EMLD Vega=$8077 AAPL=174.92 Ref - >>4300 KVUE Nov23 30.0 Puts $8.30 (CboeTheo=8.34) BID PHLX 15:53:36.756 BXO 12 x $8.30 - $8.50 x 65 EDGX SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.66 Ref
- >>6800 KVUE Sep23 25.0 Puts $3.30 (CboeTheo=3.34) BID PHLX 15:53:36.757 BXO 13 x $3.30 - $3.40 x 330 PHLX SPREAD/FLOOR Vega=$0 KVUE=21.66 Ref
- >>2500 KVUE Sep23 23.0 Puts $1.30 (CboeTheo=1.36) BID PHLX 15:53:36.758 BOX 25 x $1.30 - $1.40 x 13 BXO SPREAD/FLOOR Vega=$0 KVUE=21.66 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1465 HITI Apr24 2.5 Calls $0.35 (CboeTheo=0.11) BID [MULTI] 15:54:34.010 IV=78.7% +41.1 MPRL 252 x $0.35 - $0.45 x 25 BZX
Delta=54%, EST. IMPACT = 79k Shares ($148k) To Sell HITI=1.87 Ref - SWEEP DETECTED:
>>3630 TSLA Sep23 250 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 15:55:14.112 IV=60.2% +4.2 BZX 12 x $0.14 - $0.15 x 664 C2 Vega=$5319 TSLA=271.29 Ref - >>20000 CHPT Sep23 29th 5.5 Puts $0.21 (CboeTheo=0.20) ASK AMEX 15:55:37.471 IV=68.4% +10.4 ARCA 6 x $0.18 - $0.21 x 199 CBOE SPREAD/FLOOR - OPENING Vega=$8916 CHPT=5.79 Ref
- >>30000 CHPT Sep23 22nd 5.5 Puts $0.12 (CboeTheo=0.12) BID AMEX 15:55:37.471 IV=65.1% +4.3 C2 232 x $0.12 - $0.13 x 184 EMLD SPREAD/FLOOR - OPENING Vega=$9504 CHPT=5.79 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 PLAB Sep23 20.0 Puts $0.20 (CboeTheo=0.34) BID [MULTI] 15:56:22.522 IV=20.7% -13.5 ISE 139 x $0.20 - $0.45 x 36 BOX
Delta=-66%, EST. IMPACT = 33k Shares ($659k) To Buy PLAB=19.86 Ref - SWEEP DETECTED:
>>5322 AMZN Sep23 142 Puts $0.382 (CboeTheo=0.36) Above Ask! [MULTI] 15:57:09.233 IV=32.8% +4.1 MPRL 1 x $0.36 - $0.37 x 55 NOM OPENING 52WeekHigh Vega=$16k AMZN=144.97 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 PLAB Sep23 20.0 Puts $0.20 (CboeTheo=0.33) BID [MULTI] 15:57:18.413 IV=24.1% -10.1 BZX 26 x $0.20 - $0.25 x 35 EMLD
Delta=-61%, EST. IMPACT = 30k Shares ($606k) To Buy PLAB=19.89 Ref - SWEEP DETECTED:
>>3273 BMY Nov23 55.0 Puts $0.53 (CboeTheo=0.56) BID [MULTI] 15:57:30.937 IV=21.9% -1.0 AMEX 1271 x $0.53 - $0.57 x 111 PHLX OPENING Vega=$21k BMY=59.73 Ref - >>1000 SPXW Sep23 20th 4325 Puts $1.70 (CboeTheo=1.60) Above Ask! CBOE 15:58:10.376 IV=14.5% -1.5 CBOE 317 x $1.60 - $1.65 x 60 CBOE FLOOR Vega=$65k SPX=4472.91 Fwd
- SPLIT TICKET:
>>2050 SPXW Sep23 20th 4325 Puts $1.70 (CboeTheo=1.60) Above Ask! [CBOE] 15:58:10.374 IV=14.5% -1.5 CBOE 317 x $1.60 - $1.65 x 60 CBOE FLOOR - OPENING Vega=$134k SPX=4472.91 Fwd - >>5000 SPWR Sep23 10.0 Puts $2.99 (CboeTheo=3.01) BID AMEX 15:58:22.329 BXO 17 x $2.98 - $3.05 x 49 BOX SPREAD/FLOOR Vega=$0 SPWR=7.00 Ref
- >>5000 SPWR Nov23 8.0 Puts $1.35 (CboeTheo=1.36) BID AMEX 15:58:22.331 IV=62.9% -0.1 BOX 59 x $1.35 - $1.37 x 17 BXO SPREAD/FLOOR - OPENING Vega=$5506 SPWR=7.00 Ref
- >>5000 SPWR Nov23 8.0 Calls $0.43 (CboeTheo=0.42) ASK AMEX 15:58:22.332 IV=64.9% +1.9 BXO 16 x $0.42 - $0.43 x 155 EMLD SPREAD/FLOOR - OPENING Vega=$5605 SPWR=7.00 Ref
- >>5000 SPWR Sep23 10.0 Calls $0.01 ASK AMEX 15:58:22.330 IV=232.3% +57.8 EMLD 0 x $0.00 - $0.01 x 127 ARCA SPREAD/FLOOR Vega=$146 SPWR=7.00 Ref
- >>4000 AAPL Oct23 170 Puts $2.53 (CboeTheo=2.57) Below Bid! AMEX 15:58:34.228 IV=21.4% -1.2 BXO 153 x $2.57 - $2.58 x 40 BXO SPREAD/FLOOR Vega=$79k AAPL=174.27 Ref
- >>4000 AAPL Oct23 170 Calls $7.98 (CboeTheo=7.85) Above Ask! AMEX 15:58:34.228 IV=22.3% -0.5 BXO 47 x $7.85 - $7.90 x 49 BXO SPREAD/FLOOR Vega=$80k AAPL=174.27 Ref
- >>4000 AAPL Sep23 170 Puts $0.22 (CboeTheo=0.25) Below Bid! AMEX 15:58:34.230 IV=29.2% -3.8 C2 1180 x $0.23 - $0.24 x 11 BZX SPREAD/FLOOR Vega=$10k AAPL=174.27 Ref
- >>4000 AAPL Sep23 170 Calls $4.78 (CboeTheo=4.64) Above Ask! AMEX 15:58:34.230 IV=34.8% +4.0 BXO 11 x $4.60 - $4.65 x 3 BXO SPREAD/FLOOR Vega=$13k AAPL=174.28 Ref
- SWEEP DETECTED:
>>2027 AMC Sep23 9.0 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 15:58:53.058 IV=169.6% -14.4 ARCA 3 x $0.14 - $0.15 x 528 C2 Vega=$400 AMC=8.21 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 SDC Oct23 0.5 Puts $0.18 (CboeTheo=0.19) BID [MULTI] 15:59:23.456 IV=191.1% -10.8 ARCA 106 x $0.18 - $0.20 x 200 ARCA
Delta=-55%, EST. IMPACT = 55k Shares ($21k) To Buy SDC=0.38 Ref - SWEEP DETECTED:
>>4452 CGC Sep23 1.0 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 15:59:51.782 IV=309.9% -15.1 ARCA 15 x $0.03 - $0.04 x 577 C2 SSR Vega=$116 CGC=1.16 Ref - SPLIT TICKET:
>>1326 SPXW Sep23 26th 4515 Calls $16.80 (CboeTheo=17.62) Below Bid! [CBOE] 16:00:37.239 IV=9.6% -1.3 CBOE 34 x $17.30 - $17.70 x 115 CBOE LATE Vega=$405k SPX=4476.36 Fwd - >>1000 SPXW Sep23 14th 4375 Puts $0.25 (CboeTheo=0.24) ASK CBOE 16:01:31.670 IV=19.3% +1.3 CBOE 936 x $0.20 - $0.25 x 260 CBOE LATE - OPENING Vega=$10k SPX=4470.60 Fwd
- SPLIT TICKET:
>>1134 SPXW Sep23 14th 4375 Puts $0.25 (CboeTheo=0.24) ASK [CBOE] 16:01:31.670 IV=19.3% +1.3 CBOE 936 x $0.20 - $0.25 x 260 CBOE LATE - OPENING Vega=$12k SPX=4470.60 Fwd - SPLIT TICKET:
>>4000 SPXW Oct23 4th 3700 Puts $0.75 (CboeTheo=0.70) MID [CBOE] 16:03:17.425 IV=32.7% +0.5 CBOE 51 x $0.70 - $0.80 x 762 CBOE FLOOR - OPENING Vega=$86k SPX=4480.46 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 14th 4530 Calls $0.15 (CboeTheo=0.16) ASK [CBOE] 16:04:15.803 IV=11.8% -1.4 CBOE 1703 x $0.10 - $0.15 x 81 CBOE LATE - OPENING Vega=$11k SPX=4470.10 Fwd - >>2000 SPXW Sep23 4250 Puts $0.30 (CboeTheo=0.26) ASK CBOE 16:06:55.704 IV=29.4% +3.6 CBOE 98 x $0.25 - $0.30 x 835 CBOE FLOOR Vega=$18k SPX=4471.74 Fwd
- SPLIT TICKET:
>>5000 SPXW Sep23 4250 Puts $0.30 (CboeTheo=0.26) ASK [CBOE] 16:06:55.703 IV=29.4% +3.6 CBOE 98 x $0.25 - $0.30 x 835 CBOE FLOOR Vega=$45k SPX=4471.74 Fwd - >>1373 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 16:10:13.475 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$157 VIX=13.98 Fwd
- >>1373 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 16:10:13.475 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$157 VIX=13.98 Fwd
- >>1373 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 16:10:13.475 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$157 VIX=13.98 Fwd
- >>1600 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 16:10:13.492 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$183 VIX=13.98 Fwd
- >>1600 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 16:10:13.571 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$183 VIX=13.98 Fwd
- SPLIT TICKET:
>>8000 VIX Sep23 20th 23.0 Calls $0.03 (CboeTheo=0.03) MID [CBOE] 16:10:13.475 IV=177.7% +20.2 CBOE 1140 x $0.01 - $0.04 x 19k CBOE FLOOR Vega=$915 VIX=13.98 Fwd - >>1000 SPX Sep23 4350 Calls $122.40 (CboeTheo=122.37) BID CBOE 16:10:19.169 IV=19.7% +1.4 CBOE 400 x $118.00 - $127.00 x 15 CBOE FLOOR Vega=$16k SPX=4471.99 Fwd
- >>2499 VIX Oct23 18th 70.0 Calls $0.04 (CboeTheo=0.04) BID CBOE 16:14:49.680 IV=196.3% +2.6 CBOE 501 x $0.04 - $0.05 x 25k CBOE Vega=$449 VIX=15.63 Fwd
- SPLIT TICKET:
>>1104 SPXW Sep23 25th 3700 Puts $0.35 (CboeTheo=0.27) ASK [CBOE] 16:14:47.909 IV=39.7% +1.3 CBOE 683 x $0.25 - $0.35 x 504 CBOE Vega=$10k SPX=4476.44 Fwd - SPLIT TICKET:
>>1000 SPXW Sep23 22nd 4000 Puts $0.40 (CboeTheo=0.45) Below Bid! [CBOE] 16:14:50.917 IV=28.9% -0.0 CBOE 110 x $0.45 - $0.55 x 1056 CBOE FLOOR Vega=$13k SPX=4475.50 Fwd - >>2000 SPXW Sep23 3550 Puts $0.05 (CboeTheo=0.05) BID CBOE 16:27:41.470 IV=98.0% +15.9 CBOE 6557 x $0.05 - $0.10 x 798 CBOE EXTEND - OPENING Vega=$1416 SPX=4470.98 Fwd
- TRADE CXLD:
>>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 15:35:51.101 IV=39.2% +1.0 C2 586 x $0.06 - $0.07 x 674 EMLD LATE Vega=$3504 GOOG=137.44 Ref - TRADE CXLD:
>>2500 GOOG Oct23 105 Puts $0.07 (CboeTheo=0.07) ASK CBOE 14:27:43.518 IV=38.9% +0.8 EMLD 485 x $0.06 - $0.07 x 862 EMLD SPREAD/LEGGED/FLOOR Vega=$3522 GOOG=137.19 Ref - TRADE CXLD:
>>12000 AAPL Sep23 187.5 Puts $12.40 (CboeTheo=12.40) ASK PHLX 15:33:50.635 EMLD 37 x $12.30 - $12.45 x 13 BXO FLOOR - OPENING Vega=$0 AAPL=175.09 Ref - TRADE CXLD:
>>31000 AAPL Sep23 190 Puts $14.90 (CboeTheo=14.90) ASK PHLX 15:33:50.635 PHLX 253 x $14.65 - $14.95 x 14 EMLD FLOOR - OPENING Vega=$0 AAPL=175.09 Ref - TRADE CXLD:
>>18000 AAPL Sep23 195 Puts $19.90 (CboeTheo=19.91) BID PHLX 15:33:50.635 MIAX 193 x $19.80 - $20.05 x 240 PHLX FLOOR - OPENING Vega=$0 AAPL=175.09 Ref - TRADE CXLD:
>>6425 NVDA Sep23 490 Puts $31.45 (CboeTheo=31.28) BID PHLX 13:52:54.768 IV=52.2% +4.1 ISE 10 x $31.00 - $31.95 x 75 CBOE FLOOR - OPENING Vega=$21k NVDA=458.76 Ref - TRADE CXLD:
>>4350 NVDA Sep23 492.5 Puts $33.80 (CboeTheo=33.76) BID PHLX 13:52:54.768 IV=49.2% +0.3 BZX 2 x $33.55 - $34.25 x 14 ISE FLOOR - OPENING Vega=$8089 NVDA=458.76 Ref