- >>Market Color @ALL - OCC reports a total of 607,392 flex contracts traded on Sep 13th, with average daily flex volume of 458,276 over the past month. 37.6% of Wednesday's flex volume traded on Cboe, 16.9% NYSE-Arca, 0.1% PHLX and 45.5% Amex. Current Flex open interest is 18,172,451 contracts. (Autocolor (Trade Alert LLC)) #flex #marketmover
- >>Market Color SE - Most profitable opening equity option purchase made in the prior session was a buy of 12500 Sea Limited 10/13 40 calls for $1.11 at 10:32 when underlying shares were trading $37.62. These calls closed near $1.74 for mark-to-market profit of 57%, or $789K on the $1.4M outlay. SE shares closed up 0.68 at $39.03 (Autocolor (Trade Alert LLC)) [SE 39.03 +0.68 Ref]
- SPLIT TICKET:
>>1000 SPXW Sep23 14th 4450 Puts $0.925 (CboeTheo=0.85) Above Ask! [CBOE] 09:00:28.411 IV=21.8% +9.3 CBOE 111 x $0.80 - $0.90 x 482 CBOE Vega=$18k SPX=4489.93 Fwd - >>Market Color QQQ - Rev/Con recap for Sep 13th. 348,492 contracts traded Wednesday in reverse/conversion spreads on 101 underlying securities. 17.4m underlying shares were involved with total notional value of $2.58b. Rev/Con volume leaders included QQQ, EEM, KRE, TLRY and GDX with implied borrow rates ranging from -61.21% (WE) to 31.29% (AUR). (Autocolor (Trade Alert LLC)) #revcon
- >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for September 14, 2023. 111 trades were executed in VIX overnight, totaling 8126 contracts. (Autocolor (Trade Alert LLC)) #gth
- >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 14, 2023. 17811 trades were executed in SPX overnight, totaling 79039 contracts. (Autocolor (Trade Alert LLC)) #gth
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
CGC $1.26 +0.10 +8.62%,
RIOT $10.97 +0.69 +6.71%,
CVNA $51.83 +2.60 +5.28%,
AMC $8.66 +0.42 +5.10%,
VALE $14.25 +0.55 +4.01%,
while the biggest losers include:
ABNB $142.46 -2.26 (-1.56%),
NFLX $405.88 -6.37 (-1.55%),
CHWY $21.30 -0.21 (-0.98%),
INTC $38.42 -0.29 (-0.75%),
AMZN $144.16 -0.69 (-0.48%),
(Autocolor (Trade Alert LLC)) - >>Unusual Volume HPQ - 3x market weighted volume: 6050 = 65.3k projected vs 20.2k adv, 58% calls, 3% of OI [HPQ 27.43 -0.90 Ref]
- >>Unusual Volume NFLX - 4x market weighted volume: 70.4k = 759.5k projected vs 167.4k adv, 61% puts, 8% of OI [NFLX 405.60 -6.64 Ref]
- >>Unusual Volume PENN - 3x market weighted volume: 7810 = 84.3k projected vs 21.5k adv, 88% calls, 3% of OI [PENN 22.74 +1.29 Ref]
- >>Unusual Volume V - 7x market weighted volume: 14.9k = 160.4k projected vs 22.9k adv, 58% calls, 4% of OI [V 241.03 -6.79 Ref]
- >>Unusual Volume ETSY - 3x market weighted volume: 10.5k = 113.1k projected vs 28.9k adv, 77% calls, 4% of OI [ETSY 66.19 +1.63 Ref]
- >>Unusual Volume JD - 3x market weighted volume: 21.4k = 231.3k projected vs 73.1k adv, 90% puts, 2% of OI [JD 31.81 +0.12 Ref]
- >>Unusual Volume RUN - 4x market weighted volume: 11.7k = 125.9k projected vs 28.9k adv, 87% calls, 4% of OI [RUN 15.14 +0.98 Ref]
- >>Unusual Volume U - 3x market weighted volume: 11.0k = 118.3k projected vs 36.2k adv, 59% puts, 2% of OI [U 36.48 -0.34 Ref]
- >>Unusual Volume MGM - 5x market weighted volume: 5687 = 61.4k projected vs 10.7k adv, 95% puts, 2% of OI [MGM 41.60 +0.13 Ref]
- >>Unusual Volume CCL - 3x market weighted volume: 20.1k = 217.0k projected vs 65.1k adv, 87% calls [CCL 15.57 +0.56 Ref]
- SPLIT TICKET:
>>1000 NANOS Sep23 22nd 450 Calls $2.60 (CboeTheo=2.56) ASK [CBOE] 09:30:02.958 IV=10.7% CBOE 1000 x $2.50 - $2.60 x 393 CBOE OPENING Vega=$269 NANOS=449.42 Fwd - SPLIT TICKET:
>>1400 VIX Sep23 20th 15.0 Calls $0.18 (CboeTheo=0.18) MID [CBOE] 09:30:03.464 IV=86.7% +7.2 0 x $0.00 - $0.00 x 0 Vega=$726 VIX=13.67 Fwd - >>Unusual Volume VALE - 3x market weighted volume: 15.8k = 170.2k projected vs 56.7k adv, 63% puts [VALE 14.27 +0.56 Ref]
- >>Unusual Volume PCT - 15x market weighted volume: 7376 = 79.6k projected vs 5182 adv, 87% puts, 6% of OI [PCT 6.67 -0.90 Ref]
- >>Unusual Volume IOVA - 17x market weighted volume: 5111 = 55.1k projected vs 3089 adv, 53% calls, 5% of OI
- >>2623 AAPL Sep23 175 Calls $0.87 (CboeTheo=0.85) ASK MPRL 09:30:49.878 IV=30.6% +5.7 MPRL 2623 x $0.87 - $0.88 x 916 PHLX Vega=$10k AAPL=174.04 Ref
- SWEEP DETECTED:
>>2805 AAPL Sep23 175 Calls $0.869 (CboeTheo=0.87) MID [MULTI] 09:30:48.547 IV=30.1% +5.2 MPRL 2697 x $0.87 - $0.88 x 314 C2 Vega=$11k AAPL=174.09 Ref - SWEEP DETECTED:
>>2002 AAPL Oct23 180 Calls $2.342 (CboeTheo=2.33) Above Ask! [MULTI] 09:30:50.574 IV=19.6% -0.1 BXO 108 x $2.32 - $2.34 x 208 BXO Vega=$40k AAPL=174.03 Ref - >>Unusual Volume PLUG - 3x market weighted volume: 17.1k = 176.2k projected vs 58.2k adv, 67% calls, 2% of OI [PLUG 8.54 +0.34 Ref]
- SPLIT TICKET:
>>1000 NANOS Sep23 22nd 449 Calls $2.87 (CboeTheo=2.85) MID [CBOE] 09:32:37.789 IV=10.3% CBOE 1000 x $2.77 - $0.00 x 0 OPENING Vega=$270 NANOS=449.16 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 559 IGT Sep23 33.0 Calls $0.45 (CboeTheo=0.42) ASK [MULTI] 09:31:59.946 IV=73.7% +25.4 MIAX 15 x $0.13 - $0.45 x 114 NOM ISO
Delta=43%, EST. IMPACT = 24k Shares ($796k) To Buy IGT=32.73 Ref - SWEEP DETECTED:
>>2500 AMZN Sep23 142 Calls $3.024 (CboeTheo=3.16) Below Bid! [MULTI] 09:33:00.523 IV=36.8% +4.0 MIAX 15 x $3.10 - $3.20 x 83 MIAX ISO 52WeekHigh Vega=$5800 AMZN=144.72 Ref - SWEEP DETECTED:
>>2338 AMC Sep23 29th 11.0 Calls $0.44 (CboeTheo=0.45) BID [MULTI] 09:36:02.345 IV=148.8% -7.8 CBOE 243 x $0.44 - $0.47 x 27 BZX Vega=$1481 AMC=8.92 Ref - SWEEP DETECTED:
>>3254 AAPL Sep23 175 Puts $1.486 (CboeTheo=1.54) Below Bid! [MULTI] 09:36:45.132 IV=29.9% +5.6 BXO 84 x $1.54 - $1.55 x 5 BZX Vega=$13k AAPL=174.38 Ref - SWEEP DETECTED:
>>2002 AAPL Sep23 185 Calls $0.02 (CboeTheo=0.02) ASK [MULTI] 09:37:08.840 IV=43.1% +5.1 BXO 1180 x $0.01 - $0.02 x 1074 BXO AUCTION Vega=$738 AAPL=174.67 Ref - >>10681 AMC Sep23 29th 11.0 Calls $0.40 (CboeTheo=0.40) BID ARCA 09:37:35.985 IV=149.2% -7.4 NOM 326 x $0.39 - $0.40 x 11k ARCA Vega=$6465 AMC=8.77 Ref
- SWEEP DETECTED:
>>11694 AMC Sep23 29th 11.0 Calls $0.40 (CboeTheo=0.41) BID [MULTI] 09:37:35.202 IV=148.5% -8.1 NOM 101 x $0.40 - $0.44 x 235 BOX Vega=$7097 AMC=8.79 Ref - SPLIT TICKET:
>>1296 VIX Sep23 20th 15.0 Calls $0.17 (CboeTheo=0.16) BID [CBOE] 09:38:00.364 IV=86.8% +7.3 CBOE 758 x $0.17 - $0.18 x 626 CBOE Vega=$654 VIX=13.63 Fwd - >>2000 VALE Oct23 13.0 Calls $1.45 (CboeTheo=1.45) ASK EDGX 09:38:00.273 IV=33.5% -0.8 BOX 14 x $1.43 - $1.45 x 7 NOM Vega=$2276 VALE=14.23 Ref
- SWEEP DETECTED:
>>2007 VALE Oct23 13.0 Calls $1.45 (CboeTheo=1.45) ASK [MULTI] 09:38:00.273 IV=33.5% -0.8 BOX 14 x $1.43 - $1.45 x 7 NOM Vega=$2284 VALE=14.23 Ref - >>2835 VALE Dec23 12.0 Puts $0.26 (CboeTheo=0.25) ASK MPRL 09:39:07.590 IV=40.2% +2.0 BZX 18 x $0.25 - $0.26 x 3619 MPRL Vega=$4938 VALE=14.23 Ref
- SWEEP DETECTED:
>>2977 VALE Dec23 12.0 Puts $0.26 (CboeTheo=0.25) ASK [MULTI] 09:39:07.589 IV=40.2% +2.0 BZX 18 x $0.25 - $0.26 x 3619 MPRL Vega=$5185 VALE=14.23 Ref - >>2016 PTON Oct23 8.0 Calls $0.10 (CboeTheo=0.11) MID CBOE 09:39:27.174 IV=105.1% -1.3 MPRL 20 x $0.09 - $0.11 x 894 PHLX Vega=$714 PTON=5.20 Ref
- >>1025 SPX Oct23 4000 Puts $4.00 (CboeTheo=4.03) MID CBOE 09:40:53.359 IV=21.4% +0.4 CBOE 4445 x $3.90 - $4.10 x 2439 CBOE LATE Vega=$115k SPX=4513.33 Fwd
- SPLIT TICKET:
>>1825 SPX Oct23 4000 Puts $4.00 (CboeTheo=4.03) MID [CBOE] 09:40:53.358 IV=21.4% +0.4 CBOE 4445 x $3.90 - $4.10 x 2439 CBOE LATE Vega=$205k SPX=4513.33 Fwd - SPLIT TICKET:
>>1825 SPXW Dec23 29th 4000 Puts $24.60 (CboeTheo=24.54) ASK [CBOE] 09:40:53.358 IV=19.8% +0.2 CBOE 56 x $24.40 - $24.70 x 32 CBOE LATE Vega=$821k SPX=4552.35 Fwd - >>Unusual Volume NCLH - 3x market weighted volume: 6910 = 47.4k projected vs 15.8k adv, 71% calls [NCLH 17.09 +0.74 Ref, IV=37.6% -0.5]
- SWEEP DETECTED:
>>2507 MSFT Sep23 335 Calls $4.775 (CboeTheo=5.00) Below Bid! [MULTI] 09:43:57.819 IV=24.4% +2.6 EDGX 48 x $4.85 - $5.00 x 46 MIAX Vega=$14k MSFT=339.23 Ref - >>Market Color CVNA - Bullish option flow detected in Carvana (52.41 +3.18) with 26,628 calls trading (3x expected) and implied vol increasing almost 3 points to 94.83%. . The Put/Call Ratio is 0.31. Earnings are expected on 11/01. (Autocolor (Trade Alert LLC)) [CVNA 52.41 +3.18 Ref, IV=94.8% +2.7] #Bullish
- >>2000 VALE Oct23 15.0 Calls $0.30 (CboeTheo=0.30) ASK EDGX 09:45:11.812 IV=30.9% -0.9 ARCA 1548 x $0.29 - $0.30 x 29 NOM Vega=$3313 VALE=14.27 Ref
- SWEEP DETECTED:
>>2029 VALE Oct23 15.0 Calls $0.30 (CboeTheo=0.30) MID [MULTI] 09:45:11.812 IV=30.9% -0.9 ARCA 1548 x $0.29 - $0.31 x 59 MPRL Vega=$3361 VALE=14.27 Ref - >>Unusual Volume ACB - 3x market weighted volume: 7038 = 44.2k projected vs 14.7k adv, 86% calls, 3% of OI [ACB 0.84 +0.04 Ref, IV=205.8% -1.5]
- >>Unusual Volume WBA - 3x market weighted volume: 20.6k = 129.3k projected vs 42.4k adv, 90% calls, 4% of OI [WBA 22.35 +0.45 Ref, IV=37.5% +0.4]
- SWEEP DETECTED:
>>Bullish Delta Impact 1419 TECK Oct23 43.0 Calls $2.05 (CboeTheo=1.92) ASK [MULTI] 09:45:51.241 IV=34.1% +3.9 BZX 126 x $1.85 - $2.05 x 141 PHLX ISO
Delta=56%, EST. IMPACT = 79k Shares ($3.41m) To Buy TECK=43.16 Ref - SWEEP DETECTED:
>>2000 PLUG Sep23 9.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 09:46:54.319 IV=83.3% -3.6 EMLD 145 x $0.02 - $0.03 x 103 ARCA Vega=$229 PLUG=8.53 Ref - >>Unusual Volume TUP - 3x market weighted volume: 5831 = 34.6k projected vs 11.1k adv, 95% puts, 4% of OI [TUP 2.29 +0.03 Ref, IV=144.7% -5.4]
- SWEEP DETECTED:
>>2072 AAPL Sep23 180 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 09:49:49.076 IV=31.3% +2.1 EMLD 993 x $0.10 - $0.11 x 929 BXO Vega=$2994 AAPL=175.07 Ref - >>3750 PBR Oct23 14.0 Puts $0.21 (CboeTheo=0.20) ASK AMEX 09:50:24.222 IV=36.7% +1.4 ARCA 583 x $0.19 - $0.21 x 1569 ARCA SPREAD/FLOOR Vega=$5115 PBR=15.24 Ref
- >>3750 PBR Nov23 15.0 Puts $0.75 (CboeTheo=0.78) BID AMEX 09:50:24.223 IV=35.1% -0.6 ARCA 1563 x $0.74 - $0.82 x 325 BZX SPREAD/FLOOR - OPENING Vega=$9334 PBR=15.24 Ref
- >>1652 VIX Sep23 20th 13.0 Puts $0.14 (CboeTheo=0.14) MID CBOE 09:50:24.157 IV=53.6% +0.0 CBOE 12 x $0.13 - $0.15 x 90 CBOE Vega=$907 VIX=13.60 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 940 TH Oct23 17.5 Calls $0.434 (CboeTheo=0.35) Above Ask! [MULTI] 09:50:30.279 IV=68.4% +3.5 MIAX 43 x $0.30 - $0.40 x 31 PHLX ISO
Delta=24%, EST. IMPACT = 23k Shares ($331k) To Buy TH=14.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 561 TH Oct23 15.0 Calls $1.05 (CboeTheo=0.98) ASK [MULTI] 09:51:09.368 IV=65.4% +4.0 PHLX 6 x $0.95 - $1.05 x 69 PHLX ISO
Delta=50%, EST. IMPACT = 28k Shares ($407k) To Buy TH=14.57 Ref - SPLIT TICKET:
>>2500 BB Jan24 8.0 Calls $0.18 (CboeTheo=0.14) ASK [BOX] 09:51:16.696 IV=58.0% +0.7 PHLX 5239 x $0.09 - $0.18 x 137 GEMX AUCTION Vega=$2301 BB=5.56 Ref - >>2500 AAPL Sep23 22nd 190 Calls $0.06 (CboeTheo=0.07) BID PHLX 09:51:22.955 IV=27.1% +0.4 BXO 926 x $0.06 - $0.07 x 1031 BXO SPREAD/CROSS/TIED Vega=$3859 AAPL=174.78 Ref
- >>3033 VIX Sep23 20th 24.0 Calls $0.03 (CboeTheo=0.02) ASK CBOE 09:53:13.750 IV=209.8% +26.0 CBOE 0 x $0.00 - $0.03 x 3795 CBOE Vega=$302 VIX=13.62 Fwd
- >>2555 VIX Sep23 20th 24.0 Calls $0.03 (CboeTheo=0.02) ASK CBOE 09:53:13.750 IV=209.8% +26.0 CBOE 0 x $0.00 - $0.03 x 3795 CBOE Vega=$254 VIX=13.62 Fwd
- >>1431 VIX Sep23 20th 24.0 Calls $0.03 (CboeTheo=0.02) ASK CBOE 09:53:13.750 IV=209.8% +26.0 CBOE 0 x $0.00 - $0.03 x 2364 CBOE Vega=$143 VIX=13.62 Fwd
- SPLIT TICKET:
>>9893 VIX Sep23 20th 24.0 Calls $0.03 (CboeTheo=0.02) ASK [CBOE] 09:53:13.750 IV=209.8% +26.0 CBOE 0 x $0.00 - $0.03 x 3795 CBOE Vega=$985 VIX=13.62 Fwd - SWEEP DETECTED:
>>3165 T Sep23 22nd 15.5 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 09:53:59.741 IV=19.1% -0.2 C2 812 x $0.03 - $0.04 x 828 C2 OPENING Vega=$1890 T=15.06 Ref - >>5000 PBR Dec24 15.0 Puts $2.66 (CboeTheo=2.77) BID AMEX 09:54:41.861 IV=35.4% -3.1 ARCA 1534 x $2.64 - $2.80 x 1534 ARCA FLOOR Vega=$29k PBR=15.26 Ref
- >>4999 NKLA Jan24 0.5 Puts $0.12 (CboeTheo=0.12) MID MIAX 09:54:51.173 IV=179.0% +6.1 EDGX 1864 x $0.10 - $0.13 x 288 C2 COB/AUCTION Vega=$578 NKLA=0.93 Ref
- >>4999 NKLA Jan24 1.5 Calls $0.22 (CboeTheo=0.21) MID MIAX 09:54:51.173 IV=178.1% +5.6 C2 1245 x $0.20 - $0.23 x 2568 PHLX COB/AUCTION Vega=$1034 NKLA=0.93 Ref
- SWEEP DETECTED:
>>2750 ON Nov23 80.0 Puts $1.375 (CboeTheo=1.41) Below Bid! [MULTI] 09:55:00.453 IV=44.1% -0.8 AMEX 106 x $1.38 - $1.44 x 23 BOX Vega=$25k ON=95.06 Ref - SWEEP DETECTED:
>>4079 VALE Oct23 15.0 Calls $0.33 (CboeTheo=0.33) ASK [MULTI] 09:55:41.489 IV=32.1% +0.3 BZX 347 x $0.31 - $0.33 x 5066 MPRL Vega=$6867 VALE=14.29 Ref - >>10000 VALE Jan24 13.0 Puts $0.52 (CboeTheo=0.53) BID ARCA 09:56:05.272 IV=34.5% -0.2 ARCA 811 x $0.51 - $0.56 x 1540 ARCA SPREAD/CROSS Vega=$28k VALE=14.29 Ref
- >>10000 VALE Jan24 15.0 Puts $1.42 (CboeTheo=1.40) ASK ARCA 09:56:05.272 IV=33.1% +0.4 BZX 317 x $1.39 - $1.42 x 5 GEMX SPREAD/CROSS Vega=$33k VALE=14.29 Ref
- SWEEP DETECTED:
>>2000 IOVA Sep23 2.5 Puts $0.10 (CboeTheo=0.05) ASK [MULTI] 09:56:28.415 MPRL 0 x $0.00 - $0.10 x 952 C2 OPENING SSR 52WeekLow Vega=$0 IOVA=4.50 Ref - >>15000 AMC Sep23 7.5 Calls $1.15 (CboeTheo=1.13) ASK PHLX 09:56:34.258 IV=214.9% +51.7 PHLX 648 x $1.08 - $1.15 x 246 C2 SPREAD/CROSS/TIED Vega=$1616 AMC=8.58 Ref
- >>15000 AMC Sep23 8.5 Calls $0.40 (CboeTheo=0.41) BID PHLX 09:56:34.258 IV=180.2% +22.2 ARCA 40 x $0.40 - $0.41 x 5 C2 SPREAD/CROSS/TIED Vega=$3003 AMC=8.58 Ref
- >>15000 CMCSA Sep23 45.0 Puts $0.08 (CboeTheo=0.07) ASK AMEX 09:57:26.541 IV=28.8% +6.3 MPRL 21 x $0.06 - $0.08 x 800 AMEX SPREAD/CROSS - OPENING Vega=$11k CMCSA=45.67 Ref
- >>15000 CMCSA Sep23 45.0 Calls $0.73 (CboeTheo=0.75) BID AMEX 09:57:26.541 IV=24.1% +1.2 BXO 692 x $0.70 - $0.78 x 406 PHLX SPREAD/CROSS - OPENING Vega=$9401 CMCSA=45.67 Ref
- SWEEP DETECTED:
>>2000 VALE Oct23 14.0 Calls $0.78 (CboeTheo=0.79) BID [MULTI] 09:57:25.075 IV=32.4% +0.0 ARCA 1532 x $0.78 - $0.80 x 260 EDGX ISO Vega=$3432 VALE=14.29 Ref - SWEEP DETECTED:
>>2031 GOOGL Sep23 138 Calls $0.212 (CboeTheo=0.23) Below Bid! [MULTI] 09:57:48.667 IV=22.4% +0.5 C2 166 x $0.22 - $0.23 x 131 C2 Vega=$4856 GOOGL=136.53 Ref - >>5000 AXL Oct23 7.0 Calls $0.80 (CboeTheo=0.79) ASK PHLX 09:58:03.331 IV=49.7% +5.4 PHLX 1086 x $0.70 - $0.85 x 311 PHLX SPREAD/CROSS/TIED - OPENING Vega=$3990 AXL=7.59 Ref
- TRADE CXLD:
>>15000 CMCSA Sep23 45.0 Puts $0.08 (CboeTheo=0.07) ASK AMEX 09:57:26.541 IV=28.8% +6.3 MPRL 21 x $0.06 - $0.08 x 800 AMEX SPREAD/CROSS - OPENING Vega=$11k CMCSA=45.67 Ref - TRADE CXLD:
>>15000 CMCSA Sep23 45.0 Calls $0.73 (CboeTheo=0.75) BID AMEX 09:57:26.541 IV=24.1% +1.2 BXO 692 x $0.70 - $0.78 x 406 PHLX SPREAD/CROSS - OPENING Vega=$9401 CMCSA=45.67 Ref - SWEEP DETECTED:
>>2007 TDOC Oct23 20.0 Puts $0.44 (CboeTheo=0.43) ASK [MULTI] 09:59:28.855 IV=45.1% +1.6 MPRL 85 x $0.41 - $0.44 x 269 CBOE Vega=$4208 TDOC=21.91 Ref - SWEEP DETECTED:
>>2664 WBA Sep23 22nd 23.0 Calls $0.186 (CboeTheo=0.17) Above Ask! [MULTI] 09:59:31.593 IV=31.8% -1.5 PHLX 13 x $0.17 - $0.18 x 3 MPRL Vega=$3025 WBA=22.30 Ref - >>2100 FYBR Nov23 17.5 Calls $1.00 (CboeTheo=1.02) BID BOX 09:59:40.843 IV=62.7% +0.0 PHLX 426 x $0.95 - $1.10 x 87 PHLX FLOOR Vega=$5310 FYBR=15.62 Ref
- SWEEP DETECTED:
>>2250 INTC Sep23 22nd 38.0 Puts $0.61 (CboeTheo=0.61) BID [MULTI] 09:59:39.921 IV=37.0% +0.3 C2 1193 x $0.61 - $0.62 x 279 C2 Vega=$5010 INTC=38.48 Ref - SPLIT TICKET:
>>2000 UUUU Oct23 7.0 Puts $0.13 (CboeTheo=0.12) MID [AMEX] 10:00:37.588 IV=55.0% +8.7 ISE 28 x $0.10 - $0.15 x 1203 CBOE FLOOR - OPENING 52WeekHigh Vega=$1349 UUUU=8.04 Ref - SWEEP DETECTED:
>>2948 WBA Sep23 22nd 23.0 Calls $0.19 (CboeTheo=0.19) MID [MULTI] 10:00:50.422 IV=31.2% -2.2 EDGX 149 x $0.18 - $0.20 x 28 EDGX AUCTION Vega=$3439 WBA=22.36 Ref - SWEEP DETECTED:
>>3399 NIO Sep23 29th 9.0 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 10:00:59.600 IV=60.4% +4.3 C2 2620 x $0.08 - $0.09 x 1583 EMLD ISO - OPENING Vega=$1550 NIO=10.21 Ref - >>Unusual Volume USB - 3x market weighted volume: 6818 = 31.8k projected vs 10.4k adv, 87% calls, 2% of OI [USB 35.91 +0.77 Ref, IV=29.5% -0.1]
- SWEEP DETECTED:
>>Bearish Delta Impact 1523 PCT Jan25 10.0 Calls $1.75 (CboeTheo=1.76) BID [MULTI] 10:01:31.756 IV=86.5% +1.6 PHLX 250 x $1.75 - $1.80 x 1657 PHLX SSR
Delta=56%, EST. IMPACT = 85k Shares ($541k) To Sell PCT=6.33 Ref - >>2499 TUP Jan24 0.5 Puts $0.09 (CboeTheo=0.05) ASK BZX 10:01:59.399 IV=226.2% +70.2 BZX 3474 x $0.05 - $0.10 x 3304 BOX OPENING Vega=$272 TUP=2.29 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1093 TH Oct23 20.0 Calls $0.20 (CboeTheo=0.15) ASK [MULTI] 10:01:58.920 IV=82.8% +8.2 ARCA 13 x $0.10 - $0.20 x 144 PHLX ISO
Delta=12%, EST. IMPACT = 14k Shares ($192k) To Buy TH=14.16 Ref - SPLIT TICKET:
>>3998 TUP Jan24 0.5 Puts $0.09 (CboeTheo=0.05) ASK [BZX] 10:01:59.399 IV=226.2% +70.2 BZX 3474 x $0.05 - $0.10 x 3304 BOX OPENING Vega=$435 TUP=2.29 Ref - SPLIT TICKET:
>>1500 SPX Dec23 2600 Puts $1.20 (CboeTheo=1.23) BID [CBOE] 10:02:09.673 IV=43.4% -0.1 CBOE 2604 x $1.15 - $1.30 x 2326 CBOE FLOOR Vega=$41k SPX=4537.79 Fwd - SPLIT TICKET:
>>1500 SPX Dec23 2600 Puts $1.25 (CboeTheo=1.23) ASK [CBOE] 10:02:34.187 IV=43.6% +0.1 CBOE 4074 x $1.15 - $1.30 x 3918 CBOE FLOOR Vega=$42k SPX=4537.15 Fwd - SWEEP DETECTED:
>>2312 F Sep23 12.5 Calls $0.22 (CboeTheo=0.22) BID [MULTI] 10:02:41.811 IV=62.5% +4.4 EMLD 698 x $0.22 - $0.23 x 606 EMLD Vega=$674 F=12.56 Ref - >>4666 NKLA Sep23 1.0 Puts $0.10 (CboeTheo=0.10) BID AMEX 10:02:54.588 IV=278.3% -1.8 NOM 348 x $0.10 - $0.11 x 1 EDGX SPREAD/FLOOR Vega=$98 NKLA=0.94 Ref
- >>9333 NKLA Sep23 22nd 1.0 Puts $0.17 (CboeTheo=0.16) ASK AMEX 10:02:54.588 IV=228.0% +16.7 C2 224 x $0.15 - $0.17 x 338 EMLD SPREAD/FLOOR - OPENING Vega=$519 NKLA=0.94 Ref
- >>4667 NKLA Sep23 1.0 Puts $0.09 (CboeTheo=0.10) Below Bid! AMEX 10:02:54.589 IV=229.8% -50.4 NOM 348 x $0.10 - $0.11 x 1 EDGX SPREAD/FLOOR Vega=$94 NKLA=0.94 Ref
- >>5000 PLUG Jan24 5.0 Puts $0.16 (CboeTheo=0.17) BID PHLX 10:03:12.298 IV=77.1% +0.0 EDGX 251 x $0.16 - $0.19 x 1302 EMLD SPREAD/CROSS/TIED - OPENING Vega=$3625 PLUG=8.54 Ref
- >>5000 PLUG Jan24 10.0 Calls $0.81 (CboeTheo=0.80) ASK PHLX 10:03:12.298 IV=63.9% -0.1 EDGX 67 x $0.79 - $0.81 x 51 NOM SPREAD/CROSS/TIED Vega=$9829 PLUG=8.54 Ref
- >>2925 DDOG Oct23 27th 84.0 Puts $1.00 (CboeTheo=1.01) BID BOX 10:03:20.061 IV=41.6% -0.8 MIAX 10 x $0.96 - $1.07 x 40 PHLX FLOOR - OPENING Vega=$21k DDOG=96.78 Ref
- SPLIT TICKET:
>>2500 UEC Nov23 6.0 Calls $0.22 (CboeTheo=0.23) MID [BOX] 10:04:02.306 IV=56.0% +4.5 EMLD 1364 x $0.20 - $0.25 x 392 PHLX FLOOR 52WeekHigh Vega=$2033 UEC=5.25 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1476 UNIT Nov23 5.0 Calls $0.70 (CboeTheo=0.63) ASK [MULTI] 10:04:18.421 IV=66.2% +7.7 PHLX 3143 x $0.55 - $0.70 x 209 PHLX ISO - OPENING
Delta=63%, EST. IMPACT = 92k Shares ($482k) To Buy UNIT=5.21 Ref - SWEEP DETECTED:
>>2397 TSLA Sep23 255 Puts $0.13 (CboeTheo=0.13) ASK [MULTI] 10:05:22.276 IV=65.3% +10.2 C2 272 x $0.12 - $0.13 x 348 EMLD ISO Vega=$2802 TSLA=273.64 Ref - >>7500 ABCM Jan24 17.5 Puts $0.05 (CboeTheo=0.05) MID BOX 10:06:04.836 IV=27.1% +0.3 ISE 0 x $0.00 - $0.10 x 10 ARCA SPREAD/CROSS - OPENING Vega=$7895 ABCM=22.75 Ref
- >>7500 ABCM Jan24 22.5 Puts $0.40 (CboeTheo=0.41) ASK BOX 10:06:04.836 IV=12.3% +4.1 CBOE 0 x $0.00 - $0.40 x 1 ARCA SPREAD/CROSS - OPENING Vega=$37k ABCM=22.75 Ref
- >>7500 ABCM Jan24 25.0 Calls $0.05 (CboeTheo=0.31) BID BOX 10:06:04.836 IV=9.3% -8.2 ARCA 5 x $0.05 - $0.55 x 26 BOX SPREAD/CROSS - OPENING Vega=$18k ABCM=22.75 Ref
- >>2000 AMC Mar24 7.0 Puts $1.92 (CboeTheo=1.86) ASK ARCA 10:06:29.332 IV=128.0% +0.7 PHLX 475 x $1.80 - $1.92 x 117 PHLX CROSS - OPENING Vega=$3781 AMC=8.59 Ref
- SPLIT TICKET:
>>1500 SPXW Sep23 25th 3900 Puts $0.45 (CboeTheo=0.40) ASK [CBOE] 10:07:09.862 IV=32.1% +1.7 CBOE 1240 x $0.35 - $0.45 x 1248 CBOE OPENING Vega=$21k SPX=4491.72 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1079 TH Oct23 17.5 Calls $0.30 (CboeTheo=0.33) BID [MULTI] 10:08:23.697 IV=71.2% +6.3 PHLX 60 x $0.30 - $0.40 x 7 NOM ISO
Delta=19%, EST. IMPACT = 21k Shares ($293k) To Sell TH=13.94 Ref - SWEEP DETECTED:
>>2246 NKLA Sep23 22nd 1.0 Calls $0.11 (CboeTheo=0.11) ASK [MULTI] 10:08:48.725 IV=223.4% +12.1 C2 641 x $0.10 - $0.11 x 429 EMLD ISO Vega=$129 NKLA=0.96 Ref - SWEEP DETECTED:
>>2011 TSLA Sep23 277.5 Calls $1.55 (CboeTheo=1.58) Below Bid! [MULTI] 10:10:20.166 IV=53.2% +5.0 C2 16 x $1.57 - $1.59 x 87 BXO Vega=$11k TSLA=272.72 Ref - SWEEP DETECTED:
>>2553 GOOGL Sep23 138 Calls $0.19 (CboeTheo=0.19) ASK [MULTI] 10:10:45.922 IV=22.5% +0.6 MPRL 31 x $0.18 - $0.19 x 854 EMLD Vega=$5694 GOOGL=136.38 Ref - >>2000 SNAP Dec23 8.0 Puts $0.50 (CboeTheo=0.50) BID ARCA 10:12:25.989 IV=61.2% -0.8 C2 220 x $0.50 - $0.51 x 131 C2 CROSS - OPENING Vega=$2972 SNAP=9.28 Ref
- SWEEP DETECTED:
>>2777 VALE Oct23 14.0 Puts $0.44 (CboeTheo=0.43) ASK [MULTI] 10:12:51.002 IV=33.9% +1.5 PHLX 221 x $0.42 - $0.44 x 257 EMLD Vega=$4788 VALE=14.29 Ref - >>Unusual Volume CGC - 3x market weighted volume: 44.9k = 180.0k projected vs 60.0k adv, 60% calls, 8% of OI [CGC 1.41 +0.25 Ref, IV=213.4% +17.3]
- SPLIT TICKET:
>>3000 TUP Jan24 1.0 Puts $0.19 (CboeTheo=0.17) ASK [BOX] 10:14:56.681 IV=168.1% +12.1 ARCA 116 x $0.15 - $0.20 x 718 PHLX AUCTION Vega=$683 TUP=2.27 Ref - >>Market Color @STOCK - Heavy first hour option volume is noted in : URNM, IGT, CUTR, AXL, DVA, FOUR, MQ, AVXL, MPLX. (Autocolor (Trade Alert LLC))
- >>Market Color TECK - Bullish option flow detected in Teck Resources (43.58 +1.42) with 10,865 calls trading (8x expected) and implied vol increasing over 6 points to 36.08%. . The Put/Call Ratio is 0.03. Earnings are expected on 10/23. (Autocolor (Trade Alert LLC)) [TECK 43.58 +1.42 Ref, IV=36.1% +6.3] #Bullish
- SWEEP DETECTED:
>>4109 NKLA Sep23 22nd 1.0 Calls $0.15 (CboeTheo=0.13) ASK [MULTI] 10:15:49.404 IV=252.8% +41.5 NOM 322 x $0.13 - $0.15 x 794 AMEX ISO Vega=$242 NKLA=1.00 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 SHCO Oct23 7.5 Calls $0.30 (CboeTheo=0.33) BID [MULTI] 10:17:18.068 IV=45.1% -7.5 AMEX 405 x $0.30 - $0.45 x 66 BOX OPENING
Delta=43%, EST. IMPACT = 21k Shares ($156k) To Sell SHCO=7.25 Ref - SWEEP DETECTED:
>>3783 TLRY Sep23 3.0 Calls $0.12 (CboeTheo=0.12) ASK [MULTI] 10:19:38.469 IV=121.5% +11.4 BXO 2197 x $0.11 - $0.12 x 1090 MPRL Vega=$258 TLRY=3.06 Ref - SWEEP DETECTED:
>>2000 AAPL Oct23 195 Calls $0.25 (CboeTheo=0.24) ASK [MULTI] 10:22:04.372 IV=20.4% +0.1 EMLD 1861 x $0.24 - $0.25 x 1230 BXO Vega=$13k AAPL=174.56 Ref - SWEEP DETECTED:
>>2015 TSLA Sep23 277.5 Calls $1.543 (CboeTheo=1.52) Above Ask! [MULTI] 10:23:05.447 IV=53.8% +5.5 BXO 56 x $1.50 - $1.51 x 5 ARCA Vega=$11k TSLA=272.41 Ref - SWEEP DETECTED:
>>3944 F Sep23 12.5 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 10:23:05.710 IV=64.4% +6.4 EMLD 4260 x $0.18 - $0.19 x 1517 EMLD Vega=$1153 F=12.49 Ref - SWEEP DETECTED:
>>2005 TSLA Sep23 277.5 Calls $1.75 (CboeTheo=1.75) ASK [MULTI] 10:25:45.129 IV=53.2% +5.0 C2 79 x $1.74 - $1.75 x 1998 ARCA ISO Vega=$12k TSLA=273.31 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 621 SHCO Oct23 7.5 Calls $0.20 (CboeTheo=0.23) BID [MULTI] 10:25:45.499 IV=40.6% -12.0 AMEX 427 x $0.20 - $0.35 x 70 CBOE OPENING
Delta=35%, EST. IMPACT = 22k Shares ($155k) To Sell SHCO=7.11 Ref - SWEEP DETECTED:
>>2117 NKLA Sep23 1.0 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 10:26:28.244 IV=328.0% +116.7 BZX 40 x $0.08 - $0.09 x 24 BZX Vega=$50 NKLA=1.03 Ref - >>3656 SCHW Sep23 60.0 Calls $0.89 (CboeTheo=0.86) ASK AMEX 10:26:31.352 IV=73.1% +15.3 PHLX 20 x $0.84 - $0.89 x 60 ARCA CROSS Vega=$5085 SCHW=59.72 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2683 CSTM Sep23 17.5 Puts $0.20 (CboeTheo=0.15) ASK [MULTI] 10:26:54.961 IV=54.9% +16.4 NOM 46 x $0.10 - $0.20 x 440 PHLX OPENING
Delta=-46%, EST. IMPACT = 123k Shares ($2.15m) To Sell CSTM=17.56 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 MVST Sep23 2.0 Calls $0.15 (CboeTheo=0.15) ASK [MULTI] 10:28:19.609 IV=84.8% -10.7 PHLX 2373 x $0.10 - $0.15 x 243 BZX
Delta=93%, EST. IMPACT = 93k Shares ($199k) To Buy MVST=2.15 Ref - SWEEP DETECTED:
>>5045 AMZN Sep23 143 Puts $0.585 (CboeTheo=0.56) Above Ask! [MULTI] 10:28:37.936 IV=35.2% +3.2 BXO 73 x $0.56 - $0.57 x 104 BZX 52WeekHigh Vega=$15k AMZN=144.50 Ref - SPLIT TICKET:
>>1500 SPXW Sep23 4490 Puts $16.54 (CboeTheo=15.85) Above Ask! [CBOE] 10:29:22.088 IV=13.5% +1.9 CBOE 8 x $15.60 - $15.80 x 46 CBOE LATE - OPENING Vega=$155k SPX=4485.24 Fwd - SPLIT TICKET:
>>1500 SPX Sep23 4490 Puts $13.39 (CboeTheo=12.67) Above Ask! [CBOE] 10:29:22.088 IV=11.9% +1.5 CBOE 25 x $12.30 - $12.80 x 75 CBOE LATE Vega=$136k SPX=4485.32 Fwd - >>2000 GIS Nov23 65.0 Puts $1.95 (CboeTheo=1.99) BID PHLX 10:30:36.078 IV=21.8% C2 128 x $1.85 - $2.10 x 1 BZX SPREAD/CROSS/TIED - OPENING Vega=$21k GIS=65.94 Ref
- SWEEP DETECTED:
>>4008 TSLA Sep23 277.5 Calls $1.80 (CboeTheo=1.80) ASK [MULTI] 10:31:27.659 IV=51.7% +3.5 MPRL 54 x $1.79 - $1.80 x 2018 ARCA ISO Vega=$23k TSLA=273.74 Ref - >>Unusual Volume AZN - 4x market weighted volume: 16.5k = 52.4k projected vs 11.6k adv, 95% calls, 8% of OI [AZN 67.56 +1.11 Ref, IV=18.6% -0.3]
- >>9907 IOVA Dec23 5.0 Calls $1.30 (CboeTheo=1.28) BID AMEX 10:33:18.414 IV=135.7% +37.2 PHLX 2094 x $1.10 - $1.75 x 1568 PHLX SPREAD/FLOOR - OPENING SSR 52WeekLow Vega=$9214 IOVA=4.88 Ref
- >>9907 IOVA Dec23 10.0 Calls $0.30 (CboeTheo=0.32) BID AMEX 10:33:18.414 IV=127.3% +22.1 PHLX 1739 x $0.20 - $0.85 x 1847 PHLX SPREAD/FLOOR - OPENING SSR 52WeekLow Vega=$7271 IOVA=4.88 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 PFSW Sep23 7.5 Puts $0.15 (CboeTheo=0.11) ASK [MULTI] 10:33:51.607 IV=62.5% -191.0 GEMX 120 x $0.10 - $0.15 x 35 PHLX ISO - OPENING
Delta=-60%, EST. IMPACT = 60k Shares ($445k) To Sell PFSW=7.42 Ref - >>4800 BCLI Oct23 1.0 Puts $0.35 (CboeTheo=0.31) ASK AMEX 10:36:19.065 IV=308.3% +42.7 PHLX 3254 x $0.20 - $0.35 x 3 EMLD FLOOR SSR 52WeekLow Vega=$551 BCLI=1.07 Ref
- SPLIT TICKET:
>>6000 BCLI Oct23 1.0 Puts $0.34 (CboeTheo=0.31) ASK [AMEX] 10:36:19.065 IV=308.3% +42.7 PHLX 3254 x $0.20 - $0.35 x 3 EMLD FLOOR - OPENING SSR 52WeekLow Vega=$688 BCLI=1.07 Ref - SPLIT TICKET:
>>3500 VIX Sep23 20th 13.5 Puts $0.37 (CboeTheo=0.39) BID [CBOE] 10:37:14.391 IV=59.0% +1.6 CBOE 2168 x $0.37 - $0.40 x 12 CBOE Vega=$2405 VIX=13.57 Fwd - >>1000 VIX Oct23 18th 25.0 Calls $0.36 (CboeTheo=0.35) ASK CBOE 10:37:51.205 IV=126.5% +2.2 CBOE 25k x $0.33 - $0.37 x 9124 CBOE FLOOR Vega=$1047 VIX=15.32 Fwd
- SPLIT TICKET:
>>1500 VIX Oct23 18th 25.0 Calls $0.36 (CboeTheo=0.35) ASK [CBOE] 10:37:51.146 IV=126.5% +2.2 CBOE 25k x $0.33 - $0.37 x 9124 CBOE FLOOR Vega=$1570 VIX=15.32 Fwd - SWEEP DETECTED:
>>2027 TSLA Sep23 277.5 Calls $1.90 (CboeTheo=1.89) ASK [MULTI] 10:38:05.419 IV=51.8% +3.6 BXO 49 x $1.88 - $1.90 x 1980 ARCA Vega=$12k TSLA=274.04 Ref - SWEEP DETECTED:
>>4001 DKNG Sep23 22nd 34.0 Calls $0.122 (CboeTheo=0.14) Below Bid! [MULTI] 10:38:14.797 IV=44.0% -3.0 MPRL 493 x $0.13 - $0.14 x 533 C2 ISO - OPENING Vega=$4039 DKNG=31.43 Ref - >>8117 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) MID CBOE 10:39:37.050 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 1150 CBOE AUCTION Vega=$550 VIX=13.57 Fwd
- >>5682 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) MID CBOE 10:39:37.050 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 1150 CBOE AUCTION Vega=$385 VIX=13.57 Fwd
- >>3199 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) MID CBOE 10:39:37.050 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 1150 CBOE AUCTION Vega=$217 VIX=13.57 Fwd
- SWEEP DETECTED:
>>2548 UAL Jan24 60.0 Calls $0.52 (CboeTheo=0.50) ASK [MULTI] 10:39:35.869 IV=34.0% +0.3 NOM 72 x $0.48 - $0.52 x 124 EMLD ISO Vega=$14k UAL=45.73 Ref - SPLIT TICKET:
>>17000 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) MID [CBOE] 10:39:37.050 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 1150 CBOE AUCTION Vega=$1153 VIX=13.57 Fwd - >>3000 PENN Jun24 32.5 Calls $1.25 (CboeTheo=1.24) ASK PHLX 10:40:04.837 IV=45.3% +0.3 ARCA 54 x $1.20 - $1.27 x 174 CBOE SPREAD/CROSS/TIED - OPENING Vega=$20k PENN=22.57 Ref
- >>1000 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 10:40:08.468 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 7144 CBOE AUCTION Vega=$68 VIX=13.57 Fwd
- >>1500 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 10:40:08.468 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 7144 CBOE AUCTION Vega=$102 VIX=13.57 Fwd
- SPLIT TICKET:
>>3000 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.02) MID [CBOE] 10:40:08.468 IV=233.8% +23.5 CBOE 25 x $0.01 - $0.03 x 7144 CBOE AUCTION Vega=$203 VIX=13.57 Fwd - SWEEP DETECTED:
>>2001 SQ Oct23 60.0 Calls $0.69 (CboeTheo=0.69) ASK [MULTI] 10:41:21.488 IV=36.3% -1.1 C2 656 x $0.68 - $0.69 x 201 NOM Vega=$9892 SQ=54.01 Ref - >>2000 DAL Jan24 55.0 Calls $0.14 (CboeTheo=0.13) ASK AMEX 10:41:52.686 IV=30.8% +0.3 C2 920 x $0.12 - $0.14 x 578 C2 FLOOR Vega=$5043 DAL=39.42 Ref
- SWEEP DETECTED:
>>3317 AMPX Sep23 4.0 Puts $0.40 (CboeTheo=0.50) BID [MULTI] 10:41:49.321 PHLX 26 x $0.40 - $0.75 x 20 PHLX SSR 52WeekLow Vega=$0 AMPX=3.60 Ref - >>2500 OXY Jan24 75.0 Calls $1.70 (CboeTheo=1.72) BID AMEX 10:42:01.421 IV=24.9% -0.4 BOX 162 x $1.70 - $1.73 x 189 EDGX FLOOR Vega=$34k OXY=67.36 Ref
- SWEEP DETECTED:
>>2015 NVDA Sep23 460 Calls $2.90 (CboeTheo=2.89) ASK [MULTI] 10:42:22.314 IV=39.3% -0.2 ARCA 2 x $2.88 - $2.90 x 2004 MPRL Vega=$21k NVDA=457.00 Ref - >>3000 CHPT Oct23 7.0 Calls $0.11 (CboeTheo=0.11) BID AMEX 10:43:11.918 IV=56.8% -4.6 C2 326 x $0.11 - $0.12 x 19 PHLX SPREAD/CROSS - OPENING Vega=$1590 CHPT=6.01 Ref
- >>3000 CHPT Oct23 7.0 Puts $1.13 (CboeTheo=1.18) MID AMEX 10:43:11.918 IV=47.3% -11.9 PHLX 801 x $1.06 - $1.20 x 6 BXO SPREAD/CROSS - OPENING Vega=$1308 CHPT=6.01 Ref
- SWEEP DETECTED:
>>3000 CGC Sep23 1.5 Puts $0.23 (CboeTheo=0.23) BID [MULTI] 10:43:26.286 IV=399.0% -44.2 EMLD 793 x $0.23 - $0.24 x 25 NOM SSR Vega=$86 CGC=1.34 Ref - SPLIT TICKET:
>>2000 DG Oct23 27th 110 Puts $1.33 (CboeTheo=1.37) BID [ARCA] 10:43:26.779 IV=28.9% -0.5 CBOE 263 x $1.30 - $1.45 x 152 PHLX FLOOR - OPENING 52WeekLow Vega=$23k DG=118.98 Ref - SWEEP DETECTED:
>>3427 TSLA Sep23 29th 290 Calls $4.914 (CboeTheo=4.97) Below Bid! [MULTI] 10:45:00.748 IV=45.8% +0.2 MPRL 52 x $4.95 - $5.00 x 240 EDGX Vega=$69k TSLA=275.25 Ref - >>Market Color GME - Bullish option flow detected in GameStop (18.48 +0.67) with 18,916 calls trading (1.2x expected) and implied vol increasing almost 6 points to 74.67%. . The Put/Call Ratio is 0.31. Earnings are expected on 12/07. (Autocolor (Trade Alert LLC)) [GME 18.48 +0.67 Ref, IV=74.7% +5.8] #Bullish
- >>6164 TSLA Sep23 29th 290 Calls $4.90 (CboeTheo=4.91) MID NOM 10:45:21.035 IV=45.2% -0.4 BXO 86 x $4.85 - $4.95 x 36 BXO Vega=$123k TSLA=275.46 Ref
- >>2200 GOOG Dec23 150 Calls $3.30 (CboeTheo=3.31) MID BOX 10:45:47.747 IV=24.4% -0.4 EDGX 765 x $3.25 - $3.35 x 764 ISE CROSS 52WeekHigh Vega=$55k GOOG=138.50 Ref
- >>6079 GOOG Sep23 140 Calls $0.22 (CboeTheo=0.23) BID MIAX 10:46:03.317 IV=22.5% +0.7 BXO 59 x $0.22 - $0.23 x 60 BXO AUCTION 52WeekHigh Vega=$15k GOOG=138.53 Ref
- SPLIT TICKET:
>>1139 VIX Sep23 20th 13.0 Puts $0.13 (CboeTheo=0.15) BID [CBOE] 10:46:12.682 IV=49.7% -3.9 CBOE 1436 x $0.12 - $0.16 x 9939 CBOE Vega=$624 VIX=13.55 Fwd - SPLIT TICKET:
>>2000 TUP Jan24 1.0 Puts $0.19 (CboeTheo=0.18) ASK [BOX] 10:46:27.564 IV=165.0% +9.0 C2 172 x $0.15 - $0.20 x 1183 PHLX AUCTION Vega=$452 TUP=2.31 Ref - SWEEP DETECTED:
>>6073 AAL Feb24 9.0 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 10:46:34.583 IV=49.4% +0.7 NOM 60 x $0.15 - $0.16 x 881 EMLD ISO - OPENING Vega=$7476 AAL=13.34 Ref - >>14798 AZN Oct23 27th 70.0 Calls $0.94 (CboeTheo=0.91) ASK AMEX 10:46:56.688 IV=18.8% -0.3 PHLX 24 x $0.87 - $0.95 x 9 BOX SPREAD/FLOOR - OPENING Vega=$126k AZN=67.53 Ref
- >>14798 AZN Oct23 70.0 Calls $0.70 (CboeTheo=0.72) Below Bid! AMEX 10:46:56.688 IV=17.6% -1.2 MIAX 52 x $0.71 - $0.73 x 20 GEMX SPREAD/FLOOR Vega=$111k AZN=67.53 Ref
- >>1360 VIX Sep23 20th 13.0 Puts $0.13 (CboeTheo=0.12) ASK CBOE 10:47:10.702 IV=48.6% -5.0 CBOE 22k x $0.11 - $0.13 x 11 CBOE Vega=$751 VIX=13.52 Fwd
- SPLIT TICKET:
>>1371 VIX Sep23 20th 13.0 Puts $0.13 (CboeTheo=0.12) ASK [CBOE] 10:47:10.702 IV=48.6% -5.0 CBOE 22k x $0.11 - $0.13 x 11 CBOE Vega=$757 VIX=13.52 Fwd - >>2810 VIX Sep23 20th 13.5 Puts $0.37 (CboeTheo=0.37) MID CBOE 10:47:18.029 IV=55.6% -1.7 CBOE 1620 x $0.36 - $0.38 x 13 CBOE Vega=$1930 VIX=13.52 Fwd
- SWEEP DETECTED:
>>5000 AMPX Sep23 4.0 Puts $0.60 (CboeTheo=0.69) BID [MULTI] 10:47:19.779 PHLX 1019 x $0.60 - $0.75 x 194 EDGX SSR 52WeekLow Vega=$0 AMPX=3.40 Ref - SPLIT TICKET:
>>1000 VIX Sep23 20th 18.0 Puts $4.50 (CboeTheo=4.50) BID [CBOE] 10:47:23.094 IV=134.5% +18.4 CBOE 900 x $4.50 - $4.55 x 7309 CBOE Vega=$203 VIX=13.55 Fwd - SWEEP DETECTED:
>>2623 TLRY Sep23 22nd 3.0 Calls $0.21 (CboeTheo=0.21) BID [MULTI] 10:48:11.150 IV=107.1% +3.0 BZX 374 x $0.21 - $0.22 x 231 C2 Vega=$471 TLRY=3.02 Ref - SWEEP DETECTED:
>>2000 GOOG Sep23 140 Calls $0.22 (CboeTheo=0.21) ASK [MULTI] 10:48:29.083 IV=22.7% +0.9 BXO 58 x $0.21 - $0.22 x 381 C2 52WeekHigh Vega=$4756 GOOG=138.50 Ref - SWEEP DETECTED:
>>2362 F Sep23 12.5 Calls $0.18 (CboeTheo=0.18) BID [MULTI] 10:48:49.579 IV=60.7% +2.6 C2 1142 x $0.18 - $0.19 x 5254 EMLD Vega=$686 F=12.51 Ref - >>Unusual Volume CNC - 3x market weighted volume: 6566 = 17.7k projected vs 4916 adv, 73% puts, 7% of OI [CNC 67.35 -0.99 Ref, IV=23.8% -0.9]
- SWEEP DETECTED:
>>Bullish Delta Impact 1992 TECK Oct23 40.0 Calls $4.626 (CboeTheo=4.49) Above Ask! [MULTI] 10:51:01.561 IV=39.4% +8.5 BZX 57 x $4.40 - $4.55 x 259 MPRL ISO
Delta=79%, EST. IMPACT = 158k Shares ($6.87m) To Buy TECK=43.59 Ref - SWEEP DETECTED:
>>2590 GOOG Sep23 125 Puts $0.01 (CboeTheo=0.01) BID [MULTI] 10:52:06.997 IV=71.5% +17.0 C2 696 x $0.01 - $0.02 x 303 BXO 52WeekHigh Vega=$340 GOOG=138.79 Ref - SWEEP DETECTED:
>>4946 NKLA Oct23 2.5 Calls $0.08 (CboeTheo=0.06) ASK [MULTI] 10:52:50.250 IV=239.2% +21.8 C2 3620 x $0.05 - $0.08 x 908 PHLX Vega=$517 NKLA=1.10 Ref - >>2000 VIX Nov23 15th 24.0 Calls $0.82 (CboeTheo=0.82) ASK CBOE 10:52:53.872 IV=103.1% +0.6 CBOE 7592 x $0.81 - $0.82 x 2000 CBOE Vega=$4212 VIX=16.35 Fwd
- >>2000 VIX Nov23 15th 24.0 Calls $0.82 (CboeTheo=0.82) ASK CBOE 10:52:53.872 IV=103.1% +0.6 CBOE 7592 x $0.81 - $0.82 x 2000 CBOE Vega=$4212 VIX=16.35 Fwd
- SPLIT TICKET:
>>4000 VIX Nov23 15th 24.0 Calls $0.82 (CboeTheo=0.82) ASK [CBOE] 10:52:53.872 IV=103.1% +0.6 CBOE 7592 x $0.81 - $0.82 x 2000 CBOE Vega=$8424 VIX=16.35 Fwd - >>2000 FOUR Dec23 60.0 Calls $4.80 (CboeTheo=4.87) MID ISE 10:52:57.017 IV=48.3% +0.7 PHLX 106 x $4.60 - $5.00 x 37 CBOE SPREAD/CROSS/TIED - OPENING Vega=$23k FOUR=57.37 Ref
- >>2700 ZM Sep23 29th 80.0 Calls $0.22 (CboeTheo=0.23) BID CBOE 10:55:47.275 IV=38.8% -0.5 BXO 9 x $0.22 - $0.24 x 9 BXO SPREAD/LEGGED/FLOOR Vega=$6417 ZM=71.47 Ref
- SWEEP DETECTED:
>>4907 MSFT Oct23 27th 330 Puts $6.499 (CboeTheo=6.63) Below Bid! [MULTI] 10:56:11.879 IV=25.2% -0.3 MRX 13 x $6.60 - $6.70 x 10 MPRL OPENING Vega=$208k MSFT=339.69 Ref - SWEEP DETECTED:
>>3267 AAPL Sep23 29th 185 Calls $0.38 (CboeTheo=0.37) ASK [MULTI] 10:57:12.035 IV=20.2% -1.2 BXO 1011 x $0.37 - $0.38 x 1009 BXO Vega=$23k AAPL=175.32 Ref - SWEEP DETECTED:
>>3541 MARA Nov23 15.0 Puts $5.10 (CboeTheo=5.14) BID [MULTI] 10:57:14.237 IV=96.2% -6.2 CBOE 652 x $5.10 - $5.20 x 105 EDGX Vega=$4643 MARA=10.30 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 967 TH Jan24 15.0 Calls $2.15 (CboeTheo=2.03) ASK [MULTI] 10:57:52.552 IV=66.4% +5.4 AMEX 211 x $1.95 - $2.15 x 350 PHLX
Delta=56%, EST. IMPACT = 54k Shares ($787k) To Buy TH=14.47 Ref - >>Unusual Volume CVNA - 3x market weighted volume: 110.9k = 275.3k projected vs 91.7k adv, 72% calls, 17% of OI [CVNA 54.81 +5.58 Ref, IV=98.0% +5.8]
- >>2000 NXE Nov23 7.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 10:58:55.817 IV=49.6% -2.9 AMEX 801 x $0.25 - $0.30 x 16 BXO CROSS 52WeekHigh Vega=$1913 NXE=6.21 Ref
- >>2325 JPM Sep23 150 Calls $0.48 (CboeTheo=0.49) BID AMEX 10:58:57.837 IV=18.4% -2.1 C2 178 x $0.48 - $0.50 x 20 ARCA SPREAD/CROSS Vega=$7890 JPM=149.63 Ref
- >>2325 JPM Sep23 150 Puts $0.89 (CboeTheo=0.84) ASK AMEX 10:58:57.837 IV=20.2% -0.2 C2 334 x $0.81 - $0.90 x 289 AMEX SPREAD/CROSS Vega=$7914 JPM=149.63 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1432 TECK Oct23 43.0 Calls $2.80 (CboeTheo=2.73) ASK [MULTI] 10:59:47.786 IV=39.9% +9.8 ARCA 12 x $2.70 - $2.80 x 97 PHLX ISO
Delta=61%, EST. IMPACT = 87k Shares ($3.82m) To Buy TECK=43.88 Ref - SWEEP DETECTED:
>>2241 DM Oct23 2.0 Calls $0.05 (CboeTheo=0.01) ASK [MULTI] 11:00:35.679 IV=84.1% +34.4 BOX 0 x $0.00 - $0.05 x 719 PHLX Vega=$343 DM=1.60 Ref - >>Unusual Volume PINS - 4x market weighted volume: 66.0k = 159.7k projected vs 34.6k adv, 52% puts, 8% of OI [PINS 26.09 -0.21 Ref, IV=39.9% +0.3]
- >>Unusual Volume RCL - 4x market weighted volume: 24.2k = 57.9k projected vs 11.6k adv, 88% calls, 5% of OI [RCL 99.17 +1.82 Ref, IV=32.7% -0.5]
- >>2000 PBR Jan24 15.0 Puts $1.19 (CboeTheo=1.20) MID ARCA 11:02:47.636 IV=35.2% -1.2 CBOE 263 x $1.16 - $1.22 x 5 CBOE CROSS Vega=$6904 PBR=15.29 Ref
- SPLIT TICKET:
>>1500 VIX Oct23 18th 26.0 Calls $0.33 (CboeTheo=0.32) ASK [CBOE] 11:02:54.720 IV=130.2% +3.4 CBOE 21k x $0.30 - $0.34 x 25k CBOE LATE Vega=$1473 VIX=15.33 Fwd - SPLIT TICKET:
>>3200 VIX Oct23 18th 29.0 Calls $0.25 (CboeTheo=0.24) MID [CBOE] 11:02:54.720 IV=138.7% +2.2 CBOE 21k x $0.23 - $0.26 x 12k CBOE LATE Vega=$2578 VIX=15.33 Fwd - SPLIT TICKET:
>>1300 VIX Oct23 18th 32.0 Calls $0.20 (CboeTheo=0.19) MID [CBOE] 11:02:54.720 IV=146.7% +2.3 CBOE 17k x $0.18 - $0.21 x 21k CBOE LATE Vega=$883 VIX=15.33 Fwd - SPLIT TICKET:
>>3100 VIX Oct23 18th 39.0 Calls $0.13 (CboeTheo=0.12) MID [CBOE] 11:02:54.720 IV=161.8% +2.9 CBOE 15k x $0.11 - $0.14 x 14k CBOE LATE Vega=$1489 VIX=15.33 Fwd - SPLIT TICKET:
>>1200 VIX Dec23 20th 39.0 Calls $0.49 (CboeTheo=0.48) ASK [CBOE] 11:02:54.720 IV=114.0% +1.6 CBOE 25k x $0.46 - $0.50 x 24k CBOE LATE Vega=$2160 VIX=16.82 Fwd - SPLIT TICKET:
>>2900 VIX Dec23 20th 45.0 Calls $0.38 (CboeTheo=0.37) ASK [CBOE] 11:02:54.720 IV=119.9% +1.4 CBOE 19k x $0.35 - $0.39 x 24k CBOE LATE Vega=$4377 VIX=16.82 Fwd - SPLIT TICKET:
>>1100 VIX Dec23 20th 50.0 Calls $0.32 (CboeTheo=0.31) ASK [CBOE] 11:02:54.720 IV=124.3% +0.1 CBOE 2 x $0.30 - $0.32 x 10k CBOE LATE Vega=$1461 VIX=16.82 Fwd - SPLIT TICKET:
>>3000 VIX Dec23 20th 65.0 Calls $0.20 (CboeTheo=0.18) ASK [CBOE] 11:02:54.720 IV=133.8% +2.2 CBOE 18k x $0.17 - $0.20 x 7402 CBOE LATE Vega=$2801 VIX=16.82 Fwd - >>2000 SCHW Oct23 50.0 Puts $0.43 (CboeTheo=0.44) BID PHLX 11:03:27.866 IV=47.5% +0.4 GEMX 43 x $0.43 - $0.44 x 5 BXO SPREAD/CROSS/TIED Vega=$6539 SCHW=59.77 Ref
- >>3000 CNC Oct23 27th 62.0 Puts $0.65 (CboeTheo=0.67) BID BOX 11:03:54.281 IV=28.9% -0.8 CBOE 119 x $0.55 - $0.80 x 138 CBOE FLOOR Vega=$18k CNC=67.33 Ref
- SWEEP DETECTED:
>>2101 IOVA Oct23 7.5 Calls $0.25 (CboeTheo=0.23) ASK [MULTI] 11:03:52.570 IV=150.6% +64.6 BOX 710 x $0.10 - $0.25 x 400 PHLX SSR 52WeekLow Vega=$968 IOVA=4.71 Ref - SPLIT TICKET:
>>3750 CNC Oct23 27th 62.0 Puts $0.66 (CboeTheo=0.67) BID [BOX] 11:03:54.281 IV=29.7% +0.0 CBOE 119 x $0.55 - $0.80 x 138 CBOE FLOOR Vega=$23k CNC=67.33 Ref - >>7935 DKNG Sep23 22nd 33.0 Calls $0.22 (CboeTheo=0.23) MID EDGX 11:04:33.687 IV=39.4% -5.5 CBOE 838 x $0.21 - $0.24 x 5 MPRL COB/AUCTION - OPENING Vega=$11k DKNG=31.39 Ref
- >>7935 DKNG Sep23 32.0 Calls $0.13 (CboeTheo=0.14) BID EDGX 11:04:33.687 IV=48.2% +0.7 C2 431 x $0.13 - $0.14 x 7 ARCA COB/AUCTION Vega=$4627 DKNG=31.39 Ref
- SWEEP DETECTED:
>>2496 DKNG Oct23 33.0 Calls $1.067 (CboeTheo=1.05) Above Ask! [MULTI] 11:04:54.946 IV=41.5% -1.0 ARCA 2 x $1.04 - $1.06 x 129 BOX OPENING Vega=$9512 DKNG=31.39 Ref - >>5000 AAL Jan24 11.0 Puts $0.30 (CboeTheo=0.30) BID BOX 11:05:25.989 IV=40.5% -1.2 BXO 39 x $0.30 - $0.31 x 251 EMLD SPREAD/FLOOR Vega=$9688 AAL=13.30 Ref
- >>5000 AAL Jan24 13.0 Puts $0.81 (CboeTheo=0.82) BID BOX 11:05:25.989 IV=34.3% -1.6 PHLX 582 x $0.81 - $0.83 x 24 BXO SPREAD/FLOOR Vega=$15k AAL=13.30 Ref
- SWEEP DETECTED:
>>2500 MSFT Sep23 330 Puts $0.11 (CboeTheo=0.10) ASK [MULTI] 11:06:53.526 IV=31.2% +6.6 BZX 31 x $0.10 - $0.11 x 430 EMLD Vega=$4764 MSFT=340.26 Ref - SWEEP DETECTED:
>>3672 GOOGL Sep23 139 Calls $0.26 (CboeTheo=0.26) ASK [MULTI] 11:06:58.375 IV=20.1% -1.5 C2 336 x $0.25 - $0.26 x 768 ARCA Vega=$9744 GOOGL=137.97 Ref - >>2500 KBR Nov23 62.5 Calls $1.55 (CboeTheo=1.47) ASK PHLX 11:07:11.415 IV=22.0% PHLX 37 x $1.30 - $1.65 x 43 PHLX SPREAD/CROSS/TIED - OPENING Vega=$25k KBR=60.26 Ref
- >>2500 KBR Nov23 67.5 Calls $0.40 (CboeTheo=0.37) ASK PHLX 11:07:11.415 IV=22.2% NOM 40 x $0.30 - $0.45 x 41 PHLX SPREAD/CROSS/TIED - OPENING Vega=$15k KBR=60.26 Ref
- >>3000 NKLA Oct23 6th 1.0 Puts $0.18 (CboeTheo=0.18) MID AMEX 11:07:49.955 IV=232.8% +54.7 C2 2863 x $0.15 - $0.20 x 5881 CBOE SPREAD/FLOOR - OPENING Vega=$294 NKLA=1.15 Ref
- >>18000 NKLA Oct23 0.5 Puts $0.03 (CboeTheo=0.03) BID AMEX 11:07:49.955 IV=220.9% +21.3 C2 335 x $0.03 - $0.04 x 331 C2 SPREAD/FLOOR Vega=$808 NKLA=1.15 Ref
- >>3000 NKLA Oct23 6th 1.0 Puts $0.19 (CboeTheo=0.18) ASK AMEX 11:07:49.956 IV=243.0% +64.9 C2 2863 x $0.15 - $0.20 x 5881 CBOE SPREAD/FLOOR - OPENING Vega=$293 NKLA=1.15 Ref
- >>1000 SPXW Oct23 3rd 3700 Puts $0.60 (CboeTheo=0.60) MID CBOE 11:07:53.905 IV=34.3% +1.4 CBOE 303 x $0.55 - $0.65 x 1329 CBOE FLOOR - OPENING Vega=$17k SPX=4508.36 Fwd
- SPLIT TICKET:
>>5000 SPXW Oct23 3rd 3700 Puts $0.60 (CboeTheo=0.60) MID [CBOE] 11:07:53.904 IV=34.3% +1.4 CBOE 303 x $0.55 - $0.65 x 1329 CBOE FLOOR - OPENING Vega=$86k SPX=4508.36 Fwd - >>2000 DKNG Sep23 22nd 33.0 Calls $0.26 (CboeTheo=0.25) MID PHLX 11:08:20.847 IV=41.6% -3.3 ARCA 50 x $0.24 - $0.27 x 80 BOX SPREAD/FLOOR Vega=$2911 DKNG=31.43 Ref
- >>2000 DKNG Sep23 32.0 Calls $0.17 (CboeTheo=0.16) ASK PHLX 11:08:20.847 IV=53.1% +5.6 BXO 12 x $0.15 - $0.17 x 5 BXO SPREAD/FLOOR Vega=$1242 DKNG=31.43 Ref
- SPLIT TICKET:
>>1613 VIX Sep23 20th 13.5 Puts $0.37 (CboeTheo=0.39) MID [CBOE] 11:08:27.346 IV=60.5% +3.2 CBOE 1379 x $0.36 - $0.40 x 18k CBOE Vega=$1106 VIX=13.57 Fwd - SWEEP DETECTED:
>>2036 GOOGL Sep23 139 Calls $0.334 (CboeTheo=0.35) Below Bid! [MULTI] 11:08:31.832 IV=20.6% -1.1 C2 70 x $0.35 - $0.36 x 146 C2 52WeekHigh Vega=$5907 GOOGL=138.24 Ref - >>3387 VIX Sep23 20th 13.5 Puts $0.37 (CboeTheo=0.37) MID CBOE 11:09:09.993 IV=59.1% +1.7 CBOE 301 x $0.36 - $0.38 x 11 CBOE Vega=$2322 VIX=13.57 Fwd
- SWEEP DETECTED:
>>2535 AAL May24 9.0 Puts $0.30 (CboeTheo=0.30) ASK [MULTI] 11:09:46.207 IV=47.8% BXO 12 x $0.29 - $0.30 x 120 MPRL ISO - OPENING Vega=$4991 AAL=13.27 Ref - >>3500 VIX Sep23 20th 13.0 Puts $0.13 (CboeTheo=0.12) MID CBOE 11:10:15.245 IV=50.9% -2.7 CBOE 29k x $0.11 - $0.14 x 1172 CBOE Vega=$1900 VIX=13.57 Fwd
- SWEEP DETECTED:
>>2187 PENN Sep23 22nd 25.0 Calls $0.09 (CboeTheo=0.10) BID [MULTI] 11:10:53.702 IV=46.7% -9.7 BOX 280 x $0.09 - $0.10 x 1 GEMX OPENING Vega=$1513 PENN=22.93 Ref - >>2500 CX May24 7.0 Calls $0.87 (CboeTheo=0.84) ASK ARCA 11:10:57.378 IV=36.8% +1.1 PHLX 253 x $0.80 - $0.90 x 663 MIAX SPREAD/CROSS - OPENING Vega=$5490 CX=6.87 Ref
- >>2500 CX May24 7.0 Puts $0.76 (CboeTheo=0.76) ASK ARCA 11:10:57.378 IV=35.4% -0.3 PHLX 657 x $0.70 - $0.80 x 110 PHLX SPREAD/CROSS - OPENING Vega=$5477 CX=6.87 Ref
- SPLIT TICKET:
>>1433 SPX Dec23 4050 Puts $21.90 (CboeTheo=22.08) BID [CBOE] 11:11:56.660 IV=19.0% +0.0 CBOE 606 x $21.90 - $22.20 x 240 CBOE Vega=$601k SPX=4549.19 Fwd - >>2000 ZTO Feb24 24.0 Puts $1.26 (CboeTheo=1.28) BID ARCA 11:12:12.294 IV=31.4% +0.9 C2 40 x $1.20 - $1.35 x 127 PHLX CROSS - OPENING Vega=$12k ZTO=25.20 Ref
- >>5000 CHPT Oct23 7.0 Calls $0.12 (CboeTheo=0.12) BID AMEX 11:12:25.891 IV=58.3% -3.1 ARCA 1 x $0.12 - $0.13 x 29 BZX SPREAD/CROSS - OPENING Vega=$2730 CHPT=6.03 Ref
- >>5000 CHPT Oct23 7.0 Puts $1.14 (CboeTheo=1.18) BID AMEX 11:12:25.891 IV=51.2% -8.0 CBOE 200 x $1.14 - $1.19 x 1 BXO SPREAD/CROSS - OPENING Vega=$2407 CHPT=6.03 Ref
- >>3000 LAZR Nov23 7.0 Puts $2.04 (CboeTheo=2.02) ASK AMEX 11:12:42.548 IV=82.8% +3.1 MIAX 7 x $1.97 - $2.07 x 93 PHLX SPREAD/CROSS Vega=$2017 LAZR=5.17 Ref
- >>3000 LAZR Nov23 7.0 Calls $0.19 (CboeTheo=0.19) MID AMEX 11:12:42.548 IV=79.1% -0.6 EDGX 575 x $0.18 - $0.21 x 10 ARCA SPREAD/CROSS Vega=$1946 LAZR=5.17 Ref
- SPLIT TICKET:
>>3000 VIX Dec23 20th 24.0 Calls $1.21 (CboeTheo=1.19) ASK [CBOE] 11:13:48.877 IV=92.1% +2.1 CBOE 7920 x $1.17 - $1.21 x 1027 CBOE Vega=$8974 VIX=16.80 Fwd - >>8500 RIG May24 6.0 Puts $0.36 (CboeTheo=0.39) BID BOX 11:15:22.356 IV=57.2% EDGX 90 x $0.36 - $0.41 x 330 AMEX SPREAD/FLOOR - OPENING Vega=$14k RIG=8.63 Ref
- >>4250 RIG May24 9.0 Puts $1.57 (CboeTheo=1.56) ASK BOX 11:15:22.356 IV=53.9% BOX 22 x $1.52 - $1.58 x 44 NOM SPREAD/FLOOR - OPENING Vega=$12k RIG=8.63 Ref
- SWEEP DETECTED:
>>2000 U Sep23 40.5 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:15:28.911 IV=80.0% +7.6 C2 413 x $0.02 - $0.03 x 382 C2 Vega=$405 U=37.38 Ref - >>25821 VIX Dec23 20th 19.0 Calls $1.88 (CboeTheo=1.87) MID CBOE 11:16:08.961 IV=78.4% +1.8 CBOE 6478 x $1.85 - $1.90 x 18k CBOE FLOOR Vega=$88k VIX=16.83 Fwd
- SWEEP DETECTED:
>>Bearish Delta Impact 555 PPSI Oct23 6.0 Puts $0.50 (CboeTheo=0.50) ASK [MULTI] 11:16:07.154 IV=79.1% -3.9 NOM 67 x $0.45 - $0.50 x 100 PHLX OPENING
Delta=-40%, EST. IMPACT = 22k Shares ($136k) To Sell PPSI=6.17 Ref - >>Unusual Volume AGNC - 4x market weighted volume: 34.9k = 77.6k projected vs 15.9k adv, 83% puts, 8% of OI [AGNC 10.01 +0.08 Ref, IV=17.9% -0.7]
- SPLIT TICKET:
>>26821 VIX Dec23 20th 19.0 Calls $1.88 (CboeTheo=1.87) MID [CBOE] 11:16:08.898 IV=78.4% +1.8 CBOE 6478 x $1.85 - $1.90 x 18k CBOE FLOOR Vega=$91k VIX=16.83 Fwd - >>25000 PINS Sep23 22nd 28.0 Calls $0.25 (CboeTheo=0.25) BID PHLX 11:16:29.286 IV=55.3% +3.6 BXO 38 x $0.25 - $0.26 x 9 MPRL SPREAD/CROSS/TIED - OPENING Vega=$29k PINS=26.08 Ref
- >>25000 PINS Sep23 22nd 24.0 Puts $0.24 (CboeTheo=0.24) ASK PHLX 11:16:29.286 IV=62.9% +3.5 BOX 10 x $0.23 - $0.24 x 1 MPRL SPREAD/CROSS/TIED Vega=$25k PINS=26.08 Ref
- SWEEP DETECTED:
>>2000 AAPL Sep23 180 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 11:17:08.270 IV=28.0% -1.2 EMLD 1879 x $0.06 - $0.07 x 903 BXO Vega=$2462 AAPL=175.44 Ref - >>18800 RCL Apr24 105 Calls $10.63 (CboeTheo=10.67) BID ISE 11:17:34.598 IV=38.1% -0.5 EDGX 95 x $10.55 - $10.80 x 55 PHLX SPREAD/CROSS/TIED - OPENING Vega=$574k RCL=99.17 Ref
- >>18800 RCL Oct23 95.0 Calls $6.93 (CboeTheo=6.92) MID ISE 11:17:34.598 IV=34.4% +0.2 CBOE 48 x $6.85 - $7.00 x 53 PHLX SPREAD/CROSS/TIED Vega=$207k RCL=99.17 Ref
- >>17000 RCL Apr24 110 Calls $8.75 (CboeTheo=8.67) ASK ISE 11:18:52.099 IV=37.9% -0.0 BOX 13 x $8.60 - $8.75 x 79 CBOE SPREAD/CROSS/TIED - OPENING Vega=$518k RCL=99.17 Ref
- >>17000 RCL Oct23 90.0 Calls $10.65 (CboeTheo=10.76) BID ISE 11:18:52.099 IV=35.0% -1.3 NOM 30 x $10.65 - $10.90 x 31 PHLX SPREAD/CROSS/TIED Vega=$132k RCL=99.17 Ref
- SWEEP DETECTED:
>>2500 PINS Sep23 26.5 Puts $0.53 (CboeTheo=0.57) Below Bid! [MULTI] 11:18:53.249 IV=35.2% -8.5 CBOE 314 x $0.53 - $0.58 x 154 C2 ISO Vega=$1009 PINS=26.02 Ref - >>5000 CHPT Oct23 7.0 Calls $0.12 (CboeTheo=0.12) BID AMEX 11:21:51.163 IV=59.9% -1.5 EMLD 333 x $0.12 - $0.13 x 28 BXO SPREAD/CROSS - OPENING Vega=$2687 CHPT=5.99 Ref
- >>5000 CHPT Oct23 7.0 Puts $1.19 (CboeTheo=1.22) BID AMEX 11:21:51.163 IV=54.7% -4.5 PHLX 34 x $1.19 - $1.23 x 46 MPRL SPREAD/CROSS - OPENING Vega=$2458 CHPT=5.99 Ref
- >>5000 PBR Jan24 15.0 Puts $1.16 (CboeTheo=1.17) MID PHLX 11:22:11.115 IV=34.7% -1.7 CBOE 397 x $1.14 - $1.19 x 43 NOM FLOOR Vega=$17k PBR=15.31 Ref
- >>6000 CMCSA Oct23 47.5 Calls $0.44 (CboeTheo=0.45) BID PHLX 11:22:17.961 IV=17.8% -0.6 MPRL 81 x $0.44 - $0.46 x 215 C2 SPREAD/CROSS/TIED Vega=$30k CMCSA=45.95 Ref
- SWEEP DETECTED:
>>2174 GOOG Sep23 135 Puts $0.04 (CboeTheo=0.05) BID [MULTI] 11:24:38.911 IV=28.6% +3.3 EMLD 296 x $0.04 - $0.05 x 1087 EMLD 52WeekHigh Vega=$1662 GOOG=138.84 Ref - >>4000 FTCH Jan24 2.5 Calls $0.41 (CboeTheo=0.40) ASK PHLX 11:27:29.989 IV=73.5% +0.7 ARCA 63 x $0.40 - $0.41 x 69 ARCA TIED/FLOOR - OPENING Vega=$2246 FTCH=2.44 Ref
- SPLIT TICKET:
>>1500 VIX Nov23 15th 27.0 Calls $0.68 (CboeTheo=0.67) ASK [CBOE] 11:27:36.057 IV=112.6% +1.5 CBOE 1611 x $0.65 - $0.68 x 6209 CBOE Vega=$2812 VIX=16.38 Fwd - SPLIT TICKET:
>>1012 VIX Sep23 20th 13.0 Puts $0.15 (CboeTheo=0.16) ASK [CBOE] 11:28:28.770 IV=51.6% -2.0 CBOE 19k x $0.13 - $0.15 x 100 CBOE Vega=$575 VIX=13.51 Fwd - >>2172 VIX Sep23 20th 16.0 Calls $0.10 (CboeTheo=0.10) MID CBOE 11:29:24.613 IV=106.2% +10.2 CBOE 75 x $0.09 - $0.11 x 18k CBOE Vega=$746 VIX=13.51 Fwd
- SPLIT TICKET:
>>3746 VIX Sep23 20th 16.0 Calls $0.10 (CboeTheo=0.10) BID [CBOE] 11:29:24.613 IV=106.2% +10.2 CBOE 3246 x $0.10 - $0.11 x 18k CBOE Vega=$1286 VIX=13.51 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 3087 PCT Jan25 10.0 Calls $1.75 (CboeTheo=1.71) ASK [MULTI] 11:30:26.391 IV=86.3% +1.5 EMLD 5 x $1.65 - $1.75 x 1135 PHLX ISO SSR
Delta=56%, EST. IMPACT = 172k Shares ($1.10m) To Buy PCT=6.37 Ref - >>28000 AGNC Sep23 10.0 Puts $0.05 (CboeTheo=0.05) MID AMEX 11:31:10.551 IV=22.7% +0.1 EMLD 1149 x $0.04 - $0.07 x 828 EMLD CROSS Vega=$6423 AGNC=10.01 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 4999 IOVA Oct23 5.0 Puts $0.95 (CboeTheo=0.97) BID [MULTI] 11:31:11.244 IV=134.4% +48.3 BOX 402 x $0.95 - $1.05 x 10 EMLD OPENING SSR 52WeekLow
Delta=-47%, EST. IMPACT = 234k Shares ($1.10m) To Buy IOVA=4.71 Ref - >>8984 TECK Oct23 44.0 Calls $2.20 (CboeTheo=2.12) ASK BOX 11:32:28.669 IV=38.9% +8.8 BOX 42 x $2.03 - $2.25 x 57 BOX FLOOR - OPENING Vega=$49k TECK=43.83 Ref
- >>5000 UMC Dec23 9.0 Calls $0.10 (CboeTheo=0.05) ASK PHLX 11:34:37.911 IV=34.7% +5.3 ARCA 0 x $0.00 - $0.10 x 8 EDGX SPREAD/CROSS/TIED - OPENING Vega=$4575 UMC=7.41 Ref
- >>10000 AAL Dec25 8.0 Puts $0.89 (CboeTheo=0.80) ASK PHLX 11:35:04.018 IV=50.4% +2.2 EDGX 387 x $0.70 - $0.90 x 257 ARCA SPREAD/CROSS/TIED - OPENING Vega=$41k AAL=13.24 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1864 RES Dec23 10.0 Calls $0.35 (CboeTheo=0.31) ASK [MULTI] 11:35:28.605 IV=44.9% +3.8 PHLX 510 x $0.25 - $0.35 x 231 CBOE OPENING
Delta=31%, EST. IMPACT = 58k Shares ($509k) To Buy RES=8.72 Ref - >>Unusual Volume DM - 3x market weighted volume: 11.0k = 22.1k projected vs 6290 adv, 63% puts, 3% of OI [DM 1.59 +0.07 Ref, IV=66.9% +17.1]
- SWEEP DETECTED:
>>Bearish Delta Impact 3505 HUT Oct23 2.0 Calls $0.40 (CboeTheo=0.41) BID [MULTI] 11:38:24.761 IV=105.5% -11.2 ARCA 145 x $0.40 - $0.43 x 145 ARCA
Delta=68%, EST. IMPACT = 239k Shares ($531k) To Sell HUT=2.23 Ref - >>3000 ETNB Oct23 20.0 Calls $2.00 (CboeTheo=1.82) ASK ARCA 11:38:56.300 IV=121.7% +25.6 PHLX 59 x $1.60 - $2.00 x 46 PHLX CROSS - OPENING Vega=$6742 ETNB=17.94 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 3916 HUT Oct23 2.0 Calls $0.39 (CboeTheo=0.40) BID [MULTI] 11:39:12.636 IV=101.5% -15.2 EMLD 1212 x $0.39 - $0.44 x 208 BZX
Delta=68%, EST. IMPACT = 268k Shares ($595k) To Sell HUT=2.23 Ref - SWEEP DETECTED:
>>2000 APP Oct23 40.0 Puts $0.75 (CboeTheo=0.84) BID [MULTI] 11:40:39.315 IV=35.7% -3.2 PHLX 479 x $0.75 - $0.90 x 50 NOM OPENING Vega=$8564 APP=42.73 Ref - SWEEP DETECTED:
>>2577 HUT Oct23 2.0 Calls $0.373 (CboeTheo=0.39) MID [MULTI] 11:41:29.395 IV=94.0% -22.8 AMEX 2310 x $0.36 - $0.37 x 99 EDGX Vega=$631 HUT=2.23 Ref - >>2835 ALLT Sep23 4.0 Puts $1.70 (CboeTheo=1.71) ASK CBOE 11:42:11.306 PHLX 736 x $1.55 - $1.80 x 68 BOX FLOOR Vega=$0 ALLT=2.29 Ref
- SPLIT TICKET:
>>3150 ALLT Sep23 4.0 Puts $1.70 (CboeTheo=1.71) ASK [CBOE] 11:42:11.127 PHLX 736 x $1.55 - $1.80 x 68 BOX FLOOR Vega=$0 ALLT=2.29 Ref - >>2200 XOM Oct23 115 Puts $1.55 (CboeTheo=1.56) BID PHLX 11:42:18.861 IV=20.8% -0.2 MPRL 8 x $1.55 - $1.56 x 247 C2 SPREAD/CROSS/TIED Vega=$29k XOM=118.12 Ref
- >>4400 XOM Oct23 105 Puts $0.23 (CboeTheo=0.23) ASK PHLX 11:42:18.861 IV=25.2% +0.0 C2 577 x $0.22 - $0.23 x 206 EMLD SPREAD/CROSS/TIED Vega=$19k XOM=118.12 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 664 ALT Jan24 5.0 Calls $0.60 (CboeTheo=0.57) ASK [MULTI] 11:42:32.075 IV=157.7% -6.7 CBOE 1 x $0.55 - $0.60 x 205 PHLX
Delta=47%, EST. IMPACT = 31k Shares ($90k) To Buy ALT=2.90 Ref - SWEEP DETECTED:
>>4200 ET Oct23 6th 14.0 Calls $0.05 (CboeTheo=0.05) BID [MULTI] 11:43:04.421 IV=13.5% -1.1 MPRL 52 x $0.05 - $0.06 x 1443 EMLD AUCTION - OPENING Vega=$4047 ET=13.55 Ref - SWEEP DETECTED:
>>2054 AAPL Sep23 185 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 11:44:13.411 IV=40.0% +2.0 EMLD 2566 x $0.01 - $0.02 x 1346 EMLD Vega=$469 AAPL=174.95 Ref - >>Market Color TH - Bullish option flow detected in Target Hospitality Corp (14.52 -0.58) with 11,169 calls trading (6x expected) and implied vol increasing over 7 points to 69.12%. . The Put/Call Ratio is 0.14. Earnings are expected on 11/08. (Autocolor (Trade Alert LLC)) [TH 14.52 -0.58 Ref, IV=69.1% +7.1] #Bullish
- >>4000 WAL Oct23 55.0 Calls $0.65 (CboeTheo=0.68) BID AMEX 11:46:18.423 IV=41.6% -1.2 PHLX 328 x $0.60 - $0.75 x 348 CBOE FLOOR - OPENING Vega=$17k WAL=48.56 Ref
- SPLIT TICKET:
>>5000 WAL Oct23 55.0 Calls $0.66 (CboeTheo=0.68) BID [AMEX] 11:46:18.423 IV=41.6% -1.2 PHLX 328 x $0.60 - $0.75 x 348 CBOE FLOOR - OPENING Vega=$21k WAL=48.56 Ref - SWEEP DETECTED:
>>4141 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.67) BID [MULTI] 11:47:22.820 IV=25.9% -1.1 PHLX 598 x $0.65 - $0.70 x 449 CBOE Vega=$15k KVUE=21.59 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1201 LEVI Oct23 14.0 Puts $0.85 (CboeTheo=0.82) ASK [MULTI] 11:48:07.545 IV=40.2% +2.1 PHLX 96 x $0.80 - $0.85 x 105 C2 OPENING
Delta=-54%, EST. IMPACT = 65k Shares ($891k) To Sell LEVI=13.64 Ref - >>4581 ORCL Sep23 113 Puts $0.39 (CboeTheo=0.39) MID MIAX 11:49:15.526 IV=32.1% +1.8 EDGX 493 x $0.36 - $0.41 x 614 EDGX COB - OPENING Vega=$10k ORCL=114.10 Ref
- >>4581 ORCL Sep23 112 Puts $0.18 (CboeTheo=0.18) ASK MIAX 11:49:15.526 IV=33.0% +2.7 C2 69 x $0.17 - $0.18 x 130 C2 COB - OPENING Vega=$7330 ORCL=114.10 Ref
- >>7893 MMAT Jan26 0.5 Calls $0.10 (CboeTheo=0.15) BID PHLX 11:49:23.839 IV=80.8% -7.8 ARCA 9 x $0.10 - $0.15 x 20 ARCA FLOOR - OPENING Vega=$1334 MMAT=0.23 Ref
- SWEEP DETECTED:
>>3622 AAL May24 9.0 Puts $0.32 (CboeTheo=0.32) ASK [MULTI] 11:50:04.148 IV=48.5% AMEX 187 x $0.27 - $0.32 x 1216 AMEX ISO - OPENING Vega=$7312 AAL=13.19 Ref - SPLIT TICKET:
>>2500 APTV Nov23 90.0 Puts $1.52 (CboeTheo=1.54) BID [ARCA] 11:50:20.343 IV=33.7% +1.3 C2 1 x $1.50 - $1.65 x 57 CBOE FLOOR - OPENING Vega=$28k APTV=100.38 Ref - >>3000 NTGR Dec23 15.0 Calls $0.30 (CboeTheo=0.25) ASK PHLX 11:50:28.037 IV=36.1% +3.2 NOM 1 x $0.20 - $0.30 x 44 MPRL FLOOR - OPENING Vega=$6042 NTGR=12.87 Ref
- >>2679 AAPL Sep23 175 Calls $1.07 (CboeTheo=1.08) MID EDGX 11:51:07.898 IV=23.9% -0.9 BXO 407 x $1.06 - $1.08 x 115 BXO Vega=$11k AAPL=175.18 Ref
- SWEEP DETECTED:
>>2500 AAL Feb24 12.0 Puts $0.64 (CboeTheo=0.63) ASK [MULTI] 11:51:17.053 IV=38.2% -0.1 EDGX 240 x $0.61 - $0.64 x 259 BOX Vega=$7231 AAL=13.20 Ref - >>7000 DM Oct23 2.0 Puts $0.41 (CboeTheo=0.41) ASK AMEX 11:51:25.986 IV=53.3% +3.7 PHLX 657 x $0.35 - $0.45 x 12 BOX TIED/FLOOR - OPENING Vega=$534 DM=1.59 Ref
- >>7000 DM Oct23 2.0 Calls $0.01 (CboeTheo=0.01) BID AMEX 11:51:25.987 IV=49.3% -0.3 BXO 0 x $0.00 - $0.05 x 598 PHLX TIED/FLOOR Vega=$595 DM=1.59 Ref
- SWEEP DETECTED:
>>2200 NIO Sep23 22nd 11.5 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 11:52:15.591 IV=66.9% -1.9 C2 190 x $0.06 - $0.07 x 1476 EMLD Vega=$759 NIO=10.26 Ref - SWEEP DETECTED:
>>2514 AAPL Oct23 90.0 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 11:52:21.879 IV=71.1% +5.0 MRX 0 x $0.00 - $0.01 x 1323 BXO Vega=$446 AAPL=175.21 Ref - SWEEP DETECTED:
>>2336 AAPL Oct23 85.0 Puts $0.01 ASK [MULTI] 11:53:24.274 IV=76.9% +5.3 MIAX 0 x $0.00 - $0.01 x 1323 BXO OPENING Vega=$385 AAPL=175.25 Ref - >>2280 NVDA Nov23 400 Puts $8.25 (CboeTheo=8.15) Above Ask! ARCA 11:55:08.619 IV=40.9% -0.7 EMLD 122 x $8.10 - $8.20 x 51 BXO SPREAD/FLOOR Vega=$116k NVDA=457.01 Ref
- >>2097 NVDA Nov23 540 Calls $7.23 (CboeTheo=7.36) Below Bid! ARCA 11:55:08.621 IV=38.9% -1.3 EMLD 141 x $7.30 - $7.40 x 81 EMLD SPREAD/FLOOR - OPENING Vega=$110k NVDA=457.01 Ref
- >>2280 NVDA Nov23 480 Calls $22.30 (CboeTheo=22.44) Below Bid! ARCA 11:55:08.620 IV=39.1% -1.1 MIAX 134 x $22.35 - $22.55 x 208 CBOE SPREAD/FLOOR Vega=$173k NVDA=457.01 Ref
- >>3500 PTON Jan24 5.0 Puts $0.86 (CboeTheo=0.87) BID PHLX 11:55:41.048 IV=84.3% +1.1 MPRL 16 x $0.86 - $0.88 x 15 BZX SPREAD/CROSS/TIED Vega=$4015 PTON=5.20 Ref
- >>2249 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.67) BID MIAX 11:55:42.829 IV=25.9% -1.1 C2 27 x $0.65 - $0.70 x 1200 CBOE AUCTION Vega=$7934 KVUE=21.59 Ref
- SPLIT TICKET:
>>3000 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.67) BID [MIAX] 11:55:42.829 IV=25.9% -1.1 C2 27 x $0.65 - $0.70 x 1200 CBOE AUCTION Vega=$11k KVUE=21.59 Ref - >>5000 NVAX Jan24 7.5 Puts $2.14 (CboeTheo=2.27) BID ARCA 11:58:19.047 IV=123.2% -9.6 PHLX 1158 x $2.13 - $2.39 x 924 PHLX CROSS Vega=$8060 NVAX=7.51 Ref
- >>2400 TSLA Oct23 280 Puts $20.10 (CboeTheo=20.07) ASK AMEX 12:01:24.610 IV=52.4% -0.1 CBOE 67 x $20.00 - $20.10 x 170 C2 SPREAD/CROSS Vega=$83k TSLA=274.98 Ref
- >>2400 TSLA Oct23 280 Calls $16.45 (CboeTheo=16.48) BID AMEX 12:01:24.610 IV=52.2% -0.4 NOM 57 x $16.45 - $16.50 x 5 EMLD SPREAD/CROSS Vega=$83k TSLA=274.98 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1816 NNOX Jan25 20.0 Calls $0.70 (CboeTheo=0.72) BID [MULTI] 12:03:05.043 IV=83.0% -3.7 PHLX 374 x $0.70 - $0.90 x 45 PHLX OPENING
Delta=25%, EST. IMPACT = 45k Shares ($339k) To Sell NNOX=7.47 Ref - SPLIT TICKET:
>>1473 SPXW Sep23 14th 4450 Puts $0.20 (CboeTheo=0.17) ASK [CBOE] 12:03:41.243 IV=26.2% +13.7 CBOE 900 x $0.15 - $0.20 x 1054 CBOE Vega=$7867 SPX=4500.03 Fwd - >>2000 WFC Jan24 40.0 Puts $1.19 (CboeTheo=1.20) BID PHLX 12:03:57.387 IV=27.2% +0.0 C2 370 x $1.19 - $1.21 x 203 C2 TIED/FLOOR Vega=$17k WFC=43.30 Ref
- >>2548 RBLX Nov23 35.0 Calls $0.75 (CboeTheo=0.74) ASK EDGX 12:05:02.704 IV=57.6% -0.2 EMLD 223 x $0.74 - $0.75 x 218 EMLD AUCTION - OPENING Vega=$8843 RBLX=27.86 Ref
- >>2100 ZM Sep23 29th 80.0 Calls $0.17 (CboeTheo=0.19) Below Bid! CBOE 12:05:34.761 IV=37.9% -1.4 BOX 18 x $0.18 - $0.20 x 8 NOM LATE Vega=$4298 ZM=71.08 Ref
- SWEEP DETECTED:
>>2087 CLVT Oct23 10.0 Calls $0.05 (CboeTheo=0.02) ASK [MULTI] 12:05:33.736 IV=70.1% +8.6 MPRL 0 x $0.00 - $0.05 x 330 AMEX OPENING Vega=$687 CLVT=7.09 Ref - SPLIT TICKET:
>>3000 ZM Sep23 29th 80.0 Calls $0.17 (CboeTheo=0.19) Below Bid! [CBOE] 12:05:34.761 IV=37.9% -1.4 BOX 18 x $0.18 - $0.20 x 8 NOM LATE Vega=$6140 ZM=71.08 Ref - SPLIT TICKET:
>>2000 ZM Oct23 80.0 Calls $0.76 (CboeTheo=0.74) ASK [CBOE] 12:05:34.761 IV=36.7% -0.2 BXO 42 x $0.71 - $0.76 x 83 AMEX LATE Vega=$12k ZM=71.08 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 635 GNRC Sep23 29th 114 Puts $5.328 (CboeTheo=5.03) Above Ask! [MULTI] 12:06:00.869 IV=42.6% +1.3 CBOE 72 x $4.90 - $5.20 x 65 AMEX
Delta=-58%, EST. IMPACT = 37k Shares ($4.10m) To Sell GNRC=111.42 Ref - SPLIT TICKET:
>>1000 SPXW Sep23 14th 4450 Puts $0.15 (CboeTheo=0.17) BID [CBOE] 12:06:32.445 IV=25.5% +13.0 CBOE 1154 x $0.15 - $0.20 x 1586 CBOE Vega=$4423 SPX=4500.58 Fwd - >>4000 HBAN Oct23 11.0 Calls $0.25 (CboeTheo=0.27) BID PHLX 12:06:39.146 IV=26.5% +0.0 PHLX 306 x $0.25 - $0.30 x 127 C2 SPREAD/CROSS/TIED - OPENING ExDiv Vega=$5239 HBAN=10.88 Ref
- >>4000 HBAN Oct23 11.0 Puts $0.45 (CboeTheo=0.52) BID PHLX 12:06:39.146 IV=22.6% -3.9 PHLX 953 x $0.45 - $0.55 x 211 PHLX SPREAD/CROSS/TIED ExDiv Vega=$5125 HBAN=10.88 Ref
- SPLIT TICKET:
>>2100 SPXW Sep23 29th 3700 Puts $0.50 (CboeTheo=0.48) ASK [CBOE] 12:06:59.583 IV=37.9% +1.9 CBOE 928 x $0.45 - $0.50 x 309 CBOE FLOOR Vega=$28k SPX=4508.91 Fwd - >>5000 GOOGL Dec25 165 Calls $21.61 (CboeTheo=21.63) BID ARCA 12:09:13.011 IV=30.0% +0.0 BOX 21 x $21.15 - $22.10 x 18 PHLX SPREAD/CROSS - OPENING 52WeekHigh Vega=$415k GOOGL=138.07 Ref
- >>5000 GOOGL Dec25 225 Calls $6.91 (CboeTheo=6.96) ASK ARCA 12:09:13.011 IV=27.4% -1.0 AMEX 68 x $6.15 - $7.65 x 21 BOX SPREAD/CROSS - OPENING 52WeekHigh Vega=$334k GOOGL=138.07 Ref
- >>6858 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.62) ASK MIAX 12:09:31.268 IV=26.6% -0.4 CBOE 837 x $0.60 - $0.65 x 378 C2 AUCTION Vega=$24k KVUE=21.52 Ref
- >>2000 FANG Oct23 150 Puts $1.38 (CboeTheo=1.41) BID ARCA 12:09:38.810 IV=22.8% -0.8 PHLX 51 x $1.35 - $1.45 x 127 EDGX CROSS Vega=$29k FANG=157.81 Ref
- >>8245 DAL Dec23 42.0 Calls $1.42 (CboeTheo=1.41) ASK PHLX 12:10:53.388 IV=28.9% -0.5 NOM 31 x $1.40 - $1.42 x 150 EMLD SPREAD/FLOOR - OPENING Vega=$62k DAL=39.34 Ref
- >>8245 DAL Dec23 35.0 Puts $0.76 (CboeTheo=0.81) Below Bid! PHLX 12:10:53.388 IV=32.8% -1.6 EMLD 15 x $0.79 - $0.83 x 861 CBOE SPREAD/FLOOR - OPENING Vega=$45k DAL=39.34 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 683 IVR Sep23 22nd 11.0 Calls $0.10 (CboeTheo=0.12) BID [MULTI] 12:12:08.005 IV=18.2% -6.7 CBOE 89 x $0.10 - $0.12 x 2 ARCA OPENING
Delta=45%, EST. IMPACT = 31k Shares ($338k) To Sell IVR=10.90 Ref - SPLIT TICKET:
>>1000 SPXW Sep23 22nd 4525 Calls $18.50 (CboeTheo=18.30) Above Ask! [CBOE] 12:12:40.611 IV=10.2% -0.1 CBOE 11 x $18.20 - $18.40 x 36 CBOE LATE Vega=$258k SPX=4504.45 Fwd - >>5000 AAL Jan24 13.0 Puts $0.86 (CboeTheo=0.86) MID ARCA 12:12:52.205 IV=34.8% -1.1 EMLD 151 x $0.85 - $0.87 x 21 BXO CROSS Vega=$15k AAL=13.21 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1269 WDC Sep23 22nd 42.0 Calls $1.788 (CboeTheo=1.72) Above Ask! [MULTI] 12:13:13.607 IV=33.5% +1.4 GEMX 7 x $1.70 - $1.77 x 41 PHLX OPENING
Delta=76%, EST. IMPACT = 96k Shares ($4.18m) To Buy WDC=43.41 Ref - >>8245 UAL Dec23 48.0 Calls $2.41 (CboeTheo=2.40) ASK AMEX 12:13:43.185 IV=33.8% -0.2 MPRL 10 x $2.39 - $2.41 x 10 NOM SPREAD/CROSS - OPENING Vega=$75k UAL=45.72 Ref
- >>8245 UAL Dec23 41.0 Puts $1.26 (CboeTheo=1.26) BID AMEX 12:13:43.185 IV=37.4% -0.5 ARCA 32 x $1.26 - $1.28 x 61 PHLX SPREAD/CROSS - OPENING Vega=$58k UAL=45.72 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2576 IVR Sep23 22nd 11.0 Calls $0.08 (CboeTheo=0.11) BID [MULTI] 12:13:55.235 IV=16.6% -8.3 EMLD 960 x $0.08 - $0.12 x 10 BOX OPENING
Delta=42%, EST. IMPACT = 107k Shares ($1.17m) To Sell IVR=10.89 Ref - >>2000 SGEN Dec23 155 Puts $3.10 (CboeTheo=2.80) ASK CBOE 12:14:40.421 IV=52.9% +2.1 NOM 10 x $2.30 - $3.30 x 1 ARCA CROSS - OPENING Vega=$38k SGEN=207.16 Ref
- >>Market Color .SPX - S&P500 index option volume at midday totals 1515744 contracts as the index trades near $4502.36 (34.92). Front term atm implied vols are near 11.0% and the CBOE VIX is currently near 13.10 (-0.38). (Autocolor (Trade Alert LLC))
- >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 5 and 759850 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Petrobras(PBR). The sector ETF, XLE is up 1.165 to 93.445 with 30 day implied volatility lower by -0.8%, near 18.7% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @FIN - Financials sector option volume is moderate today, with calls leading puts 5 to 3 and 1172828 contracts changing hands. Most actives include Marathon Patent Group(MARA), Bank of America(BAC), Citi(C). The sector ETF, XLF is up 0.315 to 35.005 with 30 day implied volatility lower by -0.6%, near 12.7% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 3 to 2 and 4297571 contracts changing hands. Most actives include Apple(AAPL), NVIDIA(NVDA), Meta Platforms (Facebook)(META). The sector ETF, XLK is up 1.335 to 172.305 with 30 day implied volatility lower by -0.8%, near 16.8% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 3834068 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), AMC Entertainment(AMC). The sector ETF, XLY is up 1.325 to 174.405 with 30 day implied volatility lower by -0.5%, near 17.3% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color DISH - Bullish option flow detected in Dish Network (6.62 +0.36) with 4,760 calls trading (1.4x expected) and implied vol increasing over 15 points to 75.13%. . The Put/Call Ratio is 0.40. Earnings are expected on 11/01. (Autocolor (Trade Alert LLC)) [DISH 6.62 +0.36 Ref, IV=75.1% +15.1] #Bullish
- >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 2 to 1 and 634481 contracts trading marketwide. Most actives include Iovance Biotherapeutics(IOVA), Bristol Myers Squibb(BMY), AstraZeneca(AZN). The sector ETF, XLV is up 0.575 to 133.395 with 30 day implied volatility lower by -0.7%, near 9.8% (Autocolor (Trade Alert LLC)) #sector
- >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 373727 contracts changing hands. Most actives include Vale(VALE), Teck Resources(TECK), Freeport McMoRan(FCX). The sector ETF, XLB is up 0.965 to 82.445 with 30 day implied volatility lower by -0.8%, near 13.3% (Autocolor (Trade Alert LLC)) #sector
- >>2150 QS Feb24 6.0 Puts $0.63 (CboeTheo=0.64) BID PHLX 12:15:16.764 IV=68.6% -1.8 EMLD 154 x $0.62 - $0.66 x 137 BOX SPREAD/CROSS/TIED - OPENING Vega=$3226 QS=7.13 Ref
- SWEEP DETECTED:
>>3706 GOOGL Sep23 139 Calls $0.33 (CboeTheo=0.33) ASK [MULTI] 12:15:19.128 IV=20.0% -1.7 EMLD 449 x $0.32 - $0.33 x 805 ARCA ISO 52WeekHigh Vega=$11k GOOGL=138.26 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2525 SU Oct23 32.0 Calls $3.20 (CboeTheo=3.20) Above Ask! [MULTI] 12:15:30.816 IV=20.5% -3.5 AMEX 3660 x $3.15 - $3.20 x 16 GEMX ISO
Delta=93%, EST. IMPACT = 235k Shares ($8.21m) To Buy SU=34.97 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2653 SU Oct23 32.0 Calls $3.20 (CboeTheo=3.24) BID [MULTI] 12:15:44.122 IV=21.1% -2.9 AMEX 452 x $3.20 - $3.30 x 1059 AMEX
Delta=92%, EST. IMPACT = 245k Shares ($8.57m) To Sell SU=34.95 Ref - >>11000 VALE Jan24 17.0 Calls $0.34 (CboeTheo=0.36) BID AMEX 12:15:49.385 IV=31.9% -1.3 ARCA 1522 x $0.34 - $0.37 x 4 EMLD SPREAD/CROSS Vega=$29k VALE=14.39 Ref
- >>11000 VALE Jan24 17.0 Puts $2.84 (CboeTheo=2.80) ASK AMEX 12:15:49.385 IV=34.3% +1.2 ARCA 1519 x $2.77 - $2.87 x 1529 ARCA SPREAD/CROSS Vega=$28k VALE=14.39 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 5000 IOVA Oct23 5.0 Puts $0.90 (CboeTheo=0.87) ASK [MULTI] 12:16:11.527 IV=137.5% +51.5 BOX 1187 x $0.80 - $0.90 x 2500 ARCA OPENING SSR 52WeekLow
Delta=-44%, EST. IMPACT = 221k Shares ($1.06m) To Sell IOVA=4.80 Ref - >>Unusual Volume LNC - 3x market weighted volume: 5482 = 9428 projected vs 3134 adv, 82% puts, 4% of OI [LNC 25.48 +0.82 Ref, IV=34.3% -0.7]
- >>4082 SIRI Mar24 9.0 Calls $0.08 (CboeTheo=0.07) ASK MIAX 12:16:25.353 IV=71.4% -2.5 NOM 30 x $0.03 - $0.10 x 2061 PHLX AUCTION Vega=$2101 SIRI=4.33 Ref
- SPLIT TICKET:
>>4999 SIRI Mar24 9.0 Calls $0.08 (CboeTheo=0.07) ASK [MIAX] 12:16:25.353 IV=71.4% -2.5 NOM 30 x $0.03 - $0.10 x 2061 PHLX AUCTION Vega=$2572 SIRI=4.33 Ref - SPLIT TICKET:
>>2000 SPXW Sep23 4400 Puts $0.45 (CboeTheo=0.47) BID [CBOE] 12:17:51.950 IV=21.1% +6.5 CBOE 1340 x $0.45 - $0.50 x 256 CBOE ISO Vega=$30k SPX=4505.39 Fwd - >>2642 DVA Dec23 85.0 Puts $1.87 (CboeTheo=1.84) MID PHLX 12:18:37.888 IV=37.4% +0.2 CBOE 42 x $1.55 - $2.20 x 84 MIAX COB/AUCTION Vega=$34k DVA=98.43 Ref
- >>3000 ORCL Jan24 110 Puts $4.45 (CboeTheo=4.43) ASK AMEX 12:18:57.674 IV=27.1% +0.1 C2 38 x $4.40 - $4.45 x 326 EDGX SPREAD/CROSS Vega=$74k ORCL=114.83 Ref
- >>3000 ORCL Jan24 135 Calls $1.52 (CboeTheo=1.54) BID AMEX 12:18:57.674 IV=25.1% -0.9 GEMX 471 x $1.52 - $1.56 x 306 BOX SPREAD/CROSS Vega=$54k ORCL=114.83 Ref
- >>5650 AKRO Jan24 75.0 Calls $5.20 (CboeTheo=6.33) ASK BOX 12:19:56.544 IV=96.3% +9.3 CBOE 36 x $2.70 - $7.50 x 40 PHLX FLOOR - OPENING Vega=$63k AKRO=50.65 Ref
- SPLIT TICKET:
>>1006 SPXW Sep23 21st 3750 Puts $0.20 (CboeTheo=0.18) ASK [CBOE] 12:20:05.508 IV=47.1% +3.0 CBOE 496 x $0.15 - $0.20 x 681 CBOE OPENING Vega=$4895 SPX=4508.88 Fwd - >>Unusual Volume SHEL - 3x market weighted volume: 8474 = 14.4k projected vs 4748 adv, 59% calls, 4% of OI [SHEL 65.14 +1.21 Ref, IV=16.8% -0.5]
- SWEEP DETECTED:
>>2796 F Oct23 14.0 Calls $0.07 (CboeTheo=0.06) ASK [MULTI] 12:21:00.551 IV=28.7% -0.3 EMLD 696 x $0.06 - $0.07 x 1166 EMLD ISO Vega=$2375 F=12.53 Ref - >>2010 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) ASK CBOE 12:23:18.495 IV=235.2% +25.0 CBOE 25 x $0.01 - $0.02 x 1782 CBOE Vega=$135 VIX=13.58 Fwd
- >>2000 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) ASK CBOE 12:23:18.495 IV=235.2% +25.0 CBOE 25 x $0.01 - $0.02 x 1782 CBOE Vega=$135 VIX=13.58 Fwd
- >>1293 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) ASK CBOE 12:23:18.495 IV=235.2% +25.0 CBOE 25 x $0.01 - $0.02 x 489 CBOE Vega=$87 VIX=13.58 Fwd
- SPLIT TICKET:
>>5792 VIX Sep23 20th 27.0 Calls $0.02 (CboeTheo=0.01) ASK [CBOE] 12:23:18.495 IV=235.2% +25.0 CBOE 25 x $0.01 - $0.02 x 1782 CBOE Vega=$390 VIX=13.58 Fwd - >>15000 AAL Jan24 14.0 Calls $0.83 (CboeTheo=0.82) ASK PHLX 12:23:24.131 IV=33.7% -0.8 NOM 23 x $0.81 - $0.83 x 198 EMLD SPREAD/CROSS/TIED - OPENING Vega=$47k AAL=13.21 Ref
- SWEEP DETECTED:
>>3287 BAC Sep23 29.0 Puts $0.04 (CboeTheo=0.04) BID [MULTI] 12:26:19.392 IV=22.8% +1.9 EMLD 658 x $0.04 - $0.05 x 4051 EMLD Vega=$1510 BAC=29.32 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 842 IVR Oct23 11.0 Calls $0.17 (CboeTheo=0.19) BID [MULTI] 12:28:43.147 IV=17.2% -2.8 MIAX 225 x $0.17 - $0.22 x 187 EDGX
Delta=52%, EST. IMPACT = 43k Shares ($471k) To Sell IVR=10.87 Ref - >>2200 JNJ Sep23 210 Puts $45.60 (CboeTheo=45.62) BID PHLX 12:29:10.367 EDGX 5 x $45.55 - $45.70 x 18 BOX SPREAD/CROSS/TIED Vega=$0 JNJ=164.38 Ref
- SWEEP DETECTED:
>>2180 AAPL Sep23 165 Puts $0.02 (CboeTheo=0.03) BID [MULTI] 12:31:41.403 IV=49.9% +8.3 BXO 1301 x $0.02 - $0.03 x 1873 C2 ISO Vega=$695 AAPL=175.76 Ref - SWEEP DETECTED:
>>2991 AAL Feb24 11.0 Puts $0.41 (CboeTheo=0.40) ASK [MULTI] 12:32:20.724 IV=40.9% -0.0 NOM 52 x $0.39 - $0.41 x 337 EDGX ISO Vega=$6967 AAL=13.15 Ref - SWEEP DETECTED:
>>3000 NVAX Oct23 15.0 Calls $0.20 (CboeTheo=0.25) BID [MULTI] 12:32:27.025 IV=157.8% -13.4 PHLX 910 x $0.20 - $0.30 x 522 MIAX ISO Vega=$1521 NVAX=7.63 Ref - >>2000 DIS Oct23 85.0 Puts $3.05 (CboeTheo=3.04) MID AMEX 12:33:11.953 IV=22.6% -0.5 CBOE 537 x $3.00 - $3.10 x 643 CBOE SPREAD/CROSS Vega=$20k DIS=83.36 Ref
- >>2000 DIS Oct23 85.0 Calls $1.85 (CboeTheo=1.84) ASK AMEX 12:33:11.953 IV=22.5% -0.6 C2 174 x $1.83 - $1.85 x 155 EMLD SPREAD/CROSS Vega=$21k DIS=83.36 Ref
- >>12500 IOVA Dec23 10.0 Calls $0.33 (CboeTheo=0.35) BID AMEX 12:34:27.478 IV=137.2% +32.0 PHLX 59 x $0.30 - $0.40 x 100 ARCA SPREAD/CROSS - OPENING SSR 52WeekLow Vega=$9144 IOVA=4.67 Ref
- >>12500 IOVA Dec23 5.0 Calls $1.38 (CboeTheo=1.33) ASK AMEX 12:34:27.478 IV=157.2% +58.7 GEMX 50 x $1.30 - $1.40 x 81 PHLX SPREAD/CROSS - OPENING SSR 52WeekLow Vega=$11k IOVA=4.67 Ref
- SWEEP DETECTED:
>>2000 SHEL Sep23 22nd 64.0 Puts $0.201 (CboeTheo=0.23) BID [MULTI] 12:35:08.834 IV=16.4% -0.5 NOM 678 x $0.20 - $0.25 x 625 EMLD ISO - OPENING 52WeekHigh Vega=$5943 SHEL=65.12 Ref - >>Unusual Volume BMY - 3x market weighted volume: 46.8k = 76.3k projected vs 25.1k adv, 72% calls, 8% of OI [BMY 59.41 -0.24 Ref, IV=17.2% +0.4]
- >>3985 WBD Sep23 12.5 Puts $0.92 (CboeTheo=0.93) MID MIAX 12:35:23.938 BXO 24 x $0.89 - $0.96 x 24 BXO AUCTION Vega=$0 WBD=11.57 Ref
- SPLIT TICKET:
>>3999 WBD Sep23 12.5 Puts $0.92 (CboeTheo=0.93) MID [MIAX] 12:35:23.938 BXO 24 x $0.89 - $0.96 x 24 BXO AUCTION Vega=$0 WBD=11.57 Ref - SWEEP DETECTED:
>>7450 AAPL Sep23 170 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 12:35:33.567 IV=33.4% +3.6 BXO 1349 x $0.05 - $0.06 x 2570 EMLD Vega=$7188 AAPL=175.48 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 545 ALT Nov23 4.0 Calls $0.60 (CboeTheo=0.28) ASK [MULTI] 12:36:01.896 IV=206.8% PHLX 774 x $0.15 - $0.60 x 218 PHLX OPENING
Delta=49%, EST. IMPACT = 26k Shares ($76k) To Buy ALT=2.87 Ref - SPLIT TICKET:
>>1000 SPX Oct23 4600 Calls $26.35 (CboeTheo=26.02) Above Ask! [CBOE] 12:37:15.267 IV=10.0% -0.0 CBOE 231 x $25.80 - $26.30 x 580 CBOE LATE Vega=$497k SPX=4522.73 Fwd - TRADE CXLD:
>>12500 IOVA Dec23 10.0 Calls $0.33 (CboeTheo=0.35) BID AMEX 12:34:27.478 IV=137.2% +32.0 PHLX 59 x $0.30 - $0.40 x 100 ARCA SPREAD/CROSS - OPENING SSR 52WeekLow Vega=$9144 IOVA=4.67 Ref - >>2500 IOVA Dec23 10.0 Calls $0.33 (CboeTheo=0.35) BID AMEX 12:37:19.877 IV=136.5% +31.3 PHLX 182 x $0.30 - $0.40 x 100 ARCA LATE SSR 52WeekLow Vega=$1836 IOVA=4.70 Ref
- SWEEP DETECTED:
>>2166 TLRY Sep23 22nd 3.0 Calls $0.21 (CboeTheo=0.21) BID [MULTI] 12:37:25.348 IV=116.5% +12.4 BXO 821 x $0.21 - $0.22 x 103 C2 Vega=$386 TLRY=3.00 Ref - TRADE CXLD:
>>12500 IOVA Dec23 5.0 Calls $1.38 (CboeTheo=1.33) ASK AMEX 12:34:27.478 IV=157.2% +58.7 GEMX 50 x $1.30 - $1.40 x 81 PHLX SPREAD/CROSS - OPENING SSR 52WeekLow Vega=$11k IOVA=4.67 Ref - >>2500 IOVA Dec23 5.0 Calls $1.38 (CboeTheo=1.33) ASK AMEX 12:37:35.852 IV=155.8% +57.3 GEMX 50 x $1.30 - $1.40 x 466 PHLX LATE - OPENING SSR 52WeekLow Vega=$2240 IOVA=4.70 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 672 ALT Nov23 4.0 Calls $0.60 (CboeTheo=0.27) ASK [MULTI] 12:38:27.335 IV=206.8% GEMX 0 x $0.00 - $0.60 x 125 BOX OPENING
Delta=49%, EST. IMPACT = 33k Shares ($93k) To Buy ALT=2.87 Ref - SPLIT TICKET:
>>1300 SPXW Sep23 29th 4470 Puts $23.77 (CboeTheo=23.68) ASK [CBOE] 12:39:21.593 IV=11.2% +0.1 CBOE 69 x $23.50 - $23.80 x 61 CBOE LATE - OPENING Vega=$440k SPX=4510.80 Fwd - SWEEP DETECTED:
>>2657 TLRY Sep23 22nd 3.0 Puts $0.21 (CboeTheo=0.20) ASK [MULTI] 12:39:59.970 IV=115.7% +11.6 BOX 16 x $0.20 - $0.21 x 479 NOM OPENING Vega=$472 TLRY=2.98 Ref - >>Unusual Volume WE - 3x market weighted volume: 18.1k = 29.0k projected vs 9503 adv, 82% calls, 6% of OI [WE 4.53 -0.61 Ref, IV=216.7% +11.3]
- >>2553 DKNG Oct23 33.0 Calls $1.00 (CboeTheo=1.00) ASK CBOE 12:40:41.548 IV=41.7% -0.8 EMLD 8 x $0.97 - $1.01 x 202 EMLD AUCTION - OPENING Vega=$9553 DKNG=31.22 Ref
- >>2500 AAL Feb24 12.0 Puts $0.63 (CboeTheo=0.64) BID PHLX 12:42:11.800 IV=37.6% -0.7 EMLD 413 x $0.63 - $0.66 x 362 BOX SPREAD/CROSS/TIED Vega=$7227 AAL=13.18 Ref
- >>Unusual Volume MLCO - 3x market weighted volume: 5233 = 8331 projected vs 2351 adv, 99% calls, 4% of OI [MLCO 10.45 +0.34 Ref, IV=44.9% -0.5]
- SWEEP DETECTED:
>>2100 AA Oct23 35.0 Calls $0.302 (CboeTheo=0.31) Below Bid! [MULTI] 12:43:56.353 IV=45.4% -2.4 C2 361 x $0.31 - $0.32 x 99 NOM Vega=$4645 AA=29.71 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 906 SG Apr24 14.0 Puts $2.95 (CboeTheo=3.02) BID [MULTI] 12:49:00.433 IV=56.0% -1.2 NOM 652 x $2.95 - $3.10 x 217 PHLX OPENING
Delta=-51%, EST. IMPACT = 46k Shares ($574k) To Buy SG=12.45 Ref - >>7500 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.65) MID BOX 12:49:38.575 IV=25.8% -1.2 CBOE 2521 x $0.60 - $0.70 x 2112 CBOE FLOOR Vega=$26k KVUE=21.61 Ref
- SWEEP DETECTED:
>>2000 AAPL Oct23 165 Puts $1.08 (CboeTheo=1.07) ASK [MULTI] 12:50:47.831 IV=22.6% -0.5 BXO 1009 x $1.07 - $1.08 x 1008 BXO ISO Vega=$27k AAPL=175.74 Ref - SWEEP DETECTED:
>>2017 GOOGL Sep23 22nd 140 Calls $1.027 (CboeTheo=1.01) Above Ask! [MULTI] 12:51:26.299 IV=19.7% -1.1 C2 395 x $1.00 - $1.02 x 106 C2 52WeekHigh Vega=$16k GOOGL=138.41 Ref - SPLIT TICKET:
>>2500 ATVI Sep23 92.5 Calls $0.125 (CboeTheo=0.10) ASK [AMEX] 12:52:05.267 IV=10.0% +5.7 GEMX 1 x $0.08 - $0.13 x 21 ARCA CROSS Vega=$4904 ATVI=92.33 Ref - >>2750 USB Dec23 37.5 Calls $1.35 (CboeTheo=1.31) ASK PHLX 12:52:39.147 IV=29.0% -0.1 AMEX 490 x $1.25 - $1.35 x 291 CBOE SPREAD/CROSS/TIED - OPENING Vega=$19k USB=35.72 Ref
- SWEEP DETECTED:
>>2000 PLTR Sep23 17.0 Calls $0.02 (CboeTheo=0.02) BID [MULTI] 12:54:20.164 IV=89.2% +14.0 EMLD 569 x $0.02 - $0.03 x 2480 BZX Vega=$214 PLTR=15.71 Ref - >>2000 BL Nov23 60.0 Calls $2.19 (CboeTheo=2.15) ASK ARCA 12:54:58.786 IV=39.1% -1.0 PHLX 56 x $2.10 - $2.20 x 1 NOM CROSS Vega=$18k BL=55.54 Ref
- SPLIT TICKET:
>>1795 VIX Oct23 18th 17.0 Calls $0.99 (CboeTheo=0.98) BID [CBOE] 12:55:59.784 IV=88.2% +0.8 CBOE 1695 x $0.99 - $1.00 x 9708 CBOE Vega=$3204 VIX=15.28 Fwd - >>2300 PLD Sep23 125 Calls $0.05 (CboeTheo=0.08) BID PHLX 12:57:08.933 IV=18.1% -6.2 EMLD 29 x $0.05 - $0.10 x 6 BZX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$2540 PLD=123.94 Ref
- >>2300 PLD Sep23 125 Puts $1.85 (CboeTheo=1.98) BID PHLX 12:57:08.933 BOX 34 x $1.85 - $2.15 x 12 BOX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$0 PLD=123.94 Ref
- >>3700 MLCO Oct23 13.0 Calls $0.05 (CboeTheo=0.08) BID BOX 12:57:59.928 IV=45.2% -14.0 CBOE 808 x $0.05 - $0.10 x 5 EMLD SPREAD/FLOOR Vega=$1836 MLCO=10.45 Ref
- >>5000 AA Sep23 30.0 Calls $0.18 (CboeTheo=0.17) MID AMEX 12:58:36.697 IV=45.9% -3.9 PHLX 63 x $0.15 - $0.20 x 239 EMLD AUCTION Vega=$3101 AA=29.70 Ref
- >>5000 AA Sep23 30.0 Calls $0.18 (CboeTheo=0.16) ASK AMEX 12:59:09.087 IV=47.6% -2.2 C2 248 x $0.15 - $0.18 x 106 EMLD AUCTION Vega=$3069 AA=29.68 Ref
- SPLIT TICKET:
>>1000 SPXW Sep23 14th 4470 Puts $0.30 (CboeTheo=0.27) ASK [CBOE] 13:00:00.687 IV=25.6% +13.8 CBOE 1429 x $0.25 - $0.30 x 1020 CBOE OPENING Vega=$6954 SPX=4508.26 Fwd - SPLIT TICKET:
>>1500 SPXW Sep23 4395 Puts $0.50 (CboeTheo=0.47) ASK [CBOE] 13:00:38.530 IV=23.0% +8.3 CBOE 219 x $0.45 - $0.50 x 1865 CBOE Vega=$22k SPX=4507.45 Fwd - >>Unusual Volume K - 3x market weighted volume: 7305 = 11.1k projected vs 3662 adv, 87% calls, 10% of OI [K 59.70 +0.78 Ref, IV=18.0% -0.0]
- SWEEP DETECTED:
>>3239 BAC Oct23 34.0 Calls $0.03 (CboeTheo=0.03) BID [MULTI] 13:02:03.838 IV=24.4% -1.0 EMLD 5816 x $0.03 - $0.04 x 2017 EMLD Vega=$2464 BAC=29.32 Ref - SWEEP DETECTED:
>>2625 CHPT Oct23 6th 4.5 Puts $0.05 (CboeTheo=0.03) ASK [MULTI] 13:03:07.474 IV=88.1% +14.5 EMLD 335 x $0.02 - $0.05 x 443 CBOE ISO - OPENING Vega=$570 CHPT=6.04 Ref - >>2500 ATVI Sep23 92.5 Calls $0.10 (CboeTheo=0.08) ASK PHLX 13:07:57.856 IV=8.5% +4.2 GEMX 1 x $0.08 - $0.10 x 8 ARCA SPREAD/CROSS/TIED Vega=$4782 ATVI=92.36 Ref
- >>2000 NFLX Sep23 400 Calls $5.10 (CboeTheo=5.32) Below Bid! PHLX 13:10:33.043 IV=34.9% -9.7 GEMX 13 x $5.15 - $5.50 x 16 BZX SPREAD/FLOOR Vega=$16k NFLX=403.26 Ref
- >>2000 NFLX Sep23 400 Puts $2.00 (CboeTheo=1.94) ASK PHLX 13:10:33.043 IV=38.3% -6.8 BXO 29 x $1.89 - $2.00 x 26 EMLD SPREAD/FLOOR Vega=$17k NFLX=403.26 Ref
- SWEEP DETECTED:
>>7487 F Sep23 13.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 13:11:00.469 IV=64.8% +6.4 C2 2702 x $0.03 - $0.04 x 3556 EMLD Vega=$1328 F=12.54 Ref - >>2500 CCL Nov23 15.0 Puts $0.94 (CboeTheo=0.96) BID PHLX 13:15:09.017 IV=48.5% ARCA 14 x $0.94 - $0.97 x 135 EMLD TIED/FLOOR - OPENING Vega=$6188 CCL=15.49 Ref
- >>4997 ONON Sep23 30.0 Calls $0.80 (CboeTheo=0.71) ASK ARCA 13:15:12.281 IV=60.8% +13.3 C2 284 x $0.70 - $0.80 x 133 C2 SPREAD/FLOOR Vega=$2793 ONON=30.64 Ref
- >>4997 ONON Sep23 29th 31.0 Calls $0.94 (CboeTheo=0.85) Above Ask! ARCA 13:15:12.282 IV=43.2% +2.1 EDGX 145 x $0.80 - $0.90 x 340 C2 SPREAD/FLOOR - OPENING Vega=$12k ONON=30.64 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 988 EXPI Sep23 17.5 Puts $0.15 (CboeTheo=0.18) BID [MULTI] 13:16:28.186 IV=46.7% -4.6 AMEX 134 x $0.15 - $0.20 x 24 EDGX ISO
Delta=-44%, EST. IMPACT = 43k Shares ($759k) To Buy EXPI=17.55 Ref - >>2220 KBH Jan25 25.0 Puts $1.09 (CboeTheo=1.03) ASK BOX 13:16:54.740 IV=52.6% +1.5 PHLX 60 x $0.95 - $1.10 x 1055 BOX AUCTION Vega=$16k KBH=49.78 Ref
- SPLIT TICKET:
>>2357 KBH Jan25 25.0 Puts $1.09 (CboeTheo=1.03) ASK [BOX] 13:16:54.740 IV=52.6% +1.5 PHLX 60 x $0.95 - $1.10 x 1055 BOX AUCTION Vega=$17k KBH=49.78 Ref - >>3000 META Oct23 300 Calls $19.16 (CboeTheo=19.15) BID AMEX 13:17:02.026 IV=31.9% -0.1 CBOE 41 x $19.10 - $19.25 x 51 EMLD SPREAD/CROSS Vega=$106k META=310.37 Ref
- >>3000 META Oct23 300 Puts $7.15 (CboeTheo=7.15) MID AMEX 13:17:02.026 IV=31.9% -0.2 MIAX 305 x $7.10 - $7.20 x 106 CBOE SPREAD/CROSS Vega=$106k META=310.37 Ref
- SWEEP DETECTED:
>>2242 MRNA Jan24 160 Calls $1.95 (CboeTheo=1.97) ASK [MULTI] 13:19:11.307 IV=44.7% -1.8 CBOE 110 x $1.93 - $1.95 x 90 EDGX Vega=$35k MRNA=114.12 Ref - >>3000 AAL Nov23 13.0 Puts $0.59 (CboeTheo=0.60) BID PHLX 13:19:19.727 IV=35.2% -1.3 EMLD 196 x $0.59 - $0.61 x 854 EMLD TIED/FLOOR Vega=$6413 AAL=13.28 Ref
- >>1831 SPXW Sep23 4450 Puts $1.40 (CboeTheo=1.42) MID CBOE 13:19:23.616 IV=16.1% +3.6 CBOE 49 x $1.35 - $1.45 x 511 CBOE Vega=$70k SPX=4506.31 Fwd
- SPLIT TICKET:
>>1863 SPXW Sep23 4450 Puts $1.40 (CboeTheo=1.42) BID [CBOE] 13:19:23.589 IV=16.1% +3.6 CBOE 1863 x $1.40 - $1.45 x 511 CBOE Vega=$71k SPX=4506.31 Fwd - SWEEP DETECTED:
>>2000 LYFT Oct23 15.0 Calls $0.08 (CboeTheo=0.07) ASK [MULTI] 13:20:10.695 IV=58.7% -0.7 EMLD 1727 x $0.07 - $0.08 x 1534 EMLD AUCTION Vega=$1175 LYFT=11.44 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2000 BTU Oct23 25.0 Calls $0.69 (CboeTheo=0.67) ASK [MULTI] 13:20:45.589 IV=34.2% +0.4 MRX 108 x $0.65 - $0.69 x 306 EDGX ISO
Delta=40%, EST. IMPACT = 80k Shares ($1.92m) To Buy BTU=24.05 Ref - >>7139 BTU Oct23 24.0 Calls $1.25 (CboeTheo=1.20) ASK BOX 13:21:30.033 IV=37.0% +2.4 PHLX 168 x $1.14 - $1.33 x 381 MIAX FLOOR - OPENING Vega=$21k BTU=24.14 Ref
- SWEEP DETECTED:
>>2000 RIVN Sep23 24.5 Calls $0.13 (CboeTheo=0.12) MID [MULTI] 13:21:36.993 IV=68.7% +3.0 C2 357 x $0.12 - $0.13 x 339 C2 Vega=$838 RIVN=23.84 Ref - >>2000 FSLY Mar24 12.5 Puts $0.57 (CboeTheo=0.58) BID BOX 13:23:14.301 IV=73.4% -1.3 MPRL 51 x $0.55 - $0.61 x 197 AMEX SPREAD/FLOOR - OPENING Vega=$4909 FSLY=21.48 Ref
- >>Unusual Volume SGEN - 3x market weighted volume: 23.6k = 34.1k projected vs 11.2k adv, 56% puts, 6% of OI [SGEN 207.35 +1.41 Ref, IV=24.5% -5.0]
- >>2500 ADT Jan24 7.0 Puts $1.25 (CboeTheo=1.34) BID AMEX 13:27:41.471 IV=34.0% -8.3 PHLX 502 x $1.20 - $1.35 x 296 PHLX CROSS Vega=$2432 ADT=5.83 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1500 BYND Sep23 22nd 11.0 Calls $0.20 (CboeTheo=0.21) BID [MULTI] 13:28:24.318 IV=57.5% -7.1 EMLD 699 x $0.20 - $0.22 x 1 ARCA ISO - OPENING
Delta=35%, EST. IMPACT = 52k Shares ($552k) To Sell BYND=10.62 Ref - >>1561 SPXW Sep23 21st 4335 Puts $1.35 (CboeTheo=1.35) MID CBOE 13:30:59.387 IV=15.8% +1.4 CBOE 345 x $1.30 - $1.40 x 714 CBOE LATE - OPENING Vega=$83k SPX=4510.87 Fwd
- >>1000 SPXW Sep23 21st 4335 Puts $1.35 (CboeTheo=1.35) MID CBOE 13:30:59.387 IV=15.8% +1.4 CBOE 345 x $1.30 - $1.40 x 714 CBOE LATE - OPENING Vega=$53k SPX=4510.87 Fwd
- SPLIT TICKET:
>>3901 SPXW Sep23 21st 4335 Puts $1.35 (CboeTheo=1.35) MID [CBOE] 13:30:59.386 IV=15.8% +1.4 CBOE 345 x $1.30 - $1.40 x 714 CBOE LATE - OPENING Vega=$206k SPX=4510.87 Fwd - SWEEP DETECTED:
>>3736 PFE Oct23 6th 37.0 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 13:31:47.386 IV=21.4% +0.1 C2 190 x $0.05 - $0.06 x 825 EMLD OPENING Vega=$4714 PFE=34.13 Ref - >>Unusual Volume BILI - 3x market weighted volume: 40.6k = 57.5k projected vs 18.6k adv, 89% puts, 9% of OI [BILI 13.98 +0.17 Ref, IV=51.2% -1.9]
- >>2500 JD Jan25 50.0 Calls $2.24 (CboeTheo=2.29) Below Bid! PHLX 13:33:15.463 IV=42.7% -1.3 MPRL 30 x $2.27 - $2.32 x 57 BOX TIED/FLOOR Vega=$31k JD=31.79 Ref
- >>2500 JD Jan25 25.0 Puts $2.49 (CboeTheo=2.46) ASK PHLX 13:33:15.463 IV=44.5% -0.9 CBOE 393 x $2.42 - $2.49 x 2 BXO TIED/FLOOR - OPENING Vega=$26k JD=31.79 Ref
- SPLIT TICKET:
>>1150 SPXW Sep23 4430 Puts $0.75 (CboeTheo=0.77) BID [CBOE] 13:34:25.590 IV=18.2% +5.1 CBOE 453 x $0.75 - $0.80 x 378 CBOE LATE Vega=$27k SPX=4507.57 Fwd - SPLIT TICKET:
>>1150 SPXW Sep23 4400 Puts $0.55 (CboeTheo=0.52) ASK [CBOE] 13:34:25.648 IV=22.7% +8.1 CBOE 267 x $0.50 - $0.55 x 2086 CBOE LATE Vega=$19k SPX=4507.57 Fwd - >>5000 F Jan24 11.35 Puts $0.43 (CboeTheo=0.43) ASK ARCA 13:34:41.645 IV=33.4% -0.4 EMLD 1191 x $0.42 - $0.43 x 1913 EMLD SPREAD/CROSS Vega=$12k F=12.55 Ref
- >>5000 F Jan24 14.35 Calls $0.32 (CboeTheo=0.33) BID ARCA 13:34:41.645 IV=29.7% -1.0 EMLD 1657 x $0.32 - $0.33 x 1223 EMLD SPREAD/CROSS Vega=$12k F=12.55 Ref
- SWEEP DETECTED:
>>2500 F Sep23 12.0 Puts $0.04 (CboeTheo=0.03) ASK [MULTI] 13:34:52.286 IV=77.8% +14.3 C2 731 x $0.03 - $0.04 x 1096 C2 Vega=$394 F=12.55 Ref - >>2300 ROKU Oct23 80.0 Calls $4.20 (CboeTheo=4.21) MID PHLX 13:36:59.730 IV=48.3% -1.6 PHLX 279 x $4.15 - $4.25 x 146 CBOE SPREAD/CROSS/TIED Vega=$23k ROKU=78.33 Ref
- >>2300 ROKU Oct23 80.0 Puts $5.50 (CboeTheo=5.47) ASK PHLX 13:36:59.730 IV=48.7% -1.2 MPRL 2 x $5.45 - $5.50 x 16 ARCA SPREAD/CROSS/TIED Vega=$23k ROKU=78.33 Ref
- >>Unusual Volume BTU - 3x market weighted volume: 23.5k = 32.9k projected vs 10.9k adv, 86% calls, 7% of OI [BTU 24.30 +1.08 Ref, IV=35.6% +0.4]
- SPLIT TICKET:
>>2499 KVUE Dec23 22.5 Calls $0.80 (CboeTheo=0.83) MID [MIAX] 13:38:48.865 IV=25.2% -1.0 CBOE 3611 x $0.75 - $0.85 x 2382 CBOE AUCTION Vega=$11k KVUE=21.68 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 657 ATHM Nov23 27.5 Puts $0.80 (CboeTheo=0.87) BID [MULTI] 13:42:10.115 IV=36.2% -2.2 PHLX 124 x $0.80 - $0.95 x 19 GEMX
Delta=-27%, EST. IMPACT = 18k Shares ($529k) To Buy ATHM=29.54 Ref - >>2580 HEAR Dec23 12.0 Calls $0.65 (CboeTheo=0.63) ASK ARCA 13:44:16.190 IV=55.8% +0.7 BXO 6 x $0.55 - $0.70 x 478 PHLX FLOOR Vega=$5116 HEAR=10.29 Ref
- >>Market Color UEC - Bullish option flow detected in Uranium Energy (5.33 +0.14) with 15,011 calls trading (7x expected) and implied vol increasing over 5 points to 57.01%. . The Put/Call Ratio is 0.05. Earnings are expected on 09/28. (Autocolor (Trade Alert LLC)) [UEC 5.33 +0.14 Ref, IV=57.0% +5.4] #Bullish
- SPLIT TICKET:
>>1600 SPXW Sep23 18th 4400 Puts $0.95 (CboeTheo=0.95) MID [CBOE] 13:45:03.304 IV=13.0% +2.3 CBOE 871 x $0.90 - $1.00 x 594 CBOE FLOOR Vega=$71k SPX=4508.01 Fwd - >>5000 UEC Oct23 6.0 Calls $0.15 (CboeTheo=0.12) ASK BOX 13:46:48.224 IV=55.6% +10.0 PHLX 826 x $0.10 - $0.15 x 808 PHLX FLOOR - OPENING 52WeekHigh Vega=$2842 UEC=5.33 Ref
- >>2469 BILI Sep23 17.0 Puts $3.09 (CboeTheo=3.12) MID ARCA 13:47:26.126 PHLX 448 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.21 (CboeTheo=3.24) ASK ARCA 13:47:26.126 IV=53.2% -4.1 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2170 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.21 (CboeTheo=3.24) ASK C2 13:47:26.126 IV=53.2% -4.1 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2170 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.09 (CboeTheo=3.12) MID C2 13:47:26.126 PHLX 448 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.09 (CboeTheo=3.12) MID CBOE 13:47:26.126 PHLX 448 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.21 (CboeTheo=3.24) ASK CBOE 13:47:26.126 IV=53.2% -4.1 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2170 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.21 (CboeTheo=3.24) ASK EDGX 13:47:26.126 IV=53.2% -4.1 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2170 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.09 (CboeTheo=3.12) MID EDGX 13:47:26.126 PHLX 448 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2476 BILI Oct23 17.0 Puts $3.21 (CboeTheo=3.24) ASK MIAX 13:47:26.126 IV=53.2% -4.1 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2176 BILI=13.88 Ref
- >>2476 BILI Sep23 17.0 Puts $3.09 (CboeTheo=3.12) MID MIAX 13:47:26.126 PHLX 448 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.20 (CboeTheo=3.24) MID PHLX 13:47:26.126 IV=52.0% -5.2 AMEX 479 x $3.10 - $3.30 x 66 BOX COB Vega=$2083 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.08 (CboeTheo=3.12) BID PHLX 13:47:26.126 EDGX 128 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.08 (CboeTheo=3.12) BID ISE 13:47:26.126 EDGX 128 x $2.98 - $3.20 x 62 BOX COB Vega=$0 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.20 (CboeTheo=3.24) BID ISE 13:47:26.126 IV=52.0% -5.2 BZX 183 x $3.15 - $3.30 x 66 BOX COB Vega=$2083 BILI=13.88 Ref
- >>2469 BILI Oct23 17.0 Puts $3.22 (CboeTheo=3.24) MID ISE 13:47:26.235 IV=54.8% -2.4 C2 1568 x $3.15 - $3.30 x 479 BXO COB Vega=$2292 BILI=13.88 Ref
- >>2469 BILI Sep23 17.0 Puts $3.10 (CboeTheo=3.12) MID ISE 13:47:26.235 ARCA 93 x $3.00 - $3.20 x 138 NOM COB Vega=$0 BILI=13.88 Ref
- >>4271 ALLT Dec23 4.0 Calls $0.10 (CboeTheo=0.11) MID ARCA 13:47:46.289 IV=91.3% -1.1 MPRL 0 x $0.00 - $0.20 x 453 PHLX SPREAD/FLOOR Vega=$1452 ALLT=2.31 Ref
- >>2860 ALLT Dec23 2.5 Calls $0.33 (CboeTheo=0.38) MID ARCA 13:47:46.289 IV=73.6% -11.7 ARCA 200 x $0.25 - $0.40 x 562 PHLX SPREAD/FLOOR Vega=$1370 ALLT=2.31 Ref
- SWEEP DETECTED:
>>2023 UGI Jan24 30.0 Calls $0.199 (CboeTheo=0.13) ASK [MULTI] 13:48:01.034 IV=28.7% +1.0 AMEX 245 x $0.05 - $0.20 x 277 ISE OPENING Vega=$5498 UGI=23.86 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1091 FYBR Oct23 15.0 Calls $1.30 (CboeTheo=1.24) ASK [MULTI] 13:50:42.735 IV=67.0% +3.7 C2 133 x $1.20 - $1.30 x 274 PHLX
Delta=55%, EST. IMPACT = 60k Shares ($906k) To Buy FYBR=14.99 Ref - >>2642 DVA Dec23 85.0 Puts $1.63 (CboeTheo=1.61) MID PHLX 13:50:48.389 IV=36.1% -1.1 BOX 52 x $1.55 - $1.70 x 5 ARCA COB/AUCTION Vega=$32k DVA=98.87 Ref
- SWEEP DETECTED:
>>2833 MRO Sep23 29th 27.0 Puts $0.50 (CboeTheo=0.49) ASK [MULTI] 13:53:11.772 IV=27.2% -0.8 C2 126 x $0.48 - $0.50 x 337 C2 ISO - OPENING Vega=$6147 MRO=27.18 Ref - >>117304 META Dec23 350 Calls $10.23 (CboeTheo=10.23) BID PHLX 13:58:54.880 IV=36.0% -0.3 BOX 62 x $10.20 - $10.30 x 59 BOX COB/AUCTION - OPENING Vega=$6.50m META=310.53 Ref
- >>119024 META Sep23 300 Calls $10.89 (CboeTheo=10.75) Above Ask! PHLX 13:58:54.880 IV=46.6% +11.6 EDGX 20 x $10.65 - $10.80 x 20 BOX COB/AUCTION - OPENING Vega=$327k META=310.53 Ref
- >>1000 SPXW Sep23 29th 3700 Puts $0.55 (CboeTheo=0.53) ASK CBOE 13:59:01.127 IV=38.5% +2.5 CBOE 915 x $0.50 - $0.55 x 36 CBOE Vega=$14k SPX=4511.76 Fwd
- SPLIT TICKET:
>>1036 SPXW Sep23 29th 3700 Puts $0.55 (CboeTheo=0.53) ASK [CBOE] 13:59:01.127 IV=38.5% +2.5 CBOE 915 x $0.50 - $0.55 x 36 CBOE Vega=$15k SPX=4511.76 Fwd - >>3000 MS Dec23 55.0 Puts $0.06 (CboeTheo=0.07) BID PHLX 14:00:04.973 IV=42.5% +0.4 BXO 12 x $0.06 - $0.07 x 491 C2 AUCTION - OPENING Vega=$3412 MS=88.61 Ref
- SPLIT TICKET:
>>1326 SPXW Sep23 26th 4515 Calls $29.20 (CboeTheo=28.48) Above Ask! [CBOE] 14:01:14.160 IV=9.9% +0.2 CBOE 7 x $28.40 - $28.70 x 13 CBOE LATE Vega=$432k SPX=4508.71 Fwd - >>8000 KVUE Nov23 22.5 Calls $0.65 (CboeTheo=0.66) MID BOX 14:01:57.623 IV=25.4% -1.6 CBOE 4252 x $0.60 - $0.70 x 1400 CBOE FLOOR Vega=$28k KVUE=21.64 Ref
- >>1363 VIX Oct23 18th 14.5 Puts $0.80 (CboeTheo=0.82) BID CBOE 14:02:19.837 IV=64.8% +0.3 CBOE 16k x $0.80 - $0.84 x 19k CBOE Vega=$2350 VIX=15.32 Fwd
- >>1013 VIX Oct23 18th 14.5 Puts $0.80 (CboeTheo=0.82) BID CBOE 14:02:19.837 IV=64.8% +0.3 CBOE 15k x $0.80 - $0.84 x 19k CBOE Vega=$1747 VIX=15.32 Fwd
- SPLIT TICKET:
>>4500 VIX Oct23 18th 14.5 Puts $0.80 (CboeTheo=0.82) BID [CBOE] 14:02:19.837 IV=64.8% +0.3 CBOE 16k x $0.80 - $0.84 x 19k CBOE Vega=$7759 VIX=15.32 Fwd - >>7250 CCJ Oct23 42.0 Calls $0.86 (CboeTheo=0.88) Below Bid! AMEX 14:02:28.155 IV=33.4% -0.0 MPRL 15 x $0.87 - $0.88 x 110 C2 FLOOR - OPENING 52WeekHigh Vega=$33k CCJ=39.67 Ref
- >>2000 AMZN Nov23 155 Calls $4.35 (CboeTheo=4.34) MID ARCA 14:05:17.777 IV=31.1% -0.4 MIAX 1128 x $4.30 - $4.40 x 685 MIAX CROSS 52WeekHigh Vega=$46k AMZN=145.22 Ref
- >>2174 UPS Sep23 180 Puts $20.00 (CboeTheo=19.91) ASK BOX 14:09:30.532 IV=110.5% +48.6 BXO 12 x $19.80 - $20.00 x 14 BXO SPREAD/FLOOR Vega=$1234 UPS=160.09 Ref
- >>2174 UPS Sep23 170 Puts $10.00 (CboeTheo=9.93) ASK BOX 14:09:30.532 IV=64.0% +20.7 CBOE 57 x $9.75 - $10.00 x 20 NOM SPREAD/FLOOR Vega=$1822 UPS=160.09 Ref
- >>3500 AAPL Sep23 185 Puts $9.40 (CboeTheo=9.45) BID BOX 14:10:28.493 EMLD 60 x $9.40 - $9.80 x 199 MIAX SPREAD/FLOOR Vega=$0 AAPL=175.56 Ref
- >>3500 AAPL Sep23 190 Puts $14.40 (CboeTheo=14.45) BID BOX 14:10:28.493 MIAX 111 x $14.35 - $14.95 x 307 PHLX SPREAD/FLOOR Vega=$0 AAPL=175.56 Ref
- >>2138 TGT Sep23 145 Puts $20.45 (CboeTheo=20.36) ASK BOX 14:14:16.606 IV=141.6% +64.1 BOX 36 x $20.25 - $20.45 x 10 AMEX SPREAD/FLOOR Vega=$931 TGT=124.64 Ref
- >>2138 TGT Sep23 130 Puts $5.45 (CboeTheo=5.37) ASK BOX 14:14:16.606 IV=50.6% +15.0 BXO 11 x $5.30 - $5.45 x 54 NOM SPREAD/FLOOR Vega=$1900 TGT=124.64 Ref
- >>2994 IGT Sep23 32.0 Calls $1.04 (CboeTheo=0.97) ASK PHLX 14:15:01.727 IV=61.8% +13.5 PHLX 429 x $0.89 - $1.09 x 92 PHLX SPREAD/CROSS/TIED Vega=$1508 IGT=32.91 Ref
- >>Market Color APPS - Bullish option flow detected in Digital Turbine (6.75 -0.19) with 5,676 calls trading (3x expected) and implied vol increasing over 2 points to 54.32%. . The Put/Call Ratio is 0.17. Earnings are expected on 11/09. (Autocolor (Trade Alert LLC)) [APPS 6.75 -0.19 Ref, IV=54.3% +2.1] #Bullish
- SWEEP DETECTED:
>>Bearish Delta Impact 3000 WW Jan24 10.0 Puts $1.50 (CboeTheo=1.45) ASK [MULTI] 14:15:09.002 IV=91.4% +3.3 PHLX 255 x $1.40 - $1.50 x 480 PHLX
Delta=-28%, EST. IMPACT = 85k Shares ($986k) To Sell WW=11.59 Ref - >>4001 BABA Sep23 120 Puts $31.80 (CboeTheo=31.75) ASK BOX 14:15:48.447 IV=246.6% +103.7 NOM 37 x $31.65 - $31.80 x 24 BOX SPREAD/FLOOR Vega=$651 BABA=88.25 Ref
- >>4001 BABA Sep23 100 Puts $11.80 (CboeTheo=11.76) ASK BOX 14:15:48.447 IV=115.2% +41.8 MPRL 28 x $11.70 - $11.80 x 36 BXO SPREAD/FLOOR Vega=$1137 BABA=88.25 Ref
- >>2451 BABA Sep23 110 Puts $21.80 (CboeTheo=21.76) ASK BOX 14:15:54.583 IV=185.7% +79.2 CBOE 86 x $21.65 - $21.80 x 41 MIAX SPREAD/FLOOR Vega=$491 BABA=88.25 Ref
- >>2451 BABA Sep23 105 Puts $16.80 (CboeTheo=16.76) ASK BOX 14:15:54.583 IV=151.9% +65.4 NOM 69 x $16.65 - $16.80 x 17 NOM SPREAD/FLOOR Vega=$569 BABA=88.25 Ref
- >>2500 PANW Sep23 225 Calls $21.65 (CboeTheo=21.66) ASK BOX 14:16:16.022 IV=68.3% +14.6 BXO 14 x $21.40 - $21.75 x 5 GEMX SPREAD/FLOOR Vega=$643 PANW=246.57 Ref
- >>2500 PANW Sep23 225 Puts $0.03 (CboeTheo=0.02) ASK BOX 14:16:16.022 IV=71.9% +18.3 MPRL 12 x $0.02 - $0.03 x 38 GEMX SPREAD/FLOOR Vega=$867 PANW=246.57 Ref
- >>2500 PANW Oct23 240 Calls $12.50 (CboeTheo=12.43) ASK BOX 14:16:16.022 IV=26.0% -0.7 MPRL 4 x $12.35 - $12.50 x 18 NOM SPREAD/FLOOR - OPENING Vega=$70k PANW=246.57 Ref
- >>2500 PANW Oct23 240 Puts $4.65 (CboeTheo=4.57) ASK BOX 14:16:16.022 IV=26.1% -0.8 MRX 51 x $4.50 - $4.65 x 37 MPRL SPREAD/FLOOR - OPENING Vega=$71k PANW=246.57 Ref
- >>3135 SQ Sep23 70.0 Puts $16.25 (CboeTheo=16.33) BID BOX 14:16:55.871 PHLX 40 x $16.25 - $16.40 x 41 PHLX SPREAD/FLOOR Vega=$0 SQ=53.67 Ref
- >>3135 SQ Sep23 65.0 Puts $11.25 (CboeTheo=11.33) BID BOX 14:16:55.871 CBOE 109 x $11.25 - $11.40 x 68 BOX SPREAD/FLOOR Vega=$0 SQ=53.67 Ref
- >>1760 VIX Oct23 18th 15.0 Puts $1.15 (CboeTheo=1.14) ASK CBOE 14:17:10.389 IV=70.8% +2.0 CBOE 1848 x $1.12 - $1.15 x 8160 CBOE LATE Vega=$3189 VIX=15.30 Fwd
- >>1404 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.389 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$524 VIX=15.30 Fwd
- >>2340 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.389 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$873 VIX=15.30 Fwd
- >>1170 VIX Oct23 18th 20.0 Calls $0.62 (CboeTheo=0.63) BID CBOE 14:17:10.389 IV=105.0% +3.1 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$1725 VIX=15.30 Fwd
- >>4000 VIX Oct23 18th 20.0 Calls $0.62 (CboeTheo=0.63) BID CBOE 14:17:10.389 IV=105.0% +3.1 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$5896 VIX=15.30 Fwd
- >>1170 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.390 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$437 VIX=15.30 Fwd
- >>1170 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.390 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$437 VIX=15.30 Fwd
- >>4680 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.391 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$1747 VIX=15.30 Fwd
- >>1030 VIX Oct23 18th 15.0 Calls $1.45 (CboeTheo=1.44) MID CBOE 14:17:10.391 IV=70.9% +0.9 CBOE 4010 x $1.43 - $1.48 x 21k CBOE LATE Vega=$1866 VIX=15.30 Fwd
- >>2340 VIX Oct23 18th 20.0 Calls $0.62 (CboeTheo=0.63) BID CBOE 14:17:10.391 IV=105.0% +3.1 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$3449 VIX=15.30 Fwd
- >>1030 VIX Oct23 18th 15.0 Puts $1.15 (CboeTheo=1.14) ASK CBOE 14:17:10.391 IV=70.8% +2.0 CBOE 1848 x $1.12 - $1.15 x 8160 CBOE LATE Vega=$1866 VIX=15.30 Fwd
- >>1716 VIX Oct23 18th 15.0 Calls $1.45 (CboeTheo=1.44) MID CBOE 14:17:10.481 IV=70.9% +0.9 CBOE 4010 x $1.43 - $1.48 x 21k CBOE LATE Vega=$3109 VIX=15.30 Fwd
- >>7800 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:17:10.481 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$2911 VIX=15.30 Fwd
- >>1170 VIX Oct23 18th 20.0 Calls $0.63 (CboeTheo=0.63) MID CBOE 14:17:10.627 IV=105.7% +3.8 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$1732 VIX=15.30 Fwd
- >>4000 VIX Oct23 18th 20.0 Calls $0.63 (CboeTheo=0.63) MID CBOE 14:17:10.627 IV=105.7% +3.8 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$5922 VIX=15.30 Fwd
- >>2340 VIX Oct23 18th 20.0 Calls $0.63 (CboeTheo=0.63) MID CBOE 14:17:10.629 IV=105.7% +3.8 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$3464 VIX=15.30 Fwd
- SPLIT TICKET:
>>4400 VIX Oct23 18th 15.0 Puts $1.15 (CboeTheo=1.14) ASK [CBOE] 14:17:10.389 IV=70.8% +2.0 CBOE 1848 x $1.12 - $1.15 x 8160 CBOE LATE Vega=$7972 VIX=15.30 Fwd - SPLIT TICKET:
>>4400 VIX Oct23 18th 15.0 Calls $1.45 (CboeTheo=1.44) MID [CBOE] 14:17:10.389 IV=70.9% +0.9 CBOE 4010 x $1.43 - $1.48 x 21k CBOE LATE Vega=$7972 VIX=15.30 Fwd - SPLIT TICKET:
>>20000 VIX Oct23 18th 47.5 Calls $0.10 (CboeTheo=0.08) ASK [CBOE] 14:17:10.389 IV=180.3% +8.3 CBOE 23k x $0.06 - $0.10 x 29k CBOE LATE Vega=$7464 VIX=15.30 Fwd - SPLIT TICKET:
>>20000 VIX Oct23 18th 20.0 Calls $0.625 (CboeTheo=0.63) MID [CBOE] 14:17:10.389 IV=105.0% +3.1 CBOE 21 x $0.62 - $0.64 x 29k CBOE LATE Vega=$29k VIX=15.30 Fwd - SWEEP DETECTED:
>>2517 AGNC Jan24 11.0 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 14:17:11.118 IV=19.2% -0.5 C2 49 x $0.09 - $0.10 x 152 C2 Vega=$3806 AGNC=10.10 Ref - >>33300 PBR Sep23 29th 14.0 Calls $1.44 (CboeTheo=1.43) ASK AMEX 14:17:53.293 IV=38.4% +4.5 BXO 27 x $1.42 - $1.44 x 134 ARCA CROSS Vega=$19k PBR=15.35 Ref
- >>1000 VIX Oct23 18th 14.0 Puts $0.55 (CboeTheo=0.56) MID CBOE 14:17:58.398 IV=61.3% +0.9 CBOE 1081 x $0.53 - $0.56 x 1 CBOE Vega=$1570 VIX=15.32 Fwd
- >>3413 VIX Oct23 18th 24.0 Calls $0.37 (CboeTheo=0.38) BID CBOE 14:18:01.582 IV=120.6% +0.1 CBOE 18k x $0.37 - $0.40 x 18k CBOE Vega=$3708 VIX=15.32 Fwd
- >>2236 VIX Oct23 18th 24.0 Calls $0.37 (CboeTheo=0.38) BID CBOE 14:18:01.582 IV=120.6% +0.1 CBOE 18k x $0.37 - $0.40 x 18k CBOE Vega=$2429 VIX=15.32 Fwd
- >>1607 VIX Oct23 18th 24.0 Calls $0.37 (CboeTheo=0.38) BID CBOE 14:18:01.582 IV=120.6% +0.1 CBOE 16k x $0.37 - $0.40 x 18k CBOE Vega=$1746 VIX=15.32 Fwd
- >>1142 VIX Oct23 18th 24.0 Calls $0.37 (CboeTheo=0.38) BID CBOE 14:18:01.582 IV=120.6% +0.1 CBOE 15k x $0.37 - $0.40 x 18k CBOE Vega=$1241 VIX=15.32 Fwd
- SPLIT TICKET:
>>10000 VIX Oct23 18th 24.0 Calls $0.37 (CboeTheo=0.38) BID [CBOE] 14:18:01.582 IV=120.6% +0.1 CBOE 18k x $0.37 - $0.40 x 18k CBOE Vega=$11k VIX=15.32 Fwd - >>2013 PYPL Jan24 160 Puts $95.84 (CboeTheo=95.86) ASK CBOE 14:19:16.720 EDGX 2 x $95.75 - $95.90 x 32 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PYPL=64.14 Ref
- >>7000 WFC Jan24 55.0 Puts $11.86 (CboeTheo=11.88) BID CBOE 14:20:19.791 BOX 13 x $11.80 - $11.95 x 28 BXO SPREAD/LEGGED/FLOOR Vega=$0 WFC=43.12 Ref
- >>7000 WFC Jan24 70.0 Puts $26.86 (CboeTheo=26.88) BID CBOE 14:20:19.931 EDGX 5 x $26.80 - $26.95 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WFC=43.12 Ref
- >>5500 JNJ Sep23 195 Puts $30.55 (CboeTheo=30.61) MID CBOE 14:20:34.048 EDGX 5 x $30.45 - $30.65 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=164.40 Ref
- >>6000 JNJ Sep23 210 Puts $45.55 (CboeTheo=45.61) MID CBOE 14:20:34.129 BOX 18 x $45.45 - $45.65 x 25 BXO SPREAD/LEGGED/FLOOR Vega=$0 JNJ=164.40 Ref
- SWEEP DETECTED:
>>2186 GPS Sep23 11.0 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 14:21:07.307 IV=40.5% -2.8 EMLD 1292 x $0.10 - $0.12 x 104 EMLD Vega=$524 GPS=11.01 Ref - SPLIT TICKET:
>>1312 VIX Oct23 18th 17.0 Calls $0.98 (CboeTheo=0.99) BID [CBOE] 14:21:09.208 IV=86.6% -0.8 CBOE 550 x $0.98 - $1.01 x 29k CBOE Vega=$2349 VIX=15.32 Fwd - >>4334 LMT Sep23 450 Puts $25.17 (CboeTheo=25.56) ASK CBOE 14:21:19.809 BOX 17 x $24.30 - $25.90 x 5 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 LMT=424.49 Ref
- >>2000 USB Oct23 40.0 Calls $0.15 (CboeTheo=0.13) ASK BOX 14:22:58.598 IV=30.3% +0.2 C2 1600 x $0.10 - $0.15 x 102 AMEX CROSS Vega=$3951 USB=35.49 Ref
- >>5000 C Jan24 45.0 Puts $3.39 (CboeTheo=3.35) ASK AMEX 14:23:09.271 IV=24.7% +0.3 PHLX 725 x $3.30 - $3.40 x 130 EDGX SPREAD/FLOOR Vega=$48k C=43.25 Ref
- >>5000 C Jan24 45.0 Calls $1.87 (CboeTheo=1.89) Below Bid! AMEX 14:23:09.273 IV=24.2% -0.3 C2 262 x $1.88 - $1.90 x 197 C2 SPREAD/FLOOR Vega=$50k C=43.24 Ref
- >>5000 C Jan25 45.0 Puts $5.75 (CboeTheo=5.74) ASK AMEX 14:23:09.276 IV=26.7% -0.2 CBOE 474 x $5.65 - $5.80 x 342 EDGX SPREAD/FLOOR Vega=$94k C=43.24 Ref
- >>5000 C Jan25 45.0 Calls $4.70 (CboeTheo=4.67) ASK AMEX 14:23:09.278 IV=26.8% -0.1 C2 19 x $4.65 - $4.70 x 6 EDGX SPREAD/FLOOR Vega=$94k C=43.24 Ref
- >>2502 PYPL Sep23 72.5 Puts $8.40 (CboeTheo=8.35) ASK BOX 14:23:21.738 IV=122.4% +49.2 NOM 32 x $8.30 - $8.40 x 26 BOX SPREAD/FLOOR Vega=$695 PYPL=64.16 Ref
- >>2502 PYPL Sep23 70.0 Puts $5.90 (CboeTheo=5.86) ASK BOX 14:23:21.738 IV=93.1% +27.9 CBOE 95 x $5.80 - $5.90 x 61 PHLX SPREAD/FLOOR Vega=$841 PYPL=64.16 Ref
- SWEEP DETECTED:
>>2000 JNJ Sep23 22nd 160 Puts $0.22 (CboeTheo=0.20) ASK [MULTI] 14:23:20.665 IV=15.9% -0.2 CBOE 937 x $0.18 - $0.22 x 452 GEMX ISO Vega=$9930 JNJ=164.38 Ref - >>3482 JD Sep23 37.5 Puts $5.75 (CboeTheo=5.75) MID CBOE 14:24:09.047 IV=127.8% +37.0 BZX 81 x $5.70 - $5.80 x 57 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$145 JD=31.75 Ref
- >>5258 RTX Sep23 85.0 Puts $10.62 (CboeTheo=10.63) MID CBOE 14:25:41.083 BOX 9 x $10.55 - $10.70 x 19 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=74.38 Ref
- >>15000 KVUE Sep23 30.0 Puts $8.26 (CboeTheo=8.28) BID CBOE 14:26:25.940 PHLX 937 x $8.20 - $8.40 x 1203 PHLX SPREAD/LEGGED/FLOOR Vega=$0 KVUE=21.73 Ref
- >>3000 KVUE Nov23 30.0 Puts $8.30 (CboeTheo=8.28) MID CBOE 14:26:26.087 IV=49.6% +13.7 EDGX 63 x $8.20 - $8.40 x 68 EDGX SPREAD/LEGGED/FLOOR Vega=$2459 KVUE=21.73 Ref
- >>12100 KVUE Sep23 25.0 Puts $3.25 (CboeTheo=3.28) BID CBOE 14:26:26.087 PHLX 949 x $3.20 - $3.40 x 971 PHLX SPREAD/LEGGED/FLOOR Vega=$0 KVUE=21.73 Ref
- >>4392 BABA Sep23 120 Puts $31.72 (CboeTheo=31.70) MID CBOE 14:26:53.288 IV=224.8% +81.9 BZX 40 x $31.65 - $31.80 x 46 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$381 BABA=88.30 Ref
- >>2958 BABA Sep23 110 Puts $21.72 (CboeTheo=21.71) MID CBOE 14:26:53.368 IV=168.0% +61.5 CBOE 70 x $21.65 - $21.80 x 138 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$320 BABA=88.30 Ref
- >>2950 BABA Sep23 105 Puts $16.72 (CboeTheo=16.71) MID CBOE 14:26:53.368 IV=136.7% +50.2 CBOE 62 x $16.65 - $16.80 x 78 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$375 BABA=88.30 Ref
- >>2200 ZM Jan24 130 Puts $58.89 (CboeTheo=58.95) ASK CBOE 14:27:05.022 BZX 74 x $58.75 - $59.00 x 5 EDGX SPREAD/LEGGED/FLOOR Vega=$0 ZM=71.05 Ref
- >>2200 ZM Jan24 150 Puts $78.89 (CboeTheo=78.95) BID CBOE 14:27:05.081 EDGX 4 x $78.80 - $79.00 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=71.05 Ref
- >>12000 SIRI Sep24 7.0 Puts $3.05 (CboeTheo=2.94) ASK BOX 14:27:19.527 IV=55.7% +5.4 PHLX 986 x $2.67 - $3.15 x 15 CBOE CROSS - OPENING Vega=$15k SIRI=4.29 Ref
- >>6360 TSEM Oct23 37.0 Puts $8.92 (CboeTheo=8.96) BID CBOE 14:28:18.578 NOM 66 x $8.80 - $9.10 x 58 BOX SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.05 Ref
- >>2457 TSEM Jan24 45.0 Puts $16.97 (CboeTheo=16.95) ASK CBOE 14:28:18.655 IV=53.2% +12.4 BOX 68 x $16.80 - $17.10 x 25 BOX SPREAD/LEGGED/FLOOR Vega=$2492 TSEM=28.05 Ref
- >>3243 TSEM Oct23 43.0 Puts $14.88 (CboeTheo=14.96) ASK CBOE 14:28:18.655 PHLX 220 x $14.60 - $15.10 x 58 BOX SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.05 Ref
- >>4500 AAPL Sep23 200 Puts $24.63 (CboeTheo=24.64) MID CBOE 14:28:33.951 AMEX 10 x $24.60 - $24.65 x 3 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 AAPL=175.37 Ref
- >>6000 AAPL Sep23 195 Puts $19.74 (CboeTheo=19.64) BID CBOE 14:28:34.010 IV=104.6% +51.7 MIAX 41 x $19.60 - $20.25 x 321 PHLX SPREAD/LEGGED/FLOOR Vega=$4192 AAPL=175.37 Ref
- >>2474 NKE Sep23 110 Puts $12.63 (CboeTheo=12.60) MID CBOE 14:29:11.278 IV=108.2% +41.8 BOX 32 x $12.55 - $12.70 x 23 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$648 NKE=97.41 Ref
- SWEEP DETECTED:
>>2397 AGNC Oct23 13th 10.5 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 14:29:35.499 IV=18.0% +0.4 CBOE 1796 x $0.02 - $0.05 x 192 C2 OPENING Vega=$1841 AGNC=10.10 Ref - SWEEP DETECTED:
>>3000 PFE Oct23 6th 35.0 Calls $0.38 (CboeTheo=0.37) ASK [MULTI] 14:29:37.947 IV=19.2% -0.5 BXO 56 x $0.36 - $0.38 x 824 AMEX OPENING Vega=$9460 PFE=34.23 Ref - >>6783 NEE Sep23 72.5 Puts $3.30 (CboeTheo=3.32) MID CBOE 14:29:41.757 IV=39.9% -1.2 BZX 64 x $3.20 - $3.40 x 64 NOM SPREAD/LEGGED/FLOOR Vega=$983 NEE=69.20 Ref
- >>5103 NEE Sep23 75.0 Puts $5.80 (CboeTheo=5.82) MID CBOE 14:29:41.820 IV=63.9% +3.4 NOM 55 x $5.70 - $5.90 x 63 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$503 NEE=69.20 Ref
- >>3000 AAPL Sep24 205 Calls $9.00 (CboeTheo=8.96) ASK PHLX 14:29:56.017 IV=22.6% -0.1 C2 252 x $8.90 - $9.00 x 139 BXO SPREAD/FLOOR Vega=$201k AAPL=175.38 Ref
- >>3000 AAPL Sep24 205 Puts $31.10 (CboeTheo=31.35) ASK PHLX 14:29:56.017 IV=22.0% -0.7 PHLX 653 x $30.10 - $32.00 x 671 PHLX SPREAD/FLOOR Vega=$139k AAPL=175.38 Ref
- >>5477 BAC Jan24 38.0 Puts $8.75 (CboeTheo=8.77) MID CBOE 14:30:37.722 PHLX 390 x $8.70 - $8.80 x 34 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BAC=29.23 Ref
- >>3285 BAC Sep23 35.0 Puts $5.73 (CboeTheo=5.77) BID CBOE 14:30:37.795 CBOE 300 x $5.70 - $5.80 x 69 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BAC=29.23 Ref
- >>3285 BAC Sep23 32.0 Puts $2.77 (CboeTheo=2.77) MID CBOE 14:30:37.795 IV=76.0% +16.2 BXO 20 x $2.75 - $2.79 x 32 BXO SPREAD/LEGGED/FLOOR Vega=$197 BAC=29.23 Ref
- >>20000 NKLA Sep23 22nd 2.5 Puts $1.38 (CboeTheo=1.37) MID AMEX 14:30:46.893 IV=339.7% +128.4 PHLX 139 x $1.35 - $1.41 x 179 CBOE SPREAD/FLOOR - OPENING Vega=$582 NKLA=1.15 Ref
- >>40000 NKLA Sep23 2.5 Puts $1.36 (CboeTheo=1.36) BID AMEX 14:30:46.893 IV=678.9% +139.0 BXO 5 x $1.35 - $1.40 x 15 NOM SPREAD/FLOOR Vega=$152 NKLA=1.15 Ref
- >>20000 NKLA Sep23 22nd 2.5 Puts $1.39 (CboeTheo=1.37) ASK AMEX 14:30:46.894 IV=370.9% +159.6 PHLX 139 x $1.35 - $1.41 x 179 CBOE SPREAD/FLOOR - OPENING Vega=$702 NKLA=1.15 Ref
- >>9916 PFE Sep23 37.5 Puts $3.25 (CboeTheo=3.27) MID CBOE 14:30:54.843 BXO 28 x $3.20 - $3.30 x 24 BOX SPREAD/LEGGED/FLOOR Vega=$0 PFE=34.23 Ref
- >>9581 PFE Sep23 40.0 Puts $5.75 (CboeTheo=5.77) MID CBOE 14:30:54.943 BXO 131 x $5.70 - $5.80 x 28 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PFE=34.23 Ref
- >>2400 ZM Sep23 29th 80.0 Calls $0.20 (CboeTheo=0.21) BID CBOE 14:32:14.187 IV=38.9% -0.3 ARCA 8 x $0.20 - $0.21 x 13 BXO SPREAD/LEGGED/FLOOR Vega=$5351 ZM=71.22 Ref
- >>2085 UPS Oct23 180 Puts $19.90 (CboeTheo=19.85) ASK CBOE 14:32:15.803 IV=25.1% +4.8 BXO 13 x $19.75 - $20.00 x 40 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$8942 UPS=160.15 Ref
- >>3421 UPS Sep23 180 Puts $19.87 (CboeTheo=19.85) MID CBOE 14:32:15.866 IV=94.2% +32.3 BXO 12 x $19.75 - $20.00 x 53 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$851 UPS=160.15 Ref
- >>2000 SGEN Jun24 135 Puts $3.75 (CboeTheo=3.46) ASK ARCA 14:34:49.859 IV=43.6% +3.7 ARCA 125 x $3.00 - $3.90 x 1 EDGX CROSS Vega=$58k SGEN=206.75 Ref
- >>3446 SQ Sep23 70.0 Puts $16.30 (CboeTheo=16.30) MID CBOE 14:35:09.452 BXO 59 x $16.25 - $16.35 x 32 MPRL SPREAD/LEGGED/FLOOR Vega=$0 SQ=53.70 Ref
- >>2011 SQ Sep23 67.5 Puts $13.80 (CboeTheo=13.81) MID CBOE 14:35:09.452 BXO 54 x $13.75 - $13.85 x 29 MPRL SPREAD/LEGGED/FLOOR Vega=$0 SQ=53.70 Ref
- >>3018 SQ Sep23 65.0 Puts $11.34 (CboeTheo=11.31) ASK CBOE 14:35:09.519 IV=173.7% +74.8 BXO 100 x $11.25 - $11.35 x 82 PHLX SPREAD/LEGGED/FLOOR Vega=$483 SQ=53.70 Ref
- >>2210 SQ Sep23 62.5 Puts $8.80 (CboeTheo=8.81) MID CBOE 14:35:09.519 EDGX 62 x $8.75 - $8.85 x 30 PHLX SPREAD/LEGGED/FLOOR Vega=$0 SQ=53.70 Ref
- >>4998 BCLI Oct23 1.0 Puts $0.35 (CboeTheo=0.34) ASK AMEX 14:35:20.119 IV=281.7% +16.1 ARCA 106 x $0.30 - $0.35 x 880 PHLX FLOOR - OPENING SSR 52WeekLow Vega=$556 BCLI=1.12 Ref
- >>3985 ORCL Sep23 124 Puts $9.37 (CboeTheo=9.39) MID CBOE 14:36:08.683 PHLX 98 x $9.30 - $9.45 x 47 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ORCL=114.62 Ref
- >>2280 F Sep23 13.0 Calls $0.05 (CboeTheo=0.05) ASK EMLD 14:36:12.047 IV=69.7% +11.3 C2 3848 x $0.04 - $0.05 x 4088 EMLD Vega=$430 F=12.57 Ref
- SWEEP DETECTED:
>>8440 F Sep23 13.0 Calls $0.05 (CboeTheo=0.05) ASK [MULTI] 14:36:12.046 IV=69.7% +11.3 C2 3848 x $0.04 - $0.05 x 5945 EMLD Vega=$1593 F=12.57 Ref - >>18000 VALE Jan24 17.0 Calls $0.36 (CboeTheo=0.37) BID AMEX 14:36:23.425 IV=32.2% -0.9 BZX 14 x $0.36 - $0.38 x 366 BZX SPREAD/CROSS Vega=$48k VALE=14.45 Ref
- >>18000 VALE Jan24 17.0 Puts $2.78 (CboeTheo=2.76) ASK AMEX 14:36:23.425 IV=33.4% +0.3 ARCA 1519 x $2.74 - $2.80 x 21 BZX SPREAD/CROSS Vega=$45k VALE=14.45 Ref
- >>3000 JNJ Oct23 160 Puts $1.38 (CboeTheo=1.37) ASK PHLX 14:36:36.092 IV=16.5% -0.3 EMLD 155 x $1.35 - $1.39 x 4 NOM SPREAD/CROSS/TIED Vega=$51k JNJ=164.38 Ref
- TRADE CXLD:
>>119024 META Sep23 300 Calls $10.89 (CboeTheo=10.75) Above Ask! PHLX 13:58:54.880 IV=46.6% +11.6 EDGX 20 x $10.65 - $10.80 x 20 BOX COB/AUCTION - OPENING Vega=$327k META=310.53 Ref - SWEEP DETECTED:
>>2500 SOFI Oct23 8.0 Puts $0.18 (CboeTheo=0.17) ASK [MULTI] 14:39:19.803 IV=55.3% +2.9 C2 1041 x $0.17 - $0.18 x 3656 C2 Vega=$1958 SOFI=9.14 Ref - SPLIT TICKET:
>>1245 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) BID [CBOE] 14:40:17.755 IV=229.6% +29.5 CBOE 250 x $0.02 - $0.03 x 14k CBOE Vega=$85 VIX=13.43 Fwd - >>24000 TSLA Oct23 225 Calls $54.35 (CboeTheo=54.79) Below Bid! ARCA 14:40:55.113 IV=53.5% -3.3 EDGX 211 x $54.45 - $54.95 x 176 EDGX SPREAD/FLOOR Vega=$347k TSLA=275.96 Ref
- >>24000 TSLA Nov23 270 Calls $27.30 (CboeTheo=27.42) BID ARCA 14:40:55.113 IV=50.2% -0.5 EDGX 239 x $27.30 - $27.45 x 3 BOX SPREAD/FLOOR - OPENING Vega=$1.07m TSLA=275.96 Ref
- >>2062 PLUG Sep23 15.0 Puts $6.20 (CboeTheo=6.21) BID CBOE 14:43:35.736 NOM 1 x $6.20 - $6.25 x 133 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.79 Ref
- >>4548 PLUG Jan24 35.0 Puts $26.20 (CboeTheo=26.20) MID CBOE 14:43:35.801 BXO 12 x $26.15 - $26.25 x 12 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PLUG=8.79 Ref
- >>4364 PLUG Sep23 12.5 Puts $3.70 (CboeTheo=3.71) MID CBOE 14:43:35.801 PHLX 237 x $3.65 - $3.75 x 68 NOM SPREAD/LEGGED/FLOOR Vega=$0 PLUG=8.79 Ref
- SWEEP DETECTED:
>>2000 ORCL Sep23 112 Puts $0.10 (CboeTheo=0.11) BID [MULTI] 14:43:39.368 IV=34.6% +4.4 BXO 192 x $0.10 - $0.11 x 209 C2 Vega=$2202 ORCL=114.71 Ref - >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 14:43:45.913 IV=229.7% +29.6 CBOE 3430 x $0.01 - $0.03 x 12k CBOE Vega=$68 VIX=13.43 Fwd
- >>2000 MGM Sep23 22nd 40.0 Puts $0.23 (CboeTheo=0.23) ASK AMEX 14:43:48.462 IV=34.1% +2.2 BXO 2 x $0.22 - $0.23 x 49 NOM SPREAD/FLOOR Vega=$3429 MGM=41.72 Ref
- >>6429 TSLA Sep23 22nd 282.5 Calls $4.55 (CboeTheo=4.52) ASK BOX 14:44:15.084 IV=43.4% -2.4 ARCA 30 x $4.50 - $4.55 x 711 EDGX SPREAD/FLOOR - OPENING Vega=$101k TSLA=276.08 Ref
- >>6429 TSLA Sep23 255 Calls $21.10 (CboeTheo=21.17) BID BOX 14:44:15.084 BOX 48 x $21.05 - $21.25 x 49 BOX SPREAD/FLOOR Vega=$0 TSLA=276.08 Ref
- TRADE CXLD:
>>117304 META Dec23 350 Calls $10.23 (CboeTheo=10.23) BID PHLX 13:58:54.880 IV=36.0% -0.3 BOX 62 x $10.20 - $10.30 x 59 BOX COB/AUCTION - OPENING Vega=$6.50m META=310.53 Ref - >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 14:44:33.019 IV=229.7% +29.6 CBOE 801 x $0.01 - $0.03 x 16k CBOE Vega=$68 VIX=13.43 Fwd
- >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 14:45:18.571 IV=229.7% +29.6 CBOE 1051 x $0.01 - $0.03 x 12k CBOE AUCTION Vega=$68 VIX=13.43 Fwd
- >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 14:45:18.571 IV=229.7% +29.6 CBOE 1051 x $0.01 - $0.03 x 12k CBOE AUCTION Vega=$68 VIX=13.43 Fwd
- SPLIT TICKET:
>>2000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID [CBOE] 14:45:18.571 IV=229.7% +29.6 CBOE 1051 x $0.01 - $0.03 x 12k CBOE AUCTION Vega=$136 VIX=13.43 Fwd - >>2200 MPW Oct23 10.0 Puts $3.40 (CboeTheo=3.38) ASK PHLX 14:46:27.684 IV=82.2% +10.0 BOX 14 x $3.35 - $3.40 x 13 BOX FLOOR Vega=$550 MPW=6.62 Ref
- >>1000 VIX Dec23 20th 20.0 Calls $1.67 (CboeTheo=1.67) MID CBOE 14:46:58.251 IV=81.9% +1.7 CBOE 5 x $1.65 - $1.69 x 23k CBOE LATE Vega=$3312 VIX=16.73 Fwd
- >>1690 VIX Dec23 20th 17.0 Calls $2.27 (CboeTheo=2.29) Below Bid! CBOE 14:46:58.252 IV=70.8% +1.0 CBOE 1 x $2.28 - $2.31 x 3838 CBOE LATE Vega=$5667 VIX=16.73 Fwd
- >>1500 VIX Dec23 20th 20.0 Calls $1.67 (CboeTheo=1.67) MID CBOE 14:46:58.252 IV=81.9% +1.7 CBOE 5 x $1.65 - $1.69 x 23k CBOE LATE Vega=$4968 VIX=16.73 Fwd
- >>2500 VIX Dec23 20th 20.0 Calls $1.67 (CboeTheo=1.67) MID CBOE 14:46:58.316 IV=81.9% +1.7 CBOE 5 x $1.65 - $1.69 x 23k CBOE LATE Vega=$8281 VIX=16.73 Fwd
- >>1025 VIX Dec23 20th 17.0 Puts $2.55 (CboeTheo=2.56) MID CBOE 14:46:58.316 IV=71.1% +1.3 CBOE 25k x $2.52 - $2.58 x 19k CBOE LATE Vega=$3437 VIX=16.73 Fwd
- >>4100 VIX Dec23 20th 17.0 Puts $2.55 (CboeTheo=2.56) MID CBOE 14:46:58.444 IV=71.1% +1.3 CBOE 25k x $2.52 - $2.58 x 19k CBOE LATE Vega=$14k VIX=16.73 Fwd
- >>10000 VIX Dec23 20th 20.0 Calls $1.67 (CboeTheo=1.67) MID CBOE 14:46:58.444 IV=81.9% +1.7 CBOE 5 x $1.65 - $1.69 x 23k CBOE LATE Vega=$33k VIX=16.73 Fwd
- >>3640 VIX Dec23 20th 17.0 Calls $2.28 (CboeTheo=2.29) BID CBOE 14:46:58.717 IV=71.1% +1.3 CBOE 1 x $2.28 - $2.31 x 3838 CBOE LATE Vega=$12k VIX=16.73 Fwd
- >>1540 VIX Dec23 20th 17.0 Calls $2.28 (CboeTheo=2.29) BID CBOE 14:46:58.717 IV=71.1% +1.3 CBOE 1 x $2.28 - $2.31 x 3838 CBOE LATE Vega=$5163 VIX=16.73 Fwd
- SPLIT TICKET:
>>7995 VIX Dec23 20th 17.0 Puts $2.55 (CboeTheo=2.56) MID [CBOE] 14:46:58.047 IV=71.1% +1.3 CBOE 24k x $2.52 - $2.58 x 13k CBOE LATE Vega=$27k VIX=16.73 Fwd - SPLIT TICKET:
>>19500 VIX Dec23 20th 20.0 Calls $1.67 (CboeTheo=1.67) MID [CBOE] 14:46:58.047 IV=81.9% +1.7 CBOE 5 x $1.65 - $1.69 x 22k CBOE LATE Vega=$65k VIX=16.73 Fwd - SPLIT TICKET:
>>10250 VIX Dec23 20th 17.0 Calls $2.277 (CboeTheo=2.29) Below Bid! [CBOE] 14:46:58.250 IV=70.8% +1.0 CBOE 1 x $2.28 - $2.31 x 3838 CBOE LATE Vega=$34k VIX=16.73 Fwd - >>5025 NKLA Sep23 22nd 1.0 Calls $0.26 (CboeTheo=0.26) ASK BOX 14:47:28.992 IV=277.2% +65.9 MIAX 6 x $0.25 - $0.26 x 49 ARCA SPREAD/FLOOR Vega=$295 NKLA=1.16 Ref
- >>5025 NKLA Sep23 1.0 Calls $0.19 (CboeTheo=0.18) MID BOX 14:47:28.992 IV=404.3% +193.0 ARCA 8 x $0.18 - $0.20 x 166 C2 SPREAD/FLOOR Vega=$93 NKLA=1.16 Ref
- >>1635 VIX Sep23 20th 20.0 Calls $0.03 (CboeTheo=0.02) MID CBOE 14:47:57.505 IV=160.7% +24.8 CBOE 21k x $0.01 - $0.04 x 22k CBOE FLOOR Vega=$194 VIX=13.43 Fwd
- >>3000 VIX Sep23 20th 20.0 Calls $0.03 (CboeTheo=0.02) MID CBOE 14:48:30.318 IV=160.7% +24.8 CBOE 21k x $0.01 - $0.04 x 23k CBOE AUCTION Vega=$356 VIX=13.43 Fwd
- >>2000 OXY Oct23 6th 68.0 Calls $1.29 (CboeTheo=1.29) MID ARCA 14:48:42.588 IV=22.5% -0.9 EMLD 227 x $1.28 - $1.31 x 327 C2 CROSS - OPENING Vega=$13k OXY=67.36 Ref
- >>1000 VIX Sep23 20th 20.0 Calls $0.03 (CboeTheo=0.02) MID CBOE 14:49:48.978 IV=160.7% +24.8 CBOE 22k x $0.01 - $0.04 x 24k CBOE FLOOR Vega=$119 VIX=13.43 Fwd
- SPLIT TICKET:
>>1500 VIX Sep23 20th 20.0 Calls $0.03 (CboeTheo=0.02) MID [CBOE] 14:49:48.978 IV=160.7% +24.8 CBOE 22k x $0.01 - $0.04 x 24k CBOE FLOOR Vega=$178 VIX=13.43 Fwd - SWEEP DETECTED:
>>2000 INTC Sep23 22nd 40.0 Calls $0.343 (CboeTheo=0.33) MID [MULTI] 14:51:19.413 IV=34.7% -1.6 C2 765 x $0.33 - $0.34 x 36 MPRL Vega=$3907 INTC=38.73 Ref - >>2000 PBR Oct23 17.0 Calls $0.14 (CboeTheo=0.14) BID ARCA 14:51:54.086 IV=31.4% -1.8 ARCA 18 x $0.14 - $0.15 x 1553 ARCA SPREAD/CROSS Vega=$2560 PBR=15.37 Ref
- >>2000 PBR Oct23 14.0 Puts $0.19 (CboeTheo=0.18) ASK ARCA 14:51:54.086 IV=37.1% +1.8 ARCA 568 x $0.18 - $0.19 x 112 GEMX SPREAD/CROSS Vega=$2599 PBR=15.37 Ref
- >>5430 DVN Nov23 52.5 Calls $1.99 (CboeTheo=2.03) BID CBOE 14:52:03.595 IV=30.4% -0.8 BOX 4 x $1.97 - $2.05 x 50 BXO COB/AUCTION - OPENING Vega=$46k DVN=50.61 Ref
- >>5430 DVN Nov23 45.0 Puts $0.71 (CboeTheo=0.70) MID CBOE 14:52:03.595 IV=34.4% -0.4 BOX 39 x $0.69 - $0.73 x 210 C2 COB/AUCTION Vega=$30k DVN=50.61 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 606 BCLI Oct23 1.0 Puts $0.35 (CboeTheo=0.35) ASK [MULTI] 14:53:10.319 IV=273.8% +8.2 ARCA 104 x $0.30 - $0.35 x 196 PHLX SSR 52WeekLow
Delta=-30%, EST. IMPACT = 18k Shares ($20k) To Sell BCLI=1.11 Ref - SWEEP DETECTED:
>>2166 GSK Sep23 37.5 Calls $0.10 (CboeTheo=0.07) ASK [MULTI] 14:53:47.843 IV=24.1% +5.0 BXO 22 x $0.05 - $0.10 x 579 BOX OPENING Vega=$1568 GSK=37.29 Ref - >>3200 SIRI Dec23 4.5 Calls $0.32 (CboeTheo=0.33) MID BOX 14:54:25.368 IV=53.2% -1.9 MPRL 13 x $0.31 - $0.34 x 9 MPRL CROSS Vega=$2627 SIRI=4.30 Ref
- SPLIT TICKET:
>>1212 SPXW Sep23 4400 Puts $0.50 (CboeTheo=0.47) ASK [CBOE] 14:55:10.142 IV=23.0% +8.4 CBOE 318 x $0.45 - $0.50 x 1223 CBOE Vega=$18k SPX=4507.76 Fwd - SWEEP DETECTED:
>>2086 WBD Jan25 10.0 Puts $1.39 (CboeTheo=1.37) ASK [MULTI] 14:55:34.604 IV=49.3% +0.2 C2 95 x $1.36 - $1.39 x 499 C2 ISO Vega=$9079 WBD=11.70 Ref - TRADE CXLD:
>>2500 PANW Oct23 240 Calls $12.50 (CboeTheo=12.43) ASK BOX 14:16:16.022 IV=26.0% -0.7 MPRL 4 x $12.35 - $12.50 x 18 NOM SPREAD/FLOOR - OPENING Vega=$70k PANW=246.57 Ref - TRADE CXLD:
>>2500 PANW Sep23 225 Calls $21.65 (CboeTheo=21.66) ASK BOX 14:16:16.022 IV=68.3% +14.6 BXO 14 x $21.40 - $21.75 x 5 GEMX SPREAD/FLOOR Vega=$643 PANW=246.57 Ref - TRADE CXLD:
>>2500 PANW Oct23 240 Puts $4.65 (CboeTheo=4.57) ASK BOX 14:16:16.022 IV=26.1% -0.8 MRX 51 x $4.50 - $4.65 x 37 MPRL SPREAD/FLOOR - OPENING Vega=$71k PANW=246.57 Ref - TRADE CXLD:
>>2500 PANW Sep23 225 Puts $0.03 (CboeTheo=0.02) ASK BOX 14:16:16.022 IV=71.9% +18.3 MPRL 12 x $0.02 - $0.03 x 38 GEMX SPREAD/FLOOR Vega=$867 PANW=246.57 Ref - >>2450 PANW Sep23 225 Calls $21.65 (CboeTheo=21.41) Above Ask! BOX 14:56:46.806 IV=101.7% +48.1 BXO 34 x $21.25 - $21.60 x 10 GEMX LATE Vega=$3206 PANW=246.37 Ref
- SWEEP DETECTED:
>>2690 STLA Nov23 19.0 Puts $0.90 (CboeTheo=0.92) BID [MULTI] 14:56:50.577 IV=27.7% -1.9 BXO 126 x $0.90 - $0.95 x 274 AMEX OPENING Vega=$8402 STLA=18.80 Ref - >>2450 PANW Sep23 225 Puts $0.03 (CboeTheo=0.03) ASK BOX 14:57:02.821 IV=72.2% +18.5 MPRL 12 x $0.02 - $0.03 x 35 NOM LATE Vega=$844 PANW=246.37 Ref
- >>2450 PANW Oct23 240 Calls $12.50 (CboeTheo=12.28) Above Ask! BOX 14:57:17.159 IV=26.5% -0.2 MPRL 17 x $12.20 - $12.40 x 72 CBOE LATE - OPENING Vega=$69k PANW=246.38 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 817 SDC Oct23 0.5 Puts $0.18 (CboeTheo=0.18) BID [MULTI] 14:57:37.824 IV=226.9% +36.9 ARCA 80 x $0.18 - $0.19 x 1017 MPRL
Delta=-46%, EST. IMPACT = 37k Shares ($16k) To Buy SDC=0.42 Ref - >>2450 PANW Oct23 240 Puts $4.65 (CboeTheo=4.64) ASK BOX 14:57:56.082 IV=25.8% -1.0 MRX 271 x $4.55 - $4.70 x 45 CBOE LATE - OPENING Vega=$69k PANW=246.35 Ref
- TRADE CXLD:
>>6429 TSLA Sep23 22nd 282.5 Calls $4.55 (CboeTheo=4.52) ASK BOX 14:44:15.084 IV=43.4% -2.4 ARCA 30 x $4.50 - $4.55 x 711 EDGX SPREAD/FLOOR - OPENING Vega=$101k TSLA=276.08 Ref - TRADE CXLD:
>>6429 TSLA Sep23 255 Calls $21.10 (CboeTheo=21.17) BID BOX 14:44:15.084 BOX 48 x $21.05 - $21.25 x 49 BOX SPREAD/FLOOR Vega=$0 TSLA=276.08 Ref - >>1000 SPXW Oct23 13th 3700 Puts $1.30 (CboeTheo=1.24) ASK CBOE 15:02:42.570 IV=31.1% +1.5 CBOE 1529 x $1.20 - $1.30 x 116 CBOE FLOOR Vega=$35k SPX=4525.70 Fwd
- >>1000 SPXW Oct23 13th 3700 Puts $1.30 (CboeTheo=1.24) ASK CBOE 15:02:42.570 IV=31.1% +1.5 CBOE 1529 x $1.20 - $1.30 x 116 CBOE FLOOR Vega=$35k SPX=4525.70 Fwd
- SPLIT TICKET:
>>7000 SPXW Oct23 13th 3700 Puts $1.30 (CboeTheo=1.24) ASK [CBOE] 15:02:42.457 IV=31.1% +1.5 CBOE 1529 x $1.20 - $1.30 x 116 CBOE FLOOR Vega=$248k SPX=4525.70 Fwd - >>6000 TSLA Sep23 255 Calls $21.10 (CboeTheo=21.69) Below Bid! BOX 15:02:59.250 BOX 57 x $21.60 - $21.75 x 18 BXO LATE Vega=$0 TSLA=276.61 Ref
- >>6000 TSLA Sep23 22nd 282.5 Calls $4.55 (CboeTheo=4.74) Below Bid! BOX 15:03:12.538 IV=42.2% -3.6 PHLX 638 x $4.70 - $4.80 x 772 EDGX LATE - OPENING Vega=$95k TSLA=276.57 Ref
- >>5372 GETY Jan24 2.5 Calls $3.40 (CboeTheo=3.45) BID AMEX 15:03:24.241 PHLX 1607 x $3.20 - $3.70 x 562 EDGX SPREAD/FLOOR Vega=$0 GETY=5.95 Ref
- >>5372 GETY Jan24 5.0 Calls $1.30 (CboeTheo=1.30) ASK AMEX 15:03:24.241 IV=75.6% -1.4 PHLX 1144 x $1.10 - $1.40 x 1 EMLD SPREAD/FLOOR - OPENING Vega=$5875 GETY=5.95 Ref
- >>5000 CHPT Oct23 5.0 Puts $0.14 (CboeTheo=0.14) MID AMEX 15:04:08.136 IV=70.4% +3.9 BZX 20 x $0.13 - $0.15 x 105 C2 CROSS - OPENING Vega=$2443 CHPT=6.08 Ref
- >>5000 PTON Sep23 22nd 5.5 Puts $0.41 (CboeTheo=0.40) ASK ARCA 15:06:27.740 IV=77.6% +7.0 EMLD 289 x $0.37 - $0.41 x 891 EMLD SPREAD/FLOOR - OPENING Vega=$1431 PTON=5.21 Ref
- >>4403 PTON Sep23 6.0 Puts $0.78 (CboeTheo=0.79) MID ARCA 15:06:27.740 ARCA 74 x $0.75 - $0.82 x 15 BOX SPREAD/FLOOR Vega=$0 PTON=5.21 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2657 BXMT Nov23 21.0 Puts $0.49 (CboeTheo=0.41) ASK [MULTI] 15:07:19.413 IV=33.3% PHLX 110 x $0.35 - $0.50 x 271 CBOE OPENING
Delta=-25%, EST. IMPACT = 66k Shares ($1.55m) To Sell BXMT=23.29 Ref - >>3000 NKE Sep23 110 Puts $12.40 (CboeTheo=12.45) BID PHLX 15:08:59.043 CBOE 49 x $12.35 - $12.50 x 41 BOX FLOOR - OPENING Vega=$0 NKE=97.56 Ref
- >>2150 NKE Sep23 105 Puts $7.40 (CboeTheo=7.45) BID PHLX 15:08:59.043 BOX 20 x $7.35 - $7.50 x 38 BOX FLOOR Vega=$0 NKE=97.56 Ref
- >>4000 ZM Jan24 130 Puts $58.50 (CboeTheo=58.53) MID PHLX 15:09:12.016 EDGX 5 x $58.40 - $58.60 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=71.47 Ref
- >>4000 ZM Jan24 135 Puts $63.50 (CboeTheo=63.53) MID PHLX 15:09:12.016 EDGX 5 x $63.40 - $63.60 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=71.47 Ref
- >>2600 UPS Sep23 175 Puts $14.70 (CboeTheo=14.73) ASK PHLX 15:09:19.601 BOX 31 x $14.55 - $14.80 x 10 BXO FLOOR - OPENING Vega=$0 UPS=160.28 Ref
- SWEEP DETECTED:
>>3500 F Dec23 14.0 Calls $0.32 (CboeTheo=0.31) ASK [MULTI] 15:09:32.313 IV=31.3% -0.0 MPRL 58 x $0.31 - $0.32 x 864 C2 ISO Vega=$7473 F=12.62 Ref - >>2000 TSLA Jan24 458.33 Puts $182.63 (CboeTheo=182.04) ASK BOX 15:09:42.532 IV=58.8% +6.2 PHLX 107 x $181.45 - $182.75 x 103 PHLX SPREAD/FLOOR - OPENING Vega=$34k TSLA=276.29 Ref
- >>2000 TSLA Jan24 450 Puts $174.30 (CboeTheo=173.72) ASK BOX 15:09:42.532 IV=57.1% +4.9 CBOE 103 x $173.10 - $174.30 x 95 NOM SPREAD/FLOOR Vega=$35k TSLA=276.29 Ref
- >>2100 AAPL Sep23 190 Puts $13.95 (CboeTheo=13.96) ASK BOX 15:09:48.528 PHLX 314 x $13.45 - $14.00 x 5 MPRL SPREAD/FLOOR Vega=$0 AAPL=176.04 Ref
- >>2480 NKE Sep23 110 Puts $12.55 (CboeTheo=12.51) ASK BOX 15:09:53.250 IV=112.9% +46.5 BXO 42 x $12.40 - $12.55 x 28 MPRL SPREAD/FLOOR - OPENING Vega=$750 NKE=97.50 Ref
- >>2520 LCID Jan24 27.0 Puts $20.90 (CboeTheo=20.95) BID BOX 15:09:58.069 MIAX 5 x $20.90 - $21.00 x 5 ARCA SPREAD/FLOOR Vega=$0 LCID=6.04 Ref
- >>7000 JNJ Sep23 210 Puts $45.55 (CboeTheo=45.57) MID PHLX 15:10:02.304 BOX 18 x $45.45 - $45.65 x 18 BOX FLOOR - OPENING Vega=$0 JNJ=164.44 Ref
- >>6500 JNJ Sep23 175 Puts $10.55 (CboeTheo=10.57) MID PHLX 15:10:02.304 ARCA 34 x $10.45 - $10.65 x 48 BOX FLOOR - OPENING Vega=$0 JNJ=164.44 Ref
- >>2000 DIS Sep23 90.0 Puts $5.75 (CboeTheo=5.69) ASK BOX 15:10:03.117 IV=75.5% +75.5 EDGX 63 x $5.60 - $5.75 x 60 CBOE SPREAD/FLOOR Vega=$1043 DIS=84.33 Ref
- >>2933 ZM Jan24 130 Puts $58.60 (CboeTheo=58.52) ASK BOX 15:10:08.266 IV=64.8% +14.0 NOM 98 x $58.30 - $58.60 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$9357 ZM=71.48 Ref
- >>2933 ZM Jan24 135 Puts $63.60 (CboeTheo=63.52) ASK BOX 15:10:08.266 IV=68.1% +16.2 EDGX 5 x $63.35 - $63.60 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$9172 ZM=71.48 Ref
- >>3040 UPS Sep23 180 Puts $19.65 (CboeTheo=19.80) BID BOX 15:10:15.621 CBOE 53 x $19.65 - $19.90 x 56 BOX SPREAD/FLOOR - OPENING Vega=$0 UPS=160.21 Ref
- >>3040 UPS Oct23 180 Puts $19.65 (CboeTheo=19.80) BID BOX 15:10:15.621 BXO 26 x $19.65 - $19.90 x 39 BOX SPREAD/FLOOR - OPENING Vega=$0 UPS=160.21 Ref
- >>3410 TGT Sep23 145 Puts $20.40 (CboeTheo=20.34) ASK BOX 15:10:25.475 IV=138.1% +60.6 BZX 15 x $20.25 - $20.40 x 16 MPRL SPREAD/FLOOR - OPENING Vega=$1218 TGT=124.67 Ref
- >>3410 TGT Sep23 140 Puts $15.40 (CboeTheo=15.34) ASK BOX 15:10:25.475 IV=110.7% +48.4 PHLX 56 x $15.15 - $15.40 x 22 BOX SPREAD/FLOOR - OPENING Vega=$1434 TGT=124.67 Ref
- >>2500 TSLA Jan24 450 Puts $173.85 (CboeTheo=173.71) ASK PHLX 15:10:27.746 IV=53.6% +1.4 PHLX 109 x $173.10 - $174.30 x 95 NOM FLOOR - OPENING Vega=$24k TSLA=276.30 Ref
- >>4000 TSEM Jan24 45.0 Puts $17.00 (CboeTheo=17.04) BID PHLX 15:10:30.642 BOX 85 x $16.80 - $17.80 x 85 BOX FLOOR Vega=$0 TSEM=27.96 Ref
- >>5000 TSEM Oct23 43.0 Puts $15.00 (CboeTheo=15.04) MID PHLX 15:10:30.642 BOX 84 x $14.90 - $15.10 x 27 BXO FLOOR - OPENING Vega=$0 TSEM=27.96 Ref
- >>2000 NFLX Sep23 430 Puts $28.35 (CboeTheo=27.97) ASK BOX 15:10:30.661 IV=79.9% +40.8 GEMX 11 x $27.60 - $28.35 x 6 EDGX SPREAD/FLOOR Vega=$5221 NFLX=402.04 Ref
- >>2200 TGT Sep23 140 Puts $15.35 (CboeTheo=15.35) MID PHLX 15:10:34.818 CBOE 26 x $15.30 - $15.40 x 31 AMEX FLOOR - OPENING Vega=$0 TGT=124.65 Ref
- >>2300 TGT Sep23 145 Puts $20.35 (CboeTheo=20.35) MID PHLX 15:10:34.818 MPRL 60 x $20.30 - $20.40 x 31 AMEX FLOOR - OPENING Vega=$0 TGT=124.65 Ref
- >>3890 M Jan24 20.0 Puts $8.67 (CboeTheo=8.68) MID BOX 15:10:35.972 BOX 14 x $8.65 - $8.70 x 13 BOX SPREAD/FLOOR 52WeekLow Vega=$0 M=11.32 Ref
- >>2510 M Jan24 25.0 Puts $13.65 (CboeTheo=13.68) BID BOX 15:10:35.972 BXO 1 x $13.65 - $13.70 x 15 BOX SPREAD/FLOOR 52WeekLow Vega=$0 M=11.32 Ref
- >>2310 NVDA Sep23 485 Puts $29.85 (CboeTheo=29.34) ASK BOX 15:10:47.516 IV=77.0% +34.5 ISE 14 x $29.00 - $29.85 x 14 ISE SPREAD/FLOOR - OPENING Vega=$7513 NVDA=455.66 Ref
- >>2310 NVDA Sep23 490 Puts $34.85 (CboeTheo=34.34) ASK BOX 15:10:47.516 IV=86.6% +41.8 ISE 14 x $34.10 - $34.95 x 16 ISE SPREAD/FLOOR - OPENING Vega=$6961 NVDA=455.66 Ref
- >>2000 NVDA Sep23 492.5 Puts $36.60 (CboeTheo=36.84) BID BOX 15:10:47.516 ISE 16 x $36.60 - $37.45 x 14 ISE SPREAD/FLOOR - OPENING Vega=$0 NVDA=455.66 Ref
- >>2000 NVDA Sep23 480 Puts $24.10 (CboeTheo=24.36) BID BOX 15:10:47.516 C2 26 x $24.10 - $24.60 x 15 AMEX SPREAD/FLOOR - OPENING Vega=$0 NVDA=455.66 Ref
- >>2000 DIS Jan24 160 Puts $75.65 (CboeTheo=75.68) ASK PHLX 15:10:49.053 ARCA 49 x $75.30 - $75.75 x 40 NOM FLOOR - OPENING Vega=$0 DIS=84.33 Ref
- >>2270 SQ Sep23 65.0 Puts $11.15 (CboeTheo=11.24) BID BOX 15:10:57.585 CBOE 75 x $11.15 - $11.25 x 9 BXO SPREAD/FLOOR Vega=$0 SQ=53.77 Ref
- >>3380 SQ Sep23 70.0 Puts $16.25 (CboeTheo=16.24) ASK BOX 15:10:57.585 IV=206.5% +81.8 PHLX 103 x $16.15 - $16.25 x 63 CBOE SPREAD/FLOOR Vega=$250 SQ=53.77 Ref
- >>2020 SQ Jan24 100 Puts $46.00 (CboeTheo=46.24) BID BOX 15:10:57.585 BOX 10 x $46.00 - $46.35 x 10 BOX SPREAD/FLOOR - OPENING Vega=$0 SQ=53.77 Ref
- >>3380 SQ Sep23 67.5 Puts $13.65 (CboeTheo=13.74) BID BOX 15:10:57.585 PHLX 30 x $13.65 - $13.75 x 7 BOX SPREAD/FLOOR - OPENING Vega=$0 SQ=53.77 Ref
- >>4650 RTX Sep23 85.0 Puts $10.50 (CboeTheo=10.50) MID PHLX 15:10:57.665 IV=101.9% +41.8 EDGX 24 x $10.45 - $10.55 x 27 NOM FLOOR Vega=$358 RTX=74.50 Ref
- >>6000 AAPL Sep23 195 Puts $19.05 (CboeTheo=18.98) ASK BOX 15:11:03.026 IV=97.8% +44.9 AMEX 10 x $18.85 - $19.05 x 8 NOM SPREAD/FLOOR Vega=$3504 AAPL=176.03 Ref
- >>6000 AAPL Sep23 190 Puts $14.05 (CboeTheo=13.97) ASK BOX 15:11:03.026 IV=76.8% +21.4 MIAX 80 x $13.85 - $14.05 x 81 EMLD SPREAD/FLOOR Vega=$4177 AAPL=176.03 Ref
- >>6000 BABA Sep23 120 Puts $31.65 (CboeTheo=31.68) MID PHLX 15:11:04.966 PHLX 40 x $31.60 - $31.70 x 14 BXO FLOOR - OPENING Vega=$0 BABA=88.31 Ref
- >>2000 BABA Sep23 115 Puts $26.65 (CboeTheo=26.69) MID PHLX 15:11:04.966 NOM 8 x $26.60 - $26.70 x 12 BXO FLOOR - OPENING Vega=$0 BABA=88.31 Ref
- >>3500 BABA Sep23 110 Puts $21.65 (CboeTheo=21.69) MID PHLX 15:11:04.966 MIAX 79 x $21.60 - $21.70 x 68 MIAX FLOOR - OPENING Vega=$0 BABA=88.31 Ref
- >>3500 BABA Sep23 105 Puts $16.65 (CboeTheo=16.68) BID PHLX 15:11:04.966 BOX 46 x $16.60 - $16.75 x 83 NOM FLOOR - OPENING Vega=$0 BABA=88.32 Ref
- >>2700 BABA Sep23 100 Puts $11.65 (CboeTheo=11.68) MID PHLX 15:11:04.966 PHLX 72 x $11.60 - $11.70 x 45 MIAX FLOOR Vega=$0 BABA=88.32 Ref
- >>3250 ORCL Sep23 124 Puts $9.20 (CboeTheo=9.20) ASK PHLX 15:11:10.331 IV=64.0% +6.6 CBOE 38 x $9.10 - $9.25 x 36 ARCA FLOOR Vega=$613 ORCL=114.81 Ref
- >>5096 FCX Oct23 37.0 Puts $0.41 (CboeTheo=0.41) BID AMEX 15:11:10.412 IV=34.9% -1.4 C2 50 x $0.41 - $0.42 x 29 MPRL AUCTION - OPENING Vega=$16k FCX=40.88 Ref
- >>3500 AAPL Sep23 22nd 190 Puts $13.95 (CboeTheo=13.97) BID PHLX 15:11:17.440 NOM 60 x $13.85 - $14.20 x 83 PHLX FLOOR - OPENING Vega=$0 AAPL=176.03 Ref
- >>8500 AAPL Sep23 195 Puts $18.95 (CboeTheo=18.98) MID PHLX 15:11:17.440 MIAX 102 x $18.85 - $19.05 x 56 MIAX FLOOR - OPENING Vega=$0 AAPL=176.03 Ref
- >>12800 AAPL Sep23 190 Puts $13.95 (CboeTheo=13.97) MID PHLX 15:11:17.440 PHLX 136 x $13.85 - $14.05 x 98 MIAX FLOOR - OPENING Vega=$0 AAPL=176.03 Ref
- >>8000 JNJ Sep23 220 Puts $55.50 (CboeTheo=55.66) BID BOX 15:11:18.218 BOX 18 x $55.50 - $55.70 x 23 BXO SPREAD/FLOOR - OPENING Vega=$0 JNJ=164.35 Ref
- >>8000 JNJ Sep23 210 Puts $45.50 (CboeTheo=45.66) BID BOX 15:11:18.218 BZX 7 x $45.50 - $45.70 x 5 BXO SPREAD/FLOOR - OPENING Vega=$0 JNJ=164.35 Ref
- >>5720 BABA Sep23 120 Puts $31.60 (CboeTheo=31.67) BID BOX 15:11:37.419 MIAX 40 x $31.60 - $31.75 x 36 CBOE SPREAD/FLOOR - OPENING Vega=$0 BABA=88.33 Ref
- >>3540 BABA Sep23 110 Puts $21.70 (CboeTheo=21.68) ASK BOX 15:11:37.419 IV=178.2% +71.7 BOX 46 x $21.60 - $21.70 x 28 MPRL SPREAD/FLOOR - OPENING Vega=$507 BABA=88.33 Ref
- >>2670 BABA Sep23 115 Puts $26.70 (CboeTheo=26.68) ASK BOX 15:11:37.419 IV=208.9% +83.7 NOM 32 x $26.60 - $26.70 x 12 BXO SPREAD/FLOOR - OPENING Vega=$339 BABA=88.33 Ref
- >>3390 BABA Jan24 135 Puts $46.70 (CboeTheo=46.67) ASK BOX 15:11:37.419 IV=47.2% +5.9 EDGX 5 x $46.50 - $46.70 x 8 BXO SPREAD/FLOOR - OPENING Vega=$8061 BABA=88.33 Ref
- >>3200 BABA Sep23 95.0 Puts $6.66 (CboeTheo=6.68) BID BOX 15:11:37.419 NOM 47 x $6.60 - $6.75 x 104 CBOE SPREAD/FLOOR Vega=$0 BABA=88.33 Ref
- >>3540 BABA Sep23 105 Puts $16.60 (CboeTheo=16.68) BID BOX 15:11:37.419 BOX 46 x $16.60 - $16.70 x 28 MPRL SPREAD/FLOOR - OPENING Vega=$0 BABA=88.33 Ref
- >>5000 KVUE Sep23 30.0 Puts $8.34 (CboeTheo=8.36) BID BOX 15:11:42.664 BZX 43 x $8.30 - $8.40 x 145 ARCA SPREAD/FLOOR Vega=$0 KVUE=21.64 Ref
- >>10000 KVUE Sep23 35.0 Puts $13.30 (CboeTheo=13.36) BID BOX 15:11:42.664 BZX 34 x $13.30 - $13.40 x 75 BZX SPREAD/FLOOR - OPENING Vega=$0 KVUE=21.64 Ref
- >>10000 KVUE Sep23 30.0 Puts $8.33 (CboeTheo=8.36) BID BOX 15:11:42.664 BZX 43 x $8.30 - $8.40 x 145 ARCA SPREAD/FLOOR Vega=$0 KVUE=21.64 Ref
- >>5000 KVUE Sep23 25.0 Puts $3.40 (CboeTheo=3.35) ASK BOX 15:11:42.664 IV=165.6% +83.1 BZX 59 x $3.30 - $3.40 x 108 BOX SPREAD/FLOOR Vega=$675 KVUE=21.64 Ref
- >>2498 DKNG Sep23 22nd 29.0 Puts $0.09 (CboeTheo=0.10) BID BOX 15:12:01.070 IV=43.7% -2.0 C2 418 x $0.09 - $0.11 x 209 EMLD COB/AUCTION Vega=$1971 DKNG=31.50 Ref
- >>2498 DKNG Sep23 22nd 30.5 Puts $0.36 (CboeTheo=0.35) ASK BOX 15:12:01.070 IV=42.0% -2.2 EMLD 665 x $0.33 - $0.36 x 22 ARCA COB/AUCTION Vega=$3984 DKNG=31.50 Ref
- >>3500 DNN Nov23 1.0 Puts $0.05 (CboeTheo=0.01) ASK ISE 15:12:02.559 IV=115.3% MPRL 0 x $0.00 - $0.05 x 659 PHLX CROSS - OPENING 52WeekHigh Vega=$438 DNN=1.56 Ref
- >>2438 DKNG Sep23 22nd 30.5 Puts $0.36 (CboeTheo=0.35) ASK EDGX 15:12:06.295 IV=42.0% -2.2 EMLD 743 x $0.33 - $0.36 x 22 ARCA COB/AUCTION Vega=$3888 DKNG=31.50 Ref
- >>2438 DKNG Sep23 22nd 29.0 Puts $0.09 (CboeTheo=0.10) BID EDGX 15:12:06.295 IV=43.7% -2.0 C2 804 x $0.09 - $0.11 x 720 C2 COB/AUCTION Vega=$1924 DKNG=31.50 Ref
- >>2000 SQ Jan24 100 Puts $46.30 (CboeTheo=46.24) ASK PHLX 15:13:46.972 IV=67.4% +18.2 NOM 16 x $46.00 - $46.40 x 10 BOX FLOOR - OPENING Vega=$4889 SQ=53.77 Ref
- >>4150 SQ Sep23 70.0 Puts $16.25 (CboeTheo=16.24) ASK PHLX 15:13:46.973 IV=206.7% +82.0 ARCA 66 x $16.15 - $16.30 x 57 BZX FLOOR - OPENING Vega=$307 SQ=53.77 Ref
- >>2500 SQ Sep23 67.5 Puts $13.70 (CboeTheo=13.74) BID PHLX 15:13:46.973 ARCA 23 x $13.65 - $13.80 x 47 BZX FLOOR - OPENING Vega=$0 SQ=53.77 Ref
- >>3500 SQ Sep23 65.0 Puts $11.20 (CboeTheo=11.24) BID PHLX 15:13:46.973 ARCA 60 x $11.15 - $11.30 x 79 ARCA FLOOR - OPENING Vega=$0 SQ=53.77 Ref
- >>3000 SQ Sep23 62.5 Puts $8.70 (CboeTheo=8.74) BID PHLX 15:13:46.973 BZX 34 x $8.65 - $8.80 x 50 MPRL FLOOR - OPENING Vega=$0 SQ=53.77 Ref
- >>3200 PYPL Sep23 72.5 Puts $8.05 (CboeTheo=8.07) MID PHLX 15:13:58.483 NOM 39 x $8.00 - $8.10 x 17 NOM FLOOR - OPENING Vega=$0 PYPL=64.44 Ref
- >>2850 PYPL Sep23 70.0 Puts $5.55 (CboeTheo=5.57) MID PHLX 15:13:58.483 BOX 31 x $5.50 - $5.60 x 5 MRX FLOOR Vega=$0 PYPL=64.44 Ref
- >>3000 Z Oct23 50.0 Puts $2.43 (CboeTheo=2.42) ASK AMEX 15:14:44.504 IV=35.3% -0.1 PHLX 14 x $2.39 - $2.44 x 30 PHLX SPREAD/CROSS - OPENING Vega=$18k Z=49.31 Ref
- >>3000 Z Oct23 50.0 Calls $1.98 (CboeTheo=1.98) MID AMEX 15:14:44.504 IV=35.2% -0.2 ARCA 16 x $1.96 - $2.01 x 39 CBOE SPREAD/CROSS - OPENING Vega=$19k Z=49.31 Ref
- SPLIT TICKET:
>>1395 SPX Mar24 2700 Puts $6.10 (CboeTheo=6.11) MID [CBOE] 15:15:31.796 IV=36.6% +0.2 CBOE 1851 x $6.00 - $6.20 x 830 CBOE LATE Vega=$165k SPX=4611.79 Fwd - SPLIT TICKET:
>>1428 SPX Dec23 2600 Puts $1.25 (CboeTheo=1.25) MID [CBOE] 15:15:31.796 IV=44.0% +0.5 CBOE 2380 x $1.20 - $1.30 x 1544 CBOE LATE Vega=$40k SPX=4559.44 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 880 SMSI Dec24 5.0 Calls $0.15 (CboeTheo=0.20) BID [MULTI] 15:15:51.217 IV=80.5% -12.9 EMLD 934 x $0.15 - $0.25 x 55 NOM ISO - OPENING
Delta=31%, EST. IMPACT = 27k Shares ($37k) To Sell SMSI=1.36 Ref - >>2000 NXE Nov23 4.0 Puts $0.05 (CboeTheo=0.03) ASK PHLX 15:16:18.192 IV=73.1% +23.5 EMLD 0 x $0.00 - $0.05 x 254 MIAX FLOOR - OPENING 52WeekHigh Vega=$587 NXE=6.14 Ref
- >>10750 PBR Nov23 16.0 Calls $0.64 (CboeTheo=0.65) MID ARCA 15:16:56.270 IV=34.6% -0.9 BZX 370 x $0.63 - $0.65 x 40 ARCA CROSS - OPENING Vega=$27k PBR=15.38 Ref
- SWEEP DETECTED:
>>4549 CLF Sep23 15.0 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 15:18:02.307 IV=59.1% -0.4 GEMX 4 x $0.04 - $0.05 x 1721 C2 Vega=$996 CLF=14.60 Ref - >>2500 DNN Nov23 1.0 Puts $0.05 (CboeTheo=0.01) ASK ISE 15:18:34.016 IV=116.2% MPRL 0 x $0.00 - $0.05 x 1467 PHLX CROSS - OPENING 52WeekHigh Vega=$312 DNN=1.57 Ref
- >>2880 BXMT Nov23 19.0 Puts $0.25 (CboeTheo=0.18) Above Ask! CBOE 15:18:52.236 IV=40.0% PHLX 392 x $0.10 - $0.20 x 1 NOM FLOOR - OPENING Vega=$5666 BXMT=23.12 Ref
- SPLIT TICKET:
>>4000 BXMT Nov23 19.0 Puts $0.24 (CboeTheo=0.18) ASK [CBOE] 15:18:51.957 IV=37.3% PHLX 384 x $0.10 - $0.25 x 97 PHLX FLOOR - OPENING Vega=$7240 BXMT=23.12 Ref - SWEEP DETECTED:
>>2647 PINS Sep23 22nd 27.0 Calls $0.40 (CboeTheo=0.41) BID [MULTI] 15:19:39.249 IV=47.2% -5.7 C2 209 x $0.40 - $0.42 x 100 EMLD AUCTION Vega=$3777 PINS=26.14 Ref - SWEEP DETECTED:
>>2557 GOOGL Sep23 134 Puts $0.03 (CboeTheo=0.02) ASK [MULTI] 15:19:47.603 IV=32.2% +6.3 EMLD 897 x $0.02 - $0.03 x 839 EMLD 52WeekHigh Vega=$1439 GOOGL=138.31 Ref - >>3900 CHWY Oct23 30.0 Puts $8.65 (CboeTheo=8.65) MID PHLX 15:19:58.691 MIAX 55 x $8.60 - $8.70 x 46 BXO FLOOR - OPENING 52WeekLow Vega=$0 CHWY=21.34 Ref
- SWEEP DETECTED:
>>4409 GOOG Sep23 134 Puts $0.03 (CboeTheo=0.03) ASK [MULTI] 15:20:10.280 IV=37.2% +9.8 BZX 126 x $0.02 - $0.03 x 1378 EMLD OPENING 52WeekHigh Vega=$2226 GOOG=139.13 Ref - SWEEP DETECTED:
>>2987 AAPL Sep23 170 Puts $0.04 (CboeTheo=0.03) ASK [MULTI] 15:20:26.790 IV=34.4% +4.7 EMLD 1305 x $0.03 - $0.04 x 992 BXO Vega=$2098 AAPL=175.86 Ref - SWEEP DETECTED:
>>2288 AAPL Sep23 172.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 15:20:26.790 IV=26.7% +0.1 C2 1077 x $0.09 - $0.10 x 1540 EMLD Vega=$3503 AAPL=175.86 Ref - >>10000 RLX Oct23 1.5 Puts $0.11 (CboeTheo=0.15) BID AMEX 15:22:11.364 IV=59.2% -24.2 CBOE 1146 x $0.10 - $0.20 x 1007 CBOE SPREAD/FLOOR - OPENING Vega=$1863 RLX=1.50 Ref
- >>10000 RLX Oct23 1.5 Calls $0.10 (CboeTheo=0.15) BID AMEX 15:22:11.364 IV=52.8% -30.6 CBOE 2742 x $0.10 - $0.15 x 9 NOM SPREAD/FLOOR - OPENING Vega=$1866 RLX=1.50 Ref
- >>2500 CNQ Jan25 65.0 Puts $8.00 (CboeTheo=7.84) ASK AMEX 15:23:03.194 IV=30.1% +0.1 BXO 11 x $7.70 - $8.00 x 422 PHLX CROSS - OPENING Vega=$69k CNQ=64.81 Ref
- SWEEP DETECTED:
>>2715 AAPL Sep23 165 Puts $0.02 (CboeTheo=0.01) ASK [MULTI] 15:23:19.266 IV=52.6% +11.0 C2 2699 x $0.01 - $0.02 x 1095 BXO Vega=$819 AAPL=175.75 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 AMTX Oct23 5.0 Calls $0.85 (CboeTheo=0.88) BID [MULTI] 15:25:33.205 IV=117.9% -13.7 PHLX 729 x $0.85 - $0.95 x 8 BZX
Delta=61%, EST. IMPACT = 61k Shares ($320k) To Sell AMTX=5.23 Ref - >>2944 ENVX Oct23 17.5 Calls $0.45 (CboeTheo=0.50) BID BOX 15:26:52.771 IV=66.2% -5.9 AMEX 735 x $0.45 - $0.55 x 1140 AMEX SPREAD/FLOOR Vega=$4539 ENVX=14.94 Ref
- >>2944 ENVX Sep23 16.5 Calls $0.05 ASK BOX 15:26:52.771 IV=139.4% +54.8 EMLD 0 x $0.00 - $0.05 x 504 AMEX SPREAD/FLOOR Vega=$410 ENVX=14.94 Ref
- >>9778 AZN Nov23 70.0 Calls $1.90 (CboeTheo=1.86) ASK ARCA 15:26:58.677 IV=21.8% +0.8 BOX 26 x $1.83 - $1.90 x 49 NOM CROSS - OPENING Vega=$110k AZN=67.94 Ref
- SWEEP DETECTED:
>>3000 U Oct23 6th 31.0 Puts $0.24 (CboeTheo=0.23) ASK [MULTI] 15:27:10.271 IV=52.6% -0.7 BOX 52 x $0.22 - $0.24 x 1305 MPRL ISO - OPENING Vega=$4829 U=36.09 Ref - >>2500 MRVL Oct23 50.0 Puts $0.49 (CboeTheo=0.50) BID PHLX 15:27:59.570 IV=36.9% -0.7 BZX 17 x $0.49 - $0.50 x 395 C2 SPREAD/CROSS/TIED Vega=$9971 MRVL=56.05 Ref
- SWEEP DETECTED:
>>2646 USB Sep23 35.5 Puts $0.25 (CboeTheo=0.22) ASK [MULTI] 15:28:07.973 IV=40.1% +1.9 AMEX 134 x $0.20 - $0.25 x 847 EMLD Vega=$1984 USB=35.60 Ref - >>4000 PARA Sep23 17.5 Puts $3.71 (CboeTheo=3.73) BID AMEX 15:29:47.891 ARCA 28 x $3.70 - $3.75 x 31 MPRL SPREAD/FLOOR Vega=$0 PARA=13.78 Ref
- >>4000 PARA Sep23 17.5 Calls $0.01 ASK AMEX 15:29:47.894 IV=209.9% +84.7 PHLX 0 x $0.00 - $0.01 x 40 EMLD SPREAD/FLOOR Vega=$136 PARA=13.78 Ref
- >>4000 PARA Oct23 15.0 Puts $1.46 (CboeTheo=1.47) MID AMEX 15:29:47.895 IV=41.0% -2.2 EMLD 168 x $1.44 - $1.48 x 30 PHLX SPREAD/FLOOR Vega=$5798 PARA=13.78 Ref
- >>4000 PARA Oct23 15.0 Calls $0.32 (CboeTheo=0.31) ASK AMEX 15:29:47.898 IV=42.2% -1.0 BZX 29 x $0.31 - $0.32 x 1087 C2 SPREAD/FLOOR Vega=$6014 PARA=13.78 Ref
- >>Market Color IMVT - Bearish flow noted in Immunovant (21.85 +0.25) with 3,111 puts trading, or 1.3x expected. The Put/Call Ratio is 2.86, while ATM IV is up nearly 5 points on the day. Earnings are expected on 11/02. (Autocolor (Trade Alert LLC)) [IMVT 21.85 +0.25 Ref, IV=265.3% +4.7] #Bearish
- SWEEP DETECTED:
>>4024 NKLA Sep23 29th 2.0 Calls $0.05 (CboeTheo=0.05) BID [MULTI] 15:31:02.404 IV=251.0% +22.6 C2 2194 x $0.05 - $0.07 x 88 BZX ISO - OPENING Vega=$256 NKLA=1.15 Ref - >>Unusual Volume BW - 3x market weighted volume: 8739 = 9006 projected vs 2333 adv, 100% puts, 27% of OI [BW 4.95 +0.28 Ref, IV=63.7% -8.3]
- >>Unusual Volume SFIX - 6x market weighted volume: 12.8k = 13.2k projected vs 1892 adv, 90% calls, 21% of OI [SFIX 3.37 +0.03 Ref, IV=101.0% +6.0]
- >>Unusual Volume ADBE - 3x market weighted volume: 86.4k = 88.8k projected vs 29.6k adv, 52% calls, 30% of OI Pre-Earnings [ADBE 553.42 -0.14 Ref, IV=32.9% -1.8]
- >>2500 CPRI Nov23 47.5 Puts $0.35 (CboeTheo=0.38) BID ARCA 15:32:26.984 IV=23.9% -1.2 PHLX 224 x $0.25 - $0.50 x 2 ISE SPREAD/FLOOR - OPENING Vega=$12k CPRI=52.52 Ref
- >>2500 CPRI Nov23 55.0 Calls $0.40 (CboeTheo=0.30) ASK ARCA 15:32:26.985 IV=12.5% -0.2 PHLX 38 x $0.10 - $0.50 x 198 PHLX SPREAD/FLOOR - OPENING Vega=$18k CPRI=52.52 Ref
- SWEEP DETECTED:
>>2000 AMZN Oct23 105 Puts $0.05 (CboeTheo=0.05) ASK [MULTI] 15:34:20.460 IV=44.4% +0.3 C2 293 x $0.04 - $0.05 x 565 C2 ISO 52WeekHigh Vega=$1963 AMZN=145.22 Ref - >>1000 VIX Sep23 20th 26.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 15:34:41.770 IV=230.5% +30.4 CBOE 1792 x $0.01 - $0.03 x 15k CBOE Vega=$68 VIX=13.43 Fwd
- SPLIT TICKET:
>>1000 VIX Sep23 20th 24.0 Calls $0.03 (CboeTheo=0.02) ASK [CBOE] 15:34:51.425 IV=219.8% +35.9 CBOE 2643 x $0.01 - $0.03 x 12k CBOE Vega=$95 VIX=13.40 Fwd - SPLIT TICKET:
>>1000 VIX Oct23 18th 50.0 Calls $0.07 (CboeTheo=0.07) BID [CBOE] 15:35:11.800 IV=177.4% +0.7 CBOE 1167 x $0.07 - $0.08 x 20k CBOE Vega=$290 VIX=15.30 Fwd - SWEEP DETECTED:
>>2831 EBAY Sep23 43.5 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 15:35:12.342 IV=28.3% +4.6 C2 102 x $0.03 - $0.04 x 1121 C2 Vega=$1375 EBAY=44.27 Ref - SPLIT TICKET:
>>2000 BSX Sep23 22nd 55.0 Calls $0.12 (CboeTheo=0.10) ASK [MIAX] 15:35:46.675 IV=21.6% +1.8 EDGX 370 x $0.05 - $0.15 x 445 EDGX AUCTION Vega=$3608 BSX=53.02 Ref - >>3500 BAC Jun24 23.0 Puts $0.58 (CboeTheo=0.58) BID PHLX 15:36:56.508 IV=30.4% -0.0 EMLD 352 x $0.58 - $0.59 x 22 MPRL SPREAD/CROSS/TIED Vega=$19k BAC=29.23 Ref
- >>Unusual Volume FREY - 3x market weighted volume: 8637 = 8744 projected vs 2375 adv, 50% puts, 10% of OI [FREY 5.80 -0.03 Ref, IV=61.1% +0.7]
- >>2200 PLUG Jan24 22.5 Puts $13.75 (CboeTheo=13.73) MID PHLX 15:37:29.067 IV=92.9% +4.4 EDGX 62 x $13.70 - $13.80 x 37 BOX FLOOR Vega=$805 PLUG=8.77 Ref
- SPLIT TICKET:
>>2000 X Sep23 30.0 Puts $0.055 (CboeTheo=0.05) MID [AMEX] 15:37:32.801 IV=44.4% +16.4 ARCA 22 x $0.04 - $0.06 x 18 MPRL FLOOR Vega=$721 X=30.79 Ref - >>9999 WFC Oct23 47.5 Calls $0.17 (CboeTheo=0.16) ASK PHLX 15:37:39.759 IV=23.4% -0.9 C2 2180 x $0.16 - $0.17 x 1007 C2 COB/AUCTION Vega=$27k WFC=43.09 Ref
- >>9999 WFC Oct23 50.0 Calls $0.05 (CboeTheo=0.05) BID PHLX 15:37:39.759 IV=25.1% -1.9 C2 510 x $0.05 - $0.06 x 1179 C2 COB/AUCTION Vega=$12k WFC=43.09 Ref
- >>5000 TH Oct23 17.5 Calls $0.42 (CboeTheo=0.43) MID MIAX 15:37:57.530 IV=73.4% +8.6 GEMX 56 x $0.40 - $0.45 x 39 PHLX COB/AUCTION Vega=$7062 TH=14.36 Ref
- >>10000 TH Oct23 20.0 Calls $0.18 (CboeTheo=0.20) BID MIAX 15:37:57.530 IV=78.0% +3.4 C2 124 x $0.15 - $0.25 x 122 PHLX COB/AUCTION - OPENING Vega=$8916 TH=14.36 Ref
- >>5000 TH Oct23 22.5 Calls $0.13 (CboeTheo=0.07) ASK MIAX 15:37:57.530 IV=90.3% +14.4 NOM 0 x $0.00 - $0.20 x 352 PHLX COB/AUCTION Vega=$3369 TH=14.36 Ref
- SWEEP DETECTED:
>>4030 AAPL Sep23 29th 192.5 Calls $0.11 (CboeTheo=0.11) ASK [MULTI] 15:38:09.913 IV=23.6% -1.7 BXO 628 x $0.10 - $0.11 x 822 BXO Vega=$12k AAPL=175.81 Ref - >>5000 ATVI Oct23 80.0 Puts $0.61 (CboeTheo=0.56) ASK BOX 15:38:43.278 IV=39.4% +2.3 ARCA 5 x $0.52 - $0.61 x 1 GEMX SPREAD/CROSS Vega=$27k ATVI=92.28 Ref
- >>5000 ATVI Oct23 70.0 Puts $0.08 (CboeTheo=0.13) BID BOX 15:38:43.278 IV=43.6% -0.9 ARCA 10 x $0.02 - $0.23 x 14 PHLX SPREAD/CROSS Vega=$6381 ATVI=92.28 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1171 STNG Sep23 53.0 Calls $0.30 (CboeTheo=0.37) BID [MULTI] 15:40:25.129 IV=34.3% -7.9 PHLX 182 x $0.30 - $0.45 x 221 PHLX OPENING
Delta=43%, EST. IMPACT = 50k Shares ($2.65m) To Sell STNG=52.79 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1728 LNTH Oct23 60.0 Puts $1.032 (CboeTheo=0.69) Above Ask! [MULTI] 15:40:27.983 IV=42.8% +3.8 PHLX 20 x $0.45 - $0.95 x 46 PHLX ISO - OPENING
Delta=-18%, EST. IMPACT = 32k Shares ($2.12m) To Sell LNTH=66.81 Ref - >>2900 LCID Jan24 27.0 Puts $21.05 (CboeTheo=20.99) ASK PHLX 15:40:45.507 IV=156.6% +36.4 MIAX 5 x $20.95 - $21.05 x 56 MPRL FLOOR Vega=$1424 LCID=6.01 Ref
- >>7000 LCID Jan24 20.0 Puts $14.00 (CboeTheo=13.98) ASK PHLX 15:40:45.507 IV=117.3% +12.6 PHLX 803 x $13.90 - $14.05 x 243 PHLX FLOOR Vega=$1917 LCID=6.01 Ref
- SWEEP DETECTED:
>>2000 PLTR Sep23 22nd 17.0 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 15:41:15.902 IV=52.5% +0.3 C2 2895 x $0.11 - $0.12 x 2055 EMLD Vega=$1261 PLTR=15.79 Ref - >>2500 ZIM Jan24 12.5 Calls $0.71 (CboeTheo=0.79) BID ARCA 15:42:42.148 IV=43.4% -1.3 ARCA 13 x $0.70 - $0.85 x 1848 EMLD CROSS Vega=$6360 ZIM=11.28 Ref
- >>4000 PLUG Oct23 13th 8.0 Puts $0.25 (CboeTheo=0.25) MID BOX 15:44:05.107 IV=58.4% -0.5 EMLD 1295 x $0.23 - $0.26 x 1355 EMLD CROSS - OPENING Vega=$3223 PLUG=8.73 Ref
- >>2000 NVAX Oct23 10.0 Puts $2.82 (CboeTheo=2.81) MID AMEX 15:44:14.198 IV=139.8% -5.8 BZX 12 x $2.78 - $2.86 x 7 GEMX SPREAD/CROSS Vega=$1869 NVAX=7.92 Ref
- >>2000 NVAX Oct23 10.0 Calls $0.70 (CboeTheo=0.70) MID AMEX 15:44:14.198 IV=138.9% -4.9 NOM 19 x $0.68 - $0.71 x 6 BOX SPREAD/CROSS Vega=$1866 NVAX=7.92 Ref
- SWEEP DETECTED:
>>2027 AAPL Sep23 29th 192.5 Calls $0.13 (CboeTheo=0.12) ASK [MULTI] 15:44:18.058 IV=24.4% -0.9 BXO 614 x $0.12 - $0.13 x 615 BXO Vega=$6400 AAPL=175.72 Ref - >>3000 BW Oct23 5.0 Puts $0.40 (CboeTheo=0.41) MID BOX 15:45:39.238 IV=58.4% +2.6 AMEX 5 x $0.30 - $0.50 x 788 CBOE SPREAD/FLOOR Vega=$1841 BW=4.95 Ref
- >>6000 BW Sep23 5.0 Puts $0.05 (CboeTheo=0.09) BID BOX 15:45:39.238 EMLD 357 x $0.05 - $0.15 x 59 C2 SPREAD/FLOOR Vega=$0 BW=4.95 Ref
- >>8000 SFIX Sep23 29th 3.5 Calls $0.30 (CboeTheo=0.27) ASK ISE 15:46:26.671 IV=132.7% +18.9 EMLD 296 x $0.24 - $0.30 x 2166 EMLD SPREAD/CROSS/TIED - OPENING SSR Vega=$2170 SFIX=3.35 Ref
- SWEEP DETECTED:
>>5874 BAC Sep23 29.0 Puts $0.06 (CboeTheo=0.05) ASK [MULTI] 15:46:27.758 IV=23.5% +2.6 C2 1989 x $0.05 - $0.06 x 1187 ARCA Vega=$3027 BAC=29.21 Ref - >>4700 BAC Jan24 38.0 Puts $8.80 (CboeTheo=8.79) MID PHLX 15:46:36.002 IV=31.9% +9.0 BOX 43 x $8.75 - $8.85 x 199 PHLX FLOOR - OPENING Vega=$7612 BAC=29.21 Ref
- >>3300 BAC Jan24 35.0 Puts $5.80 (CboeTheo=5.79) ASK PHLX 15:46:36.002 IV=23.8% +1.9 PHLX 192 x $5.75 - $5.80 x 5 ARCA FLOOR Vega=$6137 BAC=29.21 Ref
- >>4500 SPWR Nov23 8.0 Calls $0.51 (CboeTheo=0.52) BID AMEX 15:47:26.321 IV=63.3% -1.7 C2 38 x $0.51 - $0.53 x 327 EMLD SPREAD/CROSS Vega=$5355 SPWR=7.25 Ref
- >>4500 SPWR Nov23 8.0 Puts $1.19 (CboeTheo=1.20) MID AMEX 15:47:26.321 IV=63.5% -0.7 CBOE 245 x $1.17 - $1.21 x 169 BOX SPREAD/CROSS Vega=$5314 SPWR=7.25 Ref
- >>1300 SPXW Sep23 4550 Calls $0.85 (CboeTheo=0.86) MID CBOE 15:48:06.379 IV=12.3% +0.1 CBOE 709 x $0.80 - $0.90 x 553 CBOE LATE Vega=$43k SPX=4505.89 Fwd
- >>1300 SPX Sep23 4550 Puts $47.35 (CboeTheo=44.29) ASK CBOE 15:48:06.379 IV=20.8% +9.1 CBOE 180 x $40.50 - $47.40 x 180 CBOE LATE Vega=$63k SPX=4505.91 Fwd
- >>1300 SPX Sep23 4550 Calls $0.20 (CboeTheo=0.20) MID CBOE 15:48:06.379 IV=11.0% -0.8 CBOE 2019 x $0.15 - $0.25 x 2220 CBOE LATE Vega=$18k SPX=4505.91 Fwd
- >>1300 SPXW Sep23 4550 Puts $48.05 (CboeTheo=44.97) Above Ask! CBOE 15:48:06.379 IV=19.0% +4.6 CBOE 20 x $44.50 - $45.30 x 31 CBOE LATE - OPENING Vega=$79k SPX=4505.89 Fwd
- SPLIT TICKET:
>>1500 SPX Sep23 4550 Calls $0.20 (CboeTheo=0.20) MID [CBOE] 15:48:06.379 IV=11.0% -0.8 CBOE 2019 x $0.15 - $0.25 x 2220 CBOE LATE Vega=$20k SPX=4505.91 Fwd - SPLIT TICKET:
>>1500 SPXW Sep23 4550 Puts $48.05 (CboeTheo=44.97) Above Ask! [CBOE] 15:48:06.379 IV=19.0% +4.6 CBOE 20 x $44.50 - $45.30 x 31 CBOE LATE - OPENING Vega=$91k SPX=4505.89 Fwd - >>2425 ATVI Sep23 92.5 Calls $0.13 (CboeTheo=0.13) ASK PHLX 15:48:17.203 IV=8.4% +4.1 EMLD 20 x $0.09 - $0.13 x 15 EDGX FLOOR - COMPLEX Vega=$4682 ATVI=92.30 Ref
- SWEEP DETECTED:
>>3000 AMZN Sep23 141 Puts $0.09 (CboeTheo=0.10) BID [MULTI] 15:48:38.928 IV=36.0% +1.6 EMLD 859 x $0.09 - $0.10 x 530 BXO ISO 52WeekHigh Vega=$3286 AMZN=144.93 Ref - SWEEP DETECTED:
>>3000 AMZN Sep23 141 Puts $0.08 (CboeTheo=0.09) BID [MULTI] 15:50:10.238 IV=35.1% +0.7 GEMX 592 x $0.08 - $0.09 x 456 BXO 52WeekHigh Vega=$3097 AMZN=144.94 Ref - >>3300 TFC Sep23 29th 30.0 Calls $0.45 (CboeTheo=0.42) ASK BOX 15:50:43.244 IV=28.9% -0.4 BOX 32 x $0.40 - $0.45 x 134 C2 FLOOR - OPENING Vega=$7533 TFC=29.38 Ref
- >>1122 VIX Nov23 15th 30.0 Calls $0.52 (CboeTheo=0.52) BID CBOE 15:51:16.075 IV=119.1% +3.3 CBOE 1122 x $0.52 - $0.53 x 27k CBOE Vega=$1781 VIX=16.20 Fwd
- SPLIT TICKET:
>>1622 VIX Nov23 15th 30.0 Calls $0.52 (CboeTheo=0.52) BID [CBOE] 15:51:16.075 IV=119.1% +3.3 CBOE 1122 x $0.52 - $0.53 x 27k CBOE Vega=$2574 VIX=16.20 Fwd - >>2000 FREY Oct23 7.0 Calls $0.12 (CboeTheo=0.13) MID AMEX 15:51:58.535 IV=63.7% -1.2 BZX 6 x $0.10 - $0.15 x 19 ARCA SPREAD/CROSS - OPENING Vega=$1033 FREY=5.80 Ref
- >>2000 FREY Oct23 7.0 Puts $1.34 (CboeTheo=1.31) ASK AMEX 15:51:58.535 IV=70.0% +5.1 PHLX 1862 x $1.20 - $1.45 x 1 NOM SPREAD/CROSS Vega=$1106 FREY=5.80 Ref
- >>2000 FREY Oct23 7.0 Calls $0.12 (CboeTheo=0.13) MID AMEX 15:51:59.553 IV=63.7% -1.2 BZX 6 x $0.10 - $0.15 x 19 ARCA SPREAD/CROSS - OPENING Vega=$1033 FREY=5.80 Ref
- >>2000 FREY Oct23 7.0 Puts $1.34 (CboeTheo=1.31) ASK AMEX 15:51:59.553 IV=70.0% +5.1 PHLX 1852 x $1.20 - $1.45 x 1 NOM SPREAD/CROSS Vega=$1106 FREY=5.80 Ref
- SWEEP DETECTED:
>>3660 F Sep23 12.35 Calls $0.37 (CboeTheo=0.38) BID [MULTI] 15:52:11.751 IV=69.5% +8.3 EMLD 1785 x $0.37 - $0.38 x 1146 EMLD Vega=$787 F=12.64 Ref - >>2000 TLRY Sep23 22nd 3.0 Calls $0.18 (CboeTheo=0.18) BID MPRL 15:53:09.785 IV=108.1% +4.0 MPRL 2196 x $0.18 - $0.19 x 392 C2 Vega=$352 TLRY=2.98 Ref
- SWEEP DETECTED:
>>4707 TLRY Sep23 22nd 3.0 Calls $0.18 (CboeTheo=0.18) BID [MULTI] 15:53:09.614 IV=108.1% +4.0 BXO 32 x $0.18 - $0.19 x 49 C2 Vega=$828 TLRY=2.98 Ref - >>3000 FREY Oct23 7.0 Calls $0.12 (CboeTheo=0.13) MID AMEX 15:53:42.289 IV=63.7% -1.2 BZX 6 x $0.10 - $0.15 x 19 ARCA SPREAD/CROSS - OPENING Vega=$1550 FREY=5.80 Ref
- >>3000 FREY Oct23 7.0 Puts $1.34 (CboeTheo=1.31) ASK AMEX 15:53:42.289 IV=70.0% +5.1 PHLX 1865 x $1.20 - $1.45 x 1 NOM SPREAD/CROSS Vega=$1659 FREY=5.80 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1576 WAL Sep23 48.5 Puts $0.35 (CboeTheo=0.30) ASK [MULTI] 15:55:37.352 IV=57.4% +10.3 EDGX 252 x $0.25 - $0.35 x 303 EDGX OPENING
Delta=-35%, EST. IMPACT = 54k Shares ($2.67m) To Sell WAL=49.07 Ref - SWEEP DETECTED:
>>2013 TSLA Sep23 240 Puts $0.02 (CboeTheo=0.03) BID [MULTI] 15:56:50.104 IV=102.4% +29.2 EMLD 297 x $0.02 - $0.03 x 136 MPRL Vega=$381 TSLA=276.22 Ref - SWEEP DETECTED:
>>3110 TSLA Sep23 277.5 Puts $3.45 (CboeTheo=3.49) BID [MULTI] 15:57:37.731 IV=46.8% -1.0 AMEX 463 x $3.45 - $3.55 x 40 AMEX OPENING Vega=$18k TSLA=276.13 Ref - TRADE CXLD:
>>2000 FREY Oct23 7.0 Puts $1.34 (CboeTheo=1.31) ASK AMEX 15:51:59.553 IV=70.0% +5.1 PHLX 1852 x $1.20 - $1.45 x 1 NOM SPREAD/CROSS Vega=$1106 FREY=5.80 Ref - TRADE CXLD:
>>2000 FREY Oct23 7.0 Calls $0.12 (CboeTheo=0.13) MID AMEX 15:51:59.553 IV=63.7% -1.2 BZX 6 x $0.10 - $0.15 x 19 ARCA SPREAD/CROSS - OPENING Vega=$1033 FREY=5.80 Ref - SPLIT TICKET:
>>1000 SPX Sep23 4000 Puts $0.10 (CboeTheo=0.12) BID [CBOE] 15:59:38.483 IV=92.9% +35.1 CBOE 32 x $0.10 - $0.15 x 1075 CBOE FLOOR Vega=$1242 SPX=4506.62 Fwd - >>1429 SPXW Sep23 3700 Puts $0.05 (CboeTheo=0.07) MID CBOE 16:01:31.575 IV=119.1% +37.9 CBOE 0 x $0.00 - $0.10 x 1132 CBOE Vega=$809 SPX=4505.37 Fwd
- >>1000 SPXW Sep23 22nd 3700 Puts $0.30 (CboeTheo=0.25) ASK CBOE 16:06:09.158 IV=49.6% +5.3 CBOE 1502 x $0.20 - $0.30 x 871 CBOE LATE Vega=$6539 SPX=4511.25 Fwd
- >>1000 SPXW Sep23 22nd 3700 Puts $0.30 (CboeTheo=0.25) ASK CBOE 16:06:09.158 IV=49.6% +5.3 CBOE 1502 x $0.20 - $0.30 x 871 CBOE LATE Vega=$6539 SPX=4511.25 Fwd
- >>1000 SPXW Sep23 22nd 3700 Puts $0.30 (CboeTheo=0.25) ASK CBOE 16:06:09.235 IV=49.6% +5.3 CBOE 1502 x $0.20 - $0.30 x 871 CBOE LATE Vega=$6539 SPX=4511.25 Fwd
- SPLIT TICKET:
>>5400 SPXW Sep23 22nd 3700 Puts $0.30 (CboeTheo=0.25) ASK [CBOE] 16:06:09.157 IV=49.6% +5.3 CBOE 1502 x $0.20 - $0.30 x 871 CBOE LATE Vega=$35k SPX=4511.25 Fwd - >>2000 SPXW Sep23 29th 3725 Puts $0.65 (CboeTheo=0.62) ASK CBOE 16:09:43.258 IV=38.3% +3.3 CBOE 300 x $0.60 - $0.65 x 88 CBOE FLOOR - OPENING Vega=$32k SPX=4516.97 Fwd
- >>1000 SPXW Sep23 29th 3725 Puts $0.65 (CboeTheo=0.62) ASK CBOE 16:09:43.258 IV=38.3% +3.3 CBOE 300 x $0.60 - $0.65 x 88 CBOE FLOOR Vega=$16k SPX=4516.97 Fwd
- SPLIT TICKET:
>>5997 SPXW Sep23 29th 3725 Puts $0.65 (CboeTheo=0.62) ASK [CBOE] 16:09:43.258 IV=38.3% +3.3 CBOE 300 x $0.60 - $0.65 x 88 CBOE FLOOR - OPENING Vega=$97k SPX=4516.97 Fwd - >>1000 SPXW Sep23 20th 4500 Calls $28.50 (CboeTheo=28.00) Above Ask! CBOE 16:13:23.504 IV=10.1% -0.1 CBOE 42 x $28.00 - $28.40 x 49 CBOE FLOOR Vega=$227k SPX=4509.89 Fwd
- SPLIT TICKET:
>>1000 SPX Sep23 3760 Puts $0.082 (CboeTheo=0.05) MID [CBOE] 16:14:48.449 IV=130.2% +50.0 CBOE 642 x $0.05 - $0.10 x 405 CBOE Vega=$511 SPX=4509.12 Fwd - >>1008 SPXW Sep23 18th 3425 Puts $0.05 (CboeTheo=0.03) MID CBOE 16:25:57.801 IV=81.5% +14.3 CBOE 0 x $0.00 - $0.10 x 137 CBOE EXTEND - OPENING Vega=$888 SPX=4509.64 Fwd
- SPLIT TICKET:
>>1344 SPXW Sep23 18th 3425 Puts $0.05 (CboeTheo=0.03) ASK [CBOE] 16:25:57.801 IV=81.5% +14.3 CBOE 0 x $0.00 - $0.05 x 1008 CBOE EXTEND - OPENING Vega=$1184 SPX=4509.64 Fwd