OPTION FLOW 9/18/2023

 

1. >>Market Color @STOCK - New option listings for 9/18 include Arm Holdings PLC - ADR ($ARM), Dirtt Environmental Solutions Ltd ($DRTTF), HYSA Stock ($HYSA), and Marshall & Ilsley Corporation ($MI). Option delistings effective 9/18 include Corporate Office Properties Trust ($OFC), METACRINE INC ($MTCR), DIRTT ENVIRONMENTAL SOLUTIONS LTD. ($DRTT), and ZNHYY Stock ($ZNHYY). (Autocolor ())
2. >>Market Color @ALL - OCC reports a total of 1,239,004 flex contracts traded on Sep 15th, with average daily flex volume of 480,194 over the past month. 69.8% of Friday's flex volume traded on Cboe, 0.2% NYSE-Arca, 12.8% PHLX and 17.2% Amex. Current Flex open interest is 16,698,118 contracts. (Autocolor ()) #flex #marketmover
3. >>Market Color HYG - Rev/Con recap for Sep 15th. 896,896 contracts traded Friday in reverse/conversion spreads on 106 underlying securities. 44.9m underlying shares were involved with total notional value of $6.04b. Rev/Con volume leaders included HYG, QQQ, IWM, BAC and EEM with implied borrow rates ranging from -105.0% (VFS) to 56.32% (AMC). (Autocolor (T)) #revcon
4. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
   NKLA $1.38 +0.19 +15.97%,
   RIOT $11.21 +0.44 +4.09%,
   PBR $15.46 +0.26 +1.71%,
   AAPL $177.87 +2.86 +1.63%,
   MULN $0.69 +0.01 +1.47%,
   
   while the biggest losers include:
   CGC $1.12 -0.23 (-17.04%),
   U $33.37 -2.95 (-8.12%),
   AMC $7.88 -0.48 (-5.74%),
   EOSE $2.45 -0.14 (-5.41%),
   MRNA $108.66 -5.93 (-5.17%),
   (Autocolor ())
5. >>Unusual Volume NKLA - 4x market weighted volume: 49.4k = 669.6k projected vs 147.3k adv, 94% calls, 3% of OI [NKLA 1.38 +0.19 Ref]
6. >>Unusual Volume RIOT - 3x market weighted volume: 23.3k = 316.3k projected vs 91.8k adv, 86% calls, 4% of OI [RIOT 11.21 +0.43 Ref]
7. >>Unusual Volume MULN - 3x market weighted volume: 9152 = 124.0k projected vs 40.9k adv, 87% calls [MULN 0.69 +0.01 Ref]
8. >>Unusual Volume CGC - 3x market weighted volume: 16.4k = 222.0k projected vs 70.9k adv, 73% calls, 4% of OI [CGC 1.12 -0.23 Ref]
9. >>Unusual Volume CVX - 3x market weighted volume: 10.8k = 146.9k projected vs 37.6k adv, 91% calls, 3% of OI [CVX 167.18 +0.68 Ref]
10. >>1000 SPXW Sep23 20th 4300 Puts $0.70 (CboeTheo=0.81)  MID  CBOE 09:30:08.533 IV=21.6% +6.6 CBOE 527 x $0.65 - $0.75 x 154 CBOE Vega=$22k SPX=4445.68 Fwd
11. >>1000 VIX Oct23 18th 14.5 Puts $0.63 (CboeTheo=0.62)  ASK  CBOE 09:30:44.612 IV=70.5% +3.4 CBOE 2253 x $0.57 - $0.64 x 24k CBOE Vega=$1544 VIX=15.95 Fwd
12. >>Unusual Volume AGNC - 3x market weighted volume: 5067 = 65.0k projected vs 17.8k adv, 90% calls, 2% of OI [AGNC 10.22 +0.15 Ref]
13. SPLIT TICKET:
    >>1436 SPXW Sep23 18th 4420 Puts $1.827 (CboeTheo=1.77)  Above Ask!  [CBOE] 09:31:19.956 IV=20.4% +13.1 CBOE 369 x $1.65 - $1.75 x 279 CBOE Vega=$39k SPX=4446.90 Fwd
14. SWEEP DETECTED:
    >>2000 F Oct23 6th 12.0 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 09:31:35.953 IV=33.5% +1.5 EMLD 760 x $0.16 - $0.17 x 1002 EMLD  ISO  Vega=$1895 F=12.46 Ref
15. SWEEP DETECTED:
    >>2646 TSLA Sep23 22nd 285 Calls $1.383 (CboeTheo=1.41)  Below Bid!  [MULTI] 09:33:02.253 IV=52.4% +11.2 BXO 60 x $1.39 - $1.42 x 58 BXO Vega=$20k TSLA=269.55 Ref
16. SWEEP DETECTED:
    >>2150 AMD Sep23 22nd 97.0 Puts $0.69 (CboeTheo=0.68)  ASK  [MULTI] 09:32:55.006 IV=48.8% +10.7 EMLD 2 x $0.68 - $0.69 x 46 BXO Vega=$6953 AMD=100.89 Ref
17. SWEEP DETECTED:
    >>2814 TSLA Sep23 22nd 300 Calls $0.251 (CboeTheo=0.27)  Below Bid!  [MULTI] 09:33:36.097 IV=56.3% +12.5 MPRL 28 x $0.27 - $0.28 x 353 MPRL Vega=$7516 TSLA=269.26 Ref
18. >>4854 AMD Sep23 22nd 97.0 Puts $0.69 (CboeTheo=0.70)  BID  ARCA 09:33:40.446 IV=49.9% +11.8 ARCA 4854 x $0.69 - $0.71 x 28 CBOE  OPENING  Vega=$16k AMD=101.01 Ref
19. SWEEP DETECTED:
    >>4859 AMD Sep23 22nd 97.0 Puts $0.69 (CboeTheo=0.70)  BID  [MULTI] 09:33:40.446 IV=49.9% +11.8 ARCA 4854 x $0.69 - $0.71 x 28 CBOE  OPENING  Vega=$16k AMD=101.01 Ref
20. SWEEP DETECTED:
    >>3647 WMT Oct23 160 Puts $0.95 (CboeTheo=0.92)  ASK  [MULTI] 09:32:28.799 IV=14.8% +0.9 EMLD 120 x $0.90 - $0.95 x 69 EMLD Vega=$54k WMT=164.61 Ref
21. SWEEP DETECTED:
    >>2403 BABA Sep23 22nd 92.0 Calls $0.077 (CboeTheo=0.09)  Below Bid!  [MULTI] 09:33:30.392 IV=40.8% +8.2 GEMX 51 x $0.09 - $0.10 x 24 MPRL Vega=$2629 BABA=85.64 Ref
22. SWEEP DETECTED:
    >>2258 GOOGL Sep23 22nd 140 Calls $0.603 (CboeTheo=0.62)  Below Bid!  [MULTI] 09:33:07.328 IV=23.8% +4.7 EMLD 140 x $0.61 - $0.63 x 59 BXO Vega=$11k GOOGL=137.78 Ref
23. SWEEP DETECTED:
    >>3250 UAL Sep23 22nd 47.0 Calls $0.10 (CboeTheo=0.11)  MID  [MULTI] 09:33:01.614 IV=34.6% +7.1 EMLD 1229 x $0.09 - $0.12 x 291 BOX  OPENING  Vega=$3273 UAL=44.93 Ref
24. SWEEP DETECTED:
    >>2000 PLTR Sep23 22nd 16.5 Calls $0.08 (CboeTheo=0.08)  BID  [MULTI] 09:35:57.189 IV=60.8% +11.0 C2 445 x $0.08 - $0.09 x 2254 EMLD Vega=$805 PLTR=15.38 Ref
25. SWEEP DETECTED:
    >>2000 PLTR Sep23 22nd 16.5 Calls $0.07 (CboeTheo=0.08)  BID  [MULTI] 09:36:10.601 IV=58.6% +8.8 EMLD 2211 x $0.07 - $0.08 x 732 C2 Vega=$764 PLTR=15.38 Ref
26. SWEEP DETECTED:
    >>2000 PLTR Sep23 22nd 16.5 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 09:36:15.433 IV=59.8% +10.0 MPRL 349 x $0.07 - $0.08 x 1219 C2 Vega=$755 PLTR=15.35 Ref
27. SWEEP DETECTED:
    >>2015 MSFT Sep23 22nd 335 Calls $1.12 (CboeTheo=1.13)  BID  [MULTI] 09:35:37.765 IV=24.7% +5.1 BXO 40 x $1.12 - $1.15 x 61 ARCA  AUCTION  Vega=$22k MSFT=328.01 Ref
28. >>25989 NKLA Sep23 22nd 1.0 Calls $0.36 (CboeTheo=0.37)  MID  AMEX 09:40:49.318 IV=202.3% -20.1 CBOE 2057 x $0.35 - $0.38 x 1 MPRL  CROSS  Vega=$439 NKLA=1.35 Ref
29. SWEEP DETECTED:
    >>2040 TSLA Oct23 6th 305 Calls $2.25 (CboeTheo=2.24)  BID  [MULTI] 09:41:12.403 IV=52.2% +3.6 ARCA 1020 x $2.25 - $2.27 x 60 BOX Vega=$28k TSLA=267.21 Ref
30. SWEEP DETECTED:
    >>2652 TLRY Sep23 22nd 2.5 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 09:36:03.419 IV=126.9% +28.6 ARCA 28 x $0.02 - $0.04 x 445 C2 Vega=$212 TLRY=2.81 Ref
31. >>3992 AMD Oct23 80.0 Calls $20.80 (CboeTheo=21.08)  BID  BOX 09:42:20.147 ARCA 10 x $20.80 - $21.25 x 13 ARCA  SPREAD/CROSS  Vega=$0 AMD=100.37 Ref
32. >>3992 AMD Oct23 80.0 Puts $0.26 (CboeTheo=0.27)  BID  BOX 09:42:20.147 IV=47.4% +0.5 C2 117 x $0.26 - $0.27 x 318 C2  SPREAD/CROSS  Vega=$11k AMD=100.37 Ref
33. SPLIT TICKET:
    >>3675 NTR Oct23 27th 59.0 Puts $0.625 (CboeTheo=0.65)  BID  [AMEX] 09:42:11.956 IV=28.4% -0.0 PHLX 162 x $0.60 - $0.70 x 51 PHLX  FLOOR - OPENING  Vega=$21k NTR=63.84 Ref
34. >>3238 ETSY Oct23 6th 58.0 Puts $0.46 (CboeTheo=0.47)  BID  AMEX 09:36:41.934 IV=46.4% +1.9 BXO 2 x $0.45 - $0.50 x 24 BXO  FLOOR - OPENING  Vega=$10k ETSY=64.66 Ref
35. SWEEP DETECTED:
    >>2000 WBA Sep23 22nd 21.0 Puts $0.05 (CboeTheo=0.05)  ASK  [MULTI] 09:40:14.988 IV=43.0% +9.7 C2 277 x $0.04 - $0.05 x 441 EMLD  OPENING  Vega=$864 WBA=22.25 Ref
36. SWEEP DETECTED:
    >>2587 RIOT Oct23 13.0 Calls $0.703 (CboeTheo=0.67)  Above Ask!  [MULTI] 09:39:05.375 IV=91.1% +5.6 BOX 150 x $0.65 - $0.70 x 213 BOX Vega=$3347 RIOT=11.45 Ref
37. >>Unusual Volume VALE - 3x market weighted volume: 22.8k = 178.4k projected vs 58.5k adv, 98% puts, 2% of OI [VALE 14.23 -0.09 Ref, IV=32.5% +1.1]
38. SPLIT TICKET:
    >>1500 VIX Sep23 20th 13.5 Puts $0.07 (CboeTheo=0.06)  ASK  [CBOE] 09:44:48.819 IV=91.4% +20.0 CBOE 5214 x $0.05 - $0.07 x 2092 CBOE Vega=$355 VIX=14.50 Fwd
39. >>Market Color RIOT - Bullish option flow detected in Riot Blockchain (11.43 +0.66) with 28,816 calls trading (3x expected) and implied vol increasing over 6 points to 89.73%. . The Put/Call Ratio is 0.22. Earnings are expected on 11/07. (Autocolor ()) [RIOT 11.43 +0.66 Ref, IV=89.7% +6.2] #Bullish
40. >>1000 VIX Sep23 20th 40.0 Calls $0.01  ASK  CBOE 09:45:31.754 IV=515.2% +259.0 CBOE 0 x $0.00 - $0.01 x 251 CBOE Vega=$19 VIX=14.47 Fwd
41. SPLIT TICKET:
    >>1251 VIX Sep23 20th 40.0 Calls $0.01  ASK  [CBOE] 09:45:31.754 IV=515.2% +259.0 CBOE 0 x $0.00 - $0.01 x 251 CBOE Vega=$24 VIX=14.47 Fwd
42. SPLIT TICKET:
    >>4000 AGNC Oct23 10.0 Calls $0.35 (CboeTheo=0.35)  ASK  [ARCA] 09:41:34.353 IV=19.9% +0.9 PHLX 500 x $0.32 - $0.35 x 1000 ARCA Vega=$3983 AGNC=10.24 Ref
43. SPLIT TICKET:
    >>3048 CAVA Oct23 6th 31.5 Puts $0.47 (CboeTheo=0.55)  BID  [AMEX] 09:41:37.814 IV=55.8% -1.9 PHLX 54 x $0.45 - $0.65 x 45 BOX  FLOOR - OPENING  Vega=$6290 CAVA=35.12 Ref
44. SPLIT TICKET:
    >>1326 SPXW Sep23 27th 4500 Calls $14.47 (CboeTheo=14.30)  Above Ask!  [CBOE] 09:40:26.379 IV=10.8% +1.0 CBOE 79 x $14.10 - $14.30 x 48 CBOE  LATE  Vega=$331k SPX=4459.08 Fwd
45. SWEEP DETECTED:
    >>Bearish Delta Impact 601 AX Oct23 42.5 Puts $2.439 (CboeTheo=2.28)  Above Ask!  [MULTI] 09:48:19.724 IV=35.4% +2.8 CBOE 380 x $2.10 - $2.35 x 5 AMEX  OPENING 
    Delta=-58%, EST. IMPACT = 35k Shares ($1.44m) To Sell AX=41.22 Ref
46. >>2913 GOOGL Oct23 110 Calls $28.11 (CboeTheo=28.53)  BID  BOX 09:43:47.828 BOX 60 x $28.10 - $29.35 x 60 BOX  SPREAD/CROSS  Vega=$0 GOOGL=137.86 Ref
47. >>2913 GOOGL Oct23 110 Puts $0.09 (CboeTheo=0.08)  ASK  BOX 09:43:47.828 IV=37.2% +1.5 EMLD 1604 x $0.08 - $0.09 x 179 BXO  SPREAD/CROSS  Vega=$5069 GOOGL=137.86 Ref
48. SWEEP DETECTED:
    >>2057 AMZN Sep23 29th 140 Calls $3.157 (CboeTheo=3.20)  Below Bid!  [MULTI] 09:48:52.321 IV=26.7% +1.6 BZX 77 x $3.20 - $3.25 x 631 PHLX Vega=$20k AMZN=140.81 Ref
49. >>14100 DIS Oct23 70.0 Calls $16.00 (CboeTheo=16.09)  BID  BOX 09:41:01.017 MPRL 5 x $16.00 - $16.25 x 100 CBOE  SPREAD/CROSS - OPENING  Vega=$0 DIS=85.64 Ref
50. >>14100 DIS Oct23 70.0 Puts $0.05 (CboeTheo=0.05)  BID  BOX 09:41:01.017 IV=33.3% +0.2 EMLD 336 x $0.05 - $0.06 x 93 C2  SPREAD/CROSS - OPENING  Vega=$15k DIS=85.64 Ref
51. SWEEP DETECTED:
    >>2000 GOOGL Sep23 22nd 134 Puts $0.381 (CboeTheo=0.39)  Below Bid!  [MULTI] 09:45:50.094 IV=27.0% +5.1 C2 85 x $0.39 - $0.40 x 819 C2 Vega=$7860 GOOGL=137.54 Ref
52. >>Unusual Volume U - 3x market weighted volume: 19.6k = 124.2k projected vs 41.4k adv, 51% calls, 5% of OI [U 33.28 -3.04 Ref, IV=55.0% +4.4]
53. SWEEP DETECTED:
    >>3244 PEP Oct23 165 Puts $0.29 (CboeTheo=0.31)  BID  [MULTI] 09:50:30.266 IV=20.1% -0.2 PHLX 357 x $0.29 - $0.33 x 44 ARCA Vega=$22k PEP=179.67 Ref
54. SWEEP DETECTED:
    >>2854 LCID Nov23 5.0 Puts $0.27 (CboeTheo=0.28)  BID  [MULTI] 09:51:42.386 IV=68.6% -0.5 EMLD 1392 x $0.27 - $0.30 x 316 EMLD Vega=$2113 LCID=5.79 Ref
55. SWEEP DETECTED:
    >>2300 F Sep23 22nd 12.0 Puts $0.07 (CboeTheo=0.07)  BID  [MULTI] 09:48:12.400 IV=37.3% +3.3 EMLD 2390 x $0.07 - $0.08 x 1487 EMLD Vega=$952 F=12.34 Ref
56. >>3250 SHOP Nov23 50.0 Puts $0.95 (CboeTheo=0.96)  BID  ISE 09:48:13.807 IV=53.2% +0.1 C2 310 x $0.95 - $0.97 x 15 MPRL  AUCTION - OPENING  Vega=$17k SHOP=61.79 Ref
57. SWEEP DETECTED:
    >>4000 C Dec23 42.0 Calls $2.499 (CboeTheo=2.43)  ASK  [MULTI] 09:48:15.786 IV=26.2% +1.1 BXO 63 x $2.41 - $2.50 x 769 PHLX  ISO - OPENING  Vega=$32k C=42.56 Ref
58. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SA Dec23 15.0 Calls $0.20 (CboeTheo=0.15)  ASK  [MULTI] 09:48:32.663 IV=45.4% +4.6 CBOE 250 x $0.10 - $0.20 x 2991 BOX
    Delta=16%, EST. IMPACT = 8197 Shares ($95k) To Buy SA=11.57 Ref
59. SPLIT TICKET:
    >>1115 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.20)  BID  [CBOE] 09:54:38.241 IV=97.8% +20.6 CBOE 818 x $0.20 - $0.21 x 5563 CBOE Vega=$411 VIX=14.52 Fwd
60. >>1195 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.19)  ASK  CBOE 09:54:44.741 IV=99.8% +22.6 CBOE 3538 x $0.17 - $0.21 x 1978 CBOE Vega=$438 VIX=14.55 Fwd
61. SWEEP DETECTED:
    >>2000 TFC Nov23 30.0 Calls $0.899 (CboeTheo=0.83)  Above Ask!  [MULTI] 09:52:41.937 IV=32.9% +0.4 ISE 240 x $0.80 - $0.85 x 3 EMLD Vega=$8393 TFC=28.32 Ref
62. SPLIT TICKET:
    >>1093 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.20)  BID  [CBOE] 09:55:10.305 IV=97.8% +20.6 CBOE 796 x $0.20 - $0.21 x 2020 CBOE Vega=$403 VIX=14.53 Fwd
63. >>1000 VIX Sep23 20th 20.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 09:55:15.543 IV=224.8% +70.3 CBOE 1651 x $0.02 - $0.03 x 980 CBOE Vega=$81 VIX=14.57 Fwd
64. >>1183 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.19)  ASK  CBOE 09:55:24.876 IV=101.8% +24.5 CBOE 1598 x $0.17 - $0.21 x 17k CBOE Vega=$431 VIX=14.57 Fwd
65. SPLIT TICKET:
    >>1046 VIX Sep23 20th 14.0 Puts $0.20 (CboeTheo=0.20)  BID  [CBOE] 09:55:20.414 IV=101.8% +24.5 CBOE 546 x $0.20 - $0.21 x 8761 CBOE Vega=$381 VIX=14.57 Fwd
66. >>2618 CVS Sep23 22nd 70.0 Puts $0.42 (CboeTheo=0.43)  BID  CBOE 09:54:39.561 IV=22.3% +4.2 BXO 17 x $0.42 - $0.44 x 5 MRX  COB/AUCTION - OPENING  Vega=$7487 CVS=70.54 Ref
67. >>2618 CVS Sep23 22nd 68.0 Puts $0.07 (CboeTheo=0.08)  BID  CBOE 09:54:39.561 IV=25.0% +3.8 MPRL 336 x $0.07 - $0.08 x 179 MPRL  COB/AUCTION - OPENING  Vega=$3096 CVS=70.54 Ref
68. SWEEP DETECTED:
    >>2000 HUT Oct23 2.0 Calls $0.37 (CboeTheo=0.34)  ASK  [MULTI] 09:44:53.171 IV=115.1% +11.6 PHLX 1815 x $0.33 - $0.37 x 437 EMLD Vega=$471 HUT=2.17 Ref
69. >>20000 VALE Dec23 10.0 Puts $0.06 (CboeTheo=0.07)  BID  ARCA 09:54:11.971 IV=45.8% -0.6 NOM 11 x $0.06 - $0.07 x 1531 ARCA  CROSS  Vega=$13k VALE=14.23 Ref
70. SWEEP DETECTED:
    >>4500 AMC Sep23 22nd 7.0 Puts $0.09 (CboeTheo=0.10)  BID  [MULTI] 09:55:04.372 IV=125.0% +1.1 MRX 543 x $0.09 - $0.10 x 29 GEMX  ISO  Vega=$914 AMC=7.96 Ref
71. SWEEP DETECTED:
    >>2000 HUT Oct23 2.0 Calls $0.37 (CboeTheo=0.35)  ASK  [MULTI] 09:46:09.161 IV=114.4% +10.9 EMLD 496 x $0.34 - $0.37 x 1170 EMLD Vega=$471 HUT=2.17 Ref
72. >>1000 SPX Oct23 4200 Puts $12.30 (CboeTheo=13.05)  Below Bid!  CBOE 09:46:19.818 IV=17.2% +0.5 CBOE 1638 x $12.90 - $13.20 x 577 CBOE  LATE  Vega=$258k SPX=4464.49 Fwd
73. >>7621 SPX Oct23 4200 Puts $12.30 (CboeTheo=13.05)  Below Bid!  CBOE 09:46:19.924 IV=17.2% +0.5 CBOE 100 x $13.00 - $13.20 x 473 CBOE  LATE  Vega=$1.97m SPX=4464.49 Fwd
74. SPLIT TICKET:
    >>10821 SPX Oct23 4200 Puts $12.30 (CboeTheo=13.05)  Below Bid!  [CBOE] 09:46:19.818 IV=17.2% +0.5 CBOE 1638 x $12.90 - $13.20 x 577 CBOE  LATE  Vega=$2.79m SPX=4464.49 Fwd
75. SWEEP DETECTED:
    >>2997 GOOGL Sep23 22nd 141 Calls $0.50 (CboeTheo=0.49)  MID  [MULTI] 09:55:03.175 IV=23.4% +4.5 EMLD 21 x $0.49 - $0.50 x 726 CBOE Vega=$14k GOOGL=138.38 Ref
76. SWEEP DETECTED:
    >>2418 TSM Sep23 29th 83.0 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 09:58:28.860 IV=31.3% +2.4 MPRL 111 x $0.16 - $0.17 x 576 EMLD  OPENING  Vega=$5594 TSM=89.52 Ref
77. SPLIT TICKET:
    >>1550 SPXW Oct23 27th 3700 Puts $3.00 (CboeTheo=3.05)  BID  [CBOE] 09:47:54.688 IV=28.5% +0.7 CBOE 30 x $3.00 - $3.10 x 633 CBOE  FLOOR  Vega=$114k SPX=4467.80 Fwd
78. SWEEP DETECTED:
    >>5000 F Dec23 12.0 Puts $0.64 (CboeTheo=0.63)  ASK  [MULTI] 09:57:17.023 IV=33.0% -0.0 EMLD 663 x $0.63 - $0.64 x 5183 EMLD  ISO  Vega=$12k F=12.30 Ref
79. >>Market Color BX - Bearish flow noted in Blackstone (113.73 -0.06) with 3,780 puts trading, or 1.4x expected. The Put/Call Ratio is 3.22, while ATM IV is up over 1 point on the day. Earnings are expected on 10/18. (Autocolor (T)) [BX 113.73 -0.06 Ref, IV=29.4% +1.2] #Bearish
80. >>2000 UAL Nov23 49.0 Calls $1.17 (CboeTheo=1.17)  MID  AMEX 10:01:02.847 IV=33.9% +0.5 EMLD 332 x $1.15 - $1.18 x 88 EMLD  FLOOR - OPENING  Vega=$13k UAL=44.95 Ref
81. >>3000 CCJ Sep23 29th 45.0 Calls $0.08 (CboeTheo=0.09)  BID  PHLX 10:00:28.466 IV=43.9% +3.2 MPRL 40 x $0.08 - $0.09 x 47 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$2644 CCJ=39.78 Ref
82. >>5000 NKLA Jan24 0.5 Puts $0.09 (CboeTheo=0.09)  MID  AMEX 10:02:55.532 IV=194.2% +11.8 C2 1112 x $0.08 - $0.10 x 2918 CBOE  SPREAD/FLOOR  Vega=$548 NKLA=1.38 Ref
83. >>5000 NKLA Jan24 1.5 Calls $0.48 (CboeTheo=0.47)  MID  AMEX 10:02:55.532 IV=185.2% +5.5 C2 772 x $0.46 - $0.49 x 1362 EDGX  SPREAD/FLOOR  Vega=$1383 NKLA=1.38 Ref
84. >>2380 NKE Sep23 22nd 96.0 Puts $0.76 (CboeTheo=0.76)  ASK  BOX 10:03:23.329 IV=22.8% +4.0 BXO 9 x $0.74 - $0.76 x 100 C2  SPREAD/FLOOR  Vega=$9737 NKE=96.32 Ref
85. >>2380 NKE Oct23 27th 88.0 Puts $1.06 (CboeTheo=1.08)  BID  BOX 10:03:23.329 IV=33.5% +1.2 PHLX 49 x $1.03 - $1.11 x 10 GEMX  SPREAD/FLOOR - OPENING  Vega=$20k NKE=96.32 Ref
86. SWEEP DETECTED:
    >>2405 LUMN Sep23 29th 1.5 Puts $0.08 (CboeTheo=0.08)  BID  [MULTI] 09:50:55.019 IV=81.3% -0.9 C2 173 x $0.08 - $0.09 x 15 EDGX  OPENING  Vega=$252 LUMN=1.50 Ref
87. SWEEP DETECTED:
    >>2072 GOOG Sep23 22nd 143 Calls $0.296 (CboeTheo=0.31)  MID  [MULTI] 10:03:50.092 IV=22.3% +3.0 BZX 207 x $0.30 - $0.31 x 57 BXO  OPENING   52WeekHigh  Vega=$8041 GOOG=139.56 Ref
88. >>2453 SPX Oct23 4700 Calls $2.25 (CboeTheo=2.31)  BID  CBOE 09:52:59.486 IV=9.8% +0.2 CBOE 1178 x $2.25 - $2.40 x 3186 CBOE  FLOOR  Vega=$341k SPX=4469.30 Fwd
89. SPLIT TICKET:
    >>2553 SPX Oct23 4700 Calls $2.25 (CboeTheo=2.31)  BID  [CBOE] 09:52:59.461 IV=9.8% +0.2 CBOE 1178 x $2.25 - $2.40 x 3186 CBOE  FLOOR  Vega=$355k SPX=4469.30 Fwd
90. SPLIT TICKET:
    >>2000 VNOM Oct23 31.0 Calls $0.12 (CboeTheo=0.15)  BID  [AMEX] 09:54:23.579 IV=21.6% -1.4 BOX 29 x $0.10 - $0.20 x 221 PHLX  FLOOR - OPENING  Vega=$3411 VNOM=28.49 Ref
91. SPLIT TICKET:
    >>2000 SPXW Sep23 18th 4425 Puts $1.70 (CboeTheo=1.99)  Below Bid!  [CBOE] 09:54:52.018 IV=18.7% +11.6 CBOE 11 x $2.00 - $2.05 x 114 CBOE  FLOOR  Vega=$56k SPX=4447.63 Fwd
92. >>Unusual Volume LUMN - 3x market weighted volume: 8778 = 41.3k projected vs 12.7k adv, 85% puts, 2% of OI [LUMN 1.56 +0.03 Ref, IV=89.9% +0.6]
93. >>7500 NKLA Sep23 22nd 1.5 Puts $0.24 (CboeTheo=0.26)  Below Bid!  AMEX 10:07:18.344 IV=245.5% +5.2 C2 413 x $0.25 - $0.26 x 635 C2  FLOOR - OPENING  Vega=$419 NKLA=1.35 Ref
94. SWEEP DETECTED:
    >>Bullish Delta Impact 700 SA Dec23 15.0 Calls $0.20 (CboeTheo=0.18)  ASK  [MULTI] 10:07:22.247 IV=44.6% +3.8 MPRL 575 x $0.15 - $0.20 x 358 CBOE  ISO 
    Delta=17%, EST. IMPACT = 12k Shares ($135k) To Buy SA=11.64 Ref
95. >>4194 BAC Dec23 24.0 Puts $0.22 (CboeTheo=0.23)  BID  AMEX 10:08:00.967 IV=31.0% -0.0 C2 3268 x $0.22 - $0.23 x 3515 EMLD  COB - OPENING  Vega=$11k BAC=28.66 Ref
96. >>4194 BAC Oct23 27.5 Puts $0.40 (CboeTheo=0.39)  ASK  AMEX 10:08:00.967 IV=27.3% EMLD 5043 x $0.39 - $0.40 x 4192 EMLD  COB - OPENING  Vega=$12k BAC=28.66 Ref
97. SWEEP DETECTED:
    >>3072 BAC Dec23 24.0 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 10:08:06.996 IV=31.0% -0.0 C2 905 x $0.22 - $0.23 x 3390 C2  OPENING  Vega=$7761 BAC=28.66 Ref
98. >>2000 LNC Oct23 25.0 Puts $0.90 (CboeTheo=0.84)  ASK  PHLX 10:09:44.076 IV=38.1% +2.0 PHLX 216 x $0.80 - $0.90 x 317 PHLX  SPREAD/CROSS/TIED  Vega=$5862 LNC=25.83 Ref
99. SWEEP DETECTED:
    >>2193 IONQ Sep23 22nd 16.5 Puts $0.65 (CboeTheo=0.61)  ASK  [MULTI] 10:09:45.996 IV=124.9% +24.3 EDGX 596 x $0.55 - $0.65 x 811 MPRL  OPENING  Vega=$1535 IONQ=17.05 Ref
100. >>3373 PZZA Nov23 67.5 Puts $1.30 (CboeTheo=1.36)  BID  MIAX 10:09:50.406 IV=35.8% -0.7 MIAX 93 x $1.25 - $1.50 x 79 MIAX  ISO/AUCTION - OPENING  Vega=$29k PZZA=75.27 Ref
101. SPLIT TICKET:
     >>1020 SPXW Oct23 27th 4725 Calls $2.85 (CboeTheo=2.77)  ASK  [CBOE] 10:00:23.016 IV=10.1% +0.3 CBOE 632 x $2.70 - $2.85 x 30 CBOE  LATE - OPENING  Vega=$168k SPX=4469.66 Fwd
102. SPLIT TICKET:
     >>1020 SPXW Oct23 27th 4075 Puts $9.35 (CboeTheo=9.50)  Below Bid!  [CBOE] 10:00:23.016 IV=19.7% +0.6 CBOE 173 x $9.40 - $9.60 x 96 CBOE  LATE - OPENING  Vega=$214k SPX=4469.66 Fwd
103. SWEEP DETECTED:
     >>Bullish Delta Impact 2846 GFI Oct23 12.0 Puts $0.45 (CboeTheo=0.47)  BID  [MULTI] 10:09:59.360 IV=36.6% +0.5 EMLD 680 x $0.45 - $0.50 x 112 AMEX  ISO 
     Delta=-44%, EST. IMPACT = 124k Shares ($1.50m) To Buy GFI=12.08 Ref
104. >>2134 DAL Jan24 46.0 Calls $0.80 (CboeTheo=0.81)  BID  AMEX 10:00:36.679 IV=28.3% +0.2 MPRL 87 x $0.79 - $0.83 x 425 CBOE  FLOOR - OPENING  Vega=$15k DAL=39.48 Ref
105. >>4000 BAC Jan25 28.0 Puts $2.77 (CboeTheo=2.75)  MID  ISE 10:10:29.777 IV=27.9% +0.1 PHLX 454 x $2.69 - $2.84 x 1348 PHLX  SPREAD/CROSS/TIED  Vega=$48k BAC=28.68 Ref
106. >>4000 BAC Jan25 28.0 Calls $4.33 (CboeTheo=4.33)  ASK  ISE 10:10:29.777 IV=27.8% -0.0 PHLX 2029 x $4.15 - $4.40 x 1078 PHLX  SPREAD/CROSS/TIED  Vega=$48k BAC=28.68 Ref
107. >>2000 BILI Dec23 12.5 Puts $0.98 (CboeTheo=0.99)  BID  ARCA 10:01:15.387 IV=61.2% -0.1 EMLD 361 x $0.97 - $1.03 x 532 EMLD  SPREAD/CROSS  Vega=$4769 BILI=13.68 Ref
108. >>2000 BILI Dec23 12.5 Calls $2.31 (CboeTheo=2.33)  BID  ARCA 10:01:15.387 IV=60.7% -0.5 BXO 7 x $2.31 - $2.34 x 186 PHLX  SPREAD/CROSS - OPENING  Vega=$4750 BILI=13.68 Ref
109. SWEEP DETECTED:
     >>Bullish Delta Impact 1417 PAAS Oct23 17.0 Puts $0.90 (CboeTheo=0.93)  BID  [MULTI] 10:11:44.104 IV=33.7% -1.3 PHLX 251 x $0.90 - $0.95 x 288 EMLD  ISO - OPENING 
     Delta=-58%, EST. IMPACT = 83k Shares ($1.37m) To Buy PAAS=16.50 Ref
110. SPLIT TICKET:
     >>1096 SPXW Sep23 29th 4555 Calls $4.60 (CboeTheo=4.51)  ASK  [CBOE] 10:05:30.743 IV=10.4% +0.8 CBOE 349 x $4.40 - $4.60 x 150 CBOE  LATE  Vega=$179k SPX=4456.33 Fwd
111. SWEEP DETECTED:
     >>3166 AAPL Sep23 22nd 185 Calls $0.13 (CboeTheo=0.14)  BID  [MULTI] 10:13:32.541 IV=25.2% +2.2 EMLD 1612 x $0.13 - $0.14 x 1933 BXO Vega=$7850 AAPL=177.23 Ref
112. SWEEP DETECTED:
     >>Bullish Delta Impact 699 EGO Oct23 10.0 Puts $0.40 (CboeTheo=0.43)  BID  [MULTI] 10:14:24.456 IV=34.4% -3.8 PHLX 392 x $0.40 - $0.45 x 37 BZX  ISO 
     Delta=-48%, EST. IMPACT = 34k Shares ($334k) To Buy EGO=9.96 Ref
113. SWEEP DETECTED:
     >>2051 AMZN Sep23 22nd 148 Calls $0.12 (CboeTheo=0.12)  BID  [MULTI] 10:14:34.352 IV=28.6% +2.8 C2 497 x $0.12 - $0.13 x 486 C2 Vega=$4086 AMZN=141.02 Ref
114. SWEEP DETECTED:
     >>2085 AMZN Sep23 22nd 148 Calls $0.12 (CboeTheo=0.12)  MID  [MULTI] 10:14:45.923 IV=28.3% +2.5 NOM 504 x $0.12 - $0.13 x 309 MPRL  ISO  Vega=$4180 AMZN=141.09 Ref
115. >>Market Color @STOCK - Heavy first hour option volume is noted in : SA, EAT, PZZA, SOVO, MAT, SFIX, NTR, JETS, U. (Autocolor ())
116. >>Market Color MSTR - Bullish option flow detected in MicroStrategy (349.17 +8.39) with 2,830 calls trading (1.4x expected) and implied vol increasing over 2 points to 57.95%. . The Put/Call Ratio is 0.58. Earnings are expected on 10/31. (Autocolor ()) [MSTR 349.17 +8.39 Ref, IV=57.9% +2.2] #Bullish
117. SWEEP DETECTED:
     >>2250 CGC Oct23 1.0 Puts $0.20 (CboeTheo=0.19)  ASK  [MULTI] 10:15:26.635 IV=212.5% +5.8 EMLD 25 x $0.19 - $0.20 x 2155 ARCA  SSR  Vega=$264 CGC=1.17 Ref
118. SWEEP DETECTED:
     >>2250 CGC Oct23 1.5 Calls $0.16 (CboeTheo=0.17)  BID  [MULTI] 10:15:26.642 IV=199.9% -18.0 ARCA 1895 x $0.16 - $0.18 x 59 C2  SSR  Vega=$300 CGC=1.17 Ref
119. >>2000 EAT Oct23 30.0 Puts $0.75 (CboeTheo=0.80)  BID  BOX 10:15:34.136 IV=36.9% -1.6 PHLX 61 x $0.75 - $0.85 x 249 PHLX  SPREAD/FLOOR - OPENING  Vega=$6648 EAT=31.27 Ref
120. >>2500 EAT Jan24 40.0 Calls $0.60 (CboeTheo=0.57)  ASK  BOX 10:15:34.136 IV=37.7% +1.1 AMEX 226 x $0.50 - $0.65 x 294 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k EAT=31.27 Ref
121. >>6600 KVUE Sep23 29th 20.5 Puts $0.30 (CboeTheo=0.26)  ASK  PHLX 10:15:47.389 IV=33.3% +5.0 CBOE 5119 x $0.20 - $0.30 x 4162 CBOE  SPREAD/FLOOR - OPENING  Vega=$9016 KVUE=20.89 Ref
122. >>4400 KVUE Sep23 29th 20.5 Puts $0.25 (CboeTheo=0.26)  MID  PHLX 10:15:47.389 IV=29.6% +1.3 CBOE 5119 x $0.20 - $0.30 x 4162 CBOE  SPREAD/FLOOR - OPENING  Vega=$5918 KVUE=20.89 Ref
123. >>3936 KVUE Sep23 29th 21.0 Puts $0.45 (CboeTheo=0.46)  MID  PHLX 10:15:47.389 IV=27.9% +0.9 CBOE 4566 x $0.40 - $0.50 x 3933 CBOE  SPREAD/FLOOR  Vega=$5741 KVUE=20.89 Ref
124. >>2000 NE Mar24 45.0 Puts $2.05 (CboeTheo=2.08)  BID  AMEX 10:15:56.643 IV=39.7% -0.7 BOX 11 x $2.00 - $2.15 x 18 BOX  SPREAD/FLOOR - OPENING  Vega=$22k NE=53.12 Ref
125. >>2500 UEC Nov23 4.0 Puts $0.10 (CboeTheo=0.08)  ASK  BOX 10:16:08.080 IV=64.0% +0.1 PHLX 719 x $0.05 - $0.10 x 627 C2  FLOOR   SSR  Vega=$1125 UEC=5.14 Ref
126. >>5000 F Jun24 10.0 Puts $0.51 (CboeTheo=0.50)  MID  ARCA 10:16:55.864 IV=37.4% +0.2 BOX 10 x $0.49 - $0.52 x 10 BXO  CROSS  Vega=$15k F=12.38 Ref
127. >>8500 SIRI Dec23 4.0 Puts $0.45 (CboeTheo=0.42)  ASK  PHLX 10:17:41.710 IV=60.6% +10.1 ARCA 30 x $0.40 - $0.46 x 15 NOM  AUCTION  Vega=$6538 SIRI=4.12 Ref
128. >>2150 BABA Oct23 83.0 Puts $1.70 (CboeTheo=1.68)  ASK  ARCA 10:18:24.715 IV=34.6% BOX 85 x $1.67 - $1.70 x 124 EDGX  CROSS - OPENING  Vega=$19k BABA=87.03 Ref
129. >>5000 REI Nov23 2.0 Puts $0.15 (CboeTheo=0.20)  BID  ARCA 10:15:49.297 IV=43.4% -17.4 PHLX 3456 x $0.15 - $0.30 x 4711 PHLX  SPREAD/FLOOR - OPENING  Vega=$1587 REI=1.96 Ref
130. >>5000 REI Jan24 2.5 Calls $0.10 (CboeTheo=0.10)  MID  ARCA 10:15:49.297 IV=54.2% -8.2 PHLX 5671 x $0.05 - $0.15 x 1264 CBOE  SPREAD/FLOOR  Vega=$1995 REI=1.96 Ref
131. >>1000 VIX Oct23 18th 14.0 Puts $0.41 (CboeTheo=0.42)  MID  CBOE 10:19:16.085 IV=63.3% +0.2 CBOE 12k x $0.40 - $0.43 x 250 CBOE Vega=$1361 VIX=15.78 Fwd
132. >>4250 PYPL Nov23 55.0 Puts $1.04 (CboeTheo=1.04)  MID  AMEX 10:19:27.752 IV=41.2% +0.6 EMLD 76 x $1.03 - $1.05 x 474 EMLD  AUCTION  Vega=$28k PYPL=63.02 Ref
133. SWEEP DETECTED:
     >>2047 AMD Sep23 22nd 112 Calls $0.08 (CboeTheo=0.09)  BID  [MULTI] 10:19:56.504 IV=49.4% +6.8 EMLD 851 x $0.08 - $0.09 x 198 C2 Vega=$1911 AMD=101.64 Ref
134. SWEEP DETECTED:
     >>2000 XPEV Sep23 29th 19.5 Calls $0.438 (CboeTheo=0.45)  Below Bid!  [MULTI] 10:23:26.172 IV=67.5% +3.2 GEMX 17 x $0.45 - $0.46 x 15 EMLD  ISO - OPENING  Vega=$2351 XPEV=18.38 Ref
135. >>3000 SOVO Nov23 25.0 Calls $0.15 (CboeTheo=0.07)  ASK  AMEX 10:23:42.351 IV=22.1% -1.0 GEMX 0 x $0.00 - $0.15 x 10 ARCA  FLOOR - OPENING  Vega=$6551 SOVO=22.66 Ref
136. >>3000 BAC Jun24 28.0 Puts $1.97 (CboeTheo=1.96)  MID  ARCA 10:25:11.683 IV=26.1% -0.1 BXO 45 x $1.96 - $1.98 x 298 EMLD  CROSS  Vega=$28k BAC=28.62 Ref
137. >>3898 NFLX Sep23 29th 390 Puts $5.47 (CboeTheo=5.48)  MID  ISE 10:29:05.217 IV=31.9% +1.1 ARCA 40 x $5.40 - $5.55 x 6 MRX  COB - OPENING  Vega=$101k NFLX=397.02 Ref
138. >>3898 NFLX Sep23 29th 395 Puts $7.42 (CboeTheo=7.43)  BID  ISE 10:29:05.217 IV=31.4% +1.3 BXO 25 x $7.35 - $7.55 x 12 MPRL  COB - OPENING  Vega=$107k NFLX=397.02 Ref
139. >>2000 NCLH Oct23 16.5 Puts $0.50 (CboeTheo=0.51)  BID  PHLX 10:29:19.754 IV=39.8% GEMX 280 x $0.50 - $0.52 x 400 EDGX  TIED/FLOOR - OPENING  Vega=$3754 NCLH=17.09 Ref
140. >>2500 PRGO Oct23 32.5 Calls $1.55 (CboeTheo=1.51)  ASK  PHLX 10:30:17.192 IV=20.6% +1.1 BOX 40 x $1.40 - $1.55 x 27 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$8225 PRGO=33.48 Ref
141. >>2500 PRGO Oct23 32.5 Calls $1.50 (CboeTheo=1.51)  ASK  PHLX 10:30:19.652 IV=19.2% -0.3 AMEX 69 x $1.40 - $1.55 x 102 AMEX  SPREAD/CROSS/TIED - OPENING  Vega=$8029 PRGO=33.48 Ref
142. SWEEP DETECTED:
     >>2470 INTC Nov23 48.0 Calls $0.18 (CboeTheo=0.19)  BID  [MULTI] 10:33:56.120 IV=36.9% +0.2 C2 2242 x $0.18 - $0.19 x 521 C2  OPENING  Vega=$5554 INTC=38.01 Ref
143. SWEEP DETECTED:
     >>3128 INTC Nov23 48.0 Calls $0.18 (CboeTheo=0.18)  BID  [MULTI] 10:34:12.067 IV=36.9% +0.2 C2 689 x $0.18 - $0.19 x 523 C2  OPENING  Vega=$7038 INTC=38.02 Ref
144. SWEEP DETECTED:
     >>Bullish Delta Impact 997 CLAR Oct23 7.5 Puts $0.407 (CboeTheo=0.49)  Below Bid!  [MULTI] 10:34:30.676 IV=20.8% -20.8 NOM 30 x $0.41 - $0.49 x 6 BOX
     Delta=-76%, EST. IMPACT = 76k Shares ($549k) To Buy CLAR=7.26 Ref
145. SWEEP DETECTED:
     >>Bullish Delta Impact 586 BEAM Oct23 25.0 Puts $1.80 (CboeTheo=1.80)  BID  [MULTI] 10:34:53.178 IV=53.3% -0.5 ISE 52 x $1.80 - $2.00 x 2 PHLX  OPENING 
     Delta=-52%, EST. IMPACT = 30k Shares ($741k) To Buy BEAM=24.42 Ref
146. SWEEP DETECTED:
     >>Bearish Delta Impact 1000 NEXT Nov23 6.0 Calls $0.25 (CboeTheo=0.28)  BID  [MULTI] 10:35:03.307 IV=44.6% -7.7 PHLX 350 x $0.25 - $0.30 x 500 NOM  ISO - OPENING 
     Delta=40%, EST. IMPACT = 40k Shares ($217k) To Sell NEXT=5.50 Ref
147. >>2600 X Oct23 35.0 Calls $0.16 (CboeTheo=0.13)  ASK  PHLX 10:35:55.026 IV=34.1% +4.6 EDGX 96 x $0.10 - $0.17 x 104 MPRL  FLOOR  Vega=$4599 X=30.62 Ref
148. >>2600 X Oct23 35.0 Calls $0.17 (CboeTheo=0.13)  ASK  PHLX 10:35:55.026 IV=34.6% +5.2 EDGX 96 x $0.10 - $0.17 x 104 MPRL  FLOOR  Vega=$4717 X=30.62 Ref
149. SPLIT TICKET:
     >>5200 X Oct23 35.0 Calls $0.165 (CboeTheo=0.13)  ASK  [PHLX] 10:35:55.026 IV=34.1% +4.6 EDGX 96 x $0.10 - $0.17 x 104 MPRL  FLOOR  Vega=$9197 X=30.62 Ref
150. >>5000 AAL Mar24 11.0 Puts $0.45 (CboeTheo=0.46)  Below Bid!  PHLX 10:36:04.704 IV=39.8% -1.2 EMLD 181 x $0.46 - $0.47 x 510 EMLD  TIED/FLOOR - OPENING  Vega=$13k AAL=13.12 Ref
151. SWEEP DETECTED:
     >>Bullish Delta Impact 2633 CCJ Oct23 41.0 Calls $1.397 (CboeTheo=1.38)  Above Ask!  [MULTI] 10:36:39.933 IV=34.0% -0.5 MPRL 8 x $1.37 - $1.39 x 13 BOX  OPENING 
     Delta=47%, EST. IMPACT = 124k Shares ($4.99m) To Buy CCJ=40.27 Ref
152. >>Unusual Volume VFC - 3x market weighted volume: 9457 = 32.2k projected vs 9177 adv, 82% calls, 4% of OI [VFC 17.34 -0.82 Ref, IV=39.6% +1.4]
153. SWEEP DETECTED:
     >>2016 IQ Oct23 5.0 Calls $0.17 (CboeTheo=0.17)  BID  [MULTI] 10:38:11.971 IV=45.6% -0.3 BZX 331 x $0.17 - $0.18 x 513 C2  ISO  Vega=$1104 IQ=4.76 Ref
154. >>2000 JD Mar24 25.0 Puts $0.92 (CboeTheo=0.93)  BID  PHLX 10:40:29.154 IV=41.8% -0.4 ARCA 488 x $0.91 - $0.96 x 321 EMLD  TIED/FLOOR   52WeekLow  Vega=$11k JD=30.98 Ref
155. >>3000 BABA Nov23 80.0 Puts $2.14 (CboeTheo=2.15)  MID  AMEX 10:41:46.156 IV=37.6% +0.2 BXO 12 x $2.13 - $2.16 x 8 BXO  SPREAD/CROSS  Vega=$34k BABA=86.83 Ref
156. >>3000 BABA Nov23 80.0 Calls $9.78 (CboeTheo=9.79)  BID  AMEX 10:41:46.156 IV=37.5% +0.2 CBOE 54 x $9.75 - $9.85 x 33 BOX  SPREAD/CROSS - OPENING  Vega=$34k BABA=86.83 Ref
157. SPLIT TICKET:
     >>1500 SPX Dec23 4255 Puts $48.85 (CboeTheo=49.47)  Below Bid!  [CBOE] 10:41:48.190 IV=16.0% +0.1 CBOE 214 x $49.20 - $49.70 x 400 CBOE  LATE - OPENING  Vega=$1.01m SPX=4494.68 Fwd
158. SPLIT TICKET:
     >>1500 SPX Dec23 3810 Puts $14.10 (CboeTheo=14.31)  Below Bid!  [CBOE] 10:41:48.190 IV=22.8% +0.2 CBOE 950 x $14.20 - $14.40 x 500 CBOE  LATE - OPENING  Vega=$422k SPX=4494.68 Fwd
159. >>2000 BAC Oct23 29.0 Puts $0.93 (CboeTheo=0.92)  ASK  ISE 10:42:32.440 IV=24.5% +0.6 EMLD 705 x $0.92 - $0.93 x 1673 EMLD  SPREAD/CROSS/TIED  Vega=$6751 BAC=28.68 Ref
160. SWEEP DETECTED:
     >>2501 JBLU Dec23 4.0 Puts $0.18 (CboeTheo=0.18)  ASK  [MULTI] 10:43:18.395 IV=57.3% +0.8 C2 1377 x $0.17 - $0.18 x 664 MPRL  52WeekLow  Vega=$1686 JBLU=4.78 Ref
161. >>2677 ARM Oct23 52.5 Puts $1.70 (CboeTheo=1.65)  ASK  ISE 10:45:03.007 IV=56.7% PHLX 146 x $1.60 - $1.70 x 2677 ISE  OPENING   52WeekLow  Vega=$15k ARM=57.40 Ref
162. >>Market Color GPS - Bullish option flow detected in Gap (10.39 -0.80) with 3,559 calls trading (1.4x expected) and implied vol increasing over 2 points to 41.15%. . The Put/Call Ratio is 0.59. Earnings are expected on 11/24. (Autocolor ()) [GPS 10.39 -0.80 Ref, IV=41.1% +2.3] #Bullish
163. SPLIT TICKET:
     >>1650 SPX Dec23 3200 Puts $4.24 (CboeTheo=4.24)  BID  [CBOE] 10:46:00.426 IV=33.5% +0.4 CBOE 560 x $4.20 - $4.30 x 2115 CBOE  LATE  Vega=$149k SPX=4500.01 Fwd
164. SPLIT TICKET:
     >>1200 SPX Dec23 3600 Puts $8.91 (CboeTheo=8.90)  ASK  [CBOE] 10:46:00.426 IV=26.4% +0.4 CBOE 1224 x $8.80 - $9.00 x 2071 CBOE  LATE  Vega=$224k SPX=4500.01 Fwd
165. >>5000 BABA Dec23 85.0 Calls $7.82 (CboeTheo=7.83)  BID  AMEX 10:47:03.119 IV=36.7% +0.1 BOX 32 x $7.80 - $7.90 x 70 CBOE  SPREAD/CROSS  Vega=$82k BABA=86.87 Ref
166. >>5000 BABA Dec23 85.0 Puts $4.82 (CboeTheo=4.81)  ASK  AMEX 10:47:03.119 IV=36.8% +0.2 BOX 111 x $4.75 - $4.85 x 83 BOX  SPREAD/CROSS  Vega=$82k BABA=86.87 Ref
167. >>3000 CCL Jan24 12.5 Puts $0.64 (CboeTheo=0.64)  MID  PHLX 10:47:23.858 IV=52.9% -0.1 EDGX 1051 x $0.63 - $0.65 x 131 BXO  SPREAD/CROSS/TIED  Vega=$7586 CCL=15.02 Ref
168. >>10000 KVUE Jan24 21.0 Calls $1.35 (CboeTheo=1.35)  MID  PHLX 10:47:31.007 IV=26.3% +0.0 CBOE 2179 x $1.30 - $1.40 x 1191 PHLX  SPREAD/FLOOR - OPENING  Vega=$48k KVUE=20.98 Ref
169. >>6000 KVUE Jan24 22.5 Calls $0.65 (CboeTheo=0.70)  BID  PHLX 10:47:31.007 IV=23.9% -1.4 CBOE 2503 x $0.65 - $0.75 x 1129 PHLX  SPREAD/FLOOR  Vega=$27k KVUE=20.98 Ref
170. >>14000 KVUE Jan24 22.5 Calls $0.70 (CboeTheo=0.70)  MID  PHLX 10:47:31.007 IV=25.0% -0.3 CBOE 2503 x $0.65 - $0.75 x 1129 PHLX  SPREAD/FLOOR - OPENING  Vega=$64k KVUE=20.98 Ref
171. >>2600 META Oct23 30.0 Puts $0.01 (CboeTheo=0.01)  ASK  PHLX 10:47:41.456 IV=241.4% +15.5 MRX 0 x $0.00 - $0.01 x 61 C2  SPREAD/CROSS/TIED - OPENING  Vega=$146 META=301.31 Ref
172. >>2600 META Oct23 30.0 Calls $272.15 (CboeTheo=271.58)  ASK  PHLX 10:47:41.456 IV=369.2% +143.4 BZX 27 x $271.05 - $272.15 x 57 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$2726 META=301.31 Ref
173. SWEEP DETECTED:
     >>4000 KVUE Nov23 22.5 Calls $0.40 (CboeTheo=0.42)  BID  [MULTI] 10:47:52.408 IV=25.9% -0.7 EMLD 1039 x $0.40 - $0.45 x 354 CBOE  ISO  Vega=$12k KVUE=20.98 Ref
174. SWEEP DETECTED:
     >>2000 PFE Nov23 37.5 Calls $0.18 (CboeTheo=0.19)  BID  [MULTI] 10:48:31.170 IV=22.4% -0.1 C2 374 x $0.18 - $0.19 x 10 BZX  52WeekLow  Vega=$5728 PFE=33.62 Ref
175. SWEEP DETECTED:
     >>2200 AAL Sep23 22nd 13.5 Calls $0.07 (CboeTheo=0.08)  BID  [MULTI] 10:49:39.386 IV=31.9% +3.9 C2 2402 x $0.07 - $0.08 x 688 C2 Vega=$1022 AAL=13.19 Ref
176. >>2000 SPLK Dec23 125 Calls $6.39 (CboeTheo=6.32)  ASK  ARCA 10:50:17.858 IV=33.0% +0.3 PHLX 147 x $6.25 - $6.40 x 44 BXO  CROSS - OPENING  Vega=$47k SPLK=120.03 Ref
177. SWEEP DETECTED:
     >>4637 CHWY Oct23 24.0 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 10:50:45.847 IV=47.3% EMLD 904 x $0.11 - $0.13 x 299 EMLD  OPENING   52WeekLow  Vega=$4522 CHWY=19.59 Ref
178. >>5000 VFC Oct23 18.5 Calls $0.45 (CboeTheo=0.43)  MID  AMEX 10:52:32.641 IV=42.1% GEMX 76 x $0.40 - $0.50 x 958 PHLX  SPREAD/FLOOR - OPENING  Vega=$9412 VFC=17.32 Ref
179. >>5000 VFC Oct23 17.0 Puts $0.65 (CboeTheo=0.67)  BID  AMEX 10:52:32.641 IV=41.0% ARCA 35 x $0.65 - $0.70 x 346 PHLX  SPREAD/FLOOR - OPENING  Vega=$9955 VFC=17.32 Ref
180. SWEEP DETECTED:
     >>Bearish Delta Impact 1510 HLT Oct23 155 Puts $3.465 (CboeTheo=3.32)  Above Ask!  [MULTI] 10:53:18.795 IV=19.9% +0.8 PHLX 81 x $3.20 - $3.40 x 89 PHLX  OPENING 
     Delta=-47%, EST. IMPACT = 71k Shares ($11.1m) To Sell HLT=154.84 Ref
181. >>3314 JD Jan24 43.76 Calls $0.45 (CboeTheo=0.45)  BID  MIAX 10:54:00.536 IV=44.1% +1.0 MIAX 3314 x $0.45 - $0.46 x 339 EMLD  OPENING   52WeekLow  Vega=$13k JD=30.95 Ref
182. SPLIT TICKET:
     >>3339 JD Jan24 43.76 Calls $0.45 (CboeTheo=0.45)  BID  [MIAX] 10:54:00.536 IV=44.1% +1.0 MIAX 3339 x $0.45 - $0.46 x 339 EMLD  OPENING   52WeekLow  Vega=$13k JD=30.95 Ref
183. >>4700 HLIT Oct23 10.0 Calls $0.30 (CboeTheo=0.38)  BID  CBOE 10:54:09.493 IV=31.9% -5.9 BOX 380 x $0.30 - $0.45 x 195 PHLX  SPREAD/CROSS - OPENING  Vega=$5422 HLIT=9.77 Ref
184. >>4700 HLIT Mar24 20.0 Calls $0.20 (CboeTheo=0.12)  ASK  CBOE 10:54:09.493 IV=68.5% +8.3 ARCA 0 x $0.00 - $0.25 x 1 ARCA  SPREAD/CROSS  Vega=$5999 HLIT=9.77 Ref
185. >>5915 NTR Sep23 29th 55.0 Puts $0.01 (CboeTheo=0.05)  BID  MIAX 10:54:37.990 IV=32.6% -7.0 MRX 0 x $0.00 - $0.10 x 202 CBOE  AUCTION  Vega=$1610 NTR=63.34 Ref
186. >>2900 META Oct23 300 Puts $10.25 (CboeTheo=10.33)  BID  PHLX 10:54:38.631 IV=32.3% -0.2 MIAX 57 x $10.25 - $10.35 x 20 MPRL  SPREAD/CROSS/TIED  Vega=$102k META=301.18 Ref
187. >>2900 META Oct23 300 Calls $13.00 (CboeTheo=13.01)  MID  PHLX 10:54:38.631 IV=32.5% +0.1 MIAX 34 x $12.95 - $13.05 x 28 BXO  SPREAD/CROSS/TIED  Vega=$103k META=301.18 Ref
188. >>2232 JD Jan24 43.76 Calls $0.45 (CboeTheo=0.45)  BID  MIAX 10:54:46.138 IV=44.1% +1.0 MIAX 2232 x $0.45 - $0.46 x 542 C2  OPENING   52WeekLow  Vega=$8513 JD=30.95 Ref
189. SWEEP DETECTED:
     >>3879 JD Jan24 43.76 Calls $0.45 (CboeTheo=0.45)  BID  [MULTI] 10:54:46.138 IV=44.1% +1.0 MIAX 2257 x $0.45 - $0.46 x 542 C2  OPENING   52WeekLow  Vega=$15k JD=30.95 Ref
190. >>3000 PLTR Jun24 10.0 Puts $0.77 (CboeTheo=0.78)  BID  PHLX 10:56:40.961 IV=65.1% -1.0 ARCA 3 x $0.77 - $0.79 x 372 EDGX  TIED/FLOOR  Vega=$8723 PLTR=15.36 Ref
191. SWEEP DETECTED:
     >>Bearish Delta Impact 500 APT Jan24 6.0 Calls $0.05 (CboeTheo=0.07)  BID  [MULTI] 10:56:56.190 IV=43.6% -4.5 BOX 6439 x $0.05 - $0.10 x 34 PHLX
     Delta=11%, EST. IMPACT = 5459 Shares ($23k) To Sell APT=4.24 Ref
192. SPLIT TICKET:
     >>1213 SPXW Sep23 18th 4480 Calls $0.35 (CboeTheo=0.32)  ASK  [CBOE] 10:57:43.683 IV=14.6% +8.4 CBOE 283 x $0.30 - $0.35 x 1142 CBOE Vega=$15k SPX=4454.70 Fwd
193. >>2000 PLTR Oct23 13.0 Puts $0.16 (CboeTheo=0.16)  BID  PHLX 10:59:45.411 IV=53.0% -1.0 EMLD 3336 x $0.16 - $0.17 x 2365 EMLD  SPREAD/CROSS/TIED  Vega=$1895 PLTR=15.32 Ref
194. >>9999 LCID Jan25 4.0 Puts $0.81 (CboeTheo=0.78)  ASK  AMEX 10:59:49.707 IV=77.1% +0.8 ARCA 27 x $0.75 - $0.81 x 54 BOX  FLOOR  Vega=$17k LCID=5.83 Ref
195. >>Market Color LCID - Bearish flow noted in Lucid Group (5.81 -0.11) with 23,204 puts trading, or 3x expected. The Put/Call Ratio is 1.54, while ATM IV is up over 2 points on the day. Earnings are expected on 11/08. (Autocolor ()) [LCID 5.81 -0.11 Ref, IV=56.7% +2.0] #Bearish
196. TRADE CXLD:
     >>2600 META Oct23 30.0 Calls $272.15 (CboeTheo=271.58)  ASK  PHLX 10:47:41.456 IV=369.2% +143.4 BZX 27 x $271.05 - $272.15 x 57 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$2726 META=301.31 Ref
197. TRADE CXLD:
     >>2600 META Oct23 30.0 Puts $0.01 (CboeTheo=0.01)  ASK  PHLX 10:47:41.456 IV=241.4% +15.5 MRX 0 x $0.00 - $0.01 x 61 C2  SPREAD/CROSS/TIED - OPENING  Vega=$146 META=301.31 Ref
198. >>3500 NWL Mar24 12.0 Calls $0.40 (CboeTheo=0.36)  ASK  BOX 11:03:45.356 IV=43.3% +0.9 PHLX 872 x $0.30 - $0.40 x 1248 AMEX  SPREAD/FLOOR - OPENING  Vega=$7540 NWL=9.38 Ref
199. >>3500 NWL Mar24 14.0 Calls $0.12 (CboeTheo=0.15)  BID  BOX 11:03:45.356 IV=40.1% -0.8 AMEX 533 x $0.10 - $0.20 x 977 PHLX  SPREAD/FLOOR - OPENING  Vega=$4316 NWL=9.38 Ref
200. >>5000 BA Nov23 205 Puts $7.97 (CboeTheo=7.90)  ASK  ARCA 11:03:52.366 IV=28.6% +0.4 CBOE 85 x $7.85 - $8.00 x 203 PHLX  SPREAD/FLOOR - OPENING  Vega=$164k BA=206.55 Ref
201. >>5000 BA Oct23 245 Calls $0.20 (CboeTheo=0.16)  ASK  ARCA 11:03:52.366 IV=29.0% +2.2 CBOE 291 x $0.11 - $0.20 x 5 NOM  SPREAD/FLOOR  Vega=$22k BA=206.55 Ref
202. >>5000 BA Oct23 205 Puts $5.00 (CboeTheo=4.89)  Above Ask!  ARCA 11:03:52.369 IV=25.4% +1.0 MPRL 37 x $4.85 - $4.95 x 101 BXO  SPREAD/FLOOR  Vega=$120k BA=206.55 Ref
203. >>2000 PTCT Mar24 28.0 Calls $2.30 (CboeTheo=2.35)  BID  BOX 11:06:11.395 IV=48.6% PHLX 49 x $1.40 - $3.40 x 30 PHLX  FLOOR - OPENING   SSR   52WeekLow  Vega=$14k PTCT=24.45 Ref
204. SWEEP DETECTED:
     >>2000 CGC Sep23 29th 1.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 11:06:50.919 IV=255.6% +6.2 MPRL 83 x $0.12 - $0.13 x 868 C2  SSR  Vega=$140 CGC=1.15 Ref
205. SWEEP DETECTED:
     >>2000 CGC Sep23 29th 1.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 11:07:00.945 IV=255.6% +6.2 MPRL 102 x $0.12 - $0.13 x 6 BZX  SSR  Vega=$140 CGC=1.15 Ref
206. >>1800 SPX Dec23 2600 Puts $1.40 (CboeTheo=1.40)  MID  CBOE 11:07:31.523 IV=44.6% +0.6 CBOE 2218 x $1.35 - $1.45 x 1053 CBOE  FLOOR  Vega=$54k SPX=4500.37 Fwd
207. SPLIT TICKET:
     >>3000 SPX Dec23 2600 Puts $1.40 (CboeTheo=1.40)  MID  [CBOE] 11:07:31.452 IV=44.6% +0.6 CBOE 2218 x $1.35 - $1.45 x 1053 CBOE  FLOOR  Vega=$90k SPX=4500.37 Fwd
208. >>1750 SPX Oct23 4350 Puts $30.50 (CboeTheo=27.94)  Above Ask!  CBOE 11:08:19.177 IV=14.8% +1.2 CBOE 225 x $27.70 - $28.10 x 556 CBOE  LATE  Vega=$750k SPX=4472.66 Fwd
209. >>1500 SPX Oct23 4650 Calls $5.50 (CboeTheo=5.60)  BID  CBOE 11:08:19.911 IV=9.8% +0.1 CBOE 2742 x $5.50 - $5.70 x 689 CBOE  LATE  Vega=$356k SPX=4472.66 Fwd
210. >>3000 SPX Oct23 4000 Puts $5.50 (CboeTheo=4.85)  Above Ask!  CBOE 11:08:20.348 IV=22.6% +1.3 CBOE 693 x $4.80 - $5.00 x 3239 CBOE  LATE  Vega=$391k SPX=4472.64 Fwd
211. >>2776 CAG Oct23 28.0 Puts $0.50 (CboeTheo=0.53)  BID  BOX 11:09:24.285 IV=22.9% -1.3 CBOE 847 x $0.50 - $0.55 x 1 ISE  FLOOR - OPENING  Vega=$8837 CAG=28.47 Ref
212. SPLIT TICKET:
     >>1397 SPXW Sep23 19th 4500 Calls $0.60 (CboeTheo=0.55)  ASK  [CBOE] 11:10:49.972 IV=11.2% +3.5 CBOE 906 x $0.50 - $0.60 x 1192 CBOE Vega=$41k SPX=4452.71 Fwd
213. >>5000 IGT Nov23 34.0 Calls $1.64 (CboeTheo=1.62)  ASK  PHLX 11:12:24.708 IV=40.1% +1.2 EMLD 4 x $1.60 - $1.64 x 3 ARCA  SPREAD/FLOOR  Vega=$26k IGT=32.56 Ref
214. >>5000 IGT Oct23 33.0 Calls $1.06 (CboeTheo=1.06)  MID  PHLX 11:12:24.709 IV=30.6% -0.8 PHLX 67 x $1.03 - $1.09 x 4 ARCA  SPREAD/FLOOR  Vega=$19k IGT=32.56 Ref
215. >>4000 BAC Sep23 29th 28.0 Puts $0.17 (CboeTheo=0.17)  BID  ARCA 11:13:05.702 IV=21.5% +0.6 EMLD 3471 x $0.17 - $0.18 x 1407 EMLD  SPREAD/CROSS  Vega=$6534 BAC=28.62 Ref
216. >>4000 BAC Sep23 29th 26.0 Puts $0.02 (CboeTheo=0.03)  BID  ARCA 11:13:05.702 IV=30.8% +0.2 EMLD 3088 x $0.02 - $0.03 x 3587 C2  SPREAD/CROSS - OPENING  Vega=$1541 BAC=28.62 Ref
217. >>1500 SPX Oct23 4350 Puts $30.50 (CboeTheo=27.94)  Above Ask!  CBOE 11:08:19.177 IV=14.8% +1.2 CBOE 225 x $27.70 - $28.10 x 556 CBOE  LATE  Vega=$643k SPX=4472.66 Fwd
218. >>2394 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.07)  BID  CBOE 11:15:09.086 IV=72.1% +9.1 CBOE 5 x $0.05 - $0.10 x 1549 CBOE  OPENING  Vega=$2448 SPX=4455.87 Fwd
219. SPLIT TICKET:
     >>2399 SPXW Sep23 25th 3200 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 11:15:09.086 IV=72.1% +9.1 CBOE 5 x $0.05 - $0.10 x 1549 CBOE  OPENING  Vega=$2453 SPX=4455.87 Fwd
220. SWEEP DETECTED:
     >>Bullish Delta Impact 528 CLAR Nov23 7.5 Puts $0.607 (CboeTheo=0.65)  Below Bid!  [MULTI] 11:15:46.046 IV=42.3% -1.6 C2 28 x $0.61 - $0.70 x 6 BOX
     Delta=-53%, EST. IMPACT = 28k Shares ($204k) To Buy CLAR=7.24 Ref
221. >>2000 AAPL Oct23 195 Calls $0.26 (CboeTheo=0.26)  BID  AMEX 11:15:55.591 IV=18.9% -1.2 BXO 2464 x $0.26 - $0.27 x 2425 BXO  SPREAD/CROSS  Vega=$14k AAPL=177.59 Ref
222. >>1801 VIX Oct23 18th 40.0 Calls $0.11 (CboeTheo=0.11)  MID  CBOE 11:16:09.301 IV=166.2% +6.1 CBOE 22k x $0.09 - $0.12 x 22k CBOE  AUCTION  Vega=$745 VIX=15.77 Fwd
223. SPLIT TICKET:
     >>2000 VIX Oct23 18th 40.0 Calls $0.11 (CboeTheo=0.11)  MID  [CBOE] 11:16:09.301 IV=166.2% +6.1 CBOE 22k x $0.09 - $0.12 x 22k CBOE  AUCTION  Vega=$827 VIX=15.77 Fwd
224. >>Unusual Volume DOW - 3x market weighted volume: 12.8k = 34.3k projected vs 10.6k adv, 86% calls, 5% of OI [DOW 53.60 -0.24 Ref, IV=20.5% +0.9]
225. SWEEP DETECTED:
     >>3140 TDS Oct23 15.0 Puts $0.301 (CboeTheo=0.35)  BID  [MULTI] 11:19:41.955 IV=60.4% -4.2 PHLX 468 x $0.30 - $0.40 x 111 PHLX  OPENING  Vega=$4091 TDS=17.48 Ref
226. SPLIT TICKET:
     >>1011 SPXW Sep23 18th 4470 Calls $1.032 (CboeTheo=0.95)  Above Ask!  [CBOE] 11:19:46.030 IV=13.9% +7.3 CBOE 626 x $0.90 - $1.00 x 352 CBOE Vega=$24k SPX=4454.41 Fwd
227. SWEEP DETECTED:
     >>4000 NKLA Jan24 2.5 Calls $0.27 (CboeTheo=0.28)  BID  [MULTI] 11:21:48.114 IV=170.4% -13.2 PHLX 1563 x $0.27 - $0.28 x 5 NOM Vega=$1224 NKLA=1.41 Ref
228. >>1000 VIX Oct23 18th 14.0 Puts $0.41 (CboeTheo=0.41)  BID  CBOE 11:22:21.466 IV=61.6% -1.5 CBOE 18k x $0.40 - $0.44 x 5026 CBOE Vega=$1372 VIX=15.67 Fwd
229. >>2300 TSLA Nov23 250 Calls $32.41 (CboeTheo=32.32)  MID  AMEX 11:22:23.423 IV=51.2% +0.5 AMEX 142 x $32.20 - $32.60 x 439 AMEX  SPREAD/CROSS  Vega=$89k TSLA=267.02 Ref
230. >>2300 TSLA Nov23 250 Puts $13.04 (CboeTheo=13.02)  BID  AMEX 11:22:23.423 IV=51.0% +0.0 BOX 137 x $13.00 - $13.10 x 535 MIAX  SPREAD/CROSS  Vega=$90k TSLA=267.02 Ref
231. >>2000 FCX May24 42.0 Puts $5.35 (CboeTheo=5.39)  BID  BOX 11:23:46.337 IV=37.9% -0.3 PHLX 366 x $5.30 - $5.45 x 954 CBOE  CROSS - OPENING  Vega=$26k FCX=40.27 Ref
232. SWEEP DETECTED:
     >>Bearish Delta Impact 800 TH Oct23 17.5 Calls $0.301 (CboeTheo=0.32)  BID  [MULTI] 11:26:13.286 IV=73.2% -6.2 PHLX 133 x $0.30 - $0.35 x 20 BZX  ISO 
     Delta=20%, EST. IMPACT = 16k Shares ($222k) To Sell TH=14.11 Ref
233. >>2000 UBER Jan24 45.0 Puts $2.75 (CboeTheo=2.76)  BID  PHLX 11:28:23.182 IV=37.3% -0.1 C2 135 x $2.75 - $2.78 x 574 AMEX  SPREAD/CROSS/TIED  Vega=$20k UBER=46.90 Ref
234. SPLIT TICKET:
     >>2250 SPXW Oct23 27th 4200 Puts $14.85 (CboeTheo=14.64)  Above Ask!  [CBOE] 11:30:16.739 IV=17.1% +0.6 CBOE 285 x $14.50 - $14.80 x 112 CBOE  LATE - OPENING  Vega=$675k SPX=4481.35 Fwd
235. SPLIT TICKET:
     >>2250 SPXW Oct23 27th 4170 Puts $12.84 (CboeTheo=12.74)  ASK  [CBOE] 11:30:16.739 IV=17.7% +0.6 CBOE 118 x $12.60 - $12.90 x 241 CBOE  LATE - OPENING  Vega=$611k SPX=4481.35 Fwd
236. >>2028 CVX Dec23 160 Puts $3.45 (CboeTheo=3.41)  ASK  ISE 11:31:00.556 IV=21.5% +0.0 PHLX 522 x $3.35 - $3.45 x 274 EDGX  SPREAD/CROSS/TIED  Vega=$58k CVX=167.80 Ref
237. >>2028 CVX Oct23 160 Puts $0.95 (CboeTheo=0.96)  BID  ISE 11:31:00.556 IV=19.6% +0.2 ARCA 57 x $0.95 - $0.97 x 34 EMLD  SPREAD/CROSS/TIED  Vega=$27k CVX=167.80 Ref
238. SPLIT TICKET:
     >>1000 VIX Oct23 18th 14.0 Puts $0.43 (CboeTheo=0.43)  ASK  [CBOE] 11:31:57.719 IV=61.4% -1.7 CBOE 29k x $0.42 - $0.43 x 500 CBOE Vega=$1396 VIX=15.57 Fwd
239. SWEEP DETECTED:
     >>3000 NKLA Sep23 22nd 1.5 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 11:32:40.581 IV=267.9% +27.7 NOM 1835 x $0.14 - $0.15 x 1369 C2  ISO  Vega=$187 NKLA=1.47 Ref
240. SWEEP DETECTED:
     >>3000 NKLA Sep23 22nd 1.5 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 11:32:43.170 IV=267.9% +27.7 NOM 1835 x $0.14 - $0.15 x 745 MPRL  ISO  Vega=$187 NKLA=1.47 Ref
241. >>6500 DOW Nov23 57.5 Calls $0.63 (CboeTheo=0.62)  ASK  BOX 11:33:08.947 IV=20.5% -0.3 ARCA 3 x $0.62 - $0.63 x 10 BXO  FLOOR - OPENING  Vega=$45k DOW=53.60 Ref
242. >>2000 SQ Dec23 75.0 Calls $0.40 (CboeTheo=0.39)  ASK  ISE 11:33:57.383 IV=46.6% +0.5 C2 92 x $0.39 - $0.40 x 229 GEMX  SPREAD/CROSS/TIED  Vega=$7873 SQ=52.23 Ref
243. >>2000 SQ Dec23 60.0 Calls $2.18 (CboeTheo=2.18)  MID  ISE 11:33:57.383 IV=44.7% +0.1 C2 325 x $2.17 - $2.19 x 20 PHLX  SPREAD/CROSS/TIED  Vega=$19k SQ=52.23 Ref
244. SPLIT TICKET:
     >>1033 SPXW Sep23 18th 4470 Calls $2.251 (CboeTheo=2.27)  BID  [CBOE] 11:34:12.141 IV=14.0% +7.5 CBOE 8 x $2.25 - $2.30 x 21 CBOE Vega=$34k SPX=4461.05 Fwd
245. >>2381 REPL Nov23 20.0 Calls $4.00 (CboeTheo=3.39)  Above Ask!  ARCA 11:35:05.337 IV=161.4% +23.4 PHLX 145 x $2.95 - $3.60 x 11 ARCA  SPREAD/FLOOR - OPENING  Vega=$6831 REPL=18.01 Ref
246. >>5000 REPL Nov23 30.0 Calls $1.15 (CboeTheo=1.02)  BID  ARCA 11:35:05.337 IV=132.4% -5.5 ISE 50 x $1.00 - $1.80 x 6 ARCA  SPREAD/FLOOR - OPENING  Vega=$12k REPL=18.01 Ref
247. >>Unusual Volume SWN - 3x market weighted volume: 6660 = 16.3k projected vs 5335 adv, 94% calls, 3% of OI [SWN 6.46 +0.01 Ref, IV=31.9% +0.3]
248. SPLIT TICKET:
     >>3000 VIX Oct23 18th 22.0 Calls $0.48 (CboeTheo=0.47)  ASK  [CBOE] 11:37:25.095 IV=117.0% +5.5 CBOE 4184 x $0.44 - $0.48 x 22k CBOE Vega=$3679 VIX=15.57 Fwd
249. SWEEP DETECTED:
     >>3300 SIRI Nov23 4.0 Puts $0.33 (CboeTheo=0.34)  BID  [MULTI] 11:38:04.264 IV=55.2% -7.6 PHLX 387 x $0.33 - $0.35 x 116 PHLX Vega=$2117 SIRI=4.12 Ref
250. >>2000 NKLA Sep23 22nd 2.0 Calls $0.05 (CboeTheo=0.04)  ASK  MRX 11:38:22.654 IV=293.3% +3.9 C2 2791 x $0.04 - $0.05 x 1377 C2  AUCTION  Vega=$94 NKLA=1.50 Ref
251. >>2000 NKLA Sep23 22nd 1.5 Calls $0.17 (CboeTheo=0.17)  ASK  MRX 11:38:33.243 IV=267.9% +27.7 MPRL 272 x $0.16 - $0.17 x 600 C2  AUCTION  Vega=$127 NKLA=1.50 Ref
252. SPLIT TICKET:
     >>1240 VIX Oct23 18th 14.0 Puts $0.43 (CboeTheo=0.44)  BID  [CBOE] 11:38:58.834 IV=60.5% -2.6 CBOE 1000 x $0.43 - $0.47 x 2323 CBOE Vega=$1738 VIX=15.53 Fwd
253. SWEEP DETECTED:
     >>2245 TLRY Jan24 4.0 Calls $0.29 (CboeTheo=0.30)  BID  [MULTI] 11:39:05.309 IV=99.4% -1.7 AMEX 299 x $0.29 - $0.31 x 1 ARCA Vega=$1330 TLRY=2.77 Ref
254. SWEEP DETECTED:
     >>3000 C Nov23 47.0 Calls $0.33 (CboeTheo=0.34)  BID  [MULTI] 11:40:07.776 IV=23.0% -0.4 C2 725 x $0.33 - $0.34 x 13 BXO  OPENING  Vega=$13k C=42.70 Ref
255. SWEEP DETECTED:
     >>3789 F Dec23 12.0 Puts $0.581 (CboeTheo=0.59)  Below Bid!  [MULTI] 11:42:20.753 IV=32.6% -0.4 BXO 85 x $0.59 - $0.60 x 423 C2  ISO  Vega=$8751 F=12.40 Ref
256. >>3000 SRPT Nov23 160 Calls $10.00 (CboeTheo=9.44)  ASK  ARCA 11:42:40.782 IV=114.1% +4.2 PHLX 60 x $8.90 - $10.00 x 11 NOM  CROSS - OPENING  Vega=$53k SRPT=118.25 Ref
257. >>10000 TLRY Oct23 4.0 Puts $1.34 (CboeTheo=1.35)  BID  AMEX 11:42:51.884 IV=118.9% +10.9 MIAX 34 x $1.33 - $1.42 x 58 BOX  TIED/FLOOR  Vega=$2151 TLRY=2.73 Ref
258. >>10000 TLRY Oct23 4.0 Calls $0.09 (CboeTheo=0.10)  BID  AMEX 11:42:51.884 IV=121.8% +13.8 PHLX 131 x $0.09 - $0.10 x 3 ARCA  TIED/FLOOR  Vega=$2236 TLRY=2.73 Ref
259. >>5700 META Feb24 330 Calls $21.90 (CboeTheo=21.91)  BID  PHLX 11:42:53.490 IV=38.0% -0.1 BOX 27 x $21.85 - $22.00 x 41 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$441k META=302.85 Ref
260. >>5700 META Feb24 295 Puts $23.40 (CboeTheo=23.35)  ASK  PHLX 11:42:53.490 IV=39.4% -0.0 ARCA 37 x $23.25 - $23.45 x 40 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$422k META=302.84 Ref
261. SPLIT TICKET:
     >>1000 SPXW Sep23 19th 3850 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 11:42:52.699 IV=84.0% +36.4 CBOE 0 x $0.00 - $0.05 x 903 CBOE  OPENING  Vega=$787 SPX=4462.90 Fwd
262. >>2000 ZTO Nov23 25.0 Puts $1.05 (CboeTheo=1.08)  BID  ARCA 11:42:57.216 IV=28.5% -0.1 BOX 27 x $1.00 - $1.15 x 20 PHLX  CROSS - OPENING  Vega=$8012 ZTO=25.00 Ref
263. SPLIT TICKET:
     >>1000 SPXW Sep23 25th 3975 Puts $0.37 (CboeTheo=0.38)  MID  [CBOE] 11:43:28.298 IV=33.2% +4.3 CBOE 339 x $0.35 - $0.40 x 269 CBOE  LATE - OPENING  Vega=$11k SPX=4467.54 Fwd
264. SPLIT TICKET:
     >>1200 SPXW Sep23 25th 3850 Puts $0.27 (CboeTheo=0.25)  ASK  [CBOE] 11:43:28.298 IV=39.9% +4.8 CBOE 1916 x $0.20 - $0.30 x 505 CBOE  LATE - OPENING  Vega=$8658 SPX=4467.54 Fwd
265. SPLIT TICKET:
     >>1600 SPXW Sep23 25th 3675 Puts $0.16 (CboeTheo=0.15)  ASK  [CBOE] 11:43:28.298 IV=48.6% +5.8 CBOE 2017 x $0.10 - $0.20 x 1054 CBOE  LATE - OPENING  Vega=$6305 SPX=4467.54 Fwd
266. SPLIT TICKET:
     >>2500 VIX Dec23 20th 25.0 Calls $1.06 (CboeTheo=1.07)  BID  [CBOE] 11:43:51.906 IV=94.5% +0.1 CBOE 1168 x $1.06 - $1.09 x 5874 CBOE Vega=$6966 VIX=16.75 Fwd
267. SWEEP DETECTED:
     >>2100 CGC Oct23 1.5 Calls $0.17 (CboeTheo=0.17)  BID  [MULTI] 11:44:00.253 IV=202.1% -15.8 ISE 10 x $0.17 - $0.18 x 2 ARCA  SSR  Vega=$286 CGC=1.19 Ref
268. >>Market Color TDOC - Bullish option flow detected in Teladoc (21.16 -0.04) with 5,074 calls trading (1.1x expected) and implied vol increasing over 1 point to 41.01%. . The Put/Call Ratio is 0.41. Earnings are expected on 10/25. (Autocolor ()) [TDOC 21.16 -0.04 Ref, IV=41.0% +1.0] #Bullish
269. SWEEP DETECTED:
     >>2500 CGC Oct23 1.0 Calls $0.34 (CboeTheo=0.35)  BID  [MULTI] 11:45:46.663 IV=206.0% -4.4 PHLX 10 x $0.33 - $0.37 x 73 AMEX  SSR  Vega=$293 CGC=1.18 Ref
270. TRADE CXLD:
     >>2600 X Oct23 35.0 Calls $0.16 (CboeTheo=0.13)  ASK  PHLX 10:35:55.026 IV=34.1% +4.6 EDGX 96 x $0.10 - $0.17 x 104 MPRL  FLOOR  Vega=$4599 X=30.62 Ref
271. >>2599 X Oct23 35.0 Calls $0.16 (CboeTheo=0.12)  Above Ask!  PHLX 11:46:53.837 IV=34.6% +5.1 ARCA 40 x $0.11 - $0.14 x 40 MPRL  LATE  Vega=$4551 X=30.55 Ref
272. TRADE CXLD:
     >>2600 X Oct23 35.0 Calls $0.17 (CboeTheo=0.13)  ASK  PHLX 10:35:55.026 IV=34.6% +5.2 EDGX 96 x $0.10 - $0.17 x 104 MPRL  FLOOR  Vega=$4717 X=30.62 Ref
273. >>2598 X Oct23 35.0 Calls $0.17 (CboeTheo=0.12)  Above Ask!  PHLX 11:47:23.151 IV=35.2% +5.7 ARCA 40 x $0.11 - $0.14 x 40 MPRL  LATE  Vega=$4668 X=30.55 Ref
274. >>2331 SWN Oct23 6.5 Calls $0.24 (CboeTheo=0.25)  BID  ARCA 11:50:45.684 IV=31.2% ARCA 1 x $0.24 - $0.25 x 486 EMLD  FLOOR - OPENING  Vega=$1785 SWN=6.46 Ref
275. >>2331 SWN Oct23 6.5 Calls $0.23 (CboeTheo=0.25)  Below Bid!  ARCA 11:50:45.685 IV=29.8% ARCA 1 x $0.24 - $0.25 x 486 EMLD  FLOOR - OPENING  Vega=$1785 SWN=6.46 Ref
276. SPLIT TICKET:
     >>4662 SWN Oct23 6.5 Calls $0.235 (CboeTheo=0.25)  Below Bid!  [ARCA] 11:50:45.684 IV=31.2% ARCA 1 x $0.24 - $0.25 x 486 EMLD  FLOOR - OPENING  Vega=$3570 SWN=6.46 Ref
277. >>2000 AAPL Sep23 22nd 172.5 Puts $0.33 (CboeTheo=0.33)  BID  BXO 11:52:30.399 IV=27.4% +5.0 MPRL 423 x $0.33 - $0.34 x 2001 BOX Vega=$8075 AAPL=178.18 Ref
278. >>2160 C Nov23 47.0 Calls $0.32 (CboeTheo=0.33)  BID  CBOE 11:53:05.983 IV=22.7% -0.7 C2 579 x $0.32 - $0.33 x 23 C2  FLOOR - OPENING  Vega=$9311 C=42.73 Ref
279. >>2161 C Nov23 47.0 Calls $0.33 (CboeTheo=0.33)  ASK  CBOE 11:53:06.332 IV=22.9% -0.5 C2 579 x $0.32 - $0.33 x 23 C2  FLOOR - OPENING  Vega=$9403 C=42.73 Ref
280. SPLIT TICKET:
     >>4321 C Nov23 47.0 Calls $0.325 (CboeTheo=0.33)  MID  [CBOE] 11:53:05.983 IV=22.7% -0.7 C2 579 x $0.32 - $0.33 x 23 C2  FLOOR - OPENING  Vega=$19k C=42.73 Ref
281. SWEEP DETECTED:
     >>2000 AAPL Sep23 22nd 172.5 Puts $0.32 (CboeTheo=0.33)  BID  [MULTI] 11:53:07.338 IV=27.1% +4.7 C2 641 x $0.32 - $0.33 x 2022 BXO Vega=$7980 AAPL=178.18 Ref
282. >>4000 TSLA Jan24 260 Calls $35.85 (CboeTheo=35.82)  ASK  AMEX 11:53:33.237 IV=48.6% -0.3 EDGX 139 x $35.75 - $35.90 x 69 EDGX  SPREAD/CROSS  Vega=$236k TSLA=267.23 Ref
283. >>4000 TSLA Jan24 260 Puts $23.90 (CboeTheo=23.95)  BID  AMEX 11:53:33.237 IV=48.5% -0.4 MIAX 387 x $23.85 - $24.00 x 243 EDGX  SPREAD/CROSS  Vega=$237k TSLA=267.23 Ref
284. SPLIT TICKET:
     >>1000 SPXW Sep23 25th 3975 Puts $0.37 (CboeTheo=0.35)  ASK  [CBOE] 11:54:39.232 IV=33.2% +4.4 CBOE 1770 x $0.30 - $0.40 x 696 CBOE  LATE - OPENING  Vega=$11k SPX=4467.88 Fwd
285. SPLIT TICKET:
     >>1200 SPXW Sep23 25th 3850 Puts $0.27 (CboeTheo=0.25)  ASK  [CBOE] 11:54:39.232 IV=40.0% +4.8 CBOE 1906 x $0.20 - $0.30 x 1239 CBOE  LATE - OPENING  Vega=$8650 SPX=4467.88 Fwd
286. SPLIT TICKET:
     >>1600 SPXW Sep23 25th 3675 Puts $0.16 (CboeTheo=0.15)  ASK  [CBOE] 11:54:39.232 IV=48.7% +5.8 CBOE 2006 x $0.10 - $0.20 x 1376 CBOE  LATE - OPENING  Vega=$6299 SPX=4467.88 Fwd
287. >>5250 BP Dec23 40.0 Calls $1.10 (CboeTheo=1.09)  ASK  PHLX 11:55:14.555 IV=21.4% -0.1 ARCA 31 x $1.07 - $1.10 x 16 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$38k BP=38.66 Ref
288. >>2338 MU Sep23 29th 71.0 Calls $2.28 (CboeTheo=2.27)  ASK  BOX 11:56:14.978 IV=45.6% +4.3 C2 46 x $2.26 - $2.28 x 67 C2  SPREAD/FLOOR  Vega=$12k MU=70.89 Ref
289. >>2338 MU Oct23 6th 71.0 Calls $2.57 (CboeTheo=2.59)  Below Bid!  BOX 11:56:14.978 IV=40.2% +2.1 BOX 20 x $2.58 - $2.60 x 6 BXO  SPREAD/FLOOR - OPENING  Vega=$15k MU=70.89 Ref
290. >>3000 CHWY Sep23 29th 19.0 Puts $0.32 (CboeTheo=0.33)  BID  CBOE 11:59:25.917 IV=44.6% +1.6 C2 297 x $0.32 - $0.34 x 51 MRX  AUCTION - OPENING   52WeekLow  Vega=$3657 CHWY=19.65 Ref
291. >>Market Color ALLY - Bearish flow noted in Ally Financial (28.61 -0.50) with 2,976 puts trading, or 1.6x expected. The Put/Call Ratio is 4.69, while ATM IV is up over 3 points on the day. Earnings are expected on 10/17. (Autocolor ()) [ALLY 28.61 -0.50 Ref, IV=35.6% +3.1] #Bearish
292. SPLIT TICKET:
     >>1000 SPXW Oct23 12th 4490 Puts $58.50 (CboeTheo=57.70)  Above Ask!  [CBOE] 12:01:30.168 IV=11.4% +0.5 CBOE 25 x $57.60 - $58.00 x 7 CBOE  LATE - OPENING  Vega=$457k SPX=4478.38 Fwd
293. SPLIT TICKET:
     >>1000 SPXW Oct23 27th 4575 Calls $27.70 (CboeTheo=28.00)  Below Bid!  [CBOE] 12:01:30.168 IV=10.5% +0.0 CBOE 42 x $27.80 - $28.10 x 16 CBOE  LATE - OPENING  Vega=$510k SPX=4487.94 Fwd
294. SPLIT TICKET:
     >>1000 SPXW Oct23 27th 4500 Puts $74.10 (CboeTheo=73.31)  Above Ask!  [CBOE] 12:01:30.168 IV=11.6% +0.3 CBOE 24 x $73.30 - $73.70 x 29 CBOE  LATE - OPENING  Vega=$582k SPX=4487.94 Fwd
295. SPLIT TICKET:
     >>1000 SPXW Oct23 12th 4540 Calls $23.35 (CboeTheo=23.69)  Below Bid!  [CBOE] 12:01:30.168 IV=10.4% +0.1 CBOE 13 x $23.50 - $23.80 x 53 CBOE  LATE - OPENING  Vega=$410k SPX=4478.38 Fwd
296. >>5000 BP Dec23 40.0 Calls $1.10 (CboeTheo=1.08)  ASK  PHLX 12:01:56.017 IV=21.5% +0.1 NOM 321 x $1.07 - $1.10 x 1045 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$36k BP=38.63 Ref
297. >>2500 PFE Sep23 29th 35.5 Puts $1.78 (CboeTheo=1.78)  BID  PHLX 12:03:39.089 IV=21.0% +1.9 C2 57 x $1.77 - $1.81 x 10 AMEX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$1902 PFE=33.73 Ref
298. >>2500 PFE Sep23 29th 34.5 Puts $0.92 (CboeTheo=0.91)  MID  PHLX 12:03:39.089 IV=20.3% +1.5 C2 503 x $0.90 - $0.93 x 359 BOX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$4919 PFE=33.73 Ref
299. SPLIT TICKET:
     >>1875 VIX Oct23 18th 45.0 Calls $0.09 (CboeTheo=0.08)  ASK  [CBOE] 12:04:25.806 IV=179.9% +13.8 CBOE 1 x $0.07 - $0.09 x 31k CBOE Vega=$636 VIX=15.47 Fwd
300. SPLIT TICKET:
     >>2094 WFC Nov23 47.5 Calls $0.35 (CboeTheo=0.37)  Below Bid!  [CBOE] 12:05:42.068 IV=22.1% -0.9 C2 486 x $0.36 - $0.37 x 187 C2  FLOOR  Vega=$9683 WFC=43.40 Ref
301. >>2054 CHWY Sep23 29th 19.0 Puts $0.32 (CboeTheo=0.32)  MID  CBOE 12:07:17.963 IV=45.4% +2.4 MPRL 324 x $0.31 - $0.33 x 538 GEMX  AUCTION - OPENING   52WeekLow  Vega=$2492 CHWY=19.67 Ref
302. SWEEP DETECTED:
     >>2554 CHWY Sep23 29th 19.0 Puts $0.32 (CboeTheo=0.32)  BID  [MULTI] 12:07:17.812 IV=45.1% +2.1 MPRL 8 x $0.32 - $0.33 x 519 EMLD  OPENING   52WeekLow  Vega=$3103 CHWY=19.66 Ref
303. >>2000 PBR Jan24 20.0 Puts $4.87 (CboeTheo=4.80)  MID  AMEX 12:08:18.669 IV=41.1% +6.0 MPRL 707 x $4.80 - $4.95 x 35 BOX  SPREAD/CROSS  Vega=$4354 PBR=15.48 Ref
304. >>2000 PBR Jan24 20.0 Calls $0.12 (CboeTheo=0.13)  BID  AMEX 12:08:18.669 IV=32.8% -1.4 ARCA 31 x $0.12 - $0.13 x 1534 ARCA  SPREAD/CROSS  Vega=$3084 PBR=15.48 Ref
305. SWEEP DETECTED:
     >>2482 AAPL Sep23 22nd 187.5 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 12:08:20.993 IV=24.7% +0.4 BXO 2461 x $0.05 - $0.06 x 2457 BXO Vega=$3720 AAPL=178.36 Ref
306. >>7656 AAPL Dec23 200 Calls $1.31 (CboeTheo=1.31)  ASK  ISE 12:10:23.814 IV=19.4% -0.7 ARCA 1237 x $1.29 - $1.31 x 3136 ARCA  COB  Vega=$164k AAPL=178.34 Ref
307. SWEEP DETECTED:
     >>3220 NKLA Oct23 2.0 Calls $0.23 (CboeTheo=0.22)  ASK  [MULTI] 12:12:12.434 IV=210.6% -6.7 ARCA 4 x $0.22 - $0.23 x 510 PHLX  ISO  Vega=$573 NKLA=1.54 Ref
308. >>Market Color .SPX - S&P500 index option volume at midday totals 1282239 contracts as the index trades near $4463.36 (13.04). Front term atm implied vols are near 11.7% and the CBOE VIX is currently near 13.94 (0.15). (Autocolor (Trade Alert LLC))
309. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 631120 contracts changing hands. Most actives include Petrobras(PBR), Exxon Mobil(XOM), Occidental Petroleum(OXY). The sector ETF, XLE is up 0.848608 to 92.185 with 30 day implied volatility up 0.5% at 19.2% (Autocolor ()) #sector
310. >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 7 to 4 and 1065040 contracts changing hands. Most actives include Marathon Patent Group(MARA), Bank of America(BAC), SPDR Gold Trust(GLD). The sector ETF, XLF is up 0.110053 to 34.785 with 30 day implied volatility relatively flat at 13.2% (Autocolor ( #sector
311. >>Market Color PM - Bullish option flow detected in Philip Morris (96.60 +0.81) with 3,951 calls trading (3x expected) and implied vol increasing almost 2 points to 17.79%. . The Put/Call Ratio is 0.37. Earnings are expected on 10/18. (Autocolor ()) [PM 96.60 +0.81 Ref, IV=17.8% +1.7] #Bullish
312. >>Market Color @IT - Technology sector option volume is relatively light today, with calls leading puts 3 to 2 and 4022271 contracts changing hands. Most actives include Apple(AAPL), NVIDIA(NVDA), Advanced Micro Devices(AMD). The sector ETF, XLK is up 1.245286 to 169.785 with 30 day implied volatility relatively flat at 17.7% (Autocolor ( #sector
313. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 3 to 2 and 3127821 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Nikola(NKLA). The sector ETF, XLY is down -1.189727 to 170.295 with 30 day implied volatility up 0.9% at 18.5% (Autocolor ()) #sector
314. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 4 and 631810 contracts trading marketwide. Most actives include Tilray(TLRY), Pfizer(PFE), Moderna(MRNA). The sector ETF, XLV is little changed 0.034519 to 131.685 with 30 day implied volatility up 0.4% at 10.5% (Autocolor ()) #sector
315. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 8 to 5 and 246925 contracts trading marketwide. Most actives include Vale(VALE), Cleveland-Cliffs(CLF), US Steel(X). The sector ETF, XLB is little changed 0.017349 to 81.335 with 30 day implied volatility up 0.4% at 14.2% (Autocolor ( #sector
316. >>2500 NKLA Sep23 29th 2.5 Calls $0.05 (CboeTheo=0.04)  ASK  EMLD 12:16:01.984 IV=237.7% -10.6 EDGX 1100 x $0.04 - $0.05 x 2825 EMLD  OPENING  Vega=$174 NKLA=1.56 Ref
317. >>2000 DCGO Oct23 6.0 Puts $1.00 (CboeTheo=0.97)  ASK  ARCA 12:16:03.799 IV=82.5% +11.4 CBOE 397 x $0.85 - $1.05 x 428 CBOE  SPREAD/FLOOR - OPENING   SSR   52WeekLow  Vega=$1134 DCGO=5.25 Ref
318. >>10000 TLRY Oct23 4.0 Calls $0.09 (CboeTheo=0.09)  MID  AMEX 12:18:58.064 IV=127.4% +19.4 BZX 101 x $0.08 - $0.10 x 782 MIAX  TIED/FLOOR  Vega=$2168 TLRY=2.67 Ref
319. >>10000 TLRY Oct23 4.0 Puts $1.34 (CboeTheo=1.41)  BID  AMEX 12:18:58.063 IV=79.4% -28.6 BOX 49 x $1.33 - $1.46 x 16 NOM  TIED/FLOOR  Vega=$696 TLRY=2.67 Ref
320. SPLIT TICKET:
     >>2613 META Oct23 325 Calls $3.85 (CboeTheo=3.89)  BID  [AMEX] 12:19:40.596 IV=30.8% -0.6 C2 66 x $3.85 - $3.90 x 42 MPRL  AUCTION  Vega=$75k META=302.30 Ref
321. SWEEP DETECTED:
     >>Bearish Delta Impact 1025 DCGO Nov23 5.0 Puts $0.55 (CboeTheo=0.53)  ASK  [MULTI] 12:22:08.848 IV=77.1% -16.1 EMLD 599 x $0.40 - $0.55 x 316 CBOE  OPENING   SSR   52WeekLow 
     Delta=-39%, EST. IMPACT = 40k Shares ($208k) To Sell DCGO=5.25 Ref
322. SWEEP DETECTED:
     >>3920 NVAX Sep23 29th 8.0 Calls $0.44 (CboeTheo=0.46)  BID  [MULTI] 12:22:50.713 IV=116.6% +9.7 PHLX 1111 x $0.44 - $0.48 x 740 CBOE  OPENING  Vega=$2040 NVAX=7.56 Ref
323. >>2277 BCRX Jan24 9.0 Calls $0.45 (CboeTheo=0.45)  MID  GEMX 12:24:48.990 IV=50.0% -8.8 CBOE 1516 x $0.40 - $0.50 x 7 BOX  OPENING  Vega=$3735 BCRX=7.41 Ref
324. >>5500 JD Mar24 25.0 Puts $0.92 (CboeTheo=0.92)  MID  ARCA 12:25:54.705 IV=41.8% -0.4 ARCA 425 x $0.91 - $0.94 x 226 BOX  CROSS - OPENING   52WeekLow  Vega=$30k JD=30.98 Ref
325. SPLIT TICKET:
     >>1000 VIX Sep23 20th 13.0 Puts $0.03 (CboeTheo=0.02)  ASK  [CBOE] 12:26:00.981 IV=75.1% +8.2 CBOE 25k x $0.01 - $0.03 x 250 CBOE Vega=$158 VIX=13.98 Fwd
326. SWEEP DETECTED:
     >>5000 AAL Oct23 14.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 12:26:36.682 IV=31.4% -1.1 EMLD 2140 x $0.20 - $0.21 x 1424 EMLD  ISO - OPENING  Vega=$6574 AAL=13.12 Ref
327. TRADE CXLD:
     >>3000 CHWY Sep23 29th 19.0 Puts $0.32 (CboeTheo=0.33)  BID  CBOE 11:59:25.917 IV=44.6% +1.6 C2 297 x $0.32 - $0.34 x 51 MRX  AUCTION - OPENING   52WeekLow  Vega=$3657 CHWY=19.65 Ref
328. SWEEP DETECTED:
     >>2000 AAPL Nov23 160 Puts $1.35 (CboeTheo=1.35)  BID  [MULTI] 12:29:15.689 IV=27.2% +0.6 BXO 2131 x $1.35 - $1.36 x 2130 BXO  ISO  Vega=$31k AAPL=178.62 Ref
329. >>1000 VIX Sep23 20th 16.0 Calls $0.07 (CboeTheo=0.08)  MID  CBOE 12:30:53.041 IV=147.8% +41.7 CBOE 150 x $0.06 - $0.09 x 23k CBOE Vega=$181 VIX=13.93 Fwd
330. >>2000 TSLA Oct23 27th 235 Puts $5.85 (CboeTheo=5.85)  MID  AMEX 12:31:55.120 IV=54.6% +0.5 MRX 100 x $5.80 - $5.90 x 125 AMEX  FLOOR - OPENING  Vega=$49k TSLA=267.14 Ref
331. >>5757 AMZN Oct23 148 Calls $1.49 (CboeTheo=1.49)  ASK  CBOE 12:33:53.479 IV=24.6% BXO 56 x $1.48 - $1.49 x 56 BXO  AUCTION - OPENING  Vega=$77k AMZN=139.83 Ref
332. SWEEP DETECTED:
     >>4494 AAPL Oct23 175 Calls $7.00 (CboeTheo=6.96)  ASK  [MULTI] 12:35:40.553 IV=20.8% +0.5 PHLX 503 x $6.90 - $7.00 x 763 BOX Vega=$86k AAPL=178.64 Ref
333. >>2500 USB Oct23 35.0 Puts $1.55 (CboeTheo=1.56)  MID  AMEX 12:36:06.313 IV=31.6% -0.6 AMEX 832 x $1.50 - $1.60 x 654 CBOE  SPREAD/CROSS  Vega=$10k USB=34.84 Ref
334. >>2500 USB Oct23 35.0 Calls $1.10 (CboeTheo=1.09)  MID  AMEX 12:36:06.313 IV=31.9% -0.3 C2 577 x $1.05 - $1.15 x 571 AMEX  SPREAD/CROSS - OPENING  Vega=$10k USB=34.84 Ref
335. SWEEP DETECTED:
     >>3030 AAPL Oct23 175 Calls $7.093 (CboeTheo=7.02)  Above Ask!  [MULTI] 12:37:39.669 IV=20.8% +0.5 BXO 403 x $7.00 - $7.05 x 43 BXO Vega=$58k AAPL=178.70 Ref
336. SWEEP DETECTED:
     >>4797 SOFI Nov23 9.0 Calls $0.84 (CboeTheo=0.83)  ASK  [MULTI] 12:40:24.293 IV=61.9% +0.8 C2 220 x $0.82 - $0.84 x 1060 EMLD  OPENING  Vega=$6832 SOFI=8.81 Ref
337. SWEEP DETECTED:
     >>4118 AAPL Oct23 180 Calls $4.00 (CboeTheo=3.97)  ASK  [MULTI] 12:41:37.496 IV=19.5% +0.6 NOM 4834 x $3.95 - $4.00 x 760 C2 Vega=$87k AAPL=178.76 Ref
338. >>Unusual Volume KO - 3x market weighted volume: 47.6k = 92.6k projected vs 30.8k adv, 70% puts, 7% of OI [KO 58.30 +0.35 Ref, IV=12.0% -0.9]
339. >>Market Color APLD - Bullish option flow detected in Applied Digital Corp (5.17 -0.08) with 2,987 calls trading (1.4x expected) and implied vol increasing over 2 points to 129.32%. . The Put/Call Ratio is 0.21. Earnings are expected on 10/10. (Autocolor ()) [APLD 5.17 -0.08 Ref, IV=129.3% +2.2] #Bullish
340. >>2000 MED Dec23 80.0 Puts $5.60 (CboeTheo=5.44)  ASK  BOX 12:45:22.323 IV=39.7% +1.7 BXO 31 x $5.30 - $5.60 x 5 ISE  SPREAD/FLOOR - OPENING  Vega=$31k MED=80.32 Ref
341. SWEEP DETECTED:
     >>2208 GOOGL Oct23 146 Calls $1.022 (CboeTheo=1.04)  Below Bid!  [MULTI] 12:47:10.940 IV=20.9% EMLD 129 x $1.04 - $1.05 x 54 BXO  OPENING   52WeekHigh  Vega=$27k GOOGL=138.09 Ref
342. SWEEP DETECTED:
     >>Bearish Delta Impact 3597 JMIA Oct23 2.5 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 12:49:21.559 IV=75.7% +6.2 ARCA 2 x $0.11 - $0.13 x 427 C2  OPENING 
     Delta=-30%, EST. IMPACT = 107k Shares ($292k) To Sell JMIA=2.73 Ref
343. >>2019 DIS Sep23 22nd 86.0 Calls $0.90 (CboeTheo=0.90)  MID  PHLX 12:50:28.910 IV=29.5% +4.2 NOM 50 x $0.89 - $0.91 x 38 NOM  SPREAD/FLOOR  Vega=$7302 DIS=85.55 Ref
344. >>2019 DIS Sep23 22nd 85.0 Puts $0.80 (CboeTheo=0.80)  MID  PHLX 12:50:28.910 IV=29.8% +4.5 CBOE 109 x $0.79 - $0.81 x 15 MPRL  SPREAD/FLOOR  Vega=$7143 DIS=85.55 Ref
345. SWEEP DETECTED:
     >>Bullish Delta Impact 603 EH Oct23 17.5 Calls $1.60 (CboeTheo=1.55)  ASK  [MULTI] 12:50:59.555 IV=83.3% +7.8 ARCA 18 x $1.50 - $1.60 x 139 PHLX
     Delta=53%, EST. IMPACT = 32k Shares ($551k) To Buy EH=17.32 Ref
346. SWEEP DETECTED:
     >>2188 AAPL Nov23 160 Puts $1.32 (CboeTheo=1.32)  BID  [MULTI] 12:51:20.480 IV=27.4% +0.8 BXO 130 x $1.32 - $1.33 x 2173 BXO  ISO  Vega=$34k AAPL=179.08 Ref
347. >>2000 JPM Jan25 125 Puts $6.45 (CboeTheo=6.36)  ASK  AMEX 12:51:36.211 IV=27.8% +0.2 PHLX 54 x $6.25 - $6.50 x 100 PHLX  SPREAD/CROSS  Vega=$97k JPM=148.78 Ref
348. >>2000 JPM Dec25 145 Puts $15.55 (CboeTheo=15.82)  BID  AMEX 12:51:36.211 IV=24.8% -0.1 AMEX 11 x $15.40 - $16.15 x 11 AMEX  SPREAD/CROSS - OPENING  Vega=$156k JPM=148.78 Ref
349. SWEEP DETECTED:
     >>2000 TSLA Sep23 22nd 300 Calls $0.13 (CboeTheo=0.14)  BID  [MULTI] 12:52:01.931 IV=52.9% +9.1 MRX 386 x $0.13 - $0.14 x 525 MPRL  ISO  Vega=$3294 TSLA=267.54 Ref
350. SWEEP DETECTED:
     >>Bearish Delta Impact 2336 JMIA Oct23 2.5 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 12:54:56.998 IV=77.1% +7.7 ARCA 20 x $0.12 - $0.14 x 724 EMLD  OPENING 
     Delta=-31%, EST. IMPACT = 72k Shares ($197k) To Sell JMIA=2.71 Ref
351. >>6400 CVX Jan24 110 Puts $0.15 (CboeTheo=0.14)  ASK  AMEX 12:57:06.461 IV=34.5% +0.1 EMLD 197 x $0.13 - $0.15 x 270 C2  TIED/FLOOR  Vega=$21k CVX=167.34 Ref
352. >>4500 JNJ Nov23 175 Calls $0.60 (CboeTheo=0.60)  BID  CBOE 12:58:26.013 IV=13.9% -0.5 CBOE 92 x $0.58 - $0.64 x 777 CBOE  FLOOR  Vega=$67k JNJ=162.53 Ref
353. SWEEP DETECTED:
     >>Bullish Delta Impact 1645 TH Nov23 20.0 Calls $0.35 (CboeTheo=0.30)  ASK  [MULTI] 12:58:33.193 IV=78.0% -9.6 MIAX 111 x $0.25 - $0.35 x 292 PHLX  ISO 
     Delta=17%, EST. IMPACT = 28k Shares ($396k) To Buy TH=13.94 Ref
354. >>4132 LPLA Oct23 270 Calls $0.70 (CboeTheo=0.75)  BID  PHLX 13:00:32.488 IV=22.2% -1.6 BOX 46 x $0.70 - $0.80 x 2 PHLX  FLOOR - OPENING  Vega=$53k LPLA=245.83 Ref
355. >>3000 UEC Nov23 4.0 Puts $0.10 (CboeTheo=0.07)  ASK  AMEX 13:01:23.793 IV=70.2% +6.3 C2 318 x $0.05 - $0.10 x 1247 PHLX  FLOOR   SSR  Vega=$1299 UEC=5.33 Ref
356. >>Unusual Volume NOVA - 3x market weighted volume: 5621 = 10.3k projected vs 3420 adv, 72% puts, 3% of OI [NOVA 12.10 -0.77 Ref, IV=73.2% -2.9]
357. SWEEP DETECTED:
     >>4580 NIO Sep23 29th 11.0 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 13:10:45.627 IV=57.0% +0.8 ARCA 12 x $0.19 - $0.20 x 525 EMLD Vega=$2968 NIO=10.41 Ref
358. SPLIT TICKET:
     >>2000 NYCB Oct23 12.0 Calls $0.21 (CboeTheo=0.23)  BID  [BOX] 13:11:47.126 IV=27.5% +1.5 C2 883 x $0.20 - $0.25 x 337 C2  FLOOR  Vega=$2656 NYCB=11.62 Ref
359. >>5000 X Apr24 24.0 Puts $0.56 (CboeTheo=0.56)  MID  PHLX 13:12:04.603 IV=34.0% -4.0 ARCA 68 x $0.47 - $0.66 x 78 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$25k X=30.55 Ref
360. >>3500 VIX Sep23 20th 14.5 Calls $0.20 (CboeTheo=0.20)  MID  CBOE 13:14:48.954 IV=101.6% +20.6 CBOE 19k x $0.18 - $0.21 x 546 CBOE  LATE  Vega=$1241 VIX=13.97 Fwd
361. >>5000 VIX Sep23 20th 14.0 Puts $0.36 (CboeTheo=0.36)  BID  CBOE 13:14:50.007 IV=87.6% +10.3 CBOE 5801 x $0.35 - $0.39 x 5372 CBOE  LATE  Vega=$1982 VIX=13.97 Fwd
362. >>4000 VIX Sep23 20th 15.0 Calls $0.12 (CboeTheo=0.12)  MID  CBOE 13:14:50.545 IV=112.8% +24.0 CBOE 4518 x $0.11 - $0.13 x 14 CBOE  LATE  Vega=$1116 VIX=13.97 Fwd
363. SPLIT TICKET:
     >>4200 VIX Sep23 20th 14.5 Calls $0.20 (CboeTheo=0.20)  MID  [CBOE] 13:14:48.954 IV=101.6% +20.6 CBOE 19k x $0.18 - $0.21 x 546 CBOE  LATE  Vega=$1490 VIX=13.97 Fwd
364. >>2800 VIX Sep23 20th 14.5 Puts $0.70 (CboeTheo=0.72)  BID  CBOE 13:14:51.070 IV=94.5% +12.5 CBOE 1983 x $0.70 - $0.76 x 20k CBOE  LATE  Vega=$973 VIX=13.97 Fwd
365. SPLIT TICKET:
     >>6000 VIX Sep23 20th 14.0 Puts $0.36 (CboeTheo=0.36)  BID  [CBOE] 13:14:50.007 IV=87.6% +10.3 CBOE 5801 x $0.35 - $0.39 x 5372 CBOE  LATE  Vega=$2378 VIX=13.97 Fwd
366. SPLIT TICKET:
     >>5000 VIX Sep23 20th 15.0 Calls $0.12 (CboeTheo=0.12)  MID  [CBOE] 13:14:50.545 IV=112.8% +24.0 CBOE 4518 x $0.11 - $0.13 x 14 CBOE  LATE  Vega=$1394 VIX=13.97 Fwd
367. SPLIT TICKET:
     >>3500 VIX Sep23 20th 14.5 Puts $0.70 (CboeTheo=0.72)  BID  [CBOE] 13:14:51.070 IV=94.5% +12.5 CBOE 1983 x $0.70 - $0.76 x 20k CBOE  LATE  Vega=$1217 VIX=13.97 Fwd
368. >>Market Color TFC - Bullish option flow detected in Truist Financial (28.68 -0.32) with 5,677 calls trading (1.2x expected) and implied vol increasing almost 2 points to 33.86%. . The Put/Call Ratio is 0.65. Earnings are expected on 10/18. (Autocolor ()) [TFC 28.68 -0.32 Ref, IV=33.9% +1.8] #Bullish
369. >>4306 NKLA Sep23 29th 1.5 Calls $0.28 (CboeTheo=0.29)  BID  MRX 13:15:11.810 IV=221.4% -2.6 MPRL 463 x $0.28 - $0.29 x 9 MPRL  AUCTION - OPENING  Vega=$448 NKLA=1.59 Ref
370. SWEEP DETECTED:
     >>Bullish Delta Impact 3765 PAAS Oct23 18.0 Calls $0.30 (CboeTheo=0.27)  ASK  [MULTI] 13:15:24.819 IV=36.4% +4.2 PHLX 498 x $0.25 - $0.30 x 607 C2
     Delta=28%, EST. IMPACT = 107k Shares ($1.79m) To Buy PAAS=16.71 Ref
371. >>12200 GM Jan24 29.0 Puts $0.79 (CboeTheo=0.78)  ASK  AMEX 13:18:53.594 IV=35.0% -0.6 EMLD 680 x $0.77 - $0.79 x 104 BXO  CROSS - OPENING  Vega=$65k GM=33.41 Ref
372. >>4500 VIX Mar24 20th 14.0 Puts $0.60 (CboeTheo=0.57)  ASK  CBOE 13:19:30.775 IV=48.6% +1.1 CBOE 738 x $0.54 - $0.60 x 6301 CBOE  FLOOR - OPENING  Vega=$14k VIX=18.72 Fwd
373. SWEEP DETECTED:
     >>13557 F Sep23 22nd 13.0 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 13:19:29.603 IV=41.1% +10.2 EMLD 996 x $0.02 - $0.03 x 3840 CBOE  ISO  Vega=$3544 F=12.31 Ref
374. SPLIT TICKET:
     >>5000 VIX Mar24 20th 14.0 Puts $0.60 (CboeTheo=0.57)  ASK  [CBOE] 13:19:30.753 IV=48.6% +1.1 CBOE 738 x $0.54 - $0.60 x 5507 CBOE  FLOOR - OPENING  Vega=$16k VIX=18.72 Fwd
375. SWEEP DETECTED:
     >>4859 F Sep23 22nd 13.0 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 13:19:29.604 IV=41.1% +10.2 EMLD 996 x $0.02 - $0.03 x 2968 MIAX Vega=$1270 F=12.31 Ref
376. >>2000 F Sep23 22nd 11.5 Calls $0.84 (CboeTheo=0.85)  BID  MPRL 13:20:04.064 IV=41.4% -5.2 MPRL 2023 x $0.84 - $0.87 x 21 AMEX  OPENING  Vega=$299 F=12.31 Ref
377. SWEEP DETECTED:
     >>4618 F Sep23 22nd 11.5 Calls $0.84 (CboeTheo=0.85)  BID  [MULTI] 13:20:04.055 IV=41.4% -5.2 AMEX 371 x $0.84 - $0.86 x 18 ARCA  ISO - OPENING  Vega=$691 F=12.31 Ref
378. >>2000 F Sep23 22nd 11.5 Calls $0.84 (CboeTheo=0.85)  BID  MPRL 13:20:07.063 IV=41.4% -5.2 MPRL 2000 x $0.84 - $0.86 x 32 BOX  OPENING  Vega=$299 F=12.31 Ref
379. SWEEP DETECTED:
     >>3235 F Sep23 22nd 11.5 Calls $0.84 (CboeTheo=0.85)  MID  [MULTI] 13:20:07.057 IV=41.4% -5.2 NOM 26 x $0.83 - $0.86 x 32 BOX  OPENING  Vega=$484 F=12.31 Ref
380. SWEEP DETECTED:
     >>Bearish Delta Impact 1778 NEXT Nov23 6.0 Calls $0.20 (CboeTheo=0.22)  BID  [MULTI] 13:21:04.481 IV=43.6% -8.6 BOX 622 x $0.20 - $0.25 x 21 BOX  OPENING 
     Delta=34%, EST. IMPACT = 61k Shares ($332k) To Sell NEXT=5.43 Ref
381. SWEEP DETECTED:
     >>Bullish Delta Impact 729 NAK Jan24 0.5 Calls $0.10 (CboeTheo=0.07)  ASK  [MULTI] 13:21:33.241 IV=155.6% +2.6 PHLX 1854 x $0.05 - $0.10 x 450 AMEX  52WeekHigh 
     Delta=53%, EST. IMPACT = 39k Shares ($16k) To Buy NAK=0.41 Ref
382. >>2100 AAPL Jan25 130 Puts $3.80 (CboeTheo=3.77)  ASK  ARCA 13:21:37.303 IV=31.0% +0.2 BXO 71 x $3.75 - $3.80 x 400 BXO  SPREAD/CROSS  Vega=$81k AAPL=179.04 Ref
383. >>10000 META Jan24 300 Puts $22.03 (CboeTheo=22.07)  BID  AMEX 13:23:08.440 IV=36.4% -0.4 MPRL 26 x $22.00 - $22.15 x 117 EDGX  SPREAD/CROSS  Vega=$682k META=301.58 Ref
384. >>10000 META Jan24 300 Calls $29.02 (CboeTheo=28.99)  ASK  AMEX 13:23:08.440 IV=36.5% -0.3 EDGX 48 x $28.90 - $29.05 x 2 BXO  SPREAD/CROSS  Vega=$682k META=301.58 Ref
385. SWEEP DETECTED:
     >>2000 APP Oct23 42.5 Puts $1.00 (CboeTheo=1.08)  BID  [MULTI] 13:24:47.839 IV=36.7% -0.1 CBOE 505 x $1.00 - $1.20 x 1437 CBOE  OPENING   52WeekHigh  Vega=$9277 APP=44.47 Ref
386. TRADE CXLD:
     >>4500 VIX Mar24 20th 14.0 Puts $0.60 (CboeTheo=0.57)  ASK  CBOE 13:19:30.775 IV=48.6% +1.1 CBOE 738 x $0.54 - $0.60 x 6301 CBOE  FLOOR - OPENING  Vega=$14k VIX=18.72 Fwd
387. >>4500 VIX Mar24 20th 14.0 Puts $0.60 (CboeTheo=0.57)  ASK  CBOE 13:25:34.076 IV=48.4% +0.9 CBOE 1383 x $0.54 - $0.60 x 6778 CBOE  LATE - OPENING  Vega=$14k VIX=18.68 Fwd
388. SPLIT TICKET:
     >>5000 VIX Mar24 20th 14.0 Puts $0.597 (CboeTheo=0.57)  ASK  [CBOE] 13:25:34.076 IV=48.4% +0.9 CBOE 1383 x $0.54 - $0.60 x 6778 CBOE  LATE - OPENING  Vega=$16k VIX=18.68 Fwd
389. TRADE CXLD:
     >>4500 VIX Mar24 20th 14.0 Puts $0.60 (CboeTheo=0.57)  ASK  CBOE 13:25:34.076 IV=48.4% +0.9 CBOE 1383 x $0.54 - $0.60 x 6778 CBOE  LATE - OPENING  Vega=$14k VIX=18.68 Fwd
390. >>4500 VIX Mar24 20th 14.0 Puts $0.57 (CboeTheo=0.57)  MID  CBOE 13:26:09.653 IV=47.7% +0.1 CBOE 1383 x $0.54 - $0.60 x 8120 CBOE  LATE - OPENING  Vega=$14k VIX=18.73 Fwd
391. >>2690 VIX Sep23 20th 18.0 Calls $0.03 (CboeTheo=0.02)  MID  CBOE 13:26:38.758 IV=199.0% +62.3 CBOE 501 x $0.02 - $0.04 x 3901 CBOE Vega=$231 VIX=13.92 Fwd
392. >>3918 SPXW Sep23 25th 4285 Puts $1.30 (CboeTheo=1.27)  MID  CBOE 13:27:00.133 IV=16.4% +1.8 CBOE 674 x $1.25 - $1.35 x 195 CBOE  OPENING  Vega=$196k SPX=4467.97 Fwd
393. >>6000 VFC Nov23 20.0 Calls $0.45 (CboeTheo=0.47)  BID  BOX 13:27:58.097 IV=43.5% -0.8 GEMX 333 x $0.45 - $0.50 x 16 BXO  FLOOR  Vega=$14k VFC=17.43 Ref
394. SPLIT TICKET:
     >>7500 VFC Nov23 20.0 Calls $0.46 (CboeTheo=0.47)  BID  [BOX] 13:27:58.097 IV=45.6% +1.3 GEMX 333 x $0.45 - $0.50 x 16 BXO  FLOOR  Vega=$18k VFC=17.43 Ref
395. SPLIT TICKET:
     >>2000 DISH Jan24 5.0 Puts $0.453 (CboeTheo=0.49)  BID  [PHLX] 13:28:56.238 IV=79.9% -1.3 BZX 35 x $0.45 - $0.54 x 2107 PHLX  AUCTION  Vega=$2165 DISH=6.38 Ref
396. >>2000 CHWY Jan25 12.5 Puts $1.40 (CboeTheo=1.42)  BID  PHLX 13:31:34.412 IV=61.0% +0.3 GEMX 7 x $1.40 - $1.44 x 24 ARCA  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$10k CHWY=19.59 Ref
397. >>Unusual Volume VST - 3x market weighted volume: 8182 = 14.1k projected vs 4403 adv, 91% calls, 6% of OI  ExDiv  [VST 33.41 +0.51 Ref, IV=21.4% -1.9]
398. >>4186 ADI Nov23 195 Calls $1.90 (CboeTheo=1.92)  BID  BOX 13:32:53.371 IV=21.5% -0.4 PHLX 151 x $1.85 - $2.00 x 10 NOM  FLOOR - OPENING  Vega=$92k ADI=179.81 Ref
399. SWEEP DETECTED:
     >>7247 MARA Sep23 22nd 11.0 Calls $0.09 (CboeTheo=0.09)  ASK  [MULTI] 13:34:10.587 IV=121.2% +25.6 C2 655 x $0.08 - $0.09 x 3052 EMLD  OPENING  Vega=$1721 MARA=9.53 Ref
400. >>Unusual Volume SAVA - 3x market weighted volume: 10.5k = 18.0k projected vs 5986 adv, 54% puts, 10% of OI [SAVA 18.57 -0.84 Ref, IV=68.4% -5.7]
401. SWEEP DETECTED:
     >>3150 CSCO Oct23 57.5 Calls $0.32 (CboeTheo=0.32)  BID  [MULTI] 13:36:23.279 IV=12.2% -0.4 EMLD 599 x $0.32 - $0.33 x 4 ARCA  ISO  Vega=$17k CSCO=56.26 Ref
402. >>4000 VIX Sep23 20th 14.0 Puts $0.36 (CboeTheo=0.36)  BID  CBOE 13:14:50.007 IV=87.6% +10.3 CBOE 5801 x $0.35 - $0.39 x 5372 CBOE  LATE  Vega=$1585 VIX=13.97 Fwd
403. >>2800 VIX Sep23 20th 14.5 Calls $0.20 (CboeTheo=0.20)  MID  CBOE 13:14:48.954 IV=101.6% +20.6 CBOE 19k x $0.18 - $0.21 x 546 CBOE  LATE  Vega=$993 VIX=13.97 Fwd
404. >>1897 VIX Sep23 20th 18.0 Calls $0.03 (CboeTheo=0.02)  MID  CBOE 13:36:50.592 IV=201.7% +65.0 CBOE 501 x $0.02 - $0.04 x 3809 CBOE Vega=$161 VIX=13.87 Fwd
405. SPLIT TICKET:
     >>1008 VIX Sep23 20th 14.5 Calls $0.20 (CboeTheo=0.20)  MID  [CBOE] 13:38:07.364 IV=111.0% +30.0 CBOE 12 x $0.19 - $0.21 x 27k CBOE Vega=$345 VIX=13.87 Fwd
406. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 NTGR Dec23 15.0 Calls $0.30 (CboeTheo=0.25)  ASK  [MULTI] 13:38:23.047 IV=42.5% +5.1 AMEX 252 x $0.20 - $0.30 x 481 BOX
     Delta=22%, EST. IMPACT = 22k Shares ($278k) To Buy NTGR=12.37 Ref
407. SWEEP DETECTED:
     >>2961 MARA Sep23 22nd 10.0 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 13:41:23.401 IV=117.7% +27.7 ARCA 400 x $0.33 - $0.34 x 550 BZX Vega=$1186 MARA=9.64 Ref
408. >>10000 AAL Dec25 8.0 Puts $0.90 (CboeTheo=0.87)  ASK  PHLX 13:41:46.531 IV=50.6% +0.6 GEMX 60 x $0.85 - $0.90 x 206 ARCA  SPREAD/CROSS/TIED  Vega=$41k AAL=13.16 Ref
409. SPLIT TICKET:
     >>2200 VIX Sep23 20th 16.0 Calls $0.05 (CboeTheo=0.06)  BID  [CBOE] 13:42:15.457 IV=140.5% +34.4 CBOE 17k x $0.05 - $0.07 x 7624 CBOE  LATE  Vega=$332 VIX=13.87 Fwd
410. SWEEP DETECTED:
     >>2925 MSFT Sep23 22nd 350 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 13:44:08.132 IV=28.9% +7.5 C2 27 x $0.05 - $0.06 x 602 C2  ISO  Vega=$4607 MSFT=327.44 Ref
411. >>5000 SFIX Sep23 29th 3.5 Calls $0.19 (CboeTheo=0.19)  ASK  ISE 13:44:28.230 IV=155.1% +27.8 NOM 2 x $0.18 - $0.19 x 433 EMLD  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$1027 SFIX=3.10 Ref
412. >>3000 TSLA Nov23 240 Calls $39.36 (CboeTheo=39.35)  BID  AMEX 13:45:02.122 IV=51.5% -0.2 BOX 53 x $39.20 - $39.70 x 476 AMEX  SPREAD/CROSS  Vega=$104k TSLA=267.71 Ref
413. >>3000 TSLA Nov23 240 Puts $9.41 (CboeTheo=9.39)  ASK  AMEX 13:45:02.122 IV=51.5% +0.0 CBOE 563 x $9.35 - $9.45 x 403 EDGX  SPREAD/CROSS  Vega=$104k TSLA=267.71 Ref
414. >>5000 NVAX Nov23 5.0 Puts $0.40 (CboeTheo=0.42)  BID  PHLX 13:45:10.111 IV=129.3% -1.4 PHLX 370 x $0.40 - $0.45 x 16 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$3550 NVAX=7.54 Ref
415. >>2000 FSR Jan24 6.0 Puts $0.96 (CboeTheo=0.98)  BID  AMEX 13:46:06.614 IV=80.6% -1.7 C2 222 x $0.96 - $1.00 x 1 BXO  SPREAD/CROSS  Vega=$2710 FSR=6.67 Ref
416. >>2000 FSR Jan24 6.0 Calls $1.39 (CboeTheo=1.38)  ASK  AMEX 13:46:06.614 IV=82.8% +0.5 MPRL 3 x $1.36 - $1.40 x 7 NOM  SPREAD/CROSS  Vega=$2688 FSR=6.67 Ref
417. >>2906 NIO Sep23 29th 9.0 Puts $0.03 (CboeTheo=0.04)  BID  BOX 13:50:23.167 IV=58.5% -0.4 EMLD 5032 x $0.03 - $0.04 x 61 C2  AUCTION - COMPLEX  Vega=$664 NIO=10.46 Ref
418. SWEEP DETECTED:
     >>Bullish Delta Impact 1035 HLT Oct23 155 Puts $3.90 (CboeTheo=3.97)  BID  [MULTI] 13:51:39.113 IV=19.4% +0.3 PHLX 55 x $3.90 - $4.20 x 78 PHLX  OPENING 
     Delta=-53%, EST. IMPACT = 55k Shares ($8.40m) To Buy HLT=153.67 Ref
419. >>9000 PBR Jan24 17.0 Puts $2.26 (CboeTheo=2.24)  BID  PHLX 13:51:50.488 IV=33.6% -0.7 ARCA 537 x $2.23 - $2.33 x 1534 ARCA  COB/AUCTION - OPENING  Vega=$28k PBR=15.46 Ref
420. >>9000 PBR Jan24 15.0 Puts $1.06 (CboeTheo=1.06)  MID  PHLX 13:51:50.488 IV=34.6% -1.1 ARCA 549 x $1.03 - $1.08 x 62 NOM  COB/AUCTION  Vega=$31k PBR=15.46 Ref
421. SWEEP DETECTED:
     >>2796 BSX Oct23 53.5 Calls $1.35 (CboeTheo=1.38)  BID  [MULTI] 13:55:15.925 IV=18.3% AMEX 285 x $1.35 - $1.40 x 23 MPRL  ISO - OPENING  Vega=$18k BSX=53.59 Ref
422. SWEEP DETECTED:
     >>2038 NIO Sep23 22nd 10.5 Puts $0.31 (CboeTheo=0.30)  ASK  [MULTI] 13:55:36.770 IV=62.5% +7.3 ARCA 1 x $0.30 - $0.31 x 1081 C2 Vega=$898 NIO=10.44 Ref
423. >>3657 HON Nov23 210 Calls $0.95 (CboeTheo=0.97)  BID  AMEX 13:56:02.918 IV=15.6% -0.7 NOM 138 x $0.95 - $1.00 x 5 MPRL  FLOOR - OPENING  Vega=$71k HON=195.14 Ref
424. >>Unusual Volume ARDX - 3x market weighted volume: 5067 = 8299 projected vs 2705 adv, 90% calls, 5% of OI [ARDX 4.33 -0.23 Ref, IV=107.6% +4.8]
425. SWEEP DETECTED:
     >>2053 VZ Oct23 34.0 Calls $0.42 (CboeTheo=0.43)  BID  [MULTI] 13:56:14.837 IV=16.8% -0.3 C2 437 x $0.42 - $0.44 x 346 C2  ISO  Vega=$7163 VZ=33.66 Ref
426. >>2000 VALE Dec23 12.0 Puts $0.21 (CboeTheo=0.21)  BID  ARCA 13:57:45.106 IV=36.8% -4.2 PHLX 750 x $0.21 - $0.22 x 25 C2  CROSS  Vega=$3231 VALE=14.15 Ref
427. SWEEP DETECTED:
     >>2432 AAPL Jan24 165 Puts $3.50 (CboeTheo=3.52)  BID  [MULTI] 13:59:11.882 IV=24.4% -0.0 BXO 536 x $3.50 - $3.55 x 1050 EMLD  ISO  Vega=$76k AAPL=179.00 Ref
428. SWEEP DETECTED:
     >>2000 AAPL Mar24 175 Puts $8.20 (CboeTheo=8.18)  ASK  [MULTI] 13:59:42.339 IV=24.0% +0.1 BXO 171 x $8.10 - $8.20 x 286 EDGX  ISO  Vega=$94k AAPL=179.07 Ref
429. >>1350 VIX Dec23 20th 25.0 Calls $1.07 (CboeTheo=1.06)  ASK  CBOE 14:01:39.257 IV=94.9% +0.5 CBOE 24k x $1.04 - $1.08 x 27k CBOE  AUCTION  Vega=$3769 VIX=16.75 Fwd
430. SPLIT TICKET:
     >>1500 VIX Dec23 20th 25.0 Calls $1.07 (CboeTheo=1.06)  ASK  [CBOE] 14:01:39.257 IV=94.9% +0.5 CBOE 24k x $1.04 - $1.08 x 27k CBOE  AUCTION  Vega=$4188 VIX=16.75 Fwd
431. SWEEP DETECTED:
     >>2000 DVN Jan24 57.5 Calls $1.05 (CboeTheo=1.04)  ASK  [MULTI] 14:05:23.953 IV=30.7% +0.3 BXO 1 x $1.02 - $1.05 x 200 NOM Vega=$17k DVN=49.26 Ref
432. SWEEP DETECTED:
     >>3124 LCID Jan25 8.0 Puts $3.20 (CboeTheo=3.20)  ASK  [MULTI] 14:09:46.889 IV=71.2% +0.4 MIAX 1696 x $3.05 - $3.20 x 557 PHLX Vega=$8023 LCID=5.78 Ref
433. >>4072 GLW Nov23 34.0 Calls $0.25 (CboeTheo=0.28)  BID  CBOE 14:10:54.405 IV=19.0% -2.5 ISE 951 x $0.25 - $0.30 x 13 BXO  FLOOR - OPENING  Vega=$15k GLW=31.50 Ref
434. SPLIT TICKET:
     >>4522 GLW Nov23 34.0 Calls $0.25 (CboeTheo=0.28)  BID  [CBOE] 14:10:54.405 IV=19.0% -2.5 ISE 951 x $0.25 - $0.30 x 13 BXO  FLOOR - OPENING  Vega=$16k GLW=31.50 Ref
435. >>2000 VALE Oct23 13.5 Puts $0.24 (CboeTheo=0.24)  BID  AMEX 14:11:58.130 IV=32.3% MRX 196 x $0.24 - $0.25 x 684 ARCA  FLOOR - OPENING  Vega=$2816 VALE=14.16 Ref
436. >>Market Color PARA - Bullish option flow detected in Paramount Global (13.75 -0.31) with 22,374 calls trading (1.2x expected) and implied vol increasing almost 2 points to 43.28%. . The Put/Call Ratio is 0.55. Earnings are expected on 11/01. (Autocolor ()) [PARA 13.75 -0.31 Ref, IV=43.3% +1.5] #Bullish
437. SWEEP DETECTED:
     >>Bullish Delta Impact 1980 GETY Nov23 5.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 14:16:06.259 IV=78.6% -15.2 BZX 180 x $0.25 - $0.30 x 651 BOX
     Delta=-18%, EST. IMPACT = 36k Shares ($239k) To Buy GETY=6.72 Ref
438. >>2404 AMC2 Jan24 25.0 Calls $0.01 (CboeTheo=0.01)  BID  AMEX 14:20:55.250 IV=230.7% +6.8 ARCA 326 x $0.01 - $0.02 x 4469 C2  FLOOR - COMPLEX  Vega=$90 AMC=7.91 Ref
439. >>2370 ACRS Dec23 4.0 Puts $1.10 (CboeTheo=1.12)  BID  BOX 14:22:19.271 IV=238.0% +77.3 MPRL 113 x $1.05 - $1.50 x 233 PHLX  FLOOR - OPENING  Vega=$1833 ACRS=7.33 Ref
440. SWEEP DETECTED:
     >>3703 M May24 9.0 Puts $0.82 (CboeTheo=0.80)  ASK  [MULTI] 14:24:01.589 IV=50.2% +0.8 ARCA 75 x $0.79 - $0.82 x 1293 EMLD  OPENING   52WeekLow  Vega=$10k M=10.78 Ref
441. >>2370 ACRS Nov23 4.0 Puts $1.10 (CboeTheo=0.55)  ASK  BOX 14:24:38.916 IV=290.1% +112.9 PHLX 629 x $0.55 - $1.50 x 347 PHLX  FLOOR - OPENING  Vega=$1520 ACRS=7.36 Ref
442. SWEEP DETECTED:
     >>5000 RIVN Sep23 22nd 22.5 Puts $0.09 (CboeTheo=0.09)  BID  [MULTI] 14:25:57.265 IV=61.0% +9.2 EMLD 2970 x $0.09 - $0.10 x 2021 GEMX  OPENING  Vega=$2517 RIVN=24.25 Ref
443. >>4700 CGC Oct23 3.0 Puts $1.87 (CboeTheo=1.90)  BID  AMEX 14:26:35.391 IV=130.9% -96.6 MIAX 133 x $1.87 - $1.93 x 247 BOX  SPREAD/CROSS   SSR  Vega=$40 CGC=1.16 Ref
444. >>4700 CGC Oct23 3.0 Calls $0.04 (CboeTheo=0.03)  ASK  AMEX 14:26:35.391 IV=230.1% +2.6 ARCA 5 x $0.03 - $0.04 x 140 EMLD  SPREAD/CROSS   SSR  Vega=$342 CGC=1.16 Ref
445. >>2003 SIRI Oct23 4.5 Calls $0.09 (CboeTheo=0.09)  ASK  ARCA 14:28:08.030 IV=49.0% -8.2 MIAX 570 x $0.08 - $0.09 x 2003 ARCA  OPENING  Vega=$800 SIRI=4.11 Ref
446. >>2000 PDD Nov23 120 Calls $1.53 (CboeTheo=1.54)  BID  ARCA 14:31:16.894 IV=42.3% +0.4 AMEX 177 x $1.52 - $1.56 x 111 C2  CROSS - OPENING  Vega=$21k PDD=99.96 Ref
447. SWEEP DETECTED:
     >>Bearish Delta Impact 1170 AMSC Oct23 6th 8.5 Calls $0.20 (CboeTheo=0.22)  BID  [MULTI] 14:33:42.312 IV=59.0% AMEX 926 x $0.20 - $0.25 x 213 EMLD  OPENING 
     Delta=32%, EST. IMPACT = 37k Shares ($296k) To Sell AMSC=7.88 Ref
448. SWEEP DETECTED:
     >>2300 AAL Feb24 19.0 Calls $0.10 (CboeTheo=0.10)  BID  [MULTI] 14:35:06.225 IV=35.3% -0.1 BZX 43 x $0.10 - $0.11 x 432 EMLD  OPENING  Vega=$3008 AAL=13.13 Ref
449. >>4181 INTC Oct23 31.0 Puts $0.07 (CboeTheo=0.07)  ASK  BOX 14:35:55.535 IV=41.2% +1.1 EMLD 2806 x $0.06 - $0.07 x 2422 EMLD  SPREAD/CROSS  Vega=$3902 INTC=38.12 Ref
450. >>4181 INTC Oct23 31.0 Calls $7.31 (CboeTheo=7.34)  BID  BOX 14:35:55.535 IV=35.9% -4.3 BXO 31 x $7.30 - $7.40 x 39 BOX  SPREAD/CROSS  Vega=$2444 INTC=38.12 Ref
451. >>2300 GRPN Dec23 16.0 Calls $2.20 (CboeTheo=2.14)  ASK  PHLX 14:35:56.492 IV=126.8% +3.6 PHLX 49 x $2.05 - $2.25 x 138 PHLX  SPREAD/FLOOR - OPENING  Vega=$5789 GRPN=13.04 Ref
452. >>2300 GRPN Dec23 27.0 Calls $0.60 (CboeTheo=0.63)  BID  PHLX 14:35:56.492 IV=123.6% -0.7 PHLX 708 x $0.55 - $0.70 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$3866 GRPN=13.04 Ref
453. TRADE CXLD:
     >>2370 ACRS Dec23 4.0 Puts $1.10 (CboeTheo=1.12)  BID  BOX 14:22:19.271 IV=238.0% +77.3 MPRL 113 x $1.05 - $1.50 x 233 PHLX  FLOOR - OPENING  Vega=$1833 ACRS=7.33 Ref
454. >>3000 CCL Jun24 10.0 Puts $0.59 (CboeTheo=0.61)  BID  ARCA 14:36:31.833 IV=57.4% +0.1 EMLD 113 x $0.59 - $0.62 x 196 BXO  CROSS  Vega=$8189 CCL=15.10 Ref
455. SPLIT TICKET:
     >>2000 BKKT Oct23 1.5 Calls $0.05 (CboeTheo=0.10)  BID  [BOX] 14:40:10.286 IV=93.4% -22.9 PHLX 2574 x $0.05 - $0.10 x 781 GEMX  OPENING  Vega=$242 BKKT=1.23 Ref
456. >>2000 VFS Sep23 22nd 20.0 Calls $0.10 (CboeTheo=0.15)  BID  PHLX 14:40:16.683 IV=117.1% -10.1 PHLX 54 x $0.10 - $0.20 x 360 PHLX  SPREAD/CROSS/TIED  Vega=$659 VFS=17.14 Ref
457. >>2000 VFS Sep23 22nd 20.0 Puts $3.10 (CboeTheo=3.16)  BID  PHLX 14:40:16.683 IV=113.4% -13.8 PHLX 196 x $3.00 - $3.30 x 134 PHLX  SPREAD/CROSS/TIED  Vega=$617 VFS=17.14 Ref
458. SWEEP DETECTED:
     >>Bearish Delta Impact 1961 PL Dec24 5.0 Calls $0.30 (CboeTheo=0.36)  BID  [MULTI] 14:40:38.526 IV=59.2% -7.6 CBOE 456 x $0.30 - $0.40 x 1210 PHLX  OPENING 
     Delta=35%, EST. IMPACT = 69k Shares ($186k) To Sell PL=2.69 Ref
459. >>2000 PINS Oct23 28.0 Calls $0.46 (CboeTheo=0.46)  ASK  PHLX 14:42:28.596 IV=42.4% +2.4 GEMX 90 x $0.45 - $0.46 x 776 C2  SPREAD/CROSS/TIED - OPENING  Vega=$4873 PINS=25.43 Ref
460. >>2000 PINS Oct23 24.0 Puts $0.69 (CboeTheo=0.68)  ASK  PHLX 14:42:28.596 IV=45.4% +1.7 EDGX 291 x $0.66 - $0.69 x 7 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$5236 PINS=25.43 Ref
461. >>2222 VIX Nov23 15th 28.0 Calls $0.56 (CboeTheo=0.58)  BID  CBOE 14:44:02.370 IV=114.6% +0.8 CBOE 9634 x $0.56 - $0.60 x 28k CBOE Vega=$3677 VIX=16.37 Fwd
462. >>2148 VIX Nov23 15th 28.0 Calls $0.56 (CboeTheo=0.58)  BID  CBOE 14:44:02.370 IV=114.6% +0.8 CBOE 9634 x $0.56 - $0.60 x 28k CBOE Vega=$3555 VIX=16.37 Fwd
463. >>2137 VIX Nov23 15th 28.0 Calls $0.56 (CboeTheo=0.58)  BID  CBOE 14:44:02.370 IV=114.6% +0.8 CBOE 7497 x $0.56 - $0.60 x 28k CBOE Vega=$3537 VIX=16.37 Fwd
464. >>2025 VIX Nov23 15th 28.0 Calls $0.56 (CboeTheo=0.58)  BID  CBOE 14:44:02.370 IV=114.6% +0.8 CBOE 5472 x $0.56 - $0.60 x 28k CBOE Vega=$3351 VIX=16.37 Fwd
465. SPLIT TICKET:
     >>10000 VIX Nov23 15th 28.0 Calls $0.56 (CboeTheo=0.58)  BID  [CBOE] 14:44:02.370 IV=114.6% +0.8 CBOE 4936 x $0.56 - $0.60 x 28k CBOE Vega=$17k VIX=16.37 Fwd
466. >>Market Color TTWO - Bullish option flow detected in TakeTwo Interactive Software (141.28 -1.63) with 5,267 calls trading (2x expected) and implied vol increasing over 1 point to 24.74%. . The Put/Call Ratio is 0.21. Earnings are expected on 11/06. (Autocolor ()) [TTWO 141.28 -1.63 Ref, IV=24.7% +1.4] #Bullish
467. >>Unusual Volume REAL - 3x market weighted volume: 5824 = 8493 projected vs 2165 adv, 92% calls, 12% of OI [REAL 2.38 +0.03 Ref, IV=73.8% -0.5]
468. >>2239 CIFR Oct23 3.0 Calls $0.25 (CboeTheo=0.27)  BID  PHLX 14:51:31.765 IV=92.4% -10.4 BOX 2846 x $0.25 - $0.35 x 722 PHLX  OPENING  Vega=$752 CIFR=2.88 Ref
469. SWEEP DETECTED:
     >>Bearish Delta Impact 2500 CIFR Oct23 3.0 Calls $0.25 (CboeTheo=0.27)  BID  [MULTI] 14:51:31.765 IV=92.4% -10.4 BOX 2846 x $0.25 - $0.35 x 722 PHLX  OPENING 
     Delta=48%, EST. IMPACT = 120k Shares ($345k) To Sell CIFR=2.88 Ref
470. >>2000 F Jun24 9.35 Puts $0.35 (CboeTheo=0.36)  BID  PHLX 14:52:31.120 IV=37.1% -1.3 CBOE 156 x $0.35 - $0.41 x 756 EDGX  SPREAD/CROSS/TIED  Vega=$4910 F=12.35 Ref
471. >>2000 VFS Sep23 22nd 20.0 Calls $0.16 (CboeTheo=0.17)  BID  AMEX 14:53:06.359 IV=133.5% +6.3 ARCA 34 x $0.15 - $0.20 x 303 PHLX  SPREAD/CROSS  Vega=$802 VFS=17.14 Ref
472. >>2000 VFS Sep23 22nd 20.0 Puts $3.20 (CboeTheo=3.18)  ASK  AMEX 14:53:06.359 IV=142.0% +14.8 PHLX 200 x $3.00 - $3.30 x 125 CBOE  SPREAD/CROSS  Vega=$861 VFS=17.14 Ref
473. >>4650 AAPL Oct23 180 Calls $3.95 (CboeTheo=3.96)  MID  NOM 14:54:29.735 IV=19.4% +0.6 NOM 95 x $3.90 - $4.00 x 949 C2 Vega=$98k AAPL=178.71 Ref
474. >>5000 PLUG Oct23 10.0 Puts $1.90 (CboeTheo=1.90)  MID  AMEX 14:55:49.033 IV=62.0% +1.0 EDGX 616 x $1.88 - $1.93 x 1451 EMLD  TIED/FLOOR  Vega=$2938 PLUG=8.20 Ref
475. >>5000 PLUG Oct23 10.0 Calls $0.12 (CboeTheo=0.12)  BID  AMEX 14:55:49.034 IV=61.8% +0.8 EMLD 3208 x $0.12 - $0.13 x 17 MPRL  TIED/FLOOR  Vega=$3031 PLUG=8.20 Ref
476. >>5300 WMT Nov23 175 Calls $0.76 (CboeTheo=0.78)  BID  BOX 14:56:58.796 IV=13.7% -0.4 C2 146 x $0.76 - $0.80 x 53 EMLD  FLOOR - OPENING  Vega=$90k WMT=163.76 Ref
477. >>3500 ZM Jan24 130 Puts $59.65 (CboeTheo=59.65)  BID  PHLX 14:58:05.422 EDGX 3 x $59.55 - $59.80 x 51 BZX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=70.34 Ref
478. >>3500 ZM Jan24 135 Puts $64.65 (CboeTheo=64.65)  MID  PHLX 14:58:05.421 CBOE 1 x $64.55 - $64.75 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=70.34 Ref
479. >>5639 MARA Nov23 11.0 Puts $2.26 (CboeTheo=2.26)  MID  BOX 14:58:10.609 IV=95.3% +2.6 EMLD 1569 x $2.24 - $2.29 x 1650 EDGX  FLOOR  Vega=$8792 MARA=9.72 Ref
480. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 NTGR Dec23 15.0 Calls $0.30 (CboeTheo=0.27)  ASK  [MULTI] 14:58:12.183 IV=39.6% +2.2 PHLX 5 x $0.25 - $0.30 x 188 PHLX
     Delta=22%, EST. IMPACT = 22k Shares ($270k) To Buy NTGR=12.40 Ref
481. SWEEP DETECTED:
     >>2043 NKLA Oct23 3.0 Calls $0.08 (CboeTheo=0.09)  BID  [MULTI] 14:59:03.181 IV=200.7% -43.6 C2 3743 x $0.08 - $0.09 x 323 MIAX Vega=$263 NKLA=1.56 Ref
482. >>2500 TSLA Jan24 450 Puts $184.60 (CboeTheo=184.57)  ASK  PHLX 14:59:38.788 IV=55.9% +4.8 BOX 60 x $183.60 - $185.45 x 50 ARCA  FLOOR - OPENING  Vega=$14k TSLA=265.43 Ref
483. TRADE CXLD:
     >>2000 VFS Sep23 22nd 20.0 Calls $0.10 (CboeTheo=0.15)  BID  PHLX 14:40:16.683 IV=117.1% -10.1 PHLX 54 x $0.10 - $0.20 x 360 PHLX  SPREAD/CROSS/TIED  Vega=$659 VFS=17.14 Ref
484. SWEEP DETECTED:
     >>Bearish Delta Impact 1000 NOTE Oct23 2.5 Calls $0.05 (CboeTheo=0.10)  BID  [MULTI] 15:00:41.960 IV=57.4% -20.4 AMEX 367 x $0.05 - $0.20 x 241 PHLX  OPENING   SSR 
     Delta=25%, EST. IMPACT = 25k Shares ($54k) To Sell NOTE=2.19 Ref
485. >>11282 JD Oct23 35.0 Puts $4.05 (CboeTheo=4.06)  MID  PHLX 15:00:58.343 IV=36.5% +0.2 PHLX 338 x $4.00 - $4.10 x 439 PHLX  SPREAD/CROSS/TIED   52WeekLow  Vega=$23k JD=31.09 Ref
486. TRADE CXLD:
     >>2000 VFS Sep23 22nd 20.0 Puts $3.10 (CboeTheo=3.16)  BID  PHLX 14:40:16.683 IV=113.4% -13.8 PHLX 196 x $3.00 - $3.30 x 134 PHLX  SPREAD/CROSS/TIED  Vega=$617 VFS=17.14 Ref
487. >>2100 AAPL Sep23 22nd 190 Puts $11.50 (CboeTheo=11.45)  ASK  PHLX 15:01:00.786 IV=35.2% +8.3 BZX 61 x $11.40 - $11.50 x 60 EMLD  FLOOR  Vega=$3445 AAPL=178.56 Ref
488. SWEEP DETECTED:
     >>2098 INTC Oct23 33.0 Puts $0.14 (CboeTheo=0.15)  BID  [MULTI] 15:01:41.091 IV=35.6% +0.1 C2 1570 x $0.14 - $0.15 x 826 C2 Vega=$3440 INTC=38.01 Ref
489. >>2992 REAL Oct23 2.5 Calls $0.10 (CboeTheo=0.13)  BID  PHLX 15:02:01.421 IV=56.6% -19.8 AMEX 3257 x $0.10 - $0.15 x 55 BOX  OPENING  Vega=$802 REAL=2.37 Ref
490. SWEEP DETECTED:
     >>Bearish Delta Impact 7146 REAL Oct23 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 15:02:01.421 IV=56.6% -19.8 AMEX 3607 x $0.10 - $0.15 x 129 BZX  OPENING 
     Delta=39%, EST. IMPACT = 281k Shares ($664k) To Sell REAL=2.37 Ref
491. >>2391 AMC2 Jan24 22.0 Calls $0.02 (CboeTheo=0.01)  ASK  C2 15:06:58.264 IV=245.3% +27.8 NOM 235 x $0.01 - $0.02 x 99 ARCA Vega=$143 AMC=7.87 Ref
492. SWEEP DETECTED:
     >>3205 AMC2 Jan24 22.0 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 15:06:58.264 IV=245.3% +27.8 NOM 235 x $0.01 - $0.02 x 99 ARCA Vega=$192 AMC=7.87 Ref
493. SPLIT TICKET:
     >>1650 SPX Dec23 3675 Puts $9.98 (CboeTheo=9.94)  ASK  [CBOE] 15:08:37.101 IV=25.0% +0.2 CBOE 100 x $9.90 - $10.00 x 395 CBOE  LATE  Vega=$347k SPX=4501.58 Fwd
494. SPLIT TICKET:
     >>1650 SPX Dec23 4150 Puts $34.29 (CboeTheo=34.03)  Above Ask!  [CBOE] 15:08:37.101 IV=17.6% +0.2 CBOE 396 x $33.90 - $34.20 x 225 CBOE  LATE  Vega=$905k SPX=4501.58 Fwd
495. SWEEP DETECTED:
     >>2108 AAL Oct23 12.5 Puts $0.25 (CboeTheo=0.25)  BID  [MULTI] 15:08:44.636 IV=35.3% EMLD 288 x $0.25 - $0.26 x 95 C2  ISO - OPENING  Vega=$2774 AAL=13.14 Ref
496. >>2500 NOVA Dec25 5.0 Puts $1.24 (CboeTheo=1.20)  ASK  ARCA 15:09:31.832 IV=91.2% -0.3 BXO 16 x $1.10 - $1.30 x 670 EDGX  SPREAD/CROSS   52WeekLow  Vega=$6852 NOVA=12.03 Ref
497. >>7000 WFC Jan24 85.0 Puts $41.43 (CboeTheo=41.44)  BID  CBOE 15:10:40.955 CBOE 1 x $41.40 - $41.50 x 5 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 WFC=43.56 Ref
498. >>7000 WFC Jan24 55.0 Puts $11.43 (CboeTheo=11.44)  BID  CBOE 15:10:41.053 BOX 8 x $11.40 - $11.50 x 37 BOX  SPREAD/LEGGED/FLOOR  Vega=$0 WFC=43.56 Ref
499. >>2000 AMC2 Jan24 25.0 Calls $0.01 (CboeTheo=0.01)  BID  AMEX 15:10:59.032 IV=231.1% +7.2 ARCA 319 x $0.01 - $0.02 x 3200 C2  FLOOR  Vega=$75 AMC=7.87 Ref
500. >>5000 BAC Jan24 38.0 Puts $9.25 (CboeTheo=9.27)  MID  CBOE 15:11:37.504 PHLX 451 x $9.20 - $9.30 x 45 CBOE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 BAC=28.73 Ref
501. >>6550 BAC Jan24 65.0 Puts $36.25 (CboeTheo=36.26)  MID  CBOE 15:11:37.596 ISE 33 x $36.20 - $36.30 x 41 ISE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 BAC=28.73 Ref
502. SWEEP DETECTED:
     >>2000 GPS Sep23 22nd 10.5 Puts $0.36 (CboeTheo=0.36)  BID  [MULTI] 15:13:22.847 IV=50.0% +10.4 EMLD 130 x $0.36 - $0.37 x 219 BZX  OPENING  Vega=$787 GPS=10.24 Ref
503. >>2000 TSLA Jan24 475 Puts $209.21 (CboeTheo=209.30)  BID  CBOE 15:13:26.809 BZX 50 x $208.20 - $210.25 x 50 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=265.70 Ref
504. >>2000 TSLA Jan24 450 Puts $184.21 (CboeTheo=184.32)  BID  CBOE 15:13:26.877 ARCA 50 x $183.30 - $185.15 x 50 ARCA  SPREAD/LEGGED/FLOOR  Vega=$0 TSLA=265.68 Ref
505. >>5000 BB Oct23 5.0 Calls $0.59 (CboeTheo=0.59)  BID  AMEX 15:13:29.862 IV=68.6% +1.7 ISE 6 x $0.59 - $0.60 x 5 C2  CROSS  Vega=$2887 BB=5.29 Ref
506. >>2000 SQ Jun25 130 Puts $78.54 (CboeTheo=78.52)  ASK  CBOE 15:13:39.252 IV=58.8% +10.9 BOX 10 x $77.95 - $78.95 x 10 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$11k SQ=51.48 Ref
507. SWEEP DETECTED:
     >>6174 AAPL Oct23 177.5 Puts $3.30 (CboeTheo=3.27)  ASK  [MULTI] 15:15:58.730 IV=20.2% C2 922 x $3.25 - $3.30 x 978 C2  OPENING  Vega=$127k AAPL=178.73 Ref
508. >>10000 PFE Oct23 35.0 Puts $1.57 (CboeTheo=1.60)  BID  PHLX 15:16:55.112 IV=19.3% -1.1 CBOE 97 x $1.57 - $1.62 x 14 MPRL  SPREAD/CROSS/TIED   52WeekLow  Vega=$31k PFE=33.60 Ref
509. >>2000 PLUG Jan24 35.0 Puts $26.80 (CboeTheo=26.80)  MID  CBOE 15:18:24.899 BXO 12 x $26.75 - $26.85 x 55 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 PLUG=8.20 Ref
510. >>6000 TSEM Oct23 37.0 Puts $10.40 (CboeTheo=10.42)  MID  CBOE 15:18:47.925 BOX 50 x $10.30 - $10.50 x 49 BOX  SPREAD/LEGGED/FLOOR   52WeekLow  Vega=$0 TSEM=26.59 Ref
511. >>3050 TSEM Oct23 43.0 Puts $16.40 (CboeTheo=16.42)  MID  CBOE 15:18:47.988 BOX 49 x $16.30 - $16.50 x 55 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$0 TSEM=26.59 Ref
512. >>4000 TSEM Jan24 40.0 Puts $13.40 (CboeTheo=13.41)  MID  CBOE 15:18:47.988 BOX 54 x $13.30 - $13.50 x 18 MIAX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$0 TSEM=26.59 Ref
513. >>2200 ZM Jan24 120 Puts $49.38 (CboeTheo=49.36)  MID  CBOE 15:19:00.315 IV=56.8% +8.6 EDGX 5 x $49.25 - $49.50 x 54 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$3764 ZM=70.64 Ref
514. >>2200 ZM Jan24 130 Puts $59.38 (CboeTheo=59.36)  ASK  CBOE 15:19:00.383 IV=63.7% +13.4 NOM 11 x $59.25 - $59.45 x 3 BZX  SPREAD/LEGGED/FLOOR  Vega=$3624 ZM=70.64 Ref
515. >>3000 KVUE Nov23 31.0 Puts $9.85 (CboeTheo=9.89)  MID  CBOE 15:21:54.831 BXO 10 x $9.80 - $9.90 x 10 BXO  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 KVUE=21.14 Ref
516. >>3000 KVUE Nov23 30.0 Puts $8.85 (CboeTheo=8.86)  MID  CBOE 15:21:54.953 BXO 10 x $8.80 - $8.90 x 16 EDGX  SPREAD/LEGGED/FLOOR  Vega=$0 KVUE=21.14 Ref
517. >>2150 AAPL Oct23 160 Calls $19.75 (CboeTheo=19.65)  Above Ask!  PHLX 15:23:23.812 IV=28.3% +3.1 EMLD 564 x $19.60 - $19.70 x 72 NOM  SPREAD/FLOOR  Vega=$18k AAPL=178.31 Ref
518. >>2150 AAPL Oct23 160 Puts $0.47 (CboeTheo=0.48)  BID  PHLX 15:23:23.812 IV=27.0% +1.8 EMLD 1366 x $0.47 - $0.48 x 289 BXO  SPREAD/FLOOR  Vega=$16k AAPL=178.31 Ref
519. SWEEP DETECTED:
     >>Bullish Delta Impact 500 BCLI Jan24 5.0 Calls $0.25 (CboeTheo=0.21)  ASK  [MULTI] 15:25:59.698 IV=280.8% +80.2 PHLX 1692 x $0.10 - $0.25 x 1602 PHLX  OPENING   SSR 
     Delta=43%, EST. IMPACT = 21k Shares ($22k) To Buy BCLI=1.01 Ref
520. >>1000 SPXW Sep23 22nd 4435 Puts $17.60 (CboeTheo=16.99)  Above Ask!  CBOE 15:26:31.693 IV=14.2% +2.9 CBOE 14 x $16.90 - $17.10 x 22 CBOE  FLOOR - OPENING  Vega=$178k SPX=4455.17 Fwd
521. SPLIT TICKET:
     >>2250 SPXW Sep23 22nd 4435 Puts $17.60 (CboeTheo=16.99)  Above Ask!  [CBOE] 15:26:31.693 IV=14.2% +2.9 CBOE 14 x $16.90 - $17.10 x 22 CBOE  FLOOR - OPENING  Vega=$401k SPX=4455.17 Fwd
522. >>3000 SQ Oct23 53.0 Puts $3.00 (CboeTheo=3.03)  BID  PHLX 15:27:44.176 IV=38.1% NOM 58 x $3.00 - $3.05 x 279 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$18k SQ=51.56 Ref
523. SWEEP DETECTED:
     >>Bullish Delta Impact 500 BCLI Jan24 5.0 Calls $0.25 (CboeTheo=0.21)  ASK  [MULTI] 15:29:53.347 IV=280.8% +80.2 PHLX 1933 x $0.10 - $0.25 x 1995 PHLX  OPENING   SSR 
     Delta=43%, EST. IMPACT = 21k Shares ($22k) To Buy BCLI=1.01 Ref
524. SWEEP DETECTED:
     >>3750 CCL Jan24 12.5 Puts $0.62 (CboeTheo=0.62)  BID  [MULTI] 15:30:21.767 IV=52.9% -0.1 EMLD 1463 x $0.62 - $0.63 x 27 MPRL Vega=$9377 CCL=15.12 Ref
525. >>2405 AAPL Sep23 22nd 150 Puts $0.01 (CboeTheo=0.01)  ASK  BXO 15:30:48.556 IV=60.8% +12.8 MRX 0 x $0.00 - $0.01 x 4352 C2 Vega=$425 AAPL=178.29 Ref
526. SWEEP DETECTED:
     >>10492 AAPL Sep23 22nd 150 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:30:48.556 IV=60.8% +12.8 MRX 0 x $0.00 - $0.01 x 4352 C2  OPENING  Vega=$1855 AAPL=178.29 Ref
527. SWEEP DETECTED:
     >>Bearish Delta Impact 538 RVPH Oct23 5.0 Calls $1.40 (CboeTheo=1.45)  BID  [MULTI] 15:32:49.219 IV=174.6% -23.4 EDGX 221 x $1.40 - $1.80 x 2 NOM
     Delta=68%, EST. IMPACT = 36k Shares ($207k) To Sell RVPH=5.69 Ref
528. >>2000 GOOGL Dec23 130 Puts $3.35 (CboeTheo=3.37)  BID  PHLX 15:35:50.714 IV=27.8% +0.1 EMLD 523 x $3.35 - $3.40 x 801 EDGX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$45k GOOGL=138.28 Ref
529. SWEEP DETECTED:
     >>2702 SOFI Sep23 22nd 8.5 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 15:36:05.320 IV=52.6% +6.3 C2 4749 x $0.10 - $0.11 x 659 C2 Vega=$901 SOFI=8.68 Ref
530. SWEEP DETECTED:
     >>2449 PCT Nov23 4.0 Puts $0.286 (CboeTheo=0.28)  ASK  [MULTI] 15:39:34.541 IV=128.5% -0.2 BXO 28 x $0.25 - $0.30 x 257 AMEX  ISO - OPENING  Vega=$1363 PCT=6.03 Ref
531. SPLIT TICKET:
     >>2200 SPX Oct23 4600 Calls $12.15 (CboeTheo=12.15)  MID  [CBOE] 15:39:37.908 IV=10.2% +0.4 CBOE 601 x $12.00 - $12.30 x 1094 CBOE  LATE  Vega=$766k SPX=4468.22 Fwd
532. SWEEP DETECTED:
     >>2000 JD Sep23 22nd 33.0 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 15:39:43.668 IV=41.2% +7.6 EMLD 1553 x $0.05 - $0.06 x 98 GEMX  ISO   52WeekLow  Vega=$1143 JD=31.14 Ref
533. >>5000 GM Oct23 33.5 Puts $1.15 (CboeTheo=1.14)  ASK  PHLX 15:40:07.498 IV=30.1% MPRL 18 x $1.14 - $1.15 x 239 C2  FLOOR - OPENING  Vega=$20k GM=33.42 Ref
534. SWEEP DETECTED:
     >>2500 WFC Sep23 29th 43.0 Puts $0.402 (CboeTheo=0.39)  MID  [MULTI] 15:40:10.214 IV=22.0% +1.2 MPRL 75 x $0.39 - $0.40 x 257 EMLD  ISO - OPENING  Vega=$7031 WFC=43.53 Ref
535. SWEEP DETECTED:
     >>2500 CHPT Sep23 29th 5.0 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 15:42:14.772 IV=80.1% -5.2 EMLD 1347 x $0.13 - $0.15 x 366 NOM  ISO  Vega=$802 CHPT=5.37 Ref
536. SWEEP DETECTED:
     >>Bullish Delta Impact 690 HOLI Oct23 17.5 Puts $0.50 (CboeTheo=0.56)  BID  [MULTI] 15:43:59.541 IV=44.9% -14.9 BOX 52 x $0.50 - $0.70 x 2 BZX
     Delta=-29%, EST. IMPACT = 20k Shares ($382k) To Buy HOLI=18.91 Ref
537. >>1787 SPXW Sep23 20th 3650 Puts $0.05 (CboeTheo=0.07)  ASK  CBOE 15:44:36.865 IV=84.6% +26.7 CBOE 0 x $0.00 - $0.05 x 114 CBOE  OPENING  Vega=$1448 SPX=4451.12 Fwd
538. SPLIT TICKET:
     >>1886 SPXW Sep23 20th 3650 Puts $0.05 (CboeTheo=0.07)  ASK  [CBOE] 15:44:36.847 IV=84.6% +26.7 CBOE 0 x $0.00 - $0.05 x 1901 CBOE  OPENING  Vega=$1529 SPX=4451.12 Fwd
539. SWEEP DETECTED:
     >>Bearish Delta Impact 500 LZ Oct23 10.0 Calls $0.70 (CboeTheo=0.73)  BID  [MULTI] 15:46:06.969 IV=37.5% -0.1 PHLX 184 x $0.70 - $0.75 x 39 EMLD
     Delta=67%, EST. IMPACT = 33k Shares ($347k) To Sell LZ=10.38 Ref
540. SWEEP DETECTED:
     >>Bullish Delta Impact 614 ALDX Oct23 5.0 Calls $1.60 (CboeTheo=1.50)  ASK  [MULTI] 15:47:09.203 IV=102.2% +27.5 CBOE 175 x $1.40 - $1.60 x 97 CBOE  OPENING 
     Delta=83%, EST. IMPACT = 51k Shares ($327k) To Buy ALDX=6.41 Ref
541. SWEEP DETECTED:
     >>2500 ENVX Jan24 35.0 Calls $0.20 (CboeTheo=0.17)  ASK  [MULTI] 15:48:07.810 IV=94.4% +4.8 ISE 10 x $0.15 - $0.20 x 978 AMEX Vega=$2785 ENVX=13.44 Ref
542. >>10250 C Jan25 42.5 Calls $5.51 (CboeTheo=5.54)  BID  AMEX 15:48:47.735 IV=27.5% +0.0 EDGX 219 x $5.50 - $5.60 x 92 EDGX  SPREAD/CROSS - OPENING  Vega=$186k C=42.69 Ref
543. >>10250 C Jan25 42.5 Puts $4.84 (CboeTheo=4.81)  ASK  AMEX 15:48:47.735 IV=27.8% +0.4 NOM 96 x $4.75 - $4.85 x 626 ISE  SPREAD/CROSS - OPENING  Vega=$186k C=42.69 Ref
544. >>3150 GM Oct23 33.5 Puts $1.16 (CboeTheo=1.17)  BID  PHLX 15:49:07.160 IV=30.1% BZX 13 x $1.16 - $1.18 x 47 MPRL  FLOOR - OPENING  Vega=$12k GM=33.40 Ref
545. SWEEP DETECTED:
     >>2000 MP Oct23 22.5 Calls $0.50 (CboeTheo=0.47)  ASK  [MULTI] 15:52:36.943 IV=43.0% +3.3 GEMX 709 x $0.45 - $0.50 x 962 AMEX Vega=$4390 MP=20.86 Ref
546. >>20000 AAL Sep24 10.0 Puts $0.67 (CboeTheo=0.66)  ASK  ARCA 15:53:28.120 IV=43.8% -0.0 EMLD 147 x $0.64 - $0.67 x 110 NOM  CROSS - OPENING  Vega=$68k AAL=13.09 Ref
547. >>2000 AMZN Jan24 137.5 Calls $12.45 (CboeTheo=12.51)  BID  AMEX 15:54:51.442 IV=30.6% -0.2 MIAX 338 x $12.45 - $12.60 x 458 PHLX  SPREAD/CROSS  Vega=$62k AMZN=139.78 Ref
548. >>2000 AMZN Jan24 137.5 Puts $7.74 (CboeTheo=7.71)  ASK  AMEX 15:54:51.442 IV=30.9% +0.1 BZX 68 x $7.70 - $7.75 x 173 GEMX  SPREAD/CROSS  Vega=$62k AMZN=139.78 Ref
549. >>3000 ENB Jan24 32.5 Puts $0.56 (CboeTheo=0.60)  BID  AMEX 15:56:42.781 IV=19.3% -0.1 PHLX 421 x $0.55 - $0.65 x 241 AMEX  CROSS  Vega=$19k ENB=35.02 Ref
550. >>12970 ABEV Jan24 4.0 Calls $0.02 (CboeTheo=0.02)  MID  AMEX 15:56:54.020 IV=44.5% -1.3 C2 0 x $0.00 - $0.05 x 1166 PHLX  SPREAD/CROSS - OPENING  Vega=$2818 ABEV=2.73 Ref
551. >>12970 ABEV Jan24 4.0 Puts $1.37 (CboeTheo=1.37)  ASK  AMEX 15:56:54.020 IV=48.2% +2.4 BOX 229 x $1.25 - $1.45 x 50 BOX  SPREAD/CROSS - OPENING  Vega=$3049 ABEV=2.73 Ref
552. SWEEP DETECTED:
     >>2727 TSLA Sep23 22nd 270 Calls $3.35 (CboeTheo=3.33)  ASK  [MULTI] 15:57:00.646 IV=46.9% +5.7 ARCA 10 x $3.30 - $3.35 x 441 ISE Vega=$29k TSLA=265.21 Ref
553. >>1962 VIX Dec23 20th 50.0 Calls $0.31 (CboeTheo=0.31)  MID  CBOE 16:00:25.827 IV=125.7% +0.8 CBOE 1500 x $0.30 - $0.32 x 24k CBOE Vega=$2517 VIX=16.93 Fwd
554. SPLIT TICKET:
     >>2500 VIX Dec23 20th 50.0 Calls $0.31 (CboeTheo=0.31)  BID  [CBOE] 16:00:25.825 IV=125.7% +0.8 CBOE 1962 x $0.31 - $0.32 x 24k CBOE Vega=$3207 VIX=16.93 Fwd
555. >>1000 SPXW Sep23 20th 4345 Puts $0.35 (CboeTheo=0.38)  BID  CBOE 16:04:50.540 IV=16.4% +3.8 CBOE 89 x $0.35 - $0.40 x 669 CBOE  LATE - OPENING  Vega=$17k SPX=4456.63 Fwd
556. >>1620 SPXW Sep23 20th 4345 Puts $0.35 (CboeTheo=0.38)  BID  CBOE 16:04:50.541 IV=16.4% +3.8 CBOE 89 x $0.35 - $0.40 x 669 CBOE  LATE - OPENING  Vega=$27k SPX=4456.63 Fwd
557. SPLIT TICKET:
     >>3420 SPXW Sep23 20th 4345 Puts $0.35 (CboeTheo=0.38)  BID  [CBOE] 16:04:50.540 IV=16.4% +3.8 CBOE 89 x $0.35 - $0.40 x 669 CBOE  LATE - OPENING  Vega=$56k SPX=4456.63 Fwd
558. SPLIT TICKET:
     >>1710 SPXW Sep23 22nd 4305 Puts $0.81 (CboeTheo=0.88)  Below Bid!  [CBOE] 16:04:50.540 IV=17.4% +2.7 CBOE 169 x $0.85 - $0.90 x 49 CBOE  LATE - OPENING  Vega=$54k SPX=4459.13 Fwd
559. SPLIT TICKET:
     >>1400 SPXW Sep23 19th 4485 Calls $1.225 (CboeTheo=1.13)  Above Ask!  [CBOE] 16:05:57.532 IV=9.9% +1.2 CBOE 458 x $1.10 - $1.15 x 2 CBOE  LATE - OPENING  Vega=$65k SPX=4456.47 Fwd
560. SPLIT TICKET:
     >>1400 SPXW Sep23 19th 4410 Puts $0.60 (CboeTheo=0.60)  MID  [CBOE] 16:05:57.532 IV=12.3% +2.9 CBOE 446 x $0.55 - $0.65 x 486 CBOE  LATE - OPENING  Vega=$37k SPX=4456.47 Fwd
561. TRADE CXLD:
     >>5000 GM Oct23 33.5 Puts $1.15 (CboeTheo=1.14)  ASK  PHLX 15:40:07.498 IV=30.1% MPRL 18 x $1.14 - $1.15 x 239 C2  FLOOR - OPENING  Vega=$20k GM=33.42 Ref