>>Market Color @STOCK - New option listings for 9/20 include LUXX ETF ($LUXX), Mama's Creations Inc ($MAMA), and WEJOF Stock ($WEJOF). Option delistings effective 9/20 include Lightning Emotors, Inc. ($ZEV). (Autocolor )
>>Market Color @ALL - OCC reports a total of 183,964 flex contracts traded on Sep 19th, with average daily flex volume of 436,292 over the past month. 75.5% of Tuesday's flex volume traded on Cboe, 6.7% NYSE-Arca, 1.8% PHLX and 16.1% Amex. Current Flex open interest is 15,721,876 contracts. (Autocolor () #flex #marketmover
>>Market Color DIS - Most profitable opening equity option purchase made in the prior session was a buy of 9676 Disney 09/22 83 puts for $0.80 at 09:36 when underlying shares were trading $83.085. These puts closed near $1.43 for mark-to-market profit of 79%, or $610K on the $774K outlay. DIS shares closed down 3.08 at $81.94 (Autocolor () [DIS 81.94 -3.08 Ref]
>>Market Color PFE - Rev/Con recap for Sep 19th. 816,604 contracts traded Tuesday in reverse/conversion spreads on 104 underlying securities. 40.8m underlying shares were involved with total notional value of $3.21b. Rev/Con volume leaders included PFE, BAC, PBR, VALE and EEM with implied borrow rates ranging from -420.34% (SFIX) to 227.61% (SFIX). (Autocolor ()) #revcon
>>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for September 20, 2023. 49 trades were executed in VIX overnight, totaling 4939 contracts. (Autocolor () #gth
>>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 20, 2023. 8962 trades were executed in SPX overnight, totaling 46346 contracts. (Autocolor ()) #gth
>>Unusual Volume IBM - 9x market weighted volume: 10.1k = 165.1k projected vs 16.7k adv, 93% calls, 4% of OI [IBM 148.96 +2.44 Ref]
>>Unusual Volume AMZN - 3x market weighted volume: 111.8k = 1.8m projected vs 592.9k adv, 78% calls, 2% of OI [AMZN 139.18 +1.54 Ref]
>>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
CGC $1.12 +0.09 +8.74%,
PINS $27.91 +1.70 +6.49%,
TLRY $2.57 +0.11 +4.47%,
UPST $29.70 +1.16 +4.07%,
DKNG $31.29 +1.20 +3.99%,
while the biggest losers include:
CHWY $18.91 -0.54 (-2.78%),
MRNA $104.70 -2.04 (-1.91%),
NVAX $7.55 -0.13 (-1.69%),
INTC $35.92 -0.42 (-1.16%),
PDD $97.30 -1.05 (-1.07%),
(Autocolor ())
>>Unusual Volume INTC - 3x market weighted volume: 40.5k = 663.0k projected vs 212.1k adv, 73% calls, 2% of OI [INTC 35.88 -0.46 Ref]
>>Unusual Volume ENPH - 4x market weighted volume: 14.8k = 242.0k projected vs 52.2k adv, 67% calls, 5% of OI [ENPH 124.50 +2.41 Ref]
>>Unusual Volume NKLA - 3x market weighted volume: 31.4k = 513.7k projected vs 157.1k adv, 81% calls, 2% of OI [NKLA 1.59 +0.04 Ref]
>>Unusual Volume NIO - 4x market weighted volume: 45.6k = 745.2k projected vs 181.7k adv, 67% calls, 3% of OI [NIO 8.87 +0.32 Ref]
>>Unusual Volume PINS - 10x market weighted volume: 32.7k = 534.4k projected vs 51.9k adv, 86% calls, 4% of OI [PINS 27.94 +1.73 Ref]
>>Unusual Volume SNAP - 4x market weighted volume: 19.0k = 310.9k projected vs 63.7k adv, 83% calls, 2% of OI [SNAP 9.36 +0.35 Ref]
>>Unusual Volume WDC - 11x market weighted volume: 6295 = 103.0k projected vs 8788 adv, 94% calls, 4% of OI [WDC 46.44 +2.52 Ref]
>>Unusual Volume GT - 49x market weighted volume: 8505 = 139.1k projected vs 2802 adv, 100% calls, 4% of OI [GT 12.82 +0.41 Ref]
SPLIT TICKET:
>>1000 NANOS Sep23 27th 444 Puts $2.06 (CboeTheo=2.03) MID [CBOE] 09:30:20.246 IV=11.8% +0.1 CBOE 1000 x $1.98 - $0.00 x 0 OPENING Vega=$242 NANOS=446.01 Fwd
SWEEP DETECTED:
>>2467 NKLA Sep23 22nd 1.0 Puts $0.02 (CboeTheo=0.01) ASK [MULTI] 09:30:35.808 IV=392.0% +185.8 MIAX 76 x $0.01 - $0.02 x 411 EDGX SSR Vega=$44 NKLA=1.47 Ref
SPLIT TICKET:
>>1071 SPX Oct23 3300 Puts $0.50 (CboeTheo=0.57) MID [CBOE] 09:30:02.305 IV=39.9% -0.7 0 x $0.00 - $0.00 x 0 Vega=$14k SPX=4474.11 Fwd
SPLIT TICKET:
>>1094 SPX Oct23 3200 Puts $0.45 (CboeTheo=0.46) MID [CBOE] 09:30:02.307 IV=43.1% -0.1 0 x $0.00 - $0.00 x 0 Vega=$13k SPX=4474.11 Fwd
SPLIT TICKET:
>>1005 SPX Oct23 3175 Puts $0.40 (CboeTheo=0.41) MID [CBOE] 09:30:02.308 IV=43.5% -0.4 0 x $0.00 - $0.00 x 0 Vega=$10k SPX=4474.11 Fwd
SPLIT TICKET:
>>1017 SPX Oct23 3150 Puts $0.40 (CboeTheo=0.41) MID [CBOE] 09:30:02.308 IV=44.4% -0.2 0 x $0.00 - $0.00 x 0 Vega=$10k SPX=4474.11 Fwd
SPLIT TICKET:
>>1030 SPX Oct23 3125 Puts $0.35 (CboeTheo=0.36) MID [CBOE] 09:30:02.309 IV=44.8% -0.5 0 x $0.00 - $0.00 x 0 Vega=$9280 SPX=4474.11 Fwd
SPLIT TICKET:
>>1042 SPX Oct23 3100 Puts $0.30 (CboeTheo=0.36) MID [CBOE] 09:30:02.309 IV=45.0% -1.0 0 x $0.00 - $0.00 x 0 Vega=$8239 SPX=4474.11 Fwd
SPLIT TICKET:
>>1055 SPX Oct23 3075 Puts $0.25 (CboeTheo=0.36) MID [CBOE] 09:30:02.310 IV=45.2% -1.5 0 x $0.00 - $0.00 x 0 Vega=$7159 SPX=4474.11 Fwd
SPLIT TICKET:
>>1084 SPX Oct23 3050 Puts $0.35 (CboeTheo=0.31) MID [CBOE] 09:30:02.310 IV=47.6% +0.2 0 x $0.00 - $0.00 x 0 Vega=$9230 SPX=4474.11 Fwd
SPLIT TICKET:
>>1082 SPX Oct23 3025 Puts $0.30 (CboeTheo=0.31) MID [CBOE] 09:30:02.311 IV=47.8% -0.5 0 x $0.00 - $0.00 x 0 Vega=$8089 SPX=4474.11 Fwd
SPLIT TICKET:
>>1248 SPX Oct23 3000 Puts $0.25 (CboeTheo=0.28) MID [CBOE] 09:30:02.311 IV=48.0% -0.7 0 x $0.00 - $0.00 x 0 Vega=$8001 SPX=4474.11 Fwd
SPLIT TICKET:
>>1110 SPX Oct23 2975 Puts $0.25 (CboeTheo=0.26) MID [CBOE] 09:30:02.312 IV=48.9% +0.0 0 x $0.00 - $0.00 x 0 Vega=$6986 SPX=4474.11 Fwd
SPLIT TICKET:
>>1140 SPX Oct23 2950 Puts $0.25 (CboeTheo=0.26) MID [CBOE] 09:30:02.312 IV=49.8% +0.0 0 x $0.00 - $0.00 x 0 Vega=$7045 SPX=4474.11 Fwd
SPLIT TICKET:
>>1141 SPX Oct23 2925 Puts $0.20 (CboeTheo=0.23) MID [CBOE] 09:30:02.313 IV=49.8% -1.0 0 x $0.00 - $0.00 x 0 OPENING Vega=$5855 SPX=4474.11 Fwd
SPLIT TICKET:
>>1174 SPX Oct23 2900 Puts $0.25 (CboeTheo=0.21) MID [CBOE] 09:30:02.313 IV=51.7% +0.0 0 x $0.00 - $0.00 x 0 Vega=$6998 SPX=4474.11 Fwd
SPLIT TICKET:
>>1187 SPX Oct23 2875 Puts $0.20 (CboeTheo=0.21) MID [CBOE] 09:30:02.314 IV=51.7% -0.1 0 x $0.00 - $0.00 x 0 Vega=$5879 SPX=4474.11 Fwd
SPLIT TICKET:
>>1204 SPX Oct23 2850 Puts $0.20 (CboeTheo=0.21) MID [CBOE] 09:30:02.314 IV=52.7% -0.2 0 x $0.00 - $0.00 x 0 Vega=$5860 SPX=4474.11 Fwd
SPLIT TICKET:
>>1471 SPX Oct23 2825 Puts $0.20 (CboeTheo=0.18) MID [CBOE] 09:30:02.315 IV=53.6% -0.2 0 x $0.00 - $0.00 x 0 Vega=$7038 SPX=4474.11 Fwd
SPLIT TICKET:
>>1263 SPX Oct23 2800 Puts $0.20 (CboeTheo=0.15) MID [CBOE] 09:30:02.315 IV=54.6% +0.9 0 x $0.00 - $0.00 x 0 Vega=$5941 SPX=4474.11 Fwd
SPLIT TICKET:
>>1239 SPX Oct23 2775 Puts $0.10 (CboeTheo=0.15) MID [CBOE] 09:30:02.316 IV=52.5% -2.1 0 x $0.00 - $0.00 x 0 OPENING Vega=$3375 SPX=4474.11 Fwd
SPLIT TICKET:
>>1584 SPX Oct23 2750 Puts $0.10 (CboeTheo=0.15) MID [CBOE] 09:30:02.317 IV=53.5% -2.2 0 x $0.00 - $0.00 x 0 Vega=$4242 SPX=4474.11 Fwd
SPLIT TICKET:
>>2181 SPX Oct23 2700 Puts $0.15 (CboeTheo=0.13) MID [CBOE] 09:30:02.317 IV=57.2% +0.9 0 x $0.00 - $0.00 x 0 Vega=$7716 SPX=4474.11 Fwd
SPLIT TICKET:
>>2208 SPX Oct23 2650 Puts $0.15 (CboeTheo=0.10) MID [CBOE] 09:30:02.318 IV=59.2% +0.9 0 x $0.00 - $0.00 x 0 OPENING Vega=$7555 SPX=4474.11 Fwd
SPLIT TICKET:
>>2294 SPX Oct23 2600 Puts $0.15 (CboeTheo=0.10) MID [CBOE] 09:30:02.318 IV=61.2% +1.8 0 x $0.00 - $0.00 x 0 Vega=$7595 SPX=4474.11 Fwd
SPLIT TICKET:
>>2385 SPX Oct23 2550 Puts $0.15 (CboeTheo=0.08) MID [CBOE] 09:30:02.319 IV=63.2% +1.9 0 x $0.00 - $0.00 x 0 OPENING Vega=$7645 SPX=4474.11 Fwd
SPLIT TICKET:
>>2428 SPX Oct23 2500 Puts $0.10 (CboeTheo=0.08) MID [CBOE] 09:30:02.321 IV=63.3% +1.0 0 x $0.00 - $0.00 x 0 Vega=$5518 SPX=4474.11 Fwd
SPLIT TICKET:
>>2529 SPX Oct23 2450 Puts $0.15 (CboeTheo=0.08) MID [CBOE] 09:30:02.321 IV=67.5% +3.1 0 x $0.00 - $0.00 x 0 OPENING Vega=$7609 SPX=4474.11 Fwd
SPLIT TICKET:
>>2799 SPX Oct23 2400 Puts $0.15 (CboeTheo=0.08) MID [CBOE] 09:30:02.335 IV=69.7% +3.2 0 x $0.00 - $0.00 x 0 Vega=$8164 SPX=4474.11 Fwd
SPLIT TICKET:
>>4440 SPX Oct23 2300 Puts $0.15 (CboeTheo=0.05) MID [CBOE] 09:30:02.336 IV=74.2% +4.8 0 x $0.00 - $0.00 x 0 Vega=$12k SPX=4474.11 Fwd
>>2499 AMZN Sep23 22nd 138 Calls $1.54 (CboeTheo=1.53) ASK PHLX 09:32:09.721 IV=33.5% +2.5 MIAX 5 x $1.50 - $1.54 x 63 BXO COB/AUCTION Vega=$11k AMZN=138.07 Ref
>>4998 AMZN Sep23 22nd 141 Calls $0.43 (CboeTheo=0.43) MID PHLX 09:32:09.721 IV=32.2% +1.7 BXO 58 x $0.42 - $0.44 x 144 BXO COB/AUCTION Vega=$16k AMZN=138.07 Ref
>>2368 AMZN Sep23 22nd 140 Calls $0.69 (CboeTheo=0.69) ASK ARCA 09:33:02.876 IV=32.3% +1.3 MPRL 479 x $0.68 - $0.69 x 2368 ARCA Vega=$9168 AMZN=138.10 Ref
SWEEP DETECTED:
>>3002 AMZN Sep23 22nd 140 Calls $0.714 (CboeTheo=0.73) Below Bid! [MULTI] 09:33:57.870 IV=32.2% +1.3 NOM 83 x $0.73 - $0.74 x 70 MPRL Vega=$12k AMZN=138.23 Ref
SWEEP DETECTED:
>>2000 AMZN Sep23 22nd 136 Puts $0.51 (CboeTheo=0.51) ASK [MULTI] 09:34:48.574 IV=33.4% +1.9 GEMX 179 x $0.50 - $0.51 x 200 ARCA Vega=$6796 AMZN=138.50 Ref
SWEEP DETECTED:
>>3404 NKLA Sep23 29th 1.5 Calls $0.17 (CboeTheo=0.16) BID [MULTI] 09:35:19.825 IV=165.5% -15.5 MPRL 2340 x $0.17 - $0.19 x 24 MPRL SSR Vega=$323 NKLA=1.54 Ref
>>2500 NKLA Oct23 1.5 Calls $0.30 (CboeTheo=0.32) BID BOX 09:38:21.483 IV=160.7% -16.4 EDGX 3114 x $0.29 - $0.34 x 629 C2 FLOOR - COMPLEX SSR Vega=$423 NKLA=1.56 Ref
SWEEP DETECTED:
>>3675 TLRY Sep23 22nd 2.5 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 09:38:27.454 IV=136.2% +23.4 MPRL 4 x $0.11 - $0.12 x 600 MIAX Vega=$290 TLRY=2.52 Ref
>>3023 NKLA Sep23 29th 1.5 Calls $0.19 (CboeTheo=0.19) ASK ARCA 09:38:33.609 IV=161.7% -19.3 EDGX 2081 x $0.18 - $0.19 x 104 ARCA SSR Vega=$287 NKLA=1.57 Ref
SWEEP DETECTED:
>>4128 NKLA Sep23 29th 1.5 Calls $0.19 (CboeTheo=0.19) ASK [MULTI] 09:38:33.604 IV=161.7% -19.3 EDGX 2078 x $0.18 - $0.19 x 122 ARCA SSR Vega=$392 NKLA=1.57 Ref
SPLIT TICKET:
>>1721 VIX Oct23 18th 16.0 Calls $1.03 (CboeTheo=1.04) BID [CBOE] 09:38:36.927 IV=79.2% +1.6 CBOE 350 x $1.03 - $1.08 x 4146 CBOE ISO Vega=$2878 VIX=15.28 Fwd
>>1288 VIX Oct23 18th 20.0 Calls $0.50 (CboeTheo=0.50) ASK CBOE 09:38:45.331 IV=106.6% +3.9 CBOE 650 x $0.46 - $0.51 x 17k CBOE Vega=$1622 VIX=15.28 Fwd
SWEEP DETECTED:
>>2000 XOM Oct23 6th 121 Calls $0.86 (CboeTheo=0.84) ASK [MULTI] 09:39:05.697 IV=19.8% +0.4 C2 150 x $0.83 - $0.86 x 16 ARCA ISO - OPENING Vega=$17k XOM=117.74 Ref
SWEEP DETECTED:
>>3278 INTC Oct23 37.0 Calls $0.843 (CboeTheo=0.86) Below Bid! [MULTI] 09:39:27.206 IV=29.9% -0.5 C2 158 x $0.85 - $0.87 x 156 C2 ISO Vega=$13k INTC=35.91 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 980 NGL Oct23 5.0 Calls $0.05 (CboeTheo=0.07) BID [MULTI] 09:40:05.604 IV=77.6% -10.4 EMLD 935 x $0.05 - $0.10 x 520 PHLX
Delta=13%, EST. IMPACT = 13k Shares ($49k) To Sell NGL=3.87 Ref
>>2800 GT Oct23 14.0 Calls $0.13 (CboeTheo=0.16) BID CBOE 09:42:08.132 IV=31.3% -7.9 PHLX 1570 x $0.10 - $0.20 x 18 BZX SPREAD/LEGGED/FLOOR Vega=$3007 GT=12.89 Ref
>>2800 GT Jan24 15.0 Calls $0.49 (CboeTheo=0.49) ASK CBOE 09:42:08.217 IV=37.2% -0.8 PHLX 1385 x $0.40 - $0.55 x 1736 CBOE SPREAD/LEGGED/FLOOR Vega=$7371 GT=12.89 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 2500 FYBR Oct23 15.0 Calls $1.648 (CboeTheo=1.53) Above Ask! [MULTI] 09:42:14.884 IV=65.0% +3.5 PHLX 232 x $1.50 - $1.60 x 120 PHLX
Delta=65%, EST. IMPACT = 162k Shares ($2.55m) To Buy FYBR=15.74 Ref
SWEEP DETECTED:
>>3000 KVUE Sep23 29th 20.5 Puts $0.10 (CboeTheo=0.13) BID [MULTI] 09:42:19.777 IV=27.2% -0.2 EMLD 497 x $0.10 - $0.15 x 1301 CBOE ISO Vega=$2821 KVUE=21.23 Ref
SWEEP DETECTED:
>>2026 AMZN Sep23 22nd 139 Calls $1.408 (CboeTheo=1.43) Below Bid! [MULTI] 09:42:41.609 IV=32.7% +2.2 BXO 83 x $1.42 - $1.45 x 102 C2 ISO Vega=$8885 AMZN=138.94 Ref
>>2000 INTC Oct23 37.0 Calls $0.85 (CboeTheo=0.82) Above Ask! AMEX 09:42:44.343 IV=30.3% -0.1 ARCA 113 x $0.82 - $0.84 x 236 BOX FLOOR Vega=$8004 INTC=35.88 Ref
SWEEP DETECTED:
>>2002 INTC Oct23 37.0 Calls $0.85 (CboeTheo=0.83) ASK [MULTI] 09:42:43.621 IV=29.8% -0.6 EMLD 2 x $0.84 - $0.85 x 93 MPRL Vega=$8019 INTC=35.90 Ref
SWEEP DETECTED:
>>2500 INTC Oct23 39.0 Calls $0.29 (CboeTheo=0.29) BID [MULTI] 09:43:11.305 IV=29.2% -0.5 C2 1081 x $0.29 - $0.30 x 287 C2 ISO Vega=$6955 INTC=35.84 Ref
>>Unusual Volume SIRI - 5x market weighted volume: 18.6k = 172.0k projected vs 31.4k adv, 98% puts, 3% of OI [SIRI 4.17 -0.01 Ref, IV=47.4% +1.2]
>>Market Color CCL - Bullish option flow detected in Carnival (15.16 +0.07) with 15,410 calls trading (3x expected) and implied vol increasing over 1 point to 57.23%. . The Put/Call Ratio is 0.14. Earnings are expected on 09/28. (Autocolor () [CCL 15.16 +0.07 Ref, IV=57.2% +1.4] #Bullish
>>2000 NIO Jan24 12.5 Calls $0.50 (CboeTheo=0.51) BID ARCA 09:45:12.209 IV=70.2% -1.8 C2 288 x $0.50 - $0.52 x 640 C2 SPREAD/CROSS SSR Vega=$3426 NIO=8.86 Ref
>>2000 NIO Jan24 9.0 Puts $1.34 (CboeTheo=1.35) MID ARCA 09:45:12.209 IV=66.3% -0.7 EDGX 1402 x $1.32 - $1.36 x 77 BZX SPREAD/CROSS SSR Vega=$3995 NIO=8.86 Ref
>>2000 PINS Oct23 6th 27.0 Calls $1.37 (CboeTheo=1.40) BID CBOE 09:45:45.549 IV=36.7% -2.4 BZX 209 x $1.35 - $1.44 x 174 BZX COB/TIED Vega=$4227 PINS=27.83 Ref
SWEEP DETECTED:
>>5064 TLRY Sep23 22nd 2.5 Calls $0.12 (CboeTheo=0.12) BID [MULTI] 09:46:31.829 IV=129.2% +16.5 EMLD 6324 x $0.12 - $0.13 x 3753 AMEX OPENING Vega=$398 TLRY=2.54 Ref
>>3000 VIXW Sep23 27th 31.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 09:47:39.645 IV=249.7% +15.4 CBOE 217 x $0.01 - $0.05 x 347 CBOE OPENING Vega=$275 VIX=14.27 Fwd
SWEEP DETECTED:
>>Bearish Delta Impact 1500 WW Sep23 22nd 12.0 Calls $0.65 (CboeTheo=0.68) BID [MULTI] 09:49:03.367 IV=151.3% -9.9 PHLX 369 x $0.65 - $0.75 x 100 GEMX 52WeekHigh
Delta=56%, EST. IMPACT = 85k Shares ($1.03m) To Sell WW=12.13 Ref
SWEEP DETECTED:
>>4836 AAPL Sep23 22nd 180 Calls $0.657 (CboeTheo=0.69) Below Bid! [MULTI] 09:49:30.444 IV=24.6% +2.1 BXO 498 x $0.68 - $0.69 x 65 BXO Vega=$24k AAPL=178.11 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 500 WEST Dec23 9.0 Puts $0.45 (CboeTheo=0.38) ASK [MULTI] 09:50:00.420 IV=42.5% +0.2 PHLX 237 x $0.30 - $0.45 x 105 BOX OPENING
Delta=-31%, EST. IMPACT = 15k Shares ($151k) To Sell WEST=9.80 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1000 TH Nov23 15.0 Calls $1.30 (CboeTheo=1.25) ASK [MULTI] 09:50:08.222 IV=73.4% +3.3 BZX 11 x $1.20 - $1.30 x 156 PHLX ISO
Delta=48%, EST. IMPACT = 48k Shares ($675k) To Buy TH=14.01 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 500 EGO Jan24 10.0 Calls $1.10 (CboeTheo=1.07) ASK [MULTI] 09:50:50.720 IV=40.7% +1.1 PHLX 43 x $1.05 - $1.10 x 21 CBOE
Delta=60%, EST. IMPACT = 30k Shares ($304k) To Buy EGO=10.12 Ref
>>2360 CHK Oct23 80.0 Puts $0.65 (CboeTheo=0.68) BID PHLX 09:51:04.064 IV=24.4% -1.0 AMEX 248 x $0.60 - $0.75 x 12 BOX FLOOR Vega=$16k CHK=84.44 Ref
SPLIT TICKET:
>>2950 CHK Oct23 80.0 Puts $0.66 (CboeTheo=0.68) BID [PHLX] 09:51:04.064 IV=24.4% -1.0 AMEX 248 x $0.60 - $0.75 x 12 BOX FLOOR Vega=$20k CHK=84.44 Ref
SWEEP DETECTED:
>>5010 CCL Oct23 16.0 Calls $0.66 (CboeTheo=0.66) ASK [MULTI] 09:51:16.485 IV=55.8% +0.5 C2 61 x $0.65 - $0.66 x 653 C2 Vega=$8521 CCL=15.15 Ref
>>3755 CCL Oct23 16.0 Calls $0.68 (CboeTheo=0.69) BID CBOE 09:51:37.116 IV=55.2% -0.1 MPRL 373 x $0.68 - $0.69 x 1 ARCA AUCTION Vega=$6449 CCL=15.22 Ref
>>7500 GM Sep23 29th 29.0 Puts $0.02 (CboeTheo=0.01) ASK PHLX 09:51:56.428 IV=50.0% +0.1 C2 1372 x $0.01 - $0.02 x 14 EMLD FLOOR Vega=$2027 GM=33.99 Ref
>>9331 VIX Oct23 18th 17.0 Puts $2.57 (CboeTheo=2.54) ASK CBOE 09:52:05.249 IV=88.4% +3.2 CBOE 6220 x $2.52 - $2.58 x 9968 CBOE AUCTION Vega=$15k VIX=15.28 Fwd
SPLIT TICKET:
>>9999 VIX Oct23 18th 17.0 Puts $2.57 (CboeTheo=2.54) ASK [CBOE] 09:52:05.249 IV=88.4% +3.2 CBOE 6220 x $2.52 - $2.58 x 9968 CBOE AUCTION Vega=$16k VIX=15.28 Fwd
SWEEP DETECTED:
>>Bullish Delta Impact 902 IVR Oct23 6th 10.5 Puts $0.15 (CboeTheo=0.19) BID [MULTI] 09:52:31.135 IV=9.4% -9.1 BOX 11 x $0.15 - $0.25 x 1 NOM OPENING
Delta=-72%, EST. IMPACT = 65k Shares ($704k) To Buy IVR=10.86 Ref
SWEEP DETECTED:
>>3260 GM Sep23 29th 30.0 Puts $0.04 (CboeTheo=0.03) ASK [MULTI] 09:52:42.140 IV=46.3% +3.0 C2 77 x $0.03 - $0.04 x 902 EMLD ISO - OPENING Vega=$1534 GM=34.02 Ref
SWEEP DETECTED:
>>4000 NIO Jan25 2.5 Puts $0.20 (CboeTheo=0.18) ASK [MULTI] 09:52:45.626 IV=89.7% +3.5 EMLD 1726 x $0.16 - $0.20 x 747 EMLD SSR Vega=$3232 NIO=8.81 Ref
>>Unusual Volume CHWY - 3x market weighted volume: 23.8k = 174.9k projected vs 57.6k adv, 56% calls, 6% of OI [CHWY 18.66 -0.80 Ref, IV=51.4% +4.2]
SWEEP DETECTED:
>>3500 VALE Sep23 29th 14.0 Puts $0.15 (CboeTheo=0.16) BID [MULTI] 09:53:59.628 IV=30.5% +0.1 ARCA 1533 x $0.15 - $0.17 x 1584 ARCA ISO Vega=$2870 VALE=14.28 Ref
SWEEP DETECTED:
>>2500 MARA Sep23 22nd 10.5 Calls $0.14 (CboeTheo=0.14) Above Ask! [MULTI] 09:54:05.482 IV=122.7% +6.7 NOM 2568 x $0.12 - $0.13 x 16 MPRL Vega=$606 MARA=9.76 Ref
>>2129 NKLA Sep23 22nd 1.5 Calls $0.12 (CboeTheo=0.13) BID MRX 09:54:20.057 IV=164.7% -51.7 C2 108 x $0.12 - $0.13 x 13 BXO AUCTION SSR Vega=$96 NKLA=1.57 Ref
SWEEP DETECTED:
>>2460 CHWY Jan24 15.0 Puts $0.78 (CboeTheo=0.76) ASK [MULTI] 09:54:35.071 IV=59.5% +1.3 GEMX 152 x $0.75 - $0.78 x 396 BOX 52WeekLow Vega=$7214 CHWY=18.87 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 702 ACRS Dec23 17.5 Calls $1.501 (CboeTheo=1.60) ASK [MULTI] 09:54:49.859 IV=243.0% +8.3 PHLX 37 x $1.10 - $1.55 x 2 PHLX
Delta=43%, EST. IMPACT = 30k Shares ($221k) To Buy ACRS=7.33 Ref
TRADE CXLD:
>>2800 GT Oct23 14.0 Calls $0.13 (CboeTheo=0.16) BID CBOE 09:42:08.132 IV=31.3% -7.9 PHLX 1570 x $0.10 - $0.20 x 18 BZX SPREAD/LEGGED/FLOOR Vega=$3007 GT=12.89 Ref
>>2000 GT Oct23 14.0 Calls $0.13 (CboeTheo=0.17) Below Bid! CBOE 09:55:27.365 IV=32.2% -7.1 C2 454 x $0.15 - $0.20 x 592 C2 LATE Vega=$2120 GT=12.85 Ref
>>3250 DIS Nov23 75.0 Puts $1.12 (CboeTheo=1.11) ASK BOX 09:55:44.288 IV=30.1% -0.0 MPRL 16 x $1.11 - $1.12 x 140 GEMX FLOOR Vega=$30k DIS=81.86 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 612 SMR Jan24 6.0 Calls $0.75 (CboeTheo=0.65) ASK [MULTI] 09:55:55.699 IV=68.6% +4.8 PHLX 1168 x $0.55 - $0.75 x 51 PHLX OPENING
Delta=52%, EST. IMPACT = 32k Shares ($180k) To Buy SMR=5.71 Ref
TRADE CXLD:
>>2800 GT Jan24 15.0 Calls $0.49 (CboeTheo=0.49) ASK CBOE 09:42:08.217 IV=37.2% -0.8 PHLX 1385 x $0.40 - $0.55 x 1736 CBOE SPREAD/LEGGED/FLOOR Vega=$7371 GT=12.89 Ref
>>2800 GT Jan24 15.0 Calls $0.49 (CboeTheo=0.49) BID CBOE 09:56:07.571 IV=37.9% -0.1 GEMX 319 x $0.45 - $0.55 x 1288 MIAX LATE Vega=$7311 GT=12.85 Ref
>>2000 GT Jan24 15.0 Calls $0.49 (CboeTheo=0.49) BID CBOE 09:56:07.571 IV=37.9% -0.1 GEMX 319 x $0.45 - $0.55 x 1288 MIAX LATE Vega=$5222 GT=12.85 Ref
>>Unusual Volume GRPN - 3x market weighted volume: 5399 = 36.9k projected vs 10.7k adv, 99% calls, 3% of OI [GRPN 12.72 +0.47 Ref, IV=116.6% +0.4]
>>Unusual Volume SLG - 19x market weighted volume: 11.0k = 75.3k projected vs 3928 adv, 96% puts, 10% of OI [SLG 42.98 +2.04 Ref, IV=53.9% -0.2]
SWEEP DETECTED:
>>Bearish Delta Impact 1538 SPRY Oct23 2.5 Puts $0.20 (CboeTheo=0.20) ASK [MULTI] 09:58:04.264 IV=109.8% -143.5 MIAX 1306 x $0.15 - $0.20 x 779 GEMX SSR
Delta=-30%, EST. IMPACT = 46k Shares ($129k) To Sell SPRY=2.81 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 730 SPRY Mar24 5.0 Calls $0.25 (CboeTheo=0.28) ASK [MULTI] 09:58:40.312 IV=89.9% -51.0 NOM 1 x $0.20 - $0.25 x 250 PHLX OPENING SSR
Delta=30%, EST. IMPACT = 22k Shares ($63k) To Buy SPRY=2.83 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 537 CWH Oct23 20.0 Calls $1.273 (CboeTheo=1.23) ASK [MULTI] 09:58:45.066 IV=42.9% +1.4 PHLX 83 x $1.15 - $1.30 x 23 MPRL AUCTION - OPENING
Delta=60%, EST. IMPACT = 32k Shares ($653k) To Buy CWH=20.39 Ref
>>6000 SIRI Nov23 4.0 Puts $0.29 (CboeTheo=0.31) MID AMEX 09:58:53.981 IV=50.8% +1.2 BZX 26 x $0.26 - $0.33 x 390 EMLD SPREAD/FLOOR Vega=$3793 SIRI=4.17 Ref
>>11999 SIRI Nov23 3.5 Puts $0.11 (CboeTheo=0.14) BID AMEX 09:58:53.981 IV=52.9% -0.4 MIAX 1084 x $0.11 - $0.16 x 759 PHLX SPREAD/FLOOR Vega=$5547 SIRI=4.17 Ref
>>Unusual Volume MGM - 3x market weighted volume: 7984 = 52.4k projected vs 17.5k adv, 71% puts, 3% of OI [MGM 39.09 -0.12 Ref, IV=31.4% +0.0]
>>Market Color APLS - Bearish flow noted in Apellis Pharmaceuticals (49.60 +1.30) with 1,140 puts trading, or 2x expected. The Put/Call Ratio is 2.27, while ATM IV is up over 1 point on the day. Earnings are expected on 11/03. (Autocolor () [APLS 49.60 +1.30 Ref, IV=73.7% +1.4] #Bearish
>>8500 JPM Dec23 160 Calls $1.92 (CboeTheo=1.94) BID AMEX 10:00:39.147 IV=17.2% -0.4 C2 96 x $1.92 - $1.95 x 1 NOM FLOOR - OPENING Vega=$204k JPM=150.14 Ref
>>3000 TVTX Oct23 5.0 Puts $0.30 (CboeTheo=0.30) BID ISE 10:01:11.514 IV=269.3% +47.3 BOX 2 x $0.30 - $0.45 x 30 GEMX CROSS - OPENING Vega=$1186 TVTX=13.22 Ref
SPLIT TICKET:
>>1000 VIX Oct23 18th 14.0 Puts $0.51 (CboeTheo=0.50) MID [CBOE] 10:01:20.619 IV=64.8% +2.7 CBOE 500 x $0.50 - $0.52 x 1163 CBOE Vega=$1414 VIX=15.34 Fwd
SPLIT TICKET:
>>1000 VIX Oct23 18th 13.5 Puts $0.33 (CboeTheo=0.33) BID [CBOE] 10:01:28.400 IV=61.3% +2.3 CBOE 904 x $0.33 - $0.34 x 1511 CBOE Vega=$1213 VIX=15.28 Fwd
SWEEP DETECTED:
>>Bullish Delta Impact 943 OHI Oct23 34.0 Calls $0.70 (CboeTheo=0.68) ASK [MULTI] 10:04:27.667 IV=17.4% +0.9 ARCA 10 x $0.65 - $0.70 x 155 C2 52WeekHigh
Delta=52%, EST. IMPACT = 49k Shares ($1.66m) To Buy OHI=33.88 Ref
SWEEP DETECTED:
>>2190 SLB Oct23 58.0 Puts $0.985 (CboeTheo=0.99) MID [MULTI] 10:05:09.470 IV=32.4% -0.3 CBOE 456 x $0.98 - $0.99 x 15 C2 OPENING Vega=$13k SLB=60.85 Ref
SPLIT TICKET:
>>1000 SPXW Sep23 20th 4400 Puts $0.85 (CboeTheo=0.85) ASK [CBOE] 10:07:24.800 IV=31.3% +14.7 CBOE 457 x $0.80 - $0.85 x 648 CBOE ISO Vega=$13k SPX=4457.03 Fwd
SWEEP DETECTED:
>>2490 CHWY Sep23 29th 17.0 Puts $0.13 (CboeTheo=0.12) ASK [MULTI] 10:08:17.830 IV=57.7% +3.4 EMLD 1183 x $0.11 - $0.13 x 723 EMLD OPENING 52WeekLow Vega=$1683 CHWY=18.64 Ref
>>Unusual Volume CGC - 3x market weighted volume: 42.0k = 238.9k projected vs 79.2k adv, 54% calls, 8% of OI [CGC 0.95 -0.07 Ref, IV=184.8% -8.5]
>>5000 BXMT Nov23 21.0 Puts $0.45 (CboeTheo=0.41) ASK AMEX 10:10:00.975 IV=33.9% +2.0 AMEX 30 x $0.35 - $0.45 x 102 EMLD FLOOR - OPENING Vega=$14k BXMT=23.48 Ref
SWEEP DETECTED:
>>2243 PINS Nov23 31.0 Calls $0.782 (CboeTheo=0.80) Below Bid! [MULTI] 10:10:13.307 IV=46.2% +0.3 MPRL 27 x $0.79 - $0.81 x 321 C2 Vega=$8219 PINS=27.11 Ref
>>2822 AMZN Sep23 22nd 141 Calls $0.47 (CboeTheo=0.47) BID PHLX 10:10:56.325 IV=30.8% +0.3 EMLD 253 x $0.47 - $0.48 x 72 BZX COB/AUCTION Vega=$9656 AMZN=138.47 Ref
>>5000 SU Dec23 34.0 Puts $1.18 (CboeTheo=1.19) BID ISE 10:11:12.663 IV=25.6% -0.1 MPRL 15 x $1.18 - $1.19 x 12 BXO SPREAD/CROSS/TIED - OPENING Vega=$32k SU=35.12 Ref
>>15000 AAL Nov23 11.0 Puts $0.14 (CboeTheo=0.13) ASK ARCA 10:11:17.895 IV=45.6% +1.2 MPRL 279 x $0.13 - $0.14 x 932 EDGX FLOOR Vega=$15k AAL=13.41 Ref
>>3000 GRPN Jan24 15.0 Calls $2.80 (CboeTheo=2.74) ASK PHLX 10:12:01.960 IV=125.9% +2.3 PHLX 87 x $2.65 - $2.85 x 249 PHLX SPREAD/FLOOR Vega=$8533 GRPN=12.81 Ref
>>3000 GRPN Jan24 30.0 Calls $0.65 (CboeTheo=0.67) BID PHLX 10:12:01.960 IV=120.5% -3.5 PHLX 1489 x $0.55 - $0.80 x 532 PHLX SPREAD/FLOOR - OPENING Vega=$5772 GRPN=12.81 Ref
>>Unusual Volume SGEN - 3x market weighted volume: 8861 = 48.1k projected vs 13.6k adv, 85% puts, 3% of OI [SGEN 209.05 +0.74 Ref, IV=20.1% +1.6]
>>10000 SLG Nov23 35.0 Puts $1.25 (CboeTheo=1.22) ASK BOX 10:12:10.223 IV=64.6% +2.0 NOM 229 x $1.15 - $1.30 x 20 PHLX FLOOR Vega=$45k SLG=42.98 Ref
>>2700 XOM Oct23 120 Puts $3.59 (CboeTheo=3.58) BID AMEX 10:14:43.286 IV=19.8% +0.5 MIAX 536 x $3.55 - $3.65 x 1216 PHLX SPREAD/CROSS Vega=$35k XOM=117.92 Ref
>>2700 XOM Oct23 120 Calls $2.01 (CboeTheo=2.00) ASK AMEX 10:14:43.286 IV=19.8% +0.4 C2 732 x $1.98 - $2.02 x 168 C2 SPREAD/CROSS Vega=$36k XOM=117.92 Ref
>>Market Color @STOCK - Heavy first hour option volume is noted in : SLG, BXMT, GLD, GT, ZTO, PINS, IBM, CWH, EWZ. (Autocolor ())
>>Market Color IBM - Bullish option flow detected in IBM (150.68 +4.16) with 23,692 calls trading (10x expected) and implied vol increasing over 1 point to 14.61%. . The Put/Call Ratio is 0.28. Earnings are expected on 10/25. (Autocolor ()) [IBM 150.68 +4.16 Ref, IV=14.6% +1.4] #Bullish
>>1000 VIX Oct23 18th 12.0 Puts $0.05 (CboeTheo=0.06) BID CBOE 10:16:30.623 IV=56.2% +0.9 CBOE 500 x $0.05 - $0.06 x 9009 CBOE Vega=$432 VIX=15.36 Fwd
SPLIT TICKET:
>>1500 VIX Oct23 18th 12.0 Puts $0.05 (CboeTheo=0.06) BID [CBOE] 10:16:30.623 IV=56.2% +0.9 CBOE 500 x $0.05 - $0.06 x 9009 CBOE Vega=$648 VIX=15.36 Fwd
SWEEP DETECTED:
>>2500 AMZN Sep23 29th 145 Calls $0.36 (CboeTheo=0.35) ASK [MULTI] 10:16:36.333 IV=26.6% +0.1 NOM 1 x $0.35 - $0.36 x 401 EMLD Vega=$12k AMZN=137.76 Ref
>>2281 WMT Nov23 150 Puts $0.83 (CboeTheo=0.83) MID MIAX 10:17:14.083 IV=21.0% +0.2 CBOE 296 x $0.81 - $0.86 x 216 AMEX COB/AUCTION Vega=$31k WMT=163.59 Ref
>>2281 WMT Nov23 170 Calls $1.98 (CboeTheo=1.98) MID MIAX 10:17:14.083 IV=14.8% +0.1 C2 19 x $1.96 - $2.00 x 25 CBOE COB/AUCTION Vega=$54k WMT=163.59 Ref
>>Unusual Volume VALE - 3x market weighted volume: 38.8k = 201.1k projected vs 59.8k adv, 96% puts, 2% of OI [VALE 14.26 +0.14 Ref, IV=31.1% +0.2]
TRADE CXLD:
>>2700 XOM Oct23 120 Calls $2.01 (CboeTheo=2.00) ASK AMEX 10:14:43.286 IV=19.8% +0.4 C2 732 x $1.98 - $2.02 x 168 C2 SPREAD/CROSS Vega=$36k XOM=117.92 Ref
>>4375 AMZN Jun24 182.5 Calls $4.10 (CboeTheo=4.08) MID PHLX 10:17:30.235 IV=30.3% -0.1 CBOE 775 x $4.05 - $4.15 x 332 CBOE SPREAD/CROSS/TIED - OPENING Vega=$158k AMZN=137.78 Ref
>>4375 AMZN Jun24 117.5 Puts $5.65 (CboeTheo=5.70) BID PHLX 10:17:30.235 IV=34.5% -0.3 CBOE 961 x $5.65 - $5.75 x 109 CBOE SPREAD/CROSS/TIED Vega=$152k AMZN=137.78 Ref
TRADE CXLD:
>>2700 XOM Oct23 120 Puts $3.59 (CboeTheo=3.58) BID AMEX 10:14:43.286 IV=19.8% +0.5 MIAX 536 x $3.55 - $3.65 x 1216 PHLX SPREAD/CROSS Vega=$35k XOM=117.92 Ref
>>Unusual Volume MTCH - 4x market weighted volume: 8351 = 43.2k projected vs 8724 adv, 86% puts, 6% of OI [MTCH 42.28 -0.14 Ref, IV=35.6% +0.2]
SWEEP DETECTED:
>>2373 CMCSA Oct23 47.5 Calls $0.294 (CboeTheo=0.31) Below Bid! [MULTI] 10:18:45.207 IV=17.3% -0.6 BZX 217 x $0.30 - $0.32 x 320 BZX Vega=$9654 CMCSA=45.80 Ref
SWEEP DETECTED:
>>2357 WFC Oct23 46.0 Calls $0.42 (CboeTheo=0.42) BID [MULTI] 10:19:22.493 IV=24.0% -0.4 C2 784 x $0.42 - $0.43 x 7 ARCA OPENING Vega=$9367 WFC=43.52 Ref
>>2700 XOM Oct23 120 Calls $1.95 (CboeTheo=1.94) ASK PHLX 10:19:35.541 IV=19.9% +0.6 C2 20 x $1.93 - $1.95 x 195 C2 SPREAD/FLOOR Vega=$36k XOM=117.74 Ref
>>2700 XOM Oct23 120 Puts $3.65 (CboeTheo=3.70) BID PHLX 10:19:35.541 IV=19.4% +0.1 PHLX 1101 x $3.60 - $3.75 x 795 PHLX SPREAD/FLOOR Vega=$35k XOM=117.74 Ref
SWEEP DETECTED:
>>6146 KMI Oct23 17.5 Calls $0.129 (CboeTheo=0.14) Below Bid! [MULTI] 10:19:34.152 IV=14.7% -0.8 PHLX 1158 x $0.13 - $0.15 x 508 EMLD OPENING Vega=$10k KMI=17.00 Ref
>>2000 F Oct23 14.0 Calls $0.05 (CboeTheo=0.07) BID MPRL 10:20:26.840 IV=28.0% -3.2 MPRL 2000 x $0.05 - $0.06 x 15 MPRL ISO Vega=$1371 F=12.56 Ref
SWEEP DETECTED:
>>7808 F Oct23 14.0 Calls $0.046 (CboeTheo=0.07) MID [MULTI] 10:20:26.817 IV=28.0% -3.2 C2 785 x $0.05 - $0.06 x 8403 MIAX Vega=$5351 F=12.56 Ref
SPLIT TICKET:
>>1000 SPX Oct23 3500 Puts $1.00 (CboeTheo=1.00) MID [CBOE] 10:20:51.344 IV=35.4% +0.3 CBOE 1411 x $0.95 - $1.05 x 5288 CBOE LATE Vega=$26k SPX=4470.92 Fwd
SPLIT TICKET:
>>1000 SPX Oct23 4150 Puts $7.41 (CboeTheo=7.45) BID [CBOE] 10:20:51.344 IV=18.1% +0.1 CBOE 100 x $7.40 - $7.50 x 545 CBOE LATE Vega=$184k SPX=4470.92 Fwd
>>Unusual Volume MPW - 3x market weighted volume: 39.8k = 197.8k projected vs 65.8k adv, 95% puts, 5% of OI [MPW 6.07 +0.04 Ref, IV=59.2% +0.2]
>>4000 ZTO Feb24 24.0 Puts $1.30 (CboeTheo=1.30) MID PHLX 10:24:44.158 IV=30.1% +0.5 C2 52 x $1.25 - $1.35 x 71 PHLX SPREAD/CROSS/TIED - OPENING Vega=$24k ZTO=24.77 Ref
SPLIT TICKET:
>>4241 SPX Oct23 3670 Puts $1.50 (CboeTheo=1.45) ASK [CBOE] 10:25:57.500 IV=30.8% +0.3 CBOE 3237 x $1.40 - $1.50 x 1675 CBOE OPENING Vega=$169k SPX=4472.39 Fwd
SWEEP DETECTED:
>>2127 FTCH Oct23 2.5 Calls $0.07 (CboeTheo=0.07) BID [MULTI] 10:26:27.652 IV=68.2% -5.4 C2 387 x $0.07 - $0.08 x 74 GEMX ISO Vega=$459 FTCH=2.19 Ref
>>2000 SGEN Jan24 200 Puts $11.05 (CboeTheo=11.25) BID AMEX 10:27:05.105 IV=33.2% +0.2 ARCA 10 x $11.00 - $11.50 x 5 NOM TIED/FLOOR Vega=$90k SGEN=207.86 Ref
>>3000 SGEN Jan24 170 Puts $4.80 (CboeTheo=4.85) BID AMEX 10:27:05.105 IV=42.2% -1.6 EMLD 2 x $4.80 - $4.90 x 10 NOM TIED/FLOOR Vega=$88k SGEN=207.86 Ref
>>Unusual Volume Z - 3x market weighted volume: 7743 = 36.6k projected vs 10.5k adv, 51% puts, 3% of OI [Z 48.62 +1.25 Ref, IV=34.6% -0.8]
SWEEP DETECTED:
>>3160 PLTR Oct23 13th 15.0 Calls $0.812 (CboeTheo=0.82) MID [MULTI] 10:27:43.471 IV=48.4% -1.2 EMLD 1167 x $0.81 - $0.83 x 625 EMLD AUCTION Vega=$4755 PLTR=15.12 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 575 DOLE Nov23 12.5 Calls $0.275 (CboeTheo=0.32) BID [MULTI] 10:28:42.329 IV=22.4% -2.9 CBOE 100 x $0.25 - $0.40 x 9 BOX OPENING
Delta=36%, EST. IMPACT = 21k Shares ($248k) To Sell DOLE=11.96 Ref
SWEEP DETECTED:
>>2450 HOOD Sep23 22nd 11.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 10:30:14.218 IV=39.5% -8.0 EMLD 1163 x $0.01 - $0.02 x 2 BXO Vega=$280 HOOD=10.49 Ref
SWEEP DETECTED:
>>2512 PENN Oct23 32.5 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 10:32:05.173 IV=61.4% -2.5 PHLX 322 x $0.08 - $0.10 x 140 EDGX OPENING Vega=$1788 PENN=23.76 Ref
>>13000 VALE Mar24 15.0 Puts $1.89 (CboeTheo=1.84) MID ARCA 10:32:23.115 IV=36.1% +3.7 BZX 312 x $1.82 - $1.97 x 123 NOM SPREAD/CROSS - OPENING Vega=$49k VALE=14.26 Ref
>>13000 VALE Oct23 15.0 Puts $0.92 (CboeTheo=0.93) MID ARCA 10:32:23.115 IV=30.1% +0.1 BZX 8 x $0.91 - $0.93 x 5 BXO SPREAD/CROSS - OPENING Vega=$18k VALE=14.26 Ref
>>7000 MTCH Nov23 35.0 Puts $0.55 (CboeTheo=0.57) BID AMEX 10:32:41.437 IV=47.2% -0.5 BOX 73 x $0.54 - $0.61 x 133 AMEX FLOOR - OPENING Vega=$25k MTCH=42.24 Ref
>>Unusual Volume AYX - 4x market weighted volume: 5096 = 23.2k projected vs 5614 adv, 100% calls, 4% of OI [AYX 35.95 -0.01 Ref, IV=42.5% -2.2]
SWEEP DETECTED:
>>3790 AAL Sep23 22nd 13.5 Puts $0.18 (CboeTheo=0.17) ASK [MULTI] 10:34:01.272 IV=37.9% +3.0 NOM 28 x $0.17 - $0.18 x 509 C2 OPENING Vega=$1591 AAL=13.46 Ref
SWEEP DETECTED:
>>2414 UPST Sep23 22nd 32.0 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 10:35:17.028 IV=99.2% +12.2 MPRL 200 x $0.11 - $0.12 x 703 EMLD OPENING Vega=$1064 UPST=29.03 Ref
SPLIT TICKET:
>>2179 VIX Nov23 15th 19.0 Puts $3.95 (CboeTheo=3.90) ASK [CBOE] 10:35:49.021 IV=86.8% +2.5 CBOE 26k x $3.85 - $3.95 x 2606 CBOE ISO Vega=$5283 VIX=16.27 Fwd
>>3000 MPW Oct23 6.0 Puts $0.39 (CboeTheo=0.38) Above Ask! ISE 10:36:05.881 IV=62.2% +2.3 EMLD 51 x $0.37 - $0.38 x 81 EMLD SPREAD/CROSS 52WeekLow Vega=$2059 MPW=6.07 Ref
>>3000 MPW Sep23 22nd 6.5 Puts $0.44 (CboeTheo=0.44) MID ISE 10:36:05.881 IV=60.9% -1.4 BXO 1 x $0.43 - $0.46 x 1 BXO SPREAD/CROSS 52WeekLow Vega=$185 MPW=6.07 Ref
>>2250 PYPL Sep23 22nd 57.0 Puts $0.02 (CboeTheo=0.02) ASK AMEX 10:37:11.086 IV=55.3% +9.4 EMLD 1002 x $0.01 - $0.02 x 534 EMLD AUCTION Vega=$552 PYPL=62.20 Ref
>>2500 VIX Oct23 18th 23.0 Calls $0.33 (CboeTheo=0.32) ASK CBOE 10:37:57.304 IV=118.7% +1.0 CBOE 25k x $0.30 - $0.34 x 865 CBOE AUCTION Vega=$2453 VIX=15.42 Fwd
SWEEP DETECTED:
>>3556 BAC Oct23 6th 27.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 10:41:33.094 IV=22.9% +0.0 C2 609 x $0.09 - $0.10 x 1664 C2 OPENING Vega=$4914 BAC=28.86 Ref
>>2000 Z Oct23 42.5 Calls $6.60 (CboeTheo=6.59) ASK AMEX 10:42:15.706 IV=40.5% +0.3 CBOE 34 x $6.50 - $6.65 x 46 PHLX SPREAD/CROSS - OPENING Vega=$5200 Z=48.58 Ref
>>2000 Z Oct23 42.5 Puts $0.28 (CboeTheo=0.29) BID AMEX 10:42:15.706 IV=39.6% -0.6 EMLD 25 x $0.28 - $0.30 x 31 BXO SPREAD/CROSS - OPENING Vega=$5068 Z=48.58 Ref
SWEEP DETECTED:
>>2050 NVDA Sep23 22nd 450 Calls $1.392 (CboeTheo=1.33) Above Ask! [MULTI] 10:43:14.328 IV=43.1% +2.9 MPRL 14 x $1.32 - $1.35 x 20 NOM Vega=$18k NVDA=435.39 Ref
SPLIT TICKET:
>>3969 TVTX Oct23 12.5 Puts $3.65 (CboeTheo=3.21) ASK [PHLX] 10:44:58.890 IV=275.6% +34.9 NOM 10 x $2.90 - $3.70 x 247 PHLX FLOOR - OPENING Vega=$5380 TVTX=13.26 Ref
>>Market Color UPST - Bullish option flow detected in Upstart Holdings (28.81 +0.28) with 22,143 calls trading (1.7x expected) and implied vol increasing almost 2 points to 81.14%. . The Put/Call Ratio is 0.27. Earnings are expected on 11/07. (Autocolor () [UPST 28.81 +0.28 Ref, IV=81.1% +1.6] #Bullish
>>Unusual Volume ET - 3x market weighted volume: 31.0k = 128.1k projected vs 39.3k adv, 88% calls, 3% of OI [ET 13.98 +0.17 Ref, IV=15.2% -0.6]
SPLIT TICKET:
>>2080 KKR Nov23 60.0 Puts $1.01 (CboeTheo=1.05) BID [AMEX] 10:47:00.549 IV=27.9% +0.3 AMEX 214 x $1.00 - $1.10 x 512 PHLX FLOOR - OPENING Vega=$17k KKR=64.17 Ref
>>7000 TSLA Sep23 29th 277.5 Calls $3.50 (CboeTheo=3.47) ASK ISE 10:47:50.836 IV=42.6% -0.3 PHLX 114 x $3.45 - $3.50 x 38 BXO AUCTION - OPENING Vega=$106k TSLA=267.34 Ref
>>2320 AYX Oct23 40.0 Calls $0.60 (CboeTheo=0.57) ASK BOX 10:48:55.130 IV=44.9% -1.2 NOM 1 x $0.50 - $0.65 x 223 PHLX SPREAD/FLOOR Vega=$7426 AYX=35.95 Ref
>>2320 AYX Oct23 45.0 Calls $0.10 (CboeTheo=0.15) BID BOX 10:48:55.130 IV=45.5% -3.0 EMLD 10 x $0.10 - $0.20 x 716 C2 SPREAD/FLOOR - OPENING Vega=$2678 AYX=35.95 Ref
>>2000 AMD Jun24 160 Calls $3.65 (CboeTheo=3.64) MID PHLX 10:49:47.420 IV=44.6% -0.1 CBOE 13 x $3.60 - $3.70 x 428 MIAX SPREAD/CROSS/TIED Vega=$50k AMD=102.05 Ref
>>2000 AMD Jun24 80.0 Puts $5.20 (CboeTheo=5.20) MID PHLX 10:49:47.420 IV=47.1% -0.0 ISE 10 x $5.15 - $5.25 x 158 GEMX SPREAD/CROSS/TIED Vega=$48k AMD=102.05 Ref
SWEEP DETECTED:
>>2500 NIO Feb24 6.0 Puts $0.33 (CboeTheo=0.32) ASK [MULTI] 10:49:53.092 IV=72.8% +2.9 EMLD 231 x $0.32 - $0.33 x 517 BZX OPENING SSR Vega=$3012 NIO=8.94 Ref
>>4000 INTC Dec23 38.0 Calls $1.44 (CboeTheo=1.43) Above Ask! MIAX 10:49:55.674 IV=34.3% -0.2 CBOE 16 x $1.40 - $1.43 x 16 C2 COB - OPENING Vega=$26k INTC=35.31 Ref
>>4000 INTC Dec23 30.0 Puts $0.56 (CboeTheo=0.58) Below Bid! MIAX 10:49:55.674 IV=37.9% -1.4 ARCA 66 x $0.58 - $0.59 x 16 BZX COB Vega=$16k INTC=35.31 Ref
SWEEP DETECTED:
>>5073 T Nov23 16.0 Calls $0.29 (CboeTheo=0.28) ASK [MULTI] 10:50:44.028 IV=22.3% +0.8 NOM 24 x $0.28 - $0.29 x 476 C2 Vega=$11k T=15.49 Ref
>>2000 VIX Nov23 15th 47.5 Calls $0.17 (CboeTheo=0.17) MID CBOE 10:51:03.717 IV=144.4% +1.4 CBOE 7998 x $0.15 - $0.18 x 24k CBOE Vega=$1402 VIX=16.32 Fwd
>>Unusual Volume TFC - 7x market weighted volume: 22.2k = 89.0k projected vs 11.5k adv, 98% calls, 11% of OI [TFC 29.25 +0.66 Ref, IV=34.0% -0.8]
>>3490 VIX Dec23 20th 19.0 Calls $1.76 (CboeTheo=1.76) MID CBOE 10:51:26.181 IV=78.0% -0.1 CBOE 2597 x $1.74 - $1.78 x 5383 CBOE FLOOR Vega=$11k VIX=16.77 Fwd
SPLIT TICKET:
>>8714 VIX Dec23 20th 19.0 Calls $1.76 (CboeTheo=1.76) MID [CBOE] 10:51:26.124 IV=78.0% -0.1 CBOE 2847 x $1.74 - $1.78 x 4075 CBOE FLOOR Vega=$28k VIX=16.77 Fwd
SWEEP DETECTED:
>>Bullish Delta Impact 500 SCPH May24 12.5 Calls $0.699 (CboeTheo=0.54) ASK [MULTI] 10:51:47.420 IV=81.5% +12.9 PHLX 20 x $0.40 - $0.70 x 75 PHLX OPENING
Delta=31%, EST. IMPACT = 16k Shares ($113k) To Buy SCPH=7.23 Ref
>>5125 INTC Dec23 38.0 Calls $1.48 (CboeTheo=1.44) Above Ask! ISE 10:52:03.746 IV=34.9% +0.3 C2 371 x $1.43 - $1.45 x 91 MPRL COB/AUCTION - OPENING Vega=$34k INTC=35.32 Ref
>>5125 INTC Dec23 30.0 Puts $0.56 (CboeTheo=0.57) Below Bid! ISE 10:52:03.746 IV=38.0% -1.4 C2 415 x $0.57 - $0.58 x 146 C2 COB/AUCTION - OPENING Vega=$21k INTC=35.33 Ref
SWEEP DETECTED:
>>4181 WBA Nov23 17.5 Puts $0.16 (CboeTheo=0.17) BID [MULTI] 10:52:03.815 IV=42.5% -0.5 EMLD 1496 x $0.16 - $0.17 x 273 EMLD OPENING Vega=$5878 WBA=21.95 Ref
>>2250 ALLY Jan24 25.0 Puts $1.10 (CboeTheo=1.09) MID BOX 10:53:45.714 IV=41.8% -0.6 PHLX 510 x $1.05 - $1.15 x 1307 PHLX CROSS Vega=$12k ALLY=28.54 Ref
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID MRX 10:55:01.075 IV=14.9% -0.3 EMLD 1691 x $0.08 - $0.09 x 1609 EMLD AUCTION - OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
>>15000 VZ Oct23 34.0 Calls $0.42 (CboeTheo=0.42) ASK MIAX 10:55:05.788 IV=17.3% -0.4 MPRL 10 x $0.41 - $0.42 x 15k MIAX Vega=$51k VZ=33.69 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 16146 VZ Oct23 34.0 Calls $0.42 (CboeTheo=0.42) ASK [MULTI] 10:55:05.788 IV=17.3% -0.4 MPRL 10 x $0.41 - $0.42 x 15k MIAX
Delta=43%, EST. IMPACT = 690k Shares ($23.3m) To Buy VZ=33.69 Ref
SWEEP DETECTED:
>>3000 SNAP Jan24 13.0 Calls $0.30 (CboeTheo=0.29) ASK [MULTI] 10:55:28.599 IV=59.7% +0.2 EMLD 174 x $0.29 - $0.30 x 877 EMLD Vega=$4426 SNAP=9.02 Ref
>>25000 BAC Jan24 32.0 Calls $0.52 (CboeTheo=0.52) BID AMEX 10:55:37.138 IV=21.8% -0.3 C2 778 x $0.52 - $0.53 x 90 EMLD AUCTION Vega=$135k BAC=28.88 Ref
>>Unusual Volume VLY - 15x market weighted volume: 11.1k = 43.2k projected vs 2757 adv, 100% calls, 16% of OI [VLY 9.00 +0.12 Ref, IV=35.1% -0.2]
>>3989 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 10:56:14.377 IV=59.4% +4.1 CBOE 681 x $0.05 - $0.06 x 1235 CBOE Vega=$1870 VIX=15.44 Fwd
>>2100 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 10:56:14.377 IV=59.4% +4.1 CBOE 681 x $0.05 - $0.06 x 501 CBOE Vega=$984 VIX=15.44 Fwd
>>1292 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) MID CBOE 10:56:14.381 IV=59.4% +4.1 CBOE 681 x $0.05 - $0.07 x 14k CBOE Vega=$606 VIX=15.44 Fwd
SPLIT TICKET:
>>10000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK [CBOE] 10:56:14.377 IV=59.4% +4.1 CBOE 681 x $0.05 - $0.06 x 1235 CBOE Vega=$4688 VIX=15.44 Fwd
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID MRX 10:56:27.098 IV=14.9% -0.3 EMLD 2225 x $0.08 - $0.09 x 1571 EMLD AUCTION - OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
>>3750 WFC Jan24 45.0 Puts $3.05 (CboeTheo=3.02) ASK AMEX 10:56:37.505 IV=24.5% +0.1 BZX 51 x $2.99 - $3.05 x 461 CBOE SPREAD/CROSS Vega=$36k WFC=43.58 Ref
>>3750 WFC Jan24 32.5 Puts $0.24 (CboeTheo=0.25) BID AMEX 10:56:37.505 IV=36.0% -0.1 C2 102 x $0.24 - $0.25 x 1025 EMLD SPREAD/CROSS Vega=$11k WFC=43.58 Ref
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID MRX 10:56:52.109 IV=14.9% -0.3 EMLD 2331 x $0.08 - $0.09 x 1452 EMLD AUCTION - OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID MRX 10:57:01.412 IV=14.9% -0.3 EMLD 2733 x $0.08 - $0.09 x 1647 EMLD AUCTION - OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
>>2200 ORCL Dec23 110 Calls $8.55 (CboeTheo=8.64) BID AMEX 10:57:07.009 IV=26.6% -0.3 PHLX 393 x $8.55 - $8.70 x 250 PHLX TIED/FLOOR Vega=$45k ORCL=113.79 Ref
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID MRX 10:57:11.964 IV=14.9% -0.3 EMLD 2369 x $0.08 - $0.09 x 1627 EMLD AUCTION - OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
>>2000 BABA Nov23 80.0 Puts $1.98 (CboeTheo=2.00) BID PHLX 10:57:15.176 IV=37.0% -0.1 C2 22 x $1.98 - $2.02 x 141 CBOE TIED/FLOOR Vega=$22k BABA=87.00 Ref
SWEEP DETECTED:
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.08) BID [MULTI] 10:57:26.936 IV=14.9% -0.3 EMLD 2610 x $0.08 - $0.09 x 1649 EMLD OPENING 52WeekHigh Vega=$2512 ET=13.97 Ref
SWEEP DETECTED:
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 10:57:38.429 IV=14.7% -0.5 EMLD 929 x $0.08 - $0.09 x 2225 EMLD OPENING 52WeekHigh Vega=$2526 ET=13.98 Ref
SWEEP DETECTED:
>>2000 ET Oct23 14.5 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 10:57:49.864 IV=14.7% -0.5 EMLD 1223 x $0.08 - $0.09 x 2187 EMLD OPENING 52WeekHigh Vega=$2526 ET=13.98 Ref
SWEEP DETECTED:
>>2000 NVDA Sep23 22nd 450 Calls $1.20 (CboeTheo=1.19) MID [MULTI] 10:58:13.780 IV=43.8% +3.7 MPRL 1992 x $1.20 - $1.21 x 217 CBOE Vega=$16k NVDA=434.15 Ref
SWEEP DETECTED:
>>2500 NKLA Sep23 29th 1.5 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 10:58:45.218 IV=151.7% -29.3 C2 700 x $0.15 - $0.16 x 450 BZX SSR Vega=$237 NKLA=1.52 Ref
>>2357 NYCB Oct23 11.0 Puts $0.15 (CboeTheo=0.18) BID BOX 10:58:59.368 IV=28.4% -3.2 C2 579 x $0.15 - $0.20 x 548 EMLD CROSS Vega=$2529 NYCB=11.52 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 678 HOLI Oct23 17.5 Puts $0.241 (CboeTheo=0.30) Below Bid! [MULTI] 11:01:05.873 IV=35.0% -3.8 NOM 25 x $0.25 - $0.40 x 10 BOX
Delta=-21%, EST. IMPACT = 14k Shares ($272k) To Buy HOLI=19.09 Ref
>>3928 ET Oct23 14.5 Calls $0.07 (CboeTheo=0.07) BID ARCA 11:01:51.137 IV=13.9% -1.3 EMLD 3333 x $0.07 - $0.08 x 19 BXO FLOOR - OPENING 52WeekHigh Vega=$4809 ET=13.98 Ref
>>2950 KO Dec23 62.5 Calls $0.24 (CboeTheo=0.25) BID AMEX 11:02:35.012 IV=11.3% -0.3 CBOE 620 x $0.24 - $0.26 x 1 GEMX CROSS Vega=$20k KO=58.51 Ref
SWEEP DETECTED:
>>2500 AMZN Sep23 22nd 138 Calls $1.128 (CboeTheo=1.11) Above Ask! [MULTI] 11:02:46.070 IV=31.8% +0.8 BXO 91 x $1.10 - $1.12 x 142 C2 Vega=$11k AMZN=137.39 Ref
>>3000 CHWY Nov23 17.5 Puts $0.97 (CboeTheo=0.99) BID PHLX 11:05:15.740 IV=51.7% +1.1 EMLD 158 x $0.97 - $1.00 x 137 EMLD SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$8138 CHWY=18.50 Ref
SWEEP DETECTED:
>>2000 ET Oct23 15.0 Calls $0.02 (CboeTheo=0.02) BID [MULTI] 11:05:14.291 IV=15.4% -2.8 GEMX 405 x $0.02 - $0.03 x 416 BZX 52WeekHigh Vega=$1203 ET=13.98 Ref
>>20000 TFC Dec23 32.5 Calls $0.60 (CboeTheo=0.66) BID BOX 11:06:06.281 IV=30.2% -2.2 PHLX 1169 x $0.60 - $0.70 x 198 PHLX FLOOR - OPENING Vega=$91k TFC=29.25 Ref
SPLIT TICKET:
>>1779 VIX Oct23 18th 20.0 Calls $0.52 (CboeTheo=0.52) MID [CBOE] 11:08:15.023 IV=104.7% +2.0 CBOE 32 x $0.51 - $0.53 x 4127 CBOE Vega=$2310 VIX=15.47 Fwd
>>2500 AMZN Sep23 22nd 138 Calls $1.14 (CboeTheo=1.13) ASK BOX 11:08:28.620 IV=32.4% +1.4 NOM 1 x $1.13 - $1.14 x 307 MPRL SPREAD/FLOOR Vega=$11k AMZN=137.38 Ref
>>5000 AMZN Sep23 22nd 141 Calls $0.28 (CboeTheo=0.29) BID BOX 11:08:28.620 IV=31.9% +1.4 EMLD 748 x $0.28 - $0.29 x 283 C2 SPREAD/FLOOR Vega=$13k AMZN=137.38 Ref
>>5000 X Oct23 31.0 Calls $1.78 (CboeTheo=1.78) BID PHLX 11:10:18.107 IV=32.6% -1.4 C2 51 x $1.76 - $1.82 x 58 CBOE FLOOR Vega=$17k X=31.91 Ref
>>10000 VLY Nov23 10.0 Calls $0.17 (CboeTheo=0.20) BID AMEX 11:10:43.048 IV=33.5% -2.6 PHLX 51 x $0.15 - $0.25 x 1 NOM SPREAD/FLOOR - OPENING Vega=$12k VLY=8.97 Ref
>>10000 VLY Nov23 8.0 Puts $0.18 (CboeTheo=0.20) BID AMEX 11:10:43.048 IV=41.1% -4.2 AMEX 679 x $0.15 - $0.25 x 1 NOM SPREAD/FLOOR - OPENING Vega=$10k VLY=8.97 Ref
>>2000 VALE Oct23 6th 15.0 Calls $0.12 (CboeTheo=0.12) MID EDGX 11:11:12.055 IV=28.5% -1.4 ARCA 1569 x $0.11 - $0.13 x 39 MPRL Vega=$1909 VALE=14.31 Ref
>>3040 ARLO Oct23 12.0 Calls $0.20 (CboeTheo=0.22) BID BOX 11:11:50.344 IV=36.2% -2.1 PHLX 729 x $0.20 - $0.25 x 2 ISE FLOOR - OPENING Vega=$3366 ARLO=11.21 Ref
SPLIT TICKET:
>>3800 ARLO Oct23 12.0 Calls $0.21 (CboeTheo=0.22) BID [BOX] 11:11:50.344 IV=40.7% +2.3 PHLX 729 x $0.20 - $0.25 x 2 ISE FLOOR - OPENING Vega=$4365 ARLO=11.21 Ref
>>Unusual Volume TOST - 3x market weighted volume: 6574 = 23.3k projected vs 7779 adv, 85% puts, 5% of OI [TOST 19.73 -0.60 Ref, IV=44.3% +0.2]
SWEEP DETECTED:
>>Bearish Delta Impact 1136 IRBT Oct23 35.0 Puts $1.00 (CboeTheo=1.03) ASK [MULTI] 11:12:25.835 IV=47.2% -4.6 BOX 88 x $0.95 - $1.00 x 50 ARCA OPENING
Delta=-29%, EST. IMPACT = 33k Shares ($1.24m) To Sell IRBT=37.77 Ref
>>3500 GOOGL Nov23 135 Calls $7.25 (CboeTheo=7.30) BID PHLX 11:12:28.896 IV=27.7% -0.2 EDGX 620 x $7.20 - $7.35 x 911 EDGX SPREAD/CROSS/TIED Vega=$74k GOOGL=136.12 Ref
SWEEP DETECTED:
>>2000 GOOGL Sep23 22nd 133 Puts $0.34 (CboeTheo=0.35) BID [MULTI] 11:17:13.962 IV=31.0% +1.9 C2 667 x $0.34 - $0.35 x 67 C2 Vega=$5767 GOOGL=135.76 Ref
SWEEP DETECTED:
>>2000 T Oct23 16.0 Calls $0.18 (CboeTheo=0.18) BID [MULTI] 11:17:48.080 IV=23.4% -1.0 AMEX 2151 x $0.18 - $0.19 x 2 EMLD Vega=$2970 T=15.54 Ref
SPLIT TICKET:
>>2500 BAC Oct23 27th 31.0 Calls $0.21 (CboeTheo=0.22) BID [C2] 11:18:13.211 IV=21.8% -0.8 EMLD 5666 x $0.21 - $0.22 x 23 EDGX OPENING Vega=$6475 BAC=28.93 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 500 CHEF Apr24 22.5 Puts $1.565 (CboeTheo=1.25) Above Ask! [MULTI] 11:19:17.734 IV=40.5% +2.4 PHLX 378 x $0.95 - $1.55 x 131 PHLX ISO - OPENING 52WeekLow
Delta=-28%, EST. IMPACT = 14k Shares ($351k) To Sell CHEF=25.02 Ref
SPLIT TICKET:
>>1000 SPXW Sep23 20th 4385 Puts $0.35 (CboeTheo=0.32) ASK [CBOE] 11:20:35.334 IV=34.3% +17.6 CBOE 518 x $0.30 - $0.35 x 1984 CBOE Vega=$6592 SPX=4452.54 Fwd
>>2000 MSFT Jun24 340 Calls $28.35 (CboeTheo=28.24) ASK PHLX 11:24:04.048 IV=25.7% -0.1 AMEX 130 x $28.10 - $28.35 x 25 BXO SPREAD/CROSS/TIED Vega=$224k MSFT=326.37 Ref
>>9008 SCHW Dec23 65.0 Calls $1.03 (CboeTheo=1.04) BID MIAX 11:24:18.295 IV=27.6% -0.4 EMLD 14 x $1.03 - $1.07 x 100 C2 AUCTION - OPENING Vega=$80k SCHW=58.06 Ref
SPLIT TICKET:
>>9027 SCHW Dec23 65.0 Calls $1.03 (CboeTheo=1.04) BID [MIAX] 11:24:18.295 IV=27.6% -0.4 EMLD 14 x $1.03 - $1.07 x 100 C2 AUCTION - OPENING Vega=$80k SCHW=58.06 Ref
>>1000 VIX Nov23 15th 47.5 Calls $0.18 (CboeTheo=0.18) BID CBOE 11:27:00.520 IV=145.4% +2.5 CBOE 3760 x $0.18 - $0.19 x 20k CBOE Vega=$726 VIX=16.38 Fwd
SPLIT TICKET:
>>1215 VIX Nov23 15th 19.0 Calls $1.24 (CboeTheo=1.24) ASK [CBOE] 11:27:29.322 IV=84.1% -0.3 CBOE 350 x $1.23 - $1.24 x 871 CBOE Vega=$2978 VIX=16.42 Fwd
SWEEP DETECTED:
>>Bullish Delta Impact 1139 BOX Nov23 25.0 Calls $1.05 (CboeTheo=1.00) ASK [MULTI] 11:27:57.548 IV=23.2% +2.2 BOX 7 x $0.95 - $1.05 x 161 PHLX ISO - OPENING
Delta=56%, EST. IMPACT = 64k Shares ($1.60m) To Buy BOX=25.02 Ref
>>Unusual Volume APLS - 3x market weighted volume: 7734 = 25.2k projected vs 7610 adv, 83% calls, 6% of OI [APLS 49.77 +1.48 Ref, IV=74.0% +1.7]
>>3760 VIX Nov23 15th 47.5 Calls $0.18 (CboeTheo=0.19) ASK CBOE 11:28:53.253 IV=145.0% +2.1 CBOE 1132 x $0.15 - $0.19 x 22k CBOE Vega=$2737 VIX=16.43 Fwd
SPLIT TICKET:
>>1500 VIX Oct23 18th 22.0 Calls $0.40 (CboeTheo=0.38) ASK [CBOE] 11:29:12.655 IV=114.5% +1.2 CBOE 26k x $0.36 - $0.40 x 500 CBOE Vega=$1661 VIX=15.55 Fwd
>>2500 PDD Oct23 90.0 Puts $2.00 (CboeTheo=2.02) BID PHLX 11:29:25.897 IV=41.4% -1.0 PHLX 563 x $1.97 - $2.07 x 496 MRX SPREAD/CROSS/TIED Vega=$23k PDD=95.73 Ref
SWEEP DETECTED:
>>2599 OXY Jan24 75.0 Calls $1.286 (CboeTheo=1.26) Above Ask! [MULTI] 11:29:35.633 IV=26.1% +0.3 C2 351 x $1.25 - $1.28 x 27 GEMX ISO Vega=$31k OXY=65.52 Ref
SPLIT TICKET:
>>2000 PYPL Sep23 22nd 56.0 Puts $0.015 (CboeTheo=0.01) MID [PHLX] 11:30:28.987 IV=55.8% +2.1 EMLD 1171 x $0.01 - $0.02 x 272 EMLD FLOOR Vega=$288 PYPL=61.76 Ref
SWEEP DETECTED:
>>3213 NIO Sep23 22nd 8.5 Puts $0.12 (CboeTheo=0.13) BID [MULTI] 11:31:34.136 IV=85.3% -20.0 EMLD 2541 x $0.12 - $0.13 x 3366 EMLD SSR Vega=$774 NIO=8.77 Ref
SWEEP DETECTED:
>>2670 CHWY Nov23 15.0 Puts $0.31 (CboeTheo=0.32) BID [MULTI] 11:31:34.816 IV=56.1% +1.4 EMLD 738 x $0.31 - $0.33 x 1169 EMLD OPENING 52WeekLow Vega=$4316 CHWY=18.59 Ref
>>2000 XPOF Jan25 20.0 Calls $4.26 (CboeTheo=4.21) BID AMEX 11:33:23.371 IV=60.1% -1.2 EDGX 54 x $4.00 - $4.60 x 167 PHLX SPREAD/FLOOR - OPENING Vega=$15k XPOF=17.34 Ref
>>2000 XPOF Jan25 22.5 Calls $3.40 (CboeTheo=3.47) BID AMEX 11:33:23.371 IV=57.9% -0.5 AMEX 5 x $3.30 - $3.60 x 113 MIAX SPREAD/FLOOR Vega=$16k XPOF=17.34 Ref
>>Unusual Volume AXP - 3x market weighted volume: 11.8k = 37.6k projected vs 12.1k adv, 83% puts, 6% of OI [AXP 159.75 +0.40 Ref, IV=23.2% +0.1]
>>2000 AMZN Mar24 140 Puts $12.01 (CboeTheo=12.02) ASK AMEX 11:35:14.897 IV=31.8% -0.4 MIAX 610 x $11.95 - $12.05 x 70 BXO SPREAD/CROSS Vega=$75k AMZN=137.02 Ref
>>2000 AMZN Mar24 140 Calls $12.66 (CboeTheo=12.62) ASK AMEX 11:35:14.897 IV=32.0% -0.3 MIAX 272 x $12.60 - $12.70 x 143 BOX SPREAD/CROSS Vega=$75k AMZN=137.02 Ref
>>2000 AMZN Nov23 110 Calls $28.60 (CboeTheo=28.73) BID AMEX 11:35:22.333 IV=37.8% -2.5 MIAX 13 x $28.60 - $28.85 x 14 MIAX CROSS Vega=$13k AMZN=136.99 Ref
>>4600 BYND Jan25 5.0 Puts $1.50 (CboeTheo=1.45) ASK BOX 11:35:41.333 IV=97.2% +2.1 EMLD 6 x $1.39 - $1.50 x 1 CBOE SPREAD/FLOOR Vega=$9610 BYND=10.32 Ref
>>2300 BYND Jan24 7.5 Puts $0.78 (CboeTheo=0.83) BID BOX 11:35:41.333 IV=83.3% -2.5 EDGX 277 x $0.77 - $0.90 x 237 PHLX SPREAD/FLOOR Vega=$3772 BYND=10.32 Ref
>>1500 VIX Jan24 17th 47.5 Calls $0.45 (CboeTheo=0.46) ASK CBOE 11:35:54.396 IV=110.6% -0.4 CBOE 1094 x $0.42 - $0.45 x 1500 CBOE Vega=$2811 VIX=17.82 Fwd
SPLIT TICKET:
>>2000 VIX Jan24 17th 47.5 Calls $0.45 (CboeTheo=0.46) MID [CBOE] 11:35:54.388 IV=110.6% -0.4 CBOE 510 x $0.43 - $0.48 x 508 CBOE ISO Vega=$3748 VIX=17.82 Fwd
SWEEP DETECTED:
>>3775 AMC Sep23 22nd 9.0 Calls $0.175 (CboeTheo=0.18) Below Bid! [MULTI] 11:37:03.264 IV=139.2% +8.1 MPRL 786 x $0.18 - $0.19 x 318 MPRL ISO Vega=$892 AMC=8.50 Ref
SPLIT TICKET:
>>2100 SPX Jun24 4000 Puts $82.00 (CboeTheo=82.42) BID [CBOE] 11:37:25.082 IV=19.8% -0.1 CBOE 25 x $82.00 - $82.90 x 115 CBOE LATE Vega=$2.17m SPX=4601.68 Fwd
SPLIT TICKET:
>>1200 SPX Jun24 4400 Puts $159.35 (CboeTheo=159.93) Below Bid! [CBOE] 11:37:25.082 IV=16.3% -0.1 CBOE 44 x $159.50 - $160.60 x 20 CBOE LATE Vega=$1.71m SPX=4601.68 Fwd
SPLIT TICKET:
>>1200 SPX Jun24 3000 Puts $18.78 (CboeTheo=18.80) BID [CBOE] 11:37:25.082 IV=29.9% -0.0 CBOE 713 x $18.60 - $19.00 x 1224 CBOE LATE Vega=$392k SPX=4601.68 Fwd
>>2001 CGC Oct23 27th 1.0 Puts $0.29 (CboeTheo=0.27) ASK EMLD 11:38:39.266 IV=195.0% +7.8 CBOE 6710 x $0.25 - $0.29 x 3568 EMLD OPENING SSR Vega=$223 CGC=0.90 Ref
SWEEP DETECTED:
>>4085 CGC Oct23 27th 1.0 Puts $0.29 (CboeTheo=0.27) ASK [MULTI] 11:38:39.266 IV=195.0% +7.8 CBOE 5706 x $0.25 - $0.29 x 3568 EMLD OPENING SSR Vega=$455 CGC=0.90 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 3305 RKT Oct23 10.5 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 11:39:03.314 IV=41.3% +2.2 MPRL 20 x $0.07 - $0.09 x 411 MPRL ISO - OPENING
Delta=16%, EST. IMPACT = 54k Shares ($505k) To Buy RKT=9.28 Ref
SWEEP DETECTED:
>>3000 SNAP Apr24 11.0 Calls $1.09 (CboeTheo=1.08) ASK [MULTI] 11:39:15.239 IV=60.2% +1.0 EMLD 1143 x $1.07 - $1.09 x 174 BZX OPENING Vega=$8178 SNAP=9.02 Ref
SWEEP DETECTED:
>>3946 CGC Oct23 0.5 Puts $0.02 (CboeTheo=0.02) ASK [MULTI] 11:39:27.590 IV=171.1% -4.7 C2 3534 x $0.01 - $0.02 x 1992 ARCA OPENING SSR Vega=$151 CGC=0.90 Ref
SWEEP DETECTED:
>>5867 F Sep23 22nd 12.0 Puts $0.032 (CboeTheo=0.03) MID [MULTI] 11:39:39.131 IV=51.2% +7.5 EMLD 2257 x $0.02 - $0.03 x 2337 C2 ISO Vega=$1160 F=12.56 Ref
>>2690 VIX Dec23 20th 19.0 Calls $1.79 (CboeTheo=1.79) MID CBOE 11:41:17.813 IV=78.2% +0.1 CBOE 794 x $1.76 - $1.81 x 22k CBOE Vega=$8833 VIX=16.82 Fwd
SWEEP DETECTED:
>>2593 SNAP Jun24 15.0 Calls $0.61 (CboeTheo=0.60) ASK [MULTI] 11:41:35.095 IV=60.7% +1.2 MPRL 28 x $0.59 - $0.61 x 173 EMLD ISO Vega=$6747 SNAP=9.02 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1505 SPH Oct23 15.0 Calls $0.293 (CboeTheo=0.20) Above Ask! [MULTI] 11:41:55.797 IV=10.1% +0.1 MPRL 75 x $0.15 - $0.25 x 3 EMLD ISO - OPENING
Delta=63%, EST. IMPACT = 95k Shares ($1.42m) To Buy SPH=14.92 Ref
>>7000 INTC Mar24 42.0 Calls $1.51 (CboeTheo=1.54) Below Bid! PHLX 11:43:29.499 IV=34.0% -0.2 C2 561 x $1.52 - $1.54 x 96 C2 SPREAD/FLOOR - OPENING Vega=$62k INTC=35.62 Ref
>>7000 INTC Mar24 33.0 Puts $2.06 (CboeTheo=2.08) Below Bid! PHLX 11:43:29.499 IV=36.6% -0.6 BZX 4 x $2.08 - $2.09 x 16 MPRL SPREAD/FLOOR - OPENING Vega=$61k INTC=35.62 Ref
>>2250 PENN Oct23 25.0 Puts $1.70 (CboeTheo=1.69) ASK BOX 11:43:57.972 IV=42.8% -1.5 BOX 33 x $1.67 - $1.70 x 25 NOM FLOOR Vega=$6004 PENN=24.00 Ref
>>2000 TXN Dec23 150 Puts $2.70 (CboeTheo=2.70) MID ISE 11:44:17.002 IV=26.1% +0.0 ARCA 4 x $2.68 - $2.72 x 54 BXO SPREAD/CROSS/TIED - OPENING Vega=$47k TXN=163.74 Ref
>>2000 DG May24 160 Calls $2.03 (CboeTheo=2.06) BID AMEX 11:44:57.760 IV=32.2% +0.0 CBOE 83 x $2.00 - $2.15 x 424 PHLX SPREAD/FLOOR - OPENING 52WeekLow Vega=$43k DG=114.89 Ref
SWEEP DETECTED:
>>2989 ET Sep23 29th 14.0 Calls $0.19 (CboeTheo=0.18) ASK [MULTI] 11:44:56.637 IV=16.7% +0.3 EMLD 3108 x $0.18 - $0.19 x 21 BOX 52WeekHigh Vega=$2600 ET=14.05 Ref
>>Market Color SNAP - Bullish option flow detected in Snap Inc. (9.09 +0.09) with 42,473 calls trading (1.9x expected) and implied vol increasing almost 2 points to 53.00%. . The Put/Call Ratio is 0.41. Earnings are expected on 10/26. (Autocolor () [SNAP 9.09 +0.09 Ref, IV=53.0% +1.9] #Bullish
SWEEP DETECTED:
>>2000 AAPL Sep23 22nd 182.5 Calls $0.13 (CboeTheo=0.14) BID [MULTI] 11:45:19.713 IV=26.1% +4.3 BXO 1002 x $0.13 - $0.14 x 889 BXO Vega=$4270 AAPL=177.22 Ref
SWEEP DETECTED:
>>3555 SNAP Jun24 17.0 Calls $0.43 (CboeTheo=0.42) ASK [MULTI] 11:45:36.193 IV=61.2% +1.2 MIAX 35 x $0.41 - $0.43 x 280 EMLD Vega=$7939 SNAP=9.04 Ref
SWEEP DETECTED:
>>2000 AAPL Sep23 22nd 182.5 Calls $0.13 (CboeTheo=0.13) BID [MULTI] 11:45:59.910 IV=25.9% +4.0 EMLD 705 x $0.13 - $0.14 x 1007 BXO ISO Vega=$4295 AAPL=177.28 Ref
>>2100 ET Oct23 14.5 Calls $0.10 (CboeTheo=0.10) MID MIAX 11:46:22.960 IV=14.3% -0.9 EMLD 4711 x $0.09 - $0.11 x 5 GEMX AUCTION - OPENING 52WeekHigh Vega=$2918 ET=14.09 Ref
>>7562 X Dec23 25.0 Puts $0.33 (CboeTheo=0.27) ASK CBOE 11:48:14.473 IV=42.5% +2.1 PHLX 144 x $0.20 - $0.33 x 13 BXO FLOOR - OPENING Vega=$20k X=31.61 Ref
SPLIT TICKET:
>>8402 X Dec23 25.0 Puts $0.33 (CboeTheo=0.27) ASK [CBOE] 11:48:14.398 IV=42.5% +2.1 PHLX 144 x $0.20 - $0.33 x 51 C2 FLOOR - OPENING Vega=$23k X=31.61 Ref
>>3000 AXP Oct23 152.5 Puts $1.78 (CboeTheo=1.76) ASK BOX 11:48:51.271 IV=25.5% +0.2 BOX 37 x $1.73 - $1.78 x 87 AMEX SPREAD/FLOOR - OPENING Vega=$44k AXP=159.75 Ref
>>3600 AXP Oct23 150 Puts $1.24 (CboeTheo=1.27) BID BOX 11:48:51.271 IV=25.9% -0.3 EMLD 659 x $1.24 - $1.30 x 52 PHLX SPREAD/FLOOR - OPENING Vega=$45k AXP=159.75 Ref
>>Unusual Volume HSBC - 5x market weighted volume: 12.3k = 36.6k projected vs 6945 adv, 89% puts, 7% of OI [HSBC 39.59 +0.14 Ref, IV=17.6% -0.5]
SWEEP DETECTED:
>>2499 SNAP Apr24 13.0 Puts $4.30 (CboeTheo=4.33) BID [MULTI] 11:51:02.774 IV=59.2% -0.2 MPRL 310 x $4.30 - $4.35 x 99 EMLD ISO - OPENING Vega=$5505 SNAP=9.04 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 2882 TWOU Jan24 2.5 Puts $0.55 (CboeTheo=0.52) ASK [MULTI] 11:53:06.015 IV=97.2% +5.0 PHLX 3178 x $0.40 - $0.55 x 1384 PHLX OPENING 52WeekLow
Delta=-38%, EST. IMPACT = 109k Shares ($276k) To Sell TWOU=2.54 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 733 NTNX Oct23 30.0 Calls $4.193 (CboeTheo=4.13) ASK [MULTI] 11:55:58.485 IV=42.3% +4.7 PHLX 193 x $4.00 - $4.20 x 74 AMEX ISO
Delta=86%, EST. IMPACT = 63k Shares ($2.12m) To Buy NTNX=33.73 Ref
SWEEP DETECTED:
>>2928 ET Oct23 15.0 Calls $0.02 (CboeTheo=0.02) BID [MULTI] 11:56:07.262 IV=15.2% -3.1 C2 684 x $0.02 - $0.03 x 194 BZX 52WeekHigh Vega=$1782 ET=14.01 Ref
SWEEP DETECTED:
>>2000 DG Sep23 22nd 120 Calls $0.20 (CboeTheo=0.18) ASK [MULTI] 11:57:02.228 IV=40.8% +4.7 EMLD 281 x $0.15 - $0.20 x 357 EMLD OPENING 52WeekLow Vega=$3524 DG=115.41 Ref
SWEEP DETECTED:
>>2017 SNAP Jan24 13.0 Puts $4.05 (CboeTheo=4.09) BID [MULTI] 11:57:56.806 IV=56.5% -3.1 EDGX 373 x $4.05 - $4.15 x 440 CBOE Vega=$2398 SNAP=9.06 Ref
>>4690 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 8882 CBOE ISO Vega=$3505 VIX=16.33 Fwd
>>3490 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 6882 CBOE ISO Vega=$2608 VIX=16.33 Fwd
>>2000 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 6882 CBOE ISO Vega=$1495 VIX=16.33 Fwd
>>2000 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 4882 CBOE ISO Vega=$1495 VIX=16.33 Fwd
>>1140 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 3742 CBOE ISO Vega=$852 VIX=16.33 Fwd
>>1000 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 3742 CBOE ISO Vega=$747 VIX=16.33 Fwd
>>3412 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK CBOE 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 6882 CBOE ISO Vega=$2550 VIX=16.33 Fwd
SPLIT TICKET:
>>20974 VIX Nov23 15th 47.5 Calls $0.19 (CboeTheo=0.17) ASK [CBOE] 11:58:21.121 IV=147.2% +4.3 CBOE 26k x $0.16 - $0.19 x 8882 CBOE ISO Vega=$16k VIX=16.33 Fwd
>>2000 INTC Jan25 37.5 Calls $5.85 (CboeTheo=5.81) ASK PHLX 11:59:05.421 IV=35.8% -0.0 EDGX 119 x $5.75 - $5.85 x 280 PHLX SPREAD/CROSS/TIED Vega=$32k INTC=35.62 Ref
>>2000 INTC Jan25 50.0 Calls $2.13 (CboeTheo=2.12) ASK PHLX 11:59:05.421 IV=33.6% +0.0 EDGX 89 x $2.09 - $2.14 x 38 MPRL SPREAD/CROSS/TIED Vega=$28k INTC=35.62 Ref
SWEEP DETECTED:
>>2727 SNAP Jun24 22.0 Calls $0.219 (CboeTheo=0.20) Above Ask! [MULTI] 12:00:35.333 IV=63.7% +1.4 EMLD 514 x $0.20 - $0.21 x 2 MPRL Vega=$4062 SNAP=9.10 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 1637 XPOF Jan24 12.5 Puts $0.55 (CboeTheo=0.50) ASK [MULTI] 12:00:52.354 IV=65.4% +2.1 BOX 47 x $0.45 - $0.55 x 148 MIAX
Delta=-14%, EST. IMPACT = 23k Shares ($396k) To Sell XPOF=17.19 Ref
>>3000 META Jan24 290 Calls $36.71 (CboeTheo=36.70) BID BOX 12:01:24.649 IV=37.1% -0.1 EDGX 15 x $36.70 - $36.85 x 34 MIAX SPREAD/CROSS Vega=$192k META=305.10 Ref
>>3000 META Jan24 290 Puts $16.45 (CboeTheo=16.42) ASK BOX 12:01:24.649 IV=37.1% -0.0 EDGX 269 x $16.30 - $16.45 x 49 MPRL SPREAD/CROSS Vega=$193k META=305.10 Ref
>>10000 HSBC Oct23 39.0 Puts $0.54 (CboeTheo=0.53) ASK AMEX 12:04:15.701 IV=18.5% -0.8 ARCA 411 x $0.50 - $0.55 x 7 MPRL SPREAD/FLOOR - OPENING Vega=$43k HSBC=39.59 Ref
>>10000 HSBC Oct23 33.0 Puts $0.05 (CboeTheo=0.05) MID AMEX 12:04:15.702 IV=35.3% -3.7 MPRL 0 x $0.00 - $0.10 x 60 BOX SPREAD/FLOOR Vega=$8329 HSBC=39.59 Ref
>>20000 HSBC Oct23 36.0 Puts $0.11 (CboeTheo=0.12) BID AMEX 12:04:15.702 IV=25.0% +0.3 ARCA 401 x $0.10 - $0.15 x 3 GEMX SPREAD/FLOOR Vega=$36k HSBC=39.59 Ref
>>8200 PARA Oct23 15.0 Puts $1.61 (CboeTheo=1.62) MID ARCA 12:06:09.597 IV=42.2% +0.1 C2 76 x $1.59 - $1.63 x 14 EMLD FLOOR Vega=$9297 PARA=13.54 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 946 PMVP Oct23 5.0 Puts $0.45 (CboeTheo=0.45) ASK [MULTI] 12:06:30.174 IV=144.6% +28.9 CBOE 83 x $0.05 - $0.45 x 307 PHLX OPENING
Delta=-23%, EST. IMPACT = 22k Shares ($139k) To Sell PMVP=6.30 Ref
>>5000 TFC Jun24 35.0 Calls $1.25 (CboeTheo=1.25) MID BOX 12:08:04.648 IV=32.8% -0.3 NOM 130 x $1.20 - $1.30 x 119 PHLX CROSS - OPENING Vega=$41k TFC=28.93 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 4980 ASTS Nov23 5.5 Calls $0.23 (CboeTheo=0.19) ASK [MULTI] 12:08:40.155 IV=93.8% +12.1 AMEX 891 x $0.15 - $0.25 x 2400 PHLX AUCTION - OPENING
Delta=29%, EST. IMPACT = 142k Shares ($594k) To Buy ASTS=4.19 Ref
>>5000 PTON Sep23 29th 5.0 Puts $0.35 (CboeTheo=0.34) ASK PHLX 12:09:36.363 IV=76.7% +6.2 EMLD 36 x $0.33 - $0.35 x 36 BOX SPREAD/FLOOR - OPENING Vega=$1461 PTON=4.79 Ref
>>5000 PTON Sep23 22nd 5.5 Puts $0.69 (CboeTheo=0.71) BID PHLX 12:09:36.363 MIAX 14 x $0.69 - $0.73 x 12 BOX SPREAD/FLOOR Vega=$0 PTON=4.79 Ref
SWEEP DETECTED:
>>4000 LUMN Jun24 2.0 Puts $0.69 (CboeTheo=0.70) BID [MULTI] 12:11:16.805 IV=88.0% -7.7 C2 1323 x $0.69 - $0.70 x 100 NOM Vega=$2234 LUMN=1.66 Ref
>>6298 NKE Oct23 75.0 Puts $0.09 (CboeTheo=0.10) BID BOX 12:12:30.387 IV=42.6% +0.4 EMLD 458 x $0.09 - $0.10 x 124 C2 SPREAD/CROSS - OPENING Vega=$8852 NKE=95.17 Ref
>>6298 NKE Oct23 75.0 Calls $20.60 (CboeTheo=20.62) BID BOX 12:12:30.387 IV=41.0% -1.1 GEMX 10 x $20.60 - $20.75 x 23 BOX SPREAD/CROSS - OPENING Vega=$7614 NKE=95.17 Ref
>>2000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) ASK CBOE 12:13:42.873 IV=59.3% +4.0 CBOE 2734 x $0.04 - $0.06 x 2750 CBOE Vega=$938 VIX=15.43 Fwd
>>2000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) ASK CBOE 12:13:42.873 IV=59.3% +4.0 CBOE 2734 x $0.04 - $0.06 x 750 CBOE Vega=$938 VIX=15.43 Fwd
SPLIT TICKET:
>>5000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) ASK [CBOE] 12:13:42.873 IV=59.3% +4.0 CBOE 2734 x $0.04 - $0.06 x 750 CBOE Vega=$2345 VIX=15.43 Fwd
>>29100 GT Apr24 9.0 Puts $0.25 (CboeTheo=0.25) MID ARCA 12:14:39.633 IV=46.9% +0.8 MIAX 200 x $0.20 - $0.30 x 557 MIAX CROSS - OPENING Vega=$51k GT=12.99 Ref
>>Market Color .SPX - S&P500 index option volume at midday totals 867157 contracts as the index trades near $4454.88 (10.93). Front term atm implied vols are near 12.1% and the CBOE VIX is currently near 13.93 (-0.18). (Autocolor ())
>>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 8 to 5 and 492472 contracts trading marketwide. Most actives include Energy Transfer(ET), Enphase Energy(ENPH), Exxon Mobil(XOM). The sector ETF, XLE is little changed 0.005 to 91.255 with 30 day implied volatility relatively flat at 19.6% (Autocolor ()) #sector
>>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 1299158 contracts changing hands. Most actives include SPDR Gold Trust(GLD), Bank of America(BAC), Medical Properties Trust(MPW). The sector ETF, XLF is up 0.165 to 34.895 with 30 day implied volatility lower by -0.4%, near 13.4% (Autocolor ()) #sector
>>Market Color AA - Bullish option flow detected in Alcoa (29.52 +1.18) with 7,957 calls trading (1.2x expected) and implied vol increasing over 1 point to 50.56%. . The Put/Call Ratio is 0.27. Earnings are expected on 10/18. (Autocolor ()) [AA 29.52 +1.18 Ref, IV=50.6% +1.0] #Bullish
>>Market Color @IT - Technology sector option volume is relatively light today, with calls leading puts 3 to 2 and 3040228 contracts trading marketwide. Most actives include Apple(AAPL), NVIDIA(NVDA), Advanced Micro Devices(AMD). The sector ETF, XLK is little changed -0.075 to 169.185 with 30 day implied volatility relatively flat at 17.8% (Autocolor ()) #sector
>>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 8 to 7 and 2716902 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), Goodyear Tire(GT). The sector ETF, XLY is up 0.715 to 169.485 with 30 day implied volatility relatively flat at 18.6% (Autocolor ()) #sector
>>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 7 to 4 and 414386 contracts trading marketwide. Most actives include Tilray(TLRY), Pfizer(PFE), Moderna(MRNA). The sector ETF, XLV is up 0.655 to 132.215 with 30 day implied volatility lower by -0.4%, near 10.3% (Autocolor ()) #sector
>>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 4 to 3 and 214768 contracts changing hands. Most actives include Vale(VALE), US Steel(X), Barrick Gold(GOLD). The sector ETF, XLB is up 0.335 to 81.245 with 30 day implied volatility relatively flat at 14.5% (Autocolor ()) #sector
>>9708 PYPL Oct23 50.0 Puts $0.05 (CboeTheo=0.05) BID BOX 12:15:37.611 IV=37.9% -1.8 EMLD 1282 x $0.05 - $0.06 x 1713 EMLD SPREAD/CROSS - OPENING Vega=$8684 PYPL=61.90 Ref
>>9708 PYPL Oct23 50.0 Calls $12.15 (CboeTheo=12.22) BID BOX 12:15:37.611 BOX 32 x $12.15 - $12.25 x 28 MPRL SPREAD/CROSS - OPENING Vega=$0 PYPL=61.90 Ref
>>9000 PLTR Nov23 16.0 Puts $1.90 (CboeTheo=1.90) BID CBOE 12:16:08.717 IV=61.8% +0.0 C2 174 x $1.90 - $1.91 x 562 EMLD FLOOR Vega=$22k PLTR=15.18 Ref
>>2180 GOOG Nov23 140 Calls $5.00 (CboeTheo=5.02) BID PHLX 12:16:16.642 IV=26.8% -0.2 BXO 54 x $5.00 - $5.05 x 1155 EMLD SPREAD/CROSS/TIED Vega=$47k GOOG=136.78 Ref
SWEEP DETECTED:
>>3000 PBR Oct23 13.0 Puts $0.04 (CboeTheo=0.04) BID [MULTI] 12:16:26.056 IV=39.6% -0.1 GEMX 500 x $0.04 - $0.05 x 1230 C2 Vega=$1464 PBR=15.46 Ref
>>300000 GT Apr24 9.0 Puts $0.25 (CboeTheo=0.25) MID ARCA 12:16:58.179 IV=46.8% +0.7 MIAX 205 x $0.20 - $0.30 x 712 AMEX CROSS - OPENING Vega=$522k GT=12.98 Ref
>>5000 SPX Oct23 4900 Calls $0.15 (CboeTheo=0.15) MID CBOE 12:17:14.498 IV=11.8% +0.2 CBOE 5287 x $0.10 - $0.20 x 4136 CBOE FLOOR Vega=$87k SPX=4471.28 Fwd
>>3000 GT Apr24 9.0 Puts $0.25 (CboeTheo=0.25) MID ARCA 12:17:43.379 IV=46.7% +0.6 AMEX 218 x $0.20 - $0.30 x 712 AMEX CROSS - OPENING Vega=$5227 GT=12.96 Ref
SWEEP DETECTED:
>>3130 AMC Sep23 29th 9.0 Calls $0.52 (CboeTheo=0.53) BID [MULTI] 12:18:41.480 IV=118.7% +4.4 GEMX 847 x $0.52 - $0.55 x 1124 PHLX ISO Vega=$1712 AMC=8.69 Ref
>>6000 SE Oct23 35.0 Calls $3.65 (CboeTheo=3.65) MID AMEX 12:20:08.125 IV=46.0% -0.5 CBOE 283 x $3.60 - $3.70 x 887 CBOE SPREAD/CROSS Vega=$21k SE=37.65 Ref
>>6000 SE Oct23 35.0 Puts $0.83 (CboeTheo=0.83) MID AMEX 12:20:08.125 IV=46.2% -0.3 EMLD 110 x $0.82 - $0.84 x 43 MPRL SPREAD/CROSS Vega=$21k SE=37.65 Ref
SPLIT TICKET:
>>2000 SPX Dec23 4100 Puts $27.70 (CboeTheo=27.66) ASK [CBOE] 12:20:48.469 IV=18.1% +0.0 CBOE 997 x $27.50 - $27.80 x 473 CBOE LATE Vega=$965k SPX=4499.69 Fwd
SPLIT TICKET:
>>2000 SPX Dec23 3900 Puts $15.60 (CboeTheo=15.61) MID [CBOE] 12:20:48.469 IV=21.1% +0.1 CBOE 763 x $15.50 - $15.70 x 781 CBOE LATE Vega=$631k SPX=4499.69 Fwd
>>4000 CMCSA Oct23 47.5 Calls $0.31 (CboeTheo=0.31) MID PHLX 12:20:51.249 IV=16.8% -1.1 EMLD 1355 x $0.30 - $0.32 x 67 C2 SPREAD/CROSS/TIED Vega=$17k CMCSA=45.92 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 1000 TIGR Jan24 3.0 Calls $2.03 (CboeTheo=2.06) BID [MULTI] 12:21:25.956 IV=64.0% -8.9 MPRL 500 x $2.03 - $2.09 x 9 CBOE ISO
Delta=94%, EST. IMPACT = 94k Shares ($473k) To Sell TIGR=5.00 Ref
>>5000 MARA Jan24 10.0 Calls $1.90 (CboeTheo=1.90) BID AMEX 12:22:40.636 IV=92.4% +0.6 MPRL 44 x $1.89 - $1.93 x 12 BXO SPREAD/CROSS Vega=$11k MARA=9.63 Ref
>>5000 MARA Jan24 10.0 Puts $2.17 (CboeTheo=2.18) MID AMEX 12:22:40.636 IV=91.8% -0.0 EDGX 631 x $2.14 - $2.20 x 347 EDGX SPREAD/CROSS Vega=$11k MARA=9.63 Ref
>>2750 LUMN Jun24 2.0 Puts $0.70 (CboeTheo=0.71) MID PHLX 12:23:14.579 IV=89.8% -5.9 C2 2142 x $0.69 - $0.72 x 120 PHLX AUCTION Vega=$1534 LUMN=1.66 Ref
SWEEP DETECTED:
>>3105 T Jan24 15.0 Puts $0.56 (CboeTheo=0.56) ASK [MULTI] 12:25:34.705 IV=21.8% -0.2 BXO 21 x $0.55 - $0.56 x 483 C2 Vega=$10k T=15.71 Ref
>>Unusual Volume TIGR - 3x market weighted volume: 7644 = 20.1k projected vs 6694 adv, 91% calls, 10% of OI [TIGR 4.85 -0.13 Ref, IV=50.7% +1.1]
>>2000 CPRI Jan24 45.0 Puts $0.35 (CboeTheo=0.48) BID ARCA 12:32:01.993 IV=24.3% -2.4 EDGX 81 x $0.35 - $0.60 x 67 PHLX SPREAD/CROSS Vega=$11k CPRI=52.77 Ref
>>2000 CPRI Jan24 52.5 Puts $1.50 (CboeTheo=1.40) ASK ARCA 12:32:01.993 IV=16.0% +1.3 ARCA 9 x $1.15 - $1.60 x 1 CBOE SPREAD/CROSS Vega=$23k CPRI=52.77 Ref
>>1225 DJX Oct23 330 Puts $0.64 (CboeTheo=0.68) BID CBOE 12:33:25.134 IV=14.7% +0.2 CBOE 28 x $0.64 - $0.73 x 48 CBOE LATE Vega=$21k DJX=348.66 Fwd
>>2800 NEM Sep23 29th 40.0 Puts $0.19 (CboeTheo=0.18) ASK BOX 12:34:53.427 IV=24.8% +0.2 EDGX 14 x $0.18 - $0.19 x 240 EMLD CROSS - OPENING Vega=$5269 NEM=41.22 Ref
>>3500 UMC Jan24 9.0 Calls $0.10 (CboeTheo=0.05) ASK AMEX 12:35:31.649 IV=34.9% +3.5 BZX 0 x $0.00 - $0.10 x 2136 PHLX CROSS Vega=$3356 UMC=7.08 Ref
TRADE CXLD:
>>29100 GT Apr24 9.0 Puts $0.25 (CboeTheo=0.25) MID ARCA 12:14:39.633 IV=46.9% +0.8 MIAX 200 x $0.20 - $0.30 x 557 MIAX CROSS - OPENING Vega=$51k GT=12.99 Ref
TRADE CXLD:
>>300000 GT Apr24 9.0 Puts $0.25 (CboeTheo=0.25) MID ARCA 12:16:58.179 IV=46.8% +0.7 MIAX 205 x $0.20 - $0.30 x 712 AMEX CROSS - OPENING Vega=$522k GT=12.98 Ref
>>2000 NVAX Apr24 7.5 Calls $2.29 (CboeTheo=2.29) MID ISE 12:37:28.854 IV=119.7% -2.6 NOM 5 x $2.25 - $2.34 x 7 MIAX SPREAD/CROSS/TIED - OPENING Vega=$3890 NVAX=7.25 Ref
>>3000 INTC Jan24 35.0 Calls $3.40 (CboeTheo=3.37) ASK PHLX 12:37:51.419 IV=35.0% -0.1 EDGX 1386 x $3.35 - $3.40 x 482 EDGX SPREAD/CROSS/TIED Vega=$24k INTC=35.58 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 700 EGIO Jan24 1.0 Calls $0.20 (CboeTheo=0.24) BID [MULTI] 12:38:20.572 IV=66.3% -45.3 PHLX 1906 x $0.20 - $0.30 x 179 PHLX
Delta=69%, EST. IMPACT = 48k Shares ($49k) To Sell EGIO=1.01 Ref
>>Unusual Volume CELH - 3x market weighted volume: 7473 = 19.0k projected vs 6327 adv, 57% puts, 9% of OI [CELH 187.22 -10.66 Ref, IV=42.0% +4.6]
>>5000 DISH Jan24 5.0 Puts $0.37 (CboeTheo=0.40) BID PHLX 12:40:09.117 IV=76.0% -2.3 PHLX 2574 x $0.33 - $0.48 x 1237 PHLX SPREAD/CROSS/TIED Vega=$5129 DISH=6.61 Ref
>>2500 GOOGL Jan24 120 Puts $2.38 (CboeTheo=2.37) ASK PHLX 12:41:10.768 IV=29.1% -0.5 C2 233 x $2.35 - $2.39 x 253 C2 SPREAD/CROSS/TIED Vega=$52k GOOGL=135.73 Ref
>>2500 GOOGL Jan24 120 Puts $2.37 (CboeTheo=2.37) MID PHLX 12:41:10.768 IV=29.1% -0.5 C2 233 x $2.35 - $2.39 x 253 C2 SPREAD/CROSS/TIED Vega=$52k GOOGL=135.73 Ref
>>2500 GOOGL Jan24 135 Puts $6.75 (CboeTheo=6.77) BID PHLX 12:41:10.768 IV=26.2% -0.4 BXO 50 x $6.75 - $6.80 x 309 EDGX SPREAD/CROSS/TIED Vega=$76k GOOGL=135.73 Ref
>>2000 CPRI Jan24 52.5 Puts $1.52 (CboeTheo=1.44) ASK ARCA 12:41:33.147 IV=15.9% +1.2 ARCA 10 x $1.15 - $1.70 x 149 PHLX SPREAD/CROSS Vega=$23k CPRI=52.74 Ref
>>2000 CPRI Jan24 45.0 Puts $0.37 (CboeTheo=0.45) BID ARCA 12:41:33.147 IV=24.6% -2.1 EDGX 82 x $0.35 - $0.60 x 36 PHLX SPREAD/CROSS Vega=$11k CPRI=52.74 Ref
>>5175 ET Oct23 6th 13.5 Puts $0.05 (CboeTheo=0.04) ASK GEMX 12:43:08.434 IV=19.7% +1.6 ARCA 681 x $0.04 - $0.05 x 6308 EMLD 52WeekHigh Vega=$3816 ET=14.02 Ref
SWEEP DETECTED:
>>12964 ET Oct23 6th 13.5 Puts $0.05 (CboeTheo=0.04) ASK [MULTI] 12:43:08.383 IV=19.7% +1.6 MIAX 723 x $0.04 - $0.05 x 6308 EMLD 52WeekHigh Vega=$9560 ET=14.02 Ref
>>Unusual Volume TH - 4x market weighted volume: 13.2k = 33.3k projected vs 6896 adv, 98% calls, 9% of OI [TH 14.70 +0.88 Ref, IV=69.3% +3.9]
SPLIT TICKET:
>>4237 SPX Oct23 3670 Puts $1.50 (CboeTheo=1.45) ASK [CBOE] 12:43:48.746 IV=30.9% +0.4 CBOE 3059 x $1.40 - $1.50 x 2387 CBOE OPENING Vega=$168k SPX=4473.57 Fwd
SWEEP DETECTED:
>>2500 BSX Sep23 22nd 54.0 Puts $0.30 (CboeTheo=0.24) ASK [MULTI] 12:44:53.880 IV=30.4% -2.9 PHLX 231 x $0.20 - $0.30 x 393 EDGX OPENING 52WeekHigh Vega=$3876 BSX=54.45 Ref
>>Market Color COTY - Bullish option flow detected in Coty (12.09 +0.62) with 4,920 calls trading (3x expected) and implied vol increasing over 1 point to 31.32%. . The Put/Call Ratio is 0.27. Earnings are expected on 11/07. (Autocolor () [COTY 12.09 +0.62 Ref, IV=31.3% +1.0] #Bullish
SWEEP DETECTED:
>>2302 PFE Oct23 6th 34.5 Calls $0.26 (CboeTheo=0.26) ASK [MULTI] 12:47:21.904 IV=19.4% +0.0 BZX 238 x $0.25 - $0.26 x 589 BZX Vega=$5740 PFE=33.65 Ref
>>Unusual Volume PR - 3x market weighted volume: 5719 = 14.1k projected vs 4020 adv, 94% calls, 6% of OI [PR 13.29 -0.14 Ref, IV=34.9% +0.1]
>>1000 VIX Mar24 20th 20.0 Calls $2.69 (CboeTheo=2.68) ASK CBOE 12:51:07.019 IV=64.4% +0.3 CBOE 8755 x $2.63 - $2.73 x 1154 CBOE LATE Vega=$5058 VIX=18.51 Fwd
>>1000 VIX Mar24 20th 30.0 Calls $1.34 (CboeTheo=1.36) BID CBOE 12:51:07.019 IV=79.2% +0.1 CBOE 7713 x $1.32 - $1.39 x 1655 CBOE LATE Vega=$4292 VIX=18.51 Fwd
>>5560 VIX Mar24 20th 30.0 Calls $1.34 (CboeTheo=1.36) BID CBOE 12:51:07.019 IV=79.2% +0.1 CBOE 7713 x $1.32 - $1.39 x 1655 CBOE LATE - OPENING Vega=$24k VIX=18.51 Fwd
>>3500 VIX Mar24 20th 20.0 Calls $2.69 (CboeTheo=2.68) ASK CBOE 12:51:07.086 IV=64.4% +0.3 CBOE 8755 x $2.63 - $2.73 x 1154 CBOE LATE Vega=$18k VIX=18.51 Fwd
>>2060 VIX Mar24 20th 20.0 Calls $2.69 (CboeTheo=2.68) ASK CBOE 12:51:07.149 IV=64.4% +0.3 CBOE 8755 x $2.63 - $2.73 x 1154 CBOE LATE Vega=$10k VIX=18.51 Fwd
SPLIT TICKET:
>>7407 VIX Mar24 20th 30.0 Calls $1.34 (CboeTheo=1.36) BID [CBOE] 12:51:07.019 IV=79.2% +0.1 CBOE 7713 x $1.32 - $1.39 x 1655 CBOE LATE - OPENING Vega=$32k VIX=18.51 Fwd
SPLIT TICKET:
>>7407 VIX Mar24 20th 20.0 Calls $2.69 (CboeTheo=2.68) ASK [CBOE] 12:51:07.019 IV=64.4% +0.3 CBOE 8755 x $2.63 - $2.73 x 1217 CBOE LATE - OPENING Vega=$37k VIX=18.51 Fwd
SWEEP DETECTED:
>>3878 F Jan24 13.0 Calls $0.70 (CboeTheo=0.70) BID [MULTI] 12:51:16.046 IV=30.7% -0.5 EMLD 1442 x $0.70 - $0.71 x 2409 EMLD Vega=$11k F=12.51 Ref
>>2000 F Mar24 11.0 Puts $0.49 (CboeTheo=0.50) BID MPRL 12:51:50.826 IV=33.6% -1.2 MPRL 2000 x $0.49 - $0.50 x 1408 EMLD Vega=$5465 F=12.51 Ref
SWEEP DETECTED:
>>4281 F Mar24 11.0 Puts $0.49 (CboeTheo=0.50) BID [MULTI] 12:51:50.824 IV=33.6% -1.2 EMLD 327 x $0.49 - $0.50 x 1408 EMLD Vega=$12k F=12.51 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1200 HUYA Nov23 2.5 Puts $0.25 (CboeTheo=0.27) BID [MULTI] 12:52:13.017 IV=71.8% -6.0 PHLX 283 x $0.25 - $0.30 x 20 BOX ISO - OPENING
Delta=-41%, EST. IMPACT = 49k Shares ($124k) To Buy HUYA=2.54 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1021 HUYA Nov23 2.5 Puts $0.25 (CboeTheo=0.27) BID [MULTI] 12:52:29.066 IV=72.9% -5.0 NOM 183 x $0.25 - $0.30 x 29 BOX ISO - OPENING
Delta=-40%, EST. IMPACT = 41k Shares ($104k) To Buy HUYA=2.54 Ref
>>2000 ZTO Nov23 24.0 Puts $0.65 (CboeTheo=0.68) BID ARCA 12:54:06.089 IV=27.5% -0.4 PHLX 38 x $0.65 - $0.70 x 32 PHLX CROSS - OPENING Vega=$7256 ZTO=24.77 Ref
>>3500 CCL Oct23 15.0 Puts $0.89 (CboeTheo=0.91) Below Bid! AMEX 12:54:10.910 IV=55.8% +0.1 C2 593 x $0.90 - $0.91 x 300 C2 SPREAD/FLOOR Vega=$5991 CCL=15.07 Ref
>>3000 CCL Oct23 12.0 Puts $0.12 (CboeTheo=0.11) ASK AMEX 12:54:10.910 IV=64.0% +1.5 EMLD 2437 x $0.11 - $0.12 x 282 MPRL SPREAD/FLOOR Vega=$2089 CCL=15.07 Ref
TRADE CXLD:
>>2000 CPRI Jan24 52.5 Puts $1.52 (CboeTheo=1.44) ASK ARCA 12:41:33.147 IV=15.9% +1.2 ARCA 10 x $1.15 - $1.70 x 149 PHLX SPREAD/CROSS Vega=$23k CPRI=52.74 Ref
>>2000 CPRI Jan24 52.5 Puts $1.50 (CboeTheo=1.41) ASK ARCA 12:55:50.501 IV=15.9% +1.2 ARCA 1 x $1.20 - $1.65 x 10 PHLX LATE Vega=$23k CPRI=52.73 Ref
TRADE CXLD:
>>2000 CPRI Jan24 45.0 Puts $0.37 (CboeTheo=0.45) BID ARCA 12:41:33.147 IV=24.6% -2.1 EDGX 82 x $0.35 - $0.60 x 36 PHLX SPREAD/CROSS Vega=$11k CPRI=52.74 Ref
>>2000 CPRI Jan24 45.0 Puts $0.35 (CboeTheo=0.48) BID ARCA 12:56:22.772 IV=24.3% -2.4 EDGX 83 x $0.35 - $0.60 x 63 PHLX LATE Vega=$11k CPRI=52.73 Ref
>>3299 BAC Sep23 22nd 30.0 Puts $1.11 (CboeTheo=1.08) ASK BOX 12:58:13.122 IV=38.3% +9.2 ISE 79 x $1.06 - $1.11 x 94 ISE SPREAD/FLOOR Vega=$1375 BAC=28.93 Ref
>>3299 BAC Oct23 27th 30.0 Puts $1.40 (CboeTheo=1.39) ASK BOX 12:58:13.122 IV=22.8% +0.1 BOX 38 x $1.37 - $1.40 x 26 BXO SPREAD/FLOOR - OPENING Vega=$11k BAC=28.93 Ref
>>5000 TH Oct23 15.0 Calls $1.10 (CboeTheo=1.04) ASK BOX 12:58:35.464 IV=73.8% +7.3 BZX 44 x $1.00 - $1.10 x 188 PHLX SPREAD/FLOOR - OPENING Vega=$8385 TH=14.59 Ref
>>5000 TH Oct23 20.0 Calls $0.10 (CboeTheo=0.15) BID BOX 12:58:35.464 IV=71.3% -9.0 C2 103 x $0.10 - $0.20 x 276 CBOE SPREAD/FLOOR Vega=$3173 TH=14.59 Ref
SPLIT TICKET:
>>4520 SPX Oct23 3660 Puts $1.50 (CboeTheo=1.45) ASK [CBOE] 12:59:46.011 IV=31.3% +0.5 CBOE 2174 x $1.40 - $1.50 x 2666 CBOE OPENING Vega=$178k SPX=4474.74 Fwd
>>2409 DKNG Sep23 22nd 34.0 Calls $0.03 (CboeTheo=0.02) ASK BOX 13:00:30.906 IV=82.8% +11.2 BZX 16 x $0.02 - $0.03 x 4103 BOX ISO Vega=$490 DKNG=30.33 Ref
SWEEP DETECTED:
>>4000 DKNG Sep23 22nd 34.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 13:00:30.904 IV=83.0% +11.4 BZX 16 x $0.02 - $0.03 x 4103 BOX ISO Vega=$812 DKNG=30.32 Ref
SWEEP DETECTED:
>>4733 JD Jan24 42.5 Calls $0.49 (CboeTheo=0.48) ASK [MULTI] 13:00:58.370 IV=43.8% +0.5 BXO 4 x $0.48 - $0.49 x 1700 MPRL 52WeekLow Vega=$19k JD=30.68 Ref
SPLIT TICKET:
>>1200 SPXW Sep23 27th 3650 Puts $0.20 (CboeTheo=0.18) ASK [CBOE] 13:01:40.595 IV=51.0% +2.3 CBOE 1356 x $0.15 - $0.20 x 205 CBOE FLOOR Vega=$5417 SPX=4460.01 Fwd
>>Unusual Volume MET - 3x market weighted volume: 6494 = 15.4k projected vs 4975 adv, 94% calls, 2% of OI [MET 66.83 +0.47 Ref, IV=18.9% -0.2]
>>15569 NKLA Sep23 22nd 1.5 Puts $0.08 (CboeTheo=0.08) ASK AMEX 13:03:07.238 IV=176.1% -30.1 C2 645 x $0.07 - $0.08 x 516 EMLD CROSS SSR Vega=$713 NKLA=1.50 Ref
SWEEP DETECTED:
>>2198 MU Sep23 29th 70.0 Calls $2.391 (CboeTheo=2.37) Above Ask! [MULTI] 13:03:16.392 IV=50.0% +1.3 C2 105 x $2.36 - $2.38 x 278 C2 Vega=$9703 MU=70.20 Ref
>>4000 PR Oct23 14.0 Calls $0.25 (CboeTheo=0.27) BID AMEX 13:05:23.984 IV=32.3% -1.6 C2 76 x $0.25 - $0.30 x 566 PHLX FLOOR - OPENING Vega=$5526 PR=13.29 Ref
SPLIT TICKET:
>>3250 LUMN Jun24 2.0 Puts $0.705 (CboeTheo=0.71) MID [PHLX] 13:05:23.618 IV=92.3% -3.3 C2 2142 x $0.69 - $0.72 x 42 ARCA FLOOR Vega=$1814 LUMN=1.66 Ref
SPLIT TICKET:
>>5000 PR Oct23 14.0 Calls $0.26 (CboeTheo=0.27) BID [AMEX] 13:05:23.984 IV=35.9% +2.0 C2 76 x $0.25 - $0.30 x 566 PHLX FLOOR - OPENING Vega=$7064 PR=13.29 Ref
SWEEP DETECTED:
>>5000 INTC Sep23 29th 34.0 Puts $0.204 (CboeTheo=0.21) Below Bid! [MULTI] 13:05:37.096 IV=34.2% -0.7 BXO 37 x $0.21 - $0.22 x 3457 EMLD ISO - OPENING Vega=$7788 INTC=35.52 Ref
>>Unusual Volume SAVE - 3x market weighted volume: 16.1k = 37.6k projected vs 11.4k adv, 84% calls, 6% of OI [SAVE 15.52 +0.46 Ref, IV=54.9% +1.3]
>>5000 SNAP Nov23 7.0 Puts $0.20 (CboeTheo=0.21) BID PHLX 13:08:13.962 IV=70.4% -0.6 EMLD 1686 x $0.20 - $0.21 x 47 BXO TIED/FLOOR - OPENING Vega=$3989 SNAP=9.07 Ref
>>6000 LYFT Oct23 10.5 Puts $0.43 (CboeTheo=0.44) BID ISE 13:08:28.649 IV=52.0% -0.4 C2 374 x $0.43 - $0.44 x 11 MPRL SPREAD/CROSS/TIED - OPENING Vega=$7032 LYFT=10.91 Ref
SWEEP DETECTED:
>>2161 LCID Sep23 29th 6.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 13:09:14.505 IV=60.0% -0.3 EMLD 4319 x $0.06 - $0.07 x 381 ARCA Vega=$591 LCID=5.58 Ref
>>2250 PTON Jun24 5.0 Puts $1.41 (CboeTheo=1.40) ASK AMEX 13:12:34.671 IV=85.5% +0.7 GEMX 9 x $1.38 - $1.42 x 55 PHLX SPREAD/FLOOR Vega=$3497 PTON=4.79 Ref
>>Market Color RKT - Bullish option flow detected in Rocket Companies (9.21 +0.03) with 5,204 calls trading (5x expected) and implied vol increasing over 2 points to 39.93%. . The Put/Call Ratio is 0.06. Earnings are expected on 11/02. (Autocolor ()) [RKT 9.21 +0.03 Ref, IV=39.9% +2.1] #Bullish
SWEEP DETECTED:
>>2498 AGNC Oct23 10.0 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 13:15:28.485 IV=20.5% +1.2 NOM 6 x $0.15 - $0.16 x 169 C2 Vega=$2761 AGNC=10.24 Ref
>>2600 GOOGL Mar24 155 Calls $4.50 (CboeTheo=4.45) ASK AMEX 13:17:00.752 IV=25.8% -0.1 EMLD 911 x $4.40 - $4.50 x 431 EDGX SPREAD/FLOOR - OPENING Vega=$88k GOOGL=135.71 Ref
>>5000 MET Nov23 72.5 Calls $0.47 (CboeTheo=0.48) MID ARCA 13:17:36.821 IV=19.9% +0.2 NOM 8 x $0.45 - $0.50 x 440 C2 CROSS - OPENING Vega=$35k MET=66.83 Ref
>>5771 SQ Sep23 22nd 54.0 Calls $0.02 (CboeTheo=0.02) BID BOX 13:18:24.465 IV=64.3% +11.9 EMLD 624 x $0.02 - $0.03 x 674 EMLD FLOOR - OPENING 52WeekLow Vega=$1204 SQ=48.87 Ref
>>5000 SAVE Jan24 22.5 Calls $1.65 (CboeTheo=2.01) BID AMEX 13:21:23.953 IV=97.5% -0.5 ARCA 1 x $1.59 - $2.35 x 777 PHLX SPREAD/FLOOR - OPENING Vega=$17k SAVE=15.52 Ref
>>5000 SAVE Jan24 20.0 Calls $2.30 (CboeTheo=2.17) ASK AMEX 13:21:23.953 IV=101.2% +6.9 BOX 190 x $1.98 - $2.33 x 4 NOM SPREAD/FLOOR Vega=$18k SAVE=15.52 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1047 CRSP Jan24 45.0 Puts $4.147 (CboeTheo=4.38) Below Bid! [MULTI] 13:22:40.466 IV=54.8% -0.1 ARCA 31 x $4.30 - $4.50 x 24 MPRL OPENING
Delta=-36%, EST. IMPACT = 37k Shares ($1.77m) To Buy CRSP=47.41 Ref
SWEEP DETECTED:
>>2006 PINS Sep23 22nd 27.0 Puts $0.21 (CboeTheo=0.22) MID [MULTI] 13:24:14.594 IV=48.8% -8.9 EMLD 268 x $0.21 - $0.22 x 1 ARCA ISO Vega=$1494 PINS=27.46 Ref
>>3500 ZTO Jan24 27.4 Calls $0.79 (CboeTheo=0.77) ASK ARCA 13:25:12.621 IV=27.6% +0.8 PHLX 198 x $0.70 - $0.85 x 148 PHLX CROSS - OPENING Vega=$18k ZTO=24.77 Ref
>>1000 VIX Oct23 18th 21.0 Calls $0.43 (CboeTheo=0.42) MID CBOE 13:26:38.432 IV=109.4% +1.2 CBOE 16k x $0.41 - $0.46 x 2981 CBOE Vega=$1166 VIX=15.42 Fwd
>>2500 NIO Jan24 7.5 Puts $0.63 (CboeTheo=0.64) BID PHLX 13:27:03.310 IV=66.4% -1.1 EMLD 1142 x $0.63 - $0.64 x 72 BZX SPREAD/CROSS/TIED SSR Vega=$4085 NIO=8.84 Ref
>>5550 BHC Apr24 5.0 Puts $0.22 (CboeTheo=0.20) ASK AMEX 13:27:04.866 IV=67.3% +8.4 BOX 31 x $0.16 - $0.24 x 321 PHLX CROSS - OPENING Vega=$5788 BHC=8.49 Ref
>>3200 CSCO Dec23 60.0 Calls $0.57 (CboeTheo=0.56) ASK AMEX 13:28:34.031 IV=16.5% -0.5 EMLD 348 x $0.55 - $0.57 x 244 EMLD CROSS Vega=$27k CSCO=55.97 Ref
SWEEP DETECTED:
>>5033 ET Oct23 27th 14.0 Puts $0.24 (CboeTheo=0.25) BID [MULTI] 13:29:05.334 IV=15.1% -1.1 BOX 22 x $0.24 - $0.25 x 4 ARCA ISO - OPENING 52WeekHigh Vega=$8848 ET=13.99 Ref
SPLIT TICKET:
>>3899 SPXW Sep23 27th 4235 Puts $1.30 (CboeTheo=1.30) MID [CBOE] 13:29:42.520 IV=19.4% +0.8 CBOE 967 x $1.25 - $1.35 x 304 CBOE FLOOR - OPENING Vega=$170k SPX=4457.94 Fwd
>>2000 AA Dec23 25.0 Puts $0.82 (CboeTheo=0.83) BID PHLX 13:30:21.408 IV=48.9% +1.0 CBOE 52 x $0.82 - $0.85 x 1 BXO FLOOR - OPENING Vega=$7839 AA=29.70 Ref
>>3250 AAL Jan24 12.0 Puts $0.49 (CboeTheo=0.50) BID PHLX 13:30:37.633 IV=36.8% -0.7 C2 754 x $0.49 - $0.51 x 937 EMLD SPREAD/CROSS/TIED Vega=$8068 AAL=13.22 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 2795 GT Jan24 12.0 Calls $1.85 (CboeTheo=1.81) ASK [MULTI] 13:30:36.027 IV=42.6% +2.7 PHLX 220 x $1.75 - $1.85 x 913 GEMX ISO - OPENING
Delta=69%, EST. IMPACT = 193k Shares ($2.49m) To Buy GT=12.89 Ref
>>4547 GT Nov23 11.0 Calls $2.30 (CboeTheo=2.32) BID PHLX 13:30:54.315 IV=44.6% +0.8 GEMX 7 x $2.25 - $2.80 x 1 BZX FLOOR - OPENING Vega=$5280 GT=13.02 Ref
>>1400 SPX Dec23 4450 Puts $90.00 (CboeTheo=90.23) BID CBOE 13:32:22.563 IV=13.2% -0.1 CBOE 255 x $90.00 - $90.70 x 135 CBOE LATE Vega=$1.18m SPX=4498.84 Fwd
>>1400 SPX Dec23 4450 Calls $138.25 (CboeTheo=138.42) ASK CBOE 13:32:22.635 IV=13.2% -0.1 CBOE 165 x $137.60 - $138.60 x 15 CBOE LATE Vega=$1.18m SPX=4498.84 Fwd
SWEEP DETECTED:
>>2500 NIO Jan24 7.5 Puts $0.63 (CboeTheo=0.64) BID [MULTI] 13:32:36.034 IV=66.5% -0.9 EMLD 2652 x $0.63 - $0.64 x 90 BZX SSR Vega=$4083 NIO=8.85 Ref
>>2000 TSLA Dec23 250 Calls $39.36 (CboeTheo=39.64) BID AMEX 13:33:15.399 IV=48.7% +0.1 PHLX 418 x $39.05 - $39.75 x 166 EDGX SPREAD/CROSS Vega=$92k TSLA=272.25 Ref
>>2000 TSLA Dec23 250 Puts $14.18 (CboeTheo=14.16) MID AMEX 13:33:15.399 IV=49.4% +0.8 CBOE 320 x $14.10 - $14.25 x 306 EDGX SPREAD/CROSS Vega=$92k TSLA=272.25 Ref
SWEEP DETECTED:
>>2221 AMC Sep23 29th 9.0 Calls $0.44 (CboeTheo=0.45) BID [MULTI] 13:33:21.043 IV=112.6% -1.7 EMLD 655 x $0.44 - $0.47 x 1323 PHLX ISO Vega=$1185 AMC=8.59 Ref
>>2500 VIX Oct23 18th 18.0 Calls $0.71 (CboeTheo=0.71) MID CBOE 13:34:11.114 IV=92.7% +1.7 CBOE 30k x $0.69 - $0.73 x 14k CBOE AUCTION Vega=$3787 VIX=15.42 Fwd
>>2500 SAVE Jan24 22.5 Calls $1.64 (CboeTheo=2.01) BID ISE 13:38:22.359 IV=95.8% -2.2 ARCA 7 x $1.59 - $2.35 x 777 PHLX SPREAD/CROSS Vega=$8501 SAVE=15.48 Ref
>>2500 SAVE Jan24 20.0 Calls $2.29 (CboeTheo=2.24) ASK ISE 13:38:22.359 IV=99.3% +4.9 ARCA 19 x $2.11 - $2.33 x 4 NOM SPREAD/CROSS Vega=$8957 SAVE=15.48 Ref
>>3192 IBM Jan24 155 Calls $4.05 (CboeTheo=4.12) BID CBOE 13:39:03.831 IV=16.6% +0.7 BOX 65 x $4.05 - $4.20 x 265 CBOE LATE Vega=$107k IBM=149.94 Ref
>>2192 IBM Nov23 150 Calls $4.85 (CboeTheo=4.82) ASK CBOE 13:39:03.962 IV=19.0% +1.5 PHLX 134 x $4.75 - $4.85 x 93 NOM LATE Vega=$50k IBM=149.94 Ref
SPLIT TICKET:
>>3972 IBM Jan24 155 Calls $4.05 (CboeTheo=4.12) BID [CBOE] 13:39:03.831 IV=16.6% +0.7 BOX 65 x $4.05 - $4.20 x 265 CBOE LATE Vega=$133k IBM=149.93 Ref
SPLIT TICKET:
>>3972 IBM Nov23 150 Calls $4.85 (CboeTheo=4.82) ASK [CBOE] 13:39:03.831 IV=19.0% +1.5 AMEX 117 x $4.75 - $4.90 x 87 PHLX LATE Vega=$91k IBM=149.93 Ref
SWEEP DETECTED:
>>2563 AMZN Sep23 22nd 138 Calls $0.968 (CboeTheo=0.95) Above Ask! [MULTI] 13:41:02.235 IV=33.4% +2.4 BXO 51 x $0.95 - $0.96 x 28 MPRL Vega=$10k AMZN=136.93 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1535 VKTX Oct23 16.0 Calls $0.45 (CboeTheo=0.43) ASK [MULTI] 13:43:58.765 IV=77.9% +7.2 MPRL 37 x $0.35 - $0.45 x 301 PHLX
Delta=27%, EST. IMPACT = 42k Shares ($567k) To Buy VKTX=13.53 Ref
>>Unusual Volume VKTX - 3x market weighted volume: 5100 = 10.7k projected vs 3553 adv, 95% calls, 9% of OI [VKTX 13.85 +0.05 Ref, IV=78.5% +5.8]
TRADE CXLD:
>>1400 SPX Dec23 4450 Calls $138.25 (CboeTheo=138.42) ASK CBOE 13:32:22.635 IV=13.2% -0.1 CBOE 165 x $137.60 - $138.60 x 15 CBOE LATE Vega=$1.18m SPX=4498.84 Fwd
TRADE CXLD:
>>1400 SPX Dec23 4450 Puts $90.00 (CboeTheo=90.23) BID CBOE 13:32:22.563 IV=13.2% -0.1 CBOE 255 x $90.00 - $90.70 x 135 CBOE LATE Vega=$1.18m SPX=4498.84 Fwd
>>1400 SPX Dec23 4450 Puts $90.00 (CboeTheo=91.99) Below Bid! CBOE 13:45:08.942 IV=13.0% -0.3 CBOE 135 x $91.70 - $92.40 x 135 CBOE LATE Vega=$1.18m SPX=4494.76 Fwd
>>2000 BAC Oct23 29.0 Calls $0.83 (CboeTheo=0.83) ASK PHLX 13:45:51.208 IV=24.5% +0.3 EMLD 1049 x $0.82 - $0.83 x 70 MPRL SPREAD/CROSS/TIED Vega=$6616 BAC=28.89 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 1975 TIGR Jan24 3.0 Calls $1.861 (CboeTheo=1.91) Below Bid! [MULTI] 13:47:04.680 IV=57.4% -15.5 MPRL 69 x $1.87 - $1.93 x 9 ISE ISO
Delta=95%, EST. IMPACT = 188k Shares ($914k) To Sell TIGR=4.86 Ref
TRADE CXLD:
>>1400 SPX Dec23 4450 Puts $90.00 (CboeTheo=91.99) Below Bid! CBOE 13:45:08.942 IV=13.0% -0.3 CBOE 135 x $91.70 - $92.40 x 135 CBOE LATE Vega=$1.18m SPX=4494.76 Fwd
SPLIT TICKET:
>>1000 XSP Sep23 20th 439 Puts $0.05 (CboeTheo=0.04) ASK [CBOE] 13:47:32.506 IV=46.9% +31.0 CBOE 2194 x $0.03 - $0.05 x 402 CBOE OPENING Vega=$601 XSP=444.83 Fwd
SPLIT TICKET:
>>1000 XSP Sep23 20th 451 Calls $0.04 (CboeTheo=0.04) ASK [CBOE] 13:48:23.616 IV=46.6% +31.4 CBOE 1 x $0.03 - $0.04 x 673 CBOE OPENING Vega=$518 XSP=444.86 Fwd
>>9134 IBM Dec23 160 Calls $1.54 (CboeTheo=1.54) ASK PHLX 13:48:50.285 IV=16.7% +1.0 NOM 33 x $1.47 - $1.59 x 33 NOM AUCTION - OPENING Vega=$203k IBM=149.73 Ref
SWEEP DETECTED:
>>4299 CCL Oct23 15.0 Calls $0.96 (CboeTheo=0.97) BID [MULTI] 13:48:54.930 IV=55.4% -0.8 AMEX 1033 x $0.96 - $0.98 x 222 C2 Vega=$7339 CCL=14.95 Ref
SWEEP DETECTED:
>>2498 TSLA Jan24 350 Calls $8.90 (CboeTheo=8.97) BID [MULTI] 13:53:46.289 IV=47.4% +0.5 CBOE 344 x $8.90 - $9.05 x 618 EDGX Vega=$121k TSLA=271.31 Ref
>>1000 VIX Oct23 18th 20.0 Calls $0.52 (CboeTheo=0.52) MID CBOE 13:53:56.204 IV=105.0% +2.2 CBOE 2122 x $0.50 - $0.54 x 25k CBOE FLOOR Vega=$1296 VIX=15.48 Fwd
>>7000 EQX Jan26 2.5 Puts $0.42 (CboeTheo=0.40) ASK ARCA 13:54:41.650 IV=68.6% +12.0 NOM 271 x $0.35 - $0.45 x 722 BOX CROSS - OPENING/COMPLEX SSR Vega=$9479 EQX=4.42 Ref
>>2500 AAL Jan26 8.0 Puts $0.88 (CboeTheo=0.86) ASK PHLX 13:55:03.565 IV=49.4% +0.9 ARCA 28 x $0.84 - $0.88 x 17 BOX SPREAD/CROSS/TIED - OPENING Vega=$10k AAL=13.20 Ref
SWEEP DETECTED:
>>2117 SQ Oct23 53.0 Calls $0.803 (CboeTheo=0.82) Below Bid! [MULTI] 13:56:44.357 IV=39.2% -0.1 GEMX 30 x $0.82 - $0.83 x 6 BZX OPENING 52WeekLow Vega=$9702 SQ=48.74 Ref
SWEEP DETECTED:
>>5044 TSLA Sep23 29th 260 Puts $3.25 (CboeTheo=3.20) ASK [MULTI] 13:57:53.413 IV=45.7% +1.9 CBOE 641 x $3.15 - $3.25 x 819 CBOE OPENING Vega=$71k TSLA=271.04 Ref
>>2000 NKLA Oct23 2.0 Puts $0.64 (CboeTheo=0.65) MID AMEX 13:59:38.218 IV=161.8% -12.1 NOM 1 x $0.62 - $0.66 x 20 BZX TIED/FLOOR SSR Vega=$310 NKLA=1.50 Ref
>>2000 NKLA Oct23 2.0 Calls $0.15 (CboeTheo=0.13) Above Ask! AMEX 13:59:38.218 IV=179.1% +5.3 C2 104 x $0.12 - $0.14 x 10 GEMX TIED/FLOOR SSR Vega=$321 NKLA=1.50 Ref
>>17277 KVUE Dec23 22.5 Calls $0.60 (CboeTheo=0.57) ASK BOX 14:01:26.707 IV=25.7% +0.8 EMLD 5 x $0.55 - $0.60 x 87 C2 SPREAD/FLOOR Vega=$66k KVUE=21.21 Ref
>>26991 KVUE Nov23 21.0 Calls $1.09 (CboeTheo=1.08) ASK BOX 14:01:26.707 IV=25.7% -1.5 PHLX 3141 x $1.00 - $1.15 x 61 C2 SPREAD/FLOOR - OPENING Vega=$89k KVUE=21.21 Ref
SWEEP DETECTED:
>>3019 AAPL Sep23 29th 175 Puts $1.672 (CboeTheo=1.69) Below Bid! [MULTI] 14:02:08.957 IV=22.8% -0.1 BZX 177 x $1.68 - $1.70 x 77 ARCA Vega=$32k AAPL=176.65 Ref
SPLIT TICKET:
>>1000 VIX Oct23 18th 12.5 Puts $0.10 (CboeTheo=0.10) ASK [CBOE] 14:02:19.600 IV=59.7% +3.9 CBOE 1000 x $0.09 - $0.10 x 1 CBOE Vega=$649 VIX=15.53 Fwd
SPLIT TICKET:
>>1000 VIX Oct23 18th 12.5 Puts $0.10 (CboeTheo=0.10) ASK [CBOE] 14:03:55.005 IV=59.7% +3.9 CBOE 1000 x $0.09 - $0.10 x 2 CBOE Vega=$649 VIX=15.53 Fwd
>>4000 MPW Sep23 22nd 6.5 Puts $0.53 (CboeTheo=0.57) BID ISE 14:04:20.404 EMLD 81 x $0.52 - $0.58 x 2 ISE SPREAD/CROSS 52WeekLow Vega=$0 MPW=5.95 Ref
>>4000 MPW Oct23 6.0 Puts $0.44 (CboeTheo=0.44) MID ISE 14:04:20.404 IV=61.8% +1.9 BOX 13 x $0.43 - $0.46 x 55 NOM SPREAD/CROSS 52WeekLow Vega=$2717 MPW=5.95 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 736 SPRY Nov23 2.5 Puts $0.20 (CboeTheo=0.23) BID [MULTI] 14:06:50.469 IV=90.0% -60.5 MIAX 604 x $0.20 - $0.25 x 99 ARCA OPENING SSR
Delta=-26%, EST. IMPACT = 19k Shares ($56k) To Buy SPRY=2.92 Ref
SWEEP DETECTED:
>>7791 NKLA Sep23 22nd 1.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 14:09:25.084 IV=195.5% -10.7 MPRL 7 x $0.09 - $0.10 x 1434 MRX ISO SSR Vega=$347 NKLA=1.48 Ref
SWEEP DETECTED:
>>2500 AAPL Oct23 165 Puts $0.93 (CboeTheo=0.92) ASK [MULTI] 14:09:33.835 IV=24.7% -0.6 BXO 135 x $0.92 - $0.93 x 690 C2 Vega=$29k AAPL=176.77 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 890 MERC Nov23 10.0 Calls $0.30 (CboeTheo=0.22) ASK [MULTI] 14:10:10.348 IV=56.2% +4.9 PHLX 78 x $0.10 - $0.30 x 250 MIAX
Delta=29%, EST. IMPACT = 25k Shares ($217k) To Buy MERC=8.56 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 646 MERC Nov23 10.0 Calls $0.30 (CboeTheo=0.32) BID [MULTI] 14:10:17.604 IV=55.2% +3.9 MIAX 247 x $0.30 - $0.35 x 164 CBOE
Delta=29%, EST. IMPACT = 19k Shares ($160k) To Sell MERC=8.61 Ref
SWEEP DETECTED:
>>2905 TSLA Sep23 22nd 280 Calls $1.12 (CboeTheo=1.08) Above Ask! [MULTI] 14:11:33.653 IV=51.5% +4.4 BZX 52 x $1.07 - $1.09 x 8 BXO Vega=$16k TSLA=270.25 Ref
>>2000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 14:14:13.639 IV=60.5% +5.3 CBOE 1500 x $0.05 - $0.06 x 500 CBOE Vega=$926 VIX=15.52 Fwd
SPLIT TICKET:
>>2500 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK [CBOE] 14:14:13.639 IV=60.5% +5.3 CBOE 1500 x $0.05 - $0.06 x 500 CBOE Vega=$1157 VIX=15.52 Fwd
SWEEP DETECTED:
>>5406 NKLA Sep23 22nd 1.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 14:14:41.799 IV=201.7% -4.5 MPRL 31 x $0.09 - $0.10 x 1873 EMLD ISO SSR Vega=$242 NKLA=1.48 Ref
>>Market Color VKTX - Bullish option flow detected in Viking Therapeutics (13.85 +0.05) with 5,468 calls trading (2x expected) and implied vol increasing over 9 points to 81.86%. . The Put/Call Ratio is 0.05. Earnings are expected on 10/25. (Autocolor ([VKTX 13.85 +0.05 Ref, IV=81.9% +9.2] #Bullish
SWEEP DETECTED:
>>2700 HAL Sep23 29th 41.0 Puts $0.37 (CboeTheo=0.35) ASK [MULTI] 14:18:23.804 IV=29.3% -0.1 EDGX 475 x $0.34 - $0.37 x 33 EDGX OPENING Vega=$6199 HAL=41.94 Ref
>>3380 NKLA Sep23 22nd 1.5 Puts $0.11 (CboeTheo=0.10) ASK MIAX 14:18:27.838 IV=220.2% +14.0 C2 154 x $0.10 - $0.11 x 4859 C2 SPREAD/LEGGED SSR Vega=$151 NKLA=1.48 Ref
>>1250 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) ASK CBOE 14:22:48.852 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.06 x 500 CBOE Vega=$575 VIX=15.58 Fwd
>>1000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) ASK CBOE 14:22:48.852 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.06 x 500 CBOE Vega=$460 VIX=15.58 Fwd
SPLIT TICKET:
>>2750 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.06) MID [CBOE] 14:22:48.852 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.07 x 7180 CBOE Vega=$1266 VIX=15.58 Fwd
>>5278 CVS Oct23 71.0 Puts $1.54 (CboeTheo=1.51) ASK MIAX 14:23:26.375 IV=21.6% +0.4 PHLX 102 x $1.44 - $1.62 x 144 PHLX COB/AUCTION - OPENING Vega=$43k CVS=71.66 Ref
>>10556 CVS Oct23 65.0 Puts $0.22 (CboeTheo=0.24) BID MIAX 14:23:26.375 IV=25.2% -0.6 PHLX 864 x $0.22 - $0.24 x 10 BXO COB/AUCTION - OPENING Vega=$36k CVS=71.67 Ref
>>2000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 14:24:15.244 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.06 x 2750 CBOE Vega=$920 VIX=15.58 Fwd
>>2000 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 14:24:15.244 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.06 x 750 CBOE Vega=$920 VIX=15.58 Fwd
SPLIT TICKET:
>>4750 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK [CBOE] 14:24:15.244 IV=61.1% +5.8 CBOE 1500 x $0.05 - $0.06 x 750 CBOE Vega=$2186 VIX=15.58 Fwd
>>2247 SQ Oct23 47.0 Puts $1.42 (CboeTheo=1.42) MID PHLX 14:24:45.364 IV=40.8% -1.1 ARCA 78 x $1.41 - $1.43 x 26 MPRL SPREAD/FLOOR - OPENING 52WeekLow Vega=$12k SQ=48.65 Ref
>>2346 CVS Oct23 65.0 Puts $0.22 (CboeTheo=0.23) BID BOX 14:24:58.282 IV=25.3% -0.5 ARCA 1360 x $0.22 - $0.24 x 80 C2 COB Vega=$8012 CVS=71.70 Ref
>>1500 VIX Oct23 18th 12.0 Puts $0.06 (CboeTheo=0.05) ASK CBOE 14:25:14.270 IV=60.5% +5.3 CBOE 1500 x $0.05 - $0.06 x 500 CBOE Vega=$694 VIX=15.53 Fwd
>>7958 TSLA Sep23 29th 270 Puts $6.45 (CboeTheo=6.46) MID BOX 14:29:43.625 IV=44.0% +1.3 BOX 123 x $6.40 - $6.50 x 211 AMEX COB - OPENING Vega=$135k TSLA=271.81 Ref
>>7958 TSLA Sep23 29th 265 Puts $4.50 (CboeTheo=4.47) ASK BOX 14:29:43.625 IV=44.8% +1.5 EDGX 355 x $4.40 - $4.50 x 442 EDGX COB - OPENING Vega=$125k TSLA=271.81 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 766 LEG Dec23 25.0 Puts $1.152 (CboeTheo=1.18) BID [MULTI] 14:35:08.973 IV=26.9% -1.4 BXO 16 x $1.15 - $1.25 x 36 PHLX ISO - OPENING
Delta=-44%, EST. IMPACT = 33k Shares ($852k) To Buy LEG=25.45 Ref
SWEEP DETECTED:
>>4236 NKLA Sep23 22nd 1.5 Puts $0.11 (CboeTheo=0.10) ASK [MULTI] 14:35:21.092 IV=216.0% +9.8 C2 34 x $0.10 - $0.11 x 474 C2 ISO SSR Vega=$188 NKLA=1.48 Ref
SWEEP DETECTED:
>>3345 NIO May24 6.0 Puts $0.58 (CboeTheo=0.57) ASK [MULTI] 14:35:58.377 IV=73.2% +2.1 BXO 59 x $0.57 - $0.58 x 1383 C2 ISO SSR Vega=$5795 NIO=8.85 Ref
>>3247 ENVX Apr24 18.0 Calls $1.75 (CboeTheo=1.80) BID CBOE 14:36:52.465 IV=78.5% -1.5 AMEX 363 x $1.75 - $1.85 x 63 EDGX FLOOR - OPENING Vega=$13k ENVX=13.05 Ref
SPLIT TICKET:
>>3597 ENVX Apr24 18.0 Calls $1.75 (CboeTheo=1.80) BID [CBOE] 14:36:52.465 IV=78.5% -1.5 AMEX 363 x $1.75 - $1.85 x 63 EDGX FLOOR - OPENING Vega=$14k ENVX=13.05 Ref
>>2000 SGEN Oct23 195 Calls $15.81 (CboeTheo=15.91) BID AMEX 14:40:02.227 IV=29.7% +0.6 PHLX 10 x $14.50 - $17.80 x 10 PHLX SPREAD/CROSS - OPENING Vega=$34k SGEN=207.78 Ref
>>2000 SGEN Oct23 195 Puts $2.23 (CboeTheo=2.16) ASK AMEX 14:40:02.227 IV=30.7% +1.6 PHLX 10 x $1.80 - $2.50 x 24 NOM SPREAD/CROSS - OPENING Vega=$34k SGEN=207.78 Ref
>>2000 HTGC Apr24 17.0 Calls $0.52 (CboeTheo=0.54) BID ARCA 14:41:20.169 IV=21.3% +0.1 PHLX 74 x $0.50 - $0.60 x 11 BOX SPREAD/FLOOR - OPENING Vega=$7902 HTGC=16.70 Ref
>>Unusual Volume CLX - 3x market weighted volume: 5667 = 8933 projected vs 2812 adv, 62% puts, 12% of OI [CLX 136.60 -1.83 Ref, IV=20.5% -0.5]
>>2966 AMZN Sep23 22nd 141 Calls $0.25 (CboeTheo=0.25) ASK CBOE 14:45:40.695 IV=31.8% +1.2 BXO 100 x $0.24 - $0.25 x 1 NOM AUCTION Vega=$7253 AMZN=137.39 Ref
SWEEP DETECTED:
>>5001 AMZN Sep23 22nd 141 Calls $0.248 (CboeTheo=0.24) Above Ask! [MULTI] 14:45:40.371 IV=31.8% +1.2 C2 305 x $0.23 - $0.24 x 218 MPRL Vega=$12k AMZN=137.32 Ref
>>20000 WFC Oct23 38.0 Calls $5.65 (CboeTheo=5.69) BID BOX 14:47:35.610 IV=31.1% -2.6 BXO 8 x $5.65 - $5.75 x 148 CBOE SPREAD/CROSS - OPENING Vega=$30k WFC=43.35 Ref
>>20000 WFC Oct23 38.0 Puts $0.13 (CboeTheo=0.14) BID BOX 14:47:35.610 IV=33.2% -0.4 C2 1022 x $0.13 - $0.14 x 1057 C2 SPREAD/CROSS - OPENING Vega=$34k WFC=43.35 Ref
>>2500 KVUE Oct23 13th 21.0 Puts $0.40 (CboeTheo=0.42) MID BOX 14:47:40.384 IV=23.3% -3.2 AMEX 4431 x $0.35 - $0.45 x 1073 PHLX CROSS Vega=$5201 KVUE=21.11 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1900 GT Jan24 14.0 Calls $0.95 (CboeTheo=0.90) ASK [MULTI] 14:47:53.412 IV=40.9% +3.4 MIAX 461 x $0.85 - $0.95 x 454 EMLD ISO - OPENING
Delta=46%, EST. IMPACT = 88k Shares ($1.15m) To Buy GT=13.09 Ref
SWEEP DETECTED:
>>2107 TSLA Sep23 29th 280 Calls $3.994 (CboeTheo=3.92) ASK [MULTI] 14:48:17.474 IV=43.4% +0.5 C2 1771 x $3.95 - $4.00 x 260 AMEX Vega=$33k TSLA=270.84 Ref
SWEEP DETECTED:
>>2000 RIG Sep23 29th 7.5 Puts $0.03 (CboeTheo=0.04) BID [MULTI] 14:49:29.713 IV=50.2% -2.8 C2 642 x $0.03 - $0.04 x 17 BZX OPENING Vega=$448 RIG=8.29 Ref
>>2700 SNAP Oct23 10.5 Calls $0.16 (CboeTheo=0.15) ASK CBOE 14:51:08.268 IV=54.2% +0.2 C2 401 x $0.15 - $0.16 x 1395 GEMX FLOOR - OPENING Vega=$2074 SNAP=9.12 Ref
SWEEP DETECTED:
>>3500 PFE Oct23 37.5 Calls $0.04 (CboeTheo=0.04) BID [MULTI] 14:51:07.107 IV=21.6% +1.2 C2 802 x $0.04 - $0.05 x 1886 EMLD Vega=$3573 PFE=33.58 Ref
>>2500 AMD Jan24 70.0 Puts $0.81 (CboeTheo=0.81) MID BOX 14:54:21.782 IV=48.1% -0.2 BOX 306 x $0.80 - $0.83 x 8 ARCA CROSS Vega=$18k AMD=101.72 Ref
>>8000 TSLA Jan24 450 Puts $179.80 (CboeTheo=179.53) ASK PHLX 14:56:33.704 IV=57.7% +6.9 BOX 53 x $178.80 - $180.20 x 57 CBOE FLOOR - OPENING Vega=$96k TSLA=270.47 Ref
>>5700 TSLA Jan24 530 Puts $260.10 (CboeTheo=259.53) ASK PHLX 14:56:33.704 IV=74.9% +19.7 ARCA 50 x $257.90 - $261.10 x 50 ARCA FLOOR - OPENING Vega=$80k TSLA=270.47 Ref
SPLIT TICKET:
>>6050 TSLA Jan24 530 Puts $260.097 (CboeTheo=259.53) ASK [PHLX] 14:56:33.704 IV=74.9% +19.7 ARCA 50 x $257.90 - $261.10 x 50 ARCA FLOOR - OPENING Vega=$85k TSLA=270.47 Ref
>>2400 KO Nov23 65.0 Puts $6.50 (CboeTheo=6.51) MID PHLX 14:56:42.206 PHLX 134 x $6.45 - $6.55 x 16 BXO FLOOR - OPENING Vega=$0 KO=58.48 Ref
>>4600 KO Jan24 80.0 Puts $21.50 (CboeTheo=21.51) BID PHLX 14:56:42.206 BOX 28 x $21.45 - $21.60 x 17 BXO FLOOR - OPENING Vega=$0 KO=58.48 Ref
>>8000 ZM Jan24 135 Puts $65.40 (CboeTheo=65.40) MID PHLX 14:56:46.495 IV=67.0% +14.6 EDGX 5 x $65.20 - $65.60 x 5 NOM SPREAD/FLOOR - OPENING Vega=$9125 ZM=69.60 Ref
>>8000 ZM Jan24 130 Puts $60.40 (CboeTheo=60.40) BID PHLX 14:56:46.495 IV=63.8% +12.6 EDGX 3 x $60.25 - $60.60 x 24 BOX SPREAD/FLOOR - OPENING Vega=$9253 ZM=69.60 Ref
>>2000 UPS Oct23 182.5 Puts $24.50 (CboeTheo=24.49) ASK PHLX 14:56:50.907 IV=30.0% +8.1 BXO 12 x $24.35 - $24.60 x 20 ARCA SPREAD/FLOOR - OPENING Vega=$3626 UPS=158.01 Ref
>>2000 UPS Oct23 180 Puts $22.00 (CboeTheo=21.99) ASK PHLX 14:56:50.907 IV=27.7% +7.2 BXO 12 x $21.80 - $22.10 x 20 ARCA SPREAD/FLOOR - OPENING Vega=$3915 UPS=158.01 Ref
>>2750 SQ Jan24 100 Puts $51.65 (CboeTheo=51.67) BID PHLX 14:57:01.056 ARCA 6 x $51.45 - $51.90 x 10 BOX FLOOR - OPENING 52WeekLow Vega=$0 SQ=48.33 Ref
>>2000 DLTR Jan24 150 Puts $37.90 (CboeTheo=38.01) BID PHLX 14:57:14.256 BOX 18 x $37.70 - $38.35 x 20 BZX FLOOR - OPENING Vega=$0 DLTR=111.99 Ref
>>2050 DLTR Dec23 150 Puts $37.95 (CboeTheo=38.01) BID PHLX 14:57:14.256 EDGX 3 x $37.90 - $38.15 x 4 EDGX FLOOR - OPENING Vega=$0 DLTR=111.99 Ref
SPLIT TICKET:
>>2150 DOCU Jan24 270 Puts $226.058 (CboeTheo=226.15) BID [PHLX] 14:57:12.774 BOX 30 x $225.75 - $227.25 x 57 BZX FLOOR - OPENING Vega=$0 DOCU=43.84 Ref
>>2600 SE Jan24 180 Puts $142.20 (CboeTheo=142.23) BID PHLX 14:57:18.517 EDGX 5 x $142.10 - $142.35 x 5 EDGX FLOOR - OPENING Vega=$0 SE=37.77 Ref
>>6500 DIS Jan24 160 Puts $76.95 (CboeTheo=77.07) BID PHLX 14:57:19.789 BOX 27 x $76.80 - $77.45 x 55 ARCA FLOOR - OPENING Vega=$0 DIS=82.93 Ref
>>2500 DIS Jan24 120 Puts $37.00 (CboeTheo=37.07) BID PHLX 14:57:19.789 ARCA 1 x $37.00 - $37.15 x 1 ARCA FLOOR - OPENING Vega=$0 DIS=82.93 Ref
>>7500 DIS Sep23 22nd 90.0 Puts $7.10 (CboeTheo=7.07) ASK PHLX 14:57:19.789 IV=60.7% +11.6 PHLX 41 x $7.00 - $7.15 x 56 ARCA FLOOR - OPENING Vega=$3490 DIS=82.93 Ref
>>10900 DIS Sep23 22nd 89.0 Puts $6.05 (CboeTheo=6.07) BID PHLX 14:57:19.789 BOX 23 x $6.00 - $6.15 x 36 ARCA FLOOR - OPENING Vega=$0 DIS=82.93 Ref
>>2450 DG Sep23 29th 135 Puts $18.70 (CboeTheo=18.67) ASK PHLX 14:57:22.664 IV=50.5% +5.9 BXO 6 x $18.50 - $18.80 x 5 GEMX FLOOR - OPENING 52WeekLow Vega=$2526 DG=116.33 Ref
>>2500 BAX Oct23 45.0 Puts $6.70 (CboeTheo=6.47) Above Ask! PHLX 14:57:31.490 IV=47.3% +18.1 MIAX 11 x $6.40 - $6.60 x 48 NOM SPREAD/FLOOR Vega=$5918 BAX=38.52 Ref
>>2500 BAX Oct23 46.0 Puts $7.70 (CboeTheo=7.47) ASK PHLX 14:57:31.490 IV=51.9% +19.1 BOX 31 x $6.60 - $8.20 x 31 BOX SPREAD/FLOOR - OPENING Vega=$5634 BAX=38.52 Ref
>>2500 BABA Jan24 130 Puts $43.60 (CboeTheo=43.61) MID PHLX 14:57:39.127 BXO 8 x $43.50 - $43.70 x 69 EDGX FLOOR - OPENING Vega=$0 BABA=86.39 Ref
>>5600 BABA Jan24 135 Puts $48.60 (CboeTheo=48.61) MID PHLX 14:57:39.127 EDGX 5 x $48.50 - $48.70 x 50 EDGX FLOOR - OPENING Vega=$0 BABA=86.39 Ref
>>2200 PYPL Jan24 90.0 Puts $28.40 (CboeTheo=28.41) MID PHLX 14:57:40.659 ARCA 1 x $28.35 - $28.45 x 30 BOX FLOOR - OPENING Vega=$0 PYPL=61.59 Ref
>>2475 BA Oct23 240 Puts $36.05 (CboeTheo=36.08) MID PHLX 14:57:45.654 BXO 30 x $35.75 - $36.35 x 61 BZX FLOOR - OPENING Vega=$0 BA=203.92 Ref
>>2000 MSFT Sep23 22nd 350 Puts $25.20 (CboeTheo=25.69) BID PHLX 14:58:00.264 BZX 90 x $24.10 - $26.80 x 84 BZX FLOOR - OPENING Vega=$0 MSFT=324.31 Ref
>>2200 MRNA Oct23 150 Puts $45.55 (CboeTheo=45.40) ASK PHLX 14:58:15.513 IV=73.5% +21.8 BOX 9 x $44.90 - $45.75 x 9 BOX FLOOR - OPENING Vega=$5471 MRNA=104.59 Ref
>>7000 AAPL Sep23 22nd 190 Puts $13.00 (CboeTheo=12.86) BID PHLX 14:58:17.299 IV=60.2% +30.9 PHLX 100 x $12.70 - $13.50 x 46 EDGX FLOOR - OPENING Vega=$11k AAPL=177.15 Ref
>>6300 AAPL Sep23 22nd 187.5 Puts $10.50 (CboeTheo=10.36) MID PHLX 14:58:17.299 IV=51.3% +25.5 BZX 26 x $10.25 - $10.75 x 72 ARCA FLOOR - OPENING Vega=$11k AAPL=177.15 Ref
>>1000 SPX Dec23 2900 Puts $2.28 (CboeTheo=2.30) BID CBOE 15:00:23.906 IV=38.8% -0.0 CBOE 1568 x $2.20 - $2.40 x 1379 CBOE LATE Vega=$50k SPX=4479.85 Fwd
SWEEP DETECTED:
>>2594 JD Jan24 42.5 Calls $0.49 (CboeTheo=0.49) BID [MULTI] 15:00:55.357 IV=44.1% +0.8 BXO 11 x $0.49 - $0.50 x 131 EDGX 52WeekLow Vega=$10k JD=30.59 Ref
TRADE CXLD:
>>1000 SPX Dec23 2900 Puts $2.28 (CboeTheo=2.30) BID CBOE 15:00:23.906 IV=38.8% -0.0 CBOE 1568 x $2.20 - $2.40 x 1379 CBOE LATE Vega=$50k SPX=4479.85 Fwd
>>4500 TSEM Jan24 38.0 Puts $11.90 (CboeTheo=11.95) BID PHLX 15:03:38.748 C2 4 x $11.90 - $12.00 x 32 BXO FLOOR - OPENING 52WeekLow Vega=$0 TSEM=26.05 Ref
>>3500 TSEM Jan24 40.0 Puts $13.90 (CboeTheo=13.95) MID PHLX 15:03:38.748 BOX 31 x $13.80 - $14.00 x 22 BOX FLOOR - OPENING 52WeekLow Vega=$0 TSEM=26.05 Ref
>>9000 TSEM Oct23 37.0 Puts $10.90 (CboeTheo=10.96) BID PHLX 15:03:38.748 BOX 31 x $10.80 - $11.10 x 10 NOM FLOOR 52WeekLow Vega=$0 TSEM=26.05 Ref
>>5415 TSLA Oct23 6th 270 Puts $11.13 (CboeTheo=11.03) MID ISE 15:04:05.934 IV=50.8% +1.7 MIAX 15 x $10.85 - $11.40 x 1 NOM COB - OPENING Vega=$122k TSLA=269.98 Ref
>>5415 TSLA Oct23 6th 275 Puts $13.77 (CboeTheo=13.70) BID ISE 15:04:05.934 IV=50.4% +1.5 ARCA 17 x $13.50 - $14.35 x 1 MIAX COB - OPENING Vega=$122k TSLA=269.98 Ref
>>2020 BAC Jan24 38.0 Puts $9.26 (CboeTheo=9.23) ASK BOX 15:04:43.781 IV=34.3% +10.4 C2 148 x $9.20 - $9.30 x 1031 PHLX SPREAD/FLOOR Vega=$3317 BAC=28.77 Ref
>>2260 KO Jan24 80.0 Puts $21.60 (CboeTheo=21.55) ASK BOX 15:04:48.871 IV=37.3% +16.2 EDGX 8 x $21.50 - $21.60 x 10 BOX SPREAD/FLOOR - OPENING Vega=$7210 KO=58.45 Ref
>>2120 CHWY Oct23 30.0 Puts $11.50 (CboeTheo=11.52) MID BOX 15:04:54.083 ARCA 57 x $11.45 - $11.55 x 52 MPRL SPREAD/FLOOR 52WeekLow Vega=$0 CHWY=18.48 Ref
>>2500 TSLA Jan24 500 Puts $230.95 (CboeTheo=229.83) ASK BOX 15:05:04.128 IV=73.1% +19.6 NOM 95 x $228.45 - $231.10 x 95 NOM SPREAD/FLOOR - OPENING Vega=$48k TSLA=270.17 Ref
>>2500 TSLA Jan24 450 Puts $180.95 (CboeTheo=179.83) ASK BOX 15:05:04.128 IV=63.3% +12.5 NOM 95 x $178.70 - $180.95 x 50 ARCA SPREAD/FLOOR - OPENING Vega=$52k TSLA=270.17 Ref
>>2740 CHWY Jun24 40.0 Puts $21.45 (CboeTheo=21.51) BID BOX 15:05:10.026 MIAX 20 x $21.45 - $21.55 x 5 AMEX SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 CHWY=18.48 Ref
>>2740 CHWY Oct23 30.0 Puts $11.45 (CboeTheo=11.52) BID BOX 15:05:10.026 CBOE 61 x $11.45 - $11.55 x 52 MPRL SPREAD/FLOOR 52WeekLow Vega=$0 CHWY=18.48 Ref
>>2820 BABA Jan24 135 Puts $48.80 (CboeTheo=48.72) ASK BOX 15:05:15.332 IV=52.0% +11.5 EDGX 4 x $48.65 - $48.80 x 27 NOM SPREAD/FLOOR - OPENING Vega=$11k BABA=86.28 Ref
>>2900 ZM Jan24 150 Puts $80.70 (CboeTheo=80.51) ASK BOX 15:05:28.259 IV=84.6% +28.8 BZX 77 x $80.20 - $80.80 x 77 BZX SPREAD/FLOOR - OPENING Vega=$11k ZM=69.49 Ref
>>2900 ZM Jan24 130 Puts $60.70 (CboeTheo=60.51) ASK BOX 15:05:28.259 IV=71.7% +20.6 BOX 24 x $60.35 - $60.70 x 24 BOX SPREAD/FLOOR - OPENING Vega=$12k ZM=69.49 Ref
SWEEP DETECTED:
>>3134 KO Oct23 56.0 Puts $0.16 (CboeTheo=0.16) BID [MULTI] 15:05:29.963 IV=14.8% -0.0 C2 911 x $0.16 - $0.17 x 195 C2 OPENING Vega=$11k KO=58.47 Ref
>>2000 MSFT Oct23 360 Puts $35.05 (CboeTheo=35.51) BID BOX 15:05:33.811 BOX 30 x $35.05 - $36.55 x 44 NOM SPREAD/FLOOR - OPENING Vega=$0 MSFT=324.49 Ref
>>2000 MSFT Sep23 22nd 340 Puts $16.45 (CboeTheo=15.53) ASK BOX 15:05:33.811 IV=58.7% +32.7 BZX 137 x $14.45 - $16.45 x 131 ARCA SPREAD/FLOOR Vega=$11k MSFT=324.49 Ref
>>4690 LCID Jan24 20.0 Puts $14.40 (CboeTheo=14.45) BID BOX 15:05:44.440 NOM 11 x $14.40 - $14.50 x 169 PHLX SPREAD/FLOOR Vega=$0 LCID=5.55 Ref
>>4690 LCID Jan24 27.0 Puts $21.40 (CboeTheo=21.45) BID BOX 15:05:44.440 BZX 6 x $21.40 - $21.50 x 100 NOM SPREAD/FLOOR - OPENING Vega=$0 LCID=5.55 Ref
>>2380 RTX Jan25 105 Puts $30.10 (CboeTheo=30.29) BID BOX 15:05:50.424 EDGX 6 x $30.10 - $30.35 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 RTX=74.71 Ref
>>2110 RTX Oct23 85.0 Puts $10.35 (CboeTheo=10.29) ASK BOX 15:05:50.424 IV=31.3% +9.7 MPRL 18 x $10.25 - $10.35 x 28 BOX SPREAD/FLOOR - OPENING Vega=$5120 RTX=74.71 Ref
>>2110 RTX Nov23 95.0 Puts $20.20 (CboeTheo=20.29) BID BOX 15:05:50.424 BOX 22 x $20.20 - $20.35 x 22 BOX SPREAD/FLOOR - OPENING Vega=$0 RTX=74.71 Ref
>>2000 DIS Sep23 22nd 89.0 Puts $6.20 (CboeTheo=6.13) ASK BOX 15:05:57.024 IV=61.7% +15.3 PHLX 72 x $6.05 - $6.20 x 61 CBOE SPREAD/FLOOR Vega=$1522 DIS=82.88 Ref
>>4190 DIS Sep23 22nd 90.0 Puts $7.05 (CboeTheo=7.13) BID BOX 15:05:57.024 CBOE 93 x $7.05 - $7.20 x 75 CBOE SPREAD/FLOOR Vega=$0 DIS=82.88 Ref
>>3520 DIS Jan24 160 Puts $76.98 (CboeTheo=77.12) BID BOX 15:05:57.024 BOX 9 x $76.85 - $77.25 x 2 BZX SPREAD/FLOOR - OPENING Vega=$0 DIS=82.88 Ref
>>2000 DIS Jan24 120 Puts $37.05 (CboeTheo=37.12) BID BOX 15:05:57.024 ARCA 1 x $37.05 - $37.20 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$0 DIS=82.88 Ref
>>6020 PARA Jan24 25.0 Puts $11.61 (CboeTheo=11.62) ASK BOX 15:06:14.191 PHLX 153 x $11.55 - $11.65 x 14 NOM SPREAD/FLOOR - OPENING Vega=$0 PARA=13.38 Ref
>>2960 PARA Jan25 30.0 Puts $16.55 (CboeTheo=16.61) BID BOX 15:06:14.191 BXO 60 x $16.55 - $16.65 x 20 BOX SPREAD/FLOOR - OPENING Vega=$0 PARA=13.38 Ref
>>4900 PARA Jan24 22.5 Puts $9.15 (CboeTheo=9.12) ASK BOX 15:06:14.191 IV=62.2% +11.2 PHLX 196 x $9.05 - $9.15 x 22 MIAX SPREAD/FLOOR - OPENING Vega=$4303 PARA=13.38 Ref
>>12500 WFC Jan24 60.0 Puts $16.80 (CboeTheo=16.74) ASK BOX 15:06:26.568 IV=36.9% +11.2 BXO 14 x $16.65 - $16.80 x 15 BZX SPREAD/FLOOR - OPENING Vega=$32k WFC=43.27 Ref
>>12500 WFC Jan24 55.0 Puts $11.80 (CboeTheo=11.73) ASK BOX 15:06:26.568 IV=28.1% +5.0 PHLX 30 x $11.65 - $11.80 x 50 BXO SPREAD/FLOOR - OPENING Vega=$33k WFC=43.27 Ref
>>3750 SQ Jan24 100 Puts $51.70 (CboeTheo=51.75) BID PHLX 15:06:38.251 BOX 10 x $51.55 - $52.05 x 21 CBOE FLOOR - OPENING 52WeekLow Vega=$0 SQ=48.25 Ref
>>2950 SQ Jan24 75.0 Puts $26.70 (CboeTheo=26.75) BID PHLX 15:06:38.251 BOX 10 x $26.60 - $26.85 x 11 BZX FLOOR - OPENING 52WeekLow Vega=$0 SQ=48.25 Ref
>>2300 NVDA Sep23 22nd 470 Puts $39.60 (CboeTheo=39.55) ASK PHLX 15:06:58.370 IV=58.8% +15.7 ARCA 19 x $39.00 - $39.95 x 8 ISE FLOOR - OPENING Vega=$3352 NVDA=430.46 Ref
>>Unusual Volume GILD - 3x market weighted volume: 18.8k = 26.4k projected vs 6993 adv, 78% puts, 9% of OI [GILD 75.98 +0.21 Ref, IV=17.7% +0.2]
>>4350 BABA Jan24 135 Puts $48.75 (CboeTheo=48.77) ASK PHLX 15:07:33.219 NOM 54 x $48.60 - $48.85 x 39 EDGX FLOOR - OPENING Vega=$0 BABA=86.23 Ref
>>2650 BABA Jan24 120 Puts $33.75 (CboeTheo=33.77) MID PHLX 15:07:33.219 NOM 52 x $33.65 - $33.85 x 32 NOM FLOOR - OPENING Vega=$0 BABA=86.23 Ref
SPLIT TICKET:
>>3208 VIX Oct23 18th 29.0 Calls $0.21 (CboeTheo=0.20) ASK [CBOE] 15:07:47.624 IV=143.7% +2.5 CBOE 3 x $0.19 - $0.21 x 1000 CBOE Vega=$2188 VIX=15.63 Fwd
>>3750 SQ Jan24 100 Puts $51.80 (CboeTheo=51.78) ASK PHLX 15:08:58.618 IV=75.2% +21.7 CBOE 26 x $51.45 - $52.00 x 10 BOX FLOOR - OPENING 52WeekLow Vega=$4138 SQ=48.22 Ref
>>2950 SQ Jan24 75.0 Puts $26.80 (CboeTheo=26.79) ASK PHLX 15:08:58.618 IV=50.0% +3.3 BOX 10 x $26.65 - $26.90 x 15 BOX FLOOR - OPENING 52WeekLow Vega=$3765 SQ=48.22 Ref
>>2300 NVDA Sep23 22nd 470 Puts $39.80 (CboeTheo=39.85) BID PHLX 15:09:20.039 ARCA 4 x $39.05 - $40.85 x 16 BZX FLOOR - OPENING Vega=$0 NVDA=430.16 Ref
>>Unusual Volume CF - 3x market weighted volume: 7050 = 9813 projected vs 3224 adv, 54% puts, 10% of OI [CF 83.80 +0.90 Ref, IV=30.6% +0.1]
>>Unusual Volume MOS - 3x market weighted volume: 12.4k = 17.2k projected vs 5722 adv, 64% puts, 6% of OI [MOS 37.55 -1.81 Ref, IV=34.5% +2.7]
>>2650 BABA Jan24 120 Puts $33.80 (CboeTheo=33.79) BID PHLX 15:11:26.539 IV=38.5% +0.3 EDGX 55 x $33.70 - $33.95 x 148 EDGX FLOOR - OPENING Vega=$5617 BABA=86.20 Ref
>>4350 BABA Jan24 135 Puts $48.80 (CboeTheo=48.79) ASK PHLX 15:11:26.539 IV=49.1% +8.7 BZX 76 x $48.65 - $48.90 x 86 NOM FLOOR - OPENING Vega=$8184 BABA=86.20 Ref
>>1976 VIX Oct23 18th 25.0 Calls $0.30 (CboeTheo=0.28) ASK CBOE 15:11:28.624 IV=128.9% +3.1 CBOE 9334 x $0.27 - $0.30 x 3408 CBOE Vega=$1769 VIX=15.63 Fwd
>>1334 VIX Oct23 18th 25.0 Calls $0.30 (CboeTheo=0.28) ASK CBOE 15:11:28.624 IV=128.9% +3.1 CBOE 9334 x $0.27 - $0.30 x 2408 CBOE Vega=$1194 VIX=15.63 Fwd
>>1211 VIX Oct23 18th 25.0 Calls $0.30 (CboeTheo=0.28) ASK CBOE 15:11:28.624 IV=128.9% +3.1 CBOE 9334 x $0.27 - $0.30 x 2408 CBOE Vega=$1084 VIX=15.63 Fwd
>>1000 VIX Oct23 18th 25.0 Calls $0.30 (CboeTheo=0.28) ASK CBOE 15:11:28.624 IV=128.9% +3.1 CBOE 9334 x $0.27 - $0.30 x 2408 CBOE Vega=$895 VIX=15.63 Fwd
SPLIT TICKET:
>>7929 VIX Oct23 18th 25.0 Calls $0.30 (CboeTheo=0.28) ASK [CBOE] 15:11:28.624 IV=128.9% +3.1 CBOE 9334 x $0.27 - $0.30 x 3408 CBOE Vega=$7100 VIX=15.63 Fwd
>>2055 VIX Oct23 18th 30.0 Calls $0.21 (CboeTheo=0.20) ASK CBOE 15:14:16.919 IV=147.5% +2.8 CBOE 21k x $0.18 - $0.21 x 750 CBOE Vega=$1387 VIX=15.77 Fwd
>>1764 VIX Oct23 18th 30.0 Calls $0.21 (CboeTheo=0.20) ASK CBOE 15:14:16.919 IV=147.5% +2.8 CBOE 21k x $0.18 - $0.22 x 1257 CBOE Vega=$1191 VIX=15.77 Fwd
SPLIT TICKET:
>>4569 VIX Oct23 18th 30.0 Calls $0.21 (CboeTheo=0.20) ASK [CBOE] 15:14:16.919 IV=147.5% +2.8 CBOE 21k x $0.18 - $0.21 x 750 CBOE Vega=$3084 VIX=15.77 Fwd
SWEEP DETECTED:
>>3340 PFE Sep23 22nd 34.0 Calls $0.08 (CboeTheo=0.08) BID [MULTI] 15:14:17.228 IV=21.4% -0.6 EMLD 2075 x $0.08 - $0.09 x 2994 EMLD Vega=$2709 PFE=33.60 Ref
SPLIT TICKET:
>>1580 SPXW Sep23 21st 4345 Puts $0.45 (CboeTheo=0.40) ASK [CBOE] 15:17:54.770 IV=17.8% +0.4 CBOE 1209 x $0.35 - $0.45 x 855 CBOE OPENING Vega=$26k SPX=4423.61 Fwd
SPLIT TICKET:
>>1012 SPXW Sep23 20th 4420 Puts $5.419 (CboeTheo=5.65) Below Bid! [CBOE] 15:20:01.784 IV=38.3% +21.9 CBOE 95 x $5.60 - $5.80 x 75 CBOE Vega=$16k SPX=4420.58 Fwd
>>4720 VIX Oct23 18th 29.0 Calls $0.24 (CboeTheo=0.23) ASK CBOE 15:21:18.984 IV=144.1% +2.9 CBOE 27k x $0.21 - $0.24 x 2003 CBOE Vega=$3516 VIX=15.92 Fwd
>>2234 VIX Oct23 18th 29.0 Calls $0.24 (CboeTheo=0.23) ASK CBOE 15:21:18.984 IV=144.1% +2.9 CBOE 27k x $0.21 - $0.24 x 2003 CBOE Vega=$1664 VIX=15.92 Fwd
>>2105 VIX Oct23 18th 29.0 Calls $0.24 (CboeTheo=0.23) ASK CBOE 15:21:18.984 IV=144.1% +2.9 CBOE 27k x $0.21 - $0.24 x 2003 CBOE Vega=$1568 VIX=15.92 Fwd
SPLIT TICKET:
>>11062 VIX Oct23 18th 29.0 Calls $0.24 (CboeTheo=0.23) ASK [CBOE] 15:21:18.984 IV=144.1% +2.9 CBOE 27k x $0.21 - $0.24 x 2003 CBOE Vega=$8241 VIX=15.92 Fwd
TRADE CXLD:
>>12500 WFC Jan24 55.0 Puts $11.80 (CboeTheo=11.73) ASK BOX 15:06:26.568 IV=28.1% +5.0 PHLX 30 x $11.65 - $11.80 x 50 BXO SPREAD/FLOOR - OPENING Vega=$33k WFC=43.27 Ref
TRADE CXLD:
>>12500 WFC Jan24 60.0 Puts $16.80 (CboeTheo=16.74) ASK BOX 15:06:26.568 IV=36.9% +11.2 BXO 14 x $16.65 - $16.80 x 15 BZX SPREAD/FLOOR - OPENING Vega=$32k WFC=43.27 Ref
>>2240 DIS Jan24 160 Puts $77.36 (CboeTheo=77.32) ASK CBOE 15:21:56.669 IV=69.8% +28.6 ARCA 61 x $77.00 - $77.65 x 56 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$4540 DIS=82.67 Ref
SWEEP DETECTED:
>>2354 GILD Dec23 65.0 Puts $0.53 (CboeTheo=0.51) ASK [MULTI] 15:22:05.113 IV=27.6% -2.3 NOM 50 x $0.49 - $0.53 x 53 MPRL OPENING Vega=$16k GILD=76.00 Ref
>>7646 GILD Dec23 65.0 Puts $0.60 (CboeTheo=1.14) BID BOX 15:22:25.558 IV=28.6% -1.4 BOX 249 x $0.50 - $1.75 x 271 CBOE FLOOR - OPENING Vega=$54k GILD=75.95 Ref
>>2194 VIX Oct23 18th 23.0 Calls $0.42 (CboeTheo=0.41) ASK CBOE 15:22:27.142 IV=120.1% +2.4 CBOE 7407 x $0.39 - $0.42 x 1400 CBOE Vega=$2463 VIX=15.92 Fwd
SPLIT TICKET:
>>3500 VIX Oct23 18th 23.0 Calls $0.42 (CboeTheo=0.41) ASK [CBOE] 15:22:27.142 IV=120.1% +2.4 CBOE 7407 x $0.39 - $0.42 x 1400 CBOE Vega=$3928 VIX=15.92 Fwd
>>3000 BAC Nov23 28.0 Calls $1.61 (CboeTheo=1.61) MID AMEX 15:23:11.588 IV=24.7% -0.2 EMLD 92 x $1.60 - $1.62 x 342 EMLD SPREAD/CROSS - OPENING Vega=$13k BAC=28.61 Ref
>>3000 BAC Nov23 28.0 Puts $0.73 (CboeTheo=0.73) BID AMEX 15:23:11.588 IV=24.6% -0.3 C2 434 x $0.73 - $0.74 x 2415 EMLD SPREAD/CROSS Vega=$13k BAC=28.61 Ref
SWEEP DETECTED:
>>2085 CHPT Sep23 22nd 5.0 Puts $0.05 (CboeTheo=0.04) ASK [MULTI] 15:23:15.297 IV=91.1% -3.7 EMLD 1605 x $0.04 - $0.05 x 194 EMLD Vega=$251 CHPT=5.25 Ref
SWEEP DETECTED:
>>4363 ET Oct23 27th 14.0 Puts $0.27 (CboeTheo=0.28) BID [MULTI] 15:24:04.217 IV=15.1% -1.1 MPRL 999 x $0.27 - $0.30 x 1080 PHLX ISO - OPENING 52WeekHigh Vega=$7630 ET=13.93 Ref
>>2300 KO Nov23 65.0 Puts $6.44 (CboeTheo=6.43) BID CBOE 15:24:46.316 IV=19.4% +6.3 MIAX 60 x $6.40 - $6.50 x 104 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$3532 KO=58.56 Ref
>>2300 KO Jan24 80.0 Puts $21.44 (CboeTheo=21.43) ASK CBOE 15:24:46.400 IV=34.7% +13.7 EDGX 10 x $21.35 - $21.50 x 10 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$3535 KO=58.56 Ref
>>4000 TSLA Jan24 458.33 Puts $191.02 (CboeTheo=190.88) MID CBOE 15:25:07.111 IV=59.1% +7.9 CBOE 1 x $188.75 - $193.30 x 2 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$35k TSLA=267.45 Ref
>>4000 TSLA Jan24 450 Puts $182.69 (CboeTheo=182.52) BID CBOE 15:25:07.239 IV=57.7% +6.9 C2 1 x $180.35 - $185.10 x 2 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$40k TSLA=267.48 Ref
>>2624 MRNA Oct23 140 Puts $35.91 (CboeTheo=35.86) MID CBOE 15:25:30.150 IV=58.0% +10.2 BOX 9 x $35.60 - $36.20 x 26 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$4586 MRNA=104.14 Ref
>>3600 AMD Oct23 85.0 Calls $16.85 (CboeTheo=16.95) BID BOX 15:25:36.942 IV=41.5% -2.7 PHLX 49 x $16.85 - $17.05 x 125 MIAX SPREAD/CROSS - OPENING Vega=$13k AMD=101.09 Ref
>>3600 AMD Oct23 85.0 Puts $0.42 (CboeTheo=0.42) MID BOX 15:25:36.942 IV=44.1% -0.1 EMLD 1038 x $0.41 - $0.43 x 800 GEMX SPREAD/CROSS Vega=$14k AMD=101.09 Ref
>>5000 ZM Jan24 125 Puts $55.79 (CboeTheo=55.78) BID CBOE 15:25:42.345 IV=61.4% +11.2 BOX 229 x $55.65 - $56.00 x 24 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$6929 ZM=69.22 Ref
>>5000 ZM Jan24 130 Puts $60.79 (CboeTheo=60.78) ASK CBOE 15:25:42.421 IV=64.8% +13.7 EDGX 5 x $60.65 - $60.90 x 16 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$6794 ZM=69.22 Ref
>>2700 PARA Jan24 25.0 Puts $11.65 (CboeTheo=11.64) MID CBOE 15:25:59.854 IV=66.5% +12.9 ARCA 77 x $11.60 - $11.70 x 24 AMEX SPREAD/LEGGED/FLOOR Vega=$882 PARA=13.36 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 1300 NTR Sep23 22nd 63.0 Puts $0.549 (CboeTheo=0.48) ASK [MULTI] 15:26:23.468 IV=36.2% +6.8 PHLX 435 x $0.40 - $0.55 x 157 EDGX OPENING
Delta=-43%, EST. IMPACT = 56k Shares ($3.54m) To Sell NTR=63.23 Ref
>>18400 AMD Oct23 85.0 Calls $16.90 (CboeTheo=16.98) BID BOX 15:27:05.489 IV=42.0% -2.2 MIAX 46 x $16.90 - $17.05 x 91 MIAX SPREAD/CROSS - OPENING Vega=$66k AMD=101.13 Ref
>>18400 AMD Oct23 85.0 Puts $0.42 (CboeTheo=0.42) MID BOX 15:27:05.489 IV=44.2% -0.1 GEMX 890 x $0.41 - $0.43 x 899 C2 SPREAD/CROSS - OPENING Vega=$74k AMD=101.13 Ref
>>2191 SQ Jan24 100 Puts $52.03 (CboeTheo=51.88) BID CBOE 15:27:35.851 IV=82.4% +28.9 PHLX 31 x $51.75 - $52.35 x 32 BZX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$6435 SQ=48.12 Ref
>>4000 META Oct23 245 Calls $57.70 (CboeTheo=57.63) MID PHLX 15:27:50.078 IV=42.5% +0.4 AMEX 10 x $57.50 - $57.90 x 10 AMEX SPREAD/CROSS/TIED - OPENING Vega=$29k META=300.86 Ref
>>4000 META Oct23 245 Puts $0.48 (CboeTheo=0.49) BID PHLX 15:27:50.078 IV=41.3% -0.8 EMLD 361 x $0.48 - $0.49 x 17 BZX SPREAD/CROSS/TIED - OPENING Vega=$26k META=300.86 Ref
SWEEP DETECTED:
>>2689 GOOGL Sep23 29th 142 Calls $0.168 (CboeTheo=0.18) MID [MULTI] 15:27:59.150 IV=23.0% +1.6 EMLD 694 x $0.17 - $0.18 x 421 MPRL ISO Vega=$8731 GOOGL=134.57 Ref
>>2100 KVUE Nov23 30.0 Puts $9.00 (CboeTheo=9.01) MID PHLX 15:28:10.589 PHLX 443 x $8.90 - $9.10 x 232 PHLX FLOOR Vega=$0 KVUE=21.00 Ref
>>Market Color BX - Bearish flow noted in Blackstone (114.00 -1.12) with 20,954 puts trading, or 1.6x expected. The Put/Call Ratio is 1.67, while ATM IV is up over 2 points on the day. Earnings are expected on 10/18. (Autocolor ([BX 114.00 -1.12 Ref, IV=30.0% +2.1] #Bearish
>>5000 AEO Jan24 17.0 Calls $0.60 (CboeTheo=0.59) MID BOX 15:30:20.070 IV=39.7% +0.9 MPRL 19 x $0.58 - $0.61 x 22 NOM FLOOR - OPENING Vega=$15k AEO=14.73 Ref
>>2500 VIX Dec23 20th 20.0 Calls $1.63 (CboeTheo=1.64) MID CBOE 15:30:31.075 IV=79.8% -1.1 CBOE 11k x $1.60 - $1.65 x 3990 CBOE AUCTION Vega=$8164 VIX=17.00 Fwd
>>1200 SPXW Oct23 4th 4550 Calls $4.01 (CboeTheo=4.00) ASK CBOE 15:30:35.781 IV=10.3% +0.1 CBOE 64 x $3.90 - $4.10 x 141 CBOE LATE - OPENING Vega=$192k SPX=4431.24 Fwd
>>1200 SPXW Sep23 27th 4585 Calls $0.27 (CboeTheo=0.25) ASK CBOE 15:30:35.848 IV=11.1% +0.9 CBOE 1217 x $0.20 - $0.30 x 324 CBOE LATE Vega=$28k SPX=4427.62 Fwd
SWEEP DETECTED:
>>2592 GOOGL Sep23 29th 142 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 15:30:50.713 IV=22.5% +1.1 EDGX 365 x $0.15 - $0.17 x 227 BOX AUCTION Vega=$7899 GOOGL=134.51 Ref
>>Unusual Volume SNDX - 3x market weighted volume: 8141 = 10.1k projected vs 3146 adv, 78% calls, 16% of OI [SNDX 16.55 -0.52 Ref, IV=174.4% -5.8]
SWEEP DETECTED:
>>2332 AFRM Sep23 22nd 21.5 Puts $0.04 (CboeTheo=0.05) BID [MULTI] 15:31:49.942 IV=85.9% -4.6 EMLD 786 x $0.04 - $0.05 x 1552 C2 Vega=$498 AFRM=23.70 Ref
SWEEP DETECTED:
>>3375 ET Oct23 27th 14.0 Puts $0.26 (CboeTheo=0.28) BID [MULTI] 15:32:11.119 IV=14.6% -1.6 EMLD 616 x $0.26 - $0.30 x 3962 AMEX ISO - OPENING 52WeekHigh Vega=$5894 ET=13.93 Ref
>>3545 BABA Jan24 135 Puts $49.01 (CboeTheo=49.06) BID CBOE 15:32:15.242 NOM 59 x $48.90 - $49.15 x 11 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=85.94 Ref
>>3000 BAC Oct23 33.0 Puts $4.35 (CboeTheo=4.38) BID CBOE 15:32:57.120 C2 218 x $4.35 - $4.40 x 490 C2 SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BAC=28.62 Ref
>>4500 BAC Jan24 38.0 Puts $9.35 (CboeTheo=9.38) MID CBOE 15:32:57.212 EDGX 420 x $9.30 - $9.40 x 154 C2 SPREAD/LEGGED/FLOOR Vega=$0 BAC=28.62 Ref
>>4000 ZM Jan24 130 Puts $60.90 (CboeTheo=60.96) MID PHLX 15:33:13.715 NOM 27 x $60.75 - $61.05 x 1 C2 SPREAD/FLOOR - OPENING Vega=$0 ZM=69.04 Ref
>>4000 ZM Jan24 120 Puts $50.90 (CboeTheo=50.96) BID PHLX 15:33:13.715 NOM 27 x $50.75 - $51.10 x 29 BOX SPREAD/FLOOR - OPENING Vega=$0 ZM=69.04 Ref
>>2000 RTX Nov23 95.0 Puts $20.40 (CboeTheo=20.36) ASK PHLX 15:33:32.916 IV=36.5% +10.2 GEMX 5 x $20.30 - $20.45 x 8 GEMX FLOOR - OPENING Vega=$4554 RTX=74.64 Ref
SPLIT TICKET:
>>1000 VIX Oct23 18th 20.0 Calls $0.63 (CboeTheo=0.62) ASK [CBOE] 15:33:40.046 IV=104.4% +1.7 CBOE 50 x $0.61 - $0.63 x 460 CBOE Vega=$1419 VIX=15.92 Fwd
>>3200 CHWY Oct23 30.0 Puts $11.51 (CboeTheo=11.53) ASK CBOE 15:33:48.637 CBOE 162 x $11.40 - $11.55 x 29 BOX SPREAD/LEGGED/FLOOR 52WeekLow Vega=$0 CHWY=18.48 Ref
>>1000 VIX Nov23 15th 14.0 Puts $0.45 (CboeTheo=0.45) ASK CBOE 15:34:09.647 IV=60.1% +1.3 CBOE 500 x $0.42 - $0.46 x 16k CBOE Vega=$1758 VIX=16.77 Fwd
>>3200 SQ Jan24 100 Puts $52.10 (CboeTheo=52.17) ASK PHLX 15:34:25.006 BZX 34 x $51.75 - $52.30 x 15 BZX FLOOR - OPENING 52WeekLow Vega=$0 SQ=47.84 Ref
>>2785 RTX Jan25 105 Puts $30.39 (CboeTheo=30.45) BID CBOE 15:34:27.758 EDGX 6 x $30.25 - $30.55 x 6 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=74.56 Ref
>>2020 RTX Oct23 85.0 Puts $10.35 (CboeTheo=10.45) Below Bid! CBOE 15:34:27.758 ARCA 8 x $10.40 - $10.50 x 22 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=74.56 Ref
>>2024 RTX Nov23 95.0 Puts $20.40 (CboeTheo=20.45) MID CBOE 15:34:27.937 GEMX 8 x $20.30 - $20.50 x 7 GEMX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=74.56 Ref
>>2194 RTX Jan24 95.0 Puts $20.37 (CboeTheo=20.45) BID CBOE 15:34:27.937 BOX 22 x $20.35 - $20.50 x 28 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=74.56 Ref
SWEEP DETECTED:
>>2250 BX Oct23 115 Puts $3.70 (CboeTheo=3.65) ASK [MULTI] 15:34:34.735 IV=29.4% +1.2 PHLX 283 x $3.60 - $3.70 x 420 PHLX OPENING 52WeekHigh Vega=$29k BX=114.83 Ref
>>2600 UPS Oct23 180 Puts $22.60 (CboeTheo=22.60) BID PHLX 15:34:49.902 BXO 12 x $22.50 - $22.75 x 32 BOX SPREAD/FLOOR - OPENING Vega=$0 UPS=157.40 Ref
>>4500 DIS Jan24 160 Puts $77.35 (CboeTheo=77.35) BID PHLX 15:35:01.349 ARCA 1 x $77.25 - $77.55 x 9 BOX FLOOR - OPENING Vega=$1 DIS=82.65 Ref
>>2000 DIS Jan24 120 Puts $37.35 (CboeTheo=37.35) ASK PHLX 15:35:01.349 IV=42.4% +11.6 BOX 27 x $37.15 - $37.45 x 1 ARCA FLOOR - OPENING Vega=$3530 DIS=82.65 Ref
>>5000 DIS Sep23 22nd 90.0 Puts $7.35 (CboeTheo=7.35) ASK PHLX 15:35:01.349 IV=50.2% +1.1 CBOE 87 x $7.25 - $7.40 x 53 CBOE FLOOR Vega=$246 DIS=82.65 Ref
>>7500 DIS Sep23 22nd 89.0 Puts $6.35 (CboeTheo=6.35) ASK PHLX 15:35:01.349 IV=44.5% -2.0 CBOE 72 x $6.25 - $6.40 x 39 CBOE FLOOR Vega=$416 DIS=82.65 Ref
>>3000 UPS Oct23 180 Puts $22.61 (CboeTheo=22.60) ASK CBOE 15:35:06.698 IV=28.3% +7.8 BXO 14 x $22.50 - $22.70 x 15 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$5716 UPS=157.40 Ref
>>2000 UPS Oct23 175 Puts $17.62 (CboeTheo=17.60) MID CBOE 15:35:06.871 IV=24.0% +5.9 BXO 12 x $17.50 - $17.75 x 29 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$5834 UPS=157.40 Ref
SWEEP DETECTED:
>>2849 TSM Oct23 80.0 Puts $0.60 (CboeTheo=0.61) BID [MULTI] 15:35:16.906 IV=32.4% -1.2 PHLX 760 x $0.60 - $0.62 x 19 BXO Vega=$16k TSM=87.66 Ref
>>4000 TSLA Jan24 450 Puts $184.55 (CboeTheo=184.65) BID PHLX 15:35:41.561 BZX 50 x $183.70 - $185.80 x 95 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=265.35 Ref
>>2000 TSLA Oct23 440 Puts $174.85 (CboeTheo=174.65) ASK PHLX 15:35:41.562 IV=92.4% +25.0 BOX 45 x $173.95 - $175.55 x 60 BXO SPREAD/FLOOR - OPENING Vega=$8049 TSLA=265.35 Ref
>>2000 TSLA Sep23 22nd 300 Puts $34.25 (CboeTheo=34.65) BID PHLX 15:35:41.562 NOM 58 x $34.15 - $35.10 x 48 BOX SPREAD/FLOOR - OPENING Vega=$0 TSLA=265.35 Ref
>>3000 KO Jan24 80.0 Puts $21.55 (CboeTheo=21.50) ASK PHLX 15:35:54.091 IV=36.9% +15.8 EDGX 10 x $21.45 - $21.55 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$8826 KO=58.49 Ref
>>3600 BABA Jan24 135 Puts $49.20 (CboeTheo=49.15) ASK PHLX 15:36:18.243 IV=51.5% +11.0 BZX 16 x $49.05 - $49.25 x 28 NOM FLOOR - OPENING Vega=$11k BABA=85.84 Ref
>>5000 GOOGL Sep23 29th 142 Calls $0.13 (CboeTheo=0.13) BID ARCA 15:36:53.638 IV=22.9% +1.4 C2 651 x $0.13 - $0.14 x 256 MPRL SPREAD/FLOOR Vega=$14k GOOGL=134.06 Ref
>>5000 GOOGL Oct23 143 Calls $0.86 (CboeTheo=0.84) Above Ask! ARCA 15:36:53.638 IV=22.4% +0.6 EMLD 256 x $0.84 - $0.85 x 12 BXO SPREAD/FLOOR - OPENING Vega=$53k GOOGL=134.06 Ref
>>2000 AAPL Sep23 29th 190 Puts $13.70 (CboeTheo=13.96) BID PHLX 15:37:20.918 NOM 59 x $13.40 - $14.60 x 68 BZX FLOOR Vega=$0 AAPL=176.03 Ref
>>2000 AAPL Sep23 22nd 187.5 Puts $11.65 (CboeTheo=11.46) ASK PHLX 15:37:20.918 IV=58.2% +32.4 MIAX 107 x $11.35 - $11.85 x 113 PHLX FLOOR - OPENING Vega=$3671 AAPL=176.03 Ref
>>4400 AAPL Sep23 22nd 190 Puts $13.95 (CboeTheo=13.96) BID PHLX 15:37:20.918 MIAX 79 x $13.85 - $14.25 x 107 MIAX FLOOR - OPENING Vega=$0 AAPL=176.03 Ref
SWEEP DETECTED:
>>2829 TSLA Sep23 22nd 270 Calls $1.771 (CboeTheo=1.86) Below Bid! [MULTI] 15:37:38.614 IV=48.7% +2.6 BXO 44 x $1.85 - $1.87 x 1 MIAX Vega=$20k TSLA=264.71 Ref
SWEEP DETECTED:
>>2503 TSLA Sep23 22nd 280 Calls $0.294 (CboeTheo=0.30) Below Bid! [MULTI] 15:37:46.353 IV=51.0% +3.9 ARCA 10 x $0.31 - $0.32 x 741 C2 Vega=$6834 TSLA=264.38 Ref
>>2606 SOFI Jan24 15.0 Calls $0.10 (CboeTheo=0.10) BID MRX 15:38:18.584 IV=62.5% -1.4 C2 1055 x $0.10 - $0.11 x 1666 C2 AUCTION Vega=$1971 SOFI=8.39 Ref
>>2000 SCHW Jan24 80.0 Puts $23.25 (CboeTheo=23.30) BID PHLX 15:38:48.283 MPRL 28 x $23.25 - $23.35 x 36 BOX FLOOR - OPENING Vega=$0 SCHW=56.70 Ref
>>4000 SCHW Jan24 75.0 Puts $18.30 (CboeTheo=18.30) MID PHLX 15:38:48.283 IV=32.6% +4.2 ARCA 16 x $18.25 - $18.35 x 6 EDGX FLOOR Vega=$6231 SCHW=56.70 Ref
SPLIT TICKET:
>>1500 VIX Oct23 18th 17.0 Calls $1.17 (CboeTheo=1.15) ASK [CBOE] 15:40:34.691 IV=86.6% -0.4 CBOE 2787 x $1.12 - $1.17 x 17k CBOE Vega=$2636 VIX=16.12 Fwd
SWEEP DETECTED:
>>Bearish Delta Impact 2000 HSBC Sep23 29th 39.0 Puts $0.40 (CboeTheo=0.34) ASK [MULTI] 15:40:58.228 IV=20.9% +3.6 PHLX 67 x $0.30 - $0.40 x 347 PHLX ISO - OPENING
Delta=-42%, EST. IMPACT = 84k Shares ($3.31m) To Sell HSBC=39.19 Ref
SWEEP DETECTED:
>>2500 AAL May24 12.0 Puts $0.91 (CboeTheo=0.90) ASK [MULTI] 15:41:19.598 IV=38.5% -0.1 NOM 37 x $0.90 - $0.91 x 375 EMLD ISO Vega=$9202 AAL=13.10 Ref
SWEEP DETECTED:
>>2036 PATH Oct23 13th 18.0 Calls $0.30 (CboeTheo=0.35) BID [MULTI] 15:42:03.821 IV=41.0% -2.2 AMEX 1119 x $0.30 - $0.40 x 2389 CBOE Vega=$2968 PATH=16.82 Ref
>>4999 VIX Oct23 18th 14.5 Puts $0.51 (CboeTheo=0.49) ASK CBOE 15:42:07.517 IV=69.1% +4.3 CBOE 4368 x $0.48 - $0.52 x 17k CBOE AUCTION Vega=$7098 VIX=16.17 Fwd
>>5000 VIX Oct23 18th 14.5 Puts $0.51 (CboeTheo=0.49) ASK CBOE 15:42:07.517 IV=69.1% +4.3 CBOE 4368 x $0.48 - $0.52 x 17k CBOE AUCTION Vega=$7099 VIX=16.17 Fwd
SPLIT TICKET:
>>9999 VIX Oct23 18th 14.5 Puts $0.51 (CboeTheo=0.49) ASK [CBOE] 15:42:07.517 IV=69.1% +4.3 CBOE 4368 x $0.48 - $0.52 x 17k CBOE AUCTION Vega=$14k VIX=16.17 Fwd
>>3392 SPXW Sep23 27th 3200 Puts $0.05 (CboeTheo=0.08) BID CBOE 15:42:16.006 IV=71.1% +0.8 CBOE 16 x $0.05 - $0.10 x 952 CBOE OPENING Vega=$3507 SPX=4412.40 Fwd
SPLIT TICKET:
>>3408 SPXW Sep23 27th 3200 Puts $0.05 (CboeTheo=0.08) BID [CBOE] 15:42:16.006 IV=71.1% +0.8 CBOE 16 x $0.05 - $0.10 x 952 CBOE OPENING Vega=$3524 SPX=4412.40 Fwd
SWEEP DETECTED:
>>2000 PATH Oct23 13th 18.0 Calls $0.30 (CboeTheo=0.35) BID [MULTI] 15:42:34.639 IV=41.4% -1.8 EMLD 528 x $0.30 - $0.40 x 1606 PHLX Vega=$2904 PATH=16.80 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 1000 HA Jan24 10.0 Puts $2.50 (CboeTheo=2.55) BID [MULTI] 15:42:37.691 IV=49.2% -4.2 CBOE 115 x $2.50 - $2.60 x 17 BOX
Delta=-81%, EST. IMPACT = 81k Shares ($618k) To Buy HA=7.62 Ref
>>14068 GOOG Dec23 100 Puts $0.30 (CboeTheo=0.30) MID PHLX 15:43:04.971 IV=36.1% -1.1 C2 2426 x $0.29 - $0.31 x 38 MPRL Vega=$67k GOOG=134.84 Ref
>>2935 TSLA Jan25 40.0 Calls $227.12 (CboeTheo=227.58) ASK CBOE 15:43:21.432 IV=59.4% -21.1 BZX 62 x $225.20 - $228.20 x 376 CBOE COB/TIED Vega=$2158 TSLA=263.31 Ref
>>2935 TSLA Jan25 40.0 Puts $0.51 (CboeTheo=0.50) BID CBOE 15:43:21.432 IV=80.2% -0.3 MPRL 20 x $0.50 - $0.55 x 395 CBOE COB/TIED Vega=$13k TSLA=263.31 Ref
SPLIT TICKET:
>>1000 SPXW Sep23 21st 3750 Puts $0.05 (CboeTheo=0.02) ASK [CBOE] 15:43:21.912 IV=99.0% +22.8 CBOE 0 x $0.00 - $0.05 x 188 CBOE ISO Vega=$668 SPX=4410.40 Fwd
SWEEP DETECTED:
>>Bullish Delta Impact 2000 OSTK Oct23 20.0 Calls $0.782 (CboeTheo=0.69) Above Ask! [MULTI] 15:44:04.400 IV=70.4% +1.7 PHLX 518 x $0.65 - $0.75 x 48 BOX ISO
Delta=35%, EST. IMPACT = 69k Shares ($1.24m) To Buy OSTK=17.96 Ref
SWEEP DETECTED:
>>2314 PARA Oct23 15.0 Calls $0.16 (CboeTheo=0.16) BID [MULTI] 15:44:09.324 IV=42.9% -1.2 C2 1076 x $0.16 - $0.17 x 602 MPRL Vega=$2410 PARA=13.29 Ref
>>3348 TFC Nov23 22.5 Puts $0.25 (CboeTheo=0.30) BID BOX 15:44:30.448 IV=45.7% -3.7 EDGX 398 x $0.25 - $0.35 x 421 PHLX FLOOR - OPENING Vega=$6487 TFC=28.29 Ref
SPLIT TICKET:
>>4185 TFC Nov23 22.5 Puts $0.26 (CboeTheo=0.30) BID [BOX] 15:44:30.448 IV=48.2% -1.2 EDGX 398 x $0.25 - $0.35 x 421 PHLX FLOOR - OPENING Vega=$8702 TFC=28.29 Ref
>>2555 SRG Dec23 8.0 Puts $0.73 (CboeTheo=0.66) ASK ARCA 15:44:46.083 IV=37.2% +2.5 PHLX 1042 x $0.60 - $0.75 x 337 PHLX CROSS Vega=$3698 SRG=7.62 Ref
SWEEP DETECTED:
>>2000 AAPL Sep23 22nd 182.5 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 15:45:01.730 IV=29.5% +7.6 MPRL 235 x $0.06 - $0.07 x 1374 C2 ISO Vega=$2594 AAPL=175.66 Ref
>>4200 VIX Oct23 18th 12.5 Puts $0.07 (CboeTheo=0.08) MID CBOE 15:45:21.587 IV=61.1% +5.3 CBOE 2547 x $0.06 - $0.08 x 15k CBOE Vega=$2163 VIX=16.08 Fwd
SPLIT TICKET:
>>2000 AAPL Sep23 22nd 192.5 Calls $0.01 ASK [C2] 15:45:23.121 IV=47.3% +14.6 AMEX 0 x $0.00 - $0.01 x 346 BOX Vega=$420 AAPL=175.69 Ref
>>7000 GOOGL Sep23 29th 143 Calls $0.09 (CboeTheo=0.10) BID PHLX 15:46:00.953 IV=23.4% +1.9 EMLD 1196 x $0.09 - $0.10 x 450 C2 FLOOR Vega=$15k GOOGL=134.03 Ref
SPLIT TICKET:
>>1206 SPXW Sep23 27th 3750 Puts $0.30 (CboeTheo=0.25) ASK [CBOE] 15:46:54.588 IV=44.2% +0.4 CBOE 1081 x $0.20 - $0.30 x 532 CBOE OPENING Vega=$8586 SPX=4410.95 Fwd
SWEEP DETECTED:
>>9436 TLRY Sep23 22nd 2.5 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 15:47:47.733 IV=122.9% +10.2 C2 1859 x $0.08 - $0.09 x 188 C2 OPENING Vega=$694 TLRY=2.48 Ref
SWEEP DETECTED:
>>3279 PYPL Oct23 70.0 Calls $0.18 (CboeTheo=0.18) BID [MULTI] 15:49:54.513 IV=31.0% +0.5 EMLD 503 x $0.18 - $0.19 x 10 BOX Vega=$8560 PYPL=61.09 Ref
SPLIT TICKET:
>>2500 AAL Jul25 5.0 Puts $0.35 (CboeTheo=0.33) ASK [PHLX] 15:49:58.265 IV=64.0% +4.3 BXO 12 x $0.30 - $0.36 x 375 ARCA AUCTION Vega=$4670 AAL=13.11 Ref
SWEEP DETECTED:
>>2500 NU Oct23 8.0 Calls $0.07 (CboeTheo=0.06) ASK [MULTI] 15:49:59.663 IV=42.0% +2.1 EMLD 745 x $0.05 - $0.07 x 26 MPRL Vega=$1266 NU=7.03 Ref
>>2100 RTX Jan24 95.0 Puts $20.40 (CboeTheo=20.51) BID PHLX 15:50:17.865 NOM 47 x $20.25 - $20.70 x 48 ARCA FLOOR - OPENING Vega=$0 RTX=74.49 Ref
>>2100 RTX Nov23 95.0 Puts $20.45 (CboeTheo=20.51) BID PHLX 15:50:17.865 ARCA 36 x $20.20 - $20.85 x 36 ARCA FLOOR - OPENING Vega=$0 RTX=74.49 Ref
>>2000 DASH Oct23 85.0 Calls $1.25 (CboeTheo=1.21) ASK BZX 15:50:22.127 IV=35.3% -0.6 ISE 366 x $1.17 - $1.25 x 2000 BZX OPENING Vega=$15k DASH=79.07 Ref
SWEEP DETECTED:
>>Bullish Delta Impact 3020 DASH Oct23 85.0 Calls $1.25 (CboeTheo=1.21) ASK [MULTI] 15:50:22.127 IV=35.3% -0.6 ISE 366 x $1.17 - $1.25 x 2000 BZX OPENING
Delta=27%, EST. IMPACT = 82k Shares ($6.46m) To Buy DASH=79.07 Ref
SWEEP DETECTED:
>>3208 BP Oct23 39.5 Calls $0.59 (CboeTheo=0.58) ASK [MULTI] 15:50:44.664 IV=19.5% +0.5 C2 441 x $0.57 - $0.59 x 668 GEMX OPENING Vega=$14k BP=38.67 Ref
>>2000 DASH Oct23 85.0 Calls $1.25 (CboeTheo=1.23) ASK BZX 15:50:55.902 IV=34.9% -1.0 CBOE 613 x $1.17 - $1.25 x 2000 BZX OPENING Vega=$15k DASH=79.18 Ref
SPLIT TICKET:
>>1225 SPXW Sep23 22nd 4480 Calls $1.51 (CboeTheo=1.58) Below Bid! [CBOE] 15:51:18.074 IV=13.9% +0.2 CBOE 144 x $1.55 - $1.60 x 15 CBOE LATE - OPENING Vega=$61k SPX=4413.61 Fwd
SWEEP DETECTED:
>>2501 AMZN Sep23 22nd 138 Calls $0.475 (CboeTheo=0.46) MID [MULTI] 15:51:38.614 IV=32.1% +1.1 BXO 62 x $0.46 - $0.47 x 153 EMLD ISO Vega=$8044 AMZN=135.62 Ref
SWEEP DETECTED:
>>7113 SOFI Oct23 7.5 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 15:51:42.294 IV=58.3% +0.7 MPRL 271 x $0.17 - $0.19 x 685 MPRL ISO - OPENING Vega=$5067 SOFI=8.38 Ref
>>3000 AAPL Sep23 29th 190 Puts $14.30 (CboeTheo=14.12) ASK PHLX 15:51:44.797 IV=34.8% +13.5 ARCA 94 x $13.75 - $14.80 x 68 PHLX SPREAD/FLOOR Vega=$12k AAPL=175.88 Ref
>>3000 AAPL Oct23 195 Puts $19.30 (CboeTheo=19.11) ASK PHLX 15:51:44.797 IV=27.1% +8.4 PHLX 157 x $18.65 - $19.90 x 91 ARCA SPREAD/FLOOR Vega=$21k AAPL=175.88 Ref
SWEEP DETECTED:
>>4302 MARA Sep23 22nd 10.0 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 15:51:46.364 IV=111.0% +2.8 C2 506 x $0.08 - $0.09 x 994 EMLD Vega=$874 MARA=9.32 Ref
SWEEP DETECTED:
>>4491 SOFI Oct23 7.5 Puts $0.20 (CboeTheo=0.19) ASK [MULTI] 15:51:47.970 IV=59.1% +1.5 MPRL 66 x $0.18 - $0.20 x 745 C2 ISO - OPENING Vega=$3246 SOFI=8.37 Ref
SWEEP DETECTED:
>>2985 SOFI Oct23 7.5 Puts $0.20 (CboeTheo=0.19) ASK [MULTI] 15:51:58.269 IV=59.1% +1.5 BXO 1 x $0.19 - $0.20 x 27 ARCA ISO - OPENING Vega=$2157 SOFI=8.37 Ref
>>6043 SOFI Oct23 7.5 Puts $0.20 (CboeTheo=0.20) MID MIAX 15:52:15.603 IV=58.5% +0.9 EMLD 1344 x $0.19 - $0.21 x 202 MRX ISO/AUCTION - OPENING Vega=$4382 SOFI=8.35 Ref
SPLIT TICKET:
>>1500 VIX Oct23 18th 23.0 Calls $0.41 (CboeTheo=0.43) BID [CBOE] 15:53:20.486 IV=116.9% -0.7 CBOE 1623 x $0.40 - $0.44 x 18k CBOE Vega=$1690 VIX=16.07 Fwd
SWEEP DETECTED:
>>2000 SOFI Sep23 29th 8.0 Puts $0.14 (CboeTheo=0.13) ASK [MULTI] 15:53:29.306 IV=56.0% +2.1 EMLD 3259 x $0.13 - $0.14 x 2638 EMLD ISO Vega=$902 SOFI=8.36 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 500 SGML Jan24 25.0 Calls $12.80 (CboeTheo=12.94) BID [MULTI] 15:53:35.925 IV=62.4% -1.0 EMLD 200 x $12.80 - $13.20 x 94 PHLX
Delta=89%, EST. IMPACT = 45k Shares ($1.65m) To Sell SGML=36.92 Ref
SPLIT TICKET:
>>2000 SPXW Sep23 21st 4025 Puts $0.10 (CboeTheo=0.12) BID [CBOE] 15:53:38.323 IV=62.7% +12.9 CBOE 402 x $0.10 - $0.15 x 1813 CBOE LATE - OPENING Vega=$3596 SPX=4413.70 Fwd
>>2400 FYBR Nov23 12.5 Puts $0.45 (CboeTheo=0.42) ASK ARCA 15:54:01.517 IV=72.2% +2.1 MPRL 17 x $0.40 - $0.45 x 125 PHLX FLOOR - OPENING Vega=$3747 FYBR=15.77 Ref
SPLIT TICKET:
>>3000 FYBR Nov23 12.5 Puts $0.44 (CboeTheo=0.42) ASK [ARCA] 15:54:01.517 IV=72.2% +2.1 MPRL 17 x $0.40 - $0.45 x 125 PHLX FLOOR - OPENING Vega=$4683 FYBR=15.77 Ref
>>2500 BJ Nov23 75.0 Calls $2.30 (CboeTheo=2.39) BID PHLX 15:54:30.887 IV=22.1% +0.5 BZX 1 x $2.30 - $2.50 x 71 PHLX SPREAD/FLOOR Vega=$29k BJ=73.71 Ref
SWEEP DETECTED:
>>2462 AMZN Sep23 22nd 141 Calls $0.10 (CboeTheo=0.10) BID [MULTI] 15:54:49.198 IV=34.8% +4.2 BZX 66 x $0.10 - $0.11 x 596 MIAX ISO Vega=$3292 AMZN=135.47 Ref
>>2474 INTC Oct23 35.0 Calls $1.22 (CboeTheo=1.23) BID ARCA 15:55:00.121 IV=31.8% +0.1 ARCA 2474 x $1.22 - $1.23 x 14 ARCA Vega=$9836 INTC=34.73 Ref
SPLIT TICKET:
>>2500 INTC Oct23 35.0 Calls $1.22 (CboeTheo=1.23) BID [ARCA] 15:55:00.121 IV=31.8% +0.1 ARCA 2500 x $1.22 - $1.23 x 14 ARCA ISO Vega=$9940 INTC=34.72 Ref
SWEEP DETECTED:
>>2340 MARA Sep23 22nd 10.5 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 15:55:41.543 IV=129.7% +13.7 MPRL 63 x $0.04 - $0.05 x 380 EMLD Vega=$324 MARA=9.31 Ref
SPLIT TICKET:
>>2000 AAPL Sep23 22nd 192.5 Calls $0.01 (CboeTheo=0.01) ASK [C2] 15:56:11.903 IV=47.1% +14.4 MRX 0 x $0.00 - $0.01 x 4184 C2 Vega=$422 AAPL=175.78 Ref
>>2000 LCID Jan24 27.0 Puts $21.55 (CboeTheo=21.52) ASK PHLX 15:56:26.199 IV=157.3% +32.9 NOM 75 x $21.45 - $21.55 x 3 BXO FLOOR Vega=$565 LCID=5.47 Ref
>>7000 LCID Jan24 20.0 Puts $14.55 (CboeTheo=14.53) ASK PHLX 15:56:26.199 IV=130.7% +19.7 PHLX 1151 x $14.40 - $14.60 x 251 PHLX FLOOR Vega=$2192 LCID=5.47 Ref
>>5000 LCID Jan24 17.0 Puts $11.55 (CboeTheo=11.53) ASK PHLX 15:56:26.199 IV=116.3% +13.3 PHLX 419 x $11.45 - $11.60 x 302 PHLX FLOOR Vega=$1608 LCID=5.47 Ref
>>1100 SPXW Sep23 29th 3625 Puts $0.40 (CboeTheo=0.37) ASK CBOE 15:56:41.016 IV=47.9% +1.0 CBOE 295 x $0.35 - $0.40 x 487 CBOE FLOOR Vega=$9390 SPX=4413.66 Fwd
SPLIT TICKET:
>>5000 SPXW Sep23 29th 3625 Puts $0.40 (CboeTheo=0.37) ASK [CBOE] 15:56:40.979 IV=47.9% +1.0 CBOE 295 x $0.35 - $0.40 x 487 CBOE FLOOR - OPENING Vega=$43k SPX=4413.66 Fwd
>>3306 AGNC Oct23 10.0 Puts $0.22 (CboeTheo=0.22) MID PHLX 15:57:35.109 IV=21.3% +2.0 BZX 148 x $0.20 - $0.23 x 14 BXO AUCTION Vega=$3751 AGNC=10.12 Ref
SWEEP DETECTED:
>>3040 AAPL Sep23 22nd 180 Calls $0.163 (CboeTheo=0.17) Below Bid! [MULTI] 15:58:29.259 IV=25.6% +3.1 BXO 41 x $0.17 - $0.18 x 1065 C2 Vega=$7552 AAPL=175.63 Ref
>>2000 NEM Jan24 60.0 Puts $19.05 (CboeTheo=19.04) MID PHLX 15:58:49.608 IV=42.2% +7.1 BXO 11 x $19.00 - $19.10 x 39 BOX FLOOR - OPENING Vega=$2997 NEM=40.97 Ref
>>2150 NEM Jan24 55.0 Puts $14.05 (CboeTheo=14.04) MID PHLX 15:58:49.608 IV=34.0% +2.3 BXO 11 x $14.00 - $14.10 x 40 NOM FLOOR Vega=$3995 NEM=40.97 Ref
SWEEP DETECTED:
>>Bearish Delta Impact 500 HOLI Oct23 17.5 Puts $0.246 (CboeTheo=0.20) ASK [MULTI] 15:59:27.107 IV=37.0% -1.8 EMLD 1 x $0.15 - $0.25 x 25 BZX
Delta=-21%, EST. IMPACT = 10k Shares ($199k) To Sell HOLI=19.02 Ref
SWEEP DETECTED:
>>2948 PEP Oct23 165 Puts $0.34 (CboeTheo=0.37) BID [MULTI] 15:59:47.080 IV=20.2% -0.3 EDGX 363 x $0.34 - $0.39 x 344 C2 Vega=$22k PEP=178.42 Ref
>>3000 NVAX Jan24 5.0 Puts $0.81 (CboeTheo=0.83) BID AMEX 15:59:51.153 IV=120.6% -2.1 AMEX 27 x $0.80 - $0.86 x 21 ARCA CROSS Vega=$3367 NVAX=7.07 Ref
SWEEP DETECTED:
>>2854 NVDA Dec23 235 Puts $0.55 (CboeTheo=0.52) ASK [MULTI] 15:59:50.215 IV=58.6% -0.2 BXO 12 x $0.48 - $0.55 x 17 BXO Vega=$19k NVDA=422.37 Ref
>>1360 SPXW Sep23 22nd 4300 Puts $0.75 (CboeTheo=0.75) MID CBOE 16:03:07.296 IV=17.6% -2.0 CBOE 698 x $0.70 - $0.80 x 862 CBOE LATE Vega=$36k SPX=4403.62 Fwd
SPLIT TICKET:
>>3400 SPXW Sep23 22nd 4300 Puts $0.75 (CboeTheo=0.75) MID [CBOE] 16:03:07.295 IV=17.6% -2.0 CBOE 698 x $0.70 - $0.80 x 862 CBOE LATE Vega=$90k SPX=4403.62 Fwd
SPLIT TICKET:
>>1700 SPXW Sep23 25th 4275 Puts $1.05 (CboeTheo=1.05) MID [CBOE] 16:03:07.295 IV=14.2% -2.4 CBOE 110 x $1.00 - $1.10 x 643 CBOE LATE Vega=$77k SPX=4404.21 Fwd
SPLIT TICKET:
>>1326 SPXW Oct23 5th 4475 Calls $16.96 (CboeTheo=17.10) BID [CBOE] 16:06:27.031 IV=11.7% +0.2 CBOE 52 x $16.90 - $17.30 x 23 CBOE LATE - OPENING Vega=$397k SPX=4408.91 Fwd
SPLIT TICKET:
>>1326 SPXW Oct23 5th 4515 Calls $7.50 (CboeTheo=7.65) BID [CBOE] 16:06:27.031 IV=11.1% +0.2 CBOE 141 x $7.40 - $7.80 x 84 CBOE LATE Vega=$287k SPX=4408.91 Fwd
SPLIT TICKET:
>>1000 SPX Nov23 3925 Puts $11.60 (CboeTheo=11.57) ASK [CBOE] 16:08:42.289 IV=21.1% -0.1 CBOE 979 x $11.40 - $11.70 x 1012 CBOE LATE Vega=$244k SPX=4429.41 Fwd
SPLIT TICKET:
>>1000 SPX Dec23 4625 Calls $35.46 (CboeTheo=35.36) ASK [CBOE] 16:08:42.289 IV=11.6% +0.3 CBOE 225 x $35.10 - $35.70 x 472 CBOE LATE Vega=$686k SPX=4443.59 Fwd
TRADE CXLD:
>>2500 BJ Nov23 75.0 Calls $2.30 (CboeTheo=2.39) BID PHLX 15:54:30.887 IV=22.1% +0.5 BZX 1 x $2.30 - $2.50 x 71 PHLX SPREAD/FLOOR Vega=$29k BJ=73.71 Ref
SPLIT TICKET:
>>1000 SPXW Sep23 22nd 3550 Puts $0.05 (CboeTheo=0.07) BID [CBOE] 16:21:14.651 IV=91.8% +13.7 CBOE 8325 x $0.05 - $0.10 x 473 CBOE EXTEND Vega=$750 SPX=4401.26 Fwd
>>2000 SPXW Sep23 22nd 3550 Puts $0.05 (CboeTheo=0.07) BID CBOE 16:25:00.064 IV=91.9% +13.7 CBOE 5050 x $0.05 - $0.10 x 451 CBOE EXTEND Vega=$1499 SPX=4401.25 Fwd
>>1200 SPXW Sep23 22nd 3550 Puts $0.05 (CboeTheo=0.07) BID CBOE 16:25:09.536 IV=91.9% +13.7 CBOE 3850 x $0.05 - $0.10 x 459 CBOE EXTEND Vega=$900 SPX=4401.25 Fwd
>>2000 SPXW Sep23 22nd 3550 Puts $0.05 (CboeTheo=0.07) BID CBOE 16:25:50.587 IV=91.9% +13.7 CBOE 1675 x $0.05 - $0.10 x 238 CBOE EXTEND Vega=$1499 SPX=4401.25 Fwd
>>1250 SPXW Sep23 22nd 3600 Puts $0.05 (CboeTheo=0.07) MID CBOE 16:29:50.102 IV=86.3% +12.8 CBOE 0 x $0.00 - $0.10 x 159 CBOE EXTEND Vega=$991 SPX=4401.25 Fwd