OPTION FLOW 9/28/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color EXEL - Most profitable opening equity option purchase made in the prior session was a buy of 5000 Exelixis 01/19 25 calls for $0.85 at 10:29 when underlying shares were trading $21.845. These calls closed near $1.15 for mark-to-market profit of 35%, or $150K on the $425K outlay. EXEL shares closed up 0.44 at $22.19 (Autocolor  [EXEL 22.19 +0.44 Ref]
  2. >>Market Color QQQ - Rev/Con recap for Sep 27th. 329,424 contracts traded Wednesday in reverse/conversion spreads on 96 underlying securities. 16.5m underlying shares were involved with total notional value of $2.27b. Rev/Con volume leaders included QQQ, EEM, SIRI, IWM and FSR with implied borrow rates ranging from -59.44% (SIRI) to 9.87% (WBD). (Autocolor ( #revcon
  3. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for September 28, 2023. 128 trades were executed in VIX overnight, totaling 10033 contracts. (Autocolor  #gth
  4. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for September 28, 2023. 22343 trades were executed in SPX overnight, totaling 94590 contracts. (Autocolor  #gth
  5. >>Unusual Volume NKE - 3x market weighted volume: 15.2k = 199.7k projected vs 61.1k adv, 84% puts, 3% of OI  Pre-Earnings  [NKE 89.25 -0.17 Ref]
  6. >>Unusual Volume TTD - 4x market weighted volume: 5329 = 69.8k projected vs 15.4k adv, 99% calls, 3% of OI [TTD 76.64 +1.21 Ref]
  7. >>Unusual Volume KMX - 15x market weighted volume: 6537 = 85.6k projected vs 5658 adv, 60% puts, 5% of OI  Post-Earnings  [KMX 70.76 -8.93 Ref]
  8. >>Unusual Volume CCJ - 5x market weighted volume: 18.4k = 241.2k projected vs 46.8k adv, 74% calls, 5% of OI [CCJ 41.80 +1.45 Ref]
  9. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    CCJ $41.80 +1.45 +3.59%,
    PLTR $15.11 +0.26 +1.75%,
    AMD $99.53 +1.46 +1.49%,
    NIO $8.57 +0.11 +1.30%,
    GME $17.36 +0.21 +1.22%,

    while the biggest losers include:
    CGC $0.83 -0.06 (-6.74%),
    CVNA $38.83 -2.00 (-4.90%),
    MU $65.38 -2.83 (-4.15%),
    SNOW $143.36 -4.16 (-2.82%),
    SQ $42.95 -1.19 (-2.70%),
    (Autocolor ())
  10. >>Unusual Volume MU - 12x market weighted volume: 68.9k = 903.1k projected vs 71.4k adv, 50% calls, 6% of OI  Post-Earnings  [MU 65.38 -2.83 Ref]
  11. >>Unusual Volume GME - 3x market weighted volume: 17.1k = 224.5k projected vs 60.5k adv, 82% calls, 4% of OI [GME 17.36 +0.20 Ref]
  12. >>Unusual Volume COST - 5x market weighted volume: 13.7k = 180.0k projected vs 32.4k adv, 63% calls, 6% of OI [COST 569.98 +6.45 Ref]
  13. >>Unusual Volume WDAY - 22x market weighted volume: 8141 = 106.6k projected vs 4846 adv, 65% puts, 9% of OI [WDAY 209.62 -21.19 Ref]
  14. >>Unusual Volume PTON - 10x market weighted volume: 20.8k = 272.1k projected vs 24.7k adv, 70% calls, 4% of OI [PTON 4.97 +0.32 Ref]
  15. >>Unusual Volume DBRG - 27x market weighted volume: 5129 = 67.2k projected vs 2446 adv, 99% calls, 5% of OI [DBRG 16.86 +0.34 Ref]
  16. >>Unusual Volume COTY - 21x market weighted volume: 6522 = 85.4k projected vs 4021 adv, 80% puts, 3% of OI [COTY 11.04 +0.03 Ref]
  17. >>Unusual Volume WE - 13x market weighted volume: 13.4k = 175.9k projected vs 13.1k adv, 100% puts, 5% of OI [WE 2.97 +0.05 Ref]
  18. SWEEP DETECTED:
    >>2400 NKE Jun24 90.0 Puts $8.20 (CboeTheo=8.19)  ASK  [MULTI] 09:30:56.555 IV=29.7% -0.0 CBOE 597 x $7.85 - $8.50 x 89 NOM  OPENING   Pre-Earnings  Vega=$70k NKE=89.07 Ref
  19. >>10561 NKLA Sep23 29th 1.5 Puts $0.03 (CboeTheo=0.03)  BID  MIAX 09:31:08.684 IV=159.8% +7.7 MPRL 396 x $0.03 - $0.04 x 271 C2  ISO/AUCTION  Vega=$343 NKLA=1.57 Ref
  20. SPLIT TICKET:
    >>10569 NKLA Sep23 29th 1.5 Puts $0.03 (CboeTheo=0.03)  BID  [MIAX] 09:31:08.684 IV=159.8% +7.7 MPRL 396 x $0.03 - $0.04 x 271 C2  ISO/AUCTION  Vega=$343 NKLA=1.57 Ref
  21. >>Unusual Volume BCLI - 39x market weighted volume: 7565 = 93.3k projected vs 2366 adv, 99% puts, 11% of OI
  22. SWEEP DETECTED:
    >>Bearish Delta Impact 1361 OPRA Oct23 12.5 Puts $0.65 (CboeTheo=0.50)  ASK  [MULTI] 09:31:57.685 IV=71.9% +0.3 PHLX 242 x $0.45 - $0.65 x 295 AMEX  SSR 
    Delta=-37%, EST. IMPACT = 50k Shares ($655k) To Sell OPRA=13.02 Ref
  23. >>Unusual Volume DLR - 27x market weighted volume: 10.1k = 118.6k projected vs 4348 adv, 100% puts, 9% of OI [DLR 116.86 +0.01 Ref]
  24. >>11310 KVUE Nov23 20.0 Puts $0.66 (CboeTheo=0.62)  ASK  CBOE 09:33:44.866 IV=27.7% +1.3 PHLX 757 x $0.60 - $0.70 x 2029 PHLX  AUCTION  Vega=$33k KVUE=20.23 Ref
  25. SWEEP DETECTED:
    >>2340 VFS Nov23 5.0 Puts $0.50 (CboeTheo=0.35)  ASK  [MULTI] 09:33:12.434 IV=196.9% +22.9 BZX 208 x $0.30 - $0.50 x 803 PHLX  SSR  Vega=$1510 VFS=10.84 Ref
  26. SWEEP DETECTED:
    >>2242 WFC Sep23 29th 41.0 Calls $0.471 (CboeTheo=0.53)  Below Bid!  [MULTI] 09:34:24.910 IV=39.8% +4.5 MPRL 411 x $0.50 - $0.53 x 23 C2  ISO  Vega=$2137 WFC=41.19 Ref
  27. >>1000 SPXW Sep23 28th 4350 Calls $0.15 (CboeTheo=0.12)  ASK  CBOE 09:33:13.131 IV=30.9% +13.4 CBOE 1721 x $0.10 - $0.15 x 69 CBOE  LATE  Vega=$3988 SPX=4268.85 Fwd
  28. >>1000 SPXW Sep23 28th 4380 Calls $0.05 (CboeTheo=0.03)  ASK  CBOE 09:33:13.131 IV=35.7% +17.8 CBOE 0 x $0.00 - $0.05 x 545 CBOE  LATE - OPENING  Vega=$1500 SPX=4268.85 Fwd
  29. SPLIT TICKET:
    >>3200 SPXW Sep23 28th 4350 Calls $0.15 (CboeTheo=0.12)  ASK  [CBOE] 09:33:13.130 IV=30.9% +13.4 CBOE 1721 x $0.10 - $0.15 x 69 CBOE  LATE  Vega=$13k SPX=4268.85 Fwd
  30. SPLIT TICKET:
    >>3200 SPXW Sep23 28th 4380 Calls $0.05 (CboeTheo=0.03)  ASK  [CBOE] 09:33:13.130 IV=35.7% +17.8 CBOE 0 x $0.00 - $0.05 x 545 CBOE  LATE - OPENING  Vega=$4798 SPX=4268.85 Fwd
  31. SWEEP DETECTED:
    >>2676 COTY Jan24 9.0 Puts $0.26 (CboeTheo=0.28)  BID  [MULTI] 09:36:17.743 IV=45.7% -1.4 C2 193 x $0.26 - $0.29 x 256 C2  ISO  Vega=$4005 COTY=11.11 Ref
  32. >>5000 DBRG Mar24 14.0 Calls $4.10 (CboeTheo=4.38)  ASK  BOX 09:36:32.917 IV=43.5% -7.4 PHLX 1035 x $2.15 - $5.00 x 689 PHLX  FLOOR  Vega=$15k DBRG=17.23 Ref
  33. >>Unusual Volume BILI - 3x market weighted volume: 6224 = 57.3k projected vs 17.4k adv, 87% calls, 2% of OI [BILI 13.24 -0.30 Ref]
  34. SWEEP DETECTED:
    >>4642 CGC Oct23 0.5 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 09:38:37.676 IV=203.6% +3.8 EMLD 3134 x $0.02 - $0.03 x 1016 ARCA  SSR  Vega=$183 CGC=0.84 Ref
  35. >>4800 BCLI Oct23 1.0 Puts $0.80 (CboeTheo=0.84)  BID  AMEX 09:39:47.329 CBOE 1670 x $0.80 - $0.85 x 2050 ARCA  FLOOR   SSR  Vega=$0 BCLI=0.17 Ref
  36. >>2000 AAPL Dec23 170 Calls $8.25 (CboeTheo=8.26)  MID  PHLX 09:39:48.551 IV=26.1% +0.2 PHLX 136 x $8.20 - $8.30 x 91 BXO  SPREAD/CROSS/TIED  Vega=$62k AAPL=168.43 Ref
  37. SPLIT TICKET:
    >>6000 BCLI Oct23 1.0 Puts $0.81 (CboeTheo=0.84)  BID  [AMEX] 09:39:47.329 CBOE 1670 x $0.80 - $0.85 x 2050 ARCA  FLOOR   SSR  Vega=$0 BCLI=0.17 Ref
  38. >>5000 DLR Jan24 120 Puts $9.30 (CboeTheo=9.39)  BID  BOX 09:40:39.415 IV=30.7% -0.2 PHLX 31 x $9.30 - $9.60 x 79 MIAX  SPREAD/FLOOR  Vega=$128k DLR=117.06 Ref
  39. >>5000 DLR Jan24 100 Puts $2.70 (CboeTheo=2.65)  ASK  BOX 09:40:39.415 IV=37.0% +0.4 PHLX 30 x $2.50 - $2.85 x 122 PHLX  SPREAD/FLOOR - OPENING  Vega=$88k DLR=117.06 Ref
  40. SWEEP DETECTED:
    >>3922 JBLU Oct23 27th 4.5 Calls $0.24 (CboeTheo=0.25)  BID  [MULTI] 09:40:38.938 IV=59.8% -2.1 AMEX 726 x $0.24 - $0.28 x 535 BZX  OPENING   52WeekLow  Vega=$1925 JBLU=4.36 Ref
  41. >>Unusual Volume AZN - 3x market weighted volume: 7135 = 58.6k projected vs 19.4k adv, 56% puts, 3% of OI [AZN 66.97 -0.97 Ref]
  42. SPLIT TICKET:
    >>1000 SPXW Oct23 6th 4100 Puts $7.84 (CboeTheo=7.93)  Below Bid!  [CBOE] 09:44:00.773 IV=22.4% +1.2 CBOE 26 x $8.00 - $8.20 x 63 CBOE  LATE  Vega=$125k SPX=4270.09 Fwd
  43. SWEEP DETECTED:
    >>Bullish Delta Impact 597 SUN Nov23 55.0 Calls $0.25 (CboeTheo=0.23)  ASK  [MULTI] 09:44:31.268 IV=18.8% -2.9 EMLD 25 x $0.15 - $0.25 x 80 PHLX  OPENING   52WeekHigh 
    Delta=15%, EST. IMPACT = 9051 Shares ($464k) To Buy SUN=51.25 Ref
  44. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 UNIT Mar24 5.0 Puts $1.25 (CboeTheo=1.14)  ASK  [MULTI] 09:44:58.133 IV=71.3% +9.9 ARCA 7 x $1.10 - $1.25 x 1245 PHLX  ISO - OPENING 
    Delta=-53%, EST. IMPACT = 79k Shares ($347k) To Sell UNIT=4.38 Ref
  45. >>Market Color ASAN - Bullish option flow detected in Asana (18.16 +0.92) with 6,603 calls trading (8x expected) and implied vol increasing over 1 point to 55.56%. . The Put/Call Ratio is 0.03. Earnings are expected on 11/30. (Autocolor ()) [ASAN 18.16 +0.92 Ref, IV=55.6% +1.1] #Bullish
  46. SPLIT TICKET:
    >>2000 SMTC Dec23 28.0 Calls $1.625 (CboeTheo=1.53)  ASK  [ARCA] 09:45:08.616 IV=53.0% +2.7 BZX 36 x $1.50 - $1.65 x 56 BOX  FLOOR - OPENING  Vega=$9224 SMTC=25.46 Ref
  47. SPLIT TICKET:
    >>1000 SPXW Oct23 6th 4100 Puts $7.84 (CboeTheo=8.04)  Below Bid!  [CBOE] 09:45:02.011 IV=22.4% +1.1 CBOE 127 x $8.00 - $8.30 x 199 CBOE  LATE  Vega=$126k SPX=4269.15 Fwd
  48. SWEEP DETECTED:
    >>4042 MSFT Dec23 350 Calls $3.398 (CboeTheo=3.46)  Below Bid!  [MULTI] 09:45:58.148 IV=25.0% +0.1 ARCA 48 x $3.45 - $3.55 x 160 MIAX Vega=$158k MSFT=310.40 Ref
  49. >>2000 AAPL Sep23 29th 170 Calls $1.05 (CboeTheo=1.08)  ASK  EMLD 09:46:34.261 IV=35.3% +4.8 MPRL 526 x $1.04 - $1.05 x 2000 EMLD Vega=$7817 AAPL=169.13 Ref
  50. SWEEP DETECTED:
    >>2069 AAPL Sep23 29th 170 Calls $1.05 (CboeTheo=1.06)  ASK  [MULTI] 09:46:32.702 IV=35.3% +4.8 BXO 63 x $1.03 - $1.05 x 2097 EMLD  AUCTION  Vega=$8062 AAPL=169.09 Ref
  51. >>1000 VIX Nov23 15th 25.0 Calls $1.07 (CboeTheo=1.09)  BID  CBOE 09:47:02.847 IV=105.1% -1.4 CBOE 7970 x $1.06 - $1.10 x 701 CBOE Vega=$2319 VIX=18.80 Fwd
  52. >>4250 MU Nov23 57.5 Puts $0.84 (CboeTheo=0.83)  ASK  PHLX 09:47:47.275 IV=37.2% -3.7 BXO 36 x $0.81 - $0.85 x 104 GEMX  AUCTION   Post-Earnings  Vega=$26k MU=64.75 Ref
  53. >>2500 AMZN Nov23 140 Puts $17.70 (CboeTheo=17.59)  ASK  PHLX 09:48:28.703 IV=38.2% +1.6 MIAX 81 x $17.50 - $17.70 x 167 PHLX  SPREAD/CROSS/TIED  Vega=$32k AMZN=123.63 Ref
  54. >>2500 AMZN Nov23 150 Calls $0.78 (CboeTheo=0.78)  MID  PHLX 09:48:28.703 IV=37.2% +1.0 C2 430 x $0.77 - $0.79 x 212 CBOE  SPREAD/CROSS/TIED  Vega=$21k AMZN=123.64 Ref
  55. SWEEP DETECTED:
    >>2030 SQ Sep23 29th 46.0 Calls $0.03 (CboeTheo=0.07)  BID  [MULTI] 09:48:41.868 IV=67.6% +14.9 EMLD 741 x $0.03 - $0.04 x 283 BXO  52WeekLow  Vega=$487 SQ=42.91 Ref
  56. SPLIT TICKET:
    >>1000 VIX Oct23 18th 20.0 Calls $1.21 (CboeTheo=1.22)  BID  [CBOE] 09:48:51.942 IV=104.9% -0.1 CBOE 813 x $1.21 - $1.26 x 5714 CBOE Vega=$1687 VIX=18.47 Fwd
  57. SWEEP DETECTED:
    >>Bearish Delta Impact 580 NEP Jan24 35.0 Puts $5.10 (CboeTheo=4.63)  ASK  [MULTI] 09:49:33.200 IV=52.5% +5.3 BOX 41 x $4.80 - $5.10 x 104 PHLX  SSR   52WeekLow 
    Delta=-54%, EST. IMPACT = 31k Shares ($1.04m) To Sell NEP=33.04 Ref
  58. >>2000 AMC Oct23 27th 8.5 Calls $0.56 (CboeTheo=0.51)  ASK  C2 09:50:01.536 IV=111.0% +5.1 EDGX 617 x $0.48 - $0.57 x 720 EDGX  OPENING  Vega=$1627 AMC=7.45 Ref
  59. >>2000 NVAX Apr24 7.5 Puts $2.80 (CboeTheo=2.73)  ASK  ARCA 09:50:38.959 IV=125.1% +4.4 PHLX 586 x $2.52 - $2.83 x 225 BOX  FLOOR - OPENING  Vega=$3769 NVAX=7.14 Ref
  60. >>2500 T Nov23 15.0 Calls $0.47 (CboeTheo=0.48)  MID  PHLX 09:51:37.567 IV=25.9% -0.2 CBOE 70 x $0.46 - $0.48 x 229 EMLD  SPREAD/FLOOR  Vega=$5398 T=14.96 Ref
  61. >>2500 T Oct23 15.0 Calls $0.35 (CboeTheo=0.34)  ASK  PHLX 09:51:37.567 IV=31.2% +0.3 BXO 14 x $0.33 - $0.35 x 5487 GEMX  SPREAD/FLOOR  Vega=$3390 T=14.96 Ref
  62. >>1000 VIX Oct23 18th 45.0 Calls $0.12 (CboeTheo=0.12)  MID  CBOE 09:52:00.334 IV=195.7% +2.7 CBOE 39k x $0.10 - $0.13 x 3759 CBOE Vega=$384 VIX=18.35 Fwd
  63. >>3992 BILI Dec23 20.0 Calls $0.32 (CboeTheo=0.30)  BID  MIAX 09:53:23.265 IV=73.1% +1.5 MIAX 3992 x $0.32 - $0.33 x 90 C2 Vega=$5960 BILI=13.28 Ref
  64. SWEEP DETECTED:
    >>4957 BILI Dec23 20.0 Calls $0.32 (CboeTheo=0.30)  BID  [MULTI] 09:53:23.265 IV=73.1% +1.5 MIAX 3992 x $0.32 - $0.33 x 90 C2 Vega=$7401 BILI=13.28 Ref
  65. >>2107 BILI Dec23 20.0 Calls $0.32 (CboeTheo=0.30)  BID  MIAX 09:53:51.690 IV=73.2% +1.6 MIAX 2107 x $0.32 - $0.33 x 297 C2 Vega=$3143 BILI=13.27 Ref
  66. SWEEP DETECTED:
    >>2721 BILI Dec23 20.0 Calls $0.32 (CboeTheo=0.30)  BID  [MULTI] 09:53:51.573 IV=73.2% +1.6 MIAX 2607 x $0.32 - $0.33 x 281 C2 Vega=$4058 BILI=13.27 Ref
  67. SPLIT TICKET:
    >>1000 NANOS Oct23 6th 429 Calls $4.04 (CboeTheo=4.19)  MID  [CBOE] 09:54:48.053 IV=17.3% CBOE 1000 x $3.94 - $0.00 x 0  OPENING  Vega=$256 NANOS=428.15 Fwd
  68. >>22686 MU Nov23 77.5 Calls $0.27 (CboeTheo=0.27)  BID  BOX 09:55:56.943 IV=32.8% -2.8 BZX 34 x $0.27 - $0.28 x 1015 ARCA  FLOOR - OPENING   Post-Earnings  Vega=$83k MU=64.42 Ref
  69. >>1200 SPXW Sep23 29th 4000 Puts $0.30 (CboeTheo=0.26)  ASK  CBOE 09:56:00.132 IV=48.2% +8.1 CBOE 39 x $0.25 - $0.30 x 1407 CBOE  FLOOR  Vega=$6647 SPX=4281.72 Fwd
  70. SPLIT TICKET:
    >>3000 SPXW Sep23 29th 4000 Puts $0.30 (CboeTheo=0.26)  ASK  [CBOE] 09:56:00.072 IV=48.2% +8.1 CBOE 39 x $0.25 - $0.30 x 1407 CBOE  FLOOR  Vega=$17k SPX=4281.72 Fwd
  71. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 YOU Jan25 25.0 Calls $2.05 (CboeTheo=2.08)  ASK  [MULTI] 09:56:00.541 IV=45.5% -0.2 EMLD 28 x $2.00 - $2.05 x 309 BZX  OPENING 
    Delta=40%, EST. IMPACT = 40k Shares ($727k) To Buy YOU=18.18 Ref
  72. SPLIT TICKET:
    >>1000 VIX Nov23 15th 22.0 Calls $1.48 (CboeTheo=1.47)  ASK  [CBOE] 09:58:30.951 IV=97.6% -0.0 CBOE 13k x $1.44 - $1.49 x 2885 CBOE  AUCTION  Vega=$2578 VIX=18.68 Fwd
  73. >>Market Color CROX - Bearish flow noted in Crocs (84.27 -0.29) with 1,433 puts trading, or 2x expected. The Put/Call Ratio is 6.76, while ATM IV is up over 1 point on the day. Earnings are expected on 11/01. (Autocolor ) [CROX 84.27 -0.29 Ref, IV=52.4% +1.3] #Bearish
  74. >>5057 AZN Oct23 27th 63.0 Puts $0.60 (CboeTheo=0.65)  BID  BOX 10:00:09.114 IV=28.8% -0.9 BXO 6 x $0.57 - $0.68 x 19 BOX  FLOOR  Vega=$27k AZN=67.14 Ref
  75. >>Unusual Volume AA - 3x market weighted volume: 13.1k = 68.8k projected vs 21.4k adv, 70% calls, 4% of OI [AA 27.46 +1.26 Ref, IV=56.2% +1.0]
  76. SPLIT TICKET:
    >>1000 NANOS Oct23 6th 429 Calls $4.27 (CboeTheo=4.27)  MID  [CBOE] 10:00:31.721 IV=17.2% CBOE 1000 x $4.17 - $0.00 x 0  OPENING  Vega=$257 NANOS=428.67 Fwd
  77. SWEEP DETECTED:
    >>Bearish Delta Impact 1460 NAK Jan25 1.0 Calls $0.05 (CboeTheo=0.08)  BID  [MULTI] 10:02:17.362 IV=95.0% -18.4 PHLX 348 x $0.05 - $0.10 x 318 BOX
    Delta=37%, EST. IMPACT = 54k Shares ($17k) To Sell NAK=0.31 Ref
  78. SWEEP DETECTED:
    >>2000 GOOGL Sep23 29th 133 Calls $0.21 (CboeTheo=0.22)  ASK  [MULTI] 10:02:25.076 IV=30.7% +3.0 C2 504 x $0.20 - $0.21 x 196 ARCA Vega=$3931 GOOGL=130.65 Ref
  79. SPLIT TICKET:
    >>1320 VIX Nov23 15th 50.0 Calls $0.24 (CboeTheo=0.24)  BID  [CBOE] 10:02:29.371 IV=153.4% +0.9 CBOE 8876 x $0.23 - $0.27 x 35k CBOE Vega=$1138 VIX=18.53 Fwd
  80. >>22000 CGC Jan24 0.5 Calls $0.38 (CboeTheo=0.37)  ASK  BOX 10:03:29.222 IV=166.9% +7.1 EDGX 1200 x $0.34 - $0.38 x 337 CBOE  FLOOR   SSR  Vega=$2222 CGC=0.82 Ref
  81. >>2500 FSR Oct23 8.0 Puts $2.10 (CboeTheo=2.11)  MID  AMEX 10:04:31.893 IV=92.4% -1.1 ISE 5 x $2.07 - $2.14 x 9 BOX  TIED/FLOOR - OPENING  Vega=$745 FSR=6.03 Ref
  82. >>2500 FSR Oct23 8.0 Calls $0.08 (CboeTheo=0.09)  BID  AMEX 10:04:31.894 IV=94.5% +0.9 EMLD 1148 x $0.06 - $0.12 x 1442 PHLX  TIED/FLOOR  Vega=$776 FSR=6.03 Ref
  83. SWEEP DETECTED:
    >>2500 AMC Oct23 27th 8.5 Calls $0.602 (CboeTheo=0.57)  Above Ask!  [MULTI] 10:04:35.735 IV=107.1% +1.2 EDGX 2305 x $0.55 - $0.60 x 1721 MPRL  ISO - OPENING  Vega=$2108 AMC=7.62 Ref
  84. >>2500 BUD Nov23 50.0 Puts $0.82 (CboeTheo=0.84)  MID  PHLX 10:04:52.667 IV=29.0% -0.2 EMLD 401 x $0.80 - $0.85 x 104 EMLD  COB/AUCTION - OPENING  Vega=$15k BUD=53.51 Ref
  85. >>2500 BUD Oct23 6th 54.0 Puts $0.97 (CboeTheo=0.94)  ASK  PHLX 10:04:52.667 IV=22.5% +0.7 EMLD 326 x $0.90 - $1.00 x 277 EMLD  COB/AUCTION  Vega=$7807 BUD=53.51 Ref
  86. SWEEP DETECTED:
    >>2000 AMC Oct23 27th 8.5 Calls $0.61 (CboeTheo=0.57)  ASK  [MULTI] 10:05:15.412 IV=109.3% +3.4 EDGX 2388 x $0.55 - $0.61 x 8 BOX  ISO - OPENING  Vega=$1683 AMC=7.59 Ref
  87. SWEEP DETECTED:
    >>Bearish Delta Impact 1252 YOU Nov23 17.3 Puts $1.00 (CboeTheo=0.99)  ASK  [MULTI] 10:05:35.124 IV=52.4% +0.3 PHLX 320 x $0.90 - $1.00 x 250 ARCA  OPENING 
    Delta=-37%, EST. IMPACT = 46k Shares ($836k) To Sell YOU=18.04 Ref
  88. SPLIT TICKET:
    >>2000 SPXW Oct23 27th 4375 Calls $37.20 (CboeTheo=39.79)  Below Bid!  [CBOE] 10:06:01.150 IV=14.1% -0.6 CBOE 26 x $39.60 - $40.00 x 11 CBOE  LATE - OPENING  Vega=$890k SPX=4298.82 Fwd
  89. SPLIT TICKET:
    >>1000 SPX Oct23 4450 Calls $9.26 (CboeTheo=10.04)  Below Bid!  [CBOE] 10:06:01.150 IV=13.0% -0.1 CBOE 1370 x $9.90 - $10.30 x 963 CBOE  LATE  Vega=$240k SPX=4294.20 Fwd
  90. SPLIT TICKET:
    >>1000 SPX Oct23 4550 Calls $1.52 (CboeTheo=1.62)  Below Bid!  [CBOE] 10:06:01.150 IV=12.5% -0.1 CBOE 1895 x $1.60 - $1.75 x 3578 CBOE  LATE  Vega=$83k SPX=4294.20 Fwd
  91. SPLIT TICKET:
    >>1000 RUT Mar24 1050 Puts $3.30 (CboeTheo=3.13)  ASK  [CBOE] 10:06:02.354 IV=40.9% +0.5 CBOE 6 x $3.10 - $3.30 x 5 BZX  FLOOR  Vega=$53k RUT=1822.14 Fwd
  92. SWEEP DETECTED:
    >>2000 MU Sep23 29th 70.0 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 10:06:19.709 IV=62.1% -25.6 C2 560 x $0.01 - $0.02 x 615 C2  Post-Earnings  Vega=$430 MU=65.03 Ref
  93. SPLIT TICKET:
    >>2000 SPXW Sep23 28th 4200 Puts $0.35 (CboeTheo=0.28)  ASK  [CBOE] 10:06:32.582 IV=37.9% +14.4 CBOE 1639 x $0.25 - $0.35 x 1704 CBOE Vega=$12k SPX=4283.40 Fwd
  94. SWEEP DETECTED:
    >>Bullish Delta Impact 1429 CSIQ Jun24 42.0 Calls $0.80 (CboeTheo=0.76)  ASK  [MULTI] 10:07:35.147 IV=49.8% +0.7 NOM 1931 x $0.75 - $0.80 x 278 BOX  OPENING   52WeekLow 
    Delta=17%, EST. IMPACT = 25k Shares ($605k) To Buy CSIQ=24.43 Ref
  95. SPLIT TICKET:
    >>2500 TCOM Dec23 45.0 Calls $0.28 (CboeTheo=0.25)  ASK  [ARCA] 10:08:39.065 IV=39.3% +1.9 EMLD 93 x $0.20 - $0.30 x 384 PHLX  FLOOR  Vega=$7581 TCOM=34.85 Ref
  96. SWEEP DETECTED:
    >>4602 HUT Sep23 29th 2.0 Calls $0.03 (CboeTheo=0.09)  ASK  [MULTI] 10:09:23.770 IV=147.2% -1.3 BZX 28 x $0.02 - $0.03 x 21 BZX  OPENING  Vega=$179 HUT=1.91 Ref
  97. >>2000 SHOP Jan24 70.0 Calls $1.10 (CboeTheo=1.14)  BID  AMEX 10:09:45.843 IV=48.3% +0.1 EMLD 218 x $1.10 - $1.13 x 43 BXO  TIED/FLOOR  Vega=$15k SHOP=51.22 Ref
  98. >>2000 SHOP Nov23 55.0 Calls $2.82 (CboeTheo=2.80)  Above Ask!  AMEX 10:09:45.842 IV=54.8% +1.2 GEMX 11 x $2.79 - $2.81 x 26 BXO  TIED/FLOOR - OPENING  Vega=$15k SHOP=51.22 Ref
  99. >>4000 SQ Feb24 40.0 Puts $3.74 (CboeTheo=3.70)  ASK  ARCA 10:12:58.393 IV=54.9% +0.9 EDGX 482 x $3.65 - $3.75 x 671 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$39k SQ=43.45 Ref
  100. >>5435 AZN Oct23 27th 69.0 Calls $1.23 (CboeTheo=1.29)  BID  BOX 10:13:48.959 IV=24.1% -1.9 CBOE 53 x $1.21 - $1.38 x 50 PHLX  FLOOR  Vega=$40k AZN=67.27 Ref
  101. SWEEP DETECTED:
    >>2175 MU Sep23 29th 66.0 Calls $0.526 (CboeTheo=0.49)  Above Ask!  [MULTI] 10:13:58.243 IV=47.4% -41.1 MPRL 280 x $0.48 - $0.50 x 261 C2  OPENING   Post-Earnings  Vega=$3223 MU=65.47 Ref
  102. >>Market Color @STOCK - Heavy first hour option volume is noted in : DBRG, DLR, COTY, WE, TCOM, CNK, NOW, IYR, AZN. (Autocolor ))
  103. >>Market Color UBER - Bullish option flow detected in Uber (45.91 +0.77) with 14,859 calls trading (1.2x expected) and implied vol increasing almost 2 points to 39.05%. . The Put/Call Ratio is 0.48. Earnings are expected on 10/30. (Autocolor ([UBER 45.91 +0.77 Ref, IV=39.1% +1.6] #Bullish
  104. >>2200 ORCL Jan24 105 Puts $6.11 (CboeTheo=6.20)  BID  AMEX 10:15:51.791 IV=27.6% -0.6 AMEX 526 x $6.10 - $6.25 x 827 AMEX  CROSS  Vega=$50k ORCL=104.59 Ref
  105. SWEEP DETECTED:
    >>2000 PTON Sep23 29th 5.5 Calls $0.02 (CboeTheo=0.01)  BID  [MULTI] 10:16:25.053 IV=196.2% +39.3 BZX 635 x $0.02 - $0.03 x 1111 C2 Vega=$86 PTON=4.67 Ref
  106. >>4000 SNAP Dec23 9.0 Calls $0.78 (CboeTheo=0.78)  BID  ISE 10:17:10.311 IV=64.0% +0.3 BXO 64 x $0.78 - $0.79 x 495 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$6182 SNAP=8.38 Ref
  107. >>Unusual Volume ALLY - 3x market weighted volume: 5846 = 23.1k projected vs 6369 adv, 95% puts, 3% of OI [ALLY 26.23 -0.21 Ref, IV=46.1% +0.2]
  108. >>Unusual Volume SIRI - 3x market weighted volume: 26.7k = 105.8k projected vs 31.2k adv, 54% calls, 4% of OI [SIRI 4.08 +0.01 Ref, IV=65.7% -33.0]
  109. >>4750 UPST Nov23 32.5 Puts $7.65 (CboeTheo=7.74)  BID  BOX 10:20:11.159 IV=101.2% -2.1 EDGX 141 x $7.65 - $7.85 x 113 EDGX  SPREAD/FLOOR  Vega=$18k UPST=26.98 Ref
  110. >>4750 UPST Nov23 22.5 Puts $1.90 (CboeTheo=1.91)  BID  BOX 10:20:11.159 IV=103.1% +0.1 EDGX 292 x $1.90 - $1.96 x 126 EDGX  SPREAD/FLOOR - OPENING  Vega=$15k UPST=26.98 Ref
  111. >>5381 JD Nov23 30.0 Puts $2.81 (CboeTheo=2.82)  BID  AMEX 10:20:13.684 IV=44.3% +0.8 GEMX 34 x $2.81 - $2.84 x 4 BXO  CROSS   52WeekLow  Vega=$22k JD=28.20 Ref
  112. SWEEP DETECTED:
    >>2100 PTON Jan24 17.5 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 10:20:16.825 IV=112.4% -4.3 EMLD 402 x $0.04 - $0.06 x 116 C2 Vega=$499 PTON=4.76 Ref
  113. >>6000 TCOM Oct23 36.0 Calls $0.80 (CboeTheo=0.79)  ASK  PHLX 10:20:51.425 IV=34.2% +0.2 PHLX 1407 x $0.70 - $0.85 x 69 PHLX  SPREAD/CROSS/TIED  Vega=$20k TCOM=35.01 Ref
  114. SWEEP DETECTED:
    >>Bearish Delta Impact 2001 SMTC Dec23 28.0 Calls $1.575 (CboeTheo=1.58)  BID  [MULTI] 10:21:43.529 IV=50.0% -0.2 AMEX 52 x $1.55 - $1.65 x 1 NOM  FLOOR - OPENING 
    Delta=41%, EST. IMPACT = 83k Shares ($2.11m) To Sell SMTC=25.55 Ref
  115. >>7500 SIRI Oct23 5.0 Calls $0.05 (CboeTheo=0.05)  MID  PHLX 10:21:47.726 IV=78.8% -1.3 BOX 10 x $0.03 - $0.06 x 1 BZX  SPREAD/FLOOR  Vega=$1648 SIRI=4.09 Ref
  116. >>7500 SIRI Oct23 5.0 Puts $1.00 (CboeTheo=1.09)  BID  PHLX 10:21:47.754 PHLX 4334 x $0.75 - $1.71 x 2240 PHLX  SPREAD/FLOOR  Vega=$0 SIRI=4.09 Ref
  117. SWEEP DETECTED:
    >>2184 ROIV Nov23 15.0 Calls $0.20 (CboeTheo=0.42)  BID  [MULTI] 10:23:00.294 IV=45.4% -14.4 PHLX 45 x $0.20 - $0.40 x 63 NOM  ISO  Vega=$2768 ROIV=12.64 Ref
  118. >>2673 KMX Oct23 13th 65.0 Puts $0.35 (CboeTheo=0.53)  BID  BOX 10:23:03.446 IV=41.2% -30.4 CBOE 196 x $0.35 - $0.50 x 84 CBOE  FLOOR - OPENING   Post-Earnings / SSR  Vega=$7720 KMX=71.47 Ref
  119. SWEEP DETECTED:
    >>2293 CSCO Sep23 29th 54.0 Puts $0.48 (CboeTheo=0.47)  ASK  [MULTI] 10:23:30.175 IV=26.0% +3.9 C2 76 x $0.44 - $0.48 x 729 C2  ISO  Vega=$2742 CSCO=53.73 Ref
  120. >>2000 CVX Nov23 170 Puts $5.06 (CboeTheo=5.11)  BID  ARCA 10:25:22.753 IV=21.7% -0.4 PHLX 475 x $5.05 - $5.20 x 1009 CBOE  CROSS - OPENING  Vega=$50k CVX=171.00 Ref
  121. >>2600 XOM Oct23 125 Calls $0.92 (CboeTheo=0.95)  Below Bid!  AMEX 10:26:37.324 IV=21.8% -0.3 C2 341 x $0.93 - $0.95 x 1 ARCA  SPREAD/FLOOR  Vega=$25k XOM=119.92 Ref
  122. >>3900 XOM Oct23 130 Calls $0.24 (CboeTheo=0.25)  BID  AMEX 10:26:37.324 IV=22.2% +0.0 C2 297 x $0.24 - $0.26 x 435 C2  SPREAD/FLOOR  Vega=$18k XOM=119.92 Ref
  123. SWEEP DETECTED:
    >>3171 UBER Nov23 47.5 Calls $2.41 (CboeTheo=2.39)  ASK  [MULTI] 10:26:56.672 IV=44.3% +1.1 GEMX 280 x $2.38 - $2.41 x 594 GEMX Vega=$21k UBER=45.77 Ref
  124. SPLIT TICKET:
    >>1400 VIX Oct23 18th 23.0 Calls $0.65 (CboeTheo=0.65)  BID  [CBOE] 10:27:29.193 IV=123.7% +2.5 CBOE 2000 x $0.65 - $0.67 x 30k CBOE Vega=$1846 VIX=18.03 Fwd
  125. >>Market Color NEE - Bearish flow noted in NextEra Energy (58.06 -1.90) with 9,881 puts trading, or 1.3x expected. The Put/Call Ratio is 1.70, while ATM IV is up nearly 3 points on the day. Earnings are expected on 10/25. (Autocolor ([NEE 58.06 -1.90 Ref, IV=32.0% +2.7] #Bearish
  126. SWEEP DETECTED:
    >>2502 NVDA Sep23 29th 420 Puts $2.81 (CboeTheo=2.83)  ASK  [MULTI] 10:30:15.700 IV=50.3% +2.9 CBOE 5 x $2.80 - $2.81 x 2491 ARCA Vega=$23k NVDA=425.10 Ref
  127. >>2749 WFC Nov23 3rd 37.0 Puts $0.47 (CboeTheo=0.49)  BID  PHLX 10:30:28.857 IV=35.6% -0.7 AMEX 5 x $0.46 - $0.53 x 13 BOX  AUCTION - OPENING  Vega=$9334 WFC=40.85 Ref
  128. SWEEP DETECTED:
    >>3913 WFC Sep23 29th 41.0 Calls $0.225 (CboeTheo=0.24)  Below Bid!  [MULTI] 10:32:44.003 IV=35.2% -0.2 ARCA 48 x $0.24 - $0.25 x 68 C2  ISO  Vega=$3619 WFC=40.77 Ref
  129. SPLIT TICKET:
    >>1500 SPX Dec23 4800 Calls $3.30 (CboeTheo=3.27)  MID  [CBOE] 10:32:45.133 IV=12.7% +0.3 CBOE 2045 x $3.20 - $3.40 x 2292 CBOE  FLOOR  Vega=$255k SPX=4306.99 Fwd
  130. SPLIT TICKET:
    >>1710 VIX Nov23 15th 14.5 Puts $0.27 (CboeTheo=0.25)  ASK  [CBOE] 10:32:54.885 IV=64.9% +0.4 CBOE 6113 x $0.25 - $0.27 x 500 CBOE Vega=$2249 VIX=18.72 Fwd
  131. SWEEP DETECTED:
    >>2790 WFC Sep23 29th 41.0 Calls $0.217 (CboeTheo=0.25)  Below Bid!  [MULTI] 10:33:19.839 IV=33.2% -2.1 C2 142 x $0.23 - $0.24 x 4 NOM  ISO  Vega=$2587 WFC=40.80 Ref
  132. SWEEP DETECTED:
    >>2155 WFC Sep23 29th 41.0 Calls $0.204 (CboeTheo=0.24)  Below Bid!  [MULTI] 10:33:22.001 IV=32.4% -3.0 GEMX 243 x $0.21 - $0.22 x 5 BXO  ISO  Vega=$1975 WFC=40.77 Ref
  133. SWEEP DETECTED:
    >>2201 PLTR Dec23 15.0 Puts $1.60 (CboeTheo=1.58)  ASK  [MULTI] 10:34:18.503 IV=66.9% +3.0 C2 169 x $1.59 - $1.60 x 630 EMLD Vega=$6032 PLTR=15.39 Ref
  134. >>3250 SIRI Oct23 5.0 Puts $1.04 (CboeTheo=1.08)  BID  AMEX 10:34:36.355 IV=58.3% -21.9 PHLX 4140 x $0.76 - $1.70 x 2174 PHLX  TIED/FLOOR  Vega=$401 SIRI=4.11 Ref
  135. >>3250 SIRI Oct23 5.0 Calls $0.04 (CboeTheo=0.06)  BID  AMEX 10:34:36.356 IV=73.4% -6.7 PHLX 119 x $0.04 - $0.10 x 2520 PHLX  TIED/FLOOR  Vega=$657 SIRI=4.11 Ref
  136. >>Unusual Volume ATVI - 3x market weighted volume: 28.4k = 92.9k projected vs 27.4k adv, 53% calls, 2% of OI [ATVI 93.76 -0.16 Ref, IV=9.6% +3.6]
  137. SWEEP DETECTED:
    >>3307 ET Oct23 14.0 Calls $0.24 (CboeTheo=0.23)  BID  [MULTI] 10:36:22.214 IV=18.2% +0.5 NOM 20 x $0.24 - $0.25 x 1079 EMLD  ISO  Vega=$4539 ET=13.93 Ref
  138. >>4500 XOM Nov23 130 Calls $1.05 (CboeTheo=1.07)  BID  BOX 10:37:30.835 IV=23.0% -0.2 BXO 65 x $1.04 - $1.08 x 47 MIAX  CROSS  Vega=$55k XOM=119.98 Ref
  139. SWEEP DETECTED:
    >>Bearish Delta Impact 1004 YOU Nov23 19.8 Calls $0.65 (CboeTheo=0.64)  BID  [MULTI] 10:39:51.273 IV=49.8% -0.1 ARCA 250 x $0.65 - $0.70 x 249 PHLX  OPENING   52WeekLow 
    Delta=33%, EST. IMPACT = 33k Shares ($594k) To Sell YOU=17.82 Ref
  140. >>4000 SGEN Jan24 190 Puts $3.10 (CboeTheo=2.96)  ASK  PHLX 10:40:07.154 IV=25.6% -2.9 AMEX 8 x $2.15 - $4.00 x 50 AMEX  SPREAD/FLOOR  Vega=$125k SGEN=212.31 Ref
  141. >>2000 SGEN Jan24 210 Puts $7.20 (CboeTheo=6.03)  BID  PHLX 10:40:07.154 IV=19.7% +0.6 ARCA 10 x $6.70 - $8.20 x 1 MPRL  SPREAD/FLOOR  Vega=$91k SGEN=212.31 Ref
  142. >>1000 VIX Dec23 20th 23.0 Calls $1.66 (CboeTheo=1.66)  MID  CBOE 10:40:39.878 IV=87.4% +0.5 CBOE 1506 x $1.64 - $1.68 x 6237 CBOE  FLOOR  Vega=$3360 VIX=18.65 Fwd
  143. SPLIT TICKET:
    >>2500 VIX Dec23 20th 23.0 Calls $1.66 (CboeTheo=1.66)  MID  [CBOE] 10:40:39.878 IV=87.4% +0.5 CBOE 1506 x $1.64 - $1.68 x 6237 CBOE  FLOOR  Vega=$8399 VIX=18.65 Fwd
  144. >>3500 XPEV Oct23 20.0 Puts $3.30 (CboeTheo=3.36)  BID  AMEX 10:41:20.064 IV=66.1% -5.8 PHLX 444 x $3.30 - $3.40 x 139 CBOE  TIED/FLOOR  Vega=$3770 XPEV=16.95 Ref
  145. >>3500 XPEV Oct23 20.0 Calls $0.30 (CboeTheo=0.30)  ASK  AMEX 10:41:20.064 IV=71.6% -1.7 EMLD 70 x $0.29 - $0.30 x 110 MPRL  TIED/FLOOR  Vega=$4065 XPEV=16.95 Ref
  146. >>2600 XOM Nov23 125 Calls $2.27 (CboeTheo=2.27)  MID  AMEX 10:42:43.970 IV=23.3% -0.1 CBOE 498 x $2.25 - $2.30 x 1 ARCA  SPREAD/FLOOR  Vega=$43k XOM=119.83 Ref
  147. >>2600 XOM Oct23 125 Calls $0.90 (CboeTheo=0.93)  Below Bid!  AMEX 10:42:43.971 IV=21.8% -0.3 MPRL 60 x $0.92 - $0.93 x 15 ARCA  SPREAD/FLOOR  Vega=$24k XOM=119.83 Ref
  148. >>3900 XOM Nov23 130 Calls $1.03 (CboeTheo=1.03)  MID  AMEX 10:42:43.972 IV=23.0% -0.1 AMEX 166 x $1.00 - $1.05 x 5 BOX  SPREAD/FLOOR  Vega=$48k XOM=119.83 Ref
  149. >>3900 XOM Oct23 130 Calls $0.25 (CboeTheo=0.24)  ASK  AMEX 10:42:43.972 IV=22.5% +0.4 C2 357 x $0.24 - $0.25 x 34 BXO  SPREAD/FLOOR  Vega=$19k XOM=119.83 Ref
  150. >>3000 OGN Jan24 20.0 Puts $3.60 (CboeTheo=3.76)  ASK  ARCA 10:43:21.883 IV=28.4% -8.5 PHLX 666 x $2.95 - $3.80 x 123 PHLX  FLOOR   52WeekLow  Vega=$4967 OGN=16.66 Ref
  151. SWEEP DETECTED:
    >>4041 AAPL Sep23 29th 162.5 Puts $0.09 (CboeTheo=0.08)  ASK  [MULTI] 10:44:20.129 IV=46.3% +6.4 C2 572 x $0.08 - $0.09 x 679 EMLD  ISO  Vega=$4056 AAPL=169.91 Ref
  152. SWEEP DETECTED:
    >>2617 AAPL Sep23 29th 162.5 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 10:44:36.896 IV=47.2% +7.4 BXO 112 x $0.09 - $0.10 x 301 ARCA  ISO  Vega=$2781 AAPL=169.90 Ref
  153. >>5000 BAC Jan24 26.0 Puts $1.04 (CboeTheo=1.05)  BID  PHLX 10:44:48.789 IV=29.3% -0.3 EMLD 2188 x $1.04 - $1.05 x 39 C2  SPREAD/CROSS/TIED  Vega=$27k BAC=27.41 Ref
  154. >>5000 BAC Jan24 28.0 Calls $1.50 (CboeTheo=1.50)  MID  PHLX 10:44:48.789 IV=27.2% -0.1 EMLD 2461 x $1.49 - $1.51 x 3179 EMLD  SPREAD/CROSS/TIED  Vega=$30k BAC=27.41 Ref
  155. >>Market Color UUUU - Bullish option flow detected in Energy Fuels (8.79 +0.31) with 7,647 calls trading (6x expected) and implied vol increasing over 4 points to 64.67%. . The Put/Call Ratio is 0.06. Earnings are expected on 11/03. (Autocolor ) [UUUU 8.79 +0.31 Ref, IV=64.7% +4.2] #Bullish
  156. >>2919 NIO Jan25 35.0 Calls $0.44 (CboeTheo=0.46)  MID  BOX 10:45:15.020 IV=77.9% -1.2 PHLX 216 x $0.43 - $0.46 x 2 NOM  CROSS  Vega=$7025 NIO=8.77 Ref
  157. SWEEP DETECTED:
    >>2378 PLTR Sep23 29th 16.0 Calls $0.10 (CboeTheo=0.10)  BID  [MULTI] 10:49:23.269 IV=72.4% +1.4 C2 946 x $0.10 - $0.11 x 2307 EMLD Vega=$699 PLTR=15.55 Ref
  158. >>4000 TFC Jan24 27.5 Puts $2.20 (CboeTheo=2.12)  ASK  PHLX 10:50:03.857 IV=39.6% +1.2 BXO 176 x $2.10 - $2.20 x 465 PHLX  SPREAD/CROSS/TIED  Vega=$24k TFC=28.02 Ref
  159. >>4000 TFC Jan24 30.0 Calls $1.50 (CboeTheo=1.44)  ASK  PHLX 10:50:03.857 IV=37.2% +0.8 BXO 370 x $1.40 - $1.50 x 166 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$24k TFC=28.02 Ref
  160. >>5000 ATVI Jan24 95.0 Calls $0.10 (CboeTheo=0.49)  BID  ARCA 10:50:15.702 IV=1.4% -0.5 C2 10 x $0.10 - $0.12 x 12 EMLD  SPREAD/CROSS  Vega=$90k ATVI=93.70 Ref
  161. >>5000 ATVI Oct23 85.0 Puts $0.47 (CboeTheo=0.46)  ASK  ARCA 10:50:15.702 IV=34.8% +5.3 NOM 10 x $0.45 - $0.47 x 10 NOM  SPREAD/CROSS  Vega=$23k ATVI=93.70 Ref
  162. >>5000 META Nov23 260 Calls $51.25 (CboeTheo=51.40)  BID  AMEX 10:53:03.929 IV=47.9% -0.3 AMEX 66 x $51.25 - $51.75 x 119 EDGX  CROSS  Vega=$135k META=304.56 Ref
  163. >>6727 JBLU Jan24 5.0 Calls $0.53 (CboeTheo=0.51)  ASK  EMLD 10:53:04.102 IV=61.4% +2.7 EMLD 811 x $0.50 - $0.53 x 7464 EMLD  SPREAD/LEGGED - OPENING   52WeekLow  Vega=$6964 JBLU=4.66 Ref
  164. >>6270 JBLU Nov23 5.0 Calls $0.29 (CboeTheo=0.30)  BID  EMLD 10:53:04.102 IV=59.7% -1.4 EMLD 7921 x $0.29 - $0.31 x 198 EMLD  SPREAD/LEGGED - OPENING   52WeekLow  Vega=$4264 JBLU=4.66 Ref
  165. >>4809 UPS Oct23 160 Puts $7.20 (CboeTheo=6.83)  Above Ask!  BOX 10:53:19.547 IV=24.1% +3.6 BZX 76 x $6.65 - $6.90 x 59 BZX  FLOOR  Vega=$61k UPS=153.98 Ref
  166. SWEEP DETECTED:
    >>Bearish Delta Impact 4999 UPS Oct23 160 Puts $7.187 (CboeTheo=6.83)  Above Ask!  [MULTI] 10:53:19.515 IV=21.2% +0.7 BOX 66 x $6.65 - $6.85 x 45 BZX  ISO 
    Delta=-76%, EST. IMPACT = 379k Shares ($58.4m) To Sell UPS=153.98 Ref
  167. >>2000 MS Jan24 80.0 Puts $3.95 (CboeTheo=3.91)  ASK  PHLX 10:54:22.652 IV=27.9% -0.1 CBOE 418 x $3.85 - $3.95 x 88 EMLD  SPREAD/FLOOR  Vega=$35k MS=81.83 Ref
  168. >>3485 AAPL Sep23 29th 180 Calls $0.01 (CboeTheo=0.01)  ASK  BOX 10:55:17.711 IV=40.2% +5.3 MRX 0 x $0.00 - $0.01 x 337 BZX  FLOOR - COMPLEX  Vega=$789 AAPL=170.04 Ref
  169. >>3500 XPEV Oct23 20.0 Calls $0.29 (CboeTheo=0.29)  BID  AMEX 10:56:47.280 IV=71.1% -2.2 BZX 294 x $0.29 - $0.30 x 193 EMLD  TIED/FLOOR  Vega=$4009 XPEV=16.93 Ref
  170. >>3500 XPEV Oct23 20.0 Puts $3.39 (CboeTheo=3.38)  ASK  AMEX 10:56:47.279 IV=72.6% +0.8 PHLX 41 x $3.35 - $3.40 x 6 BXO  TIED/FLOOR  Vega=$4080 XPEV=16.93 Ref
  171. >>4000 VIX Jan24 17th 20.0 Calls $2.83 (CboeTheo=2.74)  Above Ask!  CBOE 10:56:54.552 IV=75.2% +2.4 CBOE 3113 x $2.70 - $2.76 x 26k CBOE  LATE  Vega=$17k VIX=19.28 Fwd
  172. >>6000 VIX Jan24 17th 35.0 Calls $0.96 (CboeTheo=0.92)  Above Ask!  CBOE 10:56:55.445 IV=99.7% +1.5 CBOE 507 x $0.91 - $0.95 x 32k CBOE  LATE  Vega=$18k VIX=19.25 Fwd
  173. >>4000 VIX Jan24 17th 20.0 Puts $3.35 (CboeTheo=3.46)  Below Bid!  CBOE 10:56:55.906 IV=70.4% -2.4 CBOE 29k x $3.40 - $3.50 x 32k CBOE  LATE  Vega=$17k VIX=19.25 Fwd
  174. >>1680 VIX Jan24 17th 19.0 Puts $2.66 (CboeTheo=2.78)  Below Bid!  CBOE 10:56:56.368 IV=67.6% -2.5 CBOE 31k x $2.72 - $2.78 x 3719 CBOE  LATE  Vega=$6822 VIX=19.25 Fwd
  175. >>2100 VIX Jan24 17th 19.0 Calls $3.16 (CboeTheo=3.04)  Above Ask!  CBOE 10:56:56.774 IV=73.5% +3.4 CBOE 12k x $2.99 - $3.05 x 3387 CBOE  LATE  Vega=$8506 VIX=19.28 Fwd
  176. >>1000 VIX Jan24 17th 20.0 Calls $2.83 (CboeTheo=2.74)  Above Ask!  CBOE 10:58:08.855 IV=75.1% +2.3 CBOE 2353 x $2.71 - $2.76 x 4560 CBOE  LATE  Vega=$4140 VIX=19.29 Fwd
  177. >>1500 VIX Jan24 17th 35.0 Calls $0.96 (CboeTheo=0.93)  Above Ask!  CBOE 10:58:08.974 IV=99.4% +1.2 CBOE 5647 x $0.91 - $0.95 x 27k CBOE  LATE  Vega=$4522 VIX=19.29 Fwd
  178. >>1000 VIX Jan24 17th 20.0 Puts $3.35 (CboeTheo=3.44)  Below Bid!  CBOE 10:58:09.084 IV=70.8% -2.0 CBOE 17k x $3.40 - $3.50 x 32k CBOE  LATE  Vega=$4149 VIX=19.29 Fwd
  179. >>1680 VIX Jan24 17th 19.0 Calls $3.16 (CboeTheo=3.04)  Above Ask!  CBOE 10:56:56.774 IV=73.5% +3.4 CBOE 12k x $2.99 - $3.05 x 3387 CBOE  LATE  Vega=$6805 VIX=19.28 Fwd
  180. SWEEP DETECTED:
    >>3160 AAPL Oct23 195 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 10:58:14.408 IV=23.7% -0.8 C2 821 x $0.04 - $0.05 x 373 EMLD Vega=$4591 AAPL=170.01 Ref
  181. >>2000 JBL Dec23 125 Calls $4.30 (CboeTheo=4.21)  BID  BOX 10:58:54.110 IV=29.2% -1.2 ISE 4 x $4.20 - $4.50 x 83 PHLX  SPREAD/CROSS - OPENING   Post-Earnings   52WeekHigh  Vega=$43k JBL=118.47 Ref
  182. >>2000 JBL Dec23 110 Puts $3.10 (CboeTheo=2.95)  ASK  BOX 10:58:54.110 IV=32.7% +2.1 BZX 8 x $2.85 - $3.10 x 129 CBOE  SPREAD/CROSS - OPENING   Post-Earnings   52WeekHigh  Vega=$36k JBL=118.47 Ref
  183. >>Market Color ONON - Bearish flow noted in On Holding AG (25.68 -0.48) with 5,319 puts trading, or 3x expected. The Put/Call Ratio is 4.51, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/14. (Autocolor ([ONON 25.68 -0.48 Ref, IV=54.7% +1.6] #Bearish
  184. >>8906 JPM Jan24 165 Calls $1.68 (CboeTheo=1.69)  Below Bid!  CBOE 11:01:26.186 IV=19.9% -0.3 MPRL 28 x $1.69 - $1.72 x 39 NOM  ISO/AUCTION  Vega=$206k JPM=148.33 Ref
  185. SWEEP DETECTED:
    >>10000 JPM Jan24 165 Calls $1.682 (CboeTheo=1.72)  Below Bid!  [MULTI] 11:01:25.998 IV=19.9% -0.3 EMLD 150 x $1.70 - $1.74 x 23 EMLD  ISO - OPENING  Vega=$232k JPM=148.44 Ref
  186. SWEEP DETECTED:
    >>3000 SPR Oct23 20.0 Calls $0.15 (CboeTheo=0.15)  ASK  [MULTI] 11:01:33.935 IV=67.7% -2.8 PHLX 2061 x $0.05 - $0.15 x 445 EDGX  ISO - OPENING  Vega=$2439 SPR=16.18 Ref
  187. >>5000 AMZN Nov23 110 Calls $17.65 (CboeTheo=17.77)  BID  AMEX 11:03:29.817 IV=42.2% -1.1 PHLX 231 x $17.65 - $17.80 x 93 CBOE  CROSS  Vega=$60k AMZN=124.78 Ref
  188. >>1000 VIX Oct23 18th 15.0 Puts $0.28 (CboeTheo=0.28)  MID  CBOE 11:05:30.910 IV=78.7% -2.4 CBOE 29k x $0.26 - $0.29 x 2495 CBOE Vega=$981 VIX=17.83 Fwd
  189. >>2000 SGEN Jan24 165 Puts $1.20 (CboeTheo=1.42)  MID  PHLX 11:07:35.960 IV=32.8% -7.1 MPRL 1 x $1.15 - $1.25 x 10 NOM  SPREAD/CROSS/TIED  Vega=$31k SGEN=212.60 Ref
  190. >>2000 VIX Dec23 20th 23.0 Calls $1.68 (CboeTheo=1.58)  Above Ask!  CBOE 11:07:54.177 IV=90.6% +3.7 CBOE 13k x $1.55 - $1.60 x 7293 CBOE  LATE  Vega=$6632 VIX=18.43 Fwd
  191. TRADE CXLD:
    >>2000 VIX Dec23 20th 23.0 Calls $1.68 (CboeTheo=1.58)  Above Ask!  CBOE 11:07:54.177 IV=90.6% +3.7 CBOE 13k x $1.55 - $1.60 x 7293 CBOE  LATE  Vega=$6632 VIX=18.43 Fwd
  192. >>6250 AZN Oct23 27th 69.0 Calls $1.25 (CboeTheo=1.28)  BID  BOX 11:10:16.829 IV=23.8% -2.2 NOM 16 x $1.24 - $1.43 x 97 PHLX  FLOOR  Vega=$46k AZN=67.39 Ref
  193. SWEEP DETECTED:
    >>2947 SWN Nov23 6.0 Puts $0.15 (CboeTheo=0.16)  BID  [MULTI] 11:10:23.881 IV=40.8% -0.4 EMLD 116 x $0.15 - $0.16 x 23 C2  OPENING  Vega=$2234 SWN=6.56 Ref
  194. >>4416 X Nov23 28.0 Puts $0.60 (CboeTheo=0.56)  ASK  CBOE 11:11:29.227 IV=47.3% +3.1 MPRL 65 x $0.52 - $0.65 x 50 MPRL  AUCTION  Vega=$14k X=32.23 Ref
  195. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 FANG Oct23 160 Calls $3.30 (CboeTheo=3.27)  BID  [MULTI] 11:13:01.219 IV=24.1% -0.7 PHLX 205 x $3.30 - $3.50 x 8 BOX
    Delta=47%, EST. IMPACT = 47k Shares ($7.46m) To Sell FANG=158.50 Ref
  196. SWEEP DETECTED:
    >>2187 DKNG Sep23 29th 27.0 Puts $0.06 (CboeTheo=0.05)  ASK  [MULTI] 11:15:58.560 IV=77.1% +10.2 EMLD 1470 x $0.04 - $0.06 x 1251 C2  OPENING  Vega=$632 DKNG=28.55 Ref
  197. >>2000 ATVI Nov23 92.5 Puts $1.03 (CboeTheo=0.85)  ASK  PHLX 11:16:02.901 IV=11.9% +4.0 PHLX 14 x $0.85 - $1.03 x 6 NOM  SPREAD/FLOOR - OPENING  Vega=$26k ATVI=93.61 Ref
  198. >>2000 ATVI Nov23 90.0 Puts $0.78 (CboeTheo=0.61)  BID  PHLX 11:16:02.901 IV=16.3% +4.6 NOM 44 x $0.74 - $0.98 x 14 PHLX  SPREAD/FLOOR  Vega=$21k ATVI=93.61 Ref
  199. >>6331 TSLA Dec23 215 Puts $10.60 (CboeTheo=10.55)  MID  EDGX 11:16:56.957 IV=53.3% +0.1 C2 100 x $10.55 - $10.65 x 254 CBOE  COB/AUCTION - OPENING  Vega=$230k TSLA=242.12 Ref
  200. >>6331 TSLA Nov23 215 Puts $7.80 (CboeTheo=7.80)  MID  EDGX 11:16:56.957 IV=55.7% -0.2 EDGX 210 x $7.75 - $7.85 x 415 MIAX  COB/AUCTION  Vega=$177k TSLA=242.12 Ref
  201. SWEEP DETECTED:
    >>4112 AAPL Sep23 29th 162.5 Puts $0.076 (CboeTheo=0.08)  MID  [MULTI] 11:17:06.888 IV=47.6% +7.8 GEMX 594 x $0.08 - $0.09 x 574 C2  ISO  Vega=$3725 AAPL=170.31 Ref
  202. SWEEP DETECTED:
    >>2001 DVN Oct23 52.0 Calls $0.53 (CboeTheo=0.55)  Below Bid!  [MULTI] 11:17:11.754 IV=31.7% -1.7 EMLD 22 x $0.54 - $0.55 x 182 EMLD  OPENING  Vega=$7693 DVN=48.97 Ref
  203. SWEEP DETECTED:
    >>3857 SIRI Nov23 5.0 Calls $0.19 (CboeTheo=0.16)  ASK  [MULTI] 11:18:02.615 IV=83.6% +5.3 EDGX 114 x $0.11 - $0.19 x 1350 PHLX Vega=$1958 SIRI=4.26 Ref
  204. >>5800 F Nov23 13.0 Calls $0.39 (CboeTheo=0.39)  ASK  BOX 11:19:01.698 IV=34.8% +0.2 C2 133 x $0.38 - $0.39 x 37 GEMX  CROSS  Vega=$9934 F=12.38 Ref
  205. SPLIT TICKET:
    >>2250 SPX Jan24 4550 Calls $51.28 (CboeTheo=51.91)  Below Bid!  [CBOE] 11:19:04.524 IV=13.0% -0.2 CBOE 104 x $51.30 - $51.90 x 62 CBOE  LATE  Vega=$1.82m SPX=4348.11 Fwd
  206. SPLIT TICKET:
    >>1800 SPX Jan24 4350 Calls $143.30 (CboeTheo=144.60)  Below Bid!  [CBOE] 11:19:04.524 IV=15.2% -0.3 CBOE 30 x $143.80 - $144.80 x 120 CBOE  LATE  Vega=$1.71m SPX=4348.11 Fwd
  207. >>2336 KVUE Oct23 6th 21.5 Puts $1.35 (CboeTheo=1.38)  ASK  CBOE 11:19:36.522 IV=29.3% -5.0 BOX 27 x $1.30 - $1.35 x 1 ARCA  SPREAD/CROSS   52WeekLow  Vega=$925 KVUE=20.16 Ref
  208. >>2336 KVUE Oct23 21.0 Puts $0.97 (CboeTheo=0.99)  BID  CBOE 11:19:36.522 IV=23.2% -1.1 BXO 12 x $0.95 - $1.05 x 1416 PHLX  SPREAD/CROSS   52WeekLow  Vega=$3706 KVUE=20.16 Ref
  209. >>Unusual Volume NOVA - 3x market weighted volume: 6527 = 14.8k projected vs 4603 adv, 89% puts, 3% of OI [NOVA 10.21 -0.36 Ref, IV=92.2% +5.0]
  210. SWEEP DETECTED:
    >>2500 LUV Oct23 28.0 Calls $0.64 (CboeTheo=0.63)  ASK  [MULTI] 11:25:11.507 IV=34.8% +0.8 MRX 151 x $0.62 - $0.64 x 563 EMLD  ISO  Vega=$6504 LUV=27.21 Ref
  211. SWEEP DETECTED:
    >>Bearish Delta Impact 924 YELP Jun24 30.0 Calls $14.10 (CboeTheo=14.41)  BID  [MULTI] 11:25:21.801 IV=38.3% -4.8 PHLX 293 x $14.10 - $14.90 x 272 PHLX
    Delta=91%, EST. IMPACT = 84k Shares ($3.54m) To Sell YELP=42.21 Ref
  212. SWEEP DETECTED:
    >>3300 AMZN Nov23 110 Puts $1.993 (CboeTheo=2.03)  Below Bid!  [MULTI] 11:26:02.113 IV=42.9% -0.3 C2 305 x $2.00 - $2.03 x 278 C2  ISO  Vega=$40k AMZN=125.26 Ref
  213. SWEEP DETECTED:
    >>2100 AMZN Nov23 105 Puts $1.232 (CboeTheo=1.26)  Below Bid!  [MULTI] 11:26:53.956 IV=44.4% -0.6 BXO 85 x $1.24 - $1.26 x 322 C2  ISO  Vega=$19k AMZN=125.31 Ref
  214. SPLIT TICKET:
    >>1000 VIX Nov23 15th 18.0 Puts $1.99 (CboeTheo=2.01)  ASK  [CBOE] 11:27:48.791 IV=81.0% -0.5 CBOE 1626 x $1.97 - $1.99 x 500 CBOE Vega=$2570 VIX=18.23 Fwd
  215. >>3000 GOOG Jan24 135 Calls $8.30 (CboeTheo=8.36)  BID  PHLX 11:28:12.449 IV=28.2% -0.2 ISE 808 x $8.30 - $8.40 x 91 EMLD  FLOOR  Vega=$88k GOOG=132.59 Ref
  216. SWEEP DETECTED:
    >>2000 TSLA Oct23 6th 200 Puts $0.23 (CboeTheo=0.25)  BID  [MULTI] 11:28:45.402 IV=68.8% +0.5 C2 245 x $0.23 - $0.24 x 23 ARCA  ISO  Vega=$4194 TSLA=243.76 Ref
  217. >>2500 VIX Nov23 15th 26.0 Calls $0.87 (CboeTheo=0.88)  BID  CBOE 11:28:51.028 IV=109.5% +0.6 CBOE 13k x $0.86 - $0.90 x 22k CBOE  AUCTION  Vega=$5191 VIX=18.27 Fwd
  218. SWEEP DETECTED:
    >>2000 TSLA Oct23 6th 200 Puts $0.22 (CboeTheo=0.25)  BID  [MULTI] 11:29:04.488 IV=68.3% -0.0 MPRL 235 x $0.22 - $0.23 x 1 BXO  ISO  Vega=$4087 TSLA=243.71 Ref
  219. >>Market Color IEP - Bearish flow noted in Icahn Enterprises (20.18 +0.45) with 1,390 puts trading, or 3x expected. The Put/Call Ratio is 4.38, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/01. (Autocolor [IEP 20.18 +0.45 Ref, IV=46.7% +1.5] #Bearish
  220. >>2000 ZTO Jun24 22.5 Puts $1.81 (CboeTheo=1.81)  BID  ARCA 11:30:18.587 IV=36.8% +0.2 ARCA 65 x $1.80 - $1.90 x 53 PHLX  CROSS - OPENING  Vega=$15k ZTO=24.14 Ref
  221. SWEEP DETECTED:
    >>2500 VFC Sep23 29th 16.5 Calls $0.25 (CboeTheo=0.29)  ASK  [MULTI] 11:30:16.442 IV=71.9% +10.0 CBOE 736 x $0.15 - $0.25 x 819 CBOE  OPENING   52WeekLow  Vega=$944 VFC=16.45 Ref
  222. SWEEP DETECTED:
    >>2992 NVDA Oct23 6th 435 Calls $8.00 (CboeTheo=7.98)  ASK  [MULTI] 11:30:27.045 IV=40.1% -1.3 BXO 21 x $7.95 - $8.00 x 1792 BZX  OPENING  Vega=$76k NVDA=429.25 Ref
  223. SWEEP DETECTED:
    >>2417 GOOGL Sep23 29th 135 Calls $0.06 (CboeTheo=0.07)  ASK  [MULTI] 11:30:50.986 IV=27.4% -0.6 C2 1336 x $0.05 - $0.06 x 829 C2 Vega=$2465 GOOGL=131.80 Ref
  224. SWEEP DETECTED:
    >>2187 PENN Oct23 27.0 Calls $0.13 (CboeTheo=0.12)  ASK  [MULTI] 11:32:24.927 IV=51.8% -1.0 ARCA 1 x $0.11 - $0.13 x 158 BOX  OPENING  Vega=$2185 PENN=22.66 Ref
  225. >>2792 TSLA Sep23 29th 245 Calls $3.10 (CboeTheo=3.12)  ASK  BZX 11:33:14.764 IV=57.6% +1.4 PHLX 508 x $3.05 - $3.10 x 4 BZX Vega=$16k TSLA=244.69 Ref
  226. SWEEP DETECTED:
    >>2835 TSLA Sep23 29th 245 Calls $3.10 (CboeTheo=3.12)  ASK  [MULTI] 11:33:14.762 IV=57.6% +1.4 PHLX 508 x $3.05 - $3.10 x 2798 BZX Vega=$16k TSLA=244.69 Ref
  227. SPLIT TICKET:
    >>1158 SPX Dec23 4800 Calls $3.80 (CboeTheo=3.70)  ASK  [CBOE] 11:35:03.302 IV=12.2% -0.1 CBOE 2918 x $3.60 - $3.80 x 590 CBOE Vega=$223k SPX=4340.15 Fwd
  228. SWEEP DETECTED:
    >>5001 CCL Oct23 16.0 Calls $0.38 (CboeTheo=0.38)  ASK  [MULTI] 11:35:12.228 IV=64.4% +1.1 EMLD 526 x $0.36 - $0.38 x 499 EDGX  Pre-Earnings  Vega=$6082 CCL=14.40 Ref
  229. SPLIT TICKET:
    >>2000 XSP Oct23 421 Puts $3.26 (CboeTheo=3.25)  BID  [CBOE] 11:35:57.163 IV=17.5% -0.2 CBOE 1896 x $3.26 - $3.29 x 200 CBOE  OPENING  Vega=$72k XSP=431.45 Fwd
  230. SWEEP DETECTED:
    >>3500 AAL Sep23 29th 13.0 Calls $0.13 (CboeTheo=0.14)  ASK  [MULTI] 11:36:03.868 IV=48.1% +3.4 GEMX 1268 x $0.12 - $0.13 x 1855 EMLD Vega=$1038 AAL=12.97 Ref
  231. >>1000 XSP Oct23 421 Puts $3.27 (CboeTheo=3.25)  BID  CBOE 11:36:10.066 IV=17.5% -0.2 CBOE 696 x $3.27 - $3.36 x 261 CBOE Vega=$36k XSP=431.43 Fwd
  232. SPLIT TICKET:
    >>2000 XSP Oct23 421 Puts $3.27 (CboeTheo=3.25)  ASK  [CBOE] 11:36:10.055 IV=17.5% -0.2 CBOE 139 x $3.23 - $3.27 x 200 CBOE  OPENING  Vega=$72k XSP=431.43 Fwd
  233. >>2984 AMZN Sep23 29th 125 Puts $0.85 (CboeTheo=0.84)  BID  ARCA 11:36:20.777 IV=42.7% +2.6 ARCA 2984 x $0.85 - $0.86 x 456 EDGX Vega=$8267 AMZN=125.82 Ref
  234. SWEEP DETECTED:
    >>3200 AMZN Sep23 29th 125 Puts $0.85 (CboeTheo=0.84)  BID  [MULTI] 11:36:20.772 IV=42.5% +2.4 ARCA 3000 x $0.85 - $0.86 x 526 EDGX  ISO  Vega=$8870 AMZN=125.81 Ref
  235. >>4500 CCL Oct23 16.0 Calls $0.39 (CboeTheo=0.38)  ASK  BOX 11:36:36.578 IV=64.7% +1.5 C2 324 x $0.38 - $0.39 x 115 GEMX  FLOOR   Pre-Earnings  Vega=$5517 CCL=14.43 Ref
  236. SWEEP DETECTED:
    >>3000 RUN Nov23 15.0 Calls $0.59 (CboeTheo=0.57)  ASK  [MULTI] 11:37:15.984 IV=84.8% +3.0 CBOE 478 x $0.56 - $0.59 x 781 EMLD  OPENING   52WeekLow  Vega=$4576 RUN=11.94 Ref
  237. >>Unusual Volume ZTO - 3x market weighted volume: 6000 = 12.5k projected vs 3401 adv, 50% calls, 6% of OI [ZTO 24.18 -0.01 Ref, IV=30.0% -0.6]
  238. >>4000 UAL Oct23 45.0 Calls $1.11 (CboeTheo=1.10)  MID  AMEX 11:37:50.447 IV=44.1% -0.9 EMLD 203 x $1.09 - $1.12 x 157 EDGX  SPREAD/CROSS - OPENING  Vega=$16k UAL=42.96 Ref
  239. >>4000 UAL Oct23 45.0 Puts $3.01 (CboeTheo=3.00)  BID  AMEX 11:37:50.447 IV=44.1% -0.9 BXO 6 x $2.99 - $3.05 x 505 CBOE  SPREAD/CROSS - OPENING  Vega=$16k UAL=42.96 Ref
  240. SPLIT TICKET:
    >>1500 SPX Dec23 4800 Calls $3.90 (CboeTheo=3.83)  MID  [CBOE] 11:39:48.276 IV=12.3% -0.1 CBOE 1658 x $3.80 - $4.00 x 2842 CBOE  LATE  Vega=$292k SPX=4340.61 Fwd
  241. >>4200 NOVA Jan26 5.0 Puts $1.40 (CboeTheo=1.41)  ASK  ARCA 11:40:13.054 IV=89.3% -1.1 PHLX 376 x $1.20 - $1.55 x 26 BOX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$12k NOVA=10.22 Ref
  242. >>2100 NOVA Jan24 10.0 Puts $1.66 (CboeTheo=1.68)  BID  ARCA 11:40:13.054 IV=82.5% -0.8 C2 393 x $1.65 - $1.75 x 460 PHLX  SPREAD/CROSS   52WeekLow  Vega=$4540 NOVA=10.22 Ref
  243. SWEEP DETECTED:
    >>3610 F Jan24 13.0 Calls $0.71 (CboeTheo=0.69)  BID  [MULTI] 11:41:13.031 IV=32.9% +0.5 EMLD 1071 x $0.71 - $0.73 x 504 EMLD Vega=$9839 F=12.49 Ref
  244. SPLIT TICKET:
    >>2000 T Jun24 22.0 Calls $0.05 (CboeTheo=0.06)  BID  [CBOE] 11:42:14.283 IV=25.7% -1.1 EMLD 76 x $0.05 - $0.07 x 76 BOX  AUCTION  Vega=$2348 T=14.93 Ref
  245. >>3000 VALE Nov23 13.0 Calls $0.82 (CboeTheo=0.82)  MID  PHLX 11:42:24.418 IV=34.9% -0.4 ARCA 1536 x $0.80 - $0.83 x 59 MPRL  SPREAD/CROSS/TIED  Vega=$5704 VALE=13.19 Ref
  246. >>3000 VALE Nov23 13.0 Puts $0.55 (CboeTheo=0.55)  ASK  PHLX 11:42:24.418 IV=34.9% -0.5 MPRL 18 x $0.54 - $0.55 x 6 BXO  SPREAD/CROSS/TIED  Vega=$5709 VALE=13.19 Ref
  247. SWEEP DETECTED:
    >>2094 AAPL Oct23 175 Puts $6.00 (CboeTheo=6.04)  BID  [MULTI] 11:43:29.265 IV=22.6% -0.3 EMLD 800 x $6.00 - $6.05 x 493 MIAX Vega=$33k AAPL=170.81 Ref
  248. >>Market Color RUN - Bullish option flow detected in Sunrun (12.23 -0.18) with 19,803 calls trading (2x expected) and implied vol increasing over 4 points to 81.68%. . The Put/Call Ratio is 0.36. Earnings are expected on 11/01. (Autocolor ) [RUN 12.23 -0.18 Ref, IV=81.7% +4.1] #Bullish
  249. >>2400 GOOG Oct23 139 Calls $1.29 (CboeTheo=1.30)  MID  AMEX 11:45:10.506 IV=25.0% -0.4 BXO 119 x $1.28 - $1.30 x 42 BXO  CROSS - OPENING  Vega=$26k GOOG=133.06 Ref
  250. SWEEP DETECTED:
    >>Bearish Delta Impact 538 YELP Jun24 30.0 Calls $14.10 (CboeTheo=14.30)  BID  [MULTI] 11:45:58.373 IV=40.0% -3.2 PHLX 217 x $14.10 - $14.40 x 11 BXO  ISO 
    Delta=90%, EST. IMPACT = 48k Shares ($2.04m) To Sell YELP=42.16 Ref
  251. SWEEP DETECTED:
    >>4974 AAL Nov23 12.0 Puts $0.37 (CboeTheo=0.38)  BID  [MULTI] 11:47:07.553 IV=43.5% -0.0 GEMX 2200 x $0.37 - $0.38 x 1250 EMLD  ISO  Vega=$7916 AAL=13.02 Ref
  252. SWEEP DETECTED:
    >>2168 AGNC Dec23 9.0 Puts $0.37 (CboeTheo=0.35)  ASK  [MULTI] 11:47:19.761 IV=28.4% +1.4 EDGX 1 x $0.35 - $0.37 x 52 BOX  ISO  Vega=$3541 AGNC=9.37 Ref
  253. SWEEP DETECTED:
    >>4020 AGNC Dec23 8.0 Puts $0.16 (CboeTheo=0.16)  ASK  [MULTI] 11:47:26.920 IV=36.6% +1.0 ARCA 82 x $0.12 - $0.16 x 569 PHLX  ISO  Vega=$4458 AGNC=9.37 Ref
  254. >>2000 ICPT Jan24 15.0 Puts $0.30 (CboeTheo=0.20)  ASK  PHLX 11:48:58.351 IV=40.1% +5.5 BZX 9 x $0.20 - $0.30 x 11 ARCA  FLOOR  Vega=$4443 ICPT=18.59 Ref
  255. SWEEP DETECTED:
    >>Bearish Delta Impact 1428 ACRS Dec23 17.5 Calls $1.265 (CboeTheo=1.34)  BID  [MULTI] 11:49:33.033 IV=245.6% -7.4 PHLX 275 x $1.25 - $1.95 x 479 PHLX  ISO 
    Delta=40%, EST. IMPACT = 57k Shares ($382k) To Sell ACRS=6.75 Ref
  256. >>1000 VIX Dec23 20th 16.0 Puts $1.15 (CboeTheo=1.18)  BID  CBOE 11:49:42.110 IV=64.7% -0.9 CBOE 19k x $1.14 - $1.18 x 4444 CBOE Vega=$2901 VIX=18.23 Fwd
  257. >>2383 CCL Sep23 29th 16.0 Calls $0.16 (CboeTheo=0.17)  ASK  AMEX 11:49:47.440 IV=183.1% +37.0 EMLD 535 x $0.15 - $0.16 x 28 MPRL  SPREAD/FLOOR   Pre-Earnings  Vega=$554 CCL=14.55 Ref
  258. >>2383 CCL Sep23 29th 17.0 Calls $0.04 (CboeTheo=0.06)  BID  AMEX 11:49:47.442 IV=174.0% +20.4 BXO 902 x $0.04 - $0.05 x 1 BZX  SPREAD/FLOOR - OPENING   Pre-Earnings  Vega=$256 CCL=14.55 Ref
  259. >>1000 VIX Dec23 20th 16.0 Puts $1.15 (CboeTheo=1.18)  BID  CBOE 11:50:07.766 IV=64.7% -0.9 CBOE 20k x $1.14 - $1.18 x 6738 CBOE Vega=$2901 VIX=18.24 Fwd
  260. SWEEP DETECTED:
    >>2500 AMZN Oct23 135 Calls $1.01 (CboeTheo=1.00)  ASK  [MULTI] 11:50:10.105 IV=30.7% -0.3 MPRL 147 x $0.99 - $1.01 x 399 C2 Vega=$22k AMZN=125.80 Ref
  261. >>2077 VIX Oct23 18th 23.0 Calls $0.55 (CboeTheo=0.55)  MID  CBOE 11:52:28.455 IV=126.4% +5.2 CBOE 11 x $0.54 - $0.57 x 34k CBOE Vega=$2476 VIX=17.45 Fwd
  262. >>3000 ZTO Jan24 27.4 Calls $0.68 (CboeTheo=0.69)  ASK  ARCA 11:52:35.625 IV=30.4% -0.3 PHLX 202 x $0.60 - $0.70 x 92 PHLX  CROSS  Vega=$14k ZTO=24.18 Ref
  263. SWEEP DETECTED:
    >>Bullish Delta Impact 3088 AMT Oct23 165 Calls $2.588 (CboeTheo=2.38)  Above Ask!  [MULTI] 11:52:33.286 IV=28.5% -2.4 NOM 69 x $2.30 - $2.40 x 141 MPRL
    Delta=35%, EST. IMPACT = 107k Shares ($17.2m) To Buy AMT=160.65 Ref
  264. SPLIT TICKET:
    >>1000 VIX Dec23 20th 16.0 Puts $1.16 (CboeTheo=1.19)  ASK  [CBOE] 11:53:40.600 IV=64.5% -1.1 CBOE 3555 x $1.15 - $1.16 x 513 CBOE Vega=$2907 VIX=18.18 Fwd
  265. SPLIT TICKET:
    >>1000 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.34)  ASK  [CBOE] 11:53:51.383 IV=75.3% -5.9 CBOE 20k x $0.30 - $0.32 x 1100 CBOE Vega=$1061 VIX=17.36 Fwd
  266. SPLIT TICKET:
    >>1941 SPXW Sep23 28th 4335 Calls $1.369 (CboeTheo=1.49)  Below Bid!  [CBOE] 11:55:53.657 IV=24.3% +6.4 CBOE 410 x $1.40 - $1.50 x 78 CBOE Vega=$39k SPX=4309.38 Fwd
  267. SPLIT TICKET:
    >>1000 SPX Dec23 4700 Calls $9.30 (CboeTheo=9.08)  ASK  [CBOE] 11:56:29.595 IV=12.2% -0.2 CBOE 447 x $9.10 - $9.30 x 589 CBOE Vega=$336k SPX=4345.77 Fwd
  268. >>Unusual Volume SNDX - 3x market weighted volume: 9485 = 17.8k projected vs 4816 adv, 87% puts, 13% of OI
  269. >>3000 CPRI Oct23 55.0 Calls $0.10 (CboeTheo=0.09)  ASK  BOX 11:57:46.012 IV=14.0% +0.1 ARCA 12 x $0.05 - $0.10 x 1 ARCA  FLOOR - OPENING  Vega=$7936 CPRI=52.52 Ref
  270. SPLIT TICKET:
    >>3000 SPX Dec23 4800 Calls $4.184 (CboeTheo=4.03)  ASK  [CBOE] 11:57:53.365 IV=12.3% -0.1 CBOE 796 x $4.00 - $4.20 x 1220 CBOE  ISO  Vega=$604k SPX=4345.39 Fwd
  271. >>2550 AMC Jan24 4.0 Puts $0.31 (CboeTheo=0.31)  ASK  AMEX 11:59:42.302 IV=121.7% +3.9 PHLX 804 x $0.27 - $0.32 x 913 PHLX  SPREAD/FLOOR  Vega=$1823 AMC=7.71 Ref
  272. >>12350 AMC2 Jan24 1.0 Puts $0.26 (CboeTheo=0.26)  BID  AMEX 11:59:42.303 IV=101.9% +1.0 PHLX 4080 x $0.24 - $0.30 x 2734 PHLX  SPREAD/FLOOR  Vega=$2293 AMC=7.71 Ref
  273. >>Market Color AGNC - Bearish flow noted in AGNC Investment Corp. (9.36 +0.10) with 14,472 puts trading, or 3x expected. The Put/Call Ratio is 4.61, while ATM IV is up over 1 point on the day. Earnings are expected on 10/23. (Autocolor [AGNC 9.36 +0.10 Ref, IV=28.4% +1.2] #Bearish
  274. >>7835 DIS Nov23 3rd 82.0 Calls $2.06 (CboeTheo=2.03)  MID  BZX 12:03:44.409 IV=26.4% +0.2 BXO 47 x $2.04 - $2.07 x 5 BXO  OPENING  Vega=$78k DIS=80.16 Ref
  275. SWEEP DETECTED:
    >>7935 DIS Nov23 3rd 82.0 Calls $2.06 (CboeTheo=2.03)  MID  [MULTI] 12:03:43.777 IV=26.5% +0.3 BZX 7835 x $2.06 - $2.07 x 10 BZX  OPENING  Vega=$79k DIS=80.17 Ref
  276. SWEEP DETECTED:
    >>2762 SHOP Oct23 65.0 Calls $0.14 (CboeTheo=0.16)  BID  [MULTI] 12:03:55.491 IV=47.9% -2.8 GEMX 1159 x $0.14 - $0.15 x 17 MPRL  ISO  Vega=$4155 SHOP=53.29 Ref
  277. SWEEP DETECTED:
    >>2513 MARA Sep23 29th 9.5 Calls $0.03 (CboeTheo=0.03)  ASK  [MULTI] 12:05:10.450 IV=124.6% -30.0 EMLD 444 x $0.02 - $0.03 x 432 EMLD Vega=$227 MARA=8.68 Ref
  278. SWEEP DETECTED:
    >>Bearish Delta Impact 1344 TH Jan24 17.5 Calls $1.60 (CboeTheo=1.69)  BID  [MULTI] 12:05:38.411 IV=69.3% -2.9 AMEX 342 x $1.60 - $1.70 x 1 C2  ISO 
    Delta=45%, EST. IMPACT = 60k Shares ($920k) To Sell TH=15.24 Ref
  279. >>3000 SIRI Jun24 4.0 Puts $1.17 (CboeTheo=1.00)  ASK  PHLX 12:08:50.010 IV=71.0% +13.6 PHLX 1830 x $0.83 - $1.29 x 10 ISE  SPREAD/FLOOR  Vega=$3327 SIRI=4.43 Ref
  280. >>3000 SIRI Nov23 4.0 Puts $0.47 (CboeTheo=0.35)  ASK  PHLX 12:08:50.010 IV=88.6% +25.1 PHLX 1108 x $0.33 - $0.49 x 1577 PHLX  SPREAD/FLOOR  Vega=$1757 SIRI=4.43 Ref
  281. SWEEP DETECTED:
    >>2768 PLTR Oct23 13th 15.0 Puts $0.40 (CboeTheo=0.40)  BID  [MULTI] 12:11:11.751 IV=58.9% +0.4 C2 1117 x $0.40 - $0.41 x 1268 C2  OPENING  Vega=$3142 PLTR=15.79 Ref
  282. >>2023 F Nov23 12.0 Puts $0.46 (CboeTheo=0.45)  ASK  ARCA 12:11:23.439 IV=36.4% +0.8 MPRL 14 x $0.45 - $0.46 x 2726 EMLD  SPREAD/LEGGED  Vega=$3502 F=12.54 Ref
  283. >>2023 F Oct23 12.0 Puts $0.19 (CboeTheo=0.20)  BID  ARCA 12:11:23.439 IV=34.5% +0.0 ARCA 2092 x $0.19 - $0.20 x 1311 C2  SPREAD/LEGGED  Vega=$2102 F=12.54 Ref
  284. >>8999 F Nov23 12.0 Puts $0.46 (CboeTheo=0.45)  ASK  ARCA 12:11:31.490 IV=36.4% +0.8 NOM 35 x $0.45 - $0.46 x 8999 ARCA  SPREAD/LEGGED  Vega=$16k F=12.54 Ref
  285. >>8975 F Oct23 12.0 Puts $0.19 (CboeTheo=0.20)  BID  ARCA 12:11:31.490 IV=34.5% +0.0 ARCA 9023 x $0.19 - $0.20 x 2066 EMLD  SPREAD/LEGGED  Vega=$9324 F=12.54 Ref
  286. >>5000 SNDX Oct23 15.0 Puts $3.30 (CboeTheo=3.27)  ASK  AMEX 12:11:36.458 IV=228.9% +3.1 AMEX 46 x $2.70 - $3.70 x 1 BZX  SPREAD/FLOOR   52WeekLow  Vega=$7081 SNDX=15.04 Ref
  287. >>5000 SNDX Oct23 12.5 Puts $2.05 (CboeTheo=2.00)  ASK  AMEX 12:11:36.459 IV=238.2% +2.0 GEMX 1 x $1.50 - $2.10 x 10 ARCA  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$6130 SNDX=15.04 Ref
  288. >>5000 SNDX Oct23 7.5 Puts $0.30 (CboeTheo=0.44)  BID  AMEX 12:11:36.459 IV=228.4% -10.1 BOX 120 x $0.25 - $0.55 x 10 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$2334 SNDX=15.04 Ref
  289. SWEEP DETECTED:
    >>5525 AMD Sep23 29th 95.0 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 12:11:37.102 IV=72.8% +20.4 C2 1854 x $0.02 - $0.03 x 774 EMLD Vega=$1553 AMD=103.41 Ref
  290. >>7500 SE Jan24 80.0 Calls $0.33 (CboeTheo=0.39)  BID  ARCA 12:13:37.520 IV=62.8% -3.7 CBOE 179 x $0.33 - $0.39 x 182 CBOE  SPREAD/CROSS - OPENING  Vega=$21k SE=42.80 Ref
  291. >>7500 SE Jan24 55.0 Calls $2.37 (CboeTheo=2.28)  ASK  ARCA 12:13:37.520 IV=61.1% +0.3 ISE 43 x $2.33 - $2.38 x 45 BOX  SPREAD/CROSS - OPENING  Vega=$63k SE=42.80 Ref
  292. >>4500 NEP Oct23 22.5 Puts $0.55 (CboeTheo=0.48)  ASK  AMEX 12:14:16.469 IV=120.8% AMEX 50 x $0.35 - $0.55 x 1 PHLX  CROSS - OPENING   SSR   52WeekLow  Vega=$6440 NEP=31.00 Ref
  293. SPLIT TICKET:
    >>1300 SPX Dec23 4800 Calls $4.30 (CboeTheo=4.20)  ASK  [CBOE] 12:14:35.591 IV=12.4% +0.0 CBOE 2640 x $4.10 - $4.30 x 1109 CBOE  FLOOR  Vega=$268k SPX=4345.42 Fwd
  294. >>Market Color .SPX - S&P500 index option volume at midday totals 1569037 contracts as the index trades near $4316.3 (41.79). Front term atm implied vols are near 14.9% and the CBOE VIX is currently near 17.09 (-1.13). (Autocolor
  295. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 595917 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Cameco(CCJ), Chevron(CVX). The sector ETF, XLE is up 0.215 to 92.365 with 30 day implied volatility lower by -0.8%, near 22.5% (Autocolor #sector
  296. >>Market Color CPRI - Bullish option flow detected in Capri Holdings (52.56 +0.31) with 5,935 calls trading (10x expected) and implied vol increasing over 1 point to 17.16%. . The Put/Call Ratio is 0.19. Earnings are expected on 11/09. (Autocolor () [CPRI 52.56 +0.31 Ref, IV=17.2% +1.3] #Bullish
  297. >>Market Color @FIN - Financials sector option volume is moderate today, with calls leading puts 5 to 4 and 1118461 contracts changing hands. Most actives include SPDR Gold Trust(GLD), Marathon Patent Group(MARA), Coinbase(COIN). The sector ETF, XLF is up 0.335 to 33.575 with 30 day implied volatility lower by -1.2%, near 17.2% (Autocolor () #sector
  298. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 5 and 4407198 contracts trading marketwide. Most actives include Apple(AAPL), NVIDIA(NVDA), Advanced Micro Devices(AMD). The sector ETF, XLK is up 2.135 to 164.355 with 30 day implied volatility lower by -1.5%, near 20.7% (Autocolor () #sector
  299. >>Market Color @CYC - Consumer Cyclicals sector option volume is moderate today, with calls leading puts 7 to 5 and 3494556 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Peloton Interactive(PTON). The sector ETF, XLY is up 2.145 to 160.505 with 30 day implied volatility lower by -1.0%, near 23.8% (Autocolor () #sector
  300. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 7 and 443039 contracts changing hands. Most actives include Pfizer(PFE), AstraZeneca(AZN), Syndax(SNDX). The sector ETF, XLV is up 0.825 to 129.925 with 30 day implied volatility lower by -0.7%, near 13.1% (Autocolor () #sector
  301. >>Market Color @MAT - Basic Materials sector option volume is moderate today, with calls leading puts 9 to 4 and 234112 contracts changing hands. Most actives include Alcoa(AA), Vale(VALE), Barrick Gold(GOLD). The sector ETF, XLB is up 1.105 to 78.945 with 30 day implied volatility lower by -0.8%, near 17.7% (Autocolor  #sector
  302. >>2612 AAL Oct23 6th 13.0 Calls $0.32 (CboeTheo=0.32)  BID  PHLX 12:15:19.160 IV=37.9% +0.6 BZX 827 x $0.32 - $0.33 x 342 NOM  AUCTION  Vega=$2024 AAL=13.04 Ref
  303. SWEEP DETECTED:
    >>2483 AAL Sep23 29th 13.0 Calls $0.15 (CboeTheo=0.19)  MID  [MULTI] 12:15:29.123 IV=44.0% -0.7 C2 2712 x $0.15 - $0.17 x 687 EMLD Vega=$727 AAL=13.04 Ref
  304. >>7750 BAC Jun24 32.0 Calls $1.02 (CboeTheo=1.02)  BID  PHLX 12:15:57.749 IV=25.0% -0.3 C2 155 x $1.02 - $1.04 x 237 C2  SPREAD/CROSS/TIED  Vega=$63k BAC=27.52 Ref
  305. >>4500 VIX Jan24 17th 16.0 Puts $1.08 (CboeTheo=1.07)  MID  CBOE 12:16:29.940 IV=60.6% -0.3 CBOE 31k x $1.05 - $1.10 x 23k CBOE  AUCTION  Vega=$15k VIX=19.08 Fwd
  306. >>3138 AMZN Sep23 29th 130 Calls $0.13 (CboeTheo=0.12)  MID  PHLX 12:16:34.525 IV=39.4% +2.2 C2 26 x $0.12 - $0.14 x 112 BZX  AUCTION  Vega=$3991 AMZN=126.25 Ref
  307. >>4649 AMZN Sep23 29th 130 Calls $0.13 (CboeTheo=0.12)  MID  PHLX 12:16:34.525 IV=39.4% +2.2 C2 26 x $0.12 - $0.14 x 112 BZX  AUCTION  Vega=$5913 AMZN=126.25 Ref
  308. SWEEP DETECTED:
    >>10037 AMZN Sep23 29th 130 Calls $0.128 (CboeTheo=0.12)  Above Ask!  [MULTI] 12:16:34.344 IV=39.0% +1.7 C2 873 x $0.11 - $0.12 x 397 BXO Vega=$12k AMZN=126.20 Ref
  309. SWEEP DETECTED:
    >>2543 AMZN Sep23 29th 125 Puts $0.621 (CboeTheo=0.60)  Above Ask!  [MULTI] 12:17:56.512 IV=42.2% +2.1 MPRL 36 x $0.60 - $0.61 x 66 BXO Vega=$6457 AMZN=126.44 Ref
  310. SWEEP DETECTED:
    >>3351 AMD Nov23 115 Calls $3.45 (CboeTheo=3.40)  ASK  [MULTI] 12:18:07.048 IV=46.7% +0.0 MIAX 1116 x $3.35 - $3.45 x 991 MIAX Vega=$46k AMD=103.75 Ref
  311. >>4000 WFC Jan25 35.0 Puts $2.53 (CboeTheo=2.59)  BID  PHLX 12:18:30.162 IV=31.7% -0.6 EMLD 1103 x $2.52 - $2.62 x 126 AMEX  SPREAD/CROSS/TIED  Vega=$57k WFC=41.02 Ref
  312. SPLIT TICKET:
    >>1070 SPXW Sep23 28th 4335 Calls $1.162 (CboeTheo=1.18)  Above Ask!  [CBOE] 12:18:29.344 IV=23.1% +5.2 CBOE 54 x $1.05 - $1.10 x 311 CBOE Vega=$18k SPX=4309.60 Fwd
  313. >>4919 AMD Nov23 125 Calls $1.52 (CboeTheo=1.51)  MID  CBOE 12:18:38.500 IV=46.6% -0.1 C2 205 x $1.50 - $1.53 x 32 BXO  FLOOR  Vega=$49k AMD=103.69 Ref
  314. SWEEP DETECTED:
    >>Bullish Delta Impact 984 BCE Mar24 40.0 Calls $1.10 (CboeTheo=1.08)  ASK  [MULTI] 12:21:57.317 IV=16.6% -0.4 NOM 74 x $1.05 - $1.10 x 238 ARCA
    Delta=40%, EST. IMPACT = 39k Shares ($1.51m) To Buy BCE=38.28 Ref
  315. >>4000 SNDX Oct23 15.0 Puts $3.30 (CboeTheo=3.21)  BID  AMEX 12:26:25.129 IV=235.9% +10.2 ARCA 3 x $3.20 - $3.50 x 20 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$5694 SNDX=15.28 Ref
  316. >>4000 SNDX Oct23 12.5 Puts $2.05 (CboeTheo=1.97)  ASK  AMEX 12:26:25.129 IV=243.9% +7.7 AMEX 27 x $1.55 - $2.10 x 10 ARCA  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$4900 SNDX=15.28 Ref
  317. >>9000 SNDX Oct23 7.5 Puts $0.25 (CboeTheo=0.45)  MID  AMEX 12:26:25.130 IV=220.8% -17.7 AMEX 691 x $0.20 - $0.30 x 10 CBOE  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$3859 SNDX=15.28 Ref
  318. SWEEP DETECTED:
    >>2493 MARA Sep23 29th 9.5 Calls $0.06 (CboeTheo=0.07)  Above Ask!  [MULTI] 12:28:15.363 IV=120.7% -33.9 C2 1012 x $0.04 - $0.05 x 4 MPRL Vega=$308 MARA=8.87 Ref
  319. >>4500 PFE Nov23 35.0 Calls $0.27 (CboeTheo=0.26)  ASK  PHLX 12:28:42.386 IV=24.9% -0.5 EMLD 959 x $0.26 - $0.27 x 273 C2  SPREAD/CROSS/TIED   52WeekLow  Vega=$14k PFE=32.05 Ref
  320. SWEEP DETECTED:
    >>2900 PFE Nov23 36.0 Calls $0.15 (CboeTheo=0.15)  BID  [MULTI] 12:28:49.814 IV=25.0% -0.8 BXO 252 x $0.15 - $0.16 x 339 C2  ISO - OPENING   52WeekLow  Vega=$6622 PFE=32.05 Ref
  321. SWEEP DETECTED:
    >>3602 AAPL Oct23 6th 175 Calls $1.182 (CboeTheo=1.22)  Below Bid!  [MULTI] 12:28:59.629 IV=22.7% -1.3 EMLD 251 x $1.20 - $1.22 x 334 C2 Vega=$33k AAPL=171.93 Ref
  322. >>2488 FUBO Sep23 29th 2.5 Calls $0.15 (CboeTheo=0.14)  ASK  BOX 12:29:43.275 IV=141.7% +47.1 C2 257 x $0.13 - $0.15 x 1852 EMLD  SPREAD/FLOOR  Vega=$123 FUBO=2.62 Ref
  323. >>2488 FUBO Oct23 13th 2.5 Calls $0.24 (CboeTheo=0.26)  BID  BOX 12:29:43.275 IV=83.3% -7.9 EMLD 105 x $0.24 - $0.25 x 5 ARCA  SPREAD/FLOOR - OPENING  Vega=$496 FUBO=2.62 Ref
  324. >>Unusual Volume BILL - 3x market weighted volume: 6049 = 9883 projected vs 3294 adv, 82% calls, 9% of OI [BILL 106.72 +7.53 Ref, IV=51.2% +3.2]
  325. >>2000 FTNT Oct23 6th 58.5 Puts $0.68 (CboeTheo=0.65)  ASK  AMEX 12:31:17.228 IV=29.0% +0.9 AMEX 240 x $0.60 - $0.70 x 390 CBOE  AUCTION - OPENING  Vega=$6723 FTNT=59.20 Ref
  326. >>3250 FTNT Sep23 29th 58.5 Puts $0.20 (CboeTheo=0.23)  BID  AMEX 12:31:24.627 IV=36.1% +3.3 MPRL 8 x $0.20 - $0.25 x 714 AMEX  AUCTION  Vega=$3606 FTNT=59.23 Ref
  327. SWEEP DETECTED:
    >>3087 AAL Oct23 14.0 Calls $0.22 (CboeTheo=0.21)  ASK  [MULTI] 12:32:19.057 IV=41.8% -1.0 C2 620 x $0.20 - $0.22 x 390 MPRL  ISO  Vega=$3355 AAL=13.06 Ref
  328. >>14935 RIG Nov23 9.0 Calls $0.48 (CboeTheo=0.49)  MID  ARCA 12:35:58.984 IV=53.6% -1.5 EDGX 1359 x $0.47 - $0.49 x 1527 C2  FLOOR  Vega=$18k RIG=8.46 Ref
  329. >>2126 SHLS Oct23 20.0 Calls $0.70 (CboeTheo=0.64)  ASK  MIAX 12:41:38.395 IV=59.6% +2.6 BOX 9 x $0.60 - $0.75 x 448 NOM  ISO/AUCTION - OPENING  Vega=$3802 SHLS=18.91 Ref
  330. SWEEP DETECTED:
    >>Bullish Delta Impact 4000 SHLS Oct23 20.0 Calls $0.69 (CboeTheo=0.61)  Above Ask!  [MULTI] 12:41:37.611 IV=58.1% +1.0 BOX 75 x $0.60 - $0.65 x 92 C2  ISO - OPENING 
    Delta=38%, EST. IMPACT = 151k Shares ($2.84m) To Buy SHLS=18.86 Ref
  331. >>2500 SIRI Nov23 6.0 Calls $0.24 (CboeTheo=0.25)  BID  AMEX 12:43:18.690 IV=100.1% +9.7 BZX 1 x $0.20 - $0.32 x 5 NOM  SPREAD/CROSS  Vega=$1405 SIRI=4.69 Ref
  332. >>2500 SIRI Nov23 6.0 Puts $1.92 (CboeTheo=1.75)  ASK  AMEX 12:43:18.690 IV=130.9% +40.5 PHLX 2464 x $1.61 - $2.10 x 50 BOX  SPREAD/CROSS  Vega=$1545 SIRI=4.69 Ref
  333. >>2016 AAPL Sep23 29th 175 Calls $0.14 (CboeTheo=0.12)  ASK  PHLX 12:44:39.470 IV=27.2% -1.5 BXO 20 x $0.13 - $0.14 x 1 NOM  AUCTION  Vega=$3789 AAPL=171.70 Ref
  334. SWEEP DETECTED:
    >>10000 AAPL Sep23 29th 175 Calls $0.136 (CboeTheo=0.12)  Above Ask!  [MULTI] 12:44:39.279 IV=27.0% -1.8 EMLD 747 x $0.12 - $0.13 x 823 C2 Vega=$18k AAPL=171.66 Ref
  335. >>Market Color SPR - Bullish option flow detected in Spirit AeroSystems (16.32 +0.51) with 4,631 calls trading (2.0x expected) and implied vol increasing over 1 point to 64.66%. . The Put/Call Ratio is 0.21. Earnings are expected on 10/31. (Autocolor () [SPR 16.32 +0.51 Ref, IV=64.7% +1.0] #Bullish
  336. >>3000 SGEN Jan24 210 Puts $8.00 (CboeTheo=6.63)  ASK  BOX 12:46:37.072 IV=22.1% +3.0 NOM 7 x $7.40 - $8.00 x 52 NOM  SPREAD/FLOOR  Vega=$136k SGEN=212.43 Ref
  337. >>6000 SGEN Jan24 190 Puts $3.50 (CboeTheo=3.38)  BID  BOX 12:46:37.072 IV=27.3% -1.2 C2 50 x $3.50 - $3.70 x 45 C2  SPREAD/FLOOR  Vega=$192k SGEN=212.43 Ref
  338. >>Unusual Volume CARR - 3x market weighted volume: 8758 = 13.5k projected vs 3947 adv, 88% puts, 7% of OI [CARR 56.74 +1.67 Ref, IV=32.3% -0.6]
  339. SWEEP DETECTED:
    >>Bullish Delta Impact 740 TCN Oct23 7.5 Calls $0.20 (CboeTheo=0.12)  ASK  [MULTI] 12:46:46.123 IV=33.5% +10.8 AMEX 350 x $0.10 - $0.20 x 140 CBOE  ISO - OPENING 
    Delta=46%, EST. IMPACT = 34k Shares ($249k) To Buy TCN=7.37 Ref
  340. >>3780 CHWY Apr24 20.0 Calls $2.78 (CboeTheo=2.75)  ASK  AMEX 12:47:36.991 IV=58.7% -0.4 GEMX 7 x $2.74 - $2.79 x 155 CBOE  SPREAD/FLOOR - OPENING  Vega=$21k CHWY=18.32 Ref
  341. SWEEP DETECTED:
    >>Bearish Delta Impact 658 TCN Oct23 7.5 Calls $0.20 (CboeTheo=0.13)  BID  [MULTI] 12:48:56.570 IV=32.9% +10.2 MIAX 0 x $0.00 - $1.50 x 1012 BOX  AUCTION - OPENING 
    Delta=46%, EST. IMPACT = 30k Shares ($224k) To Sell TCN=7.38 Ref
  342. SPLIT TICKET:
    >>2000 CHPT May24 7.0 Calls $0.40 (CboeTheo=0.43)  BID  [BOX] 12:52:20.114 IV=70.2% -4.4 BXO 7 x $0.40 - $0.44 x 17 BXO  AUCTION  Vega=$2600 CHPT=5.01 Ref
  343. SPLIT TICKET:
    >>1600 SPXW Sep23 29th 4230 Puts $3.45 (CboeTheo=3.78)  Below Bid!  [CBOE] 12:54:19.978 IV=26.3% +3.5 CBOE 345 x $3.70 - $3.80 x 148 CBOE  LATE  Vega=$75k SPX=4305.20 Fwd
  344. SWEEP DETECTED:
    >>Bearish Delta Impact 1308 CHK Oct23 90.0 Calls $0.933 (CboeTheo=0.94)  Below Bid!  [MULTI] 12:55:17.948 IV=26.4% -1.4 AMEX 149 x $0.95 - $1.10 x 156 PHLX
    Delta=28%, EST. IMPACT = 37k Shares ($3.19m) To Sell CHK=86.24 Ref
  345. >>2000 PBR Oct23 16.0 Calls $0.13 (CboeTheo=0.13)  ASK  PHLX 12:55:52.345 IV=33.2% +0.1 GEMX 692 x $0.12 - $0.13 x 33 MPRL  SPREAD/CROSS/TIED  Vega=$2070 PBR=14.84 Ref
  346. SWEEP DETECTED:
    >>2000 RIG Oct23 10.0 Calls $0.04 (CboeTheo=0.07)  BID  [MULTI] 12:56:30.063 IV=49.1% -8.2 C2 1217 x $0.04 - $0.06 x 436 C2 Vega=$684 RIG=8.41 Ref
  347. >>2000 SGEN Jan24 190 Puts $3.50 (CboeTheo=3.45)  BID  PHLX 12:56:41.204 IV=26.5% -2.0 C2 50 x $3.50 - $3.60 x 50 NOM  SPREAD/FLOOR  Vega=$65k SGEN=212.41 Ref
  348. SWEEP DETECTED:
    >>3595 AMD Sep23 29th 95.0 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 12:57:15.605 IV=72.2% +19.7 C2 954 x $0.03 - $0.04 x 1259 C2  AUCTION  Vega=$1013 AMD=103.16 Ref
  349. >>2700 AMZN Sep24 135 Puts $18.50 (CboeTheo=18.54)  BID  PHLX 12:57:31.288 IV=33.1% -0.3 MIAX 64 x $18.50 - $18.65 x 94 ISE  SPREAD/CROSS/TIED  Vega=$130k AMZN=125.89 Ref
  350. >>2700 AMZN Jun24 110 Puts $6.50 (CboeTheo=6.42)  ASK  PHLX 12:57:31.288 IV=36.4% -0.0 MIAX 773 x $6.35 - $6.50 x 893 CBOE  SPREAD/CROSS/TIED  Vega=$91k AMZN=125.89 Ref
  351. >>3993 ATVI Oct23 80.0 Puts $0.30 (CboeTheo=0.22)  Above Ask!  CBOE 12:59:33.072 IV=44.4% +6.4 C2 4 x $0.21 - $0.26 x 5 MIAX  FLOOR  Vega=$12k ATVI=93.72 Ref
  352. >>2460 CARR Dec23 55.0 Puts $2.45 (CboeTheo=2.43)  ASK  PHLX 13:01:45.941 IV=33.2% +0.4 NOM 1 x $2.40 - $2.45 x 11 CBOE  FLOOR  Vega=$24k CARR=56.75 Ref
  353. >>2460 CARR Dec23 52.5 Puts $1.60 (CboeTheo=1.64)  BID  PHLX 13:01:45.941 IV=34.2% -0.1 NOM 3 x $1.60 - $1.65 x 20 NOM  FLOOR  Vega=$21k CARR=56.75 Ref
  354. >>2370 CARR Dec23 47.5 Puts $0.75 (CboeTheo=0.72)  ASK  PHLX 13:01:45.941 IV=39.3% +1.4 NOM 4 x $0.70 - $0.75 x 55 PHLX  FLOOR - OPENING  Vega=$14k CARR=56.75 Ref
  355. >>3075 CARR Dec23 45.0 Puts $0.40 (CboeTheo=0.48)  BID  PHLX 13:01:45.941 IV=39.3% -0.8 EMLD 232 x $0.40 - $0.50 x 149 EMLD  FLOOR  Vega=$12k CARR=56.75 Ref
  356. SPLIT TICKET:
    >>3075 CARR Dec23 47.5 Puts $0.739 (CboeTheo=0.72)  ASK  [PHLX] 13:01:45.941 IV=39.3% +1.4 NOM 4 x $0.70 - $0.75 x 55 PHLX  FLOOR - OPENING  Vega=$18k CARR=56.75 Ref
  357. TRADE CXLD:
    >>2500 SIRI Nov23 6.0 Puts $1.92 (CboeTheo=1.75)  ASK  AMEX 12:43:18.690 IV=130.9% +40.5 PHLX 2464 x $1.61 - $2.10 x 50 BOX  SPREAD/CROSS  Vega=$1545 SIRI=4.69 Ref
  358. >>2000 SIRI Nov23 6.0 Puts $1.92 (CboeTheo=1.84)  BID  AMEX 13:02:54.510 IV=120.2% +29.9 PHLX 865 x $1.79 - $2.07 x 45 BOX  LATE  Vega=$1150 SIRI=4.64 Ref
  359. TRADE CXLD:
    >>2500 SIRI Nov23 6.0 Calls $0.24 (CboeTheo=0.25)  BID  AMEX 12:43:18.690 IV=100.1% +9.7 BZX 1 x $0.20 - $0.32 x 5 NOM  SPREAD/CROSS  Vega=$1405 SIRI=4.69 Ref
  360. >>2000 SIRI Nov23 6.0 Calls $0.24 (CboeTheo=0.25)  ASK  AMEX 13:03:05.143 IV=104.5% +14.2 PHLX 3956 x $0.12 - $0.30 x 5 ARCA  LATE  Vega=$1097 SIRI=4.64 Ref
  361. >>3000 INTC Jan25 32.5 Puts $3.70 (CboeTheo=3.69)  MID  PHLX 13:03:28.218 IV=37.4% +0.1 EDGX 397 x $3.65 - $3.75 x 656 EDGX  SPREAD/CROSS/TIED  Vega=$42k INTC=35.23 Ref
  362. SWEEP DETECTED:
    >>2795 ZI Oct23 17.5 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 13:03:27.660 IV=41.3% -1.9 PHLX 351 x $0.30 - $0.35 x 279 GEMX Vega=$3989 ZI=16.48 Ref
  363. >>2000 OKTA Jan25 130 Calls $5.82 (CboeTheo=5.85)  BID  AMEX 13:04:53.819 IV=43.9% -0.3 AMEX 60 x $5.75 - $6.00 x 34 BOX  SPREAD/FLOOR  Vega=$64k OKTA=80.55 Ref
  364. >>2499 PLTR Nov23 15.0 Calls $2.05 (CboeTheo=2.05)  BID  BZX 13:04:56.884 IV=67.7% +0.3 BXO 1 x $2.05 - $2.06 x 1 ARCA Vega=$5466 PLTR=15.83 Ref
  365. SWEEP DETECTED:
    >>6862 CCL Nov23 20.0 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 13:06:47.981 IV=56.8% -1.8 C2 1378 x $0.10 - $0.11 x 52 C2  OPENING   Pre-Earnings  Vega=$5525 CCL=14.43 Ref
  366. SWEEP DETECTED:
    >>2001 MRVL Oct23 60.0 Calls $0.355 (CboeTheo=0.37)  Below Bid!  [MULTI] 13:07:12.936 IV=35.6% -0.1 C2 92 x $0.36 - $0.38 x 493 CBOE Vega=$6393 MRVL=54.48 Ref
  367. SWEEP DETECTED:
    >>Bullish Delta Impact 3000 UNIT Jan24 5.0 Calls $0.45 (CboeTheo=0.37)  ASK  [MULTI] 13:08:11.385 IV=70.9% +7.6 PHLX 5562 x $0.30 - $0.45 x 589 EMLD  ISO - OPENING 
    Delta=45%, EST. IMPACT = 135k Shares ($598k) To Buy UNIT=4.42 Ref
  368. SWEEP DETECTED:
    >>2765 PDD Oct23 70.0 Puts $0.07 (CboeTheo=0.06)  ASK  [MULTI] 13:09:32.967 IV=59.6% -0.0 ARCA 17 x $0.06 - $0.07 x 837 EMLD Vega=$2362 PDD=95.40 Ref
  369. >>5990 META Sep23 29th 280 Puts $0.03 (CboeTheo=0.04)  BID  BOX 13:10:41.773 IV=64.6% +10.7 C2 46 x $0.03 - $0.04 x 424 C2  SPREAD/FLOOR  Vega=$2387 META=305.00 Ref
  370. >>5990 META Sep23 29th 277.5 Puts $0.03 (CboeTheo=0.03)  BID  BOX 13:10:41.773 IV=70.5% +14.5 EMLD 2 x $0.03 - $0.04 x 518 C2  SPREAD/FLOOR  Vega=$2216 META=305.00 Ref
  371. SWEEP DETECTED:
    >>Bearish Delta Impact 618 ATGE Nov23 45.0 Puts $3.30 (CboeTheo=3.15)  ASK  [MULTI] 13:11:14.829 IV=40.6% +2.0 ARCA 10 x $3.00 - $3.30 x 180 AMEX  OPENING 
    Delta=-55%, EST. IMPACT = 34k Shares ($1.47m) To Sell ATGE=43.47 Ref
  372. >>Market Color DBI - Bullish option flow detected in Designer Brands (12.73 +0.64) with 3,983 calls trading (3x expected) and implied vol increasing over 2 points to 49.88%. . The Put/Call Ratio is 0.12. Earnings are expected on 12/06. (Autocolor ([DBI 12.73 +0.64 Ref, IV=49.9% +2.2] #Bullish
  373. SWEEP DETECTED:
    >>3000 AMD Nov23 115 Calls $3.40 (CboeTheo=3.33)  ASK  [MULTI] 13:16:22.261 IV=47.2% +0.5 MIAX 1720 x $3.30 - $3.40 x 999 MIAX Vega=$41k AMD=103.38 Ref
  374. >>4500 AMD Nov23 125 Calls $1.51 (CboeTheo=1.49)  ASK  CBOE 13:17:01.525 IV=47.0% +0.3 C2 150 x $1.49 - $1.51 x 19 ARCA  FLOOR  Vega=$44k AMD=103.42 Ref
  375. SPLIT TICKET:
    >>5000 AMD Nov23 125 Calls $1.51 (CboeTheo=1.49)  ASK  [CBOE] 13:17:01.525 IV=47.0% +0.3 C2 150 x $1.49 - $1.51 x 19 ARCA  FLOOR  Vega=$49k AMD=103.42 Ref
  376. SPLIT TICKET:
    >>1001 SPXW Sep23 28th 4315 Calls $4.05 (CboeTheo=3.88)  Above Ask!  [CBOE] 13:17:24.665 IV=26.9% +8.2 CBOE 106 x $3.80 - $3.90 x 14 CBOE  LATE  Vega=$27k SPX=4304.89 Fwd
  377. SPLIT TICKET:
    >>1000 SPXW Sep23 28th 4340 Calls $0.31 (CboeTheo=0.31)  Above Ask!  [CBOE] 13:17:24.665 IV=26.2% +8.5 CBOE 1769 x $0.25 - $0.30 x 1 CBOE  LATE  Vega=$6788 SPX=4304.89 Fwd
  378. SPLIT TICKET:
    >>1001 SPXW Sep23 28th 4280 Puts $1.82 (CboeTheo=1.88)  BID  [CBOE] 13:17:24.665 IV=31.6% +12.0 CBOE 512 x $1.80 - $1.90 x 154 CBOE  LATE - OPENING  Vega=$18k SPX=4304.89 Fwd
  379. SWEEP DETECTED:
    >>2000 AAL Mar24 7.0 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 13:17:29.700 IV=62.0% +1.0 EMLD 1415 x $0.10 - $0.11 x 1044 EMLD  OPENING  Vega=$1614 AAL=12.95 Ref
  380. >>2000 SGEN Jan24 210 Puts $7.60 (CboeTheo=7.21)  ASK  PHLX 13:21:05.337 IV=20.4% +1.2 ARCA 10 x $7.30 - $7.70 x 10 EMLD  SPREAD/CROSS/TIED  Vega=$91k SGEN=212.44 Ref
  381. >>2000 SGEN Jan24 200 Puts $5.00 (CboeTheo=4.88)  BID  PHLX 13:21:05.337 IV=23.3% -0.6 ARCA 10 x $4.90 - $5.50 x 10 EMLD  SPREAD/CROSS/TIED  Vega=$79k SGEN=212.44 Ref
  382. >>2500 BCLI Oct23 1.0 Puts $0.80 (CboeTheo=0.83)  BID  AMEX 13:24:21.086 BZX 200 x $0.80 - $0.85 x 1 EMLD  FLOOR   SSR  Vega=$0 BCLI=0.19 Ref
  383. >>2000 CLS Dec23 25.0 Calls $1.95 (CboeTheo=1.85)  ASK  ISE 13:32:03.104 IV=52.1% +3.2 PHLX 67 x $1.75 - $1.95 x 1 MIAX  CROSS  Vega=$8823 CLS=23.94 Ref
  384. SWEEP DETECTED:
    >>2672 PLTR Sep23 29th 16.5 Calls $0.07 (CboeTheo=0.05)  ASK  [MULTI] 13:32:59.356 IV=80.7% -7.5 C2 435 x $0.06 - $0.07 x 1644 EMLD Vega=$629 PLTR=15.84 Ref
  385. >>5000 GOOGL Jun24 170 Calls $3.75 (CboeTheo=3.72)  ASK  AMEX 13:33:45.911 IV=27.9% -0.0 EDGX 521 x $3.65 - $3.75 x 81 CBOE  SPREAD/CROSS  Vega=$174k GOOGL=132.47 Ref
  386. >>5000 GOOGL Jun24 110 Puts $4.10 (CboeTheo=4.15)  BID  AMEX 13:33:45.911 IV=33.2% -0.2 BZX 68 x $4.10 - $4.20 x 213 AMEX  SPREAD/CROSS  Vega=$149k GOOGL=132.47 Ref
  387. >>Unusual Volume XP - 3x market weighted volume: 15.4k = 21.2k projected vs 6283 adv, 95% calls, 10% of OI [XP 22.85 +0.76 Ref, IV=47.9% -1.3]
  388. SWEEP DETECTED:
    >>2042 AMZN Sep23 29th 125 Puts $0.785 (CboeTheo=0.79)  Below Bid!  [MULTI] 13:35:45.102 IV=40.4% +0.3 C2 285 x $0.79 - $0.80 x 2 ARCA Vega=$5475 AMZN=125.72 Ref
  389. >>1000 SPXW Oct23 5th 4000 Puts $1.40 (CboeTheo=1.47)  BID  CBOE 13:36:11.127 IV=26.4% +1.2 CBOE 1319 x $1.40 - $1.50 x 242 CBOE  FLOOR - OPENING  Vega=$36k SPX=4300.76 Fwd
  390. SPLIT TICKET:
    >>4003 SPXW Oct23 5th 4000 Puts $1.40 (CboeTheo=1.47)  BID  [CBOE] 13:36:11.127 IV=26.4% +1.2 CBOE 1319 x $1.40 - $1.50 x 242 CBOE  FLOOR - OPENING  Vega=$143k SPX=4300.76 Fwd
  391. >>2000 AI Jan24 20.0 Puts $1.90 (CboeTheo=1.90)  BID  PHLX 13:36:37.143 IV=77.6% +0.3 NOM 6 x $1.90 - $1.91 x 14 ARCA  SPREAD/CROSS/TIED  Vega=$8449 AI=25.12 Ref
  392. >>4000 KMX Oct23 82.5 Puts $10.50 (CboeTheo=10.69)  BID  ARCA 13:38:10.343 PHLX 44 x $10.50 - $10.70 x 4 MPRL  SPREAD/CROSS   Post-Earnings / SSR  Vega=$0 KMX=71.94 Ref
  393. >>4000 KMX Jan24 72.5 Puts $6.10 (CboeTheo=5.99)  ASK  ARCA 13:38:10.343 IV=39.8% -6.6 PHLX 144 x $5.90 - $6.10 x 21 PHLX  SPREAD/CROSS - OPENING   Post-Earnings / SSR  Vega=$63k KMX=71.94 Ref
  394. SWEEP DETECTED:
    >>2072 AMZN Sep23 29th 125 Puts $0.787 (CboeTheo=0.79)  MID  [MULTI] 13:41:00.477 IV=40.0% -0.1 C2 264 x $0.79 - $0.80 x 1400 ARCA Vega=$5556 AMZN=125.69 Ref
  395. >>1500 SPXW Oct23 4th 3550 Puts $0.30 (CboeTheo=0.27)  ASK  CBOE 13:41:33.421 IV=55.1% +2.5 CBOE 939 x $0.25 - $0.30 x 276 CBOE  LATE - OPENING  Vega=$8635 SPX=4296.25 Fwd
  396. SPLIT TICKET:
    >>5000 SPXW Oct23 4th 3550 Puts $0.30 (CboeTheo=0.27)  ASK  [CBOE] 13:41:33.421 IV=55.1% +2.5 CBOE 939 x $0.25 - $0.30 x 276 CBOE  LATE - OPENING  Vega=$29k SPX=4296.25 Fwd
  397. SWEEP DETECTED:
    >>2627 AMZN Sep23 29th 125 Puts $0.761 (CboeTheo=0.78)  Below Bid!  [MULTI] 13:42:29.519 IV=39.3% -0.7 C2 250 x $0.77 - $0.78 x 73 C2 Vega=$7031 AMZN=125.69 Ref
  398. >>2000 SHOP Jun24 60.0 Calls $7.81 (CboeTheo=7.74)  ASK  AMEX 13:44:08.009 IV=52.1% +0.4 EDGX 186 x $7.75 - $7.85 x 196 CBOE  SPREAD/CROSS - OPENING  Vega=$36k SHOP=53.20 Ref
  399. >>2000 SHOP Jun24 55.0 Puts $9.52 (CboeTheo=9.44)  ASK  AMEX 13:44:08.009 IV=53.1% +0.6 C2 25 x $9.45 - $9.55 x 298 EDGX  SPREAD/CROSS  Vega=$35k SHOP=53.20 Ref
  400. SWEEP DETECTED:
    >>2260 AMZN Sep23 29th 125 Puts $0.78 (CboeTheo=0.80)  MID  [MULTI] 13:44:10.751 IV=38.8% -1.3 MIAX 131 x $0.77 - $0.78 x 10 BZX Vega=$6072 AMZN=125.62 Ref
  401. >>5000 AAL Jun25 8.0 Puts $0.82 (CboeTheo=0.77)  BID  BOX 13:44:32.377 IV=53.7% +1.3 BOX 786 x $0.70 - $0.97 x 349 BOX  CROSS  Vega=$18k AAL=12.97 Ref
  402. SWEEP DETECTED:
    >>Bearish Delta Impact 796 YELP Jun24 35.0 Calls $9.50 (CboeTheo=9.70)  BID  [MULTI] 13:44:34.094 IV=36.6% -2.9 PHLX 219 x $9.50 - $9.80 x 11 BOX  ISO 
    Delta=79%, EST. IMPACT = 63k Shares ($2.61m) To Sell YELP=41.34 Ref
  403. >>Market Color AYX - Bullish option flow detected in Alteryx (36.78 +0.75) with 3,528 calls trading (1.4x expected) and implied vol increasing over 1 point to 58.33%. . The Put/Call Ratio is 0.11. Earnings are expected on 10/31. (Autocolor () [AYX 36.78 +0.75 Ref, IV=58.3% +1.1] #Bullish
  404. SWEEP DETECTED:
    >>3110 PDD Oct23 70.0 Puts $0.08 (CboeTheo=0.07)  ASK  [MULTI] 13:46:08.531 IV=60.5% +0.9 EMLD 404 x $0.06 - $0.08 x 443 EMLD Vega=$2896 PDD=95.22 Ref
  405. SPLIT TICKET:
    >>1400 SPXW Oct23 6th 4150 Puts $7.69 (CboeTheo=7.41)  Above Ask!  [CBOE] 13:47:13.476 IV=20.6% +0.5 CBOE 267 x $7.30 - $7.50 x 132 CBOE  LATE  Vega=$183k SPX=4301.67 Fwd
  406. >>1359 XSP Oct23 13th 435 Calls $3.31 (CboeTheo=3.31)  ASK  CBOE 13:47:54.722 IV=14.9% -0.4 CBOE 72 x $3.30 - $3.31 x 1359 CBOE  OPENING  Vega=$45k XSP=430.56 Fwd
  407. >>7000 XP Oct23 25.0 Calls $0.35 (CboeTheo=0.36)  MID  PHLX 13:50:47.217 IV=47.0% -2.9 AMEX 568 x $0.30 - $0.40 x 551 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$12k XP=22.80 Ref
  408. >>7000 XP Oct23 26.5 Calls $0.15 (CboeTheo=0.16)  MID  PHLX 13:50:47.217 IV=48.2% -4.4 PHLX 415 x $0.10 - $0.20 x 419 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$7937 XP=22.80 Ref
  409. SPLIT TICKET:
    >>1400 SPXW Nov23 30th 4490 Calls $34.70 (CboeTheo=34.31)  Above Ask!  [CBOE] 13:53:20.919 IV=13.1% -0.3 CBOE 72 x $34.10 - $34.50 x 16 CBOE  LATE - OPENING  Vega=$816k SPX=4326.05 Fwd
  410. SWEEP DETECTED:
    >>Bullish Delta Impact 3500 UA Jan24 7.5 Calls $0.25 (CboeTheo=0.21)  ASK  [MULTI] 13:54:49.373 IV=48.5% +1.9 ARCA 20 x $0.20 - $0.25 x 956 PHLX
    Delta=28%, EST. IMPACT = 99k Shares ($602k) To Buy UA=6.08 Ref
  411. >>6996 EQRX Jan24 2.5 Calls $0.25 (CboeTheo=0.17)  ASK  BOX 13:54:56.359 IV=71.0% +17.2 PHLX 268 x $0.10 - $0.25 x 30 BOX  FLOOR  Vega=$3415 EQRX=2.23 Ref
  412. SWEEP DETECTED:
    >>Bullish Delta Impact 7000 EQRX Jan24 2.5 Calls $0.25 (CboeTheo=0.17)  Above Ask!  [MULTI] 13:54:56.352 IV=60.7% +6.9 PHLX 268 x $0.10 - $0.20 x 4 EMLD  ISO 
    Delta=43%, EST. IMPACT = 303k Shares ($677k) To Buy EQRX=2.23 Ref
  413. SPLIT TICKET:
    >>1176 SPXW Oct23 3rd 3600 Puts $0.25 (CboeTheo=0.22)  ASK  [CBOE] 13:55:00.365 IV=55.3% +3.2 CBOE 641 x $0.20 - $0.25 x 645 CBOE  OPENING  Vega=$5726 SPX=4297.33 Fwd
  414. SWEEP DETECTED:
    >>2500 AAPL Oct23 150 Puts $0.34 (CboeTheo=0.34)  ASK  [MULTI] 13:59:57.279 IV=34.6% +0.1 EMLD 603 x $0.33 - $0.34 x 461 EMLD Vega=$12k AAPL=170.82 Ref
  415. >>49900 AAL Jun26 18th 5.0 Puts $0.70 (CboeTheo=0.65)  ASK  ARCA 14:01:23.555 IV=67.4% +2.0 PHLX 666 x $0.52 - $0.70 x 292 BOX  FLOOR - OPENING  Vega=$137k AAL=12.98 Ref
  416. SPLIT TICKET:
    >>50000 AAL Jun26 18th 5.0 Puts $0.70 (CboeTheo=0.65)  ASK  [ARCA] 14:01:23.554 IV=67.4% +2.0 PHLX 666 x $0.52 - $0.70 x 292 BOX  FLOOR - OPENING  Vega=$137k AAL=12.98 Ref
  417. >>2500 DDOG Jan24 100 Calls $5.75 (CboeTheo=5.84)  BID  PHLX 14:02:01.199 IV=46.8% -0.3 CBOE 227 x $5.75 - $5.90 x 498 CBOE  SPREAD/CROSS/TIED  Vega=$48k DDOG=88.99 Ref
  418. >>1000 VIX Oct23 18th 18.0 Calls $1.41 (CboeTheo=1.39)  MID  CBOE 14:03:12.095 IV=95.0% +0.0 CBOE 3797 x $1.38 - $1.44 x 30k CBOE  FLOOR  Vega=$1638 VIX=17.68 Fwd
  419. SWEEP DETECTED:
    >>2939 AAPL Nov23 3rd 170 Puts $5.15 (CboeTheo=5.14)  ASK  [MULTI] 14:07:32.880 IV=27.6% -0.4 MIAX 597 x $5.05 - $5.15 x 350 MIAX  OPENING  Vega=$62k AAPL=170.71 Ref
  420. SWEEP DETECTED:
    >>2500 KVUE Feb24 22.5 Calls $0.55 (CboeTheo=0.51)  ASK  [MULTI] 14:09:13.245 IV=26.8% +0.7 PHLX 3981 x $0.45 - $0.55 x 1191 PHLX  52WeekLow  Vega=$11k KVUE=19.98 Ref
  421. SWEEP DETECTED:
    >>2770 ARM Sep23 29th 54.5 Calls $0.50 (CboeTheo=0.45)  BID  [MULTI] 14:09:18.052 IV=57.1% +1.2 ARCA 150 x $0.50 - $0.55 x 569 PHLX  OPENING  Vega=$3206 ARM=54.10 Ref
  422. >>2000 TSLA Jan24 416.67 Puts $170.75 (CboeTheo=170.51)  MID  PHLX 14:09:49.060 IV=60.4% +7.6 NOM 95 x $168.70 - $172.80 x 95 NOM  SPREAD/FLOOR - OPENING  Vega=$20k TSLA=246.16 Ref
  423. SWEEP DETECTED:
    >>Bullish Delta Impact 500 PXLW Jan24 2.5 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 14:12:25.560 IV=108.5% -1.3 MRX 0 x $0.00 - $0.05 x 163 BXO
    Delta=18%, EST. IMPACT = 8922 Shares ($10k) To Buy PXLW=1.14 Ref
  424. SWEEP DETECTED:
    >>3000 NEE Dec23 50.0 Puts $0.70 (CboeTheo=0.79)  BID  [MULTI] 14:13:01.178 IV=32.4% -3.1 CBOE 349 x $0.70 - $0.80 x 396 CBOE  OPENING   52WeekLow  Vega=$19k NEE=57.66 Ref
  425. >>Unusual Volume DT - 7x market weighted volume: 7667 = 9758 projected vs 1382 adv, 98% calls, 14% of OI [DT 46.81 +0.60 Ref, IV=34.6% +0.1]
  426. >>Unusual Volume VTRS - 3x market weighted volume: 8620 = 11.0k projected vs 3590 adv, 98% calls, 6% of OI [VTRS 9.85 +0.26 Ref, IV=34.9% +1.2]
  427. >>Market Color VTRS - Bullish option flow detected in Viatris (9.80 +0.21) with 9,798 calls trading (4x expected) and implied vol increasing over 1 point to 34.86%. . The Put/Call Ratio is 0.02. Earnings are expected on 11/03. (Autocolor [VTRS 9.80 +0.21 Ref, IV=34.9% +1.2] #Bullish
  428. >>13793 NEE Dec23 50.0 Puts $0.70 (CboeTheo=0.75)  MID  ARCA 14:15:17.080 IV=32.6% -2.8 PHLX 380 x $0.65 - $0.75 x 320 PHLX  FLOOR - OPENING   52WeekLow  Vega=$85k NEE=57.77 Ref
  429. SPLIT TICKET:
    >>15325 NEE Dec23 50.0 Puts $0.695 (CboeTheo=0.75)  MID  [ARCA] 14:15:17.080 IV=32.6% -2.8 PHLX 380 x $0.65 - $0.75 x 320 PHLX  FLOOR - OPENING   52WeekLow  Vega=$95k NEE=57.77 Ref
  430. >>5000 AAL Jun24 10.0 Puts $0.56 (CboeTheo=0.58)  BID  AMEX 14:17:25.365 IV=46.1% +0.0 GEMX 70 x $0.56 - $0.61 x 298 EDGX  SPREAD/FLOOR  Vega=$14k AAL=13.04 Ref
  431. >>5000 AAL Jun25 10.0 Puts $1.22 (CboeTheo=1.21)  ASK  AMEX 14:17:25.366 IV=46.9% +0.4 EDGX 478 x $1.07 - $1.30 x 175 NOM  SPREAD/FLOOR  Vega=$24k AAL=13.04 Ref
  432. >>6860 ABT Feb24 105 Calls $3.04 (CboeTheo=2.90)  Above Ask!  BOX 14:19:26.031 IV=22.1% +0.6 BOX 61 x $2.89 - $2.98 x 1 MPRL  AUCTION - OPENING  Vega=$155k ABT=97.92 Ref
  433. SWEEP DETECTED:
    >>Bullish Delta Impact 6999 ABT Feb24 105 Calls $3.039 (CboeTheo=2.90)  Above Ask!  [MULTI] 14:19:25.885 IV=21.9% +0.4 BOX 17 x $2.89 - $2.98 x 20 PHLX  ISO - OPENING 
    Delta=36%, EST. IMPACT = 252k Shares ($24.7m) To Buy ABT=97.91 Ref
  434. >>3000 SGEN Jan24 210 Calls $12.00 (CboeTheo=11.15)  BID  ARCA 14:20:22.947 IV=21.7% +2.6 C2 12 x $11.80 - $12.50 x 10 PHLX  SPREAD/FLOOR  Vega=$137k SGEN=212.34 Ref
  435. >>4000 SGEN Jan24 220 Calls $5.25 (CboeTheo=5.33)  ASK  ARCA 14:20:22.948 IV=16.8% +2.5 BZX 48 x $5.10 - $5.30 x 10 NOM  SPREAD/FLOOR - OPENING  Vega=$181k SGEN=212.34 Ref
  436. >>2600 SNAP Jan24 8.0 Puts $0.80 (CboeTheo=0.80)  ASK  ARCA 14:20:48.783 IV=61.2% +0.6 EMLD 1336 x $0.79 - $0.80 x 342 EMLD  SPREAD/CROSS  Vega=$4541 SNAP=8.57 Ref
  437. >>2600 SNAP Jan25 8.0 Puts $1.81 (CboeTheo=1.83)  BID  ARCA 14:20:48.783 IV=63.8% -0.7 GEMX 84 x $1.81 - $1.84 x 109 BXO  SPREAD/CROSS  Vega=$8804 SNAP=8.57 Ref
  438. >>3000 SNDX Oct23 7.5 Puts $0.35 (CboeTheo=0.38)  ASK  CBOE 14:22:03.592 IV=243.7% +5.2 ARCA 10 x $0.25 - $0.35 x 55 NOM  CROSS - OPENING   52WeekLow  Vega=$1475 SNDX=15.37 Ref
  439. >>1000 SPXW Oct23 5th 3550 Puts $0.40 (CboeTheo=0.34)  ASK  CBOE 14:22:35.738 IV=53.4% +2.9 CBOE 833 x $0.35 - $0.40 x 119 CBOE  LATE  Vega=$7553 SPX=4307.81 Fwd
  440. >>1000 SPXW Oct23 5th 3550 Puts $0.40 (CboeTheo=0.34)  ASK  CBOE 14:22:35.723 IV=53.4% +2.9 CBOE 833 x $0.35 - $0.40 x 119 CBOE  LATE  Vega=$7553 SPX=4307.81 Fwd
  441. SPLIT TICKET:
    >>4900 SPXW Oct23 5th 3550 Puts $0.40 (CboeTheo=0.34)  ASK  [CBOE] 14:22:35.723 IV=53.4% +2.9 CBOE 833 x $0.35 - $0.40 x 119 CBOE  LATE  Vega=$37k SPX=4307.81 Fwd
  442. >>Unusual Volume HEAR - 4x market weighted volume: 8783 = 10.9k projected vs 2560 adv, 91% puts, 14% of OI [HEAR 9.20 +0.02 Ref, IV=57.4% -1.1]
  443. >>2963 SMAR Feb24 55.0 Calls $0.65 (CboeTheo=0.74)  BID  BOX 14:27:42.423 IV=40.2% -2.1 PHLX 253 x $0.65 - $0.80 x 90 PHLX  FLOOR - OPENING  Vega=$17k SMAR=39.95 Ref
  444. SPLIT TICKET:
    >>4939 SMAR Feb24 55.0 Calls $0.67 (CboeTheo=0.74)  BID  [BOX] 14:27:42.423 IV=41.0% -1.2 PHLX 253 x $0.65 - $0.80 x 90 PHLX  FLOOR - OPENING  Vega=$29k SMAR=39.95 Ref
  445. TRADE CXLD:
    >>13793 NEE Dec23 50.0 Puts $0.70 (CboeTheo=0.75)  MID  ARCA 14:15:17.080 IV=32.6% -2.8 PHLX 380 x $0.65 - $0.75 x 320 PHLX  FLOOR - OPENING   52WeekLow  Vega=$85k NEE=57.77 Ref
  446. >>13712 NEE Dec23 50.0 Puts $0.70 (CboeTheo=0.76)  MID  ARCA 14:28:03.945 IV=32.6% -2.8 CBOE 545 x $0.65 - $0.75 x 608 CBOE  LATE - OPENING   52WeekLow  Vega=$85k NEE=57.76 Ref
  447. >>2000 MS Jan25 70.0 Puts $5.00 (CboeTheo=4.94)  ASK  PHLX 14:28:09.290 IV=30.6% -0.3 AMEX 51 x $4.85 - $5.05 x 165 AMEX  SPREAD/CROSS/TIED  Vega=$57k MS=81.95 Ref
  448. >>2000 VIX Oct23 18th 15.0 Puts $0.30 (CboeTheo=0.30)  MID  CBOE 14:28:28.200 IV=74.6% -6.6 CBOE 1033 x $0.28 - $0.31 x 2032 CBOE Vega=$2068 VIX=17.43 Fwd
  449. SPLIT TICKET:
    >>2142 BILL Feb24 150 Calls $3.92 (CboeTheo=3.90)  BID  [BOX] 14:28:26.869 IV=57.4% +0.2 CBOE 112 x $3.80 - $4.10 x 71 AMEX  FLOOR - OPENING  Vega=$42k BILL=104.39 Ref
  450. >>2828 PATH Feb24 24.0 Calls $0.45 (CboeTheo=0.49)  BID  BOX 14:28:45.822 IV=50.1% -2.7 AMEX 963 x $0.45 - $0.55 x 2225 CBOE  FLOOR - OPENING  Vega=$7903 PATH=16.82 Ref
  451. SPLIT TICKET:
    >>4714 PATH Feb24 24.0 Calls $0.47 (CboeTheo=0.49)  BID  [BOX] 14:28:45.822 IV=51.8% -1.0 AMEX 963 x $0.45 - $0.55 x 2225 CBOE  FLOOR - OPENING  Vega=$14k PATH=16.82 Ref
  452. >>5022 S Mar24 23.0 Calls $0.60 (CboeTheo=0.71)  BID  BOX 14:28:53.786 IV=50.6% -3.3 PHLX 97 x $0.60 - $0.85 x 578 PHLX  FLOOR - OPENING  Vega=$17k S=16.14 Ref
  453. SPLIT TICKET:
    >>6278 S Mar24 23.0 Calls $0.61 (CboeTheo=0.71)  BID  [BOX] 14:28:53.786 IV=52.1% -1.8 PHLX 97 x $0.60 - $0.85 x 578 PHLX  FLOOR - OPENING  Vega=$21k S=16.14 Ref
  454. >>2952 DT Feb24 65.0 Calls $0.45 (CboeTheo=0.45)  MID  BOX 14:29:17.283 IV=35.5% -0.3 BXO 152 x $0.40 - $0.50 x 150 BXO  FLOOR - OPENING  Vega=$16k DT=46.81 Ref
  455. >>4426 DT Feb24 65.0 Calls $0.40 (CboeTheo=0.45)  BID  BOX 14:29:17.283 IV=34.5% -1.3 BXO 152 x $0.40 - $0.50 x 150 BXO  FLOOR - OPENING  Vega=$22k DT=46.81 Ref
  456. SPLIT TICKET:
    >>7378 DT Feb24 65.0 Calls $0.42 (CboeTheo=0.45)  BID  [BOX] 14:29:17.283 IV=35.5% -0.3 BXO 152 x $0.40 - $0.50 x 150 BXO  FLOOR - OPENING  Vega=$39k DT=46.81 Ref
  457. SWEEP DETECTED:
    >>2352 VTRS Oct23 11.0 Calls $0.10 (CboeTheo=0.07)  ASK  [MULTI] 14:29:25.126 IV=46.6% +1.9 PHLX 628 x $0.05 - $0.10 x 557 PHLX Vega=$1474 VTRS=9.79 Ref
  458. >>2112 ESTC Mar24 115 Calls $1.60 (CboeTheo=1.68)  BID  BOX 14:29:33.340 IV=42.9% -0.7 CBOE 92 x $1.55 - $1.80 x 40 BOX  FLOOR - OPENING  Vega=$27k ESTC=79.31 Ref
  459. SPLIT TICKET:
    >>2641 ESTC Mar24 115 Calls $1.61 (CboeTheo=1.68)  BID  [BOX] 14:29:33.340 IV=43.3% -0.3 CBOE 92 x $1.55 - $1.80 x 40 BOX  FLOOR - OPENING  Vega=$34k ESTC=79.31 Ref
  460. SWEEP DETECTED:
    >>2222 XOM Oct23 105 Puts $0.15 (CboeTheo=0.16)  BID  [MULTI] 14:29:54.846 IV=30.1% -0.7 EMLD 434 x $0.15 - $0.16 x 71 BZX Vega=$5994 XOM=118.72 Ref
  461. SWEEP DETECTED:
    >>2222 NIO Sep23 29th 9.0 Puts $0.18 (CboeTheo=0.18)  BID  [MULTI] 14:30:10.050 IV=77.2% -1.8 BZX 1081 x $0.18 - $0.19 x 1081 BZX Vega=$429 NIO=8.95 Ref
  462. SWEEP DETECTED:
    >>2965 PFE Oct23 13th 33.5 Calls $0.19 (CboeTheo=0.17)  ASK  [MULTI] 14:30:21.635 IV=24.7% +0.7 BXO 23 x $0.18 - $0.19 x 682 C2  OPENING   52WeekLow  Vega=$5688 PFE=32.06 Ref
  463. >>2904 NET Feb24 90.0 Calls $2.43 (CboeTheo=2.51)  Below Bid!  BOX 14:31:26.822 IV=57.1% -1.2 MPRL 216 x $2.45 - $2.52 x 75 C2  FLOOR - OPENING  Vega=$34k NET=62.91 Ref
  464. SWEEP DETECTED:
    >>3017 NET Feb24 90.0 Calls $2.431 (CboeTheo=2.51)  Below Bid!  [MULTI] 14:31:26.802 IV=57.5% -0.9 ISE 5 x $2.47 - $2.52 x 43 C2  ISO - OPENING  Vega=$36k NET=62.94 Ref
  465. >>3000 VIX Nov23 15th 25.0 Calls $0.94 (CboeTheo=0.94)  ASK  CBOE 14:34:23.515 IV=107.5% +1.0 CBOE 5404 x $0.91 - $0.95 x 15k CBOE  LATE  Vega=$6433 VIX=18.15 Fwd
  466. >>2000 VIX Oct23 18th 25.0 Calls $0.42 (CboeTheo=0.43)  MID  CBOE 14:34:23.578 IV=135.4% +4.0 CBOE 8685 x $0.41 - $0.44 x 21k CBOE  LATE  Vega=$2027 VIX=17.50 Fwd
  467. SPLIT TICKET:
    >>5250 VIX Nov23 15th 25.0 Calls $0.94 (CboeTheo=0.94)  ASK  [CBOE] 14:34:23.515 IV=107.5% +1.0 CBOE 5404 x $0.91 - $0.95 x 15k CBOE  LATE  Vega=$11k VIX=18.15 Fwd
  468. SPLIT TICKET:
    >>1365 VIX Nov23 15th 18.0 Puts $2.05 (CboeTheo=2.02)  Above Ask!  [CBOE] 14:34:23.515 IV=82.2% +0.7 CBOE 6192 x $2.01 - $2.04 x 1 CBOE  LATE  Vega=$3497 VIX=18.15 Fwd
  469. SPLIT TICKET:
    >>1365 VIX Nov23 15th 18.0 Calls $2.15 (CboeTheo=2.17)  MID  [CBOE] 14:34:23.576 IV=80.3% -1.3 CBOE 11k x $2.12 - $2.18 x 2655 CBOE  LATE  Vega=$3499 VIX=18.15 Fwd
  470. SPLIT TICKET:
    >>3500 VIX Oct23 18th 25.0 Calls $0.42 (CboeTheo=0.43)  MID  [CBOE] 14:34:23.576 IV=135.4% +4.0 CBOE 8685 x $0.41 - $0.44 x 21k CBOE  LATE  Vega=$3548 VIX=17.50 Fwd
  471. SWEEP DETECTED:
    >>2000 RIVN Oct23 25.0 Calls $0.793 (CboeTheo=0.78)  MID  [MULTI] 14:36:41.063 IV=69.4% -2.2 MPRL 45 x $0.78 - $0.80 x 2595 EDGX  FLOOR  Vega=$4120 RIVN=22.84 Ref
  472. SWEEP DETECTED:
    >>2000 TIO Mar24 1.0 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 14:39:10.067 IV=140.8% -13.1 BOX 1020 x $0.30 - $0.40 x 30 BOX  ISO   SSR  Vega=$448 TIO=1.05 Ref
  473. >>3000 SE Oct23 50.0 Calls $0.43 (CboeTheo=0.46)  BID  AMEX 14:39:52.258 IV=53.1% -3.4 CBOE 588 x $0.43 - $0.47 x 200 EMLD  CROSS - OPENING  Vega=$7680 SE=43.27 Ref
  474. >>4000 HEAR Oct23 14.0 Puts $4.97 (CboeTheo=4.91)  ASK  ISE 14:40:42.034 IV=125.9% +22.4 CBOE 11 x $4.70 - $5.00 x 18 BOX  SPREAD/CROSS - OPENING  Vega=$1583 HEAR=9.12 Ref
  475. >>4000 HEAR Oct23 12.0 Puts $2.94 (CboeTheo=2.94)  BID  ISE 14:40:42.034 IV=85.0% +2.1 BZX 3 x $2.85 - $3.70 x 825 PHLX  SPREAD/CROSS  Vega=$1588 HEAR=9.12 Ref
  476. >>4000 HEAR Apr24 14.0 Puts $5.02 (CboeTheo=5.01)  ASK  ISE 14:42:09.875 IV=55.3% +0.9 PHLX 45 x $4.80 - $5.10 x 8 MIAX  SPREAD/CROSS - OPENING  Vega=$6270 HEAR=9.10 Ref
  477. >>4000 HEAR Oct23 12.0 Puts $2.99 (CboeTheo=2.95)  BID  ISE 14:42:09.875 IV=93.5% +10.6 BXO 3 x $2.85 - $3.60 x 299 PHLX  SPREAD/CROSS  Vega=$1899 HEAR=9.10 Ref
  478. SPLIT TICKET:
    >>1000 SPXW Sep23 28th 4335 Calls $0.05 (CboeTheo=0.02)  BID  [CBOE] 14:42:36.702 IV=31.9% +14.0 CBOE 2064 x $0.05 - $0.10 x 474 CBOE Vega=$1392 SPX=4295.66 Fwd
  479. >>Market Color VSCO - Bullish option flow detected in Victoria's Secret (16.16 -0.21) with 3,105 calls trading (1.9x expected) and implied vol increasing over 2 points to 68.14%. . The Put/Call Ratio is 0.44. Earnings are expected on 12/06. (Autocolor ([VSCO 16.16 -0.21 Ref, IV=68.1% +2.4] #Bullish
  480. SWEEP DETECTED:
    >>3156 TSLA Sep23 29th 252.5 Calls $0.616 (CboeTheo=0.63)  Below Bid!  [MULTI] 14:45:13.174 IV=54.6% -0.4 BZX 146 x $0.62 - $0.64 x 321 C2 Vega=$10k TSLA=245.15 Ref
  481. SWEEP DETECTED:
    >>Bearish Delta Impact 1450 LULU Sep23 29th 380 Puts $4.14 (CboeTheo=3.60)  Above Ask!  [MULTI] 14:47:21.690 IV=45.0% +8.9 BOX 5 x $3.60 - $3.95 x 48 MPRL  OPENING 
    Delta=-52%, EST. IMPACT = 75k Shares ($28.4m) To Sell LULU=379.45 Ref
  482. SWEEP DETECTED:
    >>2622 NKE Oct23 6th 84.0 Puts $1.06 (CboeTheo=1.04)  ASK  [MULTI] 14:49:04.034 IV=57.3% +3.4 EDGX 256 x $1.01 - $1.06 x 583 C2  OPENING   Pre-Earnings  Vega=$11k NKE=89.03 Ref
  483. >>5000 UPS Jun24 180 Calls $4.30 (CboeTheo=4.41)  BID  ISE 14:49:38.243 IV=23.1% -0.4 PHLX 97 x $4.25 - $4.55 x 65 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$211k UPS=154.33 Ref
  484. >>5000 UPS Jun24 175 Puts $24.70 (CboeTheo=24.99)  BID  ISE 14:49:38.243 IV=23.1% -0.8 PHLX 82 x $24.65 - $25.60 x 75 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$214k UPS=154.33 Ref
  485. TRADE CXLD:
    >>4000 HEAR Oct23 14.0 Puts $4.97 (CboeTheo=4.91)  ASK  ISE 14:40:42.034 IV=125.9% +22.4 CBOE 11 x $4.70 - $5.00 x 18 BOX  SPREAD/CROSS - OPENING  Vega=$1583 HEAR=9.12 Ref
  486. SWEEP DETECTED:
    >>2450 RIOT Oct23 8.5 Puts $0.40 (CboeTheo=0.39)  ASK  [MULTI] 14:50:10.717 IV=91.3% -0.9 ARCA 29 x $0.39 - $0.40 x 2552 MPRL  OPENING  Vega=$1898 RIOT=9.46 Ref
  487. TRADE CXLD:
    >>4000 HEAR Oct23 12.0 Puts $2.94 (CboeTheo=2.94)  BID  ISE 14:40:42.034 IV=85.0% +2.1 BZX 3 x $2.85 - $3.70 x 825 PHLX  SPREAD/CROSS  Vega=$1588 HEAR=9.12 Ref
  488. >>Unusual Volume NEE - 3x market weighted volume: 81.4k = 95.3k projected vs 31.5k adv, 76% puts, 25% of OI [NEE 57.81 -2.15 Ref, IV=30.0% +0.6]
  489. SWEEP DETECTED:
    >>2439 GOOGL Oct23 6th 138 Calls $0.21 (CboeTheo=0.22)  BID  [MULTI] 14:51:44.433 IV=22.7% -2.0 EDGX 372 x $0.21 - $0.23 x 33 BOX  OPENING  Vega=$8778 GOOGL=131.94 Ref
  490. SWEEP DETECTED:
    >>2923 AAPL Sep23 29th 160 Puts $0.01 (CboeTheo=0.02)  BID  [MULTI] 14:51:50.017 IV=48.7% +4.4 EMLD 437 x $0.01 - $0.02 x 270 C2  ISO  Vega=$547 AAPL=170.62 Ref
  491. SWEEP DETECTED:
    >>Bullish Delta Impact 540 INMD Oct23 35.0 Puts $4.00 (CboeTheo=3.96)  BID  [MULTI] 14:52:10.142 IV=52.6% +8.3 PHLX 116 x $3.80 - $4.80 x 5 ISE
    Delta=-78%, EST. IMPACT = 42k Shares ($1.32m) To Buy INMD=31.41 Ref
  492. >>3780 AMPS Nov23 5.0 Calls $0.65 (CboeTheo=0.55)  ASK  PHLX 14:57:30.787 IV=82.3% +16.1 ARCA 35 x $0.55 - $0.65 x 105 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$2759 AMPS=5.04 Ref
  493. SWEEP DETECTED:
    >>2000 AAPL Oct23 135 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 14:59:10.430 IV=46.1% +0.6 ARCA 130 x $0.10 - $0.11 x 429 EMLD Vega=$3429 AAPL=170.63 Ref
  494. >>2800 SPX Dec23 4330 Puts $119.20 (CboeTheo=117.13)  Above Ask!  CBOE 15:00:29.722 IV=15.5% -0.1 CBOE 80 x $116.70 - $117.30 x 19 CBOE  LATE  Vega=$2.21m SPX=4336.25 Fwd
  495. >>1200 SPX Dec23 5000 Calls $0.88 (CboeTheo=0.86)  BID  CBOE 15:00:29.799 IV=13.2% -0.1 CBOE 2061 x $0.85 - $0.95 x 1524 CBOE  LATE  Vega=$79k SPX=4336.30 Fwd
  496. >>1000 SPX Dec25 6000 Puts $1232.26 (CboeTheo=1229.21)  BID  CBOE 15:00:29.799 IV=13.8% +0.1 CBOE 5 x $1217.00 - $1261.50 x 5 CBOE  LATE  Vega=$1.43m SPX=4682.85 Fwd
  497. >>2200 SPX Dec23 4700 Puts $371.22 (CboeTheo=367.59)  Above Ask!  CBOE 15:00:29.799 IV=13.2% +0.9 CBOE 15 x $367.10 - $368.10 x 15 CBOE  LATE  Vega=$806k SPX=4336.30 Fwd
  498. >>2800 SPX Dec23 4330 Calls $121.20 (CboeTheo=123.34)  Below Bid!  CBOE 15:00:29.799 IV=15.0% -0.6 CBOE 15 x $123.00 - $123.60 x 21 CBOE  LATE  Vega=$2.21m SPX=4336.30 Fwd
  499. >>4000 AMD Nov23 125 Calls $1.36 (CboeTheo=1.33)  ASK  CBOE 15:01:30.049 IV=47.0% +0.2 MPRL 9 x $1.33 - $1.36 x 5229 C2  FLOOR  Vega=$37k AMD=102.53 Ref
  500. SPLIT TICKET:
    >>5000 AMD Nov23 125 Calls $1.36 (CboeTheo=1.33)  ASK  [CBOE] 15:01:30.049 IV=47.0% +0.2 MPRL 9 x $1.33 - $1.36 x 5229 C2  FLOOR  Vega=$46k AMD=102.53 Ref
  501. >>3581 FOLD Oct23 12.0 Calls $0.41 (CboeTheo=0.35)  ASK  CBOE 15:03:21.919 IV=42.0% -27.8 BOX 9 x $0.30 - $0.45 x 355 CBOE  COB/AUCTION - OPENING   SSR  Vega=$4129 FOLD=11.77 Ref
  502. >>3581 FOLD Oct23 11.0 Puts $0.21 (CboeTheo=0.21)  BID  CBOE 15:03:21.919 IV=46.8% -30.7 CBOE 243 x $0.15 - $0.30 x 55 BOX  COB/AUCTION - OPENING   SSR  Vega=$3287 FOLD=11.78 Ref
  503. SWEEP DETECTED:
    >>3424 AMD Nov23 125 Calls $1.37 (CboeTheo=1.39)  BID  [MULTI] 15:05:10.497 IV=46.8% +0.1 EDGX 427 x $1.37 - $1.40 x 4055 C2 Vega=$32k AMD=102.67 Ref
  504. >>2430 KO Jan24 80.0 Puts $24.20 (CboeTheo=24.16)  ASK  BOX 15:05:34.177 IV=41.3% +17.0 MPRL 28 x $24.10 - $24.20 x 18 BOX  SPREAD/FLOOR - OPENING  Vega=$6224 KO=55.84 Ref
  505. >>2430 KO Oct23 60.0 Puts $4.20 (CboeTheo=4.16)  ASK  BOX 15:05:34.177 IV=22.1% +6.5 MPRL 56 x $4.10 - $4.20 x 100 CBOE  SPREAD/FLOOR  Vega=$4812 KO=55.84 Ref
  506. >>2630 AAPL Oct23 190 Puts $19.15 (CboeTheo=19.24)  BID  BOX 15:05:43.900 BOX 24 x $19.15 - $19.35 x 21 BXO  SPREAD/FLOOR  Vega=$0 AAPL=170.76 Ref
  507. >>2630 AAPL Oct23 195 Puts $24.15 (CboeTheo=24.25)  BID  BOX 15:05:43.900 AMEX 10 x $24.05 - $24.75 x 84 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=170.75 Ref
  508. SWEEP DETECTED:
    >>2125 SE Sep23 29th 40.0 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 15:05:41.679 IV=82.1% +16.7 EMLD 226 x $0.01 - $0.03 x 288 EMLD Vega=$422 SE=43.20 Ref
  509. >>3950 TSLA Jan24 450 Puts $204.33 (CboeTheo=204.57)  BID  BOX 15:05:53.745 ARCA 50 x $202.55 - $206.85 x 50 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=245.43 Ref
  510. >>3950 TSLA Jan24 416.67 Puts $171.00 (CboeTheo=171.24)  BID  BOX 15:05:53.745 PHLX 26 x $171.00 - $171.45 x 30 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=245.43 Ref
  511. >>4200 NEE Jan24 77.5 Puts $19.50 (CboeTheo=19.67)  BID  BOX 15:05:58.396 NOM 94 x $19.50 - $19.80 x 74 NOM  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 NEE=57.84 Ref
  512. >>2880 NEE Jan24 75.0 Puts $17.00 (CboeTheo=17.17)  BID  BOX 15:05:58.396 PHLX 121 x $17.00 - $17.30 x 115 NOM  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 NEE=57.84 Ref
  513. >>4200 NEE Nov23 70.0 Puts $12.10 (CboeTheo=12.16)  BID  BOX 15:05:58.396 CBOE 26 x $12.10 - $12.30 x 105 NOM  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 NEE=57.84 Ref
  514. >>2383 TSEM Jan24 40.0 Puts $15.19 (CboeTheo=15.24)  BID  CBOE 15:07:01.905 BOX 49 x $15.10 - $15.30 x 13 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$0 TSEM=24.75 Ref
  515. >>2669 TSEM Jan24 38.0 Puts $13.25 (CboeTheo=13.24)  MID  CBOE 15:07:01.905 IV=49.0% +6.6 C2 3 x $13.20 - $13.30 x 15 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekLow  Vega=$1540 TSEM=24.75 Ref
  516. >>6293 TSEM Oct23 37.0 Puts $12.21 (CboeTheo=12.24)  ASK  CBOE 15:07:02.012 BOX 55 x $12.10 - $12.30 x 13 MPRL  SPREAD/LEGGED/FLOOR   52WeekLow  Vega=$0 TSEM=24.75 Ref
  517. SWEEP DETECTED:
    >>2577 TSM Oct23 110 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 15:07:40.182 IV=43.5% -0.5 EMLD 461 x $0.04 - $0.05 x 247 MPRL Vega=$2291 TSM=86.61 Ref
  518. >>3803 ET Oct23 14.0 Calls $0.24 (CboeTheo=0.24)  ASK  PHLX 15:09:14.746 IV=15.9% -1.8 PHLX 2322 x $0.23 - $0.24 x 3803 PHLX  COMPLEX  Vega=$5197 ET=14.00 Ref
  519. >>4200 AAPL Oct23 190 Puts $19.15 (CboeTheo=19.26)  BID  PHLX 15:09:15.085 PHLX 60 x $19.00 - $19.40 x 60 CBOE  FLOOR  Vega=$0 AAPL=170.74 Ref
  520. >>2038 TSLA Jan24 416.67 Puts $171.31 (CboeTheo=171.53)  MID  CBOE 15:09:56.321 NOM 95 x $169.00 - $173.60 x 95 NOM  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=245.14 Ref
  521. >>2789 TSLA Jan24 450 Puts $204.70 (CboeTheo=204.86)  MID  CBOE 15:09:56.444 NOM 95 x $202.55 - $206.85 x 95 NOM  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=245.14 Ref
  522. >>2300 NEE Oct23 67.5 Puts $9.90 (CboeTheo=9.89)  MID  PHLX 15:10:03.826 IV=37.8% +9.1 BOX 38 x $9.80 - $10.00 x 115 NOM  FLOOR - OPENING   52WeekLow  Vega=$2000 NEE=57.62 Ref
  523. >>2200 SQ Jan24 100 Puts $55.70 (CboeTheo=55.72)  ASK  PHLX 15:10:29.295 MPRL 34 x $55.55 - $55.80 x 10 BOX  FLOOR - OPENING   52WeekLow  Vega=$0 SQ=44.27 Ref
  524. >>3400 TSLA Jan24 450 Puts $204.20 (CboeTheo=204.54)  BID  PHLX 15:10:32.177 NOM 95 x $202.55 - $206.85 x 95 NOM  FLOOR - OPENING  Vega=$0 TSLA=245.46 Ref
  525. >>3500 TSLA Jan24 416.67 Puts $170.90 (CboeTheo=171.21)  BID  PHLX 15:10:32.177 CBOE 1 x $170.90 - $171.45 x 1 CBOE  FLOOR - OPENING  Vega=$0 TSLA=245.46 Ref
  526. >>2750 TGT Oct23 130 Puts $20.55 (CboeTheo=20.57)  BID  PHLX 15:10:30.788 BOX 40 x $20.45 - $20.70 x 49 BOX  FLOOR - OPENING   52WeekLow  Vega=$0 TGT=109.44 Ref
  527. SPLIT TICKET:
    >>4000 TSLA Jan24 450 Puts $204.208 (CboeTheo=204.54)  BID  [PHLX] 15:10:32.177 NOM 95 x $202.55 - $206.85 x 95 NOM  FLOOR - OPENING  Vega=$0 TSLA=245.46 Ref
  528. >>4000 ZM Jan24 240 Puts $171.60 (CboeTheo=171.57)  ASK  PHLX 15:10:40.116 IV=122.5% +49.1 EDGX 5 x $171.40 - $171.65 x 24 BOX  SPREAD/FLOOR - OPENING  Vega=$5775 ZM=68.43 Ref
  529. >>4000 ZM Jan24 130 Puts $61.60 (CboeTheo=61.57)  ASK  PHLX 15:10:40.116 IV=68.7% +14.8 EDGX 5 x $61.45 - $61.65 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$6506 ZM=68.43 Ref
  530. >>3000 BAC Jan24 38.0 Puts $10.45 (CboeTheo=10.44)  MID  CBOE 15:11:09.663 IV=37.4% +9.3 BOX 50 x $10.40 - $10.50 x 37 ISE  SPREAD/LEGGED/FLOOR  Vega=$3734 BAC=27.57 Ref
  531. >>Unusual Volume AMT - 3x market weighted volume: 12.7k = 14.0k projected vs 4662 adv, 96% calls, 13% of OI [AMT 162.76 +3.07 Ref, IV=29.5% -1.9]
  532. SWEEP DETECTED:
    >>Bullish Delta Impact 1774 DVAX Oct23 16.0 Calls $0.20 (CboeTheo=0.16)  ASK  [MULTI] 15:12:13.234 IV=43.9% +5.8 MRX 9 x $0.10 - $0.20 x 732 AMEX  OPENING 
    Delta=23%, EST. IMPACT = 41k Shares ($601k) To Buy DVAX=14.65 Ref
  533. SWEEP DETECTED:
    >>2079 NKE Oct23 91.0 Puts $4.15 (CboeTheo=4.18)  BID  [MULTI] 15:14:14.950 IV=38.0% +0.2 CBOE 679 x $4.15 - $4.25 x 263 EDGX  Pre-Earnings  Vega=$18k NKE=89.29 Ref
  534. SWEEP DETECTED:
    >>2245 NKE Sep23 29th 91.0 Calls $1.908 (CboeTheo=1.93)  Below Bid!  [MULTI] 15:14:26.859 IV=137.2% +38.3 EDGX 155 x $1.91 - $1.98 x 22 MPRL  Pre-Earnings  Vega=$4205 NKE=89.35 Ref
  535. SPLIT TICKET:
    >>1923 SPXW Sep23 28th 4250 Puts $0.10 (CboeTheo=0.06)  ASK  [CBOE] 15:14:27.866 IV=59.8% +39.6 CBOE 2149 x $0.05 - $0.10 x 463 CBOE Vega=$2532 SPX=4303.44 Fwd
  536. >>Market Color APLD - Bullish option flow detected in Applied Digital Corp (6.47 +0.42) with 2,822 calls trading (1.1x expected) and implied vol increasing almost 2 points to 121.29%. . The Put/Call Ratio is 0.43. Earnings are expected on 10/10. (Autocolor ([APLD 6.47 +0.42 Ref, IV=121.3% +1.9] #Bullish
  537. SPLIT TICKET:
    >>2000 ZM Dec23 100 Calls $0.37 (CboeTheo=0.38)  BID  [BOX] 15:15:01.183 IV=48.0% -2.0 EDGX 53 x $0.37 - $0.42 x 104 EMLD  AUCTION  Vega=$7898 ZM=68.44 Ref
  538. >>Unusual Volume BTU - 3x market weighted volume: 38.1k = 41.1k projected vs 11.8k adv, 81% calls, 11% of OI [BTU 25.64 +1.09 Ref, IV=43.8% -3.8]
  539. >>1696 VIX Oct23 18th 15.0 Puts $0.31 (CboeTheo=0.31)  MID  CBOE 15:20:54.377 IV=73.9% -7.2 CBOE 5766 x $0.30 - $0.32 x 11 CBOE Vega=$1785 VIX=17.32 Fwd
  540. SWEEP DETECTED:
    >>Bullish Delta Impact 756 AAOI Sep23 29th 12.5 Puts $1.40 (CboeTheo=1.48)  BID  [MULTI] 15:22:46.838 IV=100.4% -73.1 NOM 468 x $1.40 - $1.65 x 41 BOX
    Delta=-98%, EST. IMPACT = 74k Shares ($827k) To Buy AAOI=11.11 Ref
  541. >>3400 CHWY Oct23 30.0 Puts $11.75 (CboeTheo=11.72)  ASK  PHLX 15:23:35.389 IV=105.1% +10.3 PHLX 113 x $11.65 - $11.75 x 15 BOX  FLOOR  Vega=$979 CHWY=18.27 Ref
  542. SWEEP DETECTED:
    >>Bullish Delta Impact 846 AMBC Oct23 12.5 Calls $0.45 (CboeTheo=0.39)  ASK  [MULTI] 15:24:15.222 IV=36.0% +4.4 PHLX 276 x $0.35 - $0.45 x 133 PHLX  OPENING 
    Delta=52%, EST. IMPACT = 44k Shares ($555k) To Buy AMBC=12.49 Ref
  543. >>3000 SE Jun24 70.0 Calls $3.05 (CboeTheo=3.07)  ASK  ARCA 15:24:34.511 IV=60.6% -0.3 CBOE 149 x $2.93 - $3.10 x 59 BOX  CROSS - OPENING  Vega=$38k SE=43.30 Ref
  544. >>1000 VIX Oct23 18th 20.0 Calls $0.82 (CboeTheo=0.83)  BID  CBOE 15:25:08.197 IV=109.3% +4.3 CBOE 517 x $0.81 - $0.85 x 33k CBOE Vega=$1446 VIX=17.27 Fwd
  545. >>2000 MU Sep23 29th 67.0 Puts $1.20 (CboeTheo=1.18)  ASK  PHLX 15:25:33.657 IV=46.9% -44.0 C2 52 x $1.18 - $1.20 x 16 BOX  SPREAD/CROSS/TIED   Post-Earnings  Vega=$2474 MU=66.11 Ref
  546. SWEEP DETECTED:
    >>2390 CCL Jan24 7.5 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 15:26:37.186 IV=76.3% +5.3 MPRL 67 x $0.09 - $0.10 x 1248 AMEX  Pre-Earnings  Vega=$1520 CCL=14.55 Ref
  547. >>4896 AMZN Sep23 29th 125 Puts $0.56 (CboeTheo=0.55)  BID  ARCA 15:28:25.621 IV=41.2% +1.1 ARCA 4896 x $0.56 - $0.57 x 220 GEMX Vega=$12k AMZN=126.32 Ref
  548. SWEEP DETECTED:
    >>4900 AMZN Sep23 29th 125 Puts $0.56 (CboeTheo=0.55)  BID  [MULTI] 15:28:25.621 IV=41.2% +1.1 ARCA 4896 x $0.56 - $0.57 x 220 GEMX Vega=$12k AMZN=126.32 Ref
  549. >>Unusual Volume PAGS - 3x market weighted volume: 5786 = 6089 projected vs 1604 adv, 99% calls, 6% of OI [PAGS 8.63 +0.23 Ref, IV=48.4% -1.6]
  550. >>2760 SOVO Nov23 25.0 Calls $0.20 (CboeTheo=0.12)  ASK  PHLX 15:29:40.888 IV=27.0% +3.5 PHLX 280 x $0.05 - $0.20 x 10 NOM  FLOOR  Vega=$5993 SOVO=22.55 Ref
  551. SWEEP DETECTED:
    >>2387 CPNG Oct23 17.5 Puts $0.79 (CboeTheo=0.80)  BID  [MULTI] 15:31:01.854 IV=31.5% -1.9 BOX 53 x $0.79 - $0.82 x 30 BOX  OPENING  Vega=$3776 CPNG=17.00 Ref
  552. SWEEP DETECTED:
    >>5001 AMZN Oct23 6th 135 Calls $0.206 (CboeTheo=0.20)  Above Ask!  [MULTI] 15:31:21.073 IV=31.1% -0.8 C2 460 x $0.19 - $0.20 x 285 BZX Vega=$14k AMZN=126.13 Ref
  553. >>2053 UPS Nov23 165 Calls $2.48 (CboeTheo=2.46)  MID  PHLX 15:31:27.044 IV=25.4% +0.3 EDGX 62 x $2.41 - $2.55 x 3 BZX  FLOOR - OPENING  Vega=$40k UPS=155.51 Ref
  554. >>8202 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 10k CBOE Vega=$8683 VIX=17.35 Fwd
  555. >>5000 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 10k CBOE Vega=$5293 VIX=17.35 Fwd
  556. >>3515 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 6798 CBOE Vega=$3721 VIX=17.35 Fwd
  557. >>3011 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 6798 CBOE Vega=$3187 VIX=17.35 Fwd
  558. >>2351 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 1436 CBOE Vega=$2489 VIX=17.35 Fwd
  559. >>1412 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  CBOE 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 1436 CBOE Vega=$1495 VIX=17.35 Fwd
  560. SPLIT TICKET:
    >>23515 VIX Oct23 18th 15.0 Puts $0.32 (CboeTheo=0.30)  ASK  [CBOE] 15:31:43.042 IV=75.3% -5.8 CBOE 10k x $0.29 - $0.32 x 10k CBOE Vega=$25k VIX=17.35 Fwd
  561. >>11169 BTU Nov23 27.0 Calls $1.16 (CboeTheo=1.13)  ASK  PHLX 15:33:40.271 IV=44.2% -0.6 C2 1 x $1.12 - $1.16 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$41k BTU=25.64 Ref
  562. >>7446 BTU Oct23 24.0 Calls $2.05 (CboeTheo=2.09)  BID  PHLX 15:33:40.271 IV=39.5% -1.2 BOX 67 x $2.04 - $2.17 x 548 AMEX  SPREAD/FLOOR  Vega=$14k BTU=25.64 Ref
  563. >>1768 VIX Oct23 18th 14.5 Puts $0.20 (CboeTheo=0.18)  ASK  CBOE 15:34:49.833 IV=74.2% -5.3 CBOE 20 x $0.18 - $0.20 x 1312 CBOE Vega=$1481 VIX=17.42 Fwd
  564. >>1000 VIX Oct23 18th 14.5 Puts $0.20 (CboeTheo=0.18)  ASK  CBOE 15:34:49.833 IV=74.2% -5.3 CBOE 20 x $0.18 - $0.20 x 1312 CBOE Vega=$838 VIX=17.42 Fwd
  565. SPLIT TICKET:
    >>4080 VIX Oct23 18th 14.5 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 15:34:49.833 IV=74.2% -5.3 CBOE 20 x $0.18 - $0.20 x 1312 CBOE Vega=$3417 VIX=17.42 Fwd
  566. SWEEP DETECTED:
    >>3372 SNAP Dec23 11.0 Calls $0.38 (CboeTheo=0.37)  ASK  [MULTI] 15:35:16.618 IV=66.2% +1.1 EMLD 624 x $0.37 - $0.38 x 1224 EMLD  OPENING  Vega=$4480 SNAP=8.62 Ref
  567. SWEEP DETECTED:
    >>2708 CCL Sep23 29th 15.5 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:36:17.567 IV=197.5% +52.7 BXO 198 x $0.24 - $0.25 x 733 EMLD  Pre-Earnings  Vega=$704 CCL=14.48 Ref
  568. SWEEP DETECTED:
    >>2370 CCL Sep23 29th 16.0 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 15:36:52.800 IV=198.7% +52.6 C2 521 x $0.14 - $0.15 x 889 GEMX  Pre-Earnings  Vega=$493 CCL=14.47 Ref
  569. SPLIT TICKET:
    >>1000 VIX Oct23 18th 50.0 Calls $0.09 (CboeTheo=0.08)  ASK  [CBOE] 15:40:06.220 IV=213.9% +13.6 CBOE 31k x $0.07 - $0.09 x 500 CBOE Vega=$291 VIX=17.55 Fwd
  570. >>2500 PBR Dec23 20.0 Puts $5.63 (CboeTheo=5.33)  ASK  BOX 15:41:33.325 IV=64.4% +29.6 PHLX 40 x $3.60 - $7.25 x 10 BXO  SPREAD/CROSS - OPENING  Vega=$4584 PBR=14.87 Ref
  571. >>2500 PBR Dec23 20.0 Calls $0.20 (CboeTheo=0.10)  ASK  BOX 15:41:33.325 IV=52.5% +17.7 BOX 0 x $0.00 - $0.20 x 417 PHLX  SPREAD/CROSS - OPENING  Vega=$3546 PBR=14.87 Ref
  572. >>2110 TSEM Jan24 38.0 Puts $13.30 (CboeTheo=13.27)  ASK  PHLX 15:42:07.699 IV=53.0% +10.5 C2 4 x $13.20 - $13.30 x 34 BOX  FLOOR   52WeekLow  Vega=$2656 TSEM=24.73 Ref
  573. >>2450 TSEM Oct23 37.0 Puts $12.30 (CboeTheo=12.27)  ASK  PHLX 15:42:07.699 IV=90.8% +18.5 BOX 74 x $12.10 - $12.30 x 13 BOX  FLOOR   52WeekLow  Vega=$1117 TSEM=24.73 Ref
  574. >>2400 AAPL Oct23 190 Puts $19.10 (CboeTheo=19.24)  BID  PHLX 15:42:40.364 AMEX 10 x $19.10 - $19.30 x 10 AMEX  FLOOR  Vega=$0 AAPL=170.76 Ref
  575. SPLIT TICKET:
    >>1500 SPXW Oct23 3rd 3550 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 15:43:37.043 IV=59.7% +4.5 CBOE 1347 x $0.15 - $0.25 x 619 CBOE  OPENING  Vega=$6804 SPX=4297.67 Fwd
  576. SPLIT TICKET:
    >>1200 SPXW Oct23 3rd 3550 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 15:43:48.147 IV=59.8% +4.5 CBOE 446 x $0.20 - $0.25 x 711 CBOE  OPENING  Vega=$5442 SPX=4297.84 Fwd
  577. >>2500 PAGS Nov23 11.0 Calls $0.10 (CboeTheo=0.13)  ASK  AMEX 15:43:52.350 IV=52.1% -7.2 PHLX 1644 x $0.05 - $0.10 x 1 ARCA  SPREAD/FLOOR  Vega=$1718 PAGS=8.63 Ref
  578. >>2500 PAGS Oct23 10.0 Calls $0.05 (CboeTheo=0.10)  BID  AMEX 15:43:52.349 IV=45.9% -13.6 NOM 50 x $0.05 - $0.10 x 1185 PHLX  SPREAD/FLOOR - OPENING  Vega=$1025 PAGS=8.63 Ref
  579. >>2050 SCHW Jan24 75.0 Puts $20.60 (CboeTheo=20.55)  ASK  PHLX 15:45:00.951 IV=38.4% +4.7 BXO 50 x $20.50 - $20.65 x 50 ARCA  FLOOR  Vega=$5494 SCHW=54.45 Ref
  580. >>1024 VIX Oct23 18th 14.5 Puts $0.20 (CboeTheo=0.19)  MID  CBOE 15:45:31.023 IV=74.9% -4.5 CBOE 4131 x $0.18 - $0.21 x 2785 CBOE Vega=$853 VIX=17.47 Fwd
  581. SPLIT TICKET:
    >>2025 VIX Oct23 18th 14.5 Puts $0.20 (CboeTheo=0.19)  MID  [CBOE] 15:45:31.023 IV=74.9% -4.5 CBOE 4131 x $0.18 - $0.21 x 2785 CBOE Vega=$1687 VIX=17.47 Fwd
  582. >>1710 XSP Oct23 18th 420 Puts $2.69 (CboeTheo=2.70)  BID  CBOE 15:45:41.266 IV=17.2% -0.5 CBOE 120 x $2.67 - $2.73 x 120 CBOE Vega=$56k XSP=430.96 Fwd
  583. >>4300 BAC Jan24 38.0 Puts $10.45 (CboeTheo=10.44)  MID  PHLX 15:45:56.080 IV=37.4% +9.3 BXO 30 x $10.40 - $10.50 x 59 ISE  FLOOR  Vega=$5353 BAC=27.57 Ref
  584. >>3000 BAC Jan24 35.0 Puts $7.45 (CboeTheo=7.43)  MID  PHLX 15:45:56.080 IV=29.2% +3.4 MPRL 49 x $7.40 - $7.50 x 63 ISE  FLOOR  Vega=$4338 BAC=27.57 Ref
  585. SPLIT TICKET:
    >>1000 VIXW Oct23 4th 19.0 Calls $0.45 (CboeTheo=0.45)  ASK  [CBOE] 15:46:00.647 IV=113.9% +1.1 CBOE 76 x $0.35 - $0.50 x 2 CBOE Vega=$768 VIX=17.48 Fwd
  586. SPLIT TICKET:
    >>2000 XSP Oct23 18th 420 Puts $2.72 (CboeTheo=2.73)  BID  [CBOE] 15:46:00.716 IV=17.1% -0.5 CBOE 112 x $2.72 - $2.76 x 112 CBOE  AUCTION  Vega=$66k XSP=430.81 Fwd
  587. SWEEP DETECTED:
    >>2358 WBD Apr24 15.0 Calls $0.45 (CboeTheo=0.45)  ASK  [MULTI] 15:46:29.920 IV=46.3% +0.1 MPRL 36 x $0.44 - $0.45 x 226 EMLD Vega=$5952 WBD=10.71 Ref
  588. SPLIT TICKET:
    >>2000 XSP Oct23 18th 420 Puts $2.684 (CboeTheo=2.70)  BID  [CBOE] 15:46:33.131 IV=17.1% -0.5 CBOE 120 x $2.68 - $2.73 x 120 CBOE  AUCTION  Vega=$65k XSP=430.95 Fwd
  589. >>4250 AMD Nov23 125 Calls $1.40 (CboeTheo=1.38)  BID  CBOE 15:47:37.931 IV=47.0% +0.3 NOM 1 x $1.40 - $1.41 x 4405 C2  FLOOR  Vega=$40k AMD=102.78 Ref
  590. SPLIT TICKET:
    >>5000 AMD Nov23 125 Calls $1.40 (CboeTheo=1.38)  MID  [CBOE] 15:47:37.823 IV=47.0% +0.3 BXO 44 x $1.39 - $1.41 x 4405 C2  FLOOR  Vega=$47k AMD=102.78 Ref
  591. SWEEP DETECTED:
    >>2435 MSFT Sep23 29th 317.5 Calls $0.395 (CboeTheo=0.41)  MID  [MULTI] 15:47:57.463 IV=26.9% -0.7 C2 83 x $0.40 - $0.41 x 1 ARCA Vega=$10k MSFT=313.11 Ref
  592. >>2212 NVDA Sep23 29th 400 Puts $0.07 (CboeTheo=0.07)  MID  NOM 15:48:54.688 IV=62.9% +9.7 C2 263 x $0.06 - $0.08 x 195 MPRL Vega=$1853 NVDA=430.11 Ref
  593. SWEEP DETECTED:
    >>2868 BB Oct23 5.0 Puts $0.52 (CboeTheo=0.49)  ASK  [MULTI] 15:48:55.180 IV=84.8% +10.7 PHLX 1272 x $0.47 - $0.52 x 428 EDGX  ISO   Pre-Earnings  Vega=$1333 BB=4.78 Ref
  594. >>1000 SPXW Sep23 29th 3925 Puts $0.20 (CboeTheo=0.18)  BID  CBOE 15:49:15.989 IV=66.2% +17.7 CBOE 109 x $0.20 - $0.25 x 1319 CBOE  FLOOR  Vega=$2998 SPX=4296.57 Fwd
  595. >>1539 VIX Oct23 18th 25.0 Calls $0.44 (CboeTheo=0.46)  BID  CBOE 15:49:32.529 IV=136.3% +4.9 CBOE 22k x $0.44 - $0.48 x 12k CBOE  AUCTION  Vega=$1596 VIX=17.58 Fwd
  596. SPLIT TICKET:
    >>4412 VIX Oct23 18th 25.0 Calls $0.441 (CboeTheo=0.46)  BID  [CBOE] 15:49:32.529 IV=137.3% +5.9 CBOE 22k x $0.44 - $0.48 x 12k CBOE  AUCTION  Vega=$4614 VIX=17.58 Fwd
  597. >>2700 KO Jan24 62.5 Puts $6.70 (CboeTheo=6.71)  MID  PHLX 15:50:56.321 EDGX 12 x $6.65 - $6.75 x 10 BOX  FLOOR - OPENING  Vega=$0 KO=55.78 Ref
  598. >>4130 KO Oct23 60.0 Puts $4.20 (CboeTheo=4.21)  MID  PHLX 15:50:56.321 CBOE 66 x $4.15 - $4.25 x 23 EDGX  FLOOR  Vega=$0 KO=55.78 Ref
  599. SPLIT TICKET:
    >>1430 VIX Oct23 18th 21.0 Calls $0.77 (CboeTheo=0.78)  ASK  [CBOE] 15:52:14.363 IV=116.5% +5.3 CBOE 2679 x $0.73 - $0.77 x 24k CBOE Vega=$2008 VIX=17.50 Fwd
  600. SWEEP DETECTED:
    >>2669 PLTR Sep23 29th 16.5 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 15:53:41.101 IV=79.3% -8.9 C2 781 x $0.05 - $0.06 x 3961 EMLD Vega=$522 PLTR=15.78 Ref
  601. >>1000 VIX Oct23 18th 24.0 Calls $0.48 (CboeTheo=0.50)  ASK  CBOE 15:53:49.250 IV=132.0% +5.2 CBOE 16k x $0.47 - $0.48 x 9000 CBOE Vega=$1096 VIX=17.45 Fwd
  602. >>1000 VIX Oct23 18th 24.0 Calls $0.48 (CboeTheo=0.51)  ASK  CBOE 15:53:53.204 IV=131.5% +4.8 CBOE 16k x $0.47 - $0.48 x 8000 CBOE Vega=$1098 VIX=17.48 Fwd
  603. >>1000 VIX Oct23 18th 24.0 Calls $0.48 (CboeTheo=0.51)  ASK  CBOE 15:53:58.133 IV=131.5% +4.8 CBOE 16k x $0.47 - $0.48 x 7000 CBOE Vega=$1098 VIX=17.48 Fwd
  604. >>1000 VIX Oct23 18th 24.0 Calls $0.48 (CboeTheo=0.51)  ASK  CBOE 15:54:08.521 IV=130.7% +3.9 CBOE 33k x $0.47 - $0.48 x 6000 CBOE Vega=$1103 VIX=17.53 Fwd
  605. >>2000 ARM Sep23 29th 54.5 Calls $1.30 (CboeTheo=1.26)  ASK  BOX 15:54:44.341 IV=63.8% +7.9 PHLX 44 x $1.20 - $1.35 x 249 EDGX  SPREAD/FLOOR - OPENING  Vega=$2050 ARM=55.45 Ref
  606. >>2000 ARM Sep23 29th 56.0 Calls $0.45 (CboeTheo=0.42)  BID  BOX 15:54:44.341 IV=59.2% -2.6 NOM 83 x $0.45 - $0.60 x 218 BZX  SPREAD/FLOOR  Vega=$2237 ARM=55.45 Ref
  607. SWEEP DETECTED:
    >>2000 AMD Sep23 29th 100 Puts $0.22 (CboeTheo=0.22)  ASK  [MULTI] 15:56:50.405 IV=52.2% +2.2 MPRL 31 x $0.21 - $0.22 x 400 EMLD Vega=$2546 AMD=102.87 Ref
  608. SWEEP DETECTED:
    >>3452 JD Nov23 37.5 Calls $0.164 (CboeTheo=0.18)  Below Bid!  [MULTI] 15:57:09.890 IV=47.8% -0.1 C2 177 x $0.17 - $0.18 x 58 MPRL  OPENING   52WeekLow  Vega=$5543 JD=28.55 Ref
  609. >>1500 SPXW Oct23 6th 3550 Puts $0.55 (CboeTheo=0.48)  ASK  CBOE 15:57:34.293 IV=51.7% +2.9 CBOE 324 x $0.50 - $0.55 x 547 CBOE  LATE  Vega=$15k SPX=4303.95 Fwd
  610. SPLIT TICKET:
    >>4400 SPXW Oct23 6th 3550 Puts $0.55 (CboeTheo=0.48)  ASK  [CBOE] 15:57:34.292 IV=51.7% +2.9 CBOE 324 x $0.50 - $0.55 x 547 CBOE  LATE  Vega=$45k SPX=4303.95 Fwd
  611. >>2000 RUN Jan25 15.0 Calls $3.55 (CboeTheo=3.57)  MID  PHLX 15:58:23.298 IV=74.1% +0.1 EDGX 315 x $3.45 - $3.65 x 184 EDGX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$11k RUN=12.30 Ref
  612. SPLIT TICKET:
    >>1000 SPXW Oct23 6th 4150 Puts $6.70 (CboeTheo=6.25)  Above Ask!  [CBOE] 15:59:23.693 IV=20.1% +0.1 CBOE 401 x $6.10 - $6.30 x 145 CBOE  LATE  Vega=$122k SPX=4304.04 Fwd
  613. SPLIT TICKET:
    >>1000 SPXW Sep23 29th 4275 Puts $10.25 (CboeTheo=9.37)  Above Ask!  [CBOE] 15:59:23.693 IV=22.9% +2.1 CBOE 106 x $9.10 - $9.30 x 89 CBOE  LATE  Vega=$80k SPX=4300.48 Fwd
  614. SWEEP DETECTED:
    >>2000 NEE Oct23 60.0 Calls $0.60 (CboeTheo=0.58)  ASK  [MULTI] 15:59:35.709 IV=28.5% -0.6 GEMX 522 x $0.50 - $0.60 x 514 EDGX  ISO - OPENING   52WeekLow  Vega=$9135 NEE=56.99 Ref
  615. >>3600 ET Jan24 15.0 Calls $0.25 (CboeTheo=0.23)  ASK  ARCA 16:00:00.550 IV=19.9% +0.5 BOX 321 x $0.22 - $0.25 x 1709 EMLD  LATE  Vega=$9366 ET=14.01 Ref
  616. SWEEP DETECTED:
    >>2147 TSLA Sep23 29th 242.5 Puts $1.261 (CboeTheo=1.29)  BID  [MULTI] 15:59:57.897 IV=54.9% -1.3 MPRL 1 x $1.25 - $1.30 x 10 C2  AUCTION  Vega=$9480 TSLA=246.46 Ref
  617. >>1500 SPXW Sep23 29th 3950 Puts $0.20 (CboeTheo=0.17)  MID  CBOE 16:00:24.521 IV=62.6% +16.5 CBOE 417 x $0.15 - $0.25 x 349 CBOE  FLOOR  Vega=$4717 SPX=4298.87 Fwd
  618. SPLIT TICKET:
    >>1140 SPXW Sep23 29th 4355 Calls $2.00 (CboeTheo=1.89)  Above Ask!  [CBOE] 16:04:22.649 IV=19.5% +1.0 CBOE 18 x $1.85 - $1.90 x 288 CBOE  LATE  Vega=$46k SPX=4297.67 Fwd
  619. SPLIT TICKET:
    >>2000 VIX Oct23 18th 25.0 Calls $0.43 (CboeTheo=0.42)  ASK  [CBOE] 16:09:02.405 IV=139.1% +7.7 CBOE 14k x $0.40 - $0.43 x 2910 CBOE Vega=$2017 VIX=17.35 Fwd
  620. SPLIT TICKET:
    >>1134 VIX Oct23 18th 16.0 Puts $0.68 (CboeTheo=0.72)  ASK  [CBOE] 16:15:43.896 IV=79.9% -5.0 CBOE 0 x $0.00 - $0.72 x 1574 CBOE  EXTEND  Vega=$1588 VIX=17.33 Fwd
  621. >>1000 SPXW Sep23 29th 3525 Puts $0.05 (CboeTheo=0.07)  BID  CBOE 16:36:52.529 IV=122.4% +34.1 CBOE 1924 x $0.05 - $0.10 x 308 CBOE  EXTEND  Vega=$548 SPX=4302.60 Fwd
  622. >>1000 SPXW Sep23 29th 3525 Puts $0.05 (CboeTheo=0.07)  BID  CBOE 16:37:43.218 IV=122.4% +34.1 CBOE 574 x $0.05 - $0.10 x 308 CBOE  EXTEND  Vega=$548 SPX=4302.30 Fwd

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