OPTION FLOW 9/8/2023

byFRANKTRADEZ •
0

 

  1. >>2840 CBRL Sep23 70.0 Puts $0.65 (CboeTheo=0.68)  BID  PHLX 13:25:40.074 IV=64.2% +5.5 PHLX 100 x $0.55 - $0.80 x 22 PHLX  AUCTION - OPENING  Vega=$7707 CBRL=75.85 Ref
  2. >>1561 SPX Sep23 4290 Puts $1.20 (CboeTheo=1.30)  Below Bid!  CBOE 13:27:00.913 IV=15.7% -0.5 CBOE 3637 x $1.25 - $1.35 x 425 CBOE  LATE  Vega=$76k SPX=4463.30 Fwd
  3. >>1000 SPX Sep23 4290 Puts $1.20 (CboeTheo=1.30)  Below Bid!  CBOE 13:27:00.913 IV=15.7% -0.5 CBOE 3637 x $1.25 - $1.35 x 425 CBOE  LATE  Vega=$49k SPX=4463.30 Fwd
  4. SPLIT TICKET:
    >>3903 SPX Sep23 4290 Puts $1.20 (CboeTheo=1.30)  Below Bid!  [CBOE] 13:27:00.913 IV=15.7% -0.5 CBOE 3637 x $1.25 - $1.35 x 425 CBOE  LATE - OPENING  Vega=$189k SPX=4463.30 Fwd
  5. >>3241 TSLA Sep23 8th 247.5 Calls $0.87 (CboeTheo=0.88)  BID  ARCA 13:27:52.926 IV=59.5% +8.2 ARCA 3241 x $0.87 - $0.88 x 5 BZX Vega=$5864 TSLA=247.02 Ref
  6. >>2000 VALE Jan24 17.0 Calls $0.17 (CboeTheo=0.17)  ASK  GEMX 13:27:53.022 IV=32.3% -2.5 ARCA 1579 x $0.16 - $0.17 x 1875 GEMX  ISO  Vega=$3644 VALE=13.35 Ref
  7. SWEEP DETECTED:
    >>3567 TSLA Sep23 8th 247.5 Calls $0.87 (CboeTheo=0.87)  ASK  [MULTI] 13:27:52.561 IV=59.9% +8.7 MIAX 174 x $0.86 - $0.87 x 40 BXO Vega=$6448 TSLA=247.00 Ref
  8. SWEEP DETECTED:
    >>Bearish Delta Impact 920 CWAN Oct23 20.0 Puts $1.29 (CboeTheo=1.23)  ASK  [MULTI] 13:28:10.352 IV=31.0% +0.1 PHLX 20 x $1.15 - $1.30 x 25 C2  AUCTION - OPENING 
    Delta=-63%, EST. IMPACT = 58k Shares ($1.11m) To Sell CWAN=19.15 Ref
  9. SWEEP DETECTED:
    >>2020 TSLA Sep23 8th 250 Calls $0.21 (CboeTheo=0.19)  MID  [MULTI] 13:28:17.197 IV=63.1% +12.1 GEMX 9 x $0.20 - $0.21 x 423 EMLD Vega=$2110 TSLA=246.87 Ref
  10. SWEEP DETECTED:
    >>2000 TWNK Oct23 26.0 Puts $0.30 (CboeTheo=0.35)  Above Ask!  [MULTI] 13:28:29.500 IV=28.7% -1.3 PHLX 63 x $0.25 - $0.30 x 50 ARCA Vega=$5244 TWNK=28.00 Ref
  11. TRADE CXLD:
    >>2200 TSLA Jun24 160 Puts $8.00 (CboeTheo=8.02)  BID  PHLX 09:38:59.617 IV=57.0% +0.2 PHLX 136 x $7.95 - $8.10 x 265 CBOE  SPREAD/CROSS/TIED  Vega=$91k TSLA=255.92 Ref
  12. >>Unusual Volume STEM - 4x market weighted volume: 11.0k = 15.9k projected vs 3785 adv, 52% calls, 8% of OI [STEM 4.80 -0.04 Ref, IV=82.3% -0.9]
  13. >>2000 AMZN Jan25 120 Puts $9.65 (CboeTheo=9.60)  ASK  BOX 13:38:24.164 IV=34.5% +0.1 MIAX 7 x $9.55 - $9.65 x 106 PHLX  SPREAD/CROSS  Vega=$101k AMZN=138.41 Ref
  14. >>2000 AMZN Jan25 170 Calls $13.11 (CboeTheo=13.19)  BID  BOX 13:38:24.164 IV=31.1% -0.2 CBOE 335 x $13.10 - $13.30 x 209 CBOE  SPREAD/CROSS  Vega=$127k AMZN=138.41 Ref
  15. >>1300 SPX Sep23 4420 Calls $54.90 (CboeTheo=55.56)  BID  CBOE 13:41:29.245 IV=10.8% -1.2 CBOE 150 x $54.80 - $56.90 x 150 CBOE  FLOOR  Vega=$253k SPX=4465.40 Fwd
  16. SWEEP DETECTED:
    >>2117 INTC Sep23 40.0 Calls $0.14 (CboeTheo=0.14)  ASK  [MULTI] 13:42:34.001 IV=35.2% -1.3 C2 871 x $0.13 - $0.14 x 312 C2  ISO   52WeekHigh  Vega=$2644 INTC=37.91 Ref
  17. >>2250 EXPE Sep23 105 Puts $0.32 (CboeTheo=0.34)  BID  AMEX 13:43:25.327 IV=30.3% +0.2 ARCA 1 x $0.32 - $0.37 x 245 CBOE  SPREAD/FLOOR  Vega=$7614 EXPE=109.82 Ref
  18. >>Market Color APPS - Bullish option flow detected in Digital Turbine (7.44 -0.47) with 2,960 calls trading (1.3x expected) and implied vol increasing over 1 point to 52.95%. . The Put/Call Ratio is 0.49. Earnings are expected on 11/09. (Autocolor  [APPS 7.44 -0.47 Ref, IV=52.9% +1.5] #Bullish
  19. >>Unusual Volume BHC - 3x market weighted volume: 17.3k = 24.5k projected vs 7628 adv, 98% calls, 4% of OI [BHC 8.63 +0.21 Ref, IV=27.8% -33.5]
  20. SWEEP DETECTED:
    >>3459 TLRY Sep23 3.0 Calls $0.21 (CboeTheo=0.21)  BID  [MULTI] 13:48:07.516 IV=121.3% +20.5 ARCA 3874 x $0.21 - $0.22 x 1307 C2 Vega=$577 TLRY=3.00 Ref
  21. >>Unusual Volume DHR - 3x market weighted volume: 6069 = 8592 projected vs 2864 adv, 54% calls, 7% of OI [DHR 247.06 -7.87 Ref, IV=23.5% +1.1]
  22. >>2500 PINS Sep23 8th 28.5 Puts $0.78 (CboeTheo=0.79)  MID  ARCA 13:50:40.239 MPRL 133 x $0.75 - $0.80 x 35 BOX  FLOOR  Vega=$0 PINS=27.71 Ref
  23. >>5000 STEM Oct23 10.0 Puts $5.20 (CboeTheo=5.20)  MID  PHLX 13:51:40.220 IV=87.8% -4.6 NOM 58 x $5.10 - $5.30 x 40 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$225 STEM=4.80 Ref
  24. >>5000 STEM Oct23 10.0 Calls $0.05  ASK  PHLX 13:51:40.220 IV=126.4% +34.0 MPRL 0 x $0.00 - $0.05 x 1091 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$1045 STEM=4.80 Ref
  25. SWEEP DETECTED:
    >>8822 F Sep23 12.5 Calls $0.14 (CboeTheo=0.15)  BID  [MULTI] 13:51:42.568 IV=30.7% -2.5 EMLD 3107 x $0.14 - $0.15 x 147 BZX  ISO  Vega=$5821 F=12.32 Ref
  26. >>2500 STEM Oct23 10.0 Puts $5.20 (CboeTheo=5.20)  MID  PHLX 13:51:47.340 IV=87.8% -4.6 PHLX 327 x $5.10 - $5.30 x 16 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$112 STEM=4.80 Ref
  27. >>2500 STEM Oct23 10.0 Calls $0.05  ASK  PHLX 13:51:47.340 IV=126.4% +34.0 MPRL 0 x $0.00 - $0.05 x 1091 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$523 STEM=4.80 Ref
  28. >>2000 VALE Mar24 12.0 Puts $0.75 (CboeTheo=0.76)  BID  ARCA 13:54:37.279 IV=36.9% -0.3 MPRL 730 x $0.72 - $0.80 x 1522 ARCA  SPREAD/FLOOR - OPENING  Vega=$6479 VALE=13.35 Ref
  29. >>2000 VALE Mar24 16.0 Calls $0.49 (CboeTheo=0.47)  ASK  ARCA 13:54:37.280 IV=33.1% -1.2 BOX 74 x $0.43 - $0.52 x 1521 ARCA  SPREAD/FLOOR  Vega=$6369 VALE=13.35 Ref
  30. SPLIT TICKET:
    >>1900 SPXW Sep23 12th 4500 Calls $3.60 (CboeTheo=3.39)  Above Ask!  [CBOE] 13:55:01.609 IV=8.6% -0.7 CBOE 458 x $3.30 - $3.50 x 428 CBOE  LATE  Vega=$236k SPX=4460.35 Fwd
  31. SPLIT TICKET:
    >>1900 SPXW Sep23 12th 4530 Calls $0.75 (CboeTheo=0.70)  ASK  [CBOE] 13:55:01.609 IV=8.6% -0.3 CBOE 918 x $0.65 - $0.75 x 914 CBOE  LATE - OPENING  Vega=$99k SPX=4460.35 Fwd
  32. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SKYW Jan24 50.0 Calls $1.798 (CboeTheo=1.02)  ASK  [MULTI] 13:55:04.387 IV=40.2% +1.5 ARCA 12 x $0.15 - $1.80 x 136 CBOE
    Delta=31%, EST. IMPACT = 16k Shares ($657k) To Buy SKYW=42.12 Ref
  33. SWEEP DETECTED:
    >>5015 CCL Sep23 15.5 Calls $0.23 (CboeTheo=0.23)  ASK  [MULTI] 13:56:43.870 IV=40.1% -2.9 BZX 691 x $0.22 - $0.23 x 1033 EDGX  ISO - OPENING  Vega=$4105 CCL=15.22 Ref
  34. >>4350 NVCR Sep23 20.0 Puts $0.70 (CboeTheo=0.65)  ASK  PHLX 13:56:54.319 IV=51.0% -2.9 ARCA 31 x $0.60 - $0.70 x 52 NOM  SPREAD/CROSS/TIED  Vega=$4729 NVCR=19.75 Ref
  35. SWEEP DETECTED:
    >>3800 C Sep23 37.5 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 13:57:32.802 IV=34.4% +0.8 C2 3415 x $0.03 - $0.04 x 1462 C2 Vega=$2256 C=40.52 Ref
  36. >>3000 DAL Sep23 41.0 Puts $0.51 (CboeTheo=0.50)  ASK  AMEX 14:01:14.701 IV=24.0% -2.7 ARCA 29 x $0.49 - $0.51 x 158 EMLD  CROSS - OPENING  Vega=$6831 DAL=41.05 Ref
  37. >>15802 BHC Sep23 8th 8.5 Calls $0.18 (CboeTheo=0.14)  ASK  ISE 14:02:55.925 IV=172.6% +134.3 PHLX 1694 x $0.06 - $0.19 x 44 ARCA  COB/AUCTION  Vega=$781 BHC=8.63 Ref
  38. >>15802 BHC Sep23 22nd 8.5 Calls $0.29 (CboeTheo=0.32)  BID  ISE 14:02:55.925 IV=27.0% -7.2 GEMX 10 x $0.28 - $0.33 x 24 MIAX  COB/AUCTION - OPENING  Vega=$9800 BHC=8.63 Ref
  39. SWEEP DETECTED:
    >>Bullish Delta Impact 550 DBRG Jan24 15.0 Calls $3.30 (CboeTheo=3.30)  ASK  [MULTI] 14:04:01.523 IV=45.7% +0.4 BOX 2927 x $3.20 - $3.30 x 145 EMLD
    Delta=76%, EST. IMPACT = 42k Shares ($723k) To Buy DBRG=17.30 Ref
  40. >>6000 C Oct23 39.0 Puts $0.74 (CboeTheo=0.74)  BID  AMEX 14:04:05.491 IV=27.4% -1.3 MPRL 54 x $0.74 - $0.75 x 19 MPRL  SPREAD/CROSS  Vega=$29k C=40.58 Ref
  41. >>6000 C Oct23 39.0 Calls $2.56 (CboeTheo=2.58)  MID  AMEX 14:04:05.491 IV=27.1% -1.6 CBOE 933 x $2.54 - $2.59 x 52 MPRL  SPREAD/CROSS - OPENING  Vega=$29k C=40.58 Ref
  42. SWEEP DETECTED:
    >>2001 AAPL Oct23 185 Calls $3.20 (CboeTheo=3.23)  BID  [MULTI] 14:04:42.631 IV=20.0% -1.7 C2 734 x $3.20 - $3.25 x 852 EMLD Vega=$47k AAPL=179.84 Ref
  43. >>4000 META Sep24 270 Puts $26.76 (CboeTheo=26.65)  ASK  ARCA 14:08:20.000 IV=40.2% +0.0 PHLX 47 x $26.55 - $26.80 x 37 EMLD  SPREAD/CROSS - OPENING  Vega=$413k META=300.18 Ref
  44. >>4000 META Sep24 355 Calls $32.96 (CboeTheo=33.03)  BID  ARCA 14:08:20.000 IV=37.6% -0.2 PHLX 74 x $32.90 - $33.20 x 20 BXO  SPREAD/CROSS - OPENING  Vega=$487k META=300.18 Ref
  45. SPLIT TICKET:
    >>2000 RUT Sep23 1600 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 14:10:02.103 IV=43.8% +1.2 CBOE 59 x $0.15 - $0.20 x 262 CBOE  FLOOR  Vega=$8708 RUT=1857.83 Fwd
  46. SWEEP DETECTED:
    >>3992 CGC Sep23 1.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 14:10:18.473 IV=300.9% -0.6 ARCA 77 x $0.09 - $0.10 x 3029 C2  SSR  Vega=$193 CGC=0.88 Ref
  47. SWEEP DETECTED:
    >>Bullish Delta Impact 700 EPM Jan24 12.5 Calls $0.15 (CboeTheo=0.10)  ASK  [MULTI] 14:11:44.393 IV=46.6% +2.9 PHLX 333 x $0.05 - $0.15 x 179 AMEX  FLOOR - OPENING 
    Delta=14%, EST. IMPACT = 9825 Shares ($87k) To Buy EPM=8.89 Ref
  48. SWEEP DETECTED:
    >>2500 EOSE Feb24 7.5 Calls $0.30 (CboeTheo=0.27)  ASK  [MULTI] 14:12:18.290 IV=144.8% +14.4 ARCA 15 x $0.25 - $0.30 x 2151 PHLX Vega=$1515 EOSE=2.73 Ref
  49. >>5000 PLUG Jun24 7.5 Puts $1.45 (CboeTheo=1.47)  BID  AMEX 14:14:20.800 IV=65.8% -2.2 EMLD 279 x $1.45 - $1.49 x 140 EMLD  CROSS  Vega=$13k PLUG=7.91 Ref
  50. SPLIT TICKET:
    >>2000 RUT Sep23 1600 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 14:14:22.914 IV=43.3% +0.7 CBOE 59 x $0.15 - $0.20 x 156 C2  FLOOR  Vega=$8783 RUT=1854.53 Fwd
  51. >>Market Color WW - Bullish option flow detected in Weight Watchers (10.77 -0.46) with 5,670 calls trading (1.3x expected) and implied vol increasing almost 2 points to 85.22%. . The Put/Call Ratio is 0.28. Earnings are expected on 11/02. (Autocolor (Trade Alert LLC)) [WW 10.77 -0.46 Ref, IV=85.2% +1.6] #Bullish
  52. >>Unusual Volume CGC - 3x market weighted volume: 53.5k = 70.3k projected vs 23.4k adv, 95% calls, 14% of OI [CGC 0.93 +0.17 Ref, IV=231.5% +25.0]
  53. SWEEP DETECTED:
    >>2500 AGNC Oct23 9.0 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 14:17:03.989 IV=25.9% +0.0 C2 381 x $0.09 - $0.10 x 952 GEMX Vega=$2332 AGNC=9.70 Ref
  54. >>4709 NKLA Sep23 1.0 Calls $0.06 (CboeTheo=0.06)  BID  CBOE 14:17:07.701 IV=209.3% +33.8 BZX 200 x $0.06 - $0.07 x 1804 C2  COB/AUCTION - OPENING   SSR  Vega=$222 NKLA=0.89 Ref
  55. >>4709 NKLA Sep23 1.5 Calls $0.02 (CboeTheo=0.01)  ASK  CBOE 14:17:07.701 IV=289.4% +55.3 BZX 155 x $0.01 - $0.02 x 817 C2  COB/AUCTION   SSR  Vega=$124 NKLA=0.89 Ref
  56. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 CRON Jan24 2.0 Calls $0.50 (CboeTheo=0.47)  ASK  [MULTI] 14:17:16.674 IV=73.0% +1.4 CBOE 724 x $0.45 - $0.50 x 550 PHLX
    Delta=69%, EST. IMPACT = 103k Shares ($228k) To Buy CRON=2.21 Ref
  57. SWEEP DETECTED:
    >>2712 AMZN Nov23 110 Puts $0.87 (CboeTheo=0.86)  ASK  [MULTI] 14:18:03.397 IV=40.1% +0.1 EMLD 656 x $0.85 - $0.87 x 309 EMLD Vega=$24k AMZN=138.04 Ref
  58. SPLIT TICKET:
    >>1064 SPXW Sep23 11th 4370 Puts $0.35 (CboeTheo=0.32)  ASK  [CBOE] 14:19:13.621 IV=10.5% +0.0 CBOE 161 x $0.30 - $0.35 x 979 CBOE Vega=$27k SPX=4455.66 Fwd
  59. SWEEP DETECTED:
    >>2500 AAPL Sep23 8th 177.5 Puts $0.05 (CboeTheo=0.04)  ASK  [MULTI] 14:22:14.702 IV=44.5% +14.4 C2 811 x $0.04 - $0.05 x 1134 C2 Vega=$1132 AAPL=179.17 Ref
  60. SPLIT TICKET:
    >>2500 SPX Sep23 3940 Puts $0.35 (CboeTheo=0.35)  MID  [CBOE] 14:23:42.802 IV=35.7% +1.5 CBOE 4860 x $0.30 - $0.40 x 3112 CBOE  FLOOR  Vega=$24k SPX=4459.18 Fwd
  61. SWEEP DETECTED:
    >>Bullish Delta Impact 564 GPP Apr24 15.0 Calls $0.20 (CboeTheo=0.72)  ASK  [MULTI] 14:25:25.058 IV=18.2% -8.7 PHLX 96 x $0.15 - $0.20 x 20 BZX  OPENING 
    Delta=22%, EST. IMPACT = 12k Shares ($164k) To Buy GPP=13.37 Ref
  62. >>5025 NKLA Sep23 1.0 Calls $0.06 (CboeTheo=0.06)  BID  BOX 14:25:37.412 IV=212.1% +36.6 C2 929 x $0.06 - $0.07 x 2660 C2  SPREAD/FLOOR - OPENING   SSR  Vega=$236 NKLA=0.88 Ref
  63. >>5025 NKLA Sep23 1.5 Calls $0.02 (CboeTheo=0.01)  ASK  BOX 14:25:37.412 IV=291.2% +57.1 BZX 160 x $0.01 - $0.02 x 851 C2  SPREAD/FLOOR   SSR  Vega=$132 NKLA=0.88 Ref
  64. SWEEP DETECTED:
    >>2000 TSLA Sep23 8th 257.5 Calls $0.01  ASK  [MULTI] 14:27:01.412 IV=111.1% +60.4 BXO 0 x $0.00 - $0.01 x 512 BZX Vega=$158 TSLA=247.03 Ref
  65. >>2960 VIX Sep23 20th 50.0 Calls $0.01 (CboeTheo=0.02)  BID  CBOE 14:27:09.849 IV=244.4% -2.6 CBOE 38 x $0.01 - $0.03 x 31k CBOE Vega=$126 VIX=14.93 Fwd
  66. SPLIT TICKET:
    >>3000 VIX Sep23 20th 50.0 Calls $0.01 (CboeTheo=0.02)  BID  [CBOE] 14:27:09.849 IV=244.4% -2.6 CBOE 28 x $0.01 - $0.03 x 31k CBOE Vega=$128 VIX=14.93 Fwd
  67. >>Unusual Volume TWNK - 3x market weighted volume: 5186 = 6623 projected vs 2206 adv, 67% puts, 15% of OI [TWNK 27.98 +0.10 Ref, IV=25.5% -3.1]
  68. >>1500 VIX Sep23 20th 17.0 Calls $0.35 (CboeTheo=0.35)  MID  CBOE 14:27:23.092 IV=95.3% +0.5 CBOE 14 x $0.34 - $0.37 x 25k CBOE  FLOOR  Vega=$1281 VIX=14.93 Fwd
  69. >>2000 VIX Sep23 20th 17.0 Calls $0.35 (CboeTheo=0.35)  MID  CBOE 14:27:23.092 IV=95.3% +0.5 CBOE 14 x $0.34 - $0.37 x 25k CBOE  FLOOR  Vega=$1707 VIX=14.93 Fwd
  70. SPLIT TICKET:
    >>4000 VIX Sep23 20th 17.0 Calls $0.35 (CboeTheo=0.35)  MID  [CBOE] 14:27:23.092 IV=95.3% +0.5 CBOE 14 x $0.34 - $0.37 x 25k CBOE  FLOOR  Vega=$3415 VIX=14.93 Fwd
  71. SWEEP DETECTED:
    >>Bearish Delta Impact 4002 AEO Sep23 22nd 16.0 Puts $0.379 (CboeTheo=0.35)  Above Ask!  [MULTI] 14:31:51.057 IV=34.9% +0.5 BXO 12 x $0.34 - $0.37 x 410 PHLX  OPENING 
    Delta=-44%, EST. IMPACT = 174k Shares ($2.81m) To Sell AEO=16.11 Ref
  72. SWEEP DETECTED:
    >>Bullish Delta Impact 2167 VSCO Oct23 17.5 Calls $1.00 (CboeTheo=0.96)  ASK  [MULTI] 14:31:57.416 IV=59.3% +1.2 CBOE 446 x $0.90 - $1.00 x 272 PHLX  ISO - OPENING   52WeekLow 
    Delta=45%, EST. IMPACT = 97k Shares ($1.61m) To Buy VSCO=16.57 Ref
  73. SPLIT TICKET:
    >>2240 SPXW Oct23 6th 4460 Puts $53.00 (CboeTheo=53.81)  Below Bid!  [CBOE] 14:32:46.530 IV=11.8% -0.5 CBOE 15 x $53.60 - $53.90 x 14 CBOE  LATE - OPENING  Vega=$1.10m SPX=4470.01 Fwd
  74. SPLIT TICKET:
    >>1848 SPXW Sep23 8th 4470 Puts $14.37 (CboeTheo=15.66)  Below Bid!  [CBOE] 14:32:46.530 CBOE 39 x $15.20 - $15.70 x 52 CBOE  LATE  Vega=$0 SPX=4454.36 Fwd
  75. SWEEP DETECTED:
    >>3238 UAL Sep23 50.0 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 14:32:51.789 IV=28.8% -1.0 EMLD 1025 x $0.07 - $0.08 x 116 C2 Vega=$3357 UAL=47.20 Ref
  76. SWEEP DETECTED:
    >>2203 CGC Sep23 8th 1.0 Calls $0.01  ASK  [MULTI] 14:34:55.477 IV=675.4% +373.9 MRX 0 x $0.00 - $0.01 x 810 BZX  SSR  Vega=$8 CGC=0.92 Ref
  77. SWEEP DETECTED:
    >>8000 TSLA Sep23 22nd 100 Puts $0.01  ASK  [MULTI] 14:34:58.731 IV=147.7% +2.4 MRX 0 x $0.00 - $0.01 x 3183 C2  OPENING  Vega=$710 TSLA=247.46 Ref
  78. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SKYW Jan24 50.0 Calls $1.95 (CboeTheo=1.88)  ASK  [MULTI] 14:35:29.501 IV=41.3% +2.5 PHLX 73 x $1.75 - $1.95 x 31 PHLX
    Delta=32%, EST. IMPACT = 16k Shares ($686k) To Buy SKYW=42.45 Ref
  79. SWEEP DETECTED:
    >>5000 TSLA Sep23 22nd 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:36:00.194 IV=147.9% +2.6 MRX 0 x $0.00 - $0.01 x 8351 C2  OPENING  Vega=$443 TSLA=247.81 Ref
  80. SWEEP DETECTED:
    >>Bearish Delta Impact 500 YELP Jun24 30.0 Calls $15.80 (CboeTheo=15.92)  BID  [MULTI] 14:37:03.987 IV=40.0% -3.0 BOX 289 x $15.80 - $16.10 x 29 BOX  ISO 
    Delta=91%, EST. IMPACT = 46k Shares ($2.00m) To Sell YELP=43.83 Ref
  81. >>2500 EOSE Feb24 7.5 Calls $0.28 (CboeTheo=0.25)  ASK  CBOE 14:37:36.133 IV=139.9% +9.4 PHLX 2610 x $0.20 - $0.30 x 1875 PHLX  CROSS  Vega=$1499 EOSE=2.75 Ref
  82. SWEEP DETECTED:
    >>2102 WDC Sep23 42.0 Puts $0.27 (CboeTheo=0.24)  Above Ask!  [MULTI] 14:37:45.385 IV=31.7% -5.1 GEMX 39 x $0.23 - $0.25 x 59 C2  ISO - OPENING  Vega=$3813 WDC=43.36 Ref
  83. SWEEP DETECTED:
    >>2000 SNDL Sep23 2.5 Calls $0.027 (CboeTheo=0.02)  Above Ask!  [MULTI] 14:39:29.505 IV=145.1% -10.6 EMLD 1336 x $0.01 - $0.02 x 44 ARCA  ISO  Vega=$105 SNDL=1.93 Ref
  84. >>2999 EBAY Sep23 8th 44.0 Puts $0.72 (CboeTheo=0.74)  BID  PHLX 14:39:55.213 BOX 45 x $0.66 - $0.80 x 39 BOX  COB/AUCTION  Vega=$0 EBAY=43.28 Ref
  85. >>2999 EBAY Sep23 43.5 Puts $0.60 (CboeTheo=0.60)  MID  PHLX 14:39:55.213 IV=20.7% -2.3 MPRL 6 x $0.57 - $0.63 x 65 BOX  COB/AUCTION - OPENING  Vega=$7129 EBAY=43.28 Ref
  86. >>1060 VIX Sep23 20th 15.0 Puts $0.80 (CboeTheo=0.81)  BID  CBOE 14:39:57.682 IV=73.5% -0.4 CBOE 3329 x $0.80 - $0.83 x 19 CBOE Vega=$1135 VIX=14.98 Fwd
  87. SPLIT TICKET:
    >>4502 VIX Sep23 20th 15.0 Puts $0.80 (CboeTheo=0.81)  BID  [CBOE] 14:39:57.682 IV=73.5% -0.4 CBOE 3329 x $0.80 - $0.83 x 19 CBOE Vega=$4818 VIX=14.98 Fwd
  88. SWEEP DETECTED:
    >>2000 CGC Sep23 1.0 Calls $0.13 (CboeTheo=0.12)  ASK  [MULTI] 14:40:02.017 IV=308.4% +6.9 NOM 5 x $0.12 - $0.13 x 10 ARCA  SSR  Vega=$103 CGC=0.93 Ref
  89. SWEEP DETECTED:
    >>2915 PYPL Oct23 6th 58.0 Puts $0.723 (CboeTheo=0.74)  Below Bid!  [MULTI] 14:40:52.776 IV=29.9% -1.2 MRX 5 x $0.73 - $0.74 x 16 MPRL  ISO  Vega=$15k PYPL=61.10 Ref
  90. SWEEP DETECTED:
    >>4000 AAPL Sep23 175 Puts $1.033 (CboeTheo=1.06)  Below Bid!  [MULTI] 14:41:15.501 IV=25.8% -2.0 BXO 549 x $1.05 - $1.07 x 705 EMLD Vega=$33k AAPL=178.71 Ref
  91. SWEEP DETECTED:
    >>Bullish Delta Impact 500 OGI Oct23 2.0 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 14:41:33.266 IV=107.2% +9.1 ARCA 0 x $0.00 - $0.10 x 37 AMEX  ISO - OPENING 
    Delta=32%, EST. IMPACT = 16k Shares ($26k) To Buy OGI=1.57 Ref
  92. SWEEP DETECTED:
    >>Bearish Delta Impact 567 RVPH Oct23 3.5 Puts $0.75 (CboeTheo=0.74)  ASK  [MULTI] 14:42:14.429 IV=215.0% +22.2 AMEX 120 x $0.45 - $0.75 x 111 CBOE  OPENING 
    Delta=-25%, EST. IMPACT = 14k Shares ($62k) To Sell RVPH=4.38 Ref
  93. SWEEP DETECTED:
    >>Bullish Delta Impact 949 RYAM Nov23 3.5 Puts $0.55 (CboeTheo=0.62)  BID  [MULTI] 14:44:09.256 IV=57.1% -15.1 PHLX 516 x $0.55 - $0.65 x 14 BOX
    Delta=-64%, EST. IMPACT = 60k Shares ($187k) To Buy RYAM=3.10 Ref
  94. >>5000 VALE Oct23 14.0 Calls $0.34 (CboeTheo=0.35)  BID  PHLX 14:44:32.741 IV=32.0% -1.8 ARCA 1523 x $0.34 - $0.36 x 285 GEMX  SPREAD/FLOOR  Vega=$8518 VALE=13.31 Ref
  95. >>5000 VALE Oct23 13.0 Puts $0.42 (CboeTheo=0.42)  BID  PHLX 14:44:32.741 IV=33.5% -1.2 ISE 315 x $0.42 - $0.43 x 1519 ARCA  SPREAD/FLOOR  Vega=$8581 VALE=13.31 Ref
  96. >>2000 NVAX Sep23 15.0 Calls $0.18 (CboeTheo=0.20)  BID  MRX 14:44:47.840 IV=271.9% -37.9 PHLX 498 x $0.16 - $0.23 x 56 GEMX  AUCTION   SSR  Vega=$517 NVAX=9.04 Ref
  97. SWEEP DETECTED:
    >>2889 CCL Sep23 16.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 14:45:19.118 IV=43.0% +0.5 C2 323 x $0.10 - $0.11 x 2079 EMLD Vega=$1814 CCL=15.21 Ref
  98. SWEEP DETECTED:
    >>2700 CGC Sep23 1.0 Calls $0.14 (CboeTheo=0.15)  BID  [MULTI] 14:46:13.245 IV=304.3% +2.8 C2 1914 x $0.14 - $0.15 x 294 C2  SSR  Vega=$142 CGC=0.96 Ref
  99. >>2000 FTCH Jan25 3.5 Puts $1.31 (CboeTheo=1.31)  MID  PHLX 14:46:37.197 IV=69.8% +0.7 AMEX 7 x $1.29 - $1.33 x 27 BOX  SPREAD/FLOOR - OPENING  Vega=$2390 FTCH=2.63 Ref
  100. >>2000 FTCH Jan25 4.0 Calls $0.50 (CboeTheo=0.55)  ASK  PHLX 14:46:37.197 IV=64.8% -3.8 PHLX 6954 x $0.40 - $0.58 x 1402 PHLX  SPREAD/FLOOR  Vega=$2479 FTCH=2.63 Ref
  101. >>5000 X Nov23 30.0 Puts $1.22 (CboeTheo=1.20)  ASK  ISE 14:47:30.289 IV=33.3% +1.1 BXO 18 x $1.18 - $1.22 x 18 BXO  TIED/AUCTION - OPENING  Vega=$25k X=31.00 Ref
  102. >>1000 SPXW Oct23 4th 3700 Puts $1.05 (CboeTheo=1.06)  MID  CBOE 14:47:41.546 IV=30.2% +0.3 CBOE 394 x $1.00 - $1.10 x 689 CBOE  FLOOR - OPENING  Vega=$30k SPX=4468.18 Fwd
  103. SPLIT TICKET:
    >>2900 SPXW Oct23 4th 3700 Puts $1.05 (CboeTheo=1.06)  MID  [CBOE] 14:47:41.546 IV=30.2% +0.3 CBOE 394 x $1.00 - $1.10 x 689 CBOE  FLOOR - OPENING  Vega=$88k SPX=4468.18 Fwd
  104. >>3500 ZM Jan24 195 Puts $122.80 (CboeTheo=122.71)  ASK  PHLX 14:47:51.962 IV=97.7% +34.1 BOX 24 x $122.35 - $122.90 x 24 BOX  SPREAD/FLOOR - OPENING  Vega=$11k ZM=72.30 Ref
  105. >>3500 ZM Jan24 130 Puts $57.80 (CboeTheo=57.71)  ASK  PHLX 14:47:51.962 IV=63.3% +12.6 BOX 24 x $57.50 - $57.85 x 24 BOX  SPREAD/FLOOR - OPENING  Vega=$12k ZM=72.30 Ref
  106. SWEEP DETECTED:
    >>Bullish Delta Impact 684 MYGN Oct23 18.0 Calls $0.45 (CboeTheo=0.42)  ASK  [MULTI] 14:47:54.976 IV=51.6% +7.7 AMEX 6 x $0.30 - $0.45 x 144 AMEX  OPENING 
    Delta=29%, EST. IMPACT = 20k Shares ($311k) To Buy MYGN=15.90 Ref
  107. >>2500 UPS Sep23 175 Puts $13.90 (CboeTheo=13.88)  ASK  PHLX 14:48:00.697 IV=32.7% +6.7 BXO 10 x $13.75 - $14.00 x 16 BXO  FLOOR - OPENING  Vega=$3258 UPS=161.12 Ref
  108. SPLIT TICKET:
    >>2500 UPS Sep23 180 Puts $18.884 (CboeTheo=18.88)  MID  [PHLX] 14:48:00.697 BXO 10 x $18.75 - $19.00 x 37 CBOE  FLOOR - OPENING  Vega=$0 UPS=161.12 Ref
  109. >>2500 TSLA Jan24 450 Puts $201.95 (CboeTheo=202.02)  ASK  PHLX 14:48:06.657 ARCA 25 x $200.70 - $203.15 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=247.97 Ref
  110. >>2180 TSLA Jan24 458.33 Puts $210.25 (CboeTheo=210.35)  BID  PHLX 14:48:06.657 ARCA 25 x $209.05 - $211.55 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=247.97 Ref
  111. SPLIT TICKET:
    >>2200 TSLA Jan24 458.33 Puts $210.25 (CboeTheo=210.35)  BID  [PHLX] 14:48:06.657 ARCA 25 x $209.05 - $211.55 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=247.97 Ref
  112. >>5000 KVUE Sep23 31.0 Puts $9.80 (CboeTheo=9.79)  MID  PHLX 14:48:10.708 IV=118.0% +5.2 PHLX 962 x $9.70 - $9.90 x 586 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$366 KVUE=21.20 Ref
  113. >>5000 KVUE Sep23 30.0 Puts $8.80 (CboeTheo=8.80)  MID  PHLX 14:48:10.708 IV=109.0% -3.7 PHLX 989 x $8.70 - $8.90 x 712 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$387 KVUE=21.20 Ref
  114. >>2000 JPM Sep23 160 Puts $16.25 (CboeTheo=16.25)  MID  PHLX 14:48:13.204 IV=36.1% +6.6 CBOE 65 x $16.15 - $16.35 x 52 BZX  SPREAD/FLOOR - OPENING  Vega=$464 JPM=143.75 Ref
  115. >>2000 JPM Sep23 155 Puts $11.25 (CboeTheo=11.25)  MID  PHLX 14:48:13.204 IV=26.8% +3.7 CBOE 90 x $11.15 - $11.35 x 52 NOM  SPREAD/FLOOR - OPENING  Vega=$611 JPM=143.75 Ref
  116. SWEEP DETECTED:
    >>2679 BAC Sep23 28.5 Calls $0.19 (CboeTheo=0.19)  BID  [MULTI] 14:48:11.375 IV=19.0% -1.5 EMLD 1482 x $0.19 - $0.20 x 4147 EMLD  ISO  Vega=$3997 BAC=28.21 Ref
  117. >>6250 JNJ Sep23 215 Puts $55.05 (CboeTheo=55.03)  BID  PHLX 14:48:14.366 IV=95.0% +23.7 BOX 18 x $54.90 - $55.30 x 38 BXO  FLOOR - OPENING  Vega=$3490 JNJ=159.97 Ref
  118. >>7000 JNJ Sep23 210 Puts $50.05 (CboeTheo=50.03)  MID  PHLX 14:48:14.366 IV=88.5% +28.5 BOX 18 x $49.95 - $50.15 x 18 BOX  FLOOR - OPENING  Vega=$4112 JNJ=159.97 Ref
  119. >>2750 TGT Sep23 145 Puts $22.00 (CboeTheo=22.00)  MID  PHLX 14:48:16.754 IV=51.9% +9.0 ARCA 15 x $21.90 - $22.10 x 33 NOM  FLOOR - OPENING  Vega=$384 TGT=123.00 Ref
  120. >>2150 TGT Sep23 140 Puts $17.00 (CboeTheo=17.00)  MID  PHLX 14:48:16.754 IV=42.2% +4.2 BXO 30 x $16.90 - $17.10 x 26 BOX  FLOOR - OPENING  Vega=$362 TGT=123.00 Ref
  121. >>2500 WYNN Sep23 75.0 Calls $19.80 (CboeTheo=19.83)  BID  PHLX 14:48:24.504 AMEX 5 x $19.75 - $19.95 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$0 WYNN=94.75 Ref
  122. >>2500 WYNN Oct23 75.0 Puts $0.24 (CboeTheo=0.26)  BID  PHLX 14:48:24.504 IV=42.5% -0.5 AMEX 503 x $0.21 - $0.31 x 519 AMEX  SPREAD/FLOOR - OPENING  Vega=$7334 WYNN=94.75 Ref
  123. >>2500 WYNN Sep23 75.0 Puts $0.01 (CboeTheo=0.02)  MID  PHLX 14:48:24.504 IV=64.4% -4.8 MRX 0 x $0.00 - $0.03 x 14 BZX  SPREAD/FLOOR  Vega=$390 WYNN=94.75 Ref
  124. >>2500 WYNN Oct23 75.0 Calls $20.45 (CboeTheo=20.50)  BID  PHLX 14:48:24.504 IV=41.4% -1.6 NOM 1 x $20.40 - $20.60 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$6801 WYNN=94.75 Ref
  125. >>2100 SQ Jan24 100 Puts $46.80 (CboeTheo=46.77)  ASK  PHLX 14:48:28.137 IV=65.5% +16.2 BOX 10 x $46.60 - $46.90 x 10 BOX  FLOOR - OPENING  Vega=$3422 SQ=53.23 Ref
  126. >>4000 SQ Sep23 70.0 Puts $16.80 (CboeTheo=16.77)  ASK  PHLX 14:48:28.137 IV=97.1% +35.4 MPRL 76 x $16.70 - $16.85 x 30 PHLX  FLOOR - OPENING  Vega=$1460 SQ=53.23 Ref
  127. >>3300 SQ Sep23 67.5 Puts $14.30 (CboeTheo=14.27)  ASK  PHLX 14:48:28.137 IV=86.3% +29.8 CBOE 93 x $14.20 - $14.35 x 86 CBOE  FLOOR - OPENING  Vega=$1312 SQ=53.23 Ref
  128. >>4000 GM Sep23 40.0 Puts $7.10 (CboeTheo=7.11)  MID  PHLX 14:48:29.402 CBOE 75 x $7.05 - $7.15 x 83 CBOE  FLOOR  Vega=$0 GM=32.90 Ref
  129. >>3850 GM Jan24 50.0 Puts $17.10 (CboeTheo=17.11)  MID  PHLX 14:48:29.402 ARCA 4 x $17.05 - $17.15 x 10 BOX  FLOOR - OPENING  Vega=$0 GM=32.90 Ref
  130. SPLIT TICKET:
    >>2200 SQ Jan24 100 Puts $46.798 (CboeTheo=46.77)  ASK  [PHLX] 14:48:28.137 IV=65.5% +16.2 BOX 10 x $46.60 - $46.90 x 10 BOX  FLOOR - OPENING  Vega=$3585 SQ=53.23 Ref
  131. SWEEP DETECTED:
    >>2217 TSLA Sep23 8th 250 Calls $0.133 (CboeTheo=0.13)  MID  [MULTI] 14:48:43.096 IV=55.7% +4.6 MPRL 93 x $0.12 - $0.13 x 426 EMLD Vega=$1675 TSLA=247.87 Ref
  132. >>3000 PYPL Sep23 72.5 Puts $11.40 (CboeTheo=11.39)  MID  PHLX 14:48:48.155 IV=60.8% +11.4 BOX 11 x $11.35 - $11.45 x 46 BOX  FLOOR - OPENING  Vega=$1112 PYPL=61.12 Ref
  133. >>2800 PYPL Sep23 70.0 Puts $8.90 (CboeTheo=8.89)  MID  PHLX 14:48:48.155 IV=50.2% +8.0 MIAX 81 x $8.85 - $8.95 x 67 CBOE  FLOOR  Vega=$1202 PYPL=61.12 Ref
  134. >>2350 DIS Jan24 160 Puts $78.70 (CboeTheo=78.79)  BID  PHLX 14:48:52.203 ARCA 69 x $78.45 - $79.15 x 57 ARCA  FLOOR - OPENING  Vega=$0 DIS=81.20 Ref
  135. >>2400 PFE Sep23 42.5 Puts $8.35 (CboeTheo=8.38)  MID  PHLX 14:48:53.494 BXO 37 x $8.30 - $8.40 x 10 AMEX  FLOOR - OPENING  Vega=$0 PFE=34.12 Ref
  136. >>3000 PFE Sep23 40.0 Puts $5.85 (CboeTheo=5.88)  MID  PHLX 14:48:53.494 BXO 82 x $5.80 - $5.90 x 10 BOX  FLOOR  Vega=$0 PFE=34.12 Ref
  137. >>2000 CVS Sep23 72.5 Puts $7.00 (CboeTheo=6.98)  MID  PHLX 14:49:00.075 IV=40.9% +8.0 ARCA 16 x $6.95 - $7.05 x 54 NOM  FLOOR - OPENING  Vega=$1349 CVS=65.53 Ref
  138. >>4500 C Sep23 47.5 Puts $7.00 (CboeTheo=7.01)  MID  PHLX 14:49:03.857 NOM 41 x $6.95 - $7.05 x 20 BOX  FLOOR  Vega=$0 C=40.49 Ref
  139. >>2000 C Sep23 46.0 Puts $5.50 (CboeTheo=5.51)  MID  PHLX 14:49:03.857 CBOE 55 x $5.45 - $5.55 x 38 BOX  FLOOR  Vega=$0 C=40.49 Ref
  140. >>6750 C Sep23 50.0 Puts $9.50 (CboeTheo=9.51)  MID  PHLX 14:49:03.857 CBOE 87 x $9.45 - $9.55 x 60 BZX  FLOOR - OPENING  Vega=$0 C=40.49 Ref
  141. >>3000 NEE Sep23 75.0 Puts $8.10 (CboeTheo=8.13)  MID  PHLX 14:49:07.616 BOX 61 x $8.00 - $8.20 x 33 BOX  FLOOR - OPENING  Vega=$0 NEE=66.88 Ref
  142. >>2450 NEE Sep23 72.5 Puts $5.60 (CboeTheo=5.63)  MID  PHLX 14:49:07.616 NOM 73 x $5.50 - $5.70 x 33 BOX  FLOOR  Vega=$0 NEE=66.88 Ref
  143. >>4700 BABA Sep23 120 Puts $29.95 (CboeTheo=29.99)  BID  PHLX 14:49:10.186 BXO 11 x $29.90 - $30.05 x 13 BXO  FLOOR - OPENING  Vega=$0 BABA=90.02 Ref
  144. >>2300 BABA Sep23 115 Puts $24.95 (CboeTheo=24.99)  BID  PHLX 14:49:10.186 NOM 36 x $24.90 - $25.05 x 35 BXO  FLOOR - OPENING  Vega=$0 BABA=90.02 Ref
  145. >>3500 BABA Sep23 110 Puts $20.00 (CboeTheo=19.99)  ASK  PHLX 14:49:10.186 IV=68.1% +11.0 NOM 22 x $19.90 - $20.05 x 28 NOM  FLOOR - OPENING  Vega=$1432 BABA=90.02 Ref
  146. SPLIT TICKET:
    >>6200 BABA Sep23 120 Puts $29.962 (CboeTheo=29.99)  BID  [PHLX] 14:49:10.186 BXO 11 x $29.90 - $30.05 x 13 BXO  FLOOR - OPENING  Vega=$0 BABA=90.02 Ref
  147. >>2100 TLRY Mar24 5.0 Calls $0.37 (CboeTheo=0.37)  MID  BOX 14:49:21.572 IV=103.1% +2.6 PHLX 1077 x $0.36 - $0.39 x 2 BZX  CROSS - OPENING/COMPLEX  Vega=$1638 TLRY=3.04 Ref
  148. >>2955 AMZN Sep23 8th 138 Calls $0.20 (CboeTheo=0.20)  BID  BZX 14:51:40.007 IV=24.8% -2.1 BOX 99 x $0.20 - $0.21 x 694 EMLD Vega=$2223 AMZN=138.03 Ref
  149. SWEEP DETECTED:
    >>3055 AMZN Sep23 8th 138 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 14:51:40.007 IV=24.8% -2.1 BOX 99 x $0.20 - $0.21 x 694 EMLD Vega=$2298 AMZN=138.03 Ref
  150. SWEEP DETECTED:
    >>3150 NCLH Sep23 16.5 Calls $0.26 (CboeTheo=0.25)  ASK  [MULTI] 14:53:11.340 IV=37.5% +1.0 C2 1212 x $0.23 - $0.26 x 1676 EMLD  OPENING  Vega=$2807 NCLH=16.30 Ref
  151. SWEEP DETECTED:
    >>3092 AAPL Sep23 8th 177.5 Puts $0.134 (CboeTheo=0.13)  MID  [MULTI] 14:55:19.992 IV=37.5% +7.4 BXO 499 x $0.12 - $0.13 x 5 BOX  AUCTION  Vega=$2337 AAPL=178.12 Ref
  152. >>2000 TSLA Jan24 416.67 Puts $168.15 (CboeTheo=168.85)  BID  PHLX 14:56:32.407 PHLX 216 x $168.15 - $169.55 x 197 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=247.82 Ref
  153. >>Market Color AEO - Bearish flow noted in American Eagle (16.02 -0.75) with 12,558 puts trading, or 2x expected. The Put/Call Ratio is 1.79, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/21. (Autocolor  [AEO 16.02 -0.75 Ref, IV=34.8% +1.7] #Bearish
  154. SPLIT TICKET:
    >>1549 SPXW Sep23 22nd 3700 Puts $0.50 (CboeTheo=0.48)  ASK  [CBOE] 15:00:30.970 IV=37.4% +1.0 CBOE 338 x $0.45 - $0.50 x 475 CBOE  OPENING  Vega=$21k SPX=4459.44 Fwd
  155. >>9114 ORCL Sep23 119 Puts $0.87 (CboeTheo=0.91)  BID  PHLX 15:00:45.448 IV=47.2% -1.7 BOX 44 x $0.87 - $0.95 x 64 BOX  COB/AUCTION - OPENING  Vega=$43k ORCL=125.75 Ref
  156. >>9114 ORCL Sep23 132 Calls $1.32 (CboeTheo=1.26)  Above Ask!  PHLX 15:00:45.448 IV=50.0% +1.3 ARCA 1 x $1.26 - $1.30 x 177 MPRL  COB/AUCTION - OPENING  Vega=$52k ORCL=125.75 Ref
  157. SWEEP DETECTED:
    >>3061 TSLA Sep23 8th 250 Calls $0.04 (CboeTheo=0.04)  BID  [MULTI] 15:01:34.235 IV=56.3% +5.2 EMLD 579 x $0.04 - $0.05 x 473 BXO Vega=$1084 TSLA=247.06 Ref
  158. SWEEP DETECTED:
    >>3032 AMZN Sep23 8th 138 Calls $0.088 (CboeTheo=0.07)  Above Ask!  [MULTI] 15:01:48.146 IV=21.1% -5.8 C2 155 x $0.07 - $0.08 x 177 C2  ISO  Vega=$1880 AMZN=137.79 Ref
  159. SPLIT TICKET:
    >>1000 SPXW Sep23 12th 4400 Puts $2.94 (CboeTheo=3.20)  Below Bid!  [CBOE] 15:02:23.762 IV=9.8% -0.9 CBOE 173 x $3.10 - $3.20 x 44 CBOE  LATE  Vega=$104k SPX=4451.22 Fwd
  160. SWEEP DETECTED:
    >>3692 F Sep23 22nd 13.0 Calls $0.08 (CboeTheo=0.08)  ASK  [MULTI] 15:02:44.014 IV=31.0% +0.4 EMLD 4053 x $0.07 - $0.08 x 3182 EMLD Vega=$2509 F=12.29 Ref
  161. SWEEP DETECTED:
    >>3280 KVUE Dec23 22.5 Calls $0.95 (CboeTheo=0.98)  BID  [MULTI] 15:07:56.256 IV=31.6% +0.1 PHLX 1785 x $0.95 - $1.05 x 632 PHLX  OPENING   52WeekLow  Vega=$14k KVUE=21.29 Ref
  162. >>3000 GLBE Oct23 40.0 Calls $2.65 (CboeTheo=2.60)  ASK  PHLX 15:08:45.783 IV=46.1% -0.5 ARCA 727 x $2.50 - $2.65 x 18 MPRL  SPREAD/CROSS/TIED  Vega=$16k GLBE=40.05 Ref
  163. SWEEP DETECTED:
    >>3440 AAPL Oct23 205 Calls $0.20 (CboeTheo=0.19)  ASK  [MULTI] 15:09:49.404 IV=21.8% -0.5 EMLD 1553 x $0.19 - $0.20 x 598 EMLD  ISO  Vega=$19k AAPL=178.32 Ref
  164. SWEEP DETECTED:
    >>2641 TSLA Sep23 220 Puts $0.27 (CboeTheo=0.27)  ASK  [MULTI] 15:10:27.598 IV=49.6% -2.8 C2 675 x $0.26 - $0.27 x 474 C2  ISO  Vega=$7849 TSLA=247.60 Ref
  165. >>2600 OXY Oct23 65.0 Puts $1.72 (CboeTheo=1.72)  BID  CBOE 15:10:44.668 IV=23.3% -0.7 NOM 107 x $1.72 - $1.73 x 6 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$23k OXY=65.35 Ref
  166. >>2600 OXY Sep23 65.0 Calls $0.95 (CboeTheo=0.96)  BID  CBOE 15:10:44.668 IV=19.9% -0.3 BZX 13 x $0.95 - $0.97 x 43 BZX  SPREAD/LEGGED/FLOOR  Vega=$9155 OXY=65.35 Ref
  167. >>1800 VIX Feb24 14th 19.0 Puts $3.15 (CboeTheo=3.15)  MID  CBOE 15:10:54.041 IV=62.7% +0.4 CBOE 10k x $3.10 - $3.20 x 5591 CBOE  LATE - OPENING  Vega=$8524 VIX=18.73 Fwd
  168. >>1800 VIX Feb24 14th 19.0 Puts $3.15 (CboeTheo=3.15)  MID  CBOE 15:10:54.063 IV=62.7% +0.4 CBOE 10k x $3.10 - $3.20 x 5591 CBOE  LATE - OPENING  Vega=$8524 VIX=18.73 Fwd
  169. SPLIT TICKET:
    >>3600 VIX Feb24 14th 19.0 Puts $3.15 (CboeTheo=3.15)  MID  [CBOE] 15:10:54.041 IV=62.7% +0.4 CBOE 10k x $3.10 - $3.20 x 5591 CBOE  LATE - OPENING  Vega=$17k VIX=18.73 Fwd
  170. >>1000 VIX Sep23 20th 28.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 15:11:46.372 IV=158.8% -6.1 CBOE 22k x $0.02 - $0.03 x 900 CBOE  ISO  Vega=$138 VIX=15.07 Fwd
  171. SPLIT TICKET:
    >>1900 VIX Sep23 20th 28.0 Calls $0.03 (CboeTheo=0.03)  ASK  [CBOE] 15:11:46.372 IV=158.8% -6.1 CBOE 22k x $0.02 - $0.03 x 900 CBOE  ISO  Vega=$262 VIX=15.07 Fwd
  172. >>1800 VIX Feb24 14th 19.0 Calls $2.80 (CboeTheo=2.88)  Below Bid!  CBOE 15:12:24.438 IV=61.0% -1.3 CBOE 4016 x $2.84 - $2.92 x 1331 CBOE  LATE - OPENING  Vega=$8534 VIX=18.73 Fwd
  173. SWEEP DETECTED:
    >>7600 F Sep23 13.0 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 15:12:26.800 IV=34.0% -4.6 C2 2747 x $0.04 - $0.05 x 2530 EMLD Vega=$2924 F=12.32 Ref
  174. TRADE CXLD:
    >>1800 VIX Feb24 14th 19.0 Puts $3.15 (CboeTheo=3.15)  MID  CBOE 15:10:54.063 IV=62.7% +0.4 CBOE 10k x $3.10 - $3.20 x 5591 CBOE  LATE - OPENING  Vega=$8524 VIX=18.73 Fwd
  175. >>2000 ZM Jan24 240 Puts $168.20 (CboeTheo=168.02)  ASK  BOX 15:13:57.289 IV=118.4% +47.5 NOM 52 x $167.55 - $168.30 x 24 BOX  SPREAD/FLOOR - OPENING  Vega=$7108 ZM=71.98 Ref
  176. >>2000 ZM Jan24 130 Puts $58.20 (CboeTheo=58.02)  ASK  BOX 15:13:57.289 IV=66.0% +15.3 BOX 24 x $57.80 - $58.20 x 24 BOX  SPREAD/FLOOR  Vega=$9201 ZM=71.98 Ref
  177. >>2300 PYPL Sep23 72.5 Puts $11.50 (CboeTheo=11.54)  BID  BOX 15:15:02.369 ARCA 64 x $11.50 - $11.60 x 74 NOM  SPREAD/FLOOR  Vega=$0 PYPL=60.97 Ref
  178. >>2300 PYPL Sep23 70.0 Puts $9.00 (CboeTheo=9.04)  BID  BOX 15:15:02.369 NOM 66 x $9.00 - $9.10 x 52 NOM  SPREAD/FLOOR  Vega=$0 PYPL=60.97 Ref
  179. >>2510 SQ Sep23 70.0 Puts $17.10 (CboeTheo=17.04)  ASK  BOX 15:15:26.252 IV=106.0% +44.3 NOM 54 x $17.00 - $17.10 x 84 BZX  SPREAD/FLOOR  Vega=$1281 SQ=52.96 Ref
  180. >>2510 SQ Jan24 100 Puts $47.10 (CboeTheo=47.04)  ASK  BOX 15:15:26.252 IV=67.6% +18.3 BOX 10 x $46.75 - $47.25 x 21 CBOE  SPREAD/FLOOR - OPENING  Vega=$6127 SQ=52.96 Ref
  181. >>3240 TGT Sep23 140 Puts $16.85 (CboeTheo=16.75)  ASK  BOX 15:15:32.361 IV=54.2% +16.1 BOX 14 x $16.65 - $16.85 x 8 BXO  SPREAD/FLOOR - OPENING  Vega=$5182 TGT=123.25 Ref
  182. >>3240 TGT Sep23 145 Puts $21.85 (CboeTheo=21.75)  ASK  BOX 15:15:32.361 IV=65.9% +22.9 AMEX 10 x $21.65 - $21.85 x 15 BZX  SPREAD/FLOOR - OPENING  Vega=$4523 TGT=123.25 Ref
  183. >>3880 C Sep23 50.0 Puts $9.60 (CboeTheo=9.56)  ASK  BOX 15:15:36.878 IV=81.9% +29.2 BZX 132 x $9.50 - $9.60 x 180 ARCA  SPREAD/FLOOR - OPENING  Vega=$1529 C=40.44 Ref
  184. >>3880 C Sep23 47.5 Puts $7.10 (CboeTheo=7.07)  ASK  BOX 15:15:36.878 IV=65.4% +18.7 BZX 104 x $7.00 - $7.10 x 119 CBOE  SPREAD/FLOOR  Vega=$1793 C=40.44 Ref
  185. SWEEP DETECTED:
    >>2214 PINS Sep23 8th 27.5 Puts $0.03 (CboeTheo=0.04)  BID  [MULTI] 15:15:35.491 IV=48.8% +9.8 C2 906 x $0.03 - $0.05 x 829 C2  ISO  Vega=$252 PINS=27.59 Ref
  186. >>2680 BAC Jan24 38.0 Puts $9.80 (CboeTheo=9.79)  ASK  BOX 15:15:47.205 IV=34.9% +10.8 C2 208 x $9.75 - $9.80 x 157 C2  SPREAD/FLOOR  Vega=$4200 BAC=28.21 Ref
  187. >>3570 GM Sep23 40.0 Puts $7.05 (CboeTheo=7.04)  ASK  BOX 15:16:01.879 IV=70.9% +16.5 ARCA 46 x $7.00 - $7.05 x 33 MPRL  SPREAD/FLOOR  Vega=$881 GM=32.97 Ref
  188. >>2940 GM Jan24 45.0 Puts $12.00 (CboeTheo=12.04)  BID  BOX 15:16:01.879 EMLD 31 x $12.00 - $12.05 x 2 BXO  SPREAD/FLOOR  Vega=$0 GM=32.97 Ref
  189. >>3500 GM Jan24 45.0 Puts $12.01 (CboeTheo=12.04)  BID  BOX 15:16:01.879 EMLD 31 x $12.00 - $12.05 x 2 BXO  SPREAD/FLOOR  Vega=$0 GM=32.97 Ref
  190. >>2870 GM Jan24 50.0 Puts $16.95 (CboeTheo=17.04)  BID  BOX 15:16:01.879 BOX 10 x $16.95 - $17.05 x 2 BXO  SPREAD/FLOOR  Vega=$0 GM=32.97 Ref
  191. >>3240 BABA Jan24 135 Puts $44.95 (CboeTheo=44.85)  ASK  BOX 15:16:06.586 IV=47.2% +4.8 C2 30 x $44.75 - $44.95 x 42 CBOE  SPREAD/FLOOR - OPENING  Vega=$16k BABA=90.16 Ref
  192. >>4740 BABA Sep23 110 Puts $19.80 (CboeTheo=19.84)  BID  BOX 15:16:06.586 EDGX 70 x $19.80 - $19.95 x 106 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 BABA=90.16 Ref
  193. >>2010 BABA Sep23 115 Puts $24.90 (CboeTheo=24.84)  ASK  BOX 15:16:06.586 IV=88.8% +24.6 EDGX 122 x $24.75 - $24.90 x 62 MIAX  SPREAD/FLOOR - OPENING  Vega=$1384 BABA=90.16 Ref
  194. >>4620 BABA Sep23 120 Puts $29.85 (CboeTheo=29.84)  BID  BOX 15:16:06.586 IV=88.8% +22.3 BXO 10 x $29.80 - $29.95 x 63 EDGX  SPREAD/FLOOR - OPENING  Vega=$922 BABA=90.16 Ref
  195. >>8000 JNJ Sep23 220 Puts $59.95 (CboeTheo=60.05)  BID  BOX 15:16:11.806 BXO 36 x $59.95 - $60.15 x 18 BOX  SPREAD/FLOOR - OPENING  Vega=$0 JNJ=159.95 Ref
  196. >>8000 JNJ Sep23 210 Puts $49.95 (CboeTheo=50.05)  BID  BOX 15:16:11.806 BXO 19 x $49.95 - $50.15 x 38 BXO  SPREAD/FLOOR - OPENING  Vega=$0 JNJ=159.95 Ref
  197. >>2726 BABA Sep23 115 Calls $0.02 (CboeTheo=0.02)  MID  MIAX 15:16:11.838 IV=70.1% +5.9 ARCA 15 x $0.01 - $0.03 x 544 AMEX  ISO/AUCTION  Vega=$716 BABA=90.16 Ref
  198. SWEEP DETECTED:
    >>4108 BABA Sep23 115 Calls $0.02 (CboeTheo=0.02)  ASK  [MULTI] 15:16:11.091 IV=70.1% +5.9 ARCA 15 x $0.01 - $0.02 x 21 GEMX  ISO  Vega=$1079 BABA=90.16 Ref
  199. >>15000 KVUE Sep23 30.0 Puts $8.80 (CboeTheo=8.69)  ASK  BOX 15:16:21.017 IV=155.8% +43.1 PHLX 912 x $8.60 - $8.80 x 543 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$5955 KVUE=21.32 Ref
  200. >>15000 KVUE Sep23 35.0 Puts $13.80 (CboeTheo=13.69)  ASK  BOX 15:16:21.017 IV=207.5% +94.7 NOM 108 x $13.60 - $13.80 x 60 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$5028 KVUE=21.32 Ref
  201. >>Unusual Volume ACB - 3x market weighted volume: 8089 = 9045 projected vs 3015 adv, 97% calls, 4% of OI [ACB 0.51 +0.05 Ref, IV=133.3% +7.9]
  202. SWEEP DETECTED:
    >>2029 CVS Sep23 64.0 Puts $0.23 (CboeTheo=0.22)  ASK  [MULTI] 15:17:00.179 IV=21.9% -1.7 EMLD 346 x $0.21 - $0.23 x 340 EMLD  OPENING  Vega=$5301 CVS=65.55 Ref
  203. SPLIT TICKET:
    >>1595 SPXW Sep23 11th 4515 Calls $0.18 (CboeTheo=0.20)  BID  [CBOE] 15:17:48.282 IV=7.2% -1.1 CBOE 1947 x $0.15 - $0.25 x 1980 CBOE  LATE - OPENING  Vega=$37k SPX=4452.46 Fwd
  204. SPLIT TICKET:
    >>1295 SPXW Sep23 11th 4370 Puts $0.32 (CboeTheo=0.30)  ASK  [CBOE] 15:17:48.282 IV=10.1% -0.4 CBOE 1910 x $0.25 - $0.35 x 1547 CBOE  LATE  Vega=$32k SPX=4452.46 Fwd
  205. SWEEP DETECTED:
    >>2597 NEM Jan24 82.5 Calls $0.04 (CboeTheo=0.03)  ASK  [MULTI] 15:18:34.838 IV=50.5% +0.3 GEMX 117 x $0.03 - $0.04 x 1017 C2  OPENING  Vega=$1854 NEM=38.83 Ref
  206. SWEEP DETECTED:
    >>6594 AMZN Sep23 150 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:18:57.915 IV=28.8% +0.1 EMLD 1924 x $0.03 - $0.04 x 956 C2  ISO  Vega=$6616 AMZN=137.94 Ref
  207. >>3643 AMZN Oct23 160 Calls $0.27 (CboeTheo=0.27)  BID  MIAX 15:19:04.760 IV=25.4% -0.9 MPRL 48 x $0.27 - $0.28 x 332 MPRL  ISO/AUCTION  Vega=$20k AMZN=137.95 Ref
  208. SWEEP DETECTED:
    >>6880 AMZN Oct23 160 Calls $0.27 (CboeTheo=0.27)  ASK  [MULTI] 15:19:04.221 IV=25.5% -0.9 EMLD 275 x $0.26 - $0.27 x 537 EMLD  ISO  Vega=$38k AMZN=137.94 Ref
  209. >>3813 AMZN Sep23 160 Calls $0.02 (CboeTheo=0.01)  BID  MIAX 15:19:15.212 IV=43.2% +5.6 MPRL 70 x $0.02 - $0.03 x 50 BXO  ISO/AUCTION  Vega=$1631 AMZN=137.94 Ref
  210. SWEEP DETECTED:
    >>6755 AMZN Sep23 160 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 15:19:14.763 IV=43.2% +5.6 BXO 190 x $0.01 - $0.02 x 325 BZX Vega=$2890 AMZN=137.94 Ref
  211. >>2686 AMZN Sep23 150 Calls $0.04 (CboeTheo=0.05)  BID  ISE 15:19:20.880 IV=28.7% -0.0 C2 491 x $0.04 - $0.05 x 236 EMLD  ISO/AUCTION  Vega=$2700 AMZN=137.97 Ref
  212. SWEEP DETECTED:
    >>2000 AMZN Oct23 155 Calls $0.56 (CboeTheo=0.55)  ASK  [MULTI] 15:19:36.989 IV=24.9% -0.7 MPRL 213 x $0.55 - $0.56 x 268 MPRL  ISO  Vega=$18k AMZN=137.94 Ref
  213. >>5000 VIX Sep23 20th 33.0 Calls $0.03 (CboeTheo=0.02)  MID  CBOE 15:20:58.842 IV=193.4% +4.6 CBOE 20k x $0.01 - $0.04 x 28k CBOE  FLOOR  Vega=$601 VIX=15.02 Fwd
  214. SPLIT TICKET:
    >>1000 SPX Sep23 3940 Puts $0.35 (CboeTheo=0.35)  MID  [CBOE] 15:21:18.604 IV=35.5% +1.2 CBOE 5757 x $0.30 - $0.40 x 3800 CBOE  FLOOR  Vega=$9801 SPX=4452.64 Fwd
  215. >>7050 UBER Oct23 57.5 Calls $0.10 (CboeTheo=0.09)  ASK  CBOE 15:21:26.854 IV=34.0% -1.3 NOM 10 x $0.09 - $0.10 x 149 BXO  SPREAD/LEGGED/FLOOR  Vega=$11k UBER=46.80 Ref
  216. >>7050 UBER Oct23 37.5 Puts $0.13 (CboeTheo=0.13)  ASK  CBOE 15:21:26.854 IV=41.4% +0.6 GEMX 1056 x $0.12 - $0.13 x 355 C2  SPREAD/LEGGED/FLOOR  Vega=$11k UBER=46.80 Ref
  217. SWEEP DETECTED:
    >>2268 GOOG Oct23 140 Calls $3.20 (CboeTheo=3.17)  ASK  [MULTI] 15:22:50.419 IV=23.0% -1.1 ARCA 450 x $3.15 - $3.20 x 533 EMLD Vega=$41k GOOG=136.65 Ref
  218. SWEEP DETECTED:
    >>2204 COP Oct23 105 Puts $0.26 (CboeTheo=0.25)  ASK  [MULTI] 15:23:03.976 IV=29.3% +0.0 BXO 39 x $0.24 - $0.26 x 332 AMEX  ISO  Vega=$9796 COP=122.94 Ref
  219. SWEEP DETECTED:
    >>2101 TSLA Sep23 8th 247.5 Puts $0.32 (CboeTheo=0.29)  ASK  [MULTI] 15:23:13.188 IV=50.4% -1.8 BXO 39 x $0.30 - $0.32 x 42 BXO Vega=$2157 TSLA=248.08 Ref
  220. SWEEP DETECTED:
    >>4354 UBER Sep23 50.0 Calls $0.09 (CboeTheo=0.09)  ASK  [MULTI] 15:23:36.475 IV=34.3% -3.7 MPRL 22 x $0.08 - $0.09 x 1719 C2  ISO  Vega=$4687 UBER=46.80 Ref
  221. >>3335 COP Oct23 105 Puts $0.27 (CboeTheo=0.25)  ASK  MIAX 15:23:44.705 IV=29.5% +0.3 BZX 104 x $0.25 - $0.27 x 111 MPRL  ISO/AUCTION  Vega=$15k COP=122.94 Ref
  222. SWEEP DETECTED:
    >>4716 COP Oct23 105 Puts $0.267 (CboeTheo=0.25)  Above Ask!  [MULTI] 15:23:44.422 IV=29.3% +0.0 MPRL 111 x $0.24 - $0.26 x 17 NOM  ISO  Vega=$21k COP=122.94 Ref
  223. SPLIT TICKET:
    >>2000 AMZN Sep23 175 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:24:58.995 IV=61.1% +7.0 MIAX 0 x $0.00 - $0.01 x 398 C2 Vega=$366 AMZN=138.00 Ref
  224. SWEEP DETECTED:
    >>2038 TSLA Sep23 8th 247.5 Puts $0.215 (CboeTheo=0.20)  Above Ask!  [MULTI] 15:26:00.875 IV=50.3% -1.9 GEMX 10 x $0.20 - $0.21 x 316 BOX Vega=$1796 TSLA=248.41 Ref
  225. SWEEP DETECTED:
    >>2875 MU Sep23 80.0 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 15:26:43.989 IV=46.0% +7.0 C2 266 x $0.01 - $0.03 x 407 C2  ISO  Vega=$1354 MU=69.86 Ref
  226. >>2400 META Sep23 280 Puts $0.61 (CboeTheo=0.61)  MID  AMEX 15:26:53.172 IV=35.0% -1.7 C2 197 x $0.60 - $0.62 x 225 C2  SPREAD/FLOOR  Vega=$16k META=298.22 Ref
  227. >>2400 META Sep23 280 Calls $19.10 (CboeTheo=19.16)  BID  AMEX 15:26:53.174 IV=34.1% -2.7 EDGX 6 x $19.05 - $19.20 x 10 AMEX  SPREAD/FLOOR  Vega=$16k META=298.22 Ref
  228. >>2400 META Oct23 280 Puts $5.66 (CboeTheo=5.70)  BID  AMEX 15:26:53.176 IV=34.2% -0.8 MRX 248 x $5.65 - $5.75 x 501 EDGX  SPREAD/FLOOR  Vega=$79k META=298.22 Ref
  229. >>2400 META Oct23 280 Calls $25.64 (CboeTheo=25.75)  BID  AMEX 15:26:53.179 IV=33.9% -1.1 CBOE 86 x $25.60 - $25.85 x 46 BOX  SPREAD/FLOOR  Vega=$78k META=298.22 Ref
  230. >>4036 FCX Oct23 50.0 Calls $0.08 (CboeTheo=0.08)  MID  MIAX 15:26:53.917 IV=38.8% +1.8 BXO 30 x $0.07 - $0.09 x 1374 NOM  ISO/AUCTION  Vega=$4859 FCX=39.27 Ref
  231. SWEEP DETECTED:
    >>8250 FCX Oct23 50.0 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 15:26:53.379 IV=38.9% +1.9 MPRL 226 x $0.07 - $0.08 x 873 GEMX  ISO  Vega=$9926 FCX=39.27 Ref
  232. >>13614 CHPT Sep23 22nd 5.5 Puts $0.24 (CboeTheo=0.23)  ASK  AMEX 15:28:09.084 IV=73.6% +2.0 C2 27 x $0.22 - $0.24 x 2 MPRL  SPREAD/FLOOR - OPENING   SSR  Vega=$5786 CHPT=5.70 Ref
  233. >>6807 CHPT Sep23 22nd 5.5 Calls $0.39 (CboeTheo=0.40)  MID  AMEX 15:28:09.085 IV=66.6% -5.0 EMLD 167 x $0.38 - $0.41 x 87 EMLD  SPREAD/FLOOR - OPENING   SSR  Vega=$2872 CHPT=5.70 Ref
  234. SWEEP DETECTED:
    >>4800 GOOG Oct23 115 Puts $0.27 (CboeTheo=0.26)  ASK  [MULTI] 15:28:52.358 IV=31.8% -0.3 MPRL 21 x $0.26 - $0.27 x 1411 EMLD Vega=$21k GOOG=136.62 Ref
  235. SWEEP DETECTED:
    >>4400 NKLA Sep23 1.0 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 15:29:12.831 IV=222.6% +47.1 BZX 185 x $0.06 - $0.07 x 1934 C2  ISO - OPENING   SSR  Vega=$213 NKLA=0.90 Ref
  236. >>7500 KVUE Oct23 24.0 Calls $0.31 (CboeTheo=0.33)  BID  ARCA 15:29:17.274 IV=38.1% BXO 45 x $0.30 - $0.35 x 381 BOX  CROSS - OPENING   52WeekLow  Vega=$16k KVUE=21.32 Ref
  237. SWEEP DETECTED:
    >>2521 GOOG Oct23 115 Puts $0.278 (CboeTheo=0.28)  MID  [MULTI] 15:29:32.013 IV=31.8% -0.3 MPRL 112 x $0.27 - $0.28 x 28 BXO Vega=$11k GOOG=136.61 Ref
  238. SPLIT TICKET:
    >>1327 SPXW Sep23 8th 4445 Puts $0.514 (CboeTheo=0.61)  Below Bid!  [CBOE] 15:31:04.479 IV=18.5% +6.7 CBOE 29 x $0.60 - $0.65 x 187 CBOE Vega=$12k SPX=4450.30 Fwd
  239. SWEEP DETECTED:
    >>3320 AAPL Sep23 8th 177.5 Puts $0.037 (CboeTheo=0.04)  MID  [MULTI] 15:31:49.489 IV=29.1% -1.0 BXO 958 x $0.03 - $0.04 x 611 BXO Vega=$1226 AAPL=178.16 Ref
  240. SWEEP DETECTED:
    >>2025 CCL Sep23 15.5 Calls $0.26 (CboeTheo=0.26)  ASK  [MULTI] 15:32:15.366 IV=41.7% -1.3 C2 517 x $0.25 - $0.26 x 634 EMLD Vega=$1679 CCL=15.27 Ref
  241. >>4000 AAL Dec23 14.0 Calls $1.08 (CboeTheo=1.08)  MID  AMEX 15:33:16.620 IV=34.4% -1.2 MPRL 20 x $1.07 - $1.09 x 12 MPRL  SPREAD/CROSS - OPENING  Vega=$11k AAL=13.97 Ref
  242. >>4000 AAL Dec23 14.0 Puts $0.91 (CboeTheo=0.91)  BID  AMEX 15:33:16.620 IV=34.2% -1.4 MPRL 15 x $0.91 - $0.92 x 15 MPRL  SPREAD/CROSS - OPENING  Vega=$11k AAL=13.97 Ref
  243. SWEEP DETECTED:
    >>2374 CHPT Oct23 13th 4.0 Puts $0.06 (CboeTheo=0.04)  ASK  [MULTI] 15:36:24.656 IV=87.0% +3.3 EMLD 295 x $0.02 - $0.06 x 246 PHLX  ISO - OPENING   SSR  Vega=$612 CHPT=5.69 Ref
  244. >>4000 LVS Oct23 50.0 Puts $2.58 (CboeTheo=2.58)  MID  CBOE 15:36:27.739 IV=32.1% -1.0 C2 103 x $2.56 - $2.60 x 15 EMLD  SPREAD/LEGGED/FLOOR - OPENING  Vega=$26k LVS=48.91 Ref
  245. >>4000 LVS Sep23 55.0 Calls $0.03 (CboeTheo=0.03)  BID  CBOE 15:36:27.739 IV=43.1% +3.9 MPRL 55 x $0.03 - $0.04 x 324 C2  SPREAD/LEGGED/FLOOR  Vega=$1796 LVS=48.91 Ref
  246. >>4000 LVS Oct23 50.0 Calls $1.78 (CboeTheo=1.78)  MID  CBOE 15:36:27.804 IV=32.1% -1.0 EMLD 59 x $1.76 - $1.79 x 11 NOM  SPREAD/LEGGED/FLOOR - OPENING  Vega=$26k LVS=48.91 Ref
  247. >>2000 LVS Sep23 55.0 Puts $6.10 (CboeTheo=6.10)  MID  CBOE 15:36:27.804 IV=43.5% +4.3 EDGX 32 x $6.05 - $6.15 x 36 EDGX  SPREAD/LEGGED/FLOOR  Vega=$680 LVS=48.91 Ref
  248. >>2000 LVS Sep23 55.0 Puts $6.11 (CboeTheo=6.11)  ASK  CBOE 15:36:27.932 IV=44.0% +4.8 EDGX 32 x $6.05 - $6.15 x 36 EDGX  SPREAD/LEGGED/FLOOR  Vega=$719 LVS=48.90 Ref
  249. >>2999 SAVE Nov23 17.5 Calls $0.95 (CboeTheo=1.00)  BID  MIAX 15:39:06.442 IV=54.9% -0.7 ARCA 1 x $0.90 - $1.09 x 1 CBOE  AUCTION  Vega=$8044 SAVE=15.68 Ref
  250. TRADE CXLD:
    >>4000 AAL Dec23 14.0 Puts $0.91 (CboeTheo=0.91)  BID  AMEX 15:33:16.620 IV=34.2% -1.4 MPRL 15 x $0.91 - $0.92 x 15 MPRL  SPREAD/CROSS - OPENING  Vega=$11k AAL=13.97 Ref
  251. TRADE CXLD:
    >>4000 AAL Dec23 14.0 Calls $1.08 (CboeTheo=1.08)  MID  AMEX 15:33:16.620 IV=34.4% -1.2 MPRL 20 x $1.07 - $1.09 x 12 MPRL  SPREAD/CROSS - OPENING  Vega=$11k AAL=13.97 Ref
  252. >>Unusual Volume CRON - 3x market weighted volume: 5156 = 5400 projected vs 1724 adv, 95% calls, 10% of OI [CRON 2.20 +0.12 Ref, IV=75.9% +3.6]
  253. >>6000 COCO Oct23 22.5 Puts $0.22 (CboeTheo=0.20)  ASK  ARCA 15:40:13.007 IV=55.8% -1.5 ARCA 1 x $0.10 - $0.30 x 38 BZX  SPREAD/FLOOR - OPENING  Vega=$8998 COCO=28.57 Ref
  254. >>3000 COCO Oct23 25.0 Puts $0.53 (CboeTheo=0.47)  ASK  ARCA 15:40:13.008 IV=50.3% -0.4 EMLD 5 x $0.40 - $0.55 x 40 MPRL  SPREAD/FLOOR - OPENING  Vega=$7788 COCO=28.57 Ref
  255. >>3000 COCO Oct23 20.0 Puts $0.12 (CboeTheo=0.08)  ASK  ARCA 15:40:13.007 IV=66.4% -2.5 AMEX 0 x $0.00 - $0.15 x 37 BZX  SPREAD/FLOOR - OPENING  Vega=$2676 COCO=28.57 Ref
  256. SPLIT TICKET:
    >>1865 SPXW Sep23 22nd 3700 Puts $0.50 (CboeTheo=0.45)  ASK  [CBOE] 15:40:47.556 IV=37.5% +1.0 CBOE 1677 x $0.40 - $0.50 x 1291 CBOE  OPENING  Vega=$25k SPX=4459.75 Fwd
  257. SWEEP DETECTED:
    >>2268 CHPT Sep23 22nd 4.5 Puts $0.04 (CboeTheo=0.02)  ASK  [MULTI] 15:41:04.087 IV=90.0% +11.7 EMLD 1435 x $0.01 - $0.04 x 405 EMLD  ISO - OPENING   SSR  Vega=$384 CHPT=5.69 Ref
  258. SPLIT TICKET:
    >>1196 SPXW Sep23 26th 3700 Puts $0.60 (CboeTheo=0.55)  ASK  [CBOE] 15:41:12.382 IV=33.8% +0.6 CBOE 1191 x $0.50 - $0.65 x 1094 CBOE  OPENING  Vega=$21k SPX=4461.66 Fwd
  259. >>2000 TSLA Sep23 22nd 250 Calls $7.76 (CboeTheo=7.73)  ASK  AMEX 15:41:52.415 IV=43.0% -1.8 AMEX 536 x $7.70 - $7.80 x 355 CBOE  COB  Vega=$39k TSLA=248.23 Ref
  260. >>2000 TSLA Sep23 22nd 260 Calls $4.01 (CboeTheo=4.02)  BID  AMEX 15:41:52.415 IV=42.6% -2.0 C2 49 x $4.00 - $4.05 x 343 EDGX  COB  Vega=$35k TSLA=248.23 Ref
  261. >>2550 BABA Sep23 120 Puts $29.85 (CboeTheo=29.94)  BID  BOX 15:41:58.681 BOX 104 x $29.85 - $30.00 x 60 BZX  SPREAD/FLOOR  Vega=$0 BABA=90.06 Ref
  262. >>2550 BABA Sep23 110 Puts $19.85 (CboeTheo=19.94)  BID  BOX 15:41:58.681 MIAX 91 x $19.85 - $20.00 x 63 MIAX  SPREAD/FLOOR  Vega=$0 BABA=90.06 Ref
  263. >>2974 BAC Sep23 32.0 Puts $3.75 (CboeTheo=3.73)  ASK  BOX 15:42:04.793 IV=53.3% +11.0 MPRL 524 x $3.70 - $3.75 x 463 BZX  SPREAD/FLOOR  Vega=$1128 BAC=28.27 Ref
  264. >>2974 BAC Sep23 35.0 Puts $6.75 (CboeTheo=6.72)  ASK  BOX 15:42:04.793 IV=82.7% +24.7 PHLX 1015 x $6.65 - $6.75 x 255 C2  SPREAD/FLOOR  Vega=$829 BAC=28.27 Ref
  265. SPLIT TICKET:
    >>3200 NEE Nov23 82.5 Calls $0.075 (CboeTheo=0.05)  ASK  [AMEX] 15:42:27.557 IV=24.5% -4.1 ARCA 0 x $0.00 - $0.10 x 186 GEMX  FLOOR  Vega=$8021 NEE=66.92 Ref
  266. >>2585 SQ Sep23 67.5 Puts $14.20 (CboeTheo=14.29)  BID  BOX 15:42:30.219 CBOE 88 x $14.20 - $14.35 x 64 CBOE  SPREAD/FLOOR  Vega=$0 SQ=53.21 Ref
  267. >>2585 SQ Sep23 70.0 Puts $16.70 (CboeTheo=16.79)  BID  BOX 15:42:30.219 CBOE 85 x $16.70 - $16.85 x 59 CBOE  SPREAD/FLOOR  Vega=$0 SQ=53.21 Ref
  268. >>3762 C Sep23 50.0 Puts $9.65 (CboeTheo=9.60)  ASK  BOX 15:42:32.393 IV=86.6% +34.0 BOX 112 x $9.55 - $9.65 x 50 BZX  SPREAD/FLOOR  Vega=$1835 C=40.41 Ref
  269. >>3762 C Sep23 47.5 Puts $7.15 (CboeTheo=7.10)  ASK  BOX 15:42:32.393 IV=69.5% +22.9 BXO 157 x $7.05 - $7.15 x 504 BOX  SPREAD/FLOOR  Vega=$2126 C=40.41 Ref
  270. >>9290 TSEM Oct23 43.0 Puts $14.90 (CboeTheo=14.82)  ASK  BOX 15:42:36.788 IV=77.2% +23.1 BOX 63 x $14.70 - $14.90 x 21 BOX  SPREAD/FLOOR  Vega=$9429 TSEM=28.18 Ref
  271. >>9290 TSEM Oct23 37.0 Puts $8.90 (CboeTheo=8.90)  ASK  BOX 15:42:36.788 IV=54.9% +2.1 BOX 72 x $8.70 - $8.90 x 20 MIAX  SPREAD/FLOOR  Vega=$12k TSEM=28.18 Ref
  272. SWEEP DETECTED:
    >>2008 TSLA Sep23 8th 245 Puts $0.01 (CboeTheo=0.01)  BID  [MULTI] 15:42:45.486 IV=59.5% +5.8 NOM 1529 x $0.01 - $0.02 x 295 BZX Vega=$233 TSLA=247.85 Ref
  273. >>2196 UPS Sep23 180 Puts $19.30 (CboeTheo=19.23)  ASK  BOX 15:44:03.611 IV=46.1% +18.0 MPRL 18 x $19.15 - $19.35 x 60 NOM  SPREAD/FLOOR  Vega=$3742 UPS=160.78 Ref
  274. >>2196 UPS Sep23 175 Puts $14.30 (CboeTheo=14.22)  ASK  BOX 15:44:03.611 IV=36.6% +10.5 ARCA 29 x $14.15 - $14.30 x 60 NOM  SPREAD/FLOOR  Vega=$4426 UPS=160.78 Ref
  275. SWEEP DETECTED:
    >>2186 INTC Sep23 40.0 Calls $0.14 (CboeTheo=0.14)  ASK  [MULTI] 15:44:48.000 IV=36.9% +0.5 C2 445 x $0.13 - $0.14 x 692 EMLD  ISO   52WeekHigh  Vega=$2647 INTC=37.78 Ref
  276. SWEEP DETECTED:
    >>Bullish Delta Impact 3653 HAIN Dec23 9.0 Puts $0.60 (CboeTheo=0.66)  BID  [MULTI] 15:44:48.796 IV=44.8% -4.2 PHLX 339 x $0.60 - $0.70 x 249 PHLX  OPENING   52WeekLow 
    Delta=-36%, EST. IMPACT = 131k Shares ($1.23m) To Buy HAIN=9.43 Ref
  277. SWEEP DETECTED:
    >>2000 AAPL Sep23 8th 180 Calls $0.01  ASK  [MULTI] 15:48:17.148 IV=61.3% +30.9 MRX 0 x $0.00 - $0.01 x 418 BOX Vega=$205 AAPL=178.12 Ref
  278. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 HAIN Dec23 10.0 Calls $0.80 (CboeTheo=0.73)  ASK  [MULTI] 15:48:48.303 IV=48.3% +1.9 PHLX 463 x $0.65 - $0.80 x 110 PHLX  ISO - OPENING   52WeekLow 
    Delta=49%, EST. IMPACT = 74k Shares ($704k) To Buy HAIN=9.49 Ref
  279. SWEEP DETECTED:
    >>2000 AAPL Sep23 8th 180 Calls $0.01  ASK  [MULTI] 15:48:52.052 IV=63.2% +32.7 MRX 0 x $0.00 - $0.01 x 771 BXO Vega=$200 AAPL=178.06 Ref
  280. >>5000 LVS Nov23 50.0 Calls $2.55 (CboeTheo=2.56)  BID  AMEX 15:49:22.336 IV=33.2% -1.0 EMLD 80 x $2.54 - $2.60 x 69 GEMX  CROSS - OPENING  Vega=$43k LVS=48.98 Ref
  281. SWEEP DETECTED:
    >>Bearish Delta Impact 685 RH Sep23 22nd 300 Puts $5.10 (CboeTheo=5.04)  ASK  [MULTI] 15:49:25.868 IV=40.0% -26.7 BXO 34 x $4.90 - $5.10 x 200 AMEX  OPENING   Post-Earnings / SSR 
    Delta=-31%, EST. IMPACT = 21k Shares ($6.66m) To Sell RH=310.22 Ref
  282. SPLIT TICKET:
    >>2000 SPXW Sep23 22nd 3700 Puts $0.50 (CboeTheo=0.48)  ASK  [CBOE] 15:49:31.086 IV=37.5% +1.1 CBOE 84 x $0.45 - $0.50 x 641 CBOE  OPENING  Vega=$27k SPX=4461.21 Fwd
  283. SWEEP DETECTED:
    >>2052 AMC Sep23 12.5 Calls $0.07 (CboeTheo=0.06)  ASK  [MULTI] 15:49:53.819 IV=242.1% +48.3 EMLD 1637 x $0.06 - $0.07 x 1050 BZX  SSR  Vega=$289 AMC=7.25 Ref
  284. SWEEP DETECTED:
    >>4816 AMC2 Sep23 1.0 Puts $0.163 (CboeTheo=0.19)  Below Bid!  [MULTI] 15:50:49.353 IV=179.4% +7.6 ARCA 5 x $0.19 - $0.20 x 1848 C2  SSR  Vega=$177 AMC=7.29 Ref
  285. SWEEP DETECTED:
    >>9098 AAPL Oct23 180 Calls $4.70 (CboeTheo=4.74)  BID  [MULTI] 15:52:04.868 IV=21.1% -1.4 PHLX 1390 x $4.70 - $4.80 x 870 AMEX Vega=$219k AAPL=178.00 Ref
  286. SWEEP DETECTED:
    >>2027 AAPL Sep23 180 Calls $1.53 (CboeTheo=1.56)  Below Bid!  [MULTI] 15:52:08.657 IV=23.8% -2.3 NOM 12 x $1.55 - $1.57 x 1 NOM Vega=$19k AAPL=177.90 Ref
  287. SPLIT TICKET:
    >>1826 SPX Sep23 4360 Puts $3.80 (CboeTheo=3.65)  ASK  [CBOE] 15:52:24.418 IV=12.9% -0.6 CBOE 148 x $3.60 - $3.80 x 1017 CBOE Vega=$209k SPX=4457.01 Fwd
  288. >>2000 AAPL Sep23 180 Calls $1.52 (CboeTheo=1.54)  BID  MIAX 15:52:39.354 IV=23.9% -2.2 BXO 322 x $1.52 - $1.53 x 35 ARCA  COB  Vega=$19k AAPL=177.85 Ref
  289. >>2000 AAPL Sep23 8th 175 Calls $2.85 (CboeTheo=2.87)  MID  MIAX 15:52:39.354 BXO 13 x $2.83 - $2.87 x 2 BXO  COB  Vega=$0 AAPL=177.85 Ref
  290. >>3000 ATVI Sep23 92.5 Calls $0.25 (CboeTheo=0.22)  ASK  AMEX 15:53:25.888 IV=6.9% -0.2 ARCA 62 x $0.19 - $0.26 x 1 BZX  FLOOR  Vega=$15k ATVI=92.11 Ref
  291. >>2196 Z Sep23 51.0 Puts $1.12 (CboeTheo=1.11)  ASK  PHLX 15:53:30.503 IV=36.1% -0.3 BOX 20 x $1.07 - $1.13 x 41 BXO  SPREAD/FLOOR - OPENING  Vega=$6155 Z=50.75 Ref
  292. >>2928 Z Sep23 8th 52.0 Puts $1.21 (CboeTheo=1.25)  BID  PHLX 15:53:30.503 ARCA 6 x $1.20 - $1.35 x 65 CBOE  SPREAD/FLOOR  Vega=$0 Z=50.75 Ref
  293. SWEEP DETECTED:
    >>2000 AMC Sep23 29th 5.0 Puts $0.311 (CboeTheo=0.33)  Below Bid!  [MULTI] 15:54:15.989 IV=190.9% -3.9 AMEX 5 x $0.32 - $0.33 x 10 BOX  OPENING   SSR  Vega=$809 AMC=7.24 Ref
  294. >>2000 TSLA Jan24 416.67 Puts $168.95 (CboeTheo=168.32)  ASK  PHLX 15:54:45.018 IV=59.7% +8.1 PHLX 140 x $167.90 - $168.95 x 202 CBOE  SPREAD/FLOOR - OPENING  Vega=$34k TSLA=248.35 Ref
  295. SWEEP DETECTED:
    >>2000 BAC Sep23 29.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:56:25.818 IV=21.4% -2.1 EMLD 1046 x $0.03 - $0.04 x 5278 EMLD  ISO  Vega=$1450 BAC=28.36 Ref
  296. SPLIT TICKET:
    >>1000 SPX Oct23 2600 Puts $0.25 (CboeTheo=0.22)  ASK  [CBOE] 15:56:29.991 IV=54.2% +1.1 CBOE 5 x $0.20 - $0.25 x 603 CBOE  ISO  Vega=$5814 SPX=4478.17 Fwd
  297. SWEEP DETECTED:
    >>2800 KVUE Sep23 17.5 Puts $0.049 (CboeTheo=0.03)  ASK  [MULTI] 15:57:07.221 IV=87.7% +19.7 MPRL 0 x $0.00 - $0.05 x 334 NOM  OPENING   52WeekLow  Vega=$797 KVUE=21.32 Ref
  298. SWEEP DETECTED:
    >>2500 NKLA Sep23 22nd 1.0 Calls $0.09 (CboeTheo=0.08)  ASK  [MULTI] 15:58:25.576 IV=203.4% +19.0 C2 569 x $0.08 - $0.09 x 1429 C2  ISO - OPENING   SSR  Vega=$167 NKLA=0.88 Ref
  299. SPLIT TICKET:
    >>1000 SPX Sep23 4200 Puts $0.85 (CboeTheo=0.83)  ASK  [CBOE] 15:58:33.238 IV=21.3% +1.1 CBOE 1594 x $0.75 - $0.85 x 1 CBOE  LATE  Vega=$30k SPX=4459.77 Fwd
  300. SPLIT TICKET:
    >>1000 SPX Sep23 4600 Calls $0.15 (CboeTheo=0.20)  BID  [CBOE] 15:58:33.238 IV=9.5% -0.9 CBOE 2367 x $0.15 - $0.25 x 2100 CBOE  LATE  Vega=$18k SPX=4459.77 Fwd
  301. SPLIT TICKET:
    >>2250 KVUE Sep23 22.0 Calls $0.34 (CboeTheo=0.28)  Above Ask!  [ARCA] 15:58:40.936 IV=52.0% +5.9 CBOE 3010 x $0.25 - $0.30 x 10 BOX  FLOOR   52WeekLow  Vega=$2473 KVUE=21.32 Ref
  302. >>4576 AMZN Sep23 8th 138 Calls $0.11 (CboeTheo=0.10)  ASK  ARCA 15:59:12.408 IV=11.3% -15.6 BXO 18 x $0.08 - $0.11 x 4576 ARCA Vega=$1434 AMZN=138.10 Ref
  303. SWEEP DETECTED:
    >>4583 AMZN Sep23 8th 138 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 15:59:12.403 IV=8.2% -18.7 BXO 20 x $0.08 - $0.11 x 4576 ARCA Vega=$998 AMZN=138.10 Ref
  304. >>1500 SPXW Sep23 29th 3700 Puts $0.85 (CboeTheo=0.85)  MID  CBOE 16:01:07.888 IV=32.9% +1.0 CBOE 842 x $0.80 - $0.90 x 1203 CBOE  LATE  Vega=$35k SPX=4470.08 Fwd
  305. SPLIT TICKET:
    >>4500 SPXW Sep23 29th 3700 Puts $0.85 (CboeTheo=0.85)  MID  [CBOE] 16:01:07.887 IV=32.9% +1.0 CBOE 842 x $0.80 - $0.90 x 1203 CBOE  LATE  Vega=$106k SPX=4470.08 Fwd
  306. SPLIT TICKET:
    >>1850 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.03)  ASK  [CBOE] 16:02:20.527 IV=56.8% +8.2 CBOE 0 x $0.00 - $0.05 x 1726 CBOE  ISO - OPENING  Vega=$2236 SPX=4460.61 Fwd
  307. >>1500 SPXW Sep23 29th 3700 Puts $0.90 (CboeTheo=0.85)  ASK  CBOE 16:04:57.070 IV=33.2% +1.3 CBOE 1053 x $0.80 - $0.90 x 406 CBOE  FLOOR  Vega=$37k SPX=4472.06 Fwd
  308. SPLIT TICKET:
    >>4500 SPXW Sep23 29th 3700 Puts $0.90 (CboeTheo=0.85)  ASK  [CBOE] 16:04:57.070 IV=33.2% +1.3 CBOE 1053 x $0.80 - $0.90 x 406 CBOE  FLOOR  Vega=$110k SPX=4472.06 Fwd
  309. SPLIT TICKET:
    >>1147 VIX Jan24 17th 20.0 Calls $2.36 (CboeTheo=2.35)  BID  [CBOE] 16:07:50.635 IV=70.2% +1.8 CBOE 906 x $2.36 - $2.37 x 8207 CBOE Vega=$4911 VIX=18.30 Fwd
  310. SPLIT TICKET:
    >>2263 VIX Jan24 17th 20.0 Calls $2.36 (CboeTheo=2.36)  BID  [CBOE] 16:07:52.325 IV=70.2% +1.8 CBOE 551 x $2.36 - $2.37 x 6289 CBOE Vega=$9690 VIX=18.30 Fwd
  311. SPLIT TICKET:
    >>1000 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.03)  ASK  [CBOE] 16:10:17.216 IV=57.1% +8.5 CBOE 0 x $0.00 - $0.05 x 396 CBOE  ISO  Vega=$1203 SPX=4463.68 Fwd
  312. >>1000 SPXW Sep23 12th 3650 Puts $0.05 (CboeTheo=0.02)  ASK  CBOE 16:11:18.178 IV=60.8% +7.0 CBOE 0 x $0.00 - $0.05 x 1435 CBOE  ISO  Vega=$1156 SPX=4463.82 Fwd
  313. >>1650 VIX Sep23 20th 20.0 Calls $0.13 (CboeTheo=0.12)  ASK  CBOE 16:12:44.151 IV=117.5% -0.4 CBOE 30k x $0.11 - $0.13 x 350 CBOE  AUCTION  Vega=$758 VIX=14.88 Fwd
  314. SPLIT TICKET:
    >>2000 VIX Sep23 20th 20.0 Calls $0.13 (CboeTheo=0.12)  ASK  [CBOE] 16:12:44.151 IV=117.5% -0.4 CBOE 30k x $0.11 - $0.13 x 350 CBOE  AUCTION  Vega=$918 VIX=14.88 Fwd
  315. SPLIT TICKET:
    >>1000 VIX Sep23 20th 13.0 Puts $0.04 (CboeTheo=0.04)  ASK  [CBOE] 16:13:04.378 IV=51.2% -4.8 CBOE 1521 x $0.03 - $0.04 x 3750 CBOE Vega=$345 VIX=14.88 Fwd
  316. >>2358 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.08)  MID  CBOE 16:14:05.179 IV=57.0% +8.4 CBOE 0 x $0.00 - $0.10 x 1193 CBOE  OPENING  Vega=$2839 SPX=4462.82 Fwd
  317. SPLIT TICKET:
    >>2525 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 16:14:05.142 IV=57.0% +8.4 CBOE 0 x $0.00 - $0.05 x 2358 CBOE  OPENING  Vega=$3040 SPX=4462.82 Fwd
  318. >>2387 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.07)  MID  CBOE 16:14:07.795 IV=57.0% +8.4 CBOE 0 x $0.00 - $0.10 x 1194 CBOE  OPENING  Vega=$2874 SPX=4462.82 Fwd
  319. SPLIT TICKET:
    >>2500 SPXW Sep23 11th 3800 Puts $0.05 (CboeTheo=0.07)  ASK  [CBOE] 16:14:07.759 IV=57.0% +8.4 CBOE 0 x $0.00 - $0.05 x 2387 CBOE  OPENING  Vega=$3010 SPX=4462.82 Fwd
  320. SPLIT TICKET:
    >>1000 SPXW Sep23 11th 3700 Puts $0.05 (CboeTheo=0.02)  ASK  [CBOE] 16:14:55.426 IV=65.8% +12.4 CBOE 0 x $0.00 - $0.05 x 221 CBOE  ISO  Vega=$1052 SPX=4463.07 Fwd
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