- SWEEP DETECTED:
>>Bearish Delta Impact 538 BCLI Dec23 2.0 Puts $1.10 (CboeTheo=0.96) ASK [MULTI] 12:31:20.911 IV=255.1% +26.8 PHLX 1278 x $0.90 - $1.10 x 131 BXO OPENING
Delta=-36%, EST. IMPACT = 19k Shares ($27k) To Sell BCLI=1.39 Ref - >>2000 AMZN Sep23 138 Calls $4.15 (CboeTheo=4.18) BID PHLX 12:33:37.496 IV=27.2% +3.5 C2 71 x $4.15 - $4.20 x 74 C2 SPREAD/FLOOR Vega=$7890 AMZN=141.63 Ref
- >>2000 AMZN Sep23 141 Calls $2.01 (CboeTheo=2.00) ASK PHLX 12:33:37.496 IV=26.6% +3.8 BXO 1 x $1.99 - $2.01 x 67 C2 SPREAD/FLOOR Vega=$12k AMZN=141.63 Ref
- >>2000 AAPL Oct23 185 Calls $2.58 (CboeTheo=2.58) BID AMEX 12:35:36.331 IV=20.2% -0.1 BXO 358 x $2.58 - $2.59 x 401 BXO SPREAD/CROSS Vega=$43k AAPL=178.51 Ref
- >>2000 AAPL Oct23 185 Puts $8.10 (CboeTheo=8.12) BID AMEX 12:35:36.331 IV=20.1% -0.2 EMLD 14 x $8.10 - $8.15 x 253 BXO SPREAD/CROSS Vega=$41k AAPL=178.50 Ref
- TRADE CXLD:
>>2352 ZIM Apr24 12.5 Puts $2.34 (CboeTheo=2.24) ASK BOX 12:12:06.395 IV=50.8% +1.4 CBOE 78 x $2.05 - $2.34 x 11 EDGX SPREAD/FLOOR - OPENING Vega=$8206 ZIM=11.62 Ref - TRADE CXLD:
>>2352 ZIM Jan24 17.5 Puts $6.39 (CboeTheo=6.04) ASK BOX 12:12:06.395 IV=70.8% +20.7 AMEX 618 x $5.80 - $6.70 x 675 AMEX SPREAD/FLOOR Vega=$4737 ZIM=11.62 Ref - SWEEP DETECTED:
>>3031 AMZN Sep23 139 Puts $0.631 (CboeTheo=0.65) Below Bid! [MULTI] 12:36:27.718 IV=27.3% +4.2 EMLD 57 x $0.64 - $0.65 x 68 BZX OPENING Vega=$15k AMZN=141.53 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 PLAB Sep23 20.0 Puts $0.35 (CboeTheo=0.38) BID [MULTI] 12:38:35.750 IV=32.0% -2.1 PHLX 178 x $0.35 - $0.40 x 10 ARCA
Delta=-60%, EST. IMPACT = 60k Shares ($1.18m) To Buy PLAB=19.79 Ref - TRADE CXLD:
>>2000 MESO Jan25 2.5 Puts $1.25 (CboeTheo=1.62) BID AMEX 11:54:43.201 IV=99.9% +23.7 AMEX 3861 x $0.05 - $5.00 x 2197 AMEX SPREAD/FLOOR - OPENING Vega=$1432 MESO=1.52 Ref - >>5750 ATVI Jan24 85.0 Puts $1.37 (CboeTheo=1.27) ASK BOX 12:40:49.919 IV=20.1% +0.3 PHLX 70 x $1.10 - $1.38 x 11 NOM SPREAD/CROSS Vega=$92k ATVI=92.28 Ref
- >>5750 ATVI Sep23 90.0 Puts $0.07 (CboeTheo=0.07) BID BOX 12:40:49.919 IV=17.6% +2.0 ARCA 11 x $0.07 - $0.08 x 78 MPRL SPREAD/CROSS Vega=$9444 ATVI=92.28 Ref
- >>2000 MESO Jan24 2.5 Puts $1.25 (CboeTheo=1.05) ASK AMEX 12:41:32.262 IV=179.5% +43.6 PHLX 2804 x $1.05 - $1.35 x 1159 PHLX SPREAD/FLOOR - OPENING Vega=$771 MESO=1.52 Ref
- >>2000 MESO Sep23 2.5 Puts $1.00 (CboeTheo=1.00) BID AMEX 12:41:32.261 IV=323.4% +198.1 ARCA 20 x $1.00 - $1.10 x 33 AMEX SPREAD/FLOOR Vega=$58 MESO=1.52 Ref
- >>2000 VALE Jan25 20.0 Calls $0.57 (CboeTheo=0.55) ASK CBOE 12:42:07.111 IV=34.2% +0.6 ARCA 9 x $0.53 - $0.57 x 1 ARCA COB Vega=$9193 VALE=13.74 Ref
- >>2000 VALE Jan25 22.0 Calls $0.32 (CboeTheo=0.32) MID CBOE 12:42:07.111 IV=32.7% -3.7 BZX 245 x $0.29 - $0.35 x 1 NOM COB Vega=$7095 VALE=13.74 Ref
- >>10038 AMZN Sep23 140 Calls $2.53 (CboeTheo=2.53) MID AMEX 12:42:30.000 IV=26.6% +3.6 BZX 98 x $2.52 - $2.55 x 25 BOX SPREAD/FLOOR Vega=$56k AMZN=141.49 Ref
- >>15057 AMZN Oct23 150 Calls $1.74 (CboeTheo=1.74) MID AMEX 12:42:30.001 IV=23.9% -0.5 C2 103 x $1.73 - $1.75 x 353 EMLD SPREAD/FLOOR Vega=$232k AMZN=141.49 Ref
- SWEEP DETECTED:
>>2215 VALE Sep23 29th 14.5 Calls $0.14 (CboeTheo=0.15) BID [MULTI] 12:43:37.527 IV=31.9% +0.0 MPRL 11 x $0.14 - $0.15 x 16 MPRL Vega=$2171 VALE=13.74 Ref - >>Market Color VTNR - Bullish option flow detected in Vertex Energy (5.30 +0.44) with 5,864 calls trading (2x expected) and implied vol increasing almost 6 points to 75.90%. . The Put/Call Ratio is 0.09. Earnings are expected on 11/06. (Autocolor [VTNR 5.30 +0.44 Ref, IV=75.9% +5.8] #Bullish
- >>Unusual Volume NVO - 3x market weighted volume: 11.4k = 20.6k projected vs 6858 adv, 90% calls, 11% of OI [NVO 201.29 +5.89 Ref, IV=29.5% +5.2]
- >>5000 IQ Oct23 4.5 Puts $0.19 (CboeTheo=0.20) BID PHLX 12:46:13.650 IV=48.0% MPRL 8 x $0.19 - $0.20 x 9 ARCA TIED/FLOOR - OPENING Vega=$2853 IQ=4.70 Ref
- >>4000 F Nov23 13.0 Calls $0.33 (CboeTheo=0.33) BID PHLX 12:48:01.311 IV=30.1% -0.8 EMLD 813 x $0.33 - $0.34 x 1195 EMLD FLOOR Vega=$7516 F=12.18 Ref
- >>2000 VIX Sep23 20th 70.0 Calls $0.01 (CboeTheo=0.01) MID CBOE 12:48:16.018 IV=352.3% +66.1 CBOE 0 x $0.00 - $0.02 x 16k CBOE Vega=$63 VIX=14.58 Fwd
- >>3000 BABA Nov23 95.0 Puts $9.24 (CboeTheo=9.21) ASK AMEX 12:48:42.561 IV=39.4% +0.9 EDGX 53 x $9.15 - $9.25 x 250 MIAX TIED/FLOOR Vega=$43k BABA=88.73 Ref
- >>3000 BABA Nov23 95.0 Calls $3.85 (CboeTheo=3.87) BID AMEX 12:48:42.562 IV=38.9% +0.5 MIAX 115 x $3.85 - $3.90 x 18 BXO TIED/FLOOR Vega=$44k BABA=88.73 Ref
- TRADE CXLD:
>>2000 MESO Sep23 2.5 Puts $1.00 (CboeTheo=1.00) BID AMEX 12:41:32.261 IV=323.4% +198.1 ARCA 20 x $1.00 - $1.10 x 33 AMEX SPREAD/FLOOR Vega=$58 MESO=1.52 Ref - SWEEP DETECTED:
>>2000 VALE Jan24 17.0 Calls $0.22 (CboeTheo=0.23) BID [MULTI] 12:50:53.424 IV=31.9% -1.1 MPRL 2017 x $0.22 - $0.23 x 1889 GEMX Vega=$4228 VALE=13.76 Ref - >>2652 BTI Sep23 35.0 Calls $0.01 (CboeTheo=0.02) BID PHLX 12:52:03.054 IV=24.7% -5.4 ARCA 0 x $0.00 - $0.05 x 113 PHLX AUCTION Vega=$686 BTI=33.27 Ref
- >>2129 NWL Sep23 11.0 Calls $0.01 BID CBOE 12:52:49.121 IV=85.4% +35.0 ARCA 0 x $0.00 - $0.05 x 2651 AMEX SPREAD/LEGGED/FLOOR Vega=$152 NWL=9.23 Ref
- SWEEP DETECTED:
>>2000 VALE Sep23 29th 14.5 Calls $0.14 (CboeTheo=0.15) BID [MULTI] 12:54:38.796 IV=31.7% -0.2 ARCA 678 x $0.14 - $0.15 x 17 MPRL Vega=$1967 VALE=13.76 Ref - >>5000 AMZN Oct23 140 Puts $3.60 (CboeTheo=3.60) MID ISE 12:56:39.855 IV=25.4% -0.1 MIAX 1325 x $3.55 - $3.65 x 811 MIAX SPREAD/CROSS/TIED Vega=$90k AMZN=141.50 Ref
- >>9370 SAVE Jan24 20.0 Calls $1.98 (CboeTheo=2.02) ASK MIAX 12:56:47.651 IV=77.7% -2.1 BOX 627 x $1.80 - $2.05 x 7 ARCA COB/AUCTION Vega=$37k SAVE=16.73 Ref
- >>9370 SAVE Sep23 17.5 Calls $0.15 (CboeTheo=0.20) BID MIAX 12:56:47.651 IV=60.9% -0.5 PHLX 192 x $0.15 - $0.25 x 2 ARCA COB/AUCTION Vega=$5237 SAVE=16.73 Ref
- SWEEP DETECTED:
>>2466 AAPL Dec25 180 Calls $35.95 (CboeTheo=36.09) BID [MULTI] 12:58:46.344 IV=26.5% -0.3 ISE 355 x $35.95 - $36.25 x 5 AMEX Vega=$238k AAPL=178.71 Ref - SWEEP DETECTED:
>>2500 AAPL Dec25 180 Calls $35.95 (CboeTheo=35.87) ASK [MULTI] 12:59:58.803 IV=26.5% -0.3 GEMX 128 x $35.80 - $35.95 x 228 ARCA Vega=$241k AAPL=178.65 Ref - >>Market Color BHC - Bearish flow noted in Bausch Health (8.59 -0.05) with 2,390 puts trading, or 7x expected. The Put/Call Ratio is 3.05, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/01. (Autocolor [BHC 8.59 -0.05 Ref, IV=33.2% +1.8] #Bearish
- SWEEP DETECTED:
>>5654 OXY Jun24 60.0 Puts $3.95 (CboeTheo=3.99) BID [MULTI] 13:00:15.860 IV=30.0% -1.0 CBOE 194 x $3.95 - $4.05 x 109 CBOE OPENING Vega=$112k OXY=63.88 Ref - SWEEP DETECTED:
>>2719 CLF Sep23 14.5 Calls $0.14 (CboeTheo=0.14) ASK [MULTI] 13:02:40.283 IV=47.3% +6.0 C2 101 x $0.13 - $0.14 x 1138 GEMX OPENING Vega=$1455 CLF=14.12 Ref - >>8500 CGC Oct23 2.0 Puts $0.88 (CboeTheo=0.88) MID AMEX 13:02:47.766 IV=238.1% -16.5 BOX 18 x $0.86 - $0.91 x 18 BOX TIED/FLOOR - OPENING Vega=$1502 CGC=1.38 Ref
- >>8500 CGC Oct23 2.0 Calls $0.26 (CboeTheo=0.25) ASK AMEX 13:02:47.766 IV=245.0% -9.7 EMLD 334 x $0.23 - $0.27 x 2176 PHLX TIED/FLOOR - OPENING Vega=$1505 CGC=1.38 Ref
- >>6000 KVUE Sep23 22.0 Calls $0.36 (CboeTheo=0.39) BID AMEX 13:03:01.596 IV=37.3% -9.9 CBOE 1203 x $0.35 - $0.40 x 378 C2 SPREAD/CROSS Vega=$5609 KVUE=22.00 Ref
- >>6000 KVUE Nov23 25.0 Calls $0.26 (CboeTheo=0.25) ASK AMEX 13:03:01.596 IV=28.5% -5.2 PHLX 2623 x $0.20 - $0.30 x 897 CBOE SPREAD/CROSS Vega=$15k KVUE=22.00 Ref
- >>3000 PTON Jan25 8.0 Puts $3.40 (CboeTheo=3.42) BID PHLX 13:04:21.156 IV=74.5% -1.6 PHLX 2719 x $3.35 - $3.50 x 133 PHLX SPREAD/CROSS/TIED - OPENING Vega=$7395 PTON=5.47 Ref
- >>3998 AMZN Nov23 95.0 Puts $0.17 (CboeTheo=0.18) Below Bid! ISE 13:06:31.826 IV=46.7% +0.3 BZX 20 x $0.18 - $0.19 x 544 CBOE TIED/AUCTION - OPENING Vega=$10k AMZN=141.57 Ref
- SWEEP DETECTED:
>>2119 AMZN Nov23 95.0 Puts $0.17 (CboeTheo=0.17) BID [MULTI] 13:07:06.203 IV=46.6% +0.2 NOM 215 x $0.17 - $0.18 x 128 BZX Vega=$5344 AMZN=141.34 Ref - SPLIT TICKET:
>>1000 SPXW Sep23 12th 4395 Puts $0.35 (CboeTheo=0.33) ASK [CBOE] 13:08:09.521 IV=17.3% +7.3 CBOE 445 x $0.30 - $0.35 x 1129 CBOE OPENING Vega=$15k SPX=4480.13 Fwd - SWEEP DETECTED:
>>5478 BABA Dec23 85.0 Puts $4.55 (CboeTheo=4.64) BID [MULTI] 13:08:59.012 IV=38.5% -0.0 EDGX 660 x $4.55 - $4.70 x 538 EDGX Vega=$92k BABA=88.86 Ref - >>2000 PBR Jan24 20.0 Calls $0.09 (CboeTheo=0.11) BID AMEX 13:10:09.614 IV=33.5% -1.4 BOX 172 x $0.09 - $0.12 x 104 BXO SPREAD/CROSS Vega=$2536 PBR=14.86 Ref
- >>2000 PBR Jan24 20.0 Puts $5.41 (CboeTheo=5.40) ASK AMEX 13:10:09.615 IV=41.0% +2.7 ARCA 1711 x $5.35 - $5.45 x 1 ARCA SPREAD/CROSS Vega=$3730 PBR=14.86 Ref
- >>4215 WFC Sep23 42.5 Calls $0.14 (CboeTheo=0.14) BID PHLX 13:11:20.655 IV=26.0% +2.9 C2 1212 x $0.14 - $0.15 x 577 C2 SPREAD/CROSS/TIED Vega=$5537 WFC=41.53 Ref
- >>4215 WFC Nov23 40.0 Puts $1.15 (CboeTheo=1.16) BID PHLX 13:11:20.655 IV=26.6% +0.0 ARCA 23 x $1.15 - $1.16 x 191 C2 SPREAD/CROSS/TIED Vega=$28k WFC=41.53 Ref
- SWEEP DETECTED:
>>2695 WFC Oct23 27th 44.0 Calls $0.64 (CboeTheo=0.62) ASK [MULTI] 13:13:42.257 IV=24.2% +0.5 BOX 14 x $0.59 - $0.64 x 423 C2 ISO - OPENING Vega=$14k WFC=41.55 Ref - >>4428 WFC Oct23 45.0 Calls $0.33 (CboeTheo=0.33) BID PHLX 13:14:10.221 IV=24.0% +0.1 BXO 35 x $0.33 - $0.34 x 61 NOM FLOOR Vega=$17k WFC=41.59 Ref
- >>Market Color VKTX - Bullish option flow detected in Viking Therapeutics (15.63 -0.26) with 2,694 calls trading (1.1x expected) and implied vol increasing over 18 points to 138.13%. . The Put/Call Ratio is 0.06. Earnings are expected on 10/25. (Autocolor [VKTX 15.63 -0.26 Ref, IV=138.1% +18.1] #Bullish
- SWEEP DETECTED:
>>3000 AMZN Sep23 135 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 13:15:10.742 IV=31.7% +7.1 C2 614 x $0.14 - $0.15 x 765 EMLD ISO Vega=$6297 AMZN=141.68 Ref - >>3500 CHWY Jan25 15.0 Puts $1.67 (CboeTheo=1.68) BID PHLX 13:16:01.586 IV=58.0% -0.7 NOM 25 x $1.67 - $1.70 x 5 GEMX SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$22k CHWY=22.53 Ref
- >>5000 MARA Dec23 8.0 Puts $0.93 (CboeTheo=0.90) Above Ask! AMEX 13:22:31.521 IV=100.4% -0.1 CBOE 467 x $0.89 - $0.91 x 1 MPRL SPREAD/FLOOR - OPENING SSR Vega=$7877 MARA=10.10 Ref
- >>2500 MARA Dec23 10.0 Puts $1.83 (CboeTheo=1.87) BID AMEX 13:22:31.521 IV=95.3% -3.2 CBOE 890 x $1.83 - $1.90 x 222 EDGX SPREAD/FLOOR SSR Vega=$4923 MARA=10.10 Ref
- >>4500 MARA Nov23 12.0 Puts $2.85 (CboeTheo=2.89) BID AMEX 13:22:31.519 IV=96.0% -1.9 CBOE 1421 x $2.84 - $2.93 x 1104 EDGX SPREAD/FLOOR SSR Vega=$7583 MARA=10.10 Ref
- >>2500 MARA Dec23 8.0 Puts $0.94 (CboeTheo=0.90) Above Ask! AMEX 13:22:31.522 IV=101.0% +0.5 CBOE 467 x $0.89 - $0.91 x 1 MPRL SPREAD/FLOOR - OPENING SSR Vega=$3942 MARA=10.10 Ref
- >>Unusual Volume FL - 3x market weighted volume: 34.9k = 56.3k projected vs 18.5k adv, 95% calls, 15% of OI [FL 18.16 +0.01 Ref, IV=48.9% +5.8]
- SWEEP DETECTED:
>>2468 T Sep23 15.0 Calls $0.02 (CboeTheo=0.01) ASK [MULTI] 13:48:33.309 IV=23.7% +3.0 C2 5688 x $0.01 - $0.02 x 2798 C2 AUCTION Vega=$757 T=14.54 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 686 SAVE Oct23 17.5 Calls $1.40 (CboeTheo=1.51) BID [MULTI] 13:48:59.713 IV=52.0% -5.0 ISE 14 x $1.39 - $2.00 x 223 PHLX
Delta=59%, EST. IMPACT = 40k Shares ($712k) To Sell SAVE=17.70 Ref - >>10000 DIS Oct23 90.0 Calls $0.64 (CboeTheo=0.63) ASK BOX 13:49:11.376 IV=25.8% -0.2 EMLD 364 x $0.62 - $0.64 x 320 C2 SPREAD/FLOOR Vega=$71k DIS=82.38 Ref
- >>10000 DIS Oct23 100 Calls $0.15 (CboeTheo=0.15) BID BOX 13:49:11.376 IV=32.5% -0.9 C2 327 x $0.15 - $0.16 x 630 EMLD SPREAD/FLOOR Vega=$26k DIS=82.38 Ref
- >>2000 GPS Oct23 11.0 Calls $0.56 (CboeTheo=0.56) ASK PHLX 13:49:11.929 IV=40.7% +0.1 CBOE 555 x $0.53 - $0.57 x 424 EMLD SPREAD/FLOOR - OPENING Vega=$2794 GPS=11.02 Ref
- >>2000 GPS Sep23 11.0 Calls $0.20 (CboeTheo=0.22) Below Bid! PHLX 13:49:11.929 IV=40.0% +0.4 BXO 4 x $0.21 - $0.23 x 173 C2 SPREAD/FLOOR Vega=$931 GPS=11.02 Ref
- SWEEP DETECTED:
>>2467 T Oct23 15.0 Calls $0.20 (CboeTheo=0.20) BID [MULTI] 13:49:45.399 IV=22.6% -0.7 MPRL 2579 x $0.20 - $0.21 x 5490 C2 Vega=$4002 T=14.54 Ref - SWEEP DETECTED:
>>2500 TSLA Oct23 190 Puts $0.742 (CboeTheo=0.73) Above Ask! [MULTI] 13:51:47.677 IV=63.9% +5.7 C2 754 x $0.72 - $0.74 x 282 EMLD Vega=$16k TSLA=272.74 Ref - SWEEP DETECTED:
>>3757 KVUE Dec23 22.5 Calls $1.20 (CboeTheo=1.16) ASK [MULTI] 13:52:34.099 IV=29.6% -4.1 C2 97 x $1.10 - $1.20 x 1138 PHLX Vega=$17k KVUE=22.06 Ref - >>3280 GSM Oct23 5.0 Calls $0.55 (CboeTheo=0.51) ASK PHLX 13:53:33.224 IV=47.5% +3.8 PHLX 731 x $0.45 - $0.55 x 67 GEMX SPREAD/FLOOR - OPENING Vega=$1966 GSM=5.34 Ref
- >>4100 GSM Sep23 5.0 Calls $0.35 (CboeTheo=0.36) MID PHLX 13:53:33.225 IV=40.9% -5.7 PHLX 313 x $0.30 - $0.40 x 15 MPRL SPREAD/FLOOR Vega=$276 GSM=5.34 Ref
- >>11250 CVNA Jan24 20.0 Puts $0.82 (CboeTheo=0.83) BID PHLX 13:54:27.342 IV=114.0% +0.8 AMEX 242 x $0.81 - $0.85 x 1 ARCA SPREAD/CROSS/TIED Vega=$32k CVNA=50.09 Ref
- >>10000 CVNA Jan24 25.0 Puts $1.59 (CboeTheo=1.59) MID PHLX 13:54:27.354 IV=109.2% +1.3 PHLX 117 x $1.56 - $1.61 x 1 CBOE SPREAD/CROSS/TIED Vega=$45k CVNA=50.09 Ref
- SWEEP DETECTED:
>>2237 LYFT Sep23 22nd 11.5 Calls $0.30 (CboeTheo=0.31) BID [MULTI] 13:54:29.670 IV=53.0% -1.3 GEMX 1118 x $0.30 - $0.31 x 423 C2 OPENING Vega=$1712 LYFT=11.21 Ref - >>2180 HPQ Sep23 30.0 Calls $0.06 (CboeTheo=0.06) MID PHLX 13:57:51.912 IV=19.8% +1.1 GEMX 729 x $0.05 - $0.07 x 229 C2 SPREAD/CROSS/TIED - OPENING ExDiv Vega=$1827 HPQ=29.66 Ref
- >>2180 HPQ Sep23 30.0 Puts $0.61 (CboeTheo=0.64) BID PHLX 13:57:51.912 IV=15.2% -3.6 CBOE 370 x $0.61 - $0.66 x 50 EMLD SPREAD/CROSS/TIED ExDiv Vega=$1204 HPQ=29.66 Ref
- >>2897 BABA Sep23 110 Puts $20.91 (CboeTheo=20.92) BID CBOE 13:57:56.998 BOX 35 x $20.85 - $21.00 x 36 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=89.08 Ref
- >>4437 BABA Sep23 105 Puts $15.91 (CboeTheo=15.92) BID CBOE 13:57:56.998 BOX 42 x $15.85 - $16.00 x 48 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=89.08 Ref
- >>5002 BABA Sep23 120 Puts $30.91 (CboeTheo=30.92) ASK CBOE 13:57:57.023 BXO 12 x $30.85 - $30.95 x 10 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=89.08 Ref
- >>2017 BABA Sep23 115 Puts $25.91 (CboeTheo=25.92) BID CBOE 13:57:57.023 BXO 35 x $25.85 - $26.00 x 29 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=89.08 Ref
- >>12000 KVUE Sep23 37.5 Puts $15.40 (CboeTheo=15.38) MID CBOE 13:58:10.255 IV=228.5% +121.8 NOM 134 x $15.30 - $15.50 x 144 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$1260 KVUE=22.12 Ref
- >>12000 KVUE Sep23 30.0 Puts $7.90 (CboeTheo=7.88) MID CBOE 13:58:10.317 IV=144.4% +37.7 PHLX 507 x $7.80 - $8.00 x 996 PHLX SPREAD/LEGGED/FLOOR Vega=$1717 KVUE=22.12 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 868 THO Sep23 95.0 Puts $0.45 (CboeTheo=0.55) BID [MULTI] 13:58:23.816 IV=34.6% +0.3 NOM 17 x $0.45 - $0.65 x 33 CBOE
Delta=-22%, EST. IMPACT = 19k Shares ($1.85m) To Buy THO=97.53 Ref - >>8000 JNJ Sep23 210 Puts $47.97 (CboeTheo=47.99) MID CBOE 13:58:41.488 BOX 18 x $47.85 - $48.10 x 15 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=162.01 Ref
- >>8000 JNJ Jan24 200 Puts $37.97 (CboeTheo=37.99) MID CBOE 13:58:41.560 BOX 6 x $37.85 - $38.10 x 6 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=162.01 Ref
- >>3000 C Sep23 75.0 Puts $34.30 (CboeTheo=34.28) MID CBOE 13:58:54.799 IV=248.5% +88.3 BXO 17 x $34.25 - $34.35 x 73 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$399 C=40.73 Ref
- >>3000 C Sep23 50.0 Puts $9.30 (CboeTheo=9.28) MID CBOE 13:58:54.903 IV=99.3% +37.0 MPRL 31 x $9.25 - $9.35 x 60 CBOE SPREAD/LEGGED/FLOOR Vega=$761 C=40.73 Ref
- SWEEP DETECTED:
>>3432 CCL Sep23 16.0 Calls $0.07 (CboeTheo=0.07) BID [MULTI] 13:59:30.116 IV=40.1% -2.3 EMLD 663 x $0.07 - $0.08 x 1110 EMLD Vega=$1569 CCL=15.40 Ref - SPLIT TICKET:
>>2535 SPXW Sep23 12th 4430 Puts $0.65 (CboeTheo=0.64) MID [CBOE] 13:59:47.765 IV=14.0% +4.8 CBOE 1115 x $0.60 - $0.70 x 839 CBOE LATE - OPENING Vega=$66k SPX=4486.94 Fwd - SPLIT TICKET:
>>2535 SPXW Sep23 12th 4400 Puts $0.35 (CboeTheo=0.29) ASK [CBOE] 13:59:47.783 IV=17.9% +7.8 CBOE 2084 x $0.25 - $0.35 x 1936 CBOE LATE Vega=$36k SPX=4486.94 Fwd - >>2125 TSLA Jan24 450 Puts $177.16 (CboeTheo=177.05) BID CBOE 13:59:52.525 IV=54.2% +1.1 CBOE 203 x $176.50 - $177.85 x 220 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$19k TSLA=272.98 Ref
- >>2125 TSLA Jan24 475 Puts $202.16 (CboeTheo=202.02) ASK CBOE 13:59:52.606 IV=58.9% +4.3 CBOE 220 x $201.20 - $202.80 x 210 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$18k TSLA=272.98 Ref
- >>3021 SQ Sep23 70.0 Puts $15.97 (CboeTheo=15.98) MID CBOE 14:01:15.251 PHLX 30 x $15.90 - $16.05 x 60 BOX SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.02 Ref
- >>2277 SQ Sep23 67.5 Puts $13.47 (CboeTheo=13.48) MID CBOE 14:01:15.347 PHLX 31 x $13.40 - $13.55 x 70 ARCA SPREAD/LEGGED/FLOOR Vega=$0 SQ=54.02 Ref
- >>5500 NEE Sep23 75.0 Puts $7.40 (CboeTheo=7.45) MID CBOE 14:01:34.950 CBOE 47 x $7.30 - $7.50 x 21 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=67.56 Ref
- >>7500 NEE Sep23 72.5 Puts $4.90 (CboeTheo=4.95) BID CBOE 14:01:35.064 MIAX 50 x $4.80 - $5.10 x 45 BZX SPREAD/LEGGED/FLOOR Vega=$0 NEE=67.56 Ref
- >>3000 META Sep23 300 Calls $9.89 (CboeTheo=9.83) ASK AMEX 14:02:02.192 IV=38.2% +6.7 BOX 22 x $9.75 - $9.90 x 28 BOX SPREAD/CROSS Vega=$31k META=307.69 Ref
- >>3000 META Sep23 300 Puts $1.85 (CboeTheo=1.87) BID AMEX 14:02:02.192 IV=37.5% +7.6 BXO 29 x $1.85 - $1.88 x 52 BXO SPREAD/CROSS Vega=$31k META=307.69 Ref
- >>5000 USM Jan24 50.0 Calls $5.10 (CboeTheo=5.09) BID PHLX 14:03:02.033 IV=79.3% +1.3 MRX 6 x $4.80 - $5.50 x 45 PHLX SPREAD/FLOOR - OPENING Vega=$49k USM=41.20 Ref
- >>5000 USM Jan24 60.0 Calls $2.75 (CboeTheo=3.26) BID PHLX 14:03:02.033 IV=76.2% -0.6 PHLX 116 x $2.55 - $4.00 x 81 PHLX SPREAD/FLOOR - OPENING Vega=$42k USM=41.20 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 SAVE Oct23 17.5 Calls $1.65 (CboeTheo=1.60) ASK [MULTI] 14:03:09.413 IV=57.0% +0.1 PHLX 99 x $1.46 - $1.65 x 84 PHLX
Delta=62%, EST. IMPACT = 31k Shares ($550k) To Buy SAVE=17.82 Ref - >>3000 PFE Sep23 42.5 Puts $8.57 (CboeTheo=8.61) BID CBOE 14:03:34.232 BOX 32 x $8.55 - $8.65 x 31 BOX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$0 PFE=33.90 Ref
- >>4500 PFE Sep23 40.0 Puts $6.07 (CboeTheo=6.11) ASK CBOE 14:03:34.369 NOM 107 x $5.80 - $6.15 x 12 BOX SPREAD/LEGGED/FLOOR 52WeekLow Vega=$0 PFE=33.90 Ref
- >>3000 ZM Jan24 130 Puts $57.30 (CboeTheo=57.31) MID CBOE 14:04:07.109 BZX 2 x $57.20 - $57.40 x 4 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=72.69 Ref
- >>3000 ZM Jan24 135 Puts $62.30 (CboeTheo=62.31) MID CBOE 14:04:07.179 EDGX 3 x $62.20 - $62.40 x 3 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=72.69 Ref
- >>3599 PLTR Sep23 17.0 Calls $0.10 (CboeTheo=0.09) ASK GEMX 14:04:47.910 IV=66.7% +8.6 C2 593 x $0.09 - $0.10 x 4816 EMLD ISO Vega=$1554 PLTR=15.85 Ref
- SWEEP DETECTED:
>>5000 PLTR Sep23 17.0 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 14:04:47.909 IV=66.7% +8.6 C2 593 x $0.09 - $0.10 x 4816 EMLD Vega=$2158 PLTR=15.85 Ref - >>3000 BYND Jan24 15.0 Calls $0.55 (CboeTheo=0.56) MID AMEX 14:05:49.954 IV=78.4% -1.0 BOX 15 x $0.51 - $0.60 x 9 GEMX SPREAD/CROSS Vega=$5616 BYND=10.56 Ref
- >>3000 BYND Jan24 15.0 Puts $5.83 (CboeTheo=5.69) ASK AMEX 14:05:49.954 IV=86.4% +7.1 PHLX 311 x $5.50 - $6.00 x 130 PHLX SPREAD/CROSS Vega=$5798 BYND=10.56 Ref
- SWEEP DETECTED:
>>3232 MO Nov23 42.5 Puts $0.63 (CboeTheo=0.62) ASK [MULTI] 14:06:29.899 IV=16.7% +0.3 MIAX 108 x $0.62 - $0.63 x 593 MRX OPENING Vega=$21k MO=44.52 Ref - >>2285 MO Nov23 42.5 Puts $0.65 (CboeTheo=0.65) MID CBOE 14:07:02.623 IV=16.7% +0.3 C2 126 x $0.63 - $0.66 x 100 PHLX AUCTION - OPENING Vega=$15k MO=44.48 Ref
- >>3000 TGT Sep23 145 Puts $22.02 (CboeTheo=22.02) MID CBOE 14:08:12.642 BXO 8 x $21.95 - $22.10 x 25 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TGT=122.97 Ref
- SWEEP DETECTED:
>>2297 KVUE Sep23 22.0 Calls $0.45 (CboeTheo=0.46) BID [MULTI] 14:08:53.842 IV=37.9% -9.4 EMLD 652 x $0.45 - $0.50 x 776 CBOE Vega=$2102 KVUE=22.18 Ref - >>2500 JPM Sep23 155 Puts $10.90 (CboeTheo=10.90) MID CBOE 14:09:25.032 IV=33.1% +8.6 BZX 62 x $10.80 - $11.00 x 42 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$495 JPM=144.10 Ref
- >>2500 JPM Sep23 160 Puts $15.90 (CboeTheo=15.90) MID CBOE 14:09:25.098 IV=44.9% +13.7 BZX 45 x $15.80 - $16.00 x 39 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$369 JPM=144.10 Ref
- >>3500 UPS Sep23 180 Puts $18.84 (CboeTheo=18.84) BID CBOE 14:10:21.229 BXO 15 x $18.70 - $19.00 x 77 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 UPS=161.16 Ref
- >>2950 UPS Sep23 175 Puts $13.85 (CboeTheo=13.84) ASK CBOE 14:10:21.342 IV=39.6% +14.9 BXO 16 x $13.70 - $13.95 x 12 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$1872 UPS=161.16 Ref
- SPLIT TICKET:
>>1125 SPX Dec23 4000 Puts $22.40 (CboeTheo=22.36) ASK [CBOE] 14:11:27.269 IV=20.1% +0.1 CBOE 1511 x $22.20 - $22.50 x 214 CBOE LATE Vega=$465k SPX=4537.52 Fwd - >>2100 BAC Jan24 38.0 Puts $9.55 (CboeTheo=9.54) MID CBOE 14:13:15.444 IV=33.3% +9.6 PHLX 122 x $9.50 - $9.60 x 102 PHLX SPREAD/LEGGED/FLOOR Vega=$1859 BAC=28.45 Ref
- >>3000 BAC Sep23 33.0 Puts $4.55 (CboeTheo=4.54) MID CBOE 14:13:15.594 IV=68.9% +23.8 ISE 159 x $4.50 - $4.60 x 244 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$361 BAC=28.45 Ref
- >>Market Color ARRY - Bullish option flow detected in Array Technologies (23.47 +0.04) with 7,171 calls trading (1.4x expected) and implied vol increasing over 1 point to 46.45%. . The Put/Call Ratio is 0.04. Earnings are expected on 11/07. (Autocolor [ARRY 23.47 +0.04 Ref, IV=46.5% +1.5] #Bullish
- >>2926 GM Sep23 40.0 Puts $7.30 (CboeTheo=7.29) MID CBOE 14:15:45.640 IV=87.5% +32.8 CBOE 59 x $7.25 - $7.35 x 86 CBOE SPREAD/LEGGED/FLOOR Vega=$301 GM=32.70 Ref
- >>5011 GM Jan24 45.0 Puts $12.30 (CboeTheo=12.29) MID CBOE 14:15:45.786 IV=36.9% +6.4 BOX 31 x $12.25 - $12.35 x 62 BXO SPREAD/LEGGED/FLOOR Vega=$4745 GM=32.70 Ref
- >>2250 TSEM Jan24 45.0 Puts $16.75 (CboeTheo=16.80) MID CBOE 14:16:26.476 BOX 75 x $16.60 - $16.90 x 20 BOX SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.20 Ref
- >>3000 TSEM Oct23 43.0 Puts $14.75 (CboeTheo=14.80) MID CBOE 14:16:26.538 BOX 79 x $14.60 - $14.90 x 50 BOX SPREAD/LEGGED/FLOOR Vega=$0 TSEM=28.20 Ref
- >>3000 HPQ Sep23 30.0 Calls $0.06 (CboeTheo=0.06) MID PHLX 14:17:07.259 IV=20.3% +1.6 GEMX 918 x $0.05 - $0.07 x 273 C2 SPREAD/CROSS/TIED - OPENING ExDiv Vega=$2479 HPQ=29.64 Ref
- >>3000 HPQ Sep23 30.0 Puts $0.64 (CboeTheo=0.66) BID PHLX 14:17:07.259 IV=17.1% -1.6 CBOE 381 x $0.63 - $0.67 x 15 BXO SPREAD/CROSS/TIED - OPENING ExDiv Vega=$1944 HPQ=29.64 Ref
- SWEEP DETECTED:
>>2091 AMZN Sep23 150 Calls $0.07 (CboeTheo=0.06) ASK [MULTI] 14:17:05.836 IV=27.3% -1.7 C2 1014 x $0.06 - $0.07 x 464 EMLD Vega=$3004 AMZN=142.50 Ref - SWEEP DETECTED:
>>3000 NU Oct23 9.0 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 14:18:13.714 IV=44.3% -7.8 C2 441 x $0.04 - $0.05 x 1970 EMLD ISO Vega=$1334 NU=7.38 Ref - SWEEP DETECTED:
>>2968 CGC Jan24 2.0 Calls $0.51 (CboeTheo=0.51) BID [MULTI] 14:20:22.596 IV=186.8% -12.8 NOM 359 x $0.51 - $0.52 x 1308 EMLD ISO Vega=$1004 CGC=1.54 Ref - SWEEP DETECTED:
>>2437 INTC Sep23 38.0 Puts $0.34 (CboeTheo=0.34) BID [MULTI] 14:20:49.136 IV=35.4% +1.5 C2 48 x $0.34 - $0.35 x 583 C2 ISO Vega=$3670 INTC=38.52 Ref - SWEEP DETECTED:
>>3000 INTC Sep23 40.0 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 14:21:19.570 IV=37.6% +0.8 GEMX 849 x $0.14 - $0.15 x 521 C2 ISO Vega=$3283 INTC=38.52 Ref - SWEEP DETECTED:
>>3751 CGC Sep23 22nd 1.5 Calls $0.33 (CboeTheo=0.33) ASK [MULTI] 14:26:05.934 IV=300.4% -14.8 ARCA 100 x $0.32 - $0.33 x 1806 EMLD OPENING Vega=$381 CGC=1.54 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 700 FDUS Mar24 20.0 Calls $0.599 (CboeTheo=0.56) ASK [MULTI] 14:26:12.368 IV=16.6% -12.0 CBOE 232 x $0.45 - $0.60 x 124 CBOE ISO - OPENING
Delta=41%, EST. IMPACT = 29k Shares ($560k) To Buy FDUS=19.38 Ref - SWEEP DETECTED:
>>3530 TSLA Sep23 165 Puts $0.01 ASK [MULTI] 14:26:36.829 IV=156.7% +45.9 EMLD 0 x $0.00 - $0.01 x 3162 C2 OPENING Vega=$285 TSLA=273.87 Ref - SWEEP DETECTED:
>>4158 TSLA Sep23 22nd 115 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:28:20.205 IV=158.4% +31.7 C2 0 x $0.00 - $0.01 x 9165 C2 OPENING Vega=$348 TSLA=273.85 Ref - SWEEP DETECTED:
>>4158 TSLA Sep23 22nd 115 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:28:28.514 IV=158.5% +31.8 AMEX 0 x $0.00 - $0.01 x 5240 C2 OPENING Vega=$347 TSLA=273.92 Ref - >>2000 PBR Jan24 20.0 Calls $0.09 (CboeTheo=0.10) BID AMEX 14:29:37.940 IV=33.9% -1.0 ARCA 293 x $0.09 - $0.11 x 1534 ARCA SPREAD/CROSS Vega=$2517 PBR=14.80 Ref
- >>2000 PBR Jan24 20.0 Puts $5.48 (CboeTheo=5.40) MID AMEX 14:29:37.940 IV=42.2% +3.9 ARCA 1721 x $5.40 - $5.55 x 10 BXO SPREAD/CROSS Vega=$3816 PBR=14.80 Ref
- SWEEP DETECTED:
>>2001 PBR Jan24 15.0 Puts $1.44 (CboeTheo=1.43) BID [MULTI] 14:29:50.435 IV=36.3% -1.5 ARCA 1534 x $1.44 - $1.51 x 1565 ARCA Vega=$6844 PBR=14.80 Ref - SPLIT TICKET:
>>4000 TSLA Sep23 22nd 115 Puts $0.01 (CboeTheo=0.01) ASK [C2] 14:30:48.693 IV=158.6% +31.9 BOX 0 x $0.00 - $0.01 x 7302 C2 OPENING Vega=$334 TSLA=274.08 Ref - SPLIT TICKET:
>>3000 TSLA Sep23 29th 90.0 Puts $0.01 (CboeTheo=0.01) ASK [C2] 14:32:43.548 IV=157.7% +29.7 MRX 0 x $0.00 - $0.01 x 7307 C2 OPENING Vega=$256 TSLA=273.85 Ref - SPLIT TICKET:
>>3000 TSLA Sep23 29th 90.0 Puts $0.01 (CboeTheo=0.01) ASK [C2] 14:32:51.632 IV=157.7% +29.7 MRX 0 x $0.00 - $0.01 x 5341 C2 OPENING Vega=$256 TSLA=273.85 Ref - >>2000 AAPL Jan24 180 Puts $8.50 (CboeTheo=8.51) BID PHLX 14:34:12.339 IV=22.6% -0.3 BXO 359 x $8.50 - $8.55 x 402 MIAX SPREAD/CROSS/TIED Vega=$84k AAPL=179.46 Ref
- >>7005 DIS Nov23 110 Calls $0.18 (CboeTheo=0.18) BID AMEX 14:36:35.493 IV=34.6% -0.7 C2 70 x $0.18 - $0.19 x 251 C2 SPREAD/FLOOR Vega=$22k DIS=82.77 Ref
- >>7005 DIS Nov23 100 Calls $0.53 (CboeTheo=0.52) ASK AMEX 14:36:35.493 IV=31.4% -0.2 BXO 6 x $0.52 - $0.53 x 164 C2 SPREAD/FLOOR Vega=$47k DIS=82.77 Ref
- >>2994 EBAY Sep23 43.5 Puts $0.28 (CboeTheo=0.28) MID PHLX 14:37:35.817 IV=22.7% +1.9 NOM 16 x $0.27 - $0.29 x 27 MPRL COB/AUCTION Vega=$5282 EBAY=43.77 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 930 CSTM Sep23 22nd 17.5 Puts $0.35 (CboeTheo=0.31) ASK [MULTI] 14:37:51.194 IV=30.1% +2.8 PHLX 259 x $0.25 - $0.35 x 163 PHLX ISO - OPENING
Delta=-48%, EST. IMPACT = 44k Shares ($777k) To Sell CSTM=17.50 Ref - SWEEP DETECTED:
>>5000 CCL Jan24 12.5 Puts $0.58 (CboeTheo=0.59) BID [MULTI] 14:37:53.074 IV=52.8% -0.2 EMLD 1123 x $0.58 - $0.60 x 511 EDGX Vega=$12k CCL=15.47 Ref - >>2070 CSTM Sep23 22nd 17.5 Puts $0.40 (CboeTheo=0.36) BID PHLX 14:38:02.932 IV=29.7% +2.3 PHLX 63 x $0.35 - $1.50 x 90 PHLX FLOOR - OPENING Vega=$2494 CSTM=17.39 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 6927 BB Dec23 5.0 Puts $0.48 (CboeTheo=0.46) ASK [MULTI] 14:38:16.599 IV=60.9% -0.1 BOX 17 x $0.44 - $0.48 x 819 CBOE ISO - OPENING
Delta=-36%, EST. IMPACT = 250k Shares ($1.32m) To Sell BB=5.26 Ref - SPLIT TICKET:
>>3000 TSLA Sep23 29th 90.0 Puts $0.01 (CboeTheo=0.01) ASK [C2] 14:40:17.965 IV=157.8% +29.7 MRX 0 x $0.00 - $0.01 x 10k C2 OPENING Vega=$256 TSLA=273.97 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 BCLI Oct23 1.0 Puts $0.248 (CboeTheo=0.25) ASK [MULTI] 14:40:59.978 IV=258.1% +9.7 PHLX 144 x $0.20 - $0.25 x 251 NOM ISO
Delta=-22%, EST. IMPACT = 11k Shares ($15k) To Sell BCLI=1.39 Ref - >>3200 SPXW Oct23 6th 3700 Puts $1.05 (CboeTheo=1.08) BID CBOE 14:42:29.447 IV=31.9% +1.6 CBOE 139 x $1.05 - $1.10 x 1094 CBOE FLOOR - OPENING Vega=$93k SPX=4501.40 Fwd
- >>1000 SPXW Oct23 6th 3700 Puts $1.05 (CboeTheo=1.08) BID CBOE 14:42:29.630 IV=31.9% +1.6 CBOE 139 x $1.05 - $1.10 x 1094 CBOE FLOOR Vega=$29k SPX=4501.40 Fwd
- SPLIT TICKET:
>>7000 SPXW Oct23 6th 3700 Puts $1.05 (CboeTheo=1.08) BID [CBOE] 14:42:29.447 IV=31.9% +1.6 CBOE 139 x $1.05 - $1.10 x 1094 CBOE FLOOR - OPENING Vega=$203k SPX=4501.40 Fwd - >>6000 F Jan25 12.35 Puts $1.80 (CboeTheo=1.82) BID ARCA 14:42:39.983 IV=33.3% -0.8 AMEX 12 x $1.80 - $1.84 x 11 ARCA SPREAD/CROSS Vega=$31k F=12.21 Ref
- >>3000 F Jan24 11.35 Puts $0.51 (CboeTheo=0.51) ASK ARCA 14:42:39.983 IV=32.4% -0.5 EMLD 4552 x $0.50 - $0.51 x 2215 EMLD SPREAD/CROSS Vega=$7617 F=12.21 Ref
- SWEEP DETECTED:
>>2380 NVDA Sep23 445 Puts $5.75 (CboeTheo=5.79) BID [MULTI] 14:43:41.697 IV=42.1% +6.3 PHLX 291 x $5.75 - $5.85 x 50 BXO Vega=$44k NVDA=449.45 Ref - >>Market Color EDR - Bullish option flow detected in Endeavor Group Holdings (21.91 +0.11) with 3,778 calls trading (1.3x expected) and implied vol increasing over 1 point to 34.13%. . The Put/Call Ratio is 0.21. Earnings are expected on 11/09. (Autocolor [EDR 21.91 +0.11 Ref, IV=34.1% +1.3] #Bullish
- >>2000 ONON Sep23 29th 35.0 Calls $0.10 (CboeTheo=0.07) ASK BOX 14:48:01.405 IV=46.4% +6.5 MPRL 27 x $0.05 - $0.10 x 709 CBOE FLOOR Vega=$1939 ONON=29.95 Ref
- >>10000 AMZN Sep23 145 Calls $0.65 (CboeTheo=0.68) Below Bid! PHLX 14:48:50.856 IV=25.4% +1.5 MPRL 986 x $0.67 - $0.69 x 54 BXO AUCTION Vega=$51k AMZN=142.54 Ref
- SWEEP DETECTED:
>>10012 AMZN Sep23 145 Calls $0.65 (CboeTheo=0.68) Below Bid! [MULTI] 14:48:50.835 IV=25.8% +1.9 NOM 20 x $0.66 - $0.67 x 12 BZX Vega=$51k AMZN=142.55 Ref - >>2100 ORCL Dec23 130 Puts $8.76 (CboeTheo=8.84) BID BOX 14:51:52.030 IV=28.8% -0.7 CBOE 118 x $8.75 - $8.90 x 252 CBOE SPREAD/CROSS - OPENING Pre-Earnings Vega=$53k ORCL=126.33 Ref
- >>2100 ORCL Dec23 110 Puts $1.92 (CboeTheo=1.90) ASK BOX 14:51:52.030 IV=32.4% -0.3 CBOE 217 x $1.88 - $1.92 x 16 BOX SPREAD/CROSS Pre-Earnings Vega=$34k ORCL=126.33 Ref
- >>Unusual Volume STEM - 3x market weighted volume: 11.5k = 15.1k projected vs 4351 adv, 50% calls, 8% of OI [STEM 4.75 -0.03 Ref, IV=81.8% -0.0]
- >>5000 AMD Oct23 100 Calls $8.80 (CboeTheo=8.73) ASK AMEX 14:54:40.734 IV=40.5% -0.0 PHLX 36 x $8.70 - $8.80 x 251 PHLX SPREAD/CROSS - OPENING Vega=$61k AMD=105.16 Ref
- >>5000 AMD Oct23 100 Puts $2.93 (CboeTheo=2.94) BID AMEX 14:54:40.734 IV=39.8% -0.6 BXO 40 x $2.93 - $2.95 x 70 BXO SPREAD/CROSS Vega=$61k AMD=105.16 Ref
- SWEEP DETECTED:
>>5000 F Jan24 11.35 Puts $0.51 (CboeTheo=0.51) ASK [MULTI] 14:57:26.821 IV=32.4% -0.5 EMLD 2315 x $0.50 - $0.51 x 2188 EMLD ISO Vega=$13k F=12.21 Ref - SPLIT TICKET:
>>1040 RUT Oct23 1830 Puts $25.97 (CboeTheo=26.05) BID [CBOE] 14:58:33.567 IV=17.1% -0.6 C2 41 x $25.80 - $26.30 x 140 CBOE LATE Vega=$235k RUT=1864.63 Fwd - SPLIT TICKET:
>>1050 RUT Nov23 1800 Puts $28.86 (CboeTheo=28.99) BID [CBOE] 14:58:33.567 IV=18.4% -0.5 CBOE 10 x $28.80 - $29.30 x 162 CBOE LATE - OPENING Vega=$291k RUT=1870.58 Fwd - >>10000 CVS Nov23 77.5 Calls $0.46 (CboeTheo=0.42) Above Ask! ARCA 14:59:34.870 IV=25.1% +1.8 BOX 60 x $0.40 - $0.45 x 11 BXO SPREAD/FLOOR - OPENING Vega=$64k CVS=68.17 Ref
- >>10000 CVS Nov23 80.0 Calls $0.22 (CboeTheo=0.24) BID ARCA 14:59:34.870 IV=24.4% -0.3 BOX 28 x $0.22 - $0.26 x 11 BXO SPREAD/FLOOR Vega=$42k CVS=68.17 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1410 FYBR Oct23 15.0 Calls $1.05 (CboeTheo=1.01) ASK [MULTI] 15:01:24.009 IV=65.0% +3.0 PHLX 385 x $0.95 - $1.05 x 137 PHLX
Delta=49%, EST. IMPACT = 69k Shares ($1.00m) To Buy FYBR=14.48 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 OGI Sep23 2.0 Calls $0.10 (CboeTheo=0.05) ASK [MULTI] 15:05:16.878 IV=201.8% +106.3 NOM 2 x $0.05 - $0.10 x 399 CBOE
Delta=40%, EST. IMPACT = 20k Shares ($38k) To Buy OGI=1.89 Ref - >>Unusual Volume BLNK - 3x market weighted volume: 18.1k = 22.4k projected vs 6884 adv, 68% calls, 11% of OI [BLNK 3.60 +0.04 Ref, IV=71.9% +2.9]
- >>2000 AAPL Jan24 220 Calls $0.60 (CboeTheo=0.63) Below Bid! PHLX 15:06:28.440 IV=19.7% -0.7 BXO 359 x $0.62 - $0.63 x 580 BXO SPREAD/FLOOR Vega=$30k AAPL=179.72 Ref
- >>Unusual Volume LRCX - 3x market weighted volume: 25.7k = 31.8k projected vs 10.6k adv, 77% calls, 24% of OI ExDiv [LRCX 660.53 -8.35 Ref, IV=32.1% +0.3]
- >>5000 STEM Oct23 10.0 Calls $0.05 (CboeTheo=0.01) ASK PHLX 15:08:02.957 IV=132.0% +34.3 ARCA 0 x $0.00 - $0.05 x 1140 PHLX SPREAD/CROSS/TIED Vega=$1002 STEM=4.75 Ref
- >>5000 STEM Oct23 10.0 Puts $5.30 (CboeTheo=5.25) ASK PHLX 15:08:02.957 IV=141.7% +44.0 BXO 17 x $5.20 - $5.30 x 16 BXO SPREAD/CROSS/TIED Vega=$1157 STEM=4.75 Ref
- >>2500 MARA Sep23 14.0 Puts $3.87 (CboeTheo=3.88) BID AMEX 15:09:41.712 IV=144.3% +36.9 CBOE 13 x $3.85 - $3.95 x 173 BOX SPREAD/FLOOR SSR Vega=$109 MARA=10.13 Ref
- >>5000 MARA Sep23 14.0 Calls $0.03 (CboeTheo=0.03) ASK AMEX 15:09:41.713 IV=169.7% +49.6 MPRL 57 x $0.02 - $0.03 x 1614 EMLD SPREAD/FLOOR SSR Vega=$497 MARA=10.13 Ref
- >>5000 MARA Nov23 15.0 Puts $5.32 (CboeTheo=5.30) ASK AMEX 15:09:41.714 IV=101.6% +2.3 EDGX 449 x $5.25 - $5.35 x 101 EDGX SPREAD/FLOOR SSR Vega=$6810 MARA=10.13 Ref
- >>5000 MARA Nov23 15.0 Calls $0.52 (CboeTheo=0.52) BID AMEX 15:09:41.715 IV=99.9% +0.6 ARCA 1 x $0.52 - $0.53 x 5 BZX SPREAD/FLOOR - OPENING SSR Vega=$6863 MARA=10.13 Ref
- >>2500 MARA Sep23 14.0 Puts $3.88 (CboeTheo=3.88) BID AMEX 15:09:41.716 IV=161.2% +53.9 CBOE 13 x $3.85 - $3.95 x 173 BOX SPREAD/FLOOR SSR Vega=$192 MARA=10.13 Ref
- SWEEP DETECTED:
>>2000 AEO Oct23 6th 15.0 Puts $0.274 (CboeTheo=0.27) Above Ask! [MULTI] 15:10:22.293 IV=37.5% +0.5 BXO 12 x $0.25 - $0.26 x 3 MPRL OPENING Vega=$2716 AEO=15.93 Ref - SWEEP DETECTED:
>>2075 AAPL Nov23 200 Calls $1.261 (CboeTheo=1.28) MID [MULTI] 15:10:24.991 IV=21.3% -0.3 MPRL 36 x $1.26 - $1.28 x 79 GEMX Vega=$39k AAPL=179.76 Ref - >>5000 KVUE Sep23 31.0 Puts $9.00 (CboeTheo=8.95) ASK PHLX 15:10:43.700 IV=181.3% +74.7 BOX 24 x $8.90 - $9.00 x 25 BOX SPREAD/FLOOR - OPENING Vega=$1072 KVUE=22.05 Ref
- >>5000 KVUE Sep23 30.0 Puts $8.00 (CboeTheo=7.95) ASK PHLX 15:10:43.700 IV=167.3% +60.7 CBOE 67 x $7.90 - $8.00 x 15 BXO SPREAD/FLOOR Vega=$1130 KVUE=22.05 Ref
- >>2000 JPM Sep23 160 Puts $15.60 (CboeTheo=15.61) ASK PHLX 15:10:44.942 PHLX 132 x $15.40 - $15.65 x 33 BOX SPREAD/FLOOR - OPENING Vega=$0 JPM=144.40 Ref
- >>2000 JPM Sep23 155 Puts $10.60 (CboeTheo=10.61) ASK PHLX 15:10:44.942 BZX 74 x $10.50 - $10.65 x 23 MPRL SPREAD/FLOOR - OPENING Vega=$0 JPM=144.40 Ref
- >>3750 JNJ Sep23 215 Puts $52.80 (CboeTheo=52.83) MID PHLX 15:10:46.304 BOX 18 x $52.70 - $52.90 x 6 BOX FLOOR - OPENING Vega=$0 JNJ=162.18 Ref
- >>7000 JNJ Sep23 210 Puts $47.80 (CboeTheo=47.83) MID PHLX 15:10:46.304 BOX 18 x $47.70 - $47.90 x 6 BOX FLOOR - OPENING Vega=$0 JNJ=162.18 Ref
- >>3500 ZM Jan24 195 Puts $122.25 (CboeTheo=122.30) BID PHLX 15:10:52.105 EDGX 3 x $122.20 - $122.40 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=72.70 Ref
- >>3500 ZM Jan24 130 Puts $57.25 (CboeTheo=57.30) BID PHLX 15:10:52.105 EDGX 4 x $57.20 - $57.40 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 ZM=72.70 Ref
- >>3850 GM Jan24 50.0 Puts $17.40 (CboeTheo=17.42) BID PHLX 15:10:58.804 BOX 42 x $17.35 - $17.50 x 32 BOX FLOOR - OPENING Vega=$0 GM=32.59 Ref
- >>4000 GM Sep23 40.0 Puts $7.40 (CboeTheo=7.42) MID PHLX 15:10:58.804 BOX 98 x $7.35 - $7.45 x 35 NOM FLOOR Vega=$0 GM=32.59 Ref
- >>2120 TSLA Jan24 458.33 Puts $183.90 (CboeTheo=183.93) ASK PHLX 15:11:08.577 CBOE 230 x $183.15 - $184.60 x 177 CBOE FLOOR - OPENING Vega=$0 TSLA=274.40 Ref
- >>2500 TSLA Jan24 450 Puts $175.55 (CboeTheo=175.64) BID PHLX 15:11:08.577 CBOE 230 x $174.90 - $176.30 x 172 CBOE FLOOR - OPENING Vega=$0 TSLA=274.40 Ref
- >>2500 UPS Sep23 180 Puts $18.80 (CboeTheo=18.80) MID PHLX 15:11:04.733 NOM 46 x $18.70 - $18.90 x 51 ARCA FLOOR - OPENING Vega=$0 UPS=161.19 Ref
- >>2500 UPS Sep23 175 Puts $13.80 (CboeTheo=13.80) ASK PHLX 15:11:04.733 NOM 42 x $13.65 - $13.85 x 21 MPRL FLOOR - OPENING Vega=$0 UPS=161.19 Ref
- SPLIT TICKET:
>>2200 TSLA Jan24 458.33 Puts $183.898 (CboeTheo=183.93) ASK [PHLX] 15:11:08.577 CBOE 230 x $183.15 - $184.60 x 177 CBOE FLOOR - OPENING Vega=$0 TSLA=274.40 Ref - >>2750 TGT Sep23 145 Puts $21.85 (CboeTheo=21.84) ASK PHLX 15:11:16.392 IV=71.5% +26.4 BOX 26 x $21.75 - $21.90 x 35 BOX FLOOR - OPENING Vega=$924 TGT=123.16 Ref
- >>2150 TGT Sep23 140 Puts $16.80 (CboeTheo=16.84) BID PHLX 15:11:16.392 BOX 37 x $16.75 - $16.95 x 43 CBOE FLOOR - OPENING Vega=$0 TGT=123.16 Ref
- >>2200 SQ Jan24 100 Puts $45.95 (CboeTheo=46.01) BID PHLX 15:11:17.824 BOX 30 x $45.85 - $46.15 x 30 BOX FLOOR - OPENING Vega=$0 SQ=53.98 Ref
- >>4000 SQ Sep23 70.0 Puts $15.95 (CboeTheo=16.01) BID PHLX 15:11:17.824 NOM 119 x $15.90 - $16.05 x 33 ARCA FLOOR - OPENING Vega=$0 SQ=53.98 Ref
- >>3300 SQ Sep23 67.5 Puts $13.50 (CboeTheo=13.52) MID PHLX 15:11:17.824 BXO 100 x $13.40 - $13.60 x 68 BOX FLOOR - OPENING Vega=$0 SQ=53.98 Ref
- >>2000 SQ Sep23 65.0 Puts $11.05 (CboeTheo=11.02) ASK PHLX 15:11:17.824 IV=92.8% +27.3 BXO 40 x $10.95 - $11.10 x 75 BOX FLOOR Vega=$732 SQ=53.98 Ref
- >>2000 DIS Jan24 160 Puts $77.05 (CboeTheo=77.15) BID PHLX 15:11:19.167 BOX 27 x $76.90 - $77.50 x 36 NOM FLOOR - OPENING Vega=$0 DIS=82.84 Ref
- >>10000 CCJ Sep23 40.0 Calls $0.05 (CboeTheo=0.05) BID PHLX 15:11:42.356 IV=41.0% +3.7 NOM 17 x $0.05 - $0.06 x 86 BXO AUCTION Vega=$5504 CCJ=37.49 Ref
- >>3500 RTX Sep23 85.0 Puts $8.85 (CboeTheo=8.88) BID PHLX 15:12:42.618 BZX 39 x $8.80 - $8.95 x 52 C2 FLOOR 52WeekLow Vega=$0 RTX=76.11 Ref
- >>6750 C Sep23 50.0 Puts $9.30 (CboeTheo=9.31) MID PHLX 15:12:56.419 ARCA 55 x $9.25 - $9.35 x 50 BOX FLOOR - OPENING Vega=$0 C=40.69 Ref
- >>4500 C Sep23 47.5 Puts $6.80 (CboeTheo=6.81) MID PHLX 15:12:56.419 MPRL 50 x $6.75 - $6.85 x 50 BOX FLOOR Vega=$0 C=40.69 Ref
- >>2000 C Sep23 46.0 Puts $5.30 (CboeTheo=5.32) MID PHLX 15:12:56.419 CBOE 65 x $5.25 - $5.35 x 50 BOX FLOOR Vega=$0 C=40.69 Ref
- >>3100 PYPL Sep23 72.5 Puts $10.55 (CboeTheo=10.55) MID PHLX 15:12:57.589 IV=68.9% +16.0 BZX 14 x $10.50 - $10.60 x 73 NOM FLOOR - OPENING Vega=$531 PYPL=61.95 Ref
- >>2800 PYPL Sep23 70.0 Puts $8.05 (CboeTheo=8.05) MID PHLX 15:12:57.589 IV=55.7% +9.0 ARCA 17 x $8.00 - $8.10 x 52 BOX FLOOR Vega=$571 PYPL=61.95 Ref
- >>Unusual Volume BHC - 4x market weighted volume: 26.2k = 31.8k projected vs 7952 adv, 84% calls, 7% of OI [BHC 8.69 +0.04 Ref, IV=33.2% +1.9]
- >>5500 BABA Sep23 120 Puts $31.45 (CboeTheo=31.45) ASK PHLX 15:13:01.336 EDGX 34 x $31.35 - $31.50 x 28 BXO FLOOR - OPENING Vega=$0 BABA=88.55 Ref
- >>2300 BABA Sep23 115 Puts $26.45 (CboeTheo=26.45) ASK PHLX 15:13:01.336 EDGX 34 x $26.35 - $26.50 x 31 BXO FLOOR - OPENING Vega=$0 BABA=88.55 Ref
- >>3700 BABA Sep23 110 Puts $21.45 (CboeTheo=21.45) ASK PHLX 15:13:01.336 BXO 45 x $21.35 - $21.50 x 58 BOX FLOOR - OPENING Vega=$0 BABA=88.55 Ref
- >>2400 PFE Sep23 42.5 Puts $8.45 (CboeTheo=8.47) BID PHLX 15:13:03.770 BXO 69 x $8.45 - $8.50 x 10 AMEX FLOOR - OPENING 52WeekLow Vega=$0 PFE=34.02 Ref
- >>3000 PFE Sep23 40.0 Puts $5.95 (CboeTheo=5.97) BID PHLX 15:13:03.770 AMEX 10 x $5.95 - $6.00 x 7 ARCA FLOOR 52WeekLow Vega=$0 PFE=34.02 Ref
- >>2000 NKE Sep23 105 Puts $8.05 (CboeTheo=8.04) ASK PHLX 15:13:11.518 IV=38.9% +12.6 GEMX 10 x $7.95 - $8.10 x 40 BXO FLOOR Vega=$719 NKE=96.95 Ref
- >>3300 NKE Sep23 110 Puts $13.05 (CboeTheo=13.04) ASK PHLX 15:13:11.518 IV=57.0% +21.1 CBOE 33 x $12.90 - $13.10 x 28 MPRL FLOOR - OPENING Vega=$845 NKE=96.95 Ref
- >>2500 NEE Sep23 75.0 Puts $7.40 (CboeTheo=7.44) MID PHLX 15:13:12.834 PHLX 162 x $7.30 - $7.50 x 67 C2 FLOOR - OPENING Vega=$0 NEE=67.56 Ref
- >>Market Color FYBR - Bullish option flow detected in Frontier Communications (14.62 -0.21) with 5,271 calls trading (1.8x expected) and implied vol increasing over 3 points to 66.95%. . The Put/Call Ratio is 0.03. (Autocolor [FYBR 14.62 -0.21 Ref, IV=67.0% +3.1] #Bullish
- SWEEP DETECTED:
>>Bearish Delta Impact 545 CMC Oct23 50.0 Puts $1.35 (CboeTheo=1.31) ASK [MULTI] 15:15:24.975 IV=34.8% +1.0 ARCA 17 x $1.30 - $1.35 x 64 MRX ISO - OPENING
Delta=-33%, EST. IMPACT = 18k Shares ($934k) To Sell CMC=51.99 Ref - SPLIT TICKET:
>>1000 SPXW Sep23 29th 4525 Puts $58.05 (CboeTheo=58.79) Below Bid! [CBOE] 15:15:46.985 IV=10.7% +0.1 CBOE 6 x $58.80 - $59.10 x 6 CBOE LATE Vega=$386k SPX=4496.79 Fwd - SPLIT TICKET:
>>1000 SPX Sep23 4525 Puts $42.00 (CboeTheo=42.92) BID [CBOE] 15:15:46.985 IV=10.2% +0.8 CBOE 228 x $40.90 - $45.70 x 196 CBOE LATE Vega=$138k SPX=4488.78 Fwd - >>2000 AMD Dec23 70.0 Puts $0.49 (CboeTheo=0.50) BID ARCA 15:16:44.086 IV=51.1% -0.6 BXO 49 x $0.49 - $0.50 x 115 C2 CROSS - OPENING/COMPLEX Vega=$9549 AMD=105.19 Ref
- >>2000 UPS Sep23 175 Puts $13.90 (CboeTheo=13.99) BID BOX 15:17:03.925 ARCA 31 x $13.90 - $14.10 x 30 BOX SPREAD/FLOOR Vega=$0 UPS=161.01 Ref
- >>2000 UPS Sep23 170 Puts $8.90 (CboeTheo=8.99) BID BOX 15:17:03.925 BOX 31 x $8.90 - $9.10 x 51 BXO SPREAD/FLOOR Vega=$0 UPS=161.01 Ref
- >>3000 AAPL Oct23 200 Calls $0.33 (CboeTheo=0.34) BID AMEX 15:17:14.001 IV=20.1% -0.5 BXO 597 x $0.33 - $0.34 x 629 C2 SPREAD/CROSS Vega=$24k AAPL=179.59 Ref
- >>2175 MS Sep23 90.0 Puts $6.45 (CboeTheo=6.43) ASK BOX 15:17:41.809 IV=39.4% +18.0 BZX 77 x $6.40 - $6.45 x 77 MPRL SPREAD/FLOOR - OPENING Vega=$1216 MS=83.56 Ref
- >>2920 GM Jan24 45.0 Puts $12.50 (CboeTheo=12.45) ASK BOX 15:17:47.325 IV=40.7% +10.3 BOX 31 x $12.40 - $12.50 x 37 BXO SPREAD/FLOOR Vega=$6753 GM=32.55 Ref
- >>2920 GM Jan24 50.0 Puts $17.50 (CboeTheo=17.45) ASK BOX 15:17:47.325 IV=50.5% +17.8 BOX 31 x $17.40 - $17.50 x 41 NOM SPREAD/FLOOR Vega=$5810 GM=32.55 Ref
- >>3380 TGT Sep23 145 Puts $22.00 (CboeTheo=21.94) ASK BOX 15:17:52.518 IV=80.5% +35.4 NOM 56 x $21.80 - $22.00 x 16 BOX SPREAD/FLOOR - OPENING Vega=$2518 TGT=123.06 Ref
- >>3380 TGT Sep23 140 Puts $17.00 (CboeTheo=16.94) ASK BOX 15:17:52.518 IV=66.0% +27.5 NOM 77 x $16.80 - $17.00 x 13 BOX SPREAD/FLOOR - OPENING Vega=$2903 TGT=123.06 Ref
- >>3520 PYPL Sep23 72.5 Puts $10.50 (CboeTheo=10.55) BID BOX 15:17:57.660 EDGX 59 x $10.50 - $10.60 x 70 CBOE SPREAD/FLOOR - OPENING Vega=$0 PYPL=61.95 Ref
- >>3520 PYPL Sep23 70.0 Puts $8.00 (CboeTheo=8.04) BID BOX 15:17:57.660 MIAX 48 x $8.00 - $8.10 x 51 CBOE SPREAD/FLOOR - OPENING Vega=$0 PYPL=61.95 Ref
- >>4000 ZM Jan24 130 Puts $57.55 (CboeTheo=57.37) ASK BOX 15:18:09.527 IV=65.7% +13.4 PHLX 15 x $57.15 - $57.55 x 16 EDGX SPREAD/FLOOR - OPENING Vega=$18k ZM=72.63 Ref
- >>4000 ZM Jan24 135 Puts $62.55 (CboeTheo=62.37) ASK BOX 15:18:09.527 IV=69.1% +15.5 BZX 22 x $62.15 - $62.55 x 5 GEMX SPREAD/FLOOR - OPENING Vega=$18k ZM=72.63 Ref
- >>2420 BAC Sep23 32.0 Puts $3.55 (CboeTheo=3.50) ASK BOX 15:18:15.221 IV=71.5% +28.4 PHLX 342 x $3.45 - $3.55 x 392 PHLX SPREAD/FLOOR Vega=$912 BAC=28.50 Ref
- >>4700 BAC Jan24 38.0 Puts $9.55 (CboeTheo=9.51) ASK BOX 15:18:15.221 IV=36.1% +12.4 CBOE 85 x $9.45 - $9.55 x 28 ARCA SPREAD/FLOOR - OPENING Vega=$10k BAC=28.50 Ref
- >>2280 BAC Sep23 35.0 Puts $6.55 (CboeTheo=6.50) ASK BOX 15:18:15.221 IV=112.1% +51.9 PHLX 170 x $6.45 - $6.55 x 134 PHLX SPREAD/FLOOR Vega=$637 BAC=28.50 Ref
- >>4050 NKE Sep23 105 Puts $8.14 (CboeTheo=8.11) ASK BOX 15:18:35.018 IV=44.0% +17.7 ARCA 54 x $8.05 - $8.20 x 63 NOM SPREAD/FLOOR Vega=$3156 NKE=96.89 Ref
- >>3230 NKE Sep23 110 Puts $13.20 (CboeTheo=13.11) ASK BOX 15:18:35.018 IV=71.6% +35.8 BOX 19 x $13.05 - $13.20 x 46 BOX SPREAD/FLOOR - OPENING Vega=$3152 NKE=96.89 Ref
- >>2020 NKE Jan24 125 Puts $28.05 (CboeTheo=28.11) BID BOX 15:18:35.018 BXO 6 x $28.05 - $28.20 x 6 BXO SPREAD/FLOOR - OPENING Vega=$0 NKE=96.89 Ref
- >>2190 SQ Sep23 67.5 Puts $13.70 (CboeTheo=13.63) ASK BOX 15:18:40.718 IV=116.9% +48.9 PHLX 70 x $13.60 - $13.70 x 100 BXO SPREAD/FLOOR Vega=$970 SQ=53.87 Ref
- >>3500 SQ Sep23 70.0 Puts $16.20 (CboeTheo=16.14) ASK BOX 15:18:40.718 IV=132.0% +55.0 PHLX 70 x $16.10 - $16.20 x 100 BXO SPREAD/FLOOR Vega=$1424 SQ=53.87 Ref
- >>2150 SQ Sep23 62.5 Puts $8.61 (CboeTheo=8.64) BID BOX 15:18:40.718 ARCA 18 x $8.60 - $8.70 x 100 BXO SPREAD/FLOOR Vega=$0 SQ=53.87 Ref
- >>2190 SQ Jan24 100 Puts $46.35 (CboeTheo=46.13) ASK BOX 15:18:40.718 IV=71.8% +20.6 BOX 30 x $45.90 - $46.35 x 30 BOX SPREAD/FLOOR - OPENING Vega=$8640 SQ=53.87 Ref
- >>2630 NVDA Sep23 510 Puts $58.80 (CboeTheo=58.19) ASK BOX 15:19:07.617 IV=72.6% +33.2 ISE 14 x $57.85 - $58.80 x 14 ISE SPREAD/FLOOR - OPENING Vega=$15k NVDA=451.81 Ref
- >>2230 NVDA Jan24 690 Puts $239.80 (CboeTheo=238.18) ASK BOX 15:19:07.617 IV=53.3% +7.8 ARCA 26 x $236.70 - $239.80 x 26 ARCA SPREAD/FLOOR - OPENING Vega=$82k NVDA=451.81 Ref
- >>2000 NVDA Sep23 495 Puts $43.20 (CboeTheo=43.29) BID BOX 15:19:07.617 IV=42.5% +5.7 BXO 1 x $43.20 - $43.40 x 1 BXO SPREAD/FLOOR - OPENING Vega=$2542 NVDA=451.81 Ref
- >>2540 C Sep23 47.5 Puts $6.83 (CboeTheo=6.85) BID BOX 15:19:12.630 BOX 37 x $6.80 - $6.90 x 57 BOX SPREAD/FLOOR Vega=$0 C=40.66 Ref
- >>4130 C Sep23 50.0 Puts $9.30 (CboeTheo=9.35) BID BOX 15:19:12.630 ARCA 23 x $9.30 - $9.40 x 111 ARCA SPREAD/FLOOR - OPENING Vega=$0 C=40.66 Ref
- >>2330 C Sep23 46.0 Puts $5.40 (CboeTheo=5.35) ASK BOX 15:19:12.630 IV=73.2% +27.4 CBOE 81 x $5.30 - $5.40 x 88 CBOE SPREAD/FLOOR Vega=$1131 C=40.66 Ref
- >>3920 C Sep23 47.5 Puts $6.84 (CboeTheo=6.85) BID BOX 15:19:12.630 BOX 37 x $6.80 - $6.90 x 57 BOX SPREAD/FLOOR Vega=$0 C=40.66 Ref
- >>6780 PFE Sep23 40.0 Puts $6.00 (CboeTheo=5.97) ASK BOX 15:19:17.013 IV=84.3% +39.3 BOX 18 x $5.95 - $6.00 x 12 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$1806 PFE=34.02 Ref
- >>6780 PFE Sep23 37.5 Puts $3.50 (CboeTheo=3.48) ASK BOX 15:19:17.013 IV=56.1% +23.3 BXO 33 x $3.45 - $3.50 x 12 ARCA SPREAD/FLOOR 52WeekLow Vega=$2416 PFE=34.02 Ref
- >>3520 GM Sep23 37.0 Puts $4.50 (CboeTheo=4.44) ASK BOX 15:19:22.318 IV=80.3% +36.6 CBOE 39 x $4.40 - $4.50 x 80 CBOE SPREAD/FLOOR - OPENING Vega=$1608 GM=32.56 Ref
- >>3580 GM Sep23 40.0 Puts $7.50 (CboeTheo=7.43) ASK BOX 15:19:22.318 IV=116.3% +61.6 BZX 64 x $7.40 - $7.50 x 116 CBOE SPREAD/FLOOR Vega=$1282 GM=32.56 Ref
- >>7100 GM Jan24 45.0 Puts $12.50 (CboeTheo=12.44) ASK BOX 15:19:22.318 IV=41.2% +10.7 BOX 11 x $12.40 - $12.50 x 37 BXO SPREAD/FLOOR Vega=$17k GM=32.56 Ref
- >>4000 JNJ Jan24 200 Puts $37.95 (CboeTheo=37.85) ASK BOX 15:19:26.576 IV=26.6% +9.5 EDGX 6 x $37.75 - $37.95 x 6 EDGX SPREAD/FLOOR - OPENING Vega=$40k JNJ=162.15 Ref
- >>4000 JNJ Sep23 170 Puts $7.75 (CboeTheo=7.85) BID BOX 15:19:26.576 BOX 14 x $7.75 - $7.90 x 25 BOX SPREAD/FLOOR Vega=$0 JNJ=162.15 Ref
- >>8000 JNJ Sep23 210 Puts $47.85 (CboeTheo=47.85) ASK BOX 15:19:26.576 IV=98.6% +35.1 BOX 18 x $47.75 - $47.90 x 3 BZX SPREAD/FLOOR - OPENING Vega=$638 JNJ=162.15 Ref
- >>2370 BABA Sep23 115 Puts $26.40 (CboeTheo=26.32) ASK BOX 15:19:31.765 IV=128.4% +60.1 EDGX 60 x $26.25 - $26.40 x 70 EDGX SPREAD/FLOOR - OPENING Vega=$1437 BABA=88.69 Ref
- >>3120 BABA Jan24 130 Puts $41.20 (CboeTheo=41.31) BID BOX 15:19:31.765 EDGX 6 x $41.20 - $41.40 x 24 BOX SPREAD/FLOOR - OPENING Vega=$0 BABA=88.69 Ref
- >>3120 BABA Sep23 100 Puts $11.25 (CboeTheo=11.32) BID BOX 15:19:31.765 CBOE 107 x $11.25 - $11.40 x 152 CBOE SPREAD/FLOOR Vega=$0 BABA=88.69 Ref
- >>3650 BABA Sep23 105 Puts $16.43 (CboeTheo=16.32) ASK BOX 15:19:31.765 IV=94.2% +41.8 PHLX 90 x $16.25 - $16.50 x 198 CBOE SPREAD/FLOOR Vega=$3268 BABA=88.69 Ref
- >>2250 BABA Sep23 105 Puts $16.44 (CboeTheo=16.32) ASK BOX 15:19:31.765 IV=95.3% +42.9 PHLX 90 x $16.25 - $16.50 x 198 CBOE SPREAD/FLOOR Vega=$2096 BABA=88.69 Ref
- >>2370 BABA Sep23 110 Puts $21.25 (CboeTheo=21.32) BID BOX 15:19:31.765 CBOE 97 x $21.25 - $21.40 x 155 CBOE SPREAD/FLOOR Vega=$0 BABA=88.69 Ref
- >>5900 BABA Sep23 120 Puts $31.40 (CboeTheo=31.32) ASK BOX 15:19:31.765 IV=145.4% +74.6 PHLX 60 x $31.25 - $31.40 x 67 PHLX SPREAD/FLOOR - OPENING Vega=$3279 BABA=88.69 Ref
- >>20000 KVUE Sep23 35.0 Puts $13.00 (CboeTheo=12.94) ASK BOX 15:19:47.963 IV=233.9% +127.2 BXO 12 x $12.90 - $13.00 x 99 CBOE SPREAD/FLOOR - OPENING Vega=$3888 KVUE=22.07 Ref
- >>20000 KVUE Sep23 30.0 Puts $8.00 (CboeTheo=7.94) ASK BOX 15:19:47.963 IV=169.4% +62.7 BXO 12 x $7.90 - $8.00 x 195 PHLX SPREAD/FLOOR - OPENING Vega=$4784 KVUE=22.07 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1282 FYBR Oct23 15.0 Calls $1.10 (CboeTheo=1.07) ASK [MULTI] 15:21:00.008 IV=66.7% +4.7 ARCA 2 x $1.05 - $1.10 x 385 PHLX
Delta=50%, EST. IMPACT = 64k Shares ($928k) To Buy FYBR=14.51 Ref - >>5000 BLNK Sep23 8.0 Puts $4.37 (CboeTheo=4.39) BID AMEX 15:21:26.202 PHLX 31 x $4.35 - $4.45 x 12 BOX SPREAD/FLOOR Vega=$0 BLNK=3.60 Ref
- >>10000 BLNK Sep23 8.0 Calls $0.01 MID AMEX 15:21:26.202 IV=347.8% +147.9 EMLD 0 x $0.00 - $0.02 x 18 BOX SPREAD/FLOOR Vega=$208 BLNK=3.60 Ref
- >>10000 BLNK Oct23 5.0 Puts $1.46 (CboeTheo=1.46) MID AMEX 15:21:26.204 IV=79.6% -1.1 EDGX 4 x $1.44 - $1.49 x 3 EDGX SPREAD/FLOOR - OPENING Vega=$2428 BLNK=3.60 Ref
- >>10000 BLNK Oct23 5.0 Calls $0.07 (CboeTheo=0.06) ASK AMEX 15:21:26.205 IV=86.7% +6.0 C2 197 x $0.04 - $0.07 x 116 CBOE SPREAD/FLOOR - OPENING Vega=$2753 BLNK=3.60 Ref
- >>5000 BLNK Sep23 8.0 Puts $4.38 (CboeTheo=4.39) BID AMEX 15:21:26.206 PHLX 31 x $4.35 - $4.45 x 12 BOX SPREAD/FLOOR Vega=$0 BLNK=3.60 Ref
- SWEEP DETECTED:
>>4000 KVUE Sep23 22.0 Puts $0.25 (CboeTheo=0.28) BID [MULTI] 15:22:44.056 IV=33.1% -16.5 PHLX 821 x $0.25 - $0.30 x 367 C2 Vega=$3661 KVUE=22.11 Ref - >>3000 AAPL Oct23 190 Calls $1.52 (CboeTheo=1.51) ASK CBOE 15:23:22.258 IV=19.7% -0.2 BXO 364 x $1.51 - $1.52 x 623 BXO FLOOR Vega=$55k AAPL=179.74 Ref
- >>13243 ENLC Oct23 13.0 Calls $0.07 (CboeTheo=0.10) BID ISE 15:23:50.250 IV=19.4% -3.0 BOX 376 x $0.05 - $0.15 x 467 EMLD SPREAD/CROSS - OPENING Vega=$14k ENLC=12.13 Ref
- >>13243 ENLC Sep23 12.0 Calls $0.24 (CboeTheo=0.21) ASK ISE 15:23:50.250 IV=33.4% +4.2 MPRL 24 x $0.20 - $0.25 x 156 EMLD SPREAD/CROSS Vega=$6407 ENLC=12.13 Ref
- >>19000 BHC Oct23 27th 8.5 Calls $0.49 (CboeTheo=0.56) BID ISE 15:27:58.332 IV=17.1% -23.4 C2 133 x $0.48 - $0.56 x 50 PHLX COB/AUCTION - OPENING Vega=$17k BHC=8.69 Ref
- >>19000 BHC Sep23 8.0 Calls $0.71 (CboeTheo=0.72) ASK ISE 15:27:58.332 MIAX 22 x $0.63 - $0.76 x 45 C2 COB/AUCTION Vega=$0 BHC=8.69 Ref
- >>2500 AMZN Sep23 144 Calls $1.29 (CboeTheo=1.29) BID PHLX 15:28:06.663 IV=27.1% +3.9 BZX 55 x $1.29 - $1.30 x 538 MPRL COB/AUCTION Vega=$15k AMZN=143.12 Ref
- >>2500 AMZN Sep23 147 Calls $0.40 (CboeTheo=0.41) BID PHLX 15:28:06.663 IV=26.8% +1.5 BXO 86 x $0.40 - $0.41 x 56 BXO COB/AUCTION - OPENING Vega=$10k AMZN=143.12 Ref
- >>2000 KO Nov23 60.0 Calls $0.87 (CboeTheo=0.88) BID ARCA 15:28:22.922 IV=12.8% -0.8 BZX 13 x $0.87 - $0.88 x 44 C2 CROSS Vega=$19k KO=58.84 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1500 SIX Oct23 25.0 Puts $0.80 (CboeTheo=0.77) ASK [MULTI] 15:29:35.611 IV=37.1% +3.1 C2 86 x $0.75 - $0.80 x 345 AMEX OPENING
Delta=-36%, EST. IMPACT = 53k Shares ($1.38m) To Sell SIX=25.84 Ref - SPLIT TICKET:
>>2500 SPX Sep23 4025 Puts $0.30 (CboeTheo=0.30) MID [CBOE] 15:29:40.986 IV=42.4% +11.2 CBOE 5420 x $0.25 - $0.35 x 4730 CBOE FLOOR Vega=$17k SPX=4491.71 Fwd - SWEEP DETECTED:
>>2500 NKLA Sep23 1.0 Calls $0.05 (CboeTheo=0.05) ASK [MULTI] 15:32:55.395 IV=218.4% -4.2 EMLD 1552 x $0.04 - $0.05 x 314 ARCA ISO SSR Vega=$92 NKLA=0.92 Ref - >>10000 LCID Jan25 4.0 Puts $0.87 (CboeTheo=0.85) ASK AMEX 15:34:05.774 IV=80.6% +1.5 BZX 35 x $0.81 - $0.90 x 50 BZX FLOOR Vega=$18k LCID=5.89 Ref
- SWEEP DETECTED:
>>4999 NKLA Sep23 29th 1.0 Calls $0.12 (CboeTheo=0.12) ASK [MULTI] 15:34:20.219 IV=193.1% +7.3 CBOE 5907 x $0.09 - $0.12 x 1957 C2 ISO - OPENING SSR Vega=$402 NKLA=0.92 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 INOD Sep23 10.0 Calls $0.30 (CboeTheo=0.18) ASK [MULTI] 15:35:44.735 IV=152.9% +39.7 PHLX 209 x $0.15 - $0.30 x 607 PHLX SSR
Delta=34%, EST. IMPACT = 34k Shares ($309k) To Buy INOD=9.18 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 TH Oct23 17.5 Calls $0.65 (CboeTheo=0.62) ASK [MULTI] 15:35:57.137 IV=66.8% -0.3 BXO 13 x $0.60 - $0.65 x 74 PHLX
Delta=33%, EST. IMPACT = 17k Shares ($255k) To Buy TH=15.40 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2000 COMM Oct23 4.0 Calls $0.20 (CboeTheo=0.25) BID [MULTI] 15:36:01.084 IV=65.8% -9.2 PHLX 2869 x $0.20 - $0.30 x 791 EDGX ISO - OPENING
Delta=40%, EST. IMPACT = 81k Shares ($295k) To Sell COMM=3.67 Ref - >>2835 TSLA Sep23 260 Puts $1.47 (CboeTheo=1.48) MID BZX 15:40:01.219 IV=53.2% +12.4 AMEX 436 x $1.46 - $1.48 x 1 NOM Vega=$21k TSLA=273.34 Ref
- SPLIT TICKET:
>>3003 TSLA Sep23 260 Puts $1.47 (CboeTheo=1.48) ASK [BZX] 15:40:00.754 IV=53.3% +12.5 AMEX 299 x $1.46 - $1.47 x 3000 BZX Vega=$22k TSLA=273.37 Ref - >>6000 TSLA Sep23 282.5 Calls $2.50 (CboeTheo=2.49) MID BOX 15:43:42.654 IV=51.5% MPRL 69 x $2.48 - $2.51 x 30 ARCA AUCTION - OPENING Vega=$58k TSLA=273.11 Ref
- SWEEP DETECTED:
>>6010 TSLA Sep23 282.5 Calls $2.50 (CboeTheo=2.51) BID [MULTI] 15:43:42.292 IV=51.4% EMLD 10 x $2.50 - $2.52 x 5 C2 OPENING Vega=$58k TSLA=273.15 Ref - >>2700 AAPL Oct23 190 Calls $1.51 (CboeTheo=1.52) BID CBOE 15:44:58.736 IV=19.7% -0.2 BXO 468 x $1.51 - $1.52 x 465 BXO FLOOR Vega=$49k AAPL=179.69 Ref
- SPLIT TICKET:
>>3000 AAPL Oct23 190 Calls $1.51 (CboeTheo=1.52) BID [CBOE] 15:44:58.611 IV=19.7% -0.2 BXO 468 x $1.51 - $1.52 x 465 BXO FLOOR Vega=$55k AAPL=179.69 Ref - >>2000 CLF Oct23 15.0 Calls $0.41 (CboeTheo=0.40) ASK PHLX 15:45:20.818 IV=40.8% -0.5 C2 758 x $0.40 - $0.41 x 40 MPRL SPREAD/CROSS/TIED Vega=$3409 CLF=14.04 Ref
- >>2000 CLF Oct23 13.0 Puts $0.32 (CboeTheo=0.31) ASK PHLX 15:45:20.818 IV=42.5% -0.6 EMLD 2192 x $0.31 - $0.32 x 91 BXO SPREAD/CROSS/TIED Vega=$2959 CLF=14.04 Ref
- >>2000 MARA Nov23 15.0 Puts $5.40 (CboeTheo=5.40) ASK PHLX 15:45:53.893 IV=100.7% +1.4 EDGX 820 x $5.35 - $5.40 x 9 ARCA SPREAD/CROSS/TIED SSR Vega=$2614 MARA=10.02 Ref
- >>2000 MARA Nov23 15.0 Calls $0.50 (CboeTheo=0.50) MID PHLX 15:45:53.893 IV=100.6% +1.3 BZX 1 x $0.49 - $0.51 x 46 BXO SPREAD/CROSS/TIED - OPENING SSR Vega=$2674 MARA=10.02 Ref
- SWEEP DETECTED:
>>3000 JWN Jan24 12.5 Puts $0.90 (CboeTheo=0.87) ASK [MULTI] 15:47:44.119 IV=51.4% -0.6 CBOE 1100 x $0.85 - $0.90 x 438 PHLX ISO Vega=$8500 JWN=14.14 Ref - SWEEP DETECTED:
>>2666 AAPL Sep23 185 Calls $0.51 (CboeTheo=0.51) ASK [MULTI] 15:47:54.758 IV=28.9% +4.9 BXO 371 x $0.50 - $0.51 x 631 BXO ISO Vega=$13k AAPL=179.60 Ref - SWEEP DETECTED:
>>2497 SOFI Sep23 22nd 10.5 Calls $0.018 (CboeTheo=0.02) MID [MULTI] 15:49:32.160 IV=58.5% -5.1 EMLD 583 x $0.02 - $0.03 x 232 ARCA OPENING Vega=$435 SOFI=8.87 Ref - SPLIT TICKET:
>>1167 SPXW Sep23 11th 4490 Calls $0.13 (CboeTheo=0.19) Below Bid! [CBOE] 15:51:13.606 IV=21.0% +14.6 CBOE 460 x $0.15 - $0.25 x 450 CBOE Vega=$3485 SPX=4484.73 Fwd - SWEEP DETECTED:
>>2017 AMD Sep23 112 Calls $0.23 (CboeTheo=0.23) BID [MULTI] 15:51:22.802 IV=44.2% +6.8 C2 314 x $0.23 - $0.24 x 676 C2 Vega=$4026 AMD=105.35 Ref - >>2278 F Sep23 12.5 Calls $0.08 (CboeTheo=0.08) ASK GEMX 15:51:54.455 IV=37.4% +6.8 C2 2969 x $0.07 - $0.08 x 3413 EMLD ISO Vega=$981 F=12.20 Ref
- SWEEP DETECTED:
>>5000 F Sep23 12.5 Calls $0.08 (CboeTheo=0.08) ASK [MULTI] 15:51:54.455 IV=37.4% +6.8 C2 2969 x $0.07 - $0.08 x 3413 EMLD ISO Vega=$2154 F=12.20 Ref - >>2160 CGC Sep23 29th 1.5 Puts $0.31 (CboeTheo=0.31) ASK C2 15:52:18.474 IV=277.7% -3.5 BZX 1 x $0.28 - $0.31 x 1637 MIAX OPENING Vega=$283 CGC=1.67 Ref
- SWEEP DETECTED:
>>4082 CGC Sep23 29th 1.5 Puts $0.31 (CboeTheo=0.31) ASK [MULTI] 15:52:18.474 IV=277.7% -3.5 BZX 1 x $0.28 - $0.31 x 3401 C2 OPENING Vega=$535 CGC=1.67 Ref - >>1148 XSP Sep23 454 Calls $0.45 (CboeTheo=0.45) BID CBOE 15:52:50.231 IV=11.4% +1.7 CBOE 397 x $0.45 - $0.46 x 176 CBOE Vega=$14k XSP=448.63 Fwd
- SWEEP DETECTED:
>>2000 ET Oct23 15.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 15:53:34.330 IV=19.4% +1.9 ARCA 148 x $0.02 - $0.03 x 732 C2 AUCTION 52WeekHigh Vega=$1380 ET=13.60 Ref - SWEEP DETECTED:
>>3288 AAPL Sep23 187.5 Calls $0.24 (CboeTheo=0.24) ASK [MULTI] 15:53:53.176 IV=30.7% +6.0 C2 868 x $0.23 - $0.24 x 877 C2 Vega=$10k AAPL=179.32 Ref - >>4999 AMZN Sep23 140 Puts $0.54 (CboeTheo=0.53) ASK PHLX 15:53:59.192 IV=28.9% +5.8 BZX 98 x $0.53 - $0.54 x 191 EMLD COB/AUCTION Vega=$22k AMZN=143.20 Ref
- >>4999 AMZN Sep23 135 Puts $0.10 (CboeTheo=0.10) BID PHLX 15:53:59.192 IV=34.3% +9.7 C2 1022 x $0.10 - $0.11 x 273 C2 COB/AUCTION Vega=$7610 AMZN=143.20 Ref
- SWEEP DETECTED:
>>2000 ET Oct23 15.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 15:54:04.189 IV=19.5% +2.0 ARCA 148 x $0.02 - $0.03 x 299 BZX 52WeekHigh Vega=$1379 ET=13.60 Ref - >>8200 AZN Sep23 29th 66.0 Puts $0.80 (CboeTheo=0.84) BID BOX 15:55:33.513 IV=19.0% -3.3 BOX 21 x $0.80 - $0.87 x 45 PHLX SPREAD/FLOOR Vega=$47k AZN=66.53 Ref
- >>8200 AZN Sep23 29th 64.0 Puts $0.33 (CboeTheo=0.34) MID BOX 15:55:33.513 IV=21.5% -2.7 PHLX 75 x $0.31 - $0.36 x 12 BXO SPREAD/FLOOR - OPENING Vega=$33k AZN=66.53 Ref
- SWEEP DETECTED:
>>2915 F Sep23 14.0 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 15:55:32.768 IV=68.1% +15.6 MIAX 0 x $0.00 - $0.01 x 570 C2 ISO Vega=$264 F=12.21 Ref - SWEEP DETECTED:
>>3725 BP Oct23 38.0 Puts $0.62 (CboeTheo=0.60) ASK [MULTI] 15:56:01.050 IV=19.6% -0.1 BOX 430 x $0.58 - $0.62 x 560 EMLD OPENING Vega=$18k BP=38.62 Ref - SWEEP DETECTED:
>>2187 CCL Sep23 16.0 Calls $0.07 (CboeTheo=0.08) BID [MULTI] 15:56:16.424 IV=38.3% -4.0 EMLD 4096 x $0.07 - $0.08 x 340 EMLD Vega=$1016 CCL=15.46 Ref - >>2228 AAPL Oct23 190 Calls $1.46 (CboeTheo=1.46) MID CBOE 15:56:22.270 IV=19.9% +0.0 BXO 206 x $1.45 - $1.47 x 246 BXO FLOOR Vega=$40k AAPL=179.28 Ref
- SPLIT TICKET:
>>2784 AAPL Oct23 190 Calls $1.46 (CboeTheo=1.46) MID [CBOE] 15:56:22.270 IV=19.9% +0.0 BXO 206 x $1.45 - $1.47 x 246 BXO FLOOR Vega=$50k AAPL=179.28 Ref - SWEEP DETECTED:
>>3635 AMD Sep23 112 Calls $0.22 (CboeTheo=0.23) BID [MULTI] 15:56:26.140 IV=44.5% +7.1 C2 540 x $0.22 - $0.23 x 529 C2 Vega=$7030 AMD=105.19 Ref - SWEEP DETECTED:
>>2500 F Sep23 12.5 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 15:56:36.922 IV=38.9% +8.3 C2 868 x $0.08 - $0.09 x 2641 EMLD ISO Vega=$1107 F=12.21 Ref - SPLIT TICKET:
>>2500 CGC Sep23 0.5 Calls $1.21 (CboeTheo=1.20) ASK [BOX] 15:57:29.412 IV=745.6% +448.4 C2 50 x $1.18 - $1.21 x 24 BXO AUCTION Vega=$26 CGC=1.69 Ref - >>2913 GM Sep23 29th 32.0 Puts $0.56 (CboeTheo=0.57) BID CBOE 15:57:49.528 IV=30.7% -1.4 EMLD 159 x $0.56 - $0.57 x 3 ARCA AUCTION - OPENING Vega=$7903 GM=32.64 Ref
- SPLIT TICKET:
>>2930 GM Sep23 29th 32.0 Puts $0.56 (CboeTheo=0.57) BID [CBOE] 15:57:49.528 IV=30.7% -1.4 EMLD 159 x $0.56 - $0.57 x 3 ARCA AUCTION - OPENING Vega=$7949 GM=32.64 Ref - SWEEP DETECTED:
>>3540 INTC Sep23 38.0 Calls $0.92 (CboeTheo=0.93) BID [MULTI] 15:58:00.799 IV=34.6% +0.7 GEMX 369 x $0.92 - $0.94 x 69 EMLD Vega=$5153 INTC=38.59 Ref - >>4500 TSLA Oct23 225 Calls $53.35 (CboeTheo=53.26) MID ISE 15:58:37.556 IV=57.6% +4.7 AMEX 10 x $53.00 - $53.70 x 172 PHLX AUCTION Vega=$82k TSLA=273.53 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1022 PCT Oct23 8.0 Calls $1.25 (CboeTheo=1.25) BID [MULTI] 15:58:59.042 IV=87.3% +6.1 MPRL 52 x $1.25 - $1.30 x 869 PHLX
Delta=65%, EST. IMPACT = 67k Shares ($567k) To Sell PCT=8.53 Ref - >>2500 AMZN Nov23 140 Puts $5.90 (CboeTheo=5.87) ASK PHLX 15:59:07.554 IV=33.0% -0.1 BZX 61 x $5.85 - $5.90 x 57 MPRL SPREAD/CROSS/TIED Vega=$59k AMZN=143.12 Ref
- >>2500 AMZN Nov23 150 Calls $5.55 (CboeTheo=5.53) ASK PHLX 15:59:07.554 IV=31.6% -0.2 EMLD 186 x $5.50 - $5.55 x 50 BXO SPREAD/CROSS/TIED Vega=$60k AMZN=143.12 Ref
- >>7600 TSLA Sep23 265 Calls $11.35 (CboeTheo=11.45) BID BOX 15:59:14.469 IV=51.9% +10.0 MIAX 96 x $11.35 - $11.45 x 17 BOX SPREAD/FLOOR Vega=$72k TSLA=273.65 Ref
- >>7600 TSLA Oct23 225 Calls $53.45 (CboeTheo=53.39) BID BOX 15:59:14.469 IV=57.5% +4.7 ISE 5 x $53.25 - $53.75 x 2 ARCA SPREAD/FLOOR Vega=$139k TSLA=273.65 Ref
- >>3500 CVS Oct23 13th 72.0 Calls $0.80 (CboeTheo=0.79) ASK ARCA 15:59:16.435 IV=22.8% +1.6 MPRL 59 x $0.72 - $0.85 x 35 CBOE CROSS - OPENING Vega=$24k CVS=68.80 Ref
- SWEEP DETECTED:
>>2496 ZI Oct23 17.5 Calls $1.00 (CboeTheo=0.94) ASK [MULTI] 15:59:25.810 IV=41.7% +4.0 MPRL 14 x $0.95 - $1.00 x 1761 AMEX Vega=$5663 ZI=17.48 Ref - >>2200 VIX Sep23 20th 15.0 Calls $0.51 (CboeTheo=0.52) ASK CBOE 16:00:14.544 IV=77.1% +3.4 CBOE 20k x $0.50 - $0.51 x 2200 CBOE Vega=$1945 VIX=14.57 Fwd
- SPLIT TICKET:
>>3500 VIX Sep23 20th 15.0 Calls $0.51 (CboeTheo=0.52) ASK [CBOE] 16:00:14.543 IV=77.1% +3.4 CBOE 20k x $0.50 - $0.51 x 2900 CBOE Vega=$3094 VIX=14.57 Fwd - >>5392 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 3563 CBOE Vega=$4097 VIX=14.56 Fwd
- >>3341 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 3563 CBOE Vega=$2538 VIX=14.56 Fwd
- >>2812 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 3563 CBOE Vega=$2137 VIX=14.56 Fwd
- >>1313 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 2063 CBOE Vega=$998 VIX=14.56 Fwd
- >>1500 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 3563 CBOE Vega=$1140 VIX=14.56 Fwd
- SPLIT TICKET:
>>15248 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK [CBOE] 16:00:57.997 IV=93.5% +10.2 CBOE 24k x $0.30 - $0.34 x 3563 CBOE Vega=$12k VIX=14.56 Fwd - SPLIT TICKET:
>>1500 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK [CBOE] 16:04:00.248 IV=92.9% +9.5 CBOE 22k x $0.30 - $0.35 x 2769 CBOE Vega=$1143 VIX=14.58 Fwd - >>1000 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.33) ASK CBOE 16:04:27.491 IV=92.9% +9.5 CBOE 6754 x $0.31 - $0.35 x 6399 CBOE FLOOR Vega=$762 VIX=14.58 Fwd
- >>5000 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.33) ASK CBOE 16:04:27.560 IV=92.9% +9.5 CBOE 6754 x $0.31 - $0.35 x 7182 CBOE FLOOR Vega=$3811 VIX=14.58 Fwd
- >>1000 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.33) ASK CBOE 16:04:27.627 IV=92.9% +9.5 CBOE 6754 x $0.31 - $0.35 x 7282 CBOE FLOOR Vega=$762 VIX=14.58 Fwd
- >>7833 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.33) ASK CBOE 16:04:27.762 IV=92.9% +9.5 CBOE 6754 x $0.31 - $0.35 x 7282 CBOE FLOOR Vega=$5970 VIX=14.58 Fwd
- SPLIT TICKET:
>>15833 VIX Sep23 20th 16.0 Calls $0.34 (CboeTheo=0.33) ASK [CBOE] 16:04:27.491 IV=92.9% +9.5 CBOE 6754 x $0.31 - $0.35 x 6399 CBOE FLOOR Vega=$12k VIX=14.58 Fwd - >>1688 VIX Sep23 20th 16.0 Calls $0.35 (CboeTheo=0.33) ASK CBOE 16:04:54.925 IV=94.2% +10.9 CBOE 5613 x $0.31 - $0.35 x 2812 CBOE Vega=$1294 VIX=14.57 Fwd
- SPLIT TICKET:
>>4500 VIX Sep23 20th 16.0 Calls $0.35 (CboeTheo=0.33) ASK [CBOE] 16:04:54.925 IV=94.2% +10.9 CBOE 5613 x $0.31 - $0.35 x 2812 CBOE Vega=$3448 VIX=14.57 Fwd - SPLIT TICKET:
>>1000 SPX Oct23 3900 Puts $3.50 (CboeTheo=3.61) BID [CBOE] 16:05:09.816 IV=23.6% +0.7 CBOE 3591 x $3.50 - $3.70 x 1568 CBOE LATE Vega=$96k SPX=4511.97 Fwd - SPLIT TICKET:
>>1000 VIX Sep23 20th 16.0 Calls $0.35 (CboeTheo=0.33) BID [CBOE] 16:06:04.606 IV=94.2% +10.9 CBOE 500 x $0.35 - $0.36 x 20k CBOE Vega=$766 VIX=14.57 Fwd - TRADE CXLD:
>>7600 TSLA Oct23 225 Calls $53.45 (CboeTheo=53.39) BID BOX 15:59:14.469 IV=57.5% +4.7 ISE 5 x $53.25 - $53.75 x 2 ARCA SPREAD/FLOOR Vega=$139k TSLA=273.65 Ref - TRADE CXLD:
>>7600 TSLA Sep23 265 Calls $11.35 (CboeTheo=11.45) BID BOX 15:59:14.469 IV=51.9% +10.0 MIAX 96 x $11.35 - $11.45 x 17 BOX SPREAD/FLOOR Vega=$72k TSLA=273.65 Ref - SPLIT TICKET:
>>1469 VIX Sep23 20th 28.0 Calls $0.01 (CboeTheo=0.01) BID [CBOE] 16:07:35.784 IV=168.7% +0.6 CBOE 16k x $0.01 - $0.03 x 7649 CBOE ISO Vega=$79 VIX=14.57 Fwd - >>1000 SPXW Sep23 4185 Puts $0.45 (CboeTheo=0.42) MID CBOE 16:07:49.519 IV=29.1% +7.3 CBOE 446 x $0.40 - $0.50 x 1303 CBOE LATE Vega=$13k SPX=4490.51 Fwd
- SPLIT TICKET:
>>5000 SPXW Sep23 4185 Puts $0.45 (CboeTheo=0.42) ASK [CBOE] 16:07:49.247 IV=29.1% +7.3 CBOE 446 x $0.40 - $0.45 x 181 CBOE LATE - OPENING Vega=$67k SPX=4490.51 Fwd - >>1000 VIX Sep23 20th 16.0 Calls $0.35 (CboeTheo=0.33) ASK CBOE 16:09:09.415 IV=94.2% +10.9 CBOE 15k x $0.31 - $0.36 x 17k CBOE Vega=$766 VIX=14.57 Fwd
- SPLIT TICKET:
>>1500 VIX Sep23 20th 16.0 Calls $0.35 (CboeTheo=0.33) BID [CBOE] 16:09:09.415 IV=94.2% +10.9 CBOE 1000 x $0.35 - $0.36 x 20k CBOE Vega=$1149 VIX=14.57 Fwd - SPLIT TICKET:
>>1584 SPXW Sep23 13th 3650 Puts $0.05 (CboeTheo=0.02) ASK [CBOE] 16:10:03.404 IV=88.3% +34.3 CBOE 0 x $0.00 - $0.05 x 1191 CBOE Vega=$1235 SPX=4489.34 Fwd - >>1000 SPXW Sep23 13th 3650 Puts $0.05 (CboeTheo=0.02) ASK CBOE 16:12:26.017 IV=88.3% +34.3 CBOE 0 x $0.00 - $0.05 x 29 CBOE Vega=$780 SPX=4488.35 Fwd
- SPLIT TICKET:
>>1495 SPXW Sep23 13th 3650 Puts $0.05 (CboeTheo=0.02) ASK [CBOE] 16:12:26.017 IV=88.3% +34.3 CBOE 0 x $0.00 - $0.05 x 29 CBOE Vega=$1166 SPX=4488.35 Fwd - SPLIT TICKET:
>>1268 SPXW Sep23 12th 4400 Puts $0.25 (CboeTheo=0.22) ASK [CBOE] 16:12:47.562 IV=18.0% +7.9 CBOE 50 x $0.20 - $0.25 x 1006 CBOE Vega=$14k SPX=4488.20 Fwd - SPLIT TICKET:
>>1221 SPXW Sep23 12th 4405 Puts $0.30 (CboeTheo=0.25) ASK [CBOE] 16:12:50.903 IV=17.6% +7.9 CBOE 1273 x $0.20 - $0.30 x 850 CBOE OPENING Vega=$16k SPX=4488.20 Fwd - >>1500 SPXW Sep23 13th 3650 Puts $0.05 (CboeTheo=0.03) ASK CBOE 16:14:47.515 IV=88.4% +34.4 CBOE 0 x $0.00 - $0.05 x 204 CBOE Vega=$1169 SPX=4489.34 Fwd
- SPLIT TICKET:
>>1983 SPXW Sep23 13th 3650 Puts $0.05 (CboeTheo=0.03) ASK [CBOE] 16:14:47.515 IV=88.4% +34.4 CBOE 0 x $0.00 - $0.05 x 224 CBOE OPENING Vega=$1545 SPX=4489.34 Fwd
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