OPTION FLOW 10/17/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for October 17, 2023. 22476 trades were executed in SPX overnight, totaling 86338 contracts.  #gth
  2. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    AMC $9.61 +0.28 +3.00%,
    CCJ $36.95 +0.77 +2.13%,
    CHPT $3.45 +0.07 +2.07%,
    MARA $8.25 +0.15 +1.85%,
    ZM $64.33 +1.15 +1.82%,

    while the biggest losers include:
    NVDA $435.33 -25.62 (-5.56%),
    NKLA $1.17 -0.05 (-4.10%),
    SMCI $281.45 -10.24 (-3.51%),
    AVGO $876.15 -26.42 (-2.93%),
    AMD $103.48 -2.98 (-2.80%),

  3. >>2590 AMZN Nov23 160 Calls $0.23 (CboeTheo=0.20)  Above Ask!  MIAX 09:30:02.519 IV=38.1% +2.6 AMEX 297 x $0.19 - $0.22 x 125 BOX Vega=$9036 AMZN=130.26 Ref
  4. SWEEP DETECTED:
    >>3989 AMZN Nov23 160 Calls $0.228 (CboeTheo=0.20)  Above Ask!  [MULTI] 09:30:02.519 IV=38.1% +2.6 AMEX 297 x $0.19 - $0.22 x 125 BOX Vega=$14k AMZN=130.26 Ref
  5. SPLIT TICKET:
    >>1000 NANOS Oct23 25th 435 Puts $4.53 (CboeTheo=3.97)  BID  [CBOE] 09:30:02.885 IV=16.4% CBOE 393 x $4.53 - $4.63 x 1000 CBOE  OPENING  Vega=$261 NANOS=434.52 Fwd
  6. >>Unusual Volume LMT - 4x market weighted volume: 5556 = 76.7k projected vs 18.7k adv, 70% calls, 4% of OI  Post-Earnings  [LMT 447.09 +6.68 Ref]
  7. >>Unusual Volume BAC - 3x market weighted volume: 65.4k = 903.3k projected vs 267.3k adv, 62% calls, 2% of OI  Post-Earnings  [BAC 27.00 +0.01 Ref]
  8. >>Unusual Volume JNJ - 7x market weighted volume: 14.4k = 199.5k projected vs 27.3k adv, 60% calls, 3% of OI  Post-Earnings  [JNJ 157.76 +0.23 Ref]
  9. >>Unusual Volume GS - 4x market weighted volume: 9259 = 127.9k projected vs 25.9k adv, 58% calls, 3% of OI  Post-Earnings  [GS 313.55 -0.84 Ref]
  10. >>Unusual Volume VFC - 13x market weighted volume: 11.3k = 156.5k projected vs 12.0k adv, 96% calls, 4% of OI [VFC 17.66 +1.48 Ref]
  11. >>Unusual Volume LULU - 5x market weighted volume: 8310 = 114.8k projected vs 21.5k adv, 51% puts, 5% of OI [LULU 418.80 +2.16 Ref]
  12. >>Unusual Volume W - 8x market weighted volume: 12.2k = 169.1k projected vs 20.0k adv, 95% puts, 4% of OI [W 48.65 +0.86 Ref]
  13. >>Unusual Volume TUP - 12x market weighted volume: 8251 = 114.0k projected vs 9468 adv, 93% calls, 5% of OI [TUP 2.41 +0.39 Ref]
  14. >>Unusual Volume LCID - 3x market weighted volume: 17.5k = 241.2k projected vs 78.8k adv, 58% puts, 2% of OI [LCID 5.17 -0.10 Ref]
  15. >>Unusual Volume NVDA - 3x market weighted volume: 214.6k = 3.0m projected vs 987.8k adv, 54% calls, 6% of OI [NVDA 432.48 -28.48 Ref]
  16. SPLIT TICKET:
    >>2281 TUP Oct23 2.0 Calls $0.45 (CboeTheo=0.48)  ASK  [GEMX] 09:31:31.329 IV=199.8% -13.6 PHLX 5653 x $0.35 - $0.45 x 456 GEMX Vega=$111 TUP=2.42 Ref
  17. SWEEP DETECTED:
    >>Bearish Delta Impact 2708 TUP Oct23 2.0 Calls $0.408 (CboeTheo=0.45)  BID  [MULTI] 09:31:48.440 IV=256.9% +43.5 AMEX 1562 x $0.40 - $0.45 x 445 GEMX
    Delta=80%, EST. IMPACT = 215k Shares ($514k) To Sell TUP=2.39 Ref
  18. SWEEP DETECTED:
    >>Bearish Delta Impact 501 PBPB Oct23 8.0 Calls $0.05 (CboeTheo=0.14)  BID  [MULTI] 09:34:24.486 IV=13.3% -43.3 PHLX 30 x $0.05 - $0.35 x 49 PHLX  OPENING 
    Delta=57%, EST. IMPACT = 29k Shares ($230k) To Sell PBPB=8.01 Ref
  19. >>2600 NEM Oct23 42.5 Calls $0.06 (CboeTheo=0.06)  ASK  AMEX 09:33:44.561 IV=41.6% +3.2 GEMX 101 x $0.05 - $0.06 x 295 C2  AUCTION  Vega=$1568 NEM=40.19 Ref
  20. SWEEP DETECTED:
    >>Bullish Delta Impact 505 SMMT Oct23 2.0 Calls $0.036 (CboeTheo=0.14)  ASK  [MULTI] 09:34:48.701 IV=49.6% -132.8 ISE 0 x $0.00 - $0.05 x 365 NOM
    Delta=61%, EST. IMPACT = 31k Shares ($61k) To Buy SMMT=2.01 Ref
  21. SPLIT TICKET:
    >>1000 VIX Nov23 15th 22.0 Calls $1.05 (CboeTheo=1.07)  BID  [CBOE] 09:35:40.530 IV=106.2% -2.8 CBOE 7314 x $1.05 - $1.09 x 7586 CBOE Vega=$1898 VIX=18.52 Fwd
  22. >>1000 VIX Oct23 18th 18.0 Calls $0.53 (CboeTheo=0.54)  BID  CBOE 09:38:02.626 IV=130.9% -4.4 CBOE 3250 x $0.52 - $0.59 x 22k CBOE Vega=$375 VIX=18.08 Fwd
  23. SPLIT TICKET:
    >>2000 VIX Oct23 18th 18.0 Calls $0.53 (CboeTheo=0.54)  BID  [CBOE] 09:38:02.626 IV=130.9% -4.4 CBOE 3250 x $0.52 - $0.59 x 22k CBOE Vega=$749 VIX=18.08 Fwd
  24. SPLIT TICKET:
    >>1000 VIX Oct23 18th 18.0 Calls $0.53 (CboeTheo=0.53)  ASK  [CBOE] 09:38:10.027 IV=130.9% -4.4 CBOE 1477 x $0.51 - $0.53 x 500 CBOE Vega=$375 VIX=18.08 Fwd
  25. >>1000 VIX Oct23 18th 18.0 Calls $0.53 (CboeTheo=0.50)  ASK  CBOE 09:38:27.041 IV=138.0% +2.7 CBOE 6164 x $0.48 - $0.54 x 966 CBOE  AUCTION  Vega=$375 VIX=18.03 Fwd
  26. SPLIT TICKET:
    >>2672 LCID Oct23 5.0 Puts $0.13 (CboeTheo=0.13)  MID  [MIAX] 09:38:41.081 IV=106.1% +7.9 CBOE 522 x $0.12 - $0.15 x 191 NOM  AUCTION  Vega=$486 LCID=5.18 Ref
  27. >>2601 SOFI Oct23 8.5 Calls $0.07 (CboeTheo=0.07)  BID  GEMX 09:38:52.794 IV=63.0% +5.0 EMLD 3445 x $0.07 - $0.08 x 2247 EMLD Vega=$640 SOFI=8.14 Ref
  28. SWEEP DETECTED:
    >>2800 SOFI Oct23 8.5 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 09:38:52.794 IV=63.0% +5.0 EMLD 3445 x $0.07 - $0.08 x 2247 EMLD Vega=$689 SOFI=8.14 Ref
  29. SPLIT TICKET:
    >>1329 SPXW Oct23 18th 3500 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 09:35:09.424 IV=116.0% +16.0 CBOE 0 x $0.00 - $0.05 x 1129 CBOE Vega=$779 SPX=4348.01 Fwd
  30. >>Unusual Volume HUYA - 25x market weighted volume: 6355 = 55.8k projected vs 2170 adv, 100% puts, 12% of OI [HUYA 3.33 +0.01 Ref]
  31. >>3926 MSFT Nov23 3rd 330 Calls $9.75 (CboeTheo=9.70)  BID  BZX 09:40:24.555 IV=33.1% +1.8 ARCA 33 x $9.70 - $9.85 x 24 BOX  OPENING  Vega=$112k MSFT=329.57 Ref
  32. SWEEP DETECTED:
    >>2000 W Jan24 40.0 Puts $3.70 (CboeTheo=3.70)  BID  [MULTI] 09:40:24.487 IV=78.8% -0.2 BOX 43 x $3.70 - $3.85 x 106 EDGX Vega=$16k W=47.13 Ref
  33. >>3250 VFC Oct23 18.0 Calls $0.64 (CboeTheo=0.32)  ASK  MIAX 09:40:44.858 IV=110.8% +32.2 BOX 156 x $0.35 - $0.70 x 35 BOX  AUCTION - OPENING  Vega=$2180 VFC=17.77 Ref
  34. SPLIT TICKET:
    >>3622 VIX Nov23 15th 27.0 Calls $0.59 (CboeTheo=0.60)  BID  [CBOE] 09:40:38.139 IV=126.7% -2.3 CBOE 6004 x $0.59 - $0.62 x 7808 CBOE Vega=$5149 VIX=18.52 Fwd
  35. >>1435 VIX Nov23 15th 29.0 Calls $0.49 (CboeTheo=0.50)  BID  CBOE 09:41:01.010 IV=133.8% -2.3 CBOE 3118 x $0.49 - $0.52 x 30k CBOE Vega=$1809 VIX=18.50 Fwd
  36. >>1172 VIX Nov23 15th 29.0 Calls $0.49 (CboeTheo=0.50)  BID  CBOE 09:41:01.010 IV=133.8% -2.3 CBOE 3118 x $0.49 - $0.52 x 30k CBOE Vega=$1478 VIX=18.50 Fwd
  37. SPLIT TICKET:
    >>4553 VIX Nov23 15th 29.0 Calls $0.49 (CboeTheo=0.50)  BID  [CBOE] 09:41:01.010 IV=133.8% -2.3 CBOE 3118 x $0.49 - $0.52 x 30k CBOE Vega=$5740 VIX=18.50 Fwd
  38. SPLIT TICKET:
    >>1000 VIX Nov23 15th 25.0 Calls $0.70 (CboeTheo=0.72)  BID  [CBOE] 09:41:56.087 IV=118.9% -2.1 CBOE 412 x $0.70 - $0.74 x 4494 CBOE  ISO  Vega=$1573 VIX=18.43 Fwd
  39. >>2681 W Jan24 40.0 Puts $3.40 (CboeTheo=3.41)  MID  NOM 09:42:10.599 IV=78.0% -1.0 BOX 831 x $3.30 - $3.50 x 17 PHLX Vega=$21k W=48.11 Ref
  40. SWEEP DETECTED:
    >>2078 AMZN Oct23 134 Calls $0.36 (CboeTheo=0.37)  Below Bid!  [MULTI] 09:42:07.724 IV=34.6% +4.3 C2 556 x $0.36 - $0.38 x 123 C2  FLOOR  Vega=$6372 AMZN=129.51 Ref
  41. SWEEP DETECTED:
    >>2823 W Jan24 40.0 Puts $3.40 (CboeTheo=3.41)  ASK  [MULTI] 09:42:10.574 IV=78.0% -1.0 MPRL 40 x $3.30 - $3.40 x 10 BXO Vega=$22k W=48.11 Ref
  42. SWEEP DETECTED:
    >>3051 CHPT Jan24 3.0 Puts $0.43 (CboeTheo=0.40)  ASK  [MULTI] 09:42:21.776 IV=93.9% +4.5 ARCA 19 x $0.39 - $0.43 x 522 EDGX  ISO   52WeekLow  Vega=$1830 CHPT=3.44 Ref
  43. >>3985 W Jan24 40.0 Puts $3.30 (CboeTheo=3.32)  ASK  NOM 09:43:32.045 IV=78.0% -1.0 BOX 339 x $3.20 - $3.35 x 10 BOX Vega=$30k W=48.54 Ref
  44. SWEEP DETECTED:
    >>Bullish Delta Impact 6000 HUYA Jan24 3.0 Puts $0.20 (CboeTheo=0.26)  BID  [MULTI] 09:43:32.117 IV=51.0% -11.0 PHLX 1654 x $0.20 - $0.30 x 254 PHLX  OPENING 
    Delta=-32%, EST. IMPACT = 190k Shares ($619k) To Buy HUYA=3.27 Ref
  45. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SMMT Jan24 2.0 Calls $0.60 (CboeTheo=0.50)  ASK  [MULTI] 09:44:33.663 IV=160.5% +24.5 BZX 365 x $0.45 - $0.60 x 1014 AMEX
    Delta=63%, EST. IMPACT = 63k Shares ($128k) To Buy SMMT=2.04 Ref
  46. SPLIT TICKET:
    >>1250 VIX Oct23 18th 18.0 Puts $0.42 (CboeTheo=0.40)  BID  [CBOE] 09:44:44.951 IV=133.8% +2.4 CBOE 239 x $0.42 - $0.45 x 11k CBOE Vega=$465 VIX=18.17 Fwd
  47. SPLIT TICKET:
    >>1250 VIX Oct23 18th 18.0 Puts $0.42 (CboeTheo=0.40)  ASK  [CBOE] 09:44:54.913 IV=133.8% +2.4 CBOE 1257 x $0.37 - $0.44 x 15k CBOE Vega=$465 VIX=18.17 Fwd
  48. SPLIT TICKET:
    >>2000 VIX Oct23 18th 18.0 Puts $0.42 (CboeTheo=0.41)  ASK  [CBOE] 09:44:59.007 IV=133.8% +2.4 CBOE 1324 x $0.37 - $0.44 x 21k CBOE Vega=$744 VIX=18.17 Fwd
  49. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 GOL Jan25 3.0 Puts $1.30 (CboeTheo=1.29)  ASK  [MULTI] 09:45:04.733 IV=93.7% +1.2 PHLX 449 x $0.85 - $1.30 x 1016 BOX
    Delta=-29%, EST. IMPACT = 29k Shares ($85k) To Sell GOL=2.96 Ref
  50. >>Market Color AMC - Bullish option flow detected in AMC Entertainment (9.73 +0.40) with 24,446 calls trading (1.3x expected) and implied vol increasing over 1 point to 118.79%. . The Put/Call Ratio is 0.49. Earnings are expected on 11/06.  [AMC 9.73 +0.40 Ref, IV=118.8% +1.2] #Bullish
  51. SPLIT TICKET:
    >>1000 NANOS Oct23 25th 435 Calls $3.74 (CboeTheo=3.70)  MID  [CBOE] 09:45:43.048 IV=15.4% CBOE 1000 x $3.64 - $0.00 x 0  OPENING  Vega=$261 NANOS=434.45 Fwd
  52. SPLIT TICKET:
    >>2750 VIX Oct23 18th 18.0 Puts $0.39 (CboeTheo=0.38)  MID  [CBOE] 09:48:12.125 IV=131.6% +0.2 CBOE 11 x $0.37 - $0.40 x 1320 CBOE Vega=$1016 VIX=18.23 Fwd
  53. >>3000 TXN Dec23 140 Puts $2.65 (CboeTheo=2.63)  MID  PHLX 09:48:48.348 IV=31.2% +0.3 BXO 11 x $2.61 - $2.69 x 38 EDGX  SPREAD/CROSS/TIED  Vega=$56k TXN=152.71 Ref
  54. SPLIT TICKET:
    >>2315 VIX Oct23 18th 18.0 Puts $0.419 (CboeTheo=0.39)  MID  [CBOE] 09:48:45.406 IV=139.7% +8.3 CBOE 65 x $0.39 - $0.43 x 16k CBOE Vega=$857 VIX=18.22 Fwd
  55. SWEEP DETECTED:
    >>2000 AAPL Nov23 160 Puts $1.34 (CboeTheo=1.33)  MID  [MULTI] 09:49:52.463 IV=32.4% -0.2 C2 390 x $1.32 - $1.34 x 845 C2 Vega=$24k AAPL=175.26 Ref
  56. >>9866 DLO Jan24 15.0 Calls $4.20 (CboeTheo=4.31)  BID  BOX 09:50:49.998 IV=55.7% -4.6 PHLX 558 x $4.20 - $4.50 x 57 BOX  SPREAD/FLOOR  Vega=$24k DLO=18.49 Ref
  57. >>9866 DLO Jan24 20.0 Calls $1.53 (CboeTheo=1.55)  ASK  BOX 09:50:49.998 IV=55.1% -0.1 PHLX 2132 x $0.55 - $1.85 x 1500 PHLX  SPREAD/FLOOR  Vega=$37k DLO=18.49 Ref
  58. >>9866 DLO Jan24 20.0 Calls $1.54 (CboeTheo=1.55)  ASK  BOX 09:50:49.998 IV=55.4% +0.2 PHLX 2132 x $0.55 - $1.85 x 1500 PHLX  SPREAD/FLOOR  Vega=$37k DLO=18.49 Ref
  59. SWEEP DETECTED:
    >>Bullish Delta Impact 1090 SMMT Jan24 2.0 Calls $0.609 (CboeTheo=0.55)  Above Ask!  [MULTI] 09:51:07.006 IV=147.8% +11.8 AMEX 1201 x $0.55 - $0.60 x 151 AMEX
    Delta=65%, EST. IMPACT = 71k Shares ($144k) To Buy SMMT=2.04 Ref
  60. SWEEP DETECTED:
    >>Bullish Delta Impact 1301 DLO Feb24 21.0 Calls $1.60 (CboeTheo=1.46)  ASK  [MULTI] 09:51:14.061 IV=56.8% +3.4 PHLX 248 x $1.40 - $1.60 x 340 AMEX  OPENING 
    Delta=43%, EST. IMPACT = 56k Shares ($1.03m) To Buy DLO=18.49 Ref
  61. >>3000 STNE Nov23 14.0 Calls $0.05 (CboeTheo=0.10)  BID  AMEX 09:52:35.632 IV=71.8% -9.1 EDGX 144 x $0.05 - $0.10 x 1368 PHLX  SPREAD/FLOOR - OPENING  Vega=$1060 STNE=9.84 Ref
  62. >>2193 NEM Oct23 45.0 Calls $0.01 (CboeTheo=0.02)  MID  MIAX 09:52:51.231 IV=48.9% -3.3 EMLD 0 x $0.00 - $0.03 x 79 BXO  AUCTION  Vega=$341 NEM=40.66 Ref
  63. >>2335 TECK Jan24 38.0 Puts $2.11 (CboeTheo=1.94)  ASK  PHLX 09:53:27.527 IV=41.5% +2.2 BOX 2 x $1.98 - $2.16 x 298 PHLX  SPREAD/FLOOR - OPENING  Vega=$17k TECK=40.23 Ref
  64. >>2335 TECK Oct23 38.0 Puts $0.07 (CboeTheo=0.12)  ASK  PHLX 09:53:27.527 IV=45.6% -2.4 EDGX 4 x $0.05 - $0.07 x 63 C2  SPREAD/FLOOR  Vega=$1428 TECK=40.23 Ref
  65. >>1600 RUT Mar24 1050 Puts $3.20 (CboeTheo=3.00)  ASK  CBOE 09:53:57.637 IV=42.0% +0.8 CBOE 164 x $2.90 - $3.20 x 52 CBOE  FLOOR  Vega=$80k RUT=1786.46 Fwd
  66. SPLIT TICKET:
    >>2000 RUT Mar24 1050 Puts $3.20 (CboeTheo=3.00)  ASK  [CBOE] 09:53:57.608 IV=42.0% +0.8 CBOE 164 x $2.90 - $3.20 x 52 CBOE  FLOOR  Vega=$100k RUT=1786.46 Fwd
  67. >>Unusual Volume MRVL - 3x market weighted volume: 14.9k = 89.0k projected vs 29.5k adv, 81% puts, 3% of OI [MRVL 52.19 -1.47 Ref, IV=41.7% +2.2]
  68. >>2000 AMD Jan24 70.0 Puts $0.88 (CboeTheo=0.87)  ASK  ARCA 09:55:03.265 IV=55.6% +0.3 EMLD 30 x $0.86 - $0.88 x 113 GEMX  SPREAD/CROSS  Vega=$13k AMD=102.14 Ref
  69. SWEEP DETECTED:
    >>2174 PFE Oct23 34.0 Puts $1.59 (CboeTheo=1.64)  BID  [MULTI] 09:54:08.089 C2 90 x $1.58 - $1.66 x 210 ARCA Vega=$0 PFE=32.39 Ref
  70. >>3373 PZZA Nov23 67.5 Puts $3.75 (CboeTheo=3.62)  ASK  CBOE 09:54:37.988 IV=41.8% +1.7 BOX 34 x $3.50 - $3.90 x 54 BXO  COB/AUCTION  Vega=$26k PZZA=66.75 Ref
  71. >>3373 PZZA Jan24 60.0 Puts $2.23 (CboeTheo=2.24)  BID  CBOE 09:54:37.988 IV=39.3% -0.0 BOX 11 x $2.15 - $2.35 x 1 BZX  COB/AUCTION - OPENING  Vega=$37k PZZA=66.75 Ref
  72. SWEEP DETECTED:
    >>2693 CMCSA Oct23 27th 41.0 Puts $0.12 (CboeTheo=0.14)  BID  [MULTI] 09:56:44.791 IV=37.6% +0.4 PHLX 39 x $0.12 - $0.15 x 322 C2  ISO  Vega=$3340 CMCSA=44.45 Ref
  73. >>2469 VFC Oct23 17.0 Puts $0.25 (CboeTheo=0.26)  BID  MIAX 09:56:57.713 IV=90.3% +31.5 EDGX 139 x $0.25 - $0.40 x 404 EDGX  AUCTION  Vega=$1357 VFC=17.89 Ref
  74. SPLIT TICKET:
    >>2500 VFC Oct23 17.0 Puts $0.25 (CboeTheo=0.26)  BID  [MIAX] 09:56:57.713 IV=90.3% +31.5 EDGX 139 x $0.25 - $0.40 x 404 EDGX  AUCTION  Vega=$1375 VFC=17.89 Ref
  75. SPLIT TICKET:
    >>1109 VIX Nov23 15th 25.0 Calls $0.72 (CboeTheo=0.75)  BID  [CBOE] 09:56:57.970 IV=115.8% -5.2 CBOE 3454 x $0.72 - $0.76 x 4306 CBOE  ISO  Vega=$1800 VIX=18.72 Fwd
  76. SWEEP DETECTED:
    >>3038 C Jan24 55.0 Calls $0.04 (CboeTheo=0.04)  BID  [MULTI] 09:57:26.610 IV=27.7% +0.2 GEMX 336 x $0.04 - $0.05 x 1229 C2  ISO  Vega=$3296 C=40.72 Ref
  77. SWEEP DETECTED:
    >>2500 VFC Oct23 17.5 Puts $0.451 (CboeTheo=0.49)  BID  [MULTI] 09:57:54.423 IV=81.7% +13.0 AMEX 272 x $0.45 - $0.60 x 139 PHLX  OPENING  Vega=$1646 VFC=17.67 Ref
  78. SWEEP DETECTED:
    >>Bearish Delta Impact 500 BNGO Feb24 2.0 Puts $0.383 (CboeTheo=0.32)  Above Ask!  [MULTI] 09:58:02.161 IV=94.8% +5.1 PHLX 2052 x $0.25 - $0.35 x 50 MPRL  OPENING 
    Delta=-32%, EST. IMPACT = 16k Shares ($35k) To Sell BNGO=2.21 Ref
  79. SWEEP DETECTED:
    >>Bullish Delta Impact 813 BJRI Jan24 30.0 Calls $0.50 (CboeTheo=0.41)  ASK  [MULTI] 09:58:47.716 IV=49.8% +2.8 PHLX 41 x $0.30 - $0.50 x 129 PHLX  OPENING 
    Delta=18%, EST. IMPACT = 15k Shares ($336k) To Buy BJRI=22.73 Ref
  80. >>2095 BJRI Jan24 30.0 Calls $0.50 (CboeTheo=0.44)  ASK  BOX 09:59:11.312 IV=48.5% +1.6 BOX 0 x $0.00 - $0.65 x 24 NOM  FLOOR - OPENING  Vega=$6516 BJRI=22.94 Ref
  81. >>2095 BJRI Jan24 30.0 Calls $0.55 (CboeTheo=0.44)  ASK  BOX 09:59:11.312 IV=50.1% +3.2 BOX 0 x $0.00 - $0.65 x 24 NOM  FLOOR - OPENING  Vega=$6725 BJRI=22.94 Ref
  82. SPLIT TICKET:
    >>4190 BJRI Jan24 30.0 Calls $0.525 (CboeTheo=0.44)  ASK  [BOX] 09:59:11.312 IV=48.5% +1.6 BOX 0 x $0.00 - $0.65 x 24 NOM  FLOOR - OPENING  Vega=$13k BJRI=22.94 Ref
  83. >>Market Color APLS - Bearish flow noted in Apellis Pharmaceuticals (45.20 -2.98) with 2,161 puts trading, or 3x expected. The Put/Call Ratio is 5.73, while ATM IV is up over 2 points on the day. Earnings are expected on 11/03.  [APLS 45.20 -2.98 Ref, IV=101.1% +2.3] #Bearish
  84. SPLIT TICKET:
    >>1000 VIX Oct23 18th 18.0 Calls $0.62 (CboeTheo=0.67)  BID  [CBOE] 10:01:06.179 IV=116.9% -18.4 CBOE 4102 x $0.62 - $0.68 x 304 CBOE Vega=$359 VIX=18.32 Fwd
  85. >>2500 AAP Oct23 27th 55.0 Puts $2.05 (CboeTheo=1.98)  ASK  AMEX 10:01:54.776 IV=48.4% +2.4 NOM 39 x $1.95 - $2.10 x 37 PHLX  SPREAD/FLOOR  Vega=$9065 AAP=54.39 Ref
  86. >>2500 AAP Dec23 1st 48.0 Puts $1.77 (CboeTheo=1.81)  BID  AMEX 10:01:54.775 IV=60.5% +0.8 BXO 6 x $1.75 - $1.95 x 49 PHLX  SPREAD/FLOOR - OPENING  Vega=$15k AAP=54.39 Ref
  87. >>Unusual Volume NKLA - 3x market weighted volume: 65.7k = 321.3k projected vs 102.2k adv, 72% puts, 4% of OI [NKLA 1.17 -0.06 Ref, IV=148.0% +1.2]
  88. SWEEP DETECTED:
    >>2500 BAC Oct23 27th 28.0 Calls $0.16 (CboeTheo=0.18)  BID  [MULTI] 10:02:35.276 IV=26.6% -9.2 C2 2165 x $0.16 - $0.17 x 904 C2  ISO   Post-Earnings  Vega=$3500 BAC=27.02 Ref
  89. SWEEP DETECTED:
    >>2828 AMD Oct23 100 Puts $0.927 (CboeTheo=0.97)  Below Bid!  [MULTI] 10:03:32.067 IV=53.3% +2.6 C2 42 x $0.95 - $0.96 x 9 MPRL Vega=$9384 AMD=102.68 Ref
  90. >>10000 SNAP Oct23 10.0 Calls $0.15 (CboeTheo=0.14)  ASK  ISE 10:04:37.836 IV=73.8% +8.3 C2 428 x $0.14 - $0.15 x 1232 C2  SPREAD/CROSS/TIED  Vega=$3382 SNAP=9.70 Ref
  91. >>Unusual Volume X - 3x market weighted volume: 24.5k = 115.1k projected vs 33.0k adv, 97% calls, 4% of OI [X 33.33 +0.33 Ref, IV=37.4% -0.1]
  92. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SMMT Jan24 2.0 Calls $0.599 (CboeTheo=0.56)  ASK  [MULTI] 10:06:00.953 IV=147.0% +11.0 PHLX 191 x $0.55 - $0.60 x 10 ARCA
    Delta=66%, EST. IMPACT = 66k Shares ($132k) To Buy SMMT=2.00 Ref
  93. >>2850 CCL Nov23 14.0 Puts $1.75 (CboeTheo=1.78)  BID  BOX 10:06:16.877 IV=46.9% -1.8 EMLD 135 x $1.75 - $1.79 x 32 BOX  SPREAD/FLOOR  Vega=$2941 CCL=12.39 Ref
  94. >>2750 CCL Dec23 12.0 Puts $0.77 (CboeTheo=0.76)  ASK  BOX 10:06:16.877 IV=51.1% +1.4 EMLD 455 x $0.75 - $0.77 x 469 EDGX  SPREAD/FLOOR - OPENING  Vega=$5243 CCL=12.39 Ref
  95. >>5000 CVX Dec23 160 Calls $10.40 (CboeTheo=10.28)  ASK  ARCA 10:06:57.673 IV=25.1% +0.9 PHLX 98 x $10.20 - $10.45 x 229 PHLX  SPREAD/FLOOR  Vega=$117k CVX=166.48 Ref
  96. >>5000 CVX Dec23 185 Calls $0.90 (CboeTheo=0.85)  Above Ask!  ARCA 10:06:57.673 IV=22.1% +0.4 ARCA 34 x $0.84 - $0.88 x 74 C2  SPREAD/FLOOR  Vega=$72k CVX=166.48 Ref
  97. SWEEP DETECTED:
    >>Bullish Delta Impact 601 POWW Oct23 2.5 Calls $0.15 (CboeTheo=0.19)  ASK  [MULTI] 10:07:20.892 IV=57.4% -40.4 BOX 1547 x $0.10 - $0.15 x 200 EMLD
    Delta=85%, EST. IMPACT = 51k Shares ($134k) To Buy POWW=2.63 Ref
  98. SWEEP DETECTED:
    >>2074 SBUX Apr24 90.0 Puts $4.90 (CboeTheo=4.81)  ASK  [MULTI] 10:07:32.001 IV=27.2% +0.7 EDGX 82 x $4.75 - $4.90 x 242 NOM  ISO - OPENING  Vega=$51k SBUX=93.41 Ref
  99. >>4784 MRVL Dec23 42.5 Puts $0.82 (CboeTheo=0.84)  Below Bid!  ISE 10:08:24.216 IV=52.8% +0.3 MPRL 89 x $0.83 - $0.86 x 14 MPRL  ISO/AUCTION - OPENING  Vega=$22k MRVL=52.14 Ref
  100. SWEEP DETECTED:
    >>5000 MRVL Dec23 42.5 Puts $0.82 (CboeTheo=0.84)  Below Bid!  [MULTI] 10:08:24.070 IV=53.0% +0.5 MPRL 27 x $0.83 - $0.86 x 37 MPRL  ISO - OPENING  Vega=$23k MRVL=52.14 Ref
  101. SPLIT TICKET:
    >>1250 SPXW Oct23 25th 3825 Puts $1.10 (CboeTheo=1.02)  ASK  [CBOE] 10:10:06.346 IV=39.2% +0.9 CBOE 544 x $1.00 - $1.10 x 588 CBOE  FLOOR - OPENING  Vega=$28k SPX=4357.85 Fwd
  102. >>2027 HUYA Jan24 3.0 Puts $0.20 (CboeTheo=0.24)  BID  PHLX 10:11:33.020 IV=55.8% -6.2 PHLX 2027 x $0.20 - $0.25 x 339 BOX  ISO - OPENING  Vega=$1176 HUYA=3.33 Ref
  103. SWEEP DETECTED:
    >>Bullish Delta Impact 9000 HUYA Jan24 3.0 Puts $0.20 (CboeTheo=0.24)  BID  [MULTI] 10:11:33.019 IV=55.8% -6.2 BOX 3654 x $0.20 - $0.25 x 339 BOX  ISO - OPENING 
    Delta=-29%, EST. IMPACT = 261k Shares ($872k) To Buy HUYA=3.33 Ref
  104. SPLIT TICKET:
    >>2000 VIX Oct23 18th 19.0 Calls $0.15 (CboeTheo=0.22)  BID  [CBOE] 10:11:47.237 IV=142.9% -13.1 CBOE 3872 x $0.15 - $0.18 x 70 CBOE Vega=$531 VIX=17.85 Fwd
  105. >>3287 STNG Jan24 70.0 Calls $1.44 (CboeTheo=1.42)  ASK  MIAX 10:13:31.628 IV=43.5% +0.2 PHLX 220 x $1.30 - $1.50 x 127 AMEX  AUCTION  Vega=$28k STNG=57.03 Ref
  106. SPLIT TICKET:
    >>3300 STNG Jan24 70.0 Calls $1.44 (CboeTheo=1.42)  ASK  [MIAX] 10:13:31.628 IV=43.5% +0.2 PHLX 220 x $1.30 - $1.50 x 127 AMEX  AUCTION  Vega=$29k STNG=57.03 Ref
  107. >>2113 TECK Jan24 38.0 Puts $2.11 (CboeTheo=1.82)  Above Ask!  PHLX 10:13:38.443 IV=44.1% +4.8 BOX 43 x $1.77 - $1.93 x 83 NOM  LATE - OPENING  Vega=$16k TECK=40.83 Ref
  108. TRADE CXLD:
    >>2335 TECK Jan24 38.0 Puts $2.11 (CboeTheo=1.94)  ASK  PHLX 09:53:27.527 IV=41.5% +2.2 BOX 2 x $1.98 - $2.16 x 298 PHLX  SPREAD/FLOOR - OPENING  Vega=$17k TECK=40.23 Ref
  109. >>2113 TECK Oct23 38.0 Puts $0.07 (CboeTheo=0.09)  ASK  PHLX 10:14:04.189 IV=53.8% +5.8 GEMX 53 x $0.01 - $0.07 x 1 NOM  LATE  Vega=$1167 TECK=40.82 Ref
  110. TRADE CXLD:
    >>2335 TECK Oct23 38.0 Puts $0.07 (CboeTheo=0.12)  ASK  PHLX 09:53:27.527 IV=45.6% -2.4 EDGX 4 x $0.05 - $0.07 x 63 C2  SPREAD/FLOOR  Vega=$1428 TECK=40.23 Ref
  111. >>Market Color @STOCK - Heavy first hour option volume is noted in : SMMT, BJRI, PPC, SPLV, CYTK, HUYA, PZZA, IVV, SYM. 
  112. >>Market Color SOFI - Bullish option flow detected in SoFi Technologies (8.30 +0.05) with 20,741 calls trading (1.0x expected) and implied vol increasing over 1 point to 79.68%. . The Put/Call Ratio is 0.52. Earnings are expected on 10/27.  [SOFI 8.30 +0.05 Ref, IV=79.7% +1.1] #Bullish
  113. >>45000 NKLA Nov23 3rd 1.0 Puts $0.09 (CboeTheo=0.08)  ASK  AMEX 10:17:16.529 IV=166.6% +14.4 PHLX 1014 x $0.07 - $0.09 x 124 NOM  TIED/FLOOR - OPENING  Vega=$3812 NKLA=1.17 Ref
  114. >>15000 NKLA Nov23 3rd 1.0 Calls $0.23 (CboeTheo=0.24)  MID  AMEX 10:17:16.529 IV=150.3% -2.0 EDGX 3769 x $0.20 - $0.26 x 638 PHLX  TIED/FLOOR - OPENING  Vega=$1239 NKLA=1.17 Ref
  115. >>8467 X Nov23 34.0 Calls $1.20 (CboeTheo=1.16)  ASK  PHLX 10:19:40.738 IV=37.3% +1.4 ARCA 5 x $1.16 - $1.22 x 483 PHLX  SPREAD/FLOOR - OPENING  Vega=$33k X=33.33 Ref
  116. >>8467 X Oct23 27th 33.0 Calls $1.04 (CboeTheo=1.05)  MID  PHLX 10:19:40.738 IV=38.2% -0.5 PHLX 73 x $1.02 - $1.07 x 45 BOX  SPREAD/FLOOR  Vega=$18k X=33.33 Ref
  117. >>6500 CYTK Jan24 40.0 Calls $8.06 (CboeTheo=7.79)  ASK  AMEX 10:19:42.085 IV=133.3% +5.1 PHLX 277 x $7.00 - $8.60 x 92 PHLX  SPREAD/FLOOR - OPENING  Vega=$46k CYTK=35.38 Ref
  118. >>6500 CYTK Jan24 50.0 Calls $4.13 (CboeTheo=4.32)  ASK  AMEX 10:19:42.086 IV=112.9% -1.3 PHLX 588 x $2.15 - $5.00 x 103 PHLX  SPREAD/FLOOR - OPENING  Vega=$45k CYTK=35.38 Ref
  119. >>6500 CYTK Jan24 60.0 Calls $1.68 (CboeTheo=2.07)  ASK  AMEX 10:19:42.086 IV=96.4% -5.4 PHLX 1391 x $0.10 - $2.75 x 132 CBOE  SPREAD/FLOOR - OPENING  Vega=$34k CYTK=35.38 Ref
  120. SPLIT TICKET:
    >>2218 VIX Oct23 18th 16.0 Puts $0.03 (CboeTheo=0.08)  ASK  [CBOE] 10:19:57.645 IV=137.7% +24.8 CBOE 3501 x $0.01 - $0.03 x 23k CBOE  FLOOR  Vega=$228 VIX=17.88 Fwd
  121. >>12100 KR Jan24 42.0 Puts $1.24 (CboeTheo=1.22)  ASK  ARCA 10:20:32.589 IV=27.3% +0.5 EMLD 74 x $1.20 - $1.24 x 24 MPRL  SPREAD/FLOOR - OPENING  Vega=$95k KR=44.51 Ref
  122. >>12100 KR Jan24 39.0 Puts $0.57 (CboeTheo=0.59)  BID  ARCA 10:20:32.589 IV=29.2% +0.0 EMLD 122 x $0.57 - $0.61 x 136 EMLD  SPREAD/FLOOR - OPENING  Vega=$66k KR=44.51 Ref
  123. >>3236 KR Jan24 45.0 Puts $2.33 (CboeTheo=2.38)  BID  ARCA 10:20:32.590 IV=24.5% -0.4 MIAX 80 x $2.33 - $2.38 x 11 NOM  SPREAD/FLOOR  Vega=$29k KR=44.51 Ref
  124. >>2650 JD Jun24 25.0 Puts $2.79 (CboeTheo=2.79)  ASK  PHLX 10:23:05.982 IV=45.6% +0.2 PHLX 205 x $2.73 - $2.82 x 43 EDGX  SPREAD/CROSS/TIED  Vega=$21k JD=26.89 Ref
  125. >>2650 JD Jun24 30.0 Puts $5.55 (CboeTheo=5.58)  MID  PHLX 10:23:05.982 IV=44.6% +0.1 PHLX 1220 x $5.50 - $5.60 x 50 CBOE  SPREAD/CROSS/TIED  Vega=$23k JD=26.89 Ref
  126. SWEEP DETECTED:
    >>2959 LCID Apr24 3.0 Puts $0.276 (CboeTheo=0.25)  Above Ask!  [MULTI] 10:23:56.365 IV=88.3% +5.2 BXO 19 x $0.25 - $0.27 x 542 MPRL  ISO - OPENING  Vega=$2177 LCID=5.09 Ref
  127. >>6100 PPC Nov23 26.0 Calls $0.63 (CboeTheo=0.57)  ASK  AMEX 10:24:00.334 IV=37.8% +2.1 PHLX 33 x $0.50 - $0.65 x 142 PHLX  CROSS - OPENING  Vega=$17k PPC=24.71 Ref
  128. SWEEP DETECTED:
    >>Bullish Delta Impact 649 PPC Dec23 26.0 Calls $0.90 (CboeTheo=0.86)  ASK  [MULTI] 10:24:03.663 IV=33.3% +1.2 PHLX 25 x $0.80 - $0.90 x 100 GEMX  ISO 
    Delta=41%, EST. IMPACT = 27k Shares ($655k) To Buy PPC=24.71 Ref
  129. SWEEP DETECTED:
    >>2185 HPQ May24 20.0 Puts $0.43 (CboeTheo=0.45)  BID  [MULTI] 10:26:46.865 IV=36.2% -0.3 AMEX 1193 x $0.43 - $0.46 x 20 EMLD  OPENING  Vega=$8348 HPQ=26.79 Ref
  130. >>Unusual Volume JWN - 7x market weighted volume: 11.4k = 39.2k projected vs 5527 adv, 91% puts, 8% of OI [JWN 14.43 +0.30 Ref, IV=47.7% +0.0]
  131. SWEEP DETECTED:
    >>2572 PBR Oct23 16.0 Calls $0.25 (CboeTheo=0.26)  BID  [MULTI] 10:27:10.757 IV=39.5% -0.8 GEMX 122 x $0.25 - $0.26 x 1245 ARCA Vega=$1549 PBR=16.02 Ref
  132. SWEEP DETECTED:
    >>2000 PBR Oct23 16.0 Calls $0.25 (CboeTheo=0.27)  BID  [MULTI] 10:27:49.093 IV=37.7% -2.5 EDGX 489 x $0.25 - $0.27 x 49 BZX Vega=$1203 PBR=16.04 Ref
  133. SWEEP DETECTED:
    >>4701 VALE Oct23 14.0 Calls $0.04 (CboeTheo=0.03)  ASK  [MULTI] 10:29:03.341 IV=43.7% +6.3 BXO 69 x $0.03 - $0.04 x 242 C2 Vega=$1367 VALE=13.38 Ref
  134. >>1131 XSP Nov23 6th 418 Puts $1.63 (CboeTheo=1.61)  ASK  CBOE 10:29:34.424 IV=19.1% +0.4 CBOE 184 x $1.59 - $1.64 x 184 CBOE  OPENING  Vega=$28k XSP=437.08 Fwd
  135. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $1.63 (CboeTheo=1.61)  BID  [CBOE] 10:29:34.424 IV=19.1% +0.4 CBOE 1131 x $1.63 - $1.64 x 184 CBOE  OPENING  Vega=$50k XSP=437.08 Fwd
  136. SWEEP DETECTED:
    >>2500 PBR Oct23 16.0 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 10:30:01.746 IV=38.3% -0.5 GEMX 709 x $0.22 - $0.23 x 43 C2 Vega=$1505 PBR=16.02 Ref
  137. >>Market Color PG - Bearish flow noted in Procter & Gamble (145.70 -0.37) with 4,105 puts trading, or 3x expected. The Put/Call Ratio is 1.87, while ATM IV is up over 1 point on the day. Earnings are expected on 10/17.   Pre-Earnings  [PG 145.70 -0.37 Ref, IV=21.7% +1.1] #Bearish
  138. SWEEP DETECTED:
    >>2500 PBR Oct23 16.0 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 10:30:09.134 IV=38.3% -0.5 ARCA 581 x $0.22 - $0.23 x 62 MPRL Vega=$1505 PBR=16.02 Ref
  139. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $1.63 (CboeTheo=1.61)  BID  [CBOE] 10:30:11.192 IV=19.1% +0.4 CBOE 1816 x $1.63 - $1.79 x 10 CBOE  OPENING  Vega=$50k XSP=437.09 Fwd
  140. >>1645 XSP Nov23 6th 418 Puts $1.63 (CboeTheo=1.63)  MID  CBOE 10:30:41.131 IV=19.1% +0.4 CBOE 184 x $1.60 - $1.65 x 184 CBOE  OPENING  Vega=$41k XSP=437.02 Fwd
  141. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $1.638 (CboeTheo=1.62)  ASK  [CBOE] 10:30:50.418 IV=19.1% +0.4 CBOE 184 x $1.60 - $1.64 x 184 CBOE  AUCTION - OPENING  Vega=$50k XSP=437.05 Fwd
  142. >>2000 C Jan24 37.5 Puts $1.03 (CboeTheo=1.03)  BID  PHLX 10:30:54.152 IV=29.1% -0.5 C2 325 x $1.03 - $1.04 x 160 C2  TIED/FLOOR  Vega=$13k C=40.67 Ref
  143. SWEEP DETECTED:
    >>2322 NKLA Nov23 3rd 1.0 Puts $0.09 (CboeTheo=0.08)  ASK  [MULTI] 10:30:58.555 IV=163.3% +11.1 MPRL 10 x $0.08 - $0.09 x 108 NOM Vega=$197 NKLA=1.16 Ref
  144. >>1795 XSP Nov23 6th 418 Puts $1.64 (CboeTheo=1.63)  ASK  CBOE 10:31:28.932 IV=19.1% +0.4 CBOE 176 x $1.61 - $1.65 x 184 CBOE  OPENING  Vega=$45k XSP=437.00 Fwd
  145. >>2500 SU Jul24 37.0 Calls $2.63 (CboeTheo=2.60)  ASK  PHLX 10:31:29.998 IV=29.5% -0.1 PHLX 20 x $2.56 - $2.63 x 38 C2  SPREAD/CROSS/TIED  Vega=$29k SU=34.52 Ref
  146. >>2500 SU Jul24 32.0 Puts $2.29 (CboeTheo=2.28)  ASK  PHLX 10:31:29.998 IV=31.1% -0.2 BZX 39 x $2.24 - $2.29 x 39 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$26k SU=34.52 Ref
  147. >>2497 BAC Oct23 27.5 Calls $0.22 (CboeTheo=0.20)  Above Ask!  EMLD 10:32:22.671 IV=33.8% -18.6 EMLD 2028 x $0.19 - $0.20 x 33 BZX  COB   Post-Earnings  Vega=$2431 BAC=27.18 Ref
  148. >>2497 BAC Oct23 29.0 Calls $0.02 (CboeTheo=0.02)  ASK  EMLD 10:32:22.671 IV=40.2% -10.4 EMLD 5904 x $0.01 - $0.02 x 3966 EMLD  COB   Post-Earnings  Vega=$658 BAC=27.18 Ref
  149. >>2497 BAC Oct23 27.5 Puts $0.52 (CboeTheo=0.50)  ASK  EMLD 10:32:22.671 IV=34.1% -16.5 C2 122 x $0.49 - $0.52 x 1581 AMEX  COB   Post-Earnings  Vega=$2423 BAC=27.18 Ref
  150. >>2497 BAC Oct23 26.0 Puts $0.05 (CboeTheo=0.05)  ASK  EMLD 10:32:22.671 IV=38.7% -15.3 EMLD 6612 x $0.04 - $0.05 x 7895 C2  COB   Post-Earnings  Vega=$1182 BAC=27.18 Ref
  151. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $1.65 (CboeTheo=1.63)  BID  [CBOE] 10:34:07.625 IV=19.2% +0.5 CBOE 918 x $1.65 - $1.81 x 10 CBOE  OPENING  Vega=$51k XSP=437.01 Fwd
  152. >>1375 SPXW Oct23 17th 4310 Puts $0.90 (CboeTheo=0.82)  BID  CBOE 10:34:39.169 IV=30.8% +12.0 CBOE 1378 x $0.90 - $0.95 x 644 CBOE Vega=$19k SPX=4360.91 Fwd
  153. SPLIT TICKET:
    >>1709 SPXW Oct23 17th 4310 Puts $0.90 (CboeTheo=0.84)  BID  [CBOE] 10:34:37.987 IV=30.6% +11.9 CBOE 1665 x $0.90 - $0.95 x 660 CBOE Vega=$24k SPX=4360.51 Fwd
  154. SPLIT TICKET:
    >>1000 VIX Oct23 18th 18.0 Calls $0.36 (CboeTheo=0.37)  BID  [CBOE] 10:34:52.356 IV=114.6% -20.7 CBOE 996 x $0.36 - $0.37 x 300 CBOE Vega=$363 VIX=17.88 Fwd
  155. >>5001 BAC Nov23 28.0 Calls $0.52 (CboeTheo=0.52)  ASK  PHLX 10:36:27.809 IV=24.1% -4.2 EMLD 662 x $0.51 - $0.52 x 53 MPRL  AUCTION   Post-Earnings  Vega=$15k BAC=27.27 Ref
  156. >>4999 BAC Nov23 28.0 Calls $0.52 (CboeTheo=0.52)  ASK  PHLX 10:36:27.809 IV=24.1% -4.2 EMLD 662 x $0.51 - $0.52 x 53 MPRL  AUCTION   Post-Earnings  Vega=$15k BAC=27.27 Ref
  157. SPLIT TICKET:
    >>10000 BAC Nov23 28.0 Calls $0.52 (CboeTheo=0.52)  ASK  [PHLX] 10:36:27.809 IV=24.1% -4.2 EMLD 662 x $0.51 - $0.52 x 53 MPRL  AUCTION   Post-Earnings  Vega=$31k BAC=27.27 Ref
  158. SWEEP DETECTED:
    >>2500 PLUG Oct23 7.5 Puts $0.15 (CboeTheo=0.16)  BID  [MULTI] 10:37:57.623 IV=81.6% +8.2 EMLD 668 x $0.15 - $0.16 x 25 C2 Vega=$677 PLUG=7.69 Ref
  159. >>Unusual Volume CL - 3x market weighted volume: 7261 = 23.0k projected vs 7650 adv, 81% calls, 7% of OI [CL 71.67 -0.48 Ref, IV=22.2% +0.4]
  160. SWEEP DETECTED:
    >>2500 PLUG Oct23 8.0 Calls $0.137 (CboeTheo=0.13)  MID  [MULTI] 10:38:50.388 IV=91.7% +5.8 C2 391 x $0.12 - $0.14 x 2348 AMEX Vega=$660 PLUG=7.67 Ref
  161. >>9900 AMZN Jan25 65.0 Puts $1.17 (CboeTheo=1.19)  BID  ARCA 10:39:05.843 IV=44.7% -0.2 BOX 32 x $1.16 - $1.22 x 570 PHLX  SPREAD/CROSS  Vega=$121k AMZN=131.26 Ref
  162. >>4125 AMZN Jan25 65.0 Puts $1.18 (CboeTheo=1.19)  BID  ARCA 10:39:05.843 IV=44.8% -0.1 BOX 32 x $1.16 - $1.22 x 570 PHLX  SPREAD/CROSS  Vega=$51k AMZN=131.26 Ref
  163. >>3300 AMZN Jan25 170 Calls $9.85 (CboeTheo=9.84)  BID  ARCA 10:39:05.843 IV=31.9% +0.3 BOX 34 x $9.80 - $9.95 x 268 ISE  SPREAD/CROSS  Vega=$184k AMZN=131.26 Ref
  164. >>28050 AMZN Jan25 50.0 Puts $0.52 (CboeTheo=0.51)  ASK  ARCA 10:39:05.843 IV=49.7% -0.0 PHLX 1 x $0.49 - $0.53 x 314 MIAX  SPREAD/CROSS - OPENING  Vega=$175k AMZN=131.26 Ref
  165. >>4950 AMZN Jan25 210 Calls $3.51 (CboeTheo=3.49)  ASK  ARCA 10:39:05.843 IV=31.1% +0.4 ISE 268 x $3.45 - $3.55 x 315 ISE  SPREAD/CROSS - OPENING  Vega=$187k AMZN=131.26 Ref
  166. SWEEP DETECTED:
    >>Bullish Delta Impact 3000 COCO Oct23 25.0 Calls $0.55 (CboeTheo=0.35)  Above Ask!  [MULTI] 10:39:21.004 IV=77.9% +9.2 BZX 43 x $0.30 - $0.50 x 279 AMEX  OPENING   SSR 
    Delta=41%, EST. IMPACT = 122k Shares ($2.98m) To Buy COCO=24.50 Ref
  167. SPLIT TICKET:
    >>1377 SPX Nov23 3800 Puts $5.10 (CboeTheo=5.02)  ASK  [CBOE] 10:39:48.241 IV=27.8% +0.5 CBOE 4227 x $4.90 - $5.10 x 743 CBOE Vega=$145k SPX=4383.31 Fwd
  168. SWEEP DETECTED:
    >>Bullish Delta Impact 4944 GT Nov23 11.0 Calls $1.75 (CboeTheo=1.71)  ASK  [MULTI] 10:40:48.022 IV=61.4% +4.7 CBOE 738 x $1.65 - $1.75 x 171 GEMX
    Delta=78%, EST. IMPACT = 386k Shares ($4.79m) To Buy GT=12.40 Ref
  169. >>10000 JWN Jan25 10.0 Puts $1.31 (CboeTheo=1.30)  MID  PHLX 10:42:03.570 IV=58.8% +0.5 GEMX 34 x $1.28 - $1.33 x 66 EDGX  TIED/FLOOR  Vega=$41k JWN=14.41 Ref
  170. >>2000 WDC Nov23 10th 39.0 Puts $0.25 (CboeTheo=0.28)  BID  PHLX 10:43:34.579 IV=48.0% -1.3 BOX 35 x $0.25 - $0.31 x 50 BOX  SPREAD/CROSS/TIED  Vega=$3908 WDC=45.51 Ref
  171. >>1064 XSP Nov23 6th 419 Puts $1.66 (CboeTheo=1.64)  BID  CBOE 10:43:43.130 IV=18.9% +0.4 CBOE 1064 x $1.66 - $1.67 x 550 CBOE  OPENING  Vega=$27k XSP=437.58 Fwd
  172. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $1.66 (CboeTheo=1.64)  BID  [CBOE] 10:43:43.129 IV=18.9% +0.4 CBOE 1824 x $1.66 - $1.83 x 10 CBOE  OPENING  Vega=$51k XSP=437.58 Fwd
  173. >>1309 XSP Nov23 6th 419 Puts $1.66 (CboeTheo=1.64)  MID  CBOE 10:43:53.252 IV=18.9% +0.4 CBOE 2000 x $1.64 - $1.67 x 549 CBOE  OPENING  Vega=$33k XSP=437.57 Fwd
  174. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $1.66 (CboeTheo=1.64)  BID  [CBOE] 10:43:53.252 IV=18.9% +0.4 CBOE 1309 x $1.66 - $1.67 x 549 CBOE  OPENING  Vega=$51k XSP=437.57 Fwd
  175. >>2000 XSP Nov23 6th 419 Puts $1.66 (CboeTheo=1.64)  MID  CBOE 10:44:26.160 IV=18.9% +0.4 CBOE 176 x $1.63 - $1.68 x 176 CBOE  OPENING  Vega=$51k XSP=437.51 Fwd
  176. >>Unusual Volume WDC - 3x market weighted volume: 9207 = 27.9k projected vs 9259 adv, 72% puts, 4% of OI [WDC 44.38 -1.38 Ref, IV=43.3% +1.9]
  177. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $1.65 (CboeTheo=1.63)  BID  [CBOE] 10:44:34.089 IV=18.9% +0.4 CBOE 1824 x $1.65 - $2.67 x 1 CBOE  OPENING  Vega=$51k XSP=437.59 Fwd
  178. >>Market Color VFC - Bullish option flow detected in V F Corp (18.21 +2.02) with 22,824 calls trading (11x expected) and implied vol increasing over 5 points to 68.03%. . The Put/Call Ratio is 0.30. Earnings are expected on 10/30.  [VFC 18.21 +2.02 Ref, IV=68.0% +5.3] #Bullish
  179. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $1.598 (CboeTheo=1.57)  BID  [CBOE] 10:45:28.956 IV=18.8% +0.3 CBOE 0 x $0.00 - $3.71 x 1 CBOE  AUCTION - OPENING  Vega=$50k XSP=437.83 Fwd
  180. SWEEP DETECTED:
    >>5962 C Jan24 55.0 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 10:45:33.021 IV=26.5% -1.0 C2 899 x $0.03 - $0.04 x 349 C2  ISO  Vega=$5421 C=40.76 Ref
  181. SWEEP DETECTED:
    >>2399 MRO Jan24 32.0 Calls $1.07 (CboeTheo=1.06)  ASK  [MULTI] 10:46:21.782 IV=35.6% -0.1 PHLX 1221 x $1.02 - $1.07 x 326 MIAX  ISO  Vega=$13k MRO=28.86 Ref
  182. SWEEP DETECTED:
    >>Bearish Delta Impact 2250 HA Nov23 5.0 Puts $0.60 (CboeTheo=0.52)  ASK  [MULTI] 10:46:23.834 IV=89.6% +11.7 CBOE 118 x $0.50 - $0.60 x 1111 PHLX  OPENING 
    Delta=-50%, EST. IMPACT = 112k Shares ($541k) To Sell HA=4.83 Ref
  183. >>Unusual Volume KVUE - 5x market weighted volume: 115.8k = 346.8k projected vs 63.1k adv, 96% calls, 9% of OI [KVUE 19.62 +0.09 Ref, IV=30.8% +0.8]
  184. >>2000 XSP Nov23 6th 419 Puts $1.63 (CboeTheo=1.61)  ASK  CBOE 10:47:05.651 IV=18.8% +0.4 CBOE 176 x $1.59 - $1.64 x 176 CBOE  OPENING  Vega=$51k XSP=437.69 Fwd
  185. >>6000 SNAP Dec23 9.0 Calls $1.58 (CboeTheo=1.57)  MID  ISE 10:47:21.201 IV=77.2% -0.9 CBOE 219 x $1.56 - $1.59 x 84 C2  SPREAD/CROSS/TIED  Vega=$8554 SNAP=9.71 Ref
  186. >>5500 SIRI Nov23 6.0 Calls $0.21 (CboeTheo=0.23)  MID  AMEX 10:47:49.056 IV=113.8% +2.0 BZX 5 x $0.20 - $0.22 x 1 NOM  SPREAD/CROSS  Vega=$2432 SIRI=4.74 Ref
  187. >>5500 SIRI Nov23 6.0 Puts $1.61 (CboeTheo=1.63)  ASK  AMEX 10:47:49.056 IV=114.1% +2.3 BZX 19 x $1.50 - $1.70 x 10 BZX  SPREAD/CROSS  Vega=$2408 SIRI=4.74 Ref
  188. SWEEP DETECTED:
    >>3000 BAC Jan24 31.0 Calls $0.27 (CboeTheo=0.27)  BID  [MULTI] 10:47:52.882 IV=23.3% -1.5 C2 1318 x $0.27 - $0.28 x 3142 EMLD  ISO   Post-Earnings  Vega=$11k BAC=27.25 Ref
  189. SWEEP DETECTED:
    >>2406 VALE Oct23 27th 13.5 Calls $0.38 (CboeTheo=0.37)  ASK  [MULTI] 10:49:05.921 IV=41.0% +3.0 PHLX 1309 x $0.35 - $0.38 x 377 BZX  OPENING  Vega=$2167 VALE=13.51 Ref
  190. >>10000 PFE Oct23 33.0 Puts $0.45 (CboeTheo=0.45)  ASK  CBOE 10:51:40.282 IV=31.1% +0.9 BZX 35 x $0.44 - $0.45 x 273 BZX  FLOOR  Vega=$12k PFE=32.85 Ref
  191. >>2500 SCHW Jan24 55.0 Calls $2.74 (CboeTheo=2.72)  BID  PHLX 10:53:11.057 IV=33.4% -0.3 ARCA 7 x $2.74 - $2.77 x 20 MIAX  SPREAD/CROSS/TIED  Vega=$26k SCHW=52.48 Ref
  192. >>2500 AIG Nov23 62.5 Calls $2.10 (CboeTheo=2.10)  BID  ISE 10:53:34.153 IV=25.4% -0.1 PHLX 1556 x $2.05 - $2.20 x 209 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$18k AIG=62.68 Ref
  193. SWEEP DETECTED:
    >>2000 BAC Oct23 27.0 Puts $0.20 (CboeTheo=0.19)  ASK  [MULTI] 10:54:34.753 IV=33.1% -19.4 EMLD 5189 x $0.19 - $0.20 x 4843 EMLD  ISO   Post-Earnings  Vega=$1900 BAC=27.30 Ref
  194. SWEEP DETECTED:
    >>2058 AI Jan24 7.5 Puts $0.04 (CboeTheo=0.05)  BID  [MULTI] 10:54:55.995 IV=111.2% -2.5 C2 463 x $0.04 - $0.06 x 318 EDGX  OPENING  Vega=$536 AI=25.61 Ref
  195. >>3000 PINS Jan25 25.0 Puts $3.60 (CboeTheo=3.61)  MID  BOX 10:58:03.861 IV=48.0% +0.1 CBOE 362 x $3.55 - $3.65 x 85 CBOE  CROSS  Vega=$32k PINS=27.79 Ref
  196. >>8000 CCJ Nov23 39.0 Calls $1.42 (CboeTheo=1.44)  ASK  AMEX 10:58:30.490 IV=47.9% +0.9 NOM 13 x $1.38 - $1.42 x 2 NOM  AUCTION  Vega=$34k CCJ=37.20 Ref
  197. SWEEP DETECTED:
    >>2770 CSCO Oct23 27th 53.0 Puts $0.54 (CboeTheo=0.52)  ASK  [MULTI] 10:59:39.144 IV=20.6% +0.1 C2 184 x $0.51 - $0.54 x 670 PHLX  OPENING  Vega=$9579 CSCO=53.34 Ref
  198. SWEEP DETECTED:
    >>3160 BAC Oct23 27th 27.0 Puts $0.31 (CboeTheo=0.31)  BID  [MULTI] 10:59:55.085 IV=27.1% -9.8 EMLD 2126 x $0.31 - $0.32 x 3078 EMLD  Post-Earnings  Vega=$5424 BAC=27.38 Ref
  199. >>5139 BK Oct23 40.0 Puts $0.10 (CboeTheo=0.17)  BID  BOX 11:01:03.269 IV=34.5% -18.7 CBOE 349 x $0.10 - $0.25 x 574 PHLX  FLOOR   Post-Earnings  Vega=$4600 BK=41.36 Ref
  200. >>53910 KVUE Nov23 21.0 Calls $0.25 (CboeTheo=0.25)  ASK  BOX 11:01:30.936 IV=30.2% +0.4 EDGX 647 x $0.20 - $0.25 x 1560 C2  SPREAD/FLOOR   52WeekLow  Vega=$100k KVUE=19.62 Ref
  201. >>53910 KVUE Dec23 1st 20.0 Calls $0.55 (CboeTheo=0.58)  Below Bid!  BOX 11:01:30.936 IV=26.4% -1.1 ARCA 1 x $0.60 - $0.70 x 2223 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$146k KVUE=19.62 Ref
  202. SWEEP DETECTED:
    >>Bearish Delta Impact 998 RLJ Nov23 10.0 Calls $0.35 (CboeTheo=0.37)  BID  [MULTI] 11:01:45.572 IV=30.6% -2.6 EMLD 10 x $0.35 - $0.45 x 17 BOX  AUCTION - OPENING 
    Delta=51%, EST. IMPACT = 51k Shares ($509k) To Sell RLJ=9.94 Ref
  203. SWEEP DETECTED:
    >>Bearish Delta Impact 1304 GGAL Jan24 17.5 Calls $0.60 (CboeTheo=0.65)  BID  [MULTI] 11:03:09.935 IV=73.1% -2.5 PHLX 1022 x $0.60 - $0.80 x 346 PHLX
    Delta=26%, EST. IMPACT = 33k Shares ($423k) To Sell GGAL=12.63 Ref
  204. >>3000 GOLD Jan24 15.0 Puts $0.48 (CboeTheo=0.48)  ASK  AMEX 11:04:58.604 IV=31.6% +0.5 MPRL 37 x $0.47 - $0.48 x 155 EMLD  CROSS  Vega=$8253 GOLD=16.16 Ref
  205. >>2160 NVDA Jan25 180 Puts $3.82 (CboeTheo=3.85)  MID  AMEX 11:05:32.548 IV=54.0% -0.6 NOM 119 x $3.70 - $3.95 x 99 MPRL  TIED/FLOOR  Vega=$73k NVDA=439.03 Ref
  206. >>7800 NVDA Jan25 130 Puts $1.55 (CboeTheo=1.55)  BID  AMEX 11:05:32.549 IV=59.9% -0.6 CBOE 131 x $1.42 - $1.70 x 38 BOX  TIED/FLOOR  Vega=$125k NVDA=439.03 Ref
  207. SPLIT TICKET:
    >>1000 SPXW Oct23 19th 4320 Puts $9.46 (CboeTheo=9.25)  Above Ask!  [CBOE] 11:06:32.111 IV=20.1% +2.3 CBOE 14 x $9.20 - $9.40 x 78 CBOE  LATE - OPENING  Vega=$106k SPX=4368.54 Fwd
  208. SPLIT TICKET:
    >>2499 S Jan24 20.0 Calls $1.142 (CboeTheo=1.01)  ASK  [PHLX] 11:08:59.155 IV=52.2% +3.2 PHLX 207 x $1.00 - $1.15 x 250 AMEX  AUCTION  Vega=$8631 S=17.66 Ref
  209. >>6475 VIX Nov23 15th 25.0 Calls $0.62 (CboeTheo=0.60)  ASK  CBOE 11:09:41.426 IV=117.4% -3.6 CBOE 10 x $0.60 - $0.62 x 7994 CBOE Vega=$9611 VIX=18.17 Fwd
  210. >>4858 VIX Nov23 15th 25.0 Calls $0.62 (CboeTheo=0.60)  ASK  CBOE 11:09:41.426 IV=117.4% -3.6 CBOE 10 x $0.60 - $0.62 x 4466 CBOE Vega=$7211 VIX=18.17 Fwd
  211. >>3528 VIX Nov23 15th 25.0 Calls $0.62 (CboeTheo=0.60)  ASK  CBOE 11:09:41.426 IV=117.4% -3.6 CBOE 10 x $0.60 - $0.62 x 4466 CBOE Vega=$5237 VIX=18.17 Fwd
  212. >>1950 VIX Nov23 15th 25.0 Calls $0.62 (CboeTheo=0.60)  ASK  CBOE 11:09:41.426 IV=117.4% -3.6 CBOE 10 x $0.60 - $0.62 x 4466 CBOE Vega=$2894 VIX=18.17 Fwd
  213. SPLIT TICKET:
    >>19327 VIX Nov23 15th 25.0 Calls $0.62 (CboeTheo=0.60)  ASK  [CBOE] 11:09:41.426 IV=117.4% -3.6 CBOE 10 x $0.60 - $0.62 x 7994 CBOE Vega=$29k VIX=18.17 Fwd
  214. >>2500 S Jan24 20.0 Calls $1.15 (CboeTheo=1.05)  ASK  BOX 11:09:46.024 IV=53.1% +4.0 PHLX 413 x $1.00 - $1.15 x 339 CBOE  FLOOR  Vega=$8654 S=17.68 Ref
  215. SWEEP DETECTED:
    >>Bearish Delta Impact 1624 VFS Oct23 6.0 Calls $0.53 (CboeTheo=0.74)  BID  [MULTI] 11:10:08.238 IV=92.3% -100.4 PHLX 677 x $0.53 - $0.65 x 47 ARCA  SSR 
    Delta=85%, EST. IMPACT = 137k Shares ($893k) To Sell VFS=6.50 Ref
  216. >>10000 SIRI Nov23 7.0 Calls $0.20 (CboeTheo=0.17)  ASK  BOX 11:11:14.410 IV=143.9% +17.5 EDGX 1649 x $0.13 - $0.20 x 1896 PHLX  FLOOR  Vega=$3991 SIRI=4.75 Ref
  217. SWEEP DETECTED:
    >>2216 JNJ Oct23 160 Calls $0.20 (CboeTheo=0.10)  ASK  [MULTI] 11:11:21.327 IV=24.5% -6.0 C2 104 x $0.18 - $0.20 x 553 C2  Post-Earnings  Vega=$6509 JNJ=155.48 Ref
  218. >>10000 VALE Oct23 14.0 Calls $0.07 (CboeTheo=0.06)  ASK  AMEX 11:12:25.373 IV=45.9% +8.5 AMEX 920 x $0.05 - $0.07 x 384 BZX  CROSS  Vega=$3740 VALE=13.52 Ref
  219. >>10800 RIO Oct23 60.0 Calls $4.55 (CboeTheo=4.64)  MID  CBOE 11:13:30.102 IV=40.9% -13.2 ARCA 230 x $4.40 - $4.70 x 217 ARCA  COB/AUCTION  Vega=$4341 RIO=64.48 Ref
  220. >>10800 RIO Jan24 64.38 Puts $3.20 (CboeTheo=3.11)  MID  CBOE 11:13:30.102 IV=27.9% +0.7 BOX 67 x $3.10 - $3.30 x 326 AMEX  COB/AUCTION - OPENING  Vega=$139k RIO=64.48 Ref
  221. >>10800 RIO Jan24 64.38 Calls $4.10 (CboeTheo=4.09)  MID  CBOE 11:13:30.102 IV=27.4% +0.1 AMEX 501 x $4.00 - $4.20 x 217 CBOE  COB/AUCTION - OPENING  Vega=$139k RIO=64.48 Ref
  222. >>10800 RIO Oct23 60.0 Puts $0.10 (CboeTheo=0.12)  MID  CBOE 11:13:30.102 IV=53.2% -0.9 C2 85 x $0.05 - $0.15 x 481 AMEX  COB/AUCTION  Vega=$8885 RIO=64.48 Ref
  223. >>2500 INOD Nov23 7.5 Puts $1.07 (CboeTheo=0.99)  ASK  CBOE 11:14:40.425 IV=141.3% +12.0 PHLX 528 x $0.90 - $1.20 x 1246 PHLX  COB - OPENING  Vega=$2173 INOD=7.85 Ref
  224. >>2000 BAC Oct23 27th 26.5 Puts $0.16 (CboeTheo=0.16)  BID  MPRL 11:15:20.609 IV=29.1% -7.9 MPRL 2000 x $0.16 - $0.17 x 2369 AMEX  Post-Earnings  Vega=$2661 BAC=27.50 Ref
  225. SWEEP DETECTED:
    >>2256 C Oct23 41.5 Calls $0.27 (CboeTheo=0.26)  ASK  [MULTI] 11:20:25.736 IV=26.6% -1.3 C2 1858 x $0.26 - $0.27 x 723 C2 Vega=$3330 C=41.15 Ref
  226. >>1201 VIX Oct23 18th 16.0 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 11:22:11.357 IV=126.0% +13.1 CBOE 1323 x $0.02 - $0.05 x 23k CBOE  ISO  Vega=$178 VIX=17.35 Fwd
  227. SPLIT TICKET:
    >>3500 VIX Oct23 18th 16.0 Puts $0.05 (CboeTheo=0.04)  ASK  [CBOE] 11:22:11.357 IV=126.0% +13.1 CBOE 1323 x $0.02 - $0.05 x 23k CBOE  ISO  Vega=$519 VIX=17.35 Fwd
  228. TRADE CXLD:
    >>10000 SIRI Nov23 7.0 Calls $0.20 (CboeTheo=0.17)  ASK  BOX 11:11:14.410 IV=143.9% +17.5 EDGX 1649 x $0.13 - $0.20 x 1896 PHLX  FLOOR  Vega=$3991 SIRI=4.75 Ref
  229. SWEEP DETECTED:
    >>Bullish Delta Impact 775 IMPP Jan24 2.0 Calls $0.25 (CboeTheo=0.23)  ASK  [MULTI] 11:22:52.119 IV=83.7% +5.0 PHLX 1392 x $0.21 - $0.25 x 136 AMEX  ISO 
    Delta=50%, EST. IMPACT = 39k Shares ($73k) To Buy IMPP=1.88 Ref
  230. >>9700 SIRI Nov23 7.0 Calls $0.20 (CboeTheo=0.17)  Above Ask!  BOX 11:22:55.968 IV=142.3% +15.9 ARCA 1 x $0.18 - $0.19 x 698 PHLX  LATE  Vega=$3899 SIRI=4.78 Ref
  231. SPLIT TICKET:
    >>3000 CVE Dec23 22.0 Calls $0.925 (CboeTheo=0.91)  MID  [AMEX] 11:23:10.177 IV=35.3% +1.1 EDGX 230 x $0.90 - $0.95 x 27 PHLX  FLOOR - OPENING  Vega=$10k CVE=21.27 Ref
  232. >>3293 AMD Oct23 75.0 Puts $0.01  ASK  BOX 11:23:43.759 IV=133.4% +21.7 MRX 0 x $0.00 - $0.01 x 1267 C2  SPREAD/FLOOR  Vega=$259 AMD=105.56 Ref
  233. >>3293 AMD Nov23 75.0 Calls $31.10 (CboeTheo=31.17)  BID  BOX 11:23:43.759 IV=60.4% -4.4 BOX 20 x $31.10 - $31.25 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$5070 AMD=105.56 Ref
  234. >>3293 AMD Nov23 75.0 Puts $0.22 (CboeTheo=0.22)  ASK  BOX 11:23:43.759 IV=64.8% +0.1 C2 1004 x $0.21 - $0.22 x 1508 C2  SPREAD/FLOOR - OPENING  Vega=$6518 AMD=105.56 Ref
  235. >>3293 AMD Oct23 75.0 Calls $30.56 (CboeTheo=30.62)  BID  BOX 11:23:43.759 BOX 33 x $30.55 - $30.70 x 30 BOX  SPREAD/FLOOR  Vega=$0 AMD=105.56 Ref
  236. SPLIT TICKET:
    >>2700 KVUE Oct23 20.0 Puts $0.425 (CboeTheo=0.42)  BID  [PHLX] 11:24:42.286 IV=26.8% -3.6 C2 275 x $0.40 - $0.50 x 2433 PHLX  FLOOR   52WeekLow  Vega=$1635 KVUE=19.68 Ref
  237. SWEEP DETECTED:
    >>Bullish Delta Impact 500 MUX May24 11.0 Puts $3.20 (CboeTheo=3.27)  BID  [MULTI] 11:25:29.100 IV=57.3% -3.5 PHLX 236 x $3.20 - $3.30 x 36 BZX  ISO - OPENING 
    Delta=-68%, EST. IMPACT = 34k Shares ($279k) To Buy MUX=8.21 Ref
  238. >>1273 VIX Nov23 15th 25.0 Calls $0.61 (CboeTheo=0.59)  BID  CBOE 11:27:02.237 IV=118.9% -2.1 CBOE 1273 x $0.61 - $0.62 x 20k CBOE Vega=$1858 VIX=18.03 Fwd
  239. SPLIT TICKET:
    >>1762 VIX Nov23 15th 25.0 Calls $0.61 (CboeTheo=0.59)  BID  [CBOE] 11:27:02.234 IV=118.9% -2.1 CBOE 1762 x $0.61 - $0.62 x 20k CBOE Vega=$2571 VIX=18.03 Fwd
  240. >>2000 VIX Dec23 20th 15.0 Puts $0.47 (CboeTheo=0.48)  BID  CBOE 11:28:38.944 IV=59.6% -1.4 CBOE 24k x $0.46 - $0.50 x 18k CBOE  AUCTION  Vega=$3907 VIX=18.42 Fwd
  241. >>4516 AMD Oct23 80.0 Calls $25.63 (CboeTheo=25.84)  BID  BOX 11:29:01.684 MIAX 55 x $25.60 - $25.90 x 21 BZX  SPREAD/FLOOR  Vega=$0 AMD=105.77 Ref
  242. >>4516 AMD Oct23 80.0 Puts $0.01  ASK  BOX 11:29:01.684 IV=111.0% +14.6 MIAX 0 x $0.00 - $0.01 x 1545 C2  SPREAD/FLOOR  Vega=$419 AMD=105.77 Ref
  243. >>4516 AMD Nov23 80.0 Calls $26.35 (CboeTheo=26.57)  BID  BOX 11:29:01.684 IV=51.7% -9.1 EDGX 61 x $26.35 - $26.60 x 20 EMLD  SPREAD/FLOOR - OPENING  Vega=$8493 AMD=105.77 Ref
  244. >>4516 AMD Nov23 80.0 Puts $0.38 (CboeTheo=0.38)  ASK  BOX 11:29:01.684 IV=60.9% +0.0 C2 1236 x $0.37 - $0.38 x 57 MPRL  SPREAD/FLOOR  Vega=$14k AMD=105.77 Ref
  245. >>2500 KKR Jan24 62.5 Calls $3.11 (CboeTheo=3.22)  BID  AMEX 11:30:01.332 IV=27.9% -0.9 PHLX 291 x $3.10 - $3.40 x 421 PHLX  CROSS - OPENING  Vega=$31k KKR=60.99 Ref
  246. >>Market Color ARCC - Bearish flow noted in Ares Capital (19.50 +0.02) with 1,511 puts trading, or 1.5x expected. The Put/Call Ratio is 3.84, while ATM IV is up over 1 point on the day. Earnings are expected on 10/23. [ARCC 19.50 +0.02 Ref, IV=19.0% +1.3] #Bearish
  247. SWEEP DETECTED:
    >>Bullish Delta Impact 2187 MLCO Oct23 8.5 Calls $0.20 (CboeTheo=0.16)  ASK  [MULTI] 11:30:41.302 IV=77.0% +6.1 C2 278 x $0.15 - $0.20 x 377 C2  OPENING 
    Delta=45%, EST. IMPACT = 99k Shares ($836k) To Buy MLCO=8.40 Ref
  248. >>2557 NVDA Nov23 370 Puts $2.10 (CboeTheo=2.14)  BID  BOX 11:31:12.767 IV=45.6% -1.7 CBOE 193 x $2.10 - $2.15 x 22 MPRL  SPREAD/FLOOR  Vega=$48k NVDA=442.04 Ref
  249. >>2557 NVDA Oct23 370 Puts $0.07 (CboeTheo=0.08)  BID  BOX 11:31:12.767 IV=78.3% -4.2 ARCA 20 x $0.07 - $0.08 x 44 C2  SPREAD/FLOOR  Vega=$2026 NVDA=442.04 Ref
  250. >>2557 NVDA Oct23 370 Calls $72.20 (CboeTheo=72.48)  ASK  BOX 11:31:12.767 NOM 27 x $71.65 - $72.70 x 18 BZX  SPREAD/FLOOR  Vega=$0 NVDA=442.04 Ref
  251. >>2557 NVDA Nov23 370 Calls $75.85 (CboeTheo=76.18)  BID  BOX 11:31:12.767 IV=44.0% -3.4 BOX 17 x $75.85 - $76.45 x 17 BOX  SPREAD/FLOOR - OPENING  Vega=$45k NVDA=442.05 Ref
  252. SWEEP DETECTED:
    >>3347 AFRM Oct23 27th 16.5 Puts $0.14 (CboeTheo=0.16)  BID  [MULTI] 11:31:18.007 IV=84.7% +1.3 C2 166 x $0.14 - $0.15 x 907 GEMX  ISO - OPENING  Vega=$1947 AFRM=19.56 Ref
  253. SPLIT TICKET:
    >>1150 VIX Oct23 18th 16.0 Puts $0.02 (CboeTheo=0.04)  BID  [CBOE] 11:32:30.574 IV=100.3% -12.6 CBOE 9328 x $0.02 - $0.05 x 23k CBOE  ISO  Vega=$110 VIX=17.32 Fwd
  254. >>2768 BAC Nov23 21.0 Puts $0.04 (CboeTheo=0.03)  ASK  BOX 11:33:08.221 IV=49.4% +1.1 EMLD 1330 x $0.03 - $0.04 x 2911 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$1364 BAC=27.41 Ref
  255. >>2768 BAC Oct23 21.0 Calls $6.40 (CboeTheo=6.44)  BID  BOX 11:33:08.221 CBOE 50 x $6.40 - $6.50 x 403 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$0 BAC=27.41 Ref
  256. >>2768 BAC Oct23 21.0 Puts $0.01 (CboeTheo=0.01)  ASK  BOX 11:33:08.221 IV=124.1% +18.4 MRX 0 x $0.00 - $0.01 x 1339 C2  SPREAD/FLOOR   Post-Earnings  Vega=$178 BAC=27.41 Ref
  257. >>2768 BAC Nov23 21.0 Calls $6.53 (CboeTheo=6.56)  BID  BOX 11:33:08.221 IV=31.5% -16.8 PHLX 354 x $6.50 - $6.60 x 142 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$110 BAC=27.41 Ref
  258. >>8764 BAC Oct23 21.0 Calls $6.43 (CboeTheo=6.45)  BID  BOX 11:33:17.689 BZX 479 x $6.40 - $6.50 x 726 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$0 BAC=27.43 Ref
  259. >>8764 BAC Nov23 21.0 Calls $6.55 (CboeTheo=6.57)  BID  BOX 11:33:17.689 IV=40.9% -7.4 BZX 530 x $6.55 - $6.60 x 477 MPRL  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$1926 BAC=27.43 Ref
  260. >>8764 BAC Nov23 21.0 Puts $0.04 (CboeTheo=0.03)  ASK  BOX 11:33:17.689 IV=49.5% +1.2 EMLD 1330 x $0.03 - $0.04 x 3012 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$4316 BAC=27.43 Ref
  261. >>8764 BAC Oct23 21.0 Puts $0.01 (CboeTheo=0.01)  ASK  BOX 11:33:17.689 IV=124.2% +18.5 MRX 0 x $0.00 - $0.01 x 1287 C2  SPREAD/FLOOR   Post-Earnings  Vega=$564 BAC=27.43 Ref
  262. >>2000 COIN Nov23 75.0 Puts $5.25 (CboeTheo=5.12)  ASK  AMEX 11:34:11.439 IV=78.3% +1.9 EDGX 39 x $5.10 - $5.25 x 647 CBOE  CROSS  Vega=$17k COIN=78.58 Ref
  263. >>2760 BAC Oct23 23.0 Calls $4.40 (CboeTheo=4.46)  BID  BOX 11:34:58.650 BOX 51 x $4.40 - $4.50 x 390 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$0 BAC=27.43 Ref
  264. >>2760 BAC Nov23 23.0 Calls $4.57 (CboeTheo=4.62)  BID  BOX 11:34:58.650 IV=28.7% -10.9 PHLX 290 x $4.55 - $4.65 x 204 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$840 BAC=27.43 Ref
  265. >>2760 BAC Nov23 23.0 Puts $0.07 (CboeTheo=0.06)  ASK  BOX 11:34:58.650 IV=39.3% -0.0 C2 7 x $0.06 - $0.07 x 5356 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$2395 BAC=27.43 Ref
  266. >>2760 BAC Oct23 23.0 Puts $0.01 (CboeTheo=0.01)  ASK  BOX 11:34:58.650 IV=86.3% +15.3 MRX 0 x $0.00 - $0.01 x 949 C2  SPREAD/FLOOR   Post-Earnings  Vega=$240 BAC=27.43 Ref
  267. >>31740 BAC Oct23 23.0 Calls $4.40 (CboeTheo=4.46)  BID  BOX 11:35:07.489 PHLX 643 x $4.40 - $4.50 x 653 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$0 BAC=27.43 Ref
  268. >>31740 BAC Nov23 23.0 Calls $4.56 (CboeTheo=4.62)  BID  BOX 11:35:07.489 IV=22.4% -17.3 BOX 737 x $4.55 - $4.65 x 560 BZX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$2260 BAC=27.43 Ref
  269. >>31740 BAC Nov23 23.0 Puts $0.07 (CboeTheo=0.06)  ASK  BOX 11:35:07.489 IV=39.3% -0.0 C2 7 x $0.06 - $0.07 x 5356 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$28k BAC=27.43 Ref
  270. >>31740 BAC Oct23 23.0 Puts $0.01 (CboeTheo=0.01)  ASK  BOX 11:35:07.489 IV=86.3% +15.3 MRX 0 x $0.00 - $0.01 x 829 C2  SPREAD/FLOOR   Post-Earnings  Vega=$2755 BAC=27.43 Ref
  271. >>10000 NEE Dec23 60.0 Calls $0.85 (CboeTheo=0.88)  BID  PHLX 11:35:58.603 IV=30.4% -1.2 MRX 127 x $0.85 - $0.90 x 170 EDGX  FLOOR  Vega=$67k NEE=54.36 Ref
  272. SWEEP DETECTED:
    >>Bullish Delta Impact 700 PETS Dec23 12.5 Calls $0.30 (CboeTheo=0.27)  ASK  [MULTI] 11:38:19.587 IV=57.4% +0.0 PHLX 220 x $0.20 - $0.30 x 168 PHLX  ISO 
    Delta=24%, EST. IMPACT = 17k Shares ($180k) To Buy PETS=10.50 Ref
  273. SWEEP DETECTED:
    >>2350 BAC Oct23 27.5 Calls $0.37 (CboeTheo=0.37)  ASK  [MULTI] 11:38:34.423 IV=31.2% -21.2 ARCA 38 x $0.36 - $0.37 x 1366 C2  Post-Earnings  Vega=$2403 BAC=27.57 Ref
  274. >>3000 GM Jun24 28.0 Puts $2.23 (CboeTheo=2.20)  ASK  ARCA 11:39:27.471 IV=38.6% +0.3 CBOE 160 x $2.16 - $2.23 x 169 CBOE  CROSS  Vega=$26k GM=30.50 Ref
  275. >>2000 VMW Jan24 105 Puts $0.90 (CboeTheo=1.01)  BID  AMEX 11:40:28.760 IV=40.4% +8.8 ARCA 10 x $0.75 - $1.25 x 8 AMEX  SPREAD/FLOOR   SSR  Vega=$19k VMW=167.78 Ref
  276. >>2000 VMW Jan24 140 Puts $6.60 (CboeTheo=6.60)  ASK  AMEX 11:40:28.760 IV=23.3% +14.8 ARCA 10 x $5.70 - $6.60 x 5 ARCA  SPREAD/FLOOR   SSR  Vega=$56k VMW=167.78 Ref
  277. SWEEP DETECTED:
    >>2128 UBER Jan24 65.0 Calls $0.19 (CboeTheo=0.19)  BID  [MULTI] 11:40:47.474 IV=40.1% +0.1 NOM 19 x $0.19 - $0.20 x 840 GEMX Vega=$5469 UBER=45.16 Ref
  278. SWEEP DETECTED:
    >>2766 COP Oct23 135 Calls $0.037 (CboeTheo=0.04)  Above Ask!  [MULTI] 11:41:20.661 IV=37.5% +3.8 C2 488 x $0.02 - $0.03 x 10 MPRL Vega=$1597 COP=125.37 Ref
  279. >>2072 COP Oct23 135 Calls $0.04 (CboeTheo=0.04)  ASK  CBOE 11:41:32.758 IV=39.3% +5.7 C2 191 x $0.03 - $0.04 x 125 NOM  AUCTION  Vega=$1424 COP=125.34 Ref
  280. SPLIT TICKET:
    >>2113 COP Oct23 135 Calls $0.04 (CboeTheo=0.04)  ASK  [CBOE] 11:41:32.758 IV=39.3% +5.7 C2 191 x $0.03 - $0.04 x 125 NOM  AUCTION  Vega=$1452 COP=125.34 Ref
  281. SWEEP DETECTED:
    >>3157 BAC Oct23 27.5 Calls $0.40 (CboeTheo=0.39)  ASK  [MULTI] 11:41:35.259 IV=30.4% -22.0 EMLD 3622 x $0.39 - $0.40 x 3083 EMLD  Post-Earnings  Vega=$3198 BAC=27.62 Ref
  282. >>8789 DAL Nov23 36.0 Calls $0.88 (CboeTheo=0.87)  ASK  MIAX 11:42:40.197 IV=30.6% -0.5 BZX 248 x $0.86 - $0.88 x 14 BZX  ISO/AUCTION - OPENING  Vega=$35k DAL=34.95 Ref
  283. SWEEP DETECTED:
    >>Bullish Delta Impact 10000 DAL Nov23 36.0 Calls $0.879 (CboeTheo=0.87)  Above Ask!  [MULTI] 11:42:39.453 IV=30.6% -0.5 EMLD 415 x $0.84 - $0.87 x 50 MPRL  ISO - OPENING 
    Delta=41%, EST. IMPACT = 409k Shares ($14.3m) To Buy DAL=34.92 Ref
  284. >>2135 PLTR Oct23 27th 18.0 Puts $0.77 (CboeTheo=0.78)  BID  NOM 11:43:47.878 IV=56.4% +0.2 MPRL 211 x $0.77 - $0.79 x 65 BZX  OPENING  Vega=$2527 PLTR=17.78 Ref
  285. SWEEP DETECTED:
    >>4097 PLTR Oct23 27th 18.0 Puts $0.774 (CboeTheo=0.78)  Below Bid!  [MULTI] 11:43:47.857 IV=56.8% +0.6 C2 474 x $0.78 - $0.79 x 154 C2  ISO - OPENING  Vega=$4843 PLTR=17.77 Ref
  286. >>2000 VMW Jan24 105 Puts $0.90 (CboeTheo=0.53)  ASK  AMEX 11:44:10.983 IV=40.4% +8.8 BOX 0 x $0.00 - $1.05 x 2 AMEX  SPREAD/FLOOR   SSR  Vega=$19k VMW=167.67 Ref
  287. >>2000 VMW Jan24 140 Puts $6.60 (CboeTheo=6.55)  BID  AMEX 11:44:10.983 IV=23.3% +14.9 ARCA 1 x $6.20 - $8.00 x 5 ARCA  SPREAD/FLOOR   SSR  Vega=$56k VMW=167.67 Ref
  288. >>1000 VIX Oct23 18th 22.0 Calls $0.02 (CboeTheo=0.03)  BID  CBOE 11:44:59.069 IV=245.7% +16.9 CBOE 5 x $0.02 - $0.04 x 20k CBOE Vega=$53 VIX=17.23 Fwd
  289. SPLIT TICKET:
    >>1505 VIX Oct23 18th 22.0 Calls $0.02 (CboeTheo=0.03)  MID  [CBOE] 11:44:59.069 IV=245.7% +16.9 CBOE 7127 x $0.01 - $0.04 x 20k CBOE Vega=$79 VIX=17.23 Fwd
  290. >>Market Color S - Bullish option flow detected in SentinelOne (17.69 +0.35) with 12,178 calls trading (9x expected) and implied vol increasing almost 3 points to 51.77%. . The Put/Call Ratio is 0.10. Earnings are expected on 12/05.  [S 17.69 +0.35 Ref, IV=51.8% +2.5] #Bullish
  291. >>6681 MS Oct23 78.0 Puts $0.69 (CboeTheo=0.69)  ASK  ARCA 11:45:33.448 IV=52.3% -0.6 ARCA 1 x $0.68 - $0.69 x 8 MPRL  FLOOR   Pre-Earnings  Vega=$17k MS=80.14 Ref
  292. >>1500 VIX Oct23 18th 22.0 Calls $0.02 (CboeTheo=0.03)  ASK  CBOE 11:45:42.266 IV=245.8% +17.0 CBOE 15k x $0.01 - $0.02 x 2995 CBOE Vega=$79 VIX=17.23 Fwd
  293. SPLIT TICKET:
    >>1000 SPXW Oct23 18th 3550 Puts $0.05 (CboeTheo=0.08)  BID  [CBOE] 11:45:45.017 IV=117.1% +22.8 CBOE 665 x $0.05 - $0.10 x 2118 CBOE Vega=$579 SPX=4382.52 Fwd
  294. >>2000 VIX Oct23 18th 22.0 Calls $0.02 (CboeTheo=0.03)  ASK  CBOE 11:45:56.794 IV=245.8% +17.0 CBOE 13k x $0.01 - $0.02 x 995 CBOE Vega=$105 VIX=17.23 Fwd
  295. SPLIT TICKET:
    >>2000 UEC Feb24 6.0 Calls $0.41 (CboeTheo=0.45)  BID  [ARCA] 11:47:50.635 IV=56.4% -5.0 PHLX 1359 x $0.40 - $0.50 x 1092 PHLX  FLOOR  Vega=$2299 UEC=5.16 Ref
  296. >>2500 KVUE Oct23 20.0 Puts $0.35 (CboeTheo=0.38)  BID  ARCA 11:51:02.690 IV=25.7% -4.6 PHLX 1506 x $0.35 - $0.40 x 474 C2  FLOOR   52WeekLow  Vega=$1601 KVUE=19.73 Ref
  297. >>5000 PLTR Oct23 21.0 Calls $0.01 (CboeTheo=0.01)  BID  ARCA 11:51:07.110 IV=85.9% -0.5 C2 575 x $0.01 - $0.02 x 1000 C2  SPREAD/CROSS  Vega=$409 PLTR=17.73 Ref
  298. >>5000 PLTR Oct23 17.0 Calls $0.88 (CboeTheo=0.88)  BID  ARCA 11:51:07.110 IV=62.1% +1.6 EMLD 526 x $0.88 - $0.91 x 894 CBOE  SPREAD/CROSS  Vega=$2477 PLTR=17.73 Ref
  299. SWEEP DETECTED:
    >>3000 BAC Oct23 29.0 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 11:51:08.952 IV=34.6% -16.0 EMLD 3634 x $0.02 - $0.03 x 3123 C2  ISO   Post-Earnings  Vega=$1144 BAC=27.66 Ref
  300. >>3391 CLF Jan25 15.0 Puts $2.41 (CboeTheo=2.39)  MID  ARCA 11:51:45.758 IV=46.8% +0.4 MPRL 13 x $2.38 - $2.43 x 13 MPRL  TIED/FLOOR  Vega=$21k CLF=15.73 Ref
  301. >>2000 CSCO Nov23 52.5 Puts $1.14 (CboeTheo=1.14)  MID  AMEX 11:54:05.913 IV=27.8% +0.4 C2 124 x $1.13 - $1.15 x 98 C2  SPREAD/FLOOR  Vega=$12k CSCO=53.58 Ref
  302. >>2000 CSCO Nov23 52.5 Calls $2.50 (CboeTheo=2.47)  ASK  AMEX 11:54:05.914 IV=28.3% +0.9 EMLD 80 x $2.46 - $2.50 x 167 EDGX  SPREAD/FLOOR  Vega=$12k CSCO=53.58 Ref
  303. >>2000 CSCO Oct23 57.5 Puts $3.87 (CboeTheo=3.93)  BID  AMEX 11:54:05.914 PHLX 112 x $3.85 - $3.95 x 30 BZX  SPREAD/FLOOR  Vega=$0 CSCO=53.58 Ref
  304. >>2000 CSCO Oct23 57.5 Calls $0.01 (CboeTheo=0.01)  ASK  AMEX 11:54:05.915 IV=34.9% +8.8 MPRL 0 x $0.00 - $0.01 x 108 MPRL  SPREAD/FLOOR  Vega=$435 CSCO=53.58 Ref
  305. >>1000 VIX Jan24 17th 40.0 Calls $0.66 (CboeTheo=0.65)  ASK  CBOE 11:55:51.863 IV=110.4% +0.2 CBOE 4657 x $0.63 - $0.67 x 19k CBOE Vega=$2262 VIX=19.38 Fwd
  306. SPLIT TICKET:
    >>2000 NOVA Oct23 15.0 Puts $4.08 (CboeTheo=4.12)  BID  [CBOE] 11:55:51.136 BOX 102 x $4.00 - $4.20 x 81 NOM  FLOOR  Vega=$0 NOVA=10.95 Ref
  307. >>2447 AAL Dec25 5.0 Puts $0.63 (CboeTheo=0.63)  ASK  ARCA 11:56:31.283 IV=69.0% +0.3 ARCA 159 x $0.59 - $0.65 x 100 NOM  FLOOR  Vega=$5988 AAL=12.06 Ref
  308. >>2446 AAL Dec25 5.0 Puts $0.64 (CboeTheo=0.63)  ASK  ARCA 11:56:31.284 IV=69.4% +0.7 ARCA 159 x $0.59 - $0.65 x 100 NOM  FLOOR  Vega=$6006 AAL=12.06 Ref
  309. SPLIT TICKET:
    >>4893 AAL Dec25 5.0 Puts $0.635 (CboeTheo=0.63)  ASK  [ARCA] 11:56:31.283 IV=69.0% +0.3 ARCA 159 x $0.59 - $0.65 x 100 NOM  FLOOR  Vega=$12k AAL=12.06 Ref
  310. SPLIT TICKET:
    >>1000 VIX Dec23 20th 36.0 Calls $0.55 (CboeTheo=0.53)  ASK  [CBOE] 11:56:37.219 IV=121.6% -0.4 CBOE 31k x $0.52 - $0.56 x 3684 CBOE Vega=$1731 VIX=18.37 Fwd
  311. >>1244 VIX Nov23 15th 14.0 Puts $0.11 (CboeTheo=0.12)  BID  CBOE 11:57:34.640 IV=64.0% -4.0 CBOE 2600 x $0.11 - $0.13 x 16k CBOE Vega=$869 VIX=17.92 Fwd
  312. SPLIT TICKET:
    >>3844 VIX Nov23 15th 14.0 Puts $0.11 (CboeTheo=0.12)  BID  [CBOE] 11:57:34.640 IV=64.0% -4.0 CBOE 2600 x $0.11 - $0.13 x 16k CBOE Vega=$2684 VIX=17.92 Fwd
  313. >>Unusual Volume ARDX - 3x market weighted volume: 10.8k = 21.3k projected vs 7078 adv, 71% calls, 6% of OI [ARDX 3.40 -0.07 Ref, IV=169.3% +7.5]
  314. >>2900 RBLX Oct23 28.0 Puts $0.05 (CboeTheo=0.05)  ASK  ARCA 11:58:28.557 IV=65.0% +0.5 EMLD 479 x $0.04 - $0.05 x 2151 EMLD  SPREAD/FLOOR  Vega=$1020 RBLX=30.68 Ref
  315. >>2900 RBLX Oct23 32.5 Calls $0.10 (CboeTheo=0.09)  ASK  ARCA 11:58:28.557 IV=53.5% -6.1 C2 305 x $0.09 - $0.10 x 296 EMLD  SPREAD/FLOOR  Vega=$1805 RBLX=30.68 Ref
  316. >>Market Color AFRM - Bearish flow noted in Affirm Holdings (19.68 +0.80) with 56,102 puts trading, or 3x expected. The Put/Call Ratio is 2.91, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/07. [AFRM 19.68 +0.80 Ref, IV=100.1% +1.6] #Bearish
  317. SWEEP DETECTED:
    >>4404 PLUG Oct23 8.0 Calls $0.17 (CboeTheo=0.16)  ASK  [MULTI] 12:00:29.249 IV=87.5% +1.6 GEMX 132 x $0.16 - $0.17 x 1143 EMLD Vega=$1236 PLUG=7.79 Ref
  318. SPLIT TICKET:
    >>1000 SPXW Oct23 4500 Calls $0.75 (CboeTheo=0.67)  ASK  [CBOE] 12:01:30.691 IV=14.5% +1.1 CBOE 379 x $0.65 - $0.75 x 991 CBOE Vega=$33k SPX=4389.20 Fwd
  319. >>10000 PBR Jan24 16.0 Calls $1.06 (CboeTheo=1.08)  MID  AMEX 12:01:41.440 IV=32.0% -1.5 BXO 11 x $1.03 - $1.09 x 1299 ARCA  SPREAD/CROSS  Vega=$27k PBR=16.14 Ref
  320. >>10000 PBR Jan24 17.0 Calls $0.64 (CboeTheo=0.64)  MID  AMEX 12:01:41.440 IV=32.4% -1.2 NOM 83 x $0.63 - $0.65 x 3 EDGX  SPREAD/CROSS  Vega=$30k PBR=16.14 Ref
  321. SPLIT TICKET:
    >>1200 VIX Nov23 15th 65.0 Calls $0.08 (CboeTheo=0.09)  MID  [CBOE] 12:01:58.395 IV=204.5% +0.2 CBOE 21k x $0.07 - $0.10 x 21k CBOE  FLOOR  Vega=$355 VIX=17.88 Fwd
  322. SWEEP DETECTED:
    >>2000 MARA Oct23 10.0 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 12:02:43.134 IV=129.1% +0.6 C2 824 x $0.04 - $0.05 x 3876 EMLD Vega=$257 MARA=8.46 Ref
  323. SWEEP DETECTED:
    >>Bearish Delta Impact 564 NKTX Nov23 2.5 Calls $0.508 (CboeTheo=0.55)  BID  [MULTI] 12:02:55.867 IV=126.8% +3.8 BOX 62 x $0.50 - $0.60 x 2 BZX
    Delta=70%, EST. IMPACT = 40k Shares ($101k) To Sell NKTX=2.54 Ref
  324. >>2500 VMW Jan24 105 Puts $0.78 (CboeTheo=0.78)  MID  AMEX 12:03:24.296 IV=38.9% +7.4 ARCA 5 x $0.50 - $1.05 x 2 AMEX  SPREAD/CROSS   SSR  Vega=$22k VMW=167.78 Ref
  325. >>2500 VMW Jan24 140 Puts $6.48 (CboeTheo=6.79)  BID  AMEX 12:03:24.296 IV=22.7% +14.2 ARCA 1 x $6.20 - $6.80 x 1 ARCA  SPREAD/CROSS   SSR  Vega=$70k VMW=167.78 Ref
  326. >>2361 VIX Nov23 15th 13.5 Puts $0.06 (CboeTheo=0.07)  BID  CBOE 12:04:00.012 IV=61.8% -5.0 CBOE 15k x $0.06 - $0.09 x 37k CBOE Vega=$1134 VIX=17.88 Fwd
  327. >>2198 VIX Nov23 15th 13.5 Puts $0.06 (CboeTheo=0.07)  BID  CBOE 12:04:00.012 IV=61.8% -5.0 CBOE 15k x $0.06 - $0.09 x 37k CBOE Vega=$1055 VIX=17.88 Fwd
  328. >>1688 VIX Nov23 15th 13.5 Puts $0.06 (CboeTheo=0.07)  BID  CBOE 12:04:00.012 IV=61.8% -5.0 CBOE 13k x $0.06 - $0.09 x 37k CBOE Vega=$811 VIX=17.88 Fwd
  329. >>2506 VIX Nov23 15th 13.5 Puts $0.06 (CboeTheo=0.07)  BID  CBOE 12:04:00.012 IV=61.8% -5.0 CBOE 15k x $0.06 - $0.09 x 37k CBOE Vega=$1203 VIX=17.88 Fwd
  330. SPLIT TICKET:
    >>10000 VIX Nov23 15th 13.5 Puts $0.06 (CboeTheo=0.07)  BID  [CBOE] 12:04:00.012 IV=61.8% -5.0 CBOE 15k x $0.06 - $0.09 x 37k CBOE Vega=$4802 VIX=17.88 Fwd
  331. >>2500 RBLX Nov23 3rd 29.0 Puts $0.60 (CboeTheo=0.61)  BID  PHLX 12:04:35.590 IV=50.0% -1.9 MPRL 40 x $0.60 - $0.62 x 86 EDGX  SPREAD/FLOOR - OPENING  Vega=$5586 RBLX=30.66 Ref
  332. >>2500 RBLX Nov23 3rd 33.0 Calls $0.49 (CboeTheo=0.51)  BID  PHLX 12:04:35.590 IV=47.9% -2.5 MPRL 113 x $0.49 - $0.51 x 222 EMLD  SPREAD/FLOOR - OPENING  Vega=$5490 RBLX=30.66 Ref
  333. SPLIT TICKET:
    >>1000 SPX Mar24 2500 Puts $5.50 (CboeTheo=5.23)  ASK  [CBOE] 12:04:49.812 IV=42.9% +0.3 CBOE 1001 x $5.30 - $5.50 x 1899 CBOE  LATE  Vega=$93k SPX=4465.82 Fwd
  334. >>4477 PLUG Nov23 10th 8.5 Calls $0.46 (CboeTheo=0.45)  MID  PHLX 12:06:54.549 IV=87.5% +1.9 EMLD 823 x $0.45 - $0.47 x 18 BZX  AUCTION - OPENING  Vega=$3518 PLUG=7.84 Ref
  335. SWEEP DETECTED:
    >>4527 PLUG Nov23 10th 8.5 Calls $0.46 (CboeTheo=0.45)  ASK  [MULTI] 12:06:54.021 IV=88.0% +2.4 EMLD 564 x $0.45 - $0.46 x 309 NOM  OPENING  Vega=$3550 PLUG=7.83 Ref
  336. >>2094 PLUG Nov23 3rd 8.0 Calls $0.48 (CboeTheo=0.47)  MID  PHLX 12:07:30.679 IV=79.7% +2.7 MPRL 500 x $0.47 - $0.49 x 119 BZX  AUCTION - OPENING  Vega=$1422 PLUG=7.84 Ref
  337. SPLIT TICKET:
    >>3493 PLUG Nov23 3rd 8.0 Calls $0.48 (CboeTheo=0.47)  MID  [PHLX] 12:07:30.679 IV=79.7% +2.7 MPRL 500 x $0.47 - $0.49 x 119 BZX  AUCTION - OPENING  Vega=$2372 PLUG=7.84 Ref
  338. SWEEP DETECTED:
    >>3000 BAC Jan24 32.0 Calls $0.21 (CboeTheo=0.21)  BID  [MULTI] 12:08:11.305 IV=22.6% -2.1 C2 1528 x $0.21 - $0.22 x 2678 EMLD  ISO   Post-Earnings  Vega=$9514 BAC=27.82 Ref
  339. >>2000 AAL Dec23 11.0 Puts $0.38 (CboeTheo=0.39)  BID  ARCA 12:08:20.816 IV=45.1% -0.8 C2 2773 x $0.38 - $0.39 x 353 C2  CROSS  Vega=$3171 AAL=12.05 Ref
  340. >>5000 PLUG Oct23 8.0 Calls $0.19 (CboeTheo=0.19)  BID  PHLX 12:08:36.924 IV=84.4% -1.4 BOX 2351 x $0.19 - $0.20 x 276 NOM  AUCTION  Vega=$1446 PLUG=7.87 Ref
  341. SWEEP DETECTED:
    >>5007 PLUG Oct23 8.0 Calls $0.19 (CboeTheo=0.19)  BID  [MULTI] 12:08:36.826 IV=88.0% +2.1 C2 1795 x $0.19 - $0.20 x 276 NOM Vega=$1450 PLUG=7.86 Ref
  342. SWEEP DETECTED:
    >>2000 AAPL Oct23 172.5 Puts $0.28 (CboeTheo=0.27)  ASK  [MULTI] 12:09:44.213 IV=29.0% +0.3 C2 584 x $0.27 - $0.28 x 1283 C2 Vega=$6705 AAPL=177.94 Ref
  343. >>9428 AFRM Nov23 3rd 17.5 Puts $0.54 (CboeTheo=0.53)  ASK  ARCA 12:11:53.750 IV=83.1% +3.3 MPRL 19 x $0.52 - $0.54 x 128 EMLD  SPREAD/FLOOR - OPENING  Vega=$12k AFRM=19.55 Ref
  344. >>17050 AFRM Oct23 18.5 Puts $0.22 (CboeTheo=0.24)  BID  ARCA 12:11:53.750 IV=85.6% +4.0 C2 164 x $0.22 - $0.23 x 53 MPRL  SPREAD/FLOOR  Vega=$9528 AFRM=19.55 Ref
  345. >>Market Color .SPX - S&P500 index option volume at midday totals 1696549 contracts as the index trades near $4392.43 (18.8). Front term atm implied vols are near 14.5% and the CBOE VIX is currently near 16.99 (-0.22). 
  346. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 5 to 2 and 645239 contracts trading marketwide. Most actives include Plug Power(PLUG), Exxon Mobil(XOM), Petrobras(PBR). The sector ETF, XLE is up 0.805 to 90.995 with 30 day implied volatility lower by -0.5%, near 23.8%  #sector
  347. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 3 to 2 and 1585996 contracts changing hands. Most actives include Bank of America(BAC), Citi(C), Marathon Patent Group(MARA). The sector ETF, XLF is up 0.355 to 33.915 with 30 day implied volatility lower by -0.8%, near 16.5%#sector
  348. >>Market Color GT - Bullish option flow detected in Goodyear Tire (12.73 +0.44) with 5,697 calls trading (4x expected) and implied vol increasing over 1 point to 54.48%. . The Put/Call Ratio is 0.03. Earnings are expected on 10/30. [GT 12.73 +0.44 Ref, IV=54.5% +1.5] #Bullish
  349. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 4 to 3 and 3601559 contracts trading marketwide. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is little changed 0.045 to 170.295 with 30 day implied volatility relatively flat at 20.3%  #sector
  350. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 7 to 5 and 2298046 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), AMC Entertainment(AMC). The sector ETF, XLY is up 1.075 to 162.615 with 30 day implied volatility relatively flat at 22.4%  #sector
  351. >>Market Color @HLTH - Health Care sector option volume is moderate today, with calls leading puts 3 to 2 and 535002 contracts trading marketwide. Most actives include Pfizer(PFE), Johnson & Johnson(JNJ), Moderna(MRNA). The sector ETF, XLV is up 0.405 to 131.575 with 30 day implied volatility relatively flat at 13.1%#sector
  352. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 275102 contracts changing hands. Most actives include Rio Tinto(RIO), US Steel(X), Barrick Gold(GOLD). The sector ETF, XLB is up 1.015 to 79.415 with 30 day implied volatility lower by -0.4%, near 17.5% ( #sector
  353. SWEEP DETECTED:
    >>Bullish Delta Impact 1498 NKTX Nov23 2.5 Calls $0.70 (CboeTheo=0.80)  ASK  [MULTI] 12:15:40.968 IV=132.3% +9.3 PHLX 343 x $0.65 - $0.70 x 150 ARCA
    Delta=76%, EST. IMPACT = 114k Shares ($330k) To Buy NKTX=2.89 Ref
  354. SWEEP DETECTED:
    >>4765 AFRM Oct23 18.0 Puts $0.11 (CboeTheo=0.15)  BID  [MULTI] 12:17:18.749 IV=86.8% +2.0 EMLD 982 x $0.11 - $0.12 x 193 C2  ISO - OPENING  Vega=$1887 AFRM=19.62 Ref
  355. SPLIT TICKET:
    >>2483 VIX Oct23 18th 20.0 Calls $0.04 (CboeTheo=0.04)  ASK  [CBOE] 12:17:35.613 IV=206.2% +8.4 CBOE 115 x $0.03 - $0.04 x 7 CBOE Vega=$238 VIX=16.95 Fwd
  356. SPLIT TICKET:
    >>1107 VIX Oct23 18th 20.0 Calls $0.04 (CboeTheo=0.04)  MID  [CBOE] 12:17:42.438 IV=204.7% +6.9 CBOE 383 x $0.03 - $0.05 x 18k CBOE Vega=$107 VIX=16.97 Fwd
  357. SWEEP DETECTED:
    >>2910 PLTR Oct23 27th 18.5 Calls $0.40 (CboeTheo=0.41)  ASK  [MULTI] 12:18:23.320 IV=54.2% -1.8 EMLD 2978 x $0.39 - $0.40 x 2000 ARCA Vega=$3299 PLTR=17.87 Ref
  358. SPLIT TICKET:
    >>1410 VIX Oct23 18th 20.0 Calls $0.04 (CboeTheo=0.04)  MID  [CBOE] 12:18:23.406 IV=204.7% +7.0 CBOE 652 x $0.03 - $0.05 x 16k CBOE Vega=$136 VIX=16.97 Fwd
  359. >>10000 M Nov23 12.0 Calls $0.52 (CboeTheo=0.53)  BID  PHLX 12:20:12.562 IV=53.4% -0.3 EMLD 132 x $0.52 - $0.53 x 79 C2  FLOOR - OPENING  Vega=$13k M=11.47 Ref
  360. SPLIT TICKET:
    >>1000 SPXW Oct23 17th 4405 Calls $2.17 (CboeTheo=1.65)  Above Ask!  [CBOE] 12:20:29.107 IV=23.5% +9.4 CBOE 2 x $1.60 - $1.65 x 255 CBOE  LATE  Vega=$25k SPX=4386.23 Fwd
  361. SPLIT TICKET:
    >>1000 SPXW Oct23 17th 4425 Calls $0.32 (CboeTheo=0.23)  Above Ask!  [CBOE] 12:20:29.107 IV=24.1% +10.2 CBOE 1525 x $0.20 - $0.25 x 620 CBOE  LATE  Vega=$7783 SPX=4386.23 Fwd
  362. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 COCO Oct23 25.0 Calls $0.945 (CboeTheo=1.10)  Below Bid!  [MULTI] 12:21:14.306 IV=67.0% -1.6 BOX 11 x $1.05 - $1.20 x 151 AMEX  OPENING   SSR 
    Delta=68%, EST. IMPACT = 68k Shares ($1.76m) To Sell COCO=25.67 Ref
  363. >>1000 VIX Nov23 15th 15.0 Puts $0.30 (CboeTheo=0.31)  ASK  CBOE 12:23:21.475 IV=65.4% -3.7 CBOE 6440 x $0.29 - $0.30 x 54 CBOE Vega=$1220 VIX=17.70 Fwd
  364. SPLIT TICKET:
    >>1054 VIX Nov23 15th 15.0 Puts $0.30 (CboeTheo=0.31)  ASK  [CBOE] 12:23:21.475 IV=65.4% -3.7 CBOE 6440 x $0.29 - $0.30 x 54 CBOE Vega=$1286 VIX=17.70 Fwd
  365. >>2500 WYNN Jun24 125 Calls $1.92 (CboeTheo=1.91)  MID  BOX 12:23:36.526 IV=32.5% -0.3 MPRL 42 x $1.87 - $1.96 x 13 MPRL  CROSS  Vega=$47k WYNN=90.67 Ref
  366. SPLIT TICKET:
    >>1061 SPXW Oct23 17th 4335 Puts $0.30 (CboeTheo=0.24)  ASK  [CBOE] 12:24:53.550 IV=32.7% +15.6 CBOE 750 x $0.25 - $0.30 x 1049 CBOE Vega=$6233 SPX=4390.41 Fwd
  367. >>3000 BAC Jun24 30.0 Calls $1.61 (CboeTheo=1.61)  BID  ISE 12:25:06.936 IV=25.3% -1.0 BOX 100 x $1.61 - $1.62 x 17 MPRL  COB/AUCTION   Post-Earnings  Vega=$26k BAC=27.77 Ref
  368. >>3000 BAC Jun24 35.0 Calls $0.42 (CboeTheo=0.42)  ASK  ISE 12:25:06.936 IV=23.9% -1.2 EMLD 237 x $0.41 - $0.42 x 323 EMLD  COB/AUCTION   Post-Earnings  Vega=$17k BAC=27.77 Ref
  369. SWEEP DETECTED:
    >>2808 PLTR Oct23 18.0 Puts $0.45 (CboeTheo=0.45)  ASK  [MULTI] 12:27:01.187 IV=60.0% -0.1 EMLD 3990 x $0.44 - $0.45 x 894 BZX Vega=$1864 PLTR=17.89 Ref
  370. >>1000 VIX Oct23 18th 18.0 Calls $0.12 (CboeTheo=0.11)  MID  CBOE 12:27:16.487 IV=143.9% +8.6 CBOE 139 x $0.11 - $0.13 x 18k CBOE Vega=$225 VIX=16.88 Fwd
  371. SWEEP DETECTED:
    >>Bullish Delta Impact 943 ALTO Nov23 4.5 Calls $0.35 (CboeTheo=0.30)  ASK  [MULTI] 12:27:57.692 IV=84.2% +11.3 GEMX 2392 x $0.30 - $0.35 x 1949 AMEX
    Delta=48%, EST. IMPACT = 46k Shares ($198k) To Buy ALTO=4.33 Ref
  372. >>2681 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.07)  ASK  CBOE 12:28:37.815 IV=117.2% +4.3 CBOE 3137 x $0.07 - $0.09 x 3797 CBOE Vega=$562 VIX=16.88 Fwd
  373. >>2109 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.07)  ASK  CBOE 12:28:37.815 IV=117.2% +4.3 CBOE 3137 x $0.07 - $0.09 x 3797 CBOE Vega=$442 VIX=16.88 Fwd
  374. SPLIT TICKET:
    >>6000 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.07)  ASK  [CBOE] 12:28:37.815 IV=117.2% +4.3 CBOE 3137 x $0.07 - $0.09 x 3797 CBOE Vega=$1258 VIX=16.88 Fwd
  375. SWEEP DETECTED:
    >>Bullish Delta Impact 625 ALTO Nov23 4.5 Calls $0.35 (CboeTheo=0.32)  ASK  [MULTI] 12:31:39.248 IV=80.5% +7.5 PHLX 1539 x $0.30 - $0.35 x 4 ARCA
    Delta=49%, EST. IMPACT = 31k Shares ($135k) To Buy ALTO=4.37 Ref
  376. >>2999 VIX Oct23 18th 17.0 Puts $0.43 (CboeTheo=0.41)  MID  CBOE 12:32:28.352 IV=114.2% -4.1 CBOE 1107 x $0.41 - $0.45 x 10 CBOE  AUCTION  Vega=$986 VIX=16.90 Fwd
  377. SWEEP DETECTED:
    >>5000 T Oct23 14.5 Puts $0.30 (CboeTheo=0.29)  ASK  [MULTI] 12:33:40.985 IV=60.5% +6.7 C2 1914 x $0.28 - $0.30 x 4696 EMLD Vega=$2690 T=14.54 Ref
  378. SWEEP DETECTED:
    >>4000 T Jan24 13.0 Puts $0.24 (CboeTheo=0.25)  ASK  [MULTI] 12:34:05.396 IV=27.4% -0.2 EMLD 3338 x $0.23 - $0.24 x 1000 NOM Vega=$8252 T=14.53 Ref
  379. SWEEP DETECTED:
    >>2300 PLUG Oct23 7.5 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 12:34:14.292 IV=86.5% +13.2 EMLD 1574 x $0.10 - $0.11 x 353 EMLD Vega=$559 PLUG=7.84 Ref
  380. SWEEP DETECTED:
    >>2034 GOOGL Oct23 138 Puts $0.755 (CboeTheo=0.76)  Below Bid!  [MULTI] 12:35:41.917 IV=27.7% -0.2 EMLD 152 x $0.76 - $0.78 x 401 C2 Vega=$9490 GOOGL=139.53 Ref
  381. >>Unusual Volume GILD - 3x market weighted volume: 14.4k = 25.1k projected vs 8352 adv, 51% calls, 6% of OI [GILD 80.16 +0.95 Ref, IV=25.0% -0.8]
  382. >>Market Color CCJ - Bullish option flow detected in Cameco (37.84 +1.66) with 22,671 calls trading (1.1x expected) and implied vol increasing over 1 point to 48.29%. . The Put/Call Ratio is 0.27. Earnings are expected on 10/30.  [CCJ 37.84 +1.66 Ref, IV=48.3% +1.0] #Bullish
  383. >>2500 WU Nov23 14.0 Calls $0.19 (CboeTheo=0.20)  BID  BOX 12:45:16.762 IV=26.8% -2.3 PHLX 775 x $0.15 - $0.25 x 425 PHLX  SPREAD/FLOOR - OPENING  Vega=$3404 WU=13.37 Ref
  384. >>2500 WU Oct23 13.0 Calls $0.35 (CboeTheo=0.41)  BID  BOX 12:45:16.762 EMLD 353 x $0.35 - $0.45 x 57 EMLD  SPREAD/FLOOR  Vega=$0 WU=13.37 Ref
  385. SWEEP DETECTED:
    >>Bearish Delta Impact 973 JMIA Oct23 2.5 Calls $0.193 (CboeTheo=0.20)  Below Bid!  [MULTI] 12:45:41.967 IV=109.2% +3.3 ARCA 58 x $0.20 - $0.22 x 134 C2
    Delta=74%, EST. IMPACT = 72k Shares ($191k) To Sell JMIA=2.66 Ref
  386. >>7000 GOOG Oct23 105 Puts $0.01  ASK  AMEX 12:47:42.456 IV=114.4% +15.6 BOX 0 x $0.00 - $0.01 x 678 ISE  SPREAD/FLOOR  Vega=$663 GOOG=140.99 Ref
  387. >>7000 GOOG Oct23 105 Calls $36.05 (CboeTheo=36.09)  BID  AMEX 12:47:42.457 BOX 60 x $36.00 - $36.20 x 60 BOX  SPREAD/FLOOR  Vega=$0 GOOG=140.99 Ref
  388. >>7000 GOOG Nov23 105 Puts $0.10 (CboeTheo=0.11)  BID  AMEX 12:47:42.458 IV=48.2% -0.4 C2 589 x $0.10 - $0.11 x 503 C2  SPREAD/FLOOR - OPENING  Vega=$11k GOOG=140.99 Ref
  389. >>7000 GOOG Nov23 105 Calls $36.60 (CboeTheo=36.64)  ASK  AMEX 12:47:42.460 IV=45.5% -3.1 BOX 60 x $35.15 - $37.50 x 60 BOX  SPREAD/FLOOR - OPENING  Vega=$8151 GOOG=141.00 Ref
  390. SWEEP DETECTED:
    >>2000 PLUG Oct23 27th 9.0 Calls $0.08 (CboeTheo=0.08)  BID  [MULTI] 12:47:56.452 IV=80.4% -2.3 EMLD 1744 x $0.08 - $0.09 x 156 C2 Vega=$625 PLUG=7.78 Ref
  391. SWEEP DETECTED:
    >>2378 PLUG Oct23 27th 9.0 Calls $0.08 (CboeTheo=0.08)  BID  [MULTI] 12:48:57.559 IV=80.4% -2.3 C2 715 x $0.08 - $0.09 x 2592 C2 Vega=$743 PLUG=7.78 Ref
  392. >>2500 NVAX Jan24 7.5 Calls $1.10 (CboeTheo=1.14)  MID  AMEX 12:49:39.560 IV=114.8% -3.9 GEMX 1 x $1.07 - $1.13 x 36 NOM  CROSS  Vega=$3224 NVAX=6.63 Ref
  393. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 BOOT Oct23 80.0 Calls $2.252 (CboeTheo=2.40)  Below Bid!  [MULTI] 12:51:09.324 IV=41.2% -3.4 PHLX 73 x $2.30 - $2.65 x 51 PHLX  ISO 
    Delta=72%, EST. IMPACT = 72k Shares ($5.88m) To Sell BOOT=81.75 Ref
  394. SWEEP DETECTED:
    >>Bullish Delta Impact 1018 PLSE Apr24 5.0 Calls $0.80 (CboeTheo=0.69)  ASK  [MULTI] 12:52:11.948 IV=77.5% +10.2 BZX 1000 x $0.70 - $0.85 x 9 ARCA
    Delta=54%, EST. IMPACT = 55k Shares ($244k) To Buy PLSE=4.42 Ref
  395. SPLIT TICKET:
    >>1000 SPXW Oct23 31st 4475 Calls $13.65 (CboeTheo=13.67)  MID  [CBOE] 12:53:48.547 IV=12.3% +0.2 CBOE 218 x $13.50 - $13.80 x 202 CBOE  LATE  Vega=$265k SPX=4393.17 Fwd
  396. SPLIT TICKET:
    >>1000 SPXW Oct23 31st 4400 Calls $43.80 (CboeTheo=44.13)  Below Bid!  [CBOE] 12:53:48.547 IV=13.7% +0.1 CBOE 41 x $43.90 - $44.20 x 36 CBOE  LATE  Vega=$344k SPX=4393.17 Fwd
  397. >>3000 INTC Oct23 36.0 Calls $0.64 (CboeTheo=0.65)  BID  AMEX 12:55:24.484 IV=37.7% +0.7 EMLD 836 x $0.64 - $0.67 x 1424 C2  SPREAD/CROSS  Vega=$3939 INTC=36.23 Ref
  398. >>3000 INTC Oct23 36.0 Puts $0.40 (CboeTheo=0.40)  BID  AMEX 12:55:24.484 IV=38.4% +2.3 C2 597 x $0.40 - $0.41 x 1143 GEMX  SPREAD/CROSS  Vega=$3943 INTC=36.23 Ref
  399. >>4293 AAPL Oct23 180 Calls $0.80 (CboeTheo=0.78)  BID  EMLD 12:57:51.511 IV=22.3% +0.1 EMLD 4293 x $0.80 - $0.81 x 133 C2 Vega=$26k AAPL=178.21 Ref
  400. SWEEP DETECTED:
    >>4297 AAPL Oct23 180 Calls $0.80 (CboeTheo=0.79)  BID  [MULTI] 12:57:51.492 IV=22.1% -0.1 EMLD 4293 x $0.80 - $0.81 x 133 C2 Vega=$26k AAPL=178.25 Ref
  401. SPLIT TICKET:
    >>2200 VIX Oct23 18th 17.0 Puts $0.33 (CboeTheo=0.28)  BID  [CBOE] 12:57:51.532 IV=124.7% +6.3 CBOE 3375 x $0.33 - $0.34 x 1000 CBOE Vega=$716 VIX=17.17 Fwd
  402. >>1000 VIX Oct23 18th 17.0 Puts $0.33 (CboeTheo=0.28)  BID  CBOE 12:58:01.113 IV=124.7% +6.3 CBOE 290 x $0.33 - $0.35 x 6882 CBOE Vega=$325 VIX=17.18 Fwd
  403. SPLIT TICKET:
    >>2000 VIX Nov23 15th 25.0 Calls $0.60 (CboeTheo=0.59)  ASK  [CBOE] 12:58:14.088 IV=119.2% -1.7 CBOE 4062 x $0.57 - $0.60 x 7023 CBOE Vega=$2885 VIX=17.96 Fwd
  404. SPLIT TICKET:
    >>2000 VIX Oct23 18th 17.0 Puts $0.38 (CboeTheo=0.32)  ASK  [CBOE] 12:58:55.030 IV=126.6% +8.2 CBOE 4069 x $0.33 - $0.38 x 5124 CBOE Vega=$656 VIX=17.07 Fwd
  405. >>4608 LMT Dec23 465 Calls $3.82 (CboeTheo=3.97)  BID  PHLX 13:00:14.516 IV=17.9% -2.2 NOM 5 x $3.70 - $4.20 x 3 NOM  AUCTION - OPENING   Post-Earnings  Vega=$244k LMT=437.31 Ref
  406. SWEEP DETECTED:
    >>Bearish Delta Impact 4999 LMT Dec23 465 Calls $3.826 (CboeTheo=4.18)  Below Bid!  [MULTI] 13:00:14.290 IV=17.6% -2.5 MIAX 49 x $3.90 - $4.40 x 30 EDGX  OPENING   Post-Earnings 
    Delta=23%, EST. IMPACT = 116k Shares ($50.6m) To Sell LMT=438.27 Ref
  407. SWEEP DETECTED:
    >>2499 SOFI Oct23 9.0 Calls $0.018 (CboeTheo=0.04)  MID  [MULTI] 13:00:14.526 IV=66.5% -0.1 GEMX 120 x $0.02 - $0.03 x 1693 EMLD Vega=$309 SOFI=8.26 Ref
  408. >>2480 HBM Jan24 5.0 Puts $0.50 (CboeTheo=0.56)  BID  AMEX 13:00:46.720 IV=36.6% -6.8 PHLX 962 x $0.45 - $0.90 x 1302 PHLX  FLOOR - OPENING  Vega=$2285 HBM=4.70 Ref
  409. SPLIT TICKET:
    >>2789 HBM Jan24 5.0 Puts $0.506 (CboeTheo=0.56)  BID  [AMEX] 13:00:46.720 IV=42.0% -1.4 PHLX 962 x $0.45 - $0.90 x 1302 PHLX  FLOOR - OPENING  Vega=$2601 HBM=4.70 Ref
  410. >>3000 VIX Nov23 15th 19.0 Calls $1.30 (CboeTheo=1.37)  Below Bid!  CBOE 13:01:08.870 IV=86.7% -4.4 CBOE 24k x $1.35 - $1.40 x 6342 CBOE  LATE  Vega=$5971 VIX=17.92 Fwd
  411. >>1350 VIX Nov23 15th 18.0 Puts $1.85 (CboeTheo=1.72)  Above Ask!  CBOE 13:01:09.338 IV=90.5% +5.6 CBOE 27k x $1.70 - $1.76 x 8854 CBOE  LATE  Vega=$2688 VIX=17.92 Fwd
  412. TRADE CXLD:
    >>3000 VIX Nov23 15th 19.0 Calls $1.30 (CboeTheo=1.37)  Below Bid!  CBOE 13:01:08.870 IV=86.7% -4.4 CBOE 24k x $1.35 - $1.40 x 6342 CBOE  LATE  Vega=$5971 VIX=17.92 Fwd
  413. TRADE CXLD:
    >>1350 VIX Nov23 15th 18.0 Puts $1.85 (CboeTheo=1.72)  Above Ask!  CBOE 13:01:09.338 IV=90.5% +5.6 CBOE 27k x $1.70 - $1.76 x 8854 CBOE  LATE  Vega=$2688 VIX=17.92 Fwd
  414. >>4000 C Jun24 50.0 Calls $0.89 (CboeTheo=0.89)  MID  CBOE 13:03:08.120 IV=24.8% -0.2 C2 127 x $0.88 - $0.91 x 102 BOX  TIED/AUCTION  Vega=$39k C=41.42 Ref
  415. SWEEP DETECTED:
    >>2673 VFS Oct23 6.0 Calls $0.38 (CboeTheo=0.48)  BID  [MULTI] 13:03:37.480 CBOE 866 x $0.38 - $0.52 x 135 PHLX  SSR  Vega=$0 VFS=6.38 Ref
  416. SWEEP DETECTED:
    >>5000 BAC Oct23 27.0 Puts $0.08 (CboeTheo=0.08)  BID  [MULTI] 13:03:55.549 IV=32.3% -20.1 EMLD 2324 x $0.08 - $0.09 x 5386 EMLD  Post-Earnings  Vega=$3374 BAC=27.73 Ref
  417. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 SAVA Jan24 20.0 Puts $7.649 (CboeTheo=7.21)  ASK  [MULTI] 13:05:17.158 IV=122.5% +10.2 ARCA 5 x $7.15 - $7.65 x 95 PHLX  ISO   SSR 
    Delta=-57%, EST. IMPACT = 57k Shares ($829k) To Sell SAVA=14.53 Ref
  418. SPLIT TICKET:
    >>1000 SPXW Oct23 18th 4325 Puts $2.73 (CboeTheo=2.78)  Below Bid!  [CBOE] 13:07:15.720 IV=19.2% +2.2 CBOE 274 x $2.75 - $2.85 x 185 CBOE  LATE  Vega=$50k SPX=4379.23 Fwd
  419. SWEEP DETECTED:
    >>2104 AMD Nov23 120 Calls $1.757 (CboeTheo=1.75)  MID  [MULTI] 13:07:18.936 IV=49.0% +0.2 C2 137 x $1.76 - $1.77 x 13 MPRL Vega=$19k AMD=105.65 Ref
  420. >>5000 BABA Nov23 100 Calls $0.40 (CboeTheo=0.40)  MID  CBOE 13:08:05.412 IV=41.3% -0.1 EMLD 86 x $0.39 - $0.42 x 15 BOX  COB/AUCTION  Vega=$20k BABA=83.98 Ref
  421. >>5000 BABA Nov23 95.0 Calls $0.80 (CboeTheo=0.79)  MID  CBOE 13:08:05.412 IV=39.2% -0.1 EDGX 48 x $0.77 - $0.82 x 50 BZX  COB/AUCTION  Vega=$31k BABA=83.98 Ref
  422. SWEEP DETECTED:
    >>Bearish Delta Impact 978 LMND Jan24 15.0 Calls $1.25 (CboeTheo=1.27)  BID  [MULTI] 13:11:09.609 IV=68.1% -1.7 MRX 772 x $1.25 - $1.35 x 554 PHLX
    Delta=44%, EST. IMPACT = 43k Shares ($576k) To Sell LMND=13.35 Ref
  423. SPLIT TICKET:
    >>2000 VIX Nov23 15th 15.0 Puts $0.31 (CboeTheo=0.30)  ASK  [CBOE] 13:12:05.259 IV=69.3% +0.2 CBOE 250 x $0.29 - $0.31 x 14k CBOE Vega=$2417 VIX=17.93 Fwd
  424. >>Unusual Volume AZN - 3x market weighted volume: 30.7k = 48.7k projected vs 16.2k adv, 61% calls, 13% of OI [AZN 68.75 +0.94 Ref, IV=30.4% -0.1]
  425. >>Market Color FL - Bullish option flow detected in Foot Locker (22.31 +0.51) with 3,504 calls trading (1.9x expected) and implied vol increasing almost 3 points to 57.07%. . The Put/Call Ratio is 0.31. Earnings are expected on 11/16.  [FL 22.31 +0.51 Ref, IV=57.1% +2.8] #Bullish
  426. >>10000 KVUE Oct23 20.0 Puts $0.32 (CboeTheo=0.35)  MID  AMEX 13:17:52.974 IV=24.2% -6.1 PHLX 3816 x $0.30 - $0.35 x 5 BXO  SPREAD/FLOOR   52WeekLow  Vega=$6386 KVUE=19.75 Ref
  427. >>10000 KVUE Nov23 19.0 Puts $0.30 (CboeTheo=0.38)  BID  AMEX 13:17:52.975 IV=27.8% -3.4 PHLX 4255 x $0.30 - $0.40 x 1925 CBOE  SPREAD/FLOOR   52WeekLow  Vega=$20k KVUE=19.75 Ref
  428. >>2498 OPEN Jan25 4.0 Calls $0.72 (CboeTheo=0.70)  ASK  BOX 13:18:03.683 IV=98.9% +2.1 NOM 1 x $0.68 - $0.72 x 2648 BOX  AUCTION  Vega=$2659 OPEN=2.38 Ref
  429. >>5357 OPEN Jan25 4.0 Calls $0.72 (CboeTheo=0.70)  ASK  BOX 13:18:03.683 IV=98.9% +2.1 NOM 1 x $0.68 - $0.72 x 2648 BOX  AUCTION  Vega=$5701 OPEN=2.38 Ref
  430. SPLIT TICKET:
    >>9000 OPEN Jan25 4.0 Calls $0.72 (CboeTheo=0.70)  ASK  [BOX] 13:18:03.683 IV=98.9% +2.1 NOM 1 x $0.68 - $0.72 x 2648 BOX  AUCTION  Vega=$9579 OPEN=2.37 Ref
  431. >>2500 VMW Jan24 120 Puts $2.40 (CboeTheo=2.40)  ASK  AMEX 13:18:07.301 IV=34.5% +9.6 ARCA 1 x $1.85 - $2.90 x 2 ARCA  SPREAD/FLOOR   SSR  Vega=$45k VMW=167.81 Ref
  432. >>2500 VMW Jan24 150 Puts $14.30 (CboeTheo=14.50)  ASK  AMEX 13:18:07.300 IV=28.3% +20.4 ARCA 1 x $13.60 - $14.50 x 20 ARCA  SPREAD/FLOOR   SSR  Vega=$64k VMW=167.81 Ref
  433. >>Unusual Volume CVE - 3x market weighted volume: 8158 = 12.4k projected vs 3752 adv, 94% calls, 4% of OI [CVE 21.11 +0.10 Ref, IV=35.8% -0.4]
  434. >>3328 SPXW Oct23 24th 4100 Puts $1.50 (CboeTheo=1.48)  MID  CBOE 13:28:21.156 IV=24.6% +0.9 CBOE 796 x $1.45 - $1.55 x 653 CBOE  OPENING  Vega=$132k SPX=4380.08 Fwd
  435. >>4800 SIRI Dec23 6.0 Calls $0.27 (CboeTheo=0.29)  BID  PHLX 13:29:02.452 IV=99.0% +3.3 PHLX 1308 x $0.25 - $0.31 x 1 EMLD  SPREAD/CROSS/TIED  Vega=$2983 SIRI=4.75 Ref
  436. >>Market Color VOD - Bearish flow noted in Vodafone (9.55 -0.06) with 1,574 puts trading, or 1.5x expected. The Put/Call Ratio is 2.07, while ATM IV is up over 1 point on the day. Earnings are expected on 11/14.  [VOD 9.55 -0.06 Ref, IV=35.7% +1.2] #Bearish
  437. SWEEP DETECTED:
    >>2532 DKNG Oct23 32.5 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 13:30:10.528 IV=50.8% -3.3 EMLD 800 x $0.05 - $0.06 x 352 EMLD  ISO - OPENING  Vega=$1072 DKNG=30.36 Ref
  438. SPLIT TICKET:
    >>2372 SPX Nov23 3955 Puts $8.20 (CboeTheo=8.07)  ASK  [CBOE] 13:30:45.119 IV=23.8% +0.4 CBOE 1543 x $8.00 - $8.20 x 1469 CBOE  OPENING  Vega=$382k SPX=4391.11 Fwd
  439. >>Unusual Volume PR - 3x market weighted volume: 6215 = 9361 projected vs 2960 adv, 98% calls, 5% of OI [PR 14.97 -0.06 Ref, IV=46.3% -1.2]
  440. SPLIT TICKET:
    >>1593 SPX Dec23 3800 Puts $13.10 (CboeTheo=12.93)  ASK  [CBOE] 13:31:07.787 IV=25.2% +0.3 CBOE 300 x $12.90 - $13.10 x 569 CBOE Vega=$371k SPX=4404.54 Fwd
  441. >>5000 WFC Oct23 42.5 Calls $0.31 (CboeTheo=0.30)  ASK  AMEX 13:31:31.746 IV=27.3% -0.6 EMLD 337 x $0.30 - $0.31 x 132 EMLD  SPREAD/CROSS  Vega=$7602 WFC=42.22 Ref
  442. >>5000 WFC Oct23 42.5 Puts $0.55 (CboeTheo=0.56)  BID  AMEX 13:31:31.746 IV=26.0% -1.8 BXO 31 x $0.55 - $0.58 x 106 BOX  SPREAD/CROSS  Vega=$7551 WFC=42.22 Ref
  443. >>5000 APLD Nov23 5.0 Puts $0.38 (CboeTheo=0.42)  BID  BOX 13:34:25.099 IV=98.0% -12.9 PHLX 1466 x $0.35 - $0.45 x 185 PHLX  SPREAD/FLOOR  Vega=$2855 APLD=5.50 Ref
  444. >>5000 APLD Nov23 6.0 Puts $1.00 (CboeTheo=0.97)  ASK  BOX 13:34:25.099 IV=108.6% -0.9 PHLX 742 x $0.90 - $1.00 x 132 PHLX  SPREAD/FLOOR - OPENING  Vega=$3170 APLD=5.50 Ref
  445. >>6000 AAL Feb24 12.0 Puts $1.08 (CboeTheo=1.07)  MID  ARCA 13:34:55.701 IV=42.1% -0.2 MPRL 52 x $1.07 - $1.09 x 219 EDGX  CROSS  Vega=$16k AAL=11.96 Ref
  446. SPLIT TICKET:
    >>1000 VIX Oct23 18th 17.0 Puts $0.19 (CboeTheo=0.18)  ASK  [CBOE] 13:38:11.783 IV=131.6% +13.2 CBOE 3518 x $0.16 - $0.19 x 6411 CBOE  ISO  Vega=$279 VIX=17.62 Fwd
  447. >>3000 AAL Nov23 11.0 Puts $0.29 (CboeTheo=0.27)  Above Ask!  PHLX 13:38:35.146 IV=50.4% +2.5 C2 1681 x $0.26 - $0.27 x 1405 EMLD  SPREAD/FLOOR  Vega=$3373 AAL=11.94 Ref
  448. >>9000 AAL Dec23 11.0 Puts $0.40 (CboeTheo=0.41)  Below Bid!  PHLX 13:38:35.146 IV=44.4% -1.6 NOM 21 x $0.41 - $0.42 x 478 C2  SPREAD/FLOOR - OPENING  Vega=$15k AAL=11.94 Ref
  449. SWEEP DETECTED:
    >>3916 OPEN Jan25 4.0 Calls $0.72 (CboeTheo=0.70)  Above Ask!  [MULTI] 13:38:59.695 IV=98.0% +1.1 NOM 1 x $0.68 - $0.71 x 1 NOM  ISO  Vega=$4174 OPEN=2.38 Ref
  450. SWEEP DETECTED:
    >>2000 GME Nov23 24.0 Calls $0.11 (CboeTheo=0.13)  BID  [MULTI] 13:39:19.894 IV=103.8% -1.8 EDGX 320 x $0.11 - $0.14 x 35 MPRL  AUCTION - OPENING  Vega=$1079 GME=14.43 Ref
  451. >>2307 SRG Nov23 8.0 Calls $0.38 (CboeTheo=0.38)  BID  MIAX 13:39:54.304 IV=39.1% +2.1 PHLX 316 x $0.30 - $0.50 x 2 BZX  AUCTION - OPENING  Vega=$2142 SRG=8.03 Ref
  452. SPLIT TICKET:
    >>2494 SRG Nov23 8.0 Calls $0.38 (CboeTheo=0.38)  BID  [MIAX] 13:39:54.304 IV=39.1% +2.1 PHLX 316 x $0.30 - $0.50 x 2 BZX  AUCTION - OPENING  Vega=$2315 SRG=8.03 Ref
  453. >>3600 SNAP Dec23 7.0 Puts $0.20 (CboeTheo=0.21)  BID  PHLX 13:40:08.428 IV=79.2% -3.9 C2 1202 x $0.20 - $0.21 x 359 C2  SPREAD/CROSS/TIED - OPENING  Vega=$2749 SNAP=9.68 Ref
  454. >>7091 SNAP Nov23 10.0 Calls $0.93 (CboeTheo=0.91)  ASK  MIAX 13:40:14.498 IV=93.4% -2.6 ARCA 22 x $0.92 - $0.93 x 291 C2  ISO/AUCTION  Vega=$7992 SNAP=9.68 Ref
  455. SPLIT TICKET:
    >>7206 SNAP Nov23 10.0 Calls $0.93 (CboeTheo=0.91)  ASK  [MIAX] 13:40:14.498 IV=93.4% -2.6 ARCA 22 x $0.92 - $0.93 x 291 C2  ISO/AUCTION  Vega=$8121 SNAP=9.68 Ref
  456. SPLIT TICKET:
    >>1000 SPX Jun24 800 Puts $0.85 (CboeTheo=0.92)  ASK  [CBOE] 13:40:35.496 IV=75.5% +0.4 CBOE 1505 x $0.70 - $0.90 x 946 CBOE  FLOOR  Vega=$12k SPX=4501.59 Fwd
  457. >>3557 RIO Nov23 65.0 Calls $1.84 (CboeTheo=1.81)  BID  CBOE 13:41:11.991 IV=27.1% -0.3 PHLX 59 x $1.80 - $1.90 x 1 NOM  AUCTION  Vega=$27k RIO=64.28 Ref
  458. SWEEP DETECTED:
    >>Bearish Delta Impact 3571 RIO Nov23 65.0 Calls $1.84 (CboeTheo=1.81)  Below Bid!  [MULTI] 13:41:11.554 IV=27.3% -0.2 ARCA 14 x $1.85 - $1.95 x 213 ARCA
    Delta=48%, EST. IMPACT = 173k Shares ($11.1m) To Sell RIO=64.28 Ref
  459. >>2250 DG Nov23 145 Calls $0.25 (CboeTheo=0.31)  BID  AMEX 13:42:05.436 IV=41.4% -1.8 CBOE 278 x $0.25 - $0.35 x 358 CBOE  TIED/FLOOR - OPENING  Vega=$7573 DG=116.70 Ref
  460. SPLIT TICKET:
    >>2000 TSLA Nov23 290 Calls $3.85 (CboeTheo=3.78)  Above Ask!  [CBOE] 13:42:52.179 IV=48.3% +0.3 EMLD 291 x $3.75 - $3.80 x 40 BZX  FLOOR  Vega=$42k TSLA=254.20 Ref
  461. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 CLS Nov23 27.5 Calls $2.249 (CboeTheo=2.14)  Above Ask!  [MULTI] 13:44:20.323 IV=72.3% +4.9 ISE 20 x $2.10 - $2.20 x 10 AMEX  OPENING 
    Delta=53%, EST. IMPACT = 53k Shares ($1.44m) To Buy CLS=27.15 Ref
  462. SPLIT TICKET:
    >>2000 GERN Jan25 4.0 Calls $0.15 (CboeTheo=0.20)  BID  [BOX] 13:47:03.879 IV=61.7% -8.1 BOX 14k x $0.15 - $0.20 x 2000 ARCA  ISO  Vega=$1379 GERN=1.88 Ref
  463. >>10000 SOFI Dec23 7.5 Puts $0.57 (CboeTheo=0.55)  ASK  PHLX 13:47:20.490 IV=72.7% +2.6 EMLD 533 x $0.56 - $0.57 x 304 EMLD  SPREAD/FLOOR  Vega=$12k SOFI=8.21 Ref
  464. >>15000 SOFI Nov23 7.0 Puts $0.26 (CboeTheo=0.27)  BID  PHLX 13:47:20.490 IV=81.6% -1.3 EMLD 6846 x $0.26 - $0.27 x 3 NOM  SPREAD/FLOOR  Vega=$10k SOFI=8.21 Ref
  465. SWEEP DETECTED:
    >>2665 NKLA Oct23 27th 1.0 Calls $0.16 (CboeTheo=0.16)  BID  [MULTI] 13:47:22.790 IV=122.9% -3.9 ARCA 14 x $0.16 - $0.17 x 36 BXO  ISO - OPENING  Vega=$158 NKLA=1.12 Ref
  466. SWEEP DETECTED:
    >>4718 NKLA Oct23 27th 1.0 Calls $0.15 (CboeTheo=0.16)  BID  [MULTI] 13:47:31.055 IV=105.6% -21.2 EMLD 394 x $0.15 - $0.16 x 393 EMLD  ISO - OPENING  Vega=$265 NKLA=1.12 Ref
  467. SPLIT TICKET:
    >>1000 VIX Nov23 15th 18.0 Puts $1.535 (CboeTheo=1.53)  ASK  [CBOE] 13:48:08.529 IV=85.4% +0.5 CBOE 2285 x $1.51 - $1.54 x 500 CBOE Vega=$2010 VIX=18.42 Fwd
  468. SWEEP DETECTED:
    >>Bullish Delta Impact 926 NKTX Oct23 2.5 Puts $0.25 (CboeTheo=0.22)  BID  [MULTI] 13:48:18.519 IV=482.2% +326.6 BZX 923 x $0.25 - $0.30 x 272 AMEX  OPENING 
    Delta=-24%, EST. IMPACT = 22k Shares ($69k) To Buy NKTX=3.10 Ref
  469. SPLIT TICKET:
    >>2000 GERN Jan25 4.0 Calls $0.15 (CboeTheo=0.19)  BID  [BOX] 13:48:20.949 IV=62.1% -7.7 BOX 20k x $0.15 - $0.20 x 511 BZX  ISO  Vega=$1372 GERN=1.86 Ref
  470. >>5000 NKLA Oct23 27th 1.0 Calls $0.14 (CboeTheo=0.16)  BID  MPRL 13:48:38.919 IV=86.9% -39.9 MPRL 5000 x $0.14 - $0.15 x 402 BXO  ISO - OPENING  Vega=$251 NKLA=1.12 Ref
  471. SWEEP DETECTED:
    >>9493 NKLA Oct23 27th 1.0 Calls $0.14 (CboeTheo=0.16)  BID  [MULTI] 13:48:38.918 IV=86.9% -39.9 MPRL 5000 x $0.14 - $0.15 x 159 EMLD  ISO - OPENING  Vega=$477 NKLA=1.12 Ref
  472. SWEEP DETECTED:
    >>2000 SOFI Oct23 8.0 Puts $0.08 (CboeTheo=0.08)  BID  [MULTI] 13:49:29.715 IV=57.3% +2.3 EMLD 721 x $0.08 - $0.09 x 4079 EMLD  ISO  Vega=$519 SOFI=8.22 Ref
  473. SWEEP DETECTED:
    >>3125 AGNC Nov23 8.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 13:50:56.071 IV=41.0% -1.4 C2 78 x $0.11 - $0.13 x 841 C2 Vega=$2299 AGNC=8.86 Ref
  474. >>3055 OXY Oct23 27th 69.0 Calls $0.33 (CboeTheo=0.30)  ASK  CBOE 13:51:20.403 IV=32.6% +3.4 EDGX 5 x $0.32 - $0.33 x 59 MPRL  AUCTION - OPENING  Vega=$8750 OXY=65.40 Ref
  475. SPLIT TICKET:
    >>3102 OXY Oct23 27th 69.0 Calls $0.33 (CboeTheo=0.30)  ASK  [CBOE] 13:51:20.403 IV=32.6% +3.4 EDGX 5 x $0.32 - $0.33 x 59 MPRL  AUCTION - OPENING  Vega=$8884 OXY=65.40 Ref
  476. >>2500 VMW Jan24 140 Puts $6.87 (CboeTheo=6.61)  BID  AMEX 13:51:54.877 IV=26.3% +17.8 ARCA 10 x $6.80 - $7.00 x 10 ARCA  SPREAD/CROSS   SSR  Vega=$70k VMW=165.93 Ref
  477. >>2500 VMW Jan24 140 Calls $32.57 (CboeTheo=30.00)  ASK  AMEX 13:51:54.877 IV=92.0% -0.3 ARCA 5 x $29.70 - $34.00 x 1 ARCA  SPREAD/CROSS   SSR  Vega=$60k VMW=165.93 Ref
  478. SWEEP DETECTED:
    >>2933 AGNC Nov23 8.0 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 13:52:14.851 IV=41.0% -1.4 C2 83 x $0.11 - $0.13 x 144 NOM Vega=$2158 AGNC=8.86 Ref
  479. >>8229 NEM Dec23 42.5 Calls $1.25 (CboeTheo=1.25)  ASK  CBOE 13:53:49.395 IV=32.3% -0.4 PHLX 16 x $1.21 - $1.27 x 241 NOM  AUCTION - OPENING  Vega=$50k NEM=40.30 Ref
  480. SWEEP DETECTED:
    >>Bearish Delta Impact 10000 NEM Dec23 42.5 Calls $1.252 (CboeTheo=1.27)  Below Bid!  [MULTI] 13:53:49.247 IV=32.3% -0.4 EDGX 61 x $1.27 - $1.30 x 40 MPRL  ISO - OPENING 
    Delta=38%, EST. IMPACT = 385k Shares ($15.5m) To Sell NEM=40.34 Ref
  481. >>4000 GOOGL Oct23 27th 130 Puts $0.95 (CboeTheo=0.96)  Below Bid!  AMEX 13:53:56.933 IV=44.9% +0.4 C2 351 x $0.96 - $0.97 x 26 ARCA  TIED/FLOOR - OPENING  Vega=$23k GOOGL=139.12 Ref
  482. >>4000 GOOGL Oct23 27th 145 Calls $1.54 (CboeTheo=1.52)  Above Ask!  AMEX 13:53:56.934 IV=39.1% +1.1 BXO 3 x $1.52 - $1.53 x 29 MPRL  TIED/FLOOR - OPENING  Vega=$32k GOOGL=139.12 Ref
  483. SWEEP DETECTED:
    >>2500 DKNG Nov23 22.5 Puts $0.16 (CboeTheo=0.17)  BID  [MULTI] 13:55:45.355 IV=69.2% -1.8 C2 521 x $0.16 - $0.18 x 326 EDGX Vega=$2561 DKNG=30.21 Ref
  484. SPLIT TICKET:
    >>3306 VIX Nov23 15th 27.0 Calls $0.61 (CboeTheo=0.58)  ASK  [CBOE] 13:56:34.781 IV=127.8% -1.2 CBOE 17k x $0.57 - $0.61 x 1400 CBOE Vega=$4757 VIX=18.58 Fwd
  485. SWEEP DETECTED:
    >>Bearish Delta Impact 1226 SLM Apr24 13.0 Puts $1.10 (CboeTheo=1.06)  ASK  [MULTI] 13:57:37.887 IV=37.7% +1.3 PHLX 452 x $0.85 - $1.10 x 200 CBOE  OPENING 
    Delta=-38%, EST. IMPACT = 47k Shares ($632k) To Sell SLM=13.55 Ref
  486. SPLIT TICKET:
    >>2000 SPX Jan24 3000 Puts $5.90 (CboeTheo=5.70)  MID  [CBOE] 13:57:45.418 IV=38.2% +0.5 CBOE 452 x $5.80 - $6.00 x 2173 CBOE  LATE  Vega=$208k SPX=4412.50 Fwd
  487. >>2500 FANG Nov23 155 Puts $1.73 (CboeTheo=1.81)  BID  ARCA 13:59:00.405 IV=32.5% -0.6 PHLX 130 x $1.70 - $1.85 x 31 BOX  CROSS - OPENING   52WeekHigh  Vega=$33k FANG=167.90 Ref
  488. >>Unusual Volume SWN - 3x market weighted volume: 12.2k = 16.9k projected vs 5625 adv, 92% calls, 4% of OI [SWN 7.16 +0.39 Ref, IV=63.3% +20.9]
  489. SPLIT TICKET:
    >>1007 SPX Nov23 4600 Calls $5.70 (CboeTheo=5.69)  ASK  [CBOE] 14:00:52.691 IV=12.1% +0.5 CBOE 1415 x $5.50 - $5.70 x 438 CBOE Vega=$210k SPX=4377.76 Fwd
  490. SWEEP DETECTED:
    >>Bearish Delta Impact 512 AMSC Oct23 27th 6.5 Calls $0.25 (CboeTheo=0.23)  BID  [MULTI] 14:00:59.888 IV=68.1% -0.4 PHLX 30 x $0.25 - $0.35 x 318 EDGX  OPENING 
    Delta=48%, EST. IMPACT = 24k Shares ($156k) To Sell AMSC=6.40 Ref
  491. SWEEP DETECTED:
    >>3806 NVDA Oct23 475 Calls $0.194 (CboeTheo=0.18)  MID  [MULTI] 14:01:54.086 IV=45.7% +10.0 MIAX 39 x $0.18 - $0.19 x 596 NOM Vega=$10k NVDA=437.40 Ref
  492. SWEEP DETECTED:
    >>2322 MLCO Nov23 10.0 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 14:02:31.801 IV=61.1% +2.7 CBOE 559 x $0.10 - $0.15 x 669 C2  OPENING  Vega=$1587 MLCO=8.41 Ref
  493. SPLIT TICKET:
    >>2053 MLCO Nov23 10.0 Calls $0.15 (CboeTheo=0.17)  MID  [PHLX] 14:02:32.900 IV=60.0% +1.6 AMEX 1015 x $0.10 - $0.20 x 1086 PHLX  AUCTION - OPENING  Vega=$1418 MLCO=8.45 Ref
  494. >>2000 AMD Oct23 100 Calls $5.25 (CboeTheo=5.25)  MID  PHLX 14:03:40.464 IV=52.9% +1.8 MIAX 283 x $5.20 - $5.30 x 96 MIAX  SPREAD/FLOOR  Vega=$4773 AMD=104.73 Ref
  495. >>2000 AMD Nov23 100 Puts $4.05 (CboeTheo=4.01)  ASK  PHLX 14:03:40.464 IV=53.1% +1.2 MIAX 1251 x $3.95 - $4.05 x 2054 PHLX  SPREAD/FLOOR  Vega=$23k AMD=104.73 Ref
  496. >>2000 AMD Oct23 100 Puts $0.46 (CboeTheo=0.44)  Above Ask!  PHLX 14:03:40.464 IV=53.5% +2.8 C2 459 x $0.44 - $0.45 x 429 C2  SPREAD/FLOOR  Vega=$4826 AMD=104.73 Ref
  497. >>2000 AMD Nov23 100 Calls $9.25 (CboeTheo=9.24)  MID  PHLX 14:03:40.464 IV=52.8% +0.6 MIAX 171 x $9.20 - $9.30 x 556 MIAX  SPREAD/FLOOR  Vega=$22k AMD=104.73 Ref
  498. SWEEP DETECTED:
    >>Bearish Delta Impact 850 AOSL Nov23 35.0 Calls $0.15 (CboeTheo=0.20)  BID  [MULTI] 14:03:54.257 IV=49.3% -4.4 MPRL 131 x $0.15 - $0.25 x 1 BZX  OPENING 
    Delta=8.7%, EST. IMPACT = 7373 Shares ($209k) To Sell AOSL=28.28 Ref
  499. >>2500 VIX Dec23 20th 15.0 Puts $0.43 (CboeTheo=0.43)  MID  CBOE 14:04:39.173 IV=61.1% +0.2 CBOE 13k x $0.41 - $0.45 x 31k CBOE  AUCTION  Vega=$4653 VIX=18.85 Fwd
  500. >>4500 DVN Oct23 52.0 Calls $0.07 (CboeTheo=0.09)  Below Bid!  BOX 14:04:47.296 IV=35.8% -6.6 C2 157 x $0.08 - $0.09 x 78 C2  SPREAD/FLOOR  Vega=$3515 DVN=49.72 Ref
  501. >>3000 DVN Oct23 27th 53.0 Calls $0.24 (CboeTheo=0.22)  BID  BOX 14:04:47.296 IV=36.1% -0.1 BXO 11 x $0.24 - $0.25 x 20 ARCA  SPREAD/FLOOR - OPENING  Vega=$6073 DVN=49.72 Ref
  502. >>Unusual Volume ALLY - 3x market weighted volume: 24.6k = 33.6k projected vs 8661 adv, 79% puts, 9% of OI  Pre-Earnings  [ALLY 25.36 +0.23 Ref, IV=43.5% -0.0]
  503. >>2000 AMD Nov23 100 Puts $3.98 (CboeTheo=4.00)  MID  AMEX 14:06:38.536 IV=52.5% +0.6 MIAX 1256 x $3.95 - $4.00 x 14 ARCA  SPREAD/FLOOR  Vega=$22k AMD=104.74 Ref
  504. >>2000 AMD Nov23 100 Calls $9.22 (CboeTheo=9.24)  BID  AMEX 14:06:38.537 IV=52.5% +0.3 MIAX 132 x $9.20 - $9.30 x 541 MIAX  SPREAD/FLOOR  Vega=$22k AMD=104.74 Ref
  505. >>2000 AMD Oct23 105 Calls $1.79 (CboeTheo=1.77)  MID  AMEX 14:06:38.535 IV=48.8% +1.8 BXO 23 x $1.78 - $1.80 x 180 C2  SPREAD/FLOOR  Vega=$7705 AMD=104.74 Ref
  506. SWEEP DETECTED:
    >>2500 SIRI Oct23 27th 4.5 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 14:07:06.953 IV=73.8% +13.5 MPRL 10 x $0.13 - $0.14 x 601 BZX  OPENING  Vega=$716 SIRI=4.75 Ref
  507. SPLIT TICKET:
    >>1212 SPXW Oct23 17th 4370 Calls $2.807 (CboeTheo=2.57)  Above Ask!  [CBOE] 14:07:07.273 IV=24.4% +9.2 CBOE 46 x $2.45 - $2.50 x 8 CBOE  OPENING  Vega=$26k SPX=4360.17 Fwd
  508. SPLIT TICKET:
    >>1200 SPXW Oct23 18th 4370 Calls $13.38 (CboeTheo=13.09)  Above Ask!  [CBOE] 14:07:08.217 IV=18.5% +3.1 CBOE 76 x $12.90 - $13.10 x 148 CBOE  LATE  Vega=$111k SPX=4360.93 Fwd
  509. SWEEP DETECTED:
    >>2000 T Nov23 24th 15.5 Calls $0.17 (CboeTheo=0.16)  MID  [MULTI] 14:08:03.119 IV=26.7% +1.2 PHLX 1 x $0.16 - $0.18 x 3253 C2 Vega=$2941 T=14.45 Ref
  510. >>30000 CHPT Oct23 3.5 Puts $0.10 (CboeTheo=0.10)  BID  AMEX 14:09:46.178 IV=79.0% -5.3 C2 27 x $0.10 - $0.12 x 1683 CBOE  FLOOR   52WeekLow  Vega=$3858 CHPT=3.50 Ref
  511. >>1231 VIX Nov23 15th 34.0 Calls $0.37 (CboeTheo=0.35)  ASK  CBOE 14:09:53.856 IV=151.3% -0.0 CBOE 32k x $0.33 - $0.37 x 17k CBOE Vega=$1250 VIX=18.62 Fwd
  512. >>1109 VIX Nov23 15th 34.0 Calls $0.37 (CboeTheo=0.35)  ASK  CBOE 14:09:53.856 IV=151.3% -0.0 CBOE 32k x $0.33 - $0.37 x 16k CBOE Vega=$1126 VIX=18.62 Fwd
  513. >>1010 VIX Nov23 15th 34.0 Calls $0.37 (CboeTheo=0.35)  ASK  CBOE 14:09:53.856 IV=151.3% -0.0 CBOE 32k x $0.33 - $0.37 x 16k CBOE Vega=$1026 VIX=18.62 Fwd
  514. SPLIT TICKET:
    >>5000 VIX Nov23 15th 34.0 Calls $0.37 (CboeTheo=0.35)  ASK  [CBOE] 14:09:53.856 IV=151.3% -0.0 CBOE 32k x $0.33 - $0.37 x 17k CBOE Vega=$5078 VIX=18.62 Fwd
  515. SWEEP DETECTED:
    >>2011 UBER Oct23 47.5 Puts $3.03 (CboeTheo=3.01)  MID  [MULTI] 14:11:40.945 IV=47.8% +8.1 BZX 1000 x $3.00 - $3.05 x 38 BOX Vega=$1115 UBER=44.51 Ref
  516. >>3443 IMGN Nov23 14.0 Puts $1.20 (CboeTheo=1.09)  ASK  ARCA 14:11:53.115 IV=99.7% +10.3 CBOE 1102 x $1.00 - $1.20 x 438 PHLX  SPREAD/FLOOR  Vega=$5563 IMGN=14.90 Ref
  517. >>3443 IMGN Nov23 10.0 Puts $0.06 (CboeTheo=0.18)  BID  ARCA 14:11:53.115 IV=84.6% -16.0 AMEX 1027 x $0.05 - $0.20 x 712 AMEX  SPREAD/FLOOR  Vega=$1244 IMGN=14.90 Ref
  518. SPLIT TICKET:
    >>2000 TSLA Nov23 290 Calls $4.05 (CboeTheo=4.01)  ASK  [CBOE] 14:12:54.253 IV=48.5% +0.4 EMLD 24 x $4.00 - $4.05 x 1116 CBOE  FLOOR  Vega=$43k TSLA=255.01 Ref
  519. >>Market Color SWN - Bullish option flow detected in Southwestern Energy (7.25 +0.49) with 13,958 calls trading (4x expected) and implied vol increasing over 11 points to 53.91%. . The Put/Call Ratio is 0.08. Earnings are expected on 10/26.  [SWN 7.25 +0.49 Ref, IV=53.9% +11.5] #Bullish
  520. SPLIT TICKET:
    >>1120 SPXW Oct23 17th 4315 Puts $0.16 (CboeTheo=0.11)  Above Ask!  [CBOE] 14:16:28.552 IV=40.1% +22.0 CBOE 1425 x $0.10 - $0.15 x 1057 CBOE  LATE  Vega=$3215 SPX=4366.00 Fwd
  521. >>2000 MS Oct23 77.0 Puts $0.46 (CboeTheo=0.46)  ASK  AMEX 14:17:17.666 IV=51.3% -2.2 BZX 13 x $0.45 - $0.46 x 18 ARCA  CROSS - OPENING   Pre-Earnings  Vega=$4271 MS=79.83 Ref
  522. SPLIT TICKET:
    >>2968 VIX Dec23 20th 20.0 Calls $2.15 (CboeTheo=2.12)  ASK  [CBOE] 14:17:50.980 IV=84.0% +0.0 CBOE 1083 x $2.11 - $2.15 x 621 CBOE Vega=$9245 VIX=18.85 Fwd
  523. >>2500 BAC Nov23 24th 29.0 Calls $0.34 (CboeTheo=0.35)  BID  PHLX 14:20:56.865 IV=22.2% -3.5 ARCA 34 x $0.34 - $0.37 x 2153 EMLD  SPREAD/CROSS/TIED - OPENING   Post-Earnings  Vega=$7636 BAC=27.59 Ref
  524. >>2500 BAC Nov23 24th 29.0 Puts $1.62 (CboeTheo=1.62)  ASK  PHLX 14:20:56.865 IV=22.8% -3.0 PHLX 3002 x $1.55 - $1.65 x 1376 PHLX  SPREAD/CROSS/TIED - OPENING   Post-Earnings  Vega=$7205 BAC=27.59 Ref
  525. >>10000 ALLY Jan24 22.0 Puts $0.99 (CboeTheo=0.95)  ASK  BOX 14:21:18.050 IV=48.6% +1.4 PHLX 247 x $0.90 - $1.00 x 452 AMEX  SPREAD/CROSS - OPENING   Pre-Earnings  Vega=$40k ALLY=25.36 Ref
  526. >>13000 ALLY Jan24 25.0 Puts $2.05 (CboeTheo=1.96)  ASK  BOX 14:21:18.050 IV=44.5% +2.1 PHLX 156 x $1.95 - $2.05 x 358 PHLX  SPREAD/CROSS   Pre-Earnings  Vega=$65k ALLY=25.36 Ref
  527. >>3000 ALLY Jan24 20.0 Puts $0.50 (CboeTheo=0.57)  BID  BOX 14:21:18.050 IV=49.3% -2.1 AMEX 435 x $0.50 - $0.60 x 468 AMEX  SPREAD/CROSS   Pre-Earnings  Vega=$8571 ALLY=25.36 Ref
  528. >>5000 ALLY Jan24 22.0 Puts $0.98 (CboeTheo=0.95)  ASK  BOX 14:21:18.050 IV=48.3% +1.1 PHLX 247 x $0.90 - $1.00 x 452 AMEX  SPREAD/CROSS - OPENING   Pre-Earnings  Vega=$20k ALLY=25.36 Ref
  529. SPLIT TICKET:
    >>1000 VIX Oct23 18th 20.0 Calls $0.09 (CboeTheo=0.11)  ASK  [CBOE] 14:21:56.144 IV=187.8% -10.0 CBOE 17k x $0.08 - $0.09 x 500 CBOE Vega=$169 VIX=17.97 Fwd
  530. SWEEP DETECTED:
    >>2012 MRNA Oct23 92.0 Calls $0.38 (CboeTheo=0.37)  BID  [MULTI] 14:22:10.735 IV=61.4% +3.8 ARCA 400 x $0.38 - $0.39 x 6 C2  OPENING   52WeekLow  Vega=$3829 MRNA=86.62 Ref
  531. >>3500 NFLX Jan25 120 Puts $1.75 (CboeTheo=1.65)  ASK  BOX 14:22:44.459 IV=57.3% +0.4 EDGX 75 x $1.51 - $1.75 x 44 EDGX  SPREAD/FLOOR - OPENING  Vega=$61k NFLX=356.17 Ref
  532. >>2300 VALE Oct23 27th 14.0 Calls $0.14 (CboeTheo=0.14)  ASK  AMEX 14:23:15.054 IV=40.6% +3.3 BZX 36 x $0.13 - $0.14 x 27 MPRL  SPREAD/FLOOR  Vega=$1681 VALE=13.37 Ref
  533. >>2300 VALE Oct23 27th 14.5 Calls $0.05 (CboeTheo=0.06)  BID  AMEX 14:23:15.055 IV=39.7% +3.0 C2 303 x $0.05 - $0.07 x 243 AMEX  SPREAD/FLOOR  Vega=$1036 VALE=13.37 Ref
  534. >>3090 BMY Jan24 70.0 Puts $12.74 (CboeTheo=12.78)  ASK  CBOE 14:23:36.963 NOM 93 x $12.65 - $12.80 x 11 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 BMY=57.23 Ref
  535. >>3560 BMY Jan24 72.5 Puts $15.26 (CboeTheo=15.28)  BID  CBOE 14:23:37.087 BOX 34 x $15.20 - $15.35 x 45 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 BMY=57.23 Ref
  536. >>3260 CSCO Oct23 60.0 Puts $6.32 (CboeTheo=6.34)  MID  CBOE 14:24:23.548 BZX 131 x $6.25 - $6.40 x 73 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 CSCO=53.66 Ref
  537. >>3260 CSCO Oct23 57.5 Puts $3.82 (CboeTheo=3.85)  MID  CBOE 14:24:23.686 ARCA 176 x $3.75 - $3.90 x 73 BOX  SPREAD/LEGGED/FLOOR  Vega=$0 CSCO=53.66 Ref
  538. >>Unusual Volume USB - 3x market weighted volume: 28.7k = 37.6k projected vs 12.4k adv, 58% calls, 7% of OI  Pre-Earnings  [USB 35.62 +3.00 Ref, IV=37.7% -0.2]
  539. >>3000 JPM Nov23 145 Puts $2.12 (CboeTheo=2.12)  BID  PHLX 14:29:24.352 IV=20.6% -0.3 BZX 12 x $2.12 - $2.14 x 14 MPRL  SPREAD/CROSS/TIED  Vega=$48k JPM=147.56 Ref
  540. >>3000 JPM Nov23 145 Calls $5.50 (CboeTheo=5.40)  ASK  PHLX 14:29:24.352 IV=21.2% +0.3 CBOE 476 x $5.40 - $5.50 x 287 EDGX  SPREAD/CROSS/TIED  Vega=$48k JPM=147.56 Ref
  541. SWEEP DETECTED:
    >>5000 SIRI Nov23 4.5 Puts $0.42 (CboeTheo=0.42)  ASK  [MULTI] 14:29:36.651 IV=90.4% +5.1 BOX 25 x $0.37 - $0.42 x 20 ISE Vega=$2608 SIRI=4.74 Ref
  542. SWEEP DETECTED:
    >>2000 AAPL Oct23 167.5 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 14:33:02.148 IV=36.6% +0.5 C2 1779 x $0.10 - $0.11 x 1302 C2 Vega=$3183 AAPL=177.11 Ref
  543. SWEEP DETECTED:
    >>Bearish Delta Impact 938 INOD Nov23 7.5 Puts $1.20 (CboeTheo=1.03)  ASK  [MULTI] 14:34:34.200 IV=154.3% +25.0 PHLX 1708 x $0.85 - $1.20 x 558 PHLX  OPENING 
    Delta=-37%, EST. IMPACT = 35k Shares ($273k) To Sell INOD=7.78 Ref
  544. SWEEP DETECTED:
    >>Bearish Delta Impact 629 SCVL Nov23 25.0 Puts $1.245 (CboeTheo=1.00)  ASK  [MULTI] 14:35:59.879 IV=52.4% +7.4 BZX 15 x $1.05 - $1.25 x 60 BOX  OPENING 
    Delta=-40%, EST. IMPACT = 25k Shares ($652k) To Sell SCVL=26.05 Ref
  545. SPLIT TICKET:
    >>2207 VIX Oct23 18th 21.0 Calls $0.06 (CboeTheo=0.05)  MID  [CBOE] 14:36:25.866 IV=224.4% +18.2 CBOE 77 x $0.05 - $0.07 x 8904 CBOE Vega=$261 VIX=17.98 Fwd
  546. SWEEP DETECTED:
    >>2500 SIRI Oct23 27th 4.5 Puts $0.147 (CboeTheo=0.12)  Above Ask!  [MULTI] 14:36:39.012 IV=76.5% +16.1 CBOE 1384 x $0.10 - $0.14 x 54 MPRL  OPENING  Vega=$711 SIRI=4.76 Ref
  547. >>7500 VIX Nov23 15th 24.0 Calls $0.82 (CboeTheo=0.83)  BID  CBOE 14:36:53.145 IV=115.7% +0.4 CBOE 20k x $0.81 - $0.86 x 25k CBOE  FLOOR  Vega=$13k VIX=18.53 Fwd
  548. >>7500 VIX Nov23 15th 24.0 Calls $0.83 (CboeTheo=0.83)  MID  CBOE 14:36:53.282 IV=116.3% +1.0 CBOE 20k x $0.81 - $0.86 x 25k CBOE  FLOOR  Vega=$13k VIX=18.53 Fwd
  549. SPLIT TICKET:
    >>15000 VIX Nov23 15th 24.0 Calls $0.825 (CboeTheo=0.83)  BID  [CBOE] 14:36:53.145 IV=115.7% +0.4 CBOE 20k x $0.81 - $0.86 x 25k CBOE  FLOOR  Vega=$25k VIX=18.53 Fwd
  550. >>2280 KO Jan24 80.0 Puts $26.20 (CboeTheo=26.20)  MID  CBOE 14:37:39.987 IV=41.0% +11.1 EDGX 5 x $26.15 - $26.25 x 5 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$2364 KO=53.80 Ref
  551. SWEEP DETECTED:
    >>Bullish Delta Impact 589 SIG Nov23 75.0 Calls $3.30 (CboeTheo=3.27)  ASK  [MULTI] 14:38:48.721 IV=41.7% +0.1 PHLX 228 x $3.20 - $3.30 x 150 BXO  OPENING 
    Delta=50%, EST. IMPACT = 29k Shares ($2.17m) To Buy SIG=74.33 Ref
  552. SWEEP DETECTED:
    >>2841 TUP Nov23 2.5 Calls $0.30 (CboeTheo=0.33)  BID  [MULTI] 14:40:59.247 IV=160.4% -13.9 EDGX 625 x $0.30 - $0.35 x 255 AMEX  OPENING  Vega=$726 TUP=2.23 Ref
  553. >>2000 MMM Oct23 100 Puts $9.50 (CboeTheo=9.48)  MID  CBOE 14:41:35.243 IV=54.7% +11.5 BXO 25 x $9.40 - $9.60 x 14 BZX  SPREAD/LEGGED/FLOOR  Vega=$771 MMM=90.52 Ref
  554. SWEEP DETECTED:
    >>Bearish Delta Impact 600 DFLI Feb24 2.5 Calls $0.10 (CboeTheo=0.09)  BID  [MULTI] 14:43:09.741 IV=147.5% +2.1 MPRL 50 x $0.10 - $0.15 x 21 ARCA
    Delta=22%, EST. IMPACT = 13k Shares ($18k) To Sell DFLI=1.34 Ref
  555. >>1061 VIX Nov23 15th 19.0 Calls $1.65 (CboeTheo=1.65)  ASK  CBOE 14:43:17.750 IV=92.3% +1.2 CBOE 1624 x $1.65 - $1.67 x 9466 CBOE Vega=$2182 VIX=18.43 Fwd
  556. SPLIT TICKET:
    >>4675 VIX Nov23 15th 19.0 Calls $1.65 (CboeTheo=1.65)  BID  [CBOE] 14:43:17.733 IV=92.3% +1.2 CBOE 560 x $1.65 - $1.67 x 14k CBOE Vega=$9616 VIX=18.43 Fwd
  557. >>2500 ORCL Oct23 120 Puts $10.72 (CboeTheo=10.71)  MID  CBOE 14:43:41.419 IV=49.7% +9.2 ARCA 13 x $10.65 - $10.80 x 25 BZX  SPREAD/LEGGED/FLOOR  Vega=$916 ORCL=109.29 Ref
  558. >>2500 ORCL Oct23 125 Puts $15.72 (CboeTheo=15.71)  MID  CBOE 14:43:41.501 IV=67.4% +14.6 BZX 14 x $15.65 - $15.80 x 25 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$710 ORCL=109.29 Ref
  559. >>3390 PEP Oct23 175 Puts $14.58 (CboeTheo=14.58)  ASK  CBOE 14:44:16.195 PHLX 51 x $14.40 - $14.70 x 37 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 PEP=160.42 Ref
  560. SWEEP DETECTED:
    >>2016 TSLA Nov23 290 Calls $4.10 (CboeTheo=4.09)  MID  [MULTI] 14:46:12.237 IV=48.1% +0.1 EMLD 539 x $4.05 - $4.15 x 1277 CBOE  FLOOR  Vega=$44k TSLA=255.65 Ref
  561. >>2246 VIX Nov23 15th 17.0 Calls $2.45 (CboeTheo=2.42)  ASK  CBOE 14:46:14.576 IV=81.6% +1.8 CBOE 1064 x $2.42 - $2.45 x 2919 CBOE Vega=$4136 VIX=18.48 Fwd
  562. SPLIT TICKET:
    >>1016 VIX Oct23 18th 16.0 Calls $1.90 (CboeTheo=1.92)  ASK  [CBOE] 14:46:12.421 IV=80.9% -25.1 CBOE 1007 x $1.89 - $1.90 x 7753 CBOE Vega=$4 VIX=17.90 Fwd
  563. >>1326 VIX Nov23 15th 17.0 Calls $2.45 (CboeTheo=2.42)  ASK  CBOE 14:46:14.576 IV=81.6% +1.8 CBOE 1064 x $2.42 - $2.45 x 1749 CBOE Vega=$2442 VIX=18.48 Fwd
  564. >>1170 VIX Nov23 15th 17.0 Calls $2.45 (CboeTheo=2.42)  ASK  CBOE 14:46:14.576 IV=81.6% +1.8 CBOE 1064 x $2.42 - $2.45 x 1749 CBOE Vega=$2155 VIX=18.48 Fwd
  565. SPLIT TICKET:
    >>6491 VIX Nov23 15th 17.0 Calls $2.45 (CboeTheo=2.42)  ASK  [CBOE] 14:46:14.576 IV=81.6% +1.8 CBOE 1064 x $2.42 - $2.45 x 2919 CBOE Vega=$12k VIX=18.48 Fwd
  566. SPLIT TICKET:
    >>1000 VIX Oct23 18th 16.0 Calls $1.90 (CboeTheo=1.89)  ASK  [CBOE] 14:46:14.761 IV=147.7% +41.6 CBOE 550 x $1.87 - $1.90 x 6424 CBOE Vega=$84 VIX=17.88 Fwd
  567. >>7000 VIX Nov23 15th 21.0 Calls $1.18 (CboeTheo=1.20)  BID  CBOE 14:47:26.181 IV=101.4% -1.6 CBOE 2268 x $1.18 - $1.22 x 5592 CBOE  LATE  Vega=$14k VIX=18.45 Fwd
  568. >>7000 VIX Dec23 20th 20.0 Calls $2.05 (CboeTheo=2.10)  Below Bid!  CBOE 14:47:26.311 IV=81.6% -2.4 CBOE 9451 x $2.06 - $2.11 x 19k CBOE  LATE  Vega=$22k VIX=18.80 Fwd
  569. SPLIT TICKET:
    >>10000 VIX Nov23 15th 21.0 Calls $1.18 (CboeTheo=1.20)  BID  [CBOE] 14:47:26.181 IV=101.4% -1.6 CBOE 2268 x $1.18 - $1.22 x 5592 CBOE  LATE  Vega=$20k VIX=18.45 Fwd
  570. SPLIT TICKET:
    >>10000 VIX Dec23 20th 20.0 Calls $2.05 (CboeTheo=2.10)  Below Bid!  [CBOE] 14:47:26.311 IV=81.6% -2.4 CBOE 9451 x $2.06 - $2.11 x 19k CBOE  LATE  Vega=$31k VIX=18.80 Fwd
  571. >>2000 NARI Oct23 60.0 Puts $2.80 (CboeTheo=3.09)  Below Bid!  AMEX 14:47:56.836 IV=37.8% -23.0 ARCA 2 x $2.90 - $5.30 x 52 PHLX  SPREAD/FLOOR  Vega=$1782 NARI=57.28 Ref
  572. >>2400 NARI Nov23 50.0 Puts $1.85 (CboeTheo=1.68)  ASK  AMEX 14:47:56.836 IV=74.5% +1.5 AMEX 6 x $0.95 - $1.85 x 40 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k NARI=57.28 Ref
  573. >>2000 NARI Oct23 50.0 Puts $0.55 (CboeTheo=0.12)  ASK  AMEX 14:47:56.836 IV=143.6% +54.8 MPRL 0 x $0.00 - $0.55 x 38 PHLX  SPREAD/FLOOR  Vega=$2303 NARI=57.28 Ref
  574. >>15000 AZN Oct23 27th 70.0 Calls $1.25 (CboeTheo=1.20)  ASK  ARCA 14:48:31.328 IV=31.3% -1.6 MPRL 23 x $1.19 - $1.27 x 9 MPRL  TIED/FLOOR  Vega=$69k AZN=69.47 Ref
  575. >>3660 TSEM Oct23 37.0 Puts $14.83 (CboeTheo=14.91)  ASK  CBOE 14:49:26.703 PHLX 276 x $14.60 - $15.00 x 73 BOX  SPREAD/LEGGED/FLOOR   52WeekLow  Vega=$0 TSEM=22.09 Ref
  576. >>Unusual Volume BIDU - 3x market weighted volume: 30.9k = 37.7k projected vs 12.6k adv, 58% calls, 15% of OI [BIDU 119.55 -5.36 Ref, IV=40.3% +0.3]
  577. >>2580 TSLA Jan24 450 Puts $193.92 (CboeTheo=194.20)  BID  CBOE 14:50:06.698 BZX 47 x $193.25 - $195.10 x 40 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=255.80 Ref
  578. >>2580 TSLA Jan24 416.67 Puts $160.59 (CboeTheo=160.87)  BID  CBOE 14:50:06.757 BZX 47 x $160.05 - $161.70 x 47 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=255.80 Ref
  579. >>1268 VIX Oct23 18th 16.0 Calls $1.90 (CboeTheo=1.89)  ASK  CBOE 14:52:17.684 IV=148.1% +42.0 CBOE 751 x $1.84 - $1.90 x 1654 CBOE Vega=$106 VIX=17.87 Fwd
  580. SPLIT TICKET:
    >>3670 VIX Oct23 18th 16.0 Calls $1.90 (CboeTheo=1.89)  ASK  [CBOE] 14:52:17.684 IV=148.1% +42.0 CBOE 751 x $1.84 - $1.90 x 1654 CBOE Vega=$308 VIX=17.87 Fwd
  581. SPLIT TICKET:
    >>2769 VIX Nov23 15th 19.0 Puts $2.20 (CboeTheo=2.16)  BID  [CBOE] 14:54:21.191 IV=94.2% +2.0 CBOE 9201 x $2.20 - $2.21 x 1470 CBOE Vega=$5729 VIX=18.55 Fwd
  582. >>1298 VIX Nov23 15th 19.0 Puts $2.20 (CboeTheo=2.15)  BID  CBOE 14:54:23.826 IV=94.8% +2.6 CBOE 4132 x $2.20 - $2.21 x 7021 CBOE Vega=$2688 VIX=18.57 Fwd
  583. >>1174 VIX Nov23 15th 19.0 Puts $2.20 (CboeTheo=2.15)  BID  CBOE 14:54:23.826 IV=94.8% +2.6 CBOE 1660 x $2.20 - $2.21 x 7021 CBOE Vega=$2431 VIX=18.57 Fwd
  584. >>2250 VIX Nov23 15th 19.0 Puts $2.20 (CboeTheo=2.15)  BID  CBOE 14:54:23.826 IV=94.8% +2.6 CBOE 4132 x $2.20 - $2.21 x 7021 CBOE Vega=$4660 VIX=18.57 Fwd
  585. SPLIT TICKET:
    >>6382 VIX Nov23 15th 19.0 Puts $2.20 (CboeTheo=2.15)  BID  [CBOE] 14:54:23.826 IV=94.8% +2.6 CBOE 4132 x $2.20 - $2.21 x 7021 CBOE Vega=$13k VIX=18.57 Fwd
  586. SPLIT TICKET:
    >>1430 VIX Oct23 18th 21.0 Calls $0.03 (CboeTheo=0.05)  BID  [CBOE] 14:54:25.700 IV=194.5% -11.8 CBOE 20k x $0.03 - $0.07 x 8878 CBOE Vega=$117 VIX=18.00 Fwd
  587. >>2500 MANU Jan24 20.0 Puts $4.00 (CboeTheo=4.08)  ASK  ARCA 14:55:07.504 IV=65.6% -3.4 PHLX 99 x $3.50 - $4.20 x 26 EDGX  SPREAD/CROSS   SSR  Vega=$8322 MANU=17.86 Ref
  588. >>2500 MANU Jan24 21.0 Calls $1.10 (CboeTheo=1.20)  BID  ARCA 14:55:07.504 IV=65.6% -4.2 PHLX 436 x $1.10 - $1.30 x 11 BOX  SPREAD/CROSS - OPENING   SSR  Vega=$8043 MANU=17.86 Ref
  589. >>2500 MANU Jan24 23.0 Calls $0.77 (CboeTheo=0.85)  BID  ARCA 14:55:07.504 IV=67.5% -3.7 PHLX 10 x $0.75 - $1.10 x 39 BOX  SPREAD/CROSS - OPENING   SSR  Vega=$7069 MANU=17.86 Ref
  590. >>2000 ZM Jan24 260 Puts $196.17 (CboeTheo=196.28)  ASK  CBOE 14:55:14.512 ARCA 50 x $195.35 - $196.60 x 50 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=63.72 Ref
  591. >>2000 ZM Jan24 130 Puts $66.17 (CboeTheo=66.28)  BID  CBOE 14:55:14.576 ARCA 54 x $66.05 - $66.40 x 9 PHLX  SPREAD/LEGGED/FLOOR  Vega=$0 ZM=63.72 Ref
  592. >>1095 VIX Oct23 18th 16.0 Puts $0.01 (CboeTheo=0.01)  ASK  CBOE 14:56:35.341 IV=134.2% +21.3 CBOE 0 x $0.00 - $0.01 x 12k CBOE Vega=$51 VIX=18.05 Fwd
  593. SPLIT TICKET:
    >>3000 VIX Oct23 18th 16.0 Puts $0.01 (CboeTheo=0.01)  ASK  [CBOE] 14:56:35.341 IV=134.2% +21.3 CBOE 0 x $0.00 - $0.01 x 12k CBOE Vega=$141 VIX=18.05 Fwd
  594. SPLIT TICKET:
    >>2300 SPX Oct23 3925 Puts $0.50 (CboeTheo=0.50)  BID  [CBOE] 14:56:44.353 IV=50.7% +4.6 CBOE 1052 x $0.50 - $0.55 x 170 CBOE  LATE  Vega=$20k SPX=4362.40 Fwd
  595. >>Unusual Volume FLEX - 3x market weighted volume: 8584 = 10.1k projected vs 2615 adv, 50% calls, 10% of OI [FLEX 26.18 -0.17 Ref, IV=36.9% +0.6]
  596. SWEEP DETECTED:
    >>2827 USB Oct23 36.0 Calls $0.35 (CboeTheo=0.32)  ASK  [MULTI] 14:59:47.794 IV=73.0% +12.7 CBOE 591 x $0.25 - $0.35 x 614 EDGX  OPENING   Pre-Earnings  Vega=$2902 USB=34.39 Ref
  597. >>Market Color PATH - Bearish flow noted in UiPath (16.62 +0.41) with 4,744 puts trading, or 2x expected. The Put/Call Ratio is 1.55, while ATM IV is up over 1 point on the day. Earnings are expected on 11/30.[PATH 16.62 +0.41 Ref, IV=50.4% +1.2] #Bearish
  598. SPLIT TICKET:
    >>3211 VIX Dec23 20th 20.0 Calls $2.20 (CboeTheo=2.17)  BID  [CBOE] 15:01:06.902 IV=84.4% +0.4 CBOE 3003 x $2.20 - $2.21 x 775 CBOE Vega=$10k VIX=18.92 Fwd
  599. >>2000 SGML Oct23 30.0 Puts $1.68 (CboeTheo=1.48)  ASK  ARCA 15:02:14.493 IV=101.4% +16.7 PHLX 202 x $1.30 - $1.70 x 112 PHLX  CROSS  Vega=$2005 SGML=28.95 Ref
  600. SPLIT TICKET:
    >>1592 VIX Oct23 18th 18.0 Puts $0.34 (CboeTheo=0.31)  ASK  [CBOE] 15:02:41.003 IV=124.6% -6.7 CBOE 614 x $0.30 - $0.35 x 9077 CBOE Vega=$521 VIX=18.15 Fwd
  601. >>3000 ZM Jan24 330 Puts $266.50 (CboeTheo=266.31)  ASK  PHLX 15:03:07.728 IV=177.2% +85.3 BZX 53 x $265.70 - $267.25 x 51 BZX  SPREAD/FLOOR - OPENING  Vega=$7531 ZM=63.69 Ref
  602. >>3000 ZM Jan24 130 Puts $66.50 (CboeTheo=66.31)  Above Ask!  PHLX 15:03:07.728 IV=87.8% +29.8 BXO 1 x $66.20 - $66.40 x 5 GEMX  SPREAD/FLOOR - OPENING  Vega=$9686 ZM=63.69 Ref
  603. >>2400 TSLA Jan24 450 Puts $195.25 (CboeTheo=195.30)  MID  PHLX 15:03:17.825 BOX 51 x $194.40 - $196.10 x 52 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=254.70 Ref
  604. >>4000 TSLA Jan24 416.67 Puts $161.90 (CboeTheo=161.97)  MID  PHLX 15:03:17.825 NOM 25 x $161.15 - $162.65 x 26 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=254.70 Ref
  605. >>2250 MRK Oct23 115 Puts $11.35 (CboeTheo=11.37)  MID  PHLX 15:03:23.749 CBOE 17 x $11.30 - $11.40 x 11 ARCA  FLOOR - OPENING  Vega=$0 MRK=103.64 Ref
  606. >>2000 MRK Oct23 110 Puts $6.35 (CboeTheo=6.37)  MID  PHLX 15:03:23.749 BZX 22 x $6.30 - $6.40 x 1 ARCA  FLOOR  Vega=$0 MRK=103.64 Ref
  607. >>2500 SQ Jan24 100 Puts $54.35 (CboeTheo=54.33)  ASK  PHLX 15:03:24.906 IV=86.5% +18.7 BOX 30 x $54.20 - $54.45 x 30 BOX  FLOOR - OPENING  Vega=$2030 SQ=45.66 Ref
  608. >>2300 SQ Oct23 55.0 Puts $9.35 (CboeTheo=9.34)  MID  PHLX 15:03:24.906 IV=98.5% +14.6 BOX 11 x $9.30 - $9.40 x 79 ARCA  FLOOR - OPENING  Vega=$422 SQ=45.66 Ref
  609. >>2000 MMM Oct23 100 Puts $9.75 (CboeTheo=9.73)  MID  PHLX 15:03:26.135 IV=56.2% +13.0 BOX 7 x $9.65 - $9.85 x 22 BXO  FLOOR  Vega=$755 MMM=90.27 Ref
  610. >>2000 MDT Oct23 80.0 Puts $7.60 (CboeTheo=7.56)  ASK  PHLX 15:03:27.324 IV=63.4% +15.6 ARCA 25 x $7.50 - $7.65 x 41 BOX  FLOOR  Vega=$1180 MDT=72.44 Ref
  611. >>2450 MDT Oct23 77.5 Puts $5.05 (CboeTheo=5.07)  BID  PHLX 15:03:27.324 ARCA 31 x $5.00 - $5.20 x 82 NOM  FLOOR - OPENING  Vega=$0 MDT=72.44 Ref
  612. >>2800 KO Oct23 60.0 Puts $6.15 (CboeTheo=6.17)  MID  PHLX 15:03:37.618 PHLX 88 x $6.10 - $6.20 x 88 BOX  FLOOR - OPENING  Vega=$0 KO=53.84 Ref
  613. >>3350 KO Oct23 57.5 Puts $3.65 (CboeTheo=3.67)  MID  PHLX 15:03:37.671 CBOE 41 x $3.60 - $3.70 x 81 BOX  FLOOR - OPENING  Vega=$0 KO=53.84 Ref
  614. >>2000 JNJ Oct23 175 Puts $20.20 (CboeTheo=20.25)  BID  PHLX 15:03:43.312 EDGX 9 x $20.15 - $20.30 x 16 BZX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$0 JNJ=154.75 Ref
  615. >>2000 JNJ Oct23 170 Puts $15.20 (CboeTheo=15.25)  BID  PHLX 15:03:43.312 BOX 11 x $15.15 - $15.35 x 30 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$0 JNJ=154.75 Ref
  616. >>2600 PEP Oct23 175 Puts $14.95 (CboeTheo=14.97)  MID  PHLX 15:04:02.101 PHLX 20 x $14.85 - $15.05 x 30 BOX  FLOOR - OPENING  Vega=$0 PEP=160.03 Ref
  617. >>2500 ORCL Oct23 125 Puts $15.95 (CboeTheo=15.96)  BID  PHLX 15:04:07.841 BOX 10 x $15.90 - $16.05 x 33 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ORCL=109.04 Ref
  618. >>2500 ORCL Oct23 120 Puts $10.95 (CboeTheo=10.96)  BID  PHLX 15:04:07.841 ARCA 13 x $10.90 - $11.05 x 26 NOM  SPREAD/FLOOR  Vega=$0 ORCL=109.04 Ref
  619. >>2500 CSCO Oct23 60.0 Puts $6.25 (CboeTheo=6.26)  BID  PHLX 15:04:20.175 PHLX 321 x $6.20 - $6.35 x 224 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 CSCO=53.73 Ref
  620. >>2500 CSCO Oct23 57.5 Puts $3.75 (CboeTheo=3.77)  BID  PHLX 15:04:20.175 PHLX 279 x $3.70 - $3.85 x 209 PHLX  SPREAD/FLOOR  Vega=$0 CSCO=53.73 Ref
  621. >>2000 BALL Nov23 65.0 Puts $19.40 (CboeTheo=19.36)  MID  PHLX 15:04:28.135 IV=68.3% +11.3 BOX 10 x $19.30 - $19.50 x 35 BOX  SPREAD/FLOOR - OPENING  Vega=$1715 BALL=45.63 Ref
  622. >>2000 BALL Nov23 62.5 Puts $16.90 (CboeTheo=16.86)  MID  PHLX 15:04:28.135 IV=62.1% +8.0 BOX 10 x $16.80 - $17.00 x 35 BOX  SPREAD/FLOOR  Vega=$1822 BALL=45.63 Ref
  623. >>2700 MRNA Oct23 115 Puts $28.45 (CboeTheo=28.56)  BID  PHLX 15:04:29.412 BZX 60 x $28.05 - $29.15 x 60 BXO  FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=86.44 Ref
  624. >>2140 BALL Nov23 62.5 Puts $16.70 (CboeTheo=16.85)  BID  BOX 15:06:26.121 EDGX 6 x $16.70 - $17.00 x 10 BOX  SPREAD/FLOOR  Vega=$0 BALL=45.65 Ref
  625. >>2140 BALL Nov23 65.0 Puts $19.20 (CboeTheo=19.35)  BID  BOX 15:06:26.121 ARCA 9 x $19.20 - $19.50 x 11 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 BALL=45.65 Ref
  626. >>2290 KO Oct23 57.5 Puts $3.70 (CboeTheo=3.62)  ASK  BOX 15:06:30.786 IV=52.4% +19.4 PHLX 252 x $3.55 - $3.70 x 379 PHLX  SPREAD/FLOOR  Vega=$1845 KO=53.88 Ref
  627. >>2290 KO Oct23 60.0 Puts $6.20 (CboeTheo=6.12)  ASK  BOX 15:06:30.786 IV=76.7% +29.4 PHLX 338 x $6.05 - $6.20 x 578 PHLX  SPREAD/FLOOR - OPENING  Vega=$1445 KO=53.88 Ref
  628. >>2310 BA Oct23 210 Puts $25.25 (CboeTheo=25.08)  ASK  BOX 15:06:35.533 IV=80.4% +31.8 ARCA 1 x $25.00 - $25.25 x 18 BOX  SPREAD/FLOOR - OPENING  Vega=$3529 BA=184.91 Ref
  629. >>2310 BA Oct23 205 Puts $20.25 (CboeTheo=20.08)  ASK  BOX 15:06:35.533 IV=68.0% +25.0 BOX 14 x $19.95 - $20.25 x 13 BOX  SPREAD/FLOOR - OPENING  Vega=$3965 BA=184.91 Ref
  630. >>2640 AAPL Oct23 195 Puts $18.35 (CboeTheo=18.39)  BID  BOX 15:06:55.862 BOX 49 x $18.35 - $18.45 x 87 EMLD  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=176.60 Ref
  631. >>2640 AAPL Oct23 190 Puts $13.35 (CboeTheo=13.39)  BID  BOX 15:06:55.862 BZX 60 x $13.35 - $13.50 x 241 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=176.60 Ref
  632. >>3000 ORCL Oct23 125 Puts $15.90 (CboeTheo=15.98)  BID  BOX 15:07:16.361 CBOE 31 x $15.90 - $16.05 x 34 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 ORCL=109.02 Ref
  633. >>3000 ORCL Oct23 120 Puts $10.90 (CboeTheo=10.98)  BID  BOX 15:07:16.361 CBOE 33 x $10.90 - $11.10 x 39 BZX  SPREAD/FLOOR  Vega=$0 ORCL=109.02 Ref
  634. >>3190 TSEM Oct23 37.0 Puts $14.98 (CboeTheo=14.96)  ASK  BOX 15:07:22.073 IV=264.4% +54.2 PHLX 111 x $14.80 - $15.00 x 21 BOX  SPREAD/FLOOR   52WeekLow  Vega=$303 TSEM=22.05 Ref
  635. >>2420 VZ Oct23 37.0 Puts $5.70 (CboeTheo=5.67)  ASK  BOX 15:07:27.119 IV=101.9% +34.4 BOX 73 x $5.60 - $5.70 x 43 MPRL  SPREAD/FLOOR - OPENING  Vega=$592 VZ=31.34 Ref
  636. >>3740 ZM Jan24 150 Puts $86.45 (CboeTheo=86.39)  ASK  BOX 15:07:32.335 IV=96.6% +33.3 BZX 2 x $86.30 - $86.45 x 1 BXO  SPREAD/FLOOR - OPENING  Vega=$7366 ZM=63.61 Ref
  637. >>3740 ZM Jan24 130 Puts $66.45 (CboeTheo=66.39)  ASK  BOX 15:07:32.335 IV=83.0% +25.0 BXO 1 x $66.30 - $66.45 x 1 BXO  SPREAD/FLOOR - OPENING  Vega=$7782 ZM=63.61 Ref
  638. >>3890 TSLA Jan24 450 Puts $196.50 (CboeTheo=195.34)  ASK  BOX 15:07:37.000 IV=76.0% +23.7 BOX 52 x $194.10 - $196.50 x 52 BOX  SPREAD/FLOOR - OPENING  Vega=$66k TSLA=254.66 Ref
  639. >>3890 TSLA Jan24 416.67 Puts $163.17 (CboeTheo=162.01)  ASK  BOX 15:07:37.000 IV=68.0% +18.0 ARCA 25 x $160.80 - $163.20 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$69k TSLA=254.66 Ref
  640. >>3950 MMM Oct23 100 Puts $9.70 (CboeTheo=9.62)  ASK  BOX 15:07:41.426 IV=67.2% +24.0 BOX 32 x $9.55 - $9.70 x 9 ARCA  SPREAD/FLOOR - OPENING  Vega=$3406 MMM=90.39 Ref
  641. >>3950 MMM Oct23 120 Puts $29.70 (CboeTheo=29.61)  ASK  BOX 15:07:41.426 IV=154.8% +58.0 EDGX 5 x $29.55 - $29.70 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$1894 MMM=90.39 Ref
  642. >>4110 MRNA Jan24 140 Puts $52.95 (CboeTheo=53.27)  BID  BOX 15:07:46.973 BZX 2 x $52.95 - $53.65 x 46 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=86.73 Ref
  643. >>4110 MRNA Oct23 115 Puts $27.95 (CboeTheo=28.27)  BID  BOX 15:07:46.973 BZX 44 x $27.75 - $28.45 x 2 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=86.73 Ref
  644. >>3640 BMY Jan24 70.0 Puts $12.80 (CboeTheo=12.76)  ASK  BOX 15:07:52.819 IV=27.7% +6.5 NOM 85 x $12.70 - $12.80 x 87 BZX  SPREAD/FLOOR - OPENING  Vega=$12k BMY=57.24 Ref
  645. >>3640 BMY Jan24 72.5 Puts $15.30 (CboeTheo=15.26)  ASK  BOX 15:07:52.819 IV=31.6% +9.1 BZX 68 x $15.20 - $15.30 x 51 ARCA  SPREAD/FLOOR - OPENING  Vega=$11k BMY=57.24 Ref
  646. >>3100 BILI Oct23 20.0 Puts $6.55 (CboeTheo=6.58)  BID  BOX 15:08:08.279 ARCA 17 x $6.55 - $6.60 x 12 BOX  SPREAD/FLOOR - OPENING  Vega=$0 BILI=13.43 Ref
  647. >>3100 BILI Oct23 17.0 Puts $3.56 (CboeTheo=3.58)  BID  BOX 15:08:08.279 BOX 6 x $3.55 - $3.60 x 22 PHLX  SPREAD/FLOOR  Vega=$0 BILI=13.43 Ref
  648. >>6200 BILI Oct23 17.0 Puts $3.57 (CboeTheo=3.58)  MID  BOX 15:08:08.279 BOX 6 x $3.55 - $3.60 x 22 PHLX  SPREAD/FLOOR  Vega=$0 BILI=13.43 Ref
  649. >>3100 BILI Oct23 22.0 Puts $8.60 (CboeTheo=8.58)  ASK  BOX 15:08:08.279 IV=266.0% +78.9 BOX 5 x $8.55 - $8.60 x 12 BOX  SPREAD/FLOOR - OPENING  Vega=$235 BILI=13.43 Ref
  650. >>3100 BILI Oct23 18.0 Puts $4.55 (CboeTheo=4.58)  BID  BOX 15:08:08.279 BXO 4 x $4.55 - $4.60 x 12 BOX  SPREAD/FLOOR - OPENING  Vega=$0 BILI=13.43 Ref
  651. >>2609 PLTR Nov23 20.0 Calls $0.70 (CboeTheo=0.71)  ASK  GEMX 15:08:11.304 IV=70.5% +0.1 C2 1448 x $0.69 - $0.70 x 2609 GEMX Vega=$4884 PLTR=17.75 Ref
  652. SPLIT TICKET:
    >>2763 PLTR Nov23 20.0 Calls $0.70 (CboeTheo=0.71)  ASK  [GEMX] 15:08:11.302 IV=70.7% +0.3 EMLD 1461 x $0.69 - $0.70 x 2763 GEMX Vega=$5167 PLTR=17.75 Ref
  653. SWEEP DETECTED:
    >>2267 AMD Nov23 10th 110 Calls $3.60 (CboeTheo=3.56)  ASK  [MULTI] 15:10:40.579 IV=52.0% +0.5 MIAX 473 x $3.50 - $3.60 x 410 EDGX  OPENING  Vega=$23k AMD=104.68 Ref
  654. >>2000 XSP Nov23 3rd 416 Puts $1.22 (CboeTheo=1.22)  MID  CBOE 15:11:03.256 IV=20.7% +0.6 CBOE 256 x $1.21 - $1.24 x 276 CBOE Vega=$40k XSP=437.57 Fwd
  655. >>1745 XSP Nov23 3rd 416 Puts $1.22 (CboeTheo=1.23)  MID  CBOE 15:11:16.288 IV=20.6% +0.5 CBOE 457 x $1.21 - $1.24 x 20 CBOE Vega=$35k XSP=437.47 Fwd
  656. SWEEP DETECTED:
    >>2000 JD Nov23 32.5 Calls $0.15 (CboeTheo=0.18)  BID  [MULTI] 15:11:45.218 IV=47.7% +0.5 EMLD 498 x $0.15 - $0.16 x 44 MPRL Vega=$2623 JD=26.59 Ref
  657. >>2000 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.21)  MID  CBOE 15:12:46.781 IV=20.6% +0.5 CBOE 256 x $1.19 - $1.22 x 256 CBOE Vega=$40k XSP=437.61 Fwd
  658. SWEEP DETECTED:
    >>4002 GOOGL Oct23 27th 138 Calls $4.70 (CboeTheo=4.75)  BID  [MULTI] 15:13:21.984 IV=41.7% +0.5 EDGX 996 x $4.70 - $4.80 x 471 EMLD  OPENING  Vega=$36k GOOGL=139.37 Ref
  659. >>1212 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.21)  BID  CBOE 15:13:31.023 IV=20.6% +0.5 CBOE 1000 x $1.19 - $1.23 x 256 CBOE Vega=$24k XSP=437.60 Fwd
  660. SPLIT TICKET:
    >>2000 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.21)  ASK  [CBOE] 15:13:31.023 IV=20.6% +0.5 CBOE 166 x $1.15 - $1.20 x 1744 CBOE Vega=$40k XSP=437.60 Fwd
  661. >>2693 FLEX Nov23 25.0 Puts $0.66 (CboeTheo=0.65)  BID  CBOE 15:14:04.132 IV=38.1% -0.4 EMLD 398 x $0.65 - $0.75 x 477 PHLX  COB/AUCTION - OPENING  Vega=$7398 FLEX=25.99 Ref
  662. >>2693 FLEX Nov23 28.0 Calls $0.41 (CboeTheo=0.42)  ASK  CBOE 15:14:04.132 IV=35.1% -0.5 EMLD 579 x $0.35 - $0.45 x 2 BZX  COB/AUCTION  Vega=$6754 FLEX=25.99 Ref
  663. >>5000 MSFT Nov23 330 Calls $11.80 (CboeTheo=11.85)  BID  PHLX 15:14:40.359 IV=28.2% +0.2 BXO 1 x $11.80 - $11.90 x 311 CBOE  SPREAD/FLOOR  Vega=$190k MSFT=330.64 Ref
  664. >>5000 MSFT Oct23 325 Calls $7.05 (CboeTheo=7.11)  BID  PHLX 15:14:40.359 IV=27.7% -0.3 CBOE 220 x $7.00 - $7.20 x 87 CBOE  SPREAD/FLOOR  Vega=$47k MSFT=330.64 Ref
  665. >>5000 MSFT Nov23 330 Puts $10.15 (CboeTheo=10.17)  MID  PHLX 15:14:40.359 IV=28.3% +0.2 BOX 70 x $10.10 - $10.20 x 13 ARCA  SPREAD/FLOOR  Vega=$191k MSFT=330.64 Ref
  666. >>5000 MSFT Oct23 325 Puts $1.25 (CboeTheo=1.23)  ASK  PHLX 15:14:40.359 IV=28.5% +1.1 C2 149 x $1.22 - $1.25 x 39 C2  SPREAD/FLOOR  Vega=$48k MSFT=330.64 Ref
  667. >>1134 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.20)  ASK  CBOE 15:16:13.733 IV=20.5% +0.5 CBOE 356 x $1.19 - $1.20 x 853 CBOE Vega=$22k XSP=437.53 Fwd
  668. SPLIT TICKET:
    >>1987 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.20)  ASK  [CBOE] 15:16:13.733 IV=20.5% +0.5 CBOE 356 x $1.19 - $1.20 x 853 CBOE Vega=$39k XSP=437.53 Fwd
  669. >>2000 VZ Nov23 33.0 Calls $0.36 (CboeTheo=0.37)  BID  PHLX 15:16:19.171 IV=24.1% +0.2 EMLD 207 x $0.36 - $0.37 x 27 BZX  SPREAD/CROSS/TIED  Vega=$6165 VZ=31.41 Ref
  670. >>2499 UBER Dec23 42.5 Calls $4.52 (CboeTheo=4.50)  ASK  MIAX 15:16:38.194 IV=45.2% +0.9 CBOE 626 x $4.45 - $4.55 x 432 PHLX  ISO/AUCTION  Vega=$17k UBER=44.55 Ref
  671. >>Unusual Volume PG - 3x market weighted volume: 32.3k = 36.7k projected vs 11.9k adv, 54% puts, 11% of OI  Pre-Earnings  [PG 146.26 +0.20 Ref, IV=21.3% +0.6]
  672. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SIG Nov23 75.0 Calls $3.50 (CboeTheo=3.50)  ASK  [MULTI] 15:20:00.007 IV=41.5% -0.1 PHLX 117 x $3.40 - $3.50 x 201 BZX  OPENING 
    Delta=51%, EST. IMPACT = 26k Shares ($1.92m) To Buy SIG=74.74 Ref
  673. >>Unusual Volume FAST - 3x market weighted volume: 6843 = 7744 projected vs 2573 adv, 86% calls, 10% of OI [FAST 59.90 +0.02 Ref, IV=19.3% +0.3]
  674. >>1000 VIX Oct23 18th 20.0 Calls $0.05 (CboeTheo=0.07)  MID  CBOE 15:21:31.339 IV=172.0% -25.7 CBOE 15k x $0.04 - $0.06 x 3 CBOE Vega=$123 VIX=17.87 Fwd
  675. SPLIT TICKET:
    >>1020 VIX Oct23 18th 20.0 Calls $0.05 (CboeTheo=0.07)  MID  [CBOE] 15:21:31.339 IV=172.0% -25.7 CBOE 15k x $0.04 - $0.06 x 3 CBOE Vega=$126 VIX=17.87 Fwd
  676. SPLIT TICKET:
    >>1037 VIX Oct23 18th 23.0 Calls $0.03 (CboeTheo=0.03)  MID  [CBOE] 15:23:51.547 IV=287.4% +37.4 CBOE 6857 x $0.01 - $0.04 x 3194 CBOE Vega=$65 VIX=17.98 Fwd
  677. SPLIT TICKET:
    >>1050 VIX Oct23 18th 14.0 Puts $0.01  ASK  [CBOE] 15:24:45.850 IV=255.2% +111.7 CBOE 0 x $0.00 - $0.01 x 4074 CBOE Vega=$30 VIX=17.97 Fwd
  678. >>2000 KVUE Oct23 20.0 Puts $0.25 (CboeTheo=0.29)  BID  ARCA 15:24:58.537 IV=22.3% -8.0 PHLX 3018 x $0.25 - $0.35 x 2402 CBOE  FLOOR   52WeekLow  Vega=$1356 KVUE=19.84 Ref
  679. SPLIT TICKET:
    >>2500 KVUE Oct23 20.0 Puts $0.26 (CboeTheo=0.29)  BID  [ARCA] 15:24:58.537 IV=29.6% -0.7 PHLX 3018 x $0.25 - $0.35 x 2402 CBOE  FLOOR   52WeekLow  Vega=$1745 KVUE=19.84 Ref
  680. SWEEP DETECTED:
    >>3180 AMC Oct23 27th 9.0 Puts $0.35 (CboeTheo=0.34)  ASK  [MULTI] 15:26:31.518 IV=113.0% -0.0 AMEX 241 x $0.33 - $0.35 x 570 C2  OPENING  Vega=$1747 AMC=9.87 Ref
  681. SPLIT TICKET:
    >>1000 SPX Oct23 3925 Puts $0.50 (CboeTheo=0.45)  MID  [CBOE] 15:27:22.913 IV=51.7% +5.5 CBOE 2407 x $0.45 - $0.55 x 2906 CBOE  FLOOR  Vega=$8495 SPX=4369.80 Fwd
  682. SWEEP DETECTED:
    >>2129 UA Nov23 7.5 Calls $0.30 (CboeTheo=0.24)  ASK  [MULTI] 15:27:41.419 IV=65.2% +10.6 PHLX 1459 x $0.20 - $0.30 x 463 PHLX  OPENING  Vega=$1615 UA=6.89 Ref
  683. SWEEP DETECTED:
    >>Bullish Delta Impact 2974 UA Jan24 7.5 Calls $0.55 (CboeTheo=0.46)  ASK  [MULTI] 15:29:34.231 IV=53.9% +6.7 PHLX 2517 x $0.40 - $0.55 x 976 PHLX
    Delta=45%, EST. IMPACT = 134k Shares ($928k) To Buy UA=6.91 Ref
  684. >>3000 VALE Jun24 12.0 Puts $1.00 (CboeTheo=0.99)  MID  PHLX 15:29:38.100 IV=37.6% +0.2 BXO 25 x $0.95 - $1.05 x 45 ARCA  SPREAD/CROSS/TIED  Vega=$11k VALE=13.41 Ref
  685. >>2000 KVUE Oct23 20.0 Puts $0.25 (CboeTheo=0.28)  BID  ARCA 15:31:09.989 IV=24.1% -6.2 PHLX 2278 x $0.25 - $0.30 x 25 MPRL  FLOOR   52WeekLow  Vega=$1388 KVUE=19.86 Ref
  686. SPLIT TICKET:
    >>2500 KVUE Oct23 20.0 Puts $0.26 (CboeTheo=0.28)  BID  [ARCA] 15:31:09.989 IV=24.1% -6.2 PHLX 2278 x $0.25 - $0.30 x 25 MPRL  FLOOR   52WeekLow  Vega=$1735 KVUE=19.86 Ref
  687. >>9500 FSR Oct23 10.0 Puts $3.91 (CboeTheo=3.89)  ASK  AMEX 15:31:20.052 IV=298.5% +91.7 PHLX 336 x $3.80 - $3.95 x 168 PHLX  SPREAD/FLOOR  Vega=$527 FSR=6.14 Ref
  688. >>9500 FSR Oct23 10.0 Calls $0.02 (CboeTheo=0.01)  ASK  AMEX 15:31:20.052 IV=279.0% +72.2 BOX 0 x $0.00 - $0.02 x 208 C2  SPREAD/FLOOR  Vega=$418 FSR=6.14 Ref
  689. >>9500 FSR Nov23 10.0 Puts $4.00 (CboeTheo=4.09)  BID  AMEX 15:31:20.054 EDGX 1838 x $3.95 - $4.20 x 240 EDGX  SPREAD/FLOOR  Vega=$0 FSR=6.14 Ref
  690. >>9500 FSR Nov23 10.0 Calls $0.03 (CboeTheo=0.05)  BID  AMEX 15:31:20.055 IV=98.2% -6.4 PHLX 220 x $0.03 - $0.07 x 190 EDGX  SPREAD/FLOOR  Vega=$1657 FSR=6.14 Ref
  691. >>2200 MANU Jan24 18.0 Puts $2.75 (CboeTheo=2.60)  ASK  PHLX 15:33:30.506 IV=71.1% +3.6 EDGX 50 x $2.30 - $2.80 x 79 PHLX  SPREAD/FLOOR - OPENING   SSR  Vega=$7652 MANU=17.94 Ref
  692. >>2200 MANU Oct23 18.0 Puts $0.55 (CboeTheo=0.54)  MID  PHLX 15:33:30.506 IV=79.4% +0.9 NOM 1 x $0.50 - $0.60 x 13 BOX  SPREAD/FLOOR   SSR  Vega=$1436 MANU=17.94 Ref
  693. SPLIT TICKET:
    >>1580 VIX Nov23 15th 25.0 Calls $0.69 (CboeTheo=0.71)  BID  [CBOE] 15:33:40.772 IV=118.8% -2.2 CBOE 2879 x $0.68 - $0.73 x 24k CBOE  ISO  Vega=$2464 VIX=18.43 Fwd
  694. >>1282 VIX Nov23 15th 25.0 Calls $0.69 (CboeTheo=0.71)  BID  CBOE 15:33:59.544 IV=118.4% -2.6 CBOE 16k x $0.68 - $0.72 x 1056 CBOE Vega=$2003 VIX=18.45 Fwd
  695. SPLIT TICKET:
    >>1417 VIX Nov23 15th 25.0 Calls $0.69 (CboeTheo=0.71)  ASK  [CBOE] 15:33:59.530 IV=118.4% -2.6 CBOE 14k x $0.68 - $0.69 x 1359 CBOE Vega=$2214 VIX=18.45 Fwd
  696. SWEEP DETECTED:
    >>2078 WBD Nov23 10th 9.0 Puts $0.10 (CboeTheo=0.11)  BID  [MULTI] 15:34:05.094 IV=65.6% -2.1 EMLD 164 x $0.10 - $0.11 x 1160 EMLD Vega=$1076 WBD=10.91 Ref
  697. >>1000 VIX Nov23 15th 20.0 Calls $1.40 (CboeTheo=1.41)  MID  CBOE 15:34:24.104 IV=96.8% -0.9 CBOE 3658 x $1.38 - $1.43 x 867 CBOE Vega=$2038 VIX=18.47 Fwd
  698. SWEEP DETECTED:
    >>3488 CHPT Oct23 3.5 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 15:35:14.783 IV=86.3% -6.1 EMLD 836 x $0.16 - $0.17 x 724 EMLD  52WeekLow  Vega=$421 CHPT=3.60 Ref
  699. SWEEP DETECTED:
    >>2537 CMCSA Oct23 27th 42.0 Puts $0.223 (CboeTheo=0.23)  BID  [MULTI] 15:36:42.676 IV=33.5% -2.1 EMLD 67 x $0.22 - $0.25 x 24 GEMX  ISO  Vega=$4682 CMCSA=44.19 Ref
  700. >>3400 TXN Jan25 170 Calls $13.30 (CboeTheo=13.33)  BID  ARCA 15:38:48.244 IV=27.0% -0.2 PHLX 35 x $13.30 - $13.75 x 30 ARCA  SPREAD/CROSS - OPENING  Vega=$223k TXN=153.67 Ref
  701. >>3400 TXN Jan25 170 Puts $25.56 (CboeTheo=25.88)  BID  ARCA 15:38:48.244 IV=26.5% -0.7 PHLX 30 x $25.55 - $26.00 x 22 MPRL  SPREAD/CROSS - OPENING  Vega=$215k TXN=153.67 Ref
  702. SPLIT TICKET:
    >>1690 SPXW Oct23 23rd 4100 Puts $1.33 (CboeTheo=1.32)  ASK  [CBOE] 15:40:23.274 IV=25.4% +1.4 CBOE 652 x $1.25 - $1.35 x 109 CBOE  LATE  Vega=$59k SPX=4368.16 Fwd
  703. SPLIT TICKET:
    >>1490 SPXW Oct23 31st 4300 Puts $26.70 (CboeTheo=26.71)  ASK  [CBOE] 15:40:23.274 IV=16.4% +0.5 CBOE 208 x $26.50 - $26.80 x 39 CBOE  LATE  Vega=$444k SPX=4372.64 Fwd
  704. SPLIT TICKET:
    >>2000 VIX Oct23 18th 17.0 Puts $0.07 (CboeTheo=0.05)  ASK  [CBOE] 15:40:45.276 IV=123.5% +5.1 CBOE 500 x $0.05 - $0.07 x 14k CBOE Vega=$355 VIX=18.05 Fwd
  705. >>Unusual Volume ENVX - 3x market weighted volume: 51.2k = 55.7k projected vs 18.4k adv, 52% puts, 9% of OI [ENVX 10.90 +0.21 Ref, IV=98.1% -0.1]
  706. SPLIT TICKET:
    >>1800 SPX Nov23 4200 Puts $29.30 (CboeTheo=29.55)  Below Bid!  [CBOE] 15:43:59.596 IV=18.7% +0.4 CBOE 262 x $29.40 - $29.80 x 759 CBOE  LATE  Vega=$672k SPX=4378.84 Fwd
  707. SPLIT TICKET:
    >>1000 SPXW Oct23 18th 4100 Puts $0.20 (CboeTheo=0.14)  ASK  [CBOE] 15:45:05.116 IV=47.2% +10.2 CBOE 189 x $0.15 - $0.20 x 1443 CBOE Vega=$4038 SPX=4363.03 Fwd
  708. SPLIT TICKET:
    >>1200 VIX Oct23 18th 23.0 Calls $0.03 (CboeTheo=0.03)  ASK  [CBOE] 15:45:09.234 IV=284.7% +34.7 CBOE 25 x $0.02 - $0.03 x 667 CBOE Vega=$75 VIX=18.07 Fwd
  709. >>1000 SPXW Oct23 18th 4075 Puts $0.15 (CboeTheo=0.14)  BID  CBOE 15:46:03.677 IV=49.7% +10.9 CBOE 441 x $0.15 - $0.20 x 1408 CBOE  FLOOR - OPENING  Vega=$3064 SPX=4362.75 Fwd
  710. SPLIT TICKET:
    >>2500 SPXW Oct23 18th 4075 Puts $0.15 (CboeTheo=0.14)  BID  [CBOE] 15:46:03.677 IV=49.7% +10.9 CBOE 441 x $0.15 - $0.20 x 1408 CBOE  FLOOR - OPENING  Vega=$7659 SPX=4362.75 Fwd
  711. SPLIT TICKET:
    >>2488 VIX Oct23 18th 16.0 Calls $2.07 (CboeTheo=2.01)  ASK  [CBOE] 15:47:06.545 IV=198.3% +92.3 CBOE 1224 x $1.99 - $2.07 x 266 CBOE Vega=$316 VIX=18.01 Fwd
  712. >>2000 WYNN Mar24 105 Calls $3.25 (CboeTheo=3.33)  BID  AMEX 15:49:39.820 IV=33.5% -0.6 MPRL 26 x $3.25 - $3.35 x 1 ARCA  CROSS - OPENING  Vega=$40k WYNN=90.02 Ref
  713. SWEEP DETECTED:
    >>2578 GOLD Nov23 15.0 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 15:49:44.323 IV=34.4% +1.3 EMLD 308 x $0.14 - $0.15 x 1780 EMLD  ISO  Vega=$3096 GOLD=16.39 Ref
  714. SWEEP DETECTED:
    >>2250 TSLA Oct23 130 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:49:59.246 IV=238.3% +26.9 EMLD 0 x $0.00 - $0.01 x 1792 C2 Vega=$120 TSLA=254.19 Ref
  715. SPLIT TICKET:
    >>1350 SPX Dec23 4395 Calls $104.00 (CboeTheo=104.60)  Below Bid!  [CBOE] 15:50:11.513 IV=15.0% +0.3 CBOE 30 x $104.10 - $104.90 x 45 CBOE  LATE  Vega=$941k SPX=4393.78 Fwd
  716. SPLIT TICKET:
    >>3000 SPXW Nov23 10th 4400 Calls $55.20 (CboeTheo=55.64)  Below Bid!  [CBOE] 15:50:11.513 IV=14.6% +0.4 CBOE 8 x $55.30 - $55.80 x 8 CBOE  LATE  Vega=$1.33m SPX=4378.60 Fwd
  717. SPLIT TICKET:
    >>1350 SPX Dec23 4395 Puts $106.00 (CboeTheo=105.80)  ASK  [CBOE] 15:50:11.513 IV=15.1% +0.4 CBOE 15 x $105.10 - $106.10 x 45 CBOE  LATE  Vega=$941k SPX=4393.78 Fwd
  718. >>2000 TSLA Jan24 416.67 Puts $162.15 (CboeTheo=162.24)  BID  PHLX 15:52:33.406 BZX 32 x $160.80 - $163.75 x 54 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=254.43 Ref
  719. >>3000 SPXW Dec23 29th 5000 Calls $1.10 (CboeTheo=1.06)  MID  CBOE 15:53:01.540 IV=12.6% +0.3 CBOE 357 x $1.05 - $1.15 x 695 CBOE  FLOOR  Vega=$239k SPX=4404.14 Fwd
  720. >>2400 CAH Dec23 95.0 Calls $2.89 (CboeTheo=2.81)  ASK  AMEX 15:53:19.281 IV=23.5% +0.1 CBOE 308 x $2.60 - $2.90 x 1 NOM  CROSS - OPENING  Vega=$36k CAH=92.84 Ref
  721. SWEEP DETECTED:
    >>2500 DKNG Oct23 32.0 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 15:53:28.245 IV=48.2% -3.4 CBOE 1380 x $0.07 - $0.08 x 6 ARCA  AUCTION  Vega=$1328 DKNG=30.29 Ref
  722. >>1398 VIX Oct23 18th 19.0 Calls $0.09 (CboeTheo=0.12)  BID  CBOE 15:53:32.575 IV=130.2% -25.8 CBOE 2112 x $0.09 - $0.11 x 757 CBOE  ISO  Vega=$282 VIX=17.93 Fwd
  723. >>1075 VIX Oct23 18th 19.0 Calls $0.09 (CboeTheo=0.12)  BID  CBOE 15:53:32.575 IV=130.2% -25.8 CBOE 2112 x $0.09 - $0.11 x 757 CBOE  ISO  Vega=$217 VIX=17.93 Fwd
  724. SWEEP DETECTED:
    >>2065 XOM Oct23 112 Calls $0.82 (CboeTheo=0.80)  ASK  [MULTI] 15:53:32.366 IV=27.2% +0.0 C2 184 x $0.80 - $0.82 x 97 GEMX  ISO  Vega=$8172 XOM=111.30 Ref
  725. SPLIT TICKET:
    >>4585 VIX Oct23 18th 19.0 Calls $0.09 (CboeTheo=0.12)  BID  [CBOE] 15:53:32.575 IV=130.2% -25.8 CBOE 2112 x $0.09 - $0.11 x 757 CBOE  ISO  Vega=$923 VIX=17.93 Fwd
  726. SWEEP DETECTED:
    >>2500 PLTR Oct23 27th 16.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 15:53:50.096 IV=62.1% +2.8 EMLD 4436 x $0.12 - $0.13 x 2299 EMLD Vega=$1613 PLTR=17.80 Ref
  727. SWEEP DETECTED:
    >>3806 TSLA Oct23 130 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:54:41.167 IV=239.0% +27.6 EMLD 0 x $0.00 - $0.01 x 3682 C2 Vega=$202 TSLA=254.62 Ref
  728. >>1500 SPX Oct23 4900 Calls $0.05 (CboeTheo=0.03)  ASK  CBOE 15:55:31.447 IV=43.1% +6.9 CBOE 0 x $0.00 - $0.05 x 1685 CBOE  FLOOR  Vega=$2380 SPX=4372.25 Fwd
  729. >>2000 VKTX Jan24 11.0 Puts $2.40 (CboeTheo=2.30)  ASK  ARCA 15:55:58.144 IV=108.9% +5.0 PHLX 30 x $2.15 - $2.50 x 475 PHLX  SPREAD/FLOOR - OPENING  Vega=$4215 VKTX=10.76 Ref
  730. >>2000 VKTX Jan24 7.0 Puts $0.50 (CboeTheo=0.62)  MID  ARCA 15:55:58.144 IV=104.4% -10.4 PHLX 999 x $0.25 - $0.75 x 30 PHLX  SPREAD/FLOOR - OPENING  Vega=$2381 VKTX=10.76 Ref
  731. >>6300 ENVX Nov23 11.0 Calls $1.20 (CboeTheo=1.18)  MID  PHLX 15:56:05.894 IV=97.1% +1.4 PHLX 192 x $1.15 - $1.25 x 37 PHLX  SPREAD/FLOOR - OPENING  Vega=$7925 ENVX=10.90 Ref
  732. >>4200 ENVX Nov23 11.0 Calls $1.15 (CboeTheo=1.18)  BID  PHLX 15:56:05.994 IV=93.1% -2.5 PHLX 192 x $1.15 - $1.25 x 37 PHLX  SPREAD/FLOOR - OPENING  Vega=$5287 ENVX=10.90 Ref
  733. >>10500 ENVX Nov23 11.0 Puts $1.20 (CboeTheo=1.24)  BID  PHLX 15:56:06.171 IV=92.1% -3.5 BOX 120 x $1.20 - $1.35 x 441 AMEX  SPREAD/FLOOR - OPENING  Vega=$13k ENVX=10.90 Ref
  734. >>10500 ENVX Oct23 15.0 Puts $4.10 (CboeTheo=4.13)  MID  PHLX 15:56:06.247 IV=150.4% -29.6 BZX 132 x $4.00 - $4.20 x 109 BZX  SPREAD/FLOOR  Vega=$317 ENVX=10.90 Ref
  735. >>10500 ENVX Oct23 15.0 Calls $0.05 (CboeTheo=0.03)  ASK  PHLX 15:56:06.094 IV=212.0% +32.0 PHLX 0 x $0.00 - $0.05 x 1833 AMEX  SPREAD/FLOOR  Vega=$1242 ENVX=10.90 Ref
  736. SWEEP DETECTED:
    >>2620 RIG Oct23 7.5 Puts $0.115 (CboeTheo=0.09)  Above Ask!  [MULTI] 15:56:09.799 IV=53.0% +6.7 MIAX 6 x $0.10 - $0.11 x 50 EMLD Vega=$701 RIG=7.58 Ref
  737. >>2193 CPRI Nov23 52.5 Calls $1.05 (CboeTheo=1.00)  MID  ARCA 15:56:20.766 IV=20.3% +1.6 PHLX 271 x $0.95 - $1.15 x 10 ARCA  SPREAD/FLOOR  Vega=$13k CPRI=51.91 Ref
  738. >>2193 CPRI Oct23 50.0 Calls $2.00 (CboeTheo=2.06)  BID  ARCA 15:56:20.765 IV=38.0% -4.5 PHLX 10 x $1.80 - $2.65 x 48 ARCA  SPREAD/FLOOR  Vega=$2197 CPRI=51.91 Ref
  739. >>1000 SPXW Oct23 24th 3600 Puts $0.45 (CboeTheo=0.41)  MID  CBOE 15:56:32.377 IV=54.5% +2.4 CBOE 934 x $0.40 - $0.50 x 869 CBOE  FLOOR  Vega=$8163 SPX=4374.19 Fwd
  740. >>1000 SPXW Oct23 24th 3600 Puts $0.45 (CboeTheo=0.41)  MID  CBOE 15:56:32.377 IV=54.5% +2.4 CBOE 934 x $0.40 - $0.50 x 869 CBOE  FLOOR  Vega=$8163 SPX=4374.19 Fwd
  741. >>1000 SPXW Oct23 24th 3600 Puts $0.45 (CboeTheo=0.41)  MID  CBOE 15:56:32.430 IV=54.5% +2.4 CBOE 934 x $0.40 - $0.50 x 869 CBOE  FLOOR  Vega=$8163 SPX=4374.19 Fwd
  742. SPLIT TICKET:
    >>5000 SPXW Oct23 24th 3600 Puts $0.45 (CboeTheo=0.41)  MID  [CBOE] 15:56:32.377 IV=54.5% +2.4 CBOE 934 x $0.40 - $0.50 x 869 CBOE  FLOOR  Vega=$41k SPX=4374.19 Fwd
  743. SPLIT TICKET:
    >>1000 SPX Nov23 4085 Puts $16.11 (CboeTheo=15.42)  Above Ask!  [CBOE] 15:57:03.949 IV=21.3% +0.7 CBOE 225 x $15.40 - $15.70 x 1342 CBOE  LATE - OPENING  Vega=$259k SPX=4386.23 Fwd
  744. SPLIT TICKET:
    >>2944 VIX Oct23 18th 17.0 Puts $0.09 (CboeTheo=0.06)  ASK  [CBOE] 15:57:44.193 IV=127.2% +8.8 CBOE 970 x $0.06 - $0.09 x 14k CBOE Vega=$584 VIX=17.95 Fwd
  745. >>1911 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.07)  MID  CBOE 15:58:14.929 IV=20.9% +0.5 CBOE 264 x $1.05 - $1.07 x 40 CBOE Vega=$35k XSP=438.16 Fwd
  746. SPLIT TICKET:
    >>2000 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.07)  ASK  [CBOE] 15:58:14.929 IV=20.9% +0.5 CBOE 264 x $1.05 - $1.06 x 1911 CBOE Vega=$37k XSP=438.16 Fwd
  747. >>2000 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.07)  MID  CBOE 15:58:29.080 IV=20.9% +0.6 CBOE 238 x $1.05 - $1.07 x 40 CBOE Vega=$37k XSP=438.19 Fwd
  748. >>1844 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.07)  ASK  CBOE 15:58:45.977 IV=20.9% +0.6 CBOE 286 x $1.05 - $1.06 x 1844 CBOE Vega=$34k XSP=438.20 Fwd
  749. SPLIT TICKET:
    >>2000 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.07)  ASK  [CBOE] 15:58:45.977 IV=20.9% +0.6 CBOE 286 x $1.05 - $1.06 x 1844 CBOE Vega=$37k XSP=438.20 Fwd
  750. >>2000 XSP Nov23 3rd 415 Puts $1.06 (CboeTheo=1.06)  MID  CBOE 15:59:01.314 IV=20.9% +0.6 CBOE 286 x $1.05 - $1.07 x 23 CBOE Vega=$37k XSP=438.21 Fwd
  751. >>2000 TSM Nov23 75.0 Puts $0.26 (CboeTheo=0.26)  BID  AMEX 15:59:02.572 IV=43.2% +0.1 MPRL 4 x $0.26 - $0.27 x 179 C2  TIED/FLOOR  Vega=$5783 TSM=90.91 Ref
  752. SWEEP DETECTED:
    >>4105 TSLA Oct23 27th 90.0 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:59:27.621 IV=199.3% +6.0 BOX 0 x $0.00 - $0.01 x 8912 C2 Vega=$271 TSLA=254.64 Ref
  753. SWEEP DETECTED:
    >>2762 KVUE Feb24 22.5 Calls $0.55 (CboeTheo=0.54)  ASK  [MULTI] 15:59:36.008 IV=30.5% +0.4 PHLX 291 x $0.50 - $0.55 x 1140 C2  52WeekLow  Vega=$11k KVUE=19.77 Ref
  754. >>5000 RADCQ Jun24 2.0 Puts $1.75 (CboeTheo=1.75)  BID  AMEX 16:00:33.374 AMEX 3874 x $0.05 - $5.00 x 4238 AMEX  FLOOR - OPENING  Vega=$0 RADCQ=0.25 Ref
  755. >>1000 SPX Oct23 3600 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 16:01:05.171 IV=80.5% +8.4 CBOE 3557 x $0.15 - $0.25 x 2526 CBOE  FLOOR  Vega=$2762 SPX=4374.33 Fwd
  756. SPLIT TICKET:
    >>1000 VIX Nov23 15th 47.5 Calls $0.18 (CboeTheo=0.17)  MID  [CBOE] 16:04:45.197 IV=181.9% +1.7 CBOE 12k x $0.16 - $0.19 x 15k CBOE Vega=$574 VIX=18.43 Fwd
  757. TRADE CXLD:
    >>1000 SPXW Oct23 24th 3600 Puts $0.45 (CboeTheo=0.41)  MID  CBOE 15:56:32.430 IV=54.5% +2.4 CBOE 934 x $0.40 - $0.50 x 869 CBOE  FLOOR  Vega=$8163 SPX=4374.19 Fwd
  758. SPLIT TICKET:
    >>2500 VIX Oct23 18th 21.0 Calls $0.04 (CboeTheo=0.03)  ASK  [CBOE] 16:06:10.024 IV=217.4% +11.2 CBOE 9964 x $0.01 - $0.05 x 2642 CBOE Vega=$228 VIX=17.93 Fwd
  759. SPLIT TICKET:
    >>1000 SPX Nov23 4085 Puts $15.80 (CboeTheo=15.77)  BID  [CBOE] 16:11:18.119 IV=21.1% +0.5 CBOE 591 x $15.70 - $16.00 x 1063 CBOE  LATE - OPENING  Vega=$258k SPX=4383.71 Fwd
  760. >>1250 SPXW Oct23 18th 3650 Puts $0.05 (CboeTheo=0.08)  MID  CBOE 16:29:01.968 IV=110.9% +25.9 CBOE 0 x $0.00 - $0.10 x 803 CBOE  EXTEND  Vega=$750 SPX=4370.57 Fwd
  761. SPLIT TICKET:
    >>1425 SPXW Oct23 18th 3650 Puts $0.05 (CboeTheo=0.08)  BID  [CBOE] 16:29:01.004 IV=110.9% +25.9 CBOE 1250 x $0.05 - $0.10 x 803 CBOE  EXTEND  Vega=$855 SPX=4370.57 Fwd

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