OPTION FLOW 10/19/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-10-18. Data sourced from datashop.cboe.com shows the at-the-money (4360 strike) straddle was trading near $25.73 on Wednesday morning when the underlying SPX index was near 4359.66. The index closed at 4314.60 resulting in a final value of $45.40 for this put and call pair, suggesting a net gain of $19.67 for a long straddle position held into the close. 
  2. >>Market Color IWM - Rev/Con recap for Oct 18th. 236,076 contracts traded Wednesday in reverse/conversion spreads on 84 underlying securities. 11.8m underlying shares were involved with total notional value of $2.41b. Rev/Con volume leaders included IWM, META, TSLA, HYG and AAPL with implied borrow rates ranging from -167.06% (VFS) to 34.15% (SPY).  #revcon
  3. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for October 19, 2023. 48 trades were executed in VIX overnight, totaling 1302 contracts.  #gth
  4. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for October 19, 2023. 23905 trades were executed in SPX overnight, totaling 121256 contracts.  #gth
  5. SWEEP DETECTED:
    >>3254 AMZN Oct23 133 Calls $0.525 (CboeTheo=0.48)  Below Bid!  [MULTI] 09:30:00.533 IV=46.4% +3.6 BXO 24 x $0.57 - $0.61 x 24 BXO Vega=$8310 AMZN=130.60 Ref
  6. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    NFLX $397.02 +50.83 +14.68%,
    T $15.25 +0.93 +6.49%,
    TSM $93.78 +4.18 +4.67%,
    AAL $11.75 +0.39 +3.43%,
    QCOM $113.16 +2.17 +1.96%,

    while the biggest losers include:
    TSLA $225.21 -17.47 (-7.20%),
    CGC $0.57 -0.03 (-5.03%),
    NKLA $0.98 -0.05 (-4.83%),
    LCID $4.36 -0.17 (-3.75%),
    SMCI $274.60 -10.43 (-3.66%),

  7. SPLIT TICKET:
    >>1000 NANOS Oct23 27th 434 Calls $3.47 (CboeTheo=3.75)  MID  [CBOE] 09:30:02.943 IV=15.6% CBOE 1000 x $3.37 - $0.00 x 0  OPENING  Vega=$259 NANOS=432.78 Fwd
  8. >>Unusual Volume TSM - 9x market weighted volume: 29.7k = 401.8k projected vs 43.5k adv, 76% calls, 3% of OI  Post-Earnings  [TSM 93.89 +4.29 Ref]
  9. >>Unusual Volume NFLX - 10x market weighted volume: 127.7k = 1.7m projected vs 161.7k adv, 52% calls, 14% of OI  Post-Earnings  [NFLX 396.67 +50.48 Ref]
  10. >>Unusual Volume AA - 4x market weighted volume: 8347 = 112.9k projected vs 23.1k adv, 55% puts, 2% of OI  Post-Earnings  [AA 25.11 -1.41 Ref]
  11. >>Unusual Volume NOK - 9x market weighted volume: 5641 = 76.3k projected vs 7681 adv, 54% puts  Post-Earnings  [NOK 3.08 -0.30 Ref]
  12. >>Unusual Volume T - 6x market weighted volume: 33.3k = 450.9k projected vs 66.0k adv, 81% calls, 2% of OI  Post-Earnings  [T 15.26 +0.94 Ref]
  13. >>Unusual Volume AGNC - 3x market weighted volume: 7650 = 103.5k projected vs 29.6k adv, 68% puts, 2% of OI [AGNC 8.48 -0.10 Ref]
  14. >>Unusual Volume LVS - 4x market weighted volume: 5320 = 72.0k projected vs 15.9k adv, 63% calls, 2% of OI  Post-Earnings  [LVS 46.42 +1.82 Ref]
  15. >>Unusual Volume AMAT - 4x market weighted volume: 6510 = 88.1k projected vs 22.0k adv, 58% calls, 2% of OI [AMAT 137.35 -4.09 Ref]
  16. >>Unusual Volume MULN - 5x market weighted volume: 6499 = 87.9k projected vs 15.5k adv, 86% calls [MULN 0.28 -0.06 Ref]
  17. >>Unusual Volume PTON - 3x market weighted volume: 5892 = 79.7k projected vs 25.8k adv, 81% puts [PTON 4.61 -0.20 Ref]
  18. SWEEP DETECTED:
    >>2003 AMZN Nov23 3rd 140 Calls $1.778 (CboeTheo=1.82)  Below Bid!  [MULTI] 09:30:46.340 IV=45.3% -1.0 MPRL 43 x $1.78 - $1.80 x 3 BZX Vega=$17k AMZN=130.94 Ref
  19. >>Unusual Volume RIG - 3x market weighted volume: 7556 = 96.0k projected vs 30.1k adv, 62% calls [RIG 7.28 -0.10 Ref]
  20. >>3000 VIX Nov23 15th 15.0 Puts $0.21 (CboeTheo=0.23)  MID  CBOE 09:32:55.813 IV=77.6% -4.1 CBOE 17k x $0.19 - $0.23 x 24k CBOE  AUCTION  Vega=$2774 VIX=19.22 Fwd
  21. SWEEP DETECTED:
    >>3271 AAPL Oct23 182.5 Calls $0.05 (CboeTheo=0.07)  BID  [MULTI] 09:34:16.477 IV=31.4% +1.4 C2 1489 x $0.05 - $0.06 x 1336 C2 Vega=$3003 AAPL=176.47 Ref
  22. SPLIT TICKET:
    >>2290 SOFI Oct23 8.0 Calls $0.07 (CboeTheo=0.10)  BID  [EMLD] 09:35:41.844 IV=96.0% +23.2 EMLD 2290 x $0.07 - $0.08 x 2343 EMLD Vega=$347 SOFI=7.71 Ref
  23. SWEEP DETECTED:
    >>2500 AAPL Oct23 170 Puts $0.12 (CboeTheo=0.13)  ASK  [MULTI] 09:37:06.682 IV=39.9% +5.4 C2 56 x $0.11 - $0.12 x 1768 C2  ISO  Vega=$3424 AAPL=176.07 Ref
  24. SWEEP DETECTED:
    >>2500 NOVA Mar24 5.0 Puts $0.493 (CboeTheo=0.41)  ASK  [MULTI] 09:37:39.823 IV=118.7% +7.1 BOX 79 x $0.35 - $0.50 x 597 CBOE  ISO - OPENING  Vega=$2728 NOVA=9.71 Ref
  25. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SMTC Nov23 17.0 Calls $1.00 (CboeTheo=0.86)  ASK  [MULTI] 09:37:39.194 IV=64.0% -0.0 PHLX 359 x $0.85 - $1.00 x 145 NOM  OPENING   SSR   52WeekLow 
    Delta=48%, EST. IMPACT = 48k Shares ($790k) To Buy SMTC=16.50 Ref
  26. >>6000 PFE Nov23 32.5 Calls $0.54 (CboeTheo=0.53)  MID  BOX 09:35:15.975 IV=30.1% -0.1 BZX 74 x $0.52 - $0.55 x 526 C2  FLOOR   52WeekLow  Vega=$19k PFE=31.29 Ref
  27. SPLIT TICKET:
    >>1298 VIX Nov23 15th 22.0 Calls $1.40 (CboeTheo=1.41)  ASK  [CBOE] 09:37:47.703 IV=110.0% -2.3 CBOE 3261 x $1.39 - $1.40 x 1194 CBOE Vega=$2646 VIX=19.47 Fwd
  28. SWEEP DETECTED:
    >>2966 CCL Oct23 27th 12.0 Calls $0.20 (CboeTheo=0.19)  ASK  [MULTI] 09:39:48.793 IV=57.8% +1.7 EDGX 1194 x $0.18 - $0.20 x 608 C2 Vega=$1842 CCL=11.46 Ref
  29. SPLIT TICKET:
    >>2818 VIX Feb24 14th 65.0 Calls $0.43 (CboeTheo=0.45)  BID  [CBOE] 09:40:35.813 IV=119.7% -1.1 CBOE 1110 x $0.43 - $0.47 x 14k CBOE Vega=$5196 VIX=20.52 Fwd
  30. >>2000 AMC Dec23 20.0 Calls $0.23 (CboeTheo=0.22)  ASK  AMEX 09:40:45.398 IV=136.7% +3.3 GEMX 108 x $0.21 - $0.23 x 326 GEMX  FLOOR  Vega=$1433 AMC=9.06 Ref
  31. >>5119 VIX Nov23 15th 18.0 Puts $1.19 (CboeTheo=1.18)  MID  CBOE 09:41:53.423 IV=89.8% -0.7 CBOE 6737 x $1.16 - $1.21 x 16k CBOE  AUCTION  Vega=$9794 VIX=19.43 Fwd
  32. >>5000 VIX Nov23 15th 18.0 Puts $1.20 (CboeTheo=1.18)  ASK  CBOE 09:41:57.503 IV=90.3% -0.2 CBOE 7562 x $1.16 - $1.21 x 22k CBOE  AUCTION  Vega=$9571 VIX=19.43 Fwd
  33. SWEEP DETECTED:
    >>5273 AAPL Oct23 180 Calls $0.17 (CboeTheo=0.19)  ASK  [MULTI] 09:43:40.521 IV=29.4% +1.5 C2 1666 x $0.16 - $0.17 x 2043 EDGX  AUCTION  Vega=$11k AAPL=176.18 Ref
  34. >>Market Color DVA - Bullish option flow detected in DaVita (80.15 +1.41) with 5,274 calls trading (27x expected) and implied vol increasing almost 4 points to 50.63%. . The Put/Call Ratio is 0.02. Earnings are expected on 11/07.  [DVA 80.15 +1.41 Ref, IV=50.6% +3.8] #Bullish
  35. SWEEP DETECTED:
    >>2550 CVS Nov23 3rd 65.0 Puts $0.354 (CboeTheo=0.38)  Below Bid!  [MULTI] 09:45:27.088 IV=39.1% +0.3 MPRL 246 x $0.36 - $0.39 x 73 EDGX Vega=$7699 CVS=70.89 Ref
  36. >>Unusual Volume AAL - 3x market weighted volume: 61.1k = 463.1k projected vs 119.0k adv, 60% puts, 2% of OI  Post-Earnings  [AAL 11.70 +0.34 Ref, IV=42.8% -5.6]
  37. >>3472 BAC Oct23 27.5 Puts $0.22 (CboeTheo=0.24)  BID  GEMX 09:46:05.943 IV=37.6% +1.6 EMLD 5713 x $0.22 - $0.23 x 290 EDGX Vega=$2251 BAC=27.55 Ref
  38. >>3402 BAC Oct23 27.5 Puts $0.22 (CboeTheo=0.24)  BID  EMLD 09:46:05.943 IV=37.6% +1.6 EMLD 5713 x $0.22 - $0.23 x 290 EDGX Vega=$2205 BAC=27.55 Ref
  39. SWEEP DETECTED:
    >>13918 BAC Oct23 27.5 Puts $0.22 (CboeTheo=0.24)  BID  [MULTI] 09:46:05.943 IV=37.6% +1.6 EMLD 5713 x $0.22 - $0.23 x 290 EDGX Vega=$9022 BAC=27.55 Ref
  40. SWEEP DETECTED:
    >>3298 CLF Nov23 16.0 Calls $0.45 (CboeTheo=0.44)  ASK  [MULTI] 09:46:30.555 IV=56.2% +1.1 EDGX 1029 x $0.42 - $0.45 x 1015 C2  ISO  Vega=$4915 CLF=14.62 Ref
  41. SPLIT TICKET:
    >>1912 VIX Feb24 14th 65.0 Calls $0.42 (CboeTheo=0.44)  BID  [CBOE] 09:46:32.724 IV=119.2% -1.6 CBOE 887 x $0.42 - $0.45 x 11k CBOE Vega=$3480 VIX=20.52 Fwd
  42. >>Unusual Volume MS - 3x market weighted volume: 24.1k = 177.4k projected vs 48.0k adv, 81% calls, 3% of OI [MS 75.25 +0.38 Ref, IV=24.6% -0.5]
  43. SPLIT TICKET:
    >>4000 RIG Nov23 8.0 Calls $0.24 (CboeTheo=0.23)  ASK  [CBOE] 09:46:58.513 IV=59.2% +1.7 PHLX 1953 x $0.21 - $0.24 x 783 EDGX  FLOOR  Vega=$2988 RIG=7.28 Ref
  44. SWEEP DETECTED:
    >>Bullish Delta Impact 865 ACRS Nov23 10.0 Calls $1.184 (CboeTheo=1.13)  ASK  [MULTI] 09:48:37.772 IV=364.7% +24.0 PHLX 332 x $0.70 - $1.20 x 113 PHLX  ISO - OPENING   52WeekLow 
    Delta=49%, EST. IMPACT = 42k Shares ($221k) To Buy ACRS=5.22 Ref
  45. SWEEP DETECTED:
    >>5000 T Oct23 27th 14.5 Calls $0.806 (CboeTheo=0.83)  MID  [MULTI] 09:38:16.237 IV=28.2% -14.7 CBOE 2905 x $0.78 - $0.84 x 17 BXO  Post-Earnings  Vega=$2192 T=15.24 Ref
  46. SPLIT TICKET:
    >>1000 SPX Oct23 4200 Puts $0.60 (CboeTheo=0.63)  BID  [CBOE] 09:49:18.524 IV=27.0% +4.1 CBOE 1486 x $0.60 - $0.65 x 249 CBOE  ISO  Vega=$15k SPX=4315.28 Fwd
  47. >>3687 CARR Dec23 52.5 Puts $4.41 (CboeTheo=4.36)  ASK  ARCA 09:50:08.456 IV=35.2% +0.9 BOX 43 x $4.30 - $4.50 x 106 PHLX  SPREAD/FLOOR  Vega=$27k CARR=49.59 Ref
  48. >>3687 CARR Dec23 50.0 Puts $2.95 (CboeTheo=2.90)  ASK  ARCA 09:50:08.457 IV=36.2% +0.7 BOX 64 x $2.85 - $3.00 x 142 PHLX  SPREAD/FLOOR  Vega=$29k CARR=49.59 Ref
  49. SWEEP DETECTED:
    >>2000 UBER Oct23 27th 45.5 Calls $0.20 (CboeTheo=0.22)  BID  [MULTI] 09:50:09.041 IV=39.2% -0.5 AMEX 600 x $0.20 - $0.22 x 116 C2  OPENING  Vega=$3124 UBER=42.73 Ref
  50. SPLIT TICKET:
    >>1800 SPX Dec23 4345 Calls $108.00 (CboeTheo=109.10)  Below Bid!  [CBOE] 09:50:44.951 IV=16.0% -0.0 CBOE 154 x $108.40 - $109.20 x 107 CBOE  LATE  Vega=$1.22m SPX=4343.13 Fwd
  51. SPLIT TICKET:
    >>2252 SPXW Oct23 4300 Puts $17.00 (CboeTheo=16.24)  Above Ask!  [CBOE] 09:50:44.951 IV=24.4% +4.2 CBOE 18 x $16.00 - $16.10 x 25 CBOE  LATE  Vega=$219k SPX=4317.10 Fwd
  52. SPLIT TICKET:
    >>1152 SPXW Dec23 29th 4450 Calls $69.00 (CboeTheo=69.61)  Below Bid!  [CBOE] 09:50:44.951 IV=14.4% -0.2 CBOE 55 x $69.40 - $69.90 x 53 CBOE  LATE  Vega=$835k SPX=4352.23 Fwd
  53. SPLIT TICKET:
    >>1085 SPX Jan24 4450 Calls $88.54 (CboeTheo=89.60)  Below Bid!  [CBOE] 09:50:44.951 IV=14.5% -0.2 CBOE 255 x $89.20 - $89.80 x 235 CBOE  LATE  Vega=$913k SPX=4364.32 Fwd
  54. SPLIT TICKET:
    >>1710 SPX Dec23 4345 Puts $112.00 (CboeTheo=110.96)  Above Ask!  [CBOE] 09:50:44.951 IV=16.4% +0.1 CBOE 15 x $110.30 - $111.10 x 120 CBOE  LATE  Vega=$1.16m SPX=4343.13 Fwd
  55. >>3500 SE Oct23 47.5 Calls $0.09 (CboeTheo=0.10)  BID  PHLX 09:50:52.538 IV=65.6% +5.8 EMLD 457 x $0.09 - $0.11 x 142 C2  FLOOR  Vega=$1766 SE=45.25 Ref
  56. >>3500 SE Oct23 52.0 Calls $0.02  BID  PHLX 09:50:52.539 IV=111.7% +33.1 BOX 0 x $0.00 - $0.35 x 728 AMEX  FLOOR  Vega=$441 SE=45.25 Ref
  57. >>3908 PTEN Nov23 11.0 Puts $0.05 (CboeTheo=0.16)  BID  ARCA 09:51:19.422 IV=51.8% -19.7 PHLX 1627 x $0.05 - $0.15 x 566 PHLX  FLOOR  Vega=$1735 PTEN=13.71 Ref
  58. >>15992 PTEN Nov23 11.0 Puts $0.10 (CboeTheo=0.16)  MID  ARCA 09:51:19.423 IV=61.4% -10.1 PHLX 1627 x $0.05 - $0.15 x 566 PHLX  FLOOR  Vega=$9816 PTEN=13.71 Ref
  59. SPLIT TICKET:
    >>19900 PTEN Nov23 11.0 Puts $0.09 (CboeTheo=0.16)  MID  [ARCA] 09:51:19.422 IV=51.8% -19.7 PHLX 1627 x $0.05 - $0.15 x 566 PHLX  FLOOR  Vega=$8836 PTEN=13.71 Ref
  60. SPLIT TICKET:
    >>2500 UBER Dec23 42.5 Calls $3.44 (CboeTheo=3.41)  ASK  [MIAX] 09:51:46.271 IV=46.9% +0.1 ISE 253 x $3.35 - $3.45 x 163 BOX  ISO/AUCTION  Vega=$17k UBER=42.72 Ref
  61. SPLIT TICKET:
    >>2732 VFS Oct23 6.0 Calls $0.15 (CboeTheo=0.18)  BID  [ARCA] 09:40:46.363 IV=161.9% +25.2 ARCA 100 x $0.15 - $0.16 x 283 MPRL  SSR  Vega=$364 VFS=5.88 Ref
  62. >>3881 APO Oct23 27th 83.0 Puts $0.43 (CboeTheo=0.48)  BID  PHLX 09:52:22.880 IV=33.9% -2.4 CBOE 244 x $0.40 - $0.50 x 136 C2  AUCTION - OPENING  Vega=$13k APO=86.84 Ref
  63. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 DVA Nov23 85.0 Calls $2.326 (CboeTheo=2.07)  Above Ask!  [MULTI] 09:53:16.694 IV=47.5% +3.0 PHLX 49 x $2.00 - $2.30 x 91 PHLX  OPENING 
    Delta=35%, EST. IMPACT = 52k Shares ($4.13m) To Buy DVA=79.40 Ref
  64. >>2197 DVA Dec23 92.5 Calls $1.40 (CboeTheo=1.32)  ASK  GEMX 09:53:30.724 IV=39.8% +1.0 GEMX 2197 x $1.40 - $1.45 x 5 MRX  OPENING  Vega=$20k DVA=79.81 Ref
  65. SWEEP DETECTED:
    >>Bullish Delta Impact 2500 DVA Dec23 92.5 Calls $1.40 (CboeTheo=1.28)  ASK  [MULTI] 09:53:30.611 IV=40.4% +1.6 PHLX 122 x $1.15 - $1.40 x 5 ARCA  OPENING 
    Delta=21%, EST. IMPACT = 53k Shares ($4.21m) To Buy DVA=79.56 Ref
  66. >>Unusual Volume LULU - 3x market weighted volume: 12.4k = 75.2k projected vs 25.0k adv, 64% puts, 7% of OI [LULU 398.83 -6.78 Ref, IV=29.9% +0.2]
  67. SWEEP DETECTED:
    >>4034 UAL Oct23 40.0 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 09:55:25.003 IV=67.6% +2.2 MPRL 4131 x $0.01 - $0.02 x 109 BXO  52WeekLow  Vega=$420 UAL=36.79 Ref
  68. SWEEP DETECTED:
    >>Bullish Delta Impact 1616 IMPP Jan24 2.0 Calls $0.20 (CboeTheo=0.17)  ASK  [MULTI] 09:55:38.221 IV=91.4% +11.1 PHLX 364 x $0.15 - $0.20 x 1050 AMEX  ISO   SSR 
    Delta=44%, EST. IMPACT = 71k Shares ($121k) To Buy IMPP=1.69 Ref
  69. >>7000 CCL Dec23 10.0 Puts $0.37 (CboeTheo=0.38)  MID  PHLX 09:57:08.668 IV=56.7% -1.2 EDGX 1040 x $0.36 - $0.39 x 322 EMLD  SPREAD/CROSS/TIED  Vega=$9538 CCL=11.48 Ref
  70. SWEEP DETECTED:
    >>2510 AES Nov23 13.0 Calls $1.35 (CboeTheo=1.41)  BID  [MULTI] 09:58:20.114 IV=47.8% -4.9 BOX 322 x $1.35 - $1.45 x 146 BXO  ISO  Vega=$2994 AES=14.10 Ref
  71. >>3500 BEKE Nov23 15.0 Puts $0.91 (CboeTheo=0.91)  BID  PHLX 09:48:45.682 IV=55.8% +0.2 MIAX 71 x $0.91 - $0.95 x 92 C2  FLOOR - OPENING  Vega=$5901 BEKE=15.01 Ref
  72. SWEEP DETECTED:
    >>2900 CSCO Nov23 57.5 Calls $0.37 (CboeTheo=0.40)  BID  [MULTI] 09:59:30.157 IV=24.6% -0.8 CBOE 688 x $0.37 - $0.40 x 474 EMLD  ISO  Vega=$12k CSCO=53.67 Ref
  73. >>Market Color AGNC - Bearish flow noted in AGNC Investment Corp. (8.50 -0.08) with 8,463 puts trading, or 2x expected. The Put/Call Ratio is 1.65, while ATM IV is up over 1 point on the day. Earnings are expected on 10/30.  [AGNC 8.50 -0.08 Ref, IV=37.1% +1.1] #Bearish
  74. >>25000 AAL Jan25 8.0 Puts $0.80 (CboeTheo=0.79)  ASK  ARCA 09:50:39.298 IV=55.5% +0.8 BOX 782 x $0.76 - $0.81 x 74 MPRL  CROSS   Post-Earnings  Vega=$78k AAL=11.71 Ref
  75. SWEEP DETECTED:
    >>2855 PFE Nov23 34.0 Calls $0.22 (CboeTheo=0.22)  BID  [MULTI] 10:01:01.721 IV=29.7% +0.0 EMLD 508 x $0.22 - $0.23 x 93 BXO  ISO   52WeekLow  Vega=$6369 PFE=31.39 Ref
  76. SWEEP DETECTED:
    >>2145 PFE Nov23 34.0 Calls $0.21 (CboeTheo=0.22)  BID  [MULTI] 10:01:12.242 IV=29.3% -0.5 C2 582 x $0.21 - $0.23 x 142 BXO  ISO   52WeekLow  Vega=$4719 PFE=31.39 Ref
  77. >>9491 MS Jan24 82.5 Calls $1.18 (CboeTheo=1.19)  BID  PHLX 10:01:35.208 IV=23.2% -0.4 ARCA 47 x $1.18 - $1.19 x 241 ARCA  FLOOR - OPENING  Vega=$113k MS=75.22 Ref
  78. SWEEP DETECTED:
    >>2192 AMZN Oct23 140 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 10:01:48.677 IV=51.9% -2.8 EMLD 512 x $0.02 - $0.03 x 967 CBOE Vega=$648 AMZN=130.86 Ref
  79. >>2500 ET Jan24 13.0 Calls $1.14 (CboeTheo=1.16)  BID  BOX 10:02:09.444 IV=21.8% -0.8 PHLX 382 x $1.14 - $1.17 x 495 GEMX  FLOOR  Vega=$5016 ET=13.98 Ref
  80. >>2450 JD Dec23 25.0 Puts $1.67 (CboeTheo=1.64)  ASK  PHLX 09:52:02.965 IV=46.8% +1.0 CBOE 480 x $1.62 - $1.67 x 184 PHLX  SPREAD/CROSS/TIED   52WeekLow  Vega=$9598 JD=25.16 Ref
  81. SWEEP DETECTED:
    >>Bearish Delta Impact 4033 CRK Oct23 13.0 Calls $0.20 (CboeTheo=0.25)  BID  [MULTI] 10:02:54.555 IV=54.4% -13.0 CBOE 274 x $0.20 - $0.25 x 2 MPRL
    Delta=57%, EST. IMPACT = 229k Shares ($2.99m) To Sell CRK=13.07 Ref
  82. >>3500 AAL Dec25 10.0 Puts $1.93 (CboeTheo=1.87)  ASK  BOX 09:52:47.191 IV=50.6% +1.1 EDGX 311 x $1.79 - $1.95 x 38 NOM  FLOOR   Post-Earnings  Vega=$19k AAL=11.70 Ref
  83. SPLIT TICKET:
    >>2179 WB Jan24 16.67 Calls $0.14 (CboeTheo=0.19)  ASK  [BOX] 10:04:33.373 IV=47.4% -2.8 PHLX 244 x $0.05 - $0.15 x 411 PHLX  AUCTION  Vega=$2425 WB=11.91 Ref
  84. >>5300 TSM Oct23 80.0 Puts $0.01 (CboeTheo=0.02)  BID  PHLX 10:04:58.322 IV=104.8% +25.0 BZX 1 x $0.01 - $0.02 x 230 CBOE  AUCTION - COMPLEX   Post-Earnings  Vega=$466 TSM=93.39 Ref
  85. >>3000 GOOS Apr24 18.0 Calls $0.35 (CboeTheo=0.30)  ASK  ARCA 10:05:15.347 IV=51.1% +3.5 PHLX 400 x $0.20 - $0.35 x 343 CBOE  FLOOR - OPENING/COMPLEX   52WeekLow  Vega=$6582 GOOS=11.77 Ref
  86. SWEEP DETECTED:
    >>Bullish Delta Impact 3528 CG Nov23 25.0 Puts $0.30 (CboeTheo=0.33)  BID  [MULTI] 10:06:01.978 IV=44.6% -3.7 BOX 903 x $0.30 - $0.40 x 397 PHLX
    Delta=-15%, EST. IMPACT = 55k Shares ($1.55m) To Buy CG=28.45 Ref
  87. >>2222 SOFI Oct23 8.0 Calls $0.07 (CboeTheo=0.14)  ASK  ARCA 10:06:54.541 IV=69.3% -3.5 EMLD 7033 x $0.06 - $0.07 x 2225 ARCA Vega=$376 SOFI=7.86 Ref
  88. SPLIT TICKET:
    >>2473 SOFI Oct23 8.0 Calls $0.07 (CboeTheo=0.14)  ASK  [ARCA] 10:06:54.541 IV=69.3% -3.5 EMLD 7033 x $0.06 - $0.07 x 2473 ARCA Vega=$418 SOFI=7.86 Ref
  89. >>15000 CHPT Jan26 10.0 Calls $0.59 (CboeTheo=0.56)  BID  CBOE 10:07:08.138 IV=90.1% +2.3 MPRL 2 x $0.51 - $0.72 x 1350 EDGX  SPREAD/CROSS/TIED   SSR   52WeekLow  Vega=$24k CHPT=3.23 Ref
  90. >>15000 CHPT Jan26 3.0 Calls $1.40 (CboeTheo=1.36)  ASK  CBOE 10:07:08.138 IV=89.3% +13.3 GEMX 1 x $1.33 - $1.40 x 22 NOM  SPREAD/CROSS/TIED   SSR   52WeekLow  Vega=$20k CHPT=3.23 Ref
  91. >>2915 CRK Oct23 13.0 Calls $0.20 (CboeTheo=0.23)  MID  CBOE 10:07:14.915 IV=59.9% -7.5 BOX 4383 x $0.15 - $0.25 x 2 MPRL  AUCTION  Vega=$888 CRK=13.04 Ref
  92. SWEEP DETECTED:
    >>Bullish Delta Impact 650 YOU Nov23 17.3 Calls $1.55 (CboeTheo=1.47)  ASK  [MULTI] 10:07:13.764 IV=66.5% +3.8 BZX 44 x $1.45 - $1.55 x 261 PHLX
    Delta=59%, EST. IMPACT = 38k Shares ($681k) To Buy YOU=17.74 Ref
  93. SWEEP DETECTED:
    >>2186 CZR Oct23 44.5 Calls $0.12 (CboeTheo=0.10)  ASK  [MULTI] 10:07:28.294 IV=66.8% +10.2 EMLD 239 x $0.08 - $0.12 x 352 EMLD  OPENING  Vega=$1248 CZR=42.62 Ref
  94. SWEEP DETECTED:
    >>2464 T Oct23 15.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 09:58:28.545 IV=44.3% -40.2 MRX 654 x $0.09 - $0.10 x 166 EMLD  Post-Earnings  Vega=$820 T=15.32 Ref
  95. SWEEP DETECTED:
    >>2000 AAPL Jan24 180 Puts $9.019 (CboeTheo=9.06)  Below Bid!  [MULTI] 10:10:35.260 IV=23.8% -0.2 ARCA 69 x $9.05 - $9.10 x 158 EDGX Vega=$70k AAPL=177.00 Ref
  96. >>2000 ET Jan24 12.0 Calls $2.05 (CboeTheo=2.06)  MID  ISE 10:11:35.005 IV=25.9% -1.5 C2 134 x $2.02 - $2.08 x 99 ARCA  AUCTION  Vega=$1301 ET=14.00 Ref
  97. >>3500 CHK Nov23 90.0 Calls $2.60 (CboeTheo=2.63)  BID  PHLX 10:13:16.432 IV=28.2% +0.7 NOM 1 x $2.55 - $2.90 x 7 NOM  SPREAD/CROSS/TIED  Vega=$35k CHK=89.41 Ref
  98. >>3500 CHK Oct23 90.0 Calls $0.50 (CboeTheo=0.52)  MID  PHLX 10:13:16.432 IV=36.1% +5.9 ARCA 26 x $0.45 - $0.55 x 98 C2  SPREAD/CROSS/TIED  Vega=$7026 CHK=89.41 Ref
  99. SWEEP DETECTED:
    >>2500 TSLA Nov23 10th 250 Calls $2.36 (CboeTheo=2.33)  ASK  [MULTI] 10:04:34.705 IV=44.9% -9.5 BZX 28 x $2.34 - $2.36 x 1250 ARCA  OPENING   Post-Earnings  Vega=$37k TSLA=223.98 Ref
  100. SWEEP DETECTED:
    >>2081 VFS Oct23 6.0 Calls $0.11 (CboeTheo=0.15)  BID  [MULTI] 10:05:31.935 IV=170.7% +34.0 NOM 83 x $0.11 - $0.12 x 21 MPRL  SSR  Vega=$248 VFS=5.73 Ref
  101. SWEEP DETECTED:
    >>Bullish Delta Impact 692 OR Nov23 12.5 Puts $0.65 (CboeTheo=0.68)  BID  [MULTI] 10:14:05.451 IV=30.6% -2.9 BOX 15 x $0.65 - $0.70 x 101 EMLD  ISO - OPENING 
    Delta=-63%, EST. IMPACT = 44k Shares ($528k) To Buy OR=12.06 Ref
  102. >>2000 TSLA Jun25 200 Puts $36.21 (CboeTheo=36.29)  BID  AMEX 10:06:48.478 IV=51.5% -0.8 PHLX 226 x $36.20 - $36.60 x 235 EDGX  CROSS   Post-Earnings  Vega=$192k TSLA=224.08 Ref
  103. SPLIT TICKET:
    >>1000 RUT Mar24 1050 Puts $4.00 (CboeTheo=3.98)  BID  [CBOE] 10:07:49.334 IV=42.4% -0.2 CBOE 404 x $3.90 - $4.30 x 267 CBOE  FLOOR  Vega=$58k RUT=1749.13 Fwd
  104. >>Market Color VRT - Bullish option flow detected in Vertiv Holdings (38.76 +0.01) with 3,075 calls trading (3x expected) and implied vol increasing almost 2 points to 81.60%. . The Put/Call Ratio is 0.02. Earnings are expected on 10/24.  [VRT 38.76 +0.01 Ref, IV=81.6% +1.6] #Bullish
  105. >>Market Color @STOCK - Heavy first hour option volume is noted in : PTEN, BKLN, CHK, RITM, CRK, TSM, EFA, T, EPD. 
  106. SWEEP DETECTED:
    >>2438 AMZN Oct23 128 Puts $0.25 (CboeTheo=0.23)  ASK  [MULTI] 10:16:45.575 IV=47.9% +4.1 C2 96 x $0.24 - $0.25 x 880 C2 Vega=$4103 AMZN=132.01 Ref
  107. SWEEP DETECTED:
    >>3032 TSLA Oct23 212.5 Puts $0.493 (CboeTheo=0.48)  Above Ask!  [MULTI] 10:10:12.052 IV=77.2% -42.3 C2 447 x $0.47 - $0.49 x 460 GEMX  Post-Earnings  Vega=$7105 TSLA=224.97 Ref
  108. >>5000 VMW Jan24 110 Puts $3.20 (CboeTheo=2.15)  ASK  BOX 10:19:16.497 IV=47.7% +6.2 ARCA 1 x $2.60 - $3.20 x 1 ARCA  SPREAD/FLOOR  Vega=$85k VMW=154.74 Ref
  109. >>5000 VMW Jan24 142.6 Puts $14.80 (CboeTheo=14.96)  ASK  BOX 10:19:16.497 IV=37.8% +14.6 NOM 4 x $14.50 - $14.90 x 1 NOM  SPREAD/FLOOR  Vega=$130k VMW=154.74 Ref
  110. SWEEP DETECTED:
    >>3307 C Oct23 40.0 Puts $0.17 (CboeTheo=0.15)  ASK  [MULTI] 10:15:41.194 IV=36.1% +2.8 MPRL 50 x $0.16 - $0.17 x 603 C2  ISO  Vega=$2768 C=40.41 Ref
  111. SWEEP DETECTED:
    >>3640 C Oct23 40.0 Puts $0.19 (CboeTheo=0.16)  ASK  [MULTI] 10:15:46.331 IV=37.4% +4.0 BXO 16 x $0.18 - $0.19 x 433 C2  ISO  Vega=$3115 C=40.38 Ref
  112. >>2776 C Oct23 40.0 Puts $0.19 (CboeTheo=0.17)  BID  MIAX 10:15:56.265 IV=37.4% +4.0 EMLD 12 x $0.19 - $0.20 x 376 C2  AUCTION  Vega=$2375 C=40.38 Ref
  113. SWEEP DETECTED:
    >>2099 TSLA Oct23 235 Calls $0.499 (CboeTheo=0.50)  MID  [MULTI] 10:20:50.833 IV=65.4% -49.2 GEMX 2118 x $0.50 - $0.51 x 119 C2  Post-Earnings  Vega=$5598 TSLA=224.44 Ref
  114. SWEEP DETECTED:
    >>2609 USB Oct23 33.5 Puts $0.45 (CboeTheo=0.49)  BID  [MULTI] 10:22:11.808 IV=45.9% +0.8 GEMX 1417 x $0.45 - $0.55 x 596 AMEX  OPENING  Vega=$2002 USB=33.31 Ref
  115. SPLIT TICKET:
    >>1235 SPX Oct23 4170 Puts $0.40 (CboeTheo=0.36)  ASK  [CBOE] 10:22:34.420 IV=30.5% +4.8 CBOE 639 x $0.35 - $0.40 x 500 CBOE  ISO  Vega=$12k SPX=4310.94 Fwd
  116. >>3620 NVDA Mar24 350 Puts $16.36 (CboeTheo=16.29)  BID  MIAX 10:23:36.810 IV=48.8% -0.1 NOM 30 x $16.35 - $16.40 x 29 NOM  COB/AUCTION  Vega=$271k NVDA=428.41 Ref
  117. >>3620 NVDA Mar24 290 Puts $5.71 (CboeTheo=5.72)  ASK  MIAX 10:23:36.810 IV=51.7% +0.1 ISE 716 x $5.65 - $5.75 x 29 NOM  COB/AUCTION - OPENING  Vega=$147k NVDA=428.41 Ref
  118. >>2432 RITM Jan25 5.0 Puts $0.25 (CboeTheo=0.21)  ASK  PHLX 10:24:25.044 IV=47.2% +2.3 NOM 12 x $0.20 - $0.25 x 2432 PHLX  ISO  Vega=$3837 RITM=9.19 Ref
  119. SWEEP DETECTED:
    >>4750 RITM Jan25 5.0 Puts $0.25 (CboeTheo=0.21)  ASK  [MULTI] 10:24:25.044 IV=47.2% +2.3 NOM 12 x $0.20 - $0.25 x 2432 PHLX  ISO  Vega=$7494 RITM=9.19 Ref
  120. >>Unusual Volume BX - 3x market weighted volume: 18.8k = 67.3k projected vs 21.6k adv, 66% puts, 5% of OI  Post-Earnings  [BX 95.80 -6.50 Ref, IV=32.4% -3.2]
  121. SPLIT TICKET:
    >>2200 SPX Apr24 4750 Calls $49.70 (CboeTheo=50.41)  Below Bid!  [CBOE] 10:25:05.859 IV=13.2% -0.1 CBOE 40 x $49.90 - $50.60 x 44 CBOE  LATE  Vega=$2.05m SPX=4408.73 Fwd
  122. SPLIT TICKET:
    >>3080 SPX Apr24 5000 Calls $12.44 (CboeTheo=12.61)  BID  [CBOE] 10:25:05.859 IV=12.2% -0.0 CBOE 155 x $12.40 - $12.80 x 292 CBOE  LATE  Vega=$1.48m SPX=4408.73 Fwd
  123. >>2500 PCT Feb24 4.0 Puts $0.70 (CboeTheo=0.67)  ASK  PHLX 10:26:39.556 IV=106.1% +4.4 PHLX 943 x $0.60 - $0.75 x 1014 PHLX  SPREAD/FLOOR - OPENING  Vega=$2256 PCT=4.71 Ref
  124. SWEEP DETECTED:
    >>2628 BAC Oct23 27.0 Calls $0.57 (CboeTheo=0.59)  BID  [MULTI] 10:27:53.204 IV=32.4% -5.5 C2 641 x $0.57 - $0.60 x 52 CBOE Vega=$1009 BAC=27.52 Ref
  125. SPLIT TICKET:
    >>1000 NANOS Oct23 27th 432 Calls $4.02 (CboeTheo=3.94)  MID  [CBOE] 10:28:18.618 IV=17.2% CBOE 1000 x $3.92 - $0.00 x 0  OPENING  Vega=$258 NANOS=431.12 Fwd
  126. SWEEP DETECTED:
    >>Bearish Delta Impact 953 GOOS Oct23 27th 11.5 Calls $0.40 (CboeTheo=0.34)  BID  [MULTI] 10:28:41.095 IV=52.4% -13.7 CBOE 204 x $0.40 - $0.45 x 95 PHLX  ISO - OPENING   52WeekLow 
    Delta=55%, EST. IMPACT = 52k Shares ($603k) To Sell GOOS=11.56 Ref
  127. SPLIT TICKET:
    >>3200 CG Nov23 25.0 Puts $0.30 (CboeTheo=0.34)  BID  [BOX] 10:29:19.786 IV=43.4% -4.9 BOX 3385 x $0.30 - $0.35 x 210 BOX Vega=$6164 CG=28.30 Ref
  128. >>Unusual Volume AAP - 4x market weighted volume: 8121 = 27.8k projected vs 6091 adv, 92% puts, 6% of OI [AAP 51.52 -1.72 Ref, IV=65.3% -0.2]
  129. >>Market Color NOVA - Bearish flow noted in Sunnova Energy (9.64 -0.59) with 6,021 puts trading, or 4x expected. The Put/Call Ratio is 10.91, while ATM IV is up over 2 points on the day. Earnings are expected on 10/25.  [NOVA 9.64 -0.59 Ref, IV=108.0% +2.5] #Bearish
  130. SPLIT TICKET:
    >>2499 VIX Nov23 15th 20.0 Calls $2.02 (CboeTheo=1.98)  ASK  [CBOE] 10:31:25.202 IV=102.3% -3.4 CBOE 9 x $1.97 - $2.02 x 23k CBOE Vega=$5293 VIX=19.66 Fwd
  131. >>1000 SPX Oct23 4350 Calls $5.75 (CboeTheo=3.38)  Above Ask!  CBOE 10:32:09.635 IV=24.8% +7.9 CBOE 573 x $3.30 - $3.60 x 665 CBOE  LATE  Vega=$61k SPX=4301.88 Fwd
  132. >>1000 SPX Nov23 4350 Puts $88.85 (CboeTheo=97.65)  Below Bid!  CBOE 10:32:09.635 IV=14.3% -1.5 CBOE 165 x $97.10 - $98.00 x 30 CBOE  LATE  Vega=$476k SPX=4314.23 Fwd
  133. SPLIT TICKET:
    >>1245 SPX Oct23 4350 Calls $5.75 (CboeTheo=3.38)  Above Ask!  [CBOE] 10:32:09.635 IV=24.8% +7.9 CBOE 573 x $3.30 - $3.60 x 665 CBOE  LATE  Vega=$76k SPX=4301.88 Fwd
  134. SPLIT TICKET:
    >>1245 SPX Nov23 4350 Puts $88.85 (CboeTheo=97.65)  Below Bid!  [CBOE] 10:32:09.635 IV=14.3% -1.5 CBOE 165 x $97.10 - $98.00 x 30 CBOE  LATE  Vega=$592k SPX=4314.23 Fwd
  135. SPLIT TICKET:
    >>1000 SPX Nov23 4350 Calls $67.10 (CboeTheo=62.04)  Above Ask!  [CBOE] 10:32:09.742 IV=17.3% +1.2 CBOE 186 x $61.80 - $62.30 x 90 CBOE  LATE  Vega=$478k SPX=4314.23 Fwd
  136. SPLIT TICKET:
    >>1000 SPX Oct23 4350 Puts $40.00 (CboeTheo=51.49)  Below Bid!  [CBOE] 10:32:09.742 CBOE 180 x $49.70 - $53.20 x 180 CBOE  LATE  Vega=$0 SPX=4301.88 Fwd
  137. >>2999 NXE May24 4.0 Puts $0.27 (CboeTheo=0.25)  ASK  ISE 10:32:15.000 IV=62.6% +1.8 PHLX 172 x $0.20 - $0.30 x 604 PHLX  TIED/AUCTION - OPENING  Vega=$3063 NXE=5.67 Ref
  138. >>2999 NXE May24 8.0 Calls $0.46 (CboeTheo=0.41)  Above Ask!  ISE 10:32:15.000 IV=62.0% +2.7 PHLX 904 x $0.35 - $0.45 x 180 CBOE  TIED/AUCTION - OPENING  Vega=$4686 NXE=5.67 Ref
  139. >>3000 PLTR Jan25 12.0 Puts $1.74 (CboeTheo=1.76)  BID  ARCA 10:32:54.562 IV=65.9% -0.5 EDGX 590 x $1.73 - $1.78 x 158 EDGX  CROSS  Vega=$15k PLTR=17.27 Ref
  140. >>21000 TSM Feb24 80.0 Calls $16.54 (CboeTheo=16.48)  ASK  EDGX 10:33:29.679 IV=33.9% +0.6 BOX 13 x $16.40 - $16.55 x 32 BOX  COB/AUCTION - OPENING   Post-Earnings  Vega=$279k TSM=93.61 Ref
  141. >>8000 TSM Nov23 80.0 Calls $14.15 (CboeTheo=14.22)  BID  EDGX 10:33:29.679 IV=35.1% -2.4 NOM 37 x $14.10 - $14.30 x 30 MPRL  COB/AUCTION   Post-Earnings  Vega=$22k TSM=93.61 Ref
  142. >>11000 TSM Nov23 80.0 Calls $14.14 (CboeTheo=14.22)  BID  EDGX 10:33:29.679 IV=34.7% -2.8 NOM 37 x $14.10 - $14.30 x 30 MPRL  COB/AUCTION   Post-Earnings  Vega=$29k TSM=93.61 Ref
  143. SWEEP DETECTED:
    >>Bearish Delta Impact 3930 VFC Dec23 1st 18.0 Calls $1.75 (CboeTheo=1.81)  BID  [MULTI] 10:35:05.881 IV=56.0% -3.2 PHLX 304 x $1.75 - $1.85 x 21 BXO  OPENING 
    Delta=61%, EST. IMPACT = 241k Shares ($4.47m) To Sell VFC=18.57 Ref
  144. >>2000 META Nov23 365 Calls $3.99 (CboeTheo=4.00)  ASK  ARCA 10:35:18.816 IV=47.8% -0.3 CBOE 1023 x $3.90 - $4.00 x 62 EDGX  CROSS - OPENING  Vega=$48k META=318.44 Ref
  145. >>3400 KMX Jan24 40.0 Puts $0.20 (CboeTheo=0.24)  ASK  PHLX 10:36:32.012 IV=54.9% -2.2 CBOE 833 x $0.10 - $0.25 x 212 CBOE  FLOOR  Vega=$7051 KMX=64.70 Ref
  146. SPLIT TICKET:
    >>4000 KMX Jan24 40.0 Puts $0.207 (CboeTheo=0.24)  ASK  [PHLX] 10:36:32.012 IV=57.2% +0.1 CBOE 833 x $0.10 - $0.25 x 212 CBOE  FLOOR  Vega=$9379 KMX=64.70 Ref
  147. SWEEP DETECTED:
    >>Bearish Delta Impact 560 GOOS Oct23 27th 11.5 Calls $0.40 (CboeTheo=0.43)  BID  [MULTI] 10:38:21.540 IV=41.8% -24.4 PHLX 235 x $0.40 - $0.50 x 26 BOX  ISO - OPENING   52WeekLow 
    Delta=62%, EST. IMPACT = 35k Shares ($405k) To Sell GOOS=11.70 Ref
  148. >>2000 CVNA Oct23 30.0 Puts $0.15 (CboeTheo=0.17)  BID  AMEX 10:39:12.938 IV=113.8% +3.8 EDGX 474 x $0.14 - $0.18 x 506 EDGX  FLOOR  Vega=$821 CVNA=32.19 Ref
  149. >>3700 BX Dec23 100 Puts $7.30 (CboeTheo=7.20)  ASK  ARCA 10:39:37.985 IV=31.7% -2.9 ARCA 34 x $7.10 - $7.35 x 156 CBOE  SPREAD/FLOOR   Post-Earnings  Vega=$53k BX=95.95 Ref
  150. SWEEP DETECTED:
    >>9518 SIRI Nov23 4.0 Puts $0.27 (CboeTheo=0.23)  ASK  [MULTI] 10:41:53.958 IV=99.3% +6.9 MPRL 3 x $0.18 - $0.27 x 2833 EDGX  ISO  Vega=$4139 SIRI=4.62 Ref
  151. SWEEP DETECTED:
    >>2164 BAC Dec23 28.0 Calls $0.87 (CboeTheo=0.87)  ASK  [MULTI] 10:43:25.551 IV=25.8% +0.1 EMLD 1468 x $0.86 - $0.87 x 1330 EMLD Vega=$9137 BAC=27.39 Ref
  152. SWEEP DETECTED:
    >>2825 SIRI Nov23 4.0 Puts $0.25 (CboeTheo=0.24)  BID  [MULTI] 10:43:28.480 IV=93.4% +1.0 ARCA 3 x $0.25 - $0.26 x 1719 BOX Vega=$1223 SIRI=4.61 Ref
  153. SPLIT TICKET:
    >>2533 LCID Oct23 4.5 Puts $0.15 (CboeTheo=0.25)  MID  [MIAX] 10:44:05.789 IV=81.6% -22.3 MIAX 516 x $0.15 - $0.17 x 9 MPRL  ISO/AUCTION   52WeekLow  Vega=$220 LCID=4.38 Ref
  154. >>7000 AAP Dec23 1st 39.0 Puts $0.55 (CboeTheo=0.61)  BID  AMEX 10:44:29.705 IV=67.5% -2.6 PHLX 27 x $0.50 - $0.65 x 97 CBOE  FLOOR - OPENING  Vega=$20k AAP=51.50 Ref
  155. SWEEP DETECTED:
    >>2000 BAC Nov23 3rd 26.0 Puts $0.20 (CboeTheo=0.19)  ASK  [MULTI] 10:44:54.852 IV=31.6% +0.1 EMLD 5124 x $0.19 - $0.20 x 1795 EMLD  OPENING  Vega=$3141 BAC=27.36 Ref
  156. >>Market Color SAVA - Bullish option flow detected in Cassava Sciences (14.41 +0.88) with 2,820 calls trading (2x expected) and implied vol increasing almost 3 points to 117.85%. . The Put/Call Ratio is 0.11. Earnings are expected on 11/06.  [SAVA 14.41 +0.88 Ref, IV=117.8% +2.6] #Bullish
  157. SWEEP DETECTED:
    >>2000 BAC Nov23 3rd 26.0 Puts $0.20 (CboeTheo=0.19)  ASK  [MULTI] 10:45:33.351 IV=32.1% +0.6 EMLD 869 x $0.19 - $0.20 x 647 C2  OPENING  Vega=$3119 BAC=27.39 Ref
  158. >>Unusual Volume BILL - 6x market weighted volume: 7355 = 22.3k projected vs 3376 adv, 93% calls, 10% of OI [BILL 105.12 +1.48 Ref, IV=73.6% -0.7]
  159. >>2314 SIRI Nov23 4.0 Puts $0.27 (CboeTheo=0.25)  ASK  PHLX 10:47:09.646 IV=97.4% +5.0 C2 250 x $0.26 - $0.27 x 5888 BOX  ISO  Vega=$1010 SIRI=4.62 Ref
  160. SWEEP DETECTED:
    >>11582 SIRI Nov23 4.0 Puts $0.27 (CboeTheo=0.25)  ASK  [MULTI] 10:47:09.646 IV=97.4% +5.0 C2 250 x $0.26 - $0.27 x 5888 BOX  ISO  Vega=$5053 SIRI=4.62 Ref
  161. SWEEP DETECTED:
    >>2511 TSM Nov23 110 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 10:47:16.421 IV=29.9% -5.2 C2 267 x $0.11 - $0.13 x 195 MPRL  ISO - OPENING   Post-Earnings  Vega=$5587 TSM=93.73 Ref
  162. >>2000 TSLA Dec23 225 Puts $17.05 (CboeTheo=17.23)  Below Bid!  AMEX 10:47:46.166 IV=46.0% -5.7 EDGX 85 x $17.20 - $17.30 x 266 EDGX  FLOOR   Post-Earnings  Vega=$70k TSLA=221.53 Ref
  163. >>7237 TSM Nov23 110 Calls $0.11 (CboeTheo=0.12)  ASK  PHLX 10:48:02.149 IV=29.9% -5.1 C2 228 x $0.10 - $0.11 x 137 MPRL  FLOOR - OPENING   Post-Earnings  Vega=$16k TSM=93.70 Ref
  164. SWEEP DETECTED:
    >>2814 TSM Nov23 115 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 10:48:27.411 IV=31.6% -6.3 C2 586 x $0.04 - $0.06 x 619 C2  ISO - OPENING   Post-Earnings  Vega=$2889 TSM=93.72 Ref
  165. >>Unusual Volume PG - 3x market weighted volume: 13.7k = 40.9k projected vs 13.4k adv, 54% puts, 5% of OI [PG 148.06 -1.02 Ref, IV=16.4% +0.1]
  166. >>11135 TSLA Oct23 275 Calls $0.02 (CboeTheo=0.02)  ASK  ARCA 10:50:35.631 IV=138.5% +30.0 BZX 410 x $0.01 - $0.02 x 248 CBOE  FLOOR - COMPLEX   Post-Earnings  Vega=$1655 TSLA=221.16 Ref
  167. SWEEP DETECTED:
    >>Bullish Delta Impact 6770 AGNC Oct23 27th 8.5 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 10:50:42.795 IV=27.5% -4.7 C2 2462 x $0.22 - $0.26 x 108 BXO  ISO 
    Delta=-65%, EST. IMPACT = 439k Shares ($3.67m) To Buy AGNC=8.36 Ref
  168. >>18538 TSLA Oct23 272.5 Calls $0.02 (CboeTheo=0.02)  ASK  ARCA 10:50:58.907 IV=132.8% +25.2 C2 102 x $0.01 - $0.02 x 446 C2  FLOOR - COMPLEX   Post-Earnings  Vega=$2851 TSLA=221.36 Ref
  169. >>Unusual Volume OZK - 8x market weighted volume: 6223 = 18.0k projected vs 2054 adv, 99% puts, 8% of OI  Pre-Earnings  [OZK 36.10 +0.23 Ref, IV=47.8% -0.1]
  170. SWEEP DETECTED:
    >>5399 AMC Oct23 9.0 Puts $0.07 (CboeTheo=0.11)  BID  [MULTI] 10:53:39.222 IV=131.9% +19.6 C2 1114 x $0.07 - $0.08 x 715 C2 Vega=$772 AMC=9.65 Ref
  171. SWEEP DETECTED:
    >>Bearish Delta Impact 2830 VFS Nov23 3rd 6.0 Calls $0.30 (CboeTheo=0.42)  BID  [MULTI] 10:53:49.933 IV=105.7% -32.1 PHLX 429 x $0.30 - $0.35 x 2 ARCA  SSR 
    Delta=40%, EST. IMPACT = 113k Shares ($644k) To Sell VFS=5.72 Ref
  172. SWEEP DETECTED:
    >>Bearish Delta Impact 529 AB Nov23 35.0 Puts $6.783 (CboeTheo=6.68)  ASK  [MULTI] 10:55:03.931 IV=57.0% +11.8 BXO 12 x $6.50 - $6.80 x 125 PHLX  52WeekLow 
    Delta=-89%, EST. IMPACT = 47k Shares ($1.36m) To Sell AB=29.02 Ref
  173. >>3200 VIST Dec23 40.0 Calls $0.45 (CboeTheo=0.51)  BID  BOX 10:58:14.545 IV=52.7% -2.1 PHLX 199 x $0.40 - $0.55 x 132 EDGX  SPREAD/CROSS - OPENING  Vega=$9205 VIST=31.16 Ref
  174. >>3200 VIST Dec23 30.0 Calls $3.60 (CboeTheo=3.65)  BID  BOX 10:58:14.545 IV=58.8% -0.9 BZX 7 x $3.60 - $3.80 x 193 PHLX  SPREAD/CROSS  Vega=$15k VIST=31.16 Ref
  175. SPLIT TICKET:
    >>1042 SPXW Oct23 31st 4500 Calls $1.60 (CboeTheo=1.68)  Below Bid!  [CBOE] 11:01:34.809 IV=13.2% +0.6 CBOE 413 x $1.65 - $1.75 x 390 CBOE  LATE  Vega=$77k SPX=4310.60 Fwd
  176. SPLIT TICKET:
    >>1042 SPXW Oct23 4150 Puts $0.55 (CboeTheo=0.52)  ASK  [CBOE] 11:01:34.809 IV=31.2% +3.4 CBOE 245 x $0.50 - $0.55 x 958 CBOE  LATE  Vega=$13k SPX=4305.42 Fwd
  177. SPLIT TICKET:
    >>1042 SPXW Oct23 4075 Puts $0.25 (CboeTheo=0.29)  BID  [CBOE] 11:01:34.809 IV=39.8% +4.0 CBOE 812 x $0.25 - $0.30 x 303 CBOE  LATE  Vega=$5883 SPX=4305.42 Fwd
  178. >>5313 BILL Oct23 105 Calls $1.25 (CboeTheo=1.19)  BID  PHLX 11:01:47.579 IV=63.6% +6.1 PHLX 10 x $0.90 - $1.65 x 32 ARCA  AUCTION - OPENING  Vega=$13k BILL=104.36 Ref
  179. SWEEP DETECTED:
    >>Bearish Delta Impact 6449 BILL Oct23 105 Calls $1.269 (CboeTheo=1.56)  Below Bid!  [MULTI] 11:01:46.168 IV=58.4% +1.0 PHLX 55 x $1.50 - $1.75 x 38 PHLX  OPENING 
    Delta=52%, EST. IMPACT = 338k Shares ($35.5m) To Sell BILL=105.13 Ref
  180. SPLIT TICKET:
    >>1950 SPX Nov23 4050 Puts $21.20 (CboeTheo=21.09)  ASK  [CBOE] 11:02:09.171 IV=22.4% +0.1 CBOE 396 x $21.00 - $21.30 x 337 CBOE  FLOOR  Vega=$557k SPX=4317.35 Fwd
  181. >>2327 KEY Oct23 10.5 Calls $0.25 (CboeTheo=0.43)  BID  PHLX 11:02:26.300 IV=54.8% -23.9 PHLX 805 x $0.20 - $0.35 x 2509 PHLX  FLOOR   Post-Earnings  Vega=$488 KEY=10.68 Ref
  182. SPLIT TICKET:
    >>2909 KEY Oct23 10.5 Calls $0.26 (CboeTheo=0.43)  BID  [PHLX] 11:02:26.300 IV=54.8% -23.9 PHLX 805 x $0.20 - $0.35 x 2509 PHLX  FLOOR   Post-Earnings  Vega=$610 KEY=10.68 Ref
  183. >>1600 SPX Nov23 4050 Puts $21.70 (CboeTheo=21.29)  Above Ask!  CBOE 11:03:30.760 IV=22.5% +0.3 CBOE 359 x $21.10 - $21.40 x 225 CBOE  FLOOR  Vega=$461k SPX=4316.77 Fwd
  184. SPLIT TICKET:
    >>4184 SPX Nov23 4050 Puts $21.70 (CboeTheo=21.29)  Above Ask!  [CBOE] 11:03:30.760 IV=22.5% +0.3 CBOE 359 x $21.10 - $21.40 x 225 CBOE  FLOOR  Vega=$1.21m SPX=4316.77 Fwd
  185. >>4484 OZK Jan24 30.0 Puts $1.33 (CboeTheo=1.29)  ASK  MIAX 11:08:17.134 IV=54.5% +1.8 AMEX 304 x $1.20 - $1.35 x 154 EDGX  COB - OPENING   Pre-Earnings  Vega=$23k OZK=35.91 Ref
  186. >>4484 OZK Jan24 25.0 Puts $0.61 (CboeTheo=0.67)  BID  MIAX 11:08:17.134 IV=64.4% -1.2 C2 611 x $0.60 - $0.75 x 402 PHLX  COB - OPENING   Pre-Earnings  Vega=$14k OZK=35.92 Ref
  187. >>3000 COCO Oct23 22.5 Puts $0.06 (CboeTheo=0.03)  ASK  ARCA 11:08:31.107 IV=132.7% +16.9 ARCA 0 x $0.00 - $0.10 x 158 AMEX  SPREAD/FLOOR  Vega=$582 COCO=25.12 Ref
  188. SWEEP DETECTED:
    >>2347 AGNC Nov23 9.0 Puts $0.78 (CboeTheo=0.79)  BID  [MULTI] 11:08:51.929 IV=32.6% +0.3 MPRL 735 x $0.78 - $0.79 x 4 MIAX Vega=$1515 AGNC=8.39 Ref
  189. SWEEP DETECTED:
    >>Bearish Delta Impact 4569 OSTK Nov23 20.0 Calls $0.72 (CboeTheo=0.81)  Below Bid!  [MULTI] 11:09:54.720 IV=107.1% +3.0 MPRL 15 x $0.80 - $0.85 x 129 EDGX  ISO 
    Delta=30%, EST. IMPACT = 138k Shares ($2.23m) To Sell OSTK=16.20 Ref
  190. >>3405 BAX Nov23 32.5 Calls $1.15 (CboeTheo=1.09)  MID  ARCA 11:10:12.962 IV=36.8% -1.8 PHLX 70 x $1.10 - $1.20 x 145 PHLX  CROSS  Vega=$12k BAX=31.95 Ref
  191. SWEEP DETECTED:
    >>5614 BAC Nov23 24th 25.0 Puts $0.21 (CboeTheo=0.21)  ASK  [MULTI] 11:11:32.530 IV=31.7% +0.6 EMLD 3424 x $0.20 - $0.21 x 1317 C2 Vega=$11k BAC=27.54 Ref
  192. >>5250 DM Oct23 2.0 Puts $0.85 (CboeTheo=0.91)  BID  AMEX 11:13:13.174 PHLX 2819 x $0.80 - $1.00 x 33 BOX  SPREAD/FLOOR   52WeekLow  Vega=$0 DM=1.09 Ref
  193. >>7000 DM Oct23 2.0 Calls $0.01  BID  AMEX 11:13:13.175 IV=620.0% +268.4 MPRL 0 x $0.00 - $0.05 x 8034 BOX  SPREAD/FLOOR   52WeekLow  Vega=$57 DM=1.09 Ref
  194. >>7000 DM Nov23 2.0 Puts $0.89 (CboeTheo=0.92)  BID  AMEX 11:13:13.175 PHLX 5017 x $0.85 - $0.95 x 42 BOX  SPREAD/FLOOR   52WeekLow  Vega=$0 DM=1.09 Ref
  195. >>7000 DM Nov23 2.0 Calls $0.05 (CboeTheo=0.02)  ASK  AMEX 11:13:13.176 IV=186.4% +53.5 EMLD 0 x $0.00 - $0.05 x 2444 PHLX  SPREAD/FLOOR   52WeekLow  Vega=$603 DM=1.09 Ref
  196. SWEEP DETECTED:
    >>4502 KVUE Feb24 22.5 Calls $0.60 (CboeTheo=0.58)  ASK  [MULTI] 11:13:18.877 IV=31.2% +0.9 PHLX 435 x $0.55 - $0.60 x 2086 C2 Vega=$18k KVUE=19.95 Ref
  197. >>Unusual Volume CYTK - 5x market weighted volume: 6472 = 16.5k projected vs 3242 adv, 64% puts, 9% of OI [CYTK 33.08 -1.23 Ref, IV=96.2% +3.8]
  198. >>3770 CRDO Oct23 17.5 Calls $0.01  BID  ARCA 11:13:53.382 IV=141.7% +14.7 MRX 0 x $0.00 - $0.10 x 1041 PHLX  SPREAD/FLOOR  Vega=$177 CRDO=14.80 Ref
  199. >>3730 CRDO Dec23 17.5 Calls $0.43 (CboeTheo=0.50)  BID  ARCA 11:13:53.383 IV=52.4% PHLX 34 x $0.40 - $0.55 x 1 BXO  SPREAD/FLOOR - OPENING  Vega=$7102 CRDO=14.80 Ref
  200. >>4000 ZIM Jan24 30.0 Calls $0.01 (CboeTheo=0.03)  ASK  MPRL 11:14:22.866 IV=92.0% -10.8 GEMX 0 x $0.00 - $0.01 x 5260 MPRL  52WeekLow  Vega=$425 ZIM=8.94 Ref
  201. SWEEP DETECTED:
    >>4790 BAC Oct23 27.0 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 11:15:13.816 IV=39.2% +1.7 BZX 452 x $0.05 - $0.07 x 8687 EMLD Vega=$1999 BAC=27.57 Ref
  202. SWEEP DETECTED:
    >>3333 BAC Oct23 27.0 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 11:15:21.240 IV=36.3% -1.2 MPRL 429 x $0.05 - $0.06 x 629 MPRL Vega=$1321 BAC=27.55 Ref
  203. >>3164 AMD Nov23 85.0 Puts $0.83 (CboeTheo=0.82)  MID  BOX 11:15:39.963 IV=59.2% +0.6 C2 170 x $0.82 - $0.84 x 736 GEMX  SPREAD/CROSS  Vega=$16k AMD=104.00 Ref
  204. >>3164 AMD Nov23 85.0 Calls $20.10 (CboeTheo=20.19)  BID  BOX 11:15:39.963 IV=57.2% -1.6 PHLX 40 x $20.10 - $20.30 x 40 PHLX  SPREAD/CROSS - OPENING  Vega=$15k AMD=104.00 Ref
  205. SPLIT TICKET:
    >>1512 SPX Oct23 4025 Puts $0.20 (CboeTheo=0.13)  ASK  [CBOE] 11:16:19.223 IV=52.5% +8.7 CBOE 1879 x $0.10 - $0.20 x 1293 CBOE  ISO  Vega=$5500 SPX=4302.59 Fwd
  206. >>4500 CSCO Nov23 42.5 Calls $11.11 (CboeTheo=11.14)  BID  BOX 11:17:35.793 IV=36.1% -6.5 ARCA 17 x $11.10 - $11.20 x 29 EDGX  SPREAD/CROSS - OPENING  Vega=$1914 CSCO=53.41 Ref
  207. >>4500 CSCO Nov23 42.5 Puts $0.06 (CboeTheo=0.05)  ASK  BOX 11:17:35.793 IV=42.9% +0.3 PHLX 1744 x $0.02 - $0.06 x 1159 PHLX  SPREAD/CROSS - OPENING  Vega=$3982 CSCO=53.41 Ref
  208. >>2500 PBR Jan24 20.0 Calls $0.13 (CboeTheo=0.13)  MID  AMEX 11:18:44.998 IV=33.5% +0.3 NOM 19 x $0.12 - $0.14 x 120 GEMX  SPREAD/CROSS  Vega=$3803 PBR=16.27 Ref
  209. >>2500 PBR Jan24 20.0 Puts $4.27 (CboeTheo=4.60)  BID  AMEX 11:18:44.998 ARCA 40 x $4.25 - $4.40 x 670 ARCA  SPREAD/CROSS  Vega=$0 PBR=16.27 Ref
  210. >>3000 BAX Dec23 1st 34.0 Calls $0.81 (CboeTheo=0.82)  ASK  AMEX 11:19:33.297 IV=34.6% -1.1 PHLX 149 x $0.70 - $0.85 x 11 BOX  CROSS - OPENING  Vega=$12k BAX=32.01 Ref
  211. >>4931 RIVN Oct23 19.0 Puts $1.79 (CboeTheo=1.81)  BID  BOX 11:20:13.715 IV=100.5% +6.6 EDGX 530 x $1.78 - $1.83 x 1078 CBOE  CROSS   SSR  Vega=$477 RIVN=17.23 Ref
  212. >>2100 AAPL Oct23 175 Calls $1.60 (CboeTheo=1.61)  BID  AMEX 11:21:55.678 IV=28.9% -0.4 C2 227 x $1.60 - $1.62 x 15 MPRL  SPREAD/CROSS  Vega=$8183 AAPL=175.75 Ref
  213. >>2100 AAPL Oct23 175 Puts $0.83 (CboeTheo=0.82)  BID  AMEX 11:21:55.678 IV=29.3% +0.2 BXO 49 x $0.83 - $0.84 x 150 C2  SPREAD/CROSS  Vega=$8193 AAPL=175.75 Ref
  214. TRADE CXLD:
    >>15000 CHPT Jan26 10.0 Calls $0.59 (CboeTheo=0.56)  BID  CBOE 10:07:08.138 IV=90.1% +2.3 MPRL 2 x $0.51 - $0.72 x 1350 EDGX  SPREAD/CROSS/TIED   SSR   52WeekLow  Vega=$24k CHPT=3.23 Ref
  215. TRADE CXLD:
    >>15000 CHPT Jan26 3.0 Calls $1.40 (CboeTheo=1.36)  ASK  CBOE 10:07:08.138 IV=89.3% +13.3 GEMX 1 x $1.33 - $1.40 x 22 NOM  SPREAD/CROSS/TIED   SSR   52WeekLow  Vega=$20k CHPT=3.23 Ref
  216. >>3800 DOCN Dec23 17.5 Puts $0.50 (CboeTheo=0.57)  BID  PHLX 11:23:05.091 IV=72.7% PHLX 41 x $0.50 - $0.60 x 5 ISE  SPREAD/FLOOR - OPENING  Vega=$7440 DOCN=22.95 Ref
  217. >>2326 VZ Dec23 1st 33.0 Calls $0.58 (CboeTheo=0.60)  BID  AMEX 11:23:53.221 IV=23.0% -1.5 BZX 19 x $0.57 - $0.61 x 12 GEMX  TIED/FLOOR - OPENING  Vega=$9505 VZ=31.75 Ref
  218. TRADE CXLD:
    >>2500 PBR Jan24 20.0 Puts $4.27 (CboeTheo=4.60)  BID  AMEX 11:18:44.998 ARCA 40 x $4.25 - $4.40 x 670 ARCA  SPREAD/CROSS  Vega=$0 PBR=16.27 Ref
  219. TRADE CXLD:
    >>2500 PBR Jan24 20.0 Calls $0.13 (CboeTheo=0.13)  MID  AMEX 11:18:44.998 IV=33.5% +0.3 NOM 19 x $0.12 - $0.14 x 120 GEMX  SPREAD/CROSS  Vega=$3803 PBR=16.27 Ref
  220. >>10000 QD Nov23 2.0 Calls $0.05 (CboeTheo=0.10)  BID  ARCA 11:24:33.020 IV=34.1% -24.6 PHLX 1271 x $0.05 - $0.15 x 690 PHLX  FLOOR - OPENING  Vega=$2116 QD=1.93 Ref
  221. >>Unusual Volume ACI - 4x market weighted volume: 6029 = 14.5k projected vs 2990 adv, 100% puts, 4% of OI [ACI 22.46 -0.09 Ref, IV=31.3% -1.8]
  222. >>10000 QD Jan24 2.0 Calls $0.15 (CboeTheo=0.18)  BID  ARCA 11:24:53.681 IV=45.1% -10.5 PHLX 2012 x $0.15 - $0.25 x 427 PHLX  FLOOR  Vega=$3847 QD=1.93 Ref
  223. >>2000 GRAB Apr24 3.5 Puts $0.50 (CboeTheo=0.52)  BID  PHLX 11:25:43.986 IV=44.2% -2.6 ARCA 19 x $0.50 - $0.55 x 34 MPRL  SPREAD/FLOOR - OPENING  Vega=$1828 GRAB=3.27 Ref
  224. >>2000 GRAB Jan24 3.5 Puts $0.40 (CboeTheo=0.40)  MID  PHLX 11:25:43.986 IV=43.2% +1.1 PHLX 2682 x $0.35 - $0.45 x 614 AMEX  SPREAD/FLOOR  Vega=$1284 GRAB=3.27 Ref
  225. SWEEP DETECTED:
    >>Bullish Delta Impact 936 TH Dec23 16.0 Calls $1.05 (CboeTheo=0.99)  ASK  [MULTI] 11:26:04.922 IV=75.3% +2.9 CBOE 195 x $0.90 - $1.05 x 520 PHLX
    Delta=41%, EST. IMPACT = 38k Shares ($542k) To Buy TH=14.13 Ref
  226. SWEEP DETECTED:
    >>2985 VFC Dec23 1st 18.0 Calls $1.75 (CboeTheo=1.78)  BID  [MULTI] 11:26:06.390 IV=56.0% -3.2 PHLX 280 x $1.75 - $1.85 x 81 NOM  OPENING  Vega=$7301 VFC=18.59 Ref
  227. SWEEP DETECTED:
    >>5884 AGNC Nov23 9.0 Puts $0.784 (CboeTheo=0.80)  MID  [MULTI] 11:26:49.803 IV=33.2% +0.9 PHLX 498 x $0.76 - $0.79 x 11 ARCA Vega=$3728 AGNC=8.38 Ref
  228. SWEEP DETECTED:
    >>2000 WBA Oct23 27th 23.5 Calls $0.04 (CboeTheo=0.05)  ASK  [MULTI] 11:27:25.900 IV=44.2% -1.9 C2 634 x $0.02 - $0.04 x 2744 AMEX Vega=$845 WBA=21.20 Ref
  229. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 11:27:52.499 IV=72.2% -4.9 AMEX 316 x $0.25 - $0.35 x 483 AMEX  OPENING 
    Delta=-47%, EST. IMPACT = 33k Shares ($98k) To Buy RYAM=2.98 Ref
  230. >>2000 CYTK Dec24 35.0 Calls $12.80 (CboeTheo=13.04)  BID  BOX 11:28:33.298 IV=94.1% -2.8 AMEX 7 x $12.00 - $15.50 x 62 PHLX  SPREAD/FLOOR - OPENING  Vega=$25k CYTK=32.99 Ref
  231. >>4000 CYTK May24 15.0 Puts $2.80 (CboeTheo=2.84)  ASK  BOX 11:28:33.298 IV=141.4% -0.5 PHLX 53 x $2.25 - $2.80 x 20 PHLX  SPREAD/FLOOR - OPENING  Vega=$17k CYTK=32.99 Ref
  232. >>1000 VIX Nov23 15th 17.0 Puts $0.67 (CboeTheo=0.67)  MID  CBOE 11:28:37.748 IV=84.5% -1.1 CBOE 2081 x $0.65 - $0.69 x 27k CBOE Vega=$1613 VIX=19.64 Fwd
  233. >>8000 GOOG Sep24 180 Calls $5.55 (CboeTheo=5.67)  BID  BOX 11:29:01.640 IV=28.0% -0.3 BXO 17 x $5.55 - $5.65 x 11 BZX  FLOOR - OPENING  Vega=$362k GOOG=139.77 Ref
  234. SWEEP DETECTED:
    >>Bullish Delta Impact 1516 CXW Nov23 12.0 Puts $0.90 (CboeTheo=0.99)  BID  [MULTI] 11:29:19.615 IV=31.1% -11.0 PHLX 219 x $0.90 - $1.00 x 30 BOX  OPENING 
    Delta=-77%, EST. IMPACT = 116k Shares ($1.30m) To Buy CXW=11.21 Ref
  235. SWEEP DETECTED:
    >>2320 RIVN Nov23 3rd 17.0 Puts $0.916 (CboeTheo=0.89)  Above Ask!  [MULTI] 11:30:05.008 IV=75.9% +0.0 C2 383 x $0.89 - $0.91 x 68 BZX  OPENING   SSR  Vega=$3203 RIVN=17.27 Ref
  236. >>5000 HSBC Dec23 37.0 Puts $0.75 (CboeTheo=0.70)  ASK  AMEX 11:30:14.976 IV=25.2% +0.4 PHLX 20 x $0.70 - $0.75 x 185 ARCA  FLOOR - OPENING  Vega=$26k HSBC=39.09 Ref
  237. >>2022 NOK Jan24 4.0 Calls $0.02 (CboeTheo=0.03)  ASK  ARCA 11:30:28.590 IV=31.5% -1.8 EMLD 686 x $0.01 - $0.02 x 2022 ARCA  COMPLEX   Post-Earnings / SSR   52WeekLow  Vega=$545 NOK=3.19 Ref
  238. >>3930 DLR Dec23 110 Puts $3.00 (CboeTheo=3.02)  BID  PHLX 11:30:51.924 IV=35.4% -0.8 BOX 64 x $2.95 - $3.10 x 57 CBOE  SPREAD/CROSS/TIED  Vega=$61k DLR=118.78 Ref
  239. >>13844 BAC Nov23 22.0 Puts $0.04 (CboeTheo=0.05)  BID  BOX 11:31:46.505 IV=43.9% -0.5 EMLD 3070 x $0.04 - $0.05 x 4605 EMLD  SPREAD/CROSS  Vega=$7444 BAC=27.50 Ref
  240. >>13844 BAC Nov23 22.0 Calls $5.60 (CboeTheo=5.64)  BID  BOX 11:31:46.505 IV=31.5% -12.9 ISE 45 x $5.60 - $5.70 x 161 NOM  SPREAD/CROSS - OPENING  Vega=$1607 BAC=27.50 Ref
  241. >>3000 AMZN Oct23 132 Puts $2.21 (CboeTheo=2.23)  BID  AMEX 11:31:51.106 IV=39.1% -2.8 BZX 79 x $2.21 - $2.25 x 28 BOX  SPREAD/CROSS  Vega=$7684 AMZN=130.29 Ref
  242. >>3000 AMZN Oct23 132 Calls $0.55 (CboeTheo=0.54)  ASK  AMEX 11:31:51.106 IV=40.3% -2.7 NOM 59 x $0.54 - $0.55 x 40 NOM  SPREAD/CROSS  Vega=$7766 AMZN=130.29 Ref
  243. >>7400 NKE Oct23 105 Calls $0.19 (CboeTheo=0.21)  BID  PHLX 11:32:21.658 IV=30.0% +3.0 EDGX 406 x $0.19 - $0.21 x 202 C2  FLOOR  Vega=$12k NKE=103.42 Ref
  244. SWEEP DETECTED:
    >>2206 CHPT Apr24 10.0 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 11:32:36.381 IV=96.8% +1.4 MPRL 26 x $0.05 - $0.06 x 883 MPRL  SSR   52WeekLow  Vega=$723 CHPT=3.15 Ref
  245. SWEEP DETECTED:
    >>3000 NKE Oct23 105 Calls $0.193 (CboeTheo=0.21)  Below Bid!  [MULTI] 11:32:46.934 IV=30.5% +3.5 BXO 200 x $0.20 - $0.21 x 25 MPRL Vega=$5052 NKE=103.43 Ref
  246. >>5000 BSX Jan24 52.5 Calls $2.10 (CboeTheo=2.10)  BID  ISE 11:33:19.081 IV=24.1% -0.2 PHLX 53 x $2.10 - $2.15 x 142 C2  SPREAD/CROSS/TIED - OPENING  Vega=$51k BSX=50.99 Ref
  247. SWEEP DETECTED:
    >>3540 TSLA Oct23 190 Puts $0.04 (CboeTheo=0.05)  BID  [MULTI] 11:33:52.177 IV=108.7% -41.8 BXO 549 x $0.04 - $0.05 x 414 C2  Post-Earnings  Vega=$1077 TSLA=219.89 Ref
  248. SWEEP DETECTED:
    >>3140 VFC Dec23 1st 18.0 Calls $1.75 (CboeTheo=1.81)  BID  [MULTI] 11:34:23.896 IV=54.6% -4.6 PHLX 421 x $1.75 - $1.90 x 11 ARCA  OPENING  Vega=$7661 VFC=18.64 Ref
  249. SWEEP DETECTED:
    >>2671 AMC Oct23 27th 8.5 Puts $0.22 (CboeTheo=0.21)  ASK  [MULTI] 11:34:35.878 IV=114.7% -0.6 AMEX 540 x $0.20 - $0.22 x 648 ARCA Vega=$1124 AMC=9.59 Ref
  250. SWEEP DETECTED:
    >>2322 GT Nov23 11.0 Puts $0.30 (CboeTheo=0.30)  ASK  [MULTI] 11:36:39.744 IV=61.2% +0.9 EMLD 1420 x $0.25 - $0.30 x 441 GEMX  ISO - OPENING  Vega=$2430 GT=12.32 Ref
  251. SWEEP DETECTED:
    >>2753 RIVN Nov23 3rd 17.0 Puts $0.92 (CboeTheo=0.91)  BID  [MULTI] 11:36:42.072 IV=76.6% +0.8 ARCA 17 x $0.92 - $0.93 x 186 CBOE  OPENING   SSR  Vega=$3802 RIVN=17.28 Ref
  252. SWEEP DETECTED:
    >>2156 RIVN Nov23 3rd 17.0 Puts $0.92 (CboeTheo=0.90)  MID  [MULTI] 11:37:53.362 IV=76.8% +0.9 MPRL 16 x $0.91 - $0.93 x 260 CBOE  OPENING   SSR  Vega=$2977 RIVN=17.29 Ref
  253. >>Unusual Volume AEO - 5x market weighted volume: 11.6k = 26.0k projected vs 4408 adv, 91% calls, 10% of OI [AEO 17.88 -0.18 Ref, IV=41.3% +0.6]
  254. >>3000 ACI Oct23 22.0 Puts $0.10 (CboeTheo=0.40)  ASK  AMEX 11:39:39.185 IV=54.0% -8.1 MRX 0 x $0.00 - $0.10 x 17 BZX  SPREAD/FLOOR  Vega=$1209 ACI=22.46 Ref
  255. >>3000 ACI Nov23 21.0 Puts $0.45 (CboeTheo=0.72)  BID  AMEX 11:39:39.185 IV=31.8% -10.2 MPRL 0 x $0.00 - $1.90 x 10 PHLX  SPREAD/FLOOR - OPENING  Vega=$6695 ACI=22.46 Ref
  256. >>2500 PFE Nov23 31.0 Calls $1.04 (CboeTheo=1.05)  BID  PHLX 11:40:20.096 IV=29.6% -1.6 C2 148 x $1.04 - $1.05 x 50 EMLD  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$8250 PFE=31.09 Ref
  257. >>5000 TKO Jan24 65.0 Puts $1.10 (CboeTheo=1.35)  BID  BOX 11:41:03.162 IV=36.3% -3.2 BXO 35 x $1.05 - $1.25 x 22 BOX  CROSS - OPENING  Vega=$44k TKO=76.97 Ref
  258. TRADE CXLD:
    >>7400 NKE Oct23 105 Calls $0.19 (CboeTheo=0.21)  BID  PHLX 11:32:21.658 IV=30.0% +3.0 EDGX 406 x $0.19 - $0.21 x 202 C2  FLOOR  Vega=$12k NKE=103.42 Ref
  259. >>4400 NKE Oct23 105 Calls $0.19 (CboeTheo=0.19)  ASK  PHLX 11:42:03.837 IV=30.3% +3.4 C2 232 x $0.17 - $0.19 x 595 C2  LATE  Vega=$7239 NKE=103.40 Ref
  260. SWEEP DETECTED:
    >>Bullish Delta Impact 500 AMTX Oct23 5.0 Calls $0.20 (CboeTheo=0.15)  ASK  [MULTI] 11:42:25.707 IV=199.4% +53.1 BXO 48 x $0.15 - $0.20 x 273 AMEX
    Delta=48%, EST. IMPACT = 24k Shares ($120k) To Buy AMTX=4.95 Ref
  261. >>Unusual Volume HSBC - 4x market weighted volume: 12.3k = 27.2k projected vs 5980 adv, 99% puts, 6% of OI [HSBC 39.09 -0.57 Ref, IV=24.9% +1.0]
  262. SWEEP DETECTED:
    >>2000 F Nov23 11.0 Puts $0.28 (CboeTheo=0.27)  ASK  [MULTI] 11:42:38.154 IV=40.3% +0.9 EMLD 3612 x $0.27 - $0.28 x 2194 EMLD Vega=$2312 F=11.64 Ref
  263. >>3000 JD Nov23 27.5 Calls $0.61 (CboeTheo=0.60)  BID  AMEX 11:43:09.274 IV=48.8% +1.6 PHLX 1 x $0.61 - $0.62 x 30 MPRL  CROSS   52WeekLow  Vega=$7438 JD=25.20 Ref
  264. SWEEP DETECTED:
    >>2125 SMTC Nov23 20.0 Calls $0.15 (CboeTheo=0.18)  ASK  [MULTI] 11:43:48.011 IV=64.9% +11.1 PHLX 525 x $0.05 - $0.15 x 235 PHLX  OPENING   SSR   52WeekLow  Vega=$1861 SMTC=15.70 Ref
  265. SWEEP DETECTED:
    >>Bearish Delta Impact 989 LZ Jan25 12.5 Calls $1.75 (CboeTheo=1.85)  BID  [MULTI] 11:44:06.209 IV=47.5% -2.2 PHLX 418 x $1.75 - $1.95 x 347 PHLX  OPENING 
    Delta=53%, EST. IMPACT = 52k Shares ($541k) To Sell LZ=10.40 Ref
  266. >>2800 TSLA Dec23 225 Puts $17.97 (CboeTheo=18.02)  Below Bid!  AMEX 11:44:15.897 IV=47.3% -4.5 MRX 11 x $18.00 - $18.05 x 26 ARCA  TIED/FLOOR   Post-Earnings  Vega=$97k TSLA=220.53 Ref
  267. >>2440 TSLA Nov23 245 Puts $27.50 (CboeTheo=27.42)  ASK  AMEX 11:44:15.897 IV=46.6% -6.5 EDGX 211 x $27.35 - $27.60 x 123 EDGX  TIED/FLOOR   Post-Earnings  Vega=$47k TSLA=220.53 Ref
  268. >>1000 SPX Oct23 3700 Puts $0.05 (CboeTheo=0.07)  BID  CBOE 11:46:20.154 IV=100.1% +18.8 CBOE 118 x $0.05 - $0.10 x 1714 CBOE  FLOOR  Vega=$655 SPX=4317.67 Fwd
  269. SPLIT TICKET:
    >>1500 SPX Oct23 3700 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 11:46:20.154 IV=100.1% +18.8 CBOE 118 x $0.05 - $0.10 x 1714 CBOE  FLOOR  Vega=$982 SPX=4317.67 Fwd
  270. >>3000 MTCH Oct23 36.0 Puts $0.23 (CboeTheo=0.27)  BID  AMEX 11:46:53.308 IV=46.6% +4.2 MPRL 14 x $0.23 - $0.28 x 193 EDGX  AUCTION - COMPLEX  Vega=$2313 MTCH=36.36 Ref
  271. SWEEP DETECTED:
    >>2080 CHPT Jan24 12.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 11:47:06.638 IV=144.9% +8.2 PHLX 571 x $0.02 - $0.05 x 192 C2  SSR   52WeekLow  Vega=$416 CHPT=3.15 Ref
  272. >>2022 NOK Jan24 4.0 Calls $0.02 (CboeTheo=0.03)  ASK  ARCA 11:47:17.734 IV=31.5% -1.8 C2 5354 x $0.01 - $0.02 x 2022 ARCA  Post-Earnings / SSR   52WeekLow  Vega=$545 NOK=3.19 Ref
  273. SWEEP DETECTED:
    >>Bearish Delta Impact 500 LZ Nov23 10.0 Calls $0.90 (CboeTheo=0.94)  BID  [MULTI] 11:47:59.924 IV=55.7% -5.1 PHLX 212 x $0.90 - $1.00 x 241 PHLX
    Delta=64%, EST. IMPACT = 32k Shares ($335k) To Sell LZ=10.40 Ref
  274. >>Unusual Volume ISRG - 3x market weighted volume: 6853 = 14.6k projected vs 4801 adv, 53% calls, 8% of OI  Pre-Earnings  [ISRG 276.10 +0.58 Ref, IV=42.8% -0.7]
  275. SWEEP DETECTED:
    >>4386 PFE Nov23 34.0 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 11:50:33.519 IV=29.4% -0.3 EMLD 1772 x $0.16 - $0.17 x 1327 C2  52WeekLow  Vega=$8494 PFE=31.11 Ref
  276. SWEEP DETECTED:
    >>3291 PFE Nov23 34.0 Calls $0.18 (CboeTheo=0.17)  ASK  [MULTI] 11:51:22.799 IV=29.9% +0.2 GEMX 458 x $0.17 - $0.18 x 773 C2  52WeekLow  Vega=$6502 PFE=31.11 Ref
  277. SWEEP DETECTED:
    >>Bullish Delta Impact 500 HUSA Nov23 3.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 11:51:33.014 IV=122.1% +2.3 AMEX 222 x $0.05 - $0.10 x 260 PHLX  ISO 
    Delta=25%, EST. IMPACT = 13k Shares ($29k) To Buy HUSA=2.26 Ref
  278. SPLIT TICKET:
    >>1735 VIX Nov23 15th 15.0 Puts $0.19 (CboeTheo=0.18)  ASK  [CBOE] 11:53:05.658 IV=78.2% -3.5 CBOE 511 x $0.17 - $0.19 x 7234 CBOE Vega=$1512 VIX=19.48 Fwd
  279. SWEEP DETECTED:
    >>Bearish Delta Impact 1519 PBF Oct23 50.0 Calls $0.75 (CboeTheo=0.90)  BID  [MULTI] 11:53:34.800 IV=51.1% +2.0 PHLX 260 x $0.75 - $0.90 x 12 BOX
    Delta=59%, EST. IMPACT = 89k Shares ($4.49m) To Sell PBF=50.30 Ref
  280. >>8111 AEO Jan24 17.0 Calls $2.11 (CboeTheo=2.14)  BID  ARCA 11:54:24.661 IV=44.4% -0.5 MIAX 89 x $2.11 - $2.17 x 26 BXO  SPREAD/FLOOR  Vega=$27k AEO=17.88 Ref
  281. >>16223 AEO Jan24 19.0 Calls $1.18 (CboeTheo=1.16)  MID  ARCA 11:54:24.662 IV=43.9% +0.7 C2 41 x $1.16 - $1.19 x 51 ARCA  SPREAD/FLOOR - OPENING  Vega=$58k AEO=17.88 Ref
  282. >>Unusual Volume AEHR - 3x market weighted volume: 5292 = 10.9k projected vs 3116 adv, 93% calls, 12% of OI [AEHR 32.23 -0.79 Ref, IV=75.9% -0.4]
  283. SWEEP DETECTED:
    >>Bullish Delta Impact 1830 TH Nov23 19.0 Calls $0.25 (CboeTheo=0.23)  ASK  [MULTI] 11:54:23.864 IV=85.2% +2.6 AMEX 372 x $0.15 - $0.25 x 412 EDGX
    Delta=16%, EST. IMPACT = 29k Shares ($410k) To Buy TH=14.33 Ref
  284. >>2500 PBR Dec23 15.0 Puts $0.50 (CboeTheo=0.53)  BID  PHLX 11:55:05.429 IV=34.5% -1.0 ARCA 1023 x $0.49 - $0.57 x 1024 ARCA  TIED/FLOOR - OPENING  Vega=$5561 PBR=16.34 Ref
  285. >>2000 AMD Dec23 130 Calls $1.29 (CboeTheo=1.30)  MID  ARCA 11:55:11.253 IV=46.3% -0.7 C2 421 x $1.28 - $1.30 x 312 C2  CROSS  Vega=$19k AMD=104.15 Ref
  286. SWEEP DETECTED:
    >>Bullish Delta Impact 500 HROW Nov23 15.0 Puts $1.55 (CboeTheo=1.05)  BID  [MULTI] 11:55:24.426 IV=102.9% +25.7 ARCA 100 x $1.55 - $1.65 x 71 CBOE  OPENING 
    Delta=-41%, EST. IMPACT = 21k Shares ($312k) To Buy HROW=15.21 Ref
  287. SWEEP DETECTED:
    >>Bullish Delta Impact 855 AMBC Feb24 12.5 Calls $0.90 (CboeTheo=0.80)  ASK  [MULTI] 11:56:05.191 IV=40.8% +3.2 MIAX 23 x $0.85 - $0.90 x 243 AMEX
    Delta=48%, EST. IMPACT = 41k Shares ($485k) To Buy AMBC=11.80 Ref
  288. >>5000 HSBC Oct23 39.0 Puts $0.15 (CboeTheo=0.40)  BID  AMEX 11:57:34.505 IV=21.5% -11.0 ARCA 179 x $0.15 - $0.20 x 46 BXO  FLOOR  Vega=$4372 HSBC=39.09 Ref
  289. SWEEP DETECTED:
    >>3342 F Oct23 27th 11.5 Puts $0.25 (CboeTheo=0.23)  BID  [MULTI] 11:59:07.853 IV=47.4% +3.6 EMLD 704 x $0.25 - $0.26 x 222 C2 Vega=$2263 F=11.65 Ref
  290. >>Market Color HSBC - Bearish flow noted in HSBC (39.22 -0.45) with 12,364 puts trading, or 5x expected. The Put/Call Ratio is 88.31, while ATM IV is up over 4 points on the day. Earnings are expected on 10/30.  [HSBC 39.22 -0.45 Ref, IV=28.3% +4.4] #Bearish
  291. >>1100 SPX Apr24 3700 Puts $53.26 (CboeTheo=51.79)  Above Ask!  CBOE 12:02:50.386 IV=24.5% +0.2 CBOE 40 x $51.00 - $52.10 x 43 CBOE  LATE  Vega=$730k SPX=4426.15 Fwd
  292. >>4400 SPX Apr24 3700 Puts $53.26 (CboeTheo=51.79)  Above Ask!  CBOE 12:02:50.385 IV=24.5% +0.2 CBOE 40 x $51.00 - $52.10 x 43 CBOE  LATE  Vega=$2.92m SPX=4426.15 Fwd
  293. >>2200 SPX Apr24 3700 Puts $53.26 (CboeTheo=51.79)  Above Ask!  CBOE 12:02:50.385 IV=24.5% +0.2 CBOE 40 x $51.00 - $52.10 x 43 CBOE  LATE  Vega=$1.46m SPX=4426.15 Fwd
  294. >>1100 SPXW Jan24 31st 4100 Puts $73.64 (CboeTheo=70.15)  Above Ask!  CBOE 12:02:50.385 IV=20.3% +0.4 CBOE 17 x $69.70 - $70.70 x 17 CBOE  LATE  Vega=$813k SPX=4385.00 Fwd
  295. >>1100 SPXW Jan24 31st 3600 Puts $23.50 (CboeTheo=22.58)  Above Ask!  CBOE 12:02:50.385 IV=27.4% +0.2 CBOE 72 x $22.10 - $22.80 x 60 CBOE  LATE  Vega=$381k SPX=4385.00 Fwd
  296. >>1100 SPX Apr24 3700 Puts $53.26 (CboeTheo=51.79)  Above Ask!  CBOE 12:02:50.385 IV=24.5% +0.2 CBOE 40 x $51.00 - $52.10 x 43 CBOE  LATE  Vega=$730k SPX=4426.15 Fwd
  297. >>2200 SPXW Jan24 31st 4100 Puts $73.64 (CboeTheo=70.15)  Above Ask!  CBOE 12:02:50.444 IV=20.3% +0.4 CBOE 17 x $69.70 - $70.70 x 17 CBOE  LATE  Vega=$1.63m SPX=4384.95 Fwd
  298. >>2200 SPXW Jan24 31st 3600 Puts $23.50 (CboeTheo=22.58)  Above Ask!  CBOE 12:02:50.444 IV=27.4% +0.2 CBOE 72 x $22.10 - $22.80 x 60 CBOE  LATE  Vega=$763k SPX=4384.95 Fwd
  299. SPLIT TICKET:
    >>1700 SPX Nov23 4000 Puts $14.947 (CboeTheo=13.75)  Above Ask!  [CBOE] 12:02:50.384 IV=24.0% +0.6 CBOE 700 x $13.50 - $14.10 x 100 CBOE  LATE  Vega=$387k SPX=4344.32 Fwd
  300. SPLIT TICKET:
    >>11000 SPX Apr24 3700 Puts $53.26 (CboeTheo=51.79)  Above Ask!  [CBOE] 12:02:50.384 IV=24.5% +0.2 CBOE 40 x $51.00 - $52.10 x 43 CBOE  LATE  Vega=$7.30m SPX=4426.15 Fwd
  301. SPLIT TICKET:
    >>5500 SPXW Jan24 31st 4100 Puts $73.64 (CboeTheo=70.15)  Above Ask!  [CBOE] 12:02:50.384 IV=20.3% +0.4 CBOE 17 x $69.70 - $70.70 x 17 CBOE  LATE - OPENING  Vega=$4.07m SPX=4385.00 Fwd
  302. SPLIT TICKET:
    >>5500 SPXW Jan24 31st 3600 Puts $23.50 (CboeTheo=22.58)  Above Ask!  [CBOE] 12:02:50.384 IV=27.4% +0.2 CBOE 72 x $22.10 - $22.80 x 60 CBOE  LATE - OPENING  Vega=$1.91m SPX=4385.00 Fwd
  303. SWEEP DETECTED:
    >>2504 MARA Oct23 8.0 Puts $0.24 (CboeTheo=0.27)  BID  [MULTI] 12:04:27.988 IV=121.3% +6.6 C2 821 x $0.24 - $0.25 x 1425 CBOE Vega=$453 MARA=7.96 Ref
  304. >>2300 AMD Nov23 100 Calls $8.65 (CboeTheo=8.70)  Below Bid!  PHLX 12:07:24.474 IV=53.0% -0.7 BOX 11 x $8.75 - $8.80 x 1400 PHLX  SPREAD/FLOOR  Vega=$25k AMD=103.99 Ref
  305. >>2300 AMD Nov23 100 Calls $8.70 (CboeTheo=8.70)  Below Bid!  PHLX 12:07:24.474 IV=53.5% -0.2 BOX 11 x $8.75 - $8.80 x 1400 PHLX  SPREAD/FLOOR  Vega=$25k AMD=103.99 Ref
  306. >>4600 AMD Oct23 100 Calls $4.30 (CboeTheo=4.30)  Below Bid!  PHLX 12:07:24.474 IV=66.0% +10.4 BOX 13 x $4.35 - $4.40 x 1839 PHLX  SPREAD/FLOOR  Vega=$6215 AMD=103.99 Ref
  307. >>4600 AMD Nov23 100 Puts $4.15 (CboeTheo=4.15)  ASK  PHLX 12:07:24.474 IV=53.5% -0.4 PHLX 1279 x $4.10 - $4.15 x 19 BOX  SPREAD/FLOOR  Vega=$51k AMD=103.99 Ref
  308. >>4600 AMD Oct23 100 Puts $0.20 (CboeTheo=0.18)  Above Ask!  PHLX 12:07:24.474 IV=58.7% +4.0 EMLD 797 x $0.17 - $0.18 x 60 BXO  SPREAD/FLOOR  Vega=$5394 AMD=103.99 Ref
  309. >>2000 AAPL Oct23 175 Calls $2.44 (CboeTheo=2.28)  ASK  PHLX 12:09:12.115 IV=31.6% +2.3 MPRL 89 x $2.30 - $2.49 x 35 MRX  SPREAD/CROSS/TIED  Vega=$6698 AAPL=176.88 Ref
  310. >>2400 AEHR Jan24 35.0 Calls $4.30 (CboeTheo=4.16)  ASK  PHLX 12:09:25.700 IV=82.4% +2.6 MRX 7 x $4.10 - $4.30 x 77 PHLX  FLOOR - OPENING   SSR  Vega=$15k AEHR=31.93 Ref
  311. >>2640 AEHR Jan24 40.0 Calls $2.65 (CboeTheo=2.70)  BID  PHLX 12:09:25.700 IV=78.9% -0.3 PHLX 39 x $2.60 - $2.80 x 124 PHLX  FLOOR   SSR  Vega=$16k AEHR=31.93 Ref
  312. SPLIT TICKET:
    >>3360 AEHR Jan24 40.0 Calls $2.661 (CboeTheo=2.70)  BID  [PHLX] 12:09:25.700 IV=79.7% +0.5 PHLX 39 x $2.60 - $2.80 x 124 PHLX  FLOOR - OPENING   SSR  Vega=$21k AEHR=31.93 Ref
  313. >>2000 AAPL Oct23 175 Puts $0.54 (CboeTheo=0.35)  ASK  PHLX 12:09:30.623 IV=32.5% +3.5 C2 1 x $0.53 - $0.54 x 45 EMLD  SPREAD/CROSS/TIED  Vega=$6668 AAPL=176.97 Ref
  314. >>2975 BABA Feb24 110 Calls $1.04 (CboeTheo=1.05)  MID  ISE 12:11:26.328 IV=38.4% +0.1 EDGX 322 x $1.01 - $1.07 x 17 NOM  COB - OPENING  Vega=$30k BABA=81.86 Ref
  315. >>2975 BABA Jan24 120 Calls $0.34 (CboeTheo=0.34)  ASK  ISE 12:11:26.328 IV=42.0% +0.0 ISE 216 x $0.33 - $0.34 x 17 GEMX  COB  Vega=$13k BABA=81.86 Ref
  316. >>2054 BALL Oct23 45.0 Puts $0.12 (CboeTheo=0.35)  BID  ARCA 12:14:32.526 IV=42.0% +0.6 CBOE 571 x $0.10 - $0.20 x 790 CBOE  SPREAD/FLOOR  Vega=$1493 BALL=45.95 Ref
  317. >>2054 BALL Jan24 42.5 Puts $1.70 (CboeTheo=1.68)  ASK  ARCA 12:14:32.526 IV=36.8% +1.4 MPRL 4 x $1.65 - $1.70 x 13 BOX  SPREAD/FLOOR - OPENING  Vega=$16k BALL=45.95 Ref
  318. >>Market Color .SPX - S&P500 index option volume at midday totals 1600875 contracts as the index trades near $4313.38 (-1.22). Front term atm implied vols are near 16.6% and the CBOE VIX is currently near 19.50 (0.28). 
  319. >>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 2 to 1 and 544842 contracts changing hands. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Enphase Energy(ENPH). The sector ETF, XLE is up 0.375 to 92.335 with 30 day implied volatility relatively flat at 25.2%  #sector
  320. >>Market Color MARA - Bullish option flow detected in Marathon Patent Group (7.98 +0.24) with 51,784 calls trading (1.0x expected) and implied vol increasing almost 3 points to 112.12%. . The Put/Call Ratio is 0.40. Earnings are expected on 11/08.  [MARA 7.98 +0.24 Ref, IV=112.1% +2.9] #Bullish
  321. >>Market Color @FIN - Financials sector option volume is moderate today, with calls leading puts 10 to 9 and 1165626 contracts changing hands. Most actives include Bank of America(BAC), SPDR Gold Trust(GLD), SoFi Technologies(SOFI). The sector ETF, XLF is little changed -0.075 to 33.065 with 30 day implied volatility lower by -0.7%, near 18.6% #sector
  322. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 5 and 3601256 contracts changing hands. Most actives include NVIDIA(NVDA), Netflix(NFLX), Apple(AAPL). The sector ETF, XLK is up 0.795 to 168.515 with 30 day implied volatility lower by -0.7%, near 21.8%  #sector
  323. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 5 to 4 and 4169064 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Rivian(RIVN). The sector ETF, XLY is down -2.43 to 155.69 with 30 day implied volatility lower by -1.0%, near 24.3%  #sector
  324. >>Market Color @HLTH - Health Care sector option volume is moderate today, with calls leading puts 5 to 3 and 515814 contracts changing hands. Most actives include Pfizer(PFE), Eli Lilly(LLY), Moderna(MRNA). The sector ETF, XLV is down -0.945 to 128.905 with 30 day implied volatility relatively flat at 15.1%  #sector
  325. >>Market Color @MAT - Basic Materials sector option volume is moderate today, with calls leading puts 4 to 3 and 219663 contracts trading marketwide. Most actives include Freeport McMoRan(FCX), Alcoa(AA), Cleveland-Cliffs(CLF). The sector ETF, XLB is down -0.165 to 76.955 with 30 day implied volatility relatively flat at 20.4%  #sector
  326. SPLIT TICKET:
    >>2000 SPX Dec23 4000 Puts $33.50 (CboeTheo=33.90)  Below Bid!  [CBOE] 12:15:08.923 IV=22.1% +0.1 CBOE 150 x $33.60 - $34.20 x 294 CBOE  LATE  Vega=$851k SPX=4343.56 Fwd
  327. SPLIT TICKET:
    >>1000 VIX Nov23 15th 15.0 Puts $0.21 (CboeTheo=0.21)  ASK  [CBOE] 12:22:43.833 IV=76.1% -5.6 CBOE 1073 x $0.19 - $0.21 x 1150 CBOE  ISO  Vega=$932 VIX=19.07 Fwd
  328. >>2400 AAPL Oct23 175 Calls $3.00 (CboeTheo=2.98)  ASK  AMEX 12:23:40.517 IV=30.0% +0.7 CBOE 189 x $2.93 - $3.05 x 350 CBOE  SPREAD/CROSS  Vega=$6462 AAPL=177.70 Ref
  329. >>2400 AAPL Oct23 175 Puts $0.25 (CboeTheo=0.28)  BID  AMEX 12:23:40.517 IV=28.1% -1.0 C2 740 x $0.25 - $0.26 x 31 NOM  SPREAD/CROSS  Vega=$6111 AAPL=177.70 Ref
  330. SWEEP DETECTED:
    >>Bullish Delta Impact 1477 NTNX Oct23 37.5 Puts $0.50 (CboeTheo=0.65)  BID  [MULTI] 12:25:57.304 IV=31.8% -8.4 PHLX 80 x $0.50 - $0.70 x 28 C2  ISO - OPENING 
    Delta=-71%, EST. IMPACT = 105k Shares ($3.89m) To Buy NTNX=37.14 Ref
  331. SPLIT TICKET:
    >>1000 SPXW Oct23 27th 4110 Puts $4.60 (CboeTheo=4.78)  BID  [CBOE] 12:26:26.411 IV=23.2% +0.5 CBOE 149 x $4.60 - $4.90 x 35 CBOE Vega=$90k SPX=4324.16 Fwd
  332. >>5096 FCX Nov23 37.0 Puts $2.31 (CboeTheo=2.28)  ASK  PHLX 12:27:10.400 IV=36.2% -3.3 BOX 131 x $2.24 - $2.35 x 513 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$19k FCX=35.43 Ref
  333. >>5096 FCX Oct23 37.0 Puts $1.62 (CboeTheo=1.61)  ASK  PHLX 12:27:10.400 IV=54.4% -14.9 C2 90 x $1.49 - $1.65 x 39 BOX  SPREAD/FLOOR   Post-Earnings  Vega=$1552 FCX=35.43 Ref
  334. >>2500 SOFI Jun24 7.0 Puts $1.18 (CboeTheo=1.18)  MID  ARCA 12:28:39.193 IV=70.7% +0.5 MPRL 31 x $1.17 - $1.20 x 49 EDGX  CROSS  Vega=$5556 SOFI=7.86 Ref
  335. >>3152 RBLX Nov23 3rd 33.0 Calls $0.71 (CboeTheo=0.64)  ASK  ARCA 12:33:23.542 IV=52.3% +0.8 C2 1 x $0.65 - $0.73 x 170 C2  FLOOR  Vega=$7381 RBLX=31.33 Ref
  336. >>3500 AMAT Jan24 130 Puts $7.40 (CboeTheo=7.42)  BID  BOX 12:34:46.527 IV=37.7% -1.5 MPRL 200 x $7.40 - $7.65 x 156 EDGX  FLOOR  Vega=$89k AMAT=134.26 Ref
  337. SPLIT TICKET:
    >>1051 VIX Nov23 15th 17.0 Puts $0.65 (CboeTheo=0.64)  BID  [CBOE] 12:34:52.179 IV=85.2% -0.4 CBOE 1051 x $0.65 - $0.66 x 2081 CBOE Vega=$1673 VIX=19.77 Fwd
  338. SWEEP DETECTED:
    >>2499 SIRI Nov23 4.5 Puts $0.54 (CboeTheo=0.50)  Above Ask!  [MULTI] 12:35:17.755 IV=101.3% +10.0 BZX 1 x $0.50 - $0.53 x 2000 MPRL Vega=$1244 SIRI=4.63 Ref
  339. SPLIT TICKET:
    >>1003 VIX Nov23 15th 28.0 Calls $0.83 (CboeTheo=0.81)  ASK  [CBOE] 12:37:21.281 IV=136.7% -1.5 CBOE 2386 x $0.80 - $0.83 x 11 CBOE Vega=$1644 VIX=19.88 Fwd
  340. SPLIT TICKET:
    >>1001 SPXW Oct23 19th 4350 Calls $0.45 (CboeTheo=0.43)  ASK  [CBOE] 12:36:47.155 IV=35.9% +16.8 CBOE 173 x $0.40 - $0.45 x 602 CBOE Vega=$7221 SPX=4295.67 Fwd
  341. >>2064 ET Oct23 14.0 Calls $0.10 (CboeTheo=0.20)  BID  EDGX 12:37:53.711 IV=27.0% -4.8 EDGX 2064 x $0.10 - $0.11 x 697 PHLX Vega=$645 ET=14.03 Ref
  342. SWEEP DETECTED:
    >>Bearish Delta Impact 651 OR Nov23 12.5 Puts $0.65 (CboeTheo=0.68)  ASK  [MULTI] 12:38:27.496 IV=30.5% -3.1 CBOE 107 x $0.60 - $0.65 x 56 BZX  ISO - OPENING 
    Delta=-64%, EST. IMPACT = 41k Shares ($500k) To Sell OR=12.05 Ref
  343. >>3000 TSLA Jan25 155 Puts $15.80 (CboeTheo=15.94)  BID  ARCA 12:38:48.375 IV=54.5% -1.0 CBOE 90 x $15.80 - $16.10 x 73 PHLX  SPREAD/CROSS   Post-Earnings  Vega=$184k TSLA=219.64 Ref
  344. SPLIT TICKET:
    >>1333 SPXW Oct23 19th 4225 Puts $0.35 (CboeTheo=0.31)  ASK  [CBOE] 12:38:17.682 IV=41.2% +17.4 CBOE 361 x $0.30 - $0.35 x 427 CBOE Vega=$7214 SPX=4291.24 Fwd
  345. SWEEP DETECTED:
    >>2000 RIVN Oct23 19.5 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 12:41:05.535 IV=111.8% +17.1 MPRL 1829 x $0.01 - $0.03 x 1225 CBOE  SSR  Vega=$116 RIVN=17.21 Ref
  346. SWEEP DETECTED:
    >>Bullish Delta Impact 1205 MHK Nov23 90.0 Calls $1.353 (CboeTheo=1.27)  Above Ask!  [MULTI] 12:44:54.479 IV=48.2% +1.5 ARCA 1 x $1.05 - $1.35 x 16 PHLX
    Delta=23%, EST. IMPACT = 28k Shares ($2.22m) To Buy MHK=80.16 Ref
  347. >>Market Color TH - Bullish option flow detected in Target Hospitality Corp (14.40 -0.11) with 4,634 calls trading (1.4x expected) and implied vol increasing over 3 points to 77.83%. . The Put/Call Ratio is 0.08. Earnings are expected on 11/08.  [TH 14.40 -0.11 Ref, IV=77.8% +3.2] #Bullish
  348. >>3000 BAC Jan25 40.0 Calls $0.53 (CboeTheo=0.52)  ASK  PHLX 12:46:34.444 IV=26.1% +0.2 EMLD 859 x $0.50 - $0.53 x 96 ARCA  SPREAD/FLOOR  Vega=$21k BAC=27.55 Ref
  349. >>3000 BAC Jan25 20.0 Puts $0.94 (CboeTheo=0.92)  ASK  PHLX 12:46:34.444 IV=35.7% +0.4 EMLD 504 x $0.90 - $0.94 x 128 MPRL  SPREAD/FLOOR  Vega=$20k BAC=27.55 Ref
  350. SPLIT TICKET:
    >>1207 VIX Nov23 15th 29.0 Calls $0.753 (CboeTheo=0.73)  ASK  [CBOE] 12:47:20.864 IV=140.9% -0.7 CBOE 22k x $0.71 - $0.77 x 12 CBOE Vega=$1863 VIX=19.78 Fwd
  351. >>3688 CARR Dec23 52.5 Puts $4.25 (CboeTheo=4.21)  ASK  ARCA 12:48:43.062 IV=34.7% +0.3 PHLX 55 x $4.10 - $4.30 x 26 BOX  SPREAD/FLOOR  Vega=$27k CARR=49.77 Ref
  352. >>3688 CARR Dec23 50.0 Puts $2.80 (CboeTheo=2.77)  MID  ARCA 12:48:43.063 IV=35.4% -0.0 MPRL 8 x $2.75 - $2.85 x 6 MRX  SPREAD/FLOOR  Vega=$29k CARR=49.77 Ref
  353. SPLIT TICKET:
    >>1250 SPX Dec23 4750 Calls $3.20 (CboeTheo=3.32)  BID  [CBOE] 12:49:55.145 IV=12.7% -0.0 CBOE 1320 x $3.20 - $3.40 x 1520 CBOE Vega=$198k SPX=4340.24 Fwd
  354. SPLIT TICKET:
    >>1000 SPX Nov23 4000 Puts $14.20 (CboeTheo=14.40)  BID  [CBOE] 12:57:48.849 IV=23.3% -0.1 CBOE 1264 x $14.20 - $14.60 x 1102 CBOE Vega=$225k SPX=4336.42 Fwd
  355. >>4250 TSLA Nov23 3rd 215 Calls $12.65 (CboeTheo=12.47)  MID  AMEX 12:57:57.858 IV=51.7% -11.5 PHLX 57 x $12.50 - $12.80 x 327 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$72k TSLA=220.92 Ref
  356. >>4250 TSLA Nov23 215 Calls $16.10 (CboeTheo=15.88)  ASK  AMEX 12:57:57.859 IV=50.5% -6.5 BOX 43 x $15.85 - $16.10 x 278 AMEX  SPREAD/FLOOR   Post-Earnings  Vega=$102k TSLA=220.92 Ref
  357. >>Unusual Volume NU - 3x market weighted volume: 24.9k = 38.6k projected vs 12.8k adv, 90% calls, 2% of OI [NU 8.20 +0.48 Ref, IV=46.9% -1.2]
  358. >>5989 NU Apr24 9.0 Calls $0.70 (CboeTheo=0.71)  BID  BOX 13:00:20.278 IV=41.2% -1.0 C2 276 x $0.70 - $0.73 x 63 EMLD  FLOOR - OPENING  Vega=$14k NU=8.15 Ref
  359. SPLIT TICKET:
    >>1250 SPX Oct23 4300 Puts $10.51 (CboeTheo=6.30)  Above Ask!  [CBOE] 13:01:12.337 IV=25.1% +6.9 CBOE 125 x $6.10 - $6.40 x 248 CBOE  LATE  Vega=$93k SPX=4325.57 Fwd
  360. SPLIT TICKET:
    >>1250 SPX Oct23 4325 Puts $22.21 (CboeTheo=15.02)  Above Ask!  [CBOE] 13:01:12.337 IV=27.0% +9.4 CBOE 202 x $14.40 - $15.00 x 105 CBOE  LATE  Vega=$104k SPX=4325.57 Fwd
  361. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $3.10 (CboeTheo=3.18)  BID  [CBOE] 13:01:34.638 IV=12.3% -0.5 CBOE 1080 x $3.10 - $3.20 x 150 CBOE Vega=$159k SPX=4354.11 Fwd
  362. SWEEP DETECTED:
    >>2710 MSFT Nov23 305 Puts $2.491 (CboeTheo=2.60)  BID  [MULTI] 13:01:46.012 IV=34.0% -0.1 CBOE 620 x $2.49 - $2.71 x 324 AMEX  ISO  Vega=$59k MSFT=335.71 Ref
  363. >>2000 FCX Dec23 1st 38.0 Puts $2.87 (CboeTheo=2.84)  ASK  ARCA 13:02:38.448 IV=35.5% -2.2 BXO 14 x $2.78 - $2.88 x 185 MPRL  CROSS - OPENING   Post-Earnings  Vega=$9174 FCX=35.96 Ref
  364. SPLIT TICKET:
    >>1000 VIX Dec23 20th 27.0 Calls $1.22 (CboeTheo=1.25)  ASK  [CBOE] 13:03:08.075 IV=105.5% -1.0 CBOE 1377 x $1.21 - $1.22 x 1000 CBOE Vega=$2698 VIX=19.30 Fwd
  365. >>2500 GOOG Oct23 105 Puts $0.01 (CboeTheo=0.01)  ASK  AMEX 13:04:54.763 IV=186.2% +57.7 MRX 0 x $0.00 - $0.01 x 63 C2  SPREAD/FLOOR  Vega=$143 GOOG=140.11 Ref
  366. >>2500 GOOG Oct23 105 Calls $34.95 (CboeTheo=35.17)  BID  AMEX 13:04:54.766 BOX 60 x $34.95 - $35.70 x 60 BOX  SPREAD/FLOOR  Vega=$0 GOOG=140.11 Ref
  367. >>2500 GOOG Nov23 105 Calls $35.45 (CboeTheo=35.62)  BID  AMEX 13:04:54.771 BOX 60 x $33.95 - $37.60 x 60 BOX  SPREAD/FLOOR  Vega=$0 GOOG=140.11 Ref
  368. >>2500 GOOG Nov23 105 Puts $0.05 (CboeTheo=0.14)  BID  AMEX 13:04:54.768 IV=44.4% -6.0 CBOE 1318 x $0.05 - $0.23 x 1590 CBOE  SPREAD/FLOOR  Vega=$2386 GOOG=140.11 Ref
  369. >>2921 MSFT Oct23 325 Calls $11.00 (CboeTheo=11.03)  ASK  ARCA 13:06:10.167 IV=36.4% -2.4 BOX 28 x $10.90 - $11.00 x 2921 ARCA Vega=$6049 MSFT=335.77 Ref
  370. SPLIT TICKET:
    >>1434 SPX Dec23 4750 Calls $3.20 (CboeTheo=3.09)  ASK  [CBOE] 13:08:20.821 IV=12.2% -0.6 CBOE 2328 x $3.00 - $3.20 x 1364 CBOE Vega=$235k SPX=4360.09 Fwd
  371. >>5346 CCL Dec25 2.0 Puts $0.19 (CboeTheo=0.15)  ASK  MIAX 13:09:50.977 IV=90.4% +4.6 AMEX 318 x $0.02 - $0.20 x 1116 C2  AUCTION - OPENING  Vega=$4387 CCL=11.68 Ref
  372. SPLIT TICKET:
    >>5551 CCL Dec25 2.0 Puts $0.19 (CboeTheo=0.15)  ASK  [MIAX] 13:09:50.977 IV=90.4% +4.6 AMEX 318 x $0.02 - $0.20 x 1116 C2  AUCTION - OPENING  Vega=$4556 CCL=11.68 Ref
  373. >>12752 SOFI Nov23 3rd 7.0 Puts $0.29 (CboeTheo=0.28)  MID  PHLX 13:12:30.570 IV=104.7% +4.7 EMLD 270 x $0.28 - $0.30 x 220 PHLX  SPREAD/FLOOR - OPENING  Vega=$6588 SOFI=7.84 Ref
  374. >>12752 SOFI Oct23 7.5 Puts $0.02 (CboeTheo=0.10)  BID  PHLX 13:12:30.570 IV=71.7% -4.6 EMLD 4111 x $0.02 - $0.03 x 248 EMLD  SPREAD/FLOOR  Vega=$1167 SOFI=7.84 Ref
  375. SWEEP DETECTED:
    >>3000 SOFI Oct23 8.0 Calls $0.06 (CboeTheo=0.15)  BID  [MULTI] 13:13:22.519 IV=69.2% -3.6 EMLD 2402 x $0.06 - $0.07 x 351 BXO  ISO  Vega=$467 SOFI=7.84 Ref
  376. >>Market Color AEHR - Bullish option flow detected in Aehr Test Systems (32.33 -0.68) with 8,925 calls trading (7x expected) and implied vol increasing over 2 points to 78.43%. . The Put/Call Ratio is 0.07. Earnings are expected on 01/04. [AEHR 32.33 -0.68 Ref, IV=78.4% +2.1] #Bullish
  377. SPLIT TICKET:
    >>1110 SPXW Oct23 19th 4350 Calls $3.00 (CboeTheo=3.17)  Above Ask!  [CBOE] 13:16:28.422 IV=31.8% +12.7 CBOE 69 x $2.90 - $2.95 x 9 CBOE Vega=$25k SPX=4330.66 Fwd
  378. >>10000 PLUG Oct23 10.0 Calls $0.01  ASK  AMEX 13:16:32.385 IV=321.6% +83.9 BOX 0 x $0.00 - $0.01 x 464 GEMX  SPREAD/FLOOR   SSR  Vega=$212 PLUG=6.88 Ref
  379. >>10000 PLUG Nov23 7.5 Puts $1.05 (CboeTheo=1.04)  MID  AMEX 13:16:32.385 IV=89.8% +0.4 MPRL 79 x $1.04 - $1.06 x 207 C2  SPREAD/FLOOR   SSR  Vega=$7622 PLUG=6.88 Ref
  380. >>10000 PLUG Nov23 7.5 Calls $0.46 (CboeTheo=0.46)  BID  AMEX 13:16:32.387 IV=87.7% -1.8 ARCA 481 x $0.46 - $0.47 x 134 C2  SPREAD/FLOOR   SSR  Vega=$7640 PLUG=6.88 Ref
  381. >>7500 PLUG Oct23 10.0 Puts $3.11 (CboeTheo=3.12)  ASK  AMEX 13:16:32.384 CBOE 887 x $3.05 - $3.15 x 15 EDGX  SPREAD/FLOOR   SSR  Vega=$0 PLUG=6.88 Ref
  382. >>2500 PLUG Oct23 10.0 Puts $3.12 (CboeTheo=3.12)  ASK  AMEX 13:16:32.387 IV=307.7% +70.1 CBOE 887 x $3.05 - $3.15 x 15 EDGX  SPREAD/FLOOR   SSR  Vega=$40 PLUG=6.88 Ref
  383. SWEEP DETECTED:
    >>2000 SOFI Oct23 7.5 Puts $0.02 (CboeTheo=0.09)  BID  [MULTI] 13:16:42.341 IV=74.2% -2.0 EMLD 654 x $0.02 - $0.03 x 1830 C2  ISO  Vega=$179 SOFI=7.87 Ref
  384. SPLIT TICKET:
    >>2500 SPX Dec23 4725 Calls $3.90 (CboeTheo=3.83)  MID  [CBOE] 13:17:59.394 IV=12.1% -0.6 CBOE 1844 x $3.80 - $4.00 x 1337 CBOE  LATE  Vega=$467k SPX=4357.11 Fwd
  385. SWEEP DETECTED:
    >>2385 TSLA Oct23 27th 217.5 Puts $4.60 (CboeTheo=4.68)  BID  [MULTI] 13:18:03.745 IV=50.6% -20.3 EDGX 490 x $4.60 - $4.75 x 328 EDGX  OPENING   Post-Earnings  Vega=$30k TSLA=221.82 Ref
  386. SWEEP DETECTED:
    >>6315 F Mar24 17.0 Calls $0.06 (CboeTheo=0.07)  BID  [MULTI] 13:21:14.351 IV=35.5% -0.9 BZX 19 x $0.06 - $0.07 x 1 EMLD Vega=$5620 F=11.70 Ref
  387. SWEEP DETECTED:
    >>2177 DAL Jan24 25.0 Puts $0.31 (CboeTheo=0.32)  BID  [MULTI] 13:22:30.215 IV=46.6% -0.8 EMLD 521 x $0.31 - $0.33 x 468 EMLD Vega=$5518 DAL=33.35 Ref
  388. >>11500 AMZN Jan25 105 Puts $7.55 (CboeTheo=7.55)  ASK  PHLX 13:23:26.385 IV=38.1% +0.4 CBOE 851 x $7.45 - $7.60 x 58 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$468k AMZN=129.65 Ref
  389. SWEEP DETECTED:
    >>2001 KGC Jan24 6.0 Calls $0.23 (CboeTheo=0.22)  ASK  [MULTI] 13:23:48.152 IV=41.1% -0.8 EMLD 1440 x $0.21 - $0.23 x 37 BXO Vega=$1988 KGC=5.38 Ref
  390. >>3200 NVDA Mar24 350 Puts $16.60 (CboeTheo=16.55)  BID  PHLX 13:24:20.266 IV=48.7% -0.2 MPRL 25 x $16.55 - $16.75 x 297 CBOE  SPREAD/FLOOR  Vega=$241k NVDA=426.83 Ref
  391. >>3200 NVDA Mar24 290 Puts $5.90 (CboeTheo=5.83)  ASK  PHLX 13:24:20.266 IV=51.9% +0.2 CBOE 42 x $5.80 - $5.90 x 66 CBOE  SPREAD/FLOOR - OPENING  Vega=$132k NVDA=426.83 Ref
  392. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 4360 Calls $12.00 (CboeTheo=11.80)  Above Ask!  [CBOE] 13:24:47.452 IV=14.1% -0.6 CBOE 55 x $11.70 - $11.90 x 53 CBOE  LATE  Vega=$160k SPX=4324.91 Fwd
  393. SPLIT TICKET:
    >>1000 SPX Oct23 4325 Calls $14.70 (CboeTheo=14.21)  Above Ask!  [CBOE] 13:24:47.452 IV=18.3% +0.6 CBOE 112 x $13.90 - $14.30 x 88 CBOE  LATE  Vega=$83k SPX=4324.08 Fwd
  394. >>10000 RIVN Jan25 12.5 Puts $2.56 (CboeTheo=2.50)  ASK  PHLX 13:25:00.887 IV=78.1% +0.9 ARCA 54 x $2.49 - $2.56 x 287 AMEX  SPREAD/CROSS/TIED   SSR  Vega=$53k RIVN=17.43 Ref
  395. SWEEP DETECTED:
    >>2053 RIVN Mar24 12.5 Puts $1.00 (CboeTheo=1.00)  ASK  [MULTI] 13:25:20.176 IV=77.7% -0.5 NOM 81 x $0.98 - $1.00 x 207 EDGX  ISO   SSR  Vega=$5775 RIVN=17.39 Ref
  396. >>3000 AMZN Jan25 105 Puts $7.55 (CboeTheo=7.63)  BID  PHLX 13:25:38.909 IV=38.0% +0.2 AMEX 770 x $7.55 - $7.70 x 263 CBOE  SPREAD/CROSS/TIED  Vega=$122k AMZN=129.34 Ref
  397. SWEEP DETECTED:
    >>2108 RIG Nov23 3rd 8.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 13:25:57.164 IV=61.8% -2.6 GEMX 1069 x $0.20 - $0.23 x 456 MPRL  OPENING  Vega=$1185 RIG=7.53 Ref
  398. >>10000 LCID Jan24 3.0 Puts $0.18 (CboeTheo=0.19)  BID  AMEX 13:26:06.681 IV=90.5% -2.2 EMLD 1537 x $0.18 - $0.19 x 282 EMLD  CROSS   52WeekLow  Vega=$4945 LCID=4.42 Ref
  399. >>2000 VRT Nov23 45.0 Calls $1.45 (CboeTheo=1.41)  MID  PHLX 13:27:35.411 IV=84.3% +5.6 PHLX 241 x $1.35 - $1.55 x 432 PHLX  SPREAD/CROSS/TIED  Vega=$7371 VRT=38.14 Ref
  400. SPLIT TICKET:
    >>1494 SPXW Oct23 19th 4365 Calls $0.50 (CboeTheo=0.52)  ASK  [CBOE] 13:29:11.169 IV=35.9% +17.3 CBOE 678 x $0.40 - $0.50 x 758 CBOE  OPENING  Vega=$11k SPX=4320.58 Fwd
  401. SPLIT TICKET:
    >>1275 DJX Oct23 330 Puts $0.07 (CboeTheo=0.04)  ASK  [CBOE] 13:29:23.386 IV=26.3% +7.2 C2 0 x $0.00 - $0.07 x 28 CBOE  FLOOR  Vega=$1902 DJX=337.27 Fwd
  402. >>2000 AMD Dec25 65.0 Puts $6.70 (CboeTheo=6.89)  BID  AMEX 13:29:56.587 IV=49.0% -0.7 BOX 20 x $6.40 - $7.85 x 80 PHLX  CROSS  Vega=$64k AMD=103.72 Ref
  403. SWEEP DETECTED:
    >>Bullish Delta Impact 750 XAIR Jan24 5.0 Calls $0.10 (CboeTheo=0.08)  ASK  [MULTI] 13:35:02.615 IV=124.6% +9.4 AMEX 20 x $0.05 - $0.10 x 574 PHLX
    Delta=18%, EST. IMPACT = 13k Shares ($30k) To Buy XAIR=2.23 Ref
  404. SPLIT TICKET:
    >>1001 VIX Nov23 15th 17.0 Puts $0.70 (CboeTheo=0.67)  BID  [CBOE] 13:36:01.838 IV=85.9% +0.3 CBOE 1001 x $0.70 - $0.71 x 4577 CBOE Vega=$1628 VIX=19.60 Fwd
  405. SWEEP DETECTED:
    >>Bullish Delta Impact 500 XAIR Jan24 5.0 Calls $0.10 (CboeTheo=0.08)  ASK  [MULTI] 13:36:50.972 IV=124.6% +9.4 AMEX 20 x $0.05 - $0.10 x 501 PHLX
    Delta=18%, EST. IMPACT = 8809 Shares ($20k) To Buy XAIR=2.23 Ref
  406. SPLIT TICKET:
    >>1000 VIX Nov23 15th 17.0 Puts $0.68 (CboeTheo=0.65)  MID  [CBOE] 13:38:28.195 IV=86.4% +0.8 CBOE 1 x $0.66 - $0.69 x 32k CBOE  FLOOR  Vega=$1608 VIX=19.72 Fwd
  407. SWEEP DETECTED:
    >>Bearish Delta Impact 1250 ADM Oct23 74.0 Puts $0.45 (CboeTheo=0.51)  ASK  [MULTI] 13:38:33.297 IV=28.1% +1.8 EMLD 301 x $0.35 - $0.45 x 516 CBOE
    Delta=-49%, EST. IMPACT = 61k Shares ($4.54m) To Sell ADM=74.00 Ref
  408. >>1000 SPXW Oct23 25th 4450 Calls $1.20 (CboeTheo=1.20)  MID  CBOE 13:39:30.086 IV=14.0% +0.7 CBOE 608 x $1.15 - $1.25 x 112 CBOE  LATE  Vega=$52k SPX=4310.15 Fwd
  409. SPLIT TICKET:
    >>3000 SPXW Oct23 25th 4450 Calls $1.20 (CboeTheo=1.20)  MID  [CBOE] 13:39:30.085 IV=14.0% +0.7 CBOE 608 x $1.15 - $1.25 x 112 CBOE  LATE - OPENING  Vega=$157k SPX=4310.15 Fwd
  410. >>Unusual Volume VRT - 3x market weighted volume: 14.7k = 20.1k projected vs 6689 adv, 55% calls, 9% of OI [VRT 37.53 -1.22 Ref, IV=86.8% +6.8]
  411. >>1000 SPXW Oct23 26th 3975 Puts $1.55 (CboeTheo=1.50)  MID  CBOE 13:40:26.100 IV=29.6% +0.4 CBOE 127 x $1.50 - $1.60 x 516 CBOE  FLOOR - OPENING  Vega=$35k SPX=4311.47 Fwd
  412. SPLIT TICKET:
    >>3865 SPXW Oct23 26th 3975 Puts $1.55 (CboeTheo=1.50)  MID  [CBOE] 13:40:26.100 IV=29.6% +0.4 CBOE 127 x $1.50 - $1.60 x 516 CBOE  FLOOR - OPENING  Vega=$136k SPX=4311.47 Fwd
  413. SWEEP DETECTED:
    >>Bearish Delta Impact 1009 DLO Nov23 19.0 Calls $1.10 (CboeTheo=1.11)  BID  [MULTI] 13:40:30.671 IV=63.3% -3.1 PHLX 309 x $1.10 - $1.25 x 15 BXO  OPENING 
    Delta=48%, EST. IMPACT = 48k Shares ($888k) To Sell DLO=18.42 Ref
  414. >>15000 AAL Jan24 5.0 Puts $0.06 (CboeTheo=0.05)  ASK  BOX 13:40:36.848 IV=97.9% +4.3 CBOE 3066 x $0.02 - $0.06 x 1542 CBOE  SPREAD/FLOOR   Post-Earnings  Vega=$4937 AAL=11.60 Ref
  415. >>15000 AAL Jan24 10.0 Puts $0.35 (CboeTheo=0.36)  BID  BOX 13:40:36.848 IV=45.8% -2.8 NOM 106 x $0.35 - $0.38 x 243 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$25k AAL=11.60 Ref
  416. >>2000 C Jan25 30.0 Puts $1.63 (CboeTheo=1.59)  Above Ask!  PHLX 13:41:02.033 IV=35.2% +0.6 BZX 36 x $1.56 - $1.60 x 25 BOX  SPREAD/FLOOR  Vega=$22k C=40.48 Ref
  417. >>2000 C Jan25 57.5 Calls $0.94 (CboeTheo=0.88)  Above Ask!  PHLX 13:41:02.033 IV=27.8% +0.8 BXO 64 x $0.87 - $0.93 x 31 ARCA  SPREAD/FLOOR  Vega=$22k C=40.48 Ref
  418. SWEEP DETECTED:
    >>2300 NVDA Oct23 437.5 Calls $0.501 (CboeTheo=0.59)  Below Bid!  [MULTI] 13:41:05.466 IV=44.1% -3.3 MRX 20 x $0.52 - $0.55 x 50 C2 Vega=$10k NVDA=424.19 Ref
  419. SWEEP DETECTED:
    >>3338 PLUG Oct23 7.0 Calls $0.06 (CboeTheo=0.09)  ASK  [MULTI] 13:41:20.021 IV=95.4% -1.1 EMLD 1894 x $0.05 - $0.06 x 349 C2  SSR  Vega=$421 PLUG=6.78 Ref
  420. >>5000 APLD Oct23 27th 6.0 Calls $0.10 (CboeTheo=0.09)  ASK  BOX 13:41:38.753 IV=129.0% -2.5 ARCA 6 x $0.05 - $0.10 x 546 AMEX  FLOOR - OPENING   SSR  Vega=$1058 APLD=5.01 Ref
  421. SPLIT TICKET:
    >>1000 SPXW Oct23 19th 4225 Puts $0.15 (CboeTheo=0.12)  ASK  [CBOE] 13:43:55.511 IV=52.7% +28.8 CBOE 1256 x $0.10 - $0.15 x 353 CBOE Vega=$2262 SPX=4306.27 Fwd
  422. >>2000 SE Dec23 55.0 Calls $2.06 (CboeTheo=2.05)  ASK  ARCA 13:44:01.507 IV=68.7% -0.7 MPRL 66 x $2.02 - $2.07 x 143 MPRL  CROSS - OPENING  Vega=$13k SE=45.56 Ref
  423. >>3900 INTC Oct23 36.0 Puts $0.31 (CboeTheo=0.30)  ASK  PHLX 13:51:11.784 IV=44.0% -0.0 MPRL 59 x $0.30 - $0.31 x 1009 C2  SPREAD/CROSS/TIED  Vega=$3080 INTC=36.08 Ref
  424. SWEEP DETECTED:
    >>3000 AAPL Oct23 170 Puts $0.05 (CboeTheo=0.04)  ASK  [MULTI] 13:53:56.606 IV=39.2% +4.8 C2 1820 x $0.04 - $0.05 x 1490 C2 Vega=$2257 AAPL=176.80 Ref
  425. >>2233 BAC Nov23 21.0 Puts $0.03 (CboeTheo=0.03)  BID  GEMX 13:54:42.396 IV=48.9% -0.4 EMLD 3320 x $0.03 - $0.04 x 3273 EMLD Vega=$896 BAC=27.45 Ref
  426. SWEEP DETECTED:
    >>4419 BAC Nov23 21.0 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 13:54:42.395 IV=48.9% -0.4 EMLD 3320 x $0.03 - $0.04 x 3273 EMLD Vega=$1773 BAC=27.45 Ref
  427. >>8400 KEY Oct23 11.0 Puts $0.18 (CboeTheo=0.33)  MID  ARCA 13:57:36.682 IV=65.1% -28.1 EMLD 267 x $0.15 - $0.20 x 264 C2  CROSS   Post-Earnings  Vega=$2013 KEY=10.96 Ref
  428. >>3000 UAL Mar24 30.0 Puts $1.30 (CboeTheo=1.33)  Below Bid!  PHLX 13:57:56.231 IV=46.3% -0.8 MPRL 31 x $1.31 - $1.35 x 220 EMLD  SPREAD/CROSS/TIED   52WeekLow  Vega=$19k UAL=36.41 Ref
  429. >>5839 MPW Nov23 4.0 Puts $0.22 (CboeTheo=0.22)  MID  PHLX 13:58:02.782 IV=106.0% -1.6 CBOE 5 x $0.21 - $0.24 x 205 EDGX  COB/AUCTION  Vega=$2378 MPW=4.76 Ref
  430. >>5839 MPW Oct23 5.5 Puts $0.72 (CboeTheo=0.77)  BID  PHLX 13:58:02.782 C2 200 x $0.72 - $0.79 x 73 BZX  COB/AUCTION  Vega=$0 MPW=4.76 Ref
  431. SWEEP DETECTED:
    >>2909 NIO Feb24 11.0 Calls $0.43 (CboeTheo=0.42)  ASK  [MULTI] 14:01:12.702 IV=70.8% +0.0 EMLD 997 x $0.41 - $0.43 x 69 MPRL Vega=$4302 NIO=7.75 Ref
  432. SPLIT TICKET:
    >>3000 SPX Oct23 4300 Puts $12.05 (CboeTheo=11.73)  Above Ask!  [CBOE] 14:01:20.024 IV=17.9% -0.2 CBOE 130 x $11.60 - $12.00 x 125 CBOE  LATE  Vega=$241k SPX=4305.25 Fwd
  433. SPLIT TICKET:
    >>3000 SPX Oct23 4325 Puts $26.00 (CboeTheo=26.03)  BID  [CBOE] 14:01:20.024 IV=17.2% -0.3 CBOE 105 x $25.60 - $26.50 x 105 CBOE  LATE  Vega=$210k SPX=4305.25 Fwd
  434. >>2500 WFC Mar24 42.5 Calls $2.69 (CboeTheo=2.67)  MID  ARCA 14:06:34.420 IV=27.4% -0.0 BOX 46 x $2.67 - $2.70 x 18 BXO  CROSS  Vega=$26k WFC=41.80 Ref
  435. >>3030 ZM Nov23 80.0 Puts $17.16 (CboeTheo=17.25)  BID  BOX 14:06:45.205 BOX 5 x $17.15 - $17.45 x 12 MPRL  SPREAD/FLOOR  Vega=$0 ZM=62.76 Ref
  436. >>6970 ZM Nov23 80.0 Puts $17.15 (CboeTheo=17.25)  BID  BOX 14:06:45.205 BOX 5 x $17.15 - $17.45 x 12 MPRL  SPREAD/FLOOR  Vega=$0 ZM=62.76 Ref
  437. >>11910 ZM Oct23 27th 76.0 Puts $13.18 (CboeTheo=13.25)  BID  BOX 14:06:45.205 GEMX 5 x $13.15 - $13.30 x 8 BOX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=62.76 Ref
  438. >>3000 MANU Jan24 23.0 Calls $0.80 (CboeTheo=0.87)  BID  PHLX 14:07:17.923 IV=70.9% -2.2 ISE 5 x $0.80 - $1.00 x 98 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$8347 MANU=17.55 Ref
  439. >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  CBOE 14:07:18.116 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$3010 VIX=20.47 Fwd
  440. >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  CBOE 14:07:18.117 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$3010 VIX=20.47 Fwd
  441. >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  CBOE 14:07:18.117 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$3010 VIX=20.47 Fwd
  442. SPLIT TICKET:
    >>1012 VIX Jan24 17th 21.0 Calls $2.86 (CboeTheo=2.88)  BID  [CBOE] 14:07:18.116 IV=77.3% -1.2 CBOE 9712 x $2.85 - $2.90 x 1048 CBOE  LATE  Vega=$4012 VIX=20.47 Fwd
  443. SPLIT TICKET:
    >>4300 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  [CBOE] 14:07:18.116 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$13k VIX=20.47 Fwd
  444. >>4500 AAPL Oct23 190 Puts $13.29 (CboeTheo=13.17)  ASK  BOX 14:07:20.964 IV=77.4% +35.0 MPRL 129 x $13.10 - $13.30 x 462 MIAX  SPREAD/FLOOR - OPENING  Vega=$4279 AAPL=176.83 Ref
  445. >>5000 AAPL Oct23 185 Puts $8.26 (CboeTheo=8.17)  ASK  BOX 14:07:20.964 IV=51.0% +17.7 MIAX 124 x $8.10 - $8.30 x 525 MIAX  SPREAD/FLOOR  Vega=$5356 AAPL=176.83 Ref
  446. >>2160 SCHW Oct23 60.0 Puts $7.93 (CboeTheo=7.97)  BID  BOX 14:09:18.787 MIAX 46 x $7.90 - $8.05 x 38 BOX  SPREAD/FLOOR  Vega=$0 SCHW=52.02 Ref
  447. >>2000 FCX Jan24 35.0 Puts $2.16 (CboeTheo=2.16)  MID  BOX 14:09:22.198 IV=37.6% -1.0 BZX 33 x $2.15 - $2.17 x 292 MPRL  CROSS   Post-Earnings  Vega=$14k FCX=35.67 Ref
  448. >>2040 BAC Oct23 31.0 Puts $3.60 (CboeTheo=3.58)  ASK  BOX 14:09:27.094 IV=125.3% +48.9 AMEX 27 x $3.55 - $3.60 x 45 BOX  SPREAD/FLOOR  Vega=$262 BAC=27.43 Ref
  449. SWEEP DETECTED:
    >>3447 AMZN Oct23 27th 128 Puts $4.20 (CboeTheo=4.24)  BID  [MULTI] 14:10:31.175 IV=62.5% +3.2 CBOE 1020 x $4.20 - $4.30 x 1024 CBOE  OPENING  Vega=$26k AMZN=129.05 Ref
  450. >>4290 DIS Oct23 85.0 Calls $0.31 (CboeTheo=0.30)  Above Ask!  AMEX 14:11:54.509 IV=31.4% -5.7 C2 118 x $0.29 - $0.30 x 130 GEMX  SPREAD/FLOOR  Vega=$7190 DIS=84.31 Ref
  451. >>4290 DIS Oct23 85.0 Puts $0.88 (CboeTheo=0.96)  Below Bid!  AMEX 14:11:54.509 IV=25.7% -10.2 PHLX 498 x $0.92 - $0.99 x 107 BOX  SPREAD/FLOOR  Vega=$6798 DIS=84.31 Ref
  452. SWEEP DETECTED:
    >>2344 GOOG Oct23 145 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 14:12:49.964 IV=34.1% +5.2 C2 410 x $0.02 - $0.03 x 1145 C2 Vega=$1286 GOOG=139.95 Ref
  453. SPLIT TICKET:
    >>2747 SPX Dec23 4750 Calls $2.317 (CboeTheo=2.40)  Below Bid!  [CBOE] 14:13:40.970 IV=12.2% -0.5 CBOE 914 x $2.35 - $2.45 x 653 CBOE Vega=$365k SPX=4334.15 Fwd
  454. >>2040 JNJ Oct23 165 Puts $12.25 (CboeTheo=12.14)  ASK  BOX 14:14:02.335 IV=80.1% +57.0 BOX 16 x $12.05 - $12.25 x 18 BOX  SPREAD/FLOOR  Vega=$1561 JNJ=152.85 Ref
  455. >>3950 INTC Dec23 36.0 Calls $2.41 (CboeTheo=2.40)  ASK  PHLX 14:14:27.880 IV=40.7% -0.0 MPRL 49 x $2.40 - $2.41 x 5 MPRL  SPREAD/FLOOR  Vega=$22k INTC=36.04 Ref
  456. >>3950 INTC Dec23 36.0 Puts $2.19 (CboeTheo=2.21)  Below Bid!  PHLX 14:14:27.880 IV=40.3% -0.5 MPRL 22 x $2.20 - $2.21 x 5 BXO  SPREAD/FLOOR  Vega=$22k INTC=36.04 Ref
  457. >>2040 TSLA Jan24 416.67 Puts $195.80 (CboeTheo=197.29)  BID  BOX 14:15:22.811 BOX 54 x $195.80 - $198.45 x 50 BOX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$0 TSLA=219.37 Ref
  458. >>2090 TSLA Jan24 450 Puts $229.14 (CboeTheo=230.62)  BID  BOX 14:15:22.811 BZX 40 x $229.10 - $231.80 x 25 NOM  SPREAD/FLOOR   Post-Earnings  Vega=$0 TSLA=219.38 Ref
  459. >>2240 MRK Oct23 110 Puts $9.30 (CboeTheo=9.24)  ASK  BOX 14:15:26.513 IV=87.8% +39.6 MPRL 47 x $9.15 - $9.30 x 47 MPRL  SPREAD/FLOOR  Vega=$973 MRK=100.76 Ref
  460. >>2241 EVGO Jan24 7.0 Calls $0.05 (CboeTheo=0.06)  ASK  ISE 14:15:57.461 IV=112.7% -0.5 ARCA 0 x $0.00 - $0.05 x 2925 PHLX  CROSS   SSR   52WeekLow  Vega=$493 EVGO=2.79 Ref
  461. SWEEP DETECTED:
    >>4995 C Oct23 40.0 Puts $0.12 (CboeTheo=0.12)  BID  [MULTI] 14:16:15.901 IV=32.4% -0.9 C2 1841 x $0.12 - $0.13 x 590 C2  ISO  Vega=$3679 C=40.42 Ref
  462. SWEEP DETECTED:
    >>4362 C Oct23 40.0 Puts $0.11 (CboeTheo=0.12)  BID  [MULTI] 14:16:18.676 IV=31.5% -1.9 EDGX 674 x $0.11 - $0.12 x 16 MPRL  ISO  Vega=$3149 C=40.43 Ref
  463. >>4461 C Oct23 40.0 Puts $0.11 (CboeTheo=0.12)  ASK  MIAX 14:16:31.371 IV=31.1% -2.3 C2 437 x $0.10 - $0.11 x 16 BXO  AUCTION  Vega=$3235 C=40.42 Ref
  464. >>5000 PR Dec24 12.0 Calls $4.70 (CboeTheo=4.80)  BID  PHLX 14:16:31.462 IV=46.5% -2.0 PHLX 889 x $4.70 - $5.00 x 1056 PHLX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$23k PR=15.30 Ref
  465. >>5000 WAL Nov23 55.0 Calls $0.45 (CboeTheo=0.51)  BID  AMEX 14:24:01.914 IV=50.1% -1.2 CBOE 209 x $0.45 - $0.55 x 48 BOX  FLOOR - OPENING   Pre-Earnings  Vega=$15k WAL=46.88 Ref
  466. >>2000 ETRN Dec23 9.0 Puts $0.45 (CboeTheo=0.48)  BID  CBOE 14:25:05.845 IV=30.4% PHLX 1247 x $0.35 - $0.80 x 1290 PHLX  FLOOR - OPENING  Vega=$2766 ETRN=8.99 Ref
  467. >>5000 ETRN Dec23 9.0 Puts $0.45 (CboeTheo=0.48)  BID  CBOE 14:25:05.845 IV=30.4% PHLX 1247 x $0.35 - $0.80 x 1290 PHLX  FLOOR - OPENING  Vega=$6916 ETRN=8.99 Ref
  468. SPLIT TICKET:
    >>10000 ETRN Dec23 9.0 Puts $0.45 (CboeTheo=0.48)  BID  [CBOE] 14:25:05.845 IV=30.4% PHLX 1247 x $0.35 - $0.80 x 1290 PHLX  FLOOR - OPENING  Vega=$14k ETRN=8.99 Ref
  469. >>10000 PLTR Jan24 35.0 Calls $0.10 (CboeTheo=0.10)  ASK  PHLX 14:26:35.192 IV=73.2% +0.6 C2 682 x $0.09 - $0.10 x 1196 EMLD  SPREAD/CROSS/TIED  Vega=$8258 PLTR=17.25 Ref
  470. >>2174 NIO Dec24 5.0 Puts $0.83 (CboeTheo=0.80)  ASK  MIAX 14:26:58.791 IV=77.5% +1.0 NOM 240 x $0.80 - $0.84 x 389 EDGX  AUCTION - OPENING  Vega=$4403 NIO=7.74 Ref
  471. SPLIT TICKET:
    >>2500 NIO Dec24 5.0 Puts $0.83 (CboeTheo=0.80)  ASK  [MIAX] 14:26:58.791 IV=77.5% +1.0 NOM 240 x $0.80 - $0.84 x 389 EDGX  AUCTION - OPENING  Vega=$5063 NIO=7.74 Ref
  472. SWEEP DETECTED:
    >>2500 ET Nov23 15.0 Calls $0.03 (CboeTheo=0.05)  BID  [MULTI] 14:32:43.531 IV=21.0% -5.2 C2 1766 x $0.03 - $0.04 x 1594 C2  52WeekHigh  Vega=$1554 ET=14.01 Ref
  473. >>3250 JCI Jun24 67.5 Calls $0.40 (CboeTheo=0.44)  BID  PHLX 14:33:38.492 IV=24.9% -0.6 BXO 5 x $0.40 - $0.50 x 475 PHLX  SPREAD/CROSS/TIED   52WeekLow  Vega=$22k JCI=49.56 Ref
  474. >>3520 IEP Nov23 20.0 Calls $0.45 (CboeTheo=0.57)  BID  ARCA 14:34:17.070 IV=62.4% -10.9 PHLX 748 x $0.45 - $0.60 x 5 ARCA  FLOOR - OPENING  Vega=$5362 IEP=17.72 Ref
  475. SPLIT TICKET:
    >>4400 IEP Nov23 20.0 Calls $0.46 (CboeTheo=0.57)  BID  [ARCA] 14:34:17.070 IV=62.4% -10.9 PHLX 748 x $0.45 - $0.60 x 5 ARCA  FLOOR - OPENING  Vega=$6702 IEP=17.72 Ref
  476. >>2500 AAPL Nov23 180 Puts $7.38 (CboeTheo=7.40)  MID  AMEX 14:37:50.114 IV=26.8% +0.2 C2 61 x $7.35 - $7.40 x 179 C2  SPREAD/CROSS  Vega=$48k AAPL=175.91 Ref
  477. >>2500 AAPL Nov23 180 Calls $3.78 (CboeTheo=3.79)  BID  AMEX 14:37:50.114 IV=26.8% +0.4 CBOE 1906 x $3.75 - $3.85 x 1293 C2  SPREAD/CROSS  Vega=$48k AAPL=175.91 Ref
  478. >>Unusual Volume PAA - 3x market weighted volume: 7116 = 8093 projected vs 2609 adv, 100% calls, 4% of OI [PAA 15.72 +0.03 Ref, IV=21.4% +0.4]
  479. SPLIT TICKET:
    >>1000 NANOS Oct23 27th 429 Calls $4.59 (CboeTheo=4.55)  MID  [CBOE] 14:39:36.541 IV=18.0% CBOE 1000 x $4.49 - $0.00 x 0  OPENING  Vega=$254 NANOS=429.01 Fwd
  480. SPLIT TICKET:
    >>1000 VIX Dec23 20th 40.0 Calls $0.69 (CboeTheo=0.67)  BID  [CBOE] 14:39:42.250 IV=130.8% +0.2 CBOE 600 x $0.69 - $0.70 x 30k CBOE Vega=$1955 VIX=20.02 Fwd
  481. SWEEP DETECTED:
    >>Bullish Delta Impact 549 ASC Jan24 15.0 Calls $0.70 (CboeTheo=0.66)  ASK  [MULTI] 14:40:07.055 IV=50.0% +3.2 PHLX 62 x $0.55 - $0.70 x 115 CBOE
    Delta=36%, EST. IMPACT = 20k Shares ($259k) To Buy ASC=13.25 Ref
  482. SWEEP DETECTED:
    >>2213 META Oct23 27th 280 Puts $3.50 (CboeTheo=3.47)  ASK  [MULTI] 14:40:17.691 IV=82.1% +4.5 CBOE 255 x $3.40 - $3.50 x 306 AMEX  OPENING  Vega=$26k META=312.89 Ref
  483. SWEEP DETECTED:
    >>2001 CVNA Oct23 31.0 Puts $0.334 (CboeTheo=0.31)  Above Ask!  [MULTI] 14:41:10.620 IV=107.3% +0.5 CBOE 452 x $0.29 - $0.33 x 510 MPRL  OPENING  Vega=$1169 CVNA=32.02 Ref
  484. SPLIT TICKET:
    >>1000 SPX Nov23 2800 Puts $0.75 (CboeTheo=0.73)  MID  [CBOE] 14:41:43.116 IV=58.2% +0.1 CBOE 3106 x $0.70 - $0.80 x 1008 CBOE  FLOOR  Vega=$13k SPX=4295.83 Fwd
  485. SPLIT TICKET:
    >>1000 NANOS Oct23 27th 429 Calls $4.44 (CboeTheo=4.37)  ASK  [CBOE] 14:42:37.575 IV=18.1% CBOE 1000 x $4.34 - $4.44 x 1000 CBOE  OPENING  Vega=$254 NANOS=428.69 Fwd
  486. SPLIT TICKET:
    >>1000 SPX Nov23 4400 Calls $34.60 (CboeTheo=33.17)  Above Ask!  [CBOE] 14:42:56.840 IV=15.6% +0.6 CBOE 558 x $32.90 - $33.50 x 75 CBOE  LATE  Vega=$421k SPX=4295.38 Fwd
  487. SWEEP DETECTED:
    >>2910 CCL Jan24 12.5 Calls $0.91 (CboeTheo=0.88)  ASK  [MULTI] 14:43:38.213 IV=54.6% +1.6 MPRL 60 x $0.89 - $0.91 x 3740 AMEX Vega=$6632 CCL=11.46 Ref
  488. SWEEP DETECTED:
    >>Bullish Delta Impact 592 BPT Nov23 5.0 Calls $0.85 (CboeTheo=0.78)  ASK  [MULTI] 14:44:06.744 IV=92.0% +12.1 AMEX 308 x $0.65 - $0.85 x 76 MPRL  OPENING   SSR 
    Delta=70%, EST. IMPACT = 41k Shares ($231k) To Buy BPT=5.59 Ref
  489. >>Market Color FRO - Bullish option flow detected in Frontline (20.74 -0.22) with 4,257 calls trading (1.7x expected) and implied vol increasing over 3 points to 42.94%. . The Put/Call Ratio is 0.40. Earnings are expected on 11/29.  [FRO 20.74 -0.22 Ref, IV=42.9% +3.2] #Bullish
  490. >>4800 TSLA Jan24 450 Puts $231.80 (CboeTheo=231.96)  ASK  PHLX 14:46:38.769 BOX 50 x $230.35 - $233.15 x 49 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.04 Ref
  491. >>3000 TSLA Jan24 416.67 Puts $198.30 (CboeTheo=198.62)  BID  PHLX 14:46:38.770 BOX 52 x $197.05 - $199.85 x 47 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.04 Ref
  492. >>2000 TSLA Jan24 400 Puts $182.05 (CboeTheo=181.96)  ASK  PHLX 14:46:38.770 IV=70.7% +20.4 BOX 45 x $180.80 - $183.20 x 47 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$10k TSLA=218.04 Ref
  493. SPLIT TICKET:
    >>1500 SPX Oct23 4100 Puts $0.25 (CboeTheo=0.17)  ASK  [CBOE] 14:46:49.947 IV=40.5% +6.0 CBOE 1513 x $0.15 - $0.25 x 657 CBOE Vega=$7958 SPX=4283.26 Fwd
  494. >>2200 PARA Jan24 22.5 Puts $10.65 (CboeTheo=10.66)  MID  PHLX 14:47:19.488 PHLX 270 x $10.60 - $10.70 x 24 AMEX  FLOOR  Vega=$0 PARA=11.84 Ref
  495. >>3000 TSLA Jan24 450 Puts $232.25 (CboeTheo=232.35)  BID  PHLX 14:48:13.740 BOX 54 x $230.90 - $233.75 x 40 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=217.65 Ref
  496. >>2000 TSLA Jan24 450 Puts $232.20 (CboeTheo=232.35)  BID  PHLX 14:48:13.740 BOX 54 x $230.90 - $233.75 x 40 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=217.65 Ref
  497. >>5000 TSLA Jan24 416.67 Puts $198.90 (CboeTheo=199.02)  BID  PHLX 14:48:13.740 BOX 53 x $197.55 - $200.40 x 25 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=217.65 Ref
  498. SWEEP DETECTED:
    >>Bullish Delta Impact 798 TNP Oct23 22.1 Calls $0.099 (CboeTheo=0.07)  ASK  [MULTI] 14:48:42.410 IV=74.2% BXO 0 x $0.00 - $0.10 x 146 PHLX  OPENING 
    Delta=21%, EST. IMPACT = 17k Shares ($361k) To Buy TNP=21.37 Ref
  499. SPLIT TICKET:
    >>1250 VIX Nov23 15th 32.0 Calls $0.74 (CboeTheo=0.72)  ASK  [CBOE] 14:51:40.389 IV=153.1% -0.4 CBOE 19k x $0.71 - $0.74 x 1250 CBOE Vega=$1884 VIX=20.42 Fwd
  500. >>1058 VIX Nov23 15th 31.0 Calls $0.80 (CboeTheo=0.77)  ASK  CBOE 14:51:50.113 IV=150.3% +1.5 CBOE 2131 x $0.77 - $0.80 x 455 CBOE Vega=$1669 VIX=20.43 Fwd
  501. SPLIT TICKET:
    >>2745 VIX Nov23 15th 31.0 Calls $0.80 (CboeTheo=0.77)  ASK  [CBOE] 14:51:50.113 IV=150.3% +1.5 CBOE 2131 x $0.77 - $0.80 x 455 CBOE Vega=$4330 VIX=20.43 Fwd
  502. SPLIT TICKET:
    >>2558 MS Nov23 3rd 70.0 Puts $0.73 (CboeTheo=0.70)  BID  [AMEX] 14:52:33.657 IV=30.2% -1.6 MPRL 169 x $0.73 - $0.76 x 205 MRX  AUCTION - OPENING   52WeekLow  Vega=$12k MS=73.41 Ref
  503. TRADE CXLD:
    >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  CBOE 14:07:18.117 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$3010 VIX=20.47 Fwd
  504. >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.19)  Below Bid!  CBOE 14:52:54.695 IV=102.4% -3.4 CBOE 22k x $1.17 - $1.21 x 1030 CBOE  LATE  Vega=$3080 VIX=20.92 Fwd
  505. SWEEP DETECTED:
    >>2000 LCID Nov23 6.0 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 14:53:10.180 IV=100.2% -1.3 EMLD 1348 x $0.09 - $0.10 x 1279 EMLD  52WeekLow  Vega=$595 LCID=4.34 Ref
  506. SPLIT TICKET:
    >>1500 SPXW Dec23 29th 4200 Puts $91.49 (CboeTheo=91.32)  ASK  [CBOE] 14:53:17.400 IV=19.0% +0.4 CBOE 56 x $90.90 - $91.50 x 11 CBOE  LATE  Vega=$1.06m SPX=4314.99 Fwd
  507. SPLIT TICKET:
    >>1500 SPXW Dec23 29th 4300 Puts $122.74 (CboeTheo=122.75)  ASK  [CBOE] 14:53:17.400 IV=17.3% +0.3 CBOE 16 x $122.20 - $122.90 x 7 CBOE  LATE  Vega=$1.12m SPX=4314.99 Fwd
  508. SWEEP DETECTED:
    >>2498 AFRM Oct23 19.5 Calls $0.06 (CboeTheo=0.07)  BID  [MULTI] 14:53:28.559 IV=97.6% +6.4 EMLD 904 x $0.06 - $0.07 x 2203 EMLD Vega=$520 AFRM=18.35 Ref
  509. >>11100 AAPL Oct23 175 Calls $1.53 (CboeTheo=1.54)  MID  AMEX 14:54:10.280 IV=28.3% -1.0 BZX 105 x $1.52 - $1.55 x 181 C2  SPREAD/CROSS  Vega=$40k AAPL=175.75 Ref
  510. >>11100 AAPL Oct23 175 Puts $0.74 (CboeTheo=0.73)  BID  AMEX 14:54:10.280 IV=29.1% -0.0 NOM 35 x $0.74 - $0.75 x 60 C2  SPREAD/CROSS  Vega=$40k AAPL=175.75 Ref
  511. >>Unusual Volume APA - 3x market weighted volume: 31.1k = 33.3k projected vs 10.7k adv, 91% calls, 12% of OI  ExDiv  [APA 43.22 +0.23 Ref, IV=43.9% +0.1]
  512. SWEEP DETECTED:
    >>3577 AAL Oct23 11.5 Puts $0.12 (CboeTheo=0.11)  ASK  [MULTI] 14:55:58.206 IV=56.7% -40.6 EMLD 3162 x $0.10 - $0.12 x 1957 EMLD  Post-Earnings  Vega=$881 AAL=11.54 Ref
  513. TRADE CXLD:
    >>11100 AAPL Oct23 175 Puts $0.74 (CboeTheo=0.73)  BID  AMEX 14:54:10.280 IV=29.1% -0.0 NOM 35 x $0.74 - $0.75 x 60 C2  SPREAD/CROSS  Vega=$40k AAPL=175.75 Ref
  514. TRADE CXLD:
    >>11100 AAPL Oct23 175 Calls $1.53 (CboeTheo=1.54)  MID  AMEX 14:54:10.280 IV=28.3% -1.0 BZX 105 x $1.52 - $1.55 x 181 C2  SPREAD/CROSS  Vega=$40k AAPL=175.75 Ref
  515. >>3250 TSLA Oct23 220 Calls $1.69 (CboeTheo=1.68)  MID  AMEX 14:56:42.503 IV=63.1% -46.9 BZX 77 x $1.68 - $1.70 x 11 BXO  SPREAD/CROSS   Post-Earnings / SSR  Vega=$14k TSLA=216.91 Ref
  516. >>3250 TSLA Oct23 220 Puts $4.74 (CboeTheo=4.74)  BID  AMEX 14:56:42.503 IV=62.9% -51.2 PHLX 226 x $4.70 - $4.80 x 104 EDGX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$14k TSLA=216.91 Ref
  517. >>3250 TSLA Oct23 220 Calls $1.90 (CboeTheo=1.91)  BID  AMEX 14:57:50.176 IV=62.8% -47.3 C2 72 x $1.90 - $1.91 x 1 EMLD  SPREAD/CROSS   Post-Earnings / SSR  Vega=$15k TSLA=217.53 Ref
  518. >>3250 TSLA Oct23 220 Puts $4.35 (CboeTheo=4.35)  MID  AMEX 14:57:50.176 IV=63.1% -51.0 PHLX 291 x $4.30 - $4.40 x 339 EDGX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$15k TSLA=217.53 Ref
  519. SPLIT TICKET:
    >>1994 SPXW Oct23 19th 4235 Puts $0.25 (CboeTheo=0.13)  Above Ask!  [CBOE] 14:57:56.269 IV=54.4% +31.6 CBOE 1215 x $0.15 - $0.20 x 9 CBOE Vega=$4941 SPX=4285.89 Fwd
  520. >>Unusual Volume BALL - 3x market weighted volume: 17.4k = 18.3k projected vs 5582 adv, 89% puts, 32% of OI [BALL 45.23 +0.07 Ref, IV=40.4% -0.5]
  521. >>12000 TSLA Oct23 27th 227.5 Calls $2.80 (CboeTheo=2.81)  MID  ISE 14:58:32.321 IV=49.7% -18.7 BZX 54 x $2.79 - $2.81 x 19 MPRL  AUCTION - OPENING   Post-Earnings / SSR  Vega=$133k TSLA=217.51 Ref
  522. SWEEP DETECTED:
    >>3344 AGNC Nov23 3rd 8.5 Puts $0.38 (CboeTheo=0.38)  BID  [MULTI] 14:58:56.708 IV=34.4% -0.7 C2 1500 x $0.38 - $0.43 x 41 ARCA Vega=$2058 AGNC=8.35 Ref
  523. >>5000 GOOGL Oct23 135 Puts $0.27 (CboeTheo=0.28)  MID  AMEX 14:59:25.499 IV=39.1% +2.6 C2 60 x $0.26 - $0.28 x 384 C2  SPREAD/CROSS  Vega=$9575 GOOGL=137.66 Ref
  524. >>5000 GOOGL Oct23 135 Calls $2.97 (CboeTheo=2.97)  BID  AMEX 14:59:25.499 IV=39.4% +2.4 MIAX 73 x $2.91 - $3.05 x 486 CBOE  SPREAD/CROSS  Vega=$9626 GOOGL=137.66 Ref
  525. >>Unusual Volume PR - 3x market weighted volume: 10.1k = 10.6k projected vs 3391 adv, 98% calls, 8% of OI [PR 15.38 +0.14 Ref, IV=49.3% +1.5]
  526. SWEEP DETECTED:
    >>Bullish Delta Impact 969 SILV Nov23 5.0 Puts $0.25 (CboeTheo=0.29)  BID  [MULTI] 14:59:35.785 IV=40.3% -5.1 PHLX 762 x $0.25 - $0.35 x 369 CBOE
    Delta=-51%, EST. IMPACT = 49k Shares ($245k) To Buy SILV=4.95 Ref
  527. >>Market Color KKR - Bearish flow noted in KKR (55.67 -2.28) with 2,096 puts trading, or 2x expected. The Put/Call Ratio is 1.69, while ATM IV is up over 1 point on the day. Earnings are expected on 11/06.  [KKR 55.67 -2.28 Ref, IV=36.1% +1.3] #Bearish
  528. TRADE CXLD:
    >>3250 TSLA Oct23 220 Puts $4.74 (CboeTheo=4.74)  BID  AMEX 14:56:42.503 IV=62.9% -51.2 PHLX 226 x $4.70 - $4.80 x 104 EDGX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$14k TSLA=216.91 Ref
  529. TRADE CXLD:
    >>3250 TSLA Oct23 220 Calls $1.69 (CboeTheo=1.68)  MID  AMEX 14:56:42.503 IV=63.1% -46.9 BZX 77 x $1.68 - $1.70 x 11 BXO  SPREAD/CROSS   Post-Earnings / SSR  Vega=$14k TSLA=216.91 Ref
  530. SWEEP DETECTED:
    >>2000 CENX Jan25 3.0 Puts $0.30 (CboeTheo=0.27)  ASK  [MULTI] 15:01:10.147 IV=74.4% +3.6 EDGX 392 x $0.25 - $0.30 x 213 EDGX  OPENING  Vega=$2198 CENX=6.20 Ref
  531. >>2385 RIVN Jan25 17.5 Puts $5.00 (CboeTheo=5.03)  BID  PHLX 15:01:20.017 IV=72.3% -0.6 BZX 51 x $5.00 - $5.10 x 405 EDGX  FLOOR   SSR  Vega=$17k RIVN=17.20 Ref
  532. SWEEP DETECTED:
    >>2500 CNQ Oct23 67.5 Calls $0.15 (CboeTheo=0.23)  ASK  [MULTI] 15:01:44.357 IV=38.7% +6.4 GEMX 286 x $0.10 - $0.15 x 278 C2  ISO  Vega=$2505 CNQ=66.31 Ref
  533. >>3285 PFE Nov23 35.0 Puts $4.20 (CboeTheo=4.24)  BID  PHLX 15:02:30.921 IV=28.0% -2.5 CBOE 125 x $4.20 - $4.30 x 75 PHLX  FLOOR   52WeekLow  Vega=$3325 PFE=31.14 Ref
  534. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SILV Nov23 5.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 15:02:51.140 IV=44.4% -1.0 BOX 462 x $0.25 - $0.30 x 452 PHLX
    Delta=-47%, EST. IMPACT = 47k Shares ($237k) To Buy SILV=5.00 Ref
  535. >>2520 JNJ Oct23 170 Puts $17.45 (CboeTheo=17.54)  BID  BOX 15:05:03.452 BOX 14 x $17.45 - $17.75 x 16 BOX  SPREAD/FLOOR - OPENING  Vega=$0 JNJ=152.46 Ref
  536. >>2520 JNJ Oct23 165 Puts $12.45 (CboeTheo=12.55)  BID  BOX 15:05:03.452 BOX 14 x $12.45 - $12.65 x 13 BOX  SPREAD/FLOOR  Vega=$0 JNJ=152.46 Ref
  537. >>2540 BALL Nov23 90.0 Puts $44.50 (CboeTheo=44.56)  BID  BOX 15:05:08.422 EDGX 5 x $44.40 - $44.70 x 6 BZX  SPREAD/FLOOR - OPENING  Vega=$0 BALL=45.44 Ref
  538. >>2540 BALL Nov23 62.5 Puts $17.00 (CboeTheo=17.07)  BID  BOX 15:05:08.422 MPRL 32 x $17.00 - $17.20 x 32 MPRL  SPREAD/FLOOR  Vega=$0 BALL=45.44 Ref
  539. >>2590 AAPL Oct23 190 Puts $14.00 (CboeTheo=14.08)  BID  BOX 15:05:18.236 EDGX 86 x $14.00 - $14.20 x 390 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=175.92 Ref
  540. >>2590 AAPL Oct23 195 Puts $19.00 (CboeTheo=19.08)  BID  BOX 15:05:18.236 MPRL 9 x $19.00 - $19.25 x 41 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=175.92 Ref
  541. >>3350 BMY Jan24 70.0 Puts $13.50 (CboeTheo=13.43)  Above Ask!  BOX 15:05:27.299 IV=29.5% +7.8 BOX 45 x $13.35 - $13.45 x 58 MPRL  SPREAD/FLOOR - OPENING  Vega=$13k BMY=56.58 Ref
  542. >>3350 BMY Jan24 72.5 Puts $16.00 (CboeTheo=15.93)  Above Ask!  BOX 15:05:27.299 IV=33.5% +10.6 EDGX 51 x $15.85 - $15.95 x 33 MPRL  SPREAD/FLOOR  Vega=$12k BMY=56.58 Ref
  543. >>3420 NVDA Oct23 465 Puts $43.75 (CboeTheo=42.60)  ASK  BOX 15:05:38.302 IV=129.8% +52.7 MPRL 33 x $42.05 - $43.75 x 37 NOM  SPREAD/FLOOR  Vega=$13k NVDA=422.40 Ref
  544. >>3700 NVDA Oct23 465 Puts $42.96 (CboeTheo=42.49)  ASK  BOX 15:05:47.203 IV=107.1% +30.0 BZX 38 x $42.20 - $43.70 x 64 BZX  SPREAD/FLOOR  Vega=$8875 NVDA=422.51 Ref
  545. >>2500 NVDA Oct23 465 Puts $42.97 (CboeTheo=42.49)  ASK  BOX 15:05:47.203 IV=107.5% +30.4 BZX 38 x $42.20 - $43.70 x 64 BZX  SPREAD/FLOOR  Vega=$6063 NVDA=422.51 Ref
  546. >>2780 NVDA Oct23 462.5 Puts $41.65 (CboeTheo=40.00)  ASK  BOX 15:05:47.203 IV=136.4% +79.0 MPRL 28 x $39.60 - $41.65 x 44 NOM  SPREAD/FLOOR - OPENING  Vega=$12k NVDA=422.51 Ref
  547. >>3420 NVDA Oct23 470 Puts $47.00 (CboeTheo=47.49)  BID  BOX 15:05:47.203 BXO 36 x $47.00 - $48.35 x 42 BXO  SPREAD/FLOOR - OPENING  Vega=$0 NVDA=422.51 Ref
  548. >>3820 MRNA Oct23 110 Puts $28.70 (CboeTheo=29.01)  BID  BOX 15:06:01.902 MPRL 38 x $28.65 - $29.35 x 38 MPRL  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=80.98 Ref
  549. >>3110 MRNA Oct23 115 Puts $33.75 (CboeTheo=34.01)  BID  BOX 15:06:01.902 MPRL 50 x $33.75 - $34.20 x 2 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=80.98 Ref
  550. >>3970 MRNA Oct23 105 Puts $23.85 (CboeTheo=24.01)  BID  BOX 15:06:01.902 CBOE 18 x $23.85 - $24.25 x 55 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=80.99 Ref
  551. >>2000 TSM Mar24 90.0 Puts $4.94 (CboeTheo=4.89)  ASK  AMEX 15:06:04.260 IV=30.8% +0.3 NOM 25 x $4.90 - $4.95 x 252 CBOE  SPREAD/FLOOR   Post-Earnings  Vega=$44k TSM=93.48 Ref
  552. >>2000 TSM Mar24 100 Calls $4.95 (CboeTheo=4.90)  MID  AMEX 15:06:04.260 IV=28.9% +0.0 BOX 63 x $4.90 - $5.00 x 443 CBOE  SPREAD/FLOOR   Post-Earnings  Vega=$46k TSM=93.48 Ref
  553. >>3000 TSLA Oct23 270 Puts $51.75 (CboeTheo=52.00)  BID  BOX 15:06:15.103 BXO 2 x $51.75 - $52.05 x 2 BXO  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=218.00 Ref
  554. >>3010 TSLA Oct23 300 Puts $82.25 (CboeTheo=82.00)  ASK  BOX 15:06:15.103 IV=288.6% +164.8 NOM 69 x $81.25 - $82.25 x 47 BOX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$1963 TSLA=218.00 Ref
  555. >>4030 TSLA Jan24 416.67 Puts $199.80 (CboeTheo=198.65)  ASK  BOX 15:06:20.906 IV=85.6% +34.2 BZX 47 x $197.05 - $199.80 x 40 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$58k TSLA=218.01 Ref
  556. >>4030 TSLA Oct23 290 Puts $70.95 (CboeTheo=71.99)  BID  BOX 15:06:20.906 NOM 70 x $70.95 - $73.05 x 70 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.01 Ref
  557. >>9000 TSLA Oct23 270 Puts $51.75 (CboeTheo=51.99)  BID  BOX 15:06:20.906 BOX 46 x $51.75 - $52.05 x 2 BXO  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=218.01 Ref
  558. >>5740 TSLA Oct23 280 Puts $62.00 (CboeTheo=61.99)  ASK  BOX 15:06:20.906 IV=178.3% +67.5 NOM 71 x $61.10 - $62.55 x 71 NOM  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$817 TSLA=218.01 Ref
  559. >>3260 TSLA Oct23 280 Puts $62.01 (CboeTheo=61.99)  ASK  BOX 15:06:20.906 IV=184.5% +73.7 NOM 71 x $61.10 - $62.55 x 71 NOM  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$624 TSLA=218.01 Ref
  560. >>4520 TSLA Oct23 285 Puts $66.35 (CboeTheo=66.99)  BID  BOX 15:06:20.906 NOM 64 x $66.35 - $68.05 x 70 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.01 Ref
  561. >>4520 TSLA Oct23 267.5 Puts $50.35 (CboeTheo=49.49)  ASK  BOX 15:06:20.906 IV=249.6% +144.6 NOM 57 x $48.80 - $50.35 x 70 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$7352 TSLA=218.01 Ref
  562. >>4280 TSLA Oct23 272.5 Puts $55.55 (CboeTheo=54.49)  ASK  BOX 15:06:20.906 IV=278.8% +172.1 NOM 64 x $53.90 - $55.55 x 71 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$7411 TSLA=218.01 Ref
  563. >>6700 TSLA Oct23 275 Puts $58.05 (CboeTheo=56.99)  ASK  BOX 15:06:20.906 IV=287.3% +183.6 NOM 71 x $55.95 - $58.05 x 71 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$11k TSLA=218.01 Ref
  564. >>6700 TSLA Dec23 350 Puts $130.45 (CboeTheo=131.99)  BID  BOX 15:06:20.906 BOX 45 x $130.45 - $133.20 x 50 BXO  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.01 Ref
  565. >>4280 TSLA Jan24 450 Puts $233.15 (CboeTheo=231.99)  ASK  BOX 15:06:20.906 IV=93.6% +39.7 BZX 47 x $230.40 - $233.15 x 40 BZX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$59k TSLA=218.01 Ref
  566. SWEEP DETECTED:
    >>2565 AGNC Oct23 27th 8.0 Puts $0.08 (CboeTheo=0.07)  ASK  [MULTI] 15:06:39.290 IV=44.4% -6.9 MIAX 42 x $0.07 - $0.08 x 458 MPRL  OPENING  Vega=$994 AGNC=8.35 Ref
  567. SWEEP DETECTED:
    >>Bearish Delta Impact 1802 MITK Nov23 10.0 Puts $0.65 (CboeTheo=0.58)  ASK  [MULTI] 15:07:40.094 IV=59.7% +6.0 AMEX 23 x $0.55 - $0.65 x 230 AMEX  ISO - OPENING 
    Delta=-46%, EST. IMPACT = 82k Shares ($824k) To Sell MITK=10.02 Ref
  568. SPLIT TICKET:
    >>1667 SPXW Oct23 19th 4225 Puts $0.10 (CboeTheo=0.06)  BID  [CBOE] 15:08:04.878 IV=62.5% +38.7 CBOE 353 x $0.10 - $0.15 x 995 CBOE Vega=$2149 SPX=4285.32 Fwd
  569. SWEEP DETECTED:
    >>Bearish Delta Impact 500 ASLE Nov23 17.5 Calls $0.55 (CboeTheo=0.53)  BID  [MULTI] 15:10:25.195 IV=72.6% +3.7 PHLX 341 x $0.55 - $0.60 x 335 PHLX
    Delta=31%, EST. IMPACT = 15k Shares ($235k) To Sell ASLE=15.37 Ref
  570. >>2282 BAC Dec23 23.0 Puts $0.24 (CboeTheo=0.23)  ASK  CBOE 15:10:52.094 IV=36.9% +0.7 MRX 267 x $0.22 - $0.24 x 2652 CBOE  ISO  Vega=$4865 BAC=27.07 Ref
  571. SWEEP DETECTED:
    >>10424 BAC Dec23 23.0 Puts $0.234 (CboeTheo=0.23)  MID  [MULTI] 15:10:52.024 IV=36.4% +0.2 C2 2107 x $0.22 - $0.23 x 2286 EMLD Vega=$22k BAC=27.07 Ref
  572. >>3500 JNJ Oct23 165 Puts $12.50 (CboeTheo=12.55)  BID  PHLX 15:11:21.054 BOX 14 x $12.40 - $12.70 x 14 BXO  FLOOR - OPENING  Vega=$0 JNJ=152.46 Ref
  573. >>3750 JNJ Oct23 160 Puts $7.55 (CboeTheo=7.55)  ASK  PHLX 15:11:21.054 IV=34.1% +11.9 BOX 14 x $7.40 - $7.65 x 12 ARCA  FLOOR  Vega=$420 JNJ=152.46 Ref
  574. >>3700 TSLA Jan24 450 Puts $231.65 (CboeTheo=231.91)  BID  PHLX 15:11:24.814 ARCA 25 x $230.40 - $233.05 x 25 ARCA  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.09 Ref
  575. >>4500 TSLA Jan24 416.67 Puts $198.40 (CboeTheo=198.59)  MID  PHLX 15:11:24.814 BOX 50 x $197.05 - $199.75 x 25 ARCA  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.09 Ref
  576. >>2000 TSLA Jan24 400 Puts $181.75 (CboeTheo=181.91)  MID  PHLX 15:11:24.814 NOM 25 x $180.40 - $183.10 x 25 NOM  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$0 TSLA=218.09 Ref
  577. >>2000 TSLA Dec23 350 Puts $131.55 (CboeTheo=131.91)  BID  PHLX 15:11:24.814 BOX 52 x $130.45 - $133.25 x 50 BXO  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=218.09 Ref
  578. SPLIT TICKET:
    >>1610 SPXW Dec23 29th 4000 Puts $50.00 (CboeTheo=50.39)  Below Bid!  [CBOE] 15:11:17.296 IV=22.2% +0.3 CBOE 88 x $50.20 - $50.80 x 111 CBOE  LATE  Vega=$870k SPX=4317.11 Fwd
  579. SPLIT TICKET:
    >>1610 SPXW Dec23 29th 3800 Puts $28.70 (CboeTheo=29.04)  Below Bid!  [CBOE] 15:11:17.296 IV=25.5% +0.3 CBOE 78 x $28.80 - $29.20 x 159 CBOE  LATE  Vega=$610k SPX=4317.11 Fwd
  580. >>3000 GOOGL Oct23 135 Puts $0.25 (CboeTheo=0.25)  BID  AMEX 15:11:49.691 IV=39.4% +2.8 EMLD 95 x $0.25 - $0.26 x 513 C2  SPREAD/CROSS  Vega=$5501 GOOGL=137.80 Ref
  581. >>3000 GOOGL Oct23 135 Calls $3.01 (CboeTheo=3.08)  BID  AMEX 15:11:49.691 IV=35.5% -1.5 PHLX 136 x $3.00 - $3.15 x 499 EDGX  SPREAD/CROSS  Vega=$4951 GOOGL=137.80 Ref
  582. >>2000 TGT Oct23 120 Puts $10.60 (CboeTheo=10.65)  BID  PHLX 15:12:13.827 BOX 41 x $10.55 - $10.70 x 8 BXO  FLOOR  Vega=$0 TGT=109.35 Ref
  583. >>2400 TGT Oct23 130 Puts $20.60 (CboeTheo=20.65)  BID  PHLX 15:12:13.827 NOM 27 x $20.50 - $20.75 x 45 BOX  FLOOR - OPENING  Vega=$0 TGT=109.35 Ref
  584. >>1054 VIX Dec23 20th 23.0 Calls $2.15 (CboeTheo=2.17)  BID  CBOE 15:12:27.630 IV=96.0% +0.5 CBOE 23k x $2.14 - $2.20 x 1949 CBOE  AUCTION  Vega=$3440 VIX=20.22 Fwd
  585. >>2000 VIX Dec23 20th 23.0 Calls $2.16 (CboeTheo=2.17)  BID  CBOE 15:12:27.630 IV=96.3% +0.8 CBOE 23k x $2.14 - $2.20 x 1949 CBOE  AUCTION  Vega=$6530 VIX=20.22 Fwd
  586. >>3000 SGML Nov23 33.0 Calls $0.55 (CboeTheo=0.48)  BID  ARCA 15:12:27.808 IV=86.5% +5.5 AMEX 111 x $0.30 - $0.90 x 185 AMEX  CROSS - OPENING  Vega=$5740 SGML=25.61 Ref
  587. SPLIT TICKET:
    >>3350 VIX Dec23 20th 23.0 Calls $2.156 (CboeTheo=2.17)  BID  [CBOE] 15:12:27.630 IV=96.0% +0.5 CBOE 23k x $2.14 - $2.20 x 1949 CBOE  AUCTION  Vega=$11k VIX=20.22 Fwd
  588. TRADE CXLD:
    >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.07)  MID  CBOE 14:07:18.117 IV=105.7% -0.2 CBOE 7952 x $1.05 - $1.10 x 32k CBOE  LATE  Vega=$3010 VIX=20.47 Fwd
  589. SPLIT TICKET:
    >>1000 VIX Jan24 17th 35.0 Calls $1.08 (CboeTheo=1.20)  Below Bid!  [CBOE] 15:12:41.297 IV=102.1% -3.7 CBOE 19k x $1.18 - $1.22 x 958 CBOE  LATE  Vega=$3087 VIX=20.97 Fwd
  590. >>2300 PYPL Oct23 65.0 Puts $10.05 (CboeTheo=10.04)  MID  PHLX 15:12:49.251 IV=123.4% +35.1 ARCA 19 x $10.00 - $10.10 x 38 BZX  FLOOR - OPENING   52WeekLow  Vega=$112 PYPL=54.95 Ref
  591. >>2100 PYPL Oct23 62.5 Puts $7.55 (CboeTheo=7.54)  MID  PHLX 15:12:49.254 IV=97.5% +25.2 BOX 10 x $7.50 - $7.60 x 37 BXO  FLOOR   52WeekLow  Vega=$123 PYPL=54.95 Ref
  592. >>2350 PEP Oct23 175 Puts $14.10 (CboeTheo=14.07)  ASK  PHLX 15:12:54.060 IV=84.4% +38.4 PHLX 42 x $13.90 - $14.20 x 30 MPRL  FLOOR - OPENING  Vega=$1077 PEP=160.93 Ref
  593. >>2500 CSCO Oct23 60.0 Puts $6.60 (CboeTheo=6.61)  MID  PHLX 15:12:57.008 PHLX 176 x $6.55 - $6.65 x 40 BOX  SPREAD/FLOOR - OPENING  Vega=$0 CSCO=53.40 Ref
  594. >>2500 CSCO Oct23 57.5 Puts $4.10 (CboeTheo=4.11)  MID  PHLX 15:12:57.009 PHLX 136 x $4.05 - $4.15 x 40 BOX  SPREAD/FLOOR  Vega=$0 CSCO=53.40 Ref
  595. >>3200 BX Oct23 115 Puts $20.45 (CboeTheo=20.47)  BID  PHLX 15:12:59.721 CBOE 49 x $20.35 - $20.60 x 48 CBOE  FLOOR - OPENING   Post-Earnings  Vega=$0 BX=94.53 Ref
  596. >>4200 BX Oct23 110 Puts $15.45 (CboeTheo=15.47)  BID  PHLX 15:12:59.721 BOX 18 x $15.35 - $15.65 x 73 NOM  FLOOR   Post-Earnings  Vega=$0 BX=94.53 Ref
  597. >>2500 ORCL Oct23 120 Puts $10.80 (CboeTheo=10.88)  BID  PHLX 15:12:58.385 BZX 39 x $10.75 - $10.90 x 12 BZX  SPREAD/FLOOR  Vega=$0 ORCL=109.16 Ref
  598. >>2500 ORCL Oct23 125 Puts $15.80 (CboeTheo=15.87)  BID  PHLX 15:12:58.385 MIAX 15 x $15.75 - $15.95 x 30 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 ORCL=109.16 Ref
  599. >>2000 BALL Nov23 62.5 Puts $17.30 (CboeTheo=17.29)  MID  PHLX 15:13:06.941 IV=60.7% +5.6 BOX 12 x $17.20 - $17.40 x 18 BOX  SPREAD/FLOOR  Vega=$997 BALL=45.21 Ref
  600. >>2000 BALL Nov23 65.0 Puts $19.80 (CboeTheo=19.79)  MID  PHLX 15:13:06.941 IV=66.8% +8.9 BOX 15 x $19.70 - $19.90 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$942 BALL=45.21 Ref
  601. >>4000 BABA Oct23 100 Puts $18.55 (CboeTheo=18.57)  ASK  PHLX 15:13:09.440 EDGX 20 x $18.45 - $18.60 x 10 BXO  FLOOR - OPENING  Vega=$0 BABA=81.44 Ref
  602. >>4000 BABA Oct23 95.0 Puts $13.55 (CboeTheo=13.56)  ASK  PHLX 15:13:09.440 MPRL 101 x $13.45 - $13.60 x 78 PHLX  FLOOR - OPENING  Vega=$0 BABA=81.44 Ref
  603. >>2500 MRNA Oct23 115 Puts $34.00 (CboeTheo=34.18)  BID  PHLX 15:13:10.835 PHLX 30 x $33.85 - $34.30 x 2 BXO  FLOOR - OPENING   52WeekLow  Vega=$0 MRNA=80.82 Ref
  604. >>3800 MRNA Oct23 110 Puts $29.20 (CboeTheo=29.18)  BID  PHLX 15:13:10.835 IV=268.0% +132.8 BZX 2 x $28.90 - $29.55 x 8 NOM  FLOOR - OPENING   52WeekLow  Vega=$513 MRNA=80.82 Ref
  605. >>2500 MRNA Oct23 105 Puts $24.20 (CboeTheo=24.18)  ASK  PHLX 15:13:10.835 IV=234.0% +117.5 BOX 29 x $23.85 - $24.50 x 28 ARCA  FLOOR   52WeekLow  Vega=$375 MRNA=80.82 Ref
  606. >>2100 MRK Oct23 115 Puts $14.45 (CboeTheo=14.49)  BID  PHLX 15:13:15.205 BOX 17 x $14.40 - $14.55 x 35 BOX  FLOOR - OPENING  Vega=$0 MRK=100.52 Ref
  607. >>4000 MRK Oct23 110 Puts $9.45 (CboeTheo=9.49)  MID  PHLX 15:13:15.208 BOX 37 x $9.40 - $9.50 x 1 ARCA  FLOOR  Vega=$0 MRK=100.52 Ref
  608. >>2385 RIVN Jan25 17.5 Puts $5.00 (CboeTheo=5.04)  BID  PHLX 15:14:19.201 IV=72.3% -0.7 BZX 45 x $5.00 - $5.10 x 107 EDGX  FLOOR - COMPLEX   SSR  Vega=$16k RIVN=17.16 Ref
  609. >>Market Color DHR - Bullish option flow detected in Danaher (207.55 +2.75) with 5,068 calls trading (1.8x expected) and implied vol increasing over 1 point to 32.61%. . The Put/Call Ratio is 0.18. Earnings are expected on 10/23. [DHR 207.55 +2.75 Ref, IV=32.6% +1.3] #Bullish
  610. SWEEP DETECTED:
    >>Bearish Delta Impact 506 SEAT Jun24 5.0 Puts $0.45 (CboeTheo=0.31)  ASK  [MULTI] 15:16:16.996 IV=47.6% AMEX 49 x $0.10 - $0.45 x 138 EMLD  OPENING   52WeekLow 
    Delta=-27%, EST. IMPACT = 14k Shares ($78k) To Sell SEAT=5.78 Ref
  611. >>3000 AMD Dec25 70.0 Puts $8.50 (CboeTheo=8.61)  BID  AMEX 15:17:14.336 IV=48.9% -0.2 BOX 20 x $7.85 - $9.25 x 56 BOX  CROSS  Vega=$108k AMD=102.40 Ref
  612. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $2.10 (CboeTheo=2.13)  BID  [CBOE] 15:17:14.535 IV=12.7% +0.0 CBOE 434 x $2.10 - $2.25 x 1577 CBOE Vega=$119k SPX=4304.20 Fwd
  613. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $2.05 (CboeTheo=2.15)  BID  [CBOE] 15:17:19.760 IV=12.7% -0.1 CBOE 1480 x $2.05 - $2.20 x 957 CBOE Vega=$117k SPX=4304.82 Fwd
  614. >>4050 AMZN Oct23 145 Puts $16.55 (CboeTheo=16.57)  BID  PHLX 15:18:06.629 ARCA 33 x $16.50 - $16.65 x 100 BOX  FLOOR - OPENING  Vega=$0 AMZN=128.44 Ref
  615. >>4000 AMZN Oct23 140 Puts $11.55 (CboeTheo=11.57)  BID  PHLX 15:18:06.629 BOX 26 x $11.50 - $11.65 x 76 BOX  FLOOR  Vega=$0 AMZN=128.44 Ref
  616. >>2600 KO Oct23 60.0 Puts $5.70 (CboeTheo=5.71)  MID  PHLX 15:18:14.514 PHLX 315 x $5.65 - $5.75 x 22 ARCA  FLOOR - OPENING  Vega=$0 KO=54.29 Ref
  617. >>2750 KO Oct23 57.5 Puts $3.20 (CboeTheo=3.21)  MID  PHLX 15:18:14.514 CBOE 193 x $3.15 - $3.25 x 12 BOX  FLOOR  Vega=$0 KO=54.30 Ref
  618. >>6000 AAPL Oct23 190 Puts $14.25 (CboeTheo=14.21)  ASK  PHLX 15:18:18.125 IV=72.2% +29.8 MIAX 102 x $14.15 - $14.25 x 178 MPRL  FLOOR - OPENING  Vega=$3061 AAPL=175.80 Ref
  619. >>5000 AAPL Oct23 185 Puts $9.25 (CboeTheo=9.21)  ASK  PHLX 15:18:18.125 IV=50.9% +17.6 MIAX 95 x $9.15 - $9.30 x 67 MPRL  FLOOR  Vega=$3316 AAPL=175.80 Ref
  620. SWEEP DETECTED:
    >>2093 TGT Nov23 95.0 Puts $1.32 (CboeTheo=1.29)  ASK  [MULTI] 15:18:25.178 IV=49.1% +0.4 AMEX 164 x $1.26 - $1.32 x 222 MRX  AUCTION  Vega=$15k TGT=109.03 Ref
  621. SPLIT TICKET:
    >>1250 SPXW Nov23 30th 3100 Puts $2.95 (CboeTheo=2.87)  ASK  [CBOE] 15:22:58.193 IV=44.6% +0.7 CBOE 651 x $2.80 - $2.95 x 608 CBOE Vega=$62k SPX=4298.13 Fwd
  622. >>2250 SCHW Jan24 75.0 Puts $23.25 (CboeTheo=23.26)  MID  PHLX 15:23:16.503 BOX 28 x $23.15 - $23.35 x 12 BZX  FLOOR  Vega=$0 SCHW=51.75 Ref
  623. SWEEP DETECTED:
    >>2086 ALLY Nov23 22.0 Puts $0.30 (CboeTheo=0.31)  MID  [MULTI] 15:24:00.743 IV=43.4% -3.0 CBOE 1375 x $0.25 - $0.35 x 676 AMEX  AUCTION - OPENING  Vega=$3753 ALLY=24.66 Ref
  624. SPLIT TICKET:
    >>1100 SPX Oct23 4250 Puts $4.01 (CboeTheo=4.41)  Below Bid!  [CBOE] 15:24:22.517 IV=17.6% -2.1 CBOE 81 x $4.30 - $4.70 x 105 CBOE  LATE  Vega=$62k SPX=4277.77 Fwd
  625. SPLIT TICKET:
    >>1100 SPX Oct23 4300 Calls $5.91 (CboeTheo=5.19)  Above Ask!  [CBOE] 15:24:22.517 IV=18.5% -0.1 CBOE 81 x $5.00 - $5.40 x 55 CBOE  LATE  Vega=$71k SPX=4277.77 Fwd
  626. SPLIT TICKET:
    >>1520 SPX Dec23 4750 Calls $2.00 (CboeTheo=2.07)  BID  [CBOE] 15:25:00.319 IV=12.6% -0.1 CBOE 1144 x $2.00 - $2.15 x 1904 CBOE Vega=$176k SPX=4304.31 Fwd
  627. SWEEP DETECTED:
    >>7052 TSLA Oct23 220 Puts $4.449 (CboeTheo=4.46)  Below Bid!  [MULTI] 15:25:14.531 IV=62.6% -51.5 ISE 1023 x $4.45 - $4.55 x 81 ARCA  Post-Earnings / SSR  Vega=$31k TSLA=217.29 Ref
  628. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 XAIR Jan24 5.0 Calls $0.10 (CboeTheo=0.08)  ASK  [MULTI] 15:25:20.308 IV=127.1% +11.9 AMEX 20 x $0.05 - $0.10 x 585 PHLX
    Delta=18%, EST. IMPACT = 18k Shares ($39k) To Buy XAIR=2.19 Ref
  629. >>3000 T Nov23 16.0 Puts $0.78 (CboeTheo=0.80)  BID  BOX 15:25:27.124 IV=20.3% -9.5 MPRL 1033 x $0.78 - $0.81 x 746 AMEX  CROSS   Post-Earnings  Vega=$3843 T=15.29 Ref
  630. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ACIC Oct23 7.5 Calls $0.149 (CboeTheo=0.39)  ASK  [MULTI] 15:25:31.965 IV=87.9% +10.1 PHLX 149 x $0.05 - $0.15 x 129 PHLX  AUCTION 
    Delta=51%, EST. IMPACT = 25k Shares ($190k) To Buy ACIC=7.50 Ref
  631. >>3800 BAC Jan24 38.0 Puts $10.95 (CboeTheo=10.96)  MID  PHLX 15:25:34.897 CBOE 356 x $10.90 - $11.00 x 240 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 BAC=27.04 Ref
  632. >>3800 BAC Jan24 35.0 Puts $7.95 (CboeTheo=7.98)  BID  PHLX 15:25:34.897 MPRL 187 x $7.95 - $8.00 x 187 MPRL  SPREAD/FLOOR  Vega=$0 BAC=27.04 Ref
  633. >>3000 AA Jun24 20.0 Puts $1.96 (CboeTheo=1.96)  BID  BOX 15:27:30.119 IV=55.1% -1.4 MPRL 306 x $1.95 - $2.00 x 55 PHLX  CROSS - OPENING   Post-Earnings   52WeekLow  Vega=$18k AA=24.27 Ref
  634. >>Unusual Volume TOL - 3x market weighted volume: 10.5k = 10.0k projected vs 3217 adv, 94% puts, 14% of OI [TOL 69.19 -1.28 Ref, IV=37.9% -0.1]
  635. SPLIT TICKET:
    >>1000 VIXW Oct23 25th 20.0 Calls $1.549 (CboeTheo=1.55)  Below Bid!  [CBOE] 15:28:29.732 IV=133.4% +27.1 CBOE 16 x $1.55 - $1.71 x 1 CBOE Vega=$1001 VIX=20.39 Fwd
  636. SPLIT TICKET:
    >>1000 SPX Oct23 3975 Puts $0.15 (CboeTheo=0.13)  MID  [CBOE] 15:28:35.611 IV=61.4% +12.6 CBOE 1667 x $0.10 - $0.20 x 862 CBOE  FLOOR  Vega=$2468 SPX=4276.35 Fwd
  637. >>Market Color APO - Bearish flow noted in Apollo Global (83.17 -4.08) with 8,203 puts trading, or 4x expected. The Put/Call Ratio is 2.38, while ATM IV is up over 2 points on the day. Earnings are expected on 10/31.  [APO 83.17 -4.08 Ref, IV=38.4% +2.3] #Bearish
  638. >>Unusual Volume STWD - 3x market weighted volume: 6054 = 5752 projected vs 1916 adv, 95% puts, 5% of OI [STWD 18.34 -0.56 Ref, IV=32.2% +2.0]
  639. >>4000 TSM Feb24 80.0 Calls $16.10 (CboeTheo=15.97)  ASK  AMEX 15:30:49.331 IV=34.8% +1.5 BOX 30 x $15.90 - $16.10 x 79 CBOE  CROSS - OPENING   Post-Earnings  Vega=$56k TSM=92.94 Ref
  640. >>3500 AMD Nov23 105 Puts $7.39 (CboeTheo=7.43)  Below Bid!  AMEX 15:30:52.269 IV=52.7% +0.0 MPRL 34 x $7.40 - $7.45 x 556 GEMX  SPREAD/FLOOR  Vega=$40k AMD=102.23 Ref
  641. >>3500 AMD Oct23 105 Calls $0.25 (CboeTheo=0.25)  Above Ask!  AMEX 15:30:52.271 IV=51.3% -1.7 GEMX 267 x $0.23 - $0.24 x 59 C2  SPREAD/FLOOR  Vega=$4869 AMD=102.23 Ref
  642. >>3500 AMD Nov23 105 Calls $5.11 (CboeTheo=5.08)  Above Ask!  AMEX 15:30:52.273 IV=53.3% +0.7 EMLD 311 x $5.05 - $5.10 x 113 C2  SPREAD/FLOOR  Vega=$40k AMD=102.23 Ref
  643. >>2500 ABNB Nov23 120 Puts $6.77 (CboeTheo=6.77)  MID  ARCA 15:31:10.102 IV=51.8% +0.2 EDGX 115 x $6.70 - $6.85 x 49 BZX  SPREAD/FLOOR  Vega=$34k ABNB=120.03 Ref
  644. SWEEP DETECTED:
    >>2539 NU Jan24 9.0 Calls $0.42 (CboeTheo=0.43)  BID  [MULTI] 15:31:24.583 IV=41.0% -0.4 MPRL 553 x $0.42 - $0.43 x 331 MPRL Vega=$4034 NU=8.23 Ref
  645. >>2050 SFM Oct23 43.0 Calls $0.15 (CboeTheo=0.40)  ASK  ARCA 15:32:48.554 IV=42.9% +8.6 PHLX 413 x $0.05 - $0.15 x 71 MPRL  CROSS  Vega=$1510 SFM=42.35 Ref
  646. SWEEP DETECTED:
    >>Bullish Delta Impact 3420 CHGG Nov23 7.0 Puts $0.25 (CboeTheo=0.31)  BID  [MULTI] 15:33:11.759 IV=84.5% -11.4 PHLX 1867 x $0.25 - $0.30 x 1 NOM  OPENING 
    Delta=-20%, EST. IMPACT = 69k Shares ($572k) To Buy CHGG=8.27 Ref
  647. >>13500 CHPT Oct23 27th 3.0 Calls $0.24 (CboeTheo=0.22)  ASK  PHLX 15:33:18.579 IV=97.2% +8.8 EMLD 721 x $0.21 - $0.24 x 434 MIAX  SPREAD/CROSS/TIED - OPENING   SSR   52WeekLow  Vega=$2353 CHPT=3.12 Ref
  648. SWEEP DETECTED:
    >>3000 F Nov23 10th 11.5 Calls $0.44 (CboeTheo=0.40)  ASK  [MULTI] 15:33:52.988 IV=41.5% +3.2 MPRL 1569 x $0.42 - $0.44 x 1593 EMLD  OPENING  Vega=$3235 F=11.53 Ref
  649. SPLIT TICKET:
    >>2000 SPXW Dec23 4750 Calls $2.015 (CboeTheo=2.09)  Below Bid!  [CBOE] 15:34:43.157 IV=12.6% -0.2 CBOE 162 x $2.05 - $2.15 x 137 CBOE  ISO - OPENING  Vega=$237k SPX=4308.70 Fwd
  650. SWEEP DETECTED:
    >>2000 PSNY Oct23 2.5 Puts $0.02 (CboeTheo=0.14)  BID  [MULTI] 15:35:33.848 IV=44.4% -101.2 PHLX 475 x $0.02 - $0.05 x 55 ARCA Vega=$106 PSNY=2.51 Ref
  651. SWEEP DETECTED:
    >>4236 PCG Oct23 16.0 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:35:32.892 IV=40.1% +6.2 ARCA 10 x $0.08 - $0.10 x 120 GEMX Vega=$1406 PCG=16.08 Ref
  652. >>2000 MS Jan24 70.0 Puts $2.71 (CboeTheo=2.69)  ASK  ARCA 15:36:02.750 IV=29.2% +0.6 EMLD 72 x $2.68 - $2.71 x 80 BZX  SPREAD/FLOOR   52WeekLow  Vega=$27k MS=73.17 Ref
  653. >>2000 MS Jan24 75.0 Calls $3.18 (CboeTheo=3.17)  MID  ARCA 15:36:02.750 IV=26.5% +0.7 C2 40 x $3.15 - $3.20 x 345 EDGX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$29k MS=73.17 Ref
  654. SWEEP DETECTED:
    >>2005 SQ Oct23 47.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 15:36:55.773 IV=61.0% +3.7 EMLD 747 x $0.02 - $0.03 x 454 C2 Vega=$381 SQ=44.28 Ref
  655. SWEEP DETECTED:
    >>4141 PLTR Oct23 17.5 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:37:00.774 IV=65.7% -3.9 EMLD 4153 x $0.09 - $0.10 x 600 EMLD Vega=$1267 PLTR=17.14 Ref
  656. SWEEP DETECTED:
    >>2499 CCL Apr24 13.0 Calls $1.26 (CboeTheo=1.25)  ASK  [MULTI] 15:38:02.142 IV=53.4% +1.4 CBOE 120 x $1.23 - $1.26 x 728 EDGX Vega=$8040 CCL=11.43 Ref
  657. SWEEP DETECTED:
    >>4022 TSLA Oct23 287.5 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:38:06.313 IV=174.1% +58.0 MIAX 0 x $0.00 - $0.01 x 7028 C2  Post-Earnings / SSR  Vega=$273 TSLA=218.66 Ref
  658. SPLIT TICKET:
    >>3028 TSLA Oct23 287.5 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:38:08.926 IV=174.1% +58.0 MIAX 0 x $0.00 - $0.01 x 3028 C2  Post-Earnings / SSR  Vega=$205 TSLA=218.66 Ref
  659. >>6000 RIVN Mar24 15.0 Puts $1.92 (CboeTheo=1.93)  BID  PHLX 15:40:33.651 IV=74.5% -0.5 GEMX 448 x $1.92 - $1.96 x 379 GEMX  SPREAD/CROSS/TIED   SSR  Vega=$22k RIVN=17.14 Ref
  660. >>6000 DOW Nov23 47.5 Puts $0.84 (CboeTheo=0.83)  ASK  PHLX 15:40:46.574 IV=31.2% -0.4 EMLD 183 x $0.82 - $0.84 x 105 MRX  SPREAD/CROSS/TIED - OPENING  Vega=$29k DOW=49.44 Ref
  661. SPLIT TICKET:
    >>1318 VIX Nov23 15th 19.0 Puts $1.48 (CboeTheo=1.45)  BID  [CBOE] 15:42:03.111 IV=100.8% +4.9 CBOE 318 x $1.48 - $1.49 x 4511 CBOE Vega=$2671 VIX=20.47 Fwd
  662. >>3000 PFE Feb24 29.0 Puts $1.18 (CboeTheo=1.21)  BID  PHLX 15:42:25.792 IV=29.3% -0.7 CBOE 2114 x $1.18 - $1.24 x 579 MPRL  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$19k PFE=31.14 Ref
  663. >>1000 VIX Nov23 15th 17.0 Puts $0.59 (CboeTheo=0.57)  MID  CBOE 15:42:29.519 IV=90.0% +4.4 CBOE 1 x $0.58 - $0.60 x 9387 CBOE Vega=$1506 VIX=20.42 Fwd
  664. >>2000 X Dec23 30.0 Puts $1.20 (CboeTheo=1.07)  ASK  BOX 15:42:36.144 IV=43.2% +4.6 NOM 59 x $1.04 - $1.24 x 273 PHLX  CROSS  Vega=$8942 X=32.01 Ref
  665. >>2100 ABT Nov23 110 Puts $14.70 (CboeTheo=14.68)  ASK  PHLX 15:42:36.062 IV=31.2% +5.9 BOX 12 x $14.60 - $14.75 x 12 BOX  SPREAD/FLOOR - OPENING  Vega=$3486 ABT=95.32 Ref
  666. >>3009 MSFT Nov23 3rd 325 Calls $14.00 (CboeTheo=13.96)  BID  MPRL 15:43:01.408 IV=36.9% +1.5 MPRL 3009 x $14.00 - $14.15 x 47 BZX  OPENING  Vega=$76k MSFT=331.79 Ref
  667. SWEEP DETECTED:
    >>3019 MSFT Nov23 3rd 325 Calls $14.00 (CboeTheo=13.96)  BID  [MULTI] 15:43:01.408 IV=36.9% +1.5 MPRL 3009 x $14.00 - $14.15 x 47 BZX  OPENING  Vega=$77k MSFT=331.79 Ref
  668. >>5000 TOL Dec23 60.0 Puts $1.25 (CboeTheo=1.28)  ASK  EMLD 15:43:21.499 IV=44.8% -2.3 EDGX 239 x $1.20 - $1.25 x 5000 EMLD Vega=$36k TOL=69.16 Ref
  669. >>Unusual Volume AXP - 3x market weighted volume: 48.3k = 43.7k projected vs 14.5k adv, 56% calls, 17% of OI  Pre-Earnings  [AXP 149.59 -1.94 Ref, IV=30.1% +1.3]
  670. >>2000 NKE Nov23 97.5 Puts $0.90 (CboeTheo=0.88)  MID  AMEX 15:43:57.138 IV=26.6% +0.9 MPRL 31 x $0.88 - $0.91 x 140 C2  SPREAD/CROSS  Vega=$17k NKE=103.12 Ref
  671. >>2000 NKE Nov23 110 Calls $0.64 (CboeTheo=0.63)  MID  AMEX 15:43:57.138 IV=22.8% +1.1 EDGX 466 x $0.63 - $0.66 x 390 EDGX  SPREAD/CROSS - OPENING  Vega=$16k NKE=103.12 Ref
  672. >>2100 BMY Jan24 72.5 Puts $15.95 (CboeTheo=16.04)  BID  PHLX 15:44:35.419 NOM 88 x $15.90 - $16.10 x 35 BOX  FLOOR  Vega=$0 BMY=56.47 Ref
  673. >>2900 BMY Jan24 70.0 Puts $13.45 (CboeTheo=13.54)  BID  PHLX 15:44:35.419 NOM 88 x $13.40 - $13.60 x 55 BOX  FLOOR - OPENING  Vega=$0 BMY=56.47 Ref
  674. SPLIT TICKET:
    >>3300 BMY Jan24 72.5 Puts $15.968 (CboeTheo=16.04)  BID  [PHLX] 15:44:35.419 NOM 88 x $15.90 - $16.10 x 35 BOX  FLOOR  Vega=$0 BMY=56.47 Ref
  675. SWEEP DETECTED:
    >>Bearish Delta Impact 3251 QCOM Oct23 110 Calls $1.50 (CboeTheo=1.60)  BID  [MULTI] 15:45:01.507 IV=40.0% +0.4 ARCA 1781 x $1.50 - $1.55 x 74 EMLD
    Delta=66%, EST. IMPACT = 216k Shares ($23.9m) To Sell QCOM=110.95 Ref
  676. SPLIT TICKET:
    >>3000 VIX Nov23 15th 23.0 Calls $1.80 (CboeTheo=1.74)  ASK  [CBOE] 15:46:05.959 IV=121.6% +5.4 CBOE 1755 x $1.75 - $1.80 x 1098 CBOE Vega=$6548 VIX=20.58 Fwd
  677. >>2500 AAL Jan25 5.0 Puts $0.35 (CboeTheo=0.36)  Below Bid!  PHLX 15:46:41.242 IV=70.3% -0.1 MPRL 133 x $0.36 - $0.39 x 288 EDGX  FLOOR   Post-Earnings  Vega=$4026 AAL=11.46 Ref
  678. >>2500 AAL Jan25 5.0 Puts $0.36 (CboeTheo=0.36)  BID  PHLX 15:46:41.242 IV=70.9% +0.5 MPRL 133 x $0.36 - $0.39 x 288 EDGX  FLOOR   Post-Earnings  Vega=$4063 AAL=11.46 Ref
  679. SPLIT TICKET:
    >>5000 AAL Jan25 5.0 Puts $0.355 (CboeTheo=0.36)  Below Bid!  [PHLX] 15:46:41.242 IV=70.3% -0.1 MPRL 133 x $0.36 - $0.39 x 288 EDGX  FLOOR   Post-Earnings  Vega=$8053 AAL=11.46 Ref
  680. SWEEP DETECTED:
    >>2500 INTC Oct23 36.5 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 15:46:57.458 IV=42.2% -0.2 C2 1174 x $0.05 - $0.06 x 2912 GEMX Vega=$1000 INTC=35.56 Ref
  681. >>1447 SPX Dec23 4750 Calls $1.95 (CboeTheo=1.98)  ASK  CBOE 15:47:30.696 IV=12.8% +0.0 CBOE 2164 x $1.90 - $1.95 x 1449 CBOE Vega=$163k SPX=4296.96 Fwd
  682. SPLIT TICKET:
    >>1449 SPX Dec23 4750 Calls $1.95 (CboeTheo=1.98)  ASK  [CBOE] 15:47:30.696 IV=12.8% +0.0 CBOE 2164 x $1.90 - $1.95 x 1449 CBOE Vega=$163k SPX=4296.96 Fwd
  683. SPLIT TICKET:
    >>1050 SPX Jan24 4625 Calls $21.50 (CboeTheo=22.30)  Below Bid!  [CBOE] 15:48:02.806 IV=12.9% +0.1 CBOE 858 x $21.90 - $22.40 x 237 CBOE  LATE  Vega=$555k SPX=4321.83 Fwd
  684. SPLIT TICKET:
    >>1050 SPXW Oct23 31st 4150 Puts $19.65 (CboeTheo=18.61)  Above Ask!  [CBOE] 15:48:02.806 IV=21.4% +1.2 CBOE 114 x $18.40 - $18.70 x 105 CBOE  LATE  Vega=$236k SPX=4280.87 Fwd
  685. SPLIT TICKET:
    >>1050 SPXW Oct23 31st 4325 Calls $31.50 (CboeTheo=32.62)  Below Bid!  [CBOE] 15:48:02.806 IV=16.2% +0.4 CBOE 88 x $32.30 - $32.70 x 32 CBOE  LATE  Vega=$308k SPX=4280.87 Fwd
  686. SWEEP DETECTED:
    >>2500 NU Jan24 9.0 Calls $0.41 (CboeTheo=0.43)  BID  [MULTI] 15:48:21.834 IV=40.2% -1.3 MPRL 768 x $0.41 - $0.42 x 253 MPRL Vega=$3971 NU=8.23 Ref
  687. SWEEP DETECTED:
    >>4404 MARA Dec23 6.0 Puts $0.48 (CboeTheo=0.49)  BID  [MULTI] 15:48:43.198 IV=106.8% -0.7 EMLD 8794 x $0.48 - $0.49 x 1465 ARCA Vega=$3852 MARA=7.65 Ref
  688. >>3685 WULF Nov23 2.5 Calls $0.05 (CboeTheo=0.06)  ASK  ISE 15:49:01.808 IV=220.6% +4.0 MRX 0 x $0.00 - $0.05 x 1 ARCA  CROSS  Vega=$301 WULF=1.09 Ref
  689. SWEEP DETECTED:
    >>3494 AAPL Jan24 170 Puts $5.90 (CboeTheo=5.94)  BID  [MULTI] 15:48:57.748 IV=26.5% +0.5 PHLX 330 x $5.90 - $6.00 x 753 C2 Vega=$114k AAPL=175.45 Ref
  690. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $1.95 (CboeTheo=2.03)  BID  [CBOE] 15:49:11.258 IV=12.7% -0.1 CBOE 2205 x $1.95 - $2.15 x 2226 CBOE  ISO  Vega=$113k SPX=4301.12 Fwd
  691. SPLIT TICKET:
    >>1218 SPX Oct23 4000 Puts $0.196 (CboeTheo=0.12)  Above Ask!  [CBOE] 15:49:19.559 IV=57.7% +12.2 CBOE 163 x $0.10 - $0.15 x 97 CBOE  ISO  Vega=$3168 SPX=4278.91 Fwd
  692. >>2500 MS Mar24 60.0 Puts $1.35 (CboeTheo=1.39)  BID  PHLX 15:49:50.168 IV=33.5% -0.2 BOX 52 x $1.35 - $1.42 x 54 BOX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$27k MS=73.00 Ref
  693. >>3000 LYB Nov23 90.0 Puts $1.90 (CboeTheo=1.81)  ASK  PHLX 15:50:15.750 IV=31.1% +0.9 PHLX 280 x $1.65 - $1.95 x 11 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$29k LYB=92.78 Ref
  694. >>2000 VIX Nov23 15th 28.0 Calls $1.04 (CboeTheo=1.03)  MID  CBOE 15:50:53.351 IV=143.6% +5.4 CBOE 33 x $1.03 - $1.05 x 19k CBOE Vega=$3577 VIX=20.28 Fwd
  695. SPLIT TICKET:
    >>2033 VIX Nov23 15th 28.0 Calls $1.04 (CboeTheo=1.03)  MID  [CBOE] 15:50:53.351 IV=143.6% +5.4 CBOE 33 x $1.03 - $1.05 x 19k CBOE Vega=$3636 VIX=20.28 Fwd
  696. >>7500 TSLA Oct23 260 Puts $40.37 (CboeTheo=40.86)  BID  BOX 15:51:09.826 MIAX 7 x $40.35 - $41.20 x 7 MIAX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.15 Ref
  697. >>2500 TSLA Oct23 262.5 Puts $44.70 (CboeTheo=43.36)  ASK  BOX 15:51:09.826 IV=255.8% +151.2 MIAX 6 x $43.05 - $44.70 x 71 NOM  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$5233 TSLA=219.15 Ref
  698. >>6500 TSLA Oct23 270 Puts $52.20 (CboeTheo=50.86)  ASK  BOX 15:51:09.826 IV=284.1% +178.3 BXO 10 x $50.55 - $52.20 x 78 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$13k TSLA=219.15 Ref
  699. >>2000 TSLA Oct23 267.5 Puts $47.50 (CboeTheo=48.36)  BID  BOX 15:51:09.826 NOM 71 x $47.50 - $49.70 x 83 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.15 Ref
  700. >>5000 TSLA Oct23 265 Puts $45.50 (CboeTheo=45.86)  BID  BOX 15:51:09.826 MIAX 10 x $45.50 - $47.20 x 88 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.15 Ref
  701. >>2500 TSLA Oct23 265 Puts $45.51 (CboeTheo=45.86)  BID  BOX 15:51:09.826 MIAX 10 x $45.50 - $47.20 x 88 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.15 Ref
  702. >>4200 TSLA Oct23 275 Puts $55.25 (CboeTheo=55.86)  BID  BOX 15:51:09.826 NOM 64 x $55.25 - $57.20 x 83 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.15 Ref
  703. >>4200 TSLA Oct23 280 Puts $60.35 (CboeTheo=60.74)  BID  BOX 15:51:27.500 BXO 8 x $60.35 - $62.20 x 83 BZX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 TSLA=219.26 Ref
  704. SPLIT TICKET:
    >>2000 VIX Nov23 15th 23.0 Calls $1.79 (CboeTheo=1.70)  Above Ask!  [CBOE] 15:51:37.740 IV=126.5% +10.3 CBOE 5559 x $1.66 - $1.71 x 4382 CBOE  FLOOR  Vega=$4300 VIX=20.32 Fwd
  705. >>2000 NVDA Oct23 455 Puts $32.75 (CboeTheo=33.11)  Below Bid!  BOX 15:51:43.556 BZX 28 x $32.80 - $33.85 x 28 MPRL  SPREAD/FLOOR  Vega=$0 NVDA=421.89 Ref
  706. >>3000 NVDA Oct23 460 Puts $37.70 (CboeTheo=38.11)  Below Bid!  BOX 15:51:43.556 ARCA 38 x $37.75 - $39.30 x 28 MPRL  SPREAD/FLOOR  Vega=$0 NVDA=421.89 Ref
  707. SPLIT TICKET:
    >>1004 SPXW Oct23 31st 4510 Calls $0.90 (CboeTheo=0.83)  ASK  [CBOE] 15:51:19.310 IV=13.7% +0.9 CBOE 41 x $0.85 - $0.90 x 42 CBOE Vega=$49k SPX=4290.13 Fwd
  708. SWEEP DETECTED:
    >>2294 TSLA Oct23 265 Calls $0.03 (CboeTheo=0.01)  ASK  [MULTI] 15:51:48.265 IV=140.2% +35.1 ARCA 2160 x $0.01 - $0.03 x 399 BXO  Post-Earnings / SSR  Vega=$458 TSLA=219.24 Ref
  709. SWEEP DETECTED:
    >>Bullish Delta Impact 1579 FLR Oct23 35.0 Puts $0.20 (CboeTheo=0.24)  BID  [MULTI] 15:51:47.656 IV=43.6% -0.1 AMEX 459 x $0.20 - $0.25 x 36 BXO  ISO 
    Delta=-36%, EST. IMPACT = 57k Shares ($2.00m) To Buy FLR=35.28 Ref
  710. >>2570 MRNA Jan24 130 Puts $47.75 (CboeTheo=47.98)  BID  PHLX 15:52:07.898 NOM 31 x $47.55 - $48.05 x 2 ARCA  FLOOR   52WeekLow  Vega=$0 MRNA=82.02 Ref
  711. >>2340 BAC Oct23 27.0 Calls $0.20 (CboeTheo=0.20)  ASK  CBOE 15:52:22.607 IV=35.2% -2.7 EMLD 100 x $0.19 - $0.20 x 3537 CBOE Vega=$1337 BAC=26.98 Ref
  712. >>2367 BAC Oct23 27.0 Calls $0.20 (CboeTheo=0.20)  ASK  PHLX 15:52:22.607 IV=35.2% -2.7 EMLD 100 x $0.19 - $0.20 x 3537 CBOE Vega=$1352 BAC=26.98 Ref
  713. SWEEP DETECTED:
    >>4463 INTC Jan24 40.0 Calls $1.24 (CboeTheo=1.26)  BID  [MULTI] 15:52:25.693 IV=36.8% +0.1 EDGX 1207 x $1.24 - $1.28 x 590 EDGX Vega=$29k INTC=35.68 Ref
  714. SWEEP DETECTED:
    >>6618 BAC Oct23 27.0 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 15:52:22.607 IV=35.2% -2.7 EMLD 100 x $0.19 - $0.20 x 3537 CBOE Vega=$3780 BAC=26.98 Ref
  715. SPLIT TICKET:
    >>2000 SPXW Oct23 3925 Puts $0.15 (CboeTheo=0.18)  MID  [CBOE] 15:52:57.978 IV=62.3% +9.2 CBOE 457 x $0.10 - $0.20 x 303 CBOE  FLOOR - OPENING  Vega=$5016 SPX=4283.07 Fwd
  716. SWEEP DETECTED:
    >>4035 NU Oct23 8.0 Calls $0.28 (CboeTheo=0.41)  ASK  [MULTI] 15:53:08.066 IV=70.6% +0.2 C2 139 x $0.25 - $0.28 x 355 CBOE Vega=$504 NU=8.24 Ref
  717. SPLIT TICKET:
    >>4000 TSLA Oct23 287.5 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:54:21.248 IV=172.2% +56.1 C2 0 x $0.00 - $0.01 x 6915 C2  Post-Earnings / SSR  Vega=$274 TSLA=219.74 Ref
  718. SPLIT TICKET:
    >>2915 TSLA Oct23 287.5 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:54:23.649 IV=172.3% +56.3 PHLX 0 x $0.00 - $0.01 x 2915 C2  Post-Earnings / SSR  Vega=$199 TSLA=219.68 Ref
  719. TRADE CXLD:
    >>2385 RIVN Jan25 17.5 Puts $5.00 (CboeTheo=5.04)  BID  PHLX 15:14:19.201 IV=72.3% -0.7 BZX 45 x $5.00 - $5.10 x 107 EDGX  FLOOR - COMPLEX   SSR  Vega=$16k RIVN=17.16 Ref
  720. SWEEP DETECTED:
    >>3030 RDFN May24 4.0 Puts $0.75 (CboeTheo=0.67)  Above Ask!  [MULTI] 15:56:00.710 IV=90.8% +2.1 BOX 19 x $0.65 - $0.70 x 20 EMLD  OPENING  Vega=$3579 RDFN=5.07 Ref
  721. >>4134 Z Oct23 41.5 Puts $2.04 (CboeTheo=2.05)  BID  PHLX 15:56:39.632 IV=53.3% +3.4 MPRL 48 x $1.98 - $2.18 x 6 MPRL  COB/AUCTION  Vega=$674 Z=39.47 Ref
  722. >>4134 Z Oct23 40.0 Puts $0.81 (CboeTheo=0.68)  ASK  PHLX 15:56:39.632 IV=60.7% +6.6 BXO 11 x $0.70 - $0.84 x 9 MPRL  COB/AUCTION - OPENING  Vega=$3196 Z=39.47 Ref
  723. SWEEP DETECTED:
    >>2077 ET Nov23 24th 14.5 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 15:56:58.770 IV=18.2% -4.1 ARCA 84 x $0.10 - $0.12 x 39 BZX  OPENING   52WeekHigh  Vega=$2726 ET=14.04 Ref
  724. SWEEP DETECTED:
    >>4076 TSLA Oct23 290 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:57:05.550 IV=176.0% +58.9 C2 0 x $0.00 - $0.01 x 13k C2  Post-Earnings / SSR  Vega=$274 TSLA=220.25 Ref
  725. SPLIT TICKET:
    >>4000 TSLA Oct23 290 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:57:07.823 IV=175.7% +58.6 AMEX 0 x $0.00 - $0.01 x 8758 C2  Post-Earnings / SSR  Vega=$269 TSLA=220.34 Ref
  726. SWEEP DETECTED:
    >>4090 WBD Oct23 27th 9.5 Puts $0.06 (CboeTheo=0.08)  BID  [MULTI] 15:57:21.735 IV=56.9% -8.5 EMLD 1283 x $0.06 - $0.08 x 1992 EMLD  ISO  Vega=$1359 WBD=10.38 Ref
  727. >>5000 CCL Jun24 10.0 Puts $1.20 (CboeTheo=1.17)  MID  ISE 15:58:02.701 IV=56.5% +0.8 EMLD 268 x $1.17 - $1.22 x 410 AMEX  SPREAD/CROSS/TIED  Vega=$16k CCL=11.37 Ref
  728. >>4000 LVS Oct23 47.0 Calls $0.11 (CboeTheo=0.12)  MID  CBOE 15:58:52.972 IV=45.9% -36.9 CBOE 945 x $0.09 - $0.13 x 1009 EMLD  SPREAD/LEGGED/FLOOR   Post-Earnings  Vega=$2604 LVS=45.97 Ref
  729. >>4000 LVS Nov23 47.0 Puts $2.41 (CboeTheo=2.42)  MID  CBOE 15:58:52.972 IV=35.1% -3.6 CBOE 109 x $2.38 - $2.44 x 80 GEMX  SPREAD/LEGGED/FLOOR - OPENING   Post-Earnings  Vega=$20k LVS=45.97 Ref
  730. >>4000 LVS Nov23 47.0 Calls $1.36 (CboeTheo=1.37)  MID  CBOE 15:58:53.042 IV=35.1% -3.6 CBOE 163 x $1.33 - $1.39 x 672 CBOE  SPREAD/LEGGED/FLOOR - OPENING   Post-Earnings  Vega=$20k LVS=45.97 Ref
  731. >>3000 LVS Oct23 47.0 Puts $1.16 (CboeTheo=1.15)  MID  CBOE 15:58:53.042 IV=48.4% -35.9 CBOE 15 x $1.13 - $1.18 x 19 C2  SPREAD/LEGGED/FLOOR   Post-Earnings  Vega=$2035 LVS=45.97 Ref
  732. SWEEP DETECTED:
    >>3010 MSFT Nov23 3rd 325 Calls $13.95 (CboeTheo=13.91)  BID  [MULTI] 15:59:00.078 IV=37.2% +1.7 BZX 301 x $13.95 - $14.10 x 51 PHLX  OPENING  Vega=$77k MSFT=331.60 Ref
  733. >>1370 VIX Nov23 15th 32.0 Calls $0.80 (CboeTheo=0.81)  BID  CBOE 15:59:43.189 IV=155.6% +2.1 CBOE 8545 x $0.79 - $0.84 x 6268 CBOE Vega=$2137 VIX=20.55 Fwd
  734. SPLIT TICKET:
    >>1514 VIX Nov23 15th 32.0 Calls $0.80 (CboeTheo=0.81)  ASK  [CBOE] 15:59:43.189 IV=155.6% +2.1 CBOE 8545 x $0.79 - $0.80 x 1370 CBOE Vega=$2362 VIX=20.55 Fwd
  735. SWEEP DETECTED:
    >>4018 TSLA Oct23 290 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:59:34.594 IV=175.9% +58.8 C2 0 x $0.00 - $0.01 x 11k C2  Post-Earnings / SSR  Vega=$270 TSLA=220.31 Ref
  736. SWEEP DETECTED:
    >>2000 NU Jan24 9.0 Calls $0.40 (CboeTheo=0.41)  BID  [MULTI] 15:59:44.277 IV=40.1% -1.3 ISE 500 x $0.40 - $0.42 x 74 ARCA Vega=$3155 NU=8.23 Ref
  737. SPLIT TICKET:
    >>4000 TSLA Oct23 290 Calls $0.01 (CboeTheo=0.01)  ASK  [C2] 15:59:40.030 IV=176.2% +59.1 BOX 0 x $0.00 - $0.01 x 7276 C2  Post-Earnings / SSR  Vega=$268 TSLA=220.21 Ref
  738. SPLIT TICKET:
    >>1500 VIX Nov23 15th 160 Calls $0.05 (CboeTheo=0.04)  ASK  [CBOE] 16:00:13.406 IV=286.2% +11.2 CBOE 1007 x $0.03 - $0.05 x 1 CBOE  OPENING  Vega=$255 VIX=20.55 Fwd
  739. >>1000 VIX Nov23 15th 17.0 Puts $0.56 (CboeTheo=0.55)  BID  CBOE 16:03:13.522 IV=92.5% +6.9 CBOE 1004 x $0.56 - $0.57 x 8468 CBOE Vega=$1462 VIX=20.78 Fwd
  740. SPLIT TICKET:
    >>1004 VIX Nov23 15th 17.0 Puts $0.56 (CboeTheo=0.55)  BID  [CBOE] 16:03:13.522 IV=92.5% +6.9 CBOE 1004 x $0.56 - $0.57 x 8468 CBOE Vega=$1467 VIX=20.78 Fwd
  741. SPLIT TICKET:
    >>1066 SPX Dec23 4310 Calls $112.50 (CboeTheo=109.22)  Above Ask!  [CBOE] 16:04:53.654 IV=17.9% +1.0 CBOE 73 x $108.40 - $109.50 x 73 CBOE  LATE  Vega=$714k SPX=4294.61 Fwd
  742. SPLIT TICKET:
    >>2600 SPX Jan24 4250 Puts $117.46 (CboeTheo=123.35)  Below Bid!  [CBOE] 16:04:53.654 IV=17.5% -0.2 CBOE 129 x $122.60 - $124.00 x 129 CBOE  LATE  Vega=$2.16m SPX=4315.28 Fwd
  743. SPLIT TICKET:
    >>1066 SPX Dec23 4310 Puts $118.50 (CboeTheo=124.47)  Below Bid!  [CBOE] 16:04:53.772 IV=16.5% -0.3 CBOE 15 x $123.70 - $124.90 x 15 CBOE  LATE  Vega=$714k SPX=4294.61 Fwd
  744. SPLIT TICKET:
    >>1060 VIX Nov23 15th 25.0 Calls $1.50 (CboeTheo=1.50)  ASK  [CBOE] 16:05:23.775 IV=130.6% +4.7 CBOE 19k x $1.49 - $1.50 x 513 CBOE Vega=$2224 VIX=20.73 Fwd
  745. >>1000 VIX Nov23 15th 17.0 Puts $0.55 (CboeTheo=0.55)  MID  CBOE 16:07:37.818 IV=91.8% +6.2 CBOE 13k x $0.53 - $0.58 x 29k CBOE  AUCTION  Vega=$1455 VIX=20.78 Fwd
  746. >>4000 SPX Oct23 4000 Puts $0.20 (CboeTheo=0.19)  ASK  CBOE 16:11:27.577 IV=58.8% +13.3 CBOE 1091 x $0.10 - $0.20 x 72 CBOE  FLOOR  Vega=$13k SPX=4271.54 Fwd
  747. SPLIT TICKET:
    >>2289 VIX Dec23 20th 16.0 Puts $0.52 (CboeTheo=0.55)  ASK  [CBOE] 16:15:31.509 IV=69.7% +0.5 CBOE 0 x $0.00 - $0.57 x 8028 CBOE  EXTEND  Vega=$4517 VIX=20.68 Fwd
  748. >>2000 NVDA Jan25 395 Puts $56.60 (CboeTheo=60.14)  Below Bid!  ISE 16:21:04.023 IV=44.5% -2.0 PHLX 97 x $59.75 - $60.50 x 105 ARCA  LATE - OPENING  Vega=$333k NVDA=420.20 Ref
  749. >>2220 VIX Dec23 20th 14.5 Puts $0.15 (CboeTheo=0.17)  BID  CBOE 16:29:51.416 IV=60.6% -2.1 CBOE 988 x $0.15 - $0.19 x 2997 CBOE  EXTEND  Vega=$2314 VIX=20.63 Fwd
  750. SPLIT TICKET:
    >>3000 VIX Dec23 20th 14.5 Puts $0.15 (CboeTheo=0.17)  BID  [CBOE] 16:29:51.416 IV=60.6% -2.1 CBOE 988 x $0.15 - $0.19 x 2997 CBOE  EXTEND  Vega=$3127 VIX=20.63 Fwd
  751. >>1000 SPXW Oct23 3200 Puts $0.05 (CboeTheo=0.06)  BID  CBOE 16:36:42.014 IV=173.0% +53.9 CBOE 2375 x $0.05 - $0.10 x 304 CBOE  EXTEND  Vega=$400 SPX=4271.61 Fwd
  752. >>1375 SPXW Oct23 3200 Puts $0.05 (CboeTheo=0.06)  MID  CBOE 16:36:44.285 IV=173.0% +53.9 CBOE 0 x $0.00 - $0.10 x 304 CBOE  EXTEND  Vega=$550 SPX=4271.61 Fwd
  753. SPLIT TICKET:
    >>1250 SPXW Oct23 3200 Puts $0.05 (CboeTheo=0.06)  BID  [CBOE] 16:39:26.761 IV=173.2% +54.0 CBOE 3716 x $0.05 - $0.10 x 260 CBOE  EXTEND  Vega=$500 SPX=4271.31 Fwd
  754. >>1500 SPXW Oct23 3200 Puts $0.05 (CboeTheo=0.06)  BID  CBOE 16:39:34.125 IV=173.2% +54.1 CBOE 716 x $0.05 - $0.10 x 260 CBOE  EXTEND  Vega=$600 SPX=4271.31 Fwd

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