OPTION FLOW 10/20/2023

byFRANKTRADEZ •
0

 

  1. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 3300 Puts $0.05 (CboeTheo=0.04)  ASK  [CBOE] 08:45:46.454 IV=84.1% +5.7 CBOE 0 x $0.00 - $0.05 x 680 CBOE Vega=$838 SPX=4264.54 Fwd
  2. >>Market Color AMZN - Most profitable opening equity option purchase made in the prior session was a buy of 2438 Amazon 10/20 128 puts for $0.25 at 10:16 when underlying shares were trading $132.01. These puts closed near $0.93 for mark-to-market profit of 273%, or $166K on the $61K outlay. AMZN shares closed up 0.27 at $128.4  [AMZN 128.40 +0.27 Ref]
  3. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-10-19. Data sourced from datashop.cboe.com shows the at-the-money (4325 strike) straddle was trading near $31.20 on Thursday morning when the underlying SPX index was near 4322.01. The index closed at 4278.00 resulting in a final value of $47.00 for this put and call pair, suggesting a net gain of $15.80 for a long straddle position held into the close.)
  4. >>Market Color IEF - Rev/Con recap for Oct 19th. 260,926 contracts traded Thursday in reverse/conversion spreads on 84 underlying securities. 13.1m underlying shares were involved with total notional value of $2.05b. Rev/Con volume leaders included IEF, AAPL, BAC, IWM and TSLA with implied borrow rates ranging from -52.55% (SIRI) to 24.2% (NVDA).  #revcon
  5. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for October 20, 2023. 169 trades were executed in VIX overnight, totaling 32796 contracts. (Autocolor  #gth
  6. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for October 20, 2023. 16282 trades were executed in SPX overnight, totaling 95734 contracts.  #gth
  7. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    MARA $8.27 +0.56 +7.26%,
    RIOT $9.24 +0.42 +4.76%,
    COIN $74.94 +1.84 +2.52%,
    GM $29.89 +0.57 +1.94%,
    T $15.50 +0.24 +1.57%,

    while the biggest losers include:
    ENPH $100.22 -15.69 (-13.54%),
    PLUG $6.25 -0.30 (-4.57%),
    CGC $0.52 -0.02 (-3.71%),
    VALE $12.36 -0.40 (-3.13%),
    ORCL $105.10 -3.24 (-2.99%),
    (
  8. >>Unusual Volume NFLX - 4x market weighted volume: 57.9k = 810.4k projected vs 183.4k adv, 54% calls, 6% of OI [NFLX 407.98 +6.21 Ref]
  9. >>Unusual Volume OSTK - 11x market weighted volume: 6972 = 97.6k projected vs 8300 adv, 90% calls, 5% of OI [OSTK 15.65 -0.41 Ref]
  10. >>Unusual Volume ENPH - 6x market weighted volume: 23.6k = 330.4k projected vs 52.8k adv, 55% calls, 7% of OI [ENPH 99.91 -15.99 Ref]
  11. >>Unusual Volume FSLR - 5x market weighted volume: 7032 = 98.4k projected vs 16.9k adv, 80% puts, 2% of OI [FSLR 151.84 -0.13 Ref]
  12. >>Unusual Volume ISRG - 14x market weighted volume: 6434 = 90.1k projected vs 6114 adv, 63% puts, 7% of OI  Post-Earnings  [ISRG 261.80 -11.65 Ref]
  13. >>Unusual Volume AXP - 8x market weighted volume: 9523 = 133.3k projected vs 15.9k adv, 63% calls, 3% of OI  Post-Earnings  [AXP 146.28 -3.33 Ref]
  14. SPLIT TICKET:
    >>1000 NANOS Oct23 426 Puts $1.22 (CboeTheo=0.53)  ASK  [CBOE] 09:30:05.349 IV=37.2% +14.8 CBOE 0 x $0.00 - $1.31 x 1000 CBOE  OPENING  Vega=$46 NANOS=427.28 Fwd
  15. >>Unusual Volume SEDG - 17x market weighted volume: 13.7k = 191.9k projected vs 11.1k adv, 52% calls, 9% of OI [SEDG 79.25 -34.73 Ref]
  16. >>Unusual Volume PYPL - 3x market weighted volume: 23.5k = 328.5k projected vs 107.1k adv, 58% calls, 2% of OI [PYPL 53.94 -0.87 Ref]
  17. >>Unusual Volume FUTU - 7x market weighted volume: 5468 = 76.5k projected vs 9651 adv, 98% puts, 4% of OI [FUTU 57.91 -0.52 Ref]
  18. >>Unusual Volume MARA - 3x market weighted volume: 28.2k = 394.7k projected vs 131.4k adv, 92% calls, 3% of OI [MARA 8.18 +0.47 Ref]
  19. SWEEP DETECTED:
    >>Bearish Delta Impact 4000 OSTK Dec23 22.5 Calls $0.594 (CboeTheo=0.72)  Below Bid!  [MULTI] 09:31:21.903 IV=92.3% -5.1 PHLX 568 x $0.60 - $0.85 x 566 EDGX  ISO 
    Delta=22%, EST. IMPACT = 88k Shares ($1.38m) To Sell OSTK=15.74 Ref
  20. >>2500 SIRI Oct23 27th 4.5 Puts $0.20 (CboeTheo=0.20)  MID  BOX 09:31:11.223 IV=73.6% +2.7 PHLX 2750 x $0.13 - $0.28 x 123 CBOE  AUCTION  Vega=$630 SIRI=4.50 Ref
  21. SPLIT TICKET:
    >>1500 VIX Dec23 20th 13.0 Puts $0.04 (CboeTheo=0.05)  ASK  [CBOE] 09:31:56.500 IV=59.0% -2.0 CBOE 19k x $0.01 - $0.04 x 7665 CBOE Vega=$637 VIX=20.67 Fwd
  22. >>3431 BAC Oct23 27.0 Calls $0.11 (CboeTheo=0.11)  ASK  MPRL 09:34:02.716 IV=55.6% -87.4 MPRL 1954 x $0.10 - $0.11 x 3470 MPRL Vega=$988 BAC=26.86 Ref
  23. SPLIT TICKET:
    >>1866 VIX Dec23 20th 25.0 Calls $2.002 (CboeTheo=1.98)  Above Ask!  [CBOE] 09:33:32.664 IV=104.2% +1.8 CBOE 2034 x $1.95 - $2.00 x 509 CBOE Vega=$6029 VIX=20.58 Fwd
  24. SWEEP DETECTED:
    >>6850 BAC Oct23 27.0 Calls $0.105 (CboeTheo=0.10)  Above Ask!  [MULTI] 09:34:02.590 IV=54.6% -88.3 C2 1437 x $0.09 - $0.10 x 1677 C2 Vega=$1937 BAC=26.84 Ref
  25. >>Unusual Volume SLB - 3x market weighted volume: 5051 = 56.1k projected vs 18.7k adv, 62% calls, 2% of OI  Post-Earnings  [SLB 57.59 -2.38 Ref]
  26. >>Unusual Volume V - 3x market weighted volume: 6019 = 60.8k projected vs 20.3k adv, 82% calls, 2% of OI [V 234.88 +1.07 Ref]
  27. >>Unusual Volume X - 3x market weighted volume: 9410 = 95.1k projected vs 30.6k adv, 95% calls, 2% of OI [X 31.77 -0.26 Ref]
  28. >>2276 SIRI Oct23 27th 4.5 Puts $0.20 (CboeTheo=0.22)  BID  BOX 09:37:26.513 IV=65.5% -5.3 CBOE 2063 x $0.19 - $0.25 x 39 MPRL  AUCTION  Vega=$565 SIRI=4.46 Ref
  29. SPLIT TICKET:
    >>1885 VIX Nov23 15th 40.0 Calls $0.50 (CboeTheo=0.52)  BID  [CBOE] 09:36:50.254 IV=180.2% +0.1 CBOE 2891 x $0.50 - $0.54 x 20k CBOE Vega=$2123 VIX=20.47 Fwd
  30. SWEEP DETECTED:
    >>2407 ROKU Nov23 100 Calls $0.11 (CboeTheo=0.10)  ASK  [MULTI] 09:37:50.815 IV=80.6% +2.3 C2 111 x $0.10 - $0.11 x 1818 MPRL  AUCTION - OPENING  Vega=$2324 ROKU=62.05 Ref
  31. SWEEP DETECTED:
    >>5000 BAC Dec23 25.0 Puts $0.597 (CboeTheo=0.59)  Above Ask!  [MULTI] 09:37:59.915 IV=31.2% -0.3 C2 1511 x $0.58 - $0.59 x 52 BXO Vega=$17k BAC=26.71 Ref
  32. SPLIT TICKET:
    >>3000 VIX Nov23 15th 22.0 Calls $1.92 (CboeTheo=1.97)  BID  [CBOE] 09:37:27.691 IV=117.3% -2.3 CBOE 700 x $1.92 - $1.96 x 1779 CBOE Vega=$6484 VIX=20.43 Fwd
  33. SWEEP DETECTED:
    >>7988 MPW Oct23 4.5 Puts $0.03 (CboeTheo=0.24)  BID  [MULTI] 09:38:11.854 IV=129.2% -8.9 C2 4462 x $0.03 - $0.05 x 2 EMLD  52WeekLow  Vega=$349 MPW=4.58 Ref
  34. >>2167 RF Nov23 12.0 Puts $0.09 (CboeTheo=0.08)  ASK  MRX 09:38:50.061 IV=54.4% -13.9 ARCA 0 x $0.00 - $0.10 x 592 CBOE  AUCTION   Post-Earnings / SSR  Vega=$1376 RF=14.57 Ref
  35. >>Unusual Volume HAL - 6x market weighted volume: 7897 = 73.0k projected vs 12.0k adv, 81% puts, 3% of OI [HAL 41.99 -1.27 Ref]
  36. >>Unusual Volume CSCO - 3x market weighted volume: 15.2k = 134.6k projected vs 39.8k adv, 93% calls, 2% of OI [CSCO 53.35 +0.03 Ref]
  37. SWEEP DETECTED:
    >>2382 AAPL Nov23 3rd 172.5 Puts $3.40 (CboeTheo=3.36)  ASK  [MULTI] 09:39:53.988 IV=34.1% +0.7 C2 600 x $3.30 - $3.40 x 560 C2  OPENING  Vega=$32k AAPL=174.99 Ref
  38. SPLIT TICKET:
    >>1936 VIX Dec23 20th 25.0 Calls $1.96 (CboeTheo=1.93)  ASK  [CBOE] 09:40:31.291 IV=104.2% +1.8 CBOE 1087 x $1.91 - $1.96 x 14k CBOE Vega=$6208 VIX=20.48 Fwd
  39. SWEEP DETECTED:
    >>3543 BAC Oct23 27.0 Puts $0.361 (CboeTheo=0.38)  Below Bid!  [MULTI] 09:41:43.455 IV=49.4% +49.4 C2 913 x $0.37 - $0.39 x 509 C2 Vega=$708 BAC=26.66 Ref
  40. >>3225 NEE Jan24 60.0 Calls $1.07 (CboeTheo=1.05)  ASK  PHLX 09:41:35.588 IV=32.1% -3.6 PHLX 616 x $1.00 - $1.10 x 17 MPRL  AUCTION - OPENING  Vega=$26k NEE=52.55 Ref
  41. SPLIT TICKET:
    >>1200 SPXW Nov23 30th 4350 Calls $64.40 (CboeTheo=65.14)  Below Bid!  [CBOE] 09:43:26.889 IV=15.6% -0.4 CBOE 8 x $64.90 - $65.40 x 8 CBOE  LATE  Vega=$671k SPX=4292.36 Fwd
  42. SWEEP DETECTED:
    >>2052 BABA Oct23 27th 82.0 Calls $0.95 (CboeTheo=0.99)  BID  [MULTI] 09:43:13.681 IV=34.9% -6.4 EDGX 331 x $0.95 - $1.02 x 149 EDGX  ISO - OPENING  Vega=$8750 BABA=80.40 Ref
  43. SPLIT TICKET:
    >>4500 SPXW Oct23 31st 4200 Puts $26.50 (CboeTheo=25.16)  Above Ask!  [CBOE] 09:44:28.193 IV=19.3% -0.7 CBOE 14 x $25.10 - $25.50 x 38 CBOE  LATE  Vega=$1.16m SPX=4278.02 Fwd
  44. SWEEP DETECTED:
    >>6085 AAPL Dec23 1st 185 Calls $2.434 (CboeTheo=2.49)  Below Bid!  [MULTI] 09:44:07.562 IV=24.1% -0.1 MPRL 77 x $2.47 - $2.51 x 32 ARCA  OPENING  Vega=$125k AAPL=175.19 Ref
  45. >>2000 TSLA Dec23 1st 205 Puts $9.10 (CboeTheo=9.22)  BID  ARCA 09:39:53.661 IV=51.0% -0.2 BXO 17 x $9.05 - $9.35 x 43 BOX  CROSS - OPENING   SSR  Vega=$54k TSLA=216.40 Ref
  46. >>Market Color TDOC - Bullish option flow detected in Teladoc (18.64 +0.50) with 3,252 calls trading (3x expected) and implied vol increasing almost 2 points to 79.58%. . The Put/Call Ratio is 0.35. Earnings are expected on 10/24.  [TDOC 18.64 +0.50 Ref, IV=79.6% +2.0] #Bullish
  47. SWEEP DETECTED:
    >>2639 GM Oct23 30.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 09:45:59.991 IV=83.9% +32.5 C2 2554 x $0.03 - $0.04 x 1638 C2  OPENING  Vega=$436 GM=29.66 Ref
  48. >>Unusual Volume W - 3x market weighted volume: 9204 = 63.6k projected vs 20.7k adv, 90% puts, 3% of OI [W 45.13 +1.37 Ref, IV=95.7% +1.0]
  49. >>2700 BAC Oct23 27.0 Puts $0.42 (CboeTheo=0.42)  MID  AMEX 09:46:42.503 IV=54.3% +54.3 C2 95 x $0.40 - $0.44 x 112 C2  AUCTION  Vega=$512 BAC=26.61 Ref
  50. >>3258 SPXW Oct23 31st 4200 Puts $24.50 (CboeTheo=26.05)  Below Bid!  CBOE 09:46:26.767 IV=18.3% -1.7 CBOE 105 x $25.80 - $26.10 x 14 CBOE  FLOOR  Vega=$833k SPX=4276.02 Fwd
  51. SPLIT TICKET:
    >>5258 SPXW Oct23 31st 4200 Puts $24.50 (CboeTheo=26.05)  Below Bid!  [CBOE] 09:46:26.767 IV=18.3% -1.7 CBOE 105 x $25.80 - $26.10 x 14 CBOE  FLOOR  Vega=$1.34m SPX=4276.02 Fwd
  52. >>6250 TFC Oct23 27.0 Puts $0.05 (CboeTheo=0.06)  BID  ARCA 09:49:33.412 IV=78.5% +1.7 C2 176 x $0.05 - $0.10 x 226 C2  FLOOR  Vega=$1156 TFC=27.59 Ref
  53. >>2964 AAPL Oct23 27th 180 Calls $0.70 (CboeTheo=0.70)  ASK  NOM 09:47:37.669 IV=23.2% -6.4 MPRL 16 x $0.69 - $0.70 x 2964 NOM Vega=$22k AAPL=175.15 Ref
  54. SWEEP DETECTED:
    >>2970 AAPL Oct23 27th 180 Calls $0.70 (CboeTheo=0.70)  ASK  [MULTI] 09:47:37.669 IV=23.2% -6.4 MPRL 16 x $0.69 - $0.70 x 2964 NOM Vega=$22k AAPL=175.15 Ref
  55. >>3125 WFC Dec23 1st 37.0 Puts $0.47 (CboeTheo=0.47)  BID  PHLX 09:49:04.961 IV=31.5% -0.3 C2 73 x $0.46 - $0.51 x 110 ARCA  AUCTION - OPENING  Vega=$12k WFC=40.56 Ref
  56. >>3124 WFC Dec23 1st 37.0 Puts $0.47 (CboeTheo=0.47)  BID  PHLX 09:49:04.961 IV=31.5% -0.3 C2 73 x $0.46 - $0.51 x 110 ARCA  AUCTION - OPENING  Vega=$12k WFC=40.56 Ref
  57. SPLIT TICKET:
    >>6249 WFC Dec23 1st 37.0 Puts $0.47 (CboeTheo=0.47)  BID  [PHLX] 09:49:04.961 IV=31.5% -0.3 C2 73 x $0.46 - $0.51 x 110 ARCA  AUCTION - OPENING  Vega=$23k WFC=40.56 Ref
  58. >>3660 SLB Nov23 24th 52.0 Puts $0.57 (CboeTheo=0.71)  BID  BOX 09:48:47.512 IV=36.6% -5.3 EDGX 205 x $0.46 - $0.76 x 15 GEMX  FLOOR - OPENING   Post-Earnings  Vega=$16k SLB=57.64 Ref
  59. SWEEP DETECTED:
    >>2135 CSCO Dec23 57.5 Calls $0.583 (CboeTheo=0.60)  ASK  [MULTI] 09:51:31.547 IV=21.8% -0.3 EDGX 55 x $0.54 - $0.59 x 21 BZX Vega=$14k CSCO=53.33 Ref
  60. SPLIT TICKET:
    >>2158 VIX Nov23 15th 22.0 Calls $1.90 (CboeTheo=1.93)  BID  [CBOE] 09:49:43.842 IV=116.4% -3.2 CBOE 361 x $1.90 - $1.94 x 1061 CBOE Vega=$4662 VIX=20.42 Fwd
  61. SWEEP DETECTED:
    >>2900 BAC Dec23 25.0 Puts $0.60 (CboeTheo=0.60)  ASK  [MULTI] 09:49:45.827 IV=31.4% -0.2 C2 343 x $0.59 - $0.60 x 400 C2 Vega=$10k BAC=26.70 Ref
  62. >>4849 HAL Nov23 24th 37.0 Puts $0.42 (CboeTheo=0.42)  MID  MIAX 09:51:55.598 IV=42.7% -0.8 EDGX 121 x $0.39 - $0.45 x 174 CBOE  AUCTION - OPENING  Vega=$14k HAL=42.13 Ref
  63. >>7278 CSCO Dec23 57.5 Calls $0.57 (CboeTheo=0.61)  BID  PHLX 09:53:29.499 IV=21.4% -0.7 EDGX 485 x $0.56 - $0.62 x 72 EMLD  FLOOR  Vega=$47k CSCO=53.37 Ref
  64. >>7278 CSCO Dec23 57.5 Calls $0.58 (CboeTheo=0.61)  BID  PHLX 09:53:29.499 IV=21.6% -0.6 EDGX 485 x $0.56 - $0.62 x 72 EMLD  FLOOR  Vega=$47k CSCO=53.37 Ref
  65. SPLIT TICKET:
    >>14556 CSCO Dec23 57.5 Calls $0.575 (CboeTheo=0.61)  BID  [PHLX] 09:53:29.499 IV=21.4% -0.7 EDGX 485 x $0.56 - $0.62 x 72 EMLD  FLOOR - OPENING  Vega=$93k CSCO=53.37 Ref
  66. SWEEP DETECTED:
    >>Bullish Delta Impact 702 XAIR Nov23 2.5 Calls $0.25 (CboeTheo=0.27)  ASK  [MULTI] 09:51:04.758 IV=127.1% -6.8 BOX 6 x $0.15 - $0.25 x 325 PHLX
    Delta=50%, EST. IMPACT = 35k Shares ($78k) To Buy XAIR=2.23 Ref
  67. >>2000 TSLA Jan24 160 Puts $3.89 (CboeTheo=3.86)  ASK  PHLX 09:45:25.078 IV=58.2% +1.9 BOX 100 x $3.85 - $3.90 x 116 EMLD  COB/AUCTION   SSR  Vega=$42k TSLA=215.36 Ref
  68. SWEEP DETECTED:
    >>2138 VFS Oct23 27th 6.0 Calls $0.157 (CboeTheo=0.24)  Below Bid!  [MULTI] 09:52:20.697 IV=110.7% -12.5 PHLX 152 x $0.16 - $0.23 x 316 PHLX Vega=$590 VFS=5.58 Ref
  69. >>Unusual Volume RIOT - 3x market weighted volume: 44.5k = 259.5k projected vs 84.5k adv, 85% calls, 6% of OI [RIOT 9.24 +0.42 Ref, IV=97.9% -0.6]
  70. >>Unusual Volume PFE - 4x market weighted volume: 81.8k = 477.2k projected vs 101.0k adv, 54% calls, 4% of OI [PFE 30.77 -0.41 Ref, IV=30.5% +0.7]
  71. >>4000 PNT Jan24 15.0 Calls $0.30 (CboeTheo=0.18)  Above Ask!  PHLX 09:55:03.494 IV=34.2% +5.5 PHLX 10 x $0.10 - $0.20 x 3 ARCA  SPREAD/FLOOR - OPENING  Vega=$8268 PNT=12.98 Ref
  72. >>4000 PNT Jan24 12.5 Puts $0.10 (CboeTheo=0.12)  BID  PHLX 09:55:03.692 IV=12.7% -0.6 PHLX 250 x $0.10 - $0.15 x 1 ARCA  SPREAD/FLOOR  Vega=$7660 PNT=12.98 Ref
  73. >>8918 FIS Dec23 55.0 Calls $1.45 (CboeTheo=1.48)  BID  PHLX 09:56:14.706 IV=34.8% -0.0 MPRL 1 x $1.45 - $1.55 x 2 ARCA  AUCTION - OPENING  Vega=$65k FIS=51.33 Ref
  74. >>1000 VIX Nov23 15th 16.0 Puts $0.29 (CboeTheo=0.29)  MID  CBOE 09:53:05.529 IV=85.3% +1.9 CBOE 160 x $0.28 - $0.30 x 9650 CBOE  AUCTION  Vega=$1070 VIX=20.48 Fwd
  75. >>2700 PSEC Feb24 5.0 Puts $0.19 (CboeTheo=0.17)  ASK  CBOE 09:54:23.277 IV=34.5% +0.6 PHLX 34 x $0.10 - $0.20 x 444 BOX  CROSS - OPENING   52WeekLow  Vega=$2762 PSEC=5.79 Ref
  76. >>2000 BX Nov23 85.0 Puts $1.02 (CboeTheo=0.94)  ASK  PHLX 09:56:25.347 IV=40.2% +7.5 PHLX 185 x $0.88 - $1.02 x 977 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$13k BX=94.30 Ref
  77. SWEEP DETECTED:
    >>2500 PLTR Jan24 30.0 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 09:58:32.493 IV=69.2% +1.7 MPRL 80 x $0.14 - $0.15 x 1435 C2 Vega=$2773 PLTR=16.62 Ref
  78. SWEEP DETECTED:
    >>2500 PLTR Jan24 30.0 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 09:58:36.752 IV=69.3% +1.8 MPRL 230 x $0.14 - $0.15 x 975 EMLD Vega=$2771 PLTR=16.61 Ref
  79. SWEEP DETECTED:
    >>2395 NVDA Oct23 27th 400 Puts $2.684 (CboeTheo=2.69)  Below Bid!  [MULTI] 09:57:31.120 IV=45.9% +10.8 BXO 40 x $2.72 - $2.76 x 9 BZX Vega=$38k NVDA=423.30 Ref
  80. SWEEP DETECTED:
    >>2000 PLUG Oct23 6.5 Calls $0.05 (CboeTheo=0.26)  ASK  [MULTI] 09:55:41.028 IV=167.0% +66.9 EMLD 1180 x $0.03 - $0.05 x 2817 AMEX  OPENING   52WeekLow  Vega=$118 PLUG=6.33 Ref
  81. SWEEP DETECTED:
    >>2834 INTC Jun24 50.0 Calls $0.954 (CboeTheo=0.93)  Above Ask!  [MULTI] 09:55:41.055 IV=35.2% -0.8 C2 180 x $0.92 - $0.94 x 24 C2  ISO  Vega=$23k INTC=36.13 Ref
  82. SWEEP DETECTED:
    >>2000 TOST Oct23 18.0 Calls $0.05 (CboeTheo=0.08)  BID  [MULTI] 09:58:31.187 IV=74.8% -17.1 EDGX 1365 x $0.05 - $0.10 x 359 EDGX Vega=$301 TOST=17.73 Ref
  83. >>3000 X Oct23 27th 33.0 Calls $0.22 (CboeTheo=0.27)  BID  BOX 09:58:11.079 IV=36.0% -3.9 EDGX 199 x $0.20 - $0.27 x 2 EMLD  SPREAD/FLOOR  Vega=$4195 X=31.77 Ref
  84. >>5000 X Nov23 24th 33.0 Calls $1.03 (CboeTheo=1.03)  BID  BOX 09:58:11.079 IV=38.3% -0.0 PHLX 156 x $0.98 - $1.12 x 46 BOX  SPREAD/FLOOR - OPENING  Vega=$19k X=31.77 Ref
  85. >>Market Color SCHW - Bearish flow noted in Charles Schwab (50.66 -1.24) with 12,095 puts trading, or 1.4x expected. The Put/Call Ratio is 6.10, while ATM IV is up nearly 3 points on the day. Earnings are expected on 01/16.  [SCHW 50.66 -1.24 Ref, IV=38.5% +2.7] #Bearish
  86. >>5000 W Nov23 35.0 Puts $1.18 (CboeTheo=1.21)  ASK  ISE 10:00:27.290 IV=104.3% +1.7 AMEX 1589 x $1.10 - $1.23 x 313 AMEX  SPREAD/CROSS/TIED - OPENING  Vega=$15k W=45.06 Ref
  87. >>5250 MUFG Nov23 7.5 Calls $0.75 (CboeTheo=0.82)  BID  ARCA 10:00:27.821 IV=27.5% -15.3 BOX 97 x $0.75 - $0.95 x 56 BOX  FLOOR  Vega=$2281 MUFG=8.19 Ref
  88. >>2000 CVNA Oct23 27th 30.0 Puts $0.78 (CboeTheo=0.81)  BID  BOX 10:01:12.584 IV=87.5% -4.9 PHLX 277 x $0.77 - $0.87 x 234 CBOE  SPREAD/FLOOR - OPENING  Vega=$3100 CVNA=31.85 Ref
  89. >>2000 CVNA Oct23 38.5 Puts $6.55 (CboeTheo=6.67)  BID  BOX 10:01:12.584 ARCA 26 x $6.55 - $6.90 x 34 MPRL  SPREAD/FLOOR  Vega=$0 CVNA=31.85 Ref
  90. SWEEP DETECTED:
    >>2500 TSLA Oct23 27th 235 Calls $1.00 (CboeTheo=1.03)  ASK  [MULTI] 09:51:56.908 IV=51.7% -5.5 C2 146 x $0.99 - $1.00 x 1250 ARCA  SSR  Vega=$16k TSLA=215.71 Ref
  91. >>Unusual Volume T - 3x market weighted volume: 47.4k = 222.5k projected vs 74.0k adv, 70% calls, 3% of OI [T 15.79 +0.54 Ref, IV=22.5% -0.5]
  92. >>2500 AAPL Oct23 175 Calls $0.78 (CboeTheo=0.78)  BID  AMEX 10:02:40.009 IV=37.7% -27.2 NOM 13 x $0.78 - $0.79 x 21 NOM  SPREAD/CROSS  Vega=$4730 AAPL=175.12 Ref
  93. >>2500 AAPL Oct23 175 Puts $0.66 (CboeTheo=0.66)  BID  AMEX 10:02:40.009 IV=38.0% +27.4 BZX 21 x $0.66 - $0.67 x 16 BZX  SPREAD/CROSS  Vega=$4730 AAPL=175.12 Ref
  94. SPLIT TICKET:
    >>3444 APP Nov23 40.0 Puts $4.15 (CboeTheo=4.10)  MID  [PHLX] 10:01:52.461 IV=77.4% +0.3 BOX 99 x $4.10 - $4.20 x 14 BXO  FLOOR - OPENING  Vega=$15k APP=38.45 Ref
  95. >>2000 PFE Jan25 40.0 Calls $1.00 (CboeTheo=0.96)  ASK  PHLX 10:05:35.379 IV=26.4% +0.7 BOX 10 x $0.95 - $1.01 x 700 AMEX  SPREAD/FLOOR   52WeekLow  Vega=$20k PFE=30.73 Ref
  96. >>2000 PFE Jan25 25.0 Puts $1.46 (CboeTheo=1.47)  ASK  PHLX 10:05:35.379 IV=30.3% -0.1 PHLX 1381 x $1.42 - $1.48 x 85 EDGX  SPREAD/FLOOR   52WeekLow  Vega=$19k PFE=30.73 Ref
  97. SWEEP DETECTED:
    >>2000 AMC Dec23 20.0 Calls $0.25 (CboeTheo=0.28)  BID  [MULTI] 10:02:01.917 IV=130.9% -5.2 EMLD 533 x $0.25 - $0.26 x 200 C2  ISO  Vega=$1570 AMC=9.66 Ref
  98. >>Unusual Volume PANW - 3x market weighted volume: 15.7k = 68.3k projected vs 22.8k adv, 58% puts, 3% of OI [PANW 246.28 -6.86 Ref, IV=42.1% +2.1]
  99. SWEEP DETECTED:
    >>5000 F Dec23 12.0 Calls $0.49 (CboeTheo=0.48)  BID  [MULTI] 10:06:38.540 IV=34.8% -0.8 EMLD 2741 x $0.49 - $0.52 x 2423 AMEX  ISO  Vega=$8989 F=11.72 Ref
  100. >>4234 AA Jan24 30.0 Calls $0.75 (CboeTheo=0.73)  MID  MIAX 10:06:51.804 IV=51.8% +1.3 CBOE 532 x $0.72 - $0.77 x 66 BZX  AUCTION - OPENING   52WeekLow  Vega=$16k AA=23.82 Ref
  101. >>3000 F Dec23 11.0 Puts $0.40 (CboeTheo=0.38)  ASK  MRX 10:07:30.244 IV=38.7% +1.9 EMLD 3051 x $0.37 - $0.40 x 1764 AMEX  AUCTION  Vega=$4899 F=11.73 Ref
  102. >>2000 F Dec23 11.0 Puts $0.39 (CboeTheo=0.38)  MID  MRX 10:07:30.244 IV=38.1% +1.3 EMLD 3051 x $0.37 - $0.40 x 1764 AMEX  AUCTION  Vega=$3259 F=11.73 Ref
  103. SPLIT TICKET:
    >>5000 F Dec23 11.0 Puts $0.396 (CboeTheo=0.38)  ASK  [MRX] 10:07:30.244 IV=38.7% +1.9 EMLD 3051 x $0.37 - $0.40 x 1764 AMEX  AUCTION  Vega=$8165 F=11.73 Ref
  104. SWEEP DETECTED:
    >>Bullish Delta Impact 4000 PAAS Jan24 17.0 Calls $0.90 (CboeTheo=0.82)  ASK  [MULTI] 09:57:46.030 IV=44.9% +3.0 PHLX 683 x $0.80 - $0.90 x 1320 PHLX
    Delta=41%, EST. IMPACT = 163k Shares ($2.55m) To Buy PAAS=15.61 Ref
  105. >>5911 MRVL Dec23 1st 40.0 Puts $0.47 (CboeTheo=0.49)  Below Bid!  ISE 10:08:08.225 IV=57.2% -0.6 MPRL 45 x $0.48 - $0.51 x 2 ARCA  ISO/AUCTION - OPENING  Vega=$17k MRVL=50.36 Ref
  106. SWEEP DETECTED:
    >>6025 MRVL Dec23 1st 40.0 Puts $0.47 (CboeTheo=0.49)  Below Bid!  [MULTI] 10:08:08.077 IV=57.5% -0.2 BXO 22 x $0.48 - $0.52 x 23 ARCA  ISO - OPENING  Vega=$18k MRVL=50.36 Ref
  107. SWEEP DETECTED:
    >>Bearish Delta Impact 1205 TRUP Nov23 20.0 Puts $1.45 (CboeTheo=1.36)  ASK  [MULTI] 10:05:03.183 IV=112.2% +5.5 PHLX 63 x $1.30 - $1.45 x 319 PHLX
    Delta=-28%, EST. IMPACT = 33k Shares ($764k) To Sell TRUP=22.86 Ref
  108. >>30000 PFE Oct23 30.0 Puts $0.03 (CboeTheo=0.12)  ASK  BOX 10:08:36.842 IV=73.7% +21.5 BZX 78 x $0.02 - $0.03 x 726 C2  SPREAD/CROSS   52WeekLow  Vega=$4497 PFE=30.75 Ref
  109. >>30000 PFE Oct23 30.0 Calls $0.76 (CboeTheo=0.88)  BID  BOX 10:08:36.842 IV=45.4% -6.8 ARCA 59 x $0.75 - $0.81 x 46 MPRL  SPREAD/CROSS   52WeekLow  Vega=$1269 PFE=30.75 Ref
  110. SPLIT TICKET:
    >>3300 SPXW Oct23 30th 3950 Puts $2.60 (CboeTheo=2.79)  Below Bid!  [CBOE] 10:02:01.286 IV=25.9% -0.8 CBOE 104 x $2.75 - $2.85 x 167 CBOE  LATE - OPENING  Vega=$194k SPX=4269.03 Fwd
  111. SWEEP DETECTED:
    >>3000 LYFT Oct23 10.5 Calls $0.02 (CboeTheo=0.04)  BID  [MULTI] 10:08:59.209 IV=96.2% -69.9 GEMX 1123 x $0.02 - $0.03 x 210 BZX  ISO  Vega=$192 LYFT=10.21 Ref
  112. SWEEP DETECTED:
    >>2027 MARA Oct23 8.5 Calls $0.09 (CboeTheo=0.23)  MID  [MULTI] 10:07:04.560 IV=203.2% +17.0 EMLD 1977 x $0.09 - $0.10 x 1783 EDGX Vega=$161 MARA=8.27 Ref
  113. SWEEP DETECTED:
    >>2293 TSLA Oct23 27th 220 Puts $6.844 (CboeTheo=6.98)  Below Bid!  [MULTI] 10:00:54.281 IV=49.6% +14.0 EDGX 116 x $6.85 - $6.95 x 44 ARCA  SSR  Vega=$28k TSLA=218.38 Ref
  114. >>2000 BEKE Nov23 15.0 Puts $0.90 (CboeTheo=0.90)  BID  PHLX 10:11:12.347 IV=55.9% +0.4 MPRL 2 x $0.90 - $0.94 x 54 EMLD  FLOOR  Vega=$3314 BEKE=15.01 Ref
  115. SWEEP DETECTED:
    >>2800 AAPL Oct23 180 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 10:10:39.766 IV=48.7% +6.1 C2 910 x $0.01 - $0.02 x 1992 C2 Vega=$454 AAPL=174.80 Ref
  116. SPLIT TICKET:
    >>1650 SPXW Oct23 30th 3950 Puts $2.96 (CboeTheo=3.02)  Below Bid!  [CBOE] 10:06:16.419 IV=26.4% -0.4 CBOE 113 x $3.00 - $3.10 x 251 CBOE  LATE - OPENING  Vega=$105k SPX=4266.18 Fwd
  117. SPLIT TICKET:
    >>2500 SPXW Oct23 30th 3825 Puts $1.81 (CboeTheo=1.81)  BID  [CBOE] 10:06:16.419 IV=32.5% +0.1 CBOE 215 x $1.80 - $1.90 x 427 CBOE  LATE - OPENING  Vega=$95k SPX=4266.18 Fwd
  118. >>2622 APP Oct23 40.0 Puts $1.95 (CboeTheo=1.92)  MID  PHLX 10:10:17.644 IV=121.3% +44.6 CBOE 77 x $1.85 - $2.05 x 9 MPRL  FLOOR  Vega=$355 APP=38.09 Ref
  119. >>2500 SPX Dec23 4200 Calls $171.80 (CboeTheo=170.93)  ASK  CBOE 10:06:55.652 IV=19.2% +0.1 CBOE 15 x $170.60 - $172.00 x 15 CBOE  FLOOR  Vega=$1.59m SPX=4283.73 Fwd
  120. >>29999 NKLA Nov23 3rd 1.0 Puts $0.11 (CboeTheo=0.10)  ASK  MIAX 10:14:08.643 IV=186.5% +11.6 GEMX 1878 x $0.10 - $0.11 x 89 BZX  ISO/AUCTION  Vega=$2358 NKLA=1.10 Ref
  121. SWEEP DETECTED:
    >>2000 AMZN Oct23 128 Puts $2.548 (CboeTheo=2.63)  Below Bid!  [MULTI] 10:11:22.753 IV=48.0% +35.2 MPRL 58 x $2.56 - $2.67 x 74 ARCA Vega=$839 AMZN=125.48 Ref
  122. SPLIT TICKET:
    >>1250 VIX Dec23 20th 14.0 Puts $0.10 (CboeTheo=0.10)  BID  [CBOE] 10:13:28.112 IV=61.0% -0.5 CBOE 531 x $0.10 - $0.11 x 6838 CBOE Vega=$991 VIX=20.80 Fwd
  123. SWEEP DETECTED:
    >>2202 MET Dec23 55.0 Puts $1.15 (CboeTheo=1.09)  ASK  [MULTI] 10:11:54.815 IV=34.4% -0.3 CBOE 322 x $1.05 - $1.15 x 454 EDGX  OPENING  Vega=$16k MET=60.34 Ref
  124. >>1462 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.91)  Below Bid!  CBOE 10:07:57.414 IV=31.9% -0.5 CBOE 161 x $1.90 - $2.00 x 674 CBOE  LATE - OPENING  Vega=$54k SPX=4261.63 Fwd
  125. SPLIT TICKET:
    >>5000 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.91)  Below Bid!  [CBOE] 10:07:57.394 IV=31.9% -0.5 CBOE 161 x $1.90 - $2.00 x 674 CBOE  LATE - OPENING  Vega=$185k SPX=4261.63 Fwd
  126. SWEEP DETECTED:
    >>2307 MET Dec23 55.0 Puts $1.224 (CboeTheo=1.09)  Above Ask!  [MULTI] 10:12:09.679 IV=35.1% +0.3 PHLX 550 x $1.05 - $1.20 x 201 PHLX  OPENING  Vega=$17k MET=60.32 Ref
  127. SWEEP DETECTED:
    >>4189 BAC Jan24 23.0 Puts $0.535 (CboeTheo=0.52)  Above Ask!  [MULTI] 10:13:08.491 IV=35.6% +3.2 C2 1662 x $0.52 - $0.53 x 774 C2 Vega=$15k BAC=26.34 Ref
  128. >>2000 AMZN Jun24 110 Puts $7.00 (CboeTheo=6.99)  BID  PHLX 10:13:17.255 IV=38.9% +0.2 CBOE 30 x $7.00 - $7.10 x 546 CBOE  TIED/FLOOR  Vega=$66k AMZN=125.53 Ref
  129. >>Market Color @STOCK - Heavy first hour option volume is noted in : IRWD, HESM, FIS, CTLT, APP, BOWL, PNT, DWAC, FEZ.>>Market Color T - Bullish option flow detected in AT&T (15.82 +0.56) with 58,339 calls trading (5x expected) and implied vol increasing over 1 point to 24.37%. . The Put/Call Ratio is 0.31. [T 15.82 +0.56 Ref, IV=24.4% +1.3] #Bullish
  130. SWEEP DETECTED:
    >>3061 AAL Nov23 10.0 Puts $0.20 (CboeTheo=0.18)  ASK  [MULTI] 10:17:34.844 IV=51.6% +0.7 BXO 32 x $0.19 - $0.20 x 261 C2  ISO   52WeekLow  Vega=$2721 AAL=11.09 Ref
  131. SWEEP DETECTED:
    >>3936 AAL Nov23 10.0 Puts $0.21 (CboeTheo=0.19)  ASK  [MULTI] 10:17:52.573 IV=52.5% +1.6 NOM 44 x $0.20 - $0.21 x 498 C2  ISO   52WeekLow  Vega=$3544 AAL=11.07 Ref
  132. SWEEP DETECTED:
    >>2054 MS Nov23 82.5 Calls $0.07 (CboeTheo=0.10)  BID  [MULTI] 10:20:01.032 IV=26.6% -1.1 C2 384 x $0.07 - $0.08 x 217 C2  52WeekLow  Vega=$3331 MS=72.49 Ref
  133. >>2327 MS Nov23 82.5 Calls $0.06 (CboeTheo=0.10)  BID  PHLX 10:20:35.554 IV=26.1% -1.6 C2 362 x $0.06 - $0.07 x 27 MPRL  AUCTION   52WeekLow  Vega=$3437 MS=72.43 Ref
  134. SPLIT TICKET:
    >>3000 MS Nov23 82.5 Calls $0.06 (CboeTheo=0.10)  BID  [PHLX] 10:20:35.554 IV=26.1% -1.6 C2 362 x $0.06 - $0.07 x 27 MPRL  AUCTION   52WeekLow  Vega=$4431 MS=72.43 Ref
  135. >>2000 MS Nov23 82.5 Calls $0.06 (CboeTheo=0.06)  BID  MIAX 10:21:10.252 IV=26.1% -1.6 MPRL 1703 x $0.06 - $0.07 x 1 BXO  AUCTION   52WeekLow  Vega=$2950 MS=72.38 Ref
  136. SWEEP DETECTED:
    >>6236 MS Nov23 82.5 Calls $0.06 (CboeTheo=0.06)  BID  [MULTI] 10:21:10.150 IV=26.1% -1.6 MPRL 3208 x $0.06 - $0.07 x 65 MPRL  52WeekLow  Vega=$9205 MS=72.39 Ref
  137. >>2723 ZM Jan25 130 Calls $1.55 (CboeTheo=1.50)  ASK  ARCA 10:19:06.369 IV=43.4% +0.8 PHLX 41 x $1.46 - $1.57 x 94 EDGX  FLOOR  Vega=$40k ZM=61.90 Ref
  138. SWEEP DETECTED:
    >>8456 T Nov23 16.0 Calls $0.38 (CboeTheo=0.35)  ASK  [MULTI] 10:21:45.041 IV=24.3% +0.6 GEMX 3 x $0.37 - $0.38 x 4122 C2 Vega=$15k T=15.85 Ref
  139. SWEEP DETECTED:
    >>2359 APA Oct23 27th 42.5 Calls $0.79 (CboeTheo=0.76)  MID  [MULTI] 10:21:30.588 IV=40.3% +0.8 C2 1197 x $0.79 - $0.79 x 146 PHLX  OPENING  Vega=$5549 APA=42.08 Ref
  140. >>2330 AAPL Oct23 175 Puts $0.99 (CboeTheo=0.96)  BID  EMLD 10:22:15.289 IV=37.9% +27.3 EMLD 2784 x $0.99 - $1.00 x 78 ARCA Vega=$4115 AAPL=174.47 Ref
  141. SWEEP DETECTED:
    >>2825 AAPL Oct23 175 Puts $0.99 (CboeTheo=0.96)  BID  [MULTI] 10:22:14.400 IV=38.6% +28.1 EMLD 3495 x $0.99 - $1.00 x 53 BZX Vega=$5001 AAPL=174.47 Ref
  142. SWEEP DETECTED:
    >>2234 BAC Oct23 27.0 Puts $0.733 (CboeTheo=0.74)  BID  [MULTI] 10:20:13.149 C2 770 x $0.73 - $0.77 x 339 C2 Vega=$0 BAC=26.27 Ref
  143. SWEEP DETECTED:
    >>2607 AAPL Oct23 175 Puts $0.997 (CboeTheo=0.95)  Above Ask!  [MULTI] 10:22:45.768 IV=38.6% +28.0 C2 83 x $0.96 - $0.99 x 531 MPRL Vega=$4622 AAPL=174.49 Ref
  144. >>5000 BAC Dec23 25.0 Puts $0.74 (CboeTheo=0.73)  ASK  ISE 10:20:50.052 IV=31.8% +0.2 BZX 64 x $0.73 - $0.74 x 1886 EMLD  AUCTION  Vega=$18k BAC=26.27 Ref
  145. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 TH Nov23 17.5 Calls $0.30 (CboeTheo=0.36)  BID  [MULTI] 10:23:00.013 IV=80.3% -6.0 BOX 450 x $0.30 - $0.35 x 10 BZX
    Delta=19%, EST. IMPACT = 19k Shares ($272k) To Sell TH=13.98 Ref
  146. SWEEP DETECTED:
    >>Bearish Delta Impact 1217 TH Nov23 17.5 Calls $0.30 (CboeTheo=0.34)  BID  [MULTI] 10:23:02.973 IV=81.8% -4.5 AMEX 545 x $0.30 - $0.35 x 10 BZX
    Delta=19%, EST. IMPACT = 23k Shares ($326k) To Sell TH=13.90 Ref
  147. >>2393 AAPL Oct23 175 Puts $1.00 (CboeTheo=0.99)  BID  ARCA 10:23:16.252 IV=37.2% +26.7 ARCA 2393 x $1.00 - $1.02 x 32 MPRL Vega=$4187 AAPL=174.44 Ref
  148. >>2963 DWAC Oct23 15.0 Puts $0.23 (CboeTheo=0.28)  ASK  BOX 10:15:12.400 IV=153.2% +76.9 NOM 3 x $0.10 - $0.23 x 5 MPRL  SPREAD/FLOOR  Vega=$473 DWAC=15.04 Ref
  149. >>2963 DWAC Oct23 27th 14.5 Puts $0.23 (CboeTheo=0.27)  BID  BOX 10:15:12.400 IV=52.3% -2.0 BZX 3 x $0.14 - $0.40 x 1 C2  SPREAD/FLOOR - OPENING  Vega=$2217 DWAC=15.04 Ref
  150. SWEEP DETECTED:
    >>2396 AAPL Oct23 175 Puts $1.00 (CboeTheo=0.99)  BID  [MULTI] 10:23:16.028 IV=37.1% +26.5 ARCA 2393 x $1.00 - $1.02 x 32 BXO Vega=$4186 AAPL=174.43 Ref
  151. SWEEP DETECTED:
    >>2448 CSCO Nov23 57.5 Calls $0.32 (CboeTheo=0.31)  BID  [MULTI] 10:23:14.216 IV=26.2% +1.0 EMLD 259 x $0.32 - $0.35 x 532 PHLX  ISO  Vega=$9058 CSCO=53.15 Ref
  152. >>2400 CTLT Oct23 45.0 Puts $3.05 (CboeTheo=2.70)  ASK  BOX 10:23:22.660 IV=280.0% +229.1 C2 22 x $2.40 - $3.20 x 30 C2  SPREAD/FLOOR  Vega=$780 CTLT=42.30 Ref
  153. >>2400 CTLT Dec23 42.5 Puts $3.50 (CboeTheo=3.24)  ASK  BOX 10:23:22.660 IV=53.3% +4.0 PHLX 83 x $2.50 - $3.50 x 20 PHLX  SPREAD/FLOOR - OPENING  Vega=$16k CTLT=42.30 Ref
  154. SWEEP DETECTED:
    >>Bullish Delta Impact 503 DWAC Nov23 3rd 14.0 Puts $0.192 (CboeTheo=0.35)  BID  [MULTI] 10:16:58.354 IV=47.4% -16.1 ARCA 30 x $0.19 - $0.28 x 122 EDGX  OPENING 
    Delta=-22%, EST. IMPACT = 11k Shares ($170k) To Buy DWAC=15.04 Ref
  155. >>4532 VALE Dec23 13.0 Calls $0.44 (CboeTheo=0.45)  MID  AMEX 10:23:45.816 IV=35.1% -0.2 ARCA 695 x $0.43 - $0.46 x 656 ARCA  FLOOR - OPENING  Vega=$8449 VALE=12.35 Ref
  156. >>2260 T Oct23 16.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 10:25:23.688 IV=49.6% -18.3 C2 5757 x $0.02 - $0.03 x 293 C2  AUCTION  Vega=$299 T=15.86 Ref
  157. SWEEP DETECTED:
    >>2126 TSLA Oct23 27th 240 Calls $0.58 (CboeTheo=0.58)  BID  [MULTI] 10:18:06.383 IV=52.0% -4.5 ARCA 1187 x $0.58 - $0.59 x 746 C2  SSR  Vega=$10k TSLA=216.00 Ref
  158. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ASO Oct23 45.0 Calls $0.80 (CboeTheo=0.88)  ASK  [MULTI] 10:25:48.523 IV=46.7% -14.6 MPRL 170 x $0.75 - $0.80 x 375 ARCA
    Delta=92%, EST. IMPACT = 46k Shares ($2.10m) To Buy ASO=45.77 Ref
  159. SWEEP DETECTED:
    >>5328 RIOT Oct23 9.5 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 10:25:56.617 IV=161.2% +0.8 C2 1412 x $0.04 - $0.05 x 2961 EMLD Vega=$350 RIOT=9.14 Ref
  160. SWEEP DETECTED:
    >>2502 AMZN Oct23 125 Calls $0.942 (CboeTheo=0.90)  Above Ask!  [MULTI] 10:25:17.394 IV=58.2% -98.2 EMLD 5 x $0.90 - $0.91 x 14 NOM Vega=$3258 AMZN=125.27 Ref
  161. >>Unusual Volume PCT - 3x market weighted volume: 5040 = 16.3k projected vs 5404 adv, 98% calls, 3% of OI [PCT 4.42 -0.04 Ref, IV=128.5% +4.9]
  162. >>2000 CHPT Oct23 27th 4.5 Calls $0.03 (CboeTheo=0.01)  ASK  MRX 10:26:40.153 IV=180.2% +32.3 C2 1870 x $0.02 - $0.03 x 2108 AMEX  AUCTION   52WeekLow  Vega=$144 CHPT=3.10 Ref
  163. SWEEP DETECTED:
    >>2002 CHPT Oct23 27th 4.5 Calls $0.03 (CboeTheo=0.01)  ASK  [MULTI] 10:26:40.153 IV=180.2% +32.3 C2 1870 x $0.02 - $0.03 x 2108 AMEX  AUCTION   52WeekLow  Vega=$144 CHPT=3.10 Ref
  164. >>2000 SPHR Oct23 35.0 Puts $0.50 (CboeTheo=0.42)  ASK  BOX 10:26:37.114 IV=121.2% +28.3 PHLX 94 x $0.35 - $0.50 x 31 BZX  SPREAD/FLOOR  Vega=$730 SPHR=34.90 Ref
  165. >>2000 SPHR Nov23 30.0 Puts $0.90 (CboeTheo=0.89)  ASK  BOX 10:26:37.114 IV=75.5% +0.4 PHLX 45 x $0.85 - $0.90 x 1 ISE  SPREAD/FLOOR - OPENING  Vega=$5444 SPHR=34.90 Ref
  166. >>10000 MPW Oct23 27th 5.0 Puts $0.53 (CboeTheo=0.52)  ASK  ARCA 10:27:03.669 IV=109.4% +69.3 AMEX 297 x $0.49 - $0.53 x 17 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$2341 MPW=4.61 Ref
  167. >>10000 MPW Oct23 5.0 Puts $0.38 (CboeTheo=0.53)  BID  ARCA 10:27:03.669 C2 189 x $0.38 - $0.41 x 1 NOM  SPREAD/FLOOR   52WeekLow  Vega=$0 MPW=4.61 Ref
  168. SWEEP DETECTED:
    >>4997 BAC Mar24 21.0 Puts $0.46 (CboeTheo=0.45)  ASK  [MULTI] 10:26:47.609 IV=37.2% +0.3 EMLD 454 x $0.45 - $0.46 x 1041 EMLD  OPENING  Vega=$18k BAC=26.39 Ref
  169. SWEEP DETECTED:
    >>2000 PYPL Nov23 3rd 45.0 Puts $0.39 (CboeTheo=0.39)  BID  [MULTI] 10:29:39.635 IV=75.3% +1.1 EMLD 272 x $0.39 - $0.40 x 135 MPRL  OPENING   52WeekLow  Vega=$3701 PYPL=53.85 Ref
  170. >>2500 ZION Jan24 15.0 Puts $0.48 (CboeTheo=0.35)  ASK  ARCA 10:29:54.323 IV=107.0% +9.3 PHLX 147 x $0.25 - $0.50 x 237 MIAX  CROSS  Vega=$4283 ZION=30.40 Ref
  171. >>Market Color BAC - Bearish flow noted in Bank of America (26.46 -0.50) with 115,538 puts trading, or 3x expected. The Put/Call Ratio is 1.83, while ATM IV is up nearly 2 points on the day. Earnings are expected on 01/11. [BAC 26.46 -0.50 Ref, IV=29.6% +1.6] #Bearish
  172. SWEEP DETECTED:
    >>2200 SOFI Oct23 27th 8.5 Calls $0.03 (CboeTheo=0.03)  Below Bid!  [MULTI] 10:30:41.230 IV=73.0% -2.0 ARCA 80 x $0.04 - $0.05 x 5449 EMLD Vega=$447 SOFI=7.45 Ref
  173. SPLIT TICKET:
    >>1036 VIXW Oct23 25th 50.0 Calls $0.07 (CboeTheo=0.04)  ASK  [CBOE] 10:32:36.414 IV=345.6% +26.3 CBOE 181 x $0.03 - $0.07 x 100 CBOE Vega=$150 VIX=21.00 Fwd
  174. >>Unusual Volume ON - 3x market weighted volume: 9029 = 26.8k projected vs 8920 adv, 72% puts, 5% of OI [ON 85.03 -1.98 Ref, IV=52.4% +0.6]
  175. SWEEP DETECTED:
    >>4000 BAC Oct23 27th 25.0 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 10:33:38.007 IV=38.0% +5.8 EMLD 7557 x $0.10 - $0.11 x 3781 EMLD Vega=$3479 BAC=26.38 Ref
  176. SWEEP DETECTED:
    >>6250 BAC Nov23 10th 24.0 Puts $0.16 (CboeTheo=0.15)  ASK  [MULTI] 10:34:20.596 IV=37.6% +0.3 C2 996 x $0.15 - $0.16 x 3250 EMLD Vega=$8510 BAC=26.41 Ref
  177. SPLIT TICKET:
    >>1000 VIX Dec23 20th 20.0 Puts $2.49 (CboeTheo=2.52)  ASK  [CBOE] 10:34:21.486 IV=87.8% +1.4 CBOE 5313 x $2.48 - $2.49 x 600 CBOE Vega=$3224 VIX=20.83 Fwd
  178. >>4104 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  CBOE 10:21:54.722 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$810k SPX=4257.40 Fwd
  179. >>4104 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  CBOE 10:21:54.722 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$287k SPX=4257.40 Fwd
  180. >>5000 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  CBOE 10:21:54.723 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$987k SPX=4257.40 Fwd
  181. >>5000 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  CBOE 10:21:54.723 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$350k SPX=4257.40 Fwd
  182. >>1000 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  CBOE 10:21:54.723 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$197k SPX=4257.40 Fwd
  183. >>1000 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  CBOE 10:21:54.723 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$70k SPX=4257.40 Fwd
  184. >>1000 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  CBOE 10:21:54.725 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$197k SPX=4257.40 Fwd
  185. >>1000 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  CBOE 10:21:54.725 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$70k SPX=4257.40 Fwd
  186. >>1000 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  CBOE 10:21:54.725 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$197k SPX=4257.40 Fwd
  187. >>1000 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  CBOE 10:21:54.725 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$70k SPX=4257.40 Fwd
  188. SPLIT TICKET:
    >>15404 SPXW Nov23 10th 4450 Calls $7.38 (CboeTheo=7.18)  Above Ask!  [CBOE] 10:21:54.722 IV=14.5% -0.1 CBOE 105 x $7.00 - $7.20 x 115 CBOE  LATE  Vega=$3.04m SPX=4257.40 Fwd
  189. SPLIT TICKET:
    >>15404 SPXW Nov23 10th 4550 Calls $1.38 (CboeTheo=1.24)  Above Ask!  [CBOE] 10:21:54.722 IV=14.0% +0.8 CBOE 171 x $1.20 - $1.30 x 308 CBOE  LATE  Vega=$1.08m SPX=4257.40 Fwd
  190. >>2160 AAPL Oct23 175 Calls $0.33 (CboeTheo=0.32)  ASK  AMEX 10:35:24.160 IV=36.2% -28.7 BXO 18 x $0.32 - $0.33 x 793 C2  SPREAD/CROSS  Vega=$3478 AAPL=174.19 Ref
  191. >>2160 AAPL Oct23 175 Puts $1.12 (CboeTheo=1.13)  BID  AMEX 10:35:24.160 IV=35.2% +24.6 MPRL 93 x $1.12 - $1.13 x 3 MPRL  SPREAD/CROSS  Vega=$3450 AAPL=174.19 Ref
  192. >>20000 CCL Jan24 12.5 Calls $0.80 (CboeTheo=0.79)  ASK  PHLX 10:36:23.654 IV=55.1% +1.3 C2 387 x $0.78 - $0.80 x 1018 EMLD  SPREAD/CROSS/TIED  Vega=$44k CCL=11.19 Ref
  193. >>7750 AMD Jan25 80.0 Puts $8.50 (CboeTheo=8.52)  BID  BOX 10:36:31.783 IV=49.2% -0.0 MIAX 866 x $8.45 - $8.65 x 71 PHLX  CROSS  Vega=$252k AMD=102.55 Ref
  194. >>3000 SGEN Jan24 200 Puts $3.50 (CboeTheo=3.39)  BID  ARCA 10:37:45.330 IV=23.3% +0.8 C2 44 x $3.50 - $4.00 x 10 ARCA  SPREAD/CROSS  Vega=$98k SGEN=215.68 Ref
  195. >>3000 SGEN Jan24 210 Puts $6.15 (CboeTheo=5.19)  ASK  ARCA 10:37:45.330 IV=21.6% +2.1 PHLX 10 x $5.50 - $6.30 x 10 PHLX  SPREAD/CROSS  Vega=$121k SGEN=215.68 Ref
  196. SPLIT TICKET:
    >>1744 SPX Nov23 4650 Calls $0.65 (CboeTheo=0.60)  ASK  [CBOE] 10:25:26.661 IV=13.9% +0.6 CBOE 1779 x $0.55 - $0.65 x 737 CBOE Vega=$75k SPX=4259.40 Fwd
  197. SWEEP DETECTED:
    >>2000 AAPL Nov23 170 Puts $4.00 (CboeTheo=3.95)  ASK  [MULTI] 10:38:40.989 IV=31.2% +5.6 C2 77 x $3.95 - $4.00 x 640 EDGX Vega=$37k AAPL=173.96 Ref
  198. >>Unusual Volume RIG - 3x market weighted volume: 32.3k = 89.6k projected vs 29.3k adv, 91% calls, 3% of OI [RIG 7.13 -0.26 Ref, IV=61.0% +2.8]
  199. >>2547 IMGN Nov23 15.0 Calls $1.40 (CboeTheo=1.42)  BID  GEMX 10:39:54.886 IV=89.4% -0.1 CBOE 334 x $1.35 - $1.90 x 23 ARCA Vega=$4169 IMGN=14.79 Ref
  200. >>2443 BAC Oct23 27.0 Puts $0.54 (CboeTheo=0.56)  BID  PHLX 10:42:15.246 PHLX 2443 x $0.54 - $0.58 x 254 C2 Vega=$0 BAC=26.45 Ref
  201. SWEEP DETECTED:
    >>5000 BAC Oct23 27.0 Puts $0.54 (CboeTheo=0.56)  BID  [MULTI] 10:42:15.246 PHLX 2443 x $0.54 - $0.58 x 254 C2 Vega=$0 BAC=26.45 Ref
  202. >>3301 ROST Dec23 100 Puts $1.00 (CboeTheo=0.93)  ASK  BOX 10:42:45.665 IV=35.2% +0.9 MPRL 49 x $0.90 - $1.00 x 65 MPRL  COB/AUCTION - OPENING  Vega=$31k ROST=115.96 Ref
  203. >>3301 ROST Dec23 115 Puts $4.65 (CboeTheo=4.41)  ASK  BOX 10:42:45.665 IV=29.8% +1.5 BXO 23 x $4.40 - $4.70 x 90 CBOE  COB/AUCTION - OPENING  Vega=$59k ROST=115.97 Ref
  204. >>2000 DKNG Nov23 27.0 Puts $2.03 (CboeTheo=2.02)  MID  AMEX 10:43:17.194 IV=70.8% -0.1 CBOE 50 x $2.00 - $2.05 x 54 NOM  SPREAD/FLOOR - OPENING  Vega=$5960 DKNG=27.09 Ref
  205. >>2000 DKNG Oct23 27.0 Calls $0.29 (CboeTheo=0.30)  MID  AMEX 10:43:17.196 IV=88.3% +16.8 CBOE 464 x $0.28 - $0.31 x 12 NOM  SPREAD/FLOOR  Vega=$549 DKNG=27.09 Ref
  206. >>2000 DKNG Nov23 27.0 Calls $2.21 (CboeTheo=2.21)  MID  AMEX 10:43:17.199 IV=70.6% -0.3 MPRL 75 x $2.19 - $2.24 x 59 BOX  SPREAD/FLOOR - OPENING  Vega=$5960 DKNG=27.09 Ref
  207. >>3000 GOOG Oct23 135 Calls $2.13 (CboeTheo=2.14)  ASK  AMEX 10:43:21.289 IV=52.2% -67.1 ISE 757 x $1.95 - $2.22 x 600 ISE  SPREAD/CROSS  Vega=$2313 GOOG=137.00 Ref
  208. >>3000 GOOG Oct23 135 Puts $0.13 (CboeTheo=0.13)  BID  AMEX 10:43:21.289 IV=52.8% +12.1 MPRL 39 x $0.13 - $0.14 x 576 EMLD  SPREAD/CROSS  Vega=$2345 GOOG=137.00 Ref
  209. SWEEP DETECTED:
    >>2000 BAC Oct23 27th 25.5 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 10:43:43.772 IV=36.2% +0.8 EMLD 6121 x $0.16 - $0.17 x 5948 EMLD Vega=$2200 BAC=26.48 Ref
  210. >>1371 SPXW Oct23 4190 Puts $0.95 (CboeTheo=0.19)  BID  CBOE 10:33:04.266 IV=33.7% +7.2 CBOE 1 x $0.95 - $1.00 x 683 CBOE Vega=$18k SPX=4244.40 Fwd
  211. SPLIT TICKET:
    >>1514 SPXW Oct23 4190 Puts $0.95 (CboeTheo=0.19)  BID  [CBOE] 10:33:04.135 IV=33.6% +7.1 CBOE 1450 x $0.95 - $1.00 x 740 CBOE Vega=$20k SPX=4244.20 Fwd
  212. SPLIT TICKET:
    >>1877 SPX Nov23 4655 Calls $0.65 (CboeTheo=0.59)  ASK  [CBOE] 10:33:40.739 IV=14.1% +1.1 CBOE 450 x $0.55 - $0.65 x 1348 CBOE  OPENING  Vega=$80k SPX=4256.56 Fwd
  213. >>2950 VFS Nov23 10th 4.5 Puts $0.45 (CboeTheo=0.34)  ASK  ARCA 10:44:55.080 IV=164.4% +26.1 PHLX 459 x $0.37 - $0.47 x 24 MPRL  FLOOR - OPENING  Vega=$1254 VFS=5.54 Ref
  214. SPLIT TICKET:
    >>2000 PLTR Oct23 27th 12.0 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 10:44:49.152 IV=97.5% -9.5 ARCA 0 x $0.00 - $0.01 x 14 C2  OPENING  Vega=$151 PLTR=16.14 Ref
  215. >>Market Color SNAP - Bullish option flow detected in Snap Inc. (9.57 -0.08) with 28,743 calls trading (1.7x expected) and implied vol increasing over 3 points to 98.55%. . The Put/Call Ratio is 0.42. Earnings are expected on 10/24. [SNAP 9.57 -0.08 Ref, IV=98.6% +3.4] #Bullish
  216. SWEEP DETECTED:
    >>3966 F Jan24 16.35 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 10:45:41.039 IV=38.5% -2.7 EMLD 1768 x $0.04 - $0.05 x 4404 EMLD  ISO  Vega=$2329 F=11.63 Ref
  217. SWEEP DETECTED:
    >>3326 NIO Feb24 10.0 Calls $0.61 (CboeTheo=0.60)  ASK  [MULTI] 10:45:50.754 IV=71.9% +1.9 BXO 94 x $0.59 - $0.61 x 3745 AMEX  AUCTION  Vega=$5454 NIO=7.71 Ref
  218. SPLIT TICKET:
    >>2231 WBA Nov23 24th 23.5 Calls $0.15 (CboeTheo=0.17)  ASK  [GEMX] 10:46:14.834 IV=34.9% -1.5 EDGX 722 x $0.14 - $0.15 x 197 GEMX  OPENING   52WeekLow  Vega=$3266 WBA=21.02 Ref
  219. SWEEP DETECTED:
    >>Bearish Delta Impact 632 GGAL Nov23 11.0 Puts $0.90 (CboeTheo=0.81)  ASK  [MULTI] 10:47:04.320 IV=97.0% +5.6 BZX 2 x $0.65 - $0.90 x 204 PHLX  OPENING 
    Delta=-36%, EST. IMPACT = 23k Shares ($264k) To Sell GGAL=11.69 Ref
  220. >>2000 BABA Nov23 80.0 Puts $3.24 (CboeTheo=3.22)  BID  AMEX 10:47:09.256 IV=38.7% +2.3 EDGX 285 x $3.20 - $3.30 x 96 EMLD  SPREAD/CROSS  Vega=$18k BABA=80.07 Ref
  221. >>2000 BABA Nov23 80.0 Calls $3.74 (CboeTheo=3.64)  ASK  AMEX 10:47:09.256 IV=39.6% +0.5 BXO 28 x $3.65 - $3.80 x 513 EDGX  SPREAD/CROSS  Vega=$18k BABA=80.07 Ref
  222. SWEEP DETECTED:
    >>3167 BAC Jun24 15.0 Puts $0.23 (CboeTheo=0.23)  ASK  [MULTI] 10:47:23.084 IV=48.0% +0.6 EMLD 918 x $0.22 - $0.23 x 1192 EMLD Vega=$6740 BAC=26.48 Ref
  223. >>2263 BAC Jun24 15.0 Puts $0.23 (CboeTheo=0.23)  ASK  ARCA 10:47:23.088 IV=48.0% +0.6 EMLD 528 x $0.22 - $0.23 x 487 MPRL Vega=$4816 BAC=26.48 Ref
  224. SWEEP DETECTED:
    >>2832 BAC Jun24 15.0 Puts $0.23 (CboeTheo=0.23)  ASK  [MULTI] 10:47:23.085 IV=48.0% +0.6 EMLD 918 x $0.22 - $0.23 x 1192 EMLD Vega=$6027 BAC=26.48 Ref
  225. SWEEP DETECTED:
    >>3401 BAC Jun24 15.0 Puts $0.24 (CboeTheo=0.23)  ASK  [MULTI] 10:47:36.782 IV=48.4% +1.0 MPRL 156 x $0.23 - $0.24 x 429 EDGX Vega=$7388 BAC=26.46 Ref
  226. SWEEP DETECTED:
    >>2500 WBA Nov23 24th 23.5 Calls $0.15 (CboeTheo=0.17)  BID  [MULTI] 10:48:10.203 IV=34.7% -1.7 EDGX 473 x $0.15 - $0.18 x 715 EMLD  OPENING   52WeekLow  Vega=$3670 WBA=21.05 Ref
  227. >>20599 BAC Jun24 15.0 Puts $0.24 (CboeTheo=0.23)  BID  CBOE 10:48:22.846 IV=48.5% +1.0 EMLD 454 x $0.24 - $0.25 x 934 EMLD  AUCTION  Vega=$45k BAC=26.48 Ref
  228. SPLIT TICKET:
    >>2000 OPEN Feb24 5.5 Calls $0.04 (CboeTheo=0.06)  BID  [BOX] 10:48:32.486 IV=96.4% -9.4 EMLD 1779 x $0.04 - $0.08 x 2587 EMLD  AUCTION  Vega=$408 OPEN=2.19 Ref
  229. >>Unusual Volume HSBC - 4x market weighted volume: 12.5k = 31.2k projected vs 6352 adv, 98% puts, 6% of OI [HSBC 37.84 -1.27 Ref, IV=26.8% +2.3]
  230. >>2000 AMD Jan25 95.0 Puts $14.56 (CboeTheo=14.58)  BID  ARCA 10:49:30.679 IV=47.9% +0.2 MIAX 293 x $14.55 - $14.75 x 106 PHLX  SPREAD/CROSS  Vega=$80k AMD=102.35 Ref
  231. >>6000 AMD Jan25 50.0 Puts $2.03 (CboeTheo=1.99)  ASK  ARCA 10:49:30.679 IV=55.3% +0.6 MIAX 154 x $1.96 - $2.03 x 2 BXO  SPREAD/CROSS  Vega=$81k AMD=102.35 Ref
  232. >>19500 BAC Jun24 15.0 Puts $0.25 (CboeTheo=0.23)  ASK  PHLX 10:51:26.504 IV=49.1% +1.6 BOX 300 x $0.23 - $0.25 x 31 BZX  FLOOR  Vega=$43k BAC=26.54 Ref
  233. >>1273 VIX Nov23 15th 25.0 Calls $1.52 (CboeTheo=1.54)  BID  CBOE 10:53:05.670 IV=131.7% +1.6 CBOE 871 x $1.52 - $1.55 x 12 CBOE Vega=$2653 VIX=20.83 Fwd
  234. SPLIT TICKET:
    >>2803 VIX Nov23 15th 25.0 Calls $1.52 (CboeTheo=1.54)  BID  [CBOE] 10:53:05.670 IV=131.7% +1.6 CBOE 871 x $1.52 - $1.55 x 12 CBOE Vega=$5842 VIX=20.83 Fwd
  235. >>2000 EXEL Nov23 23.0 Calls $0.35 (CboeTheo=0.41)  BID  PHLX 10:54:05.622 IV=43.0% -4.7 PHLX 443 x $0.35 - $0.50 x 372 AMEX  SPREAD/CROSS/TIED  Vega=$3719 EXEL=20.96 Ref
  236. >>2000 EXEL Nov23 20.0 Puts $0.75 (CboeTheo=0.58)  ASK  PHLX 10:54:05.622 IV=52.8% +8.0 PHLX 705 x $0.50 - $0.75 x 738 PHLX  SPREAD/CROSS/TIED  Vega=$4272 EXEL=20.96 Ref
  237. >>2000 RIG Nov23 9.0 Calls $0.07 (CboeTheo=0.08)  ASK  CBOE 10:54:07.800 IV=64.6% +2.1 C2 791 x $0.06 - $0.07 x 865 GEMX  SPREAD/LEGGED/FLOOR  Vega=$804 RIG=7.14 Ref
  238. >>5000 RIG Nov23 8.0 Calls $0.20 (CboeTheo=0.20)  MID  CBOE 10:54:07.800 IV=61.1% +2.9 EDGX 1475 x $0.18 - $0.21 x 1025 C2  SPREAD/LEGGED/FLOOR  Vega=$3399 RIG=7.14 Ref
  239. SWEEP DETECTED:
    >>12623 SNAP Nov23 12.0 Calls $0.35 (CboeTheo=0.34)  ASK  [MULTI] 10:54:28.438 IV=99.8% +1.1 C2 103 x $0.34 - $0.35 x 2306 EMLD  AUCTION  Vega=$11k SNAP=9.55 Ref
  240. SPLIT TICKET:
    >>1800 SPX Nov23 4150 Puts $52.90 (CboeTheo=52.53)  Above Ask!  [CBOE] 10:46:50.159 IV=20.8% -0.2 CBOE 45 x $52.10 - $52.60 x 188 CBOE  LATE  Vega=$761k SPX=4254.48 Fwd
  241. SPLIT TICKET:
    >>1200 SPX Nov23 4450 Calls $10.55 (CboeTheo=10.68)  BID  [CBOE] 10:46:50.159 IV=14.1% -0.4 CBOE 1519 x $10.40 - $10.80 x 894 CBOE  LATE  Vega=$310k SPX=4254.48 Fwd
  242. >>1110 VIX Nov23 15th 65.0 Calls $0.24 (CboeTheo=0.23)  ASK  CBOE 10:56:22.519 IV=224.6% +4.1 CBOE 22k x $0.21 - $0.24 x 21k CBOE  LATE  Vega=$701 VIX=20.97 Fwd
  243. >>1020 VIX Jan24 17th 90.0 Calls $0.26 (CboeTheo=0.25)  ASK  CBOE 10:56:22.519 IV=145.7% +1.1 CBOE 14k x $0.23 - $0.26 x 3019 CBOE  LATE  Vega=$1154 VIX=21.60 Fwd
  244. SPLIT TICKET:
    >>1545 VIX Nov23 15th 45.0 Calls $0.46 (CboeTheo=0.44)  ASK  [CBOE] 10:56:22.431 IV=192.3% +1.2 CBOE 14k x $0.43 - $0.46 x 1184 CBOE  LATE  Vega=$1617 VIX=20.97 Fwd
  245. SPLIT TICKET:
    >>1090 VIX Jan24 17th 50.0 Calls $0.71 (CboeTheo=0.71)  MID  [CBOE] 10:56:22.431 IV=122.4% +0.3 CBOE 5042 x $0.70 - $0.73 x 1899 CBOE  LATE  Vega=$2554 VIX=21.60 Fwd
  246. SPLIT TICKET:
    >>1454 VIX Nov23 15th 55.0 Calls $0.31 (CboeTheo=0.31)  MID  [CBOE] 10:56:22.431 IV=209.1% +1.9 CBOE 17k x $0.29 - $0.32 x 4032 CBOE  LATE  Vega=$1136 VIX=20.97 Fwd
  247. SPLIT TICKET:
    >>2816 VIX Jan24 17th 60.0 Calls $0.53 (CboeTheo=0.51)  ASK  [CBOE] 10:56:22.431 IV=130.7% +1.6 CBOE 16k x $0.50 - $0.53 x 4726 CBOE  LATE  Vega=$5385 VIX=21.60 Fwd
  248. SPLIT TICKET:
    >>3361 VIX Nov23 15th 65.0 Calls $0.24 (CboeTheo=0.23)  ASK  [CBOE] 10:56:22.431 IV=224.6% +4.1 CBOE 22k x $0.21 - $0.24 x 21k CBOE  LATE  Vega=$2123 VIX=20.97 Fwd
  249. SPLIT TICKET:
    >>1181 VIX Jan24 17th 70.0 Calls $0.40 (CboeTheo=0.39)  MID  [CBOE] 10:56:22.431 IV=136.3% +0.8 CBOE 3913 x $0.38 - $0.41 x 22k CBOE  LATE  Vega=$1850 VIX=21.60 Fwd
  250. SPLIT TICKET:
    >>3089 VIX Jan24 17th 90.0 Calls $0.26 (CboeTheo=0.25)  ASK  [CBOE] 10:56:22.431 IV=145.7% +1.1 CBOE 12k x $0.23 - $0.26 x 2948 CBOE  LATE  Vega=$3493 VIX=21.60 Fwd
  251. >>1462 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.93)  Below Bid!  CBOE 10:49:56.464 IV=31.2% -1.2 CBOE 165 x $1.90 - $2.00 x 407 CBOE  LATE - OPENING  Vega=$55k SPX=4248.69 Fwd
  252. SPLIT TICKET:
    >>1500 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.93)  Below Bid!  [CBOE] 10:49:56.464 IV=31.2% -1.2 CBOE 165 x $1.90 - $2.00 x 407 CBOE  LATE - OPENING  Vega=$56k SPX=4248.69 Fwd
  253. SPLIT TICKET:
    >>1100 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.93)  Below Bid!  [CBOE] 10:50:05.950 IV=31.2% -1.2 CBOE 515 x $1.90 - $2.00 x 45 CBOE  LATE - OPENING  Vega=$41k SPX=4248.12 Fwd
  254. SWEEP DETECTED:
    >>3260 AAPL Oct23 180 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 10:57:27.158 IV=63.6% +20.9 BOX 0 x $0.00 - $0.01 x 1995 ARCA  ISO  Vega=$420 AAPL=173.49 Ref
  255. SWEEP DETECTED:
    >>5000 SOFI Dec23 5.0 Puts $0.15 (CboeTheo=0.15)  ASK  [MULTI] 10:57:54.616 IV=92.1% -0.4 EMLD 604 x $0.13 - $0.15 x 1338 EMLD Vega=$2580 SOFI=7.37 Ref
  256. SWEEP DETECTED:
    >>2040 TSLA Oct23 27th 200 Puts $1.946 (CboeTheo=1.94)  Below Bid!  [MULTI] 10:58:23.095 IV=58.2% +7.1 MPRL 120 x $1.96 - $1.98 x 138 C2  SSR  Vega=$17k TSLA=213.69 Ref
  257. SWEEP DETECTED:
    >>Bullish Delta Impact 600 MAG Nov23 12.5 Calls $0.289 (CboeTheo=0.21)  Above Ask!  [MULTI] 10:58:23.466 IV=50.3% +2.1 PHLX 257 x $0.20 - $0.25 x 47 ARCA
    Delta=28%, EST. IMPACT = 17k Shares ($188k) To Buy MAG=11.35 Ref
  258. SWEEP DETECTED:
    >>2000 F Oct23 27th 12.5 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 10:58:27.005 IV=51.6% +2.9 C2 4156 x $0.06 - $0.07 x 6385 C2 Vega=$811 F=11.60 Ref
  259. SWEEP DETECTED:
    >>3710 F Mar24 12.0 Calls $0.84 (CboeTheo=0.83)  ASK  [MULTI] 10:58:37.591 IV=34.5% +0.9 EMLD 170 x $0.82 - $0.84 x 817 EMLD Vega=$11k F=11.61 Ref
  260. SPLIT TICKET:
    >>1621 SPX Dec23 2500 Puts $1.90 (CboeTheo=1.80)  ASK  [CBOE] 10:54:49.120 IV=56.8% +0.4 CBOE 3006 x $1.80 - $1.90 x 689 CBOE Vega=$47k SPX=4264.74 Fwd
  261. >>Unusual Volume WDC - 3x market weighted volume: 12.8k = 29.4k projected vs 9799 adv, 82% calls, 6% of OI [WDC 42.87 -0.19 Ref, IV=46.3% +1.4]
  262. >>Market Color MET - Bearish flow noted in MetLife (60.50 -1.42) with 9,595 puts trading, or 10x expected. The Put/Call Ratio is 9.84, while ATM IV is up over 2 points on the day. Earnings are expected on 11/01. [MET 60.50 -1.42 Ref, IV=32.1% +2.2] #Bearish
  263. >>2228 BAC Oct23 27th 25.0 Puts $0.10 (CboeTheo=0.10)  ASK  GEMX 11:00:22.901 IV=39.2% +7.0 EMLD 6618 x $0.09 - $0.10 x 4922 EMLD Vega=$1813 BAC=26.52 Ref
  264. >>25000 CHPT Oct23 27th 3.0 Puts $0.13 (CboeTheo=0.12)  MID  AMEX 11:00:27.985 IV=89.0% +5.9 EMLD 90 x $0.12 - $0.15 x 398 CBOE  FLOOR - OPENING   52WeekLow  Vega=$4203 CHPT=3.04 Ref
  265. SWEEP DETECTED:
    >>10125 BAC Oct23 27th 25.0 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 11:00:22.901 IV=39.2% +7.0 EMLD 6618 x $0.09 - $0.10 x 4922 EMLD  OPENING  Vega=$8240 BAC=26.52 Ref
  266. >>2065 BAC Oct23 27th 25.0 Puts $0.11 (CboeTheo=0.10)  ASK  PHLX 11:00:29.674 IV=40.4% +8.2 EMLD 6362 x $0.09 - $0.11 x 2174 AMEX Vega=$1739 BAC=26.52 Ref
  267. SWEEP DETECTED:
    >>17321 BAC Oct23 27th 25.0 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 11:00:29.673 IV=40.4% +8.2 EMLD 6362 x $0.09 - $0.11 x 2174 AMEX  OPENING  Vega=$15k BAC=26.52 Ref
  268. SWEEP DETECTED:
    >>4750 AAPL Jan24 160 Puts $4.00 (CboeTheo=3.94)  ASK  [MULTI] 11:00:41.324 IV=29.8% +3.0 BZX 27 x $3.95 - $4.00 x 758 EDGX Vega=$130k AAPL=173.50 Ref
  269. SWEEP DETECTED:
    >>2168 CMCSA Nov23 24th 47.0 Calls $0.291 (CboeTheo=0.31)  BID  [MULTI] 11:00:48.418 IV=24.8% -0.3 PHLX 138 x $0.29 - $0.34 x 28 BOX  ISO - OPENING  Vega=$7489 CMCSA=43.30 Ref
  270. SPLIT TICKET:
    >>2999 BAC Oct23 27.0 Puts $0.51 (CboeTheo=0.52)  BID  [CBOE] 11:01:29.390 IV=45.6% +45.6 PHLX 1655 x $0.50 - $0.54 x 238 C2  AUCTION  Vega=$203 BAC=26.49 Ref
  271. >>1415 SPX Nov23 4000 Calls $279.73 (CboeTheo=274.23)  Above Ask!  CBOE 10:56:39.499 IV=25.6% +1.9 CBOE 15 x $273.60 - $275.50 x 15 CBOE  LATE  Vega=$453k SPX=4248.90 Fwd
  272. >>1415 SPX Nov23 5000 Puts $741.42 (CboeTheo=747.94)  Below Bid!  CBOE 10:56:39.499 CBOE 100 x $743.70 - $751.70 x 15 CBOE  LATE  Vega=$0 SPX=4248.90 Fwd
  273. >>1000 SPX Nov23 5000 Calls $0.10 (CboeTheo=0.09)  MID  CBOE 10:56:39.586 IV=19.8% +1.7 CBOE 2247 x $0.05 - $0.15 x 3395 CBOE  LATE  Vega=$7368 SPX=4248.90 Fwd
  274. >>1000 SPX Nov23 4000 Puts $25.25 (CboeTheo=26.40)  Below Bid!  CBOE 10:56:39.586 IV=23.4% -0.7 CBOE 225 x $26.40 - $26.80 x 502 CBOE  LATE  Vega=$299k SPX=4248.90 Fwd
  275. SPLIT TICKET:
    >>1815 SPX Nov23 4000 Calls $279.73 (CboeTheo=274.27)  Above Ask!  [CBOE] 10:56:39.499 IV=25.6% +1.8 CBOE 15 x $273.60 - $275.50 x 15 CBOE  LATE  Vega=$581k SPX=4248.95 Fwd
  276. SPLIT TICKET:
    >>1815 SPX Nov23 5000 Puts $741.42 (CboeTheo=747.89)  Below Bid!  [CBOE] 10:56:39.499 CBOE 100 x $743.70 - $751.70 x 15 CBOE  LATE  Vega=$0 SPX=4248.95 Fwd
  277. SPLIT TICKET:
    >>1815 SPX Nov23 5000 Calls $0.10 (CboeTheo=0.09)  MID  [CBOE] 10:56:39.499 IV=19.8% +1.7 CBOE 2247 x $0.05 - $0.15 x 3395 CBOE  LATE  Vega=$13k SPX=4248.95 Fwd
  278. SPLIT TICKET:
    >>1815 SPX Nov23 4000 Puts $25.25 (CboeTheo=26.40)  Below Bid!  [CBOE] 10:56:39.499 IV=23.4% -0.7 CBOE 75 x $26.40 - $26.80 x 477 CBOE  LATE  Vega=$543k SPX=4248.95 Fwd
  279. SWEEP DETECTED:
    >>5119 BAC Oct23 27th 25.0 Puts $0.12 (CboeTheo=0.10)  ASK  [MULTI] 11:02:00.029 IV=41.4% +9.2 C2 452 x $0.11 - $0.12 x 3023 EMLD Vega=$4450 BAC=26.50 Ref
  280. >>2500 BAC Oct23 27th 25.0 Puts $0.12 (CboeTheo=0.10)  ASK  GEMX 11:02:55.428 IV=41.3% +9.0 EMLD 794 x $0.11 - $0.12 x 3068 C2 Vega=$2178 BAC=26.50 Ref
  281. >>2000 ORCL Dec23 100 Puts $4.52 (CboeTheo=4.54)  MID  AMEX 11:03:07.073 IV=35.2% +0.8 AMEX 152 x $4.45 - $4.60 x 205 CBOE  SPREAD/CROSS  Vega=$31k ORCL=101.39 Ref
  282. >>2000 ORCL Dec23 110 Calls $2.33 (CboeTheo=2.34)  MID  AMEX 11:03:07.073 IV=32.1% +0.9 AMEX 402 x $2.28 - $2.38 x 134 AMEX  SPREAD/CROSS  Vega=$28k ORCL=101.39 Ref
  283. SWEEP DETECTED:
    >>2625 BAC Oct23 27th 25.0 Puts $0.12 (CboeTheo=0.10)  ASK  [MULTI] 11:03:17.432 IV=41.1% +8.9 C2 1850 x $0.11 - $0.12 x 1396 EMLD Vega=$2291 BAC=26.48 Ref
  284. >>7300 SE Nov23 70.0 Calls $0.12 (CboeTheo=0.13)  ASK  BOX 11:03:30.230 IV=85.2% +2.8 CBOE 1763 x $0.05 - $0.13 x 1710 CBOE  FLOOR  Vega=$6571 SE=43.70 Ref
  285. >>3400 WFC Oct23 40.0 Calls $0.43 (CboeTheo=0.47)  MID  AMEX 11:03:56.841 IV=53.4% -128.1 C2 28 x $0.42 - $0.44 x 82 BXO  SPREAD/CROSS  Vega=$1105 WFC=40.34 Ref
  286. >>3400 WFC Oct23 40.0 Puts $0.08 (CboeTheo=0.12)  BID  AMEX 11:03:56.841 IV=52.4% +11.5 C2 504 x $0.08 - $0.09 x 717 C2  SPREAD/CROSS  Vega=$1096 WFC=40.34 Ref
  287. >>2102 PII Jan24 105 Puts $13.18 (CboeTheo=13.24)  ASK  EDGX 11:04:01.321 IV=31.8% -0.1 AMEX 54 x $12.50 - $13.80 x 25 EDGX  COB/AUCTION  Vega=$31k PII=93.65 Ref
  288. >>2102 PII Jan24 90.0 Puts $4.75 (CboeTheo=4.65)  MID  EDGX 11:04:01.321 IV=36.4% +0.8 ARCA 15 x $4.50 - $5.00 x 50 PHLX  COB/AUCTION - OPENING  Vega=$37k PII=93.65 Ref
  289. >>5000 HSBC Oct23 39.0 Puts $1.10 (CboeTheo=1.65)  BID  AMEX 11:04:02.342 AMEX 250 x $0.95 - $1.35 x 126 PHLX  SPREAD/FLOOR  Vega=$0 HSBC=37.85 Ref
  290. >>5000 HSBC Dec23 37.0 Puts $1.20 (CboeTheo=1.13)  ASK  AMEX 11:04:02.343 IV=25.6% +0.4 ARCA 186 x $1.10 - $1.20 x 1 BZX  SPREAD/FLOOR  Vega=$29k HSBC=37.85 Ref
  291. TRADE CXLD:
    >>2500 AAPL Oct23 175 Puts $0.66 (CboeTheo=0.66)  BID  AMEX 10:02:40.009 IV=38.0% +27.4 BZX 21 x $0.66 - $0.67 x 16 BZX  SPREAD/CROSS  Vega=$4730 AAPL=175.12 Ref
  292. TRADE CXLD:
    >>2500 AAPL Oct23 175 Calls $0.78 (CboeTheo=0.78)  BID  AMEX 10:02:40.009 IV=37.7% -27.2 NOM 13 x $0.78 - $0.79 x 21 NOM  SPREAD/CROSS  Vega=$4730 AAPL=175.12 Ref
  293. SPLIT TICKET:
    >>1007 VIX Nov23 15th 15.0 Puts $0.13 (CboeTheo=0.13)  ASK  [CBOE] 11:05:38.915 IV=85.8% +4.4 CBOE 5 x $0.12 - $0.13 x 320 CBOE Vega=$660 VIX=20.92 Fwd
  294. >>Unusual Volume IEP - 3x market weighted volume: 5310 = 11.4k projected vs 3395 adv, 54% puts, 5% of OI [IEP 17.35 Ref, IV=66.3% -5.7]
  295. >>6464 DAL Oct23 27th 36.0 Calls $0.01 (CboeTheo=0.03)  Below Bid!  BOX 11:08:09.499 IV=35.9% -3.2 C2 1039 x $0.02 - $0.03 x 1650 EMLD  SPREAD/FLOOR  Vega=$1345 DAL=32.30 Ref
  296. >>6464 DAL Oct23 27th 34.5 Calls $0.09 (CboeTheo=0.09)  ASK  BOX 11:08:09.499 IV=37.3% -7.6 C2 1105 x $0.08 - $0.09 x 1014 C2  SPREAD/FLOOR - OPENING  Vega=$5721 DAL=32.30 Ref
  297. >>1296 VIX Nov23 15th 16.0 Puts $0.29 (CboeTheo=0.28)  MID  CBOE 11:08:19.714 IV=89.7% +6.3 CBOE 4626 x $0.27 - $0.30 x 5532 CBOE Vega=$1353 VIX=20.88 Fwd
  298. SPLIT TICKET:
    >>4000 VIX Nov23 15th 16.0 Puts $0.29 (CboeTheo=0.28)  ASK  [CBOE] 11:08:19.711 IV=89.7% +6.3 CBOE 500 x $0.28 - $0.29 x 1000 CBOE Vega=$4175 VIX=20.88 Fwd
  299. SPLIT TICKET:
    >>1184 VIX Dec23 20th 15.0 Puts $0.26 (CboeTheo=0.26)  BID  [CBOE] 11:09:11.616 IV=66.4% +0.7 CBOE 978 x $0.26 - $0.27 x 23k CBOE Vega=$1632 VIX=20.83 Fwd
  300. SPLIT TICKET:
    >>1695 VIX Nov23 15th 15.0 Puts $0.16 (CboeTheo=0.13)  ASK  [CBOE] 11:10:10.433 IV=90.2% +8.8 CBOE 30 x $0.14 - $0.16 x 23k CBOE Vega=$1227 VIX=20.92 Fwd
  301. >>1141 VIX Dec23 20th 15.0 Puts $0.26 (CboeTheo=0.25)  MID  CBOE 11:10:39.528 IV=66.8% +1.0 CBOE 1776 x $0.24 - $0.27 x 11k CBOE Vega=$1569 VIX=20.88 Fwd
  302. >>2000 NVDA Jan25 375 Puts $53.20 (CboeTheo=53.30)  BID  PHLX 11:11:41.998 IV=47.1% +0.1 CBOE 195 x $53.15 - $53.75 x 91 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$316k NVDA=413.46 Ref
  303. SWEEP DETECTED:
    >>5000 AAL Nov23 10.0 Puts $0.21 (CboeTheo=0.20)  ASK  [MULTI] 11:11:36.952 IV=53.2% +2.4 C2 1887 x $0.19 - $0.21 x 718 C2  ISO   52WeekLow  Vega=$4478 AAL=11.11 Ref
  304. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 3600 Puts $0.10 (CboeTheo=0.10)  ASK  [CBOE] 11:12:21.053 IV=59.6% +2.5 CBOE 536 x $0.05 - $0.10 x 215 CBOE Vega=$2056 SPX=4239.73 Fwd
  305. >>2983 SOFI Nov23 3rd 7.0 Calls $0.86 (CboeTheo=0.86)  BID  EDGX 11:12:34.034 IV=112.8% +4.1 EMLD 1666 x $0.86 - $0.89 x 2216 EMLD  COB - OPENING  Vega=$1625 SOFI=7.39 Ref
  306. >>2983 SOFI Oct23 7.0 Calls $0.41 (CboeTheo=0.40)  ASK  EDGX 11:12:34.034 IV=172.7% +13.7 C2 287 x $0.38 - $0.41 x 194 C2  COB  Vega=$91 SOFI=7.39 Ref
  307. SWEEP DETECTED:
    >>Bearish Delta Impact 1074 SAVA Oct23 14.0 Calls $0.20 (CboeTheo=0.69)  BID  [MULTI] 11:13:00.967 IV=134.9% -40.9 PHLX 261 x $0.20 - $0.35 x 203 PHLX  OPENING 
    Delta=53%, EST. IMPACT = 57k Shares ($800k) To Sell SAVA=14.03 Ref
  308. >>Unusual Volume CRSP - 3x market weighted volume: 6682 = 13.5k projected vs 3783 adv, 82% puts, 8% of OI [CRSP 38.45 -1.33 Ref, IV=88.2% +5.6]
  309. >>2000 PG Jan24 135 Puts $1.31 (CboeTheo=1.27)  ASK  PHLX 11:14:23.833 IV=21.8% +0.6 MRX 14 x $1.25 - $1.32 x 5 EDGX  SPREAD/CROSS/TIED  Vega=$35k PG=149.23 Ref
  310. >>1462 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.97)  Below Bid!  CBOE 11:14:59.595 IV=31.0% -1.4 CBOE 345 x $1.95 - $2.05 x 589 CBOE  LATE - OPENING  Vega=$55k SPX=4244.72 Fwd
  311. >>2500 WFC Nov23 24th 38.0 Puts $0.65 (CboeTheo=0.66)  BID  PHLX 11:15:40.766 IV=31.3% +0.7 MPRL 38 x $0.64 - $0.68 x 61 BOX  SPREAD/CROSS/TIED  Vega=$10k WFC=40.40 Ref
  312. >>4106 X Oct23 30.0 Calls $1.93 (CboeTheo=1.92)  ASK  AMEX 11:16:12.240 IV=140.0% +70.8 PHLX 457 x $1.77 - $2.04 x 383 PHLX  SPREAD/FLOOR  Vega=$243 X=31.91 Ref
  313. >>8212 X Nov23 29.0 Calls $3.54 (CboeTheo=3.59)  ASK  AMEX 11:16:12.240 IV=48.0% -2.9 PHLX 863 x $3.35 - $3.70 x 322 PHLX  SPREAD/FLOOR - OPENING  Vega=$21k X=31.91 Ref
  314. >>8212 X Nov23 25.0 Puts $0.24 (CboeTheo=0.17)  ASK  AMEX 11:16:12.241 IV=68.1% +2.5 AMEX 221 x $0.08 - $0.30 x 78 BZX  SPREAD/FLOOR - OPENING  Vega=$11k X=31.91 Ref
  315. >>4106 X Oct23 30.0 Calls $1.92 (CboeTheo=1.92)  ASK  AMEX 11:16:12.241 IV=116.7% +47.5 PHLX 457 x $1.77 - $2.04 x 383 PHLX  SPREAD/FLOOR  Vega=$119 X=31.91 Ref
  316. TRADE CXLD:
    >>1462 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.97)  Below Bid!  CBOE 11:14:59.595 IV=31.0% -1.4 CBOE 345 x $1.95 - $2.05 x 589 CBOE  LATE - OPENING  Vega=$55k SPX=4244.72 Fwd
  317. >>1199 VIX Dec23 20th 15.0 Puts $0.27 (CboeTheo=0.26)  MID  CBOE 11:17:04.713 IV=67.2% +1.4 CBOE 868 x $0.26 - $0.28 x 22k CBOE Vega=$1678 VIX=20.83 Fwd
  318. >>3000 GOOG Dec23 135 Calls $8.46 (CboeTheo=8.39)  ASK  AMEX 11:17:13.803 IV=33.7% +0.8 EDGX 480 x $8.25 - $8.55 x 492 AMEX  SPREAD/CROSS  Vega=$63k GOOG=136.36 Ref
  319. >>3000 GOOG Dec23 135 Puts $5.96 (CboeTheo=5.95)  BID  AMEX 11:17:13.803 IV=33.4% +0.5 BOX 98 x $5.95 - $6.00 x 161 EDGX  SPREAD/CROSS  Vega=$63k GOOG=136.36 Ref
  320. >>3000 GOOG Dec23 135 Calls $8.46 (CboeTheo=8.38)  ASK  AMEX 11:17:16.402 IV=33.8% +0.8 AMEX 537 x $8.25 - $8.55 x 589 EDGX  SPREAD/CROSS  Vega=$63k GOOG=136.34 Ref
  321. >>3000 GOOG Dec23 135 Puts $5.96 (CboeTheo=5.96)  BID  AMEX 11:17:16.402 IV=33.4% +0.5 BOX 98 x $5.95 - $6.00 x 107 EDGX  SPREAD/CROSS  Vega=$63k GOOG=136.34 Ref
  322. >>1056 VIX Dec23 20th 15.0 Puts $0.27 (CboeTheo=0.26)  MID  CBOE 11:17:13.874 IV=67.3% +1.6 CBOE 868 x $0.26 - $0.28 x 20k CBOE Vega=$1476 VIX=20.85 Fwd
  323. >>2000 IEP Nov23 20.0 Calls $0.45 (CboeTheo=0.48)  MID  ARCA 11:18:47.602 IV=71.4% -0.4 PHLX 2664 x $0.35 - $0.55 x 8 EMLD  FLOOR   52WeekLow  Vega=$2940 IEP=17.32 Ref
  324. >>5000 PCG Nov23 10th 15.0 Puts $0.13 (CboeTheo=0.14)  BID  PHLX 11:18:56.713 IV=34.5% -0.3 MPRL 8 x $0.13 - $0.15 x 197 GEMX  SPREAD/CROSS/TIED - OPENING  Vega=$5051 PCG=16.12 Ref
  325. >>5000 PCG Nov23 3rd 15.0 Puts $0.10 (CboeTheo=0.10)  BID  PHLX 11:18:56.713 IV=38.1% +0.8 GEMX 471 x $0.10 - $0.11 x 496 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$3814 PCG=16.12 Ref
  326. SWEEP DETECTED:
    >>2000 AAPL Oct23 180 Puts $6.798 (CboeTheo=6.69)  ASK  [MULTI] 11:19:55.804 IV=102.1% +102.1 EDGX 85 x $6.60 - $6.80 x 496 MIAX Vega=$1076 AAPL=173.31 Ref
  327. SWEEP DETECTED:
    >>Bullish Delta Impact 1319 EGO Apr24 13.0 Calls $0.60 (CboeTheo=0.57)  ASK  [MULTI] 11:20:02.575 IV=45.2% +0.7 EMLD 171 x $0.55 - $0.60 x 490 EMLD  OPENING 
    Delta=33%, EST. IMPACT = 43k Shares ($449k) To Buy EGO=10.41 Ref
  328. >>2000 NKE Dec23 105 Puts $4.55 (CboeTheo=4.62)  BID  AMEX 11:20:56.218 IV=23.2% -0.2 CBOE 188 x $4.55 - $4.65 x 244 CBOE  SPREAD/CROSS - OPENING  Vega=$32k NKE=103.08 Ref
  329. >>2000 NKE Dec23 110 Calls $1.41 (CboeTheo=1.42)  BID  AMEX 11:20:56.218 IV=22.7% +0.2 ARCA 8 x $1.41 - $1.43 x 15 BXO  SPREAD/CROSS  Vega=$27k NKE=103.08 Ref
  330. >>2000 AAPL Oct23 180 Puts $6.95 (CboeTheo=6.88)  BID  AMEX 11:20:58.570 IV=96.1% +96.1 AMEX 2000 x $6.95 - $7.00 x 40 BXO Vega=$851 AAPL=173.12 Ref
  331. SWEEP DETECTED:
    >>2273 TSLA Oct23 225 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 11:20:55.840 IV=107.4% +8.2 C2 665 x $0.02 - $0.03 x 1553 EMLD  SSR  Vega=$341 TSLA=211.88 Ref
  332. SWEEP DETECTED:
    >>Bullish Delta Impact 1426 IEP Jun24 12.5 Puts $1.05 (CboeTheo=1.28)  BID  [MULTI] 11:20:55.919 IV=52.6% -6.7 PHLX 377 x $1.05 - $1.55 x 2 CBOE  OPENING   52WeekLow 
    Delta=-23%, EST. IMPACT = 33k Shares ($578k) To Buy IEP=17.34 Ref
  333. >>10000 GOOG Jan24 160 Calls $1.61 (CboeTheo=1.63)  BID  PHLX 11:21:05.301 IV=27.8% +0.6 BXO 24 x $1.60 - $1.65 x 24 BXO  COB/AUCTION  Vega=$176k GOOG=136.69 Ref
  334. >>10000 GOOG Jan24 150 Calls $3.81 (CboeTheo=3.80)  ASK  PHLX 11:21:05.301 IV=29.0% +0.5 CBOE 118 x $3.75 - $3.85 x 88 BOX  COB/AUCTION  Vega=$246k GOOG=136.69 Ref
  335. SWEEP DETECTED:
    >>8662 PLTR Oct23 27th 16.0 Calls $0.62 (CboeTheo=0.61)  ASK  [MULTI] 11:21:14.749 IV=64.3% +1.8 EMLD 2756 x $0.60 - $0.62 x 2178 EDGX  OPENING  Vega=$7766 PLTR=16.07 Ref
  336. SWEEP DETECTED:
    >>2165 TSLA Oct23 225 Calls $0.01 (CboeTheo=0.02)  BID  [MULTI] 11:21:34.282 IV=99.9% +0.7 MPRL 2727 x $0.01 - $0.02 x 118 EMLD  SSR  Vega=$200 TSLA=211.75 Ref
  337. SWEEP DETECTED:
    >>2955 SNAP Nov23 12.0 Calls $0.39 (CboeTheo=0.38)  ASK  [MULTI] 11:22:31.175 IV=104.2% +5.5 EMLD 2791 x $0.38 - $0.39 x 846 EMLD Vega=$2587 SNAP=9.56 Ref
  338. >>1178 VIX Dec23 20th 15.0 Puts $0.27 (CboeTheo=0.26)  ASK  CBOE 11:22:42.491 IV=67.7% +1.9 CBOE 2822 x $0.24 - $0.28 x 32k CBOE Vega=$1643 VIX=20.90 Fwd
  339. >>4000 MPW Dec23 4.0 Puts $0.47 (CboeTheo=0.45)  ASK  BOX 11:23:09.197 IV=104.2% +6.7 MIAX 450 x $0.43 - $0.47 x 71 NOM  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$2481 MPW=4.58 Ref
  340. >>2000 MPW Jan24 5.0 Puts $1.04 (CboeTheo=1.04)  MID  BOX 11:23:09.197 IV=82.5% +2.4 AMEX 527 x $1.02 - $1.07 x 192 C2  SPREAD/FLOOR   52WeekLow  Vega=$1766 MPW=4.58 Ref
  341. >>3000 MPW Jan24 5.0 Puts $1.05 (CboeTheo=1.04)  MID  BOX 11:23:09.197 IV=83.7% +3.5 AMEX 527 x $1.02 - $1.07 x 192 C2  SPREAD/FLOOR   52WeekLow  Vega=$2650 MPW=4.58 Ref
  342. >>5000 MPW Jan24 3.0 Puts $0.26 (CboeTheo=0.26)  ASK  BOX 11:23:09.197 IV=109.9% -0.0 PHLX 295 x $0.24 - $0.26 x 12 ARCA  SPREAD/FLOOR   52WeekLow  Vega=$2660 MPW=4.58 Ref
  343. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 11:24:00.821 IV=69.3% -7.6 PHLX 1622 x $0.20 - $0.35 x 907 PHLX  FLOOR 
    Delta=-50%, EST. IMPACT = 35k Shares ($102k) To Buy RYAM=2.94 Ref
  344. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.26)  BID  [MULTI] 11:24:16.355 IV=73.7% -3.1 PHLX 653 x $0.25 - $0.35 x 952 PHLX
    Delta=-47%, EST. IMPACT = 33k Shares ($98k) To Buy RYAM=2.96 Ref
  345. >>5400 C Oct23 39.0 Puts $0.02 (CboeTheo=0.01)  ASK  AMEX 11:25:36.245 IV=64.9% +26.7 C2 2899 x $0.01 - $0.02 x 656 C2  SPREAD/CROSS  Vega=$723 C=39.90 Ref
  346. >>5400 C Oct23 39.0 Calls $0.92 (CboeTheo=0.90)  ASK  AMEX 11:25:36.245 IV=68.5% +30.3 MPRL 24 x $0.88 - $0.93 x 16 BXO  SPREAD/CROSS  Vega=$803 C=39.90 Ref
  347. >>2000 AMD Mar24 110 Calls $9.95 (CboeTheo=9.93)  MID  BOX 11:26:58.712 IV=47.6% +0.5 MIAX 402 x $9.90 - $10.00 x 571 MIAX  CROSS  Vega=$52k AMD=101.76 Ref
  348. SWEEP DETECTED:
    >>Bearish Delta Impact 3206 GGAL Dec23 9.0 Puts $0.878 (CboeTheo=0.75)  Above Ask!  [MULTI] 11:27:48.432 IV=119.4% +20.4 EDGX 15 x $0.60 - $0.85 x 59 CBOE  ISO - OPENING 
    Delta=-21%, EST. IMPACT = 69k Shares ($798k) To Sell GGAL=11.61 Ref
  349. >>4350 CRSP Nov23 40.0 Puts $4.55 (CboeTheo=4.60)  BID  CBOE 11:28:15.705 IV=86.5% +1.8 BOX 34 x $4.50 - $4.80 x 14 BZX  CROSS   52WeekLow  Vega=$18k CRSP=38.32 Ref
  350. >>4000 CRSP Nov23 25.0 Puts $0.30 (CboeTheo=0.42)  BID  CBOE 11:28:15.705 IV=107.2% -12.1 AMEX 263 x $0.30 - $0.50 x 81 EDGX  CROSS - OPENING   52WeekLow  Vega=$4801 CRSP=38.32 Ref
  351. >>4000 CRSP Nov23 35.0 Puts $2.40 (CboeTheo=2.26)  ASK  CBOE 11:28:15.705 IV=96.2% +4.6 MPRL 63 x $2.25 - $2.40 x 20 MPRL  CROSS - OPENING   52WeekLow  Vega=$15k CRSP=38.32 Ref
  352. TRADE CXLD:
    >>1462 SPXW Oct23 30th 3825 Puts $1.70 (CboeTheo=1.93)  Below Bid!  CBOE 10:49:56.464 IV=31.2% -1.2 CBOE 165 x $1.90 - $2.00 x 407 CBOE  LATE - OPENING  Vega=$55k SPX=4248.69 Fwd
  353. >>Market Color RUN - Bearish flow noted in Sunrun (9.72 -0.86) with 10,477 puts trading, or 3x expected. The Put/Call Ratio is 1.98, while ATM IV is up over 8 points on the day. Earnings are expected on 11/01.  [RUN 9.72 -0.86 Ref, IV=109.3% +8.3] #Bearish
  354. SWEEP DETECTED:
    >>2828 BAC Jan24 23.0 Puts $0.538 (CboeTheo=0.53)  Above Ask!  [MULTI] 11:31:32.841 IV=36.4% +4.0 C2 1386 x $0.52 - $0.53 x 71 BXO Vega=$10k BAC=26.48 Ref
  355. SWEEP DETECTED:
    >>2000 AAPL Oct23 180 Puts $7.091 (CboeTheo=7.10)  MID  [MULTI] 11:31:38.183 IV=107.1% +107.1 MPRL 17 x $7.00 - $7.20 x 519 CBOE Vega=$977 AAPL=172.91 Ref
  356. SWEEP DETECTED:
    >>3615 AAPL Oct23 27th 172.5 Calls $3.05 (CboeTheo=3.02)  ASK  [MULTI] 11:31:42.502 IV=28.4% +1.3 MPRL 84 x $3.00 - $3.05 x 526 EDGX  OPENING  Vega=$35k AAPL=172.89 Ref
  357. >>2221 AAPL Oct23 180 Puts $7.10 (CboeTheo=7.10)  ASK  AMEX 11:32:09.036 IV=70.9% +70.9 MRX 112 x $7.00 - $7.15 x 438 CBOE  AUCTION  Vega=$199 AAPL=172.91 Ref
  358. SWEEP DETECTED:
    >>2500 AAPL Oct23 180 Puts $7.106 (CboeTheo=7.09)  Below Bid!  [MULTI] 11:32:08.901 IV=97.8% +97.8 ARCA 250 x $7.15 - $7.20 x 287 CBOE Vega=$950 AAPL=172.92 Ref
  359. SWEEP DETECTED:
    >>2000 JBLU Nov23 4.0 Puts $0.20 (CboeTheo=0.18)  ASK  [MULTI] 11:32:33.181 IV=75.9% +1.3 EMLD 1287 x $0.18 - $0.20 x 1164 C2  ISO - OPENING  Vega=$846 JBLU=4.34 Ref
  360. SWEEP DETECTED:
    >>2500 AAPL Oct23 180 Puts $7.24 (CboeTheo=7.13)  ASK  [MULTI] 11:32:34.215 IV=110.7% +110.7 MPRL 12 x $7.10 - $7.25 x 22 CBOE Vega=$1299 AAPL=172.87 Ref
  361. >>1125 SPX Nov23 4225 Puts $78.56 (CboeTheo=79.37)  Below Bid!  CBOE 11:33:05.949 IV=18.8% -0.2 CBOE 345 x $78.80 - $79.50 x 45 CBOE  LATE  Vega=$522k SPX=4243.85 Fwd
  362. >>1250 SPX Nov23 3950 Puts $21.19 (CboeTheo=21.36)  Below Bid!  CBOE 11:33:05.949 IV=24.7% -0.4 CBOE 345 x $21.20 - $21.60 x 1189 CBOE  LATE  Vega=$332k SPX=4243.85 Fwd
  363. >>1250 SPX Nov23 4150 Puts $54.91 (CboeTheo=55.46)  Below Bid!  CBOE 11:33:06.007 IV=20.5% -0.5 CBOE 190 x $55.10 - $55.80 x 255 CBOE  LATE  Vega=$535k SPX=4243.85 Fwd
  364. >>1125 SPX Nov23 4025 Puts $30.03 (CboeTheo=30.29)  Below Bid!  CBOE 11:33:06.007 IV=23.1% -0.1 CBOE 225 x $30.10 - $30.60 x 878 CBOE  LATE  Vega=$368k SPX=4243.85 Fwd
  365. >>2000 TSLA Jan24 200 Puts $15.00 (CboeTheo=15.05)  BID  AMEX 11:33:33.745 IV=51.7% +3.8 CBOE 529 x $15.00 - $15.10 x 47 BZX  CROSS   SSR  Vega=$78k TSLA=210.82 Ref
  366. >>2273 AAPL Oct23 180 Puts $7.20 (CboeTheo=7.18)  BID  EMLD 11:33:37.619 IV=85.4% +85.4 EMLD 2273 x $7.20 - $7.20 x 1 NOM Vega=$503 AAPL=172.83 Ref
  367. SWEEP DETECTED:
    >>2455 AAPL Oct23 180 Puts $7.20 (CboeTheo=7.16)  ASK  [MULTI] 11:33:37.334 IV=92.9% +92.9 MIAX 73 x $7.15 - $7.20 x 39 NOM Vega=$757 AAPL=172.84 Ref
  368. >>2000 SQ Nov23 40.0 Calls $5.65 (CboeTheo=5.63)  MID  AMEX 11:34:01.420 IV=70.6% +2.0 CBOE 628 x $5.60 - $5.70 x 624 C2  SPREAD/CROSS - OPENING  Vega=$8215 SQ=43.81 Ref
  369. >>2000 SQ Nov23 40.0 Puts $1.65 (CboeTheo=1.64)  BID  AMEX 11:34:01.420 IV=70.4% +1.7 MPRL 30 x $1.65 - $1.66 x 62 MRX  SPREAD/CROSS  Vega=$8223 SQ=43.81 Ref
  370. SWEEP DETECTED:
    >>2703 AAPL Jan24 150 Puts $2.35 (CboeTheo=2.34)  MID  [MULTI] 11:34:12.418 IV=32.3% +2.4 ARCA 60 x $2.35 - $2.37 x 2691 ARCA Vega=$56k AAPL=172.87 Ref
  371. SWEEP DETECTED:
    >>2767 AAPL Jan24 170 Calls $11.95 (CboeTheo=11.92)  ASK  [MULTI] 11:35:33.588 IV=27.4% -2.9 GEMX 40 x $11.90 - $11.95 x 2002 ARCA Vega=$92k AAPL=172.69 Ref
  372. SWEEP DETECTED:
    >>2000 AAPL Nov23 3rd 172.5 Calls $5.10 (CboeTheo=5.03)  ASK  [MULTI] 11:35:58.840 IV=35.3% +2.0 C2 1266 x $5.00 - $5.10 x 1301 PHLX  OPENING  Vega=$27k AAPL=172.72 Ref
  373. SWEEP DETECTED:
    >>2800 CVE Jan24 25.0 Calls $0.35 (CboeTheo=0.35)  ASK  [MULTI] 11:36:19.727 IV=35.3% +0.9 C2 480 x $0.30 - $0.35 x 523 PHLX Vega=$7953 CVE=20.84 Ref
  374. >>10000 UAL Jan25 23.0 Puts $1.75 (CboeTheo=1.71)  ASK  ARCA 11:37:28.780 IV=52.2% +0.4 CBOE 1 x $1.71 - $1.75 x 27 MPRL  CROSS - OPENING   52WeekLow  Vega=$84k UAL=35.33 Ref
  375. >>5000 META Jan24 250 Puts $6.35 (CboeTheo=6.33)  ASK  PHLX 11:38:57.809 IV=48.1% +1.0 EDGX 280 x $6.20 - $6.35 x 205 CBOE  SPREAD/CROSS/TIED  Vega=$180k META=308.31 Ref
  376. >>5000 META Jan24 400 Calls $3.55 (CboeTheo=3.58)  BID  PHLX 11:38:57.809 IV=39.7% +1.0 EDGX 183 x $3.55 - $3.65 x 221 CBOE  SPREAD/CROSS/TIED  Vega=$163k META=308.31 Ref
  377. SWEEP DETECTED:
    >>2149 GFI Jan24 14.0 Puts $1.00 (CboeTheo=0.95)  ASK  [MULTI] 11:39:27.930 IV=44.3% +2.5 EMLD 51 x $0.95 - $1.00 x 633 EMLD  OPENING  Vega=$5916 GFI=14.35 Ref
  378. >>3900 AAPL Dec23 1st 160 Puts $2.20 (CboeTheo=2.35)  BID  MRX 11:39:32.365 IV=31.4% +0.1 MPRL 369 x $2.20 - $2.34 x 481 NOM  OPENING  Vega=$65k AAPL=173.09 Ref
  379. SWEEP DETECTED:
    >>16111 AAPL Dec23 1st 160 Puts $2.26 (CboeTheo=2.36)  Below Bid!  [MULTI] 11:39:32.112 IV=32.1% +0.8 MIAX 102 x $2.34 - $2.38 x 59 BOX  OPENING  Vega=$274k AAPL=173.00 Ref
  380. SWEEP DETECTED:
    >>2369 AAPL Oct23 180 Puts $6.99 (CboeTheo=6.85)  ASK  [MULTI] 11:40:38.645 IV=114.3% +114.3 MPRL 14 x $6.80 - $7.00 x 159 C2 Vega=$1384 AAPL=173.15 Ref
  381. SPLIT TICKET:
    >>1007 SPXW Oct23 4255 Calls $5.412 (CboeTheo=5.87)  Below Bid!  [CBOE] 11:40:47.377 IV=34.8% +11.5 CBOE 3 x $5.70 - $5.80 x 214 CBOE  OPENING  Vega=$32k SPX=4235.95 Fwd
  382. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 4115 Puts $1.69 (CboeTheo=1.56)  Above Ask!  [CBOE] 11:40:47.544 IV=19.3% -2.1 CBOE 118 x $1.55 - $1.60 x 164 CBOE  LATE - OPENING  Vega=$45k SPX=4236.40 Fwd
  383. >>3000 SWN Dec23 7.0 Puts $0.36 (CboeTheo=0.36)  MID  AMEX 11:41:08.777 IV=41.4% -0.6 PHLX 580 x $0.34 - $0.37 x 8 NOM  CROSS - OPENING  Vega=$3249 SWN=7.17 Ref
  384. >>5000 AXP Jan26 240 Calls $5.25 (CboeTheo=4.98)  Above Ask!  AMEX 11:41:24.843 IV=27.7% +0.9 MPRL 16 x $4.35 - $5.10 x 5 BXO  FLOOR   Post-Earnings  Vega=$293k AXP=142.85 Ref
  385. >>2500 AGNC Nov23 8.0 Puts $0.27 (CboeTheo=0.26)  MID  AMEX 11:42:01.697 IV=39.9% +3.1 GEMX 178 x $0.26 - $0.28 x 104 NOM  CROSS  Vega=$2185 AGNC=8.29 Ref
  386. SWEEP DETECTED:
    >>2528 AMZN Dec23 135 Calls $4.251 (CboeTheo=4.30)  BID  [MULTI] 11:42:18.517 IV=37.7% +1.0 CBOE 835 x $4.25 - $4.30 x 219 C2 Vega=$47k AMZN=125.64 Ref
  387. >>2125 WDC Oct23 27th 44.0 Calls $0.64 (CboeTheo=0.63)  BID  MIAX 11:42:41.340 IV=40.4% -2.5 BOX 30 x $0.61 - $0.70 x 16 NOM  AUCTION - OPENING  Vega=$4932 WDC=43.16 Ref
  388. >>4801 AAPL Oct23 175 Calls $0.09 (CboeTheo=0.10)  ASK  ARCA 11:42:57.930 IV=36.9% -28.0 C2 1884 x $0.08 - $0.09 x 4801 ARCA Vega=$4022 AAPL=173.24 Ref
  389. SPLIT TICKET:
    >>1213 SPXW Oct23 23rd 3775 Puts $0.15 (CboeTheo=0.18)  BID  [CBOE] 11:43:58.749 IV=45.1% -0.4 CBOE 494 x $0.15 - $0.20 x 682 CBOE  OPENING  Vega=$4489 SPX=4235.47 Fwd
  390. >>2000 SPX Nov23 4450 Calls $10.23 (CboeTheo=9.69)  Above Ask!  CBOE 11:44:07.186 IV=14.4% -0.1 CBOE 661 x $9.60 - $9.90 x 1534 CBOE  LATE  Vega=$502k SPX=4246.40 Fwd
  391. >>10000 SPX Nov23 4450 Calls $10.23 (CboeTheo=9.69)  Above Ask!  CBOE 11:44:07.186 IV=14.4% -0.1 CBOE 661 x $9.60 - $9.90 x 1534 CBOE  LATE  Vega=$2.51m SPX=4246.40 Fwd
  392. >>10000 SPX Nov23 4550 Calls $2.23 (CboeTheo=2.13)  ASK  CBOE 11:44:07.186 IV=13.7% +0.4 CBOE 1507 x $2.10 - $2.25 x 2404 CBOE  LATE  Vega=$1.03m SPX=4246.40 Fwd
  393. >>10500 SPX Nov23 4450 Calls $10.23 (CboeTheo=9.69)  Above Ask!  CBOE 11:44:07.186 IV=14.4% -0.1 CBOE 661 x $9.60 - $9.90 x 1534 CBOE  LATE  Vega=$2.64m SPX=4246.40 Fwd
  394. >>10500 SPX Nov23 4550 Calls $2.23 (CboeTheo=2.13)  ASK  CBOE 11:44:07.186 IV=13.7% +0.4 CBOE 1507 x $2.10 - $2.25 x 2404 CBOE  LATE  Vega=$1.08m SPX=4246.40 Fwd
  395. >>2000 SPX Nov23 4450 Calls $10.23 (CboeTheo=9.69)  Above Ask!  CBOE 11:44:07.187 IV=14.4% -0.1 CBOE 661 x $9.60 - $9.90 x 1534 CBOE  LATE  Vega=$502k SPX=4246.40 Fwd
  396. >>2000 SPX Nov23 4550 Calls $2.23 (CboeTheo=2.13)  ASK  CBOE 11:44:07.187 IV=13.7% +0.4 CBOE 1507 x $2.10 - $2.25 x 2404 CBOE  LATE  Vega=$206k SPX=4246.40 Fwd
  397. SPLIT TICKET:
    >>26000 SPX Nov23 4450 Calls $10.23 (CboeTheo=9.69)  Above Ask!  [CBOE] 11:44:07.186 IV=14.4% -0.1 CBOE 661 x $9.60 - $9.90 x 1534 CBOE  LATE  Vega=$6.53m SPX=4246.40 Fwd
  398. SPLIT TICKET:
    >>24000 SPX Nov23 4550 Calls $2.23 (CboeTheo=2.13)  ASK  [CBOE] 11:44:07.186 IV=13.7% +0.4 CBOE 1507 x $2.10 - $2.25 x 2404 CBOE  LATE  Vega=$2.47m SPX=4246.40 Fwd
  399. >>2000 SPX Nov23 4550 Calls $2.23 (CboeTheo=2.16)  ASK  CBOE 11:44:14.056 IV=13.7% +0.4 CBOE 119 x $2.15 - $2.25 x 1638 CBOE  LATE  Vega=$207k SPX=4247.19 Fwd
  400. >>Market Color RIG - Bullish option flow detected in Transocean (7.20 -0.19) with 32,586 calls trading (3x expected) and implied vol increasing almost 3 points to 60.90%. . The Put/Call Ratio is 0.11. Earnings are expected on 10/30.  [RIG 7.20 -0.19 Ref, IV=60.9% +2.8] #Bullish
  401. SWEEP DETECTED:
    >>2867 AAPL Jan24 155 Puts $2.97 (CboeTheo=2.99)  BID  [MULTI] 11:45:40.148 IV=30.5% +2.2 C2 433 x $2.97 - $3.00 x 68 MPRL  ISO  Vega=$68k AAPL=173.09 Ref
  402. SPLIT TICKET:
    >>1972 SPXW Oct23 27th 3000 Puts $0.10 (CboeTheo=0.15)  BID  [CBOE] 11:46:31.232 IV=79.7% +0.0 CBOE 1617 x $0.10 - $0.20 x 1306 CBOE  OPENING  Vega=$3282 SPX=4240.31 Fwd
  403. SWEEP DETECTED:
    >>2958 BAC Oct23 26.5 Calls $0.13 (CboeTheo=0.14)  ASK  [MULTI] 11:46:38.247 IV=47.3% +9.1 EMLD 4743 x $0.12 - $0.13 x 2920 EMLD Vega=$724 BAC=26.52 Ref
  404. SPLIT TICKET:
    >>2000 SPXW Oct23 31st 3950 Puts $4.65 (CboeTheo=4.62)  MID  [CBOE] 11:46:42.832 IV=26.0% -0.6 CBOE 600 x $4.50 - $4.80 x 539 CBOE  LATE  Vega=$175k SPX=4241.54 Fwd
  405. SPLIT TICKET:
    >>1498 VIX Nov23 15th 16.0 Puts $0.30 (CboeTheo=0.30)  ASK  [CBOE] 11:48:02.055 IV=89.6% +6.2 CBOE 1042 x $0.29 - $0.30 x 984 CBOE Vega=$1592 VIX=20.78 Fwd
  406. >>2000 BLDR Nov23 110 Calls $7.10 (CboeTheo=7.07)  BID  ISE 11:49:43.961 IV=57.0% +0.7 PHLX 30 x $7.00 - $7.30 x 66 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$24k BLDR=109.86 Ref
  407. >>Unusual Volume ADM - 8x market weighted volume: 16.4k = 26.6k projected vs 3025 adv, 96% puts, 18% of OI [ADM 73.67 -0.17 Ref, IV=27.7% -0.1]
  408. SWEEP DETECTED:
    >>Bullish Delta Impact 812 CXW Nov23 12.0 Puts $0.75 (CboeTheo=0.82)  BID  [MULTI] 11:50:44.495 IV=29.7% -7.6 PHLX 479 x $0.75 - $0.85 x 259 C2
    Delta=-72%, EST. IMPACT = 58k Shares ($665k) To Buy CXW=11.38 Ref
  409. SWEEP DETECTED:
    >>2000 BAC Oct23 27th 26.5 Puts $0.37 (CboeTheo=0.39)  BID  [MULTI] 11:51:01.439 IV=31.1% +0.0 C2 3148 x $0.37 - $0.38 x 758 C2 Vega=$2934 BAC=26.68 Ref
  410. >>1000 SPXW Nov23 10th 4400 Calls $14.40 (CboeTheo=14.02)  Above Ask!  CBOE 11:54:30.256 IV=15.0% -0.3 CBOE 49 x $13.70 - $14.20 x 65 CBOE  LATE  Vega=$273k SPX=4251.74 Fwd
  411. >>1000 SPXW Nov23 10th 4600 Calls $0.60 (CboeTheo=0.58)  ASK  CBOE 11:54:30.256 IV=14.4% +0.7 CBOE 86 x $0.55 - $0.60 x 220 CBOE  LATE  Vega=$38k SPX=4251.74 Fwd
  412. >>1000 SPXW Nov23 10th 4400 Calls $14.40 (CboeTheo=14.02)  Above Ask!  CBOE 11:54:30.256 IV=15.0% -0.3 CBOE 49 x $13.70 - $14.20 x 65 CBOE  LATE  Vega=$273k SPX=4251.74 Fwd
  413. >>1000 SPXW Nov23 10th 4600 Calls $0.60 (CboeTheo=0.58)  ASK  CBOE 11:54:30.256 IV=14.4% +0.7 CBOE 86 x $0.55 - $0.60 x 220 CBOE  LATE  Vega=$38k SPX=4251.74 Fwd
  414. >>8000 SPXW Nov23 10th 4400 Calls $14.40 (CboeTheo=14.02)  Above Ask!  CBOE 11:54:30.257 IV=15.0% -0.3 CBOE 49 x $13.70 - $14.20 x 65 CBOE  LATE  Vega=$2.18m SPX=4251.74 Fwd
  415. >>8000 SPXW Nov23 10th 4600 Calls $0.60 (CboeTheo=0.58)  ASK  CBOE 11:54:30.257 IV=14.4% +0.7 CBOE 86 x $0.55 - $0.60 x 220 CBOE  LATE  Vega=$304k SPX=4251.74 Fwd
  416. SPLIT TICKET:
    >>10000 SPXW Nov23 10th 4400 Calls $14.40 (CboeTheo=14.02)  Above Ask!  [CBOE] 11:54:30.256 IV=15.0% -0.3 CBOE 49 x $13.70 - $14.20 x 65 CBOE  LATE  Vega=$2.73m SPX=4251.74 Fwd
  417. SPLIT TICKET:
    >>10000 SPXW Nov23 10th 4600 Calls $0.60 (CboeTheo=0.58)  ASK  [CBOE] 11:54:30.256 IV=14.4% +0.7 CBOE 86 x $0.55 - $0.60 x 220 CBOE  LATE  Vega=$380k SPX=4251.74 Fwd
  418. SWEEP DETECTED:
    >>2200 SQ Oct23 42.0 Puts $0.01 (CboeTheo=0.01)  BID  [MULTI] 11:55:04.380 IV=114.5% +47.0 GEMX 421 x $0.01 - $0.03 x 1034 CBOE Vega=$124 SQ=44.23 Ref
  419. SWEEP DETECTED:
    >>Bullish Delta Impact 2341 WAL Oct23 45.5 Calls $0.15 (CboeTheo=0.01)  ASK  [MULTI] 11:55:49.675 IV=144.5% -197.7 GEMX 208 x $0.05 - $0.15 x 339 EDGX  ISO - OPENING   Post-Earnings 
    Delta=19%, EST. IMPACT = 44k Shares ($1.96m) To Buy WAL=44.17 Ref
  420. >>3572 UAL Jun24 33.0 Puts $3.30 (CboeTheo=3.31)  BID  PHLX 11:56:21.760 IV=44.6% +0.4 CBOE 501 x $3.25 - $3.40 x 876 CBOE  SPREAD/CROSS/TIED   52WeekLow  Vega=$37k UAL=35.53 Ref
  421. >>5500 UAL Jan25 28.0 Puts $2.88 (CboeTheo=2.88)  BID  PHLX 11:56:21.760 IV=47.7% +0.1 MPRL 51 x $2.87 - $2.95 x 280 CBOE  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$62k UAL=35.53 Ref
  422. SWEEP DETECTED:
    >>8742 PLTR Nov23 24.0 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 11:56:53.262 IV=85.5% +4.4 C2 3372 x $0.10 - $0.11 x 2579 EMLD  OPENING  Vega=$5087 PLTR=16.21 Ref
  423. >>2000 PM Dec23 82.5 Puts $0.40 (CboeTheo=0.52)  BID  ISE 11:58:12.993 IV=25.6% -0.1 GEMX 121 x $0.40 - $0.50 x 355 PHLX  SPREAD/CROSS/TIED  Vega=$12k PM=93.32 Ref
  424. SPLIT TICKET:
    >>2230 CFG Dec23 27.5 Calls $0.36 (CboeTheo=0.43)  BID  [PHLX] 11:59:16.494 IV=37.7% -1.0 CBOE 218 x $0.35 - $0.45 x 488 AMEX  FLOOR - OPENING  Vega=$5759 CFG=24.12 Ref
  425. >>2046 SPXW Oct23 31st 4140 Puts $18.30 (CboeTheo=18.38)  BID  CBOE 11:59:26.569 IV=19.6% -1.3 CBOE 55 x $18.20 - $18.60 x 20 CBOE  OPENING  Vega=$452k SPX=4250.26 Fwd
  426. >>Market Color BYND - Bearish flow noted in Beyond Meat (7.04 -0.38) with 6,409 puts trading, or 1.6x expected. The Put/Call Ratio is 3.54, while ATM IV is up nearly 5 points on the day. Earnings are expected on 11/08.  [BYND 7.04 -0.38 Ref, IV=108.7% +4.5] #Bearish
  427. SPLIT TICKET:
    >>1000 VIXW Oct23 25th 20.0 Calls $1.49 (CboeTheo=1.45)  BID  [CBOE] 12:00:04.173 IV=129.2% -21.1 CBOE 743 x $1.48 - $1.84 x 70 CBOE  AUCTION  Vega=$916 VIX=20.61 Fwd
  428. >>3000 VALE Jan25 12.0 Puts $1.83 (CboeTheo=1.82)  MID  PHLX 12:00:08.433 IV=37.5% +0.1 ARCA 682 x $1.77 - $1.90 x 28 ARCA  TIED/FLOOR  Vega=$15k VALE=12.37 Ref
  429. >>2045 MARA Oct23 27th 7.5 Calls $0.79 (CboeTheo=0.78)  ASK  MPRL 12:00:21.979 IV=109.2% +5.2 BZX 44 x $0.76 - $0.79 x 3585 MPRL  OPENING  Vega=$801 MARA=8.03 Ref
  430. SWEEP DETECTED:
    >>3455 MARA Oct23 27th 7.5 Calls $0.79 (CboeTheo=0.78)  BID  [MULTI] 12:00:21.509 IV=109.2% +5.1 BZX 305 x $0.79 - $0.80 x 3102 C2  OPENING  Vega=$1353 MARA=8.04 Ref
  431. SPLIT TICKET:
    >>1000 SPX Nov23 4330 Calls $45.375 (CboeTheo=45.64)  Below Bid!  [CBOE] 12:01:42.139 IV=16.1% -0.6 CBOE 407 x $45.40 - $46.10 x 414 CBOE  LATE - OPENING  Vega=$441k SPX=4257.25 Fwd
  432. SWEEP DETECTED:
    >>Bearish Delta Impact 3656 ADM Oct23 27th 70.0 Puts $0.45 (CboeTheo=0.45)  ASK  [MULTI] 12:02:38.488 IV=42.0% +0.4 AMEX 166 x $0.35 - $0.45 x 541 EMLD  OPENING 
    Delta=-18%, EST. IMPACT = 67k Shares ($4.93m) To Sell ADM=73.67 Ref
  433. SWEEP DETECTED:
    >>5089 AAPL Oct23 27th 172.5 Puts $1.939 (CboeTheo=1.99)  Below Bid!  [MULTI] 12:02:43.123 IV=26.9% +7.5 C2 275 x $1.98 - $2.00 x 296 C2 Vega=$48k AAPL=173.69 Ref
  434. >>2166 RF Nov23 16.0 Calls $0.20 (CboeTheo=0.24)  BID  AMEX 12:02:55.315 IV=39.0% -0.4 CBOE 1870 x $0.20 - $0.30 x 814 CBOE  FLOOR - OPENING   Post-Earnings / SSR   52WeekLow  Vega=$2688 RF=14.62 Ref
  435. SWEEP DETECTED:
    >>Bullish Delta Impact 610 CXW Nov23 12.0 Puts $0.75 (CboeTheo=0.78)  BID  [MULTI] 12:02:51.229 IV=32.7% -4.5 MPRL 373 x $0.75 - $0.80 x 61 C2
    Delta=-68%, EST. IMPACT = 42k Shares ($476k) To Buy CXW=11.43 Ref
  436. >>11347 ADM Oct23 27th 70.0 Puts $0.50 (CboeTheo=0.49)  MID  PHLX 12:02:58.967 IV=42.9% +1.2 ARCA 344 x $0.45 - $0.55 x 67 BOX  FLOOR - OPENING  Vega=$33k ADM=73.48 Ref
  437. SPLIT TICKET:
    >>3610 RF Nov23 16.0 Calls $0.22 (CboeTheo=0.24)  BID  [AMEX] 12:02:55.315 IV=39.0% -0.4 CBOE 1870 x $0.20 - $0.30 x 814 CBOE  FLOOR - OPENING   Post-Earnings / SSR   52WeekLow  Vega=$4481 RF=14.62 Ref
  438. >>9362 AAPL Oct23 27th 172.5 Puts $1.90 (CboeTheo=1.91)  ASK  NOM 12:03:06.772 IV=26.3% +6.9 C2 108 x $1.89 - $1.90 x 8 BZX  OPENING  Vega=$89k AAPL=173.76 Ref
  439. SWEEP DETECTED:
    >>9369 AAPL Oct23 27th 172.5 Puts $1.90 (CboeTheo=1.91)  ASK  [MULTI] 12:03:05.743 IV=26.3% +6.9 C2 119 x $1.89 - $1.90 x 9362 NOM  OPENING  Vega=$89k AAPL=173.75 Ref
  440. >>1000 VIXW Oct23 25th 50.0 Calls $0.07 (CboeTheo=0.07)  BID  CBOE 12:04:01.352 IV=355.3% +36.0 CBOE 1664 x $0.07 - $0.08 x 562 CBOE Vega=$141 VIX=20.58 Fwd
  441. >>2000 AMD Oct23 100 Calls $2.07 (CboeTheo=2.07)  BID  AMEX 12:05:30.216 IV=69.1% -96.1 MIAX 50 x $2.03 - $2.17 x 280 MIAX  SPREAD/CROSS  Vega=$812 AMD=101.99 Ref
  442. >>2000 AMD Oct23 100 Puts $0.07 (CboeTheo=0.08)  BID  AMEX 12:05:30.216 IV=67.8% +25.1 C2 825 x $0.07 - $0.08 x 609 C2  SPREAD/CROSS  Vega=$787 AMD=101.99 Ref
  443. SPLIT TICKET:
    >>2450 FITB Nov23 26.0 Calls $0.23 (CboeTheo=0.25)  MID  [BOX] 12:07:24.921 IV=37.7% +5.7 MPRL 20 x $0.20 - $0.25 x 776 EDGX  FLOOR  Vega=$4435 FITB=23.50 Ref
  444. >>2200 AMD Jan24 120 Calls $4.00 (CboeTheo=3.97)  ASK  PHLX 12:07:32.143 IV=46.4% -3.0 CBOE 46 x $3.95 - $4.00 x 744 MIAX  SPREAD/CROSS/TIED  Vega=$39k AMD=101.94 Ref
  445. >>7250 VIX Nov23 15th 22.0 Calls $2.03 (CboeTheo=2.07)  Below Bid!  CBOE 12:09:04.568 IV=117.2% -2.5 CBOE 4030 x $2.04 - $2.08 x 1894 CBOE  FLOOR  Vega=$16k VIX=20.67 Fwd
  446. SWEEP DETECTED:
    >>3412 PLTR Nov23 24.0 Calls $0.09 (CboeTheo=0.09)  BID  [MULTI] 12:09:40.561 IV=85.2% +4.0 EMLD 2217 x $0.09 - $0.10 x 2445 EMLD Vega=$1850 PLTR=16.09 Ref
  447. >>3000 SOVO Oct23 22.5 Calls $0.04 (CboeTheo=1.12)  ASK  ARCA 12:10:53.185 IV=39.7% -226.6 NOM 0 x $0.00 - $0.05 x 11 ARCA  CROSS  Vega=$532 SOVO=22.41 Ref
  448. >>1316 SPX Dec23 4150 Puts $79.50 (CboeTheo=80.04)  BID  CBOE 12:10:54.079 IV=19.6% -0.6 CBOE 285 x $79.30 - $80.00 x 177 CBOE  FLOOR  Vega=$809k SPX=4262.36 Fwd
  449. SPLIT TICKET:
    >>2016 SPX Dec23 4150 Puts $79.50 (CboeTheo=80.04)  BID  [CBOE] 12:10:54.079 IV=19.6% -0.6 CBOE 285 x $79.30 - $80.00 x 177 CBOE  FLOOR  Vega=$1.24m SPX=4262.36 Fwd
  450. >>3000 CFLT Oct23 29.0 Puts $0.25 (CboeTheo=0.26)  BID  ISE 12:11:14.384 IV=71.3% -5.5 CBOE 389 x $0.25 - $0.35 x 151 ISE  SPREAD/CROSS/TIED  Vega=$742 CFLT=28.88 Ref
  451. >>11344 ADM Oct23 27th 70.0 Puts $0.50 (CboeTheo=0.55)  BID  PHLX 12:11:57.292 IV=41.7% +0.1 EMLD 10 x $0.50 - $0.55 x 88 EMLD  LATE - OPENING  Vega=$33k ADM=73.32 Ref
  452. TRADE CXLD:
    >>11347 ADM Oct23 27th 70.0 Puts $0.50 (CboeTheo=0.49)  MID  PHLX 12:02:58.967 IV=42.9% +1.2 ARCA 344 x $0.45 - $0.55 x 67 BOX  FLOOR - OPENING  Vega=$33k ADM=73.48 Ref
  453. SWEEP DETECTED:
    >>Bearish Delta Impact 2098 SONO Nov23 10.0 Puts $0.30 (CboeTheo=0.30)  ASK  [MULTI] 12:11:55.873 IV=68.3% +2.0 EMLD 491 x $0.25 - $0.30 x 742 EMLD  OPENING 
    Delta=-22%, EST. IMPACT = 47k Shares ($527k) To Sell SONO=11.32 Ref
  454. SWEEP DETECTED:
    >>2077 PLTR Nov23 3rd 16.5 Calls $1.02 (CboeTheo=1.02)  ASK  [MULTI] 12:12:48.084 IV=95.0% +2.7 C2 725 x $1.01 - $1.02 x 411 EMLD  OPENING  Vega=$2621 PLTR=16.05 Ref
  455. SWEEP DETECTED:
    >>2460 CHPT Apr24 11.0 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 12:13:01.939 IV=106.7% +3.0 BOX 313 x $0.03 - $0.06 x 531 CBOE  OPENING   52WeekLow  Vega=$753 CHPT=3.00 Ref
  456. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 3600 Puts $0.10 (CboeTheo=0.08)  ASK  [CBOE] 12:13:31.649 IV=59.7% +2.7 CBOE 390 x $0.05 - $0.10 x 948 CBOE Vega=$2050 SPX=4236.22 Fwd
  457. SWEEP DETECTED:
    >>3000 AAPL Oct23 172.5 Puts $0.201 (CboeTheo=0.20)  MID  [MULTI] 12:13:59.923 IV=37.7% +13.4 EDGX 9 x $0.19 - $0.20 x 1515 C2 Vega=$3562 AAPL=173.53 Ref
  458. >>2050 EOSE Jan24 2.5 Calls $0.25 (CboeTheo=0.20)  ASK  PHLX 12:14:44.757 IV=138.6% +17.0 BXO 404 x $0.20 - $0.25 x 2813 PHLX Vega=$675 EOSE=1.69 Ref
  459. >>Market Color .SPX - S&P500 index option volume at midday totals 2150355 contracts as the index trades near $4242.49 (-35.51). Front term atm implied vols are near 17.9% and the CBOE VIX is currently near 21.03 (-0.37). 
  460. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 781710 contracts changing hands. Most actives include Enphase Energy(ENPH), Exxon Mobil(XOM), SolarEdge(SEDG). The sector ETF, XLE is down -0.995 to 90.805 with 30 day implied volatility relatively flat at 26.2%  #sector
  461. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with call volume matching put volume and 1886811 contracts trading marketwide. Most actives include Bank of America(BAC), SPDR Gold Trust(GLD), Marathon Patent Group(MARA). The sector ETF, XLF is down -0.295 to 32.405 with 30 day implied volatility up 0.8% at 20.8%  #sector
  462. >>Market Color ZM - Bullish option flow detected in Zoom Video Communications (61.93 -0.43) with 14,007 calls trading (1.9x expected) and implied vol increasing almost 2 points to 42.52%. . The Put/Call Ratio is 0.34. Earnings are expected on 11/20.  [ZM 61.93 -0.43 Ref, IV=42.5% +1.9] #Bullish
  463. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 6 and 4736813 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is down -2.405 to 164.355 with 30 day implied volatility up 0.6% at 23.7%#sector
  464. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 7 to 6 and 3873622 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), AMC Entertainment(AMC). The sector ETF, XLY is down -1.84 to 152.24 with 30 day implied volatility relatively flat at 25.9%  #sector
  465. >>Market Color @HLTH - Health Care sector option volume is relatively heavy today, with calls leading puts 5 to 4 and 536050 contracts trading marketwide. Most actives include Pfizer(PFE), Intuitive Surgical(ISRG), Moderna(MRNA). The sector ETF, XLV is little changed 0.065 to 128.635 with 30 day implied volatility relatively flat at 15.5%  #sector
  466. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 5 to 2 and 362344 contracts trading marketwide. Most actives include US Steel(X), Barrick Gold(GOLD), Vale(VALE). The sector ETF, XLB is down -0.455 to 75.765 with 30 day implied volatility relatively flat at 21.7% (Autocolor ( #sector
  467. >>2000 BAC Oct23 27.0 Puts $0.44 (CboeTheo=0.44)  MID  CBOE 12:15:33.025 IV=56.5% +56.5 EDGX 200 x $0.42 - $0.47 x 1076 C2  AUCTION  Vega=$211 BAC=26.57 Ref
  468. SWEEP DETECTED:
    >>4484 BAC Oct23 27th 25.0 Puts $0.10 (CboeTheo=0.09)  Above Ask!  [MULTI] 12:15:44.685 IV=39.0% +6.8 C2 7013 x $0.08 - $0.09 x 5 ARCA Vega=$3447 BAC=26.57 Ref
  469. SWEEP DETECTED:
    >>6903 BAC Nov23 25.0 Puts $0.35 (CboeTheo=0.35)  ASK  [MULTI] 12:16:35.277 IV=33.7% +0.8 EMLD 4604 x $0.34 - $0.35 x 2854 EMLD Vega=$16k BAC=26.55 Ref
  470. SPLIT TICKET:
    >>2000 LCID Oct23 4.5 Puts $0.19 (CboeTheo=0.35)  BID  [GEMX] 12:17:59.066 IV=185.1% +185.1 GEMX 2000 x $0.19 - $0.20 x 67 GEMX  52WeekLow  Vega=$48 LCID=4.33 Ref
  471. >>2200 SE Nov23 40.0 Puts $2.15 (CboeTheo=2.15)  MID  PHLX 12:18:06.105 IV=81.5% -0.2 BOX 114 x $2.14 - $2.17 x 76 EMLD  SPREAD/CROSS/TIED  Vega=$9326 SE=43.67 Ref
  472. >>2500 CARR Dec23 45.0 Puts $1.50 (CboeTheo=1.49)  MID  ARCA 12:19:17.845 IV=39.3% +0.5 EDGX 142 x $1.45 - $1.55 x 141 EDGX  SPREAD/FLOOR  Vega=$16k CARR=48.16 Ref
  473. SWEEP DETECTED:
    >>2500 RIOT Oct23 27th 11.0 Calls $0.08 (CboeTheo=0.08)  ASK  [MULTI] 12:20:27.341 IV=111.6% -0.8 BXO 126 x $0.07 - $0.08 x 3446 EMLD Vega=$648 RIOT=9.05 Ref
  474. SPLIT TICKET:
    >>2000 VIX Nov23 15th 16.0 Puts $0.33 (CboeTheo=0.31)  ASK  [CBOE] 12:22:56.569 IV=90.8% +7.4 CBOE 2949 x $0.31 - $0.33 x 2444 CBOE Vega=$2218 VIX=20.62 Fwd
  475. >>2000 NEM Jan24 42.5 Calls $1.33 (CboeTheo=1.32)  ASK  PHLX 12:24:20.583 IV=32.8% +0.1 C2 41 x $1.31 - $1.33 x 113 C2  TIED/FLOOR  Vega=$14k NEM=39.03 Ref
  476. SWEEP DETECTED:
    >>2237 CMCSA Oct23 27th 41.5 Puts $0.271 (CboeTheo=0.29)  BID  [MULTI] 12:25:54.362 IV=37.2% -0.7 PHLX 180 x $0.27 - $0.32 x 41 MIAX  ISO - OPENING  Vega=$3907 CMCSA=43.20 Ref
  477. SWEEP DETECTED:
    >>2336 C Jan24 42.5 Calls $1.20 (CboeTheo=1.21)  BID  [MULTI] 12:27:01.270 IV=26.8% +0.1 MPRL 30 x $1.20 - $1.21 x 67 BZX  ISO  Vega=$17k C=40.04 Ref
  478. >>Unusual Volume ACI - 4x market weighted volume: 12.5k = 17.4k projected vs 3663 adv, 83% puts, 8% of OI [ACI 22.34 -0.01 Ref, IV=15.5% -17.7]
  479. >>4872 T Dec23 18.0 Calls $0.05 (CboeTheo=0.06)  MID  AMEX 12:30:03.915 IV=23.0% -1.4 CBOE 1818 x $0.04 - $0.06 x 1 ARCA  COB - OPENING  Vega=$4696 T=15.68 Ref
  480. >>2436 T Dec23 16.0 Calls $0.50 (CboeTheo=0.48)  Above Ask!  AMEX 12:30:03.915 IV=24.1% +2.5 AMEX 2639 x $0.46 - $0.48 x 7 MPRL  COB - OPENING  Vega=$5956 T=15.68 Ref
  481. >>Market Color ZS - Bearish flow noted in Zscaler (162.12 -6.94) with 8,592 puts trading, or 2x expected. The Put/Call Ratio is 1.52, while ATM IV is up nearly 2 points on the day. Earnings are expected on 12/07.[ZS 162.12 -6.94 Ref, IV=46.2% +1.6] #Bearish
  482. SWEEP DETECTED:
    >>2379 BP Jan24 50.0 Calls $0.11 (CboeTheo=0.11)  BID  [MULTI] 12:30:28.605 IV=26.7% -0.0 NOM 2 x $0.11 - $0.12 x 809 C2 Vega=$5286 BP=39.80 Ref
  483. >>7000 GDOT Oct23 2.5 Calls $9.40 (CboeTheo=9.42)  MID  ARCA 12:31:10.507 BOX 31 x $9.30 - $9.50 x 35 BOX  CROSS  Vega=$0 GDOT=11.91 Ref
  484. >>2500 MSFT Oct23 325 Calls $2.63 (CboeTheo=2.68)  MID  AMEX 12:32:38.964 IV=39.9% -74.6 BZX 52 x $2.60 - $2.66 x 2 NOM  SPREAD/CROSS  Vega=$4904 MSFT=327.31 Ref
  485. >>2500 MSFT Oct23 325 Puts $0.33 (CboeTheo=0.36)  MID  AMEX 12:32:38.964 IV=40.9% +15.7 BXO 59 x $0.32 - $0.34 x 65 BZX  SPREAD/CROSS  Vega=$4990 MSFT=327.31 Ref
  486. >>4061 PBR Nov23 17.0 Calls $0.36 (CboeTheo=0.37)  MID  PHLX 12:33:12.987 IV=37.2% -0.3 AMEX 87 x $0.35 - $0.37 x 1023 ARCA  SPREAD/FLOOR  Vega=$6709 PBR=16.16 Ref
  487. >>4313 PBR Oct23 16.0 Calls $0.21 (CboeTheo=0.36)  Above Ask!  PHLX 12:33:12.987 IV=78.4% +34.1 ARCA 1224 x $0.17 - $0.19 x 1220 ARCA  SPREAD/FLOOR  Vega=$485 PBR=16.16 Ref
  488. >>3250 SIRI Nov23 6.0 Puts $1.78 (CboeTheo=1.81)  BID  AMEX 12:34:45.643 IV=114.2% -8.3 PHLX 3673 x $1.69 - $2.07 x 1748 PHLX  SPREAD/FLOOR  Vega=$1082 SIRI=4.50 Ref
  489. >>3250 SIRI Nov23 6.0 Calls $0.16 (CboeTheo=0.17)  BID  AMEX 12:34:45.643 IV=122.5% +0.0 EMLD 1 x $0.16 - $0.21 x 1195 PHLX  SPREAD/FLOOR  Vega=$1170 SIRI=4.50 Ref
  490. >>3250 SIRI Oct23 5.0 Puts $0.47 (CboeTheo=0.57)  BID  AMEX 12:34:45.644 MPRL 8 x $0.47 - $0.53 x 8 MPRL  SPREAD/FLOOR  Vega=$0 SIRI=4.50 Ref
  491. >>3250 SIRI Oct23 5.0 Calls $0.01 (CboeTheo=0.07)  ASK  AMEX 12:34:45.645 IV=331.4% +125.2 BZX 0 x $0.00 - $0.01 x 60 EMLD  SPREAD/FLOOR  Vega=$43 SIRI=4.50 Ref
  492. >>3750 SIRI Nov23 6.0 Calls $0.15 (CboeTheo=0.17)  Below Bid!  AMEX 12:35:43.708 IV=119.9% -2.6 EMLD 1 x $0.16 - $0.21 x 903 PHLX  TIED/FLOOR  Vega=$1323 SIRI=4.50 Ref
  493. >>3750 SIRI Nov23 6.0 Puts $1.81 (CboeTheo=1.82)  BID  AMEX 12:35:43.707 IV=122.3% -0.2 CBOE 3543 x $1.69 - $2.07 x 1414 PHLX  TIED/FLOOR  Vega=$1326 SIRI=4.50 Ref
  494. >>1300 SPX Nov23 4380 Calls $26.70 (CboeTheo=27.39)  Below Bid!  CBOE 12:36:04.567 IV=15.0% -0.6 CBOE 635 x $27.10 - $27.50 x 325 CBOE  LATE - OPENING  Vega=$499k SPX=4259.44 Fwd
  495. >>Unusual Volume FOLD - 4x market weighted volume: 5519 = 7491 projected vs 1735 adv, 86% puts, 12% of OI [FOLD 11.03 +0.73 Ref, IV=66.8% -4.2]
  496. >>2000 INTC Dec23 33.0 Puts $1.32 (CboeTheo=1.32)  ASK  PHLX 12:37:34.294 IV=43.2% +0.2 C2 409 x $1.31 - $1.32 x 41 MEMX  SPREAD/CROSS/TIED  Vega=$9779 INTC=35.19 Ref
  497. >>2000 INTC Jun24 38.0 Puts $5.45 (CboeTheo=5.45)  BID  PHLX 12:37:34.294 IV=37.4% -0.1 MPRL 16 x $5.45 - $5.50 x 62 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$22k INTC=35.19 Ref
  498. >>3000 VZ Jun24 30.0 Puts $1.80 (CboeTheo=1.83)  BID  PHLX 12:38:04.305 IV=25.7% -0.1 EMLD 127 x $1.80 - $1.84 x 26 BOX  SPREAD/CROSS/TIED  Vega=$28k VZ=31.86 Ref
  499. >>3000 VZ Jun24 35.0 Calls $1.24 (CboeTheo=1.25)  BID  PHLX 12:38:04.305 IV=23.6% +0.0 MPRL 26 x $1.24 - $1.27 x 93 BOX  SPREAD/CROSS/TIED  Vega=$28k VZ=31.86 Ref
  500. >>2000 AAPL Oct23 170 Calls $3.80 (CboeTheo=3.85)  BID  BOX 12:40:32.491 C2 127 x $3.80 - $3.90 x 154 C2  SPREAD/CROSS  Vega=$0 AAPL=173.83 Ref
  501. >>2000 AAPL Oct23 170 Puts $0.02 (CboeTheo=0.01)  BID  BOX 12:40:32.491 IV=55.4% +20.6 C2 1310 x $0.02 - $0.03 x 2379 C2  SPREAD/CROSS  Vega=$457 AAPL=173.83 Ref
  502. SWEEP DETECTED:
    >>2234 DAL Nov23 3rd 34.0 Calls $0.38 (CboeTheo=0.36)  ASK  [MULTI] 12:41:12.209 IV=36.0% +0.7 GEMX 326 x $0.34 - $0.38 x 367 EMLD  OPENING  Vega=$4812 DAL=32.45 Ref
  503. >>5000 AMD Oct23 100 Puts $0.07 (CboeTheo=0.08)  BID  BOX 12:41:56.117 IV=65.4% +22.6 C2 844 x $0.07 - $0.08 x 799 C2  SPREAD/CROSS  Vega=$1955 AMD=101.70 Ref
  504. >>5000 AMD Oct23 100 Calls $1.72 (CboeTheo=1.79)  BID  BOX 12:41:56.117 IV=43.2% -122.0 ISE 584 x $1.72 - $1.79 x 1 MPRL  SPREAD/CROSS  Vega=$734 AMD=101.70 Ref
  505. >>2100 AMZN Nov23 3rd 145 Calls $0.45 (CboeTheo=0.46)  BID  CBOE 12:43:15.769 IV=49.3% +2.0 MPRL 158 x $0.45 - $0.46 x 274 MPRL  COB/AUCTION - OPENING  Vega=$8197 AMZN=125.96 Ref
  506. >>2100 AMZN Nov23 3rd 130 Calls $3.58 (CboeTheo=3.58)  MID  CBOE 12:43:15.769 IV=52.3% +1.5 MRX 220 x $3.55 - $3.60 x 143 BZX  COB/AUCTION  Vega=$20k AMZN=125.96 Ref
  507. >>4962 ACI Jan24 21.0 Puts $0.72 (CboeTheo=0.75)  ASK  BOX 12:43:41.441 IV=34.2% +0.3 BOX 0 x $0.00 - $1.00 x 196 PHLX  SPREAD/FLOOR - OPENING  Vega=$19k ACI=22.34 Ref
  508. >>4962 ACI Oct23 23.0 Puts $0.95 (CboeTheo=0.67)  ASK  BOX 12:43:41.441 IV=295.9% +193.8 PHLX 307 x $0.15 - $0.95 x 55 ARCA  SPREAD/FLOOR  Vega=$831 ACI=22.34 Ref
  509. SWEEP DETECTED:
    >>Bullish Delta Impact 1321 NFE Nov23 35.0 Calls $1.20 (CboeTheo=1.11)  ASK  [MULTI] 12:43:49.558 IV=56.1% +3.3 EMLD 3 x $1.10 - $1.20 x 206 PHLX  ISO - OPENING 
    Delta=37%, EST. IMPACT = 49k Shares ($1.61m) To Buy NFE=32.71 Ref
  510. >>4532 VALE Dec23 11.0 Puts $0.24 (CboeTheo=0.23)  ASK  AMEX 12:43:52.178 IV=41.7% +0.9 NOM 56 x $0.21 - $0.24 x 19 BZX  FLOOR - OPENING  Vega=$6156 VALE=12.41 Ref
  511. SWEEP DETECTED:
    >>2000 AMZN Nov23 3rd 145 Calls $0.45 (CboeTheo=0.46)  BID  [MULTI] 12:44:27.932 IV=49.3% +1.9 C2 431 x $0.45 - $0.47 x 432 EMLD  OPENING  Vega=$7811 AMZN=125.97 Ref
  512. >>Market Color PAAS - Bullish option flow detected in Pan American Silver (15.66 +0.42) with 9,781 calls trading (4x expected) and implied vol increasing over 4 points to 47.04%. . The Put/Call Ratio is 0.18. Earnings are expected on 11/07.  [PAAS 15.66 +0.42 Ref, IV=47.0% +4.1] #Bullish
  513. >>2000 MARA Oct23 8.5 Calls $0.01 (CboeTheo=0.20)  BID  PHLX 12:45:35.593 IV=207.6% +21.4 BXO 377 x $0.01 - $0.02 x 372 NOM  AUCTION  Vega=$43 MARA=7.96 Ref
  514. >>5000 VALE Jun24 13.0 Puts $1.90 (CboeTheo=1.86)  ASK  ARCA 12:46:06.163 IV=36.8% +0.8 ARCA 756 x $1.80 - $1.94 x 65 AMEX  SPREAD/CROSS  Vega=$19k VALE=12.43 Ref
  515. >>5000 VALE Jun24 13.0 Calls $1.10 (CboeTheo=1.08)  ASK  ARCA 12:46:06.163 IV=36.1% +0.1 PHLX 477 x $0.99 - $1.14 x 236 PHLX  SPREAD/CROSS - OPENING  Vega=$19k VALE=12.43 Ref
  516. >>5250 TSM Nov23 65.0 Puts $0.08 (CboeTheo=0.08)  BID  BOX 12:47:19.897 IV=59.7% -0.5 MPRL 175 x $0.08 - $0.09 x 548 EMLD  SPREAD/FLOOR  Vega=$5030 TSM=91.75 Ref
  517. >>5250 TSM Nov23 75.0 Puts $0.21 (CboeTheo=0.21)  ASK  BOX 12:47:19.897 IV=44.8% -0.4 MPRL 202 x $0.20 - $0.21 x 777 C2  SPREAD/FLOOR - OPENING  Vega=$13k TSM=91.75 Ref
  518. SPLIT TICKET:
    >>1500 SPXW Oct23 24th 4350 Calls $2.03 (CboeTheo=2.11)  Below Bid!  [CBOE] 12:48:19.240 IV=14.7% -1.2 CBOE 302 x $2.05 - $2.20 x 213 CBOE  LATE  Vega=$98k SPX=4250.48 Fwd
  519. SPLIT TICKET:
    >>1500 SPXW Oct23 23rd 4360 Calls $0.45 (CboeTheo=0.49)  BID  [CBOE] 12:48:19.240 IV=13.8% -0.8 CBOE 1455 x $0.45 - $0.55 x 935 CBOE  LATE  Vega=$36k SPX=4249.81 Fwd
  520. >>2000 AMD Dec23 80.0 Puts $1.23 (CboeTheo=1.23)  MID  ISE 12:49:35.704 IV=55.9% +0.9 C2 20 x $1.22 - $1.24 x 216 C2  SPREAD/CROSS/TIED  Vega=$15k AMD=101.98 Ref
  521. TRADE CXLD:
    >>4313 PBR Oct23 16.0 Calls $0.21 (CboeTheo=0.36)  Above Ask!  PHLX 12:33:12.987 IV=78.4% +34.1 ARCA 1224 x $0.17 - $0.19 x 1220 ARCA  SPREAD/FLOOR  Vega=$485 PBR=16.16 Ref
  522. >>3313 PBR Oct23 16.0 Calls $0.21 (CboeTheo=0.41)  BID  PHLX 12:49:39.985 IV=40.8% -3.5 ARCA 1210 x $0.21 - $0.23 x 1228 ARCA  LATE  Vega=$137 PBR=16.20 Ref
  523. SWEEP DETECTED:
    >>2200 ET Nov23 3rd 14.5 Calls $0.04 (CboeTheo=0.08)  BID  [MULTI] 12:50:17.180 IV=17.6% -5.4 C2 529 x $0.04 - $0.05 x 1399 EMLD  ISO   52WeekHigh  Vega=$1500 ET=14.05 Ref
  524. SWEEP DETECTED:
    >>2501 TSLA Oct23 220 Calls $0.08 (CboeTheo=0.09)  BID  [MULTI] 12:50:21.353 IV=80.9% -40.8 C2 575 x $0.08 - $0.09 x 447 C2  SSR  Vega=$1220 TSLA=214.19 Ref
  525. SWEEP DETECTED:
    >>2324 BAC May24 20.0 Puts $0.52 (CboeTheo=0.53)  BID  [MULTI] 12:50:52.002 IV=38.5% +0.7 EMLD 251 x $0.52 - $0.53 x 3007 EMLD  OPENING  Vega=$9446 BAC=26.59 Ref
  526. >>4000 FOLD Oct23 11.0 Puts $0.10 (CboeTheo=0.04)  BID  ARCA 12:52:01.675 IV=130.1% +52.8 ARCA 0 x $0.00 - $0.45 x 161 BOX  CROSS  Vega=$356 FOLD=11.04 Ref
  527. SPLIT TICKET:
    >>2000 SPXW Oct23 23rd 4140 Puts $1.599 (CboeTheo=1.56)  ASK  [CBOE] 12:52:17.077 IV=17.5% -2.9 CBOE 180 x $1.50 - $1.60 x 446 CBOE  OPENING  Vega=$92k SPX=4249.28 Fwd
  528. >>2020 GOOG Nov23 24th 146 Calls $2.50 (CboeTheo=2.52)  ASK  ARCA 12:52:47.016 IV=31.1% -0.2 MPRL 43 x $2.48 - $2.50 x 2020 ARCA  OPENING  Vega=$31k GOOG=137.72 Ref
  529. SWEEP DETECTED:
    >>4040 GOOG Nov23 24th 146 Calls $2.50 (CboeTheo=2.52)  ASK  [MULTI] 12:52:47.016 IV=31.1% -0.2 MPRL 43 x $2.48 - $2.50 x 2020 ARCA  OPENING  Vega=$61k GOOG=137.72 Ref
  530. >>2000 CNK Jan24 10.0 Puts $0.15 (CboeTheo=0.17)  MID  ARCA 12:53:53.154 IV=68.4% -1.8 PHLX 495 x $0.10 - $0.20 x 500 PHLX  FLOOR  Vega=$1842 CNK=16.02 Ref
  531. >>3000 CNK Jan24 10.0 Puts $0.10 (CboeTheo=0.17)  BID  ARCA 12:53:53.154 IV=62.3% -7.8 PHLX 495 x $0.10 - $0.20 x 500 PHLX  FLOOR  Vega=$2266 CNK=16.02 Ref
  532. SPLIT TICKET:
    >>5000 CNK Jan24 10.0 Puts $0.12 (CboeTheo=0.17)  BID  [ARCA] 12:53:53.154 IV=68.4% -1.8 PHLX 495 x $0.10 - $0.20 x 500 PHLX  FLOOR  Vega=$4606 CNK=16.02 Ref
  533. >>2000 KMI Jan25 20.0 Calls $0.54 (CboeTheo=0.51)  ASK  PHLX 12:55:43.877 IV=21.8% +0.7 PHLX 159 x $0.51 - $0.55 x 190 PHLX  SPREAD/FLOOR  Vega=$12k KMI=17.05 Ref
  534. >>2000 KMI Jan25 15.0 Puts $1.05 (CboeTheo=1.05)  ASK  PHLX 12:55:43.877 IV=25.5% +0.2 PHLX 415 x $1.00 - $1.06 x 130 PHLX  SPREAD/FLOOR  Vega=$12k KMI=17.05 Ref
  535. SWEEP DETECTED:
    >>2000 WW Nov23 7.5 Puts $0.35 (CboeTheo=0.32)  ASK  [MULTI] 12:58:41.381 IV=130.3% +10.6 BZX 51 x $0.30 - $0.35 x 352 AMEX  OPENING   SSR  Vega=$1340 WW=10.14 Ref
  536. SWEEP DETECTED:
    >>3156 PLTR Dec23 24.0 Calls $0.23 (CboeTheo=0.24)  BID  [MULTI] 12:58:42.359 IV=71.9% +2.4 EMLD 1284 x $0.23 - $0.24 x 847 C2  OPENING  Vega=$3972 PLTR=16.30 Ref
  537. >>2500 RUN Jan25 10.0 Calls $3.85 (CboeTheo=3.81)  ASK  AMEX 12:59:14.955 IV=84.4% +4.0 AMEX 132 x $3.75 - $3.85 x 13 ARCA  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$9599 RUN=10.02 Ref
  538. >>2500 RUN Jan25 35.0 Calls $0.55 (CboeTheo=0.60)  BID  AMEX 12:59:14.956 IV=76.6% +0.9 PHLX 30 x $0.55 - $0.61 x 30 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$7142 RUN=10.02 Ref
  539. >>2500 RUN Jan25 5.0 Puts $0.88 (CboeTheo=0.88)  BID  AMEX 12:59:14.956 IV=92.0% +2.9 MPRL 3 x $0.88 - $0.90 x 6 MIAX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$5151 RUN=10.02 Ref
  540. SWEEP DETECTED:
    >>2500 SQ Oct23 43.0 Puts $0.01 (CboeTheo=0.01)  BID  [MULTI] 12:59:37.507 IV=88.4% +26.9 C2 898 x $0.01 - $0.02 x 508 BXO Vega=$164 SQ=44.41 Ref
  541. SPLIT TICKET:
    >>3155 CNC Oct23 27th 62.0 Puts $0.07 (CboeTheo=0.09)  MID  [BOX] 12:59:56.136 IV=56.8% -2.9 MRX 0 x $0.00 - $0.15 x 267 CBOE  FLOOR  Vega=$1788 CNC=72.39 Ref
  542. >>Market Color DELL - Bearish flow noted in Dell Technologies (66.12 -0.91) with 2,397 puts trading, or 1.3x expected. The Put/Call Ratio is 1.53, while ATM IV is up over 1 point on the day. Earnings are expected on 11/30.   ExDiv  [DELL 66.12 -0.91 Ref, IV=31.5% +1.2] #Bearish
  543. >>3750 Z Oct23 27th 40.0 Puts $1.41 (CboeTheo=1.35)  Above Ask!  ARCA 13:00:54.400 IV=44.9% +2.6 MIAX 38 x $1.33 - $1.40 x 6 MPRL  SPREAD/FLOOR - OPENING  Vega=$7917 Z=39.22 Ref
  544. >>4688 Z Oct23 40.0 Puts $0.79 (CboeTheo=0.78)  BID  ARCA 13:00:54.400 IV=61.8% +18.7 BOX 10 x $0.75 - $0.86 x 81 CBOE  SPREAD/FLOOR  Vega=$415 Z=39.22 Ref
  545. SWEEP DETECTED:
    >>Bearish Delta Impact 500 RS Nov23 240 Puts $5.544 (CboeTheo=5.26)  Above Ask!  [MULTI] 13:00:53.283 IV=33.7% +1.0 PHLX 40 x $5.10 - $5.50 x 15 BXO  OPENING 
    Delta=-34%, EST. IMPACT = 17k Shares ($4.22m) To Sell RS=248.62 Ref
  546. >>2000 APP Nov23 40.0 Calls $2.65 (CboeTheo=2.62)  BID  BOX 13:01:42.381 IV=79.7% +2.5 CBOE 133 x $2.60 - $2.75 x 201 EDGX  CROSS - OPENING  Vega=$8424 APP=38.12 Ref
  547. SWEEP DETECTED:
    >>3000 SWN Nov23 8.0 Calls $0.14 (CboeTheo=0.14)  ASK  [MULTI] 13:04:00.085 IV=52.5% -2.0 BZX 100 x $0.10 - $0.14 x 100 ARCA Vega=$1874 SWN=7.12 Ref
  548. >>2100 IBM Oct23 140 Puts $1.96 (CboeTheo=2.01)  BID  PHLX 13:06:42.561 BOX 27 x $1.95 - $2.12 x 12 GEMX  SPREAD/CROSS/TIED  Vega=$0 IBM=138.00 Ref
  549. >>2100 IBM Oct23 140 Calls $0.02 (CboeTheo=0.01)  MID  PHLX 13:06:42.561 IV=42.5% +12.4 BZX 29 x $0.01 - $0.04 x 144 EDGX  SPREAD/CROSS/TIED  Vega=$538 IBM=138.00 Ref
  550. SPLIT TICKET:
    >>1250 VIX Nov23 15th 22.0 Calls $1.96 (CboeTheo=1.94)  ASK  [CBOE] 13:06:46.574 IV=118.4% -1.2 CBOE 711 x $1.92 - $1.97 x 2596 CBOE  AUCTION  Vega=$2703 VIX=20.47 Fwd
  551. >>3250 HST Apr24 14.0 Puts $0.72 (CboeTheo=0.65)  ASK  ARCA 13:07:24.604 IV=33.6% +2.4 PHLX 557 x $0.55 - $0.75 x 533 PHLX  CROSS - OPENING  Vega=$12k HST=15.57 Ref
  552. >>Unusual Volume CFLT - 3x market weighted volume: 5433 = 6688 projected vs 2228 adv, 62% puts, 6% of OI [CFLT 29.30 -0.52 Ref, IV=73.9% +1.3]
  553. SWEEP DETECTED:
    >>2000 PACB Nov23 9.0 Calls $0.25 (CboeTheo=0.22)  ASK  [MULTI] 13:07:42.645 IV=84.3% +3.0 NOM 62 x $0.20 - $0.25 x 940 PHLX  OPENING  Vega=$1366 PACB=7.50 Ref
  554. SWEEP DETECTED:
    >>5000 SOFI Dec23 5.0 Puts $0.15 (CboeTheo=0.16)  ASK  [MULTI] 13:08:20.300 IV=94.1% +1.6 EMLD 2072 x $0.13 - $0.15 x 1123 EMLD Vega=$2553 SOFI=7.46 Ref
  555. SWEEP DETECTED:
    >>2028 A Nov23 130 Calls $0.25 (CboeTheo=0.29)  ASK  [MULTI] 13:08:25.860 IV=35.6% -1.3 CBOE 321 x $0.05 - $0.25 x 352 CBOE  OPENING  Vega=$7078 A=109.93 Ref
  556. SWEEP DETECTED:
    >>Bullish Delta Impact 660 DCGO Nov23 6.0 Calls $0.55 (CboeTheo=0.52)  ASK  [MULTI] 13:09:27.055 IV=87.2% +5.9 BOX 14 x $0.40 - $0.55 x 128 EMLD  ISO - OPENING 
    Delta=54%, EST. IMPACT = 35k Shares ($209k) To Buy DCGO=5.91 Ref
  557. SWEEP DETECTED:
    >>Bullish Delta Impact 960 LQDA Dec23 7.5 Calls $0.25 (CboeTheo=0.19)  ASK  [MULTI] 13:10:40.882 IV=72.1% +7.7 ARCA 24 x $0.20 - $0.25 x 985 MPRL  OPENING 
    Delta=28%, EST. IMPACT = 26k Shares ($160k) To Buy LQDA=6.04 Ref
  558. SWEEP DETECTED:
    >>3829 CCL Oct23 11.0 Calls $0.292 (CboeTheo=0.28)  Above Ask!  [MULTI] 13:11:15.514 IV=125.9% +57.2 C2 772 x $0.27 - $0.29 x 1359 EMLD  ISO - OPENING  Vega=$206 CCL=11.27 Ref
  559. SPLIT TICKET:
    >>5004 SPX Feb24 4325 Calls $155.43 (CboeTheo=153.86)  Above Ask!  [CBOE] 13:12:53.748 IV=17.1% -0.0 CBOE 75 x $153.20 - $154.40 x 51 CBOE  LATE - OPENING  Vega=$4.82m SPX=4304.95 Fwd
  560. SPLIT TICKET:
    >>3395 SPX Jan24 4425 Calls $75.01 (CboeTheo=73.91)  Above Ask!  [CBOE] 13:12:53.748 IV=15.3% -0.1 CBOE 180 x $73.40 - $74.30 x 135 CBOE  LATE  Vega=$2.69m SPX=4290.94 Fwd
  561. SPLIT TICKET:
    >>2400 SPX Jan24 4450 Calls $64.51 (CboeTheo=63.56)  Above Ask!  [CBOE] 13:12:53.748 IV=14.9% -0.1 CBOE 427 x $63.10 - $64.00 x 488 CBOE  LATE  Vega=$1.84m SPX=4290.94 Fwd
  562. SPLIT TICKET:
    >>1136 SPX Feb24 4550 Calls $52.21 (CboeTheo=51.27)  Above Ask!  [CBOE] 13:12:53.748 IV=14.3% -0.0 CBOE 80 x $50.90 - $51.70 x 171 CBOE  LATE  Vega=$905k SPX=4304.95 Fwd
  563. SWEEP DETECTED:
    >>2500 HOLX Nov23 80.0 Calls $0.19 (CboeTheo=0.18)  Above Ask!  [MULTI] 13:13:11.026 IV=34.4% -0.1 ISE 0 x $0.00 - $0.15 x 78 PHLX  ISO - OPENING  Vega=$5571 HOLX=68.12 Ref
  564. SWEEP DETECTED:
    >>2524 AGNC Nov23 8.0 Puts $0.274 (CboeTheo=0.26)  Above Ask!  [MULTI] 13:13:32.885 IV=41.0% +4.2 C2 123 x $0.24 - $0.27 x 24 BOX Vega=$2197 AGNC=8.31 Ref
  565. SWEEP DETECTED:
    >>9422 PFE Nov23 30.0 Puts $0.80 (CboeTheo=0.81)  BID  [MULTI] 13:14:37.774 IV=31.1% +1.9 C2 1944 x $0.80 - $0.82 x 268 C2  52WeekLow  Vega=$31k PFE=30.80 Ref
  566. >>Market Color KGC - Bullish option flow detected in Kinross Gold (5.38 +0.01) with 7,945 calls trading (3x expected) and implied vol increasing almost 2 points to 43.57%. . The Put/Call Ratio is 0.45. Earnings are expected on 11/08.  [KGC 5.38 +0.01 Ref, IV=43.6% +1.8] #Bullish
  567. >>3000 GOOG Oct23 135 Calls $2.74 (CboeTheo=2.70)  ASK  AMEX 13:15:14.672 IV=69.7% -49.7 EDGX 133 x $2.38 - $2.87 x 42 EDGX  SPREAD/CROSS  Vega=$1086 GOOG=137.68 Ref
  568. >>3000 GOOG Oct23 135 Puts $0.02 (CboeTheo=0.02)  BID  AMEX 13:15:14.672 IV=56.3% +15.5 C2 394 x $0.02 - $0.03 x 987 C2  SPREAD/CROSS  Vega=$619 GOOG=137.68 Ref
  569. SWEEP DETECTED:
    >>2500 JD Nov23 30.0 Calls $0.13 (CboeTheo=0.16)  BID  [MULTI] 13:18:00.312 IV=51.3% +0.0 EMLD 643 x $0.13 - $0.15 x 753 EMLD  52WeekLow  Vega=$2721 JD=24.36 Ref
  570. >>2000 VIX Nov23 15th 22.0 Calls $1.85 (CboeTheo=1.86)  MID  CBOE 13:18:47.038 IV=118.7% -0.9 CBOE 1062 x $1.82 - $1.87 x 1424 CBOE  FLOOR  Vega=$4257 VIX=20.23 Fwd
  571. >>3000 VIX Nov23 15th 22.0 Calls $1.86 (CboeTheo=1.86)  ASK  CBOE 13:18:47.157 IV=119.2% -0.5 CBOE 1062 x $1.82 - $1.87 x 3174 CBOE  FLOOR  Vega=$6387 VIX=20.23 Fwd
  572. SPLIT TICKET:
    >>5000 VIX Nov23 15th 22.0 Calls $1.856 (CboeTheo=1.86)  ASK  [CBOE] 13:18:47.038 IV=118.7% -0.9 CBOE 1062 x $1.82 - $1.87 x 1424 CBOE  FLOOR  Vega=$11k VIX=20.23 Fwd
  573. SWEEP DETECTED:
    >>Bullish Delta Impact 540 BLCO Dec23 17.5 Calls $0.90 (CboeTheo=0.84)  ASK  [MULTI] 13:20:17.056 IV=41.2% +2.6 PHLX 47 x $0.65 - $0.90 x 58 MPRL  ISO - OPENING 
    Delta=47%, EST. IMPACT = 25k Shares ($430k) To Buy BLCO=17.02 Ref
  574. >>4885 SAVE Dec23 10.0 Puts $0.55 (CboeTheo=0.51)  ASK  BOX 13:21:47.266 IV=128.8% +6.5 NOM 25 x $0.45 - $0.60 x 30 BZX  FLOOR  Vega=$5873 SAVE=16.23 Ref
  575. >>11589 TSLA Oct23 27th 225 Calls $2.25 (CboeTheo=2.29)  Below Bid!  ISE 13:21:53.394 IV=47.6% -14.8 MPRL 510 x $2.26 - $2.28 x 13 ARCA  ISO/AUCTION - OPENING   SSR  Vega=$115k TSLA=215.13 Ref
  576. SWEEP DETECTED:
    >>12022 TSLA Oct23 27th 225 Calls $2.251 (CboeTheo=2.30)  Below Bid!  [MULTI] 13:21:53.251 IV=47.8% -14.6 NOM 13 x $2.28 - $2.29 x 1 ARCA  ISO - OPENING   SSR  Vega=$120k TSLA=215.15 Ref
  577. SWEEP DETECTED:
    >>2416 BAC May24 20.0 Puts $0.50 (CboeTheo=0.51)  BID  [MULTI] 13:22:17.410 IV=37.9% +0.1 GEMX 387 x $0.50 - $0.51 x 763 C2  OPENING  Vega=$9698 BAC=26.57 Ref
  578. SWEEP DETECTED:
    >>2000 AAPL Oct23 172.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 13:22:58.329 IV=42.3% +18.0 C2 2017 x $0.03 - $0.04 x 1479 C2 Vega=$864 AAPL=174.58 Ref
  579. >>2101 CCL Oct24 10.0 Puts $1.48 (CboeTheo=1.46)  ASK  PHLX 13:23:58.130 IV=55.4% +0.9 EMLD 124 x $1.45 - $1.49 x 3 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$8008 CCL=11.37 Ref
  580. SWEEP DETECTED:
    >>2059 TSLA Oct23 210 Puts $0.16 (CboeTheo=0.17)  ASK  [MULTI] 13:23:54.108 IV=94.8% +33.0 NOM 504 x $0.15 - $0.16 x 414 NOM  SSR  Vega=$1362 TSLA=215.05 Ref
  581. SPLIT TICKET:
    >>2000 AAL Jan24 10.0 Puts $0.47 (CboeTheo=0.48)  BID  [MIAX] 13:24:38.229 IV=47.1% +0.2 EMLD 1050 x $0.47 - $0.49 x 486 EDGX  ISO/AUCTION   52WeekLow  Vega=$3644 AAL=11.16 Ref
  582. SWEEP DETECTED:
    >>Bullish Delta Impact 611 REPL Nov23 22.5 Calls $3.20 (CboeTheo=2.88)  ASK  [MULTI] 13:25:29.752 IV=312.2% +24.6 PHLX 30 x $2.70 - $3.20 x 262 PHLX
    Delta=50%, EST. IMPACT = 31k Shares ($454k) To Buy REPL=14.86 Ref
  583. >>3000 REPL Nov23 20.0 Calls $4.00 (CboeTheo=3.80)  ASK  AMEX 13:26:20.634 IV=327.1% +25.6 CBOE 16 x $3.50 - $4.00 x 35 PHLX  SPREAD/FLOOR  Vega=$4969 REPL=14.94 Ref
  584. >>3000 REPL Nov23 35.0 Calls $1.00 (CboeTheo=1.41)  BID  AMEX 13:26:20.635 IV=262.3% +0.7 PHLX 342 x $0.65 - $1.90 x 108 PHLX  SPREAD/FLOOR - OPENING  Vega=$3711 REPL=14.94 Ref
  585. SWEEP DETECTED:
    >>2000 NOVA Nov23 10.0 Calls $0.65 (CboeTheo=0.62)  ASK  [MULTI] 13:26:54.540 IV=119.7% +14.3 NOM 1 x $0.60 - $0.65 x 353 CBOE  ISO - OPENING   SSR   52WeekLow  Vega=$1826 NOVA=8.60 Ref
  586. SPLIT TICKET:
    >>1061 VIX Jan24 17th 45.0 Calls $0.77 (CboeTheo=0.77)  ASK  [CBOE] 13:29:47.423 IV=117.2% -0.4 CBOE 4512 x $0.76 - $0.77 x 1100 CBOE Vega=$2623 VIX=21.18 Fwd
  587. >>5000 VIX Nov23 15th 15.0 Puts $0.16 (CboeTheo=0.17)  MID  CBOE 13:31:15.538 IV=83.2% +1.8 CBOE 7955 x $0.15 - $0.18 x 27k CBOE  AUCTION  Vega=$3776 VIX=20.18 Fwd
  588. >>4487 VIX Nov23 15th 15.0 Puts $0.17 (CboeTheo=0.17)  MID  CBOE 13:31:19.185 IV=84.8% +3.3 CBOE 6926 x $0.15 - $0.18 x 27k CBOE  AUCTION  Vega=$3476 VIX=20.20 Fwd
  589. SPLIT TICKET:
    >>5000 VIX Nov23 15th 15.0 Puts $0.17 (CboeTheo=0.17)  MID  [CBOE] 13:31:19.185 IV=84.8% +3.3 CBOE 6926 x $0.15 - $0.18 x 27k CBOE  AUCTION  Vega=$3873 VIX=20.20 Fwd
  590. >>4500 X Nov23 24th 33.0 Calls $1.28 (CboeTheo=1.13)  ASK  BOX 13:31:24.521 IV=41.9% +3.6 PHLX 266 x $1.01 - $1.29 x 40 PHLX  FLOOR - OPENING  Vega=$18k X=32.00 Ref
  591. SWEEP DETECTED:
    >>4087 AMZN Oct23 122 Puts $0.02 (CboeTheo=0.01)  ASK  [MULTI] 13:31:53.885 IV=97.2% +40.8 C2 468 x $0.01 - $0.02 x 566 C2 Vega=$540 AMZN=126.38 Ref
  592. SPLIT TICKET:
    >>2000 SLCA Nov23 13.0 Puts $0.575 (CboeTheo=0.61)  BID  [ARCA] 13:32:54.991 IV=52.4% +0.1 PHLX 306 x $0.55 - $0.70 x 1168 PHLX  FLOOR - OPENING  Vega=$2855 SLCA=13.31 Ref
  593. >>2000 CARR Dec23 50.0 Puts $3.40 (CboeTheo=3.38)  ASK  PHLX 13:34:39.832 IV=36.4% +1.0 CBOE 74 x $3.30 - $3.40 x 8 AMEX  SPREAD/FLOOR  Vega=$15k CARR=48.71 Ref
  594. >>2420 CARR Dec23 45.0 Puts $1.30 (CboeTheo=1.33)  MID  PHLX 13:34:39.832 IV=38.7% -0.1 EDGX 146 x $1.25 - $1.35 x 149 C2  SPREAD/FLOOR  Vega=$15k CARR=48.71 Ref
  595. SWEEP DETECTED:
    >>4860 PLTR Oct23 27th 17.0 Calls $0.31 (CboeTheo=0.31)  BID  [MULTI] 13:35:57.079 IV=61.3% +1.7 EMLD 1761 x $0.31 - $0.32 x 1348 EMLD Vega=$4102 PLTR=16.36 Ref
  596. SPLIT TICKET:
    >>2000 SPX Nov23 4400 Calls $22.325 (CboeTheo=21.98)  ASK  [CBOE] 13:36:58.445 IV=14.7% -0.8 CBOE 489 x $22.00 - $22.40 x 623 CBOE  LATE  Vega=$722k SPX=4264.72 Fwd
  597. SWEEP DETECTED:
    >>Bullish Delta Impact 2478 PAAS Jan24 17.0 Calls $0.90 (CboeTheo=0.86)  ASK  [MULTI] 13:38:08.976 IV=45.4% +3.4 MRX 239 x $0.85 - $0.90 x 746 EMLD
    Delta=41%, EST. IMPACT = 101k Shares ($1.57m) To Buy PAAS=15.59 Ref
  598. SWEEP DETECTED:
    >>2941 VFS Mar24 2.5 Puts $0.60 (CboeTheo=0.55)  ASK  [MULTI] 13:38:27.965 IV=166.0% +8.3 BZX 24 x $0.52 - $0.60 x 466 CBOE  ISO  Vega=$1820 VFS=5.43 Ref
  599. SWEEP DETECTED:
    >>3326 SNAP Apr24 13.0 Calls $0.874 (CboeTheo=0.89)  Below Bid!  [MULTI] 13:40:10.197 IV=67.2% +1.4 C2 228 x $0.88 - $0.89 x 30 MPRL Vega=$8424 SNAP=9.55 Ref
  600. >>Unusual Volume EW - 3x market weighted volume: 10.8k = 12.3k projected vs 3931 adv, 75% calls, 10% of OI [EW 69.54 +0.46 Ref, IV=43.1% +1.7]
  601. SWEEP DETECTED:
    >>2000 OSTK Dec23 22.5 Calls $0.60 (CboeTheo=0.65)  BID  [MULTI] 13:42:07.226 IV=92.3% -5.1 PHLX 424 x $0.60 - $0.75 x 1421 PHLX  ISO  Vega=$3649 OSTK=15.76 Ref
  602. SWEEP DETECTED:
    >>2395 VFS Oct23 27th 5.0 Puts $0.31 (CboeTheo=0.29)  ASK  [MULTI] 13:42:12.215 IV=152.8% +21.3 MPRL 10 x $0.28 - $0.31 x 374 PHLX  ISO  Vega=$659 VFS=5.46 Ref
  603. SWEEP DETECTED:
    >>3460 AAPL Dec23 1st 185 Calls $2.10 (CboeTheo=2.12)  ASK  [MULTI] 13:43:34.067 IV=23.4% -0.7 C2 60 x $2.09 - $2.10 x 1730 ARCA  OPENING  Vega=$67k AAPL=174.32 Ref
  604. SWEEP DETECTED:
    >>Bearish Delta Impact 500 RS Nov23 240 Puts $5.727 (CboeTheo=5.37)  Above Ask!  [MULTI] 13:43:50.995 IV=34.5% +1.7 PHLX 21 x $5.30 - $5.70 x 15 BOX  OPENING 
    Delta=-34%, EST. IMPACT = 17k Shares ($4.26m) To Sell RS=248.53 Ref
  605. >>Market Color FNGR - Bullish option flow detected in FingerMotion (7.00 +0.33) with 9,072 calls trading (2x expected) and implied vol increasing over 13 points to 171.24%. . The Put/Call Ratio is 0.24. Earnings are expected on 01/05.  [FNGR 7.00 +0.33 Ref, IV=171.2% +13.2] #Bullish
  606. SWEEP DETECTED:
    >>Bullish Delta Impact 500 LQDA Dec23 7.5 Calls $0.35 (CboeTheo=0.21)  ASK  [MULTI] 13:47:28.581 IV=79.7% +15.3 PHLX 731 x $0.20 - $0.35 x 90 PHLX  OPENING 
    Delta=33%, EST. IMPACT = 16k Shares ($101k) To Buy LQDA=6.17 Ref
  607. >>2910 BAC Nov23 29.0 Calls $0.12 (CboeTheo=0.12)  BID  AMEX 13:49:16.138 IV=26.6% -5.4 EMLD 1279 x $0.12 - $0.13 x 6078 EMLD  AUCTION  Vega=$4575 BAC=26.46 Ref
  608. SWEEP DETECTED:
    >>2000 BLUE Nov23 3.5 Calls $0.20 (CboeTheo=0.15)  ASK  [MULTI] 13:50:53.529 IV=124.3% +14.9 PHLX 687 x $0.10 - $0.20 x 1170 PHLX  OPENING  Vega=$598 BLUE=2.90 Ref
  609. >>2000 FCX Feb24 32.0 Puts $1.91 (CboeTheo=1.95)  BID  PHLX 13:51:22.726 IV=40.7% +0.5 CBOE 310 x $1.91 - $1.97 x 153 GEMX  TIED/FLOOR - OPENING  Vega=$14k FCX=34.20 Ref
  610. >>4300 SIRI Dec23 7.0 Calls $0.15 (CboeTheo=0.16)  BID  AMEX 13:52:02.756 IV=112.6% -5.4 ARCA 1 x $0.15 - $0.18 x 2 NOM  CROSS - OPENING  Vega=$1886 SIRI=4.51 Ref
  611. >>10200 GM Jun24 37.0 Calls $1.50 (CboeTheo=1.50)  BID  PHLX 13:53:59.630 IV=36.0% +0.7 NOM 63 x $1.49 - $1.53 x 79 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$88k GM=29.73 Ref
  612. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 CORT Nov23 34.0 Calls $0.594 (CboeTheo=0.43)  Above Ask!  [MULTI] 13:54:33.168 IV=72.5% +7.9 BOX 49 x $0.30 - $0.55 x 31 PHLX  ISO - OPENING 
    Delta=20%, EST. IMPACT = 29k Shares ($821k) To Buy CORT=27.85 Ref
  613. SPLIT TICKET:
    >>1000 SPX Mar24 1800 Puts $2.85 (CboeTheo=2.88)  BID  [CBOE] 13:55:02.025 IV=58.2% -0.2 CBOE 618 x $2.85 - $3.00 x 693 CBOE  ISO  Vega=$42k SPX=4320.66 Fwd
  614. SPLIT TICKET:
    >>1000 SPX Nov23 4450 Calls $10.99 (CboeTheo=11.02)  BID  [CBOE] 13:55:06.441 IV=14.0% -0.5 CBOE 1922 x $10.80 - $11.20 x 874 CBOE  LATE  Vega=$266k SPX=4261.08 Fwd
  615. SPLIT TICKET:
    >>1000 SPXW Oct23 31st 3950 Puts $3.47 (CboeTheo=3.53)  BID  [CBOE] 13:55:06.441 IV=25.4% -1.3 CBOE 773 x $3.40 - $3.60 x 335 CBOE  LATE  Vega=$73k SPX=4254.05 Fwd
  616. SWEEP DETECTED:
    >>4154 SQ Jan24 105 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 13:55:27.291 IV=71.8% +0.4 C2 299 x $0.06 - $0.07 x 282 EMLD Vega=$3429 SQ=44.26 Ref
  617. >>3920 EW Nov23 82.5 Calls $0.34 (CboeTheo=0.31)  ASK  MIAX 13:55:46.929 IV=42.9% +0.3 AMEX 129 x $0.20 - $0.35 x 162 CBOE  ISO/AUCTION  Vega=$13k EW=69.58 Ref
  618. SPLIT TICKET:
    >>4000 EW Nov23 82.5 Calls $0.34 (CboeTheo=0.31)  ASK  [MIAX] 13:55:46.929 IV=42.9% +0.3 AMEX 129 x $0.20 - $0.35 x 162 CBOE  ISO/AUCTION  Vega=$13k EW=69.58 Ref
  619. SWEEP DETECTED:
    >>3000 KVUE Nov23 22.5 Calls $0.10 (CboeTheo=0.12)  ASK  [MULTI] 13:55:52.170 IV=33.9% -2.4 C2 1409 x $0.05 - $0.10 x 1911 PHLX Vega=$3284 KVUE=19.93 Ref
  620. TRADE CXLD:
    >>4885 SAVE Dec23 10.0 Puts $0.55 (CboeTheo=0.51)  ASK  BOX 13:21:47.266 IV=128.8% +6.5 NOM 25 x $0.45 - $0.60 x 30 BZX  FLOOR  Vega=$5873 SAVE=16.23 Ref
  621. SPLIT TICKET:
    >>1063 SPXW Oct23 4275 Calls $1.15 (CboeTheo=1.27)  Below Bid!  [CBOE] 13:56:45.852 IV=31.6% +9.2 CBOE 313 x $1.20 - $1.30 x 291 CBOE  LATE  Vega=$14k SPX=4250.16 Fwd
  622. >>4875 SAVE Dec23 10.0 Puts $0.55 (CboeTheo=0.48)  Above Ask!  BOX 13:56:56.733 IV=126.5% +4.2 ISE 1 x $0.46 - $0.50 x 1 EMLD  LATE  Vega=$5894 SAVE=16.12 Ref
  623. SPLIT TICKET:
    >>1200 SPX Oct24 4250 Calls $407.00 (CboeTheo=407.77)  BID  [CBOE] 13:57:14.642 IV=19.3% -0.1 CBOE 65 x $404.60 - $410.20 x 50 CBOE  LATE - OPENING  Vega=$1.91m SPX=4429.14 Fwd
  624. SPLIT TICKET:
    >>1200 SPX Oct24 4700 Calls $160.00 (CboeTheo=160.79)  BID  [CBOE] 13:57:14.642 IV=15.7% -0.1 CBOE 61 x $159.50 - $161.90 x 36 CBOE  LATE - OPENING  Vega=$1.92m SPX=4429.14 Fwd
  625. >>2715 F Oct23 27th 12.5 Calls $0.08 (CboeTheo=0.09)  ASK  GEMX 13:57:23.576 IV=51.2% +2.5 EMLD 7563 x $0.07 - $0.08 x 4246 C2 Vega=$1180 F=11.68 Ref
  626. SWEEP DETECTED:
    >>8806 F Oct23 27th 12.5 Calls $0.08 (CboeTheo=0.09)  ASK  [MULTI] 13:57:23.576 IV=51.2% +2.5 EMLD 7563 x $0.07 - $0.08 x 4246 C2 Vega=$3828 F=11.68 Ref
  627. SPLIT TICKET:
    >>1000 SPX Mar24 1200 Puts $0.80 (CboeTheo=1.03)  BID  [CBOE] 13:57:40.769 IV=72.9% -1.8 CBOE 1471 x $0.80 - $1.00 x 1022 CBOE  ISO  Vega=$12k SPX=4322.06 Fwd
  628. SWEEP DETECTED:
    >>2676 PCT Feb24 2.0 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 13:59:36.324 IV=136.9% +8.9 PHLX 1196 x $0.05 - $0.15 x 748 NOM  OPENING   52WeekLow  Vega=$926 PCT=4.75 Ref
  629. >>Market Color FLEX - Bearish flow noted in Flex (24.22 -0.54) with 1,425 puts trading, or 1.4x expected. The Put/Call Ratio is 2.84, while ATM IV is up over 1 point on the day. Earnings are expected on 10/25. [FLEX 24.22 -0.54 Ref, IV=41.9% +1.3] #Bearish
  630. SPLIT TICKET:
    >>1395 SPXW Oct23 4200 Puts $0.25 (CboeTheo=0.19)  ASK  [CBOE] 14:00:54.141 IV=42.0% +16.2 CBOE 406 x $0.20 - $0.25 x 845 CBOE  ISO  Vega=$5420 SPX=4252.29 Fwd
  631. >>2000 PYPL Jan24 45.0 Puts $1.40 (CboeTheo=1.38)  Above Ask!  PHLX 14:02:16.581 IV=48.5% +0.3 MPRL 4 x $1.37 - $1.38 x 9 ARCA  SPREAD/FLOOR   52WeekLow  Vega=$14k PYPL=54.03 Ref
  632. >>2000 PYPL Jan24 55.0 Puts $4.85 (CboeTheo=4.79)  ASK  PHLX 14:02:16.578 IV=43.5% +7.9 EMLD 1097 x $4.75 - $4.85 x 562 EDGX  SPREAD/FLOOR   52WeekLow  Vega=$21k PYPL=54.03 Ref
  633. >>2200 AAL Jun25 12.0 Puts $2.62 (CboeTheo=2.67)  BID  PHLX 14:03:44.248 IV=44.7% -0.1 ARCA 132 x $2.58 - $2.69 x 13 BXO  SPREAD/CROSS/TIED   52WeekLow  Vega=$12k AAL=11.12 Ref
  634. SPLIT TICKET:
    >>1200 SPXW Oct23 23rd 3800 Puts $0.20 (CboeTheo=0.14)  ASK  [CBOE] 14:03:42.640 IV=46.1% +1.7 CBOE 2032 x $0.10 - $0.20 x 1910 CBOE Vega=$5474 SPX=4252.68 Fwd
  635. >>10000 PBR Apr24 16.0 Puts $1.86 (CboeTheo=1.80)  ASK  AMEX 14:04:01.740 IV=37.9% +1.0 MPRL 6 x $1.66 - $1.96 x 10 BXO  SPREAD/CROSS - OPENING  Vega=$41k PBR=16.23 Ref
  636. >>10000 PBR Apr24 14.0 Puts $0.92 (CboeTheo=0.93)  MID  AMEX 14:04:01.740 IV=39.4% -0.5 ARCA 1060 x $0.91 - $0.94 x 33 ARCA  SPREAD/CROSS  Vega=$37k PBR=16.23 Ref
  637. >>2720 UAL Dec23 48.0 Calls $0.09 (CboeTheo=0.08)  BID  MIAX 14:04:21.687 IV=41.6% +1.5 CBOE 1398 x $0.05 - $0.15 x 2907 CBOE  COB/AUCTION   52WeekLow  Vega=$3454 UAL=35.38 Ref
  638. >>2720 UAL Dec23 41.0 Puts $5.89 (CboeTheo=5.90)  ASK  MIAX 14:04:21.687 IV=37.3% +0.0 CBOE 198 x $5.80 - $5.95 x 73 BOX  COB/AUCTION   52WeekLow  Vega=$9211 UAL=35.38 Ref
  639. >>25000 GRAB Jan24 4.0 Calls $0.10 (CboeTheo=0.09)  ASK  ARCA 14:04:37.390 IV=48.5% +0.9 PHLX 3227 x $0.05 - $0.10 x 232 C2  FLOOR  Vega=$13k GRAB=3.25 Ref
  640. >>5000 AMX Nov23 18.0 Calls $0.15 (CboeTheo=0.17)  ASK  ARCA 14:04:56.718 IV=28.3% -4.4 PHLX 304 x $0.05 - $0.20 x 531 PHLX  TIED/FLOOR  Vega=$6800 AMX=16.95 Ref
  641. SWEEP DETECTED:
    >>Bullish Delta Impact 2841 SLG Jan25 22.5 Puts $3.608 (CboeTheo=3.82)  BID  [MULTI] 14:05:20.521 IV=60.0% -0.4 AMEX 424 x $3.60 - $3.90 x 201 AMEX  SSR 
    Delta=-23%, EST. IMPACT = 65k Shares ($2.07m) To Buy SLG=31.97 Ref
  642. >>4000 BAC Nov23 27.0 Calls $0.63 (CboeTheo=0.62)  ASK  PHLX 14:06:20.511 IV=28.2% +0.1 EMLD 4612 x $0.62 - $0.63 x 4360 EMLD  SPREAD/CROSS/TIED  Vega=$12k BAC=26.43 Ref
  643. >>8000 SNAP Dec23 7.0 Puts $0.25 (CboeTheo=0.25)  BID  PHLX 14:07:19.776 IV=85.1% +2.2 EMLD 685 x $0.25 - $0.26 x 1498 EMLD  TIED/FLOOR - OPENING  Vega=$6479 SNAP=9.52 Ref
  644. SWEEP DETECTED:
    >>2001 TSLA Nov23 220 Calls $9.10 (CboeTheo=9.09)  ASK  [MULTI] 14:08:23.548 IV=49.0% -8.5 MIAX 348 x $9.00 - $9.10 x 1083 PHLX  SSR  Vega=$47k TSLA=213.35 Ref
  645. >>2721 DAL Dec23 42.0 Calls $0.08 (CboeTheo=0.08)  MID  ISE 14:09:04.188 IV=36.0% -0.4 MPRL 244 x $0.07 - $0.09 x 1297 CBOE  COB/AUCTION  Vega=$3421 DAL=32.43 Ref
  646. >>2721 DAL Dec23 35.0 Puts $3.23 (CboeTheo=3.19)  Above Ask!  ISE 14:09:04.188 IV=34.9% +0.5 MPRL 31 x $3.15 - $3.20 x 127 EMLD  COB/AUCTION  Vega=$12k DAL=32.43 Ref
  647. >>2000 NIO Dec23 7.0 Puts $0.50 (CboeTheo=0.51)  MID  ARCA 14:09:48.143 IV=71.7% -0.0 EMLD 3446 x $0.49 - $0.52 x 1544 EMLD  CROSS - OPENING  Vega=$2125 NIO=7.69 Ref
  648. SWEEP DETECTED:
    >>Bearish Delta Impact 690 CFR Nov23 85.0 Puts $2.696 (CboeTheo=2.32)  Above Ask!  [MULTI] 14:10:04.407 IV=40.3% -1.0 PHLX 117 x $2.20 - $2.40 x 2 ARCA  OPENING 
    Delta=-34%, EST. IMPACT = 24k Shares ($2.09m) To Sell CFR=88.00 Ref
  649. SWEEP DETECTED:
    >>2300 AAL Nov23 11.0 Puts $0.50 (CboeTheo=0.48)  ASK  [MULTI] 14:12:37.892 IV=47.0% +2.2 PHLX 32 x $0.49 - $0.50 x 871 MPRL  52WeekLow  Vega=$2789 AAL=11.12 Ref
  650. SWEEP DETECTED:
    >>2265 AAPL Oct23 27th 180 Calls $0.34 (CboeTheo=0.34)  ASK  [MULTI] 14:13:29.118 IV=21.7% -7.9 ARCA 56 x $0.33 - $0.34 x 765 C2 Vega=$12k AAPL=173.74 Ref
  651. >>Market Color CVE - Bullish option flow detected in Cenovus Energy (20.69 -0.49) with 9,271 calls trading (3x expected) and implied vol increasing almost 2 points to 39.51%. . The Put/Call Ratio is 0.06. Earnings are expected on 11/01.  [CVE 20.69 -0.49 Ref, IV=39.5% +2.0] #Bullish
  652. SWEEP DETECTED:
    >>Bearish Delta Impact 759 TFSL Jan24 10.0 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 14:18:35.659 IV=30.6% +1.1 PHLX 74 x $0.20 - $0.25 x 95 PHLX  OPENING 
    Delta=-24%, EST. IMPACT = 18k Shares ($204k) To Sell TFSL=11.12 Ref
  653. >>2000 AAPL Dec23 170 Calls $10.03 (CboeTheo=10.01)  BID  AMEX 14:19:53.338 IV=27.6% -0.0 EDGX 40 x $10.00 - $10.10 x 120 EDGX  SPREAD/CROSS  Vega=$52k AAPL=173.53 Ref
  654. >>2000 AAPL Dec23 170 Puts $5.33 (CboeTheo=5.31)  MID  AMEX 14:19:53.338 IV=27.7% +3.9 C2 193 x $5.30 - $5.35 x 175 C2  SPREAD/CROSS  Vega=$52k AAPL=173.53 Ref
  655. SWEEP DETECTED:
    >>2000 CHPT Apr24 12.0 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 14:19:55.441 IV=111.7% +6.2 BOX 221 x $0.03 - $0.06 x 1095 C2  OPENING   52WeekLow  Vega=$598 CHPT=3.00 Ref
  656. >>4000 PYPL Jan24 40.0 Puts $0.66 (CboeTheo=0.67)  BID  PHLX 14:20:18.372 IV=51.6% +3.1 C2 149 x $0.66 - $0.67 x 10 MPRL  SPREAD/CROSS/TIED   52WeekLow  Vega=$18k PYPL=53.78 Ref
  657. >>4200 PARA Dec23 12.5 Puts $1.47 (CboeTheo=1.49)  Below Bid!  CBOE 14:20:43.874 IV=54.6% +0.4 ARCA 8 x $1.48 - $1.49 x 10 EMLD  AUCTION  Vega=$7475 PARA=11.66 Ref
  658. SPLIT TICKET:
    >>3395 BAC Oct23 30.0 Calls $0.01  ASK  [EDGX] 14:21:03.099 IV=386.3% +287.7 BOX 0 x $0.00 - $0.01 x 3338 C2  AUCTION  Vega=$62 BAC=26.38 Ref
  659. SWEEP DETECTED:
    >>2484 BAC Dec23 27.0 Calls $0.87 (CboeTheo=0.88)  BID  [MULTI] 14:21:11.776 IV=27.3% -10.7 C2 436 x $0.87 - $0.88 x 92 C2  ISO  Vega=$9994 BAC=26.38 Ref
  660. >>1597 SPXW Oct23 27th 3870 Puts $1.50 (CboeTheo=1.47)  MID  CBOE 14:21:52.491 IV=32.9% -1.2 CBOE 535 x $1.45 - $1.55 x 940 CBOE  LATE - OPENING  Vega=$50k SPX=4243.03 Fwd
  661. SPLIT TICKET:
    >>3897 SPXW Oct23 27th 3870 Puts $1.50 (CboeTheo=1.47)  MID  [CBOE] 14:21:52.491 IV=32.9% -1.2 CBOE 535 x $1.45 - $1.55 x 940 CBOE  LATE - OPENING  Vega=$122k SPX=4243.03 Fwd
  662. >>2500 PFE Feb24 31.0 Puts $2.24 (CboeTheo=2.25)  BID  PHLX 14:23:13.575 IV=28.0% -0.5 EMLD 163 x $2.23 - $2.28 x 6 BOX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$17k PFE=30.66 Ref
  663. SWEEP DETECTED:
    >>3844 GM Oct23 27th 31.5 Calls $0.269 (CboeTheo=0.26)  Above Ask!  [MULTI] 14:23:47.040 IV=53.8% +2.2 C2 433 x $0.25 - $0.26 x 149 MPRL  ISO - OPENING  Vega=$4644 GM=29.57 Ref
  664. >>8000 VRT Nov23 27.5 Puts $0.60 (CboeTheo=0.65)  BID  AMEX 14:24:58.687 IV=98.8% +1.8 PHLX 220 x $0.60 - $0.75 x 326 C2  SPREAD/FLOOR - OPENING  Vega=$15k VRT=36.98 Ref
  665. >>8000 VRT Nov23 42.5 Calls $1.85 (CboeTheo=1.90)  BID  AMEX 14:24:58.687 IV=90.4% +3.1 CBOE 263 x $1.85 - $2.05 x 290 PHLX  SPREAD/FLOOR - OPENING  Vega=$30k VRT=36.98 Ref
  666. >>8000 VRT Nov23 35.0 Puts $2.85 (CboeTheo=2.75)  ASK  AMEX 14:24:58.686 IV=96.3% +6.6 CBOE 417 x $2.70 - $2.95 x 314 EMLD  SPREAD/FLOOR - OPENING  Vega=$31k VRT=36.98 Ref
  667. >>2400 WFC Jan24 37.5 Puts $1.20 (CboeTheo=1.20)  BID  ARCA 14:26:03.087 IV=31.8% -0.5 C2 303 x $1.20 - $1.21 x 20 MPRL  SPREAD/CROSS  Vega=$16k WFC=40.45 Ref
  668. >>7310 AMD Nov23 80.0 Calls $22.65 (CboeTheo=22.74)  BID  BOX 14:26:10.548 IV=60.8% -1.3 ARCA 10 x $22.65 - $22.85 x 6 ARCA  SPREAD/CROSS - OPENING  Vega=$26k AMD=101.82 Ref
  669. >>7310 AMD Nov23 80.0 Puts $0.59 (CboeTheo=0.59)  MID  BOX 14:26:10.548 IV=63.5% +1.4 C2 634 x $0.58 - $0.60 x 1070 C2  SPREAD/CROSS  Vega=$28k AMD=101.82 Ref
  670. SWEEP DETECTED:
    >>2767 GM Oct23 30.0 Puts $0.47 (CboeTheo=0.50)  Below Bid!  [MULTI] 14:26:42.038 IV=102.0% +54.9 CBOE 521 x $0.47 - $0.52 x 160 C2  ISO  Vega=$334 GM=29.57 Ref
  671. SWEEP DETECTED:
    >>Bearish Delta Impact 780 WB Oct23 11.67 Puts $0.10 (CboeTheo=0.54)  ASK  [MULTI] 14:27:31.950 IV=114.8% -65.3 C2 46 x $0.05 - $0.10 x 76 PHLX  OPENING 
    Delta=-56%, EST. IMPACT = 44k Shares ($512k) To Sell WB=11.63 Ref
  672. >>18919 BAC Nov23 21.0 Calls $5.45 (CboeTheo=5.51)  BID  BOX 14:27:58.707 CBOE 482 x $5.45 - $5.55 x 200 MPRL  SPREAD/CROSS - OPENING  Vega=$0 BAC=26.36 Ref
  673. >>18919 BAC Nov23 21.0 Puts $0.05 (CboeTheo=0.05)  BID  BOX 14:27:58.707 IV=47.7% -1.5 EMLD 3384 x $0.05 - $0.06 x 1496 C2  SPREAD/CROSS  Vega=$11k BAC=26.36 Ref
  674. >>3160 GM Oct23 27th 31.5 Calls $0.27 (CboeTheo=0.27)  BID  PHLX 14:28:12.734 IV=53.9% +2.3 CBOE 924 x $0.27 - $0.28 x 4 MPRL  FLOOR - OPENING  Vega=$3880 GM=29.61 Ref
  675. >>2600 PDD Mar24 95.0 Puts $8.35 (CboeTheo=8.32)  MID  PHLX 14:28:24.147 IV=50.7% +0.3 BZX 11 x $8.30 - $8.40 x 141 C2  SPREAD/CROSS/TIED - OPENING  Vega=$61k PDD=102.58 Ref
  676. >>4859 NKE Nov23 82.5 Calls $20.60 (CboeTheo=20.67)  BID  BOX 14:29:24.498 IV=29.7% -9.8 BXO 8 x $20.60 - $20.75 x 4 NOM  SPREAD/CROSS - OPENING  Vega=$1375 NKE=102.75 Ref
  677. >>4859 NKE Nov23 82.5 Puts $0.07 (CboeTheo=0.07)  MID  BOX 14:29:24.498 IV=39.0% -0.4 EDGX 652 x $0.06 - $0.08 x 1040 EMLD  SPREAD/CROSS - OPENING  Vega=$6153 NKE=102.75 Ref
  678. >>6500 F Mar24 12.0 Puts $1.24 (CboeTheo=1.25)  BID  PHLX 14:30:12.699 IV=34.0% +0.4 EMLD 1541 x $1.24 - $1.26 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$18k F=11.62 Ref
  679. >>13913 PYPL Nov23 42.5 Puts $0.36 (CboeTheo=0.37)  BID  BOX 14:30:48.888 IV=64.5% -0.3 EMLD 1899 x $0.36 - $0.37 x 23 MPRL  SPREAD/CROSS - OPENING   52WeekLow  Vega=$31k PYPL=53.73 Ref
  680. >>13913 PYPL Nov23 42.5 Calls $11.75 (CboeTheo=11.78)  BID  BOX 14:30:48.888 IV=63.6% -1.2 C2 48 x $11.75 - $11.85 x 31 BOX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$30k PYPL=53.73 Ref
  681. SWEEP DETECTED:
    >>3377 MARA Oct23 27th 8.0 Calls $0.42 (CboeTheo=0.41)  BID  [MULTI] 14:33:08.575 IV=106.3% -33.4 EMLD 1037 x $0.42 - $0.44 x 934 EDGX  ISO  Vega=$1481 MARA=7.89 Ref
  682. >>9612 TEVA Nov23 7.0 Puts $0.13 (CboeTheo=0.14)  ASK  MIAX 14:33:46.211 IV=63.9% -4.4 ARCA 70 x $0.11 - $0.13 x 618 C2  ISO/AUCTION - OPENING  Vega=$5302 TEVA=8.21 Ref
  683. SPLIT TICKET:
    >>10000 TEVA Nov23 7.0 Puts $0.13 (CboeTheo=0.14)  ASK  [MIAX] 14:33:46.211 IV=63.9% -4.4 ARCA 70 x $0.11 - $0.13 x 618 C2  ISO/AUCTION - OPENING  Vega=$5516 TEVA=8.21 Ref
  684. SWEEP DETECTED:
    >>2500 TEVA Nov23 8.0 Puts $0.40 (CboeTheo=0.37)  ASK  [MULTI] 14:34:10.502 IV=56.4% +1.1 EMLD 943 x $0.36 - $0.40 x 373 MRX  ISO  Vega=$2196 TEVA=8.20 Ref
  685. SWEEP DETECTED:
    >>Bullish Delta Impact 1346 BTAI Nov23 3.5 Calls $0.35 (CboeTheo=0.26)  ASK  [MULTI] 14:34:17.785 IV=227.6% +27.8 ARCA 4 x $0.15 - $0.35 x 627 PHLX  OPENING 
    Delta=43%, EST. IMPACT = 58k Shares ($143k) To Buy BTAI=2.46 Ref
  686. SWEEP DETECTED:
    >>2000 AAPL Oct23 172.5 Puts $0.06 (CboeTheo=0.07)  BID  [MULTI] 14:34:47.156 IV=36.9% +12.6 C2 2080 x $0.06 - $0.07 x 380 BXO Vega=$1087 AAPL=173.57 Ref
  687. >>3000 DNN Nov23 1.5 Calls $0.14 (CboeTheo=0.12)  ASK  BOX 14:36:56.516 IV=76.1% +22.8 PHLX 2137 x $0.10 - $0.15 x 966 EMLD  AUCTION  Vega=$496 DNN=1.52 Ref
  688. SWEEP DETECTED:
    >>2629 BMY Jan24 62.5 Calls $0.59 (CboeTheo=0.60)  BID  [MULTI] 14:38:36.496 IV=19.9% -0.5 EMLD 738 x $0.59 - $0.63 x 688 PHLX Vega=$21k BMY=56.80 Ref
  689. SWEEP DETECTED:
    >>2243 AGNC Nov23 8.0 Puts $0.296 (CboeTheo=0.26)  Above Ask!  [MULTI] 14:39:37.258 IV=40.4% +3.5 ARCA 506 x $0.26 - $0.28 x 3 GEMX Vega=$1962 AGNC=8.27 Ref
  690. SWEEP DETECTED:
    >>6469 F Oct23 27th 12.5 Calls $0.08 (CboeTheo=0.09)  ASK  [MULTI] 14:39:38.338 IV=53.3% +4.6 C2 4420 x $0.07 - $0.08 x 3700 EMLD Vega=$2749 F=11.62 Ref
  691. >>Unusual Volume AVXL - 3x market weighted volume: 5551 = 5484 projected vs 1786 adv, 84% puts, 7% of OI [AVXL 5.25 -0.34 Ref, IV=98.4% -13.3]
  692. SWEEP DETECTED:
    >>Bullish Delta Impact 1739 OZK Oct23 35.0 Puts $0.05 (CboeTheo=0.72)  Below Bid!  [MULTI] 14:44:11.352 IV=114.9% -33.2 ARCA 10 x $0.10 - $0.15 x 41 EDGX  ISO   Post-Earnings 
    Delta=-28%, EST. IMPACT = 48k Shares ($1.71m) To Buy OZK=35.33 Ref
  693. SWEEP DETECTED:
    >>2171 TSLA Jan24 825 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 14:45:02.002 IV=77.9% -1.6 NOM 1274 x $0.01 - $0.02 x 1195 C2  SSR  Vega=$452 TSLA=212.01 Ref
  694. >>Unusual Volume LYV - 3x market weighted volume: 8857 = 8718 projected vs 2896 adv, 87% calls, 8% of OI [LYV 80.12 -0.38 Ref, IV=43.9% +0.5]
  695. >>Unusual Volume ETRN - 9x market weighted volume: 11.3k = 11.2k projected vs 1139 adv, 87% calls, 6% of OI [ETRN 8.95 +0.01 Ref, IV=41.0% -0.5]
  696. SWEEP DETECTED:
    >>Bullish Delta Impact 971 BW Nov23 3.5 Calls $0.10 (CboeTheo=0.06)  ASK  [MULTI] 14:47:59.459 IV=108.9% +23.6 EMLD 0 x $0.00 - $0.10 x 71 MPRL  OPENING   52WeekLow 
    Delta=24%, EST. IMPACT = 24k Shares ($63k) To Buy BW=2.69 Ref
  697. SWEEP DETECTED:
    >>3570 TSLA Nov23 240 Calls $3.05 (CboeTheo=3.08)  BID  [MULTI] 14:48:55.007 IV=48.0% -3.3 C2 1025 x $3.05 - $3.15 x 535 PHLX  SSR  Vega=$60k TSLA=212.15 Ref
  698. SWEEP DETECTED:
    >>4385 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:49:47.149 IV=155.4% -1.4 C2 0 x $0.00 - $0.01 x 4093 C2  OPENING   SSR  Vega=$353 TSLA=212.23 Ref
  699. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 OZK Oct23 35.0 Puts $0.05 (CboeTheo=0.01)  BID  [MULTI] 14:50:04.451 IV=103.8% -44.3 NOM 2221 x $0.05 - $0.10 x 7 AMEX  Post-Earnings 
    Delta=-18%, EST. IMPACT = 36k Shares ($1.28m) To Buy OZK=35.45 Ref
  700. SWEEP DETECTED:
    >>4040 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:50:11.764 IV=155.4% -1.4 BXO 0 x $0.00 - $0.01 x 4832 C2  OPENING   SSR  Vega=$326 TSLA=212.24 Ref
  701. SWEEP DETECTED:
    >>3987 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:50:21.969 IV=155.3% -1.5 AMEX 0 x $0.00 - $0.01 x 3947 C2  OPENING   SSR  Vega=$321 TSLA=212.13 Ref
  702. SWEEP DETECTED:
    >>3992 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:50:29.523 IV=155.3% -1.5 MRX 0 x $0.00 - $0.01 x 3952 C2  OPENING   SSR  Vega=$322 TSLA=212.12 Ref
  703. SPLIT TICKET:
    >>1000 SPX Nov23 3975 Puts $22.00 (CboeTheo=21.94)  ASK  [CBOE] 14:50:57.771 IV=23.9% -0.4 CBOE 287 x $21.80 - $22.10 x 808 CBOE  LATE  Vega=$276k SPX=4249.49 Fwd
  704. SPLIT TICKET:
    >>1500 SPX Dec24 2800 Puts $42.20 (CboeTheo=42.29)  BID  [CBOE] 14:50:57.771 IV=31.0% -0.3 CBOE 148 x $42.00 - $42.70 x 271 CBOE  LATE  Vega=$842k SPX=4442.94 Fwd
  705. SWEEP DETECTED:
    >>2000 CCL Oct23 11.0 Calls $0.12 (CboeTheo=0.13)  BID  [MULTI] 14:53:46.562 IV=84.8% +16.1 C2 128 x $0.12 - $0.14 x 1194 EMLD  OPENING  Vega=$85 CCL=11.11 Ref
  706. >>3000 AMD Nov23 100 Puts $5.10 (CboeTheo=5.07)  ASK  AMEX 14:54:02.529 IV=54.9% +8.7 C2 180 x $5.05 - $5.10 x 118 C2  SPREAD/FLOOR  Vega=$33k AMD=101.78 Ref
  707. >>3000 AMD Oct23 100 Calls $1.77 (CboeTheo=1.79)  BID  AMEX 14:54:02.531 C2 50 x $1.76 - $1.81 x 58 C2  SPREAD/FLOOR  Vega=$0 AMD=101.78 Ref
  708. >>3000 AMD Nov23 100 Calls $7.26 (CboeTheo=7.26)  ASK  AMEX 14:54:02.533 IV=54.7% +0.1 MIAX 808 x $7.20 - $7.30 x 492 EMLD  SPREAD/FLOOR  Vega=$33k AMD=101.78 Ref
  709. >>3000 AMD Oct23 100 Puts $0.02 (CboeTheo=0.02)  BID  AMEX 14:54:02.527 IV=77.5% +34.7 ARCA 5 x $0.02 - $0.03 x 1578 EMLD  SPREAD/FLOOR  Vega=$402 AMD=101.78 Ref
  710. >>5050 BA Jan24 230 Calls $1.05 (CboeTheo=1.00)  ASK  BOX 14:54:38.245 IV=31.4% +0.6 ARCA 99 x $0.97 - $1.05 x 475 AMEX  FLOOR  Vega=$74k BA=180.76 Ref
  711. >>4420 TSLA Jan24 450 Puts $237.10 (CboeTheo=236.86)  BID  PHLX 14:56:33.687 IV=87.0% +29.7 BZX 34 x $236.00 - $238.25 x 51 BOX  FLOOR - OPENING   SSR  Vega=$30k TSLA=213.14 Ref
  712. >>4250 TSLA Jan24 416.67 Puts $203.80 (CboeTheo=203.54)  ASK  PHLX 14:56:33.687 IV=80.0% +25.2 ARCA 25 x $202.20 - $204.85 x 25 ARCA  FLOOR - OPENING   SSR  Vega=$31k TSLA=213.13 Ref
  713. SPLIT TICKET:
    >>4500 TSLA Jan24 450 Puts $237.101 (CboeTheo=236.86)  BID  [PHLX] 14:56:33.687 IV=87.0% +29.7 BZX 34 x $236.00 - $238.25 x 51 BOX  FLOOR - OPENING   SSR  Vega=$31k TSLA=213.14 Ref
  714. >>1000 VIX Dec23 20th 27.0 Calls $1.61 (CboeTheo=1.62)  BID  CBOE 14:57:04.914 IV=107.8% +0.3 CBOE 995 x $1.60 - $1.64 x 426 CBOE Vega=$3030 VIX=20.43 Fwd
  715. SWEEP DETECTED:
    >>4629 MARA Mar24 25.0 Calls $0.28 (CboeTheo=0.27)  ASK  [MULTI] 14:57:10.568 IV=118.9% +1.1 CBOE 118 x $0.25 - $0.28 x 717 CBOE  OPENING  Vega=$4833 MARA=7.89 Ref
  716. >>2484 AVXL Nov23 6.0 Puts $1.10 (CboeTheo=1.11)  MID  PHLX 14:58:29.682 IV=103.4% -2.1 CBOE 102 x $1.05 - $1.15 x 20 GEMX  SPREAD/FLOOR   52WeekLow  Vega=$1350 AVXL=5.21 Ref
  717. >>6210 AVXL Nov23 5.0 Puts $0.50 (CboeTheo=0.48)  ASK  PHLX 14:58:29.682 IV=107.4% -1.2 PHLX 534 x $0.40 - $0.50 x 165 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$3426 AVXL=5.21 Ref
  718. SWEEP DETECTED:
    >>Bearish Delta Impact 760 BLDR Oct23 110 Calls $0.251 (CboeTheo=3.50)  BID  [MULTI] 14:58:39.625 IV=43.6% -116.5 BZX 54 x $0.25 - $0.45 x 5 NOM  ISO - OPENING 
    Delta=50%, EST. IMPACT = 38k Shares ($4.16m) To Sell BLDR=110.00 Ref
  719. >>Unusual Volume RVPH - 3x market weighted volume: 6929 = 6587 projected vs 2124 adv, 91% puts, 10% of OI [RVPH 4.55 +0.84 Ref, IV=403.7% +18.2]
  720. >>Unusual Volume OKTA - 3x market weighted volume: 27.5k = 26.2k projected vs 8720 adv, 50% calls, 17% of OI [OKTA 75.23 -10.23 Ref, IV=49.6% +8.1]
  721. >>2100 TSLA Jan24 416.67 Puts $203.55 (CboeTheo=203.92)  BID  PHLX 15:00:18.985 BOX 54 x $202.55 - $204.85 x 54 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$0 TSLA=212.75 Ref
  722. >>3000 TSLA Jan24 416.67 Puts $204.10 (CboeTheo=203.76)  ASK  PHLX 15:00:28.863 IV=81.2% +26.4 BOX 54 x $202.25 - $205.25 x 54 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$24k TSLA=212.91 Ref
  723. >>2000 TSLA Jan24 416.67 Puts $204.10 (CboeTheo=203.74)  ASK  PHLX 15:00:41.674 IV=81.5% +26.7 BOX 54 x $202.25 - $205.15 x 51 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$17k TSLA=212.94 Ref
  724. >>9677 ETRN Jan24 9.0 Calls $0.60 (CboeTheo=0.60)  BID  MIAX 15:00:57.384 IV=36.2% +1.9 EMLD 134 x $0.60 - $0.65 x 229 BOX  AUCTION - OPENING  Vega=$17k ETRN=8.94 Ref
  725. SPLIT TICKET:
    >>9999 ETRN Jan24 9.0 Calls $0.60 (CboeTheo=0.60)  BID  [MIAX] 15:00:57.384 IV=36.2% +1.9 EMLD 134 x $0.60 - $0.65 x 229 BOX  AUCTION - OPENING  Vega=$18k ETRN=8.94 Ref
  726. >>4730 ETRN Dec23 9.0 Calls $0.45 (CboeTheo=0.43)  BID  MIAX 15:01:00.187 IV=37.3% +4.3 C2 88 x $0.45 - $0.55 x 1160 PHLX  AUCTION - OPENING  Vega=$6493 ETRN=8.93 Ref
  727. SPLIT TICKET:
    >>4999 ETRN Dec23 9.0 Calls $0.45 (CboeTheo=0.43)  BID  [MIAX] 15:01:00.187 IV=37.3% +4.3 C2 88 x $0.45 - $0.55 x 1160 PHLX  AUCTION - OPENING  Vega=$6863 ETRN=8.93 Ref
  728. >>2100 TSLA Jan24 450 Puts $237.30 (CboeTheo=236.88)  ASK  PHLX 15:03:09.984 IV=89.7% +32.3 BOX 50 x $236.00 - $238.25 x 54 BOX  SPREAD/FLOOR   SSR  Vega=$18k TSLA=213.12 Ref
  729. >>2210 RIVN Oct23 18.5 Puts $1.56 (CboeTheo=1.57)  BID  GEMX 15:04:19.201 NOM 8 x $1.55 - $1.61 x 40 BOX Vega=$0 RIVN=16.93 Ref
  730. SWEEP DETECTED:
    >>2748 RIVN Oct23 18.5 Puts $1.56 (CboeTheo=1.59)  BID  [MULTI] 15:04:19.032 MIAX 107 x $1.56 - $1.61 x 392 C2 Vega=$0 RIVN=16.91 Ref
  731. >>3405 BAX Jan24 35.0 Calls $1.30 (CboeTheo=1.23)  BID  ARCA 15:04:54.540 IV=31.2% +1.2 BOX 13 x $1.30 - $1.40 x 63 PHLX  CROSS  Vega=$21k BAX=32.95 Ref
  732. SWEEP DETECTED:
    >>Bearish Delta Impact 3000 SRE Dec23 65.0 Puts $1.256 (CboeTheo=1.14)  Above Ask!  [MULTI] 15:06:00.104 IV=28.1% +0.7 MIAX 19 x $1.10 - $1.20 x 35 BOX  ISO - OPENING 
    Delta=-25%, EST. IMPACT = 76k Shares ($5.23m) To Sell SRE=69.07 Ref
  733. SWEEP DETECTED:
    >>Bearish Delta Impact 689 CRSP Oct23 27th 39.0 Puts $1.75 (CboeTheo=1.55)  ASK  [MULTI] 15:06:38.803 IV=83.4% +12.3 BOX 12 x $1.55 - $1.75 x 62 ISE  ISO - OPENING   52WeekLow 
    Delta=-47%, EST. IMPACT = 32k Shares ($1.26m) To Sell CRSP=39.05 Ref
  734. SWEEP DETECTED:
    >>2151 SIRI Oct23 4.5 Puts $0.02 (CboeTheo=0.18)  BID  [MULTI] 15:06:41.831 C2 897 x $0.02 - $0.04 x 1 GEMX Vega=$0 SIRI=4.47 Ref
  735. >>2090 BALL Nov23 65.0 Puts $20.40 (CboeTheo=20.52)  BID  BOX 15:06:49.724 BOX 42 x $20.40 - $20.60 x 17 BOX  SPREAD/FLOOR - OPENING  Vega=$0 BALL=44.48 Ref
  736. >>2090 BALL Nov23 62.5 Puts $17.90 (CboeTheo=18.02)  BID  BOX 15:06:49.724 BOX 38 x $17.90 - $18.30 x 44 BOX  SPREAD/FLOOR  Vega=$0 BALL=44.48 Ref
  737. >>2380 ORCL Nov23 120 Puts $18.25 (CboeTheo=18.20)  ASK  BOX 15:06:54.425 IV=36.4% +11.3 EDGX 53 x $18.10 - $18.25 x 24 ARCA  SPREAD/FLOOR - OPENING  Vega=$5098 ORCL=101.80 Ref
  738. >>2380 ORCL Nov23 180 Puts $78.25 (CboeTheo=78.21)  BID  BOX 15:06:54.425 IV=101.2% +43.7 BOX 30 x $78.05 - $78.70 x 55 BZX  SPREAD/FLOOR - OPENING  Vega=$2470 ORCL=101.80 Ref
  739. >>3350 BMY Jan24 72.5 Puts $15.75 (CboeTheo=15.71)  ASK  BOX 15:07:12.999 IV=32.1% +8.7 EDGX 42 x $15.65 - $15.75 x 45 EDGX  SPREAD/FLOOR  Vega=$9986 BMY=56.80 Ref
  740. >>3350 BMY Jan24 70.0 Puts $13.25 (CboeTheo=13.21)  ASK  BOX 15:07:12.999 IV=28.1% +6.1 BOX 46 x $13.15 - $13.25 x 17 BOX  SPREAD/FLOOR - OPENING  Vega=$11k BMY=56.80 Ref
  741. >>3720 ZM Jan24 130 Puts $68.20 (CboeTheo=68.13)  ASK  BOX 15:07:17.419 IV=86.2% +26.9 GEMX 5 x $68.05 - $68.20 x 2 BXO  SPREAD/FLOOR - OPENING  Vega=$7340 ZM=61.87 Ref
  742. >>3720 ZM Jan24 135 Puts $73.20 (CboeTheo=73.13)  ASK  BOX 15:07:17.419 IV=89.8% +30.6 BZX 66 x $72.90 - $73.35 x 78 NOM  SPREAD/FLOOR - OPENING  Vega=$7231 ZM=61.87 Ref
  743. >>4030 BAC Jan24 38.0 Puts $11.65 (CboeTheo=11.61)  ASK  BOX 15:07:22.399 IV=41.7% +11.3 CBOE 264 x $11.55 - $11.65 x 68 MPRL  SPREAD/FLOOR - OPENING  Vega=$4161 BAC=26.39 Ref
  744. >>4030 BAC Jan24 39.0 Puts $12.65 (CboeTheo=12.61)  ASK  BOX 15:07:22.399 IV=44.6% +12.9 MPRL 200 x $12.55 - $12.65 x 63 MPRL  SPREAD/FLOOR - OPENING  Vega=$4247 BAC=26.39 Ref
  745. >>3420 TSLA Jan24 416.67 Puts $202.73 (CboeTheo=203.85)  BID  BOX 15:07:33.586 NOM 70 x $202.30 - $205.15 x 55 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$0 TSLA=212.82 Ref
  746. >>3520 TSLA Jan24 450 Puts $238.50 (CboeTheo=237.18)  ASK  BOX 15:07:33.586 IV=97.9% +40.5 BOX 54 x $235.65 - $238.50 x 50 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$49k TSLA=212.82 Ref
  747. >>2000 AVTR Dec23 22.5 Calls $0.55 (CboeTheo=0.53)  ASK  ISE 15:08:40.044 IV=37.0% +1.4 CBOE 247 x $0.45 - $0.55 x 87 C2  CROSS - OPENING  Vega=$5709 AVTR=20.54 Ref
  748. >>4000 GFI Oct23 13.0 Calls $1.15 (CboeTheo=1.22)  ASK  ISE 15:10:24.826 IV=557.3% +399.0 PHLX 632 x $1.00 - $1.15 x 40 BOX  CROSS  Vega=$133 GFI=14.10 Ref
  749. >>3500 GFI Nov23 15.0 Calls $0.36 (CboeTheo=0.37)  BID  CBOE 15:11:04.460 IV=44.4% +1.6 EMLD 582 x $0.35 - $0.40 x 68 PHLX  CROSS - OPENING  Vega=$4993 GFI=14.10 Ref
  750. >>2200 ZM Oct23 27th 76.0 Puts $14.35 (CboeTheo=14.23)  ASK  BOX 15:12:00.796 IV=89.0% +33.8 BOX 11 x $14.15 - $14.35 x 31 NOM  SPREAD/FLOOR - OPENING  Vega=$1970 ZM=61.77 Ref
  751. >>2200 ZM Jan24 130 Puts $68.35 (CboeTheo=68.23)  ASK  BOX 15:12:00.796 IV=88.8% +29.6 BXO 2 x $68.15 - $68.35 x 5 GEMX  SPREAD/FLOOR  Vega=$5519 ZM=61.77 Ref
  752. SPLIT TICKET:
    >>4000 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:12:44.694 IV=155.9% -0.9 BOX 0 x $0.00 - $0.01 x 4052 C2  OPENING   SSR  Vega=$321 TSLA=212.58 Ref
  753. SWEEP DETECTED:
    >>Bearish Delta Impact 667 DNUT Dec23 12.5 Puts $0.70 (CboeTheo=0.66)  ASK  [MULTI] 15:12:45.674 IV=44.5% +3.4 GEMX 2 x $0.65 - $0.70 x 204 ISE  OPENING 
    Delta=-40%, EST. IMPACT = 27k Shares ($342k) To Sell DNUT=12.85 Ref
  754. >>4000 ENVX Nov23 11.0 Calls $0.66 (CboeTheo=0.67)  BID  AMEX 15:14:02.487 IV=99.6% +0.6 ARCA 151 x $0.65 - $0.70 x 72 EDGX  SPREAD/CROSS  Vega=$4205 ENVX=9.84 Ref
  755. >>4000 ENVX Nov23 11.0 Puts $1.81 (CboeTheo=1.81)  ASK  AMEX 15:14:02.487 IV=100.3% +1.3 PHLX 293 x $1.75 - $1.85 x 62 PHLX  SPREAD/CROSS  Vega=$4205 ENVX=9.84 Ref
  756. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 LQDA Jan24 7.5 Calls $0.70 (CboeTheo=0.66)  ASK  [MULTI] 15:14:02.421 IV=90.2% -1.3 BOX 6 x $0.60 - $0.70 x 245 BXO
    Delta=43%, EST. IMPACT = 43k Shares ($269k) To Buy LQDA=6.21 Ref
  757. >>18000 AAL Oct23 27th 11.5 Puts $0.55 (CboeTheo=0.55)  MID  PHLX 15:14:10.346 IV=44.8% +12.7 EDGX 1786 x $0.54 - $0.57 x 1469 C2  COB/AUCTION   52WeekLow  Vega=$9275 AAL=11.05 Ref
  758. >>18000 AAL Oct23 27th 11.0 Puts $0.26 (CboeTheo=0.25)  ASK  PHLX 15:14:10.346 IV=47.7% -0.6 EMLD 1871 x $0.25 - $0.26 x 172 ARCA  COB/AUCTION - OPENING   52WeekLow  Vega=$11k AAL=11.05 Ref
  759. >>2700 AAPL Oct23 170 Calls $3.25 (CboeTheo=3.34)  BID  PHLX 15:14:28.297 C2 216 x $3.25 - $3.40 x 106 C2  SPREAD/FLOOR  Vega=$0 AAPL=173.34 Ref
  760. >>2700 AAPL Oct23 170 Puts $0.01  BID  PHLX 15:14:28.297 IV=77.1% +42.4 ARCA 2105 x $0.01 - $0.02 x 583 C2  SPREAD/FLOOR  Vega=$248 AAPL=173.34 Ref
  761. >>Market Color TGTX - Bullish option flow detected in TG Therapeutics (6.73 +0.05) with 2,209 calls trading (1.0x expected) and implied vol increasing almost 10 points to 120.57%. . The Put/Call Ratio is 0.14. Earnings are expected on 10/31.  [TGTX 6.73 +0.05 Ref, IV=120.6% +9.8] #Bullish
  762. SPLIT TICKET:
    >>1330 VIXW Oct23 25th 50.0 Calls $0.07 (CboeTheo=0.04)  MID  [CBOE] 15:19:19.841 IV=357.3% +38.0 CBOE 194 x $0.03 - $0.12 x 999 CBOE Vega=$186 VIX=20.75 Fwd
  763. >>3000 RUN Nov23 10.0 Puts $1.26 (CboeTheo=1.25)  ASK  ARCA 15:20:37.973 IV=112.0% +10.8 EDGX 331 x $1.23 - $1.26 x 58 GEMX  FLOOR - OPENING   52WeekLow  Vega=$3256 RUN=9.89 Ref
  764. >>2000 GE Jan24 105 Puts $5.55 (CboeTheo=5.59)  MID  AMEX 15:20:49.807 IV=31.3% -0.2 PHLX 81 x $5.50 - $5.60 x 3 ARCA  CROSS  Vega=$41k GE=105.97 Ref
  765. >>2030 TSLA Jan24 416.67 Puts $203.40 (CboeTheo=203.71)  BID  BOX 15:20:49.839 BOX 50 x $202.30 - $204.95 x 54 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$0 TSLA=212.96 Ref
  766. >>2350 TSLA Jan24 450 Puts $235.65 (CboeTheo=237.04)  BID  BOX 15:20:49.839 BZX 47 x $235.65 - $238.30 x 54 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$0 TSLA=212.96 Ref
  767. >>4280 AMCR Nov23 9.0 Calls $0.10 (CboeTheo=0.13)  MID  BOX 15:20:56.706 IV=26.6% -3.7 AMEX 781 x $0.05 - $0.15 x 4 AMEX  FLOOR - OPENING   52WeekLow  Vega=$3376 AMCR=8.56 Ref
  768. SWEEP DETECTED:
    >>2126 CSCO Jan24 57.5 Calls $0.79 (CboeTheo=0.80)  MID  [MULTI] 15:20:54.795 IV=20.5% -0.7 CBOE 570 x $0.78 - $0.80 x 66 C2  ISO  Vega=$18k CSCO=53.05 Ref
  769. >>4284 SIRI Nov23 4.0 Puts $0.30 (CboeTheo=0.28)  ASK  AMEX 15:21:09.724 IV=93.3% +1.3 NOM 96 x $0.26 - $0.30 x 1 BZX  FLOOR  Vega=$1873 SIRI=4.49 Ref
  770. >>2020 SCHW Jan24 90.0 Puts $38.90 (CboeTheo=38.95)  BID  BOX 15:22:44.847 BXO 2 x $38.90 - $39.00 x 2 BXO  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=51.05 Ref
  771. >>2000 XOM Nov23 115 Calls $1.81 (CboeTheo=1.81)  MID  ARCA 15:22:45.573 IV=27.1% -3.5 MPRL 12 x $1.80 - $1.82 x 20 MPRL  CROSS  Vega=$22k XOM=111.23 Ref
  772. >>2000 BAC Nov23 26.0 Puts $0.67 (CboeTheo=0.66)  ASK  PHLX 15:23:55.536 IV=30.5% +7.3 EMLD 5188 x $0.66 - $0.67 x 1780 C2  SPREAD/CROSS/TIED  Vega=$5656 BAC=26.36 Ref
  773. SWEEP DETECTED:
    >>5059 QS Nov23 4.0 Puts $0.06 (CboeTheo=0.05)  ASK  [MULTI] 15:23:56.191 IV=105.0% -0.4 EMLD 1884 x $0.03 - $0.06 x 547 EMLD  OPENING  Vega=$1121 QS=5.87 Ref
  774. >>1999 VIX Nov23 15th 15.0 Puts $0.14 (CboeTheo=0.14)  MID  CBOE 15:24:19.091 IV=85.3% +3.9 CBOE 21 x $0.13 - $0.15 x 9144 CBOE  AUCTION  Vega=$1375 VIX=20.67 Fwd
  775. SWEEP DETECTED:
    >>6541 BAC Jun24 15.0 Puts $0.24 (CboeTheo=0.23)  ASK  [MULTI] 15:24:34.154 IV=48.1% +0.7 EMLD 1627 x $0.23 - $0.24 x 1818 EMLD Vega=$14k BAC=26.34 Ref
  776. SWEEP DETECTED:
    >>3995 JD Nov23 27.5 Calls $0.39 (CboeTheo=0.41)  BID  [MULTI] 15:25:19.516 IV=50.0% +0.2 EMLD 287 x $0.39 - $0.41 x 68 C2  52WeekLow  Vega=$7971 JD=24.34 Ref
  777. SWEEP DETECTED:
    >>3536 BAC Nov23 26.0 Puts $0.68 (CboeTheo=0.67)  ASK  [MULTI] 15:25:49.087 IV=30.4% +7.2 EMLD 1880 x $0.67 - $0.68 x 1117 EMLD Vega=$10k BAC=26.32 Ref
  778. >>Unusual Volume PCG - 3x market weighted volume: 40.8k = 36.1k projected vs 10.4k adv, 75% puts, 7% of OI [PCG 15.97 -0.03 Ref, IV=29.6% +0.1]
  779. SWEEP DETECTED:
    >>Bullish Delta Impact 567 DNUT Dec23 12.5 Puts $0.80 (CboeTheo=0.81)  BID  [MULTI] 15:26:52.898 IV=40.7% -0.5 BOX 113 x $0.80 - $0.90 x 190 AMEX  OPENING 
    Delta=-47%, EST. IMPACT = 27k Shares ($334k) To Buy DNUT=12.46 Ref
  780. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4500 Calls $28.80 (CboeTheo=28.63)  ASK  [CBOE] 15:27:25.820 IV=14.1% -0.2 CBOE 112 x $28.30 - $28.80 x 49 CBOE Vega=$536k SPX=4266.24 Fwd
  781. >>2500 PATH Dec23 15.0 Puts $1.15 (CboeTheo=1.15)  MID  BOX 15:28:02.890 IV=62.2% +0.1 CBOE 1677 x $1.10 - $1.20 x 2853 CBOE  FLOOR - OPENING  Vega=$5809 PATH=15.62 Ref
  782. SWEEP DETECTED:
    >>2500 TFC Nov23 20.0 Puts $0.15 (CboeTheo=0.12)  ASK  [MULTI] 15:29:36.023 IV=72.1% +1.5 C2 28 x $0.10 - $0.15 x 526 C2  ISO - OPENING  Vega=$2248 TFC=27.11 Ref
  783. SWEEP DETECTED:
    >>2200 C Oct23 27th 43.0 Calls $0.03 (CboeTheo=0.03)  ASK  [MULTI] 15:29:41.221 IV=31.4% +2.0 C2 863 x $0.02 - $0.03 x 615 EMLD Vega=$1170 C=39.83 Ref
  784. >>2501 IGT Nov23 31.0 Calls $1.15 (CboeTheo=1.20)  BID  MIAX 15:30:02.314 IV=49.6% +0.9 PHLX 961 x $1.03 - $1.32 x 1139 PHLX  AUCTION  Vega=$8057 IGT=29.71 Ref
  785. >>Market Color EBIX - Bearish flow noted in Ebix (5.78 -0.25) with 6,690 puts trading, or 1.4x expected. The Put/Call Ratio is 2.35, while ATM IV is up over 8 points on the day. Earnings are expected on 11/08.  [EBIX 5.78 -0.25 Ref, IV=192.5% +8.2] #Bearish
  786. >>2000 NKE Nov23 110 Calls $0.53 (CboeTheo=0.52)  ASK  AMEX 15:30:05.445 IV=22.5% -0.0 C2 753 x $0.51 - $0.53 x 36 MPRL  CROSS  Vega=$14k NKE=102.77 Ref
  787. SWEEP DETECTED:
    >>2000 KEY Nov23 8.0 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 15:30:17.530 IV=67.5% -7.8 EMLD 0 x $0.00 - $0.10 x 580 PHLX  ISO - OPENING  Vega=$1005 KEY=9.91 Ref
  788. >>2000 UPST Nov23 3rd 21.0 Puts $0.31 (CboeTheo=0.33)  BID  BOX 15:31:33.344 IV=84.4% -4.1 EMLD 334 x $0.31 - $0.33 x 112 MPRL  SPREAD/FLOOR - OPENING  Vega=$2157 UPST=24.80 Ref
  789. >>2000 UPST Nov23 3rd 25.0 Puts $1.73 (CboeTheo=1.69)  ASK  BOX 15:31:33.344 IV=83.9% +0.6 EMLD 79 x $1.69 - $1.73 x 117 EMLD  SPREAD/FLOOR - OPENING  Vega=$3873 UPST=24.80 Ref
  790. >>1416 VIX Nov23 15th 35.0 Calls $0.66 (CboeTheo=0.65)  ASK  CBOE 15:33:26.428 IV=167.2% +1.3 CBOE 5720 x $0.63 - $0.66 x 1950 CBOE Vega=$1925 VIX=20.57 Fwd
  791. SPLIT TICKET:
    >>3799 VIX Nov23 15th 35.0 Calls $0.66 (CboeTheo=0.65)  ASK  [CBOE] 15:33:26.428 IV=167.2% +1.3 CBOE 5720 x $0.63 - $0.66 x 1950 CBOE Vega=$5165 VIX=20.57 Fwd
  792. SPLIT TICKET:
    >>1765 VIX Nov23 15th 34.0 Calls $0.70 (CboeTheo=0.69)  ASK  [CBOE] 15:33:26.429 IV=164.2% +2.1 CBOE 3960 x $0.67 - $0.70 x 1765 CBOE Vega=$2492 VIX=20.57 Fwd
  793. >>2100 AU Oct23 18.0 Calls $1.65 (CboeTheo=1.69)  ASK  ISE 15:34:46.740 IV=635.9% +416.6 GEMX 420 x $1.55 - $1.65 x 249 GEMX  CROSS  Vega=$69 AU=19.59 Ref
  794. SWEEP DETECTED:
    >>2010 MGM Nov23 40.0 Calls $0.39 (CboeTheo=0.43)  BID  [MULTI] 15:35:51.843 IV=44.0% +0.4 C2 731 x $0.39 - $0.43 x 1399 C2 Vega=$5176 MGM=35.31 Ref
  795. >>2000 LOW Nov23 210 Calls $0.57 (CboeTheo=0.66)  BID  AMEX 15:36:40.241 IV=26.1% -0.7 EDGX 282 x $0.56 - $0.63 x 330 C2  CROSS - OPENING  Vega=$18k LOW=190.46 Ref
  796. SWEEP DETECTED:
    >>2000 AMZN Nov23 150 Calls $0.451 (CboeTheo=0.44)  MID  [MULTI] 15:37:52.400 IV=41.5% +1.8 C2 457 x $0.44 - $0.45 x 172 GEMX Vega=$9953 AMZN=125.58 Ref
  797. SWEEP DETECTED:
    >>2703 BAC Nov23 25.0 Puts $0.39 (CboeTheo=0.39)  BID  [MULTI] 15:37:55.174 IV=32.9% +0.1 EMLD 982 x $0.39 - $0.40 x 4607 EMLD Vega=$6406 BAC=26.32 Ref
  798. SWEEP DETECTED:
    >>Bullish Delta Impact 857 GASS Oct23 5.0 Calls $0.25 (CboeTheo=0.19)  ASK  [MULTI] 15:38:43.099 IV=688.7% +615.5 CBOE 62 x $0.05 - $0.30 x 21 BOX
    Delta=72%, EST. IMPACT = 61k Shares ($318k) To Buy GASS=5.18 Ref
  799. SPLIT TICKET:
    >>1500 VIX Nov23 15th 17.0 Puts $0.56 (CboeTheo=0.55)  BID  [CBOE] 15:38:47.794 IV=92.4% +0.6 CBOE 1225 x $0.56 - $0.57 x 12k CBOE Vega=$2167 VIX=20.62 Fwd
  800. >>Unusual Volume BLNK - 3x market weighted volume: 12.9k = 10.9k projected vs 3428 adv, 52% calls, 9% of OI [BLNK 2.71 -0.17 Ref, IV=99.4% +2.2]
  801. SWEEP DETECTED:
    >>Bullish Delta Impact 500 OBE Jan24 10.0 Calls $0.40 (CboeTheo=0.35)  ASK  [MULTI] 15:39:35.372 IV=49.5% +5.5 CBOE 196 x $0.25 - $0.40 x 803 EDGX
    Delta=33%, EST. IMPACT = 17k Shares ($141k) To Buy OBE=8.52 Ref
  802. >>2000 BAC Jan26 23.0 Puts $2.49 (CboeTheo=2.58)  MID  PHLX 15:40:09.072 IV=31.0% -0.4 EDGX 244 x $2.36 - $2.63 x 195 EDGX  TIED/FLOOR  Vega=$24k BAC=26.32 Ref
  803. >>2500 WFC Oct23 27th 36.5 Puts $0.03 (CboeTheo=0.04)  BID  ARCA 15:40:33.213 IV=40.8% -2.2 EMLD 1580 x $0.03 - $0.04 x 2332 EMLD  CROSS - OPENING  Vega=$1073 WFC=40.40 Ref
  804. >>5000 PFE Jun24 37.5 Calls $0.67 (CboeTheo=0.64)  ASK  BOX 15:40:48.117 IV=26.5% +0.8 NOM 63 x $0.63 - $0.68 x 228 EDGX  SPREAD/CROSS   52WeekLow  Vega=$35k PFE=30.66 Ref
  805. >>2500 PFE Jun24 26.0 Puts $1.23 (CboeTheo=1.07)  ASK  BOX 15:40:48.117 IV=32.7% +2.0 AMEX 1010 x $1.04 - $1.23 x 1292 PHLX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$19k PFE=30.66 Ref
  806. >>2500 PFE Jun24 26.0 Calls $5.70 (CboeTheo=5.60)  ASK  BOX 15:40:48.117 IV=32.1% +1.3 PHLX 1124 x $5.50 - $5.70 x 343 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$18k PFE=30.66 Ref
  807. SWEEP DETECTED:
    >>4450 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:40:45.284 IV=156.5% -0.4 C2 0 x $0.00 - $0.01 x 10k C2  OPENING   SSR  Vega=$356 TSLA=212.91 Ref
  808. SWEEP DETECTED:
    >>4075 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:40:47.005 IV=156.5% -0.4 NOM 0 x $0.00 - $0.01 x 6101 C2  OPENING   SSR  Vega=$326 TSLA=212.91 Ref
  809. SPLIT TICKET:
    >>2051 TSLA Oct23 27th 110 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:40:52.131 IV=156.4% -0.4 PHLX 0 x $0.00 - $0.01 x 1056 C2  OPENING   SSR  Vega=$164 TSLA=212.88 Ref
  810. >>6618 PCG Oct23 17.0 Puts $1.05 (CboeTheo=1.04)  ASK  ARCA 15:41:16.974 IV=408.4% +316.8 CBOE 55 x $0.99 - $1.06 x 27 NOM  SPREAD/FLOOR  Vega=$117 PCG=15.96 Ref
  811. >>6618 PCG Nov23 24th 16.0 Puts $0.51 (CboeTheo=0.54)  Below Bid!  ARCA 15:41:16.974 IV=26.5% -2.1 NOM 10 x $0.52 - $0.57 x 22 ARCA  SPREAD/FLOOR - OPENING  Vega=$13k PCG=15.96 Ref
  812. >>6618 PCG Nov23 24th 16.0 Calls $0.58 (CboeTheo=0.58)  BID  ARCA 15:41:16.975 IV=28.5% -0.2 NOM 7 x $0.56 - $0.63 x 639 AMEX  SPREAD/FLOOR - OPENING  Vega=$13k PCG=15.96 Ref
  813. SWEEP DETECTED:
    >>3000 AMZN Dec23 150 Calls $1.023 (CboeTheo=0.99)  Above Ask!  [MULTI] 15:41:27.842 IV=35.6% -0.6 C2 216 x $1.00 - $1.02 x 358 C2 Vega=$31k AMZN=125.38 Ref
  814. SWEEP DETECTED:
    >>5238 GM Nov23 10th 32.0 Calls $0.442 (CboeTheo=0.43)  Above Ask!  [MULTI] 15:41:41.672 IV=43.6% +2.2 C2 250 x $0.42 - $0.44 x 738 C2  OPENING  Vega=$12k GM=29.57 Ref
  815. SWEEP DETECTED:
    >>3041 AMD Nov23 3rd 101 Puts $4.35 (CboeTheo=4.39)  BID  [MULTI] 15:41:55.454 IV=61.5% +0.9 PHLX 516 x $4.35 - $4.45 x 237 CBOE  OPENING  Vega=$24k AMD=101.89 Ref
  816. >>10000 TSLA Jan24 210 Calls $23.88 (CboeTheo=23.85)  MID  AMEX 15:42:00.716 IV=50.4% +0.3 BXO 24 x $23.80 - $23.95 x 338 MIAX  SPREAD/CROSS - OPENING   SSR  Vega=$413k TSLA=212.39 Ref
  817. >>10000 TSLA Jan24 260 Puts $51.61 (CboeTheo=51.57)  ASK  AMEX 15:42:00.716 IV=47.4% +8.9 EDGX 333 x $51.25 - $51.90 x 227 MIAX  SPREAD/CROSS   SSR  Vega=$313k TSLA=212.39 Ref
  818. >>10000 TSLA Jan24 210 Puts $18.64 (CboeTheo=18.62)  BID  AMEX 15:42:00.716 IV=50.4% +4.5 C2 32 x $18.60 - $18.70 x 178 MIAX  SPREAD/CROSS   SSR  Vega=$413k TSLA=212.39 Ref
  819. >>10000 TSLA Jan24 260 Calls $6.70 (CboeTheo=6.67)  MID  AMEX 15:42:00.716 IV=47.4% -1.8 CBOE 326 x $6.65 - $6.75 x 216 MIAX  SPREAD/CROSS   SSR  Vega=$340k TSLA=212.39 Ref
  820. >>7386 GM Nov23 10th 32.0 Calls $0.46 (CboeTheo=0.45)  ASK  CBOE 15:42:34.405 IV=43.8% +2.4 EMLD 43 x $0.45 - $0.46 x 6 AMEX  AUCTION - OPENING  Vega=$17k GM=29.62 Ref
  821. SWEEP DETECTED:
    >>7440 GM Nov23 10th 32.0 Calls $0.46 (CboeTheo=0.45)  ASK  [MULTI] 15:42:34.405 IV=43.8% +2.4 EMLD 43 x $0.45 - $0.46 x 6 AMEX  AUCTION - OPENING  Vega=$17k GM=29.62 Ref
  822. >>2000 BLNK Jan24 3.0 Calls $0.32 (CboeTheo=0.31)  ASK  AMEX 15:43:30.551 IV=87.5% +3.0 PHLX 1651 x $0.28 - $0.34 x 388 EDGX  TIED/FLOOR - OPENING   52WeekLow  Vega=$1036 BLNK=2.71 Ref
  823. >>2000 BLNK Jan24 3.0 Puts $0.67 (CboeTheo=0.68)  BID  AMEX 15:43:30.551 IV=83.5% -1.0 EDGX 123 x $0.66 - $0.72 x 73 EDGX  TIED/FLOOR - OPENING   52WeekLow  Vega=$1022 BLNK=2.71 Ref
  824. SWEEP DETECTED:
    >>Bullish Delta Impact 4027 UA Nov23 7.5 Calls $0.25 (CboeTheo=0.20)  ASK  [MULTI] 15:43:50.804 IV=68.1% +6.6 GEMX 91 x $0.20 - $0.25 x 1201 PHLX  OPENING 
    Delta=33%, EST. IMPACT = 133k Shares ($900k) To Buy UA=6.75 Ref
  825. SWEEP DETECTED:
    >>2000 HPE Nov23 13.0 Puts $0.10 (CboeTheo=0.07)  ASK  [MULTI] 15:44:20.614 IV=47.4% -3.2 MPRL 0 x $0.00 - $0.10 x 470 PHLX  OPENING  Vega=$1507 HPE=15.19 Ref
  826. >>5000 DAL Jan25 30.0 Puts $3.65 (CboeTheo=3.61)  ASK  AMEX 15:44:37.427 IV=39.5% +0.6 PHLX 468 x $3.55 - $3.65 x 73 ARCA  SPREAD/CROSS - OPENING  Vega=$63k DAL=32.24 Ref
  827. >>5000 DAL Jan24 30.0 Puts $1.30 (CboeTheo=1.31)  BID  AMEX 15:44:37.427 IV=38.7% -0.3 BOX 552 x $1.30 - $1.33 x 364 BOX  SPREAD/CROSS  Vega=$28k DAL=32.24 Ref
  828. SWEEP DETECTED:
    >>3000 AMZN Nov23 3rd 85.0 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:44:45.582 IV=82.1% +1.2 C2 462 x $0.03 - $0.04 x 1054 C2  ISO - OPENING  Vega=$1285 AMZN=125.44 Ref
  829. SWEEP DETECTED:
    >>4724 TSLA Oct23 27th 105 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:44:55.447 IV=166.0% +0.7 NOM 0 x $0.00 - $0.01 x 7612 C2  OPENING   SSR  Vega=$358 TSLA=212.00 Ref
  830. SWEEP DETECTED:
    >>2719 TSLA Oct23 27th 215 Calls $4.65 (CboeTheo=4.57)  ASK  [MULTI] 15:45:21.099 IV=50.8% -18.1 NOM 1 x $4.60 - $4.65 x 544 MIAX  OPENING   SSR  Vega=$32k TSLA=211.82 Ref
  831. SWEEP DETECTED:
    >>2001 JD Nov23 27.5 Calls $0.39 (CboeTheo=0.40)  BID  [MULTI] 15:45:23.527 IV=49.9% +0.2 MPRL 713 x $0.39 - $0.40 x 118 C2  52WeekLow  Vega=$3993 JD=24.34 Ref
  832. SWEEP DETECTED:
    >>3891 RF Nov23 12.0 Puts $0.20 (CboeTheo=0.16)  ASK  [MULTI] 15:45:49.351 IV=66.2% -2.1 ARCA 1 x $0.15 - $0.20 x 1297 PHLX  Post-Earnings / SSR   52WeekLow  Vega=$3439 RF=14.37 Ref
  833. >>3000 DAL Oct23 27th 35.0 Calls $0.05 (CboeTheo=0.05)  BID  BOX 15:48:09.702 IV=37.7% +1.2 C2 419 x $0.05 - $0.06 x 2996 C2  SPREAD/FLOOR - OPENING  Vega=$1835 DAL=32.30 Ref
  834. >>3000 DAL Oct23 27th 34.0 Calls $0.14 (CboeTheo=0.14)  ASK  BOX 15:48:09.702 IV=36.2% +0.3 EMLD 1102 x $0.13 - $0.14 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$3401 DAL=32.30 Ref
  835. >>2000 TFC Jan24 35.0 Calls $0.30 (CboeTheo=0.36)  BID  PHLX 15:48:49.145 IV=40.7% +1.3 BXO 311 x $0.30 - $0.40 x 452 CBOE  SPREAD/CROSS/TIED  Vega=$5502 TFC=27.18 Ref
  836. >>2116 AMZN Oct23 27th 96.0 Puts $0.06 (CboeTheo=0.06)  ASK  MRX 15:49:10.289 IV=87.5% +1.8 C2 1397 x $0.05 - $0.06 x 501 MPRL  AUCTION - OPENING  Vega=$1109 AMZN=125.56 Ref
  837. SWEEP DETECTED:
    >>3000 AMZN Oct23 27th 96.0 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:49:10.188 IV=87.5% +1.8 C2 1623 x $0.05 - $0.06 x 467 GEMX  ISO - OPENING  Vega=$1572 AMZN=125.56 Ref
  838. >>4500 PCG Oct23 16.0 Puts $0.05 (CboeTheo=0.05)  MID  PHLX 15:50:18.992 IV=75.9% +36.3 BOX 129 x $0.03 - $0.07 x 179 BOX  FLOOR  Vega=$247 PCG=15.98 Ref
  839. >>5000 WW Oct23 10.0 Puts $0.10 (CboeTheo=0.19)  BID  AMEX 15:50:53.738 BOX 18 x $0.10 - $0.15 x 100 ARCA  SPREAD/FLOOR   SSR  Vega=$0 WW=9.87 Ref
  840. SWEEP DETECTED:
    >>Bearish Delta Impact 1790 KODK Jan25 5.0 Calls $0.75 (CboeTheo=0.70)  BID  [MULTI] 15:51:07.786 IV=57.8% +3.1 ARCA 499 x $0.75 - $0.80 x 604 PHLX  OPENING 
    Delta=53%, EST. IMPACT = 94k Shares ($367k) To Sell KODK=3.90 Ref
  841. SPLIT TICKET:
    >>3000 SPX Nov23 3200 Puts $2.10 (CboeTheo=2.12)  BID  [CBOE] 15:50:53.259 IV=45.9% -0.9 CBOE 3290 x $2.10 - $2.25 x 2508 CBOE  FLOOR  Vega=$107k SPX=4237.36 Fwd
  842. >>4000 RDFN Jan25 5.0 Puts $1.65 (CboeTheo=1.59)  ASK  PHLX 15:51:42.800 IV=85.9% +5.3 PHLX 1005 x $1.50 - $1.65 x 1693 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$7755 RDFN=5.07 Ref
  843. SWEEP DETECTED:
    >>Bearish Delta Impact 600 BIG Oct23 5.0 Puts $0.15 (CboeTheo=0.12)  ASK  [MULTI] 15:51:57.720 IV=475.8% +335.0 MPRL 3 x $0.10 - $0.15 x 32 PHLX
    Delta=-71%, EST. IMPACT = 43k Shares ($208k) To Sell BIG=4.88 Ref
  844. SWEEP DETECTED:
    >>4035 TSLA Nov23 3rd 80.0 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:52:02.089 IV=160.6% -6.5 MPRL 0 x $0.00 - $0.01 x 6957 C2  OPENING   SSR  Vega=$323 TSLA=211.92 Ref
  845. SPLIT TICKET:
    >>2981 TSLA Nov23 3rd 80.0 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:52:04.782 IV=160.7% -6.4 ARCA 0 x $0.00 - $0.01 x 1721 C2  OPENING   SSR  Vega=$239 TSLA=211.97 Ref
  846. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 MMAT Jan26 1.0 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:52:12.631 IV=68.0% -0.5 AMEX 50 x $0.05 - $0.06 x 100 ARCA  ISO - OPENING   SSR 
    Delta=79%, EST. IMPACT = 79k Shares ($14k) To Buy MMAT=0.18 Ref
  847. >>2100 META Feb24 315 Puts $31.72 (CboeTheo=31.64)  ASK  AMEX 15:52:46.157 IV=44.2% +0.5 EDGX 85 x $31.60 - $31.80 x 63 EDGX  SPREAD/CROSS - OPENING  Vega=$146k META=308.89 Ref
  848. >>2100 META Feb24 315 Calls $30.92 (CboeTheo=30.83)  BID  AMEX 15:52:46.157 IV=44.2% +0.5 MPRL 34 x $30.85 - $31.05 x 157 PHLX  SPREAD/CROSS - OPENING  Vega=$147k META=308.89 Ref
  849. SWEEP DETECTED:
    >>10969 BAC Nov23 23.0 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 15:53:20.944 IV=40.3% +0.6 C2 1332 x $0.13 - $0.14 x 3962 EMLD Vega=$14k BAC=26.32 Ref
  850. SWEEP DETECTED:
    >>7560 BAC Nov23 30.0 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 15:53:25.897 IV=28.4% -1.1 EMLD 3540 x $0.05 - $0.06 x 5619 EMLD Vega=$6724 BAC=26.32 Ref
  851. SWEEP DETECTED:
    >>2220 BAC Nov23 30.0 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 15:53:36.685 IV=28.4% -1.1 EMLD 955 x $0.05 - $0.06 x 2122 EMLD Vega=$1974 BAC=26.32 Ref
  852. >>2000 BLNK Jan24 3.0 Puts $0.66 (CboeTheo=0.70)  BID  AMEX 15:54:02.495 IV=79.4% -5.0 PHLX 1383 x $0.62 - $0.72 x 77 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1008 BLNK=2.69 Ref
  853. >>2000 BLNK Jan24 3.0 Calls $0.31 (CboeTheo=0.31)  MID  AMEX 15:54:02.495 IV=87.3% +2.8 PHLX 1285 x $0.28 - $0.33 x 12 MPRL  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1026 BLNK=2.69 Ref
  854. SWEEP DETECTED:
    >>4139 ARCC Jan25 10.0 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:53:57.191 IV=38.1% +0.2 PHLX 119 x $0.15 - $0.25 x 642 PHLX Vega=$10k ARCC=18.80 Ref
  855. SWEEP DETECTED:
    >>2084 BA Nov23 3rd 190 Calls $2.504 (CboeTheo=2.43)  Above Ask!  [MULTI] 15:54:04.810 IV=42.2% -8.7 ARCA 17 x $2.38 - $2.49 x 49 EDGX  OPENING  Vega=$25k BA=180.10 Ref
  856. SWEEP DETECTED:
    >>2256 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.13)  BID  [MULTI] 15:54:09.027 IV=18.8% -13.7 NOM 95 x $0.10 - $0.15 x 128 PHLX  OPENING  Vega=$3170 PNT=12.95 Ref
  857. SWEEP DETECTED:
    >>2956 BAC Dec23 21.0 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 15:54:10.027 IV=43.3% -0.2 EMLD 1325 x $0.16 - $0.17 x 731 EMLD Vega=$4557 BAC=26.30 Ref
  858. SWEEP DETECTED:
    >>3368 F Mar24 12.0 Calls $0.84 (CboeTheo=0.83)  BID  [MULTI] 15:54:51.041 IV=34.8% +1.2 GEMX 1808 x $0.84 - $0.85 x 1186 EMLD Vega=$9591 F=11.62 Ref
  859. SWEEP DETECTED:
    >>4435 TSLA Oct23 27th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:54:56.685 IV=176.8% +2.6 CBOE 0 x $0.00 - $0.01 x 11k C2  OPENING   SSR  Vega=$316 TSLA=211.86 Ref
  860. SWEEP DETECTED:
    >>4035 TSLA Oct23 27th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:55:04.072 IV=176.9% +2.7 BOX 0 x $0.00 - $0.01 x 6283 C2  OPENING   SSR  Vega=$288 TSLA=211.96 Ref
  861. SWEEP DETECTED:
    >>2080 XPEV Oct23 27th 12.0 Puts $0.12 (CboeTheo=0.12)  BID  [MULTI] 15:55:35.409 IV=81.0% -2.8 EMLD 1321 x $0.12 - $0.13 x 150 MPRL  OPENING  Vega=$896 XPEV=13.41 Ref
  862. SWEEP DETECTED:
    >>Bullish Delta Impact 899 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.28)  BID  [MULTI] 15:55:49.937 IV=63.3% -13.5 AMEX 756 x $0.25 - $0.35 x 468 BOX  OPENING 
    Delta=-53%, EST. IMPACT = 48k Shares ($139k) To Buy RYAM=2.90 Ref
  863. SWEEP DETECTED:
    >>Bullish Delta Impact 899 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.28)  BID  [MULTI] 15:56:01.226 IV=63.3% -13.5 AMEX 966 x $0.25 - $0.35 x 453 BOX  OPENING 
    Delta=-53%, EST. IMPACT = 48k Shares ($139k) To Buy RYAM=2.90 Ref
  864. >>2453 GILD Jan24 75.0 Puts $2.66 (CboeTheo=2.54)  BID  GEMX 15:56:13.303 IV=26.5% +0.4 BOX 8 x $2.64 - $3.10 x 22 NOM Vega=$35k GILD=77.78 Ref
  865. >>2500 AMZN Oct23 125 Calls $0.26 (CboeTheo=0.25)  MID  PHLX 15:56:19.549 IV=46.2% -110.2 BZX 75 x $0.18 - $0.33 x 1170 ISE  AUCTION  Vega=$958 AMZN=125.14 Ref
  866. SWEEP DETECTED:
    >>2530 AMZN Oct23 125 Calls $0.259 (CboeTheo=0.25)  MID  [MULTI] 15:56:19.549 IV=46.2% -110.2 BZX 75 x $0.18 - $0.33 x 1170 ISE  AUCTION  Vega=$969 AMZN=125.14 Ref
  867. SWEEP DETECTED:
    >>Bullish Delta Impact 899 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 15:56:22.731 IV=68.1% -8.7 AMEX 605 x $0.25 - $0.35 x 526 BOX  OPENING 
    Delta=-50%, EST. IMPACT = 45k Shares ($133k) To Buy RYAM=2.92 Ref
  868. >>2547 PII Nov23 90.0 Puts $3.05 (CboeTheo=2.95)  BID  BOX 15:56:35.147 IV=45.5% +2.9 EMLD 5 x $2.95 - $3.20 x 10 PHLX  SPREAD/FLOOR - OPENING  Vega=$25k PII=93.06 Ref
  869. SWEEP DETECTED:
    >>2100 AMZN Oct23 27th 99.0 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:57:47.692 IV=83.8% +2.0 C2 1169 x $0.09 - $0.10 x 257 MPRL  ISO - OPENING  Vega=$1677 AMZN=125.19 Ref
  870. >>5000 AAPL Nov23 3rd 172.5 Puts $4.06 (CboeTheo=4.08)  BID  AMEX 15:57:53.076 IV=32.9% -0.4 PHLX 56 x $4.05 - $4.10 x 70 BOX  CROSS - OPENING  Vega=$67k AAPL=172.96 Ref
  871. SPLIT TICKET:
    >>3102 VIX Nov23 15th 30.0 Calls $0.95 (CboeTheo=0.94)  ASK  [CBOE] 15:58:03.035 IV=152.1% +2.4 CBOE 6940 x $0.92 - $0.95 x 2107 CBOE Vega=$5227 VIX=20.65 Fwd
  872. SWEEP DETECTED:
    >>3849 TSLA Oct23 27th 95.0 Puts $0.01 (CboeTheo=0.02)  ASK  [MULTI] 15:58:09.330 IV=188.7% +5.1 BOX 0 x $0.00 - $0.01 x 3828 C2  OPENING   SSR  Vega=$258 TSLA=212.26 Ref
  873. SWEEP DETECTED:
    >>Bullish Delta Impact 4995 KODK Jan25 5.0 Calls $0.80 (CboeTheo=0.75)  ASK  [MULTI] 15:59:05.520 IV=58.2% +3.5 EMLD 1 x $0.50 - $0.80 x 1191 BOX  OPENING 
    Delta=55%, EST. IMPACT = 276k Shares ($1.07m) To Buy KODK=3.90 Ref
  874. >>2000 BLNK Jan24 3.0 Calls $0.30 (CboeTheo=0.31)  BID  AMEX 15:59:09.796 IV=85.3% +0.9 EDGX 160 x $0.29 - $0.33 x 59 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1025 BLNK=2.69 Ref
  875. >>2000 BLNK Jan24 3.0 Puts $0.70 (CboeTheo=0.70)  ASK  AMEX 15:59:09.796 IV=87.3% +2.9 PHLX 1353 x $0.63 - $0.73 x 148 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1015 BLNK=2.69 Ref
  876. SWEEP DETECTED:
    >>Bullish Delta Impact 724 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.26)  BID  [MULTI] 15:59:38.391 IV=71.1% -5.7 MPRL 154 x $0.25 - $0.30 x 99 MIAX
    Delta=-49%, EST. IMPACT = 35k Shares ($104k) To Buy RYAM=2.94 Ref
  877. SWEEP DETECTED:
    >>Bullish Delta Impact 899 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.26)  BID  [MULTI] 15:59:53.809 IV=71.1% -5.7 MPRL 150 x $0.25 - $0.35 x 203 EDGX  OPENING 
    Delta=-49%, EST. IMPACT = 44k Shares ($129k) To Buy RYAM=2.94 Ref
  878. SPLIT TICKET:
    >>1000 VIX Dec23 20th 21.0 Calls $2.90 (CboeTheo=2.90)  MID  [CBOE] 16:00:45.560 IV=91.1% +0.3 CBOE 2199 x $2.85 - $2.94 x 10k CBOE Vega=$3302 VIX=20.70 Fwd
  879. SPLIT TICKET:
    >>1000 SPX Jun24 5800 Calls $0.85 (CboeTheo=0.77)  ASK  [CBOE] 16:01:03.292 IV=13.8% +0.6 CBOE 1835 x $0.70 - $0.85 x 1331 CBOE  FLOOR  Vega=$72k SPX=4341.82 Fwd
  880. SPLIT TICKET:
    >>1000 SPXW Oct23 31st 4300 Calls $20.22 (CboeTheo=18.65)  Above Ask!  [CBOE] 16:01:21.842 IV=16.4% -0.6 CBOE 126 x $18.50 - $18.80 x 94 CBOE  LATE  Vega=$248k SPX=4226.02 Fwd
  881. SPLIT TICKET:
    >>1500 VIX Nov23 15th 33.0 Calls $0.79 (CboeTheo=0.78)  ASK  [CBOE] 16:03:01.973 IV=161.6% +2.3 CBOE 24k x $0.75 - $0.79 x 1433 CBOE Vega=$2277 VIX=20.77 Fwd
  882. SPLIT TICKET:
    >>1684 SPXW Oct23 23rd 3450 Puts $0.05 (CboeTheo=0.09)  ASK  [CBOE] 16:04:16.854 IV=70.8% +2.5 CBOE 0 x $0.00 - $0.05 x 964 CBOE  ISO  Vega=$1642 SPX=4222.46 Fwd
  883. SPLIT TICKET:
    >>1631 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.09)  ASK  [CBOE] 16:04:29.432 IV=75.5% +6.7 CBOE 0 x $0.00 - $0.05 x 1048 CBOE  ISO  Vega=$1498 SPX=4222.41 Fwd
  884. SPLIT TICKET:
    >>1098 SPXW Oct23 23rd 3450 Puts $0.05 (CboeTheo=0.09)  ASK  [CBOE] 16:05:34.240 IV=70.8% +2.6 CBOE 0 x $0.00 - $0.05 x 849 CBOE  ISO  Vega=$1069 SPX=4223.45 Fwd
  885. SPLIT TICKET:
    >>1866 SPXW Oct23 27th 3200 Puts $0.20 (CboeTheo=0.15)  ASK  [CBOE] 16:07:05.842 IV=70.1% +0.7 CBOE 879 x $0.10 - $0.20 x 383 CBOE Vega=$6249 SPX=4228.50 Fwd
  886. SPLIT TICKET:
    >>1800 SPXW Dec23 29th 4800 Calls $1.80 (CboeTheo=1.75)  ASK  [CBOE] 16:08:41.192 IV=13.2% +0.7 CBOE 51 x $1.70 - $1.80 x 631 CBOE  LATE  Vega=$192k SPX=4257.29 Fwd
  887. SPLIT TICKET:
    >>2079 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 16:14:09.390 IV=75.5% +6.7 CBOE 0 x $0.00 - $0.05 x 1615 CBOE  OPENING  Vega=$1908 SPX=4221.55 Fwd
  888. TRADE CXLD:
    >>2000 BLNK Jan24 3.0 Puts $0.70 (CboeTheo=0.70)  ASK  AMEX 15:59:09.796 IV=87.3% +2.9 PHLX 1353 x $0.63 - $0.73 x 148 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1015 BLNK=2.69 Ref
  889. TRADE CXLD:
    >>2000 BLNK Jan24 3.0 Calls $0.30 (CboeTheo=0.31)  BID  AMEX 15:59:09.796 IV=85.3% +0.9 EDGX 160 x $0.29 - $0.33 x 59 EDGX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$1025 BLNK=2.69 Ref
  890. >>2200 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  BID  CBOE 16:16:48.276 IV=75.6% +6.7 CBOE 2650 x $0.05 - $0.10 x 527 CBOE  EXTEND - OPENING  Vega=$2018 SPX=4221.95 Fwd
  891. SPLIT TICKET:
    >>1200 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  BID  [CBOE] 16:17:49.842 IV=75.5% +6.7 CBOE 1950 x $0.05 - $0.10 x 313 CBOE  EXTEND  Vega=$1101 SPX=4221.50 Fwd
  892. >>2000 SPXW Oct23 23rd 3450 Puts $0.05 (CboeTheo=0.08)  BID  CBOE 16:20:03.417 IV=70.7% +2.4 CBOE 500 x $0.05 - $0.10 x 259 CBOE  EXTEND  Vega=$1950 SPX=4220.31 Fwd
  893. >>2191 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  MID  CBOE 16:31:27.216 IV=75.8% +6.9 CBOE 0 x $0.00 - $0.10 x 313 CBOE  EXTEND - OPENING  Vega=$2004 SPX=4222.86 Fwd
  894. >>1000 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  ASK  CBOE 16:32:02.372 IV=75.8% +7.0 CBOE 0 x $0.00 - $0.05 x 1500 CBOE  EXTEND  Vega=$915 SPX=4223.06 Fwd
  895. SPLIT TICKET:
    >>1500 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 16:32:02.372 IV=75.8% +7.0 CBOE 0 x $0.00 - $0.05 x 1500 CBOE  EXTEND  Vega=$1372 SPX=4223.06 Fwd
  896. >>1000 SPXW Oct23 23rd 3400 Puts $0.05 (CboeTheo=0.08)  ASK  CBOE 16:39:11.805 IV=75.8% +6.9 CBOE 0 x $0.00 - $0.05 x 500 CBOE  EXTEND  Vega=$915 SPX=4221.81 Fwd

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