OPTION FLOW 10/23/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for October 23, 2023. 22216 trades were executed in SPX overnight, totaling 102277 contracts.  #gth
  2. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    RIOT $9.07 +0.20 +2.25%,
    WBA $21.64 +0.38 +1.79%,
    PFE $31.09 +0.45 +1.47%,
    ORCL $102.78 +0.93 +0.91%,
    NFLX $404.08 +3.12 +0.78%,

    while the biggest losers include:
    CHPT $2.79 -0.19 (-6.40%),
    NKLA $0.96 -0.06 (-5.88%),
    UPST $23.24 -1.45 (-5.87%),
    CGC $0.48 -0.03 (-5.85%),
    AFRM $17.23 -1.02 (-5.59%),

  3. >>Unusual Volume OKTA - 11x market weighted volume: 11.8k = 123.4k projected vs 10.8k adv, 68% puts, 8% of OI [OKTA 69.66 -5.91 Ref]
  4. >>Unusual Volume T - 4x market weighted volume: 29.7k = 311.4k projected vs 77.6k adv, 88% calls, 2% of OI [T 15.27 -0.12 Ref]
  5. >>Unusual Volume FCX - 3x market weighted volume: 12.5k = 130.8k projected vs 33.4k adv, 67% calls, 2% of OI [FCX 33.12 -0.76 Ref]
  6. >>Unusual Volume DOCU - 3x market weighted volume: 6296 = 66.1k projected vs 17.8k adv, 91% puts, 3% of OI [DOCU 39.42 -0.85 Ref]
  7. SWEEP DETECTED:
    >>Bearish Delta Impact 928 HTGC Jan24 14.0 Puts $0.942 (CboeTheo=0.55)  ASK  [MULTI] 09:30:03.254 IV=48.9% +15.3 EMLD 104 x $0.90 - $0.95 x 200 NOM  OPENING 
    Delta=-34%, EST. IMPACT = 31k Shares ($491k) To Sell HTGC=15.61 Ref
  8. >>Unusual Volume ASO - 27x market weighted volume: 7624 = 80.0k projected vs 2950 adv, 54% puts, 18% of OI [ASO 43.80 -2.20 Ref]
  9. >>Unusual Volume VRT - 7x market weighted volume: 6842 = 71.8k projected vs 9254 adv, 99% puts, 4% of OI [VRT 36.58 -0.17 Ref]
  10. >>Unusual Volume NNDM - 97x market weighted volume: 6077 = 58.8k projected vs 603 adv, 100% calls, 5% of OI [NNDM 2.77 -0.01 Ref]
  11. SWEEP DETECTED:
    >>3598 JD Jun24 30.0 Calls $1.98 (CboeTheo=1.85)  Below Bid!  [MULTI] 09:31:30.482 IV=48.2% +1.8 C2 300 x $1.98 - $2.00 x 169 EDGX  52WeekLow  Vega=$26k JD=24.22 Ref
  12. SWEEP DETECTED:
    >>2018 TSLA Oct23 27th 200 Puts $2.95 (CboeTheo=2.97)  ASK  [MULTI] 09:33:36.899 IV=68.0% +11.4 NOM 280 x $2.94 - $2.95 x 1973 BZX Vega=$16k TSLA=207.43 Ref
  13. SWEEP DETECTED:
    >>Bullish Delta Impact 500 TBPH Mar24 10.0 Calls $0.45 (CboeTheo=0.58)  ASK  [MULTI] 09:35:53.895 IV=32.2% -5.8 PHLX 309 x $0.25 - $0.45 x 19 BZX
    Delta=39%, EST. IMPACT = 20k Shares ($177k) To Buy TBPH=9.04 Ref
  14. SWEEP DETECTED:
    >>Bearish Delta Impact 1079 NAT Nov23 4.0 Calls $0.25 (CboeTheo=0.24)  BID  [MULTI] 09:36:04.757 IV=43.8% +3.1 MPRL 470 x $0.25 - $0.30 x 1413 PHLX
    Delta=62%, EST. IMPACT = 67k Shares ($274k) To Sell NAT=4.08 Ref
  15. >>1000 VIX Nov23 15th 23.0 Calls $2.05 (CboeTheo=2.05)  ASK  CBOE 09:36:37.900 IV=128.4% +6.4 CBOE 5710 x $2.02 - $2.05 x 1000 CBOE Vega=$2119 VIX=21.28 Fwd
  16. >>1000 VIX Nov23 15th 23.0 Calls $2.05 (CboeTheo=2.05)  MID  CBOE 09:36:47.004 IV=128.4% +6.4 CBOE 11k x $2.02 - $2.08 x 708 CBOE Vega=$2119 VIX=21.28 Fwd
  17. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4500 Calls $22.80 (CboeTheo=22.85)  ASK  [CBOE] 09:37:52.708 IV=14.4% +0.2 CBOE 91 x $22.40 - $22.90 x 194 CBOE  FLOOR  Vega=$469k SPX=4232.85 Fwd
  18. SWEEP DETECTED:
    >>2169 COIN Oct23 27th 77.0 Calls $1.22 (CboeTheo=1.29)  BID  [MULTI] 09:38:02.874 IV=72.1% +8.0 PHLX 329 x $1.22 - $1.38 x 40 BZX Vega=$6346 COIN=73.93 Ref
  19. >>2779 DVN Nov23 45.0 Puts $1.18 (CboeTheo=1.18)  MID  BOX 09:38:13.175 IV=44.6% +1.1 C2 135 x $1.17 - $1.19 x 4 ARCA  SPREAD/FLOOR  Vega=$12k DVN=47.18 Ref
  20. >>2779 DVN Nov23 52.5 Calls $0.53 (CboeTheo=0.52)  ASK  BOX 09:38:13.175 IV=42.2% +2.4 EMLD 128 x $0.52 - $0.53 x 9 ARCA  SPREAD/FLOOR  Vega=$9552 DVN=47.18 Ref
  21. SWEEP DETECTED:
    >>2484 EBIX Oct23 27th 4.0 Puts $0.05 (CboeTheo=0.13)  Below Bid!  [MULTI] 09:39:01.878 IV=278.1% +22.4 ARCA 10 x $0.10 - $0.15 x 122 PHLX  OPENING   52WeekLow  Vega=$279 EBIX=5.54 Ref
  22. SWEEP DETECTED:
    >>Bullish Delta Impact 4450 NNDM Oct23 27th 2.5 Calls $0.30 (CboeTheo=0.22)  ASK  [MULTI] 09:40:22.333 IV=152.5% +83.9 EDGX 1089 x $0.05 - $0.30 x 272 EDGX  OPENING 
    Delta=72%, EST. IMPACT = 320k Shares ($868k) To Buy NNDM=2.71 Ref
  23. SWEEP DETECTED:
    >>2094 NVAX Nov23 3rd 6.5 Calls $0.45 (CboeTheo=0.47)  BID  [MULTI] 09:40:35.723 IV=98.3% +0.1 PHLX 589 x $0.45 - $0.50 x 2 BZX  OPENING  Vega=$947 NVAX=6.56 Ref
  24. SWEEP DETECTED:
    >>2804 DOCU Dec23 32.5 Puts $0.742 (CboeTheo=0.77)  BID  [MULTI] 09:41:35.477 IV=57.1% -0.5 EDGX 307 x $0.74 - $0.79 x 327 EDGX  OPENING   52WeekLow  Vega=$9952 DOCU=39.45 Ref
  25. SWEEP DETECTED:
    >>2117 AMZN Jan24 120 Calls $12.50 (CboeTheo=12.44)  BID  [MULTI] 09:41:50.607 IV=39.0% +0.4 BZX 1917 x $12.50 - $12.60 x 465 MIAX Vega=$49k AMZN=124.16 Ref
  26. SWEEP DETECTED:
    >>11787 T Jun24 20.0 Calls $0.12 (CboeTheo=0.14)  BID  [MULTI] 09:43:03.151 IV=23.4% -0.4 CBOE 1235 x $0.12 - $0.15 x 1 NOM  ISO  Vega=$26k T=15.30 Ref
  27. SWEEP DETECTED:
    >>6146 T Jun24 20.0 Calls $0.12 (CboeTheo=0.14)  MID  [MULTI] 09:43:09.926 IV=23.4% -0.4 NOM 1480 x $0.11 - $0.13 x 10 BXO Vega=$13k T=15.29 Ref
  28. >>2000 VIX Dec23 20th 15.0 Puts $0.24 (CboeTheo=0.21)  ASK  CBOE 09:43:27.815 IV=69.5% +4.0 CBOE 22k x $0.21 - $0.25 x 8494 CBOE  AUCTION  Vega=$2547 VIX=21.27 Fwd
  29. SPLIT TICKET:
    >>3000 VIX Dec23 20th 15.0 Puts $0.24 (CboeTheo=0.21)  ASK  [CBOE] 09:43:27.815 IV=69.5% +4.0 CBOE 22k x $0.21 - $0.25 x 8494 CBOE  AUCTION  Vega=$3820 VIX=21.27 Fwd
  30. >>2866 AMZN Nov23 115 Puts $2.67 (CboeTheo=2.64)  ASK  AMEX 09:44:18.639 IV=50.7% +2.4 C2 45 x $2.65 - $2.67 x 27 ARCA  SPREAD/FLOOR  Vega=$30k AMZN=124.18 Ref
  31. >>2866 AMZN Nov23 150 Calls $0.39 (CboeTheo=0.39)  BID  AMEX 09:44:18.639 IV=44.5% +2.3 C2 24 x $0.39 - $0.40 x 151 BZX  SPREAD/FLOOR  Vega=$12k AMZN=124.18 Ref
  32. >>Market Color AMC - Bullish option flow detected in AMC Entertainment (9.05 -0.03) with 21,241 calls trading (1.2x expected) and implied vol increasing over 1 point to 115.70%. . The Put/Call Ratio is 0.33. Earnings are expected on 11/08.  [AMC 9.05 -0.03 Ref, IV=115.7% +1.2] #Bullish
  33. SWEEP DETECTED:
    >>2000 AAPL Dec23 150 Puts $1.71 (CboeTheo=1.69)  ASK  [MULTI] 09:45:19.686 IV=34.5% +0.8 MIAX 12 x $1.70 - $1.71 x 122 C2 Vega=$30k AAPL=170.26 Ref
  34. >>4820 VRT Nov23 37.5 Puts $4.10 (CboeTheo=4.16)  BID  PHLX 09:45:28.777 IV=96.3% +2.6 CBOE 197 x $4.10 - $4.50 x 411 PHLX  FLOOR  Vega=$19k VRT=36.66 Ref
  35. >>1000 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  CBOE 09:46:55.984 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$3564 VIX=21.78 Fwd
  36. >>2632 VIX Jan24 17th 22.0 Calls $3.40 (CboeTheo=3.37)  ASK  CBOE 09:46:55.984 IV=84.5% +2.7 CBOE 28k x $3.30 - $3.40 x 1688 CBOE  LATE  Vega=$11k VIX=21.78 Fwd
  37. >>9400 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  CBOE 09:46:55.984 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$34k VIX=21.78 Fwd
  38. >>1000 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  CBOE 09:46:55.984 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$3564 VIX=21.78 Fwd
  39. >>1000 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  CBOE 09:46:55.984 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$3564 VIX=21.78 Fwd
  40. >>2000 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  CBOE 09:46:55.985 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$7128 VIX=21.78 Fwd
  41. >>2100 VIX Jan24 17th 22.0 Puts $3.60 (CboeTheo=3.59)  ASK  CBOE 09:46:56.044 IV=83.9% +2.2 CBOE 29k x $3.50 - $3.60 x 1913 CBOE  LATE  Vega=$8600 VIX=21.78 Fwd
  42. SPLIT TICKET:
    >>4200 VIX Jan24 17th 22.0 Calls $3.40 (CboeTheo=3.37)  ASK  [CBOE] 09:46:55.983 IV=84.5% +2.7 CBOE 28k x $3.30 - $3.40 x 1688 CBOE  LATE  Vega=$17k VIX=21.78 Fwd
  43. SPLIT TICKET:
    >>15000 VIX Jan24 17th 19.0 Puts $1.71 (CboeTheo=1.73)  BID  [CBOE] 09:46:55.983 IV=74.3% +1.4 CBOE 5234 x $1.70 - $1.75 x 5316 CBOE  LATE  Vega=$53k VIX=21.78 Fwd
  44. SPLIT TICKET:
    >>4200 VIX Jan24 17th 22.0 Puts $3.60 (CboeTheo=3.59)  ASK  [CBOE] 09:46:55.983 IV=83.9% +2.2 CBOE 29k x $3.50 - $3.60 x 3197 CBOE  LATE  Vega=$17k VIX=21.78 Fwd
  45. >>Unusual Volume U - 3x market weighted volume: 18.5k = 98.7k projected vs 30.2k adv, 76% calls, 4% of OI [U 26.30 -0.88 Ref, IV=74.3% +2.5]
  46. SWEEP DETECTED:
    >>4256 PLTR Oct23 27th 18.0 Calls $0.02 (CboeTheo=0.04)  BID  [MULTI] 09:48:09.868 IV=76.3% +12.0 EMLD 2298 x $0.02 - $0.03 x 327 EMLD Vega=$630 PLTR=15.52 Ref
  47. SWEEP DETECTED:
    >>2035 AMZN Jan24 120 Calls $12.70 (CboeTheo=12.71)  ASK  [MULTI] 09:48:56.470 IV=38.9% +0.3 MIAX 548 x $12.60 - $12.70 x 1469 EDGX Vega=$47k AMZN=124.51 Ref
  48. SWEEP DETECTED:
    >>Bullish Delta Impact 1337 NNDM Oct23 27th 2.5 Calls $0.35 (CboeTheo=0.29)  ASK  [MULTI] 09:49:19.809 IV=139.1% +70.6 PHLX 263 x $0.25 - $0.35 x 172 PHLX  OPENING 
    Delta=78%, EST. IMPACT = 105k Shares ($292k) To Buy NNDM=2.79 Ref
  49. SWEEP DETECTED:
    >>3000 LCID Nov23 10th 3.5 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 09:49:24.749 IV=116.6% +8.3 ARCA 67 x $0.11 - $0.13 x 583 GEMX  OPENING   52WeekLow  Vega=$772 LCID=4.28 Ref
  50. >>2000 EOSE Jan24 3.5 Calls $0.09 (CboeTheo=0.10)  ASK  CBOE 09:49:41.272 IV=138.5% +2.0 PHLX 697 x $0.05 - $0.10 x 1196 BXO  CROSS  Vega=$434 EOSE=1.56 Ref
  51. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $4.765 (CboeTheo=4.80)  BID  [CBOE] 09:49:41.429 IV=19.5% +0.5 CBOE 64 x $4.76 - $4.81 x 64 CBOE  AUCTION  Vega=$65k XSP=421.65 Fwd
  52. >>1058 XSP Nov23 6th 418 Puts $4.75 (CboeTheo=4.80)  ASK  CBOE 09:49:57.071 IV=19.4% +0.4 CBOE 64 x $4.74 - $4.75 x 138 CBOE Vega=$34k XSP=421.66 Fwd
  53. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $4.75 (CboeTheo=4.80)  ASK  [CBOE] 09:49:57.032 IV=19.4% +0.4 CBOE 64 x $4.74 - $4.75 x 1196 CBOE Vega=$65k XSP=421.66 Fwd
  54. SPLIT TICKET:
    >>1420 XSP Nov23 6th 418 Puts $4.70 (CboeTheo=4.72)  MID  [CBOE] 09:50:18.706 IV=19.4% +0.4 CBOE 64 x $4.67 - $4.73 x 64 CBOE Vega=$46k XSP=421.78 Fwd
  55. >>1000 XSP Nov23 6th 418 Puts $4.75 (CboeTheo=4.75)  ASK  CBOE 09:50:24.612 IV=19.4% +0.5 CBOE 64 x $4.74 - $4.75 x 1000 CBOE Vega=$32k XSP=421.70 Fwd
  56. >>1000 XSP Nov23 6th 418 Puts $4.75 (CboeTheo=4.75)  BID  CBOE 09:50:24.974 IV=19.4% +0.5 CBOE 116 x $4.74 - $4.81 x 64 CBOE Vega=$32k XSP=421.70 Fwd
  57. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $4.75 (CboeTheo=4.75)  ASK  [CBOE] 09:50:24.612 IV=19.4% +0.5 CBOE 64 x $4.74 - $4.75 x 1000 CBOE Vega=$65k XSP=421.70 Fwd
  58. SPLIT TICKET:
    >>2000 XSP Nov23 6th 418 Puts $4.73 (CboeTheo=4.76)  ASK  [CBOE] 09:50:29.903 IV=19.3% +0.3 CBOE 10 x $4.41 - $4.73 x 1936 CBOE Vega=$65k XSP=421.65 Fwd
  59. >>5000 F Nov23 10th 11.0 Puts $0.30 (CboeTheo=0.29)  ASK  PHLX 09:50:32.114 IV=46.5% +3.4 ARCA 121 x $0.29 - $0.30 x 936 C2  SPREAD/CROSS/TIED - OPENING  Vega=$4736 F=11.49 Ref
  60. >>Unusual Volume X - 3x market weighted volume: 22.0k = 110.4k projected vs 32.5k adv, 98% calls, 4% of OI [X 31.61 -0.23 Ref, IV=44.5% -0.8]
  61. >>1868 VIX Nov23 15th 20.0 Calls $2.75 (CboeTheo=2.80)  BID  CBOE 09:50:52.660 IV=110.9% +3.6 CBOE 516 x $2.75 - $2.81 x 13k CBOE Vega=$3731 VIX=20.92 Fwd
  62. >>1160 VIX Nov23 15th 20.0 Calls $2.75 (CboeTheo=2.80)  BID  CBOE 09:50:52.660 IV=110.9% +3.6 CBOE 516 x $2.75 - $2.81 x 13k CBOE Vega=$2317 VIX=20.92 Fwd
  63. SPLIT TICKET:
    >>5000 VIX Nov23 15th 20.0 Calls $2.75 (CboeTheo=2.80)  BID  [CBOE] 09:50:52.660 IV=110.9% +3.6 CBOE 516 x $2.75 - $2.81 x 13k CBOE Vega=$9985 VIX=20.92 Fwd
  64. SWEEP DETECTED:
    >>3879 TSLA Oct23 27th 200 Puts $3.039 (CboeTheo=3.12)  Below Bid!  [MULTI] 09:50:54.469 IV=64.0% +7.4 BXO 62 x $3.10 - $3.15 x 95 C2 Vega=$31k TSLA=205.85 Ref
  65. >>1061 XSP Nov23 6th 418 Puts $4.90 (CboeTheo=4.92)  ASK  CBOE 09:51:51.711 IV=19.4% +0.5 CBOE 64 x $4.89 - $4.90 x 911 CBOE Vega=$34k XSP=421.35 Fwd
  66. SPLIT TICKET:
    >>1972 XSP Nov23 6th 418 Puts $4.90 (CboeTheo=4.92)  ASK  [CBOE] 09:51:51.711 IV=19.4% +0.5 CBOE 64 x $4.89 - $4.90 x 911 CBOE Vega=$64k XSP=421.35 Fwd
  67. SWEEP DETECTED:
    >>Bearish Delta Impact 758 CUE Jan24 5.0 Calls $0.15 (CboeTheo=0.23)  BID  [MULTI] 09:52:55.404 IV=182.6% -4.3 BOX 80 x $0.15 - $0.50 x 196 MIAX  52WeekLow 
    Delta=24%, EST. IMPACT = 18k Shares ($32k) To Sell CUE=1.77 Ref
  68. SWEEP DETECTED:
    >>Bearish Delta Impact 600 APPS Jan24 5.0 Calls $0.738 (CboeTheo=0.74)  Below Bid!  [MULTI] 09:54:06.891 IV=71.3% -0.4 ARCA 64 x $0.74 - $0.78 x 137 EDGX  52WeekLow 
    Delta=59%, EST. IMPACT = 36k Shares ($178k) To Sell APPS=5.00 Ref
  69. >>2249 OXY Dec23 1st 56.0 Puts $0.64 (CboeTheo=0.63)  ASK  MIAX 09:57:43.182 IV=36.9% -0.4 PHLX 32 x $0.60 - $0.66 x 10 BOX  AUCTION - OPENING  Vega=$11k OXY=62.56 Ref
  70. SWEEP DETECTED:
    >>2000 TSLA Nov23 290 Calls $0.19 (CboeTheo=0.20)  BID  [MULTI] 09:58:50.834 IV=58.7% +4.1 C2 808 x $0.19 - $0.20 x 225 MPRL Vega=$4885 TSLA=206.14 Ref
  71. >>Unusual Volume GE - 3x market weighted volume: 9607 = 42.1k projected vs 14.0k adv, 76% puts, 4% of OI  Pre-Earnings  [GE 108.00 +1.92 Ref, IV=36.3% -0.5]
  72. SPLIT TICKET:
    >>1165 SPX Dec23 4000 Puts $50.10 (CboeTheo=49.69)  Above Ask!  [CBOE] 09:59:26.106 IV=22.2% +0.3 CBOE 701 x $49.40 - $50.00 x 706 CBOE  LATE  Vega=$576k SPX=4240.69 Fwd
  73. SPLIT TICKET:
    >>1165 SPX Nov23 4075 Puts $37.00 (CboeTheo=36.72)  ASK  [CBOE] 09:59:26.106 IV=21.8% +0.2 CBOE 775 x $36.40 - $37.00 x 600 CBOE  LATE  Vega=$412k SPX=4228.12 Fwd
  74. SWEEP DETECTED:
    >>2000 GOOG Nov23 3rd 146 Calls $1.103 (CboeTheo=1.14)  Below Bid!  [MULTI] 09:59:42.670 IV=42.6% +3.7 MPRL 133 x $1.11 - $1.13 x 105 MPRL  OPENING  Vega=$14k GOOG=136.48 Ref
  75. >>Market Color AR - Bearish flow noted in Antero Resources (27.70 -0.27) with 1,275 puts trading, or 3x expected. The Put/Call Ratio is 1.70, while ATM IV is up over 1 point on the day. Earnings are expected on 10/25.  [AR 27.70 -0.27 Ref, IV=47.2% +1.0] #Bearish
  76. >>4480 CNC Oct23 27th 62.0 Puts $0.07 (CboeTheo=0.10)  BID  PHLX 10:00:48.919 IV=70.7% +9.2 MRX 0 x $0.00 - $0.75 x 115 EDGX  AUCTION   Pre-Earnings  Vega=$2546 CNC=71.14 Ref
  77. >>5000 AMZN Oct23 27th 132 Calls $1.59 (CboeTheo=1.60)  BID  CBOE 10:01:48.178 IV=77.4% +14.1 NOM 1 x $1.59 - $1.60 x 14 BZX  COB/AUCTION - OPENING  Vega=$22k AMZN=124.60 Ref
  78. >>5000 AMZN Oct23 27th 142 Calls $0.24 (CboeTheo=0.25)  MID  CBOE 10:01:48.178 IV=74.4% +13.5 MPRL 230 x $0.23 - $0.25 x 1566 C2  COB/AUCTION  Vega=$7945 AMZN=124.60 Ref
  79. >>5000 AMZN Oct23 27th 112 Puts $0.69 (CboeTheo=0.70)  BID  CBOE 10:01:48.178 IV=86.7% +16.0 C2 545 x $0.69 - $0.70 x 33 MPRL  COB/AUCTION - OPENING  Vega=$13k AMZN=124.60 Ref
  80. SWEEP DETECTED:
    >>2000 TSLA Dec23 320 Calls $0.35 (CboeTheo=0.37)  MID  [MULTI] 10:02:24.120 IV=54.5% +2.0 EDGX 329 x $0.35 - $0.37 x 237 MRX Vega=$9082 TSLA=205.50 Ref
  81. SWEEP DETECTED:
    >>2137 GOOG Nov23 3rd 147 Calls $0.909 (CboeTheo=0.94)  Below Bid!  [MULTI] 10:02:45.209 IV=41.9% +3.3 GEMX 73 x $0.92 - $0.94 x 35 C2  OPENING  Vega=$13k GOOG=136.61 Ref
  82. >>3000 U Nov23 29.0 Calls $1.15 (CboeTheo=1.12)  MID  ISE 10:02:56.847 IV=76.2% +4.6 PHLX 1203 x $1.11 - $1.18 x 1049 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$7767 U=26.30 Ref
  83. >>7000 U Nov23 37.0 Calls $0.13 (CboeTheo=0.13)  MID  ISE 10:02:56.847 IV=77.7% +4.6 EMLD 1501 x $0.12 - $0.14 x 414 BOX  SPREAD/CROSS/TIED  Vega=$5930 U=26.30 Ref
  84. SPLIT TICKET:
    >>1000 SPXW Oct23 23rd 4200 Puts $8.596 (CboeTheo=8.33)  Above Ask!  [CBOE] 10:03:36.693 IV=33.8% +20.1 CBOE 58 x $8.30 - $8.40 x 41 CBOE  ISO  Vega=$40k SPX=4215.23 Fwd
  85. SWEEP DETECTED:
    >>2346 TSLA Nov23 230 Calls $3.40 (CboeTheo=3.39)  ASK  [MULTI] 10:03:43.578 IV=50.3% +1.6 CBOE 734 x $3.35 - $3.40 x 1250 ARCA Vega=$39k TSLA=205.72 Ref
  86. SPLIT TICKET:
    >>1063 SPXW Oct23 31st 4300 Calls $14.87 (CboeTheo=14.11)  Above Ask!  [CBOE] 10:03:52.829 IV=17.3% +1.2 CBOE 166 x $14.00 - $14.20 x 108 CBOE  LATE  Vega=$210k SPX=4218.91 Fwd
  87. SPLIT TICKET:
    >>1063 SPXW Oct23 31st 4370 Calls $3.26 (CboeTheo=3.12)  Above Ask!  [CBOE] 10:03:52.829 IV=16.0% +1.6 CBOE 244 x $3.00 - $3.20 x 289 CBOE  LATE - OPENING  Vega=$100k SPX=4218.91 Fwd
  88. SPLIT TICKET:
    >>2126 SPXW Oct23 31st 4335 Calls $7.34 (CboeTheo=6.98)  Above Ask!  [CBOE] 10:03:52.829 IV=16.5% +1.5 CBOE 30 x $6.90 - $7.00 x 25 CBOE  LATE - OPENING  Vega=$310k SPX=4218.91 Fwd
  89. SWEEP DETECTED:
    >>2500 AAL Jan24 10.0 Puts $0.46 (CboeTheo=0.47)  MID  [MULTI] 10:04:34.620 IV=47.9% +0.4 BZX 321 x $0.46 - $0.46 x 307 MIAX  52WeekLow  Vega=$4455 AAL=11.21 Ref
  90. >>4000 U Nov23 29.0 Calls $1.15 (CboeTheo=1.15)  MID  ISE 10:04:57.185 IV=75.4% +3.8 AMEX 1502 x $1.12 - $1.18 x 611 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$10k U=26.36 Ref
  91. >>7000 U Nov23 37.0 Calls $0.13 (CboeTheo=0.14)  MID  ISE 10:04:57.185 IV=77.2% +4.2 EMLD 1596 x $0.12 - $0.14 x 608 EMLD  SPREAD/CROSS/TIED  Vega=$5956 U=26.36 Ref
  92. >>10000 X Nov23 24th 33.0 Calls $1.15 (CboeTheo=1.05)  ASK  PHLX 10:05:46.289 IV=44.7% +3.9 NOM 3 x $1.09 - $1.17 x 48 PHLX  SPREAD/FLOOR  Vega=$37k X=31.61 Ref
  93. >>10000 X Nov23 34.0 Calls $0.63 (CboeTheo=0.56)  ASK  PHLX 10:05:46.289 IV=44.1% +2.3 BOX 18 x $0.55 - $0.63 x 5 GEMX  SPREAD/FLOOR  Vega=$29k X=31.61 Ref
  94. >>4000 KVUE Dec23 1st 20.0 Calls $0.60 (CboeTheo=0.60)  BID  ARCA 10:06:22.291 IV=29.3% +0.7 BZX 50 x $0.60 - $0.65 x 997 C2  SPREAD/FLOOR  Vega=$10k KVUE=19.66 Ref
  95. >>4000 KVUE Nov23 21.0 Calls $0.25 (CboeTheo=0.23)  ASK  ARCA 10:06:22.292 IV=33.5% +2.2 PHLX 1669 x $0.20 - $0.25 x 1342 CBOE  SPREAD/FLOOR  Vega=$6653 KVUE=19.66 Ref
  96. SWEEP DETECTED:
    >>2000 GOOG Nov23 3rd 148 Calls $0.753 (CboeTheo=0.78)  Below Bid!  [MULTI] 10:06:20.650 IV=41.0% +2.6 MPRL 32 x $0.76 - $0.77 x 64 MPRL  OPENING  Vega=$12k GOOG=136.85 Ref
  97. SWEEP DETECTED:
    >>2093 GOOG Nov23 10th 150 Calls $0.804 (CboeTheo=0.83)  Below Bid!  [MULTI] 10:07:45.144 IV=36.0% +1.3 C2 33 x $0.81 - $0.83 x 62 MPRL  OPENING  Vega=$15k GOOG=136.99 Ref
  98. SWEEP DETECTED:
    >>2000 AGNC Oct23 27th 8.0 Puts $0.16 (CboeTheo=0.12)  ASK  [MULTI] 10:08:56.595 IV=48.9% +9.5 ARCA 36 x $0.14 - $0.16 x 594 EMLD Vega=$690 AGNC=8.03 Ref
  99. >>1000 VIX Nov23 15th 17.0 Puts $0.54 (CboeTheo=0.53)  MID  CBOE 10:09:25.811 IV=97.2% +2.5 CBOE 11 x $0.53 - $0.55 x 14k CBOE Vega=$1348 VIX=20.70 Fwd
  100. >>4000 GOOGL Nov23 140 Calls $3.50 (CboeTheo=3.49)  BID  ISE 10:09:31.387 IV=36.1% +1.5 MPRL 22 x $3.50 - $3.55 x 696 EMLD  SPREAD/CROSS/TIED  Vega=$55k GOOGL=135.56 Ref
  101. >>2430 TSLA Dec23 310 Calls $0.47 (CboeTheo=0.49)  BID  CBOE 10:10:47.469 IV=52.8% +1.7 C2 393 x $0.47 - $0.49 x 252 MRX  SPREAD/LEGGED/FLOOR  Vega=$14k TSLA=206.86 Ref
  102. SWEEP DETECTED:
    >>2900 CGC Nov23 10th 0.5 Calls $0.061 (CboeTheo=0.08)  BID  [MULTI] 10:11:13.315 IV=134.9% -37.3 AMEX 1411 x $0.06 - $0.09 x 50 BXO  OPENING  Vega=$128 CGC=0.51 Ref
  103. SPLIT TICKET:
    >>3000 VIX Nov23 15th 32.0 Calls $0.73 (CboeTheo=0.76)  BID  [CBOE] 10:11:31.977 IV=162.5% +5.0 CBOE 3221 x $0.73 - $0.76 x 2915 CBOE  ISO  Vega=$4206 VIX=20.57 Fwd
  104. SWEEP DETECTED:
    >>2500 AAL Jan24 10.0 Puts $0.44 (CboeTheo=0.45)  ASK  [MULTI] 10:12:16.531 IV=47.7% +0.1 EDGX 1101 x $0.43 - $0.44 x 1249 MIAX  52WeekLow  Vega=$4405 AAL=11.28 Ref
  105. SWEEP DETECTED:
    >>2494 FRO Nov23 23.0 Calls $0.20 (CboeTheo=0.31)  BID  [MULTI] 10:14:29.803 IV=37.9% -4.3 CBOE 478 x $0.20 - $0.35 x 534 PHLX  OPENING  Vega=$3691 FRO=20.88 Ref
  106. >>Market Color @STOCK - Heavy first hour option volume is noted in : HOLI, BTBT, XME, ASO, OIH, OKTA, BCS, TDS, HES. 
  107. >>Market Color RIOT - Bullish option flow detected in Riot Blockchain (9.48 +0.62) with 37,594 calls trading (2x expected) and implied vol increasing over 3 points to 100.24%. . The Put/Call Ratio is 0.18. Earnings are expected on 11/07.  [RIOT 9.48 +0.62 Ref, IV=100.2% +3.1] #Bullish
  108. >>2000 MRVL Jan25 90.0 Calls $1.93 (CboeTheo=1.96)  BID  ISE 10:15:12.299 IV=43.2% -0.1 PHLX 20 x $1.92 - $1.98 x 18 BXO  SPREAD/CROSS/TIED  Vega=$29k MRVL=48.88 Ref
  109. >>2000 MRVL Jan24 50.0 Puts $4.83 (CboeTheo=4.78)  ASK  ISE 10:15:12.299 IV=47.2% +1.0 C2 105 x $4.75 - $4.85 x 361 CBOE  SPREAD/CROSS/TIED  Vega=$19k MRVL=48.88 Ref
  110. SWEEP DETECTED:
    >>2000 DAL Oct23 27th 34.5 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 10:15:16.044 IV=40.5% +3.1 C2 1720 x $0.04 - $0.06 x 1289 C2 Vega=$920 DAL=32.24 Ref
  111. >>3000 RILY Nov23 40.0 Calls $1.65 (CboeTheo=1.50)  ASK  PHLX 10:15:30.824 IV=74.3% +7.7 PHLX 80 x $1.35 - $1.80 x 89 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$11k RILY=37.42 Ref
  112. SWEEP DETECTED:
    >>3496 KVUE Feb24 22.5 Calls $0.55 (CboeTheo=0.52)  ASK  [MULTI] 10:15:39.946 IV=32.5% +1.4 PHLX 1109 x $0.45 - $0.55 x 2576 PHLX Vega=$13k KVUE=19.66 Ref
  113. SWEEP DETECTED:
    >>2240 PLTR Oct23 27th 15.5 Puts $0.41 (CboeTheo=0.42)  BID  [MULTI] 10:16:50.333 IV=73.4% +9.6 C2 1356 x $0.41 - $0.42 x 1636 EMLD  ISO  Vega=$1488 PLTR=15.66 Ref
  114. SWEEP DETECTED:
    >>5178 AA Jan24 30.0 Calls $0.726 (CboeTheo=0.68)  Above Ask!  [MULTI] 10:17:12.350 IV=52.7% +0.1 CBOE 119 x $0.67 - $0.71 x 54 BZX  52WeekLow  Vega=$18k AA=23.61 Ref
  115. >>5500 DAL Oct23 27th 34.5 Calls $0.04 (CboeTheo=0.05)  BID  BOX 10:17:21.665 IV=41.4% +4.0 C2 1724 x $0.04 - $0.06 x 2535 C2  SPREAD/FLOOR  Vega=$2493 DAL=32.19 Ref
  116. >>5500 DAL Oct23 27th 33.5 Calls $0.16 (CboeTheo=0.15)  ASK  BOX 10:17:21.665 IV=42.1% +5.6 C2 766 x $0.14 - $0.16 x 1056 C2  SPREAD/FLOOR - OPENING  Vega=$5408 DAL=32.19 Ref
  117. >>2000 CHK Nov23 90.0 Calls $1.40 (CboeTheo=1.64)  BID  PHLX 10:18:08.503 IV=28.4% -2.2 PHLX 88 x $1.40 - $1.85 x 43 PHLX  SPREAD/CROSS/TIED  Vega=$17k CHK=87.12 Ref
  118. >>2415 VIX Nov23 15th 17.0 Puts $0.55 (CboeTheo=0.56)  MID  CBOE 10:20:03.733 IV=94.3% -0.4 CBOE 4506 x $0.54 - $0.56 x 361 CBOE Vega=$3314 VIX=20.43 Fwd
  119. SWEEP DETECTED:
    >>3919 AGNC Nov23 3rd 8.0 Puts $0.33 (CboeTheo=0.29)  ASK  [MULTI] 10:20:01.794 IV=51.4% +10.9 EMLD 1987 x $0.28 - $0.33 x 1168 EMLD Vega=$2166 AGNC=8.04 Ref
  120. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 SOL Jan24 2.5 Puts $0.35 (CboeTheo=0.20)  ASK  [MULTI] 10:22:03.906 IV=95.3% +31.3 PHLX 1803 x $0.10 - $0.35 x 1044 PHLX  ISO 
    Delta=-32%, EST. IMPACT = 32k Shares ($88k) To Sell SOL=2.73 Ref
  121. SWEEP DETECTED:
    >>Bearish Delta Impact 500 BIVI Nov23 5.0 Calls $0.45 (CboeTheo=0.44)  Below Bid!  [MULTI] 10:23:57.112 IV=234.7% +11.0 ARCA 50 x $0.45 - $0.50 x 556 EDGX
    Delta=41%, EST. IMPACT = 21k Shares ($71k) To Sell BIVI=3.44 Ref
  122. SPLIT TICKET:
    >>1025 SPX Dec23 3650 Puts $15.56 (CboeTheo=15.11)  Above Ask!  [CBOE] 10:24:02.626 IV=28.5% +0.1 CBOE 1031 x $15.00 - $15.20 x 836 CBOE  LATE  Vega=$237k SPX=4248.94 Fwd
  123. SPLIT TICKET:
    >>1189 SPX Nov23 3965 Puts $19.75 (CboeTheo=18.98)  Above Ask!  [CBOE] 10:24:02.626 IV=24.2% +0.3 CBOE 1078 x $18.90 - $19.20 x 785 CBOE  LATE  Vega=$300k SPX=4236.55 Fwd
  124. >>2300 GOOGL Nov23 145 Calls $1.92 (CboeTheo=1.91)  MID  ARCA 10:24:36.885 IV=34.3% +0.9 MPRL 22 x $1.91 - $1.93 x 90 EMLD  CROSS  Vega=$27k GOOGL=136.01 Ref
  125. >>4250 TSLA Nov23 175 Puts $1.91 (CboeTheo=1.89)  MID  ARCA 10:25:49.841 IV=62.0% +2.0 ARCA 23 x $1.90 - $1.92 x 227 EMLD  SPREAD/CROSS  Vega=$44k TSLA=210.55 Ref
  126. >>4250 TSLA Nov23 3rd 175 Puts $0.59 (CboeTheo=0.61)  BID  ARCA 10:25:49.841 IV=68.4% +4.0 MPRL 184 x $0.59 - $0.60 x 303 EMLD  SPREAD/CROSS - OPENING  Vega=$17k TSLA=210.55 Ref
  127. SWEEP DETECTED:
    >>2000 PFE Mar24 40.0 Calls $0.19 (CboeTheo=0.18)  ASK  [MULTI] 10:26:00.485 IV=27.7% +0.1 C2 330 x $0.17 - $0.19 x 313 C2  ISO  Vega=$6136 PFE=31.11 Ref
  128. SWEEP DETECTED:
    >>Bullish Delta Impact 2984 TDS Nov23 15.0 Puts $0.65 (CboeTheo=0.71)  BID  [MULTI] 10:26:13.660 IV=102.5% -3.1 GEMX 403 x $0.65 - $0.80 x 418 PHLX  OPENING 
    Delta=-21%, EST. IMPACT = 62k Shares ($1.12m) To Buy TDS=18.03 Ref
  129. SPLIT TICKET:
    >>1230 SPXW Oct23 31st 4140 Puts $17.682 (CboeTheo=17.36)  Above Ask!  [CBOE] 10:26:38.387 IV=20.2% +1.0 CBOE 55 x $17.20 - $17.50 x 69 CBOE Vega=$241k SPX=4231.86 Fwd
  130. >>7000 BUR Dec24 10.0 Puts $1.35 (CboeTheo=1.13)  ASK  BOX 10:27:25.857 IV=54.7% +5.5 CBOE 1445 x $0.75 - $1.35 x 465 CBOE  SPREAD/FLOOR - OPENING  Vega=$28k BUR=12.39 Ref
  131. >>7000 BUR Dec24 5.0 Puts $0.15 (CboeTheo=0.19)  BID  BOX 10:27:25.857 IV=60.5% -3.2 CBOE 494 x $0.05 - $0.50 x 753 CBOE  SPREAD/FLOOR - OPENING  Vega=$7531 BUR=12.39 Ref
  132. >>Unusual Volume SPOT - 3x market weighted volume: 7482 = 23.4k projected vs 7803 adv, 57% calls, 6% of OI  Pre-Earnings  [SPOT 152.59 +2.67 Ref, IV=59.8% -0.7]
  133. >>5000 CVX Jan25 140 Puts $8.75 (CboeTheo=9.03)  BID  ARCA 10:27:58.858 IV=28.7% -0.3 EDGX 299 x $8.75 - $9.15 x 71 AMEX  SPREAD/FLOOR - OPENING  Vega=$276k CVX=162.91 Ref
  134. >>5000 CVX Jan25 165 Calls $19.25 (CboeTheo=18.88)  ASK  ARCA 10:27:58.859 IV=27.4% +0.7 PHLX 393 x $18.70 - $19.50 x 269 PHLX  SPREAD/FLOOR - OPENING  Vega=$339k CVX=162.91 Ref
  135. >>5000 CVX Jan25 200 Calls $6.80 (CboeTheo=6.95)  Below Bid!  ARCA 10:27:58.860 IV=24.5% +0.0 EDGX 126 x $6.85 - $7.15 x 99 EDGX  SPREAD/FLOOR - OPENING  Vega=$300k CVX=162.91 Ref
  136. >>2430 TSLA Dec23 310 Calls $0.50 (CboeTheo=0.52)  Below Bid!  CBOE 10:28:14.739 IV=51.5% +0.4 MPRL 21 x $0.51 - $0.52 x 293 MRX  SPREAD/LEGGED/FLOOR  Vega=$15k TSLA=210.06 Ref
  137. >>2000 TSLA Nov23 200 Puts $7.15 (CboeTheo=7.17)  MID  PHLX 10:28:56.964 IV=54.2% +0.6 EDGX 667 x $7.10 - $7.20 x 645 PHLX  SPREAD/CROSS/TIED  Vega=$40k TSLA=209.69 Ref
  138. >>2000 TSLA Nov23 200 Calls $17.65 (CboeTheo=17.68)  BID  PHLX 10:28:56.964 IV=54.2% +1.0 MIAX 98 x $17.60 - $17.80 x 387 PHLX  SPREAD/CROSS/TIED  Vega=$40k TSLA=209.69 Ref
  139. >>5166 XP Nov23 14.0 Puts $0.05 (CboeTheo=0.08)  ASK  AMEX 10:29:36.902 IV=87.3% -3.4 NOM 0 x $0.00 - $0.05 x 1 NOM  FLOOR  Vega=$1728 XP=21.30 Ref
  140. >>5000 DAL Jan25 32.0 Calls $6.25 (CboeTheo=6.18)  ASK  ARCA 10:29:37.874 IV=38.8% +0.6 BOX 12 x $6.15 - $6.25 x 45 NOM  SPREAD/FLOOR - OPENING  Vega=$66k DAL=32.15 Ref
  141. >>5000 DAL Jan25 42.0 Calls $2.47 (CboeTheo=2.50)  Below Bid!  ARCA 10:29:37.874 IV=34.6% -0.2 EDGX 5 x $2.48 - $2.55 x 104 PHLX  SPREAD/FLOOR - OPENING  Vega=$66k DAL=32.15 Ref
  142. >>Market Color NLY - Bearish flow noted in Annaly Capital (16.04 -0.20) with 3,386 puts trading, or 3x expected. The Put/Call Ratio is 2.86, while ATM IV is up over 1 point on the day. Earnings are expected on 10/25.  [NLY 16.04 -0.20 Ref, IV=35.5% +1.5] #Bearish
  143. SWEEP DETECTED:
    >>Bearish Delta Impact 1350 IRBT Dec23 40.0 Calls $1.89 (CboeTheo=2.16)  Below Bid!  [MULTI] 10:30:47.173 IV=61.7% +0.0 BXO 13 x $2.10 - $2.30 x 10 CBOE
    Delta=40%, EST. IMPACT = 54k Shares ($1.94m) To Sell IRBT=36.09 Ref
  144. >>2000 PR Nov23 17.0 Calls $0.15 (CboeTheo=0.21)  MID  AMEX 10:32:12.735 IV=46.2% -4.3 PHLX 985 x $0.10 - $0.20 x 142 PHLX  FLOOR - OPENING  Vega=$1952 PR=14.99 Ref
  145. SPLIT TICKET:
    >>2500 PR Nov23 17.0 Calls $0.14 (CboeTheo=0.21)  BID  [AMEX] 10:32:12.735 IV=46.2% -4.3 PHLX 985 x $0.10 - $0.20 x 142 PHLX  FLOOR - OPENING  Vega=$2440 PR=14.99 Ref
  146. SWEEP DETECTED:
    >>Bearish Delta Impact 500 TH Dec23 17.0 Calls $0.75 (CboeTheo=0.72)  BID  [MULTI] 10:32:18.975 IV=76.2% +2.3 ARCA 50 x $0.75 - $0.80 x 151 AMEX
    Delta=33%, EST. IMPACT = 16k Shares ($231k) To Sell TH=14.11 Ref
  147. SPLIT TICKET:
    >>3452 BAC Nov23 33.0 Calls $0.01 (CboeTheo=0.01)  BID  [EMLD] 10:32:42.020 IV=38.3% +1.2 EMLD 5355 x $0.01 - $0.02 x 2135 C2 Vega=$766 BAC=26.02 Ref
  148. >>3100 GFI Apr24 11.0 Puts $0.55 (CboeTheo=0.56)  MID  ISE 10:33:26.390 IV=47.0% -0.6 PHLX 194 x $0.50 - $0.60 x 397 PHLX  CROSS - OPENING  Vega=$8051 GFI=13.73 Ref
  149. SWEEP DETECTED:
    >>2642 BAC Jan24 35.0 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 10:33:43.808 IV=28.8% +0.4 EMLD 868 x $0.03 - $0.04 x 4043 C2 Vega=$1971 BAC=25.97 Ref
  150. SPLIT TICKET:
    >>4000 CTVA Nov23 45.0 Puts $0.69 (CboeTheo=0.65)  ASK  [PHLX] 10:34:19.137 IV=41.2% +7.6 BOX 50 x $0.60 - $0.70 x 56 BZX  AUCTION - OPENING   52WeekLow  Vega=$15k CTVA=48.63 Ref
  151. SWEEP DETECTED:
    >>2367 AGNC Oct23 27th 8.0 Puts $0.15 (CboeTheo=0.14)  BID  [MULTI] 10:35:04.794 IV=41.0% +1.6 C2 154 x $0.15 - $0.16 x 2 ARCA Vega=$812 AGNC=7.99 Ref
  152. >>2668 CSCO Nov23 3rd 52.5 Puts $0.80 (CboeTheo=0.80)  MID  PHLX 10:35:32.646 IV=22.1% PHLX 845 x $0.78 - $0.82 x 180 C2  SPREAD/FLOOR - OPENING  Vega=$9777 CSCO=52.45 Ref
  153. >>2668 CSCO Oct23 27th 53.0 Puts $0.81 (CboeTheo=0.85)  BID  PHLX 10:35:32.646 IV=22.3% +1.4 PHLX 3235 x $0.79 - $0.85 x 144 C2  SPREAD/FLOOR  Vega=$5546 CSCO=52.45 Ref
  154. SWEEP DETECTED:
    >>Bullish Delta Impact 572 SBLK Nov23 18.5 Puts $0.55 (CboeTheo=0.55)  BID  [MULTI] 10:36:34.318 IV=37.6% BXO 98 x $0.55 - $0.60 x 90 PHLX  OPENING 
    Delta=-39%, EST. IMPACT = 23k Shares ($425k) To Buy SBLK=18.88 Ref
  155. >>2000 UAL Mar24 44.0 Puts $9.20 (CboeTheo=9.27)  BID  AMEX 10:37:25.529 IV=37.7% -1.4 PHLX 133 x $9.20 - $9.35 x 99 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$11k UAL=35.16 Ref
  156. SPLIT TICKET:
    >>1002 SPXW Oct23 27th 3500 Puts $0.294 (CboeTheo=0.24)  ASK  [CBOE] 10:37:41.808 IV=63.8% +11.2 CBOE 1004 x $0.20 - $0.30 x 1375 CBOE Vega=$4213 SPX=4218.09 Fwd
  157. SWEEP DETECTED:
    >>2000 RF Dec23 11.0 Puts $0.199 (CboeTheo=0.18)  ASK  [MULTI] 10:39:14.152 IV=61.9% +3.6 CBOE 1218 x $0.10 - $0.20 x 314 CBOE  ISO - OPENING   SSR  Vega=$2073 RF=14.38 Ref
  158. >>2180 TSLA Dec23 210 Calls $17.51 (CboeTheo=17.59)  BID  ARCA 10:39:42.846 IV=50.5% +0.1 EMLD 202 x $17.50 - $17.60 x 85 NOM  SPREAD/CROSS  Vega=$69k TSLA=210.91 Ref
  159. >>2180 TSLA Dec23 255 Calls $3.55 (CboeTheo=3.51)  ASK  ARCA 10:39:42.846 IV=47.8% +0.4 C2 83 x $3.50 - $3.55 x 413 MRX  SPREAD/CROSS  Vega=$47k TSLA=210.91 Ref
  160. >>2900 PFE Jan25 32.5 Calls $3.10 (CboeTheo=3.03)  MID  ISE 10:40:22.750 IV=27.7% +0.7 EDGX 5 x $3.05 - $3.15 x 431 EDGX  SPREAD/CROSS/TIED  Vega=$38k PFE=31.16 Ref
  161. SPLIT TICKET:
    >>2408 PACW Nov23 6.0 Puts $0.32 (CboeTheo=0.29)  Above Ask!  [ARCA] 10:41:17.507 IV=120.7% +3.2 CBOE 1058 x $0.20 - $0.30 x 47 CBOE  FLOOR   Pre-Earnings  Vega=$1308 PACW=7.46 Ref
  162. >>1500 VIX Mar24 20th 14.5 Puts $0.25 (CboeTheo=0.26)  BID  CBOE 10:41:26.005 IV=49.3% -0.2 CBOE 9613 x $0.24 - $0.28 x 2983 CBOE  AUCTION  Vega=$2891 VIX=21.78 Fwd
  163. SWEEP DETECTED:
    >>3495 SIRI Jan24 3.75 Puts $0.55 (CboeTheo=0.51)  ASK  [MULTI] 10:43:40.881 IV=87.6% +6.7 CBOE 29 x $0.41 - $0.55 x 1399 MPRL  ISO  Vega=$2527 SIRI=4.45 Ref
  164. >>3775 DKNG Oct23 27th 30.0 Calls $0.11 (CboeTheo=0.13)  ASK  EMLD 10:43:57.671 IV=55.2% +0.5 AMEX 1836 x $0.10 - $0.11 x 3777 EMLD  OPENING  Vega=$2497 DKNG=28.05 Ref
  165. SPLIT TICKET:
    >>3777 DKNG Oct23 27th 30.0 Calls $0.11 (CboeTheo=0.13)  ASK  [EMLD] 10:43:57.671 IV=55.2% +0.5 AMEX 1836 x $0.10 - $0.11 x 3777 EMLD  OPENING  Vega=$2498 DKNG=28.05 Ref
  166. >>Market Color NVDA - Bullish option flow detected in NVIDIA (423.80 +9.93) with 242,172 calls trading (1.3x expected) and implied vol increasing almost 6 points to 52.82%. . The Put/Call Ratio is 0.65. Earnings are expected on 11/21.  [NVDA 423.80 +9.93 Ref, IV=52.8% +5.8] #Bullish
  167. SWEEP DETECTED:
    >>Bullish Delta Impact 500 WISH Oct23 27th 4.0 Calls $0.14 (CboeTheo=0.12)  ASK  [MULTI] 10:46:22.002 IV=99.3% +22.1 CBOE 73 x $0.12 - $0.14 x 657 EMLD  ISO - OPENING 
    Delta=46%, EST. IMPACT = 23k Shares ($91k) To Buy WISH=3.94 Ref
  168. >>3000 SAVE Nov23 17.5 Calls $1.10 (CboeTheo=1.08)  ASK  BOX 10:46:54.470 IV=84.5% +7.8 ARCA 15 x $1.05 - $1.11 x 9 NOM  FLOOR   ExDiv  Vega=$5175 SAVE=16.62 Ref
  169. >>2500 NFLX Dec23 370 Puts $8.95 (CboeTheo=9.02)  BID  ISE 10:47:00.190 IV=36.8% +0.5 EDGX 122 x $8.95 - $9.15 x 216 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$122k NFLX=400.02 Ref
  170. >>1360 SPX Dec23 3500 Puts $10.00 (CboeTheo=9.98)  MID  CBOE 10:47:05.276 IV=31.3% -0.3 CBOE 3025 x $9.90 - $10.10 x 968 CBOE  FLOOR  Vega=$221k SPX=4247.44 Fwd
  171. >>2668 CSCO Oct23 27th 53.0 Puts $0.82 (CboeTheo=0.81)  Above Ask!  PHLX 10:48:28.912 IV=24.9% +4.1 C2 142 x $0.78 - $0.80 x 249 EMLD  LATE  Vega=$5742 CSCO=52.52 Ref
  172. SWEEP DETECTED:
    >>2000 MLCO Jan24 12.0 Calls $0.15 (CboeTheo=0.21)  BID  [MULTI] 10:48:57.881 IV=58.3% -7.6 PHLX 556 x $0.15 - $0.20 x 107 BZX  ISO  Vega=$1843 MLCO=8.34 Ref
  173. SWEEP DETECTED:
    >>2000 T Dec23 16.0 Puts $0.97 (CboeTheo=0.99)  BID  [MULTI] 10:50:43.564 IV=20.9% -1.8 AMEX 534 x $0.97 - $1.00 x 342 EMLD  ISO - OPENING  Vega=$3674 T=15.14 Ref
  174. >>3000 CCL Apr24 10.0 Puts $1.01 (CboeTheo=1.03)  Below Bid!  PHLX 10:50:48.602 IV=57.0% -0.5 EMLD 219 x $1.02 - $1.05 x 377 EDGX  TIED/FLOOR  Vega=$8096 CCL=11.29 Ref
  175. >>3000 CCL Apr24 14.0 Calls $0.86 (CboeTheo=0.89)  BID  PHLX 10:50:48.602 IV=51.8% -1.0 EDGX 223 x $0.86 - $0.90 x 251 EMLD  TIED/FLOOR - OPENING  Vega=$8974 CCL=11.29 Ref
  176. >>2000 NKE Nov23 107 Calls $1.12 (CboeTheo=1.13)  BID  AMEX 10:51:12.776 IV=22.7% NOM 48 x $1.12 - $1.15 x 85 C2  CROSS - OPENING  Vega=$19k NKE=103.03 Ref
  177. >>2085 IRM Nov23 65.0 Calls $0.20 (CboeTheo=0.24)  BID  CBOE 10:51:21.243 IV=26.0% -1.0 EDGX 77 x $0.20 - $0.25 x 156 EMLD  FLOOR - OPENING  Vega=$6151 IRM=59.32 Ref
  178. SPLIT TICKET:
    >>2317 IRM Nov23 65.0 Calls $0.20 (CboeTheo=0.24)  BID  [CBOE] 10:51:21.243 IV=26.0% -1.0 EDGX 77 x $0.20 - $0.25 x 156 EMLD  FLOOR - OPENING  Vega=$6835 IRM=59.32 Ref
  179. >>2238 AMC Oct23 27th 10.0 Calls $0.21 (CboeTheo=0.22)  ASK  ARCA 10:51:39.758 IV=116.2% +8.4 EMLD 2112 x $0.20 - $0.21 x 2238 ARCA Vega=$783 AMC=9.29 Ref
  180. SWEEP DETECTED:
    >>2256 AMC Oct23 27th 10.0 Calls $0.21 (CboeTheo=0.22)  ASK  [MULTI] 10:51:39.758 IV=116.2% +8.4 EMLD 2112 x $0.20 - $0.21 x 2240 ARCA  ISO  Vega=$789 AMC=9.29 Ref
  181. >>10000 NVDA Dec23 380 Calls $61.45 (CboeTheo=61.10)  ASK  AMEX 10:51:49.043 IV=54.1% +1.7 BOX 42 x $60.90 - $61.55 x 149 CBOE  CROSS - OPENING  Vega=$518k NVDA=423.48 Ref
  182. >>3000 XOM Jan24 97.5 Puts $1.70 (CboeTheo=1.70)  MID  AMEX 10:55:12.021 IV=30.1% -0.4 BOX 165 x $1.68 - $1.71 x 10 BOX  CROSS  Vega=$43k XOM=109.96 Ref
  183. >>4000 VALE Jun24 10.0 Puts $0.56 (CboeTheo=0.57)  MID  PHLX 10:57:57.039 IV=39.5% +0.6 ARCA 726 x $0.53 - $0.60 x 710 ARCA  TIED/FLOOR  Vega=$11k VALE=12.47 Ref
  184. SPLIT TICKET:
    >>1200 SPX Dec23 4000 Puts $47.23 (CboeTheo=46.63)  Above Ask!  [CBOE] 10:58:10.546 IV=22.0% +0.1 CBOE 721 x $46.20 - $46.70 x 451 CBOE  LATE  Vega=$582k SPX=4248.59 Fwd
  185. SPLIT TICKET:
    >>1200 SPX Mar24 3800 Puts $65.97 (CboeTheo=65.42)  Above Ask!  [CBOE] 10:58:10.546 IV=23.5% -0.2 CBOE 115 x $65.00 - $65.70 x 339 CBOE  LATE  Vega=$850k SPX=4295.18 Fwd
  186. >>6000 PTON Nov23 10.0 Calls $0.03 (CboeTheo=0.03)  MID  AMEX 10:58:58.683 IV=144.6% -0.8 EMLD 1965 x $0.02 - $0.05 x 2547 EMLD  CROSS - OPENING  Vega=$740 PTON=4.88 Ref
  187. >>5000 PBR Jan24 17.0 Puts $2.26 (CboeTheo=2.32)  BID  ARCA 10:59:17.688 BXO 11 x $2.23 - $2.32 x 13 ARCA  TIED/FLOOR  Vega=$0 PBR=15.62 Ref
  188. >>Market Color MBLY - Bearish flow noted in Mobileye (35.73 +0.18) with 6,060 puts trading, or 7x expected. The Put/Call Ratio is 25.57, while ATM IV is up nearly 7 points on the day. Earnings are expected on 10/25.[MBLY 35.73 +0.18 Ref, IV=68.2% +6.9] #Bearish
  189. >>2750 STLA Jan26 10.0 Puts $0.60 (CboeTheo=0.64)  BID  PHLX 11:00:27.416 IV=40.7% -0.0 ARCA 109 x $0.55 - $0.70 x 200 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$12k STLA=19.09 Ref
  190. SWEEP DETECTED:
    >>2736 AAPL Oct23 27th 177.5 Calls $0.36 (CboeTheo=0.38)  BID  [MULTI] 11:02:47.396 IV=25.3% +3.0 C2 906 x $0.36 - $0.37 x 106 ARCA  ISO  Vega=$12k AAPL=172.41 Ref
  191. SWEEP DETECTED:
    >>2330 AGNC Nov23 3rd 8.0 Puts $0.29 (CboeTheo=0.29)  BID  [MULTI] 11:04:38.288 IV=44.0% +3.5 EMLD 1392 x $0.29 - $0.33 x 153 PHLX Vega=$1282 AGNC=8.04 Ref
  192. >>Unusual Volume CNK - 3x market weighted volume: 5730 = 13.9k projected vs 4101 adv, 52% calls, 5% of OI [CNK 15.79 +0.04 Ref, IV=56.8% +0.8]
  193. SPLIT TICKET:
    >>1306 SPXW Nov23 3rd 4345 Calls $13.29 (CboeTheo=13.48)  Below Bid!  [CBOE] 11:08:01.274 IV=16.8% +0.4 CBOE 145 x $13.30 - $13.60 x 93 CBOE  LATE - OPENING  Vega=$273k SPX=4235.20 Fwd
  194. SPLIT TICKET:
    >>1306 SPXW Nov23 24th 4550 Calls $3.09 (CboeTheo=3.07)  BID  [CBOE] 11:08:01.274 IV=13.7% +0.2 CBOE 640 x $3.00 - $3.20 x 716 CBOE  LATE  Vega=$171k SPX=4243.26 Fwd
  195. SPLIT TICKET:
    >>1306 SPXW Nov23 3rd 4320 Calls $19.78 (CboeTheo=20.03)  Below Bid!  [CBOE] 11:08:01.274 IV=17.2% +0.5 CBOE 14 x $19.90 - $20.10 x 19 CBOE  LATE - OPENING  Vega=$318k SPX=4235.20 Fwd
  196. SPLIT TICKET:
    >>1306 SPXW Nov23 24th 4575 Calls $2.20 (CboeTheo=2.20)  BID  [CBOE] 11:08:01.274 IV=13.7% +0.2 CBOE 17 x $2.20 - $2.25 x 20 CBOE  LATE  Vega=$137k SPX=4243.26 Fwd
  197. SWEEP DETECTED:
    >>Bearish Delta Impact 1171 TPX Nov23 42.5 Calls $1.00 (CboeTheo=1.06)  BID  [MULTI] 11:08:34.029 IV=45.1% -0.4 MPRL 6 x $1.00 - $1.05 x 5 MPRL  OPENING 
    Delta=34%, EST. IMPACT = 40k Shares ($1.60m) To Sell TPX=40.06 Ref
  198. >>1257 VIX Nov23 15th 16.0 Puts $0.31 (CboeTheo=0.29)  BID  CBOE 11:09:07.277 IV=90.4% +0.8 CBOE 1 x $0.31 - $0.32 x 19k CBOE Vega=$1310 VIX=20.28 Fwd
  199. SPLIT TICKET:
    >>1776 VIX Nov23 15th 16.0 Puts $0.31 (CboeTheo=0.29)  BID  [CBOE] 11:09:07.182 IV=90.4% +0.8 CBOE 1776 x $0.31 - $0.32 x 17k CBOE Vega=$1851 VIX=20.28 Fwd
  200. SWEEP DETECTED:
    >>3362 AVTR Nov23 22.5 Calls $0.35 (CboeTheo=0.34)  ASK  [MULTI] 11:09:33.963 IV=45.1% +2.2 BZX 4 x $0.30 - $0.35 x 347 CBOE Vega=$5865 AVTR=20.57 Ref
  201. SPLIT TICKET:
    >>1200 SPX Jan24 3900 Puts $51.16 (CboeTheo=51.48)  Below Bid!  [CBOE] 11:10:19.496 IV=22.5% -0.4 CBOE 357 x $51.20 - $51.80 x 555 CBOE  LATE  Vega=$683k SPX=4271.40 Fwd
  202. SPLIT TICKET:
    >>1200 SPX Nov23 4050 Puts $28.25 (CboeTheo=28.65)  Below Bid!  [CBOE] 11:10:19.496 IV=21.7% -0.5 CBOE 1158 x $28.30 - $28.80 x 788 CBOE  LATE  Vega=$381k SPX=4238.34 Fwd
  203. SWEEP DETECTED:
    >>Bearish Delta Impact 2577 GRPN Nov23 9.0 Puts $0.70 (CboeTheo=0.64)  ASK  [MULTI] 11:11:35.974 IV=174.9% +13.1 PHLX 1820 x $0.50 - $0.70 x 484 PHLX  ISO - OPENING 
    Delta=-18%, EST. IMPACT = 46k Shares ($572k) To Sell GRPN=12.35 Ref
  204. >>Unusual Volume TTWO - 3x market weighted volume: 7330 = 17.0k projected vs 4396 adv, 94% calls, 5% of OI [TTWO 139.71 -0.88 Ref, IV=41.2% +0.1]
  205. >>1038 VIX Nov23 15th 29.0 Calls $0.80 (CboeTheo=0.82)  BID  CBOE 11:12:17.605 IV=150.1% +2.5 CBOE 1063 x $0.80 - $0.83 x 25k CBOE  ISO  Vega=$1551 VIX=20.17 Fwd
  206. SPLIT TICKET:
    >>3006 VIX Nov23 15th 29.0 Calls $0.80 (CboeTheo=0.82)  BID  [CBOE] 11:12:17.605 IV=150.1% +2.5 CBOE 1063 x $0.80 - $0.83 x 25k CBOE  ISO  Vega=$4492 VIX=20.17 Fwd
  207. SWEEP DETECTED:
    >>3165 BAC Jun24 15.0 Puts $0.25 (CboeTheo=0.25)  ASK  [MULTI] 11:12:40.685 IV=48.5% +0.0 EMLD 211 x $0.24 - $0.25 x 1086 C2 Vega=$7021 BAC=26.16 Ref
  208. >>50000 BAC Jun24 15.0 Puts $0.26 (CboeTheo=0.25)  ASK  PHLX 11:13:08.130 IV=48.9% +0.5 MPRL 156 x $0.25 - $0.26 x 1508 AMEX  FLOOR  Vega=$113k BAC=26.16 Ref
  209. >>4401 T Jan24 17.0 Calls $0.14 (CboeTheo=0.14)  ASK  AMEX 11:13:27.354 IV=22.1% -0.4 C2 3739 x $0.12 - $0.14 x 14 BXO  FLOOR  Vega=$8377 T=15.18 Ref
  210. >>4401 T Jan24 17.0 Calls $0.13 (CboeTheo=0.14)  MID  AMEX 11:13:27.354 IV=21.5% -0.9 C2 3739 x $0.12 - $0.14 x 14 BXO  FLOOR - COMPLEX  Vega=$8235 T=15.18 Ref
  211. SWEEP DETECTED:
    >>Bullish Delta Impact 2144 BGC Nov23 6.0 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 11:15:18.335 IV=59.7% +4.6 EMLD 10 x $0.30 - $0.35 x 499 EMLD  ISO 
    Delta=51%, EST. IMPACT = 110k Shares ($651k) To Buy BGC=5.94 Ref
  212. SWEEP DETECTED:
    >>Bullish Delta Impact 813 LWLG Dec23 5.0 Puts $0.85 (CboeTheo=0.86)  BID  [MULTI] 11:15:34.756 IV=77.6% -1.9 AMEX 402 x $0.85 - $1.00 x 469 PHLX
    Delta=-58%, EST. IMPACT = 47k Shares ($212k) To Buy LWLG=4.47 Ref
  213. SWEEP DETECTED:
    >>4079 TUP Nov23 2.0 Calls $0.20 (CboeTheo=0.21)  BID  [MULTI] 11:15:44.177 IV=163.2% -2.6 EMLD 1466 x $0.20 - $0.25 x 724 AMEX  ISO - OPENING  Vega=$735 TUP=1.75 Ref
  214. >>3124 AAPL Oct23 27th 180 Calls $0.12 (CboeTheo=0.13)  ASK  ARCA 11:15:59.315 IV=24.5% +2.6 CBOE 1619 x $0.11 - $0.12 x 3132 ARCA Vega=$7419 AAPL=172.63 Ref
  215. SPLIT TICKET:
    >>3132 AAPL Oct23 27th 180 Calls $0.12 (CboeTheo=0.13)  ASK  [ARCA] 11:15:59.315 IV=24.5% +2.6 CBOE 1619 x $0.11 - $0.12 x 3132 ARCA Vega=$7438 AAPL=172.63 Ref
  216. SWEEP DETECTED:
    >>2000 BAC Mar24 21.0 Puts $0.49 (CboeTheo=0.48)  ASK  [MULTI] 11:17:50.789 IV=37.5% +0.1 BZX 104 x $0.48 - $0.49 x 1779 EMLD  ISO  Vega=$7361 BAC=26.16 Ref
  217. >>Unusual Volume CRON - 6x market weighted volume: 5289 = 11.8k projected vs 1823 adv, 95% puts, 9% of OI [CRON 1.77 +0.04 Ref, IV=58.6% +2.9]
  218. >>2500 SAVE Dec23 10.0 Puts $0.50 (CboeTheo=0.49)  ASK  ARCA 11:18:40.940 IV=130.9% +5.6 ARCA 10 x $0.44 - $0.52 x 5 ARCA  FLOOR   ExDiv  Vega=$2817 SAVE=16.70 Ref
  219. >>46315 BAC Jun24 15.0 Puts $0.26 (CboeTheo=0.26)  BID  PHLX 11:20:20.663 IV=48.9% +0.5 BXO 175 x $0.26 - $0.27 x 1073 C2  LATE  Vega=$105k BAC=26.14 Ref
  220. >>2750 CNK Nov23 17.0 Calls $0.50 (CboeTheo=0.48)  ASK  PHLX 11:20:44.335 IV=57.2% +2.1 CBOE 85 x $0.45 - $0.50 x 5 ARCA  SPREAD/FLOOR - OPENING  Vega=$4198 CNK=15.75 Ref
  221. >>2750 CNK Nov23 12.0 Puts $0.05 (CboeTheo=0.15)  BID  PHLX 11:20:44.335 IV=64.4% -16.9 PHLX 245 x $0.05 - $0.15 x 263 PHLX  SPREAD/FLOOR - OPENING  Vega=$1068 CNK=15.76 Ref
  222. >>2750 CNK Nov23 20.0 Calls $0.10 (CboeTheo=0.12)  ASK  PHLX 11:20:44.335 IV=62.5% -1.6 PHLX 70 x $0.05 - $0.10 x 165 PHLX  SPREAD/FLOOR - OPENING  Vega=$1871 CNK=15.75 Ref
  223. >>29760 TSLA Nov23 200 Calls $20.75 (CboeTheo=20.84)  BID  EDGX 11:23:27.315 IV=53.9% +0.7 EDGX 191 x $20.75 - $20.95 x 260 PHLX  COB/AUCTION  Vega=$565k TSLA=214.27 Ref
  224. >>9920 TSLA Feb24 200 Calls $34.77 (CboeTheo=34.59)  ASK  EDGX 11:23:27.315 IV=53.6% +1.0 PHLX 444 x $34.35 - $34.80 x 394 PHLX  COB/AUCTION - OPENING  Vega=$435k TSLA=214.27 Ref
  225. >>22320 TSLA Feb24 200 Calls $34.78 (CboeTheo=34.59)  ASK  EDGX 11:23:27.315 IV=53.6% +1.0 PHLX 444 x $34.35 - $34.80 x 394 PHLX  COB/AUCTION - OPENING  Vega=$978k TSLA=214.27 Ref
  226. >>20000 INTC Jan24 40.0 Calls $0.93 (CboeTheo=0.93)  BID  MIAX 11:23:31.025 IV=36.5% -0.4 C2 271 x $0.93 - $0.94 x 213 EMLD  ISO/AUCTION  Vega=$113k INTC=34.84 Ref
  227. SWEEP DETECTED:
    >>4375 CCL Oct23 27th 11.5 Calls $0.271 (CboeTheo=0.24)  Above Ask!  [MULTI] 11:24:05.286 IV=64.4% +8.0 C2 1057 x $0.24 - $0.25 x 8 MPRL  ISO - OPENING  Vega=$2120 CCL=11.38 Ref
  228. >>2000 F Dec23 12.0 Calls $0.44 (CboeTheo=0.43)  ASK  MIAX 11:24:29.108 IV=36.2% -0.6 EMLD 1662 x $0.43 - $0.44 x 1808 EMLD  AUCTION  Vega=$3412 F=11.60 Ref
  229. >>2600 IMMR Feb24 7.5 Calls $0.25 (CboeTheo=0.27)  BID  PHLX 11:25:01.698 IV=39.9% +0.9 CBOE 649 x $0.25 - $0.30 x 170 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$3306 IMMR=6.46 Ref
  230. SWEEP DETECTED:
    >>Bullish Delta Impact 511 AX Nov23 37.5 Calls $2.15 (CboeTheo=2.02)  ASK  [MULTI] 11:26:11.002 IV=58.2% +6.1 PHLX 108 x $2.00 - $2.15 x 162 MPRL  ISO - OPENING 
    Delta=51%, EST. IMPACT = 26k Shares ($974k) To Buy AX=37.16 Ref
  231. SWEEP DETECTED:
    >>Bullish Delta Impact 562 AX Nov23 37.5 Calls $2.288 (CboeTheo=2.06)  Above Ask!  [MULTI] 11:26:14.003 IV=59.9% +7.7 BXO 74 x $2.05 - $2.25 x 86 PHLX  ISO - OPENING 
    Delta=52%, EST. IMPACT = 29k Shares ($1.09m) To Buy AX=37.23 Ref
  232. >>6783 ENLC Nov23 13.0 Calls $0.25 (CboeTheo=0.29)  BID  EDGX 11:26:23.281 IV=31.1% -2.8 AMEX 90 x $0.25 - $0.35 x 180 BOX  CROSS - OPENING  Vega=$8477 ENLC=12.66 Ref
  233. SWEEP DETECTED:
    >>2000 SCHW Nov23 30.0 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 11:26:51.516 IV=87.3% +2.5 C2 1197 x $0.03 - $0.04 x 324 MPRL  ISO  Vega=$698 SCHW=49.95 Ref
  234. >>3860 TTWO Nov23 3rd 143 Calls $2.31 (CboeTheo=2.14)  Above Ask!  CBOE 11:26:56.017 IV=37.2% +4.5 BOX 13 x $2.13 - $2.30 x 24 BOX  TIED/AUCTION - OPENING  Vega=$36k TTWO=139.59 Ref
  235. >>3434 SPXW Nov23 4000 Puts $20.50 (CboeTheo=20.25)  Above Ask!  CBOE 11:28:13.746 IV=22.8% -0.6 CBOE 87 x $20.10 - $20.40 x 126 CBOE  LATE  Vega=$916k SPX=4247.70 Fwd
  236. >>2000 JPM Dec23 145 Calls $4.40 (CboeTheo=4.41)  BID  ISE 11:29:31.852 IV=21.4% -0.6 C2 56 x $4.40 - $4.45 x 171 EDGX  SPREAD/CROSS/TIED  Vega=$44k JPM=143.17 Ref
  237. >>Market Color GRPN - Bearish flow noted in Groupon (12.08 -0.53) with 6,127 puts trading, or 6x expected. The Put/Call Ratio is 3.65, while ATM IV is up nearly 16 points on the day. Earnings are expected on 11/09.  [GRPN 12.08 -0.53 Ref, IV=162.6% +15.8] #Bearish
  238. SWEEP DETECTED:
    >>2000 AAPL Dec23 150 Puts $1.29 (CboeTheo=1.28)  ASK  [MULTI] 11:30:20.026 IV=33.8% +0.1 BZX 65 x $1.28 - $1.29 x 2119 MPRL Vega=$26k AAPL=172.78 Ref
  239. >>6000 PG Jan24 160 Calls $1.15 (CboeTheo=1.21)  Below Bid!  AMEX 11:30:29.620 IV=14.4% -1.1 AMEX 1 x $1.18 - $1.19 x 1 NOM  FLOOR  Vega=$129k PG=148.69 Ref
  240. SWEEP DETECTED:
    >>3186 PLTR Jan24 24.0 Calls $0.34 (CboeTheo=0.35)  BID  [MULTI] 11:31:20.977 IV=65.5% -0.4 EMLD 792 x $0.34 - $0.35 x 1351 GEMX Vega=$5837 PLTR=16.03 Ref
  241. SWEEP DETECTED:
    >>3056 PLTR Jan24 24.0 Calls $0.34 (CboeTheo=0.34)  BID  [MULTI] 11:33:07.609 IV=65.5% -0.5 MPRL 1829 x $0.34 - $0.35 x 370 C2 Vega=$5601 PLTR=16.03 Ref
  242. >>4000 CRON Nov23 2.0 Puts $0.25 (CboeTheo=0.28)  BID  BOX 11:33:17.108 IV=42.8% -25.8 PHLX 1269 x $0.25 - $0.35 x 2366 PHLX  FLOOR  Vega=$343 CRON=1.75 Ref
  243. SPLIT TICKET:
    >>5000 CRON Nov23 2.0 Puts $0.26 (CboeTheo=0.28)  BID  [BOX] 11:33:17.108 IV=80.0% +11.5 PHLX 1269 x $0.25 - $0.35 x 2366 PHLX  FLOOR  Vega=$811 CRON=1.75 Ref
  244. SWEEP DETECTED:
    >>Bullish Delta Impact 3565 DOMO Dec23 7.0 Puts $0.20 (CboeTheo=0.25)  BID  [MULTI] 11:34:02.076 IV=60.7% -7.5 PHLX 1037 x $0.20 - $0.30 x 546 CBOE  52WeekLow 
    Delta=-17%, EST. IMPACT = 62k Shares ($518k) To Buy DOMO=8.43 Ref
  245. >>1500 VIX Jan24 17th 16.0 Puts $0.52 (CboeTheo=0.54)  BID  CBOE 11:34:08.236 IV=60.9% -1.0 CBOE 13k x $0.52 - $0.54 x 460 CBOE  LATE  Vega=$3446 VIX=20.95 Fwd
  246. >>1500 VIX Mar24 20th 32.0 Calls $1.84 (CboeTheo=1.83)  ASK  CBOE 11:34:10.562 IV=85.1% +1.1 CBOE 3063 x $1.80 - $1.86 x 2344 CBOE  LATE - OPENING  Vega=$7231 VIX=21.48 Fwd
  247. SWEEP DETECTED:
    >>3068 NKLA Dec23 2.0 Calls $0.03 (CboeTheo=0.04)  ASK  [MULTI] 11:34:15.470 IV=132.4% -17.5 PHLX 3257 x $0.02 - $0.03 x 307 ARCA  OPENING  Vega=$268 NKLA=1.04 Ref
  248. SWEEP DETECTED:
    >>2100 AA Nov23 24th 29.0 Calls $0.177 (CboeTheo=0.21)  Below Bid!  [MULTI] 11:34:36.602 IV=50.2% -1.6 CBOE 80 x $0.18 - $0.20 x 1 ARCA  OPENING   52WeekLow  Vega=$2868 AA=23.89 Ref
  249. SWEEP DETECTED:
    >>Bullish Delta Impact 579 DOMO Dec23 7.0 Puts $0.20 (CboeTheo=0.23)  BID  [MULTI] 11:35:39.412 IV=62.7% -5.4 BZX 46 x $0.20 - $0.30 x 404 CBOE  52WeekLow 
    Delta=-17%, EST. IMPACT = 9587 Shares ($82k) To Buy DOMO=8.55 Ref
  250. SWEEP DETECTED:
    >>4992 T Oct23 27th 15.0 Calls $0.25 (CboeTheo=0.25)  MID  [MULTI] 11:39:10.313 IV=28.8% +1.5 C2 225 x $0.24 - $0.26 x 3397 C2 Vega=$3120 T=15.11 Ref
  251. SWEEP DETECTED:
    >>2248 BEKE Nov23 15.0 Puts $0.907 (CboeTheo=0.85)  ASK  [MULTI] 11:40:56.122 IV=62.9% +9.2 EDGX 142 x $0.82 - $0.91 x 220 PHLX Vega=$3522 BEKE=15.07 Ref
  252. >>7985 AGNC Jan25 10.0 Calls $0.25 (CboeTheo=0.22)  ASK  MIAX 11:41:39.676 IV=34.5% +2.3 PHLX 2193 x $0.19 - $0.25 x 6 CBOE  AUCTION  Vega=$17k AGNC=8.09 Ref
  253. SPLIT TICKET:
    >>8000 AGNC Jan25 10.0 Calls $0.25 (CboeTheo=0.22)  ASK  [MIAX] 11:41:39.676 IV=34.5% +2.3 PHLX 2193 x $0.19 - $0.25 x 6 CBOE  AUCTION  Vega=$17k AGNC=8.09 Ref
  254. >>Unusual Volume HRL - 4x market weighted volume: 5179 = 10.4k projected vs 2388 adv, 88% puts, 11% of OI [HRL 31.12 -0.29 Ref, IV=25.9% -0.4]
  255. SWEEP DETECTED:
    >>2000 CCL Jan24 10.0 Puts $0.61 (CboeTheo=0.60)  ASK  [MULTI] 11:43:36.702 IV=60.3% +1.0 ARCA 88 x $0.59 - $0.61 x 436 C2 Vega=$3641 CCL=11.49 Ref
  256. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 4300 Calls $15.90 (CboeTheo=14.79)  Above Ask!  [CBOE] 11:44:53.960 IV=16.3% +0.7 CBOE 15 x $14.70 - $15.00 x 94 CBOE  LATE  Vega=$239k SPX=4239.16 Fwd
  257. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 4375 Calls $2.50 (CboeTheo=2.26)  Above Ask!  [CBOE] 11:44:53.960 IV=14.8% +0.9 CBOE 44 x $2.25 - $2.35 x 125 CBOE  LATE  Vega=$98k SPX=4239.16 Fwd
  258. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 4450 Calls $0.30 (CboeTheo=0.32)  BID  [CBOE] 11:44:53.960 IV=14.9% +1.0 CBOE 435 x $0.30 - $0.35 x 423 CBOE  LATE  Vega=$23k SPX=4239.16 Fwd
  259. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 4050 Puts $3.50 (CboeTheo=3.60)  BID  [CBOE] 11:44:53.960 IV=21.5% +0.6 CBOE 308 x $3.50 - $3.70 x 188 CBOE  LATE - OPENING  Vega=$93k SPX=4239.16 Fwd
  260. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 3900 Puts $1.10 (CboeTheo=1.12)  BID  [CBOE] 11:44:53.960 IV=28.6% +2.0 CBOE 613 x $1.10 - $1.20 x 883 CBOE  LATE - OPENING  Vega=$34k SPX=4239.16 Fwd
  261. >>Market Color PARA - Bullish option flow detected in Paramount Global (11.48 -0.02) with 17,369 calls trading (1.8x expected) and implied vol increasing over 1 point to 64.72%. . The Put/Call Ratio is 0.29. Earnings are expected on 11/01.  [PARA 11.48 -0.02 Ref, IV=64.7% +1.3] #Bullish
  262. >>3000 TSLA Jan25 165 Puts $20.25 (CboeTheo=20.09)  ASK  PHLX 11:46:07.145 IV=54.5% +0.6 CBOE 160 x $20.05 - $20.25 x 157 PHLX  SPREAD/CROSS/TIED  Vega=$203k TSLA=214.84 Ref
  263. >>2000 GRPN Nov23 7.0 Puts $0.35 (CboeTheo=0.35)  MID  PHLX 11:46:08.410 IV=196.0% +17.3 EDGX 348 x $0.30 - $0.40 x 30 BOX  SPREAD/FLOOR  Vega=$1075 GRPN=12.03 Ref
  264. SWEEP DETECTED:
    >>3372 CCL Jan24 10.0 Puts $0.62 (CboeTheo=0.61)  ASK  [MULTI] 11:47:12.656 IV=60.6% +1.3 EMLD 374 x $0.60 - $0.62 x 553 C2 Vega=$6158 CCL=11.47 Ref
  265. >>1600 VIX Nov23 15th 20.0 Calls $2.05 (CboeTheo=2.09)  BID  CBOE 11:47:42.100 IV=103.8% -3.5 CBOE 1364 x $2.04 - $2.08 x 600 CBOE Vega=$3161 VIX=19.97 Fwd
  266. SPLIT TICKET:
    >>2000 VIX Nov23 15th 20.0 Calls $2.05 (CboeTheo=2.09)  ASK  [CBOE] 11:47:42.058 IV=103.8% -3.5 CBOE 7255 x $2.03 - $2.05 x 1826 CBOE Vega=$3952 VIX=19.97 Fwd
  267. >>2500 IMGN Nov23 14.0 Puts $1.60 (CboeTheo=1.67)  BID  ARCA 11:47:55.147 IV=84.7% -5.2 PHLX 856 x $1.55 - $1.75 x 29 NOM  FLOOR  Vega=$3441 IMGN=13.24 Ref
  268. SWEEP DETECTED:
    >>Bullish Delta Impact 800 RDW Nov23 3rd 2.5 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 11:49:12.509 IV=56.2% -2.0 EMLD 911 x $0.05 - $0.10 x 10 NOM
    Delta=-30%, EST. IMPACT = 24k Shares ($62k) To Buy RDW=2.61 Ref
  269. >>2000 CARR Nov23 50.0 Puts $2.60 (CboeTheo=2.58)  ASK  PHLX 11:49:17.274 IV=38.3% -0.2 BOX 49 x $2.55 - $2.60 x 1 NOM  SPREAD/CROSS/TIED  Vega=$10k CARR=48.94 Ref
  270. SPLIT TICKET:
    >>1000 SPXW Nov23 2nd 4390 Calls $4.63 (CboeTheo=4.67)  ASK  [CBOE] 11:49:46.058 IV=15.4% +0.4 CBOE 117 x $4.50 - $4.70 x 235 CBOE  LATE - OPENING  Vega=$124k SPX=4241.61 Fwd
  271. SWEEP DETECTED:
    >>Bullish Delta Impact 500 RDW Nov23 3rd 2.5 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 11:51:19.855 IV=58.9% +0.8 EDGX 827 x $0.05 - $0.10 x 113 PHLX
    Delta=-28%, EST. IMPACT = 14k Shares ($37k) To Buy RDW=2.62 Ref
  272. SPLIT TICKET:
    >>1700 SPX Nov23 3950 Puts $15.00 (CboeTheo=14.94)  ASK  [CBOE] 11:52:21.390 IV=23.7% -0.6 CBOE 1518 x $14.80 - $15.10 x 1700 CBOE  LATE  Vega=$374k SPX=4248.27 Fwd
  273. SPLIT TICKET:
    >>1700 SPXW Nov23 10th 4375 Calls $14.80 (CboeTheo=15.21)  Below Bid!  [CBOE] 11:52:21.448 IV=15.0% -0.4 CBOE 108 x $14.90 - $15.20 x 119 CBOE  LATE  Vega=$451k SPX=4246.78 Fwd
  274. SWEEP DETECTED:
    >>6000 GM Oct23 27th 32.5 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 11:52:47.992 IV=63.6% +9.5 C2 1954 x $0.09 - $0.10 x 1902 EMLD  OPENING   Pre-Earnings  Vega=$3552 GM=29.75 Ref
  275. SWEEP DETECTED:
    >>Bearish Delta Impact 699 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.25)  ASK  [MULTI] 11:53:03.097 IV=71.6% +0.4 AMEX 1633 x $0.20 - $0.25 x 70 ARCA
    Delta=-51%, EST. IMPACT = 36k Shares ($104k) To Sell RYAM=2.92 Ref
  276. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Nov23 3.0 Puts $0.25 (CboeTheo=0.25)  BID  [MULTI] 11:53:13.210 IV=71.6% +0.4 AMEX 437 x $0.25 - $0.35 x 1101 PHLX
    Delta=-51%, EST. IMPACT = 36k Shares ($104k) To Buy RYAM=2.92 Ref
  277. >>Unusual Volume LVS - 5x market weighted volume: 47.9k = 92.7k projected vs 17.4k adv, 97% calls, 16% of OI [LVS 46.58 +1.25 Ref, IV=33.7% -1.2]
  278. SPLIT TICKET:
    >>2498 VIX Nov23 15th 20.0 Puts $2.17 (CboeTheo=2.22)  BID  [CBOE] 11:53:27.958 IV=104.0% -3.4 CBOE 3868 x $2.17 - $2.20 x 10 CBOE  ISO  Vega=$4906 VIX=19.78 Fwd
  279. SWEEP DETECTED:
    >>2000 ZIM Apr24 5.0 Puts $0.26 (CboeTheo=0.23)  ASK  [MULTI] 11:54:27.782 IV=70.8% +3.6 AMEX 624 x $0.17 - $0.26 x 464 AMEX  OPENING   52WeekLow  Vega=$2093 ZIM=8.24 Ref
  280. SPLIT TICKET:
    >>2500 VIX Nov23 15th 29.0 Calls $0.70 (CboeTheo=0.71)  BID  [CBOE] 11:56:04.248 IV=148.3% +0.8 CBOE 3311 x $0.70 - $0.73 x 14k CBOE  ISO  Vega=$3495 VIX=19.83 Fwd
  281. SWEEP DETECTED:
    >>Bullish Delta Impact 3001 BLMN Nov23 25.0 Calls $0.478 (CboeTheo=0.42)  Above Ask!  [MULTI] 11:56:16.491 IV=49.1% +3.6 PHLX 60 x $0.35 - $0.45 x 165 PHLX  OPENING 
    Delta=27%, EST. IMPACT = 82k Shares ($1.88m) To Buy BLMN=23.00 Ref
  282. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Dec23 3.5 Puts $0.65 (CboeTheo=0.66)  BID  [MULTI] 11:56:32.129 IV=67.3% -2.8 GEMX 133 x $0.65 - $0.70 x 2 ARCA  OPENING 
    Delta=-71%, EST. IMPACT = 49k Shares ($145k) To Buy RYAM=2.94 Ref
  283. >>2650 META Jan24 400 Calls $3.64 (CboeTheo=3.57)  ASK  BOX 11:56:39.895 IV=38.4% -0.7 PHLX 80 x $3.55 - $3.65 x 236 CBOE  SPREAD/CROSS  Vega=$89k META=314.14 Ref
  284. >>2650 META Jan24 260 Puts $6.50 (CboeTheo=6.58)  BID  BOX 11:56:39.895 IV=46.0% -0.4 CBOE 364 x $6.50 - $6.65 x 471 AMEX  SPREAD/CROSS  Vega=$100k META=314.14 Ref
  285. >>2141 HRL Nov23 10th 32.0 Puts $1.16 (CboeTheo=1.20)  BID  CBOE 11:58:24.364 IV=24.5% -0.0 PHLX 55 x $1.10 - $1.25 x 20 BZX  SPREAD/CROSS - OPENING  Vega=$5318 HRL=31.11 Ref
  286. >>2141 HRL Nov23 3rd 34.0 Puts $2.91 (CboeTheo=2.95)  ASK  CBOE 11:58:24.364 IV=34.4% +0.8 BXO 23 x $2.80 - $2.95 x 14 BOX  SPREAD/CROSS  Vega=$1414 HRL=31.11 Ref
  287. SWEEP DETECTED:
    >>Bearish Delta Impact 993 DBI Nov23 11.0 Calls $0.60 (CboeTheo=0.62)  BID  [MULTI] 11:58:48.812 IV=49.7% -1.2 MPRL 718 x $0.60 - $0.65 x 301 BXO  OPENING 
    Delta=54%, EST. IMPACT = 54k Shares ($592k) To Sell DBI=11.02 Ref
  288. >>2000 TFC Nov23 24th 30.0 Calls $0.35 (CboeTheo=0.38)  ASK  ARCA 11:58:52.018 IV=37.5% -2.3 PHLX 593 x $0.30 - $0.35 x 2000 ARCA  OPENING  Vega=$4750 TFC=27.64 Ref
  289. SWEEP DETECTED:
    >>2006 TFC Nov23 24th 30.0 Calls $0.35 (CboeTheo=0.38)  ASK  [MULTI] 11:58:52.018 IV=37.5% -2.3 PHLX 593 x $0.30 - $0.35 x 2000 ARCA  OPENING  Vega=$4764 TFC=27.64 Ref
  290. SWEEP DETECTED:
    >>4419 CCL Oct24 10.0 Puts $1.46 (CboeTheo=1.41)  ASK  [MULTI] 11:59:24.149 IV=55.5% +0.4 PHLX 306 x $1.39 - $1.46 x 970 EDGX  OPENING  Vega=$17k CCL=11.43 Ref
  291. SWEEP DETECTED:
    >>2000 FCX Nov23 3rd 32.0 Puts $0.30 (CboeTheo=0.31)  BID  [MULTI] 11:59:40.177 IV=41.2% -0.5 GEMX 362 x $0.30 - $0.33 x 728 PHLX  ISO - OPENING  Vega=$3437 FCX=33.77 Ref
  292. SWEEP DETECTED:
    >>5001 AAPL Dec23 185 Calls $2.124 (CboeTheo=2.15)  Below Bid!  [MULTI] 12:04:51.003 IV=23.0% -0.5 C2 44 x $2.14 - $2.16 x 236 C2 Vega=$105k AAPL=172.38 Ref
  293. >>1087 VIX Nov23 15th 20.0 Puts $2.20 (CboeTheo=2.22)  ASK  CBOE 12:05:29.163 IV=104.4% -3.0 CBOE 23k x $2.18 - $2.20 x 1087 CBOE Vega=$2131 VIX=19.73 Fwd
  294. SPLIT TICKET:
    >>1400 VIX Nov23 15th 20.0 Puts $2.20 (CboeTheo=2.22)  ASK  [CBOE] 12:05:29.161 IV=104.4% -3.0 CBOE 21k x $2.18 - $2.20 x 1087 CBOE Vega=$2744 VIX=19.73 Fwd
  295. >>Unusual Volume PHM - 3x market weighted volume: 8116 = 14.9k projected vs 4951 adv, 72% puts, 8% of OI  Pre-Earnings  [PHM 70.62 +0.97 Ref, IV=42.9% -1.5]
  296. SWEEP DETECTED:
    >>Bearish Delta Impact 700 KRNT Nov23 12.5 Puts $0.40 (CboeTheo=0.43)  ASK  [MULTI] 12:06:08.150 IV=94.5% +4.0 AMEX 279 x $0.30 - $0.40 x 125 MPRL
    Delta=-17%, EST. IMPACT = 12k Shares ($187k) To Sell KRNT=15.27 Ref
  297. >>2000 GOOGL Dec23 130 Calls $11.60 (CboeTheo=11.52)  ASK  PHLX 12:06:28.437 IV=34.1% -0.3 EDGX 270 x $11.45 - $11.60 x 273 EDGX  SPREAD/CROSS/TIED  Vega=$36k GOOGL=136.87 Ref
  298. >>2000 GOOGL Dec23 130 Puts $3.55 (CboeTheo=3.59)  BID  PHLX 12:06:28.437 IV=33.4% -0.6 EDGX 987 x $3.55 - $3.60 x 43 MPRL  SPREAD/CROSS/TIED  Vega=$36k GOOGL=136.87 Ref
  299. SWEEP DETECTED:
    >>2317 BAC May24 20.0 Puts $0.53 (CboeTheo=0.54)  BID  [MULTI] 12:06:27.281 IV=37.5% -0.4 EMLD 745 x $0.53 - $0.54 x 2090 EMLD Vega=$9568 BAC=26.12 Ref
  300. >>Unusual Volume TCOM - 11x market weighted volume: 20.7k = 37.6k projected vs 3377 adv, 97% calls, 25% of OI [TCOM 33.60 +1.51 Ref, IV=37.5% -0.7]
  301. >>43000 LVS Dec23 45.0 Calls $3.32 (CboeTheo=3.36)  BID  AMEX 12:08:22.868 IV=33.9% -0.6 PHLX 423 x $3.30 - $3.40 x 319 CBOE  SPREAD/CROSS  Vega=$285k LVS=46.58 Ref
  302. >>43000 LVS Mar24 40.0 Calls $8.62 (CboeTheo=8.56)  ASK  AMEX 12:08:22.868 IV=39.4% +1.0 BOX 32 x $8.50 - $8.65 x 97 CBOE  SPREAD/CROSS - OPENING  Vega=$366k LVS=46.58 Ref
  303. >>1402 VIX Feb24 14th 40.0 Calls $1.06 (CboeTheo=1.04)  ASK  CBOE 12:10:03.982 IV=102.9% +2.0 CBOE 3567 x $1.03 - $1.07 x 5869 CBOE  LATE  Vega=$4614 VIX=21.06 Fwd
  304. >>3222 VIX Nov23 15th 35.0 Calls $0.45 (CboeTheo=0.46)  MID  CBOE 12:10:03.982 IV=169.8% +2.8 CBOE 11k x $0.44 - $0.47 x 26k CBOE  LATE  Vega=$3345 VIX=19.73 Fwd
  305. >>1675 VIX Feb24 14th 45.0 Calls $0.85 (CboeTheo=0.85)  MID  CBOE 12:10:03.982 IV=107.1% +1.8 CBOE 3366 x $0.83 - $0.88 x 8799 CBOE  LATE  Vega=$4858 VIX=21.06 Fwd
  306. >>3222 VIX Nov23 15th 40.0 Calls $0.34 (CboeTheo=0.34)  MID  CBOE 12:10:03.982 IV=183.7% +2.7 CBOE 11k x $0.33 - $0.36 x 27k CBOE  LATE  Vega=$2717 VIX=19.73 Fwd
  307. >>3223 VIX Nov23 15th 40.0 Calls $0.34 (CboeTheo=0.34)  MID  CBOE 12:10:03.982 IV=183.7% +2.7 CBOE 11k x $0.33 - $0.36 x 27k CBOE  LATE  Vega=$2718 VIX=19.73 Fwd
  308. >>3223 VIX Nov23 15th 35.0 Calls $0.45 (CboeTheo=0.46)  MID  CBOE 12:10:03.982 IV=169.8% +2.8 CBOE 11k x $0.44 - $0.47 x 26k CBOE  LATE  Vega=$3346 VIX=19.73 Fwd
  309. >>1402 VIX Feb24 14th 40.0 Calls $1.06 (CboeTheo=1.04)  ASK  CBOE 12:10:03.982 IV=102.9% +2.0 CBOE 3567 x $1.03 - $1.07 x 5869 CBOE  LATE  Vega=$4614 VIX=21.06 Fwd
  310. >>1675 VIX Feb24 14th 45.0 Calls $0.85 (CboeTheo=0.85)  MID  CBOE 12:10:03.982 IV=107.1% +1.8 CBOE 3366 x $0.83 - $0.88 x 8799 CBOE  LATE  Vega=$4858 VIX=21.06 Fwd
  311. >>58006 VIX Nov23 15th 35.0 Calls $0.45 (CboeTheo=0.46)  MID  CBOE 12:10:03.983 IV=169.8% +2.8 CBOE 11k x $0.44 - $0.47 x 26k CBOE  LATE  Vega=$60k VIX=19.73 Fwd
  312. >>30150 VIX Feb24 14th 45.0 Calls $0.85 (CboeTheo=0.85)  MID  CBOE 12:10:03.983 IV=107.1% +1.8 CBOE 3366 x $0.83 - $0.88 x 8799 CBOE  LATE  Vega=$87k VIX=21.06 Fwd
  313. >>25780 VIX Nov23 15th 40.0 Calls $0.34 (CboeTheo=0.34)  MID  CBOE 12:10:04.047 IV=183.7% +2.7 CBOE 11k x $0.33 - $0.36 x 27k CBOE  LATE  Vega=$22k VIX=19.73 Fwd
  314. >>11216 VIX Feb24 14th 40.0 Calls $1.06 (CboeTheo=1.04)  ASK  CBOE 12:10:04.047 IV=102.9% +2.0 CBOE 3567 x $1.03 - $1.07 x 5869 CBOE  LATE  Vega=$37k VIX=21.06 Fwd
  315. >>32226 VIX Nov23 15th 40.0 Calls $0.34 (CboeTheo=0.34)  MID  CBOE 12:10:04.105 IV=183.7% +2.7 CBOE 11k x $0.33 - $0.36 x 27k CBOE  LATE  Vega=$27k VIX=19.73 Fwd
  316. >>14019 VIX Feb24 14th 40.0 Calls $1.06 (CboeTheo=1.04)  ASK  CBOE 12:10:04.105 IV=102.9% +2.0 CBOE 3567 x $1.03 - $1.07 x 5869 CBOE  LATE  Vega=$46k VIX=21.06 Fwd
  317. >>2184 VIX Feb24 14th 40.0 Calls $1.07 (CboeTheo=1.04)  ASK  CBOE 12:10:04.237 IV=103.3% +2.3 CBOE 3567 x $1.03 - $1.07 x 6959 CBOE  LATE  Vega=$7212 VIX=21.06 Fwd
  318. >>2731 VIX Feb24 14th 40.0 Calls $1.07 (CboeTheo=1.04)  ASK  CBOE 12:10:04.306 IV=103.3% +2.3 CBOE 3567 x $1.03 - $1.07 x 7331 CBOE  LATE  Vega=$9018 VIX=21.06 Fwd
  319. SPLIT TICKET:
    >>33500 VIX Feb24 14th 40.0 Calls $1.062 (CboeTheo=1.04)  ASK  [CBOE] 12:10:03.982 IV=102.9% +2.0 CBOE 3567 x $1.03 - $1.07 x 5869 CBOE  LATE - OPENING  Vega=$110k VIX=21.06 Fwd
  320. SPLIT TICKET:
    >>64451 VIX Nov23 15th 35.0 Calls $0.45 (CboeTheo=0.46)  MID  [CBOE] 12:10:03.982 IV=169.8% +2.8 CBOE 11k x $0.44 - $0.47 x 26k CBOE  LATE  Vega=$67k VIX=19.73 Fwd
  321. SPLIT TICKET:
    >>33500 VIX Feb24 14th 45.0 Calls $0.85 (CboeTheo=0.85)  MID  [CBOE] 12:10:03.982 IV=107.1% +1.8 CBOE 3366 x $0.83 - $0.88 x 8799 CBOE  LATE  Vega=$97k VIX=21.06 Fwd
  322. SPLIT TICKET:
    >>64451 VIX Nov23 15th 40.0 Calls $0.34 (CboeTheo=0.34)  MID  [CBOE] 12:10:03.982 IV=183.7% +2.7 CBOE 11k x $0.33 - $0.36 x 27k CBOE  LATE  Vega=$54k VIX=19.73 Fwd
  323. >>9000 INTC Nov23 35.0 Puts $1.75 (CboeTheo=1.74)  ASK  BOX 12:10:47.147 IV=47.1% +0.2 C2 261 x $1.73 - $1.75 x 248 EDGX  FLOOR - OPENING  Vega=$33k INTC=34.95 Ref
  324. >>3000 AAL Jan26 12.0 Puts $2.91 (CboeTheo=2.95)  BID  PHLX 12:11:56.952 IV=45.8% -0.9 EDGX 243 x $2.83 - $3.10 x 280 EDGX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$18k AAL=11.26 Ref
  325. SWEEP DETECTED:
    >>Bullish Delta Impact 1018 TG Nov23 5.0 Calls $0.377 (CboeTheo=0.27)  Above Ask!  [MULTI] 12:13:03.270 IV=57.2% +15.2 PHLX 312 x $0.20 - $0.35 x 66 MPRL  OPENING 
    Delta=58%, EST. IMPACT = 59k Shares ($299k) To Buy TG=5.03 Ref
  326. SWEEP DETECTED:
    >>Bearish Delta Impact 500 AROC Nov23 12.5 Calls $0.501 (CboeTheo=0.56)  BID  [MULTI] 12:13:07.718 IV=37.5% -4.4 NOM 62 x $0.50 - $0.60 x 54 NOM  ISO 
    Delta=54%, EST. IMPACT = 27k Shares ($341k) To Sell AROC=12.55 Ref
  327. >>Market Color .SPX - S&P500 index option volume at midday totals 1695920 contracts as the index trades near $4240.65 (16.49). Front term atm implied vols are near 17.4% and the CBOE VIX is currently near 19.86 (-1.85).>>Market Color SAVE - Bullish option flow detected in Spirit Airlines (16.52 +0.18) with 9,571 calls trading (3x expected) and implied vol increasing over 8 points to 89.19%. . The Put/Call Ratio is 0.57. Earnings are expected on 10/25.   ExDiv  [SAVE 16.52 +0.18 Ref, IV=89.2% +8.2] #Bullish
  328. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 637882 contracts trading marketwide. Most actives include Chevron(CVX), Exxon Mobil(XOM), Occidental Petroleum(OXY). The sector ETF, XLE is down -1.485 to 88.775 with 30 day implied volatility lower by -0.4%, near 25.5%  #sector
  329. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 10 to 7 and 1402086 contracts changing hands. Most actives include Bank of America(BAC), Marathon Patent Group(MARA), Riot Blockchain(RIOT). The sector ETF, XLF is little changed 0.065 to 32.265 with 30 day implied volatility lower by -1.2%, near 19.5%  #sector
  330. >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 8 to 5 and 3309875 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is up 1.065 to 165.005 with 30 day implied volatility lower by -1.4%, near 22.5%  #sector
  331. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 3230002 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), Las Vegas Sands(LVS). The sector ETF, XLY is up 1.28 to 152.97 with 30 day implied volatility lower by -1.7%, near 24.7%#sector
  332. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 2 to 1 and 437091 contracts changing hands. Most actives include Pfizer(PFE), Tilray(TLRY), Moderna(MRNA). The sector ETF, XLV is down -0.125 to 127.935 with 30 day implied volatility lower by -0.5%, near 15.3%  #sector
  333. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 281634 contracts trading marketwide. Most actives include US Steel(X), Freeport McMoRan(FCX), Barrick Gold(GOLD). The sector ETF, XLB is down -0.265 to 75.035 with 30 day implied volatility lower by -1.2%, near 20.8%  #sector
  334. >>2000 AAPL Dec23 170 Calls $9.15 (CboeTheo=9.15)  MID  AMEX 12:16:25.562 IV=27.1% -0.5 PHLX 1080 x $9.10 - $9.20 x 325 C2  SPREAD/CROSS  Vega=$51k AAPL=172.68 Ref
  335. >>2000 AAPL Dec23 170 Puts $5.34 (CboeTheo=5.34)  BID  AMEX 12:16:25.562 IV=27.0% -0.5 PHLX 1343 x $5.30 - $5.40 x 270 C2  SPREAD/CROSS  Vega=$51k AAPL=172.68 Ref
  336. >>2000 AAPL Dec23 170 Puts $5.34 (CboeTheo=5.34)  BID  AMEX 12:16:25.711 IV=27.0% -0.5 CBOE 1319 x $5.30 - $5.40 x 238 C2  SPREAD/CROSS  Vega=$51k AAPL=172.68 Ref
  337. >>2000 AAPL Dec23 170 Calls $9.15 (CboeTheo=9.15)  MID  AMEX 12:16:25.711 IV=27.1% -0.5 AMEX 1422 x $9.10 - $9.20 x 328 PHLX  SPREAD/CROSS  Vega=$51k AAPL=172.68 Ref
  338. SWEEP DETECTED:
    >>5091 SCHW Dec23 42.5 Puts $0.689 (CboeTheo=0.69)  Above Ask!  [MULTI] 12:17:00.585 IV=44.7% -1.8 BOX 265 x $0.65 - $0.68 x 333 BOX  OPENING  Vega=$22k SCHW=50.03 Ref
  339. SWEEP DETECTED:
    >>4225 C Jan24 55.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 12:17:13.113 IV=29.0% -1.1 C2 1008 x $0.02 - $0.03 x 261 C2  ISO   52WeekLow  Vega=$2588 C=39.26 Ref
  340. >>3100 VIXW Nov23 1st 19.0 Puts $1.14 (CboeTheo=1.12)  ASK  CBOE 12:17:40.676 IV=120.2% +5.8 CBOE 260 x $0.97 - $1.20 x 225 CBOE  FLOOR - OPENING  Vega=$3649 VIX=19.65 Fwd
  341. SPLIT TICKET:
    >>4900 VIXW Nov23 1st 19.0 Puts $1.14 (CboeTheo=1.12)  ASK  [CBOE] 12:17:40.495 IV=120.2% +5.8 CBOE 260 x $0.97 - $1.20 x 225 CBOE  FLOOR - OPENING  Vega=$5768 VIX=19.65 Fwd
  342. SWEEP DETECTED:
    >>2602 TCOM Nov23 38.0 Calls $0.15 (CboeTheo=0.21)  BID  [MULTI] 12:18:01.457 IV=36.8% -4.1 C2 109 x $0.15 - $0.20 x 167 EMLD  OPENING  Vega=$4319 TCOM=33.44 Ref
  343. >>17265 TCOM Nov23 38.0 Calls $0.10 (CboeTheo=0.21)  BID  ARCA 12:23:10.788 IV=32.5% -8.5 BOX 3779 x $0.10 - $0.20 x 78 EDGX  FLOOR - OPENING  Vega=$23k TCOM=33.47 Ref
  344. >>4317 TCOM Nov23 38.0 Calls $0.15 (CboeTheo=0.21)  MID  ARCA 12:23:10.789 IV=35.9% -5.0 BOX 3779 x $0.10 - $0.20 x 78 EDGX  FLOOR - OPENING  Vega=$7006 TCOM=33.47 Ref
  345. SPLIT TICKET:
    >>21582 TCOM Nov23 38.0 Calls $0.11 (CboeTheo=0.21)  BID  [ARCA] 12:23:10.788 IV=32.5% -8.5 BOX 3779 x $0.10 - $0.20 x 78 EDGX  FLOOR - OPENING  Vega=$29k TCOM=33.47 Ref
  346. >>3795 ZIM Jan25 12.5 Calls $0.89 (CboeTheo=0.77)  ASK  AMEX 12:25:10.591 IV=57.1% +2.0 BXO 28 x $0.70 - $0.90 x 5 BZX  CROSS   52WeekLow  Vega=$12k ZIM=8.21 Ref
  347. >>5359 FDX Nov23 270 Calls $0.29 (CboeTheo=0.37)  BID  PHLX 12:26:12.891 IV=24.7% -1.4 EDGX 74 x $0.26 - $0.44 x 247 CBOE  FLOOR - OPENING  Vega=$35k FDX=240.56 Ref
  348. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 XAIR Nov23 5.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 12:30:06.975 IV=198.2% +12.6 ARCA 0 x $0.00 - $0.05 x 233 PHLX  ISO - OPENING 
    Delta=11%, EST. IMPACT = 11k Shares ($25k) To Buy XAIR=2.21 Ref
  349. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 XAIR Nov23 5.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 12:30:24.451 IV=196.2% +10.6 C2 0 x $0.00 - $0.05 x 200 PHLX  OPENING 
    Delta=11%, EST. IMPACT = 11k Shares ($25k) To Buy XAIR=2.23 Ref
  350. SWEEP DETECTED:
    >>2279 BAC May24 20.0 Puts $0.54 (CboeTheo=0.55)  BID  [MULTI] 12:32:07.066 IV=37.4% -0.6 EMLD 758 x $0.54 - $0.55 x 146 BXO Vega=$9510 BAC=26.00 Ref
  351. >>3385 DASH Nov23 55.0 Calls $20.70 (CboeTheo=20.64)  ASK  ARCA 12:32:27.340 IV=79.2% +5.5 C2 42 x $20.55 - $20.75 x 41 PHLX  SPREAD/FLOOR  Vega=$7270 DASH=75.08 Ref
  352. >>3385 DASH Dec23 55.0 Calls $21.23 (CboeTheo=21.27)  BID  ARCA 12:32:27.340 IV=63.7% +0.8 CBOE 29 x $21.20 - $21.40 x 53 C2  SPREAD/FLOOR - OPENING  Vega=$14k DASH=75.08 Ref
  353. >>3985 SBUX Nov23 3rd 86.0 Puts $0.59 (CboeTheo=0.61)  BID  AMEX 12:33:24.255 IV=51.1% +4.2 EMLD 41 x $0.59 - $0.62 x 10 MPRL  FLOOR - OPENING  Vega=$14k SBUX=94.42 Ref
  354. >>5000 RIVN Jan25 15.0 Puts $3.65 (CboeTheo=3.68)  BID  PHLX 12:34:24.229 IV=75.0% +0.1 PHLX 88 x $3.65 - $3.75 x 951 EDGX  SPREAD/CROSS/TIED  Vega=$31k RIVN=17.39 Ref
  355. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.24)  ASK  [MULTI] 12:36:56.048 IV=109.2% +11.1 PHLX 2028 x $0.15 - $0.30 x 646 BOX Vega=$971 VNET=2.81 Ref
  356. SPLIT TICKET:
    >>1063 SPXW Oct23 31st 4325 Calls $11.40 (CboeTheo=11.58)  Below Bid!  [CBOE] 12:37:29.518 IV=15.4% +0.1 CBOE 15 x $11.50 - $11.60 x 52 CBOE  LATE  Vega=$198k SPX=4244.51 Fwd
  357. SPLIT TICKET:
    >>1063 SPXW Oct23 27th 4325 Calls $6.30 (CboeTheo=6.49)  BID  [CBOE] 12:37:29.592 IV=17.4% +1.2 CBOE 176 x $6.30 - $6.50 x 116 CBOE  LATE  Vega=$118k SPX=4243.72 Fwd
  358. SPLIT TICKET:
    >>1063 SPXW Nov23 3rd 4540 Calls $0.30 (CboeTheo=0.29)  MID  [CBOE] 12:37:29.592 IV=15.8% +0.5 CBOE 1157 x $0.25 - $0.35 x 842 CBOE  LATE  Vega=$20k SPX=4247.31 Fwd
  359. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 12:38:06.468 IV=108.4% +10.3 PHLX 1665 x $0.15 - $0.30 x 1461 BOX Vega=$972 VNET=2.79 Ref
  360. >>2100 AMZN Jun24 120 Puts $9.59 (CboeTheo=9.57)  ASK  ARCA 12:38:44.142 IV=37.1% -0.2 CBOE 839 x $9.50 - $9.65 x 289 MIAX  CROSS  Vega=$78k AMZN=127.56 Ref
  361. SWEEP DETECTED:
    >>Bullish Delta Impact 1142 REPL Nov23 12.5 Puts $3.70 (CboeTheo=3.81)  BID  [MULTI] 12:39:04.046 IV=332.3% -20.9 PHLX 301 x $3.70 - $3.90 x 1 ARCA  ISO   52WeekLow 
    Delta=-28%, EST. IMPACT = 32k Shares ($450k) To Buy REPL=14.13 Ref
  362. >>Unusual Volume EXEL - 4x market weighted volume: 6418 = 10.7k projected vs 2603 adv, 74% puts, 6% of OI [EXEL 19.20 -1.91 Ref, IV=45.2% -0.6]
  363. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 12:39:52.778 IV=108.0% +9.9 NOM 227 x $0.25 - $0.30 x 1642 C2 Vega=$972 VNET=2.77 Ref
  364. SWEEP DETECTED:
    >>5000 DAL Oct23 27th 33.5 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 12:40:36.083 IV=39.4% +3.0 GEMX 1336 x $0.13 - $0.15 x 1750 EMLD  OPENING  Vega=$4895 DAL=32.28 Ref
  365. >>2250 AVTR Nov23 20.0 Puts $0.65 (CboeTheo=0.62)  ASK  ARCA 12:40:44.700 IV=46.2% +4.0 PHLX 78 x $0.60 - $0.65 x 350 BZX  SPREAD/FLOOR - OPENING  Vega=$4568 AVTR=20.70 Ref
  366. >>2250 AVTR Nov23 22.5 Calls $0.37 (CboeTheo=0.37)  MID  ARCA 12:40:44.701 IV=44.6% +1.7 BZX 47 x $0.35 - $0.40 x 23 BZX  SPREAD/FLOOR  Vega=$4037 AVTR=20.70 Ref
  367. SWEEP DETECTED:
    >>Bearish Delta Impact 2228 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 12:40:49.850 IV=107.1% +9.0 CBOE 323 x $0.25 - $0.30 x 1675 C2
    Delta=-20%, EST. IMPACT = 45k Shares ($123k) To Sell VNET=2.75 Ref
  368. SWEEP DETECTED:
    >>2771 BAC May24 21.0 Puts $0.68 (CboeTheo=0.68)  BID  [MULTI] 12:41:05.288 IV=35.7% -0.6 EMLD 652 x $0.68 - $0.69 x 267 MPRL  OPENING  Vega=$13k BAC=26.00 Ref
  369. >>2746 NVDA Nov23 510 Calls $0.95 (CboeTheo=0.98)  MID  CBOE 12:41:31.554 IV=39.7% -1.5 CBOE 35 x $0.94 - $0.96 x 3 ARCA  AUCTION  Vega=$34k NVDA=426.73 Ref
  370. SWEEP DETECTED:
    >>Bearish Delta Impact 608 YELP Jan24 42.0 Calls $3.60 (CboeTheo=3.68)  BID  [MULTI] 12:42:51.087 IV=35.6% -0.9 MPRL 174 x $3.60 - $3.80 x 141 CBOE  ISO 
    Delta=60%, EST. IMPACT = 37k Shares ($1.56m) To Sell YELP=42.71 Ref
  371. >>5000 NEE Oct23 27th 50.0 Puts $0.54 (CboeTheo=0.52)  ASK  AMEX 12:44:36.737 IV=63.0% +14.2 EDGX 893 x $0.45 - $0.55 x 589 C2  CROSS - OPENING   Pre-Earnings  Vega=$8874 NEE=52.17 Ref
  372. >>Market Color NOVA - Bullish option flow detected in Sunnova Energy (9.02 +0.35) with 3,080 calls trading (3x expected) and implied vol increasing almost 3 points to 118.68%. . The Put/Call Ratio is 0.36. Earnings are expected on 10/25.  [NOVA 9.02 +0.35 Ref, IV=118.7% +2.9] #Bullish
  373. SWEEP DETECTED:
    >>2000 DAL Oct23 27th 33.5 Calls $0.16 (CboeTheo=0.16)  ASK  [MULTI] 12:46:34.114 IV=39.8% +3.4 MIAX 110 x $0.15 - $0.16 x 1390 EMLD  OPENING  Vega=$2006 DAL=32.31 Ref
  374. >>26000 GRAB Jan24 3.5 Calls $0.20 (CboeTheo=0.19)  BID  CBOE 12:48:04.839 IV=44.2% +3.2 EMLD 31 x $0.20 - $0.25 x 896 PHLX  CROSS  Vega=$16k GRAB=3.25 Ref
  375. SWEEP DETECTED:
    >>2862 KO Dec23 1st 58.0 Calls $0.256 (CboeTheo=0.27)  Below Bid!  [MULTI] 12:48:28.555 IV=17.4% -0.7 CBOE 89 x $0.26 - $0.29 x 11 BOX  OPENING   Pre-Earnings  Vega=$12k KO=54.55 Ref
  376. >>10000 EVLV Nov23 4.0 Puts $0.40 (CboeTheo=0.43)  BID  BOX 12:51:31.544 IV=95.3% -5.6 PHLX 787 x $0.40 - $0.50 x 232 AMEX  SPREAD/FLOOR  Vega=$4141 EVLV=3.98 Ref
  377. >>10000 EVLV Jan24 4.0 Puts $0.68 (CboeTheo=0.62)  MID  BOX 12:51:31.544 IV=87.5% +7.2 PHLX 500 x $0.60 - $0.75 x 817 PHLX  SPREAD/FLOOR - OPENING  Vega=$7563 EVLV=3.98 Ref
  378. SWEEP DETECTED:
    >>2634 BAC May24 20.0 Puts $0.53 (CboeTheo=0.54)  BID  [MULTI] 12:52:30.175 IV=37.1% -0.9 EMLD 917 x $0.53 - $0.54 x 632 EMLD Vega=$11k BAC=25.98 Ref
  379. >>Unusual Volume JCI - 5x market weighted volume: 7508 = 11.8k projected vs 2108 adv, 98% calls, 15% of OI [JCI 49.12 +0.41 Ref, IV=34.5% -1.6]
  380. SWEEP DETECTED:
    >>2000 MARA Oct23 27th 9.0 Calls $0.33 (CboeTheo=0.30)  ASK  [MULTI] 12:53:08.103 IV=126.7% +13.0 EMLD 1 x $0.32 - $0.33 x 1063 MPRL Vega=$722 MARA=8.68 Ref
  381. >>4000 EXEL Jan24 18.0 Puts $0.80 (CboeTheo=0.93)  BID  ARCA 12:54:44.323 IV=38.0% -7.1 PHLX 279 x $0.55 - $1.35 x 15 BOX  FLOOR   SSR  Vega=$13k EXEL=19.00 Ref
  382. SWEEP DETECTED:
    >>2187 CCL Oct23 27th 11.5 Calls $0.336 (CboeTheo=0.32)  Above Ask!  [MULTI] 12:54:58.929 IV=64.2% +7.8 C2 447 x $0.31 - $0.33 x 244 C2  ISO - OPENING  Vega=$1069 CCL=11.53 Ref
  383. SWEEP DETECTED:
    >>2186 CCL Oct23 27th 11.5 Calls $0.368 (CboeTheo=0.35)  Above Ask!  [MULTI] 12:55:49.580 IV=64.8% +8.4 EDGX 462 x $0.34 - $0.36 x 87 MPRL  ISO - OPENING  Vega=$1067 CCL=11.57 Ref
  384. SWEEP DETECTED:
    >>2000 NEE Oct23 27th 50.0 Puts $0.55 (CboeTheo=0.50)  ASK  [MULTI] 12:55:59.568 IV=64.8% +15.9 EDGX 332 x $0.45 - $0.55 x 1965 PHLX  ISO   Pre-Earnings  Vega=$3536 NEE=52.27 Ref
  385. >>3627 TTWO Oct23 27th 145 Calls $0.83 (CboeTheo=0.69)  ASK  PHLX 12:57:16.314 IV=41.0% +8.6 BOX 53 x $0.65 - $0.90 x 1 EDGX  AUCTION - OPENING  Vega=$17k TTWO=140.26 Ref
  386. SPLIT TICKET:
    >>2000 MSFT Nov23 355 Calls $2.84 (CboeTheo=2.90)  Below Bid!  [CBOE] 12:58:30.187 IV=28.6% -0.3 MPRL 14 x $2.86 - $2.90 x 19 MPRL  FLOOR  Vega=$51k MSFT=332.27 Ref
  387. >>Market Color SPWR - Bearish flow noted in SunPower (5.06 -0.03) with 8,790 puts trading, or 3x expected. The Put/Call Ratio is 2.19, while ATM IV is up over 1 point on the day. Earnings are expected on 10/31.  [SPWR 5.06 -0.03 Ref, IV=97.4% +1.4] #Bearish
  388. >>1055 SPXW Oct23 23rd 4260 Calls $6.10 (CboeTheo=5.64)  ASK  CBOE 13:00:44.705 IV=27.6% +15.0 CBOE 113 x $5.60 - $6.20 x 84 CBOE Vega=$32k SPX=4254.32 Fwd
  389. SPLIT TICKET:
    >>2498 SPXW Oct23 23rd 4260 Calls $5.954 (CboeTheo=5.45)  Above Ask!  [CBOE] 13:00:43.267 IV=26.2% +13.6 CBOE 53 x $5.40 - $5.50 x 71 CBOE  OPENING  Vega=$75k SPX=4253.83 Fwd
  390. SPLIT TICKET:
    >>2000 XSP Nov23 9th 420 Puts $4.075 (CboeTheo=4.03)  ASK  [CBOE] 13:01:50.417 IV=18.6% -0.4 CBOE 80 x $4.03 - $4.09 x 80 CBOE  AUCTION - OPENING  Vega=$68k XSP=426.45 Fwd
  391. SPLIT TICKET:
    >>2000 XSP Nov23 9th 420 Puts $4.081 (CboeTheo=4.03)  ASK  [CBOE] 13:02:08.802 IV=18.6% -0.4 CBOE 80 x $4.02 - $4.09 x 80 CBOE  AUCTION - OPENING  Vega=$68k XSP=426.44 Fwd
  392. >>1000 XSP Nov23 9th 420 Puts $4.09 (CboeTheo=4.04)  BID  CBOE 13:02:25.899 IV=18.7% -0.3 CBOE 920 x $4.09 - $4.26 x 168 CBOE  OPENING  Vega=$34k XSP=426.43 Fwd
  393. SPLIT TICKET:
    >>2000 XSP Nov23 9th 420 Puts $4.09 (CboeTheo=4.04)  BID  [CBOE] 13:02:25.899 IV=18.7% -0.3 CBOE 1920 x $4.09 - $4.26 x 168 CBOE  OPENING  Vega=$68k XSP=426.43 Fwd
  394. >>2250 DOW Mar24 55.0 Calls $1.02 (CboeTheo=1.02)  ASK  ARCA 13:02:30.423 IV=25.4% -0.4 AMEX 108 x $0.97 - $1.02 x 11 MPRL  SPREAD/CROSS - OPENING   Pre-Earnings  Vega=$21k DOW=48.77 Ref
  395. >>2250 DOW Mar24 47.5 Puts $2.94 (CboeTheo=2.94)  ASK  ARCA 13:02:30.423 IV=28.5% -0.3 BOX 85 x $2.89 - $2.94 x 34 BOX  SPREAD/CROSS - OPENING   Pre-Earnings  Vega=$26k DOW=48.77 Ref
  396. SPLIT TICKET:
    >>2000 XSP Nov23 9th 420 Puts $4.152 (CboeTheo=4.12)  ASK  [CBOE] 13:03:15.467 IV=18.7% -0.4 CBOE 130 x $4.11 - $4.16 x 80 CBOE  AUCTION - OPENING  Vega=$69k XSP=426.24 Fwd
  397. SPLIT TICKET:
    >>1150 XSP Nov23 9th 420 Puts $4.227 (CboeTheo=4.22)  MID  [CBOE] 13:04:05.495 IV=18.6% -0.4 CBOE 2000 x $4.21 - $4.25 x 80 CBOE  OPENING  Vega=$40k XSP=426.02 Fwd
  398. >>3000 MANU Jan24 22.0 Calls $0.85 (CboeTheo=0.99)  BID  PHLX 13:04:11.843 IV=66.0% -3.9 PHLX 444 x $0.80 - $1.20 x 74 PHLX  SPREAD/CROSS/TIED  Vega=$8681 MANU=17.75 Ref
  399. SPLIT TICKET:
    >>2000 XSP Nov23 9th 420 Puts $4.25 (CboeTheo=4.23)  BID  [CBOE] 13:04:47.045 IV=18.7% -0.3 CBOE 1920 x $4.25 - $4.43 x 110 CBOE  OPENING  Vega=$69k XSP=425.98 Fwd
  400. SWEEP DETECTED:
    >>Bearish Delta Impact 547 YELP Jan24 42.0 Calls $3.328 (CboeTheo=3.41)  BID  [MULTI] 13:05:56.211 IV=35.4% -1.0 PHLX 63 x $3.30 - $3.40 x 100 BZX
    Delta=58%, EST. IMPACT = 32k Shares ($1.36m) To Sell YELP=42.43 Ref
  401. SWEEP DETECTED:
    >>5000 AGNC Nov23 3rd 8.0 Puts $0.25 (CboeTheo=0.21)  ASK  [MULTI] 13:07:05.362 IV=49.4% +8.9 EMLD 471 x $0.22 - $0.25 x 1117 AMEX Vega=$2783 AGNC=8.16 Ref
  402. >>5654 JCI Jan24 55.0 Calls $0.75 (CboeTheo=0.75)  BID  BOX 13:07:53.219 IV=26.2% -1.8 EMLD 248 x $0.70 - $0.85 x 104 CBOE  FLOOR - OPENING   52WeekLow  Vega=$41k JCI=49.12 Ref
  403. >>3770 JCI Jan24 55.0 Calls $0.80 (CboeTheo=0.75)  ASK  BOX 13:07:53.219 IV=26.9% -1.1 EMLD 248 x $0.70 - $0.85 x 104 CBOE  FLOOR - OPENING   52WeekLow  Vega=$28k JCI=49.12 Ref
  404. SPLIT TICKET:
    >>9424 JCI Jan24 55.0 Calls $0.77 (CboeTheo=0.75)  MID  [BOX] 13:07:53.219 IV=26.2% -1.8 EMLD 248 x $0.70 - $0.85 x 104 CBOE  FLOOR - OPENING   52WeekLow  Vega=$68k JCI=49.12 Ref
  405. >>11000 INTC Jan24 34.0 Puts $2.03 (CboeTheo=2.02)  ASK  PHLX 13:09:40.979 IV=39.4% -0.6 C2 295 x $2.01 - $2.03 x 325 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$72k INTC=35.05 Ref
  406. SWEEP DETECTED:
    >>2307 VFS Nov23 3rd 4.0 Puts $0.35 (CboeTheo=0.31)  ASK  [MULTI] 13:10:57.082 IV=194.2% +30.2 PHLX 530 x $0.26 - $0.35 x 451 EMLD  ISO - OPENING   SSR  Vega=$631 VFS=4.79 Ref
  407. SWEEP DETECTED:
    >>2993 CCL Oct23 27th 11.5 Calls $0.345 (CboeTheo=0.35)  MID  [MULTI] 13:13:50.891 IV=62.9% +6.4 MPRL 28 x $0.35 - $0.36 x 30 EDGX  OPENING  Vega=$1458 CCL=11.57 Ref
  408. >>Market Color AX - Bullish option flow detected in Axos Financial (37.41 +1.56) with 2,592 calls trading (19x expected) and implied vol increasing over 6 points to 60.72%. . The Put/Call Ratio is 0.31. Earnings are expected on 10/26.  [AX 37.41 +1.56 Ref, IV=60.7% +6.3] #Bullish
  409. >>3300 NVAX Nov23 7.5 Calls $0.39 (CboeTheo=0.37)  MID  AMEX 13:15:25.590 IV=131.5% -3.7 NOM 4 x $0.38 - $0.40 x 89 PHLX  SPREAD/CROSS  Vega=$1925 NVAX=6.24 Ref
  410. >>3300 NVAX Nov23 7.5 Puts $1.79 (CboeTheo=1.78)  MID  AMEX 13:15:25.590 IV=130.1% -5.1 PHLX 68 x $1.74 - $1.85 x 10 PHLX  SPREAD/CROSS  Vega=$1901 NVAX=6.24 Ref
  411. SWEEP DETECTED:
    >>4374 CCL Oct23 27th 11.5 Calls $0.32 (CboeTheo=0.33)  BID  [MULTI] 13:17:20.116 IV=61.2% +4.8 AMEX 2685 x $0.32 - $0.34 x 550 C2  OPENING  Vega=$2135 CCL=11.54 Ref
  412. >>3500 GOOG Nov23 125 Calls $15.09 (CboeTheo=15.00)  ASK  AMEX 13:18:17.059 IV=41.4% -6.3 BOX 62 x $14.95 - $15.15 x 61 BOX  SPREAD/CROSS  Vega=$30k GOOG=138.32 Ref
  413. >>3500 GOOG Nov23 125 Puts $1.18 (CboeTheo=1.18)  BID  AMEX 13:18:17.059 IV=40.4% -0.0 C2 370 x $1.18 - $1.20 x 508 EMLD  SPREAD/CROSS  Vega=$30k GOOG=138.32 Ref
  414. >>1500 VIX Nov23 15th 25.0 Calls $0.94 (CboeTheo=0.95)  BID  CBOE 13:19:11.660 IV=132.2% +1.0 CBOE 1496 x $0.94 - $0.98 x 28k CBOE  AUCTION  Vega=$2451 VIX=19.47 Fwd
  415. >>1500 VIX Nov23 15th 25.0 Calls $0.95 (CboeTheo=0.95)  BID  CBOE 13:19:13.648 IV=132.8% +1.6 CBOE 1496 x $0.94 - $0.98 x 28k CBOE  AUCTION  Vega=$2457 VIX=19.47 Fwd
  416. >>2102 SPXW Oct23 23rd 4260 Calls $2.00 (CboeTheo=2.02)  MID  CBOE 13:19:25.967 IV=26.8% +14.2 CBOE 122 x $1.95 - $2.05 x 131 CBOE  OPENING  Vega=$42k SPX=4242.07 Fwd
  417. SPLIT TICKET:
    >>2278 SPXW Oct23 23rd 4260 Calls $2.004 (CboeTheo=2.12)  Below Bid!  [CBOE] 13:19:24.914 IV=26.6% +14.0 CBOE 225 x $2.05 - $2.15 x 137 CBOE  ISO - OPENING  Vega=$46k SPX=4242.57 Fwd
  418. >>5000 SNAP Apr24 8.0 Puts $0.89 (CboeTheo=0.89)  MID  ISE 13:21:25.310 IV=68.2% -1.0 C2 504 x $0.88 - $0.90 x 797 C2  SPREAD/CROSS/TIED - OPENING  Vega=$11k SNAP=9.62 Ref
  419. >>3000 KR Jan26 70.0 Calls $1.65 (CboeTheo=1.60)  ASK  ARCA 13:21:36.326 IV=27.5% +0.1 EDGX 1 x $1.50 - $1.68 x 20 PHLX  FLOOR  Vega=$54k KR=43.63 Ref
  420. SWEEP DETECTED:
    >>2000 C Oct23 27th 38.0 Calls $1.45 (CboeTheo=1.45)  MID  [MULTI] 13:21:36.604 IV=34.0% +2.8 BXO 40 x $1.41 - $1.48 x 36 ARCA  OPENING   52WeekLow  Vega=$2126 C=39.28 Ref
  421. SWEEP DETECTED:
    >>3252 PINS Jan24 40.0 Calls $0.17 (CboeTheo=0.18)  BID  [MULTI] 13:21:38.336 IV=48.9% -1.4 MPRL 1157 x $0.17 - $0.18 x 70 MPRL Vega=$5655 PINS=26.73 Ref
  422. >>2156 AAPL Mar24 110 Calls $65.83 (CboeTheo=65.96)  BID  CBOE 13:21:48.760 IV=40.2% -2.2 C2 3 x $65.80 - $66.05 x 9 BXO  SPREAD/LEGGED/FLOOR - OPENING  Vega=$13k AAPL=173.33 Ref
  423. SWEEP DETECTED:
    >>2548 PINS Jan24 40.0 Calls $0.17 (CboeTheo=0.18)  MID  [MULTI] 13:21:52.575 IV=48.9% -1.4 CBOE 107 x $0.16 - $0.18 x 23 BXO Vega=$4430 PINS=26.73 Ref
  424. >>5000 SGML Dec23 40.0 Calls $0.29 (CboeTheo=0.32)  BID  AMEX 13:22:03.640 IV=78.9% -2.8 EMLD 5 x $0.25 - $0.35 x 30 PHLX  SPREAD/CROSS   52WeekLow  Vega=$8107 SGML=25.55 Ref
  425. >>2500 SGML Dec23 50.0 Calls $0.17 (CboeTheo=0.07)  ASK  AMEX 13:22:03.640 IV=95.9% +10.4 GEMX 0 x $0.00 - $0.20 x 98 CBOE  SPREAD/CROSS   52WeekLow  Vega=$2545 SGML=25.55 Ref
  426. >>2500 SGML Dec23 35.0 Calls $0.74 (CboeTheo=0.72)  ASK  AMEX 13:22:03.640 IV=80.8% +0.9 AMEX 53 x $0.65 - $0.80 x 1 BZX  SPREAD/CROSS - OPENING   52WeekLow  Vega=$6747 SGML=25.55 Ref
  427. SPLIT TICKET:
    >>1000 VIX Nov23 15th 20.0 Puts $2.38 (CboeTheo=2.39)  MID  [CBOE] 13:25:12.620 IV=106.4% -1.0 CBOE 29k x $2.35 - $2.41 x 11k CBOE Vega=$1933 VIX=19.42 Fwd
  428. >>4148 SNAP Jan26 4.0 Puts $0.62 (CboeTheo=0.59)  BID  BOX 13:25:51.193 IV=74.3% +1.4 ARCA 148 x $0.61 - $0.68 x 689 BOX  FLOOR - OPENING  Vega=$8596 SNAP=9.62 Ref
  429. >>1927 VIX Feb24 14th 40.0 Calls $1.04 (CboeTheo=1.01)  ASK  CBOE 13:28:12.157 IV=103.5% +2.5 CBOE 5147 x $1.00 - $1.04 x 3375 CBOE Vega=$6242 VIX=20.88 Fwd
  430. >>1204 VIX Feb24 14th 40.0 Calls $1.04 (CboeTheo=1.01)  ASK  CBOE 13:28:12.157 IV=103.5% +2.5 CBOE 5147 x $1.00 - $1.04 x 3375 CBOE Vega=$3900 VIX=20.88 Fwd
  431. SPLIT TICKET:
    >>6795 VIX Feb24 14th 40.0 Calls $1.04 (CboeTheo=1.01)  ASK  [CBOE] 13:28:12.157 IV=103.5% +2.5 CBOE 5147 x $1.00 - $1.04 x 3375 CBOE Vega=$22k VIX=20.88 Fwd
  432. SWEEP DETECTED:
    >>2300 AAL Nov23 10th 11.0 Puts $0.28 (CboeTheo=0.29)  BID  [MULTI] 13:29:43.620 IV=44.7% -1.8 EMLD 5555 x $0.28 - $0.30 x 187 GEMX  52WeekLow  Vega=$2158 AAL=11.36 Ref
  433. SPLIT TICKET:
    >>2000 MSFT Nov23 355 Calls $2.71 (CboeTheo=2.71)  MID  [CBOE] 13:31:34.146 IV=28.7% -0.2 C2 42 x $2.69 - $2.72 x 24 MPRL  FLOOR  Vega=$50k MSFT=331.54 Ref
  434. SWEEP DETECTED:
    >>3626 CHPT Jan24 10.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 13:31:57.333 IV=141.5% +5.5 BZX 176 x $0.04 - $0.05 x 1023 GEMX  52WeekLow  Vega=$710 CHPT=2.92 Ref
  435. SWEEP DETECTED:
    >>2000 BAC Dec23 31.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 13:33:06.499 IV=27.3% +0.2 EMLD 2943 x $0.04 - $0.05 x 4994 EMLD Vega=$2035 BAC=25.91 Ref
  436. >>2999 SAVE Jan24 20.0 Calls $2.80 (CboeTheo=2.89)  BID  MIAX 13:34:35.909 IV=122.8% -1.0 ARCA 1 x $2.80 - $2.95 x 7 ARCA  AUCTION   ExDiv  Vega=$9633 SAVE=16.46 Ref
  437. SWEEP DETECTED:
    >>2500 SMTC Dec23 10.0 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 13:37:08.006 IV=105.2% +2.6 CBOE 151 x $0.15 - $0.25 x 337 PHLX  OPENING  Vega=$2173 SMTC=16.46 Ref
  438. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $3.484 (CboeTheo=3.51)  BID  [CBOE] 13:37:23.952 IV=18.5% -0.3 CBOE 80 x $3.48 - $3.52 x 80 CBOE  AUCTION  Vega=$61k XSP=425.27 Fwd
  439. >>1000 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.52)  ASK  CBOE 13:38:17.483 IV=18.5% -0.3 CBOE 80 x $3.48 - $3.50 x 1000 CBOE Vega=$31k XSP=425.24 Fwd
  440. >>1000 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.52)  MID  CBOE 13:38:17.513 IV=18.5% -0.3 CBOE 80 x $3.48 - $3.53 x 80 CBOE Vega=$31k XSP=425.24 Fwd
  441. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.52)  ASK  [CBOE] 13:38:17.483 IV=18.5% -0.3 CBOE 80 x $3.48 - $3.50 x 1000 CBOE Vega=$61k XSP=425.24 Fwd
  442. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.54)  BID  [CBOE] 13:39:01.290 IV=18.4% -0.3 CBOE 80 x $3.49 - $3.54 x 80 CBOE Vega=$61k XSP=425.19 Fwd
  443. >>1075 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.51)  ASK  CBOE 13:40:32.586 IV=18.4% -0.3 CBOE 80 x $3.49 - $3.50 x 925 CBOE Vega=$33k XSP=425.20 Fwd
  444. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $3.50 (CboeTheo=3.51)  ASK  [CBOE] 13:40:32.586 IV=18.4% -0.3 CBOE 80 x $3.49 - $3.50 x 925 CBOE Vega=$61k XSP=425.20 Fwd
  445. >>1500 SPXW Oct23 30th 3950 Puts $1.25 (CboeTheo=1.26)  MID  CBOE 13:40:55.118 IV=26.1% +1.7 CBOE 579 x $1.20 - $1.30 x 363 CBOE  FLOOR  Vega=$50k SPX=4247.47 Fwd
  446. SPLIT TICKET:
    >>3940 SPXW Oct23 30th 3950 Puts $1.25 (CboeTheo=1.26)  MID  [CBOE] 13:40:55.117 IV=26.1% +1.7 CBOE 579 x $1.20 - $1.30 x 363 CBOE  FLOOR - OPENING  Vega=$131k SPX=4247.47 Fwd
  447. SWEEP DETECTED:
    >>Bearish Delta Impact 676 YELP Jan24 42.0 Calls $3.30 (CboeTheo=3.38)  BID  [MULTI] 13:41:17.118 IV=34.3% -2.1 CBOE 278 x $3.30 - $3.50 x 97 CBOE  ISO 
    Delta=58%, EST. IMPACT = 40k Shares ($1.67m) To Sell YELP=42.38 Ref
  448. SPLIT TICKET:
    >>2000 XSP Nov23 6th 419 Puts $3.47 (CboeTheo=3.49)  ASK  [CBOE] 13:42:27.053 IV=18.4% -0.4 CBOE 1 x $1.37 - $3.51 x 80 CBOE  AUCTION  Vega=$61k XSP=425.25 Fwd
  449. >>2000 IVZ Jan24 12.0 Puts $0.65 (CboeTheo=0.60)  ASK  PHLX 13:43:30.155 IV=38.6% +2.8 PHLX 374 x $0.55 - $0.65 x 1116 GEMX  TIED/FLOOR - OPENING   Pre-Earnings   52WeekLow  Vega=$4592 IVZ=12.66 Ref
  450. >>2067 CSCO Nov23 55.0 Calls $0.64 (CboeTheo=0.65)  ASK  ARCA 13:43:53.944 IV=26.5% -0.7 CBOE 1170 x $0.63 - $0.64 x 2067 ARCA Vega=$9824 CSCO=52.58 Ref
  451. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 13:44:32.140 IV=107.2% +9.1 BOX 782 x $0.25 - $0.30 x 1781 C2 Vega=$972 VNET=2.75 Ref
  452. SWEEP DETECTED:
    >>Bullish Delta Impact 1540 ORC Aug24 5.0 Puts $0.50 (CboeTheo=0.53)  BID  [MULTI] 13:46:05.558 IV=39.6% -1.7 CBOE 230 x $0.50 - $0.75 x 147 CBOE  OPENING   52WeekLow 
    Delta=-34%, EST. IMPACT = 53k Shares ($344k) To Buy ORC=6.47 Ref
  453. SWEEP DETECTED:
    >>4000 BAC Nov23 25.0 Puts $0.41 (CboeTheo=0.41)  BID  [MULTI] 13:46:11.363 IV=31.4% -1.9 EMLD 1889 x $0.41 - $0.42 x 5465 C2 Vega=$9414 BAC=25.96 Ref
  454. >>Unusual Volume AYX - 3x market weighted volume: 5201 = 7166 projected vs 2350 adv, 88% calls, 4% of OI [AYX 32.53 -2.41 Ref, IV=87.2% +4.3]
  455. >>1500 VIX Nov23 15th 25.0 Calls $0.93 (CboeTheo=0.92)  MID  CBOE 13:48:36.029 IV=134.2% +3.0 CBOE 8376 x $0.90 - $0.95 x 30k CBOE  AUCTION  Vega=$2417 VIX=19.33 Fwd
  456. SPLIT TICKET:
    >>2000 VIX Nov23 15th 25.0 Calls $0.93 (CboeTheo=0.92)  MID  [CBOE] 13:48:36.029 IV=134.2% +3.0 CBOE 8376 x $0.90 - $0.95 x 30k CBOE  AUCTION  Vega=$3222 VIX=19.33 Fwd
  457. >>4600 AMZN Sep24 90.0 Puts $3.40 (CboeTheo=3.37)  MID  PHLX 13:51:58.803 IV=41.5% +0.0 C2 142 x $3.35 - $3.45 x 276 CBOE  SPREAD/CROSS/TIED  Vega=$111k AMZN=127.62 Ref
  458. >>5715 AMEH Nov23 40.0 Calls $0.13 (CboeTheo=0.25)  BID  ISE 13:53:42.238 IV=57.5% -8.0 NOM 113 x $0.10 - $0.25 x 29 PHLX  ISO/AUCTION - OPENING  Vega=$6225 AMEH=31.61 Ref
  459. SWEEP DETECTED:
    >>Bearish Delta Impact 6077 AMEH Nov23 40.0 Calls $0.131 (CboeTheo=0.25)  Below Bid!  [MULTI] 13:53:42.100 IV=58.7% -6.7 BXO 68 x $0.15 - $0.25 x 47 PHLX  ISO - OPENING 
    Delta=7.5%, EST. IMPACT = 45k Shares ($1.44m) To Sell AMEH=31.70 Ref
  460. SWEEP DETECTED:
    >>2829 AMD Nov23 135 Calls $0.16 (CboeTheo=0.16)  ASK  [MULTI] 13:55:19.091 IV=53.9% +0.7 C2 669 x $0.15 - $0.16 x 453 C2  ISO  Vega=$5375 AMD=102.10 Ref
  461. SWEEP DETECTED:
    >>3425 AMD Nov23 135 Calls $0.17 (CboeTheo=0.16)  Above Ask!  [MULTI] 13:55:23.641 IV=54.4% +1.2 MPRL 261 x $0.15 - $0.16 x 18 ARCA  ISO  Vega=$6746 AMD=102.10 Ref
  462. >>7086 AMD Nov23 135 Calls $0.18 (CboeTheo=0.16)  ASK  MIAX 13:55:45.376 IV=55.0% +1.8 EMLD 120 x $0.17 - $0.18 x 18 ARCA  AUCTION  Vega=$14k AMD=102.07 Ref
  463. >>1142 XSP Oct23 27th 442.5 Calls $0.04 (CboeTheo=0.03)  ASK  CBOE 13:55:51.548 IV=17.6% +3.0 CBOE 1956 x $0.02 - $0.04 x 365 CBOE Vega=$2153 XSP=424.79 Fwd
  464. SPLIT TICKET:
    >>1591 XSP Oct23 27th 442.5 Calls $0.04 (CboeTheo=0.03)  ASK  [CBOE] 13:55:51.548 IV=17.6% +3.0 CBOE 1956 x $0.02 - $0.04 x 365 CBOE Vega=$3000 XSP=424.79 Fwd
  465. SPLIT TICKET:
    >>1250 SPXW Oct23 30th 3825 Puts $0.59 (CboeTheo=0.63)  Below Bid!  [CBOE] 13:57:04.334 IV=32.3% +2.0 CBOE 399 x $0.60 - $0.65 x 155 CBOE  LATE  Vega=$20k SPX=4247.41 Fwd
  466. >>2299 NU Dec23 9.0 Calls $0.26 (CboeTheo=0.26)  BID  BOX 13:58:16.993 IV=42.2% -0.8 MPRL 30 x $0.26 - $0.27 x 803 C2  FLOOR - OPENING  Vega=$2605 NU=8.21 Ref
  467. >>1000 VIX Nov23 15th 25.0 Calls $0.94 (CboeTheo=0.95)  BID  CBOE 13:58:17.119 IV=132.3% +1.1 CBOE 16k x $0.93 - $0.97 x 11k CBOE  AUCTION  Vega=$1633 VIX=19.47 Fwd
  468. >>2500 AMZN Dec23 150 Calls $1.02 (CboeTheo=1.03)  Below Bid!  PHLX 13:58:18.489 IV=34.1% -2.0 MPRL 114 x $1.03 - $1.04 x 21 ARCA  TIED/FLOOR  Vega=$26k AMZN=127.35 Ref
  469. >>1000 SPXW Oct23 30th 3500 Puts $0.25 (CboeTheo=0.21)  ASK  CBOE 13:58:34.320 IV=50.7% +4.0 CBOE 778 x $0.20 - $0.25 x 100 CBOE  LATE - OPENING  Vega=$5401 SPX=4244.09 Fwd
  470. >>2336 NU Dec23 10.0 Calls $0.08 (CboeTheo=0.09)  BID  BOX 13:58:35.320 IV=41.6% -2.5 C2 306 x $0.08 - $0.09 x 305 GEMX  FLOOR - OPENING  Vega=$1584 NU=8.21 Ref
  471. SPLIT TICKET:
    >>5000 SPXW Oct23 30th 3500 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 13:58:34.320 IV=50.7% +4.0 CBOE 778 x $0.20 - $0.25 x 100 CBOE  LATE - OPENING  Vega=$27k SPX=4244.09 Fwd
  472. >>2336 NU Nov23 10.0 Calls $0.03 (CboeTheo=0.04)  BID  BOX 13:58:48.020 IV=48.0% -4.2 C2 684 x $0.03 - $0.04 x 1304 C2  FLOOR - OPENING  Vega=$686 NU=8.21 Ref
  473. >>50000 CHPT Jan26 3.0 Calls $1.27 (CboeTheo=1.21)  ASK  AMEX 14:02:54.743 IV=94.0% +5.3 MPRL 1 x $1.20 - $1.29 x 122 BZX  SPREAD/FLOOR   52WeekLow  Vega=$63k CHPT=2.92 Ref
  474. >>50000 CHPT Jan26 10.0 Calls $0.46 (CboeTheo=0.48)  MID  AMEX 14:02:54.744 IV=87.8% +4.5 ARCA 93 x $0.43 - $0.50 x 1 ARCA  SPREAD/FLOOR   52WeekLow  Vega=$71k CHPT=2.92 Ref
  475. >>25000 CHPT Oct23 27th 3.0 Puts $0.16 (CboeTheo=0.16)  MID  AMEX 14:04:27.168 IV=93.1% +11.6 GEMX 246 x $0.15 - $0.17 x 60 C2  SPREAD/FLOOR   52WeekLow  Vega=$3015 CHPT=2.92 Ref
  476. >>12500 CHPT Nov23 3rd 2.5 Puts $0.05 (CboeTheo=0.06)  MID  AMEX 14:04:27.169 IV=101.2% -12.4 PHLX 1007 x $0.03 - $0.06 x 416 CBOE  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$1602 CHPT=2.92 Ref
  477. >>12500 CHPT Nov23 3rd 2.5 Puts $0.06 (CboeTheo=0.06)  ASK  AMEX 14:04:27.168 IV=108.8% -4.7 PHLX 1007 x $0.03 - $0.06 x 416 CBOE  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$1684 CHPT=2.92 Ref
  478. >>5978 SOFI Nov23 6.0 Puts $0.21 (CboeTheo=0.22)  MID  BOX 14:04:31.907 IV=100.2% -0.4 EMLD 5615 x $0.20 - $0.22 x 1777 C2  SPREAD/CROSS - OPENING  Vega=$3011 SOFI=7.38 Ref
  479. >>5978 SOFI Nov23 6.0 Calls $1.59 (CboeTheo=1.61)  BID  BOX 14:04:31.907 IV=97.3% -3.3 PHLX 117 x $1.59 - $1.61 x 2 BXO  SPREAD/CROSS - OPENING  Vega=$2952 SOFI=7.38 Ref
  480. SWEEP DETECTED:
    >>4375 CCL Oct23 27th 11.5 Puts $0.30 (CboeTheo=0.29)  ASK  [MULTI] 14:04:38.472 IV=63.7% +7.9 EDGX 1290 x $0.28 - $0.30 x 1740 EMLD  OPENING  Vega=$2127 CCL=11.52 Ref
  481. >>2000 VRT Nov23 27.5 Puts $0.45 (CboeTheo=0.48)  BID  BOX 14:04:44.980 IV=100.5% -2.1 EMLD 2 x $0.45 - $0.50 x 3 AMEX  SPREAD/FLOOR  Vega=$3188 VRT=37.83 Ref
  482. >>2000 VRT Nov23 35.0 Puts $2.35 (CboeTheo=2.24)  ASK  BOX 14:04:44.980 IV=95.9% +1.1 PHLX 276 x $2.20 - $2.35 x 28 MIAX  SPREAD/FLOOR  Vega=$7171 VRT=37.83 Ref
  483. >>2000 VRT Nov23 42.5 Calls $1.80 (CboeTheo=1.90)  BID  BOX 14:04:44.980 IV=86.3% -5.8 PHLX 512 x $1.80 - $1.95 x 1 AMEX  SPREAD/FLOOR  Vega=$7381 VRT=37.83 Ref
  484. >>3500 PFE Apr24 31.0 Puts $2.36 (CboeTheo=2.38)  BID  PHLX 14:05:42.479 IV=27.6% -0.2 EDGX 218 x $2.36 - $2.44 x 405 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$29k PFE=31.04 Ref
  485. >>2000 GOLD Jan25 15.0 Puts $1.36 (CboeTheo=1.36)  ASK  BOX 14:10:02.046 IV=33.9% +0.3 EMLD 545 x $1.32 - $1.38 x 47 PHLX  CROSS  Vega=$12k GOLD=16.68 Ref
  486. >>7500 CHPT Nov23 10.0 Calls $0.01 (CboeTheo=0.01)  ASK  AMEX 14:10:19.907 IV=204.1% +17.2 MIAX 0 x $0.00 - $0.01 x 4 GEMX  SPREAD/CROSS   52WeekLow  Vega=$290 CHPT=2.94 Ref
  487. >>7500 CHPT Nov23 10.0 Puts $7.07 (CboeTheo=7.07)  MID  AMEX 14:10:19.907 IV=191.5% +4.6 BXO 3 x $7.05 - $7.10 x 6 ARCA  SPREAD/CROSS   52WeekLow  Vega=$194 CHPT=2.94 Ref
  488. >>2309 TSM Nov23 75.0 Puts $0.16 (CboeTheo=0.17)  BID  BOX 14:11:51.325 IV=44.8% +0.1 EMLD 491 x $0.16 - $0.17 x 556 C2  SPREAD/CROSS  Vega=$4539 TSM=91.65 Ref
  489. >>2309 TSM Nov23 75.0 Calls $17.10 (CboeTheo=17.15)  BID  BOX 14:11:51.325 IV=42.5% -2.2 BOX 31 x $17.10 - $17.25 x 31 BOX  SPREAD/CROSS - OPENING  Vega=$3834 TSM=91.65 Ref
  490. >>2000 VRT Nov23 42.5 Calls $1.80 (CboeTheo=1.88)  BID  ARCA 14:13:25.613 IV=86.9% -5.2 PHLX 361 x $1.80 - $1.90 x 1 BZX  SPREAD/FLOOR  Vega=$7358 VRT=37.76 Ref
  491. >>2000 VRT Nov23 35.0 Puts $2.35 (CboeTheo=2.26)  ASK  ARCA 14:13:25.614 IV=95.3% +0.5 PHLX 240 x $2.20 - $2.40 x 111 EDGX  SPREAD/FLOOR  Vega=$7175 VRT=37.76 Ref
  492. >>2000 VRT Nov23 27.5 Puts $0.45 (CboeTheo=0.48)  BID  ARCA 14:13:25.615 IV=100.2% -2.4 EMLD 2 x $0.45 - $0.50 x 3 BZX  SPREAD/FLOOR  Vega=$3194 VRT=37.76 Ref
  493. >>3000 CLF Dec25 13.0 Puts $2.53 (CboeTheo=2.57)  BID  AMEX 14:14:17.711 IV=48.3% -0.8 ARCA 92 x $2.50 - $2.65 x 268 C2  CROSS   Pre-Earnings  Vega=$21k CLF=14.54 Ref
  494. >>Market Color UEC - Bullish option flow detected in Uranium Energy (5.54 +0.21) with 4,808 calls trading (1.3x expected) and implied vol increasing over 1 point to 62.07%. . The Put/Call Ratio is 0.46. Earnings are expected on 12/11.  [UEC 5.54 +0.21 Ref, IV=62.1% +1.2] #Bullish
  495. SWEEP DETECTED:
    >>4361 BAC Jun24 18.0 Puts $0.45 (CboeTheo=0.44)  ASK  [MULTI] 14:15:47.390 IV=40.8% -0.7 EMLD 540 x $0.44 - $0.45 x 1152 EMLD Vega=$16k BAC=25.86 Ref
  496. >>7464 X Nov23 10th 33.0 Calls $0.69 (CboeTheo=0.66)  ASK  MIAX 14:15:57.454 IV=40.1% +2.8 ARCA 62 x $0.61 - $0.71 x 137 PHLX  AUCTION - OPENING  Vega=$20k X=31.79 Ref
  497. SPLIT TICKET:
    >>7529 X Nov23 10th 33.0 Calls $0.69 (CboeTheo=0.66)  ASK  [MIAX] 14:15:57.454 IV=40.1% +2.8 ARCA 62 x $0.61 - $0.71 x 137 PHLX  AUCTION - OPENING  Vega=$20k X=31.79 Ref
  498. >>1000 SPXW Oct23 24th 4150 Puts $0.96 (CboeTheo=0.97)  Below Bid!  CBOE 14:18:06.988 IV=23.0% +6.2 CBOE 749 x $1.00 - $1.10 x 920 CBOE  LATE  Vega=$23k SPX=4238.74 Fwd
  499. SPLIT TICKET:
    >>4700 SPXW Oct23 24th 4150 Puts $0.96 (CboeTheo=0.97)  Below Bid!  [CBOE] 14:18:06.986 IV=23.0% +6.2 CBOE 749 x $1.00 - $1.10 x 920 CBOE  LATE - OPENING  Vega=$107k SPX=4238.74 Fwd
  500. >>2500 VZ Jun24 35.0 Calls $1.07 (CboeTheo=1.09)  BID  AMEX 14:18:15.037 IV=23.1% -0.5 BOX 90 x $1.07 - $1.10 x 97 BOX  SPREAD/CROSS   Pre-Earnings  Vega=$22k VZ=31.52 Ref
  501. >>2500 VZ Jun24 28.0 Puts $1.23 (CboeTheo=1.26)  BID  AMEX 14:18:15.037 IV=27.0% -0.5 ARCA 11 x $1.23 - $1.28 x 64 EMLD  SPREAD/CROSS   Pre-Earnings  Vega=$20k VZ=31.52 Ref
  502. SPLIT TICKET:
    >>1500 VIX Nov23 15th 20.0 Calls $1.87 (CboeTheo=1.83)  ASK  [CBOE] 14:19:21.424 IV=108.7% +1.3 CBOE 2907 x $1.82 - $1.87 x 27k CBOE  ISO  Vega=$2902 VIX=19.46 Fwd
  503. SPLIT TICKET:
    >>1000 VIX Nov23 15th 20.0 Calls $1.87 (CboeTheo=1.83)  ASK  [CBOE] 14:19:40.029 IV=108.7% +1.3 CBOE 3843 x $1.82 - $1.87 x 19k CBOE  ISO  Vega=$1935 VIX=19.46 Fwd
  504. >>5000 SWN Jun24 8.0 Calls $0.63 (CboeTheo=0.64)  BID  BOX 14:19:56.421 IV=39.1% +0.6 ARCA 66 x $0.60 - $0.81 x 212 EDGX  SPREAD/CROSS - OPENING  Vega=$11k SWN=7.08 Ref
  505. >>5000 SWN Jun24 6.0 Puts $0.32 (CboeTheo=0.42)  BID  BOX 14:19:56.421 IV=38.0% -5.2 PHLX 26 x $0.32 - $0.42 x 7 BXO  SPREAD/CROSS - OPENING  Vega=$8529 SWN=7.08 Ref
  506. SWEEP DETECTED:
    >>2000 C Jan24 55.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 14:20:21.306 IV=29.2% -1.0 C2 1162 x $0.02 - $0.03 x 410 C2  ISO   52WeekLow  Vega=$1219 C=39.19 Ref
  507. >>2000 TSLA Dec23 195 Puts $7.94 (CboeTheo=7.90)  ASK  AMEX 14:21:04.302 IV=52.3% -0.4 MIAX 541 x $7.85 - $7.95 x 638 PHLX  SPREAD/CROSS  Vega=$54k TSLA=214.01 Ref
  508. >>2000 TSLA Dec23 195 Calls $28.30 (CboeTheo=28.56)  BID  AMEX 14:21:04.302 IV=51.2% -1.5 PHLX 238 x $28.30 - $28.65 x 194 ISE  SPREAD/CROSS  Vega=$54k TSLA=214.01 Ref
  509. >>2060 PFE Dec23 1st 34.0 Calls $0.21 (CboeTheo=0.22)  MID  MIAX 14:23:21.071 IV=27.3% -0.4 EDGX 547 x $0.20 - $0.23 x 676 EMLD  ISO/AUCTION - OPENING  Vega=$5001 PFE=31.09 Ref
  510. SPLIT TICKET:
    >>2200 PFE Dec23 1st 34.0 Calls $0.21 (CboeTheo=0.22)  MID  [MIAX] 14:23:21.071 IV=27.3% -0.4 EDGX 547 x $0.20 - $0.23 x 676 EMLD  ISO/AUCTION - OPENING  Vega=$5341 PFE=31.09 Ref
  511. >>2000 GETY Jan24 4.0 Calls $0.75 (CboeTheo=0.70)  ASK  AMEX 14:23:42.346 IV=72.6% -0.9 BZX 28 x $0.70 - $0.75 x 1 BZX  FLOOR - OPENING  Vega=$1541 GETY=4.38 Ref
  512. >>4000 DM Jan24 1.0 Puts $0.15 (CboeTheo=0.08)  ASK  AMEX 14:25:47.074 IV=93.2% +29.5 PHLX 5557 x $0.05 - $0.15 x 1970 AMEX  FLOOR  Vega=$773 DM=1.05 Ref
  513. SPLIT TICKET:
    >>5000 DM Jan24 1.0 Puts $0.14 (CboeTheo=0.08)  ASK  [AMEX] 14:25:47.074 IV=67.3% +3.6 PHLX 5557 x $0.05 - $0.15 x 1970 AMEX  FLOOR  Vega=$967 DM=1.05 Ref
  514. >>2000 TSLA Nov23 290 Calls $0.20 (CboeTheo=0.21)  BID  PHLX 14:27:07.293 IV=53.4% -1.2 C2 739 x $0.20 - $0.21 x 756 C2  FLOOR - COMPLEX  Vega=$5500 TSLA=214.15 Ref
  515. >>2000 DB Jan24 10.0 Puts $0.60 (CboeTheo=0.56)  ASK  PHLX 14:27:47.966 IV=37.9% +1.7 BZX 48 x $0.55 - $0.60 x 138 PHLX  TIED/FLOOR  Vega=$3862 DB=10.20 Ref
  516. >>Unusual Volume DM - 3x market weighted volume: 7463 = 9346 projected vs 3028 adv, 98% puts, 2% of OI [DM 1.06 -0.09 Ref, IV=74.2% -12.6]
  517. >>6000 MSFT Feb24 300 Calls $44.85 (CboeTheo=44.57)  ASK  AMEX 14:30:24.144 IV=31.9% +0.1 EDGX 52 x $44.30 - $45.00 x 442 CBOE  CROSS - OPENING  Vega=$343k MSFT=331.43 Ref
  518. >>3500 META Jan24 300 Calls $36.55 (CboeTheo=36.55)  BID  AMEX 14:30:37.387 IV=42.0% -0.8 AMEX 37 x $36.50 - $36.70 x 17 PHLX  SPREAD/CROSS  Vega=$199k META=316.15 Ref
  519. >>3500 META Jan24 300 Puts $16.55 (CboeTheo=16.52)  ASK  AMEX 14:30:37.387 IV=42.0% -0.7 EDGX 229 x $16.45 - $16.60 x 69 BZX  SPREAD/CROSS  Vega=$199k META=316.15 Ref
  520. SWEEP DETECTED:
    >>Bearish Delta Impact 823 NVS Nov23 95.0 Calls $1.90 (CboeTheo=2.05)  BID  [MULTI] 14:30:40.323 IV=20.3% -1.3 PHLX 17 x $1.90 - $2.00 x 495 BZX  OPENING   Pre-Earnings 
    Delta=49%, EST. IMPACT = 41k Shares ($3.83m) To Sell NVS=94.42 Ref
  521. SWEEP DETECTED:
    >>2358 INTC Jan24 60.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 14:31:55.848 IV=43.9% -2.1 GEMX 235 x $0.02 - $0.03 x 1116 C2 Vega=$1009 INTC=34.76 Ref
  522. SWEEP DETECTED:
    >>2000 VZ Nov23 3rd 35.0 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 14:33:41.300 IV=33.3% +1.1 EMLD 477 x $0.03 - $0.04 x 623 GEMX  OPENING   Pre-Earnings  Vega=$1022 VZ=31.55 Ref
  523. >>2000 AMZN Jan24 110 Puts $2.80 (CboeTheo=2.80)  MID  ARCA 14:33:54.998 IV=40.4% -0.6 EMLD 399 x $2.79 - $2.81 x 53 C2  CROSS  Vega=$34k AMZN=127.27 Ref
  524. >>2199 CLF Nov23 16.0 Calls $0.32 (CboeTheo=0.31)  ASK  PHLX 14:34:06.112 IV=55.5% -1.2 C2 670 x $0.31 - $0.32 x 525 C2  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$2756 CLF=14.41 Ref
  525. SWEEP DETECTED:
    >>2574 SIRI Dec23 4.0 Puts $0.45 (CboeTheo=0.44)  ASK  [MULTI] 14:34:07.463 IV=87.9% +3.4 CBOE 865 x $0.40 - $0.45 x 855 PHLX Vega=$1554 SIRI=4.50 Ref
  526. >>3898 SIRI Nov23 4.0 Puts $0.29 (CboeTheo=0.27)  ASK  AMEX 14:35:17.956 IV=101.5% +12.8 PHLX 1839 x $0.21 - $0.30 x 100 ARCA  FLOOR  Vega=$1602 SIRI=4.50 Ref
  527. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 14:36:08.743 IV=106.3% +8.2 BOX 712 x $0.25 - $0.30 x 1383 C2 Vega=$973 VNET=2.73 Ref
  528. >>5000 CHPT Jan24 13.0 Calls $0.05 (CboeTheo=0.03)  ASK  AMEX 14:36:25.746 IV=162.3% +13.6 GEMX 5 x $0.02 - $0.05 x 3 ARCA  FLOOR   52WeekLow  Vega=$912 CHPT=2.92 Ref
  529. SWEEP DETECTED:
    >>3028 C Jan24 55.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 14:37:27.195 IV=29.2% -1.0 GEMX 743 x $0.02 - $0.03 x 757 C2  ISO   52WeekLow  Vega=$1848 C=39.20 Ref
  530. SWEEP DETECTED:
    >>2000 VNET Mar24 2.0 Puts $0.30 (CboeTheo=0.25)  ASK  [MULTI] 14:37:44.350 IV=106.3% +8.2 BOX 712 x $0.25 - $0.30 x 575 PHLX Vega=$973 VNET=2.73 Ref
  531. >>Unusual Volume BIG - 3x market weighted volume: 6345 = 7816 projected vs 2507 adv, 72% puts, 11% of OI [BIG 4.70 -0.15 Ref, IV=95.1% +4.5]
  532. SWEEP DETECTED:
    >>2142 CSCO Nov23 10th 56.0 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 14:42:52.706 IV=17.2% -0.7 EMLD 154 x $0.05 - $0.06 x 1544 C2  OPENING  Vega=$3163 CSCO=52.56 Ref
  533. >>3000 LI Dec23 33.0 Calls $2.70 (CboeTheo=2.70)  ASK  ARCA 14:43:22.250 IV=56.2% +0.2 AMEX 127 x $2.65 - $2.71 x 1 NOM  CROSS - OPENING  Vega=$15k LI=32.54 Ref
  534. SWEEP DETECTED:
    >>Bearish Delta Impact 999 TG Nov23 5.0 Calls $0.186 (CboeTheo=0.25)  Below Bid!  [MULTI] 14:43:41.638 IV=37.6% -4.4 PHLX 41 x $0.20 - $0.30 x 1 MPRL  OPENING 
    Delta=53%, EST. IMPACT = 53k Shares ($262k) To Sell TG=4.94 Ref
  535. >>4997 VIXW Oct23 25th 45.0 Calls $0.03 (CboeTheo=0.02)  MID  CBOE 14:44:47.395 IV=500.3% +167.4 CBOE 315 x $0.01 - $0.05 x 684 CBOE  OPENING  Vega=$245 VIX=19.67 Fwd
  536. SWEEP DETECTED:
    >>2500 SIRI Jan24 3.75 Puts $0.54 (CboeTheo=0.50)  ASK  [MULTI] 14:44:59.722 IV=87.3% +6.4 MPRL 150 x $0.50 - $0.54 x 1119 BOX  ISO  Vega=$1808 SIRI=4.50 Ref
  537. SWEEP DETECTED:
    >>2000 AI Nov23 3rd 29.0 Calls $0.11 (CboeTheo=0.13)  BID  [MULTI] 14:45:39.830 IV=66.4% -3.4 AMEX 2447 x $0.11 - $0.13 x 474 C2 Vega=$1391 AI=24.66 Ref
  538. >>Unusual Volume DOW - 3x market weighted volume: 18.6k = 22.6k projected vs 7418 adv, 56% calls, 7% of OI  Pre-Earnings  [DOW 48.49 -0.49 Ref, IV=28.7% -1.9]
  539. SWEEP DETECTED:
    >>Bearish Delta Impact 3000 DM Jan24 2.0 Puts $1.00 (CboeTheo=0.94)  ASK  [MULTI] 14:46:24.151 IV=135.7% +47.0 PHLX 4578 x $0.85 - $1.00 x 113 AMEX  ISO 
    Delta=-74%, EST. IMPACT = 221k Shares ($235k) To Sell DM=1.06 Ref
  540. >>2000 RTX Oct23 27th 71.0 Puts $0.73 (CboeTheo=0.72)  ASK  MIAX 14:46:35.629 IV=57.3% +12.3 EMLD 126 x $0.70 - $0.74 x 464 PHLX  ISO/AUCTION - OPENING   Pre-Earnings  Vega=$5083 RTX=73.59 Ref
  541. SWEEP DETECTED:
    >>Bearish Delta Impact 2077 AMTX Nov23 5.0 Calls $0.50 (CboeTheo=0.53)  BID  [MULTI] 14:46:39.479 IV=127.3% -8.2 PHLX 622 x $0.50 - $0.60 x 517 PHLX  OPENING   SSR 
    Delta=49%, EST. IMPACT = 102k Shares ($481k) To Sell AMTX=4.74 Ref
  542. >>Unusual Volume AEP - 3x market weighted volume: 5409 = 6534 projected vs 2174 adv, 94% calls, 10% of OI [AEP 73.70 +0.35 Ref, IV=28.0% -0.0]
  543. SPLIT TICKET:
    >>2000 NVDA Nov23 515 Calls $0.80 (CboeTheo=0.82)  BID  [CBOE] 14:48:14.100 IV=39.3% -2.2 EMLD 70 x $0.80 - $0.81 x 1 ARCA  FLOOR  Vega=$22k NVDA=428.79 Ref
  544. >>2199 FFIE Oct23 27th 1.0 Puts $0.04 (CboeTheo=0.04)  BID  MRX 14:49:12.921 IV=188.5% -13.4 AMEX 426 x $0.04 - $0.05 x 10 ARCA  AUCTION - OPENING   SSR  Vega=$85 FFIE=1.11 Ref
  545. >>3500 PLTR Jan25 15.0 Puts $3.35 (CboeTheo=3.39)  BID  PHLX 14:49:14.006 IV=65.4% -0.8 EDGX 709 x $3.35 - $3.45 x 759 EDGX  SPREAD/CROSS/TIED  Vega=$22k PLTR=16.29 Ref
  546. >>Unusual Volume ROIV - 4x market weighted volume: 16.8k = 20.2k projected vs 4773 adv, 57% puts, 27% of OI [ROIV 8.90 -0.76 Ref, IV=64.3% +0.4]
  547. >>10000 CHPT Oct23 27th 3.0 Calls $0.08 (CboeTheo=0.07)  ASK  PHLX 14:49:54.012 IV=99.0% +17.5 C2 392 x $0.07 - $0.08 x 570 C2  SPREAD/CROSS/TIED   52WeekLow  Vega=$1180 CHPT=2.91 Ref
  548. SWEEP DETECTED:
    >>2000 ZIM Apr24 5.0 Puts $0.27 (CboeTheo=0.24)  ASK  [MULTI] 14:50:43.323 IV=71.0% +3.8 NOM 4 x $0.21 - $0.27 x 357 BOX  OPENING   52WeekLow  Vega=$2126 ZIM=8.12 Ref
  549. >>5000 BAC Nov23 24.0 Puts $0.23 (CboeTheo=0.24)  BID  AMEX 14:51:03.524 IV=34.0% -2.4 EMLD 5451 x $0.23 - $0.24 x 71 BXO  SPREAD/CROSS  Vega=$8935 BAC=25.86 Ref
  550. >>5000 BAC Nov23 24.0 Calls $2.19 (CboeTheo=2.20)  BID  AMEX 14:51:03.524 IV=34.0% -2.3 EMLD 1156 x $2.18 - $2.22 x 3106 EMLD  SPREAD/CROSS - OPENING  Vega=$8915 BAC=25.86 Ref
  551. >>3794 ZIM Jan25 12.5 Calls $0.89 (CboeTheo=0.77)  ASK  AMEX 14:52:28.672 IV=58.2% +3.1 AMEX 57 x $0.65 - $0.90 x 1 BZX  LATE   52WeekLow  Vega=$12k ZIM=8.13 Ref
  552. >>2393 LI Jan25 27.0 Calls $11.65 (CboeTheo=11.65)  MID  MRX 14:54:10.407 IV=59.2% +0.1 MRX 20 x $11.60 - $11.70 x 1 MPRL  COB - OPENING  Vega=$27k LI=32.58 Ref
  553. >>2393 LI Jan25 40.0 Calls $6.35 (CboeTheo=6.38)  BID  MRX 14:54:10.407 IV=56.0% -0.6 PHLX 142 x $6.30 - $6.45 x 4 ARCA  COB  Vega=$34k LI=32.58 Ref
  554. SWEEP DETECTED:
    >>Bearish Delta Impact 3000 DM Feb24 1.5 Puts $0.55 (CboeTheo=0.50)  ASK  [MULTI] 14:54:21.794 IV=102.6% +32.6 PHLX 2092 x $0.45 - $0.55 x 4640 PHLX  ISO   52WeekLow 
    Delta=-63%, EST. IMPACT = 189k Shares ($198k) To Sell DM=1.04 Ref
  555. >>Unusual Volume LI - 3x market weighted volume: 46.7k = 55.2k projected vs 18.4k adv, 92% calls, 9% of OI [LI 32.59 +0.70 Ref, IV=54.3% +0.5]
  556. SWEEP DETECTED:
    >>Bearish Delta Impact 1034 ZETA Nov23 7.5 Calls $0.80 (CboeTheo=0.75)  BID  [MULTI] 14:55:17.650 IV=72.4% +5.8 CBOE 10 x $0.80 - $0.85 x 368 CBOE  OPENING 
    Delta=64%, EST. IMPACT = 67k Shares ($523k) To Sell ZETA=7.87 Ref
  557. SWEEP DETECTED:
    >>2000 BIG Dec23 2.5 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 14:55:26.887 IV=139.1% +5.0 EDGX 523 x $0.05 - $0.10 x 561 BOX  OPENING  Vega=$493 BIG=4.70 Ref
  558. >>1000 SPXW Oct23 24th 3825 Puts $0.10 (CboeTheo=0.09)  MID  CBOE 14:56:01.659 IV=68.1% +30.0 CBOE 1683 x $0.05 - $0.15 x 1728 CBOE  FLOOR - OPENING  Vega=$1667 SPX=4238.15 Fwd
  559. >>1000 SPXW Oct23 24th 3825 Puts $0.10 (CboeTheo=0.09)  MID  CBOE 14:56:15.889 IV=68.0% +30.0 CBOE 1683 x $0.05 - $0.15 x 1738 CBOE  FLOOR - OPENING  Vega=$1667 SPX=4237.95 Fwd
  560. SPLIT TICKET:
    >>2674 DM Jan24 2.0 Puts $1.05 (CboeTheo=0.98)  ASK  [BOX] 14:57:17.033 IV=149.1% +60.4 PHLX 5296 x $0.90 - $1.05 x 6921 PHLX  ISO   SSR   52WeekLow  Vega=$465 DM=1.03 Ref
  561. >>2884 LI Jan25 27.0 Calls $11.72 (CboeTheo=11.63)  ASK  PHLX 14:58:14.960 IV=60.0% +0.8 MPRL 10 x $11.55 - $11.75 x 14 ARCA  COB - OPENING  Vega=$32k LI=32.56 Ref
  562. >>2884 LI Jan25 40.0 Calls $6.42 (CboeTheo=6.37)  ASK  PHLX 14:58:14.960 IV=56.6% -0.0 PHLX 92 x $6.30 - $6.50 x 15 ARCA  COB  Vega=$41k LI=32.56 Ref
  563. >>2100 TSLA Jan24 416.67 Puts $203.95 (CboeTheo=203.03)  ASK  PHLX 14:59:02.389 IV=87.6% +30.8 BZX 25 x $201.50 - $204.50 x 25 BZX  SPREAD/FLOOR - OPENING  Vega=$26k TSLA=213.64 Ref
  564. >>2000 TSLA Jan24 416.67 Puts $202.50 (CboeTheo=203.24)  BID  PHLX 14:59:12.200 BOX 52 x $201.75 - $204.70 x 52 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=213.43 Ref
  565. >>Unusual Volume NXE - 4x market weighted volume: 9235 = 10.7k projected vs 2629 adv, 100% calls, 13% of OI [NXE 5.62 +0.01 Ref, IV=55.7% -3.9]
  566. >>3000 TSLA Jan24 416.67 Puts $202.50 (CboeTheo=203.05)  BID  PHLX 14:59:23.604 BOX 52 x $201.75 - $204.50 x 52 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=213.62 Ref
  567. >>5438 CSCO Jan24 57.5 Calls $0.57 (CboeTheo=0.58)  BID  CBOE 14:59:42.441 IV=19.7% -0.9 EMLD 117 x $0.57 - $0.59 x 51 C2  FLOOR  Vega=$41k CSCO=52.51 Ref
  568. >>Market Color NEP - Bearish flow noted in NextEra Energy Partners (22.53 +0.13) with 4,097 puts trading, or 1.0x expected. The Put/Call Ratio is 2.68, while ATM IV is up over 2 points on the day. Earnings are expected on 10/23.   Pre-Earnings  [NEP 22.53 +0.13 Ref, IV=69.4% +2.2] #Bearish
  569. SWEEP DETECTED:
    >>3000 GOLD Nov23 20.0 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 15:00:08.020 IV=45.8% +4.1 BZX 1000 x $0.05 - $0.06 x 2714 EMLD Vega=$1823 GOLD=16.59 Ref
  570. SWEEP DETECTED:
    >>Bullish Delta Impact 1900 CG Jan25 35.0 Calls $1.95 (CboeTheo=1.85)  ASK  [MULTI] 15:00:41.547 IV=34.7% +1.1 PHLX 57 x $1.80 - $1.95 x 414 BOX  ISO 
    Delta=35%, EST. IMPACT = 67k Shares ($1.88m) To Buy CG=27.89 Ref
  571. SWEEP DETECTED:
    >>2500 PINS Oct23 27th 30.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:01:16.030 IV=64.4% +6.8 C2 586 x $0.03 - $0.04 x 940 C2  OPENING  Vega=$786 PINS=26.80 Ref
  572. SWEEP DETECTED:
    >>6438 INTC Oct23 27th 32.5 Puts $0.60 (CboeTheo=0.62)  BID  [MULTI] 15:01:17.069 IV=90.2% +19.9 EDGX 1418 x $0.60 - $0.64 x 13 ARCA  OPENING  Vega=$7860 INTC=34.14 Ref
  573. >>15400 C Jan24 30.0 Puts $0.26 (CboeTheo=0.26)  BID  ARCA 15:01:25.781 IV=39.8% -0.6 MPRL 52 x $0.26 - $0.27 x 624 C2  SPREAD/CROSS   52WeekLow  Vega=$41k C=39.16 Ref
  574. >>7700 C Sep24 30.0 Puts $1.34 (CboeTheo=1.33)  ASK  ARCA 15:01:25.781 IV=35.1% -0.2 BOX 67 x $1.31 - $1.34 x 15 MPRL  SPREAD/CROSS - OPENING   52WeekLow  Vega=$70k C=39.16 Ref
  575. >>9900 MERC Feb24 10.0 Calls $0.60 (CboeTheo=0.57)  ASK  PHLX 15:03:47.640 IV=57.0% +1.9 PHLX 34 x $0.50 - $0.60 x 153 BOX  SPREAD/FLOOR - OPENING  Vega=$18k MERC=8.54 Ref
  576. >>9900 MERC Nov23 15.0 Calls $0.05 (CboeTheo=0.03)  BID  PHLX 15:03:47.640 IV=118.6% +14.5 MPRL 0 x $0.00 - $0.15 x 130 BOX  SPREAD/FLOOR  Vega=$2338 MERC=8.54 Ref
  577. >>9900 MERC Feb24 15.0 Calls $0.10 (CboeTheo=0.09)  ASK  PHLX 15:03:47.640 IV=63.4% +1.9 BZX 0 x $0.00 - $0.15 x 13 BOX  SPREAD/FLOOR - OPENING  Vega=$7374 MERC=8.54 Ref
  578. >>9900 MERC Nov23 10.0 Calls $0.15 (CboeTheo=0.19)  BID  PHLX 15:03:47.640 IV=63.6% -0.8 PHLX 57 x $0.10 - $0.35 x 824 BOX  SPREAD/FLOOR  Vega=$6311 MERC=8.54 Ref
  579. >>5978 ROIV Nov23 7.5 Puts $0.15 (CboeTheo=0.12)  ASK  MIAX 15:04:51.273 IV=71.1% -15.5 BOX 9336 x $0.10 - $0.15 x 190 BZX  ISO/AUCTION  Vega=$3381 ROIV=8.86 Ref
  580. SPLIT TICKET:
    >>6000 ROIV Nov23 7.5 Puts $0.15 (CboeTheo=0.12)  ASK  [MIAX] 15:04:51.273 IV=71.1% -15.5 BOX 9336 x $0.10 - $0.15 x 190 BZX  ISO/AUCTION  Vega=$3393 ROIV=8.86 Ref
  581. SPLIT TICKET:
    >>2000 DAL Nov23 26.0 Puts $0.11 (CboeTheo=0.09)  ASK  [CBOE] 15:04:55.039 IV=55.3% EMLD 1347 x $0.08 - $0.11 x 1865 EMLD  OPENING  Vega=$1868 DAL=32.41 Ref
  582. >>1000 VIX Nov23 15th 28.0 Calls $0.73 (CboeTheo=0.73)  ASK  CBOE 15:05:14.930 IV=146.9% +3.2 CBOE 2533 x $0.70 - $0.74 x 35k CBOE Vega=$1416 VIX=19.52 Fwd
  583. SPLIT TICKET:
    >>2500 PCT Feb24 3.0 Puts $0.43 (CboeTheo=0.39)  ASK  [BOX] 15:06:33.861 IV=119.6% +3.3 PHLX 286 x $0.35 - $0.45 x 1159 PHLX  FLOOR - OPENING  Vega=$1608 PCT=4.42 Ref
  584. >>2500 AMZN Feb24 140 Calls $6.45 (CboeTheo=6.49)  BID  PHLX 15:06:38.565 IV=35.6% -0.8 CBOE 966 x $6.45 - $6.55 x 486 CBOE  SPREAD/CROSS/TIED  Vega=$70k AMZN=127.61 Ref
  585. >>3050 AMD Dec25 70.0 Puts $8.70 (CboeTheo=8.79)  BID  AMEX 15:09:37.879 IV=48.8% -0.4 BZX 90 x $8.65 - $9.30 x 56 BOX  CROSS  Vega=$111k AMD=100.81 Ref
  586. SWEEP DETECTED:
    >>4346 BAC Nov23 25.0 Puts $0.48 (CboeTheo=0.47)  ASK  [MULTI] 15:09:44.972 IV=31.8% -1.5 EMLD 6497 x $0.47 - $0.48 x 2745 EMLD  ISO  Vega=$11k BAC=25.77 Ref
  587. >>2499 LI Jan25 30.0 Calls $10.23 (CboeTheo=10.14)  ASK  EDGX 15:09:58.078 IV=59.0% +0.6 ARCA 9 x $10.10 - $10.30 x 27 ARCA  COB  Vega=$31k LI=32.55 Ref
  588. >>2499 LI Jan25 35.0 Calls $8.04 (CboeTheo=8.05)  BID  EDGX 15:09:58.078 IV=57.1% -0.3 EMLD 74 x $7.95 - $8.15 x 7 ARCA  COB  Vega=$34k LI=32.55 Ref
  589. >>2400 LI Jan25 30.0 Calls $10.23 (CboeTheo=10.14)  ASK  EDGX 15:09:58.078 IV=59.0% +0.6 ARCA 9 x $10.10 - $10.30 x 27 ARCA  COB  Vega=$30k LI=32.55 Ref
  590. >>2400 LI Jan25 35.0 Calls $8.04 (CboeTheo=8.05)  BID  EDGX 15:09:58.078 IV=57.1% -0.3 EMLD 74 x $7.95 - $8.15 x 7 ARCA  COB  Vega=$33k LI=32.55 Ref
  591. SWEEP DETECTED:
    >>2500 AAL Oct23 27th 11.5 Calls $0.16 (CboeTheo=0.15)  ASK  [MULTI] 15:10:20.859 IV=47.2% +0.6 EMLD 2500 x $0.15 - $0.16 x 953 MPRL  52WeekLow  Vega=$1161 AAL=11.35 Ref
  592. >>2000 ZM Jan24 130 Puts $68.70 (CboeTheo=68.43)  ASK  PHLX 15:10:57.984 IV=95.8% +36.6 BZX 6 x $68.30 - $68.70 x 71 BZX  SPREAD/FLOOR  Vega=$6947 ZM=61.57 Ref
  593. >>2000 ZM Jan24 380 Puts $318.70 (CboeTheo=318.43)  Above Ask!  PHLX 15:10:57.984 IV=201.8% +88.4 NOM 51 x $317.90 - $318.50 x 5 GEMX  SPREAD/FLOOR - OPENING  Vega=$5189 ZM=61.57 Ref
  594. >>3720 ZM Jan24 130 Puts $68.50 (CboeTheo=68.45)  MID  BOX 15:11:07.811 IV=86.7% +27.5 BZX 8 x $68.30 - $68.70 x 71 CBOE  SPREAD/FLOOR - OPENING  Vega=$6253 ZM=61.55 Ref
  595. >>3720 ZM Nov23 80.0 Puts $18.50 (CboeTheo=18.45)  ASK  BOX 15:11:07.811 IV=57.6% +12.2 BOX 8 x $18.35 - $18.50 x 8 BOX  SPREAD/FLOOR  Vega=$4291 ZM=61.55 Ref
  596. >>4430 TSLA Jan24 450 Puts $235.85 (CboeTheo=236.20)  BID  PHLX 15:11:08.225 BOX 45 x $234.95 - $236.95 x 45 BOX  FLOOR - OPENING  Vega=$0 TSLA=213.80 Ref
  597. >>4400 TSLA Jan24 416.67 Puts $202.70 (CboeTheo=202.88)  ASK  PHLX 15:11:08.225 BOX 45 x $201.60 - $203.60 x 45 BOX  FLOOR - OPENING  Vega=$0 TSLA=213.80 Ref
  598. >>2700 TSLA Oct23 27th 260 Puts $46.65 (CboeTheo=46.21)  ASK  PHLX 15:11:08.225 IV=112.5% +47.9 MIAX 8 x $45.80 - $46.95 x 70 NOM  FLOOR  Vega=$6659 TSLA=213.79 Ref
  599. SPLIT TICKET:
    >>4500 TSLA Jan24 450 Puts $235.851 (CboeTheo=236.20)  BID  [PHLX] 15:11:08.225 BOX 45 x $234.95 - $236.95 x 45 BOX  FLOOR - OPENING  Vega=$0 TSLA=213.80 Ref
  600. >>2120 TSLA Jan24 416.67 Puts $202.14 (CboeTheo=202.91)  BID  BOX 15:11:14.259 BOX 51 x $201.60 - $203.60 x 52 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=213.76 Ref
  601. >>3490 TSLA Jan24 450 Puts $236.95 (CboeTheo=236.24)  ASK  BOX 15:11:14.259 IV=93.6% +34.2 BOX 45 x $234.95 - $236.95 x 45 BOX  SPREAD/FLOOR - OPENING  Vega=$37k TSLA=213.76 Ref
  602. >>2525 MET Dec25 62.5 Puts $10.55 (CboeTheo=10.59)  ASK  AMEX 15:12:47.118 IV=29.2% +0.0 BOX 83 x $9.20 - $11.00 x 12 BOX  CROSS  Vega=$79k MET=58.99 Ref
  603. >>2000 MSFT Nov23 355 Calls $2.56 (CboeTheo=2.53)  ASK  CBOE 15:13:40.155 IV=28.9% -0.0 C2 24 x $2.52 - $2.56 x 24 C2  FLOOR  Vega=$48k MSFT=330.59 Ref
  604. SWEEP DETECTED:
    >>2494 AAL Nov23 11.0 Puts $0.38 (CboeTheo=0.37)  ASK  [MULTI] 15:13:43.087 IV=46.5% -1.1 C2 183 x $0.37 - $0.38 x 73 BZX  ISO   52WeekLow  Vega=$2804 AAL=11.32 Ref
  605. SWEEP DETECTED:
    >>2922 NXE Feb24 8.0 Calls $0.25 (CboeTheo=0.22)  ASK  [MULTI] 15:13:43.842 IV=66.2% +2.7 BZX 4 x $0.20 - $0.25 x 540 PHLX Vega=$2903 NXE=5.62 Ref
  606. >>2999 NXE Feb24 8.0 Calls $0.26 (CboeTheo=0.22)  ASK  PHLX 15:14:11.837 IV=67.2% +3.7 BZX 4 x $0.20 - $0.30 x 2031 BOX  AUCTION  Vega=$3013 NXE=5.62 Ref
  607. >>3000 NXE Feb24 8.0 Calls $0.27 (CboeTheo=0.22)  ASK  PHLX 15:14:22.455 IV=68.0% +4.5 BZX 4 x $0.20 - $0.30 x 1995 BOX  AUCTION  Vega=$3053 NXE=5.63 Ref
  608. >>3000 NXE Feb24 8.0 Calls $0.27 (CboeTheo=0.22)  ASK  PHLX 15:14:31.270 IV=68.0% +4.5 BZX 4 x $0.20 - $0.30 x 1995 BOX  AUCTION  Vega=$3053 NXE=5.63 Ref
  609. >>4000 NXE Feb24 8.0 Calls $0.27 (CboeTheo=0.22)  ASK  PHLX 15:14:39.082 IV=68.0% +4.5 BZX 4 x $0.20 - $0.30 x 1995 BOX  AUCTION  Vega=$4070 NXE=5.63 Ref
  610. SPLIT TICKET:
    >>1000 SPX Nov23 4000 Puts $19.55 (CboeTheo=19.84)  Below Bid!  [CBOE] 15:15:20.461 IV=22.5% -0.8 CBOE 1001 x $19.60 - $20.00 x 549 CBOE  LATE  Vega=$261k SPX=4245.54 Fwd
  611. SPLIT TICKET:
    >>3000 SPX Nov23 3700 Puts $5.10 (CboeTheo=5.10)  MID  [CBOE] 15:15:20.461 IV=30.3% -0.6 CBOE 2099 x $5.00 - $5.20 x 1836 CBOE  LATE  Vega=$283k SPX=4245.54 Fwd
  612. SWEEP DETECTED:
    >>2000 INTC Dec23 40.0 Calls $0.37 (CboeTheo=0.37)  BID  [MULTI] 15:16:10.433 IV=39.5% +0.4 BZX 49 x $0.37 - $0.38 x 93 C2 Vega=$6083 INTC=33.69 Ref
  613. >>7000 PBR Jan24 8.0 Puts $0.04 (CboeTheo=0.03)  BID  AMEX 15:18:10.399 IV=67.8% -0.3 MPRL 0 x $0.00 - $0.50 x 1060 PHLX  CROSS - OPENING  Vega=$2517 PBR=15.31 Ref
  614. >>14000 PBR Jan24 10.0 Puts $0.07 (CboeTheo=0.06)  ASK  AMEX 15:18:24.778 IV=51.6% -0.2 ARCA 1136 x $0.06 - $0.07 x 1164 ARCA  CROSS  Vega=$9393 PBR=15.32 Ref
  615. >>7000 PBR Jan24 12.0 Puts $0.23 (CboeTheo=0.22)  ASK  AMEX 15:18:38.108 IV=44.1% -0.2 ARCA 1023 x $0.21 - $0.23 x 1023 ARCA  CROSS  Vega=$11k PBR=15.32 Ref
  616. >>5750 PCG Nov23 15.5 Puts $0.37 (CboeTheo=0.37)  BID  PHLX 15:18:55.347 IV=32.4% EMLD 15 x $0.37 - $0.38 x 78 C2  SPREAD/CROSS/TIED - OPENING  Vega=$9068 PCG=15.80 Ref
  617. SWEEP DETECTED:
    >>6205 F Oct23 27th 11.5 Puts $0.28 (CboeTheo=0.26)  ASK  [MULTI] 15:19:19.185 IV=62.9% +11.4 C2 8157 x $0.27 - $0.28 x 2697 EMLD Vega=$2996 F=11.54 Ref
  618. >>3000 MU Nov23 65.0 Puts $1.56 (CboeTheo=1.57)  BID  AMEX 15:19:40.936 IV=37.5% +0.1 MPRL 8 x $1.56 - $1.57 x 89 C2  SPREAD/CROSS  Vega=$19k MU=67.17 Ref
  619. >>3000 MU Nov23 65.0 Calls $4.00 (CboeTheo=4.00)  MID  AMEX 15:19:40.936 IV=37.7% +0.1 MIAX 222 x $3.95 - $4.05 x 509 C2  SPREAD/CROSS  Vega=$19k MU=67.17 Ref
  620. SWEEP DETECTED:
    >>2578 USB Nov23 3rd 31.0 Puts $0.65 (CboeTheo=0.60)  ASK  [MULTI] 15:20:49.043 IV=39.5% +0.8 C2 71 x $0.60 - $0.65 x 616 CBOE  OPENING  Vega=$5458 USB=31.39 Ref
  621. SWEEP DETECTED:
    >>3026 AVTR Nov23 22.5 Calls $0.40 (CboeTheo=0.36)  ASK  [MULTI] 15:21:25.267 IV=47.8% +4.9 BZX 61 x $0.30 - $0.40 x 381 CBOE Vega=$5431 AVTR=20.59 Ref
  622. SPLIT TICKET:
    >>1100 SPX Dec24 2200 Puts $18.90 (CboeTheo=18.64)  BID  [CBOE] 15:22:04.357 IV=37.3% -0.3 CBOE 219 x $18.70 - $19.20 x 387 CBOE  FLOOR  Vega=$308k SPX=4434.44 Fwd
  623. >>3723 TSM Nov23 100 Calls $0.38 (CboeTheo=0.39)  BID  PHLX 15:23:08.053 IV=27.6% -0.3 NOM 10 x $0.38 - $0.39 x 617 NOM  AUCTION  Vega=$18k TSM=91.25 Ref
  624. >>3722 TSM Nov23 100 Calls $0.38 (CboeTheo=0.39)  BID  PHLX 15:23:08.053 IV=27.6% -0.3 NOM 10 x $0.38 - $0.39 x 617 NOM  AUCTION  Vega=$18k TSM=91.25 Ref
  625. SPLIT TICKET:
    >>1043 VIX Nov23 15th 15.0 Puts $0.15 (CboeTheo=0.14)  BID  [CBOE] 15:23:06.698 IV=83.8% -1.9 CBOE 457 x $0.15 - $0.16 x 12k CBOE Vega=$734 VIX=19.85 Fwd
  626. SWEEP DETECTED:
    >>9927 TSM Nov23 100 Calls $0.381 (CboeTheo=0.38)  Below Bid!  [MULTI] 15:23:07.825 IV=27.8% -0.1 C2 108 x $0.39 - $0.40 x 138 C2  OPENING  Vega=$49k TSM=91.24 Ref
  627. >>3000 MU Nov23 65.0 Calls $3.90 (CboeTheo=3.83)  ASK  AMEX 15:23:40.662 IV=38.5% +0.9 CBOE 453 x $3.80 - $3.90 x 260 CBOE  SPREAD/CROSS  Vega=$20k MU=66.93 Ref
  628. >>3000 MU Nov23 65.0 Puts $1.64 (CboeTheo=1.64)  BID  AMEX 15:23:40.662 IV=37.5% +0.1 C2 107 x $1.64 - $1.66 x 138 C2  SPREAD/CROSS  Vega=$20k MU=66.93 Ref
  629. SWEEP DETECTED:
    >>2030 ARM Oct23 27th 52.0 Calls $1.05 (CboeTheo=0.92)  ASK  [MULTI] 15:23:47.094 IV=73.8% +21.9 BZX 1 x $0.95 - $1.05 x 360 AMEX Vega=$4175 ARM=50.70 Ref
  630. >>2000 TSLA Nov23 24th 305 Calls $0.16 (CboeTheo=0.17)  BID  PHLX 15:24:22.728 IV=53.6% -0.5 MPRL 249 x $0.16 - $0.18 x 718 C2  FLOOR - COMPLEX  Vega=$4779 TSLA=211.67 Ref
  631. >>2194 PNR Nov23 70.0 Calls $0.50 (CboeTheo=0.46)  BID  BOX 15:24:54.965 IV=39.6% +0.8 ARCA 157 x $0.45 - $0.85 x 130 PHLX  FLOOR   Pre-Earnings  Vega=$8686 PNR=62.45 Ref
  632. SPLIT TICKET:
    >>3657 PNR Nov23 70.0 Calls $0.48 (CboeTheo=0.46)  BID  [BOX] 15:24:54.965 IV=38.3% -0.5 ARCA 157 x $0.45 - $0.85 x 130 PHLX  FLOOR   Pre-Earnings  Vega=$14k PNR=62.45 Ref
  633. SWEEP DETECTED:
    >>3000 SNAP Nov23 3rd 6.5 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:25:35.843 IV=148.9% +14.4 EMLD 1916 x $0.05 - $0.06 x 1020 EMLD  ISO  Vega=$536 SNAP=9.55 Ref
  634. >>2982 TTWO Nov23 3rd 150 Calls $2.05 (CboeTheo=2.00)  ASK  MIAX 15:26:13.823 IV=44.5% +11.3 MRX 5 x $1.97 - $2.11 x 1 CBOE  COB/AUCTION - OPENING  Vega=$26k TTWO=143.35 Ref
  635. >>2982 TTWO Nov23 3rd 160 Calls $0.45 (CboeTheo=0.52)  BID  MIAX 15:26:13.823 IV=44.8% +8.9 MRX 15 x $0.41 - $0.54 x 5 EMLD  COB/AUCTION - OPENING  Vega=$12k TTWO=143.35 Ref
  636. SPLIT TICKET:
    >>1500 VIX Nov23 15th 22.0 Calls $1.51 (CboeTheo=1.52)  ASK  [CBOE] 15:26:49.738 IV=117.5% +0.8 CBOE 3148 x $1.49 - $1.51 x 1000 CBOE Vega=$2900 VIX=19.85 Fwd
  637. >>4600 AMZN Sep24 90.0 Puts $3.45 (CboeTheo=3.49)  BID  PHLX 15:31:51.924 IV=41.6% +0.1 AMEX 406 x $3.45 - $3.55 x 327 CBOE  LATE  Vega=$112k AMZN=127.23 Ref
  638. SWEEP DETECTED:
    >>Bullish Delta Impact 1837 INVH Jan25 35.0 Calls $2.00 (CboeTheo=1.92)  ASK  [MULTI] 15:32:48.359 IV=25.2% +0.6 BOX 12 x $1.75 - $2.00 x 250 AMEX
    Delta=40%, EST. IMPACT = 74k Shares ($2.26m) To Buy INVH=30.57 Ref
  639. >>3000 TSLA Oct23 27th 260 Puts $48.45 (CboeTheo=48.06)  BID  PHLX 15:33:04.852 IV=114.2% +49.6 NOM 66 x $47.50 - $49.55 x 71 NOM  FLOOR - OPENING  Vega=$6699 TSLA=211.94 Ref
  640. >>4475 X Nov23 33.0 Calls $1.02 (CboeTheo=0.97)  ASK  AMEX 15:33:17.780 IV=46.4% +3.6 EDGX 50 x $0.90 - $1.04 x 15 NOM  FLOOR  Vega=$14k X=31.68 Ref
  641. >>2000 ZM Jan24 130 Puts $68.50 (CboeTheo=68.47)  BID  PHLX 15:33:25.186 IV=85.8% +26.6 GEMX 5 x $68.35 - $68.70 x 58 NOM  SPREAD/FLOOR  Vega=$2982 ZM=61.53 Ref
  642. >>2000 ZM Nov23 80.0 Puts $18.50 (CboeTheo=18.46)  ASK  PHLX 15:33:25.186 IV=56.5% +11.0 NOM 5 x $18.40 - $18.55 x 6 GEMX  SPREAD/FLOOR  Vega=$2040 ZM=61.53 Ref
  643. >>3000 AAL Jan25 5.0 Puts $0.36 (CboeTheo=0.37)  MID  PHLX 15:33:45.700 IV=70.6% -0.6 EDGX 1176 x $0.35 - $0.37 x 50 NOM  FLOOR   52WeekLow  Vega=$4867 AAL=11.32 Ref
  644. SWEEP DETECTED:
    >>2500 TSLA Oct23 27th 250 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 15:34:17.938 IV=66.7% +7.2 C2 896 x $0.04 - $0.05 x 646 EMLD Vega=$1577 TSLA=211.86 Ref
  645. SWEEP DETECTED:
    >>2370 INTC Nov23 3rd 32.0 Puts $0.68 (CboeTheo=0.70)  BID  [MULTI] 15:35:22.206 IV=61.7% +3.4 EMLD 505 x $0.68 - $0.70 x 540 C2  OPENING  Vega=$4736 INTC=33.77 Ref
  646. >>5000 SE Nov23 42.0 Calls $5.12 (CboeTheo=5.15)  MID  AMEX 15:35:25.882 IV=83.1% PHLX 30 x $5.10 - $5.15 x 14 ARCA  SPREAD/CROSS - OPENING  Vega=$22k SE=44.30 Ref
  647. >>5000 SE Nov23 42.0 Puts $2.67 (CboeTheo=2.66)  MID  AMEX 15:35:25.882 IV=84.1% EDGX 124 x $2.64 - $2.69 x 131 CBOE  SPREAD/CROSS - OPENING  Vega=$22k SE=44.30 Ref
  648. >>2500 SNAP Jan25 15.0 Calls $1.48 (CboeTheo=1.45)  ASK  PHLX 15:35:39.126 IV=63.7% -0.8 BXO 55 x $1.44 - $1.50 x 1121 AMEX  TIED/FLOOR  Vega=$10k SNAP=9.57 Ref
  649. SWEEP DETECTED:
    >>5000 T Oct23 27th 15.0 Calls $0.14 (CboeTheo=0.13)  ASK  [MULTI] 15:37:15.454 IV=31.1% +3.7 ARCA 53 x $0.13 - $0.14 x 2004 C2 Vega=$3040 T=14.87 Ref
  650. >>5200 FSR Nov23 7.5 Calls $0.08 (CboeTheo=0.07)  ASK  PHLX 15:37:58.643 IV=105.8% EMLD 40 x $0.06 - $0.08 x 1 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$1480 FSR=5.34 Ref
  651. >>5200 FSR Nov23 7.5 Puts $2.28 (CboeTheo=2.32)  BID  PHLX 15:37:58.643 IV=83.3% ISE 2 x $2.28 - $2.34 x 22 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$888 FSR=5.34 Ref
  652. SWEEP DETECTED:
    >>2908 INTC Nov23 10th 33.0 Puts $1.30 (CboeTheo=1.27)  ASK  [MULTI] 15:39:48.724 IV=53.8% +2.4 AMEX 185 x $1.24 - $1.30 x 192 EMLD  ISO - OPENING  Vega=$8466 INTC=33.65 Ref
  653. >>2170 TSLA Jan24 450 Puts $236.50 (CboeTheo=237.84)  BID  BOX 15:41:39.901 BOX 45 x $236.50 - $239.15 x 45 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=212.16 Ref
  654. >>2030 TSLA Jan24 416.67 Puts $203.96 (CboeTheo=204.51)  BID  BOX 15:41:39.901 BOX 45 x $203.20 - $205.80 x 45 BOX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=212.16 Ref
  655. >>2584 CCL Jan26 13.0 Puts $3.80 (CboeTheo=3.83)  BID  PHLX 15:43:01.981 IV=51.5% -1.4 ARCA 49 x $3.80 - $3.95 x 314 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$16k CCL=11.38 Ref
  656. SWEEP DETECTED:
    >>3010 AMZN Oct23 27th 125 Calls $5.415 (CboeTheo=5.44)  Below Bid!  [MULTI] 15:43:01.981 IV=83.9% +17.5 C2 58 x $5.45 - $5.50 x 148 BOX Vega=$16k AMZN=126.81 Ref
  657. >>5000 NCLH Dec23 13.0 Puts $0.75 (CboeTheo=0.75)  MID  PHLX 15:43:16.750 IV=59.2% -0.3 EMLD 319 x $0.74 - $0.76 x 190 MRX  SPREAD/CROSS/TIED - OPENING  Vega=$9564 NCLH=13.96 Ref
  658. >>2000 MSFT Nov23 355 Calls $2.43 (CboeTheo=2.42)  MID  CBOE 15:43:23.475 IV=29.1% +0.1 BOX 24 x $2.41 - $2.44 x 29 BOX  FLOOR  Vega=$47k MSFT=329.75 Ref
  659. >>2020 SCHW Jan24 90.0 Puts $40.48 (CboeTheo=40.64)  BID  BOX 15:43:29.908 BZX 38 x $40.45 - $40.80 x 7 BZX  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=49.37 Ref
  660. SWEEP DETECTED:
    >>Bearish Delta Impact 723 ATHM Nov23 27.5 Calls $0.90 (CboeTheo=0.94)  BID  [MULTI] 15:43:45.837 IV=35.4% -1.5 PHLX 202 x $0.90 - $1.05 x 70 PHLX  OPENING 
    Delta=48%, EST. IMPACT = 35k Shares ($949k) To Sell ATHM=27.16 Ref
  661. >>Unusual Volume SWN - 3x market weighted volume: 25.9k = 26.5k projected vs 8837 adv, 66% puts, 8% of OI [SWN 7.04 -0.17 Ref, IV=43.9% -1.3]
  662. >>2968 AAPL Nov23 3rd 170 Calls $6.25 (CboeTheo=6.19)  ASK  ISE 15:44:19.395 IV=37.0% +2.9 C2 28 x $6.20 - $6.25 x 2968 ISE  SPREAD/LEGGED - OPENING  Vega=$34k AAPL=172.98 Ref
  663. >>2968 AAPL Oct23 27th 170 Calls $4.05 (CboeTheo=4.03)  BID  ISE 15:44:19.395 IV=29.6% +3.5 ISE 2968 x $4.05 - $4.10 x 268 C2  SPREAD/LEGGED  Vega=$18k AAPL=172.98 Ref
  664. SWEEP DETECTED:
    >>Bearish Delta Impact 584 GES Dec23 22.0 Puts $2.15 (CboeTheo=2.05)  ASK  [MULTI] 15:44:33.412 IV=56.7% +3.1 PHLX 25 x $2.00 - $2.15 x 246 PHLX  ISO 
    Delta=-50%, EST. IMPACT = 29k Shares ($635k) To Sell GES=21.59 Ref
  665. SWEEP DETECTED:
    >>6080 F Oct23 27th 11.5 Puts $0.31 (CboeTheo=0.29)  ASK  [MULTI] 15:45:43.139 IV=63.8% +12.3 C2 5444 x $0.30 - $0.31 x 4421 EMLD Vega=$2927 F=11.48 Ref
  666. SWEEP DETECTED:
    >>3000 SOFI Nov23 3rd 7.5 Calls $0.51 (CboeTheo=0.51)  BID  [MULTI] 15:46:32.126 IV=117.8% +0.9 C2 1980 x $0.51 - $0.53 x 1 EDGX Vega=$1517 SOFI=7.29 Ref
  667. SPLIT TICKET:
    >>2000 PBR Apr24 10.0 Puts $0.18 (CboeTheo=0.20)  BID  [CBOE] 15:46:59.779 IV=44.5% -0.8 ARCA 1105 x $0.18 - $0.22 x 1100 ARCA Vega=$3023 PBR=15.31 Ref
  668. SWEEP DETECTED:
    >>3000 SOFI Nov23 3rd 7.0 Puts $0.49 (CboeTheo=0.46)  ASK  [MULTI] 15:47:51.133 IV=126.5% +9.3 EMLD 897 x $0.47 - $0.49 x 1309 EMLD Vega=$1451 SOFI=7.28 Ref
  669. >>2444 C Jan25 65.0 Calls $0.32 (CboeTheo=0.33)  MID  CBOE 15:48:07.191 IV=28.2% -0.2 C2 367 x $0.31 - $0.34 x 64 EDGX  52WeekLow  Vega=$14k C=38.94 Ref
  670. >>6384 PFE Nov23 35.0 Puts $4.50 (CboeTheo=4.55)  BID  AMEX 15:50:04.152 IV=16.3% -15.4 BOX 31 x $4.50 - $4.60 x 43 BOX  TIED/FLOOR  Vega=$73 PFE=30.80 Ref
  671. SWEEP DETECTED:
    >>Bearish Delta Impact 1997 LI Jan24 20.0 Calls $13.15 (CboeTheo=13.14)  BID  [MULTI] 15:50:06.469 IV=70.3% +2.5 MPRL 6 x $13.10 - $13.30 x 36 BOX  OPENING 
    Delta=95%, EST. IMPACT = 189k Shares ($6.17m) To Sell LI=32.61 Ref
  672. SWEEP DETECTED:
    >>9426 AMD Nov23 135 Calls $0.16 (CboeTheo=0.15)  ASK  [MULTI] 15:50:53.125 IV=57.1% +3.9 MPRL 5 x $0.15 - $0.16 x 1098 C2 Vega=$17k AMD=100.21 Ref
  673. SPLIT TICKET:
    >>2000 GOLD Nov23 16.0 Puts $0.35 (CboeTheo=0.33)  ASK  [CBOE] 15:51:41.505 IV=35.4% +0.8 EDGX 1616 x $0.32 - $0.35 x 1095 EMLD  AUCTION  Vega=$3147 GOLD=16.54 Ref
  674. SWEEP DETECTED:
    >>2500 RIVN Dec23 12.5 Puts $0.39 (CboeTheo=0.39)  ASK  [MULTI] 15:53:44.428 IV=84.2% +0.4 EMLD 1204 x $0.38 - $0.39 x 853 GEMX  ISO  Vega=$3354 RIVN=17.07 Ref
  675. SPLIT TICKET:
    >>1500 SPX Nov23 4350 Calls $25.60 (CboeTheo=25.04)  Above Ask!  [CBOE] 15:54:48.164 IV=15.7% -0.4 CBOE 477 x $24.90 - $25.30 x 857 CBOE  LATE  Vega=$534k SPX=4229.09 Fwd
  676. SPLIT TICKET:
    >>1500 SPX Nov23 4415 Calls $10.50 (CboeTheo=10.33)  Above Ask!  [CBOE] 15:54:48.248 IV=14.6% -0.2 CBOE 722 x $10.20 - $10.40 x 597 CBOE  LATE - OPENING  Vega=$368k SPX=4229.09 Fwd
  677. >>4975 INTC Oct23 27th 31.0 Puts $0.29 (CboeTheo=0.30)  BID  BOX 15:55:22.275 IV=91.2% +18.3 GEMX 2743 x $0.29 - $0.30 x 1 EDGX  SPREAD/FLOOR - OPENING  Vega=$4367 INTC=33.88 Ref
  678. >>4975 INTC Oct23 27th 36.0 Calls $0.49 (CboeTheo=0.45)  Above Ask!  BOX 15:55:22.275 IV=86.7% +21.0 C2 314 x $0.45 - $0.46 x 25 MPRL  SPREAD/FLOOR - OPENING  Vega=$5886 INTC=33.88 Ref
  679. >>2748 BABA Jan24 110 Calls $0.49 (CboeTheo=0.50)  MID  ISE 15:55:45.410 IV=39.7% -1.2 CBOE 563 x $0.47 - $0.52 x 245 EDGX  COB  Vega=$16k BABA=80.41 Ref
  680. >>2748 BABA Jan24 120 Calls $0.27 (CboeTheo=0.27)  BID  ISE 15:55:45.410 IV=43.0% -0.8 C2 99 x $0.27 - $0.28 x 124 EDGX  COB  Vega=$10k BABA=80.41 Ref
  681. >>2250 VIX Dec23 20th 14.5 Puts $0.21 (CboeTheo=0.20)  MID  CBOE 15:56:29.732 IV=63.5% +0.6 CBOE 7980 x $0.19 - $0.23 x 30k CBOE  AUCTION  Vega=$2739 VIX=19.93 Fwd
  682. >>1500 VIX Dec23 20th 14.5 Puts $0.21 (CboeTheo=0.20)  MID  CBOE 15:56:29.732 IV=63.5% +0.6 CBOE 7980 x $0.19 - $0.23 x 30k CBOE  AUCTION  Vega=$1826 VIX=19.93 Fwd
  683. SPLIT TICKET:
    >>4250 VIX Dec23 20th 14.5 Puts $0.21 (CboeTheo=0.20)  MID  [CBOE] 15:56:29.732 IV=63.5% +0.6 CBOE 7980 x $0.19 - $0.23 x 30k CBOE  AUCTION  Vega=$5174 VIX=19.93 Fwd
  684. SWEEP DETECTED:
    >>2993 TSLA Nov23 3rd 222.5 Calls $3.65 (CboeTheo=3.71)  BID  [MULTI] 15:56:32.236 IV=50.3% +0.1 EDGX 535 x $3.65 - $3.75 x 188 MIAX  OPENING  Vega=$39k TSLA=212.21 Ref
  685. SWEEP DETECTED:
    >>2500 GM Dec23 35.0 Calls $0.25 (CboeTheo=0.26)  BID  [MULTI] 15:56:35.696 IV=37.7% -0.3 C2 708 x $0.25 - $0.27 x 464 C2  ISO   Pre-Earnings  Vega=$5920 GM=29.27 Ref
  686. SWEEP DETECTED:
    >>2039 GM Dec23 35.0 Calls $0.25 (CboeTheo=0.26)  BID  [MULTI] 15:56:40.962 IV=37.7% -0.3 NOM 348 x $0.25 - $0.26 x 76 BXO  ISO   Pre-Earnings  Vega=$4828 GM=29.27 Ref
  687. >>4250 VIX Dec23 20th 14.5 Puts $0.20 (CboeTheo=0.20)  BID  CBOE 15:56:45.372 IV=63.0% +0.1 CBOE 7980 x $0.19 - $0.23 x 31k CBOE  AUCTION  Vega=$5052 VIX=19.97 Fwd
  688. SWEEP DETECTED:
    >>5000 SWN Jan24 7.0 Puts $0.461 (CboeTheo=0.48)  BID  [MULTI] 15:57:02.076 IV=37.7% -0.2 PHLX 231 x $0.46 - $0.50 x 2 ARCA Vega=$6766 SWN=7.04 Ref
  689. SWEEP DETECTED:
    >>Bearish Delta Impact 621 MAPS Apr24 2.5 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 15:57:03.695 IV=109.4% -7.8 PHLX 217 x $0.10 - $0.15 x 1 ARCA  ISO 
    Delta=26%, EST. IMPACT = 16k Shares ($19k) To Sell MAPS=1.17 Ref
  690. >>1000 SPXW Oct23 30th 3500 Puts $0.25 (CboeTheo=0.19)  ASK  CBOE 15:58:01.232 IV=49.6% +2.9 CBOE 226 x $0.20 - $0.25 x 355 CBOE  FLOOR - OPENING  Vega=$5496 SPX=4219.67 Fwd
  691. SPLIT TICKET:
    >>3800 SPXW Oct23 30th 3500 Puts $0.25 (CboeTheo=0.19)  ASK  [CBOE] 15:58:01.232 IV=49.6% +2.9 CBOE 226 x $0.20 - $0.25 x 355 CBOE  FLOOR - OPENING  Vega=$21k SPX=4219.67 Fwd
  692. SPLIT TICKET:
    >>1800 SPX Dec23 3700 Puts $16.55 (CboeTheo=16.61)  Below Bid!  [CBOE] 15:58:28.221 IV=26.7% -0.7 CBOE 175 x $16.60 - $16.80 x 904 CBOE  LATE  Vega=$450k SPX=4239.97 Fwd
  693. >>1239 SPXW Oct23 23rd 4220 Puts $4.50 (CboeTheo=4.56)  ASK  CBOE 15:58:31.191 IV=24.9% +11.4 CBOE 15 x $4.00 - $4.50 x 1 CBOE  OPENING  Vega=$152 SPX=4215.50 Fwd
  694. SWEEP DETECTED:
    >>3341 SWN Nov23 7.0 Puts $0.28 (CboeTheo=0.30)  BID  [MULTI] 15:58:39.410 IV=42.8% -1.6 PHLX 741 x $0.28 - $0.34 x 50 C2  OPENING  Vega=$2432 SWN=7.04 Ref
  695. SWEEP DETECTED:
    >>2500 SWN Nov23 7.0 Puts $0.29 (CboeTheo=0.30)  BID  [MULTI] 15:58:54.533 IV=44.2% -0.2 EDGX 162 x $0.29 - $0.34 x 11 ARCA  OPENING  Vega=$1821 SWN=7.04 Ref
  696. SWEEP DETECTED:
    >>4000 GOOGL Nov23 3rd 150 Calls $0.40 (CboeTheo=0.42)  BID  [MULTI] 15:59:44.810 IV=39.1% +0.9 EDGX 392 x $0.40 - $0.43 x 132 MPRL  OPENING  Vega=$16k GOOGL=136.64 Ref
  697. SPLIT TICKET:
    >>1200 SPXW Oct23 30th 3500 Puts $0.25 (CboeTheo=0.17)  ASK  [CBOE] 16:01:02.533 IV=49.9% +3.2 CBOE 501 x $0.15 - $0.25 x 57 CBOE  FLOOR - OPENING  Vega=$6563 SPX=4224.34 Fwd
  698. SPLIT TICKET:
    >>1262 VIX Nov23 15th 65.0 Calls $0.14 (CboeTheo=0.15)  BID  [CBOE] 16:05:04.211 IV=229.7% +8.7 CBOE 2053 x $0.14 - $0.16 x 1503 CBOE Vega=$515 VIX=19.90 Fwd
  699. SPLIT TICKET:
    >>1000 SPXW Oct23 24th 3500 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 16:13:55.855 IV=115.3% +54.7 CBOE 0 x $0.00 - $0.05 x 1243 CBOE  ISO  Vega=$577 SPX=4225.09 Fwd

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