OPTION FLOW 10/16/2023

1. SPLIT TICKET:
  >>10000 VIX Oct23 18th 25.0 Calls $0.13 (CboeTheo=0.16) BID [CBOE] 08:38:41.984 IV=275.9% +60.3 CBOE 10k x $0.13 - $0.17 x 300 CBOE AUCTION Vega=$2085 VIX=18.38 Fwd
2. >>Market Color @STOCK - New option listings for 10/16 include IRNTQ Stock ($IRNTQ). Option delistings effective 10/16 include BRIDGETOWN HOLDINGS LIMITED ($BTWN).
3. >>Market Color @ALL - OCC reports a total of 294,620 flex contracts traded on Oct 13th, with average daily flex volume of 336,784 over the past month. 50.4% of Friday's flex volume traded on Cboe, 0.6% NYSE-Arca, 5.6% PHLX and 43.4% Amex. Current Flex open interest is 17,505,498 contracts. LLC)) #flex #marketmover
4. >>Market Color BAC - Most profitable opening equity option purchase made in the prior session was a buy of 7500 Bank of America 12/15 27 puts for $1.29 at 11:06 when underlying shares were trading $27.125. These puts closed near $1.45 for mark-to-market profit of 13%, or $123K on the $966K outlay. BAC shares closed down 0.14 at $26.76 Pre-Earnings [BAC 26.76 -0.14 Ref]
5. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-10-13. Data sourced from datashop.cboe.com shows the at-the-money (4370 strike) straddle was trading near $24.02 on Friday morning when the underlying SPX index was near 4368.94. The index closed at 4327.78 resulting in a final value of $42.22 for this put and call pair, suggesting a net gain of $18.20 for a long straddle position held into the close.
6. >>Market Color HYG - Rev/Con recap for Oct 13th. 278,382 contracts traded Friday in reverse/conversion spreads on 85 underlying securities. 13.9m underlying shares were involved with total notional value of $1.50b. Rev/Con volume leaders included HYG, VZ, AMD, QQQ and PLUG with implied borrow rates ranging from -216.27% (VFS) to 32.21% (AMC). #revcon
7. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for October 16, 2023. 140 trades were executed in VIX overnight, totaling 41140 contracts. #gth
8. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for October 16, 2023. 23154 trades were executed in SPX overnight, totaling 101324 contracts. #gth
9. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
  SNAP $9.50 +0.82 +9.45%,
  MARA $8.22 +0.51 +6.61%,
  RIOT $9.65 +0.50 +5.46%,
  SCHW $53.39 +2.06 +4.01%,
  PFE $33.39 +1.28 +3.99%,
  
  while the biggest losers include:
  NKLA $1.21 -0.08 (-6.20%),
  XPEV $15.20 -0.95 (-5.89%),
  MPW $4.75 -0.21 (-4.23%),
  MRNA $94.58 -3.72 (-3.78%),
  PLTR $16.77 -0.59 (-3.40%),
10. >>Unusual Volume MARA - 9x market weighted volume: 99.0k = 1.3m projected vs 134.1k adv, 89% calls, 9% of OI [MARA 8.21 +0.50 Ref]
11. SPLIT TICKET:
  >>1000 NANOS Oct23 23rd 435 Calls $3.68 (CboeTheo=3.95) ASK [CBOE] 09:30:02.800 IV=14.8% CBOE 1000 x $3.58 - $3.68 x 393 CBOE OPENING Vega=$245 NANOS=435.08 Fwd
12. >>Unusual Volume COIN - 6x market weighted volume: 46.5k = 595.2k projected vs 95.5k adv, 84% calls, 7% of OI [COIN 75.92 +2.48 Ref]
13. >>Unusual Volume PFE - 4x market weighted volume: 35.0k = 447.3k projected vs 97.6k adv, 65% calls, 2% of OI [PFE 33.41 +1.29 Ref]
14. >>Unusual Volume GOOG - 4x market weighted volume: 48.5k = 619.8k projected vs 148.6k adv, 85% calls, 3% of OI [GOOG 139.73 +1.15 Ref]
15. >>Unusual Volume CSCO - 3x market weighted volume: 8892 = 113.7k projected vs 37.8k adv, 97% calls [CSCO 54.35 +0.58 Ref]
16. >>Unusual Volume RIOT - 6x market weighted volume: 43.5k = 556.7k projected vs 84.4k adv, 94% calls, 7% of OI [RIOT 9.65 +0.50 Ref]
17. >>Unusual Volume SNAP - 9x market weighted volume: 48.5k = 620.6k projected vs 62.7k adv, 64% calls, 4% of OI [SNAP 9.48 +0.81 Ref]
18. >>Unusual Volume SCHW - 5x market weighted volume: 27.2k = 347.5k projected vs 62.7k adv, 54% puts, 3% of OI Post-Earnings [SCHW 53.58 +2.25 Ref]
19. >>Unusual Volume LULU - 9x market weighted volume: 13.1k = 167.9k projected vs 17.6k adv, 60% calls, 10% of OI [LULU 406.98 +29.29 Ref]
20. >>Unusual Volume MSTR - 5x market weighted volume: 6483 = 82.9k projected vs 14.4k adv, 78% calls, 5% of OI [MSTR 335.50 +17.28 Ref]
21. >>Unusual Volume XPEV - 3x market weighted volume: 9698 = 124.0k projected vs 40.4k adv, 67% calls, 2% of OI [XPEV 15.19 -0.95 Ref]
22. SWEEP DETECTED:
  >>2000 BAC Oct23 27th 24.0 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 09:30:13.237 IV=53.3% +6.8 MPRL 33 x $0.09 - $0.10 x 2155 MPRL Pre-Earnings Vega=$1486 BAC=27.16 Ref
23. SWEEP DETECTED:
  >>2000 BAC Oct23 27th 24.0 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 09:30:36.245 IV=52.5% +6.1 GEMX 478 x $0.09 - $0.10 x 1335 MPRL Pre-Earnings Vega=$1498 BAC=27.09 Ref
24. >>15950 GOOG Oct23 150 Calls $0.03 (CboeTheo=0.02) ASK BOX 09:31:24.768 IV=31.0% +4.5 MPRL 142 x $0.02 - $0.03 x 89 MPRL SPREAD/FLOOR Vega=$11k GOOG=139.61 Ref
25. >>15950 GOOG Oct23 27th 150 Calls $0.54 (CboeTheo=0.64) Below Bid! BOX 09:31:24.769 IV=34.4% +0.9 MPRL 45 x $0.61 - $0.64 x 89 MPRL SPREAD/FLOOR - OPENING Vega=$85k GOOG=139.61 Ref
26. >>Unusual Volume JPM - 3x market weighted volume: 20.7k = 250.3k projected vs 78.0k adv, 81% calls, 2% of OI [JPM 147.64 -0.36 Ref]
27. SWEEP DETECTED:
  >>3829 SNAP Oct23 27th 6.0 Puts $0.07 (CboeTheo=0.07) BID [MULTI] 09:33:33.894 IV=166.6% +19.0 C2 815 x $0.07 - $0.08 x 257 MPRL OPENING Vega=$690 SNAP=9.16 Ref
28. >>2500 VIX Nov23 15th 15.0 Puts $0.20 (CboeTheo=0.24) BID CBOE 09:35:06.558 IV=68.4% -7.3 CBOE 3768 x $0.20 - $0.23 x 3286 CBOE AUCTION Vega=$2462 VIX=18.83 Fwd
29. SWEEP DETECTED:
  >>Bullish Delta Impact 504 MSTR Oct23 350 Calls $13.279 (CboeTheo=9.68) Above Ask! [MULTI] 09:34:03.072 IV=92.5% +28.3 BZX 1 x $11.00 - $13.00 x 11 BOX
  Delta=50%, EST. IMPACT = 25k Shares ($8.75m) To Buy MSTR=348.45 Ref
30. SWEEP DETECTED:
  >>2400 NIO Jun24 5.0 Puts $0.44 (CboeTheo=0.43) ASK [MULTI] 09:35:42.723 IV=78.5% +0.4 PHLX 5521 x $0.30 - $0.44 x 423 CBOE ISO Vega=$3353 NIO=8.36 Ref
31. SWEEP DETECTED:
  >>2467 BAC Oct23 27th 24.0 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 09:35:53.021 IV=52.0% +5.6 GEMX 2619 x $0.09 - $0.10 x 1531 C2 Pre-Earnings Vega=$1859 BAC=27.05 Ref
32. >>Unusual Volume UEC - 4x market weighted volume: 6692 = 64.0k projected vs 15.2k adv, 94% calls, 4% of OI [UEC 5.17 +0.03 Ref]
33. >>2006 MARA Apr24 35.0 Calls $0.27 (CboeTheo=0.25) BID MPRL 09:36:07.350 IV=119.0% -1.5 MPRL 3390 x $0.27 - $0.30 x 20 ARCA Vega=$2249 MARA=8.43 Ref
34. SWEEP DETECTED:
  >>5241 MARA Apr24 35.0 Calls $0.27 (CboeTheo=0.25) ASK [MULTI] 09:36:07.342 IV=119.0% -1.5 PHLX 323 x $0.25 - $0.27 x 403 BZX Vega=$5877 MARA=8.43 Ref
35. SPLIT TICKET:
  >>1000 SPX Nov23 4000 Puts $12.10 (CboeTheo=12.24) BID [CBOE] 09:33:57.875 IV=22.7% -0.0 CBOE 1515 x $12.10 - $12.40 x 733 CBOE Vega=$213k SPX=4372.01 Fwd
36. >>Unusual Volume X - 3x market weighted volume: 10.7k = 98.7k projected vs 32.6k adv, 96% calls, 2% of OI [X 33.23 -0.03 Ref]
37. SWEEP DETECTED:
  >>2000 BAC Oct23 27th 24.0 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 09:38:53.472 IV=51.8% +5.4 GEMX 3887 x $0.09 - $0.10 x 741 C2 Pre-Earnings Vega=$1510 BAC=27.02 Ref
38. SWEEP DETECTED:
  >>2000 SNAP Oct23 27th 6.0 Puts $0.06 (CboeTheo=0.07) BID [MULTI] 09:39:10.890 IV=166.7% +19.2 C2 806 x $0.06 - $0.07 x 598 C2 OPENING Vega=$327 SNAP=9.37 Ref
39. >>5146 VIX Nov23 15th 17.0 Puts $0.85 (CboeTheo=0.82) MID CBOE 09:40:57.415 IV=80.4% -2.2 CBOE 2648 x $0.83 - $0.86 x 1606 CBOE AUCTION Vega=$9372 VIX=18.95 Fwd
40. >>Unusual Volume KSS - 3x market weighted volume: 5430 = 40.4k projected vs 13.2k adv, 83% calls, 3% of OI [KSS 18.50 +0.69 Ref, IV=57.5% -0.6]
41. SWEEP DETECTED:
  >>Bullish Delta Impact 2000 FUTU Oct23 58.0 Puts $0.618 (CboeTheo=0.70) BID [MULTI] 09:43:35.999 IV=55.4% +1.6 CBOE 489 x $0.61 - $0.86 x 62 EDGX OPENING
  Delta=-27%, EST. IMPACT = 54k Shares ($3.24m) To Buy FUTU=60.05 Ref
42. SWEEP DETECTED:
  >>5500 MARA Apr24 35.0 Calls $0.234 (CboeTheo=0.25) BID [MULTI] 09:43:07.977 IV=117.3% -3.2 CBOE 94 x $0.23 - $0.28 x 60 GEMX Vega=$5566 MARA=8.19 Ref
43. SWEEP DETECTED:
  >>Bearish Delta Impact 597 MSTR Oct23 350 Calls $5.00 (CboeTheo=5.93) BID [MULTI] 09:45:04.246 IV=74.8% +10.6 EDGX 13 x $5.00 - $6.00 x 1 ARCA
  Delta=30%, EST. IMPACT = 18k Shares ($6.07m) To Sell MSTR=334.52 Ref
44. >>Market Color JD - Bullish option flow detected in JD.com (27.02 -0.03) with 12,159 calls trading (2x expected) and implied vol increasing over 2 points to 46.18%. . The Put/Call Ratio is 0.63. Earnings are expected on 11/16. [JD 27.02 -0.03 Ref, IV=46.2% +2.1] #Bullish
45. SWEEP DETECTED:
  >>2693 JPM Oct23 152.5 Calls $0.188 (CboeTheo=0.21) Below Bid! [MULTI] 09:46:03.320 IV=23.6% +1.8 GEMX 52 x $0.20 - $0.22 x 54 MPRL Vega=$8412 JPM=147.64 Ref
46. SWEEP DETECTED:
  >>3041 BABA Oct23 86.0 Calls $0.54 (CboeTheo=0.54) BID [MULTI] 09:47:19.159 IV=38.5% +4.2 CBOE 392 x $0.54 - $0.59 x 201 EDGX ISO - OPENING Vega=$9013 BABA=83.62 Ref
47. SWEEP DETECTED:
  >>2115 DVN Oct23 52.0 Calls $0.185 (CboeTheo=0.16) Above Ask! [MULTI] 09:47:18.958 IV=49.8% +4.6 C2 180 x $0.16 - $0.17 x 165 C2 Vega=$2419 DVN=48.85 Ref
48. SWEEP DETECTED:
  >>2186 PLTR Oct23 27th 17.0 Calls $0.66 (CboeTheo=0.67) BID [MULTI] 09:48:21.001 IV=61.8% +2.2 EMLD 726 x $0.66 - $0.67 x 78 BXO ISO Vega=$2579 PLTR=16.82 Ref
49. SWEEP DETECTED:
  >>3143 FSR Oct23 5.5 Puts $0.04 (CboeTheo=0.05) BID [MULTI] 09:49:12.560 IV=85.9% +5.5 C2 1804 x $0.04 - $0.05 x 998 C2 ISO Vega=$451 FSR=6.10 Ref
50. >>3459 VIX Oct23 18th 17.0 Puts $0.26 (CboeTheo=0.23) MID CBOE 09:49:25.770 IV=140.1% +34.6 CBOE 27 x $0.25 - $0.27 x 2408 CBOE Vega=$1406 VIX=18.27 Fwd
51. SPLIT TICKET:
  >>2976 VIX Oct23 18th 20.0 Calls $0.39 (CboeTheo=0.40) BID [CBOE] 09:49:38.669 IV=183.3% +28.9 CBOE 1159 x $0.39 - $0.43 x 8486 CBOE Vega=$1340 VIX=18.27 Fwd
52. SPLIT TICKET:
  >>2289 VIX Oct23 18th 18.0 Calls $0.90 (CboeTheo=0.87) BID [CBOE] 09:50:48.660 IV=154.8% +30.1 CBOE 2272 x $0.90 - $0.91 x 2296 CBOE Vega=$1212 VIX=18.15 Fwd
53. >>3000 UEC Nov23 6.0 Calls $0.15 (CboeTheo=0.15) MID ARCA 09:51:11.202 IV=66.6% +1.5 PHLX 5441 x $0.10 - $0.20 x 2522 PHLX FLOOR Vega=$1519 UEC=5.17 Ref
54. >>2000 UEC Nov23 6.0 Calls $0.10 (CboeTheo=0.15) BID ARCA 09:51:11.202 IV=56.2% -8.9 PHLX 5441 x $0.10 - $0.20 x 2522 PHLX FLOOR Vega=$914 UEC=5.17 Ref
55. SPLIT TICKET:
  >>5000 UEC Nov23 6.0 Calls $0.13 (CboeTheo=0.15) BID [ARCA] 09:51:11.202 IV=66.6% +1.5 PHLX 5441 x $0.10 - $0.20 x 2522 PHLX FLOOR Vega=$2532 UEC=5.17 Ref
56. SWEEP DETECTED:
  >>2834 CGC Oct23 27th 0.5 Puts $0.01 (CboeTheo=0.02) BID [MULTI] 09:51:17.897 IV=170.3% -37.0 GEMX 1182 x $0.01 - $0.02 x 1 NOM Vega=$58 CGC=0.73 Ref
57. >>2345 KMX Nov23 10th 60.0 Puts $0.32 (CboeTheo=0.36) MID AMEX 09:51:58.471 IV=40.8% +0.5 EDGX 167 x $0.25 - $0.40 x 237 CBOE AUCTION - OPENING Vega=$7015 KMX=68.65 Ref
58. >>2500 PBR Oct23 16.0 Calls $0.09 (CboeTheo=0.09) ASK ARCA 09:53:51.167 IV=40.8% +4.6 C2 1376 x $0.08 - $0.09 x 10 BXO CROSS Vega=$1283 PBR=15.46 Ref
59. >>2890 AMZN Nov23 3rd 137 Calls $3.25 (CboeTheo=3.38) Below Bid! CBOE 09:54:14.792 IV=43.8% +0.2 MRX 183 x $3.35 - $3.40 x 368 EDGX SPREAD/LEGGED/FLOOR Vega=$33k AMZN=131.93 Ref
60. >>3556 AMZN Nov23 3rd 143 Calls $1.53 (CboeTheo=1.61) Below Bid! CBOE 09:54:14.792 IV=42.6% +0.2 ARCA 57 x $1.60 - $1.62 x 92 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$31k AMZN=131.93 Ref
61. >>3556 AMZN Nov23 3rd 135 Calls $4.10 (CboeTheo=4.19) Below Bid! CBOE 09:54:14.930 IV=44.8% +0.7 BOX 126 x $4.15 - $4.20 x 54 ARCA SPREAD/LEGGED/FLOOR Vega=$41k AMZN=131.93 Ref
62. >>2000 WDC Nov23 10th 39.0 Puts $0.28 (CboeTheo=0.31) BID PHLX 09:54:57.360 IV=49.6% +1.1 BOX 53 x $0.27 - $0.32 x 67 BOX SPREAD/CROSS/TIED Vega=$4138 WDC=45.70 Ref
63. >>3350 BURL Nov23 120 Puts $5.39 (CboeTheo=5.32) ASK ARCA 09:55:23.987 IV=44.6% +0.8 PHLX 30 x $5.10 - $5.50 x 2 GEMX SPREAD/FLOOR Vega=$47k BURL=121.60 Ref
64. >>3350 BURL Jan24 100 Puts $3.21 (CboeTheo=3.31) BID ARCA 09:55:23.987 IV=49.8% -0.8 PHLX 142 x $3.10 - $3.50 x 121 PHLX SPREAD/FLOOR - OPENING Vega=$53k BURL=121.60 Ref
65. SPLIT TICKET:
  >>1167 VIX Nov23 15th 22.0 Calls $1.25 (CboeTheo=1.27) ASK [CBOE] 09:55:26.338 IV=105.9% -2.1 CBOE 1758 x $1.24 - $1.25 x 1167 CBOE Vega=$2395 VIX=19.00 Fwd
66. SWEEP DETECTED:
  >>5161 CHWY Oct23 27th 15.0 Puts $0.09 (CboeTheo=0.13) BID [MULTI] 09:55:30.058 IV=62.6% +1.2 EMLD 1354 x $0.09 - $0.11 x 1076 EMLD ISO - OPENING 52WeekLow Vega=$2707 CHWY=17.18 Ref
67. SWEEP DETECTED:
  >>3454 PLTR Oct23 27th 16.5 Calls $0.911 (CboeTheo=0.92) MID [MULTI] 09:55:34.055 IV=59.3% -0.1 EMLD 1046 x $0.91 - $0.93 x 196 C2 ISO - OPENING Vega=$3929 PLTR=16.86 Ref
68. >>3740 AMZN Oct23 140 Calls $0.09 (CboeTheo=0.11) ASK ARCA 09:55:39.396 IV=31.5% +0.4 MIAX 4775 x $0.08 - $0.09 x 3744 ARCA Vega=$5657 AMZN=132.15 Ref
69. SPLIT TICKET:
  >>3826 AMZN Oct23 140 Calls $0.09 (CboeTheo=0.11) ASK [ARCA] 09:55:39.367 IV=31.5% +0.4 MIAX 4775 x $0.08 - $0.09 x 3826 ARCA Vega=$5783 AMZN=132.13 Ref
70. SWEEP DETECTED:
  >>2290 PATH Dec23 17.5 Puts $2.50 (CboeTheo=2.60) BID [MULTI] 09:56:21.680 IV=55.4% -4.1 AMEX 333 x $2.50 - $2.60 x 456 CBOE Vega=$5424 PATH=15.66 Ref
71. SPLIT TICKET:
  >>1200 SPX Jun24 1200 Puts $2.15 (CboeTheo=2.14) ASK [CBOE] 09:57:42.516 IV=63.6% +0.2 CBOE 1254 x $2.05 - $2.20 x 633 CBOE FLOOR Vega=$38k SPX=4483.50 Fwd
72. >>2375 VIX Nov23 15th 26.0 Calls $0.79 (CboeTheo=0.80) MID CBOE 09:57:53.116 IV=123.3% -1.2 CBOE 7194 x $0.78 - $0.81 x 744 CBOE AUCTION Vega=$3992 VIX=18.98 Fwd
73. SPLIT TICKET:
  >>2500 VIX Nov23 15th 26.0 Calls $0.79 (CboeTheo=0.80) MID [CBOE] 09:57:53.116 IV=123.3% -1.2 CBOE 7194 x $0.78 - $0.81 x 744 CBOE AUCTION Vega=$4203 VIX=18.98 Fwd
74. SWEEP DETECTED:
  >>2427 RUN Oct23 10.0 Puts $0.07 (CboeTheo=0.09) BID [MULTI] 10:00:42.242 IV=109.7% +15.6 GEMX 641 x $0.07 - $0.08 x 58 GEMX ISO - OPENING Vega=$545 RUN=11.53 Ref
75. SWEEP DETECTED:
  >>3199 RUN Oct23 10.0 Puts $0.06 (CboeTheo=0.08) BID [MULTI] 10:01:23.222 IV=105.3% +11.2 AMEX 524 x $0.06 - $0.07 x 396 GEMX ISO - OPENING Vega=$672 RUN=11.54 Ref
76. SPLIT TICKET:
  >>1050 SPX Dec24 5200 Calls $72.20 (CboeTheo=72.67) ASK [CBOE] 10:01:51.527 IV=13.6% -0.1 CBOE 50 x $71.40 - $72.90 x 30 CBOE LATE Vega=$1.47m SPX=4576.13 Fwd
77. >>2400 RIOT Nov23 9.0 Calls $1.25 (CboeTheo=1.23) ASK MPRL 10:03:06.721 IV=100.8% +6.4 BXO 17 x $1.22 - $1.25 x 2400 MPRL OPENING Vega=$2550 RIOT=9.27 Ref
78. SWEEP DETECTED:
  >>2878 RIOT Nov23 9.0 Calls $1.25 (CboeTheo=1.23) BID [MULTI] 10:03:05.179 IV=100.3% +5.9 ARCA 178 x $1.25 - $1.26 x 29 MPRL OPENING Vega=$3058 RIOT=9.28 Ref
79. >>Unusual Volume MS - 3x market weighted volume: 21.1k = 101.0k projected vs 33.7k adv, 74% puts, 3% of OI [MS 78.28 +0.49 Ref, IV=29.9% -1.2]
80. SPLIT TICKET:
  >>1020 VIX Oct23 18th 18.0 Puts $0.77 (CboeTheo=0.80) ASK [CBOE] 10:05:15.979 IV=138.9% +10.3 CBOE 1423 x $0.75 - $0.77 x 20 CBOE Vega=$537 VIX=17.93 Fwd
81. SWEEP DETECTED:
  >>2302 AMZN Oct23 130 Calls $3.002 (CboeTheo=3.03) BID [MULTI] 10:05:29.783 IV=35.4% +3.8 PHLX 372 x $3.00 - $3.10 x 745 ISE Vega=$12k AMZN=131.65 Ref
82. >>7833 CCJ Nov23 39.0 Calls $1.02 (CboeTheo=1.02) MID PHLX 10:06:13.354 IV=48.4% +1.0 ARCA 5 x $1.00 - $1.05 x 126 PHLX AUCTION - OPENING Vega=$30k CCJ=35.95 Ref
83. SWEEP DETECTED:
  >>7837 CCJ Nov23 39.0 Calls $1.02 (CboeTheo=1.02) MID [MULTI] 10:06:13.354 IV=48.4% +1.0 ARCA 5 x $1.00 - $1.05 x 126 PHLX AUCTION - OPENING Vega=$30k CCJ=35.95 Ref
84. >>2000 AEO Oct23 27th 16.0 Puts $0.09 (CboeTheo=0.11) BID ISE 10:06:50.940 IV=43.8% +3.0 MPRL 10 x $0.09 - $0.10 x 91 EMLD AUCTION - OPENING Vega=$1310 AEO=17.39 Ref
85. SWEEP DETECTED:
  >>5000 SNAP Oct23 27th 6.0 Puts $0.05 (CboeTheo=0.06) BID [MULTI] 10:08:21.579 IV=160.2% +12.6 EMLD 1440 x $0.05 - $0.06 x 1097 EMLD OPENING Vega=$745 SNAP=9.36 Ref
86. SWEEP DETECTED:
  >>2000 INTC Oct23 40.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 10:08:33.464 IV=45.9% +6.4 EMLD 960 x $0.02 - $0.03 x 511 MPRL Vega=$728 INTC=36.63 Ref
87. SWEEP DETECTED:
  >>3545 USB Oct23 31.0 Puts $0.50 (CboeTheo=0.53) BID [MULTI] 10:08:52.683 IV=66.9% +9.2 AMEX 595 x $0.50 - $0.55 x 40 C2 OPENING Vega=$4388 USB=31.95 Ref
88. SWEEP DETECTED:
  >>6594 BAC Oct23 26.0 Puts $0.33 (CboeTheo=0.33) ASK [MULTI] 10:09:35.931 IV=58.7% +10.4 EMLD 2888 x $0.32 - $0.33 x 2314 EMLD ISO Pre-Earnings Vega=$6632 BAC=26.82 Ref
89. >>3500 CMCSA Oct23 27th 41.0 Puts $0.19 (CboeTheo=0.20) BID AMEX 10:10:21.943 IV=36.0% +1.2 BZX 79 x $0.19 - $0.21 x 73 GEMX CROSS Vega=$5882 CMCSA=43.83 Ref
90. >>2200 AMZN Jan25 170 Calls $9.99 (CboeTheo=10.03) BID ARCA 10:11:31.353 IV=31.8% -0.4 ISE 157 x $9.95 - $10.10 x 322 PHLX SPREAD/CROSS Vega=$124k AMZN=131.72 Ref
91. >>9350 AMZN Jan25 65.0 Puts $1.17 (CboeTheo=1.20) BID ARCA 10:11:31.353 IV=44.8% -0.4 ISE 388 x $1.16 - $1.24 x 708 ISE SPREAD/CROSS - OPENING Vega=$114k AMZN=131.72 Ref
92. >>12650 AMZN Jan25 50.0 Puts $0.53 (CboeTheo=0.51) ASK ARCA 10:11:31.353 IV=50.0% +0.1 BZX 464 x $0.47 - $0.54 x 411 ISE SPREAD/CROSS - OPENING Vega=$80k AMZN=131.72 Ref
93. >>3300 AMZN Jan25 210 Calls $3.59 (CboeTheo=3.57) ASK ARCA 10:11:31.353 IV=31.1% -0.3 PHLX 608 x $3.50 - $3.65 x 496 PHLX SPREAD/CROSS - OPENING Vega=$126k AMZN=131.72 Ref
94. >>6050 AMZN Jan25 50.0 Puts $0.52 (CboeTheo=0.51) ASK ARCA 10:11:31.353 IV=49.8% -0.0 BZX 464 x $0.47 - $0.54 x 411 ISE SPREAD/CROSS Vega=$38k AMZN=131.72 Ref
95. SPLIT TICKET:
  >>2000 VIX Oct23 18th 18.0 Puts $0.83 (CboeTheo=0.87) MID [CBOE] 10:12:12.981 IV=135.8% +7.3 CBOE 3818 x $0.82 - $0.85 x 4 CBOE Vega=$1039 VIX=17.77 Fwd
96. >>Unusual Volume CMCSA - 7x market weighted volume: 37.6k = 156.0k projected vs 20.6k adv, 90% puts, 5% of OI [CMCSA 44.02 +0.20 Ref, IV=26.4% -0.8]
97. SWEEP DETECTED:
  >>Bearish Delta Impact 1000 INFN Nov23 4.0 Puts $0.60 (CboeTheo=0.49) ASK [MULTI] 10:14:11.656 IV=84.0% +23.8 PHLX 812 x $0.45 - $0.60 x 513 PHLX ISO - OPENING
  Delta=-61%, EST. IMPACT = 61k Shares ($220k) To Sell INFN=3.59 Ref
98. >>2500 VALE Jun24 13.0 Puts $1.46 (CboeTheo=1.46) MID PHLX 10:14:12.796 IV=36.1% +0.2 BZX 30 x $1.40 - $1.53 x 755 BOX TIED/FLOOR Vega=$10k VALE=13.31 Ref
99. >>2500 VIX Nov23 15th 26.0 Calls $0.72 (CboeTheo=0.73) ASK CBOE 10:14:50.183 IV=123.6% -0.9 CBOE 3930 x $0.69 - $0.73 x 3832 CBOE AUCTION Vega=$3991 VIX=18.65 Fwd
100. >>Market Color @STOCK - Heavy first hour option volume is noted in : BITO, BITF, IMGN, CMCSA, SNAP, BURL, JETS, MARA, SCHW.
101. >>Market Color MSTR - Bullish option flow detected in MicroStrategy (344.32 +26.10) with 11,205 calls trading (7x expected) and implied vol increasing over 4 points to 65.72%. . The Put/Call Ratio is 0.35. Earnings are expected on 11/01. [MSTR 344.32 +26.10 Ref, IV=65.7% +4.0] #Bullish
102. >>4500 CVX Oct23 155 Puts $0.12 (CboeTheo=0.12) ASK PHLX 10:15:36.064 IV=34.9% +5.8 C2 38 x $0.10 - $0.12 x 100 EDGX SPREAD/CROSS/TIED Vega=$8078 CVX=164.92 Ref
103. SWEEP DETECTED:
  >>2470 SNAP Oct23 27th 12.5 Calls $0.23 (CboeTheo=0.24) BID [MULTI] 10:15:39.728 IV=154.4% +14.7 C2 546 x $0.23 - $0.24 x 64 EMLD OPENING Vega=$1100 SNAP=9.44 Ref
104. >>5035 PFE Oct23 27th 35.0 Calls $0.22 (CboeTheo=0.23) BID AMEX 10:18:25.019 IV=27.9% -1.3 C2 274 x $0.22 - $0.23 x 202 C2 AUCTION - OPENING Vega=$9214 PFE=33.67 Ref
105. >>13363 MS Oct23 78.0 Puts $1.63 (CboeTheo=1.61) ASK PHLX 10:19:51.958 IV=53.6% +8.9 EDGX 80 x $1.59 - $1.63 x 43 BXO SPREAD/CROSS/TIED - OPENING Vega=$45k MS=78.29 Ref
106. SWEEP DETECTED:
  >>5000 NEM Oct23 45.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 10:20:22.177 IV=50.5% +2.1 EMLD 1047 x $0.01 - $0.02 x 499 ARCA Vega=$780 NEM=39.81 Ref
107. >>1000 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.04) MID CBOE 10:21:44.055 IV=337.0% +71.8 CBOE 10k x $0.01 - $0.04 x 8150 CBOE FLOOR Vega=$64 VIX=17.57 Fwd
108. >>3000 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.04) MID CBOE 10:21:44.055 IV=337.0% +71.8 CBOE 10k x $0.01 - $0.04 x 8150 CBOE FLOOR Vega=$192 VIX=17.57 Fwd
109. >>2000 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.04) MID CBOE 10:21:44.055 IV=337.0% +71.8 CBOE 10k x $0.01 - $0.04 x 8150 CBOE FLOOR Vega=$128 VIX=17.57 Fwd
110. SPLIT TICKET:
  >>6000 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.04) MID [CBOE] 10:21:44.055 IV=337.0% +71.8 CBOE 10k x $0.01 - $0.04 x 8150 CBOE FLOOR Vega=$385 VIX=17.57 Fwd
111. SWEEP DETECTED:
  >>2000 PINS Oct23 24.5 Puts $0.04 (CboeTheo=0.03) ASK [MULTI] 10:22:19.901 IV=60.2% +15.2 BOX 109 x $0.02 - $0.04 x 621 C2 ISO Vega=$644 PINS=27.14 Ref
112. SWEEP DETECTED:
  >>2412 GOOG Oct23 145 Calls $0.22 (CboeTheo=0.23) ASK [MULTI] 10:22:40.508 IV=23.7% +0.5 C2 831 x $0.21 - $0.22 x 504 ARCA Vega=$7743 GOOG=140.63 Ref
113. >>1000 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$316 VIX=17.50 Fwd
114. >>1000 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$316 VIX=17.50 Fwd
115. >>1000 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$316 VIX=17.50 Fwd
116. >>8984 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$2841 VIX=17.50 Fwd
117. >>2000 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$632 VIX=17.50 Fwd
118. >>5776 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$1826 VIX=17.50 Fwd
119. >>2500 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID CBOE 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$790 VIX=17.50 Fwd
120. SPLIT TICKET:
  >>22460 VIX Oct23 18th 20.0 Calls $0.18 (CboeTheo=0.21) BID [CBOE] 10:24:36.238 IV=173.6% +19.2 CBOE 929 x $0.18 - $0.20 x 2765 CBOE FLOOR Vega=$7102 VIX=17.50 Fwd
121. SWEEP DETECTED:
  >>5408 SNAP Oct23 27th 11.0 Calls $0.49 (CboeTheo=0.50) BID [MULTI] 10:25:06.199 IV=150.2% +14.5 C2 1150 x $0.49 - $0.50 x 2 EMLD OPENING Vega=$3301 SNAP=9.49 Ref
122. SWEEP DETECTED:
  >>4005 SNAP Oct23 27th 7.0 Puts $0.13 (CboeTheo=0.14) BID [MULTI] 10:26:30.557 IV=150.2% +11.1 C2 985 x $0.13 - $0.14 x 284 C2 OPENING Vega=$1162 SNAP=9.48 Ref
123. SWEEP DETECTED:
  >>2069 AMC Oct23 7.0 Puts $0.02 (CboeTheo=0.04) BID [MULTI] 10:27:01.844 IV=149.6% +17.4 C2 402 x $0.02 - $0.03 x 2078 EMLD SSR Vega=$152 AMC=9.30 Ref
124. >>2341 PYPL Dec23 60.0 Puts $5.63 (CboeTheo=5.62) MID ISE 10:27:21.507 IV=42.7% +0.1 MIAX 43 x $5.60 - $5.65 x 5 MRX COB Vega=$21k PYPL=56.65 Ref
125. >>2341 PYPL Dec23 55.0 Puts $3.01 (CboeTheo=3.02) BID ISE 10:27:21.507 IV=44.2% -0.1 CBOE 190 x $3.00 - $3.05 x 71 EMLD COB Vega=$21k PYPL=56.65 Ref
126. SWEEP DETECTED:
  >>2694 WBA Oct23 23.0 Puts $0.539 (CboeTheo=0.54) Below Bid! [MULTI] 10:28:45.087 IV=36.0% +2.0 BOX 375 x $0.54 - $0.59 x 259 EDGX Vega=$2473 WBA=22.66 Ref
127. >>Unusual Volume UAL - 3x market weighted volume: 31.7k = 105.5k projected vs 34.2k adv, 58% calls, 4% of OI [UAL 39.41 +0.69 Ref, IV=44.2% -2.4]
128. >>30000 CMCSA Oct23 43.5 Puts $0.25 (CboeTheo=0.25) ASK ISE 10:29:11.512 IV=24.5% +1.9 BOX 23 x $0.22 - $0.26 x 627 PHLX SPREAD/CROSS/TIED - OPENING Vega=$51k CMCSA=43.98 Ref
129. >>2667 TECK Oct23 42.0 Calls $0.17 (CboeTheo=0.19) ASK ARCA 10:30:02.168 IV=46.8% +1.5 BOX 85 x $0.11 - $0.18 x 1 EMLD SPREAD/FLOOR Vega=$2865 TECK=39.89 Ref
130. >>2667 TECK Jan24 42.0 Calls $2.47 (CboeTheo=2.49) BID ARCA 10:30:02.168 IV=38.7% -0.4 ARCA 12 x $2.44 - $2.55 x 11 ARCA SPREAD/FLOOR - OPENING Vega=$22k TECK=39.89 Ref
131. SPLIT TICKET:
  >>1400 SPX Jul24 3525 Puts $52.89 (CboeTheo=52.69) ASK [CBOE] 10:30:49.579 IV=25.1% -0.1 CBOE 50 x $52.10 - $52.90 x 30 CBOE LATE Vega=$992k SPX=4521.96 Fwd
132. SPLIT TICKET:
  >>1225 SPX Dec24 3600 Puts $94.60 (CboeTheo=94.15) ASK [CBOE] 10:30:49.579 IV=24.2% -0.1 CBOE 40 x $93.30 - $94.60 x 15 CBOE LATE Vega=$1.33m SPX=4596.24 Fwd
133. >>4650 VIX Oct23 18th 18.0 Puts $1.10 (CboeTheo=1.15) BID CBOE 10:32:53.450 IV=124.4% -4.2 CBOE 2646 x $1.08 - $1.14 x 354 CBOE Vega=$2128 VIX=17.22 Fwd
134. SPLIT TICKET:
  >>3000 SPX Nov23 4600 Calls $6.00 (CboeTheo=6.12) Below Bid! [CBOE] 10:31:50.606 IV=11.5% -0.8 CBOE 1704 x $6.10 - $6.30 x 100 CBOE LATE Vega=$674k SPX=4391.66 Fwd
135. SPLIT TICKET:
  >>3000 SPX Nov23 4590 Calls $6.95 (CboeTheo=7.12) Below Bid! [CBOE] 10:31:50.606 IV=11.5% -0.8 CBOE 789 x $7.10 - $7.40 x 1133 CBOE LATE - OPENING Vega=$731k SPX=4391.66 Fwd
136. >>2900 XOM Dec23 105 Puts $2.88 (CboeTheo=2.89) MID AMEX 10:35:23.787 IV=27.8% -0.8 ARCA 23 x $2.87 - $2.90 x 2 MPRL TIED/FLOOR Vega=$47k XOM=109.53 Ref
137. >>Unusual Volume SHEL - 3x market weighted volume: 6939 = 21.8k projected vs 7255 adv, 61% calls, 3% of OI [SHEL 68.12 +0.74 Ref, IV=23.3% +0.1]
138. SWEEP DETECTED:
  >>Bearish Delta Impact 1183 IMPP Apr24 2.0 Calls $0.33 (CboeTheo=0.35) BID [MULTI] 10:38:40.759 IV=74.5% -4.6 C2 289 x $0.33 - $0.58 x 52 PHLX
  Delta=53%, EST. IMPACT = 63k Shares ($120k) To Sell IMPP=1.91 Ref
139. SWEEP DETECTED:
  >>2000 PFE Oct23 32.5 Puts $0.12 (CboeTheo=0.13) BID [MULTI] 10:38:44.626 IV=32.8% +4.2 C2 1090 x $0.12 - $0.14 x 2354 C2 Vega=$1940 PFE=33.52 Ref
140. SPLIT TICKET:
  >>1500 VIX Oct23 18th 35.0 Calls $0.03 (CboeTheo=0.03) ASK [CBOE] 10:40:07.464 IV=418.3% +117.2 CBOE 0 x $0.00 - $0.03 x 3579 CBOE Vega=$83 VIX=17.52 Fwd
141. >>3500 SE Oct23 47.5 Calls $0.77 (CboeTheo=0.74) ASK PHLX 10:40:22.754 IV=61.0% +5.1 EDGX 173 x $0.73 - $0.78 x 42 PHLX FLOOR - OPENING Vega=$6660 SE=46.39 Ref
142. >>2700 SE Oct23 48.0 Calls $0.57 (CboeTheo=0.59) BID PHLX 10:40:22.754 IV=58.8% +2.6 EDGX 166 x $0.57 - $0.62 x 208 EDGX FLOOR Vega=$4788 SE=46.39 Ref
143. >>2000 MASI Nov23 85.0 Calls $4.00 (CboeTheo=3.63) ASK AMEX 10:41:07.420 IV=77.5% +6.0 CBOE 63 x $2.20 - $4.00 x 1 NOM CROSS 52WeekLow Vega=$17k MASI=76.36 Ref
144. >>9500 MAR Oct23 135 Calls $63.19 (CboeTheo=63.39) BID EDGX 10:41:08.471 BXO 20 x $63.00 - $63.70 x 15 BOX COB/AUCTION Vega=$0 MAR=198.29 Ref
145. >>13500 MAR Mar24 170 Calls $35.83 (CboeTheo=35.81) ASK EDGX 10:41:08.471 IV=33.0% -0.1 BXO 27 x $35.50 - $36.00 x 17 BOX COB/AUCTION - OPENING Vega=$453k MAR=198.29 Ref
146. SPLIT TICKET:
  >>1000 SPXW Oct23 17th 4315 Puts $3.27 (CboeTheo=3.55) Below Bid! [CBOE] 10:43:38.248 IV=20.5% +5.5 CBOE 409 x $3.40 - $3.60 x 332 CBOE LATE - OPENING Vega=$54k SPX=4373.58 Fwd
147. >>9951 UAL Oct23 40.0 Calls $0.99 (CboeTheo=1.01) ASK PHLX 10:43:54.788 IV=70.4% +7.0 MPRL 222 x $0.96 - $1.00 x 5 BZX COB/AUCTION Vega=$17k UAL=39.52 Ref
148. >>9951 UAL Nov23 36.0 Puts $0.79 (CboeTheo=0.78) ASK PHLX 10:43:54.788 IV=48.1% -0.5 BZX 6 x $0.75 - $0.79 x 92 MPRL COB/AUCTION - OPENING Vega=$35k UAL=39.52 Ref
149. >>4000 MANU Jan24 22.0 Calls $1.20 (CboeTheo=1.31) BID ARCA 10:44:17.567 IV=68.7% -1.7 PHLX 298 x $1.00 - $1.45 x 96 BOX SPREAD/CROSS - OPENING Pre-Earnings / SSR Vega=$13k MANU=17.88 Ref
150. >>4000 MANU Jan24 20.0 Puts $4.13 (CboeTheo=3.79) ASK ARCA 10:44:17.567 IV=79.6% +10.7 PHLX 10 x $3.60 - $4.60 x 80 BOX SPREAD/CROSS - OPENING Pre-Earnings / SSR Vega=$14k MANU=17.88 Ref
151. >>4000 MANU Oct23 18.0 Puts $0.70 (CboeTheo=0.75) BID ARCA 10:44:17.567 IV=84.5% +8.5 ISE 1 x $0.70 - $0.75 x 10 BZX SPREAD/CROSS - OPENING Pre-Earnings / SSR Vega=$3076 MANU=17.88 Ref
152. >>4000 MANU Jan24 14.0 Puts $0.57 (CboeTheo=0.68) BID ARCA 10:44:17.567 IV=60.6% -5.4 PHLX 463 x $0.50 - $0.70 x 1 ARCA SPREAD/CROSS - OPENING Pre-Earnings / SSR Vega=$9154 MANU=17.88 Ref
153. >>Market Color OSTK - Bullish option flow detected in Overstock com (16.30 +1.28) with 8,732 calls trading (4x expected) and implied vol increasing over 9 points to 106.87%. . The Put/Call Ratio is 0.12. Earnings are expected on 10/25. [OSTK 16.30 +1.28 Ref, IV=106.9% +9.3] #Bullish
154. >>1000 VIX Oct23 18th 16.0 Calls $1.58 (CboeTheo=1.54) ASK CBOE 10:46:44.672 IV=114.8% +20.7 CBOE 352 x $1.53 - $1.60 x 2087 CBOE LATE Vega=$281 VIX=17.48 Fwd
155. >>1550 VIX Oct23 18th 17.0 Calls $0.86 (CboeTheo=0.82) ASK CBOE 10:46:44.672 IV=118.0% -5.8 CBOE 3355 x $0.81 - $0.88 x 9782 CBOE LATE Vega=$739 VIX=17.48 Fwd
156. SPLIT TICKET:
  >>1650 VIX Oct23 18th 17.0 Calls $0.861 (CboeTheo=0.82) ASK [CBOE] 10:46:44.672 IV=118.0% -5.8 CBOE 3355 x $0.81 - $0.88 x 9782 CBOE LATE Vega=$787 VIX=17.48 Fwd
157. >>6500 SGEN Jun24 220 Puts $10.00 (CboeTheo=10.10) ASK AMEX 10:46:53.302 IV=12.2% -0.8 EMLD 1 x $8.50 - $11.00 x 5 NOM SPREAD/CROSS Vega=$439k SGEN=214.68 Ref
158. >>6500 SGEN Jun24 190 Puts $5.63 (CboeTheo=4.96) BID AMEX 10:46:53.302 IV=23.9% +0.5 BZX 33 x $4.90 - $6.70 x 5 NOM SPREAD/CROSS Vega=$335k SGEN=214.68 Ref
159. SWEEP DETECTED:
  >>Bullish Delta Impact 675 YOU Nov23 17.3 Calls $1.30 (CboeTheo=1.20) ASK [MULTI] 10:47:20.456 IV=62.5% +5.9 GEMX 6 x $1.20 - $1.30 x 208 PHLX
  Delta=54%, EST. IMPACT = 37k Shares ($633k) To Buy YOU=17.34 Ref
160. SWEEP DETECTED:
  >>2001 PFE Oct23 34.0 Puts $0.663 (CboeTheo=0.66) MID [MULTI] 10:47:27.153 IV=31.7% +1.6 MPRL 14 x $0.65 - $0.66 x 349 C2 ISO Vega=$2772 PFE=33.62 Ref
161. SPLIT TICKET:
  >>1745 VIX Oct23 18th 18.0 Puts $0.96 (CboeTheo=0.96) BID [CBOE] 10:47:47.728 IV=128.7% +0.2 CBOE 2924 x $0.94 - $1.00 x 2741 CBOE Vega=$857 VIX=17.47 Fwd
162. SWEEP DETECTED:
  >>2731 BAC Oct23 32.0 Calls $0.01 (CboeTheo=0.01) BID [MULTI] 10:49:09.033 IV=70.0% +9.5 EMLD 2607 x $0.01 - $0.02 x 1713 C2 Pre-Earnings Vega=$300 BAC=27.05 Ref
163. >>1266 XSP Nov23 3rd 416 Puts $1.16 (CboeTheo=1.15) MID CBOE 10:51:43.833 IV=20.6% +0.2 CBOE 280 x $1.14 - $1.17 x 280 CBOE OPENING Vega=$25k XSP=439.05 Fwd
164. SPLIT TICKET:
  >>1000 XSP Nov23 3rd 416 Puts $1.16 (CboeTheo=1.15) MID [CBOE] 10:52:38.663 IV=20.6% +0.3 CBOE 280 x $1.14 - $1.17 x 280 CBOE OPENING Vega=$20k XSP=439.11 Fwd
165. >>2091 TKO Nov23 91.14 Calls $0.60 (CboeTheo=0.73) ASK PHLX 10:52:43.911 IV=36.2% -4.1 AMEX 44 x $0.35 - $0.60 x 137 BOX AUCTION Vega=$11k TKO=80.33 Ref
166. >>2045 TKO Nov23 91.14 Calls $0.60 (CboeTheo=0.73) ASK PHLX 10:52:43.911 IV=36.2% -4.1 AMEX 44 x $0.35 - $0.60 x 137 BOX AUCTION Vega=$11k TKO=80.33 Ref
167. SPLIT TICKET:
  >>4136 TKO Nov23 91.14 Calls $0.60 (CboeTheo=0.73) ASK [PHLX] 10:52:43.911 IV=36.2% -4.1 AMEX 44 x $0.35 - $0.60 x 137 BOX AUCTION Vega=$23k TKO=80.33 Ref
168. SPLIT TICKET:
  >>5000 SPX Dec23 3300 Puts $4.60 (CboeTheo=4.55) MID [CBOE] 10:53:13.457 IV=35.8% +0.1 CBOE 1743 x $4.50 - $4.70 x 3733 CBOE LATE Vega=$435k SPX=4408.16 Fwd
169. >>1000 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.18) BID CBOE 10:55:17.565 IV=20.7% +0.3 CBOE 715 x $1.20 - $1.25 x 169 CBOE OPENING Vega=$20k XSP=438.87 Fwd
170. SPLIT TICKET:
  >>2000 XSP Nov23 3rd 416 Puts $1.20 (CboeTheo=1.18) BID [CBOE] 10:55:17.564 IV=20.7% +0.3 CBOE 1715 x $1.20 - $1.25 x 169 CBOE OPENING Vega=$40k XSP=438.87 Fwd
171. >>10000 C Nov23 42.0 Calls $0.66 (CboeTheo=0.68) BID PHLX 10:59:56.172 IV=24.3% -2.2 C2 131 x $0.66 - $0.68 x 479 ISE AUCTION - OPENING Vega=$44k C=40.95 Ref
172. >>2499 AAL Dec25 5.0 Puts $0.65 (CboeTheo=0.65) ASK MIAX 10:59:59.163 IV=69.3% -0.7 EDGX 258 x $0.57 - $0.65 x 23 NOM ISO/AUCTION Vega=$6174 AAL=11.89 Ref
173. >>1000 SPXW Oct23 17th 3550 Puts $0.05 (CboeTheo=0.08) BID CBOE 11:00:32.799 IV=115.7% +46.4 CBOE 1137 x $0.05 - $0.10 x 1458 CBOE Vega=$587 SPX=4384.14 Fwd
174. SPLIT TICKET:
  >>1000 SPXW Oct23 17th 3550 Puts $0.05 (CboeTheo=0.08) BID [CBOE] 11:00:36.173 IV=115.7% +46.4 CBOE 200 x $0.05 - $0.10 x 1458 CBOE Vega=$587 SPX=4384.15 Fwd
175. SWEEP DETECTED:
  >>2000 SNAP Apr24 17.0 Puts $7.70 (CboeTheo=7.72) BID [MULTI] 11:01:24.511 IV=66.6% -2.9 BXO 197 x $7.70 - $7.80 x 141 EDGX OPENING Vega=$2468 SNAP=9.39 Ref
176. SWEEP DETECTED:
  >>2500 DIS Oct23 80.0 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 11:02:28.435 IV=37.4% +6.3 ARCA 16 x $0.07 - $0.08 x 1114 EMLD ISO Vega=$2616 DIS=85.19 Ref
177. SWEEP DETECTED:
  >>Bullish Delta Impact 969 PSEC Oct23 6.0 Calls $0.10 (CboeTheo=0.12) ASK [MULTI] 11:02:39.968 IV=33.3% -5.7 ARCA 1 x $0.05 - $0.10 x 104 AMEX
  Delta=56%, EST. IMPACT = 54k Shares ($324k) To Buy PSEC=6.03 Ref
178. SWEEP DETECTED:
  >>5000 BAC Oct23 27th 24.0 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 11:04:47.454 IV=51.6% +5.1 EMLD 4184 x $0.08 - $0.09 x 3597 EMLD Pre-Earnings Vega=$3552 BAC=27.11 Ref
179. SWEEP DETECTED:
  >>4440 BAC Oct23 27th 24.0 Puts $0.095 (CboeTheo=0.08) Above Ask! [MULTI] 11:05:01.307 IV=51.6% +5.1 EMLD 2599 x $0.08 - $0.09 x 848 EMLD Pre-Earnings Vega=$3154 BAC=27.11 Ref
180. SWEEP DETECTED:
  >>3714 BAC Nov23 25.0 Puts $0.32 (CboeTheo=0.31) ASK [MULTI] 11:06:00.908 IV=35.4% -0.5 EMLD 3619 x $0.31 - $0.32 x 2034 EMLD Pre-Earnings Vega=$8288 BAC=27.11 Ref
181. SPLIT TICKET:
  >>1178 VIX Oct23 18th 18.0 Puts $1.00 (CboeTheo=1.03) BID [CBOE] 11:06:20.965 IV=124.6% -3.9 CBOE 359 x $0.99 - $1.05 x 1622 CBOE Vega=$560 VIX=17.38 Fwd
182. SWEEP DETECTED:
  >>3239 F Oct23 12.5 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:07:38.440 IV=38.5% +0.3 C2 2418 x $0.02 - $0.03 x 251 C2 Vega=$869 F=11.91 Ref
183. >>5000 APO Jan26 135 Calls $7.00 (CboeTheo=6.56) ASK BOX 11:07:46.680 IV=33.2% +0.5 PHLX 34 x $4.50 - $8.00 x 22 PHLX FLOOR - OPENING Vega=$230k APO=88.04 Ref
184. SPLIT TICKET:
  >>1000 SPXW Oct23 16th 4380 Puts $8.748 (CboeTheo=8.42) Above Ask! [CBOE] 11:08:08.259 IV=23.6% +12.2 CBOE 39 x $8.40 - $8.50 x 11 CBOE OPENING Vega=$41k SPX=4382.59 Fwd
185. >>2000 JPM Jan24 150 Calls $5.99 (CboeTheo=5.94) ASK ARCA 11:08:30.425 IV=20.9% -1.1 EMLD 2 x $5.95 - $6.00 x 108 EDGX CROSS Vega=$60k JPM=147.80 Ref
186. >>1943 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.03) BID CBOE 11:09:33.464 IV=346.4% +81.2 CBOE 1574 x $0.03 - $0.04 x 7451 CBOE Vega=$121 VIX=17.37 Fwd
187. SPLIT TICKET:
  >>2080 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.03) BID [CBOE] 11:09:33.464 IV=346.4% +81.2 CBOE 1574 x $0.03 - $0.04 x 7451 CBOE Vega=$130 VIX=17.37 Fwd
188. SWEEP DETECTED:
  >>4243 SNAP Oct23 27th 8.0 Puts $0.33 (CboeTheo=0.34) BID [MULTI] 11:09:52.436 IV=142.9% +6.8 C2 848 x $0.33 - $0.34 x 41 BZX OPENING Vega=$2059 SNAP=9.43 Ref
189. SWEEP DETECTED:
  >>Bullish Delta Impact 502 DOCN Oct23 22.5 Calls $1.35 (CboeTheo=1.25) ASK [MULTI] 11:10:03.104 IV=78.7% +21.7 ISE 93 x $1.20 - $1.35 x 266 CBOE ISO - OPENING
  Delta=70%, EST. IMPACT = 35k Shares ($828k) To Buy DOCN=23.46 Ref
190. >>15925 AAPL Jan25 105 Puts $1.72 (CboeTheo=1.75) BID ARCA 11:10:44.992 IV=36.3% -0.4 BZX 273 x $1.72 - $1.76 x 243 BZX SPREAD/CROSS - OPENING Vega=$332k AAPL=178.69 Ref
191. >>27300 AAPL Jan25 90.0 Puts $1.03 (CboeTheo=1.01) ASK ARCA 11:10:44.992 IV=39.7% -0.1 GEMX 330 x $0.99 - $1.03 x 364 PHLX SPREAD/CROSS - OPENING Vega=$372k AAPL=178.69 Ref
192. >>4550 AAPL Jan25 220 Calls $9.23 (CboeTheo=9.23) BID ARCA 11:10:44.992 IV=23.5% -0.2 PHLX 229 x $9.20 - $9.35 x 285 MIAX SPREAD/CROSS Vega=$334k AAPL=178.69 Ref
193. >>6825 AAPL Jan25 255 Calls $3.08 (CboeTheo=3.04) ASK ARCA 11:10:44.992 IV=22.3% -0.0 PHLX 247 x $3.00 - $3.10 x 436 PHLX SPREAD/CROSS - OPENING Vega=$326k AAPL=178.69 Ref
194. >>1451 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 11:11:05.699 IV=347.3% +82.1 CBOE 14k x $0.01 - $0.04 x 10k CBOE FLOOR Vega=$91 VIX=17.35 Fwd
195. >>3000 GOOGL Jan24 141 Puts $8.06 (CboeTheo=8.09) BID AMEX 11:11:10.923 IV=27.7% -0.7 EMLD 361 x $8.05 - $8.15 x 707 CBOE SPREAD/CROSS - OPENING Vega=$84k GOOGL=138.90 Ref
196. >>3000 GOOGL Jan24 122.5 Puts $2.32 (CboeTheo=2.31) ASK AMEX 11:11:10.923 IV=32.0% -0.2 C2 149 x $2.28 - $2.32 x 275 EDGX SPREAD/CROSS Vega=$56k GOOGL=138.90 Ref
197. >>2100 GOOGL Jan24 167.5 Calls $0.83 (CboeTheo=0.81) ASK AMEX 11:11:10.923 IV=25.3% -0.7 EMLD 209 x $0.80 - $0.83 x 404 C2 SPREAD/CROSS - OPENING Vega=$28k GOOGL=138.90 Ref
198. >>1000 VIX Oct23 18th 25.0 Calls $0.04 (CboeTheo=0.06) MID CBOE 11:11:58.501 IV=258.1% +42.4 CBOE 12k x $0.03 - $0.06 x 16k CBOE FLOOR Vega=$95 VIX=17.43 Fwd
199. >>1000 VIX Oct23 18th 25.0 Calls $0.04 (CboeTheo=0.06) MID CBOE 11:11:58.501 IV=258.1% +42.4 CBOE 12k x $0.03 - $0.06 x 16k CBOE FLOOR Vega=$95 VIX=17.43 Fwd
200. >>1000 VIX Oct23 18th 25.0 Calls $0.04 (CboeTheo=0.06) MID CBOE 11:11:58.501 IV=258.1% +42.4 CBOE 12k x $0.03 - $0.06 x 16k CBOE FLOOR Vega=$95 VIX=17.43 Fwd
201. >>2000 VIX Oct23 18th 25.0 Calls $0.04 (CboeTheo=0.06) MID CBOE 11:11:58.502 IV=258.1% +42.4 CBOE 12k x $0.03 - $0.06 x 16k CBOE FLOOR Vega=$190 VIX=17.43 Fwd
202. >>1000 VIX Oct23 18th 25.0 Calls $0.05 (CboeTheo=0.06) MID CBOE 11:11:58.626 IV=268.0% +52.3 CBOE 12k x $0.03 - $0.06 x 18k CBOE FLOOR Vega=$108 VIX=17.43 Fwd
203. >>1000 VIX Oct23 18th 25.0 Calls $0.05 (CboeTheo=0.06) MID CBOE 11:11:58.626 IV=268.0% +52.3 CBOE 12k x $0.03 - $0.06 x 18k CBOE FLOOR Vega=$108 VIX=17.43 Fwd
204. >>1000 VIX Oct23 18th 25.0 Calls $0.05 (CboeTheo=0.06) MID CBOE 11:11:58.626 IV=268.0% +52.3 CBOE 12k x $0.03 - $0.06 x 18k CBOE FLOOR Vega=$108 VIX=17.43 Fwd
205. >>2000 VIX Oct23 18th 25.0 Calls $0.05 (CboeTheo=0.06) MID CBOE 11:11:58.626 IV=268.0% +52.3 CBOE 12k x $0.03 - $0.06 x 18k CBOE FLOOR Vega=$217 VIX=17.43 Fwd
206. >>1237 RUT Dec23 1650 Puts $22.90 (CboeTheo=23.14) Below Bid! CBOE 11:11:59.225 IV=22.8% -0.5 BZX 5 x $23.10 - $23.50 x 177 C2 AUCTION Vega=$270k RUT=1757.42 Fwd
207. SPLIT TICKET:
  >>10000 VIX Oct23 18th 25.0 Calls $0.045 (CboeTheo=0.06) MID [CBOE] 11:11:58.501 IV=258.1% +42.4 CBOE 12k x $0.03 - $0.06 x 16k CBOE FLOOR Vega=$949 VIX=17.43 Fwd
208. >>2499 SIRI Dec23 4.5 Calls $0.62 (CboeTheo=0.65) BID NOM 11:13:01.991 IV=77.7% -3.8 PHLX 3553 x $0.58 - $0.70 x 21 ARCA Vega=$1716 SIRI=4.83 Ref
209. >>5000 CCL Jan26 30.0 Calls $0.90 (CboeTheo=0.93) BID AMEX 11:14:33.361 IV=47.7% -0.7 PHLX 618 x $0.85 - $1.00 x 213 EDGX CROSS - OPENING Vega=$29k CCL=12.38 Ref
210. SPLIT TICKET:
  >>1900 SPXW Oct23 16th 4305 Puts $0.35 (CboeTheo=0.32) ASK [CBOE] 11:14:47.103 IV=37.1% +23.7 CBOE 386 x $0.30 - $0.35 x 1016 CBOE OPENING Vega=$12k SPX=4378.53 Fwd
211. SWEEP DETECTED:
  >>2000 PFE Oct23 34.0 Puts $0.54 (CboeTheo=0.53) ASK [MULTI] 11:17:08.703 IV=32.3% +2.2 EMLD 317 x $0.52 - $0.54 x 620 GEMX Vega=$2888 PFE=33.84 Ref
212. SWEEP DETECTED:
  >>Bullish Delta Impact 955 SLM Jan24 14.0 Puts $1.25 (CboeTheo=1.23) BID [MULTI] 11:18:09.805 IV=33.6% +0.9 ISE 2 x $1.25 - $1.30 x 197 PHLX
  Delta=-57%, EST. IMPACT = 55k Shares ($731k) To Buy SLM=13.38 Ref
213. SPLIT TICKET:
  >>1500 SPX Dec23 3850 Puts $15.76 (CboeTheo=15.68) ASK [CBOE] 11:18:15.340 IV=24.4% -0.2 CBOE 1065 x $15.60 - $15.80 x 807 CBOE LATE Vega=$402k SPX=4407.74 Fwd
214. SPLIT TICKET:
  >>1000 SPX Dec23 4650 Calls $15.59 (CboeTheo=15.41) ASK [CBOE] 11:18:15.340 IV=12.2% -0.4 CBOE 888 x $15.40 - $15.70 x 1230 CBOE LATE Vega=$421k SPX=4407.74 Fwd
215. >>2000 XOM Jan24 100 Puts $2.13 (CboeTheo=2.14) MID ISE 11:21:54.826 IV=28.5% -0.9 C2 30 x $2.12 - $2.14 x 151 NOM SPREAD/CROSS/TIED Vega=$33k XOM=110.30 Ref
216. >>2000 XOM Jan24 105 Calls $9.35 (CboeTheo=9.35) MID ISE 11:21:54.826 IV=27.2% -0.9 PHLX 253 x $9.30 - $9.40 x 147 CBOE SPREAD/CROSS/TIED Vega=$40k XOM=110.30 Ref
217. >>7800 NVDA Jan25 130 Puts $1.42 (CboeTheo=1.40) ASK AMEX 11:25:53.359 IV=60.4% -0.0 PHLX 21 x $1.28 - $1.53 x 28 PHLX TIED/FLOOR - OPENING Vega=$117k NVDA=458.76 Ref
218. >>3360 NVDA Jan25 180 Puts $3.44 (CboeTheo=3.46) BID AMEX 11:25:53.362 IV=54.5% -0.3 CBOE 204 x $3.30 - $3.60 x 280 CBOE TIED/FLOOR - OPENING Vega=$107k NVDA=458.76 Ref
219. SWEEP DETECTED:
  >>2500 C Oct23 43.0 Calls $0.04 (CboeTheo=0.05) Below Bid! [MULTI] 11:26:21.017 IV=33.8% +4.0 MPRL 2 x $0.05 - $0.06 x 1375 C2 Vega=$1624 C=40.77 Ref
220. SWEEP DETECTED:
  >>2400 BAC Jan24 29.0 Calls $0.79 (CboeTheo=0.78) ASK [MULTI] 11:27:23.151 IV=26.8% -0.9 EMLD 2930 x $0.77 - $0.79 x 1288 EMLD Pre-Earnings Vega=$12k BAC=27.02 Ref
221. >>2495 AMZN Oct23 131 Calls $2.40 (CboeTheo=2.39) ASK BZX 11:27:27.118 IV=33.5% +2.5 MIAX 51 x $2.39 - $2.40 x 2495 BZX Vega=$14k AMZN=131.84 Ref
222. SPLIT TICKET:
  >>2500 AMZN Oct23 131 Calls $2.40 (CboeTheo=2.40) ASK [BZX] 11:27:27.115 IV=33.4% +2.5 ARCA 30 x $2.39 - $2.40 x 2495 BZX Vega=$14k AMZN=131.84 Ref
223. SWEEP DETECTED:
  >>2064 C Jan24 55.0 Calls $0.04 (CboeTheo=0.05) BID [MULTI] 11:27:58.717 IV=27.4% -0.2 EMLD 153 x $0.04 - $0.05 x 1203 EMLD ISO Vega=$2263 C=40.79 Ref
224. >>1000 SPXW Oct23 3600 Puts $0.35 (CboeTheo=0.32) ASK CBOE 11:31:29.711 IV=69.2% +13.4 CBOE 1057 x $0.30 - $0.35 x 199 CBOE LATE Vega=$5176 SPX=4381.54 Fwd
225. SPLIT TICKET:
  >>5600 SPXW Oct23 3600 Puts $0.35 (CboeTheo=0.32) ASK [CBOE] 11:31:29.710 IV=69.2% +13.4 CBOE 1057 x $0.30 - $0.35 x 199 CBOE LATE Vega=$29k SPX=4381.54 Fwd
226. >>2499 HLT Oct23 120 Calls $34.38 (CboeTheo=34.09) ASK EDGX 11:31:37.147 IV=133.7% +64.9 EDGX 5 x $33.90 - $34.60 x 30 BOX COB/AUCTION Vega=$3216 HLT=153.92 Ref
227. >>19992 HLT Jan24 130 Calls $27.94 (CboeTheo=27.30) BID EDGX 11:31:37.147 IV=36.1% +4.0 MPRL 7 x $27.10 - $29.00 x 59 PHLX COB/AUCTION - OPENING Vega=$352k HLT=153.92 Ref
228. >>14994 HLT Oct23 120 Calls $34.39 (CboeTheo=34.09) ASK EDGX 11:31:37.147 IV=134.5% +65.7 EDGX 5 x $33.90 - $34.60 x 30 BOX COB/AUCTION Vega=$20k HLT=153.92 Ref
229. SWEEP DETECTED:
  >>7188 KVUE Dec23 1st 20.0 Calls $0.50 (CboeTheo=0.53) BID [MULTI] 11:32:38.168 IV=26.4% -2.0 PHLX 1761 x $0.50 - $0.60 x 699 CBOE 52WeekLow Vega=$19k KVUE=19.48 Ref
230. >>10000 PBR Jan24 17.0 Puts $2.36 (CboeTheo=2.36) ASK AMEX 11:33:23.674 IV=21.9% -10.4 BXO 11 x $2.26 - $2.36 x 13 BXO SPREAD/CROSS Vega=$5779 PBR=15.49 Ref
231. >>10000 PBR Jan24 14.0 Puts $0.64 (CboeTheo=0.64) MID AMEX 11:33:23.674 IV=37.1% +0.3 ARCA 1023 x $0.63 - $0.66 x 5 GEMX SPREAD/CROSS Vega=$27k PBR=15.49 Ref
232. SWEEP DETECTED:
  >>3201 C Nov23 39.0 Calls $2.34 (CboeTheo=2.30) ASK [MULTI] 11:35:31.118 IV=28.4% -1.1 CBOE 199 x $2.28 - $2.34 x 561 PHLX OPENING Vega=$12k C=40.77 Ref
233. >>1069 VIX Oct23 18th 20.0 Calls $0.17 (CboeTheo=0.17) ASK CBOE 11:38:55.477 IV=172.7% +18.2 CBOE 5064 x $0.14 - $0.18 x 1215 CBOE Vega=$327 VIX=17.50 Fwd
234. SPLIT TICKET:
  >>1485 VIX Oct23 18th 20.0 Calls $0.17 (CboeTheo=0.17) ASK [CBOE] 11:38:55.477 IV=172.7% +18.2 CBOE 5064 x $0.14 - $0.18 x 1215 CBOE Vega=$454 VIX=17.50 Fwd
235. >>8000 GOOGL Oct23 144 Calls $0.12 (CboeTheo=0.13) BID ARCA 11:40:27.073 IV=23.8% +0.6 C2 812 x $0.12 - $0.13 x 458 C2 CROSS Vega=$18k GOOGL=138.66 Ref
236. SWEEP DETECTED:
  >>6864 VALE Oct23 14.0 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 11:40:33.379 IV=39.7% +5.6 C2 2492 x $0.03 - $0.04 x 1856 GEMX Vega=$2230 VALE=13.36 Ref
237. >>Unusual Volume UBER - 3x market weighted volume: 97.1k = 214.3k projected vs 66.6k adv, 75% puts, 7% of OI [UBER 44.26 +0.78 Ref, IV=50.2% -2.8]
238. SWEEP DETECTED:
  >>2121 C Jan24 55.0 Calls $0.04 (CboeTheo=0.05) BID [MULTI] 11:41:47.703 IV=27.4% -0.2 C2 402 x $0.04 - $0.05 x 1577 C2 ISO Vega=$2324 C=40.78 Ref
239. >>5000 BAC Nov23 25.0 Puts $0.34 (CboeTheo=0.34) BID PHLX 11:41:56.761 IV=35.0% -0.8 EMLD 4972 x $0.34 - $0.35 x 3353 EMLD SPREAD/CROSS/TIED Pre-Earnings Vega=$11k BAC=26.96 Ref
240. >>10000 SIRI Nov23 7.0 Calls $0.20 (CboeTheo=0.15) ASK BOX 11:42:04.291 IV=141.7% +17.5 PHLX 2361 x $0.11 - $0.20 x 2871 C2 FLOOR Vega=$4060 SIRI=4.79 Ref
241. SPLIT TICKET:
  >>2300 SPXW Oct23 18th 4500 Calls $0.15 (CboeTheo=0.16) MID [CBOE] 11:42:09.790 IV=15.5% +3.5 CBOE 1774 x $0.10 - $0.20 x 920 CBOE FLOOR - OPENING Vega=$22k SPX=4373.47 Fwd
242. >>4712 UPS Jan24 175 Calls $1.93 (CboeTheo=1.94) BID CBOE 11:42:31.802 IV=22.4% -0.7 PHLX 71 x $1.86 - $2.02 x 103 C2 ISO/AUCTION - OPENING Vega=$108k UPS=157.53 Ref
243. SWEEP DETECTED:
  >>Bearish Delta Impact 5000 UPS Jan24 175 Calls $1.931 (CboeTheo=1.99) Below Bid! [MULTI] 11:42:31.640 IV=22.2% -0.9 NOM 43 x $1.94 - $2.02 x 65 BOX ISO - OPENING
  Delta=21%, EST. IMPACT = 104k Shares ($16.3m) To Sell UPS=157.74 Ref
244. SPLIT TICKET:
  >>2500 EOSE Feb24 7.5 Calls $0.07 (CboeTheo=0.03) ASK [ARCA] 11:42:53.322 IV=170.3% +34.8 MIAX 0 x $0.00 - $0.10 x 1968 PHLX FLOOR Vega=$619 EOSE=1.75 Ref
245. SWEEP DETECTED:
  >>2463 PFE Oct23 33.0 Puts $0.15 (CboeTheo=0.16) BID [MULTI] 11:43:56.358 IV=33.1% +4.5 C2 717 x $0.15 - $0.16 x 5 MPRL ISO Vega=$2640 PFE=33.90 Ref
246. SWEEP DETECTED:
  >>4330 LCID Oct23 27th 5.0 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 11:43:58.065 IV=76.4% +1.7 C2 912 x $0.15 - $0.16 x 2242 EMLD OPENING Vega=$1435 LCID=5.29 Ref
247. >>Market Color AZN - Bullish option flow detected in AstraZeneca (67.48 +0.15) with 12,760 calls trading (3x expected) and implied vol increasing over 1 point to 30.18%. . The Put/Call Ratio is 0.55. Earnings are expected on 11/08. [AZN 67.48 +0.15 Ref, IV=30.2% +1.2] #Bullish
248. >>1139 VIX Nov23 15th 28.0 Calls $0.58 (CboeTheo=0.57) ASK CBOE 11:45:20.524 IV=130.1% -1.1 CBOE 28k x $0.54 - $0.59 x 1025 CBOE Vega=$1605 VIX=18.62 Fwd
249. >>14400 TSLA Jan25 60.0 Puts $1.22 (CboeTheo=1.23) MID ARCA 11:45:22.470 IV=73.4% -0.4 CBOE 285 x $1.19 - $1.24 x 298 CBOE SPREAD/CROSS - OPENING Vega=$136k TSLA=251.75 Ref
250. >>2040 TSLA Jan25 90.0 Puts $2.98 (CboeTheo=3.00) BID ARCA 11:45:22.470 IV=65.2% -0.6 PHLX 232 x $2.94 - $3.05 x 348 CBOE SPREAD/CROSS Vega=$41k TSLA=251.75 Ref
251. >>4560 TSLA Jan25 90.0 Puts $2.99 (CboeTheo=3.00) MID ARCA 11:45:22.470 IV=65.3% -0.5 PHLX 232 x $2.94 - $3.05 x 348 CBOE SPREAD/CROSS Vega=$93k TSLA=251.75 Ref
252. SPLIT TICKET:
  >>2276 VIX Nov23 15th 28.0 Calls $0.58 (CboeTheo=0.57) ASK [CBOE] 11:45:20.524 IV=130.1% -1.1 CBOE 28k x $0.54 - $0.59 x 1025 CBOE Vega=$3208 VIX=18.62 Fwd
253. SPLIT TICKET:
  >>1028 VIX Nov23 15th 28.0 Calls $0.58 (CboeTheo=0.57) ASK [CBOE] 11:46:06.703 IV=130.1% -1.1 CBOE 11k x $0.55 - $0.58 x 350 CBOE Vega=$1449 VIX=18.62 Fwd
254. SWEEP DETECTED:
  >>3662 PLTR Mar24 10.0 Puts $0.33 (CboeTheo=0.33) BID [MULTI] 11:46:10.966 IV=73.5% -1.2 C2 78 x $0.33 - $0.34 x 104 BXO Vega=$5780 PLTR=17.35 Ref
255. >>1138 VIX Nov23 15th 27.0 Calls $0.64 (CboeTheo=0.62) ASK CBOE 11:47:04.841 IV=126.8% +0.7 CBOE 30k x $0.60 - $0.64 x 1620 CBOE Vega=$1702 VIX=18.63 Fwd
256. >>1120 VIX Nov23 15th 27.0 Calls $0.64 (CboeTheo=0.62) ASK CBOE 11:47:04.841 IV=126.8% +0.7 CBOE 30k x $0.60 - $0.64 x 1620 CBOE Vega=$1675 VIX=18.63 Fwd
257. SPLIT TICKET:
  >>3878 VIX Nov23 15th 27.0 Calls $0.64 (CboeTheo=0.62) ASK [CBOE] 11:47:04.841 IV=126.8% +0.7 CBOE 30k x $0.60 - $0.64 x 1620 CBOE Vega=$5799 VIX=18.63 Fwd
258. SPLIT TICKET:
  >>1500 SPXW Oct23 17th 4490 Calls $0.10 (CboeTheo=0.09) ASK [CBOE] 11:48:41.963 IV=19.3% +6.4 CBOE 936 x $0.05 - $0.10 x 1036 CBOE FLOOR - OPENING Vega=$7973 SPX=4369.78 Fwd
259. >>4276 AZN Oct23 67.0 Calls $1.23 (CboeTheo=1.14) ASK MIAX 11:50:07.954 IV=34.7% +9.5 ARCA 76 x $1.12 - $1.24 x 42 NOM ISO/AUCTION - OPENING Vega=$12k AZN=67.38 Ref
260. SWEEP DETECTED:
  >>Bullish Delta Impact 7012 AZN Oct23 67.0 Calls $1.222 (CboeTheo=1.10) Above Ask! [MULTI] 11:50:06.930 IV=34.8% +9.7 EMLD 52 x $1.12 - $1.20 x 28 BOX ISO - OPENING
  Delta=57%, EST. IMPACT = 398k Shares ($26.8m) To Buy AZN=67.33 Ref
261. SPLIT TICKET:
  >>1308 SPXW Oct23 23rd 3200 Puts $0.05 (CboeTheo=0.13) BID [CBOE] 11:50:09.470 IV=68.7% +1.1 CBOE 1306 x $0.05 - $0.10 x 592 CBOE OPENING Vega=$1399 SPX=4376.60 Fwd
262. SPLIT TICKET:
  >>1126 SPXW Oct23 23rd 3300 Puts $0.10 (CboeTheo=0.18) BID [CBOE] 11:50:20.214 IV=65.8% +2.9 CBOE 921 x $0.10 - $0.15 x 377 CBOE OPENING Vega=$2257 SPX=4376.50 Fwd
263. >>1500 SPXW Oct23 23rd 3200 Puts $0.05 (CboeTheo=0.13) BID CBOE 11:50:35.417 IV=68.7% +1.1 CBOE 562 x $0.05 - $0.10 x 614 CBOE OPENING Vega=$1604 SPX=4376.80 Fwd
264. SPLIT TICKET:
  >>2122 SPXW Oct23 23rd 3200 Puts $0.05 (CboeTheo=0.13) BID [CBOE] 11:50:35.417 IV=68.7% +1.1 CBOE 562 x $0.05 - $0.10 x 614 CBOE OPENING Vega=$2269 SPX=4376.80 Fwd
265. >>9984 VIX Oct23 18th 17.0 Puts $0.32 (CboeTheo=0.33) BID CBOE 11:52:39.726 IV=105.5% +0.0 CBOE 15 x $0.32 - $0.35 x 4119 CBOE AUCTION Vega=$4641 VIX=17.48 Fwd
266. SPLIT TICKET:
  >>10000 VIX Oct23 18th 17.0 Puts $0.32 (CboeTheo=0.33) BID [CBOE] 11:52:39.726 IV=105.5% +0.0 CBOE 15 x $0.32 - $0.35 x 4119 CBOE AUCTION Vega=$4648 VIX=17.48 Fwd
267. >>2000 RIVN Oct23 22.0 Calls $0.06 (CboeTheo=0.07) ASK AMEX 11:53:19.804 IV=77.1% +8.9 C2 1644 x $0.05 - $0.06 x 4234 C2 CROSS Vega=$656 RIVN=19.55 Ref
268. >>1250 SPXW Oct23 17th 3600 Puts $0.05 (CboeTheo=0.09) BID CBOE 11:53:48.512 IV=109.0% +43.3 CBOE 1713 x $0.05 - $0.10 x 1539 CBOE Vega=$772 SPX=4373.49 Fwd
269. SPLIT TICKET:
  >>1200 VIX Nov23 15th 18.0 Puts $1.49 (CboeTheo=1.51) BID [CBOE] 11:54:12.076 IV=83.9% -4.3 CBOE 1427 x $1.48 - $1.52 x 3817 CBOE Vega=$2457 VIX=18.52 Fwd
270. >>10000 UBER Jan24 52.5 Calls $1.20 (CboeTheo=1.18) ASK PHLX 11:55:36.857 IV=39.4% -1.2 GEMX 5 x $1.17 - $1.20 x 348 AMEX SPREAD/FLOOR - OPENING Vega=$72k UBER=44.24 Ref
271. >>19000 UBER Jan24 42.5 Puts $2.64 (CboeTheo=2.64) MID PHLX 11:55:36.857 IV=41.9% -1.6 EDGX 337 x $2.61 - $2.66 x 62 GEMX SPREAD/FLOOR - OPENING Vega=$161k UBER=44.24 Ref
272. >>19000 UBER Jan24 37.5 Puts $1.14 (CboeTheo=1.16) BID PHLX 11:55:36.857 IV=44.7% -1.8 AMEX 455 x $1.13 - $1.17 x 43 BZX SPREAD/FLOOR - OPENING Vega=$115k UBER=44.24 Ref
273. >>18000 UBER Oct23 42.5 Puts $0.27 (CboeTheo=0.26) MID PHLX 11:55:36.857 IV=48.0% +2.6 EMLD 1279 x $0.26 - $0.28 x 231 C2 SPREAD/FLOOR Vega=$24k UBER=44.24 Ref
274. >>18000 UBER Oct23 37.5 Puts $0.02 (CboeTheo=0.03) BID PHLX 11:55:36.857 IV=73.6% +10.6 C2 416 x $0.02 - $0.03 x 216 MPRL SPREAD/FLOOR Vega=$3479 UBER=44.24 Ref
275. >>9000 UBER Jan24 52.5 Calls $1.19 (CboeTheo=1.18) MID PHLX 11:55:36.857 IV=39.2% -1.4 GEMX 5 x $1.17 - $1.20 x 348 AMEX SPREAD/FLOOR - OPENING Vega=$65k UBER=44.24 Ref
276. SWEEP DETECTED:
  >>4495 UBER Oct23 42.5 Calls $2.03 (CboeTheo=2.05) BID [MULTI] 11:56:16.116 IV=46.3% +0.9 GEMX 870 x $2.03 - $2.09 x 44 GEMX ISO - OPENING Vega=$5952 UBER=44.26 Ref
277. >>2000 JD Nov23 27.5 Calls $1.61 (CboeTheo=1.59) MID PHLX 11:58:33.253 IV=46.2% +0.1 C2 36 x $1.60 - $1.62 x 12 NOM SPREAD/CROSS/TIED Vega=$6489 JD=27.55 Ref
278. SWEEP DETECTED:
  >>6728 CCL Apr24 8.0 Puts $0.32 (CboeTheo=0.33) BID [MULTI] 12:06:08.317 IV=61.8% -1.5 MRX 1621 x $0.32 - $0.34 x 338 BOX Vega=$11k CCL=12.39 Ref
279. SWEEP DETECTED:
  >>6339 PLTR Mar24 10.0 Puts $0.32 (CboeTheo=0.32) BID [MULTI] 12:06:25.317 IV=72.8% -2.0 MPRL 2535 x $0.32 - $0.33 x 1745 EMLD Vega=$9895 PLTR=17.32 Ref
280. >>3000 SABR Mar24 3.0 Puts $0.33 (CboeTheo=0.35) BID PHLX 12:08:03.520 IV=80.7% -0.5 PHLX 1716 x $0.29 - $0.41 x 1476 PHLX FLOOR Vega=$2196 SABR=3.85 Ref
281. >>2000 BCLI Oct23 1.0 Puts $0.80 (CboeTheo=0.83) BID AMEX 12:08:27.921 PHLX 1685 x $0.80 - $0.85 x 57 BOX FLOOR Vega=$0 BCLI=0.17 Ref
282. SPLIT TICKET:
  >>2500 BCLI Oct23 1.0 Puts $0.81 (CboeTheo=0.83) BID [AMEX] 12:08:27.921 PHLX 1685 x $0.80 - $0.85 x 57 BOX FLOOR Vega=$0 BCLI=0.17 Ref
283. SWEEP DETECTED:
  >>2528 CCL Apr24 8.0 Puts $0.32 (CboeTheo=0.32) MID [MULTI] 12:09:58.560 IV=61.8% -1.5 EMLD 799 x $0.31 - $0.33 x 115 MRX Vega=$4012 CCL=12.39 Ref
284. SWEEP DETECTED:
  >>2135 CCL Apr24 8.0 Puts $0.32 (CboeTheo=0.33) MID [MULTI] 12:10:04.150 IV=61.7% -1.6 MPRL 600 x $0.31 - $0.33 x 80 NOM Vega=$3390 CCL=12.38 Ref
285. SWEEP DETECTED:
  >>5969 INTC Dec23 48.0 Calls $0.12 (CboeTheo=0.12) BID [MULTI] 12:10:13.373 IV=38.4% -1.1 EMLD 1162 x $0.12 - $0.13 x 285 ARCA OPENING Vega=$9942 INTC=36.66 Ref
286. SWEEP DETECTED:
  >>3271 CCL Apr24 8.0 Puts $0.32 (CboeTheo=0.33) BID [MULTI] 12:10:20.972 IV=61.7% -1.6 GEMX 1426 x $0.32 - $0.33 x 117 MPRL Vega=$5193 CCL=12.38 Ref
287. SPLIT TICKET:
  >>2600 SPXW Oct23 23rd 3600 Puts $0.45 (CboeTheo=0.37) MID [CBOE] 12:11:25.393 IV=54.1% +6.0 CBOE 909 x $0.40 - $0.50 x 1269 CBOE FLOOR Vega=$21k SPX=4377.91 Fwd
288. SWEEP DETECTED:
  >>3005 UBER Oct23 45.0 Calls $0.42 (CboeTheo=0.42) BID [MULTI] 12:12:58.388 IV=41.2% -0.3 EMLD 710 x $0.42 - $0.46 x 939 EDGX ISO Vega=$5176 UBER=44.09 Ref
289. >>2331 AMC Oct23 11.0 Calls $0.13 (CboeTheo=0.14) ASK ARCA 12:14:37.082 IV=157.1% +14.3 EMLD 3611 x $0.12 - $0.13 x 2413 ARCA SSR Vega=$584 AMC=9.23 Ref
290. >>2001 AMC Oct23 11.0 Calls $0.13 (CboeTheo=0.14) ASK NOM 12:14:37.083 IV=157.1% +14.3 EMLD 3611 x $0.12 - $0.13 x 1 EMLD SSR Vega=$501 AMC=9.23 Ref
291. SWEEP DETECTED:
  >>4435 AMC Oct23 11.0 Calls $0.13 (CboeTheo=0.14) ASK [MULTI] 12:14:36.118 IV=157.1% +14.3 EMLD 3264 x $0.12 - $0.13 x 2413 ARCA AUCTION SSR Vega=$1111 AMC=9.23 Ref
292. SWEEP DETECTED:
  >>2507 KGC Jan24 6.0 Calls $0.17 (CboeTheo=0.17) ASK [MULTI] 12:14:50.226 IV=40.9% +0.1 BZX 14 x $0.16 - $0.17 x 100 PHLX Vega=$2237 KGC=5.14 Ref
293. >>Market Color .SPX - S&P500 index option volume at midday totals 1688155 contracts as the index trades near $4373.53 (45.75). Front term atm implied vols are near 14.9% and the CBOE VIX is currently near 17.59 (-1.73).
294. >>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 8 to 5 and 557153 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Devon Energy(DVN), Petrobras(PBR). The sector ETF, XLE is up 0.465 to 90.055 with 30 day implied volatility lower by -1.4%, near 24.6% #sector
295. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 1466627 contracts changing hands. Most actives include Marathon Patent Group(MARA), Bank of America(BAC), SPDR Gold Trust(GLD). The sector ETF, XLF is up 0.355 to 33.565 with 30 day implied volatility lower by -1.4%, near 17.7% #sector
296. >>Market Color @IT - Technology sector option volume is relatively light today, with calls leading puts 7 to 5 and 3161095 contracts changing hands. Most actives include Apple(AAPL), NVIDIA(NVDA), Palantir Technologies(PLTR). The sector ETF, XLK is up 1.565 to 170.195 with 30 day implied volatility lower by -0.9%, near 20.6% #sector
297. >>Market Color BHC - Bullish option flow detected in Bausch Health (7.43 +0.29) with 10,079 calls trading (2x expected) and implied vol increasing almost 8 points to 75.17%. . The Put/Call Ratio is 0.12. Earnings are expected on 11/01. [BHC 7.43 +0.29 Ref, IV=75.2% +7.7] #Bullish
298. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 8 to 5 and 2343790 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), AMC Entertainment(AMC). The sector ETF, XLY is up 2.155 to 161.125 with 30 day implied volatility lower by -1.3%, near 22.9% #sector
299. >>Market Color @HLTH - Health Care sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 636673 contracts changing hands. Most actives include Pfizer(PFE), Moderna(MRNA), Novavax(NVAX). The sector ETF, XLV is up 1.695 to 131.885 with 30 day implied volatility lower by -1.4%, near 13.5% #sector
300. >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 7 to 3 and 187113 contracts changing hands. Most actives include Vale(VALE), US Steel(X), Barrick Gold(GOLD). The sector ETF, XLB is up 0.865 to 78.505 with 30 day implied volatility lower by -1.0%, near 18.3% #sector
301. SWEEP DETECTED:
  >>2838 AMC Oct23 12.0 Calls $0.07 (CboeTheo=0.09) BID [MULTI] 12:15:24.841 IV=174.2% +10.9 C2 822 x $0.07 - $0.08 x 2080 EMLD SSR Vega=$473 AMC=9.22 Ref
302. SPLIT TICKET:
  >>2000 SIRI Nov23 4.5 Puts $0.39 (CboeTheo=0.39) BID [MIAX] 12:16:05.994 IV=84.2% -1.1 EDGX 1510 x $0.37 - $0.44 x 22 BOX AUCTION Vega=$1062 SIRI=4.79 Ref
303. >>5000 APO Jan26 135 Calls $7.00 (CboeTheo=6.56) ASK BOX 12:20:04.834 IV=33.4% +0.7 PHLX 45 x $5.30 - $8.20 x 63 NOM FLOOR - OPENING Vega=$230k APO=87.64 Ref
304. SWEEP DETECTED:
  >>Bullish Delta Impact 3949 BHC Nov23 9.0 Calls $0.21 (CboeTheo=0.18) ASK [MULTI] 12:22:32.204 IV=76.9% +5.2 C2 97 x $0.15 - $0.21 x 650 PHLX
  Delta=24%, EST. IMPACT = 94k Shares ($697k) To Buy BHC=7.41 Ref
305. >>2000 HEAR Oct23 12.0 Puts $3.27 (CboeTheo=3.21) ASK AMEX 12:24:16.470 IV=203.4% +54.4 BOX 14 x $3.10 - $3.40 x 8 ARCA SPREAD/FLOOR Vega=$300 HEAR=8.79 Ref
306. >>2000 HEAR Apr24 14.0 Puts $5.22 (CboeTheo=5.29) BID AMEX 12:24:16.470 IV=48.0% -8.6 PHLX 214 x $5.10 - $5.40 x 17 MPRL SPREAD/FLOOR Vega=$762 HEAR=8.79 Ref
307. SWEEP DETECTED:
  >>Bearish Delta Impact 720 KRNT Nov23 12.5 Puts $0.40 (CboeTheo=0.41) ASK [MULTI] 12:24:50.902 IV=86.3% +2.2 AMEX 142 x $0.30 - $0.40 x 235 MPRL ISO
  Delta=-17%, EST. IMPACT = 12k Shares ($188k) To Sell KRNT=15.41 Ref
308. >>2500 AMZN Oct23 27th 146 Calls $0.60 (CboeTheo=0.59) ASK PHLX 12:29:06.911 IV=46.9% +0.6 C2 476 x $0.58 - $0.60 x 322 C2 SPREAD/CROSS/TIED - OPENING Vega=$12k AMZN=131.74 Ref
309. >>2500 AMZN Oct23 27th 120 Puts $1.09 (CboeTheo=1.08) ASK PHLX 12:29:06.911 IV=56.2% +2.9 MPRL 152 x $1.07 - $1.09 x 469 C2 SPREAD/CROSS/TIED Vega=$14k AMZN=131.74 Ref
310. SWEEP DETECTED:
  >>Bullish Delta Impact 792 NOTE Apr24 2.5 Calls $0.35 (CboeTheo=0.30) ASK [MULTI] 12:29:05.660 IV=94.7% +8.1 CBOE 261 x $0.25 - $0.40 x 131 CBOE AUCTION
  Delta=51%, EST. IMPACT = 40k Shares ($75k) To Buy NOTE=1.86 Ref
311. SPLIT TICKET:
  >>1045 VIX Oct23 18th 18.0 Calls $0.43 (CboeTheo=0.42) BID [CBOE] 12:29:06.076 IV=126.0% +1.2 CBOE 327 x $0.43 - $0.45 x 8104 CBOE Vega=$508 VIX=17.53 Fwd
312. >>6399 WMT Oct23 160 Puts $0.67 (CboeTheo=0.68) BID AMEX 12:29:44.932 IV=18.7% +2.1 MPRL 6 x $0.67 - $0.68 x 25 C2 SPREAD/FLOOR Vega=$40k WMT=161.38 Ref
313. >>6399 WMT Oct23 160 Calls $2.15 (CboeTheo=2.18) BID AMEX 12:29:44.935 IV=18.3% +1.3 CBOE 93 x $2.14 - $2.22 x 24 MPRL SPREAD/FLOOR Vega=$39k WMT=161.38 Ref
314. >>6399 WMT Nov23 155 Puts $1.66 (CboeTheo=1.65) BID AMEX 12:29:44.939 IV=23.1% -0.0 ARCA 1 x $1.66 - $1.68 x 8 ARCA SPREAD/FLOOR - OPENING Vega=$97k WMT=161.38 Ref
315. SPLIT TICKET:
  >>1089 SPXW Oct23 4100 Puts $1.093 (CboeTheo=1.02) Above Ask! [CBOE] 12:29:43.167 IV=30.2% +6.5 CBOE 826 x $1.00 - $1.05 x 40 CBOE ISO Vega=$27k SPX=4376.99 Fwd
316. >>3200 WMT Nov23 155 Calls $8.80 (CboeTheo=8.82) BID AMEX 12:29:44.942 IV=22.9% -0.2 PHLX 30 x $8.75 - $8.90 x 111 AMEX SPREAD/FLOOR - OPENING Vega=$48k WMT=161.38 Ref
317. >>3199 WMT Nov23 155 Calls $8.81 (CboeTheo=8.82) BID AMEX 12:29:44.946 IV=23.0% -0.1 PHLX 30 x $8.75 - $8.90 x 111 AMEX SPREAD/FLOOR - OPENING Vega=$48k WMT=161.38 Ref
318. SWEEP DETECTED:
  >>3732 JBLU Oct23 5.5 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 12:29:46.093 IV=144.8% +27.0 C2 594 x $0.04 - $0.05 x 2326 C2 OPENING Vega=$423 JBLU=4.62 Ref
319. SPLIT TICKET:
  >>2000 SPX Nov23 4425 Calls $55.725 (CboeTheo=55.97) BID [CBOE] 12:30:41.146 IV=13.9% -0.3 CBOE 417 x $55.60 - $56.20 x 204 CBOE LATE Vega=$1.02m SPX=4389.71 Fwd
320. SWEEP DETECTED:
  >>4675 USB Oct23 34.0 Calls $0.35 (CboeTheo=0.35) BID [MULTI] 12:34:46.019 IV=58.1% +4.2 PHLX 472 x $0.35 - $0.40 x 207 C2 OPENING Vega=$5571 USB=32.73 Ref
321. SWEEP DETECTED:
  >>2000 BABA Oct23 80.0 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 12:40:13.899 IV=43.5% +5.8 BXO 12 x $0.18 - $0.19 x 772 EMLD Vega=$3242 BABA=84.74 Ref
322. SPLIT TICKET:
  >>1000 VIX Oct23 18th 16.0 Puts $0.07 (CboeTheo=0.06) BID [CBOE] 12:41:21.439 IV=100.9% -10.7 CBOE 1431 x $0.07 - $0.08 x 4235 CBOE Vega=$238 VIX=17.42 Fwd
323. >>1181 VIX Oct23 18th 16.0 Puts $0.07 (CboeTheo=0.06) MID CBOE 12:41:46.153 IV=102.1% -9.5 CBOE 2034 x $0.06 - $0.08 x 4470 CBOE Vega=$280 VIX=17.45 Fwd
324. >>1788 VIX Oct23 18th 16.0 Puts $0.08 (CboeTheo=0.06) ASK CBOE 12:41:47.540 IV=106.3% -5.4 CBOE 2191 x $0.06 - $0.08 x 3584 CBOE Vega=$446 VIX=17.45 Fwd
325. >>1678 VIX Oct23 18th 16.0 Puts $0.08 (CboeTheo=0.06) ASK CBOE 12:41:47.540 IV=106.3% -5.4 CBOE 2191 x $0.06 - $0.08 x 2361 CBOE Vega=$419 VIX=17.45 Fwd
326. >>1223 VIX Oct23 18th 16.0 Puts $0.08 (CboeTheo=0.06) ASK CBOE 12:41:47.540 IV=106.3% -5.4 CBOE 2191 x $0.06 - $0.08 x 2361 CBOE Vega=$305 VIX=17.45 Fwd
327. SPLIT TICKET:
  >>7500 VIX Oct23 18th 16.0 Puts $0.08 (CboeTheo=0.06) ASK [CBOE] 12:41:47.540 IV=106.3% -5.4 CBOE 2191 x $0.06 - $0.08 x 3584 CBOE Vega=$1873 VIX=17.45 Fwd
328. >>1000 VIX Oct23 18th 16.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 12:42:24.139 IV=102.6% -9.0 CBOE 6991 x $0.06 - $0.09 x 3600 CBOE Vega=$254 VIX=17.38 Fwd
329. SPLIT TICKET:
  >>2700 SPX Jan24 4330 Calls $191.86 (CboeTheo=191.37) ASK [CBOE] 12:43:36.548 IV=16.1% -0.2 CBOE 50 x $190.90 - $192.10 x 20 CBOE LATE - OPENING Vega=$2.29m SPX=4422.72 Fwd
330. SPLIT TICKET:
  >>1000 SPX Jan24 4350 Calls $177.95 (CboeTheo=177.55) ASK [CBOE] 12:43:36.548 IV=15.8% -0.3 CBOE 10 x $177.20 - $178.10 x 10 CBOE LATE Vega=$861k SPX=4422.72 Fwd
331. SPLIT TICKET:
  >>4000 SPX Jan24 4425 Calls $129.76 (CboeTheo=129.38) ASK [CBOE] 12:43:36.548 IV=14.8% -0.3 CBOE 106 x $129.00 - $129.80 x 10 CBOE LATE Vega=$3.55m SPX=4422.72 Fwd
332. SPLIT TICKET:
  >>1000 SPX Jan24 4300 Puts $91.92 (CboeTheo=91.85) ASK [CBOE] 12:43:36.548 IV=16.5% -0.3 CBOE 195 x $91.50 - $92.30 x 20 CBOE LATE Vega=$829k SPX=4422.72 Fwd
333. SPLIT TICKET:
  >>1898 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.08) ASK [CBOE] 12:44:50.314 IV=104.1% -7.6 CBOE 2100 x $0.07 - $0.09 x 266 CBOE Vega=$511 VIX=17.33 Fwd
334. >>1058 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.07) BID CBOE 12:44:55.306 IV=105.3% -6.3 CBOE 1058 x $0.09 - $0.10 x 2920 CBOE Vega=$283 VIX=17.35 Fwd
335. SPLIT TICKET:
  >>1602 VIX Oct23 18th 16.0 Puts $0.09 (CboeTheo=0.07) BID [CBOE] 12:44:55.296 IV=106.6% -5.1 CBOE 1058 x $0.09 - $0.10 x 2920 CBOE Vega=$426 VIX=17.37 Fwd
336. >>Market Color AAP - Bullish option flow detected in Advance Auto Parts (53.76 +3.01) with 3,197 calls trading (1.8x expected) and implied vol increasing almost 5 points to 58.91%. . The Put/Call Ratio is 0.43. Earnings are expected on 11/13. [AAP 53.76 +3.01 Ref, IV=58.9% +5.0] #Bullish
337. SWEEP DETECTED:
  >>Bullish Delta Impact 500 XAIR Nov23 2.5 Calls $0.25 (CboeTheo=0.22) ASK [MULTI] 12:45:35.416 IV=124.6% +16.3 BXO 6 x $0.15 - $0.25 x 279 MPRL ISO
  Delta=49%, EST. IMPACT = 24k Shares ($54k) To Buy XAIR=2.21 Ref
338. >>2000 WRAP Apr24 2.0 Calls $0.25 (CboeTheo=0.21) ASK PHLX 12:46:42.764 IV=94.2% +9.7 PHLX 247 x $0.15 - $0.25 x 122 PHLX SPREAD/FLOOR - OPENING Vega=$836 WRAP=1.46 Ref
339. >>2750 WRAP Jan24 2.0 Calls $0.10 (CboeTheo=0.12) BID PHLX 12:46:42.764 IV=82.0% -9.1 ARCA 20 x $0.10 - $0.15 x 249 PHLX SPREAD/FLOOR Vega=$731 WRAP=1.46 Ref
340. SWEEP DETECTED:
  >>2000 PLTR Nov23 15.0 Puts $0.52 (CboeTheo=0.52) BID [MULTI] 12:46:44.779 IV=74.4% -1.7 EMLD 3912 x $0.52 - $0.53 x 1751 EMLD Vega=$3015 PLTR=17.36 Ref
341. >>Unusual Volume GILD - 3x market weighted volume: 15.1k = 27.6k projected vs 7873 adv, 83% calls, 6% of OI [GILD 78.87 +1.22 Ref, IV=25.7% -0.3]
342. >>3000 BAC Oct23 27.0 Calls $0.64 (CboeTheo=0.64) BID AMEX 12:47:07.307 IV=53.6% +6.3 EMLD 4341 x $0.64 - $0.65 x 684 C2 SPREAD/CROSS Pre-Earnings Vega=$3446 BAC=27.02 Ref
343. >>3000 BAC Oct23 27.0 Puts $0.59 (CboeTheo=0.59) BID AMEX 12:47:07.307 IV=53.3% +5.5 EMLD 2273 x $0.59 - $0.60 x 536 EMLD SPREAD/CROSS Pre-Earnings Vega=$3446 BAC=27.02 Ref
344. >>10750 BAC Nov23 25.0 Puts $0.32 (CboeTheo=0.33) BID PHLX 12:47:28.625 IV=34.7% -1.1 C2 3168 x $0.32 - $0.33 x 4321 EMLD SPREAD/CROSS/TIED Pre-Earnings Vega=$24k BAC=27.02 Ref
345. SWEEP DETECTED:
  >>Bearish Delta Impact 2258 VFS Oct23 27th 6.5 Calls $0.715 (CboeTheo=0.79) Below Bid! [MULTI] 12:48:11.689 IV=138.6% -20.8 PHLX 19 x $0.72 - $0.81 x 5 BOX OPENING SSR
  Delta=59%, EST. IMPACT = 133k Shares ($909k) To Sell VFS=6.81 Ref
346. SPLIT TICKET:
  >>1400 SPXW Nov23 3rd 4450 Calls $27.35 (CboeTheo=26.83) Above Ask! [CBOE] 12:48:35.502 IV=13.8% +0.4 CBOE 208 x $26.60 - $26.90 x 61 CBOE LATE Vega=$491k SPX=4383.68 Fwd
347. SWEEP DETECTED:
  >>3489 LCID Jan24 9.0 Calls $0.13 (CboeTheo=0.15) BID [MULTI] 12:51:48.462 IV=82.2% -5.7 C2 1831 x $0.13 - $0.15 x 911 EMLD AUCTION Vega=$2073 LCID=5.33 Ref
348. >>4000 GM Mar24 27.0 Calls $4.96 (CboeTheo=4.96) BID ARCA 12:52:07.923 IV=38.9% -1.1 AMEX 680 x $4.90 - $5.05 x 577 CBOE SPREAD/CROSS - OPENING Vega=$25k GM=30.09 Ref
349. >>5000 GM Mar24 36.0 Calls $0.96 (CboeTheo=0.94) MID ARCA 12:52:07.923 IV=34.1% -0.9 EMLD 256 x $0.94 - $0.97 x 120 CBOE SPREAD/CROSS - OPENING Vega=$32k GM=30.09 Ref
350. >>3500 BABA Feb24 60.0 Puts $0.54 (CboeTheo=0.54) MID ARCA 12:52:39.263 IV=42.6% +0.3 NOM 74 x $0.52 - $0.56 x 73 BOX CROSS - OPENING Vega=$20k BABA=84.75 Ref
351. >>3750 JPM Jan24 135 Puts $2.46 (CboeTheo=2.44) ASK PHLX 12:52:56.330 IV=25.7% -0.7 C2 113 x $2.43 - $2.46 x 20 EMLD SPREAD/CROSS/TIED Vega=$82k JPM=147.55 Ref
352. >>1500 SPXW Oct23 26th 3600 Puts $0.80 (CboeTheo=0.77) BID CBOE 12:58:06.211 IV=48.5% +3.9 CBOE 109 x $0.80 - $0.85 x 473 CBOE FLOOR - OPENING Vega=$22k SPX=4375.73 Fwd
353. SPLIT TICKET:
  >>6000 SPXW Oct23 26th 3600 Puts $0.80 (CboeTheo=0.77) BID [CBOE] 12:58:06.211 IV=48.5% +3.9 CBOE 109 x $0.80 - $0.85 x 473 CBOE FLOOR - OPENING Vega=$89k SPX=4375.73 Fwd
354. >>2000 TSM Apr24 80.0 Puts $2.96 (CboeTheo=2.94) MID AMEX 12:58:44.257 IV=32.5% -0.6 CBOE 21 x $2.93 - $2.98 x 9 C2 SPREAD/CROSS - OPENING Vega=$39k TSM=91.42 Ref
355. >>2000 TSM Apr24 110 Calls $2.32 (CboeTheo=2.31) MID AMEX 12:58:44.257 IV=28.0% -0.8 EMLD 271 x $2.30 - $2.35 x 5 NOM SPREAD/CROSS - OPENING Vega=$41k TSM=91.42 Ref
356. >>2524 RVMD Nov23 45.0 Calls $2.35 (CboeTheo=2.38) ASK ARCA 12:59:57.365 IV=137.0% +26.6 AMEX 5 x $1.75 - $2.40 x 1 BZX SPREAD/FLOOR - OPENING Vega=$9144 RVMD=33.92 Ref
357. >>2524 RVMD Nov23 50.0 Calls $1.50 (CboeTheo=1.76) BID ARCA 12:59:57.366 IV=134.9% +25.8 BXO 26 x $1.50 - $1.85 x 1 NOM SPREAD/FLOOR - OPENING Vega=$7737 RVMD=33.92 Ref
358. >>2976 GILD Oct23 77.0 Calls $2.22 (CboeTheo=2.25) MID MIAX 13:01:52.221 IV=26.0% +4.8 C2 67 x $2.04 - $2.39 x 401 PHLX ISO/AUCTION Vega=$6476 GILD=78.94 Ref
359. SPLIT TICKET:
  >>3113 GILD Oct23 77.0 Calls $2.219 (CboeTheo=2.25) MID [MIAX] 13:01:52.221 IV=25.0% +3.8 C2 67 x $2.04 - $2.39 x 401 PHLX ISO/AUCTION Vega=$6560 GILD=78.94 Ref
360. SWEEP DETECTED:
  >>Bearish Delta Impact 2500 VFS Oct23 27th 6.0 Calls $0.89 (CboeTheo=1.11) BID [MULTI] 13:03:05.625 IV=111.3% -52.4 PHLX 1251 x $0.89 - $1.03 x 20 EDGX OPENING SSR
  Delta=76%, EST. IMPACT = 191k Shares ($1.29m) To Sell VFS=6.79 Ref
361. >>3000 JD Mar24 27.5 Calls $3.56 (CboeTheo=3.59) BID ARCA 13:04:33.800 IV=43.8% -1.2 PHLX 870 x $3.55 - $3.65 x 153 CBOE CROSS - OPENING Vega=$21k JD=27.77 Ref
362. >>4376 META Oct23 315 Calls $8.20 (CboeTheo=8.19) ASK BZX 13:05:46.594 IV=35.8% +2.1 BZX 89 x $8.10 - $8.25 x 6 BZX Vega=$53k META=320.40 Ref
363. SWEEP DETECTED:
  >>2000 BAC Oct23 27th 26.5 Puts $0.50 (CboeTheo=0.50) ASK [MULTI] 13:06:16.100 IV=39.9% +0.6 C2 794 x $0.49 - $0.50 x 4407 EMLD OPENING Pre-Earnings Vega=$3571 BAC=27.00 Ref
364. >>2250 META Nov23 310 Calls $24.50 (CboeTheo=24.48) BID PHLX 13:06:20.080 IV=48.2% +0.6 NOM 23 x $24.45 - $24.60 x 146 CBOE SPREAD/FLOOR Vega=$81k META=320.34 Ref
365. >>2500 META Oct23 300 Calls $21.05 (CboeTheo=21.09) BID PHLX 13:06:20.080 IV=42.6% +3.8 BZX 31 x $21.00 - $21.30 x 90 EDGX SPREAD/FLOOR Vega=$12k META=320.34 Ref
366. >>2500 META Nov23 310 Puts $12.65 (CboeTheo=12.67) MID PHLX 13:06:20.080 IV=48.1% +0.6 MIAX 70 x $12.60 - $12.70 x 29 C2 SPREAD/FLOOR Vega=$90k META=320.34 Ref
367. >>2500 META Oct23 300 Puts $0.47 (CboeTheo=0.49) Below Bid! PHLX 13:06:20.080 IV=43.2% +4.4 BXO 3 x $0.48 - $0.49 x 70 C2 SPREAD/FLOOR Vega=$12k META=320.34 Ref
368. SWEEP DETECTED:
  >>2000 BE Oct23 11.0 Calls $1.40 (CboeTheo=1.51) BID [MULTI] 13:06:25.068 NOM 62 x $1.40 - $1.45 x 5 BZX Vega=$0 BE=12.43 Ref
369. SWEEP DETECTED:
  >>Bearish Delta Impact 2500 VFS Oct23 27th 6.5 Calls $0.65 (CboeTheo=0.76) BID [MULTI] 13:07:47.851 IV=128.2% -31.2 BOX 2362 x $0.65 - $0.75 x 3 BOX ISO - OPENING SSR
  Delta=58%, EST. IMPACT = 145k Shares ($986k) To Sell VFS=6.78 Ref
370. >>2200 PLUG Mar24 7.5 Puts $1.43 (CboeTheo=1.43) MID ARCA 13:09:21.730 IV=75.9% -0.3 EMLD 327 x $1.42 - $1.45 x 637 C2 CROSS Vega=$4023 PLUG=7.38 Ref
371. SPLIT TICKET:
  >>2000 BAC Oct23 26.5 Puts $0.40 (CboeTheo=0.41) BID [CBOE] 13:11:16.346 IV=54.3% +5.6 EMLD 2489 x $0.40 - $0.41 x 5073 EMLD AUCTION Pre-Earnings Vega=$2160 BAC=26.98 Ref
372. SWEEP DETECTED:
  >>3639 T Nov23 10th 15.0 Calls $0.23 (CboeTheo=0.23) BID [MULTI] 13:12:31.097 IV=27.5% -1.8 GEMX 1497 x $0.23 - $0.25 x 288 C2 ISO - OPENING Vega=$5106 T=14.47 Ref
373. SWEEP DETECTED:
  >>2289 T Nov23 10th 15.0 Calls $0.23 (CboeTheo=0.23) BID [MULTI] 13:12:33.904 IV=27.5% -1.8 EMLD 2145 x $0.23 - $0.25 x 662 C2 ISO Vega=$3211 T=14.47 Ref
374. >>Market Color RIOT - Bullish option flow detected in Riot Blockchain (9.29 +0.14) with 98,930 calls trading (3x expected) and implied vol increasing over 8 points to 102.43%. . The Put/Call Ratio is 0.12. Earnings are expected on 11/07. [RIOT 9.29 +0.14 Ref, IV=102.4% +8.1] #Bullish
375. >>1000 VIX Oct23 18th 14.0 Puts $0.01 (CboeTheo=0.01) BID CBOE 13:17:54.552 IV=144.4% +16.6 CBOE 2203 x $0.01 - $0.02 x 5473 CBOE Vega=$49 VIX=17.38 Fwd
376. SWEEP DETECTED:
  >>2103 TSLA Oct23 285 Calls $0.41 (CboeTheo=0.40) ASK [MULTI] 13:17:53.650 IV=67.7% +5.2 C2 191 x $0.40 - $0.41 x 322 C2 Vega=$6398 TSLA=253.07 Ref
377. >>1000 VIX Oct23 18th 14.0 Puts $0.01 (CboeTheo=0.01) BID CBOE 13:17:57.235 IV=144.4% +16.6 CBOE 1203 x $0.01 - $0.02 x 5473 CBOE Vega=$49 VIX=17.38 Fwd
378. >>1000 VIX Oct23 18th 14.0 Puts $0.01 (CboeTheo=0.01) BID CBOE 13:17:58.723 IV=144.4% +16.6 CBOE 203 x $0.01 - $0.02 x 5473 CBOE Vega=$49 VIX=17.38 Fwd
379. SPLIT TICKET:
  >>1000 VIX Nov23 15th 27.0 Calls $0.58 (CboeTheo=0.59) ASK [CBOE] 13:19:38.645 IV=126.0% -0.1 CBOE 19k x $0.56 - $0.58 x 2624 CBOE Vega=$1419 VIX=18.38 Fwd
380. SPLIT TICKET:
  >>1000 VIX Nov23 15th 27.0 Calls $0.58 (CboeTheo=0.59) ASK [CBOE] 13:19:58.700 IV=126.0% -0.1 CBOE 27k x $0.56 - $0.58 x 1414 CBOE Vega=$1419 VIX=18.38 Fwd
381. >>12500 BAC Dec23 27.0 Calls $1.21 (CboeTheo=1.20) BID ARCA 13:21:00.371 IV=28.5% -1.8 EMLD 166 x $1.21 - $1.22 x 170 C2 SPREAD/CROSS - OPENING Pre-Earnings Vega=$53k BAC=26.86 Ref
382. >>12500 BAC Dec23 25.0 Puts $0.62 (CboeTheo=0.60) ASK ARCA 13:21:00.371 IV=32.4% -1.1 EMLD 547 x $0.61 - $0.62 x 313 C2 SPREAD/CROSS Pre-Earnings Vega=$45k BAC=26.86 Ref
383. SWEEP DETECTED:
  >>2000 AMD Oct23 100 Puts $0.38 (CboeTheo=0.38) BID [MULTI] 13:23:45.506 IV=51.5% +5.4 C2 561 x $0.38 - $0.39 x 187 C2 Vega=$4784 AMD=106.17 Ref
384. >>5000 XP Nov23 25.0 Calls $0.36 (CboeTheo=0.41) BID ARCA 13:24:35.237 IV=54.7% -1.9 C2 620 x $0.35 - $0.45 x 674 PHLX CROSS Vega=$8974 XP=21.41 Ref
385. >>2800 MSFT Jan25 190 Puts $3.00 (CboeTheo=2.98) BID ARCA 13:26:09.585 IV=37.0% -0.1 BOX 37 x $2.92 - $3.10 x 78 CBOE SPREAD/CROSS Vega=$102k MSFT=332.65 Ref
386. >>2100 MSFT Jan25 190 Puts $3.01 (CboeTheo=2.98) MID ARCA 13:26:09.585 IV=37.1% -0.0 BOX 37 x $2.92 - $3.10 x 78 CBOE SPREAD/CROSS Vega=$77k MSFT=332.65 Ref
387. >>8400 MSFT Jan25 160 Puts $1.56 (CboeTheo=1.53) MID ARCA 13:26:09.585 IV=40.1% +0.1 BOX 18 x $1.47 - $1.64 x 115 BOX SPREAD/CROSS - OPENING Vega=$182k MSFT=332.65 Ref
388. >>2100 MSFT Jan25 480 Calls $7.25 (CboeTheo=7.21) MID ARCA 13:26:09.585 IV=24.8% -0.4 EDGX 110 x $7.10 - $7.40 x 20 PHLX SPREAD/CROSS - OPENING Vega=$200k MSFT=332.65 Ref
389. >>Unusual Volume CTRA - 3x market weighted volume: 6034 = 9595 projected vs 3191 adv, 89% calls, 6% of OI [CTRA 29.12 +0.04 Ref, IV=30.7% -1.7]
390. >>2388 VALE Dec23 1st 14.0 Calls $0.40 (CboeTheo=0.40) MID PHLX 13:27:39.414 IV=34.0% -0.2 PHLX 242 x $0.37 - $0.43 x 20 ISE FLOOR - OPENING Vega=$4316 VALE=13.31 Ref
391. SPLIT TICKET:
  >>1360 SPXW Oct23 16th 4300 Puts $0.25 (CboeTheo=0.19) ASK [CBOE] 13:27:48.652 IV=41.9% +28.1 CBOE 218 x $0.20 - $0.25 x 966 CBOE Vega=$4669 SPX=4364.73 Fwd
392. SWEEP DETECTED:
  >>Bearish Delta Impact 3774 VFS Nov23 3rd 6.0 Calls $1.00 (CboeTheo=1.19) BID [MULTI] 13:29:37.097 IV=125.3% -41.0 PHLX 1515 x $1.00 - $1.23 x 34 EDGX OPENING SSR
  Delta=69%, EST. IMPACT = 259k Shares ($1.75m) To Sell VFS=6.75 Ref
393. >>Market Color SAVA - Bearish flow noted in Cassava Sciences (12.98 -1.88) with 7,059 puts trading, or 6x expected. The Put/Call Ratio is 1.57, while ATM IV is up over 7 points on the day. Earnings are expected on 11/06. [SAVA 12.98 -1.88 Ref, IV=114.3% +7.4] #Bearish
394. >>1500 SPXW Oct23 23rd 4095 Puts $1.50 (CboeTheo=1.46) ASK CBOE 13:31:46.625 IV=24.5% +2.4 CBOE 127 x $1.45 - $1.50 x 28 CBOE FLOOR - OPENING Vega=$60k SPX=4372.65 Fwd
395. SPLIT TICKET:
  >>3856 SPXW Oct23 23rd 4095 Puts $1.50 (CboeTheo=1.46) ASK [CBOE] 13:31:46.625 IV=24.5% +2.4 CBOE 127 x $1.45 - $1.50 x 28 CBOE FLOOR - OPENING Vega=$154k SPX=4372.65 Fwd
396. SWEEP DETECTED:
  >>Bullish Delta Impact 777 SVC Jan24 7.5 Calls $0.55 (CboeTheo=0.53) ASK [MULTI] 13:34:44.487 IV=38.6% -2.2 PHLX 520 x $0.45 - $0.55 x 100 BOX OPENING
  Delta=54%, EST. IMPACT = 42k Shares ($316k) To Buy SVC=7.53 Ref
397. SPLIT TICKET:
  >>1500 SPX Apr24 2900 Puts $13.85 (CboeTheo=13.78) BID [CBOE] 13:35:17.753 IV=34.7% -0.1 CBOE 177 x $13.70 - $14.10 x 810 CBOE LATE - OPENING Vega=$335k SPX=4467.68 Fwd
398. SWEEP DETECTED:
  >>2000 BAC Oct23 27th 26.5 Puts $0.52 (CboeTheo=0.53) BID [MULTI] 13:36:22.984 IV=38.7% -0.5 C2 2886 x $0.52 - $0.54 x 2836 EMLD OPENING Pre-Earnings Vega=$3607 BAC=26.89 Ref
399. >>2381 KMI Dec23 18.0 Calls $0.19 (CboeTheo=0.20) BID BOX 13:39:25.980 IV=18.1% -0.9 ARCA 93 x $0.19 - $0.22 x 8 BZX SPREAD/FLOOR Vega=$5403 KMI=17.25 Ref
400. >>2381 KMI Oct23 18.0 Calls $0.03 (CboeTheo=0.01) Above Ask! BOX 13:39:25.980 IV=31.8% +7.2 EMLD 164 x $0.01 - $0.02 x 165 NOM SPREAD/FLOOR Vega=$834 KMI=17.25 Ref
401. >>3400 CTRA Nov23 30.0 Calls $0.70 (CboeTheo=0.66) ASK PHLX 13:39:43.544 IV=30.7% -0.2 GEMX 456 x $0.65 - $0.70 x 5 EMLD SPREAD/CROSS/TIED - OPENING Vega=$11k CTRA=29.11 Ref
402. >>2000 SGEN Jan24 210 Puts $5.87 (CboeTheo=5.66) BID AMEX 13:42:18.276 IV=19.5% +1.3 C2 25 x $5.60 - $6.30 x 5 NOM SPREAD/FLOOR Vega=$83k SGEN=214.78 Ref
403. >>4000 SGEN Jan24 200 Puts $3.82 (CboeTheo=3.55) BID AMEX 13:42:18.277 IV=23.1% +1.4 AMEX 50 x $3.80 - $4.10 x 10 NOM SPREAD/FLOOR Vega=$137k SGEN=214.78 Ref
404. >>2000 SGEN Jan24 190 Puts $2.72 (CboeTheo=2.30) MID AMEX 13:42:18.278 IV=27.2% +2.0 AMEX 100 x $2.45 - $3.00 x 17 AMEX SPREAD/FLOOR Vega=$54k SGEN=214.78 Ref
405. SWEEP DETECTED:
  >>2961 SNAP Apr24 14.0 Calls $0.76 (CboeTheo=0.78) BID [MULTI] 13:42:48.972 IV=66.5% -1.8 NOM 697 x $0.76 - $0.78 x 1 ARCA OPENING Vega=$7379 SNAP=9.73 Ref
406. >>6582 SNAP Apr24 13.0 Calls $0.89 (CboeTheo=0.92) MID CBOE 13:44:38.451 IV=64.9% -3.0 BXO 11 x $0.86 - $0.93 x 11 BXO AUCTION - OPENING Vega=$17k SNAP=9.70 Ref
407. SWEEP DETECTED:
  >>10126 SNAP Apr24 13.0 Calls $0.892 (CboeTheo=0.93) Below Bid! [MULTI] 13:44:38.004 IV=65.2% -2.7 MPRL 44 x $0.91 - $0.94 x 260 C2 OPENING Vega=$27k SNAP=9.72 Ref
408. >>10250 PBR Apr24 12.0 Puts $0.45 (CboeTheo=0.47) BID AMEX 13:45:00.802 IV=40.5% -0.7 ARCA 1 x $0.45 - $0.47 x 1023 ARCA SPREAD/CROSS Vega=$28k PBR=15.65 Ref
409. >>10250 PBR Apr24 17.0 Calls $0.89 (CboeTheo=0.88) BID AMEX 13:45:00.802 IV=36.1% +0.3 EMLD 5 x $0.89 - $0.91 x 1023 ARCA SPREAD/CROSS Vega=$41k PBR=15.65 Ref
410. >>2000 TSLA Sep24 380 Calls $18.25 (CboeTheo=18.10) ASK PHLX 13:46:26.359 IV=48.7% -0.4 MIAX 58 x $18.10 - $18.25 x 85 CBOE SPREAD/CROSS/TIED - OPENING Vega=$171k TSLA=252.59 Ref
411. >>2000 TSLA Sep24 235 Puts $34.00 (CboeTheo=34.08) BID PHLX 13:46:26.359 IV=51.2% -0.6 PHLX 99 x $34.00 - $34.20 x 82 MIAX SPREAD/CROSS/TIED - OPENING Vega=$173k TSLA=252.59 Ref
412. >>2000 THC Nov23 55.0 Calls $3.20 (CboeTheo=3.21) MID PHLX 13:50:18.454 IV=53.5% -1.4 CBOE 68 x $3.10 - $3.30 x 39 BOX SPREAD/FLOOR Vega=$13k THC=54.18 Ref
413. >>2000 THC Oct23 55.0 Calls $0.85 (CboeTheo=0.97) BID PHLX 13:50:19.192 IV=52.3% -0.6 PHLX 67 x $0.85 - $1.25 x 64 PHLX SPREAD/FLOOR Vega=$4464 THC=54.18 Ref
414. SWEEP DETECTED:
  >>Bullish Delta Impact 1880 CAG Nov23 30.0 Puts $2.404 (CboeTheo=2.50) BID [MULTI] 13:51:22.159 IV=18.9% -6.6 C2 78 x $2.40 - $2.50 x 10 MPRL AUCTION
  Delta=-94%, EST. IMPACT = 177k Shares ($4.92m) To Buy CAG=27.88 Ref
415. >>4393 LCID Nov23 3rd 5.5 Calls $0.30 (CboeTheo=0.27) Above Ask! BOX 13:51:31.205 IV=81.0% +4.7 ARCA 36 x $0.27 - $0.28 x 46 BZX FLOOR - OPENING Vega=$2058 LCID=5.33 Ref
416. SWEEP DETECTED:
  >>4429 LCID Nov23 3rd 5.5 Calls $0.30 (CboeTheo=0.27) Above Ask! [MULTI] 13:51:31.192 IV=76.7% +0.5 ARCA 36 x $0.27 - $0.28 x 7 MPRL ISO - OPENING Vega=$2071 LCID=5.33 Ref
417. SWEEP DETECTED:
  >>2904 BAC Nov23 10th 24.0 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 13:52:16.308 IV=39.4% -0.4 EMLD 3904 x $0.15 - $0.16 x 3043 EMLD Pre-Earnings Vega=$4014 BAC=26.95 Ref
418. SWEEP DETECTED:
  >>2001 SNAP Jan24 15.0 Calls $0.24 (CboeTheo=0.25) BID [MULTI] 13:52:54.431 IV=69.6% -3.3 C2 698 x $0.24 - $0.25 x 1580 EMLD Vega=$2387 SNAP=9.70 Ref
419. >>2000 FIVN Oct23 60.0 Puts $0.40 (CboeTheo=0.42) ASK AMEX 13:53:26.782 IV=57.2% +13.7 NOM 42 x $0.30 - $0.40 x 32 PHLX SPREAD/FLOOR Vega=$3611 FIVN=63.20 Ref
420. >>2000 FIVN Nov23 50.0 Puts $0.43 (CboeTheo=0.52) BID AMEX 13:53:26.787 IV=60.8% -1.0 CBOE 118 x $0.40 - $0.55 x 30 PHLX SPREAD/FLOOR - OPENING Vega=$5543 FIVN=63.20 Ref
421. >>2000 FIVN Nov23 50.0 Calls $13.92 (CboeTheo=14.04) BID AMEX 13:53:26.790 IV=59.8% -2.0 ISE 5 x $13.80 - $14.30 x 12 BOX SPREAD/FLOOR - OPENING Vega=$5370 FIVN=63.20 Ref
422. SWEEP DETECTED:
  >>4100 VZ Nov23 34.0 Calls $0.16 (CboeTheo=0.17) BID [MULTI] 13:56:23.745 IV=24.1% -1.7 MPRL 1551 x $0.16 - $0.17 x 80 MPRL ISO Vega=$8853 VZ=31.27 Ref
423. SPLIT TICKET:
  >>1000 VIX Oct23 18th 17.0 Puts $0.45 (CboeTheo=0.45) ASK [CBOE] 13:56:31.349 IV=117.6% +12.1 CBOE 15k x $0.42 - $0.45 x 1029 CBOE Vega=$474 VIX=17.25 Fwd
424. SPLIT TICKET:
  >>1000 SPXW Oct23 17th 4280 Puts $0.80 (CboeTheo=0.73) ASK [CBOE] 13:59:26.226 IV=23.2% +7.0 CBOE 1017 x $0.70 - $0.80 x 1184 CBOE Vega=$20k SPX=4377.95 Fwd
425. SWEEP DETECTED:
  >>2241 VFS Nov23 3rd 7.0 Calls $0.43 (CboeTheo=0.49) BID [MULTI] 14:01:37.528 IV=126.1% -25.3 NOM 50 x $0.43 - $0.57 x 154 PHLX OPENING SSR Vega=$1208 VFS=6.51 Ref
426. SWEEP DETECTED:
  >>3259 AAPL Oct23 175 Puts $0.769 (CboeTheo=0.75) MID [MULTI] 14:02:20.431 IV=26.3% +2.0 C2 388 x $0.77 - $0.78 x 474 C2 Vega=$20k AAPL=178.03 Ref
427. SWEEP DETECTED:
  >>Bearish Delta Impact 2005 VFS Nov23 3rd 6.0 Calls $0.77 (CboeTheo=0.93) BID [MULTI] 14:02:36.811 IV=112.4% -53.9 NOM 1178 x $0.77 - $0.88 x 6 ARCA OPENING SSR
  Delta=64%, EST. IMPACT = 128k Shares ($832k) To Sell VFS=6.50 Ref
428. >>2500 LW Nov23 75.0 Puts $0.60 (CboeTheo=0.68) BID PHLX 14:02:48.821 IV=37.9% +0.5 PHLX 36 x $0.55 - $0.70 x 40 NOM SPREAD/FLOOR - OPENING Vega=$13k LW=84.77 Ref
429. >>2300 VIX Oct23 18th 14.0 Puts $0.01 (CboeTheo=0.01) MID CBOE 14:03:52.065 IV=145.7% +17.8 CBOE 0 x $0.00 - $0.02 x 1499 CBOE AUCTION Vega=$110 VIX=17.38 Fwd
430. SPLIT TICKET:
  >>2500 VIX Oct23 18th 14.0 Puts $0.01 (CboeTheo=0.01) MID [CBOE] 14:03:52.065 IV=145.7% +17.8 CBOE 0 x $0.00 - $0.02 x 1499 CBOE AUCTION Vega=$120 VIX=17.38 Fwd
431. SPLIT TICKET:
  >>1170 SPXW Oct23 17th 3500 Puts $0.05 (CboeTheo=0.08) ASK [CBOE] 14:04:42.159 IV=129.1% +56.2 CBOE 0 x $0.00 - $0.05 x 1159 CBOE Vega=$617 SPX=4376.46 Fwd
432. >>2500 BAC Feb24 24.0 Puts $0.71 (CboeTheo=0.71) BID PHLX 14:04:52.235 IV=32.2% -1.6 EMLD 762 x $0.71 - $0.72 x 2346 EMLD FLOOR - OPENING Pre-Earnings Vega=$12k BAC=26.91 Ref
433. >>3000 NVAX Apr24 7.5 Puts $2.83 (CboeTheo=2.90) BID ARCA 14:05:15.150 IV=117.0% -5.1 PHLX 139 x $2.82 - $3.05 x 6 BOX CROSS - OPENING Vega=$5108 NVAX=6.66 Ref
434. >>2300 PBR Dec24 15.0 Puts $2.51 (CboeTheo=2.52) ASK BOX 14:06:44.971 IV=36.5% -0.3 ARCA 573 x $2.42 - $2.56 x 1200 ARCA CROSS Vega=$13k PBR=15.71 Ref
435. >>7700 GOOGL Jan25 60.0 Puts $0.51 (CboeTheo=0.49) ASK ARCA 14:08:36.080 IV=43.6% +0.1 EDGX 107 x $0.45 - $0.52 x 5 EDGX SPREAD/CROSS - OPENING Vega=$54k GOOGL=139.28 Ref
436. >>5600 GOOGL Jan25 75.0 Puts $1.16 (CboeTheo=1.19) BID ARCA 14:08:36.080 IV=39.8% -0.3 BOX 39 x $1.15 - $1.24 x 10 ARCA SPREAD/CROSS - OPENING Vega=$77k GOOGL=139.28 Ref
437. >>2100 GOOGL Jan25 210 Calls $3.45 (CboeTheo=3.43) ASK ARCA 14:08:36.080 IV=27.4% -0.5 CBOE 187 x $3.35 - $3.50 x 77 BOX SPREAD/CROSS Vega=$86k GOOGL=139.28 Ref
438. >>3500 GOOGL Jan25 60.0 Puts $0.52 (CboeTheo=0.49) ASK ARCA 14:08:36.080 IV=43.7% +0.2 EDGX 107 x $0.45 - $0.52 x 5 EDGX SPREAD/CROSS - OPENING Vega=$25k GOOGL=139.28 Ref
439. >>3000 NVAX Apr24 7.5 Puts $2.83 (CboeTheo=2.86) BID PHLX 14:10:45.441 IV=118.5% -3.6 PHLX 83 x $2.82 - $3.05 x 152 PHLX SPREAD/CROSS/TIED - OPENING Vega=$5146 NVAX=6.67 Ref
440. >>2000 SCHW Oct23 56.0 Calls $0.21 (CboeTheo=0.22) BID ARCA 14:10:49.649 IV=42.1% -24.9 C2 157 x $0.21 - $0.22 x 1 ARCA CROSS Post-Earnings Vega=$2888 SCHW=53.55 Ref
441. >>5000 APO Jan26 135 Calls $7.00 (CboeTheo=6.48) ASK BOX 14:10:57.261 IV=33.5% +0.8 BZX 1 x $5.70 - $7.00 x 200 NOM FLOOR - OPENING Vega=$229k APO=87.67 Ref
442. TRADE CXLD:
  >>3000 NVAX Apr24 7.5 Puts $2.83 (CboeTheo=2.90) BID ARCA 14:05:15.150 IV=117.0% -5.1 PHLX 139 x $2.82 - $3.05 x 6 BOX CROSS - OPENING/COMPLEX Vega=$5108 NVAX=6.66 Ref
443. >>Unusual Volume PR - 3x market weighted volume: 5762 = 8295 projected vs 2705 adv, 96% calls, 5% of OI [PR 14.98 +0.15 Ref, IV=47.6% +1.7]
444. >>2185 SPX Oct23 3900 Puts $0.60 (CboeTheo=0.58) MID CBOE 14:13:32.046 IV=48.2% +10.5 CBOE 2910 x $0.55 - $0.65 x 2994 CBOE FLOOR Vega=$24k SPX=4380.70 Fwd
445. >>2000 PDD Jun24 130 Calls $10.87 (CboeTheo=10.83) MID ARCA 14:15:32.345 IV=50.4% -0.6 BOX 38 x $10.80 - $10.95 x 55 PHLX SPREAD/FLOOR - OPENING Vega=$68k PDD=105.78 Ref
446. >>2000 PDD Jan24 90.0 Puts $3.72 (CboeTheo=3.72) ASK ARCA 14:15:32.345 IV=50.7% -0.8 AMEX 151 x $3.65 - $3.75 x 46 PHLX SPREAD/FLOOR Vega=$31k PDD=105.78 Ref
447. >>2000 BAC Jan25 30.0 Calls $2.39 (CboeTheo=2.36) ASK PHLX 14:15:49.220 IV=27.8% -0.6 ISE 456 x $2.35 - $2.41 x 235 AMEX TIED/FLOOR Pre-Earnings Vega=$23k BAC=26.93 Ref
448. >>Unusual Volume ZION - 3x market weighted volume: 12.6k = 18.0k projected vs 5280 adv, 61% puts, 7% of OI [ZION 35.85 +1.28 Ref, IV=50.1% -1.0]
449. SWEEP DETECTED:
  >>2099 CGC Oct23 1.0 Puts $0.32 (CboeTheo=0.31) ASK [MULTI] 14:16:28.356 IV=308.5% +89.5 BOX 17 x $0.30 - $0.32 x 2 ARCA ISO Vega=$40 CGC=0.70 Ref
450. >>2000 KNX Oct23 50.0 Puts $1.40 (CboeTheo=1.28) BID ISE 14:17:49.253 IV=55.2% +12.3 PHLX 210 x $1.30 - $1.55 x 491 AMEX SPREAD/CROSS/TIED - OPENING Vega=$4150 KNX=49.52 Ref
451. SWEEP DETECTED:
  >>2605 MRK Oct23 110 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 14:18:52.738 IV=26.1% +3.4 C2 1074 x $0.01 - $0.03 x 558 GEMX Vega=$1961 MRK=104.22 Ref
452. SWEEP DETECTED:
  >>6532 TSLA Oct23 265 Calls $3.60 (CboeTheo=3.53) ASK [MULTI] 14:18:56.870 IV=69.1% +7.0 CBOE 495 x $3.50 - $3.60 x 839 ISE Vega=$62k TSLA=254.70 Ref
453. SWEEP DETECTED:
  >>4480 T Oct23 15.0 Calls $0.12 (CboeTheo=0.12) ASK [MULTI] 14:20:02.279 IV=51.7% +6.9 C2 8931 x $0.11 - $0.12 x 2516 C2 Vega=$2228 T=14.45 Ref
454. >>2500 SPX Oct23 3900 Puts $0.60 (CboeTheo=0.57) MID CBOE 14:21:11.549 IV=48.1% +10.4 CBOE 3084 x $0.55 - $0.65 x 3238 CBOE FLOOR Vega=$27k SPX=4379.07 Fwd
455. >>2500 DIS Nov23 90.0 Calls $1.77 (CboeTheo=1.76) ASK PHLX 14:21:35.993 IV=32.4% -0.2 BZX 11 x $1.76 - $1.77 x 8 GEMX SPREAD/CROSS/TIED Vega=$23k DIS=85.62 Ref
456. >>3152 ABBV Dec23 160 Calls $1.28 (CboeTheo=1.36) ASK ISE 14:22:01.943 IV=20.4% -1.1 MPRL 198 x $1.27 - $1.28 x 1 NOM AUCTION Vega=$53k ABBV=147.16 Ref
457. SWEEP DETECTED:
  >>Bearish Delta Impact 10081 ABBV Dec23 160 Calls $1.295 (CboeTheo=1.39) Below Bid! [MULTI] 14:22:01.608 IV=20.7% -0.8 BOX 49 x $1.36 - $1.42 x 52 NOM OPENING
  Delta=21%, EST. IMPACT = 207k Shares ($30.5m) To Sell ABBV=147.30 Ref
458. SWEEP DETECTED:
  >>2000 CVS Oct23 65.0 Puts $0.03 (CboeTheo=0.02) ASK [MULTI] 14:22:42.647 IV=44.1% +6.3 EMLD 1645 x $0.01 - $0.03 x 843 C2 ISO Vega=$884 CVS=71.77 Ref
459. >>9959 CVX Dec23 180 Calls $1.38 (CboeTheo=1.42) BID MIAX 14:25:54.391 IV=21.7% -1.3 BOX 96 x $1.38 - $1.44 x 31 PHLX ISO/AUCTION - OPENING Vega=$179k CVX=165.46 Ref
460. SPLIT TICKET:
  >>10000 CVX Dec23 180 Calls $1.38 (CboeTheo=1.42) BID [MIAX] 14:25:54.391 IV=21.8% -1.2 BOX 96 x $1.38 - $1.44 x 31 PHLX ISO/AUCTION - OPENING Vega=$181k CVX=165.46 Ref
461. TRADE CXLD:
  >>5000 APO Jan26 135 Calls $7.00 (CboeTheo=6.48) ASK BOX 14:10:57.261 IV=33.5% +0.8 BZX 1 x $5.70 - $7.00 x 200 NOM FLOOR - OPENING Vega=$229k APO=87.67 Ref
462. >>4400 APO Jan26 135 Calls $7.00 (CboeTheo=6.67) Above Ask! BOX 14:26:51.893 IV=33.4% +0.7 AMEX 1 x $6.80 - $6.90 x 245 NOM LATE - OPENING Vega=$202k APO=87.71 Ref
463. >>2500 VIX Oct23 18th 22.0 Calls $0.07 (CboeTheo=0.08) MID CBOE 14:28:01.220 IV=214.9% +30.3 CBOE 14k x $0.06 - $0.09 x 22k CBOE AUCTION Vega=$389 VIX=17.32 Fwd
464. >>2305 VIX Oct23 18th 22.0 Calls $0.08 (CboeTheo=0.08) MID CBOE 14:28:06.316 IV=221.1% +36.5 CBOE 13k x $0.06 - $0.09 x 25k CBOE AUCTION Vega=$384 VIX=17.32 Fwd
465. SPLIT TICKET:
  >>2500 VIX Oct23 18th 22.0 Calls $0.08 (CboeTheo=0.08) MID [CBOE] 14:28:06.316 IV=221.1% +36.5 CBOE 13k x $0.06 - $0.09 x 25k CBOE AUCTION Vega=$417 VIX=17.32 Fwd
466. >>2000 PYPL Nov23 50.0 Calls $8.07 (CboeTheo=8.09) BID AMEX 14:28:18.404 IV=53.5% +0.7 EDGX 381 x $8.05 - $8.15 x 37 BOX SPREAD/CROSS - OPENING Vega=$8849 PYPL=56.88 Ref
467. >>2000 PYPL Nov23 50.0 Puts $0.95 (CboeTheo=0.96) BID AMEX 14:28:18.404 IV=53.7% +1.1 C2 427 x $0.95 - $0.96 x 5 BXO SPREAD/CROSS Vega=$8904 PYPL=56.88 Ref
468. SPLIT TICKET:
  >>1465 VIX Oct23 18th 17.0 Puts $0.40 (CboeTheo=0.38) BID [CBOE] 14:29:20.044 IV=118.2% +12.7 CBOE 183 x $0.40 - $0.41 x 2666 CBOE Vega=$679 VIX=17.37 Fwd
469. >>3050 FL Nov23 20.0 Puts $0.75 (CboeTheo=0.68) ASK EDGX 14:31:08.389 IV=61.7% +4.5 PHLX 578 x $0.65 - $0.75 x 59 NOM CROSS Vega=$6627 FL=21.82 Ref
470. >>5460 ZION Oct23 32.5 Puts $0.32 (CboeTheo=0.34) MID CBOE 14:31:30.625 IV=96.7% +22.7 PHLX 478 x $0.25 - $0.40 x 224 EDGX COB/AUCTION Vega=$5030 ZION=35.76 Ref
471. >>4200 ZION Oct23 33.5 Puts $0.46 (CboeTheo=0.46) ASK CBOE 14:31:30.625 IV=89.1% +22.1 C2 72 x $0.40 - $0.50 x 114 EDGX COB/AUCTION - OPENING Vega=$4790 ZION=35.76 Ref
472. SWEEP DETECTED:
  >>Bearish Delta Impact 920 FNGR Oct23 7.0 Calls $0.551 (CboeTheo=0.60) BID [MULTI] 14:32:08.061 IV=216.9% +8.0 PHLX 216 x $0.55 - $0.60 x 4 BZX ISO
  Delta=50%, EST. IMPACT = 46k Shares ($318k) To Sell FNGR=6.88 Ref
473. >>3090 BMY Jan24 70.0 Puts $12.85 (CboeTheo=12.85) MID CBOE 14:34:28.672 IV=25.9% +3.8 MIAX 19 x $12.80 - $12.90 x 33 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$5091 BMY=57.16 Ref
474. >>3560 BMY Jan24 72.5 Puts $15.35 (CboeTheo=15.35) MID CBOE 14:34:28.824 IV=29.6% +6.4 MPRL 27 x $15.30 - $15.40 x 5 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$4970 BMY=57.16 Ref
475. >>2500 SIRI Mar24 9.0 Calls $0.12 (CboeTheo=0.14) BID MIAX 14:35:05.076 IV=87.6% -3.3 ARCA 2 x $0.12 - $0.18 x 1049 PHLX AUCTION Vega=$1429 SIRI=4.87 Ref
476. >>2499 SIRI Mar24 9.0 Calls $0.12 (CboeTheo=0.14) BID MIAX 14:35:05.076 IV=87.6% -3.3 ARCA 2 x $0.12 - $0.18 x 1049 PHLX AUCTION Vega=$1428 SIRI=4.87 Ref
477. SPLIT TICKET:
  >>5000 SIRI Mar24 9.0 Calls $0.12 (CboeTheo=0.14) BID [MIAX] 14:35:05.076 IV=87.6% -3.3 ARCA 2 x $0.12 - $0.18 x 1049 PHLX AUCTION Vega=$2858 SIRI=4.87 Ref
478. >>3260 CSCO Oct23 57.5 Puts $3.25 (CboeTheo=3.23) MID CBOE 14:35:12.217 IV=32.1% +8.4 ARCA 147 x $3.20 - $3.30 x 28 BZX SPREAD/LEGGED/FLOOR Vega=$1569 CSCO=54.27 Ref
479. >>3260 CSCO Oct23 60.0 Puts $5.75 (CboeTheo=5.74) MID CBOE 14:35:12.370 IV=50.2% +15.6 CBOE 46 x $5.70 - $5.80 x 54 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$1115 CSCO=54.27 Ref
480. SWEEP DETECTED:
  >>2500 AAL Dec25 5.0 Puts $0.64 (CboeTheo=0.63) ASK [MULTI] 14:35:28.298 IV=69.0% -1.0 BOX 111 x $0.60 - $0.65 x 23 NOM AUCTION Vega=$6147 AAL=11.93 Ref
481. >>13500 MRK Dec23 110 Calls $1.53 (CboeTheo=1.59) MID AMEX 14:36:37.256 IV=19.8% -1.1 ARCA 1 x $1.51 - $1.56 x 1 NOM FLOOR - OPENING Vega=$202k MRK=104.34 Ref
482. >>8400 AMD Jan25 40.0 Puts $0.84 (CboeTheo=0.87) BID ARCA 14:38:00.485 IV=57.1% -0.5 PHLX 963 x $0.82 - $0.91 x 35 PHLX SPREAD/CROSS - OPENING Vega=$61k AMD=106.01 Ref
483. >>16800 AMD Jan25 30.0 Puts $0.38 (CboeTheo=0.38) ASK ARCA 14:38:00.485 IV=62.0% +0.2 C2 200 x $0.37 - $0.38 x 5 EDGX SPREAD/CROSS - OPENING Vega=$63k AMD=106.01 Ref
484. >>2040 BAC Oct23 27th 24.5 Puts $0.10 (CboeTheo=0.10) BID CBOE 14:41:04.814 IV=44.1% -0.4 C2 118 x $0.10 - $0.11 x 4237 EMLD AUCTION - OPENING/COMPLEX Pre-Earnings Vega=$1701 BAC=26.91 Ref
485. >>2000 NVAX Jan25 7.5 Calls $2.40 (CboeTheo=2.31) ASK ARCA 14:42:28.254 IV=118.1% +2.7 PHLX 1438 x $2.00 - $2.51 x 1673 PHLX CROSS Vega=$4549 NVAX=6.51 Ref
486. >>2280 KO Jan24 80.0 Puts $26.62 (CboeTheo=26.64) MID CBOE 14:42:34.513 BZX 67 x $26.55 - $26.70 x 6 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 KO=53.37 Ref
487. >>4676 JPM Nov23 10th 152.5 Calls $1.13 (CboeTheo=1.14) BID BOX 14:44:31.540 IV=18.1% -2.0 MPRL 9 x $1.13 - $1.15 x 48 C2 SPREAD/FLOOR - OPENING Vega=$61k JPM=147.34 Ref
488. >>4676 JPM Oct23 150 Calls $0.42 (CboeTheo=0.42) ASK BOX 14:44:31.540 IV=21.0% -1.3 C2 48 x $0.41 - $0.42 x 189 C2 SPREAD/FLOOR Vega=$22k JPM=147.34 Ref
489. >>Market Color MASI - Bullish option flow detected in Masimo (77.10 -0.25) with 3,315 calls trading (1.4x expected) and implied vol increasing over 1 point to 75.39%. . The Put/Call Ratio is 0.57. Earnings are expected on 11/07. [MASI 77.10 -0.25 Ref, IV=75.4% +1.0] #Bullish
490. >>2000 MMM Oct23 100 Puts $10.47 (CboeTheo=10.49) MID CBOE 14:46:20.097 BOX 30 x $10.40 - $10.55 x 25 BXO SPREAD/LEGGED/FLOOR Vega=$0 MMM=89.51 Ref
491. >>1000 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK CBOE 14:47:42.375 IV=79.7% -0.7 CBOE 2324 x $2.14 - $2.19 x 4340 CBOE FLOOR Vega=$3856 VIX=19.52 Fwd
492. >>13583 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK CBOE 14:47:42.434 IV=79.7% -0.7 CBOE 2324 x $2.14 - $2.19 x 4340 CBOE FLOOR Vega=$52k VIX=19.52 Fwd
493. SPLIT TICKET:
  >>14583 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK [CBOE] 14:47:42.375 IV=79.7% -0.7 CBOE 2324 x $2.14 - $2.19 x 4340 CBOE FLOOR Vega=$56k VIX=19.52 Fwd
494. >>2500 ORCL Oct23 125 Puts $16.27 (CboeTheo=16.28) MID CBOE 14:48:11.076 CBOE 37 x $16.20 - $16.35 x 60 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ORCL=108.72 Ref
495. >>2500 ORCL Oct23 120 Puts $11.27 (CboeTheo=11.28) MID CBOE 14:48:11.224 BOX 35 x $11.20 - $11.35 x 34 MPRL SPREAD/LEGGED/FLOOR Vega=$0 ORCL=108.72 Ref
496. >>3390 PEP Oct23 175 Puts $13.82 (CboeTheo=13.84) ASK CBOE 14:48:35.623 PHLX 32 x $13.65 - $13.95 x 25 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PEP=161.16 Ref
497. >>5000 JPM Nov23 10th 152.5 Calls $1.14 (CboeTheo=1.17) Below Bid! ARCA 14:49:01.696 IV=17.9% -2.3 MPRL 23 x $1.15 - $1.18 x 86 EMLD SPREAD/FLOOR - OPENING Vega=$65k JPM=147.48 Ref
498. >>5000 JPM Oct23 150 Calls $0.44 (CboeTheo=0.46) BID ARCA 14:49:01.695 IV=20.7% -1.5 C2 205 x $0.44 - $0.45 x 23 MPRL SPREAD/FLOOR Vega=$24k JPM=147.48 Ref
499. SWEEP DETECTED:
  >>2500 RIOT Oct23 11.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 14:49:02.693 IV=121.0% +13.9 C2 933 x $0.06 - $0.07 x 1725 EMLD ISO Vega=$513 RIOT=9.40 Ref
500. SWEEP DETECTED:
  >>Bearish Delta Impact 904 XXII Apr24 0.5 Calls $0.20 (CboeTheo=0.26) BID [MULTI] 14:49:27.339 IV=104.0% -41.1 AMEX 4 x $0.20 - $0.30 x 693 PHLX OPENING SSR 52WeekLow
  Delta=75%, EST. IMPACT = 68k Shares ($37k) To Sell XXII=0.55 Ref
501. >>Unusual Volume THC - 3x market weighted volume: 6274 = 8168 projected vs 2716 adv, 68% calls, 7% of OI [THC 54.08 -0.01 Ref, IV=54.8% -0.8]
502. >>5833 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK CBOE 14:51:58.890 IV=80.0% -0.4 CBOE 1193 x $2.13 - $2.19 x 18k CBOE LATE Vega=$22k VIX=19.50 Fwd
503. >>2900 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK CBOE 14:51:58.957 IV=80.0% -0.4 CBOE 1193 x $2.13 - $2.19 x 18k CBOE LATE Vega=$11k VIX=19.50 Fwd
504. >>2975 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK CBOE 14:51:58.957 IV=80.0% -0.4 CBOE 1193 x $2.13 - $2.19 x 18k CBOE LATE Vega=$11k VIX=19.50 Fwd
505. SPLIT TICKET:
  >>14583 VIX Jan24 17th 22.0 Calls $2.18 (CboeTheo=2.16) ASK [CBOE] 14:51:58.890 IV=80.0% -0.4 CBOE 1193 x $2.13 - $2.19 x 18k CBOE LATE Vega=$56k VIX=19.50 Fwd
506. SWEEP DETECTED:
  >>2000 DKNG Oct23 32.0 Calls $0.08 (CboeTheo=0.08) BID [MULTI] 14:52:21.781 IV=52.0% -1.8 EMLD 1942 x $0.08 - $0.09 x 74 BZX AUCTION Vega=$1162 DKNG=29.80 Ref
507. >>3660 TSEM Oct23 37.0 Puts $15.08 (CboeTheo=15.11) BID CBOE 14:52:43.630 BOX 48 x $15.00 - $15.20 x 59 BOX SPREAD/LEGGED/FLOOR Vega=$0 TSEM=21.90 Ref
508. >>2580 TSLA Jan24 450 Puts $195.10 (CboeTheo=195.26) ASK CBOE 14:53:08.914 MIAX 1 x $194.15 - $195.90 x 1 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSLA=254.74 Ref
509. >>2580 TSLA Jan24 416.67 Puts $161.77 (CboeTheo=161.93) BID CBOE 14:53:08.997 C2 1 x $159.90 - $164.05 x 1 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSLA=254.74 Ref
510. >>2250 MRK Oct23 115 Puts $10.70 (CboeTheo=10.70) MID PHLX 14:54:14.786 AMEX 1 x $10.65 - $10.75 x 11 BOX FLOOR - OPENING Vega=$0 MRK=104.30 Ref
511. >>2000 MRK Oct23 110 Puts $5.70 (CboeTheo=5.70) MID PHLX 14:54:14.786 BOX 11 x $5.60 - $5.80 x 12 BXO FLOOR Vega=$0 MRK=104.30 Ref
512. >>3000 ZM Jan24 400 Puts $336.90 (CboeTheo=336.78) Above Ask! PHLX 14:54:15.894 IV=192.2% +91.3 NOM 50 x $335.85 - $336.85 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$6029 ZM=63.22 Ref
513. >>3000 ZM Jan24 130 Puts $66.90 (CboeTheo=66.78) Above Ask! PHLX 14:54:15.894 IV=85.3% +26.1 GEMX 5 x $66.65 - $66.85 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$7931 ZM=63.22 Ref
514. >>2000 MMM Oct23 100 Puts $10.50 (CboeTheo=10.51) BID PHLX 14:54:17.103 BOX 14 x $10.45 - $10.60 x 32 BOX FLOOR Vega=$0 MMM=89.50 Ref
515. >>2000 MDT Oct23 80.0 Puts $8.15 (CboeTheo=8.19) ASK PHLX 14:54:19.346 NOM 82 x $7.85 - $8.30 x 31 BOX FLOOR Vega=$0 MDT=71.81 Ref
516. >>2300 VZ Oct23 37.0 Puts $5.80 (CboeTheo=5.78) MID PHLX 14:54:26.718 IV=86.7% +29.7 BXO 50 x $5.75 - $5.85 x 43 BZX FLOOR - OPENING Vega=$550 VZ=31.23 Ref
517. >>2000 UPS Oct23 180 Puts $22.40 (CboeTheo=22.45) BID PHLX 14:54:28.059 BOX 51 x $22.30 - $22.55 x 12 BXO FLOOR - OPENING Vega=$0 UPS=157.55 Ref
518. >>2800 KO Oct23 60.0 Puts $6.65 (CboeTheo=6.63) MID PHLX 14:54:35.341 IV=57.6% +18.6 BXO 22 x $6.60 - $6.70 x 108 CBOE FLOOR - OPENING Vega=$874 KO=53.37 Ref
519. >>3350 KO Oct23 57.5 Puts $4.15 (CboeTheo=4.14) MID PHLX 14:54:35.341 IV=39.8% +11.3 BOX 7 x $4.10 - $4.20 x 52 BZX FLOOR - OPENING Vega=$1386 KO=53.37 Ref
520. >>2400 TSLA Jan24 450 Puts $195.10 (CboeTheo=195.06) BID PHLX 14:54:41.128 IV=64.7% +11.8 BZX 26 x $194.25 - $196.00 x 52 BOX SPREAD/FLOOR - OPENING Vega=$11k TSLA=254.94 Ref
521. >>4000 TSLA Jan24 416.67 Puts $161.75 (CboeTheo=161.73) MID PHLX 14:54:41.128 IV=56.9% +6.0 ARCA 25 x $160.95 - $162.55 x 53 BOX SPREAD/FLOOR - OPENING Vega=$17k TSLA=254.94 Ref
522. >>2500 SQ Jan24 100 Puts $55.25 (CboeTheo=55.24) BID PHLX 14:54:55.073 IV=86.6% +18.1 BOX 10 x $55.15 - $55.45 x 10 BOX FLOOR - OPENING Vega=$1726 SQ=44.76 Ref
523. >>1939 VIX Oct23 18th 18.0 Puts $1.10 (CboeTheo=1.15) ASK CBOE 14:55:31.492 IV=122.6% -5.9 CBOE 356 x $1.09 - $1.10 x 2 CBOE Vega=$816 VIX=17.18 Fwd
524. SPLIT TICKET:
  >>2297 VIX Oct23 18th 18.0 Puts $1.10 (CboeTheo=1.15) ASK [CBOE] 14:55:31.480 IV=122.6% -5.9 CBOE 356 x $1.09 - $1.10 x 1941 CBOE Vega=$967 VIX=17.18 Fwd
525. >>2500 CSCO Oct23 60.0 Puts $5.75 (CboeTheo=5.78) MID PHLX 14:56:02.179 ARCA 125 x $5.70 - $5.80 x 13 BZX SPREAD/FLOOR - OPENING Vega=$0 CSCO=54.23 Ref
526. >>2500 CSCO Oct23 57.5 Puts $3.25 (CboeTheo=3.27) MID PHLX 14:56:02.179 EDGX 393 x $3.20 - $3.30 x 23 BOX SPREAD/FLOOR Vega=$0 CSCO=54.23 Ref
527. >>2600 PEP Oct23 175 Puts $13.75 (CboeTheo=13.76) ASK PHLX 14:56:13.267 NOM 27 x $13.65 - $13.80 x 23 ARCA FLOOR - OPENING Vega=$0 PEP=161.25 Ref
528. >>2500 ORCL Oct23 120 Puts $11.20 (CboeTheo=11.19) ASK PHLX 14:56:16.771 IV=46.2% +12.2 ARCA 36 x $11.10 - $11.25 x 38 BOX SPREAD/FLOOR Vega=$1084 ORCL=108.81 Ref
529. >>2500 ORCL Oct23 125 Puts $16.20 (CboeTheo=16.19) ASK PHLX 14:56:16.771 IV=61.9% +19.0 BOX 32 x $16.10 - $16.25 x 32 BOX SPREAD/FLOOR - OPENING Vega=$855 ORCL=108.81 Ref
530. >>2500 BALL Nov23 65.0 Puts $20.10 (CboeTheo=19.98) ASK PHLX 14:56:19.614 IV=76.0% +20.4 ARCA 11 x $19.90 - $20.10 x 31 BOX SPREAD/FLOOR - OPENING 52WeekLow Vega=$3594 BALL=45.02 Ref
531. >>2500 BALL Nov23 62.5 Puts $17.60 (CboeTheo=17.48) ASK PHLX 14:56:19.614 IV=69.6% +16.5 BOX 11 x $17.40 - $17.60 x 15 BOX SPREAD/FLOOR 52WeekLow Vega=$3792 BALL=45.02 Ref
532. >>2500 BAX Oct23 50.0 Puts $18.00 (CboeTheo=17.96) BID PHLX 14:56:21.633 IV=204.6% +75.8 BOX 11 x $17.90 - $19.80 x 33 NOM SPREAD/FLOOR - OPENING 52WeekLow Vega=$474 BAX=32.05 Ref
533. >>2500 BAX Oct23 45.0 Puts $13.00 (CboeTheo=12.97) MID PHLX 14:56:21.633 IV=163.7% +56.3 BOX 11 x $12.90 - $13.10 x 48 NOM SPREAD/FLOOR 52WeekLow Vega=$551 BAX=32.05 Ref
534. >>4000 BA Oct23 210 Puts $25.45 (CboeTheo=25.48) MID PHLX 14:56:31.927 ARCA 1 x $25.35 - $25.55 x 1 AMEX FLOOR - OPENING Vega=$0 BA=184.52 Ref
535. >>4100 BA Oct23 205 Puts $20.45 (CboeTheo=20.48) BID PHLX 14:56:31.927 ARCA 3 x $20.35 - $20.60 x 40 BOX FLOOR - OPENING Vega=$0 BA=184.52 Ref
536. >>2400 MRNA Oct23 115 Puts $22.85 (CboeTheo=22.76) ASK PHLX 14:56:33.456 IV=111.6% +56.7 BXO 2 x $22.60 - $23.00 x 2 ARCA FLOOR 52WeekLow Vega=$1683 MRNA=92.25 Ref
537. >>3000 ZM Jan24 200 Puts $136.77 (CboeTheo=136.79) MID CBOE 14:56:55.679 GEMX 5 x $136.65 - $136.90 x 24 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=63.21 Ref
538. >>3000 ZM Jan24 130 Puts $66.77 (CboeTheo=66.79) MID CBOE 14:56:55.775 GEMX 5 x $66.65 - $66.90 x 8 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ZM=63.21 Ref
539. SPLIT TICKET:
  >>1000 SPX May24 1000 Puts $1.00 (CboeTheo=1.09) ASK [CBOE] 14:58:16.698 IV=71.9% -0.5 CBOE 1398 x $0.85 - $1.05 x 1418 CBOE FLOOR Vega=$15k SPX=4490.83 Fwd
540. >>3000 TSLA Jan24 416.67 Puts $161.30 (CboeTheo=161.88) BID PHLX 15:00:46.867 BZX 25 x $161.00 - $162.30 x 26 BZX SPREAD/FLOOR - OPENING Vega=$0 TSLA=254.79 Ref
541. SPLIT TICKET:
  >>1000 VIX Oct23 18th 15.0 Puts $0.03 (CboeTheo=0.02) ASK [CBOE] 15:01:42.451 IV=120.4% +11.0 CBOE 4011 x $0.01 - $0.03 x 18k CBOE Vega=$122 VIX=17.17 Fwd
542. >>3000 AMD Oct23 105 Puts $1.46 (CboeTheo=1.48) Below Bid! AMEX 15:01:48.639 IV=46.0% +3.3 C2 638 x $1.47 - $1.49 x 88 C2 SPREAD/FLOOR Vega=$13k AMD=106.21 Ref
543. >>2250 AMD Oct23 105 Calls $2.84 (CboeTheo=2.79) ASK AMEX 15:01:48.642 IV=47.7% +4.6 GEMX 117 x $2.77 - $2.84 x 684 MIAX SPREAD/FLOOR Vega=$9702 AMD=106.21 Ref
544. >>3000 AMD Nov23 100 Puts $3.52 (CboeTheo=3.55) MID AMEX 15:01:48.645 IV=51.9% -0.5 MIAX 1046 x $3.50 - $3.55 x 20 MPRL SPREAD/FLOOR Vega=$33k AMD=106.21 Ref
545. >>3000 AMD Nov23 100 Calls $10.33 (CboeTheo=10.28) ASK AMEX 15:01:48.649 IV=52.6% +0.1 PHLX 20 x $10.25 - $10.35 x 847 PHLX SPREAD/FLOOR Vega=$33k AMD=106.21 Ref
546. >>2000 TSLA Jan24 416.67 Puts $162.00 (CboeTheo=161.93) ASK PHLX 15:02:51.985 IV=58.0% +7.1 BZX 40 x $161.10 - $162.75 x 52 BOX SPREAD/FLOOR - OPENING Vega=$9899 TSLA=254.74 Ref
547. >>2000 TSLA Jan24 416.67 Puts $162.00 (CboeTheo=161.97) ASK PHLX 15:03:02.107 IV=57.1% +6.2 BZX 40 x $161.15 - $162.75 x 52 BOX SPREAD/FLOOR - OPENING Vega=$8849 TSLA=254.70 Ref
548. SPLIT TICKET:
  >>1050 SPX Jan24 3225 Puts $7.70 (CboeTheo=7.59) MID [CBOE] 15:06:00.010 IV=33.5% -0.4 CBOE 403 x $7.60 - $7.80 x 1019 CBOE FLOOR Vega=$147k SPX=4430.26 Fwd
549. SWEEP DETECTED:
  >>9835 AAPL Oct23 210 Calls $0.01 ASK [MULTI] 15:06:51.165 IV=55.8% +14.7 EMLD 0 x $0.00 - $0.01 x 1469 ARCA Vega=$1935 AAPL=178.57 Ref
550. >>2440 BMY Jan24 72.5 Puts $15.45 (CboeTheo=15.38) ASK BOX 15:07:13.464 IV=32.7% +9.5 BOX 34 x $15.30 - $15.45 x 44 BOX SPREAD/FLOOR Vega=$8670 BMY=57.12 Ref
551. >>2440 BMY Jan24 70.0 Puts $12.95 (CboeTheo=12.88) ASK BOX 15:07:13.464 IV=28.8% +6.7 BOX 45 x $12.80 - $12.95 x 55 NOM SPREAD/FLOOR Vega=$9557 BMY=57.12 Ref
552. >>3000 MRK Nov23 105 Puts $2.91 (CboeTheo=2.91) MID AMEX 15:07:16.065 IV=22.9% -0.4 BZX 14 x $2.89 - $2.92 x 2 ARCA SPREAD/CROSS Vega=$37k MRK=104.39 Ref
553. >>3000 MRK Nov23 105 Calls $2.81 (CboeTheo=2.80) MID AMEX 15:07:16.065 IV=23.0% -0.4 MPRL 8 x $2.79 - $2.82 x 40 PHLX SPREAD/CROSS - OPENING Vega=$37k MRK=104.39 Ref
554. >>2160 TSEM Oct23 37.0 Puts $14.96 (CboeTheo=15.00) ASK BOX 15:07:27.541 NOM 86 x $14.80 - $15.10 x 49 BOX SPREAD/FLOOR Vega=$0 TSEM=22.00 Ref
555. >>2660 AAPL Oct23 195 Puts $16.35 (CboeTheo=16.39) BID BOX 15:07:31.842 MIAX 472 x $16.25 - $16.50 x 336 MIAX SPREAD/FLOOR - OPENING Vega=$0 AAPL=178.62 Ref
556. >>2660 AAPL Oct23 190 Puts $11.35 (CboeTheo=11.38) BID BOX 15:07:31.842 BOX 92 x $11.35 - $11.50 x 435 CBOE SPREAD/FLOOR Vega=$0 AAPL=178.62 Ref
557. >>3000 ORCL Oct23 125 Puts $16.10 (CboeTheo=16.17) BID BOX 15:07:41.289 BOX 29 x $16.10 - $16.25 x 32 BOX SPREAD/FLOOR - OPENING Vega=$0 ORCL=108.83 Ref
558. >>3000 ORCL Oct23 120 Puts $11.10 (CboeTheo=11.16) BID BOX 15:07:41.289 BOX 52 x $11.10 - $11.25 x 35 CBOE SPREAD/FLOOR Vega=$0 ORCL=108.83 Ref
559. >>3640 VZ Oct23 34.0 Puts $2.76 (CboeTheo=2.74) ASK BOX 15:08:00.989 IV=49.3% +12.9 BOX 28 x $2.70 - $2.76 x 28 BXO SPREAD/FLOOR Vega=$1298 VZ=31.27 Ref
560. >>2360 VZ Oct23 37.0 Puts $5.79 (CboeTheo=5.74) ASK BOX 15:08:00.989 IV=96.5% +39.5 ARCA 46 x $5.70 - $5.80 x 86 BZX SPREAD/FLOOR - OPENING Vega=$836 VZ=31.27 Ref
561. >>3730 ZM Jan24 150 Puts $86.75 (CboeTheo=86.68) ASK BOX 15:08:05.807 IV=96.6% +31.3 EDGX 5 x $86.55 - $86.75 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$7623 ZM=63.33 Ref
562. >>3730 ZM Jan24 130 Puts $66.75 (CboeTheo=66.68) ASK BOX 15:08:05.807 IV=83.0% +23.8 GEMX 7 x $66.55 - $66.80 x 24 BOX SPREAD/FLOOR - OPENING Vega=$7990 ZM=63.33 Ref
563. >>3110 KO Oct23 57.5 Puts $4.04 (CboeTheo=4.04) BID BOX 15:08:12.459 IV=35.9% +7.3 CBOE 12 x $4.00 - $4.10 x 151 CBOE SPREAD/FLOOR - OPENING Vega=$807 KO=53.47 Ref
564. >>2250 KO Oct23 60.0 Puts $6.60 (CboeTheo=6.54) ASK BOX 15:08:12.459 IV=67.8% +28.8 BOX 10 x $6.50 - $6.60 x 234 CBOE SPREAD/FLOOR - OPENING Vega=$1409 KO=53.47 Ref
565. >>3860 TSLA Jan24 416.67 Puts $162.65 (CboeTheo=162.01) ASK BOX 15:08:17.356 IV=64.3% +13.4 BZX 50 x $161.20 - $162.65 x 50 BOX SPREAD/FLOOR - OPENING Vega=$54k TSLA=254.66 Ref
566. >>3860 TSLA Jan24 450 Puts $195.98 (CboeTheo=195.34) ASK BOX 15:08:17.356 IV=72.1% +19.2 BOX 50 x $194.55 - $196.10 x 52 BOX SPREAD/FLOOR - OPENING Vega=$51k TSLA=254.66 Ref
567. >>4100 OZK Oct23 35.0 Puts $0.44 (CboeTheo=0.42) ASK BOX 15:08:21.241 IV=78.1% +15.9 BZX 3 x $0.40 - $0.45 x 2 ARCA SPREAD/FLOOR - OPENING Vega=$4950 OZK=36.97 Ref
568. >>4244 CSCO Oct23 57.5 Puts $3.30 (CboeTheo=3.25) ASK BOX 15:08:21.684 IV=38.6% +14.9 BOX 80 x $3.20 - $3.30 x 48 MIAX SPREAD/FLOOR Vega=$3517 CSCO=54.26 Ref
569. >>4244 CSCO Oct23 58.0 Puts $3.80 (CboeTheo=3.75) ASK BOX 15:08:21.684 IV=42.9% +16.9 BXO 50 x $3.70 - $3.80 x 26 BOX SPREAD/FLOOR - OPENING Vega=$3278 CSCO=54.26 Ref
570. >>2910 PEP Oct23 175 Puts $13.65 (CboeTheo=13.72) BID BOX 15:08:25.983 BOX 27 x $13.65 - $13.80 x 12 ARCA SPREAD/FLOOR - OPENING Vega=$0 PEP=161.28 Ref
571. >>2910 PEP Oct23 170 Puts $8.65 (CboeTheo=8.72) BID BOX 15:08:25.983 BOX 42 x $8.65 - $8.85 x 13 BXO SPREAD/FLOOR - OPENING Vega=$0 PEP=161.28 Ref
572. >>3000 VIX Oct23 18th 23.0 Calls $0.06 (CboeTheo=0.06) MID CBOE 15:10:40.793 IV=245.8% +54.3 CBOE 181 x $0.05 - $0.07 x 27k CBOE FLOOR Vega=$383 VIX=17.18 Fwd
573. >>5000 BP Jan24 40.0 Calls $2.32 (CboeTheo=2.32) MID BOX 15:12:02.793 IV=25.8% -0.7 C2 352 x $2.31 - $2.34 x 27 GEMX CROSS Vega=$40k BP=40.30 Ref
574. SPLIT TICKET:
  >>1000 SPXW Oct23 18th 3725 Puts $0.20 (CboeTheo=0.16) ASK [CBOE] 15:12:51.522 IV=78.9% +25.8 CBOE 1213 x $0.10 - $0.20 x 533 CBOE ISO - OPENING Vega=$2746 SPX=4380.97 Fwd
575. >>Market Color UAA - Bullish option flow detected in Under Armour Class A (7.00 +0.39) with 2,991 calls trading (1.2x expected) and implied vol increasing over 1 point to 62.27%. . The Put/Call Ratio is 0.33. Earnings are expected on 11/07. ) [UAA 7.00 +0.39 Ref, IV=62.3% +1.4] #Bullish
576. >>1000 SPX Oct23 3600 Puts $0.30 (CboeTheo=0.30) BID CBOE 15:15:08.671 IV=71.8% +14.9 CBOE 123 x $0.30 - $0.35 x 1298 CBOE FLOOR Vega=$4384 SPX=4380.26 Fwd
577. SPLIT TICKET:
  >>2000 SPX Oct23 3600 Puts $0.30 (CboeTheo=0.30) BID [CBOE] 15:15:08.671 IV=71.8% +14.9 CBOE 123 x $0.30 - $0.35 x 1298 CBOE FLOOR Vega=$8767 SPX=4380.26 Fwd
578. SPLIT TICKET:
  >>1533 SPX Oct23 4470 Calls $1.80 (CboeTheo=1.78) ASK [CBOE] 15:15:44.468 IV=13.3% +1.5 CBOE 431 x $1.70 - $1.80 x 529 CBOE Vega=$99k SPX=4381.50 Fwd
579. >>2000 BP Jan24 40.0 Calls $2.33 (CboeTheo=2.32) MID BOX 15:16:07.964 IV=25.9% -0.5 MPRL 269 x $2.32 - $2.34 x 27 BZX CROSS Vega=$16k BP=40.30 Ref
580. >>1000 SPXW Oct23 25th 3600 Puts $0.70 (CboeTheo=0.62) MID CBOE 15:16:40.260 IV=50.9% +5.5 CBOE 524 x $0.65 - $0.75 x 706 CBOE FLOOR Vega=$13k SPX=4383.31 Fwd
581. >>1500 SPXW Oct23 25th 3600 Puts $0.70 (CboeTheo=0.62) MID CBOE 15:16:40.260 IV=50.9% +5.5 CBOE 524 x $0.65 - $0.75 x 706 CBOE FLOOR Vega=$19k SPX=4383.31 Fwd
582. SPLIT TICKET:
  >>5000 SPXW Oct23 25th 3600 Puts $0.70 (CboeTheo=0.62) MID [CBOE] 15:16:40.260 IV=50.9% +5.5 CBOE 524 x $0.65 - $0.75 x 706 CBOE FLOOR - OPENING Vega=$63k SPX=4383.31 Fwd
583. >>2000 VZ Jan24 31.0 Puts $1.41 (CboeTheo=1.42) BID AMEX 15:19:46.447 IV=23.1% -0.8 MPRL 64 x $1.41 - $1.43 x 22 BZX CROSS Vega=$12k VZ=31.25 Ref
584. >>2358 LOW Oct23 200 Puts $2.98 (CboeTheo=2.97) ASK AMEX 15:19:54.678 IV=24.3% +0.4 MRX 5 x $2.85 - $3.05 x 11 AMEX SPREAD/FLOOR Vega=$19k LOW=198.19 Ref
585. >>4716 LOW Oct23 190 Puts $0.29 (CboeTheo=0.20) ASK AMEX 15:19:54.678 IV=31.3% +2.8 BXO 24 x $0.23 - $0.29 x 6 AMEX SPREAD/FLOOR Vega=$17k LOW=198.19 Ref
586. >>3561 BAC Nov23 25.0 Puts $0.28 (CboeTheo=0.29) BID GEMX 15:20:48.218 IV=32.5% -3.4 EMLD 3559 x $0.28 - $0.29 x 5529 EMLD Pre-Earnings Vega=$7771 BAC=26.96 Ref
587. SWEEP DETECTED:
  >>7500 BAC Nov23 25.0 Puts $0.28 (CboeTheo=0.29) BID [MULTI] 15:20:48.218 IV=32.5% -3.4 C2 4373 x $0.28 - $0.29 x 5529 EMLD Pre-Earnings Vega=$16k BAC=26.96 Ref
588. SWEEP DETECTED:
  >>2206 VFS Nov23 2.5 Puts $0.12 (CboeTheo=0.18) ASK [MULTI] 15:22:06.614 IV=230.1% -67.3 MIAX 54 x $0.11 - $0.12 x 276 PHLX SSR Vega=$420 VFS=6.50 Ref
589. >>20280 UAL Oct23 42.0 Calls $0.32 (CboeTheo=0.33) BID ARCA 15:27:05.640 IV=68.1% +5.3 C2 112 x $0.32 - $0.33 x 3 NOM SPREAD/FLOOR Vega=$24k UAL=39.48 Ref
590. >>10140 UAL Oct23 41.0 Calls $0.59 (CboeTheo=0.58) MID ARCA 15:27:05.640 IV=70.3% +7.4 GEMX 103 x $0.57 - $0.60 x 172 CBOE SPREAD/FLOOR - OPENING Vega=$15k UAL=39.48 Ref
591. >>3000 DKNG Nov23 30.0 Puts $2.22 (CboeTheo=2.23) MID ARCA 15:27:07.436 IV=62.2% -0.5 C2 122 x $2.20 - $2.24 x 59 NOM CROSS Vega=$11k DKNG=29.82 Ref
592. >>6000 AAL Feb24 11.0 Puts $0.70 (CboeTheo=0.70) MID ARCA 15:29:46.988 IV=45.1% -1.0 EDGX 603 x $0.69 - $0.72 x 2010 ARCA CROSS Vega=$15k AAL=11.96 Ref
593. SWEEP DETECTED:
  >>Bullish Delta Impact 656 NTGR May24 14.0 Calls $0.75 (CboeTheo=0.72) ASK [MULTI] 15:30:23.554 IV=44.4% +0.9 PHLX 326 x $0.45 - $0.75 x 114 MPRL ISO - OPENING
  Delta=35%, EST. IMPACT = 23k Shares ($258k) To Buy NTGR=11.20 Ref
594. SWEEP DETECTED:
  >>2951 LCID Oct23 5.5 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 15:30:31.240 IV=86.3% +0.5 C2 2081 x $0.10 - $0.11 x 809 C2 Vega=$613 LCID=5.30 Ref
595. SPLIT TICKET:
  >>1724 VIX Oct23 18th 19.0 Calls $0.17 (CboeTheo=0.18) BID [CBOE] 15:31:15.744 IV=151.8% +14.8 CBOE 1134 x $0.17 - $0.19 x 1565 CBOE ISO Vega=$543 VIX=17.18 Fwd
596. >>4780 AAL Oct23 13.0 Puts $1.07 (CboeTheo=1.08) MID ARCA 15:32:12.079 IV=69.7% +3.4 C2 251 x $1.06 - $1.08 x 231 C2 CROSS Vega=$1358 AAL=11.98 Ref
597. SPLIT TICKET:
  >>1400 VIX Oct23 18th 17.0 Puts $0.42 (CboeTheo=0.39) MID [CBOE] 15:32:31.359 IV=115.5% +10.0 CBOE 25 x $0.41 - $0.44 x 6575 CBOE Vega=$649 VIX=17.27 Fwd
598. >>2000 META Jan24 400 Calls $4.55 (CboeTheo=4.57) BID PHLX 15:32:37.220 IV=36.5% -0.8 C2 182 x $4.55 - $4.65 x 98 NOM SPREAD/CROSS/TIED Vega=$80k META=321.16 Ref
599. >>Unusual Volume ARDX - 3x market weighted volume: 16.2k = 18.9k projected vs 6248 adv, 74% calls, 9% of OI [ARDX 3.50 +0.17 Ref, IV=170.3% -4.8]
600. SPLIT TICKET:
  >>2000 XPEV Jan24 11.0 Calls $4.81 (CboeTheo=4.87) BID [BOX] 15:36:09.874 IV=73.5% -5.2 PHLX 718 x $4.80 - $4.85 x 1313 EDGX AUCTION Vega=$3465 XPEV=15.34 Ref
601. SWEEP DETECTED:
  >>3588 BAC Oct23 27.0 Calls $0.58 (CboeTheo=0.57) ASK [MULTI] 15:36:29.415 IV=48.1% +0.8 EMLD 337 x $0.57 - $0.58 x 2414 EMLD Pre-Earnings Vega=$4062 BAC=27.05 Ref
602. >>5000 PBR Dec23 13.0 Puts $0.17 (CboeTheo=0.17) MID ARCA 15:36:38.939 IV=38.1% +0.6 ARCA 1123 x $0.15 - $0.18 x 220 BOX CROSS - OPENING Vega=$6763 PBR=15.84 Ref
603. >>2200 VIX Oct23 18th 30.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 15:36:45.142 IV=369.6% +104.4 CBOE 13k x $0.01 - $0.04 x 22k CBOE FLOOR Vega=$129 VIX=17.22 Fwd
604. SPLIT TICKET:
  >>1000 SPXW Oct23 18th 3650 Puts $0.10 (CboeTheo=0.17) BID [CBOE] 15:38:17.610 IV=82.6% +24.0 CBOE 937 x $0.10 - $0.15 x 551 CBOE Vega=$1483 SPX=4377.59 Fwd
605. SWEEP DETECTED:
  >>8385 TSLA Oct23 27th 90.0 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 15:39:00.648 IV=190.1% +17.7 BZX 0 x $0.00 - $0.01 x 8168 C2 OPENING Vega=$582 TSLA=254.88 Ref
606. >>2038 NVDA Oct23 490 Puts $29.65 (CboeTheo=29.01) Above Ask! AMEX 15:39:15.754 IV=45.2% +9.8 CBOE 50 x $28.60 - $29.20 x 25 PHLX SPREAD/FLOOR Vega=$18k NVDA=461.18 Ref
607. >>2038 NVDA Oct23 490 Calls $0.38 (CboeTheo=0.41) Below Bid! AMEX 15:39:15.757 IV=35.0% +0.0 C2 146 x $0.40 - $0.41 x 2 BXO SPREAD/FLOOR Vega=$11k NVDA=461.18 Ref
608. >>Unusual Volume ALL - 3x market weighted volume: 5295 = 6108 projected vs 2035 adv, 55% puts, 12% of OI [ALL 125.20 +4.88 Ref, IV=28.9% -0.9]
609. SWEEP DETECTED:
  >>3000 LYFT Oct23 27th 10.0 Puts $0.23 (CboeTheo=0.22) ASK [MULTI] 15:40:29.738 IV=66.0% -0.2 NOM 67 x $0.21 - $0.23 x 1869 GEMX OPENING Vega=$1882 LYFT=10.59 Ref
610. SWEEP DETECTED:
  >>7796 AAPL Nov23 180 Puts $5.80 (CboeTheo=5.75) ASK [MULTI] 15:41:10.764 IV=25.9% +0.1 CBOE 890 x $5.70 - $5.80 x 1041 CBOE Vega=$164k AAPL=178.79 Ref
611. >>2064 BAC Oct23 27.5 Puts $0.74 (CboeTheo=0.75) Below Bid! MIAX 15:41:44.548 IV=45.9% -0.4 C2 81 x $0.75 - $0.76 x 289 EMLD COB Pre-Earnings Vega=$2262 BAC=27.09 Ref
612. >>2064 BAC Oct23 27.5 Calls $0.37 (CboeTheo=0.37) BID MIAX 15:41:44.548 IV=47.1% +1.1 C2 79 x $0.37 - $0.38 x 2513 EMLD COB Pre-Earnings Vega=$2272 BAC=27.09 Ref
613. >>2064 BAC Oct23 26.0 Puts $0.18 (CboeTheo=0.17) ASK MIAX 15:41:44.548 IV=51.5% +3.2 NOM 3 x $0.17 - $0.18 x 2865 EMLD COB Pre-Earnings Vega=$1709 BAC=27.09 Ref
614. >>2064 BAC Oct23 29.0 Calls $0.07 (CboeTheo=0.05) Above Ask! MIAX 15:41:44.548 IV=49.9% +2.8 C2 6398 x $0.05 - $0.06 x 4441 EMLD COB Pre-Earnings Vega=$1090 BAC=27.09 Ref
615. >>1000 SPXW Oct23 31st 3600 Puts $1.15 (CboeTheo=1.10) ASK CBOE 15:41:48.911 IV=42.1% +2.5 CBOE 646 x $1.10 - $1.15 x 36 CBOE FLOOR Vega=$23k SPX=4386.72 Fwd
616. SPLIT TICKET:
  >>3700 SPXW Oct23 31st 3600 Puts $1.15 (CboeTheo=1.10) ASK [CBOE] 15:41:48.911 IV=42.1% +2.5 CBOE 646 x $1.10 - $1.15 x 36 CBOE FLOOR Vega=$85k SPX=4386.72 Fwd
617. SPLIT TICKET:
  >>1000 SPXW Oct23 17th 4275 Puts $0.55 (CboeTheo=0.51) ASK [CBOE] 15:42:28.868 IV=23.4% +7.0 CBOE 255 x $0.50 - $0.55 x 586 CBOE OPENING Vega=$15k SPX=4377.20 Fwd
618. SPLIT TICKET:
  >>1000 SPX Oct23 4500 Calls $0.50 (CboeTheo=0.52) BID [CBOE] 15:43:16.240 IV=13.4% +1.2 CBOE 592 x $0.50 - $0.60 x 2375 CBOE Vega=$28k SPX=4378.89 Fwd
619. SWEEP DETECTED:
  >>4036 BAC Oct23 27.0 Puts $0.52 (CboeTheo=0.50) ASK [MULTI] 15:43:49.694 IV=49.2% +1.4 EMLD 4344 x $0.51 - $0.52 x 2945 EMLD Pre-Earnings Vega=$4565 BAC=27.05 Ref
620. SWEEP DETECTED:
  >>2559 BAC Oct23 27.0 Puts $0.53 (CboeTheo=0.51) ASK [MULTI] 15:43:58.019 IV=49.6% +1.9 EMLD 2080 x $0.52 - $0.53 x 913 EMLD Pre-Earnings Vega=$2895 BAC=27.05 Ref
621. >>2160 ELAN Oct23 13.0 Calls $0.01 (CboeTheo=0.04) BID AMEX 15:44:16.447 IV=139.0% +2.8 ARCA 0 x $0.00 - $0.05 x 192 PHLX SPREAD/FLOOR Vega=$109 ELAN=9.54 Ref
622. SPLIT TICKET:
  >>1050 SPX Oct23 3275 Puts $0.15 (CboeTheo=0.14) ASK [CBOE] 15:44:20.063 IV=96.8% +19.6 CBOE 4352 x $0.05 - $0.15 x 206 CBOE Vega=$1979 SPX=4379.33 Fwd
623. >>2070 VIX Oct23 18th 31.0 Calls $0.03 (CboeTheo=0.02) ASK CBOE 15:45:52.473 IV=391.7% +123.7 CBOE 1 x $0.01 - $0.03 x 8688 CBOE Vega=$116 VIX=17.13 Fwd
624. >>1168 VIX Oct23 18th 31.0 Calls $0.03 (CboeTheo=0.02) ASK CBOE 15:45:52.473 IV=391.7% +123.7 CBOE 1 x $0.01 - $0.03 x 8688 CBOE Vega=$66 VIX=17.13 Fwd
625. SPLIT TICKET:
  >>5000 VIX Oct23 18th 31.0 Calls $0.03 (CboeTheo=0.02) ASK [CBOE] 15:45:52.473 IV=391.7% +123.7 CBOE 1 x $0.01 - $0.03 x 8098 CBOE Vega=$281 VIX=17.13 Fwd
626. >>1000 VIX Oct23 18th 17.0 Puts $0.46 (CboeTheo=0.46) ASK CBOE 15:46:03.948 IV=110.7% +5.2 CBOE 1415 x $0.45 - $0.46 x 861 CBOE Vega=$467 VIX=17.12 Fwd
627. SPLIT TICKET:
  >>1114 VIX Oct23 18th 17.0 Puts $0.46 (CboeTheo=0.46) ASK [CBOE] 15:46:03.945 IV=110.7% +5.2 CBOE 1415 x $0.45 - $0.46 x 1861 CBOE Vega=$521 VIX=17.12 Fwd
628. >>1040 VIX Oct23 18th 18.0 Calls $0.28 (CboeTheo=0.29) BID CBOE 15:46:37.769 IV=128.7% +4.0 CBOE 1727 x $0.27 - $0.31 x 21k CBOE LATE Vega=$430 VIX=17.12 Fwd
629. >>1300 VIX Oct23 18th 20.0 Calls $0.10 (CboeTheo=0.12) BID CBOE 15:46:37.769 IV=172.9% +18.5 CBOE 13 x $0.10 - $0.11 x 1 CBOE LATE Vega=$285 VIX=17.12 Fwd
630. >>1300 VIX Oct23 18th 22.0 Calls $0.07 (CboeTheo=0.07) MID CBOE 15:46:37.769 IV=226.9% +42.3 CBOE 21k x $0.05 - $0.08 x 22k CBOE LATE Vega=$193 VIX=17.12 Fwd
631. >>2500 AAP Dec23 50.0 Puts $2.99 (CboeTheo=2.84) ASK BOX 15:46:38.100 IV=56.8% +1.3 AMEX 313 x $2.85 - $3.00 x 213 AMEX SPREAD/FLOOR - OPENING Vega=$20k AAP=53.59 Ref
632. >>2250 AAP Oct23 55.0 Puts $1.95 (CboeTheo=1.93) MID BOX 15:46:38.100 IV=49.6% -0.1 MPRL 32 x $1.90 - $2.00 x 15 BOX SPREAD/FLOOR Vega=$4549 AAP=53.59 Ref
633. >>1200 VIX Oct23 18th 20.0 Calls $0.10 (CboeTheo=0.12) BID CBOE 15:46:37.835 IV=172.9% +18.5 CBOE 13 x $0.10 - $0.11 x 1 CBOE LATE Vega=$263 VIX=17.12 Fwd
634. >>1200 VIX Oct23 18th 22.0 Calls $0.07 (CboeTheo=0.07) MID CBOE 15:46:37.835 IV=226.9% +42.3 CBOE 21k x $0.05 - $0.08 x 22k CBOE LATE Vega=$179 VIX=17.12 Fwd
635. SPLIT TICKET:
  >>3000 VIX Oct23 18th 18.0 Calls $0.282 (CboeTheo=0.29) MID [CBOE] 15:46:37.768 IV=128.7% +4.0 CBOE 1727 x $0.27 - $0.31 x 19k CBOE LATE Vega=$1240 VIX=17.12 Fwd
636. SPLIT TICKET:
  >>3000 VIX Oct23 18th 20.0 Calls $0.10 (CboeTheo=0.12) BID [CBOE] 15:46:37.768 IV=172.9% +18.5 CBOE 13 x $0.10 - $0.11 x 1 CBOE LATE Vega=$658 VIX=17.12 Fwd
637. SPLIT TICKET:
  >>3000 VIX Oct23 18th 22.0 Calls $0.07 (CboeTheo=0.07) MID [CBOE] 15:46:37.768 IV=226.9% +42.3 CBOE 19k x $0.05 - $0.08 x 20k CBOE LATE Vega=$446 VIX=17.12 Fwd
638. >>1273 SPXW Oct23 18th 3600 Puts $0.10 (CboeTheo=0.13) MID CBOE 15:46:46.486 IV=88.4% +27.0 CBOE 1153 x $0.05 - $0.15 x 1023 CBOE ISO Vega=$1775 SPX=4376.92 Fwd
639. SPLIT TICKET:
  >>1000 SPX Oct23 3600 Puts $0.30 (CboeTheo=0.31) BID [CBOE] 15:47:20.653 IV=72.0% +15.1 CBOE 2076 x $0.30 - $0.35 x 601 CBOE LATE Vega=$4372 SPX=4379.85 Fwd
640. >>2000 VIX Oct23 18th 17.0 Puts $0.46 (CboeTheo=0.46) MID CBOE 15:47:43.756 IV=110.8% +5.3 CBOE 602 x $0.45 - $0.48 x 1 CBOE FLOOR Vega=$934 VIX=17.12 Fwd
641. SPLIT TICKET:
  >>1700 SPXW Oct23 17th 4000 Puts $0.15 (CboeTheo=0.14) MID [CBOE] 15:48:03.351 IV=63.8% +30.0 CBOE 1281 x $0.10 - $0.20 x 1526 CBOE FLOOR Vega=$4196 SPX=4376.58 Fwd
642. SWEEP DETECTED:
  >>3255 ARDX Oct23 3.0 Puts $0.35 (CboeTheo=0.31) ASK [MULTI] 15:49:25.913 IV=415.8% +123.0 BZX 5 x $0.30 - $0.35 x 874 PHLX Vega=$406 ARDX=3.48 Ref
643. SWEEP DETECTED:
  >>7134 LCID Oct23 5.0 Puts $0.10 (CboeTheo=0.08) ASK [MULTI] 15:49:34.289 IV=98.7% +17.5 EMLD 148 x $0.09 - $0.10 x 2842 EMLD ISO Vega=$1333 LCID=5.29 Ref
644. >>2000 LCID Oct23 5.5 Calls $0.12 (CboeTheo=0.10) ASK ARCA 15:49:52.500 IV=94.9% +9.0 C2 352 x $0.11 - $0.12 x 4685 ARCA Vega=$413 LCID=5.29 Ref
645. >>2500 LCID Oct23 5.5 Calls $0.12 (CboeTheo=0.10) ASK ARCA 15:49:52.500 IV=94.9% +9.0 C2 352 x $0.11 - $0.12 x 4685 ARCA Vega=$517 LCID=5.29 Ref
646. SWEEP DETECTED:
  >>5812 LCID Oct23 5.5 Calls $0.12 (CboeTheo=0.10) ASK [MULTI] 15:49:52.500 IV=94.9% +9.0 C2 352 x $0.11 - $0.12 x 4685 ARCA Vega=$1201 LCID=5.29 Ref
647. SPLIT TICKET:
  >>1000 VIX Oct23 18th 17.0 Puts $0.47 (CboeTheo=0.48) BID [CBOE] 15:49:57.078 IV=110.5% +5.0 CBOE 619 x $0.46 - $0.50 x 18 CBOE AUCTION Vega=$467 VIX=17.10 Fwd
648. SPLIT TICKET:
  >>1072 SPXW Oct23 17th 4000 Puts $0.15 (CboeTheo=0.14) MID [CBOE] 15:50:43.806 IV=63.7% +29.9 CBOE 2219 x $0.10 - $0.20 x 1844 CBOE FLOOR Vega=$2647 SPX=4375.87 Fwd
649. SWEEP DETECTED:
  >>8565 LCID Oct23 4.5 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 15:53:00.705 IV=129.7% +26.8 GEMX 13 x $0.03 - $0.04 x 1517 EMLD ISO - OPENING Vega=$892 LCID=5.29 Ref
650. SPLIT TICKET:
  >>1550 SPX Nov23 4500 Calls $25.00 (CboeTheo=25.61) Below Bid! [CBOE] 15:56:35.890 IV=12.3% -0.7 CBOE 952 x $25.40 - $25.80 x 232 CBOE LATE Vega=$664k SPX=4394.85 Fwd
651. SPLIT TICKET:
  >>1350 SPXW Nov23 3rd 4415 Calls $42.22 (CboeTheo=43.51) Below Bid! [CBOE] 15:56:35.956 IV=13.8% -0.6 CBOE 21 x $43.30 - $43.70 x 57 CBOE LATE Vega=$517k SPX=4390.14 Fwd
652. >>1782 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.70) BID CBOE 15:58:09.052 IV=21.6% -0.2 CBOE 652 x $0.69 - $0.73 x 738 CBOE Vega=$25k XSP=439.04 Fwd
653. SPLIT TICKET:
  >>2000 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.70) ASK [CBOE] 15:58:09.052 IV=21.6% -0.2 CBOE 652 x $0.69 - $0.70 x 1782 CBOE Vega=$28k XSP=439.04 Fwd
654. SPLIT TICKET:
  >>1012 SPXW Oct23 16th 4380 Puts $1.994 (CboeTheo=2.02) ASK [CBOE] 15:58:10.764 CBOE 8 x $1.40 - $2.00 x 1001 CBOE OPENING Vega=$0 SPX=4378.30 Fwd
655. >>1000 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.71) ASK CBOE 15:58:20.392 IV=21.6% -0.3 CBOE 100 x $0.56 - $0.70 x 710 CBOE Vega=$14k XSP=438.93 Fwd
656. SPLIT TICKET:
  >>2000 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.71) ASK [CBOE] 15:58:20.390 IV=21.6% -0.3 CBOE 100 x $0.56 - $0.73 x 280 CBOE Vega=$28k XSP=438.93 Fwd
657. >>2000 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.71) MID CBOE 15:58:53.239 IV=21.6% -0.3 CBOE 280 x $0.69 - $0.71 x 2000 CBOE Vega=$28k XSP=438.99 Fwd
658. SWEEP DETECTED:
  >>3000 INTC Jan24 70.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 15:58:57.180 IV=45.4% -4.6 GEMX 564 x $0.01 - $0.03 x 161 C2 ISO Vega=$737 INTC=36.59 Ref
659. >>2000 XSP Nov23 3rd 410 Puts $0.71 (CboeTheo=0.71) MID CBOE 15:59:01.548 IV=21.6% -0.2 CBOE 280 x $0.70 - $0.73 x 380 CBOE Vega=$29k XSP=438.91 Fwd
660. SPLIT TICKET:
  >>1250 VIX Oct23 18th 17.0 Puts $0.48 (CboeTheo=0.46) BID [CBOE] 15:59:01.926 IV=115.3% +9.8 CBOE 248 x $0.48 - $0.50 x 7910 CBOE Vega=$583 VIX=17.12 Fwd
661. >>5000 EXPI Dec23 12.5 Puts $0.65 (CboeTheo=0.60) ASK ARCA 15:59:06.137 IV=63.4% +2.6 EDGX 244 x $0.55 - $0.65 x 266 EDGX FLOOR Vega=$9320 EXPI=14.22 Ref
662. SPLIT TICKET:
  >>2000 XSP Nov23 3rd 410 Puts $0.70 (CboeTheo=0.71) BID [CBOE] 15:59:06.530 IV=21.5% -0.4 CBOE 201 x $0.70 - $0.73 x 280 CBOE AUCTION Vega=$28k XSP=438.82 Fwd
663. >>1555 SPX Oct23 4650 Calls $0.10 (CboeTheo=0.09) MID CBOE 15:59:09.562 IV=22.0% +3.1 CBOE 3479 x $0.05 - $0.15 x 3367 CBOE LATE Vega=$8377 SPX=4378.78 Fwd
664. TRADE CXLD:
  >>1555 SPX Oct23 4650 Calls $0.10 (CboeTheo=0.09) MID CBOE 15:59:09.562 IV=22.0% +3.1 CBOE 3479 x $0.05 - $0.15 x 3367 CBOE LATE Vega=$8377 SPX=4378.78 Fwd
665. SPLIT TICKET:
  >>1624 VIX Oct23 18th 25.0 Calls $0.03 (CboeTheo=0.04) BID [CBOE] 15:59:31.464 IV=270.4% +54.7 CBOE 16k x $0.03 - $0.04 x 180 CBOE Vega=$118 VIX=17.15 Fwd
666. >>1000 XSP Nov23 3rd 410 Puts $0.74 (CboeTheo=0.74) ASK CBOE 15:59:46.741 IV=21.6% -0.3 CBOE 100 x $0.67 - $0.74 x 728 CBOE Vega=$15k XSP=438.44 Fwd
667. SPLIT TICKET:
  >>2000 XSP Nov23 3rd 410 Puts $0.74 (CboeTheo=0.74) ASK [CBOE] 15:59:46.741 IV=21.6% -0.3 CBOE 100 x $0.67 - $0.74 x 1728 CBOE Vega=$29k XSP=438.44 Fwd
668. >>2000 VALE Jan24 17.0 Puts $3.74 (CboeTheo=3.73) ASK AMEX 15:59:56.180 IV=34.7% +0.3 BOX 200 x $3.55 - $3.85 x 299 BOX SPREAD/CROSS Vega=$2285 VALE=13.34 Ref
669. >>2000 VALE Jan24 17.0 Calls $0.10 (CboeTheo=0.09) MID AMEX 15:59:56.180 IV=34.5% +1.5 MPRL 100 x $0.09 - $0.11 x 1 ARCA SPREAD/CROSS Vega=$2394 VALE=13.34 Ref
670. SPLIT TICKET:
  >>1000 SPXW Oct23 18th 3550 Puts $0.15 (CboeTheo=0.11) ASK [CBOE] 16:00:20.451 IV=97.4% +33.7 CBOE 1028 x $0.05 - $0.15 x 439 CBOE ISO Vega=$1794 SPX=4372.52 Fwd
671. >>1000 SPXW Oct23 23rd 3600 Puts $0.45 (CboeTheo=0.41) BID CBOE 16:01:39.350 IV=54.6% +6.5 CBOE 50 x $0.45 - $0.50 x 622 CBOE LATE Vega=$8149 SPX=4375.84 Fwd
672. SPLIT TICKET:
  >>4800 SPXW Oct23 23rd 3600 Puts $0.45 (CboeTheo=0.41) BID [CBOE] 16:01:39.350 IV=54.6% +6.5 CBOE 50 x $0.45 - $0.50 x 622 CBOE LATE - OPENING Vega=$39k SPX=4375.84 Fwd
673. SPLIT TICKET:
  >>3500 SPX Oct23 4100 Puts $0.89 (CboeTheo=0.91) BID [CBOE] 16:10:01.092 IV=31.2% +7.5 CBOE 3360 x $0.85 - $0.95 x 1396 CBOE LATE Vega=$73k SPX=4377.96 Fwd

OPTION FLOW 10/16/2023

Post a Comment

Contact Form