My guess... A client initiated a large OTC buy, 5k probably or 10k... hedgefund or something similar... bought it in one clip from market making desk at bank, GS or MS... either sec/no-hedge or with underlying hedge... (I would assume it's hedged). To get vega/gamma exposure. Bank offloads the risk and goes maybe long vega/gamma as well in the market/on-screen... Market makers and the rest of the market buys the 65 calls and Dec... Or... whoever got in the long trade thinks/found out that earnings are in the Nov expiry and bought vega/gamma there and sold Dec as a calendar spread. Or... bank is working a larger order and buying in the market for the next 2 days...
We use TradeWeb for OIS, but for most equity derivatives (which we only trade barriers and variance) we are covered directly by the dealers.