VIX Strikes Opened by Market Makers, up to $180! I saw suddenly a wall of [.01 bid / .01 ask]

If I had been on a page of puts instead of calls, would they have sold brand new 180 strike puts for .01?

I've been buying May volatility options since Friday as a specu-vestment, essentially speculating that I could buy options so cheap and around strike that even a small backstep from ATH could bring me ITM, while a 10-20% chance of some fresh new or escalated crisis, and god forbid a correction or VIX spike.

I think the VIX is being (non-nefariously) held down and intuitively suspect a pop, maybe past reversion to the 'real, unsupressed mean, was super-under-priced. This is my favorite thing, to discover something I believe in despite it all!

My previous experience with options could be decribed as "inferno" or "traumatic," so I've kept position down to 5% or so buying unpaired puts on SVXY and calls on VIX. I thought I was wrong on Friday because the option chain was so desolate, and I had to question why others weren't competing with me… today the OI and volume seems to be 100x, and with infamous KatInvestor paratrooping in Monday …and today VIX down 7% beyond 52W lows, not suspicious itself, only to my contemplation in the context.

I was & am convinced a net influence, from unspecified mechanisms including short ETNs like SVXY, is rendering VIX a false positive all-clear sign, and… making options lower IV… thus 'the market equilibrium mechanisms (VIX, IV) are DIRECTIONALLY dampening down volatility measure, indirectly and incidentally under-signaling risk in the market, which repeats the loop, though I do not discount the probability of my thinking idiotically.

I saw it but didn't understand Friday, that SVXY calls first strike OTM for .10 were too cheap, along with the puts. In fact I saw an alarm that listed both options closest to strike as basically the year's lowest IV options in relation to their previous average 52w. I was the only volume or OI in some near-atm options, among multiple no vol / OI strikes. So I concluded that the IV was (in my estimation) not pricing in unpredictability, and perhaps a qualitative watershed climax in American preeminance. Time will tell.

I believe this phenomenon dampened overall risk signals by lowering VIX & IV pricing, and is a negative feedback loop which furthers the tension, increasing likelihood of overcoming a hastily imagined threshold, beyond which the energybwould unwind, 'double bouncing' possibility like a trampoline.

Will smart people help me understand why market makers would add strike prices up to 180 when 80 VIX was considered peak extreme fear for Covid & other 'once-a-decade' Black Swans crashes?

VIX drops 7%, having started day at 52W, (and secular, cyclical lows of 11-12); the same day, strike prices more than triple to twice previous records (of settlement price, "intraday once to 120" overheard). Alternatively, I am ignorant and there are 57.2 unsourced speculations on why a security went up down or left, maybe I was oblivious and it's normal VIX is over low.

Would Vix beyond 180 require 180% of previous month SPY ETF volume? Just a silly deal for fools to part with money on? Planning for 2-3 years out? Trying to scare the heck out of me, then assume others would take 180 VIX calls as disquieting?

PS It seemed like premium options on the chain near the strike were tempted away since 75% more new options were apparently nearly free for the taking. So some top movers may sell down positions in a rush. I also wonder if I had a split call / Put screen and I bought 1000 $180 June VIX puts for .01…

And market order might be quicker than safe limit order for 10000 new contested shares… so they auto buy, or people just are waiting in office meetings to jump in if new major strike expansion anticipated? Feels like I squandered a bonus dungeon?