OPTION FLOW 11/14/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color @STOCK - New option listings for 11/14 include RNAC Stock ($RNAC). Option delistings effective 11/14 include EQRX Stock ($EQRX).
  2. >>Market Color @ALL - OCC reports a total of 569,544 flex contracts traded on Nov 13th, with average daily flex volume of 383,992 over the past month. 60.4% of Monday's flex volume traded on Cboe, 0.1% NYSE-Arca, 1.9% PHLX and 37.6% Amex. Current Flex open interest is 19,571,164 contracts. Ï #flex #marketmover
  3. SPLIT TICKET:
    >>1160 SPXW Nov23 14th 4500 Calls $1.00 (CboeTheo=0.94)  BID  [CBOE] 08:47:36.926 IV=19.7% +2.4 CBOE 100 x $1.00 - $1.05 x 328 CBOE Vega=$25k SPX=4465.55 Fwd
  4. >>Market Color TSLA - Most profitable opening equity option purchase made in the prior session was a buy of 1240 Tesla 11/17 225 calls for $3.70 at 10:54 when underlying shares were trading $221.385. These calls closed near $4.54 for mark-to-market profit of 23%, or $105K on the $459K outlay. TSLA shares closed up 9.06 at $223.71 [TSLA 223.71 +9.06 Ref]
  5. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-11-13. Data sourced from datashop.cboe.com shows the at-the-money (4400 strike) straddle was trading near $19.66 on Monday morning when the underlying SPX index was near 4397.39. The index closed at 4411.55 resulting in a final value of $11.55 for this put and call pair, suggesting a net loss of $-8.11 for a long straddle position held into the close.
  6. >>Market Color AAPL - Rev/Con recap for Nov 13th. 169,154 contracts traded Monday in reverse/conversion spreads on 75 underlying securities. 8.46m underlying shares were involved with total notional value of $938.9m. Rev/Con volume leaders included AAPL, PLUG, FXI, LCID and QQQ with implied borrow rates ranging from -303.47% (RILY) to 30.95% (SKIN). #revcon
  7. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for November 14, 2023. 88 trades were executed in VIX overnight, totaling 5916 contracts. #gth
  8. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for November 14, 2023. 23955 trades were executed in SPX overnight, totaling 145914 contracts.  #gth
  9. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    AFRM $25.72 +2.84 +12.41%,
    CVNA $32.01 +3.37 +11.77%,
    MPW $4.54 +0.46 +11.27%,
    UPST $24.02 +2.18 +9.98%,
    GME $13.34 +1.20 +9.88%,

    while the biggest losers include:
    FSR $3.49 -0.62 (-15.09%),
    SE $40.81 -5.22 (-11.34%),
    LLY $605.45 -6.13 (-1.00%),
    RTX $81.76 -0.27 (-0.33%),
    JNJ $147.40 -0.23 (-0.16%),

  10. >>Unusual Volume SE - 7x market weighted volume: 40.0k = 345.0k projected vs 43.7k adv, 58% calls, 5% of OI  Post-Earnings  [SE 40.81 -5.22 Ref]
  11. >>Unusual Volume UPST - 3x market weighted volume: 22.3k = 192.5k projected vs 58.0k adv, 78% calls, 5% of OI [UPST 24.10 +2.26 Ref]
  12. >>Unusual Volume HD - 8x market weighted volume: 24.4k = 210.7k projected vs 26.1k adv, 51% calls, 8% of OI  Post-Earnings  [HD 302.19 +14.12 Ref]
  13. >>Unusual Volume TTD - 4x market weighted volume: 23.6k = 203.2k projected vs 43.2k adv, 74% calls, 8% of OI [TTD 67.67 +4.21 Ref]
  14. >>Unusual Volume PTON - 4x market weighted volume: 10.3k = 89.1k projected vs 21.3k adv, 62% puts, 2% of OI [PTON 4.96 +0.53 Ref]
  15. >>Unusual Volume LYFT - 3x market weighted volume: 13.1k = 113.2k projected vs 37.0k adv, 94% calls, 3% of OI [LYFT 10.53 +0.76 Ref]
  16. >>Unusual Volume ZI - 9x market weighted volume: 8253 = 71.2k projected vs 7551 adv, 96% puts, 7% of OI [ZI 13.18 +0.62 Ref]
  17. >>Unusual Volume NU - 3x market weighted volume: 6342 = 54.7k projected vs 17.8k adv, 91% calls  Pre-Earnings  [NU 8.65 +0.20 Ref]
  18. SPLIT TICKET:
    >>1000 NANOS Nov23 22nd 447 Calls $3.20 (CboeTheo=3.10)  ASK  [CBOE] 09:30:03.217 IV=11.7% CBOE 1000 x $3.10 - $3.20 x 393 CBOE  OPENING  Vega=$269 NANOS=447.10 Fwd
  19. >>Unusual Volume AI - 3x market weighted volume: 19.1k = 164.9k projected vs 54.8k adv, 84% calls, 4% of OI [AI 29.88 +2.27 Ref]
  20. SWEEP DETECTED:
    >>Bearish Delta Impact 2158 CXW Dec23 13.0 Calls $1.10 (CboeTheo=1.26)  BID  [MULTI] 09:30:34.016 IV=17.7% -14.9 BOX 1577 x $1.10 - $1.45 x 37 BOX
    Delta=94%, EST. IMPACT = 203k Shares ($2.85m) To Sell CXW=14.04 Ref
  21. SWEEP DETECTED:
    >>2240 AAPL Dec23 1st 175 Puts $0.28 (CboeTheo=0.28)  ASK  [MULTI] 09:30:43.260 IV=22.4% +0.9 BZX 85 x $0.27 - $0.28 x 80 BZX Vega=$13k AAPL=187.44 Ref
  22. SWEEP DETECTED:
    >>3657 PLTR Jun24 25.0 Calls $2.222 (CboeTheo=2.22)  Below Bid!  [MULTI] 09:30:47.180 IV=59.8% -0.2 MPRL 50 x $2.23 - $2.27 x 81 BOX Vega=$22k PLTR=19.83 Ref
  23. SWEEP DETECTED:
    >>2000 GOOGL Nov23 24th 140 Calls $0.24 (CboeTheo=0.25)  BID  [MULTI] 09:31:04.636 IV=19.1% -1.7 MPRL 166 x $0.24 - $0.26 x 80 BOX  ISO  Vega=$9145 GOOGL=134.43 Ref
  24. SWEEP DETECTED:
    >>2066 LYFT Nov23 10.5 Calls $0.16 (CboeTheo=0.16)  ASK  [MULTI] 09:31:21.040 IV=71.6% +3.4 C2 132 x $0.14 - $0.16 x 1143 MPRL Vega=$745 LYFT=10.21 Ref
  25. SWEEP DETECTED:
    >>4999 MARA Apr24 35.0 Calls $0.42 (CboeTheo=0.43)  ASK  [MULTI] 09:31:37.409 IV=132.7% -1.5 EDGX 1205 x $0.41 - $0.42 x 1139 ARCA Vega=$6894 MARA=9.34 Ref
  26. >>3823 VIX Nov23 15th 14.0 Puts $0.19 (CboeTheo=0.20)  ASK  CBOE 09:31:44.661 IV=91.3% +16.1 CBOE 2498 x $0.14 - $0.20 x 6606 CBOE Vega=$1087 VIX=14.17 Fwd
  27. SPLIT TICKET:
    >>4529 VIX Nov23 15th 14.0 Puts $0.19 (CboeTheo=0.20)  BID  [CBOE] 09:31:43.966 IV=91.3% +16.1 CBOE 4176 x $0.19 - $0.20 x 6606 CBOE Vega=$1288 VIX=14.17 Fwd
  28. >>8613 C Dec23 40.0 Puts $0.21 (CboeTheo=0.21)  ASK  MIAX 09:32:14.548 IV=27.8% +1.1 NOM 2 x $0.20 - $0.21 x 4732 C2  COB  Vega=$22k C=43.70 Ref
  29. >>8613 C Dec23 39.0 Puts $0.13 (CboeTheo=0.14)  BID  MIAX 09:32:14.548 IV=29.2% +0.7 C2 4337 x $0.13 - $0.14 x 1561 C2  COB  Vega=$16k C=43.70 Ref
  30. SWEEP DETECTED:
    >>3000 AAPL Feb24 150 Puts $0.629 (CboeTheo=0.64)  Below Bid!  [MULTI] 09:33:26.167 IV=29.4% -0.3 C2 152 x $0.63 - $0.65 x 56 MPRL Vega=$31k AAPL=186.84 Ref
  31. SPLIT TICKET:
    >>3390 NVDA Nov23 520 Calls $1.49 (CboeTheo=1.43)  BID  [NOM] 09:33:06.076 IV=48.3% +1.4 NOM 469 x $1.49 - $1.50 x 13 C2 Vega=$35k NVDA=493.28 Ref
  32. SPLIT TICKET:
    >>1002 SPXW Nov23 14th 4510 Calls $1.30 (CboeTheo=1.32)  BID  [CBOE] 09:32:39.857 IV=22.4% +4.7 CBOE 998 x $1.30 - $1.35 x 379 CBOE Vega=$23k SPX=4475.57 Fwd
  33. SWEEP DETECTED:
    >>Bullish Delta Impact 500 EVC Feb24 5.0 Calls $0.20 (CboeTheo=0.19)  ASK  [MULTI] 09:32:50.131 IV=60.2% -0.5 PHLX 387 x $0.10 - $0.20 x 250 EMLD
    Delta=30%, EST. IMPACT = 15k Shares ($61k) To Buy EVC=4.07 Ref
  34. >>2851 HLF Mar24 17.5 Calls $0.76 (CboeTheo=0.56)  ASK  CBOE 09:33:31.041 IV=64.3% +7.3 EDGX 14 x $0.45 - $1.00 x 1403 PHLX  AUCTION - OPENING  Vega=$7512 HLF=13.10 Ref
  35. SPLIT TICKET:
    >>3000 HLF Mar24 17.5 Calls $0.754 (CboeTheo=0.56)  ASK  [CBOE] 09:33:31.041 IV=58.0% +1.0 EDGX 14 x $0.45 - $1.00 x 1403 PHLX  AUCTION - OPENING  Vega=$7481 HLF=13.10 Ref
  36. SWEEP DETECTED:
    >>8806 F Nov23 10.5 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 09:33:55.277 IV=35.1% -11.8 EMLD 5045 x $0.03 - $0.04 x 3963 EMLD  ISO  Vega=$2169 F=10.16 Ref
  37. >>1182 VIX Nov23 15th 14.0 Puts $0.18 (CboeTheo=0.19)  BID  CBOE 09:34:08.000 IV=87.9% +12.7 CBOE 3798 x $0.18 - $0.20 x 381 CBOE Vega=$335 VIX=14.18 Fwd
  38. SWEEP DETECTED:
    >>Bullish Delta Impact 2002 SLG Dec23 30.0 Puts $1.029 (CboeTheo=1.18)  Below Bid!  [MULTI] 09:33:48.798 IV=68.1% +7.4 ARCA 1 x $1.10 - $1.30 x 8 PHLX
    Delta=-29%, EST. IMPACT = 58k Shares ($1.90m) To Buy SLG=33.07 Ref
  39. SWEEP DETECTED:
    >>2001 GOOGL Nov23 133 Puts $0.517 (CboeTheo=0.54)  Below Bid!  [MULTI] 09:34:35.330 IV=23.2% -0.2 C2 64 x $0.53 - $0.55 x 64 MPRL Vega=$8725 GOOGL=134.57 Ref
  40. SWEEP DETECTED:
    >>2000 BAC Dec23 29.0 Calls $0.67 (CboeTheo=0.66)  ASK  [MULTI] 09:35:56.114 IV=22.7% -0.3 C2 84 x $0.66 - $0.67 x 1245 C2 Vega=$6562 BAC=28.88 Ref
  41. >>Unusual Volume BILL - 3x market weighted volume: 8551 = 54.2k projected vs 18.1k adv, 53% puts, 7% of OI [BILL 58.33 +1.32 Ref]
  42. >>9558 VIX Dec23 20th 16.0 Puts $1.86 (CboeTheo=1.88)  BID  CBOE 09:35:41.530 IV=75.7% +1.4 CBOE 10k x $1.85 - $1.90 x 19k CBOE  AUCTION  Vega=$18k VIX=15.27 Fwd
  43. SPLIT TICKET:
    >>10000 VIX Dec23 20th 16.0 Puts $1.86 (CboeTheo=1.88)  BID  [CBOE] 09:35:41.530 IV=75.7% +1.4 CBOE 10k x $1.85 - $1.90 x 19k CBOE  AUCTION  Vega=$19k VIX=15.27 Fwd
  44. >>2796 VIX Nov23 15th 14.0 Puts $0.18 (CboeTheo=0.16)  MID  CBOE 09:36:25.039 IV=94.6% +19.4 CBOE 354 x $0.15 - $0.20 x 11k CBOE Vega=$781 VIX=14.22 Fwd
  45. SPLIT TICKET:
    >>3296 VIX Nov23 15th 14.0 Puts $0.18 (CboeTheo=0.16)  BID  [CBOE] 09:36:25.013 IV=94.6% +19.4 CBOE 2796 x $0.18 - $0.20 x 12k CBOE Vega=$921 VIX=14.22 Fwd
  46. SWEEP DETECTED:
    >>Bearish Delta Impact 1071 TOL Dec23 22nd 82.0 Calls $4.80 (CboeTheo=5.05)  BID  [MULTI] 09:38:25.308 IV=33.1% -1.3 BOX 26 x $4.80 - $5.20 x 33 NOM  OPENING 
    Delta=62%, EST. IMPACT = 67k Shares ($5.58m) To Sell TOL=83.77 Ref
  47. SPLIT TICKET:
    >>2000 AAPL Dec23 180 Puts $1.40 (CboeTheo=1.40)  ASK  [EMLD] 09:38:44.121 IV=19.3% -0.6 CBOE 425 x $1.39 - $1.40 x 2000 EMLD Vega=$33k AAPL=186.71 Ref
  48. SPLIT TICKET:
    >>2500 SPXW Dec23 1st 3700 Puts $0.75 (CboeTheo=0.66)  ASK  [CBOE] 09:36:38.203 IV=36.0% +2.3 CBOE 372 x $0.65 - $0.75 x 1113 CBOE  OPENING  Vega=$48k SPX=4478.42 Fwd
  49. SWEEP DETECTED:
    >>4094 PTON Nov23 4.5 Puts $0.03 (CboeTheo=0.04)  BID  [MULTI] 09:38:43.391 IV=82.4% -1.3 EMLD 1723 x $0.03 - $0.06 x 2215 EMLD Vega=$439 PTON=4.87 Ref
  50. SWEEP DETECTED:
    >>2522 SIRI Nov23 4.5 Puts $0.08 (CboeTheo=0.06)  ASK  [MULTI] 09:40:57.671 IV=104.5% +22.5 CBOE 236 x $0.06 - $0.08 x 1219 C2 Vega=$374 SIRI=4.79 Ref
  51. >>1000 SPX Dec23 4450 Calls $84.22 (CboeTheo=85.75)  Below Bid!  CBOE 09:37:48.364 IV=12.1% -0.2 CBOE 60 x $84.70 - $85.80 x 30 CBOE  LATE  Vega=$502k SPX=4489.67 Fwd
  52. >>1000 SPX Dec23 4550 Calls $33.22 (CboeTheo=33.52)  Below Bid!  CBOE 09:37:48.364 IV=11.2% -0.1 CBOE 75 x $33.40 - $34.00 x 355 CBOE  LATE  Vega=$484k SPX=4489.67 Fwd
  53. >>2771 SPX Dec23 4450 Calls $84.22 (CboeTheo=85.75)  Below Bid!  CBOE 09:37:48.364 IV=12.1% -0.2 CBOE 60 x $84.70 - $85.80 x 30 CBOE  LATE  Vega=$1.39m SPX=4489.67 Fwd
  54. >>2771 SPX Dec23 4550 Calls $33.22 (CboeTheo=33.52)  Below Bid!  CBOE 09:37:48.364 IV=11.2% -0.1 CBOE 75 x $33.40 - $34.00 x 355 CBOE  LATE  Vega=$1.34m SPX=4489.67 Fwd
  55. SPLIT TICKET:
    >>5971 SPX Dec23 4450 Calls $84.22 (CboeTheo=85.75)  Below Bid!  [CBOE] 09:37:48.364 IV=12.1% -0.2 CBOE 60 x $84.70 - $85.80 x 30 CBOE  LATE  Vega=$3.00m SPX=4489.67 Fwd
  56. SPLIT TICKET:
    >>5971 SPX Dec23 4550 Calls $33.22 (CboeTheo=33.52)  Below Bid!  [CBOE] 09:37:48.364 IV=11.2% -0.1 CBOE 75 x $33.40 - $34.00 x 355 CBOE  LATE  Vega=$2.89m SPX=4489.67 Fwd
  57. >>5000 VIX Dec23 20th 30.0 Calls $0.22 (CboeTheo=0.22)  MID  CBOE 09:39:23.212 IV=137.1% +2.4 CBOE 20 x $0.21 - $0.23 x 7697 CBOE  AUCTION  Vega=$3790 VIX=15.22 Fwd
  58. SPLIT TICKET:
    >>1518 SPXW Nov23 30th 3680 Puts $0.70 (CboeTheo=0.59)  ASK  [CBOE] 09:38:36.162 IV=37.9% +2.9 CBOE 467 x $0.60 - $0.70 x 1028 CBOE  OPENING  Vega=$26k SPX=4483.28 Fwd
  59. >>1500 VIX Dec23 20th 15.0 Puts $1.16 (CboeTheo=1.17)  MID  CBOE 09:41:40.918 IV=68.6% +1.0 CBOE 21k x $1.14 - $1.18 x 1604 CBOE Vega=$2803 VIX=15.28 Fwd
  60. >>Market Color LMND - Bullish option flow detected in Lemonade (15.46 +1.12) with 2,397 calls trading (3x expected) and implied vol increasing almost 2 points to 62.80%. . The Put/Call Ratio is 0.35. Earnings are expected on 02/21. [LMND 15.46 +1.12 Ref, IV=62.8% +1.5] #Bullish
  61. SWEEP DETECTED:
    >>2824 AMZN Jan24 142.5 Puts $4.00 (CboeTheo=4.06)  BID  [MULTI] 09:40:42.241 IV=25.9% -0.4 EDGX 692 x $4.00 - $4.10 x 1282 CBOE  52WeekHigh  Vega=$65k AMZN=146.53 Ref
  62. SWEEP DETECTED:
    >>2165 AMD Nov23 107 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 09:44:19.748 IV=58.7% +8.5 EMLD 294 x $0.03 - $0.04 x 1497 C2 Vega=$847 AMD=120.88 Ref
  63. SWEEP DETECTED:
    >>Bearish Delta Impact 1835 LZ Nov23 11.0 Calls $0.35 (CboeTheo=0.39)  BID  [MULTI] 09:43:23.467 IV=43.3% -5.3 PHLX 269 x $0.35 - $0.40 x 7 ISE  OPENING 
    Delta=74%, EST. IMPACT = 136k Shares ($1.53m) To Sell LZ=11.29 Ref
  64. >>2000 F Nov23 24th 11.0 Calls $0.03 (CboeTheo=0.04)  ASK  MPRL 09:44:12.454 IV=34.0% -10.1 GEMX 4539 x $0.02 - $0.03 x 2000 MPRL  ISO  Vega=$658 F=10.22 Ref
  65. SWEEP DETECTED:
    >>4037 F Nov23 24th 11.0 Calls $0.03 (CboeTheo=0.04)  ASK  [MULTI] 09:44:12.312 IV=34.0% -10.1 C2 6925 x $0.02 - $0.03 x 251 C2  ISO - OPENING  Vega=$1328 F=10.22 Ref
  66. SPLIT TICKET:
    >>1000 VIX Nov23 15th 14.0 Puts $0.17 (CboeTheo=0.16)  BID  [CBOE] 09:44:17.711 IV=91.3% +16.0 CBOE 4483 x $0.17 - $0.19 x 1753 CBOE Vega=$277 VIX=14.22 Fwd
  67. >>5787 SE Dec23 22nd 33.0 Puts $0.37 (CboeTheo=0.39)  ASK  ISE 09:47:51.423 IV=55.2% -36.9 CBOE 197 x $0.28 - $0.43 x 189 CBOE  AUCTION - OPENING   Post-Earnings / SSR  Vega=$14k SE=40.60 Ref
  68. SWEEP DETECTED:
    >>Bullish Delta Impact 1001 MANU Jan24 20.0 Calls $0.90 (CboeTheo=1.03)  ASK  [MULTI] 09:42:22.317 IV=60.7% -4.4 CBOE 202 x $0.70 - $0.90 x 503 BXO  Pre-Earnings 
    Delta=34%, EST. IMPACT = 34k Shares ($616k) To Buy MANU=18.14 Ref
  69. >>3000 C Jan24 50.0 Calls $0.32 (CboeTheo=0.30)  ASK  MRX 09:46:52.454 IV=24.0% -0.9 C2 1100 x $0.30 - $0.32 x 696 AMEX  AUCTION  Vega=$13k C=44.12 Ref
  70. SPLIT TICKET:
    >>1350 SPX Nov23 4500 Calls $11.76 (CboeTheo=12.62)  Below Bid!  [CBOE] 09:44:24.867 IV=12.5% -0.7 CBOE 343 x $12.60 - $13.10 x 137 CBOE  LATE  Vega=$203k SPX=4479.70 Fwd
  71. SWEEP DETECTED:
    >>3343 PLTR Nov23 20.0 Calls $0.426 (CboeTheo=0.41)  Above Ask!  [MULTI] 09:48:42.711 IV=65.2% +1.8 EMLD 717 x $0.41 - $0.42 x 706 C2 Vega=$2499 PLTR=19.84 Ref
  72. SWEEP DETECTED:
    >>3000 HL Mar24 7.0 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 09:50:24.679 IV=64.0% -2.6 BOX 317 x $0.03 - $0.06 x 294 EMLD  ISO  Vega=$1232 HL=4.01 Ref
  73. SWEEP DETECTED:
    >>2000 C Jan24 50.0 Calls $0.34 (CboeTheo=0.32)  ASK  [MULTI] 09:49:20.827 IV=24.5% -0.4 C2 406 x $0.32 - $0.34 x 593 C2  ISO  Vega=$8970 C=44.10 Ref
  74. >>5000 BAC Nov23 28.0 Puts $0.07 (CboeTheo=0.07)  ASK  AMEX 09:50:50.881 IV=30.1% +3.3 C2 1251 x $0.06 - $0.07 x 4505 EDGX  CROSS  Vega=$3374 BAC=28.77 Ref
  75. SPLIT TICKET:
    >>1000 NANOS Nov23 22nd 449 Calls $2.66 (CboeTheo=2.62)  MID  [CBOE] 09:45:08.304 IV=11.3% CBOE 1000 x $2.56 - $0.00 x 0  OPENING  Vega=$268 NANOS=448.21 Fwd
  76. SWEEP DETECTED:
    >>3208 LCID Nov23 4.0 Puts $0.05 (CboeTheo=0.05)  ASK  [MULTI] 09:48:16.075 IV=93.7% +13.3 C2 935 x $0.04 - $0.05 x 544 C2 Vega=$385 LCID=4.28 Ref
  77. SWEEP DETECTED:
    >>2166 TSLA Jan25 550 Calls $5.554 (CboeTheo=5.73)  BID  [MULTI] 09:47:28.500 IV=49.1% -1.3 CBOE 595 x $5.55 - $5.80 x 321 CBOE Vega=$108k TSLA=234.16 Ref
  78. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 RKT Nov23 8.0 Calls $0.722 (CboeTheo=0.64)  Above Ask!  [MULTI] 09:48:55.048 IV=93.5% +40.6 MIAX 1 x $0.62 - $0.69 x 76 EDGX  OPENING 
    Delta=81%, EST. IMPACT = 161k Shares ($1.39m) To Buy RKT=8.61 Ref
  79. >>Unusual Volume FSR - 3x market weighted volume: 29.9k = 118.1k projected vs 39.2k adv, 76% calls, 4% of OI  Post-Earnings  [FSR 3.42 -0.69 Ref, IV=97.2% -20.6]
  80. >>1000 VIX Nov23 15th 14.0 Puts $0.16 (CboeTheo=0.16)  BID  CBOE 09:49:39.570 IV=94.1% +18.9 CBOE 1282 x $0.16 - $0.17 x 14k CBOE Vega=$271 VIX=14.28 Fwd
  81. >>1282 VIX Nov23 15th 14.0 Puts $0.16 (CboeTheo=0.16)  MID  CBOE 09:49:39.585 IV=94.1% +18.9 CBOE 16 x $0.15 - $0.17 x 16k CBOE Vega=$348 VIX=14.28 Fwd
  82. SWEEP DETECTED:
    >>Bearish Delta Impact 530 SYM Jan24 37.5 Calls $4.041 (CboeTheo=4.41)  Below Bid!  [MULTI] 09:49:37.750 IV=84.5% -4.5 PHLX 10 x $4.10 - $4.60 x 65 PHLX  ISO 
    Delta=50%, EST. IMPACT = 26k Shares ($934k) To Sell SYM=35.28 Ref
  83. SPLIT TICKET:
    >>2282 VIX Nov23 15th 14.0 Puts $0.16 (CboeTheo=0.16)  BID  [CBOE] 09:49:39.570 IV=94.1% +18.9 CBOE 1282 x $0.16 - $0.17 x 14k CBOE Vega=$619 VIX=14.28 Fwd
  84. SWEEP DETECTED:
    >>2291 BILL Jan24 45.0 Puts $0.70 (CboeTheo=0.92)  BID  [MULTI] 09:48:47.580 IV=55.4% -3.3 BXO 1208 x $0.70 - $0.75 x 81 C2 Vega=$9994 BILL=58.73 Ref
  85. SWEEP DETECTED:
    >>2222 FSR Nov23 3.5 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 09:47:06.481 IV=140.3% -108.7 EDGX 3416 x $0.17 - $0.20 x 219 EMLD  ISO   Post-Earnings / SSR   52WeekLow  Vega=$294 FSR=3.54 Ref
  86. SWEEP DETECTED:
    >>Bullish Delta Impact 4900 FSM Jan24 3.0 Calls $0.40 (CboeTheo=0.35)  ASK  [MULTI] 09:53:43.424 IV=55.3% +9.9 MIAX 215 x $0.35 - $0.40 x 949 PHLX
    Delta=65%, EST. IMPACT = 319k Shares ($1.02m) To Buy FSM=3.19 Ref
  87. SPLIT TICKET:
    >>1000 NANOS Nov23 22nd 449 Calls $2.84 (CboeTheo=2.81)  MID  [CBOE] 09:48:00.483 IV=11.3% CBOE 1000 x $2.74 - $0.00 x 0  OPENING  Vega=$269 NANOS=448.58 Fwd
  88. >>3000 AES Nov23 15.0 Calls $1.25 (CboeTheo=1.31)  BID  BOX 09:51:22.070 BOX 22 x $1.25 - $1.35 x 2 AMEX  SPREAD/FLOOR  Vega=$0 AES=16.25 Ref
  89. >>3000 AES Nov23 16.0 Calls $0.41 (CboeTheo=0.40)  ASK  BOX 09:51:22.070 IV=41.8% +0.7 PHLX 295 x $0.35 - $0.45 x 1 AMEX  SPREAD/FLOOR  Vega=$1680 AES=16.25 Ref
  90. SWEEP DETECTED:
    >>Bullish Delta Impact 1698 BSY May24 45.0 Puts $1.991 (CboeTheo=1.78)  Below Bid!  [MULTI] 09:54:16.464 IV=38.5% +3.4 ARCA 170 x $2.00 - $3.90 x 59 BOX  OPENING 
    Delta=-21%, EST. IMPACT = 36k Shares ($1.93m) To Buy BSY=52.82 Ref
  91. >>2250 WBD Jan25 10.0 Calls $2.89 (CboeTheo=2.87)  BID  MPRL 09:53:22.613 IV=50.2% +0.2 MPRL 2250 x $2.89 - $2.93 x 5 MRX Vega=$9130 WBD=10.74 Ref
  92. SWEEP DETECTED:
    >>2500 WBD Jan25 10.0 Calls $2.89 (CboeTheo=2.88)  MID  [MULTI] 09:53:22.610 IV=50.0% +0.1 MPRL 21 x $2.85 - $2.93 x 5 BOX Vega=$10k WBD=10.74 Ref
  93. >>1823 VIX Nov23 15th 14.5 Calls $0.20 (CboeTheo=0.18)  ASK  CBOE 09:53:47.433 IV=107.2% +24.3 CBOE 7298 x $0.16 - $0.20 x 11k CBOE Vega=$511 VIX=14.22 Fwd
  94. >>1642 VIX Nov23 15th 14.5 Calls $0.20 (CboeTheo=0.18)  ASK  CBOE 09:53:47.433 IV=107.2% +24.3 CBOE 7298 x $0.16 - $0.20 x 9908 CBOE Vega=$461 VIX=14.22 Fwd
  95. SPLIT TICKET:
    >>5500 VIX Nov23 15th 14.5 Calls $0.20 (CboeTheo=0.18)  ASK  [CBOE] 09:53:47.433 IV=107.2% +24.3 CBOE 7298 x $0.16 - $0.20 x 11k CBOE Vega=$1543 VIX=14.22 Fwd
  96. >>2300 AMZN Dec23 160 Calls $0.56 (CboeTheo=0.56)  BID  ARCA 09:50:04.028 IV=23.9% -0.8 C2 221 x $0.56 - $0.58 x 115 BOX  CROSS   52WeekHigh  Vega=$20k AMZN=146.05 Ref
  97. SWEEP DETECTED:
    >>6162 F Nov23 24th 11.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 09:55:17.110 IV=33.6% -10.5 C2 7107 x $0.03 - $0.04 x 2115 EMLD  ISO - OPENING  Vega=$2403 F=10.31 Ref
  98. >>5000 BAC Nov23 28.0 Puts $0.06 (CboeTheo=0.07)  ASK  PHLX 09:56:20.673 IV=28.6% +1.8 C2 6573 x $0.05 - $0.06 x 370 C2  SPREAD/CROSS/TIED  Vega=$3207 BAC=28.77 Ref
  99. >>Unusual Volume NCLH - 3x market weighted volume: 24.9k = 88.3k projected vs 29.4k adv, 89% calls, 3% of OI [NCLH 14.12 +1.02 Ref, IV=44.9% -1.0]
  100. SPLIT TICKET:
    >>1000 VIX Dec23 20th 14.0 Puts $0.58 (CboeTheo=0.57)  ASK  [CBOE] 09:56:53.603 IV=63.0% +1.8 CBOE 29k x $0.55 - $0.58 x 550 CBOE Vega=$1620 VIX=15.43 Fwd
  101. >>22500 PTEN Jan24 10.0 Puts $0.15 (CboeTheo=0.23)  BID  ARCA 09:57:39.003 IV=44.0% -6.8 PHLX 1363 x $0.10 - $0.25 x 1214 PHLX  FLOOR - OPENING  Vega=$24k PTEN=12.20 Ref
  102. >>2500 PTEN Jan24 10.0 Puts $0.20 (CboeTheo=0.23)  ASK  ARCA 09:57:39.003 IV=48.5% -2.3 PHLX 1363 x $0.10 - $0.25 x 1214 PHLX  FLOOR - OPENING  Vega=$2931 PTEN=12.20 Ref
  103. SPLIT TICKET:
    >>25000 PTEN Jan24 10.0 Puts $0.155 (CboeTheo=0.23)  BID  [ARCA] 09:57:39.003 IV=44.0% -6.8 PHLX 1363 x $0.10 - $0.25 x 1214 PHLX  FLOOR - OPENING  Vega=$27k PTEN=12.20 Ref
  104. >>1750 VIX Nov23 15th 16.0 Puts $1.80 (CboeTheo=1.86)  ASK  CBOE 09:57:48.522 IV=78.2% -50.2 CBOE 8550 x $1.75 - $1.83 x 758 CBOE  FLOOR  Vega=$7 VIX=14.20 Fwd
  105. >>1750 VIX Nov23 15th 16.0 Puts $1.79 (CboeTheo=1.86)  MID  CBOE 09:57:48.658 CBOE 8550 x $1.75 - $1.83 x 758 CBOE  FLOOR  Vega=$0 VIX=14.20 Fwd
  106. SPLIT TICKET:
    >>3500 VIX Nov23 15th 16.0 Puts $1.795 (CboeTheo=1.86)  MID  [CBOE] 09:57:48.522 IV=78.2% -50.2 CBOE 8550 x $1.75 - $1.83 x 758 CBOE  FLOOR  Vega=$15 VIX=14.20 Fwd
  107. >>3000 VIX Nov23 15th 14.0 Calls $0.39 (CboeTheo=0.37)  MID  CBOE 09:58:38.225 IV=95.6% +9.2 CBOE 3807 x $0.37 - $0.42 x 3539 CBOE  FLOOR  Vega=$840 VIX=14.20 Fwd
  108. SWEEP DETECTED:
    >>3434 SCHW Nov23 56.0 Calls $0.20 (CboeTheo=0.23)  BID  [MULTI] 09:55:05.753 IV=34.7% -10.1 MIAX 409 x $0.20 - $0.24 x 69 PHLX  AUCTION  Vega=$5165 SCHW=54.48 Ref
  109. >>2000 THC Nov23 57.5 Calls $0.80 (CboeTheo=0.70)  BID  AMEX 09:59:22.180 IV=42.6% -6.0 CBOE 65 x $0.75 - $0.95 x 52 MIAX  CROSS  Vega=$4306 THC=57.21 Ref
  110. SPLIT TICKET:
    >>1000 SPXW Nov23 14th 4320 Puts $0.10 (CboeTheo=0.06)  ASK  [CBOE] 09:55:17.573 IV=55.3% +35.7 CBOE 1382 x $0.05 - $0.10 x 2141 CBOE Vega=$1776 SPX=4484.53 Fwd
  111. SPLIT TICKET:
    >>1000 SPXW Nov23 14th 4320 Puts $0.10 (CboeTheo=0.07)  ASK  [CBOE] 09:55:39.896 IV=55.4% +35.9 CBOE 406 x $0.05 - $0.10 x 1387 CBOE Vega=$1772 SPX=4484.88 Fwd
  112. >>Market Color PSEC - Bearish flow noted in Prospect Capital (5.75 +0.19) with 1,231 puts trading, or 1.7x expected. The Put/Call Ratio is 10.26, while ATM IV is up over 3 points on the day. Earnings are expected on 02/08. [PSEC 5.75 +0.19 Ref, IV=36.4% +3.5] #Bearish
  113. SWEEP DETECTED:
    >>2010 TSLA Dec23 1st 240 Calls $6.50 (CboeTheo=6.46)  BID  [MULTI] 10:01:25.981 IV=45.3% -0.4 BZX 1994 x $6.50 - $6.55 x 241 EDGX Vega=$40k TSLA=233.04 Ref
  114. SWEEP DETECTED:
    >>2025 X Dec23 27.0 Puts $0.179 (CboeTheo=0.16)  ASK  [MULTI] 10:02:26.360 IV=58.1% +7.9 EDGX 96 x $0.07 - $0.18 x 267 BOX Vega=$2656 X=34.27 Ref
  115. SPLIT TICKET:
    >>1054 XSP Dec23 29th 426 Puts $1.91 (CboeTheo=1.87)  BID  [CBOE] 10:01:33.911 IV=16.0% +0.7 CBOE 846 x $1.91 - $1.99 x 195 CBOE  OPENING  Vega=$39k XSP=451.65 Fwd
  116. >>1395 XSP Dec23 29th 426 Puts $1.91 (CboeTheo=1.87)  ASK  CBOE 10:01:50.874 IV=16.0% +0.6 CBOE 200 x $1.87 - $1.92 x 200 CBOE  OPENING  Vega=$52k XSP=451.61 Fwd
  117. SPLIT TICKET:
    >>1595 XSP Dec23 29th 426 Puts $1.91 (CboeTheo=1.88)  BID  [CBOE] 10:01:49.874 IV=16.0% +0.6 CBOE 1395 x $1.91 - $1.92 x 200 CBOE  OPENING  Vega=$59k XSP=451.60 Fwd
  118. >>2231 SPXW Nov23 14th 4500 Calls $4.50 (CboeTheo=4.56)  ASK  CBOE 09:59:24.062 IV=20.1% +2.8 CBOE 201 x $4.40 - $4.50 x 2232 CBOE Vega=$92k SPX=4487.64 Fwd
  119. SPLIT TICKET:
    >>2247 SPXW Nov23 14th 4500 Calls $4.50 (CboeTheo=4.57)  ASK  [CBOE] 09:59:23.206 IV=20.0% +2.7 CBOE 148 x $4.40 - $4.50 x 2234 CBOE Vega=$93k SPX=4487.69 Fwd
  120. >>2150 ODD Jan24 35.0 Calls $1.95 (CboeTheo=2.11)  BID  ARCA 10:03:40.272 IV=62.4% -4.0 AMEX 52 x $1.70 - $2.35 x 63 PHLX  FLOOR  Vega=$11k ODD=31.70 Ref
  121. SPLIT TICKET:
    >>2000 XSP Dec23 29th 426 Puts $1.92 (CboeTheo=1.87)  BID  [CBOE] 10:02:17.068 IV=16.1% +0.7 CBOE 208 x $1.87 - $2.06 x 100 CBOE  OPENING  Vega=$74k XSP=451.66 Fwd
  122. >>2500 NU Dec23 8th 9.5 Calls $0.13 (CboeTheo=0.14)  MID  CBOE 10:04:09.646 IV=45.3% -1.4 EMLD 212 x $0.11 - $0.14 x 148 EDGX  COB/AUCTION - OPENING   Pre-Earnings   52WeekHigh  Vega=$1716 NU=8.64 Ref
  123. >>2500 NU Nov23 24th 9.5 Calls $0.06 (CboeTheo=0.08)  BID  CBOE 10:04:09.646 IV=53.2% -7.2 EMLD 1701 x $0.06 - $0.07 x 529 EMLD  COB/AUCTION - OPENING   Pre-Earnings   52WeekHigh  Vega=$874 NU=8.64 Ref
  124. SWEEP DETECTED:
    >>Bullish Delta Impact 2099 AX Apr24 22.5 Puts $1.808 (CboeTheo=1.86)  BID  [MULTI] 10:02:51.233 IV=90.2% -0.7 BXO 1 x $1.80 - $2.00 x 5 ISE  ISO   SSR 
    Delta=-13%, EST. IMPACT = 26k Shares ($969k) To Buy AX=36.57 Ref
  125. >>1000 XSP Dec23 29th 426 Puts $1.90 (CboeTheo=1.87)  BID  CBOE 10:02:53.196 IV=16.0% +0.7 CBOE 2000 x $1.90 - $1.96 x 181 CBOE  OPENING  Vega=$37k XSP=451.71 Fwd
  126. >>2500 AMZN Sep25 160 Calls $26.55 (CboeTheo=26.35)  ASK  BOX 10:02:54.997 IV=32.4% +0.2 PHLX 144 x $26.10 - $26.55 x 60 GEMX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$194k AMZN=146.97 Ref
  127. >>2500 AMZN Sep25 210 Calls $10.75 (CboeTheo=10.73)  BID  BOX 10:02:54.997 IV=29.9% -0.2 NOM 136 x $10.65 - $10.95 x 146 PHLX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$183k AMZN=146.97 Ref
  128. >>1000 XSP Dec23 29th 426 Puts $1.90 (CboeTheo=1.87)  ASK  CBOE 10:02:55.181 IV=16.0% +0.7 CBOE 208 x $1.86 - $1.92 x 308 CBOE  OPENING  Vega=$37k XSP=451.71 Fwd
  129. SWEEP DETECTED:
    >>3750 PTON Dec23 1st 4.5 Puts $0.18 (CboeTheo=0.16)  ASK  [MULTI] 10:04:53.403 IV=80.3% +7.0 CBOE 1003 x $0.14 - $0.18 x 507 EMLD  AUCTION - OPENING  Vega=$1381 PTON=4.83 Ref
  130. SWEEP DETECTED:
    >>Bearish Delta Impact 1689 BLNK Jan26 2.0 Calls $2.12 (CboeTheo=2.05)  BID  [MULTI] 10:04:59.700 IV=99.1% +6.1 NOM 88 x $2.12 - $2.15 x 1505 BOX  OPENING 
    Delta=81%, EST. IMPACT = 137k Shares ($505k) To Sell BLNK=3.70 Ref
  131. SWEEP DETECTED:
    >>5188 F Nov23 24th 11.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 10:05:10.947 IV=34.2% -10.0 EMLD 4879 x $0.04 - $0.05 x 2184 EMLD  ISO - OPENING  Vega=$2260 F=10.37 Ref
  132. >>2500 TSLA Jun24 300 Calls $16.05 (CboeTheo=16.07)  BID  BOX 10:05:57.545 IV=46.4% -0.9 AMEX 181 x $16.00 - $16.15 x 116 EDGX  CROSS  Vega=$168k TSLA=234.21 Ref
  133. SWEEP DETECTED:
    >>3677 BAC Dec23 32.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 10:05:58.397 IV=23.0% -3.7 C2 2860 x $0.04 - $0.05 x 1025 EMLD Vega=$3964 BAC=28.89 Ref
  134. >>5877 X Dec23 27.0 Puts $0.20 (CboeTheo=0.15)  ASK  BOX 10:06:28.232 IV=59.8% +9.6 NOM 104 x $0.09 - $0.20 x 150 C2  FLOOR  Vega=$8083 X=34.28 Ref
  135. >>2500 NU Dec23 8th 9.5 Calls $0.13 (CboeTheo=0.14)  MID  PHLX 10:06:28.166 IV=45.0% -1.7 EMLD 278 x $0.11 - $0.14 x 217 EDGX  SPREAD/FLOOR - OPENING   Pre-Earnings   52WeekHigh  Vega=$1723 NU=8.65 Ref
  136. >>2500 NU Nov23 24th 9.5 Calls $0.06 (CboeTheo=0.08)  BID  PHLX 10:06:28.166 IV=52.6% -7.9 EMLD 1786 x $0.06 - $0.07 x 924 EMLD  SPREAD/FLOOR - OPENING   Pre-Earnings   52WeekHigh  Vega=$880 NU=8.65 Ref
  137. SWEEP DETECTED:
    >>Bullish Delta Impact 2425 AX Apr24 22.5 Puts $1.70 (CboeTheo=1.74)  BID  [MULTI] 10:06:10.985 IV=89.0% -1.8 BOX 461 x $1.70 - $1.80 x 5 GEMX  SSR 
    Delta=-12%, EST. IMPACT = 29k Shares ($1.09m) To Buy AX=36.94 Ref
  138. SWEEP DETECTED:
    >>3039 AX Jan24 20.0 Puts $0.75 (CboeTheo=0.85)  BID  [MULTI] 10:06:18.425 IV=120.9% -6.9 PHLX 21 x $0.75 - $0.95 x 5 GEMX  SSR  Vega=$6560 AX=37.01 Ref
  139. SWEEP DETECTED:
    >>2000 JD Dec23 32.5 Calls $0.13 (CboeTheo=0.16)  BID  [MULTI] 10:06:28.732 IV=48.6% -3.6 EMLD 634 x $0.13 - $0.14 x 521 BZX  Pre-Earnings  Vega=$2363 JD=26.23 Ref
  140. >>2500 GOOGL Dec25 165 Calls $18.70 (CboeTheo=17.45)  ASK  BOX 10:06:52.122 IV=30.0% +1.7 AMEX 2 x $17.15 - $18.70 x 21 BOX  SPREAD/FLOOR  Vega=$196k GOOGL=135.67 Ref
  141. >>2500 GOOGL Dec25 225 Calls $5.10 (CboeTheo=5.07)  ASK  BOX 10:06:52.122 IV=26.9% +0.1 ARCA 51 x $3.75 - $5.70 x 25 BOX  SPREAD/FLOOR  Vega=$142k GOOGL=135.67 Ref
  142. >>2174 AAPL Dec23 200 Calls $0.44 (CboeTheo=0.42)  BID  NOM 10:07:58.353 IV=16.4% -0.6 NOM 2174 x $0.44 - $0.45 x 829 AMEX Vega=$23k AAPL=187.13 Ref
  143. SPLIT TICKET:
    >>2378 AAPL Dec23 200 Calls $0.44 (CboeTheo=0.42)  BID  [NOM] 10:07:58.351 IV=16.4% -0.6 NOM 2378 x $0.44 - $0.45 x 829 AMEX Vega=$25k AAPL=187.16 Ref
  144. >>2000 PLTR Nov23 24th 22.5 Calls $0.09 (CboeTheo=0.09)  BID  MRX 10:08:43.393 IV=59.5% +0.7 EMLD 1408 x $0.09 - $0.10 x 2217 EMLD  AUCTION  Vega=$1183 PLTR=19.68 Ref
  145. SWEEP DETECTED:
    >>Bullish Delta Impact 500 CUTR Nov23 2.5 Puts $0.55 (CboeTheo=0.55)  BID  [MULTI] 10:09:07.347 IV=262.0% -63.5 BZX 250 x $0.55 - $0.60 x 20 PHLX
    Delta=-78%, EST. IMPACT = 39k Shares ($78k) To Buy CUTR=2.00 Ref
  146. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 DWAC Nov23 24th 14.5 Puts $0.30 (CboeTheo=0.63)  ASK  [MULTI] 10:09:11.081 IV=60.0% -27.3 PHLX 132 x $0.28 - $0.30 x 50 ARCA  OPENING 
    Delta=-29%, EST. IMPACT = 59k Shares ($899k) To Sell DWAC=15.27 Ref
  147. >>2000 VIX Nov23 15th 15.0 Puts $0.84 (CboeTheo=0.88)  MID  CBOE 10:09:16.449 IV=103.1% +15.9 CBOE 1762 x $0.83 - $0.86 x 195 CBOE  AUCTION  Vega=$368 VIX=14.23 Fwd
  148. >>1268 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.88)  BID  CBOE 10:09:16.449 IV=97.5% +10.3 CBOE 1165 x $0.83 - $0.86 x 195 CBOE  AUCTION  Vega=$220 VIX=14.23 Fwd
  149. >>1481 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.88)  ASK  CBOE 10:09:16.449 IV=97.5% +10.3 CBOE 1260 x $0.76 - $0.86 x 195 CBOE  AUCTION  Vega=$257 VIX=14.23 Fwd
  150. >>1035 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.88)  ASK  CBOE 10:09:16.449 IV=97.5% +10.3 CBOE 1260 x $0.76 - $0.86 x 195 CBOE  AUCTION  Vega=$180 VIX=14.23 Fwd
  151. >>1000 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.88)  ASK  CBOE 10:09:16.449 IV=97.5% +10.3 CBOE 1260 x $0.76 - $0.86 x 195 CBOE  AUCTION  Vega=$174 VIX=14.23 Fwd
  152. >>1969 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.88)  ASK  CBOE 10:09:16.449 IV=97.5% +10.3 CBOE 1260 x $0.76 - $0.86 x 195 CBOE  AUCTION  Vega=$342 VIX=14.23 Fwd
  153. SPLIT TICKET:
    >>11500 VIX Nov23 15th 15.0 Puts $0.832 (CboeTheo=0.88)  BID  [CBOE] 10:09:16.449 IV=103.1% +15.9 CBOE 1762 x $0.83 - $0.86 x 195 CBOE  AUCTION  Vega=$2116 VIX=14.23 Fwd
  154. >>1428 VIX Nov23 15th 13.5 Puts $0.05 (CboeTheo=0.05)  ASK  CBOE 10:09:19.578 IV=95.2% +11.6 CBOE 306 x $0.03 - $0.05 x 14k CBOE Vega=$233 VIX=14.23 Fwd
  155. >>1422 VIX Nov23 15th 13.5 Puts $0.05 (CboeTheo=0.05)  ASK  CBOE 10:09:19.579 IV=95.2% +11.6 CBOE 306 x $0.03 - $0.05 x 14k CBOE Vega=$232 VIX=14.23 Fwd
  156. >>1200 VIX Nov23 15th 13.5 Puts $0.05 (CboeTheo=0.05)  ASK  CBOE 10:09:19.579 IV=95.2% +11.6 CBOE 306 x $0.03 - $0.05 x 13k CBOE Vega=$196 VIX=14.23 Fwd
  157. SPLIT TICKET:
    >>5000 VIX Nov23 15th 13.5 Puts $0.05 (CboeTheo=0.05)  ASK  [CBOE] 10:09:19.578 IV=95.2% +11.6 CBOE 306 x $0.03 - $0.05 x 14k CBOE Vega=$815 VIX=14.23 Fwd
  158. >>8850 SE Jan24 30.0 Puts $0.55 (CboeTheo=0.51)  MID  ARCA 10:09:41.102 IV=57.3% -27.9 CBOE 242 x $0.52 - $0.57 x 215 EDGX  FLOOR - OPENING   Post-Earnings / SSR  Vega=$28k SE=39.04 Ref
  159. SWEEP DETECTED:
    >>3802 BAC Nov23 24th 28.5 Puts $0.24 (CboeTheo=0.24)  ASK  [MULTI] 10:10:01.304 IV=22.3% -0.4 EMLD 2018 x $0.23 - $0.24 x 864 EMLD  OPENING  Vega=$6710 BAC=28.91 Ref
  160. SWEEP DETECTED:
    >>3075 BAC Nov23 24th 29.0 Calls $0.40 (CboeTheo=0.38)  ASK  [MULTI] 10:10:08.099 IV=22.0% -1.0 C2 99 x $0.39 - $0.40 x 1420 EMLD Vega=$5944 BAC=28.89 Ref
  161. >>4300 PYPL Dec23 50.0 Puts $0.27 (CboeTheo=0.26)  ASK  PHLX 10:12:13.417 IV=34.6% +1.2 BZX 34 x $0.26 - $0.27 x 945 EMLD  SPREAD/CROSS/TIED  Vega=$12k PYPL=56.46 Ref
  162. SWEEP DETECTED:
    >>Bullish Delta Impact 535 TIXT Jan24 7.5 Calls $0.45 (CboeTheo=0.39)  ASK  [MULTI] 10:12:24.113 IV=58.6% +2.9 BZX 76 x $0.35 - $0.45 x 91 EMLD
    Delta=42%, EST. IMPACT = 22k Shares ($153k) To Buy TIXT=6.80 Ref
  163. SWEEP DETECTED:
    >>5422 BAC Jan25 28.0 Calls $4.061 (CboeTheo=4.11)  BID  [MULTI] 10:12:53.057 IV=27.6% -0.4 PHLX 2634 x $4.05 - $4.15 x 98 NOM  AUCTION  Vega=$61k BAC=28.92 Ref
  164. SPLIT TICKET:
    >>1000 SPX Feb24 3925 Puts $16.80 (CboeTheo=16.68)  BID  [CBOE] 10:13:37.866 IV=20.8% +0.6 CBOE 716 x $16.80 - $16.90 x 1427 CBOE Vega=$340k SPX=4539.12 Fwd
  165. SWEEP DETECTED:
    >>2500 TSLA Nov23 200 Puts $0.09 (CboeTheo=0.09)  ASK  [MULTI] 10:14:03.558 IV=75.3% +9.1 C2 539 x $0.08 - $0.09 x 788 C2 Vega=$2157 TSLA=232.54 Ref
  166. SWEEP DETECTED:
    >>2000 BE Dec23 10.0 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 10:14:39.377 IV=71.8% +8.9 PHLX 732 x $0.15 - $0.25 x 803 BOX  OPENING  Vega=$1770 BE=11.94 Ref
  167. >>Market Color @STOCK - Heavy first hour option volume is noted in : BL, EVC, PTEN, .DJX, BITX, PLAY, FSM, ICLN, TME. 
  168. >>Market Color GT - Bullish option flow detected in Goodyear Tire (13.57 +0.56) with 9,258 calls trading (4x expected) and implied vol increasing almost 2 points to 47.81%. . The Put/Call Ratio is 0.18. Earnings are expected on 02/15.  [GT 13.57 +0.56 Ref, IV=47.8% +1.7] #Bullish
  169. SWEEP DETECTED:
    >>2000 FSM Jan24 3.5 Calls $0.15 (CboeTheo=0.16)  BID  [MULTI] 10:15:09.750 IV=45.2% -4.5 PHLX 2482 x $0.15 - $0.20 x 337 C2 Vega=$1048 FSM=3.23 Ref
  170. >>2470 WFC Nov23 40.0 Calls $2.03 (CboeTheo=1.99)  ASK  BOX 10:15:29.837 IV=38.9% +10.6 EDGX 54 x $1.98 - $2.03 x 129 EDGX  SPREAD/FLOOR  Vega=$1670 WFC=41.94 Ref
  171. >>2470 WFC Jan24 42.5 Calls $1.73 (CboeTheo=1.72)  ASK  BOX 10:15:29.837 IV=24.8% -0.0 C2 198 x $1.71 - $1.73 x 22 MPRL  SPREAD/FLOOR  Vega=$18k WFC=41.94 Ref
  172. SWEEP DETECTED:
    >>2747 MPW Dec23 4.0 Puts $0.32 (CboeTheo=0.29)  ASK  [MULTI] 10:15:55.201 IV=97.6% +12.9 CBOE 160 x $0.28 - $0.32 x 40 NOM Vega=$1260 MPW=4.51 Ref
  173. SWEEP DETECTED:
    >>2289 MPW Dec23 22nd 3.5 Puts $0.21 (CboeTheo=0.19)  ASK  [MULTI] 10:16:10.393 IV=108.2% +13.9 CBOE 5 x $0.17 - $0.21 x 115 EMLD  OPENING  Vega=$922 MPW=4.51 Ref
  174. >>2362 GT Dec23 14.0 Calls $0.55 (CboeTheo=0.48)  ASK  ARCA 10:16:53.207 IV=48.1% +3.8 C2 362 x $0.50 - $0.55 x 168 BZX  FLOOR  Vega=$3651 GT=13.46 Ref
  175. SWEEP DETECTED:
    >>2452 F Mar24 12.0 Calls $0.25 (CboeTheo=0.25)  BID  [MULTI] 10:16:58.662 IV=32.0% -1.7 C2 1110 x $0.25 - $0.26 x 812 EMLD Vega=$4578 F=10.31 Ref
  176. SPLIT TICKET:
    >>1200 SPXW Dec23 1st 4150 Puts $2.20 (CboeTheo=2.20)  BID  [CBOE] 10:17:01.913 IV=19.8% +1.8 CBOE 27 x $2.20 - $2.25 x 11 CBOE  LATE  Vega=$85k SPX=4497.52 Fwd
  177. SPLIT TICKET:
    >>1200 SPXW Dec23 1st 4350 Puts $9.30 (CboeTheo=9.35)  BID  [CBOE] 10:17:01.913 IV=14.0% +0.7 CBOE 85 x $9.30 - $9.50 x 190 CBOE  LATE - OPENING  Vega=$263k SPX=4497.52 Fwd
  178. SWEEP DETECTED:
    >>Bearish Delta Impact 6441 ZI Dec23 12.5 Puts $0.35 (CboeTheo=0.32)  ASK  [MULTI] 10:17:21.301 IV=43.7% +3.1 EMLD 1732 x $0.30 - $0.35 x 421 MIAX  AUCTION 
    Delta=-30%, EST. IMPACT = 191k Shares ($2.54m) To Sell ZI=13.26 Ref
  179. SPLIT TICKET:
    >>1484 SPX Mar24 3775 Puts $17.36 (CboeTheo=17.40)  BID  [CBOE] 10:17:37.353 IV=22.4% +0.5 CBOE 926 x $17.30 - $17.60 x 1335 CBOE  LATE  Vega=$511k SPX=4554.20 Fwd
  180. SPLIT TICKET:
    >>1085 SPX Jun24 3450 Puts $23.11 (CboeTheo=23.08)  BID  [CBOE] 10:17:37.353 IV=25.2% +0.4 CBOE 965 x $23.00 - $23.40 x 1106 CBOE  LATE  Vega=$451k SPX=4605.47 Fwd
  181. >>8317 BAC Dec23 30.0 Calls $0.34 (CboeTheo=0.34)  BID  PHLX 10:18:00.435 IV=22.2% -0.9 C2 354 x $0.34 - $0.35 x 1257 C2  AUCTION  Vega=$24k BAC=29.00 Ref
  182. >>2000 AAPL Jan24 160 Puts $0.47 (CboeTheo=0.49)  BID  PHLX 10:18:31.575 IV=25.4% -0.2 C2 958 x $0.47 - $0.49 x 680 C2  SPREAD/FLOOR  Vega=$18k AAPL=187.44 Ref
  183. >>1100 SPX Jan24 4750 Calls $14.55 (CboeTheo=15.05)  Below Bid!  CBOE 10:21:04.102 IV=10.5% +0.0 CBOE 1469 x $14.90 - $15.30 x 948 CBOE  LATE  Vega=$502k SPX=4526.00 Fwd
  184. >>1169 SPX Jan24 4575 Calls $66.07 (CboeTheo=66.98)  Below Bid!  CBOE 10:21:04.045 IV=11.5% +0.3 CBOE 120 x $66.80 - $67.50 x 120 CBOE  LATE  Vega=$873k SPX=4526.00 Fwd
  185. SPLIT TICKET:
    >>2750 SPX Jan24 4750 Calls $14.55 (CboeTheo=15.05)  Below Bid!  [CBOE] 10:21:04.043 IV=10.5% +0.0 CBOE 1569 x $14.90 - $15.30 x 948 CBOE  LATE  Vega=$1.26m SPX=4526.00 Fwd
  186. SPLIT TICKET:
    >>1000 SPX Jan24 3800 Puts $6.83 (CboeTheo=6.72)  ASK  [CBOE] 10:21:04.043 IV=23.7% +0.9 CBOE 931 x $6.70 - $6.90 x 2293 CBOE  LATE  Vega=$163k SPX=4526.00 Fwd
  187. SPLIT TICKET:
    >>2750 SPX Jan24 4575 Calls $66.07 (CboeTheo=66.98)  Below Bid!  [CBOE] 10:21:04.043 IV=11.5% +0.3 CBOE 120 x $66.80 - $67.50 x 120 CBOE  LATE  Vega=$2.05m SPX=4526.00 Fwd
  188. SPLIT TICKET:
    >>1000 SPX Jan24 4000 Puts $11.85 (CboeTheo=11.66)  Above Ask!  [CBOE] 10:21:04.043 IV=20.1% +0.8 CBOE 1210 x $11.60 - $11.80 x 617 CBOE  LATE  Vega=$264k SPX=4526.00 Fwd
  189. >>1000 SPXW Nov23 27th 3700 Puts $0.50 (CboeTheo=0.44)  MID  CBOE 10:21:14.839 IV=40.0% +3.8 CBOE 1025 x $0.45 - $0.55 x 1192 CBOE  LATE - OPENING  Vega=$12k SPX=4495.37 Fwd
  190. SPLIT TICKET:
    >>4500 SPXW Nov23 27th 3700 Puts $0.50 (CboeTheo=0.44)  MID  [CBOE] 10:21:14.731 IV=40.0% +3.8 CBOE 1025 x $0.45 - $0.55 x 1192 CBOE  LATE - OPENING  Vega=$56k SPX=4495.37 Fwd
  191. SWEEP DETECTED:
    >>2851 CVS Nov23 72.0 Calls $0.04 (CboeTheo=0.03)  ASK  [MULTI] 10:21:21.554 IV=29.5% -0.7 MRX 618 x $0.02 - $0.04 x 964 MRX Vega=$2020 CVS=68.72 Ref
  192. >>Unusual Volume FCX - 3x market weighted volume: 47.4k = 120.9k projected vs 40.2k adv, 71% calls, 5% of OI [FCX 35.52 +2.10 Ref, IV=32.2% -2.0]
  193. SWEEP DETECTED:
    >>2000 AMZN Dec23 1st 130 Puts $0.16 (CboeTheo=0.15)  ASK  [MULTI] 10:22:44.374 IV=32.6% +1.7 MPRL 263 x $0.15 - $0.16 x 1358 C2  ISO   52WeekHigh  Vega=$5485 AMZN=146.64 Ref
  194. >>2492 ALLY Jan24 28.0 Calls $1.64 (CboeTheo=1.62)  BID  BOX 10:22:49.336 IV=37.6% +1.0 PHLX 357 x $1.60 - $1.70 x 195 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k ALLY=27.45 Ref
  195. SWEEP DETECTED:
    >>Bearish Delta Impact 500 SRG Jan24 9.0 Puts $0.45 (CboeTheo=0.43)  ASK  [MULTI] 10:23:36.373 IV=33.3% +2.4 PHLX 971 x $0.40 - $0.45 x 340 AMEX  ISO - OPENING 
    Delta=-44%, EST. IMPACT = 22k Shares ($198k) To Sell SRG=9.04 Ref
  196. >>4000 NET Jan24 80.0 Calls $1.51 (CboeTheo=1.49)  ASK  ISE 10:25:27.987 IV=45.5% -0.8 ARCA 1 x $1.48 - $1.51 x 2 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$34k NET=66.93 Ref
  197. >>4000 NET Nov23 70.0 Calls $0.40 (CboeTheo=0.41)  BID  ISE 10:25:27.987 IV=55.7% -1.4 C2 38 x $0.40 - $0.43 x 21 C2  SPREAD/CROSS/TIED  Vega=$7272 NET=66.93 Ref
  198. >>2000 BL Nov23 55.0 Calls $0.60 (CboeTheo=0.64)  BID  ARCA 10:27:54.306 IV=36.2% -11.1 PHLX 181 x $0.55 - $0.85 x 31 BOX  SPREAD/CROSS  Vega=$4072 BL=54.64 Ref
  199. >>2000 BL Dec23 55.0 Calls $2.25 (CboeTheo=2.17)  ASK  ARCA 10:27:54.306 IV=35.7% +0.2 EDGX 61 x $2.10 - $2.25 x 11 BOX  SPREAD/CROSS - OPENING  Vega=$13k BL=54.64 Ref
  200. SPLIT TICKET:
    >>2450 SPX Dec23 4625 Calls $17.90 (CboeTheo=18.83)  Below Bid!  [CBOE] 10:28:16.027 IV=10.9% +0.1 CBOE 816 x $18.50 - $18.90 x 754 CBOE  LATE  Vega=$976k SPX=4510.73 Fwd
  201. SPLIT TICKET:
    >>1005 SPX Dec23 4505 Calls $64.00 (CboeTheo=66.27)  Below Bid!  [CBOE] 10:28:16.027 IV=11.7% +0.0 CBOE 277 x $65.90 - $66.60 x 345 CBOE  LATE  Vega=$524k SPX=4510.73 Fwd
  202. SPLIT TICKET:
    >>2450 SPX Dec23 4350 Puts $20.775 (CboeTheo=20.41)  Above Ask!  [CBOE] 10:28:16.027 IV=14.7% +0.8 CBOE 771 x $20.30 - $20.60 x 921 CBOE  LATE  Vega=$896k SPX=4510.73 Fwd
  203. SPLIT TICKET:
    >>1005 SPX Dec23 4505 Puts $62.50 (CboeTheo=60.57)  Above Ask!  [CBOE] 10:28:16.027 IV=12.5% +0.8 CBOE 542 x $60.30 - $61.00 x 523 CBOE  LATE  Vega=$524k SPX=4510.73 Fwd
  204. SPLIT TICKET:
    >>3000 SPX Mar24 4900 Calls $18.281 (CboeTheo=18.00)  Above Ask!  [CBOE] 10:29:17.781 IV=10.9% +0.1 CBOE 913 x $17.80 - $18.20 x 979 CBOE Vega=$1.76m SPX=4559.41 Fwd
  205. >>10000 NAVI Jan24 7.5 Puts $0.02 (CboeTheo=0.05)  BID  ISE 10:29:24.724 IV=88.4% -13.0 ARCA 0 x $0.00 - $0.20 x 589 PHLX  AUCTION  Vega=$1699 NAVI=17.18 Ref
  206. SPLIT TICKET:
    >>1393 VIX Dec23 20th 13.0 Puts $0.20 (CboeTheo=0.22)  MID  [CBOE] 10:29:34.256 IV=55.8% -0.4 CBOE 3007 x $0.19 - $0.22 x 4000 CBOE Vega=$1483 VIX=15.52 Fwd
  207. >>Market Color ZI - Bearish flow noted in ZoomInfo Technologies (13.28 +0.73) with 25,681 puts trading, or 15x expected. The Put/Call Ratio is 64.04, while ATM IV is up over 4 points on the day. Earnings are expected on 02/05.  [ZI 13.28 +0.73 Ref, IV=44.8% +4.3] #Bearish
  208. SPLIT TICKET:
    >>1850 SPX Dec23 4350 Puts $20.975 (CboeTheo=20.33)  Above Ask!  [CBOE] 10:30:06.368 IV=14.8% +0.9 CBOE 247 x $20.10 - $20.50 x 150 CBOE  LATE  Vega=$678k SPX=4511.31 Fwd
  209. SPLIT TICKET:
    >>1850 SPX Dec23 4625 Calls $17.90 (CboeTheo=19.12)  Below Bid!  [CBOE] 10:30:06.368 IV=10.9% +0.0 CBOE 301 x $18.80 - $19.30 x 300 CBOE  LATE  Vega=$738k SPX=4511.31 Fwd
  210. >>1000 VIX Dec23 20th 13.0 Puts $0.20 (CboeTheo=0.22)  ASK  CBOE 10:30:48.973 IV=55.8% -0.4 CBOE 10k x $0.19 - $0.20 x 264 CBOE Vega=$1065 VIX=15.52 Fwd
  211. SPLIT TICKET:
    >>1264 VIX Dec23 20th 13.0 Puts $0.20 (CboeTheo=0.22)  ASK  [CBOE] 10:30:48.973 IV=55.8% -0.4 CBOE 10k x $0.19 - $0.20 x 264 CBOE Vega=$1346 VIX=15.52 Fwd
  212. SWEEP DETECTED:
    >>5645 AAL Nov23 12.0 Puts $0.09 (CboeTheo=0.10)  BID  [MULTI] 10:31:24.576 IV=37.7% -3.4 C2 1637 x $0.09 - $0.10 x 1078 MPRL  ISO  Vega=$2314 AAL=12.20 Ref
  213. >>1000 SPX Dec23 4625 Calls $17.80 (CboeTheo=19.32)  Below Bid!  CBOE 10:31:58.892 IV=10.8% -0.1 CBOE 450 x $19.10 - $19.50 x 1136 CBOE  LATE  Vega=$399k SPX=4512.12 Fwd
  214. SPLIT TICKET:
    >>1271 SPX Dec23 4505 Calls $64.00 (CboeTheo=67.18)  Below Bid!  [CBOE] 10:31:58.830 IV=11.6% -0.1 CBOE 275 x $67.00 - $67.60 x 345 CBOE  LATE  Vega=$662k SPX=4512.13 Fwd
  215. SPLIT TICKET:
    >>3100 SPX Dec23 4350 Puts $21.025 (CboeTheo=20.22)  Above Ask!  [CBOE] 10:31:58.830 IV=14.8% +1.0 CBOE 1346 x $20.00 - $20.30 x 706 CBOE  LATE  Vega=$1.13m SPX=4512.13 Fwd
  216. SPLIT TICKET:
    >>3100 SPX Dec23 4625 Calls $17.80 (CboeTheo=19.32)  Below Bid!  [CBOE] 10:31:58.889 IV=10.8% -0.1 CBOE 450 x $19.10 - $19.50 x 1136 CBOE  LATE  Vega=$1.24m SPX=4512.12 Fwd
  217. SPLIT TICKET:
    >>1271 SPX Dec23 4505 Puts $62.50 (CboeTheo=60.08)  Above Ask!  [CBOE] 10:31:58.889 IV=12.7% +1.0 CBOE 543 x $59.80 - $60.50 x 535 CBOE  LATE  Vega=$662k SPX=4512.12 Fwd
  218. >>11600 VIX Jan24 17th 15.5 Puts $1.14 (CboeTheo=1.14)  MID  CBOE 10:32:01.378 IV=64.8% +0.3 CBOE 28k x $1.11 - $1.16 x 31k CBOE  AUCTION - OPENING  Vega=$29k VIX=16.85 Fwd
  219. >>Unusual Volume CARR - 4x market weighted volume: 8186 = 19.1k projected vs 4704 adv, 71% puts, 7% of OI [CARR 53.63 +2.69 Ref, IV=27.8% -1.2]
  220. >>5000 AMZN Feb24 115 Calls $34.60 (CboeTheo=34.89)  BID  AMEX 10:32:39.824 IV=35.1% -2.7 CBOE 51 x $34.35 - $35.40 x 28 ARCA  CROSS   52WeekHigh  Vega=$46k AMZN=146.97 Ref
  221. >>2000 TSLA Nov23 24th 190 Puts $0.15 (CboeTheo=0.16)  BID  AMEX 10:33:26.581 IV=59.3% +2.7 C2 489 x $0.15 - $0.16 x 542 C2  SPREAD/FLOOR  Vega=$3488 TSLA=232.62 Ref
  222. >>2000 TSLA Nov23 24th 150 Puts $0.04 (CboeTheo=0.04)  ASK  AMEX 10:33:26.583 IV=100.0% +6.9 EMLD 589 x $0.03 - $0.04 x 194 MPRL  SPREAD/FLOOR  Vega=$794 TSLA=232.62 Ref
  223. SPLIT TICKET:
    >>1000 SPX Dec23 4550 Calls $38.14 (CboeTheo=45.65)  Below Bid!  [CBOE] 10:35:08.052 IV=10.3% -1.0 CBOE 777 x $45.50 - $46.10 x 312 CBOE  LATE  Vega=$508k SPX=4514.62 Fwd
  224. SPLIT TICKET:
    >>1250 SPX Dec23 4600 Calls $21.48 (CboeTheo=26.96)  Below Bid!  [CBOE] 10:35:08.052 IV=10.2% -0.9 CBOE 341 x $26.80 - $27.20 x 290 CBOE  LATE  Vega=$549k SPX=4514.62 Fwd
  225. SPLIT TICKET:
    >>1500 SPXW Dec23 6th 4450 Calls $76.52 (CboeTheo=88.28)  Below Bid!  [CBOE] 10:35:08.052 IV=9.2% -2.4 CBOE 7 x $87.90 - $88.40 x 4 CBOE  LATE  Vega=$568k SPX=4508.90 Fwd
  226. SWEEP DETECTED:
    >>Bullish Delta Impact 944 MANU Jan24 20.0 Calls $0.90 (CboeTheo=1.00)  ASK  [MULTI] 10:36:32.586 IV=60.7% -4.4 BOX 641 x $0.85 - $0.90 x 491 BXO  Pre-Earnings 
    Delta=34%, EST. IMPACT = 32k Shares ($581k) To Buy MANU=18.13 Ref
  227. >>5000 XOM Jan24 100 Puts $2.00 (CboeTheo=1.99)  ASK  BOX 10:37:27.888 IV=23.7% -0.5 BZX 45 x $1.99 - $2.00 x 58 C2  SPREAD/CROSS  Vega=$76k XOM=104.30 Ref
  228. >>5000 XOM Jan24 100 Calls $7.36 (CboeTheo=7.32)  ASK  BOX 10:37:27.888 IV=23.9% -0.3 MIAX 333 x $7.25 - $7.40 x 621 MIAX  SPREAD/CROSS  Vega=$76k XOM=104.30 Ref
  229. >>1500 VIX Nov23 15th 15.0 Puts $0.83 (CboeTheo=0.87)  BID  CBOE 10:37:35.218 IV=98.5% +11.3 CBOE 1181 x $0.82 - $0.86 x 195 CBOE Vega=$258 VIX=14.23 Fwd
  230. >>10000 VIX Dec23 20th 60.0 Calls $0.05 (CboeTheo=0.06)  MID  CBOE 10:37:48.256 IV=182.5% -2.1 CBOE 27k x $0.04 - $0.06 x 500 CBOE  AUCTION  Vega=$2247 VIX=15.52 Fwd
  231. >>2250 PANW Dec23 230 Calls $35.85 (CboeTheo=35.83)  ASK  PHLX 10:39:33.988 IV=49.6% +0.2 BOX 16 x $35.45 - $36.15 x 22 MIAX  SPREAD/FLOOR  Vega=$43k PANW=261.29 Ref
  232. >>2500 PANW Nov23 230 Calls $33.00 (CboeTheo=33.08)  BID  PHLX 10:39:33.988 IV=115.2% +7.6 ARCA 2 x $33.00 - $33.45 x 27 EDGX  SPREAD/FLOOR  Vega=$12k PANW=261.29 Ref
  233. >>2500 PANW Dec23 230 Puts $3.50 (CboeTheo=3.48)  Above Ask!  PHLX 10:39:33.988 IV=49.6% +0.2 EDGX 110 x $3.35 - $3.45 x 1 ARCA  SPREAD/FLOOR  Vega=$48k PANW=261.29 Ref
  234. >>2500 PANW Nov23 230 Puts $1.61 (CboeTheo=1.63)  BID  PHLX 10:39:33.988 IV=116.5% +8.6 EDGX 15 x $1.59 - $1.67 x 5 BZX  SPREAD/FLOOR  Vega=$12k PANW=261.29 Ref
  235. SWEEP DETECTED:
    >>8080 AAL Nov23 12.0 Puts $0.08 (CboeTheo=0.09)  BID  [MULTI] 10:39:33.607 IV=37.5% -3.7 EMLD 3839 x $0.08 - $0.09 x 99 MPRL  ISO  Vega=$3200 AAL=12.22 Ref
  236. >>7799 AR Jun24 40.0 Calls $0.60 (CboeTheo=0.60)  ASK  EMLD 10:39:59.610 IV=40.7% -0.9 ARCA 27 x $0.59 - $0.60 x 7799 EMLD  OPENING  Vega=$39k AR=26.74 Ref
  237. SWEEP DETECTED:
    >>3894 DIS Jan24 75.0 Puts $0.21 (CboeTheo=0.22)  ASK  [MULTI] 10:41:19.492 IV=28.7% +0.1 EMLD 184 x $0.20 - $0.21 x 997 EMLD Vega=$15k DIS=90.83 Ref
  238. >>Unusual Volume XP - 3x market weighted volume: 16.4k = 35.4k projected vs 10.5k adv, 82% puts, 5% of OI  Post-Earnings  [XP 22.38 +0.15 Ref, IV=44.4% -10.1]
  239. SWEEP DETECTED:
    >>Bullish Delta Impact 629 AMBC Jan25 15.0 Calls $2.75 (CboeTheo=2.59)  ASK  [MULTI] 10:42:04.962 IV=40.0% +2.8 AMEX 377 x $0.50 - $2.75 x 46 AMEX  ISO 
    Delta=62%, EST. IMPACT = 39k Shares ($570k) To Buy AMBC=14.71 Ref
  240. SWEEP DETECTED:
    >>3401 KVUE Dec23 1st 19.5 Calls $0.36 (CboeTheo=0.34)  BID  [MULTI] 10:42:15.294 IV=21.8% +1.8 AMEX 39 x $0.36 - $0.38 x 26 EDGX Vega=$5732 KVUE=19.45 Ref
  241. SWEEP DETECTED:
    >>2982 AAPL Dec23 29th 175 Puts $1.005 (CboeTheo=1.03)  BID  [MULTI] 10:42:28.249 IV=20.4% -0.4 C2 267 x $1.00 - $1.05 x 29 EDGX  OPENING  Vega=$45k AAPL=187.22 Ref
  242. SPLIT TICKET:
    >>1002 VIX Dec23 20th 55.0 Calls $0.07 (CboeTheo=0.07)  BID  [CBOE] 10:42:30.986 IV=181.0% +2.4 CBOE 1500 x $0.07 - $0.08 x 5546 CBOE Vega=$291 VIX=15.50 Fwd
  243. >>6919 AAPL Dec23 29th 175 Puts $1.00 (CboeTheo=1.04)  ASK  MIAX 10:43:28.160 IV=20.3% -0.6 C2 470 x $0.99 - $1.00 x 6919 MIAX  OPENING  Vega=$105k AAPL=187.12 Ref
  244. >>6250 TSLA Dec23 220 Puts $6.45 (CboeTheo=6.38)  ASK  PHLX 10:43:28.247 IV=47.3% +0.4 EDGX 712 x $6.35 - $6.45 x 633 EDGX  SPREAD/CROSS/TIED  Vega=$148k TSLA=233.83 Ref
  245. >>6250 TSLA Dec23 180 Puts $0.76 (CboeTheo=0.77)  BID  PHLX 10:43:28.247 IV=56.6% +1.1 C2 369 x $0.76 - $0.77 x 2 BZX  SPREAD/CROSS/TIED  Vega=$42k TSLA=233.83 Ref
  246. >>5000 SE Dec23 29th 30.0 Puts $0.32 (CboeTheo=0.30)  BID  ARCA 10:44:04.943 IV=56.7% -32.4 PHLX 31 x $0.30 - $0.37 x 172 EMLD  FLOOR - OPENING   Post-Earnings / SSR  Vega=$11k SE=38.45 Ref
  247. >>Market Color MANU - Bullish option flow detected in Manchester United (18.21 +0.28) with 3,315 calls trading (2x expected) and implied vol increasing almost 2 points to 55.41%. . The Put/Call Ratio is 0.04. Earnings are expected on 11/14. Pre-Earnings  [MANU 18.21 +0.28 Ref, IV=55.4% +1.9] #Bullish
  248. SWEEP DETECTED:
    >>4473 LCID Jan24 3.0 Puts $0.17 (CboeTheo=0.18)  ASK  [MULTI] 10:45:28.714 IV=92.4% -0.6 PHLX 1516 x $0.15 - $0.17 x 322 C2 Vega=$1920 LCID=4.14 Ref
  249. >>1000 VIX Dec23 20th 15.0 Puts $1.07 (CboeTheo=1.07)  MID  CBOE 10:45:40.650 IV=69.3% +1.7 CBOE 21k x $1.05 - $1.09 x 3729 CBOE Vega=$1866 VIX=15.52 Fwd
  250. >>2495 CARR Mar24 42.5 Puts $0.57 (CboeTheo=0.58)  MID  PHLX 10:47:06.633 IV=36.0% +0.6 EDGX 228 x $0.50 - $0.65 x 244 PHLX  COB/AUCTION - OPENING  Vega=$14k CARR=53.57 Ref
  251. SWEEP DETECTED:
    >>2003 BAC Dec23 22nd 26.0 Puts $0.16 (CboeTheo=0.16)  BID  [MULTI] 10:48:14.640 IV=29.4% +2.2 EMLD 1 x $0.16 - $0.17 x 4344 C2  OPENING  Vega=$3716 BAC=29.07 Ref
  252. >>2018 EW Jan24 60.0 Puts $0.85 (CboeTheo=0.95)  BID  AMEX 10:50:59.808 IV=29.7% -0.1 ARCA 13 x $0.85 - $0.95 x 236 PHLX  FLOOR - OPENING  Vega=$15k EW=66.21 Ref
  253. >>1294 XSP Nov23 407 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 10:51:27.560 IV=43.8% +10.6 CBOE 1294 x $0.02 - $0.04 x 125 CBOE Vega=$1088 XSP=450.05 Fwd
  254. SWEEP DETECTED:
    >>3854 PFE Dec23 31.0 Calls $0.39 (CboeTheo=0.38)  ASK  [MULTI] 10:51:24.976 IV=27.3% +0.2 EMLD 1901 x $0.36 - $0.39 x 1036 PHLX Vega=$11k PFE=29.34 Ref
  255. SPLIT TICKET:
    >>1821 XSP Nov23 407 Puts $0.04 (CboeTheo=0.03)  ASK  [CBOE] 10:51:27.560 IV=43.8% +10.6 CBOE 1294 x $0.02 - $0.04 x 125 CBOE Vega=$1531 XSP=450.05 Fwd
  256. >>1220 VIX Dec23 20th 15.0 Puts $1.03 (CboeTheo=1.05)  BID  CBOE 10:52:27.112 IV=68.2% +0.6 CBOE 30k x $1.02 - $1.07 x 2305 CBOE Vega=$2274 VIX=15.58 Fwd
  257. SWEEP DETECTED:
    >>3000 BAC Nov23 27.5 Puts $0.03 (CboeTheo=0.02)  ASK  [MULTI] 10:52:40.671 IV=40.5% +12.8 C2 1487 x $0.02 - $0.03 x 2607 C2 Vega=$1030 BAC=29.12 Ref
  258. SWEEP DETECTED:
    >>5041 KGC Dec23 5.0 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 10:53:02.144 IV=37.4% +2.1 BZX 60 x $0.09 - $0.11 x 308 C2  OPENING  Vega=$2660 KGC=5.29 Ref
  259. >>4000 RILY Nov23 27.5 Puts $4.30 (CboeTheo=4.02)  ASK  BOX 10:53:18.014 IV=174.5% +0.5 MPRL 10 x $3.80 - $4.40 x 20 PHLX  SPREAD/FLOOR   SSR  Vega=$2473 RILY=24.64 Ref
  260. >>6000 RILY Nov23 30.0 Puts $6.30 (CboeTheo=6.42)  BID  BOX 10:53:18.014 BOX 9 x $6.20 - $6.90 x 31 MPRL  SPREAD/FLOOR   SSR  Vega=$0 RILY=24.64 Ref
  261. >>8000 RILY Dec23 20.0 Puts $2.90 (CboeTheo=2.93)  ASK  BOX 10:53:18.014 IV=178.4% -17.6 BOX 61 x $2.70 - $3.00 x 68 GEMX  SPREAD/FLOOR - OPENING   SSR  Vega=$19k RILY=24.64 Ref
  262. >>4000 RILY Dec23 10.0 Puts $0.50 (CboeTheo=0.73)  BID  BOX 10:53:18.014 IV=233.5% PHLX 10 x $0.50 - $0.80 x 2 ISE  SPREAD/FLOOR - OPENING   SSR  Vega=$3070 RILY=24.64 Ref
  263. SWEEP DETECTED:
    >>Bearish Delta Impact 1100 ATHM Nov23 27.5 Puts $0.397 (CboeTheo=0.35)  ASK  [MULTI] 10:53:43.271 IV=40.8% +5.7 MPRL 78 x $0.25 - $0.40 x 274 PHLX  AUCTION 
    Delta=-47%, EST. IMPACT = 51k Shares ($1.42m) To Sell ATHM=27.57 Ref
  264. SPLIT TICKET:
    >>1295 SPX Nov23 4450 Puts $6.34 (CboeTheo=6.16)  Above Ask!  [CBOE] 10:53:52.444 IV=14.5% +0.6 CBOE 1390 x $5.90 - $6.20 x 265 CBOE  ISO  Vega=$146k SPX=4500.59 Fwd
  265. SPLIT TICKET:
    >>1093 SPXW Nov23 16th 4380 Puts $0.851 (CboeTheo=0.91)  Below Bid!  [CBOE] 10:53:53.318 IV=19.1% +3.3 CBOE 21 x $0.90 - $0.95 x 139 CBOE  ISO  Vega=$32k SPX=4499.75 Fwd
  266. SWEEP DETECTED:
    >>2514 WFC Nov23 40.0 Puts $0.03 (CboeTheo=0.02)  ASK  [MULTI] 10:54:22.261 IV=36.6% +8.2 MPRL 278 x $0.02 - $0.03 x 1086 C2 Vega=$1053 WFC=42.30 Ref
  267. >>3000 XP May24 20.0 Puts $2.14 (CboeTheo=2.11)  ASK  AMEX 10:55:09.441 IV=51.8% -1.4 PHLX 370 x $1.95 - $2.25 x 323 PHLX  SPREAD/CROSS - OPENING   Post-Earnings  Vega=$17k XP=22.41 Ref
  268. >>6000 XP May24 17.0 Puts $1.09 (CboeTheo=1.10)  BID  AMEX 10:55:09.441 IV=54.1% -2.2 PHLX 300 x $1.00 - $1.25 x 849 PHLX  SPREAD/CROSS - OPENING   Post-Earnings  Vega=$25k XP=22.41 Ref
  269. SWEEP DETECTED:
    >>2250 GOOGL Nov23 120 Puts $0.02 (CboeTheo=0.01)  ASK  [MULTI] 10:55:18.698 IV=52.7% +12.1 EMLD 631 x $0.01 - $0.02 x 281 MPRL Vega=$723 GOOGL=134.66 Ref
  270. >>2490 HASI Dec24 35.0 Calls $0.95 (CboeTheo=1.07)  BID  CBOE 10:55:25.249 IV=44.0% -3.2 PHLX 84 x $0.90 - $1.20 x 18 MPRL  CROSS - OPENING  Vega=$16k HASI=22.27 Ref
  271. SPLIT TICKET:
    >>1102 SPXW Nov23 16th 4380 Puts $0.815 (CboeTheo=0.87)  Below Bid!  [CBOE] 10:55:30.040 IV=19.0% +3.2 CBOE 209 x $0.85 - $0.90 x 241 CBOE  ISO  Vega=$31k SPX=4500.64 Fwd
  272. SPLIT TICKET:
    >>1102 SPX Nov23 4450 Puts $6.582 (CboeTheo=6.17)  Above Ask!  [CBOE] 10:55:31.044 IV=14.7% +0.8 CBOE 1065 x $6.00 - $6.40 x 311 CBOE  ISO  Vega=$124k SPX=4501.08 Fwd
  273. SPLIT TICKET:
    >>1361 SPXW Nov23 16th 4380 Puts $0.826 (CboeTheo=0.88)  Below Bid!  [CBOE] 10:56:49.258 IV=18.9% +3.1 CBOE 633 x $0.85 - $0.90 x 197 CBOE  ISO  Vega=$38k SPX=4499.26 Fwd
  274. SPLIT TICKET:
    >>1303 SPX Nov23 4450 Puts $6.976 (CboeTheo=6.41)  Above Ask!  [CBOE] 10:56:50.034 IV=14.9% +1.0 CBOE 175 x $6.50 - $6.80 x 283 CBOE  ISO  Vega=$151k SPX=4499.60 Fwd
  275. >>2200 XP Jan24 24.0 Calls $0.80 (CboeTheo=0.80)  ASK  PHLX 10:57:02.276 IV=42.7% -4.7 C2 253 x $0.75 - $0.80 x 195 PHLX  SPREAD/CROSS/TIED - OPENING   Post-Earnings  Vega=$7396 XP=22.34 Ref
  276. >>Unusual Volume KEY - 3x market weighted volume: 15.7k = 31.2k projected vs 9674 adv, 58% calls, 7% of OI [KEY 11.96 +1.11 Ref, IV=36.5% -3.6]
  277. SPLIT TICKET:
    >>1500 VIX Jan24 17th 15.0 Puts $0.84 (CboeTheo=0.85)  BID  [CBOE] 10:58:25.019 IV=61.5% -0.5 CBOE 1535 x $0.84 - $0.88 x 12k CBOE  AUCTION  Vega=$3518 VIX=16.93 Fwd
  278. >>4800 F Jun24 9.35 Puts $0.60 (CboeTheo=0.59)  ASK  PHLX 10:58:28.371 IV=34.9% +0.9 C2 197 x $0.58 - $0.60 x 1661 EDGX  SPREAD/CROSS/TIED  Vega=$13k F=10.38 Ref
  279. SPLIT TICKET:
    >>1197 SPX Nov23 4450 Puts $7.324 (CboeTheo=6.76)  Above Ask!  [CBOE] 10:58:30.047 IV=14.9% +1.0 CBOE 953 x $6.60 - $7.00 x 190 CBOE  ISO  Vega=$140k SPX=4498.87 Fwd
  280. SPLIT TICKET:
    >>1231 SPXW Nov23 16th 4380 Puts $0.80 (CboeTheo=0.87)  BID  [CBOE] 10:58:30.167 IV=18.5% +2.7 CBOE 1254 x $0.80 - $0.90 x 133 CBOE  ISO  Vega=$33k SPX=4498.21 Fwd
  281. >>2700 UBER Jan25 52.5 Puts $7.49 (CboeTheo=7.38)  ASK  ARCA 10:59:11.130 IV=41.7% +0.4 AMEX 63 x $7.35 - $7.50 x 230 PHLX  CROSS - OPENING   52WeekHigh  Vega=$58k UBER=53.63 Ref
  282. >>9991 JBLU Dec23 5.0 Calls $0.11 (CboeTheo=0.11)  BID  BOX 10:59:50.395 IV=71.0% -4.3 EMLD 1123 x $0.11 - $0.12 x 274 GEMX  SPREAD/FLOOR  Vega=$3810 JBLU=4.20 Ref
  283. >>9991 JBLU Jan24 5.0 Calls $0.34 (CboeTheo=0.33)  ASK  BOX 10:59:50.395 IV=83.7% +1.3 BOX 121 x $0.32 - $0.34 x 865 C2  SPREAD/FLOOR  Vega=$6867 JBLU=4.20 Ref
  284. >>Market Color BE - Bearish flow noted in Bloom Energy (12.21 +1.61) with 4,317 puts trading, or 5x expected. The Put/Call Ratio is 1.57, while ATM IV is up nearly 3 points on the day. Earnings are expected on 02/08. [BE 12.21 +1.61 Ref, IV=65.0% +2.7] #Bearish
  285. >>Unusual Volume MLCO - 3x market weighted volume: 7782 = 15.1k projected vs 5018 adv, 98% calls, 6% of OI [MLCO 7.20 +0.31 Ref, IV=53.0% -0.9]
  286. >>2331 F Dec23 1st 10.0 Puts $0.11 (CboeTheo=0.11)  MID  EDGX 11:00:12.224 IV=30.8% +3.3 CBOE 706 x $0.10 - $0.12 x 5274 EMLD Vega=$1702 F=10.40 Ref
  287. SWEEP DETECTED:
    >>2342 F Dec23 1st 10.0 Puts $0.11 (CboeTheo=0.11)  BID  [MULTI] 11:00:12.219 IV=30.8% +3.3 EDGX 2331 x $0.11 - $0.12 x 5274 EMLD Vega=$1710 F=10.40 Ref
  288. >>1200 SPX Nov23 4525 Calls $11.10 (CboeTheo=11.57)  Below Bid!  CBOE 11:03:28.823 IV=12.9% -0.4 CBOE 124 x $11.20 - $11.70 x 149 CBOE  LATE  Vega=$176k SPX=4501.25 Fwd
  289. >>1200 SPX Nov23 4550 Calls $5.00 (CboeTheo=5.30)  BID  CBOE 11:03:28.880 IV=12.9% -0.9 CBOE 198 x $5.00 - $5.40 x 504 CBOE  LATE  Vega=$130k SPX=4501.25 Fwd
  290. SPLIT TICKET:
    >>3130 SPX Nov23 4525 Calls $11.10 (CboeTheo=11.57)  Below Bid!  [CBOE] 11:03:28.822 IV=12.9% -0.4 CBOE 124 x $11.20 - $11.70 x 149 CBOE  LATE  Vega=$459k SPX=4501.25 Fwd
  291. SPLIT TICKET:
    >>3130 SPX Nov23 4550 Calls $5.00 (CboeTheo=5.30)  BID  [CBOE] 11:03:28.822 IV=12.9% -0.9 CBOE 279 x $5.00 - $5.40 x 626 CBOE  LATE  Vega=$340k SPX=4501.25 Fwd
  292. SWEEP DETECTED:
    >>5808 F Jan24 9.35 Puts $0.15 (CboeTheo=0.17)  BID  [MULTI] 11:04:01.020 IV=32.5% +0.6 EMLD 2902 x $0.15 - $0.16 x 5090 EMLD  ISO  Vega=$6845 F=10.40 Ref
  293. >>5000 C Nov23 24th 45.0 Calls $0.44 (CboeTheo=0.45)  BID  ARCA 11:04:28.833 IV=21.5% -1.6 C2 680 x $0.44 - $0.46 x 672 C2  SPREAD/CROSS - OPENING  Vega=$14k C=44.47 Ref
  294. >>5000 C Nov23 24th 46.5 Calls $0.12 (CboeTheo=0.13)  BID  ARCA 11:04:28.833 IV=23.2% -3.6 C2 1345 x $0.12 - $0.13 x 321 C2  SPREAD/CROSS - OPENING  Vega=$8461 C=44.47 Ref
  295. >>1420 VIX Feb24 14th 14.0 Puts $0.48 (CboeTheo=0.50)  BID  CBOE 11:06:04.217 IV=54.2% -0.5 CBOE 938 x $0.47 - $0.51 x 450 CBOE  OPENING  Vega=$3115 VIX=17.52 Fwd
  296. SPLIT TICKET:
    >>4000 VIX Feb24 14th 14.0 Puts $0.48 (CboeTheo=0.50)  BID  [CBOE] 11:06:04.207 IV=54.2% -0.5 CBOE 1520 x $0.48 - $0.51 x 1063 CBOE  OPENING  Vega=$8774 VIX=17.52 Fwd
  297. SWEEP DETECTED:
    >>2056 AAL Dec23 13.0 Calls $0.24 (CboeTheo=0.23)  ASK  [MULTI] 11:06:34.148 IV=35.0% -1.2 EMLD 409 x $0.23 - $0.24 x 271 GEMX Vega=$2621 AAL=12.24 Ref
  298. >>2250 PBR Nov23 14.5 Puts $0.01 (CboeTheo=0.02)  BID  ARCA 11:06:48.159 IV=50.3% +3.8 ARCA 2253 x $0.01 - $0.02 x 24 BZX Vega=$258 PBR=15.79 Ref
  299. SWEEP DETECTED:
    >>2255 PBR Nov23 14.5 Puts $0.01 (CboeTheo=0.02)  BID  [MULTI] 11:06:48.159 IV=50.3% +3.8 ARCA 2253 x $0.01 - $0.02 x 24 BZX Vega=$259 PBR=15.79 Ref
  300. SWEEP DETECTED:
    >>3628 C Jan24 52.5 Calls $0.22 (CboeTheo=0.21)  ASK  [MULTI] 11:07:17.134 IV=26.7% +0.1 C2 28 x $0.21 - $0.22 x 821 C2 Vega=$12k C=44.48 Ref
  301. SWEEP DETECTED:
    >>2261 C Dec23 29th 49.0 Calls $0.25 (CboeTheo=0.23)  ASK  [MULTI] 11:07:36.265 IV=22.6% -0.4 MIAX 330 x $0.22 - $0.25 x 220 MPRL  OPENING  Vega=$8216 C=44.52 Ref
  302. SWEEP DETECTED:
    >>Bearish Delta Impact 800 CURV Jan24 5.0 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 11:08:36.912 IV=77.1% -5.6 BZX 4 x $0.05 - $0.20 x 14 EDGX  OPENING 
    Delta=18%, EST. IMPACT = 15k Shares ($52k) To Sell CURV=3.54 Ref
  303. >>1362 VIX Feb24 14th 31.0 Calls $0.82 (CboeTheo=0.83)  BID  CBOE 11:09:23.644 IV=104.6% +0.5 CBOE 952 x $0.81 - $0.85 x 1205 CBOE  OPENING  Vega=$3349 VIX=17.48 Fwd
  304. SPLIT TICKET:
    >>1052 SPXW Dec23 8th 3975 Puts $1.93 (CboeTheo=1.90)  BID  [CBOE] 11:10:10.801 IV=24.0% +1.9 CBOE 285 x $1.90 - $2.00 x 787 CBOE  LATE  Vega=$61k SPX=4511.80 Fwd
  305. SPLIT TICKET:
    >>1052 SPXW Dec23 1st 4350 Puts $8.18 (CboeTheo=8.10)  ASK  [CBOE] 11:10:10.801 IV=14.1% +0.8 CBOE 186 x $8.00 - $8.20 x 231 CBOE  LATE  Vega=$214k SPX=4507.87 Fwd
  306. >>2508 RKT Nov23 24th 9.0 Calls $0.22 (CboeTheo=0.19)  Above Ask!  ISE 11:10:28.956 IV=49.9% +0.3 EMLD 722 x $0.16 - $0.20 x 55 NOM  ISO/AUCTION - OPENING  Vega=$1453 RKT=8.84 Ref
  307. SWEEP DETECTED:
    >>Bullish Delta Impact 2812 RKT Nov23 24th 9.0 Calls $0.217 (CboeTheo=0.18)  Above Ask!  [MULTI] 11:10:28.816 IV=47.9% -1.7 EMLD 734 x $0.16 - $0.18 x 20 ARCA  ISO - OPENING 
    Delta=41%, EST. IMPACT = 116k Shares ($1.02m) To Buy RKT=8.81 Ref
  308. SWEEP DETECTED:
    >>2000 XP Nov23 21.0 Puts $0.15 (CboeTheo=0.16)  ASK  [MULTI] 11:10:43.693 IV=69.5% -35.5 C2 1815 x $0.10 - $0.15 x 1137 C2  Post-Earnings  Vega=$1118 XP=22.21 Ref
  309. SWEEP DETECTED:
    >>3800 HOOD Nov23 24th 10.0 Calls $0.01 (CboeTheo=0.02)  BID  [MULTI] 11:10:52.163 IV=48.6% -9.9 EMLD 2475 x $0.01 - $0.02 x 24 ARCA  OPENING  Vega=$458 HOOD=8.62 Ref
  310. SWEEP DETECTED:
    >>2065 HOOD Nov23 9.5 Calls $0.01 (CboeTheo=0.02)  BID  [MULTI] 11:11:09.973 IV=62.4% -12.2 EMLD 1943 x $0.01 - $0.02 x 244 EMLD Vega=$173 HOOD=8.61 Ref
  311. >>10000 LCID Jan25 1.0 Puts $0.15 (CboeTheo=0.13)  ASK  BOX 11:11:37.755 IV=118.2% +7.0 EMLD 5 x $0.13 - $0.15 x 2175 EMLD  FLOOR - OPENING  Vega=$3722 LCID=4.16 Ref
  312. SPLIT TICKET:
    >>1607 VIX Dec23 20th 40.0 Calls $0.13 (CboeTheo=0.12)  BID  [CBOE] 11:11:36.457 IV=158.4% +1.1 CBOE 1520 x $0.13 - $0.14 x 25k CBOE Vega=$794 VIX=15.53 Fwd
  313. >>Unusual Volume TJX - 3x market weighted volume: 12.3k = 22.3k projected vs 7442 adv, 74% calls, 7% of OI  Pre-Earnings  [TJX 93.03 +1.89 Ref, IV=22.1% -2.3]
  314. >>18000 NU Nov23 9.0 Calls $0.15 (CboeTheo=0.15)  BID  ARCA 11:12:26.170 IV=89.1% +4.9 MPRL 15 x $0.15 - $0.17 x 1074 CBOE  TIED/FLOOR - OPENING   Pre-Earnings   52WeekHigh  Vega=$5299 NU=8.64 Ref
  315. SPLIT TICKET:
    >>1060 SPXW Nov23 14th 4390 Puts $0.10 (CboeTheo=0.08)  ASK  [CBOE] 11:12:26.623 IV=44.4% +25.9 CBOE 2279 x $0.05 - $0.10 x 1125 CBOE Vega=$2219 SPX=4503.82 Fwd
  316. >>Unusual Volume ABR - 3x market weighted volume: 15.8k = 28.6k projected vs 9488 adv, 93% puts, 6% of OI [ABR 13.72 +0.74 Ref, IV=46.4% -1.1]
  317. >>2914 KEY Dec23 11.0 Puts $0.23 (CboeTheo=0.25)  BID  CBOE 11:12:46.661 IV=40.6% +4.0 PHLX 1322 x $0.20 - $0.30 x 1716 PHLX  AUCTION - OPENING  Vega=$3248 KEY=11.95 Ref
  318. SWEEP DETECTED:
    >>5827 KEY Dec23 11.0 Puts $0.23 (CboeTheo=0.25)  BID  [MULTI] 11:12:46.661 IV=40.6% +4.0 PHLX 1322 x $0.20 - $0.30 x 1716 PHLX  AUCTION - OPENING  Vega=$6494 KEY=11.95 Ref
  319. SWEEP DETECTED:
    >>2596 PBRA Jun24 17.5 Calls $0.35 (CboeTheo=0.34)  ASK  [MULTI] 11:13:10.930 IV=35.5% -0.4 PHLX 757 x $0.30 - $0.35 x 958 NOM Vega=$7497 PBR/A=14.81 Ref
  320. >>4000 SPX Dec23 4775 Calls $2.15 (CboeTheo=2.76)  Below Bid!  CBOE 11:13:34.232 IV=10.6% -0.7 CBOE 2392 x $2.75 - $2.90 x 1477 CBOE  LATE  Vega=$509k SPX=4519.72 Fwd
  321. >>5000 LCID Jan25 1.0 Puts $0.15 (CboeTheo=0.13)  ASK  BOX 11:14:14.731 IV=118.1% +6.9 EMLD 5 x $0.13 - $0.15 x 2175 EMLD  FLOOR - OPENING  Vega=$1862 LCID=4.14 Ref
  322. SWEEP DETECTED:
    >>Bullish Delta Impact 3303 MLCO Jan24 7.0 Calls $0.80 (CboeTheo=0.74)  ASK  [MULTI] 11:14:12.841 IV=56.0% +3.5 ARCA 2 x $0.75 - $0.80 x 482 PHLX  OPENING 
    Delta=61%, EST. IMPACT = 200k Shares ($1.43m) To Buy MLCO=7.16 Ref
  323. >>2400 CSCO Dec23 47.5 Puts $0.17 (CboeTheo=0.17)  ASK  PHLX 11:14:49.845 IV=28.9% +0.9 C2 317 x $0.15 - $0.17 x 1000 C2  SPREAD/CROSS/TIED  Vega=$5762 CSCO=53.05 Ref
  324. SWEEP DETECTED:
    >>Bullish Delta Impact 2653 MLCO Jan24 7.0 Calls $0.85 (CboeTheo=0.76)  ASK  [MULTI] 11:15:04.361 IV=59.0% +6.5 PHLX 232 x $0.75 - $0.85 x 690 MPRL  OPENING 
    Delta=61%, EST. IMPACT = 162k Shares ($1.16m) To Buy MLCO=7.18 Ref
  325. >>1000 SPXW Dec23 11th 3700 Puts $1.15 (CboeTheo=1.07)  MID  CBOE 11:15:18.760 IV=31.4% +2.4 CBOE 607 x $1.10 - $1.20 x 259 CBOE  FLOOR - OPENING  Vega=$32k SPX=4516.60 Fwd
  326. >>1000 SPXW Dec23 11th 3700 Puts $1.15 (CboeTheo=1.07)  MID  CBOE 11:15:18.760 IV=31.4% +2.4 CBOE 607 x $1.10 - $1.20 x 259 CBOE  FLOOR - OPENING  Vega=$32k SPX=4516.60 Fwd
  327. >>1000 SPXW Dec23 11th 3700 Puts $1.15 (CboeTheo=1.07)  MID  CBOE 11:15:18.760 IV=31.4% +2.4 CBOE 607 x $1.10 - $1.20 x 259 CBOE  FLOOR - OPENING  Vega=$32k SPX=4516.60 Fwd
  328. SPLIT TICKET:
    >>6300 SPXW Dec23 11th 3700 Puts $1.15 (CboeTheo=1.07)  MID  [CBOE] 11:15:18.760 IV=31.4% +2.4 CBOE 607 x $1.10 - $1.20 x 259 CBOE  FLOOR - OPENING  Vega=$200k SPX=4516.60 Fwd
  329. SPLIT TICKET:
    >>1000 VIX Jan24 17th 32.0 Calls $0.53 (CboeTheo=0.51)  ASK  [CBOE] 11:15:52.380 IV=118.8% +2.5 CBOE 27k x $0.50 - $0.53 x 17k CBOE  AUCTION  Vega=$1653 VIX=16.93 Fwd
  330. SPLIT TICKET:
    >>1437 VIX Jan24 17th 32.0 Calls $0.53 (CboeTheo=0.51)  ASK  [CBOE] 11:16:04.395 IV=118.8% +2.5 CBOE 27k x $0.50 - $0.53 x 16k CBOE  AUCTION  Vega=$2375 VIX=16.93 Fwd
  331. >>Unusual Volume CPRI - 3x market weighted volume: 18.7k = 33.3k projected vs 9851 adv, 69% puts, 6% of OI [CPRI 47.52 +0.64 Ref, IV=17.4% +1.0]
  332. SWEEP DETECTED:
    >>2000 TELL Apr24 1.5 Calls $0.07 (CboeTheo=0.09)  ASK  [MULTI] 11:16:47.732 IV=143.0% -18.2 CBOE 1315 x $0.06 - $0.07 x 200 ARCA Vega=$269 TELL=0.59 Ref
  333. SWEEP DETECTED:
    >>Bullish Delta Impact 1870 MLCO Jan24 8.0 Calls $0.50 (CboeTheo=0.39)  ASK  [MULTI] 11:17:13.750 IV=60.7% +7.2 C2 198 x $0.40 - $0.50 x 583 AMEX
    Delta=42%, EST. IMPACT = 79k Shares ($574k) To Buy MLCO=7.25 Ref
  334. >>10000 SIRI Dec23 8th 4.5 Puts $0.30 (CboeTheo=0.31)  BID  AMEX 11:17:58.412 IV=84.7% +8.6 PHLX 1876 x $0.26 - $0.39 x 235 PHLX  SPREAD/FLOOR  Vega=$4583 SIRI=4.80 Ref
  335. >>20000 SIRI Dec23 8th 4.0 Puts $0.11 (CboeTheo=0.18)  MID  AMEX 11:17:58.412 IV=81.0% -0.1 CBOE 680 x $0.08 - $0.15 x 1 ISE  SPREAD/FLOOR  Vega=$6500 SIRI=4.80 Ref
  336. >>3000 TSLA Feb24 160 Puts $2.34 (CboeTheo=2.36)  MID  ISE 11:18:26.376 IV=58.3% +0.4 MPRL 88 x $2.33 - $2.36 x 129 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$48k TSLA=234.65 Ref
  337. SWEEP DETECTED:
    >>2059 NIO Nov23 24th 8.0 Calls $0.13 (CboeTheo=0.13)  ASK  [MULTI] 11:18:41.572 IV=62.7% -5.5 C2 653 x $0.12 - $0.13 x 701 EMLD Vega=$873 NIO=7.47 Ref
  338. >>2000 BAC Feb24 31.0 Calls $0.80 (CboeTheo=0.79)  ASK  PHLX 11:19:12.978 IV=23.7% +0.0 EMLD 1245 x $0.79 - $0.80 x 933 EMLD  SPREAD/FLOOR  Vega=$11k BAC=29.23 Ref
  339. >>2000 BAC Jan24 28.0 Puts $0.75 (CboeTheo=0.74)  ASK  PHLX 11:19:12.979 IV=26.7% +1.1 EMLD 4399 x $0.73 - $0.75 x 3868 C2  SPREAD/FLOOR  Vega=$8941 BAC=29.23 Ref
  340. SPLIT TICKET:
    >>1150 SPXW Jan24 31st 4000 Puts $15.30 (CboeTheo=15.25)  ASK  [CBOE] 11:19:33.636 IV=20.1% +0.9 CBOE 356 x $15.10 - $15.40 x 137 CBOE  FLOOR  Vega=$366k SPX=4543.73 Fwd
  341. >>3000 NVAX Nov23 10.0 Puts $3.70 (CboeTheo=3.70)  MID  AMEX 11:19:53.911 IV=241.2% +28.1 ARCA 7 x $3.65 - $3.75 x 14 BOX  SPREAD/CROSS  Vega=$112 NVAX=6.36 Ref
  342. >>3000 NVAX Nov23 10.0 Calls $0.02 (CboeTheo=0.01)  ASK  AMEX 11:19:53.911 IV=256.1% +43.0 EMLD 0 x $0.00 - $0.02 x 16 ARCA  SPREAD/CROSS  Vega=$143 NVAX=6.36 Ref
  343. >>2000 COR Jan26 195 Calls $31.30 (CboeTheo=32.94)  BID  BOX 11:20:50.972 IV=20.8% -2.2 PHLX 20 x $31.30 - $35.00 x 34 BOX  SPREAD/FLOOR - OPENING  Vega=$204k COR=195.75 Ref
  344. >>2000 COR Jan26 195 Puts $18.85 (CboeTheo=18.41)  ASK  BOX 11:20:50.972 IV=22.8% -0.2 BXO 9 x $17.50 - $19.80 x 20 PHLX  SPREAD/FLOOR - OPENING  Vega=$206k COR=195.75 Ref
  345. >>4500 IQ Mar24 5.0 Puts $0.56 (CboeTheo=0.58)  BID  PHLX 11:21:00.240 IV=52.2% -2.7 PHLX 435 x $0.56 - $0.59 x 151 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$5075 IQ=5.00 Ref
  346. >>4500 IQ Mar24 5.0 Calls $0.66 (CboeTheo=0.66)  BID  PHLX 11:21:00.240 IV=54.1% -0.8 MPRL 35 x $0.66 - $0.68 x 158 EMLD  SPREAD/CROSS/TIED  Vega=$5070 IQ=5.00 Ref
  347. >>6050 BA Jan24 230 Calls $2.25 (CboeTheo=2.25)  MID  BOX 11:21:33.856 IV=24.4% -1.0 BOX 33 x $2.21 - $2.28 x 5 BXO  FLOOR  Vega=$151k BA=207.06 Ref
  348. SWEEP DETECTED:
    >>Bearish Delta Impact 528 ATHM Nov23 27.5 Puts $0.393 (CboeTheo=0.37)  ASK  [MULTI] 11:21:54.982 IV=38.9% +3.8 BOX 31 x $0.25 - $0.45 x 181 PHLX  AUCTION 
    Delta=-48%, EST. IMPACT = 26k Shares ($703k) To Sell ATHM=27.56 Ref
  349. >>1000 VIX Nov23 15th 14.0 Puts $0.13 (CboeTheo=0.14)  MID  CBOE 11:22:06.496 IV=65.9% -9.3 CBOE 5898 x $0.12 - $0.14 x 22 CBOE Vega=$272 VIX=14.13 Fwd
  350. >>2100 VIX Dec23 20th 32.0 Calls $0.21 (CboeTheo=0.21)  MID  CBOE 11:22:49.469 IV=141.1% +2.4 CBOE 1000 x $0.20 - $0.23 x 31k CBOE  LATE  Vega=$1533 VIX=15.59 Fwd
  351. >>2100 VIX Dec23 20th 34.0 Calls $0.18 (CboeTheo=0.18)  MID  CBOE 11:22:49.469 IV=145.2% +2.0 CBOE 14k x $0.17 - $0.20 x 30k CBOE  LATE  Vega=$1364 VIX=15.59 Fwd
  352. >>2175 VIX Dec23 20th 45.0 Calls $0.08 (CboeTheo=0.10)  BID  CBOE 11:22:49.469 IV=160.2% -3.9 CBOE 28k x $0.08 - $0.11 x 20k CBOE  LATE  Vega=$756 VIX=15.59 Fwd
  353. >>2250 VIX Dec23 20th 47.5 Calls $0.07 (CboeTheo=0.09)  BID  CBOE 11:22:49.469 IV=163.5% -4.6 CBOE 33k x $0.07 - $0.10 x 21k CBOE  LATE  Vega=$700 VIX=15.59 Fwd
  354. >>4275 VIX Dec23 20th 65.0 Calls $0.03 (CboeTheo=0.05)  BID  CBOE 11:22:49.469 IV=179.6% -10.3 CBOE 32k x $0.03 - $0.06 x 29k CBOE  LATE  Vega=$654 VIX=15.59 Fwd
  355. >>4650 VIX Jan24 17th 55.0 Calls $0.18 (CboeTheo=0.19)  BID  CBOE 11:22:49.469 IV=146.0% -0.4 CBOE 20k x $0.18 - $0.21 x 27k CBOE  LATE  Vega=$3509 VIX=16.92 Fwd
  356. >>2325 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.11)  BID  CBOE 11:22:49.469 IV=159.8% -1.7 CBOE 20k x $0.10 - $0.13 x 25k CBOE  LATE  Vega=$1090 VIX=16.92 Fwd
  357. >>4950 VIX Jan24 17th 80.0 Calls $0.09 (CboeTheo=0.10)  BID  CBOE 11:22:49.469 IV=162.9% -2.2 CBOE 19k x $0.09 - $0.11 x 601 CBOE  LATE  Vega=$2124 VIX=16.92 Fwd
  358. >>1036 VIX Dec23 20th 29.0 Calls $0.27 (CboeTheo=0.27)  MID  CBOE 11:22:49.757 IV=134.1% +2.0 CBOE 27k x $0.25 - $0.28 x 25k CBOE  LATE  Vega=$909 VIX=15.59 Fwd
  359. >>1036 VIX Dec23 20th 39.0 Calls $0.14 (CboeTheo=0.13)  MID  CBOE 11:22:49.757 IV=156.5% +3.0 CBOE 27k x $0.12 - $0.15 x 25k CBOE  LATE  Vega=$543 VIX=15.59 Fwd
  360. SPLIT TICKET:
    >>2800 VIX Dec23 20th 39.0 Calls $0.14 (CboeTheo=0.13)  MID  [CBOE] 11:22:49.466 IV=156.5% +3.0 CBOE 27k x $0.12 - $0.15 x 24k CBOE  LATE  Vega=$1468 VIX=15.59 Fwd
  361. SPLIT TICKET:
    >>2800 VIX Dec23 20th 29.0 Calls $0.27 (CboeTheo=0.27)  MID  [CBOE] 11:22:49.466 IV=134.1% +2.0 CBOE 27k x $0.25 - $0.28 x 24k CBOE  LATE  Vega=$2457 VIX=15.59 Fwd
  362. SPLIT TICKET:
    >>2700 VIX Feb24 14th 47.5 Calls $0.401 (CboeTheo=0.40)  MID  [CBOE] 11:22:49.466 IV=124.5% +0.9 CBOE 17k x $0.38 - $0.42 x 16k CBOE  LATE  Vega=$4136 VIX=17.53 Fwd
  363. SPLIT TICKET:
    >>2700 VIX Feb24 14th 70.0 Calls $0.22 (CboeTheo=0.21)  MID  [CBOE] 11:22:49.466 IV=141.2% +2.0 CBOE 3560 x $0.20 - $0.23 x 18k CBOE  LATE  Vega=$2615 VIX=17.53 Fwd
  364. SPLIT TICKET:
    >>2800 VIX Dec23 20th 32.0 Calls $0.21 (CboeTheo=0.21)  MID  [CBOE] 11:22:49.466 IV=141.1% +2.4 CBOE 3954 x $0.20 - $0.23 x 30k CBOE  LATE  Vega=$2044 VIX=15.59 Fwd
  365. SPLIT TICKET:
    >>2800 VIX Dec23 20th 34.0 Calls $0.18 (CboeTheo=0.18)  MID  [CBOE] 11:22:49.466 IV=145.2% +2.0 CBOE 15k x $0.17 - $0.20 x 29k CBOE  LATE  Vega=$1818 VIX=15.59 Fwd
  366. SPLIT TICKET:
    >>2900 VIX Dec23 20th 45.0 Calls $0.08 (CboeTheo=0.10)  BID  [CBOE] 11:22:49.467 IV=160.2% -3.9 CBOE 28k x $0.08 - $0.11 x 20k CBOE  LATE  Vega=$1008 VIX=15.59 Fwd
  367. SPLIT TICKET:
    >>3000 VIX Dec23 20th 47.5 Calls $0.07 (CboeTheo=0.09)  BID  [CBOE] 11:22:49.467 IV=163.5% -4.6 CBOE 33k x $0.07 - $0.10 x 21k CBOE  LATE  Vega=$933 VIX=15.59 Fwd
  368. SPLIT TICKET:
    >>5700 VIX Dec23 20th 65.0 Calls $0.03 (CboeTheo=0.05)  BID  [CBOE] 11:22:49.467 IV=179.6% -10.3 CBOE 32k x $0.03 - $0.06 x 29k CBOE  LATE  Vega=$872 VIX=15.59 Fwd
  369. SPLIT TICKET:
    >>6200 VIX Jan24 17th 55.0 Calls $0.18 (CboeTheo=0.19)  BID  [CBOE] 11:22:49.467 IV=146.0% -0.4 CBOE 20k x $0.18 - $0.21 x 27k CBOE  LATE  Vega=$4679 VIX=16.92 Fwd
  370. SPLIT TICKET:
    >>3100 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.11)  BID  [CBOE] 11:22:49.467 IV=159.8% -1.7 CBOE 20k x $0.10 - $0.13 x 25k CBOE  LATE  Vega=$1453 VIX=16.92 Fwd
  371. SPLIT TICKET:
    >>6600 VIX Jan24 17th 80.0 Calls $0.09 (CboeTheo=0.10)  BID  [CBOE] 11:22:49.467 IV=162.9% -2.2 CBOE 17k x $0.09 - $0.11 x 601 CBOE  LATE  Vega=$2832 VIX=16.92 Fwd
  372. >>2128 FSR Jan24 7.5 Puts $4.45 (CboeTheo=4.47)  MID  NOM 11:23:54.404 IV=108.7% -3.6 EDGX 2422 x $4.40 - $4.50 x 91 BZX  Post-Earnings / SSR   52WeekLow  Vega=$247 FSR=3.17 Ref
  373. SPLIT TICKET:
    >>1180 RUT Dec23 1680 Puts $8.23 (CboeTheo=8.00)  Above Ask!  [CBOE] 11:23:56.957 IV=21.9% +2.6 CBOE 133 x $7.80 - $8.10 x 121 C2  LATE  Vega=$139k RUT=1797.03 Fwd
  374. SPLIT TICKET:
    >>1050 RUT Jan24 1720 Puts $25.81 (CboeTheo=25.74)  ASK  [CBOE] 11:23:56.957 IV=19.8% +1.7 CBOE 129 x $25.40 - $26.00 x 140 CBOE  LATE - OPENING  Vega=$265k RUT=1805.09 Fwd
  375. SPLIT TICKET:
    >>1300 SPXW Dec23 29th 5000 Calls $0.65 (CboeTheo=0.58)  ASK  [CBOE] 11:24:41.083 IV=12.1% -0.6 CBOE 800 x $0.55 - $0.65 x 2300 CBOE Vega=$69k SPX=4526.04 Fwd
  376. SWEEP DETECTED:
    >>4016 F Nov23 11.0 Calls $0.01 (CboeTheo=0.03)  BID  [MULTI] 11:24:52.218 IV=38.8% -29.5 C2 5600 x $0.01 - $0.02 x 670 MPRL Vega=$494 F=10.39 Ref
  377. >>4253 NIO Nov23 24th 8.0 Calls $0.14 (CboeTheo=0.13)  ASK  MRX 11:25:04.128 IV=64.4% -3.8 MPRL 266 x $0.13 - $0.14 x 810 EMLD  AUCTION  Vega=$1834 NIO=7.49 Ref
  378. >>2000 VFC Dec23 15.0 Puts $0.50 (CboeTheo=0.45)  ASK  ARCA 11:25:19.288 IV=53.3% +7.7 PHLX 184 x $0.45 - $0.50 x 14 BZX  SPREAD/FLOOR  Vega=$3236 VFC=16.14 Ref
  379. >>2000 VFC Dec23 22nd 14.0 Puts $0.28 (CboeTheo=0.31)  BID  ARCA 11:25:19.288 IV=52.2% +4.0 PHLX 379 x $0.25 - $0.35 x 436 AMEX  SPREAD/FLOOR  Vega=$2717 VFC=16.14 Ref
  380. >>1000 VIX Nov23 15th 15.0 Calls $0.06 (CboeTheo=0.09)  MID  CBOE 11:26:57.276 IV=107.8% +11.9 CBOE 13 x $0.05 - $0.07 x 28k CBOE Vega=$170 VIX=14.17 Fwd
  381. SWEEP DETECTED:
    >>3000 AGNC Nov23 24th 8.5 Puts $0.06 (CboeTheo=0.07)  ASK  [MULTI] 11:28:00.399 IV=29.8% +4.9 C2 93 x $0.05 - $0.06 x 619 EMLD  OPENING  Vega=$1352 AGNC=8.80 Ref
  382. >>4399 BABA Dec23 100 Calls $0.47 (CboeTheo=0.46)  Above Ask!  PHLX 11:29:09.209 IV=43.1% +1.8 NOM 13 x $0.45 - $0.46 x 54 MPRL  COB/AUCTION  Vega=$19k BABA=83.93 Ref
  383. >>4399 BABA Jan24 110 Calls $0.45 (CboeTheo=0.45)  MID  PHLX 11:29:09.209 IV=40.1% +0.3 EMLD 219 x $0.44 - $0.47 x 254 BOX  COB/AUCTION  Vega=$23k BABA=83.93 Ref
  384. >>4995 CPRI Jun24 35.0 Puts $1.15 (CboeTheo=1.49)  MID  AMEX 11:30:02.451 IV=42.8% -5.3 NOM 25 x $0.85 - $1.45 x 3 BOX  SPREAD/FLOOR - OPENING  Vega=$38k CPRI=47.49 Ref
  385. >>4995 CPRI Jun24 55.0 Calls $1.00 (CboeTheo=0.97)  ASK  AMEX 11:30:02.451 IV=20.8% +0.1 ISE 26 x $0.65 - $1.00 x 9 ARCA  SPREAD/FLOOR - OPENING  Vega=$58k CPRI=47.49 Ref
  386. >>8100 RIG May24 6.0 Calls $1.39 (CboeTheo=1.43)  Below Bid!  CBOE 11:30:53.705 IV=51.8% -3.5 ARCA 43 x $1.40 - $1.44 x 18 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$13k RIG=6.63 Ref
  387. >>3100 RIG Nov23 7.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 11:30:53.786 IV=56.5% -7.2 EMLD 994 x $0.02 - $0.03 x 374 C2  SPREAD/LEGGED/FLOOR  Vega=$483 RIG=6.63 Ref
  388. >>4000 RIG Nov23 7.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 11:30:53.902 IV=56.5% -7.2 EMLD 994 x $0.02 - $0.03 x 374 C2  SPREAD/LEGGED/FLOOR  Vega=$624 RIG=6.63 Ref
  389. SWEEP DETECTED:
    >>4000 AAPL Nov23 192.5 Calls $0.11 (CboeTheo=0.10)  BID  [MULTI] 11:30:59.824 IV=20.8% -1.7 C2 1564 x $0.11 - $0.12 x 1562 C2 Vega=$9810 AAPL=186.85 Ref
  390. >>2675 CPRI Dec23 45.0 Puts $0.25 (CboeTheo=0.21)  ASK  BOX 11:31:07.384 IV=20.6% +0.2 BXO 99 x $0.15 - $0.30 x 95 PHLX  FLOOR  Vega=$9292 CPRI=47.52 Ref
  391. >>3000 VIX Dec23 20th 85.0 Calls $0.03 (CboeTheo=0.03)  MID  CBOE 11:31:17.519 IV=206.7% -0.8 CBOE 984 x $0.02 - $0.04 x 17k CBOE Vega=$418 VIX=15.59 Fwd
  392. SWEEP DETECTED:
    >>2117 NVO Dec23 105 Calls $1.406 (CboeTheo=1.50)  BID  [MULTI] 11:31:36.423 IV=28.3% -2.4 PHLX 119 x $1.40 - $1.55 x 215 EDGX Vega=$21k NVO=99.30 Ref
  393. >>1000 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.11)  BID  CBOE 11:31:56.463 IV=156.2% -3.8 CBOE 27k x $0.09 - $0.12 x 21k CBOE  LATE  Vega=$384 VIX=15.59 Fwd
  394. >>1000 VIX Jan24 17th 47.5 Calls $0.25 (CboeTheo=0.25)  MID  CBOE 11:31:56.463 IV=140.2% +1.4 CBOE 15k x $0.24 - $0.26 x 5647 CBOE  LATE  Vega=$964 VIX=16.93 Fwd
  395. >>1080 VIX Jan24 17th 65.0 Calls $0.13 (CboeTheo=0.14)  BID  CBOE 11:31:56.463 IV=153.4% -1.3 CBOE 28k x $0.13 - $0.16 x 25k CBOE  LATE  Vega=$629 VIX=16.93 Fwd
  396. SPLIT TICKET:
    >>1400 VIX Dec23 20th 27.0 Calls $0.32 (CboeTheo=0.32)  ASK  [CBOE] 11:31:56.463 IV=128.3% +2.0 CBOE 595 x $0.30 - $0.32 x 6437 CBOE  LATE  Vega=$1391 VIX=15.59 Fwd
  397. SPLIT TICKET:
    >>1300 VIX Dec23 20th 33.0 Calls $0.20 (CboeTheo=0.19)  MID  [CBOE] 11:31:56.463 IV=144.0% +3.1 CBOE 14k x $0.18 - $0.21 x 25k CBOE  LATE  Vega=$908 VIX=15.59 Fwd
  398. SPLIT TICKET:
    >>1100 VIX Feb24 14th 40.0 Calls $0.537 (CboeTheo=0.53)  MID  [CBOE] 11:31:56.463 IV=116.7% +0.7 CBOE 11k x $0.52 - $0.55 x 12k CBOE  LATE  Vega=$2056 VIX=17.52 Fwd
  399. SPLIT TICKET:
    >>1100 VIX Feb24 14th 55.0 Calls $0.32 (CboeTheo=0.31)  MID  [CBOE] 11:31:56.463 IV=131.2% +1.5 CBOE 7614 x $0.30 - $0.33 x 17k CBOE  LATE  Vega=$1424 VIX=17.52 Fwd
  400. SPLIT TICKET:
    >>1300 VIX Dec23 20th 28.0 Calls $0.27 (CboeTheo=0.29)  BID  [CBOE] 11:31:56.463 IV=128.7% -1.1 CBOE 19k x $0.27 - $0.30 x 23k CBOE  LATE  Vega=$1166 VIX=15.59 Fwd
  401. SPLIT TICKET:
    >>1300 VIX Dec23 20th 29.0 Calls $0.25 (CboeTheo=0.26)  BID  [CBOE] 11:31:56.463 IV=131.8% -0.3 CBOE 5600 x $0.25 - $0.27 x 4101 CBOE  LATE  Vega=$1098 VIX=15.59 Fwd
  402. SPLIT TICKET:
    >>1300 VIX Dec23 20th 31.0 Calls $0.22 (CboeTheo=0.22)  MID  [CBOE] 11:31:56.463 IV=137.9% +1.7 CBOE 19k x $0.21 - $0.24 x 30k CBOE  LATE  Vega=$990 VIX=15.59 Fwd
  403. SPLIT TICKET:
    >>1200 VIX Dec23 20th 40.0 Calls $0.11 (CboeTheo=0.12)  BID  [CBOE] 11:31:56.463 IV=153.6% -3.8 CBOE 32k x $0.11 - $0.14 x 27k CBOE  LATE  Vega=$539 VIX=15.59 Fwd
  404. SPLIT TICKET:
    >>2500 VIX Jan24 17th 47.5 Calls $0.25 (CboeTheo=0.25)  MID  [CBOE] 11:31:56.463 IV=140.2% +1.4 CBOE 16k x $0.24 - $0.26 x 4944 CBOE  LATE  Vega=$2411 VIX=16.93 Fwd
  405. SPLIT TICKET:
    >>2500 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.11)  BID  [CBOE] 11:31:56.463 IV=156.2% -3.8 CBOE 27k x $0.09 - $0.12 x 21k CBOE  LATE  Vega=$961 VIX=15.59 Fwd
  406. SPLIT TICKET:
    >>1100 VIX Dec23 20th 50.0 Calls $0.08 (CboeTheo=0.08)  MID  [CBOE] 11:31:56.463 IV=172.6% +0.8 CBOE 921 x $0.07 - $0.09 x 19k CBOE  LATE  Vega=$365 VIX=15.59 Fwd
  407. SPLIT TICKET:
    >>1200 VIX Jan24 17th 50.0 Calls $0.23 (CboeTheo=0.23)  MID  [CBOE] 11:31:56.463 IV=143.1% +1.5 CBOE 32k x $0.21 - $0.24 x 20k CBOE  LATE  Vega=$1082 VIX=16.93 Fwd
  408. SPLIT TICKET:
    >>1200 VIX Jan24 17th 60.0 Calls $0.16 (CboeTheo=0.16)  MID  [CBOE] 11:31:56.463 IV=151.1% +0.3 CBOE 31k x $0.15 - $0.18 x 26k CBOE  LATE  Vega=$817 VIX=16.93 Fwd
  409. SPLIT TICKET:
    >>2700 VIX Jan24 17th 65.0 Calls $0.13 (CboeTheo=0.14)  BID  [CBOE] 11:31:56.463 IV=153.4% -1.3 CBOE 28k x $0.13 - $0.16 x 25k CBOE  LATE  Vega=$1573 VIX=16.93 Fwd
  410. SWEEP DETECTED:
    >>Bearish Delta Impact 1001 SMG Jan25 50.0 Puts $8.292 (CboeTheo=8.19)  ASK  [MULTI] 11:32:21.247 IV=48.1% +0.3 BOX 22 x $8.00 - $8.30 x 153 PHLX  AUCTION - OPENING 
    Delta=-34%, EST. IMPACT = 34k Shares ($1.84m) To Sell SMG=54.19 Ref
  411. SWEEP DETECTED:
    >>Bearish Delta Impact 2500 PCT Feb24 6.0 Calls $0.50 (CboeTheo=0.54)  BID  [MULTI] 11:32:45.526 IV=126.3% -6.2 PHLX 1501 x $0.50 - $0.55 x 100 BXO
    Delta=38%, EST. IMPACT = 96k Shares ($387k) To Sell PCT=4.04 Ref
  412. SPLIT TICKET:
    >>1218 SPXW Nov23 15th 4340 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 11:33:02.035 IV=27.8% +11.3 CBOE 726 x $0.20 - $0.25 x 1100 CBOE  OPENING  Vega=$9430 SPX=4500.89 Fwd
  413. >>1136 RUT Dec23 1795 Calls $41.20 (CboeTheo=41.20)  Below Bid!  CBOE 11:33:33.946 IV=19.2% +1.6 CBOE 128 x $41.30 - $41.90 x 14 C2  LATE - OPENING  Vega=$236k RUT=1797.70 Fwd
  414. >>2523 RUT Dec23 1700 Puts $10.40 (CboeTheo=10.53)  BID  CBOE 11:33:33.946 IV=21.0% +2.1 CBOE 15 x $10.40 - $10.70 x 300 CBOE  LATE  Vega=$342k RUT=1797.70 Fwd
  415. >>1262 RUT Dec23 1780 Calls $49.80 (CboeTheo=49.49)  BID  CBOE 11:33:34.076 IV=19.5% +1.8 C2 14 x $49.60 - $50.20 x 10 CBOE  LATE  Vega=$257k RUT=1797.70 Fwd
  416. >>1136 RUT Dec23 1795 Puts $38.20 (CboeTheo=38.51)  ASK  CBOE 11:33:34.076 IV=19.0% +1.4 CBOE 54 x $37.90 - $38.40 x 43 CBOE  LATE - OPENING  Vega=$236k RUT=1797.70 Fwd
  417. SPLIT TICKET:
    >>1712 RUT Dec23 1780 Calls $49.80 (CboeTheo=49.49)  BID  [CBOE] 11:33:33.946 IV=19.5% +1.8 C2 14 x $49.60 - $50.20 x 10 CBOE  LATE  Vega=$349k RUT=1797.70 Fwd
  418. SPLIT TICKET:
    >>1541 RUT Dec23 1795 Puts $38.20 (CboeTheo=38.51)  ASK  [CBOE] 11:33:33.946 IV=19.0% +1.4 CBOE 54 x $37.90 - $38.30 x 10 CBOE  LATE - OPENING  Vega=$320k RUT=1797.70 Fwd
  419. SPLIT TICKET:
    >>1541 RUT Dec23 1795 Calls $41.20 (CboeTheo=41.20)  Below Bid!  [CBOE] 11:33:33.946 IV=19.2% +1.6 CBOE 128 x $41.30 - $41.90 x 14 C2  LATE - OPENING  Vega=$320k RUT=1797.70 Fwd
  420. SPLIT TICKET:
    >>3423 RUT Dec23 1700 Puts $10.40 (CboeTheo=10.53)  BID  [CBOE] 11:33:33.946 IV=21.0% +2.1 CBOE 15 x $10.40 - $10.70 x 300 CBOE  LATE  Vega=$464k RUT=1797.70 Fwd
  421. >>7500 DKNG Nov23 24th 34.5 Puts $0.31 (CboeTheo=0.32)  BID  PHLX 11:33:53.181 IV=44.6% -4.8 BXO 52 x $0.30 - $0.34 x 915 CBOE  SPREAD/FLOOR   52WeekHigh  Vega=$13k DKNG=36.60 Ref
  422. >>7500 DKNG Nov23 24th 33.0 Puts $0.13 (CboeTheo=0.13)  MID  PHLX 11:33:53.181 IV=48.7% -3.0 EMLD 450 x $0.11 - $0.14 x 848 EDGX  SPREAD/FLOOR   52WeekHigh  Vega=$7652 DKNG=36.60 Ref
  423. SWEEP DETECTED:
    >>3435 PYPL Dec23 55.0 Puts $1.01 (CboeTheo=1.01)  BID  [MULTI] 11:36:13.425 IV=30.4% +0.4 MIAX 1258 x $1.01 - $1.02 x 332 EDGX Vega=$20k PYPL=57.13 Ref
  424. SWEEP DETECTED:
    >>Bullish Delta Impact 639 MERC Dec23 10.0 Calls $0.30 (CboeTheo=0.29)  ASK  [MULTI] 11:36:27.707 IV=44.4% -4.8 PHLX 1012 x $0.15 - $0.30 x 138 ISE
    Delta=38%, EST. IMPACT = 24k Shares ($229k) To Buy MERC=9.46 Ref
  425. >>2150 META Nov23 310 Puts $0.10 (CboeTheo=0.09)  ASK  AMEX 11:37:12.039 IV=41.3% +3.5 BZX 21 x $0.09 - $0.10 x 1116 EMLD  SPREAD/FLOOR   52WeekHigh  Vega=$3542 META=334.89 Ref
  426. >>2150 META Dec23 320 Puts $4.75 (CboeTheo=4.62)  Above Ask!  AMEX 11:37:12.040 IV=29.1% -0.3 EDGX 494 x $4.60 - $4.70 x 589 EDGX  SPREAD/FLOOR   52WeekHigh  Vega=$69k META=334.89 Ref
  427. >>2150 META Dec23 320 Calls $21.05 (CboeTheo=21.16)  Below Bid!  AMEX 11:37:12.041 IV=28.3% -0.7 BOX 44 x $21.10 - $21.30 x 165 EDGX  SPREAD/FLOOR   52WeekHigh  Vega=$68k META=334.89 Ref
  428. >>10000 ITUB Jan24 6.0 Puts $0.25 (CboeTheo=0.23)  MID  AMEX 11:37:23.230 IV=27.7% -0.2 ARCA 3685 x $0.20 - $0.30 x 3685 ARCA  CROSS - OPENING  Vega=$10k ITUB=6.12 Ref
  429. >>4600 BP Dec23 37.0 Calls $0.54 (CboeTheo=0.55)  BID  PHLX 11:37:57.721 IV=21.2% -1.1 C2 228 x $0.54 - $0.56 x 839 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$18k BP=35.97 Ref
  430. SWEEP DETECTED:
    >>5043 AAL Dec23 13.0 Puts $0.92 (CboeTheo=0.91)  ASK  [MULTI] 11:38:00.263 IV=35.8% -1.1 C2 303 x $0.90 - $0.92 x 585 C2 Vega=$6483 AAL=12.29 Ref
  431. >>Unusual Volume JOBY - 3x market weighted volume: 5955 = 9515 projected vs 2552 adv, 87% calls, 5% of OI [JOBY 5.76 +0.30 Ref, IV=62.7% +1.4]
  432. >>2253 PCT Feb24 3.0 Puts $0.50 (CboeTheo=0.57)  BID  PHLX 11:39:10.541 IV=131.2% -0.9 PHLX 2316 x $0.50 - $0.60 x 658 PHLX Vega=$1350 PCT=3.94 Ref
  433. SWEEP DETECTED:
    >>3765 FUBO Jan24 3.5 Calls $0.19 (CboeTheo=0.18)  ASK  [MULTI] 11:39:10.459 IV=79.1% -2.2 EMLD 6134 x $0.16 - $0.19 x 1342 EMLD Vega=$1704 FUBO=2.88 Ref
  434. >>4998 OPEN Dec23 1st 3.0 Calls $0.05 (CboeTheo=0.04)  ASK  PHLX 11:39:53.419 IV=111.7% -12.4 PHLX 3104 x $0.01 - $0.05 x 352 EMLD  AUCTION - OPENING  Vega=$671 OPEN=2.33 Ref
  435. SPLIT TICKET:
    >>5000 OPEN Dec23 1st 3.0 Calls $0.05 (CboeTheo=0.04)  ASK  [PHLX] 11:39:53.419 IV=103.9% -20.2 PHLX 3104 x $0.01 - $0.05 x 352 EMLD  AUCTION - OPENING  Vega=$619 OPEN=2.33 Ref
  436. >>2000 LYB Jan24 99.8 Calls $1.80 (CboeTheo=1.76)  BID  ISE 11:39:58.820 IV=19.7% -1.1 C2 50 x $1.75 - $1.90 x 30 PHLX  SPREAD/CROSS/TIED  Vega=$30k LYB=96.43 Ref
  437. >>Unusual Volume SPG - 3x market weighted volume: 6516 = 10.4k projected vs 3123 adv, 61% puts, 8% of OI [SPG 122.06 +6.53 Ref, IV=20.1% -0.2]
  438. SPLIT TICKET:
    >>1000 SPX Feb24 4600 Calls $89.20 (CboeTheo=88.75)  Above Ask!  [CBOE] 11:40:18.467 IV=12.2% +0.5 CBOE 319 x $88.40 - $89.10 x 20 CBOE  LATE  Vega=$900k SPX=4551.64 Fwd
  439. SWEEP DETECTED:
    >>2862 ABR Jan24 12.5 Puts $0.85 (CboeTheo=0.80)  ASK  [MULTI] 11:41:39.723 IV=54.8% +8.9 EDGX 617 x $0.65 - $0.85 x 595 PHLX Vega=$5968 ABR=13.78 Ref
  440. >>2000 STNE Dec23 14.0 Calls $0.26 (CboeTheo=0.28)  BID  MRX 11:43:22.387 IV=43.0% -7.0 MIAX 212 x $0.25 - $0.30 x 378 AMEX  AUCTION - OPENING  Vega=$2532 STNE=12.86 Ref
  441. >>3500 EXEL Jan24 20.0 Puts $0.85 (CboeTheo=0.73)  ASK  BOX 11:44:26.981 IV=41.2% +5.1 PHLX 608 x $0.25 - $1.30 x 278 PHLX  FLOOR - OPENING  Vega=$11k EXEL=21.55 Ref
  442. >>Market Color RKT - Bullish option flow detected in Rocket Companies (8.91 +0.92) with 11,045 calls trading (9x expected) and implied vol increasing over 2 points to 45.55%. . The Put/Call Ratio is 0.15. Earnings are expected on 02/29. [RKT 8.91 +0.92 Ref, IV=45.5% +2.4] #Bullish
  443. >>1000 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.11)  BID  CBOE 11:45:11.552 IV=156.4% -3.6 CBOE 28k x $0.09 - $0.12 x 25k CBOE  LATE  Vega=$384 VIX=15.57 Fwd
  444. >>1000 VIX Jan24 17th 47.5 Calls $0.25 (CboeTheo=0.25)  MID  CBOE 11:45:11.552 IV=140.3% +1.4 CBOE 633 x $0.24 - $0.26 x 13k CBOE  LATE  Vega=$964 VIX=16.92 Fwd
  445. >>1080 VIX Jan24 17th 65.0 Calls $0.13 (CboeTheo=0.14)  BID  CBOE 11:45:11.552 IV=153.5% -1.2 CBOE 32k x $0.13 - $0.15 x 300 CBOE  LATE  Vega=$629 VIX=16.92 Fwd
  446. SPLIT TICKET:
    >>1400 VIX Dec23 20th 27.0 Calls $0.32 (CboeTheo=0.31)  ASK  [CBOE] 11:45:11.551 IV=128.6% +2.3 CBOE 29k x $0.29 - $0.32 x 16k CBOE  LATE  Vega=$1389 VIX=15.57 Fwd
  447. SPLIT TICKET:
    >>1300 VIX Dec23 20th 33.0 Calls $0.20 (CboeTheo=0.19)  MID  [CBOE] 11:45:11.551 IV=144.3% +3.3 CBOE 12k x $0.18 - $0.21 x 30k CBOE  LATE  Vega=$907 VIX=15.57 Fwd
  448. SPLIT TICKET:
    >>1100 VIX Feb24 14th 40.0 Calls $0.537 (CboeTheo=0.53)  MID  [CBOE] 11:45:11.551 IV=116.7% +0.7 CBOE 2637 x $0.52 - $0.55 x 14k CBOE  LATE  Vega=$2056 VIX=17.53 Fwd
  449. SPLIT TICKET:
    >>1100 VIX Feb24 14th 55.0 Calls $0.32 (CboeTheo=0.31)  MID  [CBOE] 11:45:11.551 IV=131.2% +1.5 CBOE 4804 x $0.30 - $0.33 x 17k CBOE  LATE  Vega=$1424 VIX=17.53 Fwd
  450. SPLIT TICKET:
    >>1300 VIX Dec23 20th 28.0 Calls $0.27 (CboeTheo=0.28)  BID  [CBOE] 11:45:11.551 IV=129.0% -0.8 CBOE 22k x $0.27 - $0.30 x 17k CBOE  LATE  Vega=$1164 VIX=15.57 Fwd
  451. SPLIT TICKET:
    >>1300 VIX Dec23 20th 29.0 Calls $0.25 (CboeTheo=0.26)  MID  [CBOE] 11:45:11.551 IV=132.1% -0.1 CBOE 13k x $0.24 - $0.27 x 6646 CBOE  LATE  Vega=$1096 VIX=15.57 Fwd
  452. SPLIT TICKET:
    >>1300 VIX Dec23 20th 31.0 Calls $0.22 (CboeTheo=0.22)  MID  [CBOE] 11:45:11.551 IV=138.1% +1.9 CBOE 22k x $0.21 - $0.24 x 35k CBOE  LATE  Vega=$989 VIX=15.57 Fwd
  453. SPLIT TICKET:
    >>1200 VIX Dec23 20th 40.0 Calls $0.11 (CboeTheo=0.12)  BID  [CBOE] 11:45:11.551 IV=153.8% -3.6 CBOE 35k x $0.11 - $0.13 x 1000 CBOE  LATE  Vega=$538 VIX=15.57 Fwd
  454. SPLIT TICKET:
    >>2500 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.11)  BID  [CBOE] 11:45:11.551 IV=156.4% -3.6 CBOE 28k x $0.09 - $0.12 x 25k CBOE  LATE  Vega=$959 VIX=15.57 Fwd
  455. SPLIT TICKET:
    >>2500 VIX Jan24 17th 47.5 Calls $0.25 (CboeTheo=0.25)  MID  [CBOE] 11:45:11.551 IV=140.3% +1.4 CBOE 633 x $0.24 - $0.26 x 11k CBOE  LATE  Vega=$2409 VIX=16.92 Fwd
  456. SPLIT TICKET:
    >>1100 VIX Dec23 20th 50.0 Calls $0.08 (CboeTheo=0.08)  ASK  [CBOE] 11:45:11.551 IV=172.8% +1.0 CBOE 1421 x $0.07 - $0.08 x 500 CBOE  LATE  Vega=$364 VIX=15.57 Fwd
  457. SPLIT TICKET:
    >>1200 VIX Jan24 17th 50.0 Calls $0.23 (CboeTheo=0.22)  MID  [CBOE] 11:45:11.551 IV=143.2% +1.6 CBOE 33k x $0.21 - $0.24 x 23k CBOE  LATE  Vega=$1081 VIX=16.92 Fwd
  458. SPLIT TICKET:
    >>1200 VIX Jan24 17th 60.0 Calls $0.16 (CboeTheo=0.16)  MID  [CBOE] 11:45:11.551 IV=151.2% +0.4 CBOE 32k x $0.15 - $0.18 x 28k CBOE  LATE  Vega=$817 VIX=16.92 Fwd
  459. SPLIT TICKET:
    >>2700 VIX Jan24 17th 65.0 Calls $0.13 (CboeTheo=0.14)  BID  [CBOE] 11:45:11.551 IV=153.5% -1.2 CBOE 32k x $0.13 - $0.15 x 300 CBOE  LATE  Vega=$1572 VIX=16.92 Fwd
  460. >>5000 CHPT Jan26 3.0 Puts $1.44 (CboeTheo=1.47)  BID  ARCA 11:45:30.860 IV=91.6% -2.0 PHLX 562 x $1.39 - $1.52 x 12 CBOE  SPREAD/FLOOR - OPENING  Vega=$6231 CHPT=3.12 Ref
  461. >>25000 CHPT Jan24 3.5 Calls $0.35 (CboeTheo=0.33)  ASK  ARCA 11:45:30.861 IV=94.6% +0.1 EDGX 2074 x $0.32 - $0.35 x 309 BOX  SPREAD/FLOOR - OPENING  Vega=$13k CHPT=3.12 Ref
  462. >>2000 SQ Nov23 52.0 Calls $3.00 (CboeTheo=3.05)  BID  ARCA 11:46:26.599 IV=41.1% -5.4 MIAX 381 x $3.00 - $3.10 x 171 CBOE  CROSS  Vega=$1481 SQ=54.90 Ref
  463. SWEEP DETECTED:
    >>4445 F Nov23 24th 11.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 11:46:36.815 IV=33.3% -10.8 EMLD 6712 x $0.04 - $0.05 x 6429 EMLD  ISO - OPENING  Vega=$1958 F=10.39 Ref
  464. SWEEP DETECTED:
    >>2500 CHPT Jan24 3.5 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 11:46:54.862 IV=93.7% -0.8 BXO 5 x $0.33 - $0.35 x 181 EMLD  ISO  Vega=$1308 CHPT=3.13 Ref
  465. >>5000 DISH Jan24 4.0 Calls $0.45 (CboeTheo=0.40)  Above Ask!  AMEX 11:47:21.084 IV=100.4% +1.7 PHLX 4366 x $0.33 - $0.42 x 45 BZX  TIED/FLOOR  Vega=$3011 DISH=3.56 Ref
  466. SPLIT TICKET:
    >>1000 VIX Dec23 20th 20.0 Calls $0.67 (CboeTheo=0.66)  BID  [CBOE] 11:47:50.396 IV=100.8% +1.3 CBOE 798 x $0.67 - $0.68 x 23k CBOE Vega=$1589 VIX=15.57 Fwd
  467. >>50000 NU Jan24 5.5 Puts $0.05 (CboeTheo=0.04)  BID  ARCA 11:48:22.204 IV=70.0% +3.6 EMLD 1929 x $0.01 - $0.24 x 2848 EDGX  SPREAD/FLOOR   Pre-Earnings   52WeekHigh  Vega=$17k NU=8.72 Ref
  468. >>50000 NU Jan24 9.0 Calls $0.47 (CboeTheo=0.47)  Below Bid!  ARCA 11:48:22.204 IV=37.7% -0.2 EMLD 726 x $0.48 - $0.50 x 576 EDGX  SPREAD/FLOOR   Pre-Earnings   52WeekHigh  Vega=$74k NU=8.72 Ref
  469. >>50000 NU Jul24 7.0 Puts $0.42 (CboeTheo=0.44)  BID  ARCA 11:48:22.206 IV=45.2% -0.6 BOX 301 x $0.42 - $0.46 x 391 BOX  SPREAD/FLOOR - OPENING   Pre-Earnings   52WeekHigh  Vega=$99k NU=8.72 Ref
  470. >>50000 NU Jul24 11.0 Calls $0.50 (CboeTheo=0.53)  Below Bid!  ARCA 11:48:22.208 IV=38.5% -1.5 MIAX 711 x $0.51 - $0.55 x 77 ARCA  SPREAD/FLOOR - OPENING   Pre-Earnings   52WeekHigh  Vega=$130k NU=8.72 Ref
  471. SWEEP DETECTED:
    >>2000 SQ Nov23 52.0 Puts $0.11 (CboeTheo=0.12)  BID  [MULTI] 11:49:00.760 IV=46.4% +1.1 EMLD 484 x $0.11 - $0.12 x 749 EMLD  ISO - OPENING  Vega=$1791 SQ=54.94 Ref
  472. >>2000 PBR Jan24 16.0 Calls $0.57 (CboeTheo=0.59)  MID  ARCA 11:50:01.556 IV=31.5% -1.6 ARCA 1118 x $0.54 - $0.60 x 50 NOM  SPREAD/FLOOR  Vega=$5061 PBR=15.82 Ref
  473. >>2000 PBR Jan24 15.0 Puts $0.71 (CboeTheo=0.69)  ASK  ARCA 11:50:01.556 IV=34.7% +0.3 ARCA 1119 x $0.67 - $0.72 x 83 PHLX  SPREAD/FLOOR  Vega=$5028 PBR=15.82 Ref
  474. >>4000 PBR Jan24 13.0 Puts $0.16 (CboeTheo=0.18)  BID  ARCA 11:50:01.556 IV=37.1% -0.6 ARCA 1023 x $0.16 - $0.18 x 1023 ARCA  SPREAD/FLOOR  Vega=$5442 PBR=15.82 Ref
  475. >>7500 SIRI Dec23 4.5 Puts $0.45 (CboeTheo=0.44)  MID  ARCA 11:50:40.981 IV=93.5% +5.9 BZX 4 x $0.42 - $0.47 x 484 GEMX  SPREAD/FLOOR  Vega=$3909 SIRI=4.79 Ref
  476. >>15000 SIRI Dec23 4.0 Puts $0.20 (CboeTheo=0.24)  BID  ARCA 11:50:40.981 IV=86.7% +0.5 PHLX 1159 x $0.19 - $0.24 x 1 ARCA  SPREAD/FLOOR  Vega=$6410 SIRI=4.79 Ref
  477. SWEEP DETECTED:
    >>2854 CCL Nov23 14.0 Puts $0.26 (CboeTheo=0.26)  ASK  [MULTI] 11:51:34.330 IV=51.8% -4.9 C2 520 x $0.24 - $0.26 x 418 AMEX  OPENING  Vega=$1490 CCL=14.02 Ref
  478. SWEEP DETECTED:
    >>3001 AGNC Nov23 8.5 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 11:52:20.866 IV=39.2% +13.5 ARCA 2 x $0.02 - $0.03 x 713 C2  OPENING  Vega=$634 AGNC=8.80 Ref
  479. >>4000 VIX Dec23 20th 20.0 Calls $0.65 (CboeTheo=0.66)  BID  CBOE 11:52:46.463 IV=99.4% -0.1 CBOE 26k x $0.64 - $0.68 x 4221 CBOE Vega=$6312 VIX=15.58 Fwd
  480. >>3400 JOBY Apr24 7.0 Calls $0.65 (CboeTheo=0.61)  ASK  AMEX 11:53:50.188 IV=67.6% +2.5 PHLX 1366 x $0.55 - $0.65 x 1078 PHLX  CROSS - OPENING  Vega=$5066 JOBY=5.76 Ref
  481. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ABUS Jun24 3.0 Calls $0.20 (CboeTheo=0.15)  ASK  [MULTI] 11:54:08.324 IV=83.0% +11.0 PHLX 613 x $0.10 - $0.20 x 1326 PHLX  ISO 
    Delta=35%, EST. IMPACT = 35k Shares ($64k) To Buy ABUS=1.81 Ref
  482. SPLIT TICKET:
    >>1808 SPXW Dec23 22nd 4725 Calls $7.65 (CboeTheo=7.53)  Above Ask!  [CBOE] 11:55:19.115 IV=10.9% +0.1 CBOE 372 x $7.30 - $7.60 x 86 CBOE  LATE - OPENING  Vega=$506k SPX=4516.40 Fwd
  483. >>6000 W Nov23 50.0 Calls $0.20 (CboeTheo=0.26)  BID  AMEX 11:55:43.991 IV=77.7% -17.4 MIAX 627 x $0.19 - $0.26 x 102 MRX  SPREAD/FLOOR  Vega=$5345 W=45.84 Ref
  484. >>6000 W Nov23 50.0 Puts $4.35 (CboeTheo=4.40)  MID  AMEX 11:55:43.989 IV=79.4% -15.7 BOX 6 x $4.30 - $4.40 x 2 BXO  SPREAD/FLOOR  Vega=$5439 W=45.84 Ref
  485. >>6000 W Dec23 40.0 Puts $1.19 (CboeTheo=1.23)  BID  AMEX 11:55:43.992 IV=67.8% +0.8 EDGX 90 x $1.19 - $1.24 x 41 C2  SPREAD/FLOOR - OPENING  Vega=$23k W=45.84 Ref
  486. >>6000 W Dec23 40.0 Calls $7.21 (CboeTheo=7.24)  BID  AMEX 11:55:43.995 IV=68.1% +1.0 MIAX 93 x $7.15 - $7.30 x 19 EMLD  SPREAD/FLOOR - OPENING  Vega=$23k W=45.84 Ref
  487. SPLIT TICKET:
    >>2000 UPWK Nov23 15.0 Calls $0.10 (CboeTheo=0.10)  BID  [CBOE] 11:56:12.401 IV=55.7% -8.1 C2 1208 x $0.10 - $0.15 x 755 PHLX  AUCTION  Vega=$830 UPWK=14.43 Ref
  488. >>5670 AMPS Nov23 5.0 Calls $0.10 (CboeTheo=0.13)  BID  ARCA 11:57:54.623 IV=83.2% -30.6 PHLX 54 x $0.10 - $0.20 x 88 PHLX  CROSS   SSR  Vega=$993 AMPS=4.88 Ref
  489. >>Unusual Volume ASTS - 3x market weighted volume: 8423 = 12.5k projected vs 3869 adv, 54% calls, 3% of OI  Pre-Earnings  [ASTS 3.70 -0.30 Ref, IV=109.7% +6.9]
  490. SWEEP DETECTED:
    >>2627 CSCO Jan24 55.0 Calls $0.97 (CboeTheo=0.99)  BID  [MULTI] 11:59:07.945 IV=18.8% -0.6 C2 426 x $0.97 - $0.99 x 16 BZX Vega=$22k CSCO=52.99 Ref
  491. SWEEP DETECTED:
    >>2000 SBH Dec23 10.0 Puts $0.75 (CboeTheo=0.77)  MID  [MULTI] 11:59:17.874 IV=45.4% -18.3 PHLX 307 x $0.70 - $0.80 x 40 PHLX  AUCTION - OPENING   Post-Earnings  Vega=$2142 SBH=9.54 Ref
  492. SWEEP DETECTED:
    >>Bearish Delta Impact 500 PPG Nov23 130 Calls $3.701 (CboeTheo=3.85)  BID  [MULTI] 11:59:24.881 IV=20.4% -0.1 GEMX 56 x $3.70 - $4.00 x 121 CBOE
    Delta=93%, EST. IMPACT = 46k Shares ($6.18m) To Sell PPG=133.56 Ref
  493. SWEEP DETECTED:
    >>Bullish Delta Impact 1174 EBS Dec23 2.5 Calls $0.35 (CboeTheo=0.27)  ASK  [MULTI] 11:59:37.272 IV=176.3% +37.7 PHLX 652 x $0.15 - $0.35 x 877 PHLX  OPENING 
    Delta=54%, EST. IMPACT = 63k Shares ($133k) To Buy EBS=2.10 Ref
  494. SWEEP DETECTED:
    >>2074 BCS Mar24 8.0 Puts $1.25 (CboeTheo=1.29)  BID  [MULTI] 11:59:43.191 IV=26.4% -4.6 ARCA 1438 x $1.25 - $1.30 x 1443 ARCA Vega=$1967 BCS=6.92 Ref
  495. SWEEP DETECTED:
    >>2351 M Dec23 11.0 Puts $0.67 (CboeTheo=0.66)  ASK  [MULTI] 12:00:30.060 IV=72.8% +2.3 EDGX 909 x $0.64 - $0.67 x 593 EDGX  AUCTION  Vega=$2966 M=11.74 Ref
  496. >>8100 RIG May24 6.0 Puts $0.60 (CboeTheo=0.61)  BID  CBOE 12:00:48.883 IV=53.4% -1.9 PHLX 550 x $0.60 - $0.64 x 47 BOX  SPREAD/LEGGED/FLOOR  Vega=$13k RIG=6.62 Ref
  497. >>3100 RIG Nov23 7.0 Puts $0.41 (CboeTheo=0.41)  ASK  CBOE 12:00:48.961 IV=58.1% +5.3 C2 127 x $0.39 - $0.41 x 167 C2  SPREAD/LEGGED/FLOOR  Vega=$459 RIG=6.62 Ref
  498. >>4000 RIG Nov23 7.0 Puts $0.41 (CboeTheo=0.41)  ASK  CBOE 12:00:49.044 IV=58.1% +5.3 C2 127 x $0.39 - $0.41 x 167 C2  SPREAD/LEGGED/FLOOR  Vega=$593 RIG=6.62 Ref
  499. SPLIT TICKET:
    >>3400 QCOM Jan24 135 Calls $2.47 (CboeTheo=2.41)  BID  [MIAX] 12:01:05.188 IV=23.5% -0.4 C2 95 x $2.47 - $2.51 x 33 MPRL  ISO/AUCTION  Vega=$66k QCOM=127.57 Ref
  500. SWEEP DETECTED:
    >>Bearish Delta Impact 1201 AAP Nov23 59.0 Puts $3.308 (CboeTheo=3.21)  Above Ask!  [MULTI] 12:01:05.762 IV=164.6% +7.8 PHLX 76 x $3.10 - $3.30 x 9 BXO  AUCTION - OPENING   Pre-Earnings 
    Delta=-44%, EST. IMPACT = 52k Shares ($3.13m) To Sell AAP=59.69 Ref
  501. >>2200 ACI Dec23 21.0 Puts $0.35 (CboeTheo=0.94)  ASK  ISE 12:01:29.569 IV=10.6% -14.3 NOM 0 x $0.00 - $0.50 x 100 NOM  CROSS  Vega=$5173 ACI=21.41 Ref
  502. >>2150 AMZN Feb24 140 Calls $13.77 (CboeTheo=13.77)  MID  CBOE 12:01:33.617 IV=31.7% -0.1 BZX 97 x $13.75 - $13.80 x 48 MPRL  COB/AUCTION   52WeekHigh  Vega=$58k AMZN=145.89 Ref
  503. >>4300 AMZN Feb24 150 Calls $8.15 (CboeTheo=8.14)  MID  CBOE 12:01:33.617 IV=30.2% -0.0 MIAX 732 x $8.10 - $8.20 x 985 CBOE  COB/AUCTION   52WeekHigh  Vega=$127k AMZN=145.89 Ref
  504. >>5000 XOM Jan24 95.0 Calls $11.46 (CboeTheo=11.41)  ASK  BOX 12:02:04.831 IV=25.9% +0.0 EDGX 55 x $11.35 - $11.50 x 352 MIAX  SPREAD/CROSS - OPENING  Vega=$54k XOM=104.45 Ref
  505. >>5000 XOM Jan24 95.0 Puts $0.96 (CboeTheo=0.95)  ASK  BOX 12:02:04.831 IV=25.5% -0.3 C2 228 x $0.94 - $0.96 x 646 EDGX  SPREAD/CROSS  Vega=$54k XOM=104.45 Ref
  506. SWEEP DETECTED:
    >>Bearish Delta Impact 867 SBH Nov23 10.0 Puts $0.60 (CboeTheo=0.59)  ASK  [MULTI] 12:02:04.691 IV=77.1% -54.5 PHLX 65 x $0.50 - $0.60 x 131 PHLX  ISO - OPENING   Post-Earnings 
    Delta=-75%, EST. IMPACT = 65k Shares ($618k) To Sell SBH=9.49 Ref
  507. SWEEP DETECTED:
    >>3122 FCX Nov23 35.0 Calls $0.651 (CboeTheo=0.67)  Below Bid!  [MULTI] 12:02:26.804 IV=35.1% -5.1 ARCA 22 x $0.66 - $0.70 x 63 C2 Vega=$3908 FCX=35.34 Ref
  508. >>2000 NVDA Jan24 450 Calls $66.02 (CboeTheo=66.25)  BID  BOX 12:02:35.004 IV=45.6% -0.5 AMEX 39 x $65.95 - $66.45 x 10 BOX  SPREAD/FLOOR  Vega=$138k NVDA=494.28 Ref
  509. >>7000 NVDA Dec23 500 Calls $27.45 (CboeTheo=27.34)  ASK  BOX 12:02:35.004 IV=50.2% +0.0 BZX 8 x $27.30 - $27.45 x 26 AMEX  SPREAD/FLOOR  Vega=$403k NVDA=494.28 Ref
  510. >>2000 NVDA Jan24 400 Calls $104.70 (CboeTheo=105.02)  BID  BOX 12:02:35.004 IV=47.5% -0.5 PHLX 59 x $104.70 - $105.45 x 45 AMEX  SPREAD/FLOOR  Vega=$83k NVDA=494.28 Ref
  511. SWEEP DETECTED:
    >>2995 AAL Dec23 1st 11.0 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 12:03:05.904 IV=41.5% +2.8 EMLD 3764 x $0.05 - $0.06 x 508 EMLD  OPENING  Vega=$1509 AAL=12.21 Ref
  512. SWEEP DETECTED:
    >>2120 SOFI Dec23 6.0 Puts $0.09 (CboeTheo=0.11)  ASK  [MULTI] 12:04:38.165 IV=67.1% +2.1 EMLD 3439 x $0.08 - $0.09 x 674 EMLD Vega=$907 SOFI=7.42 Ref
  513. >>5000 PNT Jan24 12.5 Calls $1.15 (CboeTheo=1.10)  ASK  ISE 12:05:16.028 IV=27.5% +4.1 ARCA 1 x $0.75 - $1.50 x 5 ISE  CROSS   52WeekHigh  Vega=$9157 PNT=13.34 Ref
  514. SPLIT TICKET:
    >>1000 VIX Dec23 20th 23.0 Calls $0.45 (CboeTheo=0.46)  BID  [CBOE] 12:05:56.502 IV=112.8% +1.0 CBOE 500 x $0.45 - $0.46 x 200 CBOE Vega=$1270 VIX=15.57 Fwd
  515. >>2025 RCL Jun24 30.0 Puts $0.15 (CboeTheo=0.13)  BID  AMEX 12:06:02.021 IV=74.1% +2.2 NOM 12 x $0.10 - $0.75 x 257 PHLX  FLOOR  Vega=$3061 RCL=102.23 Ref
  516. SPLIT TICKET:
    >>2250 RCL Jun24 30.0 Puts $0.15 (CboeTheo=0.13)  BID  [AMEX] 12:06:02.021 IV=74.1% +2.2 NOM 12 x $0.10 - $0.75 x 257 PHLX  FLOOR  Vega=$3401 RCL=102.23 Ref
  517. SPLIT TICKET:
    >>2116 VIX Dec23 20th 28.0 Calls $0.27 (CboeTheo=0.28)  BID  [CBOE] 12:06:06.144 IV=129.0% -0.9 CBOE 1005 x $0.27 - $0.29 x 5894 CBOE Vega=$1895 VIX=15.57 Fwd
  518. >>1142 SPX Dec23 4400 Calls $133.50 (CboeTheo=133.91)  BID  CBOE 12:10:41.851 IV=13.3% +0.2 CBOE 120 x $133.30 - $134.10 x 90 CBOE  FLOOR  Vega=$492k SPX=4506.00 Fwd
  519. SPLIT TICKET:
    >>1342 SPX Dec23 4400 Calls $133.50 (CboeTheo=133.91)  BID  [CBOE] 12:10:41.851 IV=13.3% +0.2 CBOE 120 x $133.30 - $134.10 x 90 CBOE  FLOOR  Vega=$578k SPX=4506.00 Fwd
  520. SWEEP DETECTED:
    >>Bearish Delta Impact 500 SSB Mar24 75.0 Calls $5.066 (CboeTheo=5.09)  BID  [MULTI] 12:11:03.407 IV=28.0% -0.1 BOX 6 x $5.00 - $7.50 x 32 NOM  OPENING 
    Delta=55%, EST. IMPACT = 27k Shares ($2.05m) To Sell SSB=74.77 Ref
  521. >>11043 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 15k CBOE Vega=$2812 VIX=14.22 Fwd
  522. >>5000 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 11k CBOE Vega=$1273 VIX=14.22 Fwd
  523. >>4444 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 11k CBOE Vega=$1131 VIX=14.22 Fwd
  524. >>3502 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 7186 CBOE Vega=$892 VIX=14.22 Fwd
  525. >>1994 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 5192 CBOE Vega=$508 VIX=14.22 Fwd
  526. >>1631 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 5192 CBOE Vega=$415 VIX=14.22 Fwd
  527. >>1528 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 2033 CBOE Vega=$389 VIX=14.22 Fwd
  528. >>1260 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  CBOE 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 2033 CBOE Vega=$321 VIX=14.22 Fwd
  529. SPLIT TICKET:
    >>31241 VIX Nov23 15th 14.0 Puts $0.12 (CboeTheo=0.11)  ASK  [CBOE] 12:11:20.138 IV=77.0% +1.8 CBOE 1250 x $0.09 - $0.12 x 15k CBOE Vega=$7954 VIX=14.22 Fwd
  530. >>2000 BAC Jan25 25.0 Puts $1.53 (CboeTheo=1.55)  BID  ARCA 12:12:00.243 IV=30.0% -0.0 EMLD 168 x $1.53 - $1.56 x 1223 EMLD  SPREAD/CROSS  Vega=$19k BAC=29.23 Ref
  531. >>2000 BAC Jan24 27.0 Puts $0.48 (CboeTheo=0.48)  BID  ARCA 12:12:00.243 IV=27.8% +0.9 EMLD 3538 x $0.48 - $0.49 x 2475 C2  SPREAD/CROSS  Vega=$7535 BAC=29.23 Ref
  532. >>3000 ASTS Nov23 5.0 Puts $1.36 (CboeTheo=1.41)  BID  AMEX 12:12:54.904 IV=247.8% -11.3 BOX 3 x $1.30 - $1.50 x 919 PHLX  SPREAD/FLOOR   Pre-Earnings / SSR  Vega=$199 ASTS=3.71 Ref
  533. >>6000 ASTS Nov23 5.0 Calls $0.05 (CboeTheo=0.10)  BID  AMEX 12:12:54.906 IV=258.4% -0.7 BXO 256 x $0.05 - $0.10 x 510 EDGX  SPREAD/FLOOR   Pre-Earnings / SSR  Vega=$428 ASTS=3.71 Ref
  534. >>6000 ASTS Jan24 4.0 Puts $0.78 (CboeTheo=0.76)  MID  AMEX 12:12:54.908 IV=94.2% +5.4 PHLX 2610 x $0.70 - $0.85 x 1461 PHLX  SPREAD/FLOOR - OPENING   Pre-Earnings / SSR  Vega=$3709 ASTS=3.71 Ref
  535. >>6000 ASTS Jan24 4.0 Calls $0.46 (CboeTheo=0.43)  ASK  AMEX 12:12:54.909 IV=94.7% +5.9 PHLX 1856 x $0.40 - $0.50 x 867 PHLX  SPREAD/FLOOR - OPENING   Pre-Earnings / SSR  Vega=$3718 ASTS=3.71 Ref
  536. >>3000 ASTS Nov23 5.0 Puts $1.37 (CboeTheo=1.41)  BID  AMEX 12:12:54.911 IV=262.2% +3.1 BOX 3 x $1.30 - $1.50 x 919 PHLX  SPREAD/FLOOR   Pre-Earnings / SSR  Vega=$218 ASTS=3.71 Ref
  537. SWEEP DETECTED:
    >>2000 GOOG Nov23 133 Puts $0.30 (CboeTheo=0.30)  ASK  [MULTI] 12:13:17.467 IV=23.6% +0.0 EDGX 846 x $0.29 - $0.30 x 90 ARCA Vega=$6820 GOOG=135.56 Ref
  538. >>3000 WOLF Jan24 40.0 Calls $1.25 (CboeTheo=1.21)  MID  ISE 12:13:52.365 IV=57.2% -1.5 PHLX 186 x $1.20 - $1.30 x 320 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$14k WOLF=33.31 Ref
  539. >>Market Color .SPX - S&P500 index option volume at midday totals 2513260 contracts as the index trades near $4489.47 (77.92). Front term atm implied vols are near 11.9% and the CBOE VIX is currently near 14.05 (-0.71). 
  540. >>Market Color TSEM - Bullish option flow detected in Tower Semiconductor (26.52 +1.04) with 1,599 calls trading (1.7x expected) and implied vol increasing almost 2 points to 36.18%. . The Put/Call Ratio is 0.15. [TSEM 26.52 +1.04 Ref, IV=36.2% +1.9] #Bullish
  541. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 720132 contracts trading marketwide. Most actives include Plug Power(PLUG), Enphase Energy(ENPH), Exxon Mobil(XOM). The sector ETF, XLE is up 0.535 to 84.545 with 30 day implied volatility lower by -0.6%, near 20.4%  #sector
  542. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 9 to 5 and 2145010 contracts changing hands. Most actives include Nu Holdings(NU), Bank of America(BAC), Citi(C). The sector ETF, XLF is up 0.695 to 34.555 with 30 day implied volatility lower by -0.5%, near 14.1%  #sector
  543. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 4903853 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is up 3.015 to 181.485 with 30 day implied volatility lower by -0.8%, near 17.1%  #sector
  544. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 4602202 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Ford(F). The sector ETF, XLY is up 4.955 to 167.045 with 30 day implied volatility lower by -1.0%, near 18.8%  #sector
  545. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 4 and 555467 contracts changing hands. Most actives include Pfizer(PFE), Eli Lilly(LLY), Moderna(MRNA). The sector ETF, XLV is up 0.995 to 127.995 with 30 day implied volatility lower by -0.4%, near 12.2%  #sector
  546. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 376716 contracts trading marketwide. Most actives include Freeport McMoRan(FCX), Vale(VALE), Newmont Mining(NEM). The sector ETF, XLB is up 2.195 to 79.445 with 30 day implied volatility lower by -0.8%, near 15.1%  #sector
  547. >>4000 RIG Nov23 7.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 12:15:09.236 IV=63.0% -0.6 BZX 186 x $0.02 - $0.03 x 467 C2  LATE  Vega=$586 RIG=6.58 Ref
  548. >>3100 RIG Nov23 7.0 Calls $0.03 (CboeTheo=0.03)  ASK  CBOE 12:15:12.092 IV=63.0% -0.6 BZX 186 x $0.02 - $0.03 x 467 C2  LATE  Vega=$454 RIG=6.58 Ref
  549. SPLIT TICKET:
    >>4100 RIG Nov23 7.0 Calls $0.03 (CboeTheo=0.03)  ASK  [CBOE] 12:15:12.092 IV=63.0% -0.6 BZX 186 x $0.02 - $0.03 x 467 C2  LATE  Vega=$601 RIG=6.58 Ref
  550. >>2870 RBLX Nov23 35.0 Calls $4.89 (CboeTheo=4.95)  BID  PHLX 12:15:20.991 IV=75.7% -2.9 BOX 30 x $4.85 - $5.00 x 81 CBOE  AUCTION  Vega=$745 RBLX=39.83 Ref
  551. SWEEP DETECTED:
    >>2005 NEM Jun24 30.0 Puts $1.22 (CboeTheo=1.26)  BID  [MULTI] 12:15:32.852 IV=33.7% -0.4 AMEX 290 x $1.22 - $1.28 x 105 C2 Vega=$16k NEM=35.81 Ref
  552. SWEEP DETECTED:
    >>Bearish Delta Impact 1150 CHD Nov23 90.0 Calls $1.839 (CboeTheo=2.04)  Below Bid!  [MULTI] 12:16:22.507 IV=15.0% -3.6 BOX 33 x $1.85 - $2.20 x 66 CBOE
    Delta=92%, EST. IMPACT = 106k Shares ($9.72m) To Sell CHD=91.78 Ref
  553. >>6000 SQ Jan24 60.0 Calls $1.98 (CboeTheo=1.97)  ASK  ISE 12:17:33.540 IV=40.0% -1.1 EMLD 317 x $1.96 - $1.98 x 54 MPRL  SPREAD/CROSS/TIED  Vega=$52k SQ=54.70 Ref
  554. >>3000 SQ Dec23 45.0 Calls $10.11 (CboeTheo=10.16)  BID  ISE 12:17:33.540 IV=44.9% -2.2 CBOE 95 x $10.10 - $10.20 x 111 CBOE  SPREAD/CROSS/TIED  Vega=$5513 SQ=54.70 Ref
  555. SPLIT TICKET:
    >>2000 CHK Dec23 75.0 Puts $0.535 (CboeTheo=0.66)  BID  [AMEX] 12:19:13.809 IV=27.9% -0.8 MIAX 146 x $0.50 - $0.60 x 71 CBOE  FLOOR   ExDiv  Vega=$11k CHK=81.43 Ref
  556. >>3000 AAL Jun24 12.0 Calls $1.81 (CboeTheo=1.79)  ASK  PHLX 12:19:40.981 IV=41.4% +0.1 EDGX 75 x $1.77 - $1.82 x 498 EDGX  SPREAD/CROSS/TIED  Vega=$11k AAL=12.14 Ref
  557. >>2942 WMT Jan24 175 Calls $2.01 (CboeTheo=2.03)  BID  MIAX 12:19:59.941 IV=15.0% -0.3 C2 97 x $2.00 - $2.04 x 4 ARCA  ISO/AUCTION   52WeekHigh  Vega=$74k WMT=167.85 Ref
  558. SWEEP DETECTED:
    >>3300 WMT Jan24 175 Calls $2.011 (CboeTheo=2.04)  Below Bid!  [MULTI] 12:19:59.598 IV=15.0% -0.3 NOM 6 x $2.02 - $2.05 x 34 MPRL  ISO   52WeekHigh  Vega=$83k WMT=167.88 Ref
  559. SPLIT TICKET:
    >>1000 SPX Dec23 4600 Calls $21.70 (CboeTheo=22.09)  BID  [CBOE] 12:22:24.840 IV=11.0% -0.1 CBOE 267 x $21.70 - $22.10 x 720 CBOE Vega=$428k SPX=4502.79 Fwd
  560. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 MKTW Dec23 2.35 Puts $0.20 (CboeTheo=0.17)  ASK  [MULTI] 12:23:29.783 IV=127.4% +23.0 ARCA 2999 x $0.15 - $0.20 x 310 BOX  ISO - OPENING   52WeekHigh 
    Delta=-26%, EST. IMPACT = 26k Shares ($73k) To Sell MKTW=2.75 Ref
  561. >>Unusual Volume CYTK - 3x market weighted volume: 13.2k = 18.1k projected vs 4877 adv, 81% puts, 12% of OI [CYTK 33.90 +1.89 Ref, IV=95.3% -1.0]
  562. SWEEP DETECTED:
    >>5159 AAL Nov23 12.0 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 12:24:00.573 IV=38.1% -3.1 EMLD 2580 x $0.10 - $0.11 x 410 GEMX Vega=$2199 AAL=12.13 Ref
  563. SWEEP DETECTED:
    >>2496 MARA Nov23 11.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 12:24:09.526 IV=140.1% -3.8 BZX 86 x $0.04 - $0.05 x 3812 EMLD Vega=$362 MARA=9.19 Ref
  564. >>Unusual Volume GT - 3x market weighted volume: 28.7k = 39.2k projected vs 11.4k adv, 83% calls, 10% of OI [GT 13.70 +0.69 Ref, IV=44.9% -1.2]
  565. >>5000 SE Jan24 45.0 Calls $0.74 (CboeTheo=0.77)  ASK  AMEX 12:28:42.743 IV=51.2% -20.6 BZX 52 x $0.70 - $0.74 x 279 CBOE  CROSS - COMPLEX   Post-Earnings / SSR  Vega=$21k SE=35.92 Ref
  566. >>5000 W Jan25 22.5 Puts $2.66 (CboeTheo=2.78)  BID  AMEX 12:28:57.507 IV=79.1% -1.2 EDGX 382 x $2.64 - $2.85 x 16 BXO  SPREAD/FLOOR - OPENING  Vega=$42k W=45.01 Ref
  567. >>5000 W Dec25 22.5 Puts $4.93 (CboeTheo=4.91)  BID  AMEX 12:28:57.505 IV=81.3% +0.2 BOX 41 x $4.75 - $5.15 x 11 BXO  SPREAD/FLOOR - OPENING  Vega=$60k W=45.01 Ref
  568. >>Market Color VFC - Bearish flow noted in V F Corp (15.88 +1.72) with 14,070 puts trading, or 3x expected. The Put/Call Ratio is 2.12, while ATM IV is up over 1 point on the day. Earnings are expected on 02/07.[VFC 15.88 +1.72 Ref, IV=51.6% +1.3] #Bearish
  569. SWEEP DETECTED:
    >>2000 PLTR Dec23 22.0 Calls $0.55 (CboeTheo=0.54)  ASK  [MULTI] 12:30:19.537 IV=52.8% -0.6 C2 364 x $0.54 - $0.55 x 1825 EMLD Vega=$4093 PLTR=19.98 Ref
  570. SWEEP DETECTED:
    >>4000 LCID Dec23 1st 4.0 Puts $0.23 (CboeTheo=0.21)  ASK  [MULTI] 12:33:19.045 IV=80.4% +9.7 MPRL 81 x $0.21 - $0.23 x 737 MIAX  OPENING  Vega=$1378 LCID=4.13 Ref
  571. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ACIC Dec23 11.0 Calls $0.25 (CboeTheo=0.22)  ASK  [MULTI] 12:35:25.254 IV=76.6% -23.7 PHLX 349 x $0.15 - $0.25 x 250 PHLX  OPENING   Post-Earnings 
    Delta=23%, EST. IMPACT = 12k Shares ($107k) To Buy ACIC=9.13 Ref
  572. >>2540 MSFT Jan24 380 Calls $9.00 (CboeTheo=8.95)  MID  CBOE 12:35:31.647 IV=19.4% -0.4 C2 44 x $8.95 - $9.05 x 338 MIAX  SPREAD/LEGGED/FLOOR   ExDiv   52WeekHigh  Vega=$156k MSFT=369.46 Ref
  573. >>2250 KVUE Feb24 20.0 Calls $1.14 (CboeTheo=1.11)  ASK  ARCA 12:36:07.739 IV=31.8% +1.3 PHLX 1359 x $1.09 - $1.14 x 568 EDGX  SPREAD/FLOOR  Vega=$8763 KVUE=19.50 Ref
  574. >>2250 KVUE Jan24 20.0 Calls $0.84 (CboeTheo=0.83)  BID  ARCA 12:36:07.740 IV=29.5% +0.4 EDGX 19 x $0.84 - $0.88 x 190 PHLX  SPREAD/FLOOR  Vega=$7440 KVUE=19.50 Ref
  575. SWEEP DETECTED:
    >>2645 AAPL Dec23 1st 175 Puts $0.24 (CboeTheo=0.25)  BID  [MULTI] 12:36:10.224 IV=21.5% -0.1 MPRL 331 x $0.24 - $0.25 x 964 C2 Vega=$14k AAPL=187.23 Ref
  576. SWEEP DETECTED:
    >>2395 RIVN Jan24 10.0 Puts $0.13 (CboeTheo=0.17)  ASK  [MULTI] 12:36:23.939 IV=82.2% -5.7 GEMX 100 x $0.12 - $0.13 x 2395 MRX  AUCTION  Vega=$1696 RIVN=16.77 Ref
  577. >>2575 VIX Nov23 15th 15.0 Calls $0.05 (CboeTheo=0.10)  MID  CBOE 12:37:27.420 IV=100.4% +4.6 CBOE 6853 x $0.04 - $0.06 x 575 CBOE  FLOOR  Vega=$407 VIX=14.22 Fwd
  578. SPLIT TICKET:
    >>3000 VIX Nov23 15th 15.0 Calls $0.05 (CboeTheo=0.10)  MID  [CBOE] 12:37:27.420 IV=100.4% +4.6 CBOE 6853 x $0.04 - $0.06 x 575 CBOE  FLOOR  Vega=$474 VIX=14.22 Fwd
  579. >>12000 GOOG Nov23 105 Puts $0.01  ASK  AMEX 12:38:06.931 IV=101.4% +17.9 AMEX 0 x $0.00 - $0.01 x 168 BZX  SPREAD/FLOOR  Vega=$1256 GOOG=135.88 Ref
  580. >>12000 GOOG Nov23 105 Calls $30.85 (CboeTheo=30.96)  BID  AMEX 12:38:06.933 BOX 60 x $30.85 - $31.05 x 60 BOX  SPREAD/FLOOR - OPENING  Vega=$0 GOOG=135.88 Ref
  581. >>12000 GOOG Dec23 105 Puts $0.05 (CboeTheo=0.05)  BID  AMEX 12:38:06.935 IV=39.3% +1.0 NOM 1 x $0.05 - $0.06 x 620 CBOE  SPREAD/FLOOR - OPENING  Vega=$13k GOOG=135.88 Ref
  582. >>12000 GOOG Dec23 105 Calls $31.35 (CboeTheo=31.50)  BID  AMEX 12:38:06.937 ARCA 1 x $29.75 - $33.20 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 GOOG=135.88 Ref
  583. SWEEP DETECTED:
    >>2402 LYFT Jan24 15.0 Calls $0.12 (CboeTheo=0.11)  ASK  [MULTI] 12:38:44.453 IV=58.5% -3.6 C2 1427 x $0.10 - $0.12 x 350 GEMX  ISO  Vega=$2004 LYFT=10.54 Ref
  584. >>5000 CYTK Nov23 28.0 Puts $0.05 (CboeTheo=0.13)  ASK  AMEX 12:38:58.546 IV=116.1% +7.6 BOX 0 x $0.00 - $0.05 x 3 BZX  SPREAD/FLOOR  Vega=$1193 CYTK=33.96 Ref
  585. >>5281 CYTK Jan24 25.0 Puts $5.85 (CboeTheo=5.97)  ASK  AMEX 12:38:58.546 IV=202.9% -5.0 PHLX 249 x $4.90 - $6.60 x 91 PHLX  SPREAD/FLOOR  Vega=$22k CYTK=33.96 Ref
  586. >>2000 VALE Jan24 17.0 Puts $2.30 (CboeTheo=2.35)  BID  AMEX 12:40:29.752 IV=26.8% -4.3 BZX 25 x $2.27 - $2.40 x 42 BZX  SPREAD/FLOOR  Vega=$1862 VALE=15.19 Ref
  587. >>2000 VALE Jan24 20.0 Puts $5.21 (CboeTheo=5.26)  BID  AMEX 12:40:29.753 ARCA 1637 x $5.10 - $5.35 x 1595 ARCA  SPREAD/FLOOR  Vega=$0 VALE=15.19 Ref
  588. >>2000 VALE Jan24 20.0 Calls $0.02 (CboeTheo=0.03)  BID  AMEX 12:40:29.754 IV=34.6% -4.8 ARCA 1500 x $0.02 - $0.03 x 1515 ARCA  SPREAD/FLOOR  Vega=$796 VALE=15.19 Ref
  589. >>2000 VALE Jan24 17.0 Calls $0.18 (CboeTheo=0.17)  ASK  AMEX 12:40:29.753 IV=31.8% +0.7 PHLX 300 x $0.16 - $0.18 x 354 BZX  SPREAD/FLOOR  Vega=$3312 VALE=15.19 Ref
  590. >>11900 GT Nov23 14.0 Calls $0.35 (CboeTheo=0.31)  ASK  ARCA 12:41:20.370 IV=93.9% +4.4 C2 389 x $0.30 - $0.35 x 184 C2  SPREAD/FLOOR - OPENING  Vega=$5936 GT=13.71 Ref
  591. >>11900 GT Nov23 13.0 Calls $0.85 (CboeTheo=0.91)  BID  ARCA 12:41:20.370 IV=81.1% -3.8 PHLX 488 x $0.85 - $0.90 x 4 BZX  SPREAD/FLOOR  Vega=$4620 GT=13.71 Ref
  592. >>5000 SIRI Dec23 4.0 Puts $0.20 (CboeTheo=0.24)  BID  BOX 12:41:23.982 IV=86.9% +0.8 PHLX 873 x $0.20 - $0.24 x 374 PHLX  SPREAD/FLOOR  Vega=$2134 SIRI=4.79 Ref
  593. >>2500 SIRI Mar24 4.0 Puts $0.79 (CboeTheo=0.72)  ASK  BOX 12:41:23.982 IV=86.7% +9.0 CBOE 432 x $0.61 - $0.84 x 1089 PHLX  SPREAD/FLOOR  Vega=$2184 SIRI=4.79 Ref
  594. >>2250 IBM Dec23 155 Calls $0.70 (CboeTheo=0.71)  BID  AMEX 12:42:52.648 IV=12.8% -0.5 ARCA 23 x $0.70 - $0.71 x 22 BZX  CROSS  Vega=$30k IBM=149.76 Ref
  595. >>1000 SPX Dec23 4700 Calls $6.54 (CboeTheo=6.33)  ASK  CBOE 12:43:46.404 IV=11.0% +0.2 CBOE 513 x $6.40 - $6.60 x 3265 CBOE  LATE  Vega=$243k SPX=4507.13 Fwd
  596. >>1200 SPX Dec23 4700 Calls $6.54 (CboeTheo=6.33)  ASK  CBOE 12:43:46.404 IV=11.0% +0.2 CBOE 513 x $6.40 - $6.60 x 3265 CBOE  LATE  Vega=$291k SPX=4507.13 Fwd
  597. >>1400 SPX Dec23 4600 Calls $23.58 (CboeTheo=23.42)  Above Ask!  CBOE 12:43:46.404 IV=11.1% +0.1 CBOE 648 x $23.10 - $23.40 x 75 CBOE  LATE  Vega=$614k SPX=4507.13 Fwd
  598. >>1000 SPX Dec23 4700 Calls $6.54 (CboeTheo=6.33)  ASK  CBOE 12:43:46.406 IV=11.0% +0.2 CBOE 513 x $6.40 - $6.60 x 3265 CBOE  LATE  Vega=$243k SPX=4507.08 Fwd
  599. >>2800 SPX Dec23 4700 Calls $6.54 (CboeTheo=6.33)  ASK  CBOE 12:43:46.513 IV=11.0% +0.2 CBOE 513 x $6.40 - $6.60 x 3325 CBOE  LATE  Vega=$680k SPX=4507.13 Fwd
  600. SPLIT TICKET:
    >>10500 SPX Dec23 4700 Calls $6.54 (CboeTheo=6.33)  ASK  [CBOE] 12:43:46.403 IV=11.0% +0.2 CBOE 513 x $6.40 - $6.60 x 3265 CBOE  LATE  Vega=$2.55m SPX=4507.13 Fwd
  601. SPLIT TICKET:
    >>5250 SPX Dec23 4600 Calls $23.58 (CboeTheo=23.42)  Above Ask!  [CBOE] 12:43:46.403 IV=11.1% +0.1 CBOE 648 x $23.10 - $23.40 x 75 CBOE  LATE  Vega=$2.30m SPX=4507.13 Fwd
  602. >>2000 BABA Jun24 75.0 Puts $4.74 (CboeTheo=4.71)  ASK  AMEX 12:45:12.702 IV=38.1% +0.3 EDGX 407 x $4.65 - $4.75 x 1 ARCA  SPREAD/FLOOR  Vega=$43k BABA=83.62 Ref
  603. >>2000 BABA Dec23 85.0 Puts $4.40 (CboeTheo=4.33)  ASK  AMEX 12:45:12.703 IV=39.4% +2.3 EDGX 482 x $4.30 - $4.40 x 102 EDGX  SPREAD/FLOOR  Vega=$19k BABA=83.61 Ref
  604. SWEEP DETECTED:
    >>2750 NU Dec23 8.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 12:45:40.164 IV=47.6% +2.0 GEMX 286 x $0.17 - $0.18 x 789 EMLD  OPENING   Pre-Earnings   52WeekHigh  Vega=$2171 NU=8.72 Ref
  605. SWEEP DETECTED:
    >>2000 FSR Nov23 3.0 Calls $0.30 (CboeTheo=0.29)  ASK  [MULTI] 12:45:40.279 IV=160.4% -41.4 BXO 6 x $0.28 - $0.30 x 567 EMLD  ISO   Post-Earnings / SSR   52WeekLow  Vega=$209 FSR=3.21 Ref
  606. >>6375 AMD Jun24 150 Calls $7.76 (CboeTheo=7.82)  BID  AMEX 12:46:20.499 IV=41.9% -0.7 CBOE 572 x $7.75 - $7.90 x 564 CBOE  CROSS - OPENING  Vega=$222k AMD=120.87 Ref
  607. >>10858 PBR Apr24 15.0 Calls $1.54 (CboeTheo=1.55)  BID  CBOE 12:46:48.952 IV=36.1% -0.4 ARCA 1263 x $1.52 - $1.67 x 1263 ARCA  SPREAD/LEGGED/FLOOR  Vega=$42k PBR=15.79 Ref
  608. >>3000 PBR Jan24 15.0 Calls $1.14 (CboeTheo=1.09)  Above Ask!  CBOE 12:46:49.010 IV=36.2% +1.8 NOM 100 x $1.08 - $1.10 x 4 ARCA  SPREAD/LEGGED/FLOOR  Vega=$6757 PBR=15.79 Ref
  609. >>6858 PBR Jan24 15.0 Calls $1.14 (CboeTheo=1.09)  Above Ask!  CBOE 12:46:49.073 IV=36.2% +1.8 NOM 100 x $1.08 - $1.10 x 4 ARCA  SPREAD/LEGGED/FLOOR  Vega=$15k PBR=15.79 Ref
  610. SWEEP DETECTED:
    >>2000 BBWI Nov23 35.0 Calls $0.356 (CboeTheo=0.40)  BID  [MULTI] 12:47:00.624 IV=125.5% -1.1 BOX 488 x $0.35 - $0.45 x 101 MIAX  AUCTION  Vega=$1607 BBWI=31.60 Ref
  611. SPLIT TICKET:
    >>1100 RUT Dec23 1950 Calls $3.10 (CboeTheo=2.97)  ASK  [CBOE] 12:49:32.583 IV=19.5% -0.2 C2 464 x $2.85 - $3.10 x 231 CBOE  FLOOR  Vega=$82k RUT=1791.78 Fwd
  612. SWEEP DETECTED:
    >>2003 XP Feb24 27.0 Calls $0.60 (CboeTheo=0.58)  ASK  [MULTI] 12:49:33.279 IV=45.1% -3.1 EDGX 320 x $0.50 - $0.60 x 408 AMEX  OPENING   Post-Earnings  Vega=$6810 XP=22.63 Ref
  613. SWEEP DETECTED:
    >>2658 GOLD Nov23 24th 15.5 Puts $0.20 (CboeTheo=0.19)  ASK  [MULTI] 12:53:39.863 IV=27.5% -0.1 EMLD 623 x $0.18 - $0.20 x 874 EMLD  OPENING  Vega=$2661 GOLD=15.66 Ref
  614. SWEEP DETECTED:
    >>2000 AAPL Nov23 195 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 12:53:47.659 IV=21.0% -3.1 C2 1746 x $0.03 - $0.04 x 1727 C2 Vega=$2037 AAPL=187.37 Ref
  615. SWEEP DETECTED:
    >>2000 AAPL Nov23 195 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 12:54:04.188 IV=20.9% -3.2 EMLD 929 x $0.03 - $0.04 x 1719 C2 Vega=$2040 AAPL=187.38 Ref
  616. >>3000 MS Mar24 77.5 Puts $3.60 (CboeTheo=3.55)  ASK  PHLX 12:54:25.653 IV=24.3% +0.7 MPRL 22 x $3.55 - $3.60 x 27 MPRL  SPREAD/FLOOR - OPENING  Vega=$53k MS=78.56 Ref
  617. SWEEP DETECTED:
    >>Bullish Delta Impact 781 UWMC May24 6.0 Calls $0.60 (CboeTheo=0.54)  ASK  [MULTI] 12:54:31.325 IV=51.7% +4.4 BZX 5 x $0.50 - $0.60 x 186 PHLX  OPENING 
    Delta=48%, EST. IMPACT = 37k Shares ($212k) To Buy UWMC=5.69 Ref
  618. >>3250 MSFT Jan24 360 Puts $7.55 (CboeTheo=7.57)  BID  BOX 12:55:35.238 IV=20.8% -0.5 C2 28 x $7.55 - $7.60 x 10 ARCA  CROSS   ExDiv   52WeekHigh  Vega=$186k MSFT=369.81 Ref
  619. >>2500 LCID Dec23 5.0 Puts $1.01 (CboeTheo=1.02)  MID  AMEX 12:56:48.592 IV=77.9% -1.6 C2 183 x $0.99 - $1.03 x 303 PHLX  SPREAD/CROSS  Vega=$889 LCID=4.16 Ref
  620. >>2500 LCID Dec23 5.0 Calls $0.11 (CboeTheo=0.11)  BID  AMEX 12:56:48.592 IV=78.7% -0.8 ARCA 2 x $0.11 - $0.12 x 1967 EMLD  SPREAD/CROSS  Vega=$903 LCID=4.16 Ref
  621. >>1000 SPX Nov23 4850 Calls $0.05 (CboeTheo=0.05)  MID  CBOE 12:56:54.172 IV=28.9% -1.3 CBOE 0 x $0.00 - $0.10 x 3904 CBOE  FLOOR  Vega=$2329 SPX=4496.86 Fwd
  622. >>6946 MU Dec23 75.0 Calls $4.15 (CboeTheo=4.23)  Below Bid!  PHLX 13:00:01.185 IV=29.2% -1.8 C2 71 x $4.20 - $4.30 x 383 CBOE  SPREAD/FLOOR   52WeekHigh  Vega=$57k MU=77.31 Ref
  623. >>11425 MU Dec23 80.0 Calls $1.70 (CboeTheo=1.66)  Above Ask!  PHLX 13:00:01.185 IV=29.4% -0.6 MPRL 14 x $1.67 - $1.68 x 25 BOX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$99k MU=77.31 Ref
  624. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 OGI Mar24 1.0 Calls $0.40 (CboeTheo=0.34)  ASK  [MULTI] 13:00:06.003 IV=120.6% +27.3 PHLX 547 x $0.30 - $0.40 x 1463 AMEX  OPENING 
    Delta=73%, EST. IMPACT = 109k Shares ($128k) To Buy OGI=1.18 Ref
  625. >>5000 META Jan24 400 Calls $1.40 (CboeTheo=1.41)  MID  PHLX 13:02:53.846 IV=26.8% -0.9 BZX 33 x $1.39 - $1.42 x 30 BZX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$114k META=335.76 Ref
  626. >>5000 META Jan24 260 Puts $0.90 (CboeTheo=0.89)  ASK  PHLX 13:02:53.846 IV=37.3% -0.3 EDGX 88 x $0.87 - $0.90 x 327 C2  SPREAD/CROSS/TIED   52WeekHigh  Vega=$63k META=335.76 Ref
  627. >>2000 DDOG Jan24 92.5 Puts $1.44 (CboeTheo=1.42)  ASK  AMEX 13:03:15.293 IV=40.6% -0.5 MPRL 29 x $1.40 - $1.44 x 2 ARCA  CROSS - OPENING  Vega=$21k DDOG=108.87 Ref
  628. >>5000 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:47.787 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1664 CBOE  FLOOR  Vega=$17k VIX=17.53 Fwd
  629. >>4500 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:48.096 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1974 CBOE  FLOOR  Vega=$16k VIX=17.53 Fwd
  630. >>1000 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:48.158 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1974 CBOE  FLOOR  Vega=$3458 VIX=17.53 Fwd
  631. >>1487 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:48.159 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1974 CBOE  FLOOR  Vega=$5141 VIX=17.53 Fwd
  632. >>10000 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:48.192 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1974 CBOE  FLOOR  Vega=$35k VIX=17.53 Fwd
  633. >>5000 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  CBOE 13:03:48.294 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1974 CBOE  FLOOR  Vega=$17k VIX=17.53 Fwd
  634. SPLIT TICKET:
    >>27987 VIX Feb24 14th 19.0 Calls $2.07 (CboeTheo=2.05)  MID  [CBOE] 13:03:47.787 IV=76.4% -0.1 CBOE 1958 x $2.04 - $2.09 x 1664 CBOE  FLOOR  Vega=$97k VIX=17.53 Fwd
  635. SWEEP DETECTED:
    >>3728 PARA Nov23 11.5 Puts $0.03 (CboeTheo=0.02)  ASK  [MULTI] 13:04:27.334 IV=74.7% +18.5 EMLD 1961 x $0.02 - $0.03 x 2003 C2  OPENING  Vega=$626 PARA=12.68 Ref
  636. >>2700 LCID Dec23 5.0 Puts $1.01 (CboeTheo=1.02)  MID  AMEX 13:04:31.943 IV=77.8% -1.7 NOM 15 x $1.00 - $1.03 x 555 EMLD  SPREAD/CROSS  Vega=$959 LCID=4.16 Ref
  637. >>2700 LCID Dec23 5.0 Calls $0.11 (CboeTheo=0.11)  BID  AMEX 13:04:31.943 IV=78.7% -0.8 ARCA 2 x $0.11 - $0.12 x 2070 EMLD  SPREAD/CROSS  Vega=$975 LCID=4.16 Ref
  638. >>4000 DAL Jan24 37.0 Calls $1.38 (CboeTheo=1.38)  MID  ISE 13:04:39.181 IV=32.2% -0.6 CBOE 269 x $1.37 - $1.40 x 173 EMLD  SPREAD/CROSS/TIED  Vega=$24k DAL=35.28 Ref
  639. SWEEP DETECTED:
    >>4432 PLTR Dec23 1st 21.0 Calls $0.56 (CboeTheo=0.55)  ASK  [MULTI] 13:04:52.806 IV=54.5% -0.1 MPRL 86 x $0.55 - $0.56 x 992 EDGX  OPENING  Vega=$7250 PLTR=19.98 Ref
  640. >>Unusual Volume MPC - 3x market weighted volume: 16.9k = 21.0k projected vs 6988 adv, 84% calls, 11% of OI  ExDiv  [MPC 149.88 +3.12 Ref, IV=26.7% -0.8]
  641. >>2275 UBER Dec23 57.5 Calls $1.03 (CboeTheo=1.03)  BID  ARCA 13:06:11.320 IV=34.2% +1.0 C2 155 x $1.03 - $1.05 x 61 MPRL  FLOOR   52WeekHigh  Vega=$13k UBER=54.20 Ref
  642. SPLIT TICKET:
    >>2843 UBER Dec23 57.5 Calls $1.03 (CboeTheo=1.03)  BID  [ARCA] 13:06:11.319 IV=34.2% +1.0 C2 155 x $1.03 - $1.05 x 61 MPRL  FLOOR   52WeekHigh  Vega=$16k UBER=54.20 Ref
  643. >>2000 PINS Jan24 30.0 Calls $3.33 (CboeTheo=3.34)  BID  AMEX 13:06:43.984 IV=33.7% -1.2 CBOE 581 x $3.30 - $3.40 x 477 CBOE  SPREAD/CROSS   52WeekHigh  Vega=$8928 PINS=32.23 Ref
  644. >>2000 PINS Jan24 30.0 Puts $0.81 (CboeTheo=0.80)  ASK  AMEX 13:06:43.984 IV=34.2% -0.7 C2 268 x $0.79 - $0.81 x 128 C2  SPREAD/CROSS   52WeekHigh  Vega=$9027 PINS=32.23 Ref
  645. SWEEP DETECTED:
    >>2291 BAC May24 22.0 Puts $0.34 (CboeTheo=0.34)  ASK  [MULTI] 13:06:42.054 IV=34.7% +0.8 EMLD 3640 x $0.33 - $0.34 x 366 EMLD  ISO  Vega=$7975 BAC=29.25 Ref
  646. SWEEP DETECTED:
    >>3210 CMCSA Nov23 41.5 Puts $0.102 (CboeTheo=0.09)  Above Ask!  [MULTI] 13:09:27.684 IV=24.2% +1.8 EMLD 515 x $0.08 - $0.10 x 33 C2  AUCTION - OPENING  Vega=$3468 CMCSA=42.30 Ref
  647. SPLIT TICKET:
    >>2951 ARDX Jan24 5.0 Calls $0.28 (CboeTheo=0.23)  MID  [PHLX] 13:09:49.064 IV=90.5% +6.0 BXO 11 x $0.25 - $0.30 x 2791 AMEX  FLOOR  Vega=$1859 ARDX=3.98 Ref
  648. >>2200 AMAT Dec23 130 Puts $0.48 (CboeTheo=0.49)  ASK  PHLX 13:10:04.519 IV=38.9% -1.1 C2 67 x $0.45 - $0.49 x 34 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$12k AMAT=153.50 Ref
  649. SWEEP DETECTED:
    >>2500 AAL Feb24 12.0 Puts $0.80 (CboeTheo=0.79)  ASK  [MULTI] 13:10:15.195 IV=40.4% +0.4 BZX 32 x $0.78 - $0.80 x 925 AMEX Vega=$5988 AAL=12.23 Ref
  650. >>10000 CCJ Dec23 29th 50.0 Calls $0.55 (CboeTheo=0.52)  ASK  PHLX 13:11:02.859 IV=38.4% -0.4 PHLX 76 x $0.49 - $0.55 x 60 BOX  AUCTION - OPENING  Vega=$41k CCJ=43.58 Ref
  651. >>8429 CCJ Dec23 29th 50.0 Calls $0.55 (CboeTheo=0.54)  ASK  PHLX 13:11:18.109 IV=37.7% -1.1 BOX 50 x $0.48 - $0.59 x 904 BOX  AUCTION - OPENING  Vega=$35k CCJ=43.73 Ref
  652. SWEEP DETECTED:
    >>Bullish Delta Impact 10102 CCJ Dec23 29th 50.0 Calls $0.549 (CboeTheo=0.53)  Above Ask!  [MULTI] 13:11:17.912 IV=37.9% -0.9 PHLX 116 x $0.48 - $0.54 x 98 AMEX  OPENING 
    Delta=18%, EST. IMPACT = 186k Shares ($8.10m) To Buy CCJ=43.64 Ref
  653. SWEEP DETECTED:
    >>Bearish Delta Impact 1506 SIMO Dec23 52.5 Puts $0.20 (CboeTheo=0.32)  ASK  [MULTI] 13:11:42.009 IV=28.0% -5.1 CBOE 180 x $0.15 - $0.20 x 50 ARCA  OPENING   ExDiv 
    Delta=-9.0%, EST. IMPACT = 14k Shares ($793k) To Sell SIMO=58.65 Ref
  654. SWEEP DETECTED:
    >>2335 BMY Mar24 40.0 Puts $0.33 (CboeTheo=0.32)  ASK  [MULTI] 13:14:01.809 IV=31.0% +0.0 BOX 290 x $0.30 - $0.33 x 442 MPRL  ISO  Vega=$9992 BMY=50.49 Ref
  655. >>Unusual Volume IOT - 3x market weighted volume: 7086 = 8624 projected vs 2869 adv, 82% puts, 9% of OI [IOT 25.86 +2.29 Ref, IV=72.5% -0.7]
  656. >>Market Color CPNG - Bullish option flow detected in Coupang (15.93 +0.62) with 20,721 calls trading (3x expected) and implied vol increasing almost 2 points to 35.43%. . The Put/Call Ratio is 0.05. Earnings are expected on 02/27. [CPNG 15.93 +0.62 Ref, IV=35.4% +1.8] #Bullish
  657. SWEEP DETECTED:
    >>2195 VZ Jan24 33.0 Calls $3.348 (CboeTheo=3.33)  MID  [MULTI] 13:15:15.820 IV=21.3% +0.5 PHLX 242 x $3.30 - $3.40 x 756 CBOE Vega=$6866 VZ=35.87 Ref
  658. SWEEP DETECTED:
    >>2000 RIVN Dec23 15.0 Puts $0.54 (CboeTheo=0.52)  ASK  [MULTI] 13:16:22.280 IV=66.9% +0.5 C2 179 x $0.52 - $0.54 x 326 EDGX Vega=$3114 RIVN=16.71 Ref
  659. SWEEP DETECTED:
    >>Bearish Delta Impact 594 AVT Dec23 46.0 Puts $0.55 (CboeTheo=0.52)  ASK  [MULTI] 13:16:34.053 IV=21.6% +1.8 EMLD 65 x $0.50 - $0.55 x 69 CBOE  ISO - OPENING 
    Delta=-29%, EST. IMPACT = 17k Shares ($817k) To Sell AVT=47.67 Ref
  660. SWEEP DETECTED:
    >>Bearish Delta Impact 1135 DWAC Nov23 24th 14.5 Puts $0.204 (CboeTheo=0.35)  Above Ask!  [MULTI] 13:17:02.535 IV=61.3% -26.0 EDGX 83 x $0.15 - $0.20 x 50 ARCA  OPENING 
    Delta=-21%, EST. IMPACT = 24k Shares ($375k) To Sell DWAC=15.70 Ref
  661. >>1000 SPXW Nov23 27th 3750 Puts $0.60 (CboeTheo=0.53)  ASK  CBOE 13:19:24.260 IV=38.6% +4.5 CBOE 781 x $0.55 - $0.60 x 110 CBOE  FLOOR - OPENING  Vega=$15k SPX=4499.95 Fwd
  662. SPLIT TICKET:
    >>5000 SPXW Nov23 27th 3750 Puts $0.60 (CboeTheo=0.53)  ASK  [CBOE] 13:19:24.260 IV=38.6% +4.5 CBOE 781 x $0.55 - $0.60 x 110 CBOE  FLOOR - OPENING  Vega=$74k SPX=4499.95 Fwd
  663. SWEEP DETECTED:
    >>2256 AMAT Dec23 170 Calls $1.024 (CboeTheo=1.07)  BID  [MULTI] 13:21:06.984 IV=30.9% -2.6 EDGX 117 x $1.02 - $1.07 x 81 EDGX  AUCTION - OPENING  Vega=$24k AMAT=153.69 Ref
  664. SPLIT TICKET:
    >>1000 SPX Dec23 4575 Calls $31.80 (CboeTheo=31.72)  MID  [CBOE] 13:23:08.695 IV=11.2% +0.1 CBOE 500 x $31.60 - $32.00 x 435 CBOE  LATE  Vega=$479k SPX=4509.05 Fwd
  665. SPLIT TICKET:
    >>1000 SPXW Dec23 1st 4150 Puts $2.30 (CboeTheo=2.25)  ASK  [CBOE] 13:23:08.695 IV=20.2% +2.2 CBOE 48 x $2.25 - $2.30 x 285 CBOE  LATE  Vega=$72k SPX=4501.59 Fwd
  666. SPLIT TICKET:
    >>1000 SPXW Dec23 1st 4460 Calls $68.80 (CboeTheo=68.90)  BID  [CBOE] 13:23:08.719 IV=11.7% +0.0 CBOE 5 x $68.70 - $69.00 x 7 CBOE  LATE  Vega=$363k SPX=4501.54 Fwd
  667. SPLIT TICKET:
    >>1000 SPX Dec23 4350 Puts $19.50 (CboeTheo=19.50)  ASK  [CBOE] 13:23:08.719 IV=14.3% +0.4 CBOE 1925 x $19.30 - $19.60 x 539 CBOE  LATE  Vega=$360k SPX=4509.00 Fwd
  668. >>5000 VALE Dec24 10.0 Puts $0.47 (CboeTheo=0.45)  ASK  PHLX 13:23:20.800 IV=39.1% +1.1 ARCA 39 x $0.38 - $0.48 x 1356 ARCA  TIED/FLOOR  Vega=$16k VALE=15.20 Ref
  669. >>5000 AMZN Jun24 152.5 Puts $14.95 (CboeTheo=14.97)  MID  ISE 13:24:02.528 IV=30.5% -0.3 MPRL 36 x $14.90 - $15.00 x 153 CBOE  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$222k AMZN=146.37 Ref
  670. SWEEP DETECTED:
    >>5127 JD Nov23 32.5 Calls $0.03 (CboeTheo=0.02)  ASK  [MULTI] 13:24:02.719 IV=113.5% +12.0 MPRL 107 x $0.02 - $0.03 x 961 EMLD  Pre-Earnings  Vega=$850 JD=26.48 Ref
  671. >>1432 SPXW Nov23 21st 4305 Puts $1.35 (CboeTheo=1.36)  MID  CBOE 13:24:20.016 IV=17.1% +2.5 CBOE 584 x $1.30 - $1.40 x 387 CBOE  FLOOR - OPENING  Vega=$71k SPX=4497.24 Fwd
  672. SPLIT TICKET:
    >>3432 SPXW Nov23 21st 4305 Puts $1.35 (CboeTheo=1.36)  MID  [CBOE] 13:24:20.016 IV=17.1% +2.5 CBOE 584 x $1.30 - $1.40 x 387 CBOE  FLOOR - OPENING  Vega=$171k SPX=4497.24 Fwd
  673. SWEEP DETECTED:
    >>5956 AAPL Dec24 275 Calls $1.01 (CboeTheo=1.05)  BID  [MULTI] 13:25:45.400 IV=19.4% -0.7 PHLX 443 x $1.01 - $1.06 x 175 GEMX  OPENING  Vega=$159k AAPL=187.38 Ref
  674. >>3400 SIRI Dec23 5.5 Calls $0.22 (CboeTheo=0.24)  BID  AMEX 13:25:54.067 IV=96.4% -4.3 PHLX 1193 x $0.21 - $0.25 x 133 CBOE  CROSS  Vega=$1609 SIRI=4.79 Ref
  675. SWEEP DETECTED:
    >>2085 SNAP Nov23 24th 11.5 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 13:26:42.054 IV=48.9% +5.2 MPRL 270 x $0.10 - $0.11 x 1326 EDGX  OPENING  Vega=$1174 SNAP=12.29 Ref
  676. >>4400 CPRI Dec23 45.0 Puts $0.25 (CboeTheo=0.31)  ASK  BOX 13:26:55.788 IV=20.5% +0.1 PHLX 92 x $0.15 - $0.30 x 78 PHLX  FLOOR  Vega=$15k CPRI=47.51 Ref
  677. >>Unusual Volume ENTG - 3x market weighted volume: 7652 = 9045 projected vs 2573 adv, 82% puts, 11% of OI [ENTG 100.22 +6.21 Ref, IV=34.2% -0.8]
  678. SWEEP DETECTED:
    >>2008 TSLA Nov23 247.5 Calls $1.10 (CboeTheo=1.10)  ASK  [MULTI] 13:27:16.984 IV=52.7% -6.2 EDGX 444 x $1.09 - $1.10 x 1991 ARCA Vega=$12k TSLA=236.24 Ref
  679. SWEEP DETECTED:
    >>3250 CMCSA Nov23 41.5 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 13:28:06.102 IV=25.2% +2.7 C2 238 x $0.12 - $0.14 x 673 C2  OPENING  Vega=$3980 CMCSA=42.16 Ref
  680. SWEEP DETECTED:
    >>5002 F Mar24 12.0 Calls $0.27 (CboeTheo=0.25)  Above Ask!  [MULTI] 13:29:00.943 IV=32.2% -1.4 C2 128 x $0.25 - $0.26 x 48 NOM  ISO  Vega=$9623 F=10.38 Ref
  681. >>4000 INTC Dec23 1st 36.0 Puts $0.12 (CboeTheo=0.12)  ASK  ARCA 13:29:39.173 IV=30.1% +0.7 EMLD 1730 x $0.11 - $0.12 x 1184 EMLD  CROSS - OPENING  Vega=$5990 INTC=38.98 Ref
  682. >>3000 UAL Jan24 41.0 Calls $1.88 (CboeTheo=1.88)  MID  ISE 13:31:15.864 IV=35.5% -0.6 ARCA 3 x $1.87 - $1.89 x 2 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$20k UAL=39.40 Ref
  683. SWEEP DETECTED:
    >>3721 TSLA Dec23 120 Puts $0.08 (CboeTheo=0.09)  BID  [MULTI] 13:31:41.765 IV=92.3% +1.5 EMLD 529 x $0.08 - $0.09 x 349 C2 Vega=$3008 TSLA=236.00 Ref
  684. SPLIT TICKET:
    >>2000 PACW Dec23 9.0 Calls $0.122 (CboeTheo=0.12)  ASK  [CBOE] 13:34:54.303 IV=47.5% -9.0 EDGX 430 x $0.05 - $0.15 x 1121 CBOE  AUCTION - OPENING  Vega=$1334 PACW=7.92 Ref
  685. >>5000 PFE Jun25 25.0 Puts $2.00 (CboeTheo=2.05)  BID  PHLX 13:35:10.752 IV=29.3% +0.1 BOX 14 x $1.99 - $2.09 x 8 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$57k PFE=29.50 Ref
  686. >>5000 PFE Jun25 18.0 Puts $0.62 (CboeTheo=0.59)  ASK  PHLX 13:35:10.752 IV=35.0% +1.2 BOX 45 x $0.55 - $0.62 x 13 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$29k PFE=29.50 Ref
  687. SWEEP DETECTED:
    >>4804 AGNC Jan24 10.0 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 13:35:28.419 IV=29.8% -3.4 GEMX 41 x $0.05 - $0.06 x 1065 EMLD Vega=$3570 AGNC=8.69 Ref
  688. >>4600 SIRI Nov23 6.0 Calls $0.02 (CboeTheo=0.02)  ASK  PHLX 13:37:37.140 IV=158.8% +2.4 BOX 71 x $0.01 - $0.02 x 130 ARCA  SPREAD/FLOOR  Vega=$271 SIRI=4.80 Ref
  689. >>4600 SIRI Dec23 8.0 Puts $3.40 (CboeTheo=3.48)  BID  PHLX 13:37:37.140 CBOE 410 x $3.35 - $3.65 x 229 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 SIRI=4.80 Ref
  690. >>4600 SIRI Nov23 6.0 Puts $1.25 (CboeTheo=1.25)  MID  PHLX 13:37:37.140 IV=163.3% +6.9 BOX 16 x $1.23 - $1.27 x 20 BOX  SPREAD/FLOOR  Vega=$288 SIRI=4.80 Ref
  691. >>4600 SIRI Dec23 8.0 Calls $0.05 (CboeTheo=0.06)  MID  PHLX 13:37:37.140 IV=120.5% -10.9 PHLX 2050 x $0.01 - $0.08 x 758 PHLX  SPREAD/FLOOR - OPENING  Vega=$916 SIRI=4.80 Ref
  692. >>1000 SPX Nov23 4100 Puts $0.35 (CboeTheo=0.34)  MID  CBOE 13:38:00.451 IV=42.8% +11.0 CBOE 6780 x $0.30 - $0.40 x 1842 CBOE  FLOOR  Vega=$7625 SPX=4498.68 Fwd
  693. SWEEP DETECTED:
    >>3027 AAL Nov23 12.0 Puts $0.11 (CboeTheo=0.10)  BID  [MULTI] 13:38:04.830 IV=48.9% +7.7 ARCA 1535 x $0.11 - $0.12 x 1701 EDGX Vega=$1204 AAL=12.27 Ref
  694. SWEEP DETECTED:
    >>2310 TSLA Nov23 255 Calls $0.41 (CboeTheo=0.42)  BID  [MULTI] 13:38:36.052 IV=56.7% -6.0 EMLD 378 x $0.41 - $0.42 x 357 EMLD Vega=$7316 TSLA=236.02 Ref
  695. >>2528 PACW Dec23 9.0 Calls $0.15 (CboeTheo=0.12)  ASK  BOX 13:38:43.953 IV=51.6% -4.9 CBOE 462 x $0.05 - $0.15 x 661 PHLX  FLOOR - OPENING  Vega=$1797 PACW=7.94 Ref
  696. >>2800 SE Nov23 24th 42.0 Calls $0.11 (CboeTheo=0.15)  BID  AMEX 13:39:23.600 IV=60.0% -81.9 EDGX 399 x $0.11 - $0.15 x 544 EDGX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$2343 SE=36.05 Ref
  697. >>2800 SE Nov23 24th 38.0 Calls $0.67 (CboeTheo=0.66)  ASK  AMEX 13:39:23.600 IV=57.7% -86.0 EDGX 36 x $0.64 - $0.68 x 69 EDGX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$5989 SE=36.05 Ref
  698. SPLIT TICKET:
    >>2000 XP Nov23 24.0 Calls $0.09 (CboeTheo=0.07)  ASK  [PHLX] 13:39:28.914 IV=65.1% -36.9 EDGX 156 x $0.05 - $0.10 x 611 CBOE  AUCTION   Post-Earnings  Vega=$911 XP=22.41 Ref
  699. >>3728 MS Jan24 90.0 Calls $0.34 (CboeTheo=0.34)  BID  PHLX 13:39:55.621 IV=22.1% -1.6 EMLD 520 x $0.34 - $0.35 x 2 BZX  SPREAD/CROSS/TIED  Vega=$23k MS=78.59 Ref
  700. SWEEP DETECTED:
    >>3703 AGNC Nov23 24th 9.0 Calls $0.07 (CboeTheo=0.05)  ASK  [MULTI] 13:41:27.691 IV=29.6% -4.5 CBOE 708 x $0.05 - $0.07 x 274 CBOE  OPENING  Vega=$1796 AGNC=8.71 Ref
  701. >>2800 ENTG Dec23 85.0 Puts $0.30 (CboeTheo=0.42)  BID  BOX 13:42:06.332 IV=38.5% -0.7 PHLX 47 x $0.30 - $0.40 x 15 MPRL  SPREAD/FLOOR  Vega=$9983 ENTG=100.13 Ref
  702. >>2800 ENTG Dec23 100 Calls $4.20 (CboeTheo=4.24)  BID  BOX 13:42:06.332 IV=33.2% -0.4 ARCA 8 x $4.20 - $4.40 x 42 PHLX  SPREAD/FLOOR  Vega=$32k ENTG=100.13 Ref
  703. >>2680 ENTG Feb24 95.0 Puts $4.80 (CboeTheo=4.74)  ASK  BOX 13:42:06.332 IV=38.4% -0.0 NOM 23 x $4.60 - $4.80 x 5 GEMX  SPREAD/FLOOR - OPENING  Vega=$50k ENTG=100.13 Ref
  704. >>4200 ENTG Dec23 75.0 Puts $0.01 (CboeTheo=0.10)  BID  BOX 13:42:06.332 IV=37.5% -10.1 EMLD 0 x $0.00 - $0.75 x 48 BOX  SPREAD/FLOOR  Vega=$1227 ENTG=100.13 Ref
  705. >>1000 SPX Dec23 4750 Calls $3.60 (CboeTheo=3.48)  ASK  CBOE 13:42:21.887 IV=11.2% +0.1 CBOE 3780 x $3.40 - $3.60 x 3943 CBOE  LATE  Vega=$169k SPX=4510.69 Fwd
  706. >>2000 SPX Dec23 4750 Calls $3.60 (CboeTheo=3.48)  ASK  CBOE 13:42:21.888 IV=11.2% +0.1 CBOE 3780 x $3.40 - $3.60 x 3943 CBOE  LATE  Vega=$337k SPX=4510.69 Fwd
  707. SPLIT TICKET:
    >>3500 SPX Dec23 4675 Calls $10.10 (CboeTheo=9.77)  Above Ask!  [CBOE] 13:42:21.887 IV=11.2% +0.4 CBOE 2324 x $9.60 - $9.90 x 1844 CBOE  LATE  Vega=$1.06m SPX=4510.69 Fwd
  708. SPLIT TICKET:
    >>7000 SPX Dec23 4750 Calls $3.60 (CboeTheo=3.48)  ASK  [CBOE] 13:42:21.887 IV=11.2% +0.1 CBOE 3780 x $3.40 - $3.60 x 3943 CBOE  LATE  Vega=$1.18m SPX=4510.69 Fwd
  709. SWEEP DETECTED:
    >>2524 GOLD Nov23 24th 15.5 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 13:43:49.339 IV=27.5% -0.2 EMLD 2510 x $0.16 - $0.17 x 63 MPRL  OPENING  Vega=$2443 GOLD=15.74 Ref
  710. SWEEP DETECTED:
    >>2000 CLF Nov23 16.5 Puts $0.113 (CboeTheo=0.11)  MID  [MULTI] 13:44:42.596 IV=40.4% +1.7 NOM 40 x $0.10 - $0.11 x 275 C2  OPENING  Vega=$1049 CLF=16.84 Ref
  711. >>Market Color AGNC - Bullish option flow detected in AGNC Investment Corp. (8.72 +0.28) with 23,151 calls trading (1.5x expected) and implied vol increasing over 1 point to 30.79%. . The Put/Call Ratio is 0.58. Earnings are expected on 02/05.  [AGNC 8.72 +0.28 Ref, IV=30.8% +1.4] #Bullish
  712. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 CRON Apr24 2.0 Calls $0.299 (CboeTheo=0.24)  ASK  [MULTI] 13:45:42.477 IV=57.4% +10.0 PHLX 1933 x $0.20 - $0.30 x 2470 PHLX
    Delta=58%, EST. IMPACT = 87k Shares ($172k) To Buy CRON=1.98 Ref
  713. SWEEP DETECTED:
    >>Bearish Delta Impact 3394 BBWI Nov23 33.0 Calls $0.85 (CboeTheo=0.90)  BID  [MULTI] 13:47:17.043 IV=123.2% +2.8 EDGX 563 x $0.85 - $0.95 x 316 EDGX  OPENING 
    Delta=37%, EST. IMPACT = 126k Shares ($3.99m) To Sell BBWI=31.73 Ref
  714. >>3000 SPX Nov23 4140 Puts $0.40 (CboeTheo=0.37)  MID  CBOE 13:47:41.781 IV=39.2% +10.6 CBOE 5613 x $0.35 - $0.45 x 4508 CBOE  FLOOR - OPENING  Vega=$27k SPX=4495.56 Fwd
  715. SWEEP DETECTED:
    >>2468 BABA Dec23 65.0 Puts $0.11 (CboeTheo=0.13)  BID  [MULTI] 13:47:41.745 IV=47.0% +1.3 EMLD 414 x $0.11 - $0.13 x 60 MPRL Vega=$3591 BABA=83.94 Ref
  716. >>3966 VFC Nov23 15.0 Calls $0.90 (CboeTheo=0.88)  MID  PHLX 13:49:41.485 IV=69.1% +8.1 EMLD 31 x $0.85 - $0.95 x 737 PHLX  AUCTION  Vega=$1643 VFC=15.77 Ref
  717. >>4000 LUV Jan24 25.0 Calls $1.00 (CboeTheo=0.98)  MID  ISE 13:51:22.405 IV=33.2% -0.4 ARCA 21 x $0.99 - $1.01 x 70 MIAX  SPREAD/CROSS/TIED  Vega=$16k LUV=24.11 Ref
  718. >>10000 XP Nov23 23.5 Calls $0.16 (CboeTheo=0.17)  ASK  PHLX 13:51:42.258 IV=56.0% -44.4 C2 1786 x $0.10 - $0.20 x 1015 EDGX  AUCTION - OPENING   Post-Earnings  Vega=$6503 XP=22.61 Ref
  719. >>2034 LMT Jan24 465 Calls $4.40 (CboeTheo=4.42)  MID  BOX 13:54:25.650 IV=14.9% -0.5 PHLX 15 x $4.20 - $4.60 x 40 EDGX  FLOOR - OPENING  Vega=$127k LMT=444.34 Ref
  720. >>9528 X Dec23 8th 34.0 Calls $1.49 (CboeTheo=1.41)  ASK  CBOE 13:54:55.826 IV=35.4% +2.9 ARCA 44 x $1.33 - $1.55 x 256 PHLX  AUCTION - OPENING  Vega=$33k X=34.33 Ref
  721. SPLIT TICKET:
    >>9538 X Dec23 8th 34.0 Calls $1.49 (CboeTheo=1.41)  ASK  [CBOE] 13:54:55.826 IV=34.6% +2.0 ARCA 44 x $1.33 - $1.55 x 256 PHLX  AUCTION - OPENING  Vega=$33k X=34.33 Ref
  722. SWEEP DETECTED:
    >>2423 JD Nov23 30.0 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:55:09.541 IV=97.9% +10.7 EMLD 526 x $0.10 - $0.11 x 47 C2  Pre-Earnings  Vega=$996 JD=26.48 Ref
  723. SWEEP DETECTED:
    >>4524 JD Jan24 31.26 Calls $0.61 (CboeTheo=0.64)  BID  [MULTI] 13:56:15.199 IV=43.9% -1.0 AMEX 499 x $0.61 - $0.65 x 229 EDGX  ISO - OPENING   Pre-Earnings  Vega=$16k JD=26.48 Ref
  724. SWEEP DETECTED:
    >>3008 JD Jan24 31.26 Calls $0.59 (CboeTheo=0.63)  BID  [MULTI] 13:58:30.000 IV=43.4% -1.4 EMLD 627 x $0.59 - $0.61 x 48 NOM  ISO - OPENING   Pre-Earnings  Vega=$10k JD=26.50 Ref
  725. SWEEP DETECTED:
    >>3260 KVUE Feb24 20.0 Calls $1.10 (CboeTheo=1.08)  ASK  [MULTI] 13:58:36.444 IV=31.7% +1.2 C2 354 x $1.06 - $1.10 x 217 EDGX Vega=$13k KVUE=19.41 Ref
  726. >>4000 F Jun24 9.35 Puts $0.57 (CboeTheo=0.58)  BID  PHLX 13:59:06.341 IV=34.3% +0.3 BZX 75 x $0.57 - $0.58 x 24 MPRL  SPREAD/CROSS/TIED  Vega=$11k F=10.41 Ref
  727. >>5000 CMCSA Jun24 50.0 Calls $0.78 (CboeTheo=0.77)  MID  BOX 13:59:19.492 IV=21.9% -0.4 PHLX 53 x $0.75 - $0.80 x 84 PHLX  CROSS  Vega=$47k CMCSA=42.12 Ref
  728. >>2500 F Jan26 10.0 Puts $1.79 (CboeTheo=1.85)  BID  PHLX 13:59:47.249 IV=35.3% -1.3 EMLD 1 x $1.78 - $1.84 x 15 BOX  SPREAD/CROSS/TIED  Vega=$13k F=10.41 Ref
  729. >>10000 CHPT Nov23 3.0 Puts $0.07 (CboeTheo=0.07)  ASK  AMEX 14:01:03.276 IV=111.0% +1.4 EMLD 613 x $0.06 - $0.07 x 630 EMLD  CROSS - OPENING  Vega=$1031 CHPT=3.13 Ref
  730. SWEEP DETECTED:
    >>2507 TSLA Nov23 250 Calls $0.63 (CboeTheo=0.64)  BID  [MULTI] 14:01:27.562 IV=53.9% -5.7 C2 719 x $0.63 - $0.64 x 200 C2  ISO  Vega=$11k TSLA=234.98 Ref
  731. >>2000 SBUX Jan24 110 Calls $1.42 (CboeTheo=1.43)  BID  AMEX 14:01:50.210 IV=15.5% -0.7 ARCA 19 x $1.42 - $1.44 x 3 MPRL  SPREAD/CROSS  Vega=$33k SBUX=105.39 Ref
  732. >>2000 SBUX Jan24 115 Calls $0.43 (CboeTheo=0.43)  BID  AMEX 14:01:50.210 IV=15.4% -0.9 C2 36 x $0.43 - $0.44 x 58 EMLD  SPREAD/CROSS  Vega=$20k SBUX=105.39 Ref
  733. >>2000 JPM Dec23 130 Calls $19.16 (CboeTheo=19.16)  ASK  AMEX 14:03:08.298 IV=26.5% +0.5 ARCA 11 x $19.05 - $19.25 x 10 EDGX  SPREAD/CROSS  Vega=$7110 JPM=148.31 Ref
  734. >>2000 JPM Dec23 130 Puts $0.16 (CboeTheo=0.17)  BID  AMEX 14:03:08.298 IV=26.4% +0.4 EMLD 496 x $0.16 - $0.17 x 240 C2  SPREAD/CROSS  Vega=$7050 JPM=148.31 Ref
  735. >>2000 ASTS Jan24 4.0 Calls $0.45 (CboeTheo=0.43)  MID  PHLX 14:03:54.145 IV=93.7% +5.0 CBOE 926 x $0.40 - $0.50 x 2139 PHLX  SPREAD/CROSS/TIED - OPENING   Pre-Earnings / SSR  Vega=$1235 ASTS=3.67 Ref
  736. >>2000 ASTS Jan24 4.0 Puts $0.70 (CboeTheo=0.76)  BID  PHLX 14:03:54.145 IV=80.7% -8.0 PHLX 3212 x $0.70 - $0.85 x 2055 EDGX  SPREAD/CROSS/TIED - OPENING   Pre-Earnings / SSR  Vega=$1231 ASTS=3.67 Ref
  737. >>2500 DKNG Jan24 40.0 Calls $1.44 (CboeTheo=1.47)  BID  CBOE 14:04:05.492 IV=41.1% -1.8 EDGX 263 x $1.44 - $1.48 x 6 ARCA  SPREAD/CROSS   52WeekHigh  Vega=$15k DKNG=36.65 Ref
  738. >>2500 DKNG Dec23 38.0 Calls $1.30 (CboeTheo=1.29)  ASK  CBOE 14:04:05.492 IV=42.1% -2.4 CBOE 1171 x $1.26 - $1.31 x 83 BZX  SPREAD/CROSS   52WeekHigh  Vega=$10k DKNG=36.65 Ref
  739. >>2700 JBLU Mar24 6.0 Calls $0.36 (CboeTheo=0.37)  BID  PHLX 14:05:09.720 IV=81.6% -3.9 BOX 133 x $0.36 - $0.37 x 26 BZX  SPREAD/CROSS/TIED  Vega=$2470 JBLU=4.32 Ref
  740. SWEEP DETECTED:
    >>2500 TSLA Nov23 255 Calls $0.33 (CboeTheo=0.33)  BID  [MULTI] 14:06:27.140 IV=57.3% -5.5 ARCA 1270 x $0.33 - $0.34 x 622 CBOE Vega=$6826 TSLA=234.72 Ref
  741. >>2500 SQ Dec23 1st 53.0 Calls $2.80 (CboeTheo=2.74)  ASK  PHLX 14:06:39.094 IV=39.9% +0.2 BOX 28 x $2.73 - $2.80 x 161 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$11k SQ=54.52 Ref
  742. >>2500 SQ Dec23 1st 48.0 Puts $0.18 (CboeTheo=0.17)  ASK  PHLX 14:06:39.094 IV=43.3% +0.2 MPRL 215 x $0.17 - $0.18 x 332 GEMX  SPREAD/CROSS/TIED - OPENING  Vega=$4308 SQ=54.52 Ref
  743. >>3500 BAC Jan25 30.0 Calls $3.30 (CboeTheo=3.25)  ASK  BOX 14:07:24.166 IV=27.3% +0.2 EMLD 299 x $3.25 - $3.30 x 1926 EMLD  CROSS  Vega=$42k BAC=29.20 Ref
  744. >>2000 UPS Dec23 135 Calls $9.90 (CboeTheo=9.82)  ASK  AMEX 14:09:33.664 IV=23.4% +1.0 ARCA 17 x $9.75 - $9.90 x 14 BZX  SPREAD/CROSS - OPENING  Vega=$21k UPS=143.40 Ref
  745. >>2000 UPS Dec23 135 Puts $0.78 (CboeTheo=0.78)  BID  AMEX 14:09:33.664 IV=22.5% +0.2 MRX 110 x $0.78 - $0.82 x 175 EDGX  SPREAD/CROSS  Vega=$20k UPS=143.40 Ref
  746. >>2000 M Jan24 11.0 Puts $0.83 (CboeTheo=0.84)  MID  BOX 14:10:05.122 IV=59.1% +0.3 C2 618 x $0.82 - $0.84 x 50 NOM  SPREAD/FLOOR  Vega=$3684 M=11.71 Ref
  747. >>2000 M Jan24 14.0 Calls $0.41 (CboeTheo=0.40)  ASK  BOX 14:10:05.122 IV=57.7% -0.9 C2 230 x $0.39 - $0.41 x 467 EMLD  SPREAD/FLOOR  Vega=$3250 M=11.71 Ref
  748. >>2734 PEP Nov23 162.5 Puts $0.07 (CboeTheo=0.09)  BID  PHLX 14:10:55.372 IV=20.0% -1.7 CBOE 299 x $0.07 - $0.10 x 34 MPRL  AUCTION  Vega=$4889 PEP=167.26 Ref
  749. SPLIT TICKET:
    >>3299 PEP Nov23 162.5 Puts $0.07 (CboeTheo=0.09)  BID  [PHLX] 14:10:55.372 IV=20.0% -1.7 CBOE 299 x $0.07 - $0.10 x 34 MPRL  AUCTION  Vega=$5900 PEP=167.26 Ref
  750. SWEEP DETECTED:
    >>2037 INTC Nov23 39.0 Calls $0.52 (CboeTheo=0.52)  BID  [MULTI] 14:13:21.755 IV=30.3% -0.9 MPRL 107 x $0.52 - $0.53 x 627 C2 Vega=$2893 INTC=39.13 Ref
  751. SPLIT TICKET:
    >>1000 SPX Dec23 4270 Puts $12.54 (CboeTheo=12.22)  Above Ask!  [CBOE] 14:13:33.640 IV=16.0% +0.8 CBOE 1926 x $12.10 - $12.40 x 2564 CBOE  LATE  Vega=$271k SPX=4504.42 Fwd
  752. SPLIT TICKET:
    >>1000 SPX Dec23 4200 Puts $8.44 (CboeTheo=8.36)  ASK  [CBOE] 14:13:33.640 IV=17.5% +0.9 CBOE 622 x $8.30 - $8.50 x 3950 CBOE  LATE  Vega=$204k SPX=4504.42 Fwd
  753. SPLIT TICKET:
    >>3000 SPX Mar24 4875 Calls $21.05 (CboeTheo=21.19)  Below Bid!  [CBOE] 14:13:44.668 IV=11.0% +0.2 CBOE 403 x $21.10 - $21.40 x 150 CBOE  LATE  Vega=$1.88m SPX=4553.34 Fwd
  754. SPLIT TICKET:
    >>4500 SPX Mar24 5400 Calls $1.00 (CboeTheo=0.86)  ASK  [CBOE] 14:13:44.668 IV=12.4% -0.2 CBOE 75 x $0.90 - $1.00 x 3359 CBOE  LATE  Vega=$369k SPX=4553.34 Fwd
  755. SPLIT TICKET:
    >>4500 SPX Mar24 5000 Calls $8.70 (CboeTheo=8.83)  BID  [CBOE] 14:13:44.668 IV=10.9% +0.0 CBOE 1413 x $8.70 - $8.90 x 733 CBOE  LATE  Vega=$1.75m SPX=4553.34 Fwd
  756. SWEEP DETECTED:
    >>2500 INTC Nov23 24th 40.0 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 14:14:45.246 IV=26.1% +0.1 MPRL 84 x $0.33 - $0.34 x 570 MRX  AUCTION  Vega=$5816 INTC=39.08 Ref
  757. >>Market Color MLCO - Bullish option flow detected in Melco Resorts (7.18 +0.29) with 18,090 calls trading (5x expected) and implied vol increasing almost 2 points to 55.59%. . The Put/Call Ratio is 0.01. Earnings are expected on 02/28. [MLCO 7.18 +0.29 Ref, IV=55.6% +1.7] #Bullish
  758. >>2500 ASO Dec23 50.0 Calls $2.40 (CboeTheo=2.43)  MID  PHLX 14:15:47.491 IV=56.4% -0.9 BOX 42 x $2.35 - $2.45 x 88 NOM  FLOOR - OPENING  Vega=$14k ASO=47.98 Ref
  759. >>4700 ASO Dec23 55.0 Calls $0.95 (CboeTheo=0.98)  BID  PHLX 14:15:47.491 IV=55.0% -1.9 PHLX 20 x $0.95 - $1.05 x 50 PHLX  FLOOR - OPENING  Vega=$20k ASO=47.98 Ref
  760. SWEEP DETECTED:
    >>2000 SQ Dec23 50.0 Puts $0.86 (CboeTheo=0.84)  ASK  [MULTI] 14:15:47.312 IV=42.6% -0.2 BOX 241 x $0.84 - $0.86 x 427 EDGX  ISO  Vega=$9266 SQ=54.58 Ref
  761. SPLIT TICKET:
    >>5000 ASO Dec23 55.0 Calls $0.953 (CboeTheo=0.98)  BID  [PHLX] 14:15:47.491 IV=55.0% -1.9 PHLX 20 x $0.95 - $1.05 x 50 PHLX  FLOOR - OPENING  Vega=$21k ASO=47.98 Ref
  762. >>5800 NVAX Nov23 7.5 Calls $0.02 (CboeTheo=0.02)  ASK  AMEX 14:15:51.454 IV=129.2% +2.7 NOM 115 x $0.01 - $0.02 x 43 NOM  SPREAD/FLOOR  Vega=$426 NVAX=6.25 Ref
  763. >>5800 NVAX Nov23 7.5 Puts $1.28 (CboeTheo=1.30)  BID  AMEX 14:15:51.453 MIAX 5 x $1.27 - $1.32 x 5 BOX  SPREAD/FLOOR  Vega=$0 NVAX=6.25 Ref
  764. >>5800 NVAX Dec23 7.5 Puts $1.59 (CboeTheo=1.63)  BID  AMEX 14:15:51.454 IV=79.1% -10.2 PHLX 59 x $1.55 - $1.65 x 4 ISE  SPREAD/FLOOR - OPENING  Vega=$2932 NVAX=6.25 Ref
  765. >>5800 NVAX Dec23 7.5 Calls $0.19 (CboeTheo=0.20)  MID  AMEX 14:15:51.455 IV=86.5% -2.8 MPRL 18 x $0.17 - $0.22 x 23 PHLX  SPREAD/FLOOR - OPENING  Vega=$3199 NVAX=6.25 Ref
  766. SWEEP DETECTED:
    >>2500 INTC Nov23 39.0 Calls $0.49 (CboeTheo=0.50)  BID  [MULTI] 14:16:14.867 IV=29.8% -1.4 C2 367 x $0.49 - $0.51 x 91 GEMX Vega=$3563 INTC=39.09 Ref
  767. SWEEP DETECTED:
    >>3000 AMZN Nov23 140 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 14:16:28.613 IV=30.5% +2.3 C2 128 x $0.12 - $0.13 x 1288 C2  ISO   52WeekHigh  Vega=$5666 AMZN=145.72 Ref
  768. SWEEP DETECTED:
    >>2499 INTC Nov23 39.0 Calls $0.48 (CboeTheo=0.49)  BID  [MULTI] 14:17:20.437 IV=29.8% -1.3 C2 610 x $0.48 - $0.49 x 29 C2 Vega=$3567 INTC=39.08 Ref
  769. >>10000 JBLU Jan24 3.0 Puts $0.17 (CboeTheo=0.15)  ASK  AMEX 14:18:11.485 IV=103.6% +7.9 MPRL 20 x $0.15 - $0.17 x 1206 EMLD  SPREAD/CROSS  Vega=$4148 JBLU=4.33 Ref
  770. >>10000 JBLU Jan24 6.0 Calls $0.17 (CboeTheo=0.18)  BID  AMEX 14:18:11.485 IV=81.2% -3.3 PHLX 434 x $0.17 - $0.20 x 1058 PHLX  SPREAD/CROSS  Vega=$5618 JBLU=4.33 Ref
  771. SWEEP DETECTED:
    >>2232 INTC Nov23 24th 40.0 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 14:18:36.911 IV=26.2% +0.2 MPRL 34 x $0.33 - $0.34 x 360 C2  AUCTION  Vega=$5183 INTC=39.06 Ref
  772. >>2195 PARA Jan24 12.5 Calls $1.05 (CboeTheo=1.01)  Above Ask!  ARCA 14:19:18.294 IV=46.9% +1.2 C2 51 x $1.03 - $1.04 x 36 MPRL  SPREAD/FLOOR  Vega=$4605 PARA=12.54 Ref
  773. >>2195 PARA Jan24 12.5 Puts $0.91 (CboeTheo=0.90)  BID  ARCA 14:19:18.294 IV=45.5% -0.3 C2 326 x $0.91 - $0.92 x 10 MPRL  SPREAD/FLOOR  Vega=$4603 PARA=12.54 Ref
  774. SPLIT TICKET:
    >>1187 VIX Nov23 15th 19.0 Puts $4.80 (CboeTheo=4.85)  MID  [CBOE] 14:20:09.523 CBOE 16k x $4.75 - $4.85 x 806 CBOE Vega=$0 VIX=14.18 Fwd
  775. SWEEP DETECTED:
    >>3544 AAPL Nov23 197.5 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 14:21:19.269 IV=25.7% -1.8 ARCA 275 x $0.01 - $0.02 x 388 BOX Vega=$2269 AAPL=187.24 Ref
  776. SWEEP DETECTED:
    >>2000 DAL Dec23 32.0 Puts $0.28 (CboeTheo=0.29)  BID  [MULTI] 14:21:28.338 IV=35.2% +1.5 EMLD 653 x $0.28 - $0.30 x 181 MPRL Vega=$4750 DAL=35.34 Ref
  777. SWEEP DETECTED:
    >>2455 INTC Nov23 39.0 Calls $0.51 (CboeTheo=0.51)  BID  [MULTI] 14:21:39.856 IV=30.0% -1.2 C2 116 x $0.51 - $0.52 x 465 EMLD Vega=$3487 INTC=39.12 Ref
  778. >>2500 X Jan26 18.0 Puts $0.47 (CboeTheo=0.47)  ASK  ISE 14:22:40.585 IV=35.3% -0.8 GEMX 0 x $0.00 - $0.48 x 21 NOM  AUCTION - OPENING  Vega=$13k X=34.30 Ref
  779. SWEEP DETECTED:
    >>2214 PARA Nov23 12.0 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 14:22:38.568 IV=63.7% +9.9 EMLD 1170 x $0.09 - $0.10 x 1295 EMLD  OPENING  Vega=$774 PARA=12.51 Ref
  780. >>5000 X Jan26 18.0 Puts $0.47 (CboeTheo=0.47)  ASK  ISE 14:23:29.909 IV=35.3% -0.8 GEMX 0 x $0.00 - $0.48 x 21 NOM  AUCTION - OPENING  Vega=$27k X=34.28 Ref
  781. SWEEP DETECTED:
    >>Bullish Delta Impact 645 MNTX Mar24 7.5 Calls $0.391 (CboeTheo=0.28)  ASK  [MULTI] 14:27:38.670 IV=58.4% +10.1 PHLX 30 x $0.20 - $0.40 x 93 NOM  OPENING 
    Delta=35%, EST. IMPACT = 22k Shares ($137k) To Buy MNTX=6.09 Ref
  782. SWEEP DETECTED:
    >>2000 INTC Nov23 24th 40.0 Calls $0.38 (CboeTheo=0.37)  ASK  [MULTI] 14:28:33.027 IV=27.0% +1.0 C2 537 x $0.37 - $0.38 x 472 C2 Vega=$4760 INTC=39.13 Ref
  783. >>2468 UL Nov23 50.0 Calls $0.03 (CboeTheo=0.06)  MID  ARCA 14:29:44.486 IV=23.0% -3.4 MPRL 0 x $0.00 - $0.05 x 40 PHLX  SPREAD/FLOOR  Vega=$1526 UL=48.80 Ref
  784. >>2334 UL Jan24 50.0 Calls $0.60 (CboeTheo=0.60)  BID  ARCA 14:29:44.487 IV=13.1% -1.1 ARCA 662 x $0.60 - $0.65 x 74 C2  SPREAD/FLOOR - OPENING  Vega=$18k UL=48.80 Ref
  785. >>4999 SIRI Dec23 4.0 Puts $0.24 (CboeTheo=0.23)  ASK  ARCA 14:31:29.161 IV=95.0% +8.8 GEMX 53 x $0.22 - $0.24 x 345 PHLX  FLOOR  Vega=$2191 SIRI=4.80 Ref
  786. SWEEP DETECTED:
    >>2149 PLTR Jan24 22.0 Calls $1.09 (CboeTheo=1.08)  ASK  [MULTI] 14:32:54.509 IV=52.8% -0.2 C2 496 x $1.08 - $1.09 x 378 EMLD Vega=$7009 PLTR=19.93 Ref
  787. >>3000 CHPT Nov23 3.0 Puts $0.05 (CboeTheo=0.06)  BID  AMEX 14:33:42.834 IV=100.2% -9.5 EMLD 408 x $0.05 - $0.06 x 404 EMLD  FLOOR  Vega=$288 CHPT=3.17 Ref
  788. >>2000 AAPL Dec23 175 Calls $14.07 (CboeTheo=14.04)  ASK  AMEX 14:34:04.214 IV=21.3% -0.2 EDGX 299 x $13.95 - $14.10 x 140 EDGX  SPREAD/CROSS  Vega=$21k AAPL=187.56 Ref
  789. >>2000 AAPL Dec23 175 Puts $0.59 (CboeTheo=0.60)  BID  AMEX 14:34:04.214 IV=20.8% -0.7 C2 356 x $0.59 - $0.60 x 551 C2  SPREAD/CROSS  Vega=$21k AAPL=187.56 Ref
  790. SWEEP DETECTED:
    >>2686 BAC Dec23 1st 30.0 Calls $0.27 (CboeTheo=0.27)  ASK  [MULTI] 14:34:08.032 IV=21.9% -2.9 EMLD 2058 x $0.26 - $0.27 x 2114 C2 Vega=$5878 BAC=29.27 Ref
  791. >>1286 RUT Jan24 1585 Puts $7.80 (CboeTheo=7.71)  MID  CBOE 14:36:50.972 IV=23.5% +2.0 CBOE 200 x $7.60 - $8.00 x 430 CBOE  LATE - OPENING  Vega=$165k RUT=1802.43 Fwd
  792. SPLIT TICKET:
    >>1560 RUT Dec23 1795 Calls $39.65 (CboeTheo=39.98)  Below Bid!  [CBOE] 14:36:50.971 IV=19.3% +1.7 C2 10 x $39.80 - $40.20 x 10 CBOE  LATE - OPENING  Vega=$323k RUT=1794.38 Fwd
  793. SPLIT TICKET:
    >>1500 RUT Jan24 1900 Puts $116.726 (CboeTheo=117.03)  BID  [CBOE] 14:36:50.971 IV=17.9% +1.2 C2 18 x $116.10 - $117.70 x 15 C2  LATE - OPENING  Vega=$371k RUT=1802.43 Fwd
  794. SPLIT TICKET:
    >>2085 RUT Jan24 1585 Puts $7.80 (CboeTheo=7.71)  MID  [CBOE] 14:36:50.971 IV=23.5% +2.0 CBOE 200 x $7.60 - $8.00 x 430 CBOE  LATE - OPENING  Vega=$267k RUT=1802.43 Fwd
  795. >>9000 CCL Jan24 15.0 Calls $0.71 (CboeTheo=0.71)  BID  PHLX 14:39:59.590 IV=46.7% +1.1 EMLD 702 x $0.71 - $0.73 x 2369 EDGX  SPREAD/CROSS/TIED  Vega=$21k CCL=13.86 Ref
  796. SWEEP DETECTED:
    >>4125 PLTR Nov23 24th 21.0 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 14:45:15.478 IV=54.9% +0.7 C2 328 x $0.33 - $0.34 x 1341 GEMX Vega=$4811 PLTR=19.93 Ref
  797. >>3000 UPST Jan24 25.0 Puts $3.26 (CboeTheo=3.13)  BID  AMEX 14:46:09.631 IV=77.4% +2.1 C2 93 x $3.25 - $3.30 x 338 EMLD  SPREAD/CROSS  Vega=$12k UPST=24.94 Ref
  798. >>3000 UPST Jan24 25.0 Calls $3.19 (CboeTheo=3.10)  ASK  AMEX 14:46:09.631 IV=76.6% +1.2 ISE 280 x $3.10 - $3.25 x 299 EMLD  SPREAD/CROSS  Vega=$12k UPST=24.94 Ref
  799. >>3000 TMUS Dec23 150 Calls $1.44 (CboeTheo=1.42)  ASK  BOX 14:49:24.033 IV=15.7% -0.4 MPRL 21 x $1.40 - $1.45 x 68 AMEX  CROSS  Vega=$47k TMUS=146.88 Ref
  800. >>2000 PFE Feb24 27.0 Puts $0.70 (CboeTheo=0.73)  Below Bid!  PHLX 14:49:25.726 IV=28.9% -0.3 BOX 63 x $0.72 - $0.74 x 317 EDGX  TIED/FLOOR - OPENING  Vega=$9512 PFE=29.41 Ref
  801. >>2427 CCJ Dec23 29th 50.0 Calls $0.65 (CboeTheo=0.65)  MID  PHLX 14:49:56.156 IV=38.7% -0.2 ARCA 18 x $0.64 - $0.67 x 12 MPRL  AUCTION - OPENING  Vega=$11k CCJ=44.04 Ref
  802. >>2426 CCJ Dec23 29th 50.0 Calls $0.65 (CboeTheo=0.65)  MID  PHLX 14:49:56.156 IV=38.7% -0.2 ARCA 18 x $0.64 - $0.67 x 12 MPRL  AUCTION - OPENING  Vega=$11k CCJ=44.04 Ref
  803. SPLIT TICKET:
    >>4853 CCJ Dec23 29th 50.0 Calls $0.65 (CboeTheo=0.65)  MID  [PHLX] 14:49:56.156 IV=38.7% -0.2 ARCA 18 x $0.64 - $0.67 x 12 MPRL  AUCTION - OPENING  Vega=$22k CCJ=44.04 Ref
  804. SWEEP DETECTED:
    >>2000 STNE Dec23 14.0 Calls $0.25 (CboeTheo=0.26)  ASK  [MULTI] 14:50:01.335 IV=44.6% -5.4 PHLX 833 x $0.20 - $0.25 x 121 EMLD  ISO - OPENING  Vega=$2448 STNE=12.74 Ref
  805. SWEEP DETECTED:
    >>5139 AAPL Nov23 182.5 Puts $0.12 (CboeTheo=0.12)  ASK  [MULTI] 14:51:13.689 IV=22.4% +0.9 C2 847 x $0.11 - $0.12 x 1386 C2 Vega=$12k AAPL=187.96 Ref
  806. >>1412 VIX Nov23 15th 19.0 Puts $4.80 (CboeTheo=4.85)  ASK  CBOE 14:51:48.514 CBOE 15k x $4.75 - $4.80 x 2957 CBOE Vega=$0 VIX=14.17 Fwd
  807. >>1246 VIX Nov23 15th 19.0 Puts $4.80 (CboeTheo=4.85)  ASK  CBOE 14:51:48.514 CBOE 15k x $4.75 - $4.80 x 2957 CBOE Vega=$0 VIX=14.17 Fwd
  808. >>2378 VIX Nov23 15th 19.0 Puts $4.80 (CboeTheo=4.85)  ASK  CBOE 14:51:48.514 CBOE 15k x $4.75 - $4.80 x 2957 CBOE Vega=$0 VIX=14.17 Fwd
  809. SPLIT TICKET:
    >>6747 VIX Nov23 15th 19.0 Puts $4.80 (CboeTheo=4.85)  ASK  [CBOE] 14:51:48.514 CBOE 15k x $4.75 - $4.80 x 2957 CBOE Vega=$0 VIX=14.17 Fwd
  810. >>1000 VIX Dec23 20th 40.0 Calls $0.12 (CboeTheo=0.11)  MID  CBOE 14:52:41.650 IV=156.2% -1.2 CBOE 1000 x $0.11 - $0.13 x 34k CBOE Vega=$472 VIX=15.58 Fwd
  811. >>5000 KVUE Dec23 1st 19.5 Calls $0.34 (CboeTheo=0.32)  BID  BOX 14:53:57.862 IV=20.2% +0.3 NOM 23 x $0.34 - $0.37 x 305 EMLD  FLOOR  Vega=$8390 KVUE=19.45 Ref
  812. >>10000 SIRI Dec23 4.0 Puts $0.24 (CboeTheo=0.23)  ASK  ARCA 14:54:59.626 IV=94.9% +8.8 GEMX 23 x $0.22 - $0.24 x 1 GEMX  FLOOR  Vega=$4381 SIRI=4.80 Ref
  813. SWEEP DETECTED:
    >>2594 SIRI Dec23 4.5 Puts $0.469 (CboeTheo=0.44)  ASK  [MULTI] 14:55:17.453 IV=95.9% +8.3 BZX 7 x $0.42 - $0.47 x 1138 GEMX Vega=$1347 SIRI=4.80 Ref
  814. >>8400 TSLA Jan24 450 Puts $213.10 (CboeTheo=213.15)  ASK  PHLX 14:55:41.461 PHLX 14 x $212.75 - $213.40 x 13 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.85 Ref
  815. >>6000 TSLA Jan24 416.67 Puts $179.75 (CboeTheo=179.82)  BID  PHLX 14:55:41.461 MIAX 1 x $179.60 - $180.10 x 14 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.85 Ref
  816. >>4000 TSLA Jan24 400 Puts $163.15 (CboeTheo=163.15)  BID  PHLX 14:55:41.461 MIAX 1 x $162.90 - $163.45 x 14 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.85 Ref
  817. >>7000 GOOGL Dec23 105 Calls $30.47 (CboeTheo=30.41)  ASK  AMEX 14:56:36.162 IV=42.6% +5.4 ARCA 66 x $29.30 - $30.50 x 20 MIAX  SPREAD/CROSS - OPENING  Vega=$12k GOOGL=134.81 Ref
  818. >>7000 GOOGL Dec23 105 Puts $0.05 (CboeTheo=0.05)  BID  AMEX 14:56:36.162 IV=38.3% +1.1 EMLD 832 x $0.05 - $0.06 x 837 C2  SPREAD/CROSS  Vega=$7561 GOOGL=134.81 Ref
  819. >>1000 VIX Dec23 20th 20.0 Calls $0.63 (CboeTheo=0.63)  ASK  CBOE 14:58:11.413 IV=98.3% -1.2 CBOE 15k x $0.62 - $0.63 x 41 CBOE Vega=$1563 VIX=15.58 Fwd
  820. SPLIT TICKET:
    >>2926 VIX Dec23 20th 20.0 Calls $0.63 (CboeTheo=0.63)  MID  [CBOE] 14:58:10.916 IV=98.3% -1.2 CBOE 22k x $0.62 - $0.64 x 4930 CBOE Vega=$4573 VIX=15.58 Fwd
  821. >>1254 VIX Dec23 20th 20.0 Calls $0.63 (CboeTheo=0.63)  MID  CBOE 14:58:15.407 IV=98.3% -1.2 CBOE 20k x $0.62 - $0.64 x 358 CBOE Vega=$1960 VIX=15.58 Fwd
  822. SPLIT TICKET:
    >>1754 VIX Dec23 20th 20.0 Calls $0.63 (CboeTheo=0.63)  ASK  [CBOE] 14:58:15.407 IV=98.3% -1.2 CBOE 20k x $0.62 - $0.63 x 1254 CBOE Vega=$2741 VIX=15.58 Fwd
  823. SPLIT TICKET:
    >>1042 VIX Jan24 17th 18.0 Calls $1.76 (CboeTheo=1.75)  MID  [CBOE] 14:59:01.585 IV=77.2% +0.6 CBOE 17k x $1.74 - $1.79 x 29k CBOE Vega=$2925 VIX=17.00 Fwd
  824. SWEEP DETECTED:
    >>Bearish Delta Impact 1498 LZ Nov23 11.0 Calls $0.25 (CboeTheo=0.33)  BID  [MULTI] 14:59:47.962 IV=33.9% -14.7 PHLX 334 x $0.25 - $0.35 x 255 PHLX
    Delta=71%, EST. IMPACT = 106k Shares ($1.19m) To Sell LZ=11.19 Ref
  825. >>Market Color KGC - Bearish flow noted in Kinross Gold (5.31 +0.16) with 6,785 puts trading, or 2x expected. The Put/Call Ratio is 1.67, while ATM IV is up over 1 point on the day. Earnings are expected on 02/14.[KGC 5.31 +0.16 Ref, IV=38.7% +1.4] #Bearish
  826. >>Unusual Volume TGT - 3x market weighted volume: 105.7k = 100.2k projected vs 33.4k adv, 58% calls, 23% of OI  Pre-Earnings  [TGT 110.84 +4.64 Ref, IV=41.7% -0.9]
  827. >>4106 VIX Dec23 20th 16.0 Puts $1.73 (CboeTheo=1.72)  BID  CBOE 15:00:32.816 IV=77.1% +2.8 CBOE 3998 x $1.73 - $1.74 x 17k CBOE Vega=$7945 VIX=15.58 Fwd
  828. >>2147 VIX Dec23 20th 16.0 Puts $1.73 (CboeTheo=1.72)  BID  CBOE 15:00:32.817 IV=77.1% +2.8 CBOE 2030 x $1.73 - $1.74 x 17k CBOE Vega=$4154 VIX=15.58 Fwd
  829. >>1968 VIX Dec23 20th 16.0 Puts $1.73 (CboeTheo=1.72)  BID  CBOE 15:00:32.817 IV=77.1% +2.8 CBOE 2030 x $1.73 - $1.74 x 17k CBOE Vega=$3808 VIX=15.58 Fwd
  830. SPLIT TICKET:
    >>10251 VIX Dec23 20th 16.0 Puts $1.73 (CboeTheo=1.72)  BID  [CBOE] 15:00:32.816 IV=77.1% +2.8 CBOE 3998 x $1.73 - $1.74 x 17k CBOE Vega=$20k VIX=15.58 Fwd
  831. SPLIT TICKET:
    >>1555 SPXW Nov23 14th 4500 Puts $2.278 (CboeTheo=2.42)  Below Bid!  [CBOE] 15:00:44.160 IV=18.7% -3.3 CBOE 81 x $2.55 - $2.65 x 23 CBOE  OPENING  Vega=$29k SPX=4502.15 Fwd
  832. >>2812 Z Nov23 24th 37.0 Puts $0.15 (CboeTheo=0.18)  BID  CBOE 15:00:57.097 IV=41.6% +4.0 EMLD 201 x $0.15 - $0.18 x 117 EMLD  SPREAD/LEGGED/FLOOR  Vega=$3566 Z=40.11 Ref
  833. SPLIT TICKET:
    >>1225 VIX Dec23 20th 16.0 Calls $1.31 (CboeTheo=1.30)  MID  [CBOE] 15:00:58.875 IV=76.6% +0.3 CBOE 6601 x $1.30 - $1.32 x 15k CBOE Vega=$2374 VIX=15.60 Fwd
  834. SPLIT TICKET:
    >>1000 VIX Dec23 20th 16.0 Calls $1.31 (CboeTheo=1.30)  BID  [CBOE] 15:01:02.845 IV=76.6% +0.3 CBOE 4249 x $1.31 - $1.32 x 19k CBOE Vega=$1938 VIX=15.60 Fwd
  835. >>1616 VIX Dec23 20th 16.0 Calls $1.31 (CboeTheo=1.30)  BID  CBOE 15:01:05.737 IV=76.6% +0.3 CBOE 998 x $1.31 - $1.32 x 12k CBOE Vega=$3132 VIX=15.60 Fwd
  836. SPLIT TICKET:
    >>3460 VIX Dec23 20th 16.0 Calls $1.31 (CboeTheo=1.30)  BID  [CBOE] 15:01:05.737 IV=76.6% +0.3 CBOE 683 x $1.31 - $1.32 x 12k CBOE Vega=$6705 VIX=15.60 Fwd
  837. >>1031 VIX Jan24 17th 18.0 Calls $1.77 (CboeTheo=1.76)  BID  CBOE 15:01:34.452 IV=77.1% +0.5 CBOE 1632 x $1.77 - $1.78 x 3628 CBOE Vega=$2899 VIX=17.02 Fwd
  838. SPLIT TICKET:
    >>3165 VIX Jan24 17th 18.0 Calls $1.77 (CboeTheo=1.76)  MID  [CBOE] 15:01:34.240 IV=77.1% +0.5 CBOE 4705 x $1.76 - $1.78 x 4459 CBOE Vega=$8899 VIX=17.02 Fwd
  839. >>4455 VIX Dec23 20th 85.0 Calls $0.03 (CboeTheo=0.03)  MID  CBOE 15:01:37.097 IV=207.0% -0.5 CBOE 1024 x $0.02 - $0.04 x 28k CBOE Vega=$619 VIX=15.60 Fwd
  840. SPLIT TICKET:
    >>1033 VIX Jan24 17th 18.0 Calls $1.77 (CboeTheo=1.76)  BID  [CBOE] 15:01:43.947 IV=77.1% +0.5 CBOE 543 x $1.77 - $1.78 x 1840 CBOE Vega=$2904 VIX=17.02 Fwd
  841. >>4731 DISH Dec23 3.0 Calls $0.65 (CboeTheo=0.62)  ASK  ARCA 15:02:37.632 IV=109.4% +7.5 BOX 53 x $0.61 - $0.65 x 73 BOX  CROSS - OPENING  Vega=$1593 DISH=3.41 Ref
  842. SPLIT TICKET:
    >>1000 SPXW Nov23 15th 4400 Puts $0.35 (CboeTheo=0.31)  ASK  [CBOE] 15:02:53.951 IV=20.9% +4.9 CBOE 303 x $0.30 - $0.35 x 771 CBOE Vega=$12k SPX=4502.36 Fwd
  843. SWEEP DETECTED:
    >>2005 AAPL Nov23 190 Calls $0.51 (CboeTheo=0.53)  BID  [MULTI] 15:03:17.389 IV=18.3% -2.2 C2 531 x $0.51 - $0.52 x 23 BZX Vega=$11k AAPL=187.88 Ref
  844. >>2250 C Dec23 38.0 Puts $0.09 (CboeTheo=0.09)  ASK  PHLX 15:03:55.684 IV=34.5% +3.9 C2 1681 x $0.08 - $0.09 x 1773 C2  SPREAD/CROSS/TIED  Vega=$2984 C=44.51 Ref
  845. >>2250 C Dec23 38.0 Calls $6.80 (CboeTheo=6.80)  MID  PHLX 15:03:55.684 IV=34.1% +3.4 EDGX 42 x $6.75 - $6.85 x 16 BXO  SPREAD/CROSS/TIED  Vega=$2892 C=44.51 Ref
  846. >>Unusual Volume ABCM - 4x market weighted volume: 6268 = 5888 projected vs 1209 adv, 78% puts, 28% of OI [ABCM 23.45 +0.38 Ref, IV=55.3% +6.1]
  847. >>2050 ENPH Jan24 180 Puts $89.65 (CboeTheo=89.26)  ASK  BOX 15:04:48.928 IV=99.4% +30.4 BXO 28 x $88.90 - $89.75 x 2 ARCA  SPREAD/FLOOR - OPENING  Vega=$8898 ENPH=90.74 Ref
  848. >>2050 ENPH Jan24 170 Puts $79.65 (CboeTheo=79.26)  ASK  BOX 15:04:48.928 IV=92.8% +25.9 ARCA 2 x $79.00 - $79.65 x 2 ARCA  SPREAD/FLOOR - OPENING  Vega=$9197 ENPH=90.74 Ref
  849. >>2310 JNJ Nov23 155 Puts $7.45 (CboeTheo=7.34)  ASK  BOX 15:04:53.696 IV=36.6% +16.3 EDGX 26 x $7.30 - $7.45 x 27 EDGX  SPREAD/FLOOR - OPENING  Vega=$4288 JNJ=147.66 Ref
  850. >>2310 JNJ Nov23 160 Puts $12.45 (CboeTheo=12.35)  ASK  BOX 15:04:53.696 IV=54.0% +28.1 BOX 7 x $12.30 - $12.45 x 9 NOM  SPREAD/FLOOR - OPENING  Vega=$3280 JNJ=147.66 Ref
  851. >>2530 FSLR Dec23 200 Puts $50.70 (CboeTheo=50.97)  BID  BOX 15:05:03.136 CBOE 1 x $50.55 - $51.55 x 7 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=149.03 Ref
  852. >>2530 FSLR Dec23 195 Puts $45.70 (CboeTheo=45.97)  BID  BOX 15:05:03.136 EDGX 1 x $45.70 - $46.10 x 4 BZX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=149.03 Ref
  853. >>3000 WFC Jan24 55.0 Puts $12.75 (CboeTheo=12.81)  BID  BOX 15:05:17.995 PHLX 153 x $12.75 - $12.85 x 8 BZX  SPREAD/FLOOR  Vega=$0 WFC=42.19 Ref
  854. >>3000 WFC Jan24 50.0 Puts $7.75 (CboeTheo=7.81)  BID  BOX 15:05:17.995 PHLX 33 x $7.75 - $7.85 x 19 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.19 Ref
  855. >>3000 SPX Nov23 4160 Puts $0.40 (CboeTheo=0.39)  MID  CBOE 15:05:20.204 IV=38.2% +11.3 CBOE 4705 x $0.35 - $0.45 x 5049 CBOE  FLOOR - OPENING  Vega=$28k SPX=4503.54 Fwd
  856. >>3372 ZM Nov23 80.0 Puts $17.70 (CboeTheo=17.62)  ASK  BOX 15:05:22.209 IV=145.7% +49.5 GEMX 5 x $17.55 - $17.70 x 11 PHLX  SPREAD/FLOOR  Vega=$1441 ZM=62.38 Ref
  857. >>3372 ZM Jan24 130 Puts $67.70 (CboeTheo=67.62)  ASK  BOX 15:05:22.209 IV=96.6% +27.7 PHLX 8 x $67.45 - $67.80 x 8 PHLX  SPREAD/FLOOR - OPENING  Vega=$5691 ZM=62.38 Ref
  858. >>3620 TSLA Jan24 416.67 Puts $179.96 (CboeTheo=180.12)  BID  BOX 15:05:27.881 BZX 12 x $179.75 - $180.40 x 1 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.54 Ref
  859. >>3980 TSLA Jan24 450 Puts $213.10 (CboeTheo=213.46)  BID  BOX 15:05:27.881 BXO 12 x $213.10 - $213.70 x 1 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.54 Ref
  860. >>2000 BALL Nov23 65.0 Puts $14.20 (CboeTheo=14.21)  MID  PHLX 15:05:31.472 BOX 41 x $14.10 - $14.30 x 37 BOX  SPREAD/FLOOR - OPENING  Vega=$0 BALL=50.79 Ref
  861. >>2000 BALL Nov23 62.5 Puts $11.70 (CboeTheo=11.71)  MID  PHLX 15:05:31.472 BOX 40 x $11.60 - $11.80 x 37 BOX  SPREAD/FLOOR  Vega=$0 BALL=50.79 Ref
  862. >>6000 PFE Nov23 35.0 Puts $5.55 (CboeTheo=5.59)  BID  BOX 15:05:32.262 MPRL 31 x $5.55 - $5.65 x 132 BZX  SPREAD/FLOOR  Vega=$0 PFE=29.41 Ref
  863. >>4500 PFE Jan24 38.0 Puts $8.59 (CboeTheo=8.59)  BID  BOX 15:05:32.262 IV=38.4% +7.3 ARCA 78 x $8.50 - $8.70 x 85 BZX  SPREAD/FLOOR  Vega=$2642 PFE=29.41 Ref
  864. >>6600 PFE Jan24 38.0 Puts $8.60 (CboeTheo=8.59)  MID  BOX 15:05:32.262 IV=39.9% +8.8 ARCA 78 x $8.50 - $8.70 x 85 BZX  SPREAD/FLOOR  Vega=$6054 PFE=29.41 Ref
  865. >>5100 PFE Jan24 40.0 Puts $10.65 (CboeTheo=10.59)  ASK  BOX 15:05:32.262 IV=50.5% +16.5 BZX 152 x $10.50 - $10.65 x 49 BZX  SPREAD/FLOOR  Vega=$7799 PFE=29.41 Ref
  866. >>2000 BILL Jan24 85.0 Puts $27.00 (CboeTheo=26.96)  BID  PHLX 15:05:36.045 IV=55.5% +1.5 BXO 2 x $26.80 - $27.30 x 48 BZX  FLOOR - OPENING  Vega=$3279 BILL=58.04 Ref
  867. >>2100 ENPH Jan24 180 Puts $89.30 (CboeTheo=89.26)  ASK  PHLX 15:05:44.964 IV=87.3% +18.3 EDGX 5 x $89.10 - $89.40 x 4 EDGX  FLOOR - OPENING  Vega=$3242 ENPH=90.73 Ref
  868. >>2700 KO Nov23 65.0 Puts $7.85 (CboeTheo=7.86)  MID  PHLX 15:05:58.613 PHLX 230 x $7.80 - $7.90 x 71 CBOE  FLOOR - OPENING  Vega=$0 KO=57.15 Ref
  869. >>2000 KO Nov23 60.0 Puts $2.85 (CboeTheo=2.85)  BID  PHLX 15:05:58.613 NOM 32 x $2.84 - $2.89 x 34 BOX  FLOOR - OPENING  Vega=$0 KO=57.15 Ref
  870. >>2900 PFE Jan24 40.0 Puts $10.60 (CboeTheo=10.59)  ASK  PHLX 15:06:14.395 IV=46.0% +12.0 BZX 85 x $10.50 - $10.65 x 73 C2  FLOOR  Vega=$2450 PFE=29.41 Ref
  871. >>6500 PFE Jan24 38.0 Puts $8.60 (CboeTheo=8.59)  BID  PHLX 15:06:14.395 IV=39.9% +8.8 EDGX 59 x $8.55 - $8.70 x 89 PHLX  FLOOR  Vega=$5962 PFE=29.41 Ref
  872. >>2500 PFE Dec23 37.5 Puts $8.10 (CboeTheo=8.09)  MID  PHLX 15:06:14.395 IV=49.2% +10.2 PHLX 32 x $8.05 - $8.15 x 56 PHLX  FLOOR  Vega=$1453 PFE=29.41 Ref
  873. >>3000 PFE Nov23 35.0 Puts $5.60 (CboeTheo=5.59)  ASK  PHLX 15:06:14.395 IV=96.7% +18.8 PHLX 50 x $5.55 - $5.60 x 60 NOM  FLOOR  Vega=$458 PFE=29.41 Ref
  874. >>4360 TSLA Jan24 450 Puts $213.25 (CboeTheo=213.29)  BID  PHLX 15:06:26.377 BOX 22 x $212.90 - $213.65 x 14 BZX  FLOOR - OPENING  Vega=$0 TSLA=236.72 Ref
  875. >>3900 TSLA Jan24 416.67 Puts $179.90 (CboeTheo=179.96)  ASK  PHLX 15:06:26.377 BXO 15 x $179.50 - $180.25 x 13 BZX  FLOOR - OPENING  Vega=$0 TSLA=236.72 Ref
  876. SPLIT TICKET:
    >>4400 TSLA Jan24 450 Puts $213.25 (CboeTheo=213.29)  BID  [PHLX] 15:06:26.377 BOX 22 x $212.90 - $213.65 x 14 BZX  FLOOR - OPENING  Vega=$0 TSLA=236.72 Ref
  877. >>6400 UPS Jan24 170 Puts $26.60 (CboeTheo=26.59)  BID  PHLX 15:06:30.770 IV=26.9% +4.2 AMEX 1 x $26.50 - $26.75 x 13 BZX  FLOOR - OPENING  Vega=$18k UPS=143.41 Ref
  878. >>7800 ZM Jan24 130 Puts $67.60 (CboeTheo=67.60)  ASK  PHLX 15:06:36.809 BZX 2 x $67.50 - $67.65 x 1 BXO  FLOOR - OPENING  Vega=$2 ZM=62.40 Ref
  879. >>8600 ZM Nov23 80.0 Puts $17.60 (CboeTheo=17.60)  ASK  PHLX 15:06:36.809 MPRL 15 x $17.50 - $17.65 x 8 BOX  FLOOR  Vega=$0 ZM=62.40 Ref
  880. SPLIT TICKET:
    >>9000 ZM Jan24 130 Puts $67.593 (CboeTheo=67.60)  ASK  [PHLX] 15:06:36.809 BZX 2 x $67.50 - $67.65 x 1 BXO  FLOOR - OPENING  Vega=$0 ZM=62.40 Ref
  881. SWEEP DETECTED:
    >>2200 F Dec23 11.0 Calls $0.16 (CboeTheo=0.16)  BID  [MULTI] 15:07:29.754 IV=29.2% -5.8 C2 8405 x $0.16 - $0.17 x 3965 EMLD Vega=$2331 F=10.44 Ref
  882. SPLIT TICKET:
    >>1068 SPXW Nov23 14th 4500 Puts $1.65 (CboeTheo=1.52)  Above Ask!  [CBOE] 15:07:34.095 IV=18.0% -4.1 CBOE 109 x $1.45 - $1.55 x 14 CBOE  OPENING  Vega=$17k SPX=4504.22 Fwd
  883. >>2220 MS Jan24 90.0 Puts $11.22 (CboeTheo=11.21)  MID  CBOE 15:07:46.498 IV=23.3% -0.4 MPRL 56 x $11.15 - $11.30 x 19 MIAX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$5750 MS=78.80 Ref
  884. >>15197 INVZ Nov23 2.0 Calls $0.15 (CboeTheo=0.16)  BID  BOX 15:09:02.460 IV=106.7% +7.1 ARCA 50 x $0.15 - $0.20 x 678 PHLX  FLOOR - COMPLEX  Vega=$970 INVZ=2.12 Ref
  885. >>4798 INVZ Nov23 2.0 Calls $0.20 (CboeTheo=0.16)  ASK  BOX 15:09:02.460 IV=180.2% +80.5 ARCA 50 x $0.15 - $0.20 x 678 PHLX  FLOOR  Vega=$339 INVZ=2.12 Ref
  886. >>2000 RKT Dec23 10.0 Calls $0.28 (CboeTheo=0.27)  ASK  PHLX 15:09:23.654 IV=52.8% +1.2 EDGX 83 x $0.27 - $0.28 x 1 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$1939 RKT=9.21 Ref
  887. >>5780 PFE Jan24 38.0 Puts $8.57 (CboeTheo=8.55)  MID  CBOE 15:09:46.578 IV=39.8% +8.7 BZX 58 x $8.50 - $8.65 x 128 BZX  SPREAD/LEGGED/FLOOR  Vega=$5316 PFE=29.45 Ref
  888. >>2190 PFE Dec23 37.5 Puts $8.05 (CboeTheo=8.05)  MID  CBOE 15:09:46.578 BZX 73 x $8.00 - $8.10 x 4 BOX  SPREAD/LEGGED/FLOOR  Vega=$0 PFE=29.45 Ref
  889. >>3750 PFE Jan24 40.0 Puts $10.58 (CboeTheo=10.55)  ASK  CBOE 15:09:46.645 IV=47.1% +13.1 BZX 82 x $10.45 - $10.65 x 124 BZX  SPREAD/LEGGED/FLOOR  Vega=$3914 PFE=29.45 Ref
  890. >>4090 PFE Nov23 35.0 Puts $5.55 (CboeTheo=5.56)  MID  CBOE 15:09:46.645 NOM 57 x $5.50 - $5.60 x 29 BZX  SPREAD/LEGGED/FLOOR  Vega=$0 PFE=29.45 Ref
  891. >>4730 PYPL Jan24 70.0 Puts $13.20 (CboeTheo=13.24)  BID  CBOE 15:10:10.526 PHLX 30 x $13.15 - $13.30 x 32 BOX  SPREAD/LEGGED/FLOOR  Vega=$0 PYPL=56.77 Ref
  892. >>2520 PYPL Jan24 75.0 Puts $18.20 (CboeTheo=18.24)  MID  CBOE 15:10:10.588 CBOE 32 x $18.15 - $18.25 x 11 GEMX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 PYPL=56.77 Ref
  893. >>2000 AA Dec23 25.0 Puts $0.86 (CboeTheo=0.86)  ASK  PHLX 15:10:16.051 IV=47.3% +1.1 ARCA 34 x $0.85 - $0.86 x 13 C2  SPREAD/CROSS/TIED  Vega=$5566 AA=26.16 Ref
  894. >>Unusual Volume FANG - 3x market weighted volume: 22.1k = 20.5k projected vs 6815 adv, 96% calls, 19% of OI  ExDiv  [FANG 159.35 +1.17 Ref, IV=25.0% -0.9]
  895. SWEEP DETECTED:
    >>4028 GOOGL Nov23 140 Calls $0.06 (CboeTheo=0.06)  BID  [MULTI] 15:11:16.355 IV=24.6% -2.3 EMLD 1298 x $0.06 - $0.07 x 2065 EMLD Vega=$5259 GOOGL=134.72 Ref
  896. >>3110 TSLA Jan24 416.67 Puts $179.64 (CboeTheo=179.60)  MID  CBOE 15:12:10.346 IV=72.5% +13.6 MIAX 1 x $179.40 - $179.90 x 13 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$9207 TSLA=237.07 Ref
  897. >>3060 TSLA Jan24 450 Puts $212.94 (CboeTheo=212.93)  ASK  CBOE 15:12:10.435 IV=79.7% +17.5 BXO 13 x $212.55 - $213.25 x 12 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$7574 TSLA=237.07 Ref
  898. >>1000 VIX Dec23 20th 20.0 Calls $0.64 (CboeTheo=0.64)  MID  CBOE 15:12:15.409 IV=98.9% -0.5 CBOE 28k x $0.62 - $0.66 x 5566 CBOE Vega=$1569 VIX=15.58 Fwd
  899. >>5750 PLD Nov23 105 Calls $4.51 (CboeTheo=4.67)  BID  ARCA 15:12:24.261 IV=34.9% +6.7 BOX 38 x $4.40 - $4.70 x 44 BOX  CROSS  Vega=$10k PLD=109.31 Ref
  900. >>3000 ELAN Nov23 9.0 Calls $2.40 (CboeTheo=2.41)  BID  BOX 15:13:04.226 IV=136.2% +40.0 PHLX 785 x $2.10 - $3.00 x 2 BZX  SPREAD/FLOOR  Vega=$188 ELAN=11.38 Ref
  901. >>3000 ELAN Dec23 11.0 Calls $0.81 (CboeTheo=0.77)  ASK  BOX 15:13:04.226 IV=43.7% +3.0 PHLX 442 x $0.75 - $0.85 x 223 MIAX  SPREAD/FLOOR - OPENING  Vega=$3719 ELAN=11.38 Ref
  902. >>5710 WFC Jan24 50.0 Puts $7.75 (CboeTheo=7.76)  MID  CBOE 15:13:10.038 PHLX 328 x $7.70 - $7.80 x 35 CBOE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 WFC=42.23 Ref
  903. >>5710 WFC Jan24 55.0 Puts $12.75 (CboeTheo=12.77)  MID  CBOE 15:13:10.102 PHLX 334 x $12.70 - $12.80 x 37 CBOE  SPREAD/LEGGED/FLOOR  Vega=$0 WFC=42.23 Ref
  904. >>1000 VIX Dec23 20th 20.0 Calls $0.64 (CboeTheo=0.64)  MID  CBOE 15:13:40.951 IV=98.9% -0.5 CBOE 29k x $0.62 - $0.66 x 5582 CBOE Vega=$1569 VIX=15.58 Fwd
  905. >>6000 ZM Jan24 130 Puts $67.48 (CboeTheo=67.53)  BID  CBOE 15:14:44.011 BXO 1 x $67.40 - $67.60 x 1 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=62.48 Ref
  906. >>9000 ZM Nov23 75.0 Puts $12.53 (CboeTheo=12.53)  MID  CBOE 15:14:44.011 IV=89.4% +10.8 CBOE 2 x $12.45 - $12.60 x 8 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$1173 ZM=62.48 Ref
  907. >>15000 ZM Nov23 80.0 Puts $17.51 (CboeTheo=17.53)  BID  CBOE 15:14:44.104 BXO 3 x $17.45 - $17.60 x 11 BZX  SPREAD/LEGGED/FLOOR  Vega=$0 ZM=62.48 Ref
  908. SWEEP DETECTED:
    >>3050 JD Dec23 25.0 Puts $0.747 (CboeTheo=0.75)  Below Bid!  [MULTI] 15:15:22.384 IV=49.1% +1.8 EMLD 265 x $0.75 - $0.78 x 265 EMLD  Pre-Earnings  Vega=$8148 JD=26.64 Ref
  909. >>5120 UPS Jan24 170 Puts $26.30 (CboeTheo=26.30)  BID  PHLX 15:15:36.462 EDGX 3 x $26.20 - $26.45 x 14 BXO  FLOOR - OPENING  Vega=$0 UPS=143.69 Ref
  910. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 IRT Jan24 12.5 Calls $1.258 (CboeTheo=1.26)  Above Ask!  [MULTI] 15:16:25.557 IV=31.0% +1.2 NOM 1 x $1.20 - $1.25 x 110 EMLD  OPENING 
    Delta=75%, EST. IMPACT = 75k Shares ($1.01m) To Buy IRT=13.40 Ref
  911. >>2788 AAPL Dec24 275 Calls $1.01 (CboeTheo=1.02)  ASK  MIAX 15:17:46.717 IV=19.2% -0.9 CBOE 212 x $1.00 - $1.01 x 2788 MIAX  OPENING  Vega=$75k AAPL=188.09 Ref
  912. SPLIT TICKET:
    >>2893 AAPL Dec24 275 Calls $1.01 (CboeTheo=1.02)  ASK  [MIAX] 15:17:46.523 IV=19.2% -0.9 CBOE 212 x $1.00 - $1.01 x 2893 MIAX  OPENING  Vega=$78k AAPL=188.09 Ref
  913. SWEEP DETECTED:
    >>4424 INTC Nov23 24th 40.0 Calls $0.49 (CboeTheo=0.50)  BID  [MULTI] 15:18:40.629 IV=26.4% +0.4 EMLD 1195 x $0.49 - $0.50 x 41 NOM Vega=$11k INTC=39.48 Ref
  914. SWEEP DETECTED:
    >>2104 BMY Dec23 8th 55.0 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 15:19:21.394 IV=21.6% -0.1 PHLX 126 x $0.07 - $0.10 x 934 EMLD  OPENING  Vega=$4285 BMY=50.62 Ref
  915. >>4875 ABCM Jan24 22.5 Puts $0.12 (CboeTheo=0.16)  BID  AMEX 15:19:33.618 IV=16.4% -0.7 NOM 18 x $0.10 - $0.25 x 4 EMLD  CROSS  Vega=$11k ABCM=23.23 Ref
  916. >>3828 GS Jan24 340 Calls $13.50 (CboeTheo=13.66)  Below Bid!  BOX 15:20:50.791 IV=21.2% +0.3 MPRL 96 x $13.70 - $13.95 x 36 BOX  FLOOR - OPENING  Vega=$219k GS=341.63 Ref
  917. SWEEP DETECTED:
    >>Bearish Delta Impact 4010 GS Jan24 340 Calls $13.51 (CboeTheo=13.70)  Below Bid!  [MULTI] 15:20:50.777 IV=21.6% +0.6 EDGX 22 x $13.75 - $13.95 x 23 BOX  ISO - OPENING 
    Delta=55%, EST. IMPACT = 222k Shares ($75.8m) To Sell GS=341.69 Ref
  918. SPLIT TICKET:
    >>1300 SPX Nov23 4380 Puts $1.05 (CboeTheo=1.02)  ASK  [CBOE] 15:21:05.893 IV=18.8% +3.8 CBOE 3048 x $0.95 - $1.05 x 1525 CBOE Vega=$44k SPX=4509.82 Fwd
  919. >>7500 RBLX Nov23 39.0 Calls $1.38 (CboeTheo=1.37)  ASK  PHLX 15:21:24.212 IV=83.3% +7.9 C2 72 x $1.36 - $1.38 x 66 MPRL  SPREAD/CROSS/TIED  Vega=$11k RBLX=39.34 Ref
  920. >>5000 AAPL Dec23 1st 180 Puts $0.50 (CboeTheo=0.52)  BID  PHLX 15:23:05.850 IV=19.1% -0.3 C2 346 x $0.50 - $0.51 x 324 C2  SPREAD/CROSS/TIED - OPENING  Vega=$44k AAPL=188.00 Ref
  921. >>25000 SNAP Nov23 12.0 Calls $0.29 (CboeTheo=0.29)  BID  PHLX 15:23:31.547 IV=53.6% -0.7 MPRL 11 x $0.29 - $0.30 x 1341 C2  SPREAD/CROSS/TIED  Vega=$11k SNAP=12.10 Ref
  922. >>2753 F Nov23 10.0 Calls $0.46 (CboeTheo=0.47)  BID  C2 15:24:38.587 IV=37.1% +3.0 C2 5553 x $0.46 - $0.47 x 4 GEMX  SPREAD/LEGGED  Vega=$457 F=10.45 Ref
  923. >>2535 F Nov23 10.5 Calls $0.11 (CboeTheo=0.09)  ASK  C2 15:24:38.587 IV=35.8% -11.1 GEMX 4675 x $0.10 - $0.11 x 7168 C2  SPREAD/LEGGED  Vega=$954 F=10.45 Ref
  924. >>3500 FSLR Dec23 200 Puts $50.45 (CboeTheo=50.51)  BID  PHLX 15:24:40.766 BXO 30 x $50.00 - $51.00 x 38 NOM  FLOOR - OPENING  Vega=$0 FSLR=149.49 Ref
  925. >>3000 FSLR Dec23 195 Puts $45.50 (CboeTheo=45.51)  ASK  PHLX 15:24:40.766 EDGX 5 x $44.85 - $46.00 x 5 EDGX  FLOOR - OPENING  Vega=$0 FSLR=149.49 Ref
  926. SWEEP DETECTED:
    >>2577 JD Nov23 28.0 Calls $0.40 (CboeTheo=0.39)  ASK  [MULTI] 15:24:53.282 IV=92.6% +9.9 EMLD 211 x $0.38 - $0.40 x 339 EMLD  OPENING   Pre-Earnings  Vega=$2166 JD=26.62 Ref
  927. >>5000 ZTO Mar24 28.0 Calls $0.52 (CboeTheo=0.56)  BID  ARCA 15:25:47.882 IV=27.0% -1.2 MIAX 186 x $0.50 - $0.60 x 5 CBOE  CROSS - OPENING  Vega=$23k ZTO=24.39 Ref
  928. SWEEP DETECTED:
    >>Bullish Delta Impact 3176 MLCO Dec23 8.0 Calls $0.25 (CboeTheo=0.19)  ASK  [MULTI] 15:26:01.351 IV=61.6% +3.4 EMLD 1163 x $0.15 - $0.25 x 838 PHLX  OPENING 
    Delta=33%, EST. IMPACT = 104k Shares ($747k) To Buy MLCO=7.21 Ref
  929. SWEEP DETECTED:
    >>4959 CLF Apr24 25.0 Calls $0.18 (CboeTheo=0.17)  ASK  [MULTI] 15:26:28.761 IV=39.9% -0.2 BOX 312 x $0.16 - $0.18 x 636 EDGX  AUCTION - OPENING  Vega=$9599 CLF=16.80 Ref
  930. SWEEP DETECTED:
    >>2000 SIRI Jan24 3.5 Puts $0.29 (CboeTheo=0.25)  ASK  [MULTI] 15:26:45.023 IV=89.2% +8.0 BOX 159 x $0.22 - $0.29 x 1261 PHLX Vega=$1128 SIRI=4.81 Ref
  931. >>3000 SSTK Sep24 60.0 Calls $3.70 (CboeTheo=3.41)  MID  ARCA 15:26:51.077 IV=47.8% -0.4 PHLX 30 x $3.20 - $4.20 x 63 PHLX  CROSS - OPENING  Vega=$45k SSTK=44.80 Ref
  932. >>2264 PTON Dec23 22nd 6.0 Calls $0.20 (CboeTheo=0.21)  ASK  EDGX 15:27:17.790 IV=72.3% -5.4 EMLD 3532 x $0.19 - $0.20 x 1 PHLX  OPENING  Vega=$1301 PTON=5.13 Ref
  933. SWEEP DETECTED:
    >>Bearish Delta Impact 750 ULTA Nov23 400 Calls $4.00 (CboeTheo=3.89)  BID  [MULTI] 15:27:17.093 IV=31.1% -1.0 ARCA 2 x $4.00 - $4.30 x 12 EDGX
    Delta=47%, EST. IMPACT = 35k Shares ($14.0m) To Sell ULTA=398.51 Ref
  934. SWEEP DETECTED:
    >>3611 F Nov23 10.5 Calls $0.11 (CboeTheo=0.09)  ASK  [MULTI] 15:27:38.186 IV=35.8% -11.1 GEMX 6151 x $0.10 - $0.11 x 1308 EMLD  ISO  Vega=$1359 F=10.45 Ref
  935. >>Unusual Volume AAP - 3x market weighted volume: 23.1k = 20.4k projected vs 6800 adv, 52% calls, 14% of OI  Pre-Earnings  [AAP 58.65 +2.71 Ref, IV=66.4% -3.6]
  936. >>7000 JD Nov23 28.0 Calls $0.42 (CboeTheo=0.40)  ASK  AMEX 15:29:15.035 IV=93.5% +10.9 MIAX 1062 x $0.40 - $0.42 x 50 BZX  FLOOR - OPENING   Pre-Earnings  Vega=$5965 JD=26.68 Ref
  937. SWEEP DETECTED:
    >>4000 AAL Jan24 10.0 Puts $0.16 (CboeTheo=0.17)  BID  [MULTI] 15:29:19.331 IV=47.1% +1.2 ARCA 93 x $0.16 - $0.17 x 733 AMEX Vega=$4260 AAL=12.27 Ref
  938. SWEEP DETECTED:
    >>Bullish Delta Impact 971 SLG Dec23 30.0 Calls $5.30 (CboeTheo=5.15)  ASK  [MULTI] 15:29:31.159 IV=68.4% +7.7 EDGX 169 x $5.00 - $5.30 x 197 AMEX  OPENING 
    Delta=79%, EST. IMPACT = 77k Shares ($2.65m) To Buy SLG=34.48 Ref
  939. >>2078 KEY Mar24 14.0 Calls $0.37 (CboeTheo=0.36)  MID  PHLX 15:29:59.024 IV=38.8% -2.9 MPRL 494 x $0.35 - $0.40 x 729 AMEX  AUCTION  Vega=$4559 KEY=11.95 Ref
  940. SWEEP DETECTED:
    >>2100 KEY Mar24 14.0 Calls $0.37 (CboeTheo=0.36)  Above Ask!  [MULTI] 15:29:58.920 IV=37.9% -3.8 PHLX 1334 x $0.30 - $0.35 x 22 BXO Vega=$4553 KEY=11.95 Ref
  941. SWEEP DETECTED:
    >>Bearish Delta Impact 936 SRG Dec23 9.0 Puts $0.35 (CboeTheo=0.34)  ASK  [MULTI] 15:30:01.091 IV=38.5% +4.0 PHLX 133 x $0.25 - $0.35 x 246 PHLX  ISO - OPENING 
    Delta=-43%, EST. IMPACT = 40k Shares ($368k) To Sell SRG=9.15 Ref
  942. SWEEP DETECTED:
    >>2000 BX Nov23 110 Calls $0.06 (CboeTheo=0.02)  ASK  [MULTI] 15:30:41.600 IV=38.8% -10.2 C2 467 x $0.04 - $0.06 x 718 EMLD Vega=$1731 BX=103.30 Ref
  943. >>6600 TFIN Nov23 70.0 Calls $1.00 (CboeTheo=0.81)  ASK  ARCA 15:31:27.528 IV=41.7% -8.9 C2 4 x $0.55 - $1.10 x 13 C2  SPREAD/FLOOR  Vega=$17k TFIN=69.81 Ref
  944. >>6600 TFIN Feb24 75.0 Calls $2.35 (CboeTheo=2.62)  BID  ARCA 15:31:27.529 IV=28.2% -3.6 PHLX 15 x $2.25 - $3.10 x 42 PHLX  SPREAD/FLOOR - OPENING  Vega=$88k TFIN=69.81 Ref
  945. >>4000 SHOP Dec23 22nd 54.0 Puts $0.35 (CboeTheo=0.37)  MID  BOX 15:32:15.245 IV=46.9% +0.1 EDGX 180 x $0.34 - $0.36 x 3 ARCA  CROSS - OPENING  Vega=$12k SHOP=66.08 Ref
  946. SWEEP DETECTED:
    >>Bullish Delta Impact 554 ALLT Jun24 2.5 Calls $0.20 (CboeTheo=0.14)  ASK  [MULTI] 15:33:33.539 IV=70.4% +4.3 MRX 0 x $0.00 - $0.20 x 216 BOX  OPENING 
    Delta=44%, EST. IMPACT = 25k Shares ($38k) To Buy ALLT=1.56 Ref
  947. >>6000 FTCH Jan25 2.0 Calls $0.39 (CboeTheo=0.40)  MID  PHLX 15:34:57.037 IV=78.2% -1.9 MIAX 7 x $0.38 - $0.41 x 21 MPRL  TIED/FLOOR - OPENING   SSR  Vega=$3860 FTCH=1.50 Ref
  948. SWEEP DETECTED:
    >>4933 SNAP Nov23 12.0 Puts $0.182 (CboeTheo=0.19)  Below Bid!  [MULTI] 15:35:01.853 IV=52.2% -2.2 C2 131 x $0.19 - $0.20 x 352 EMLD  OPENING  Vega=$2139 SNAP=12.07 Ref
  949. SWEEP DETECTED:
    >>2368 SNAP Nov23 12.0 Calls $0.27 (CboeTheo=0.28)  MID  [MULTI] 15:35:28.254 IV=51.7% -2.6 MPRL 534 x $0.26 - $0.28 x 2622 C2 Vega=$1027 SNAP=12.07 Ref
  950. SWEEP DETECTED:
    >>2034 JD Jan24 32.5 Calls $0.482 (CboeTheo=0.49)  Above Ask!  [MULTI] 15:35:59.854 IV=43.8% -2.4 EMLD 444 x $0.45 - $0.47 x 35 EMLD  Pre-Earnings  Vega=$6299 JD=26.73 Ref
  951. SWEEP DETECTED:
    >>2984 CGC Jan24 0.5 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 15:36:00.735 IV=119.8% -20.5 EMLD 145 x $0.11 - $0.12 x 68 MPRL Vega=$246 CGC=0.53 Ref
  952. >>2000 TSLA Jun24 175 Puts $9.55 (CboeTheo=9.46)  ASK  ISE 15:36:17.880 IV=53.3% +0.2 BOX 117 x $9.45 - $9.55 x 432 EDGX  SPREAD/CROSS/TIED  Vega=$88k TSLA=237.68 Ref
  953. SWEEP DETECTED:
    >>2360 SNAP Nov23 12.0 Puts $0.185 (CboeTheo=0.20)  Below Bid!  [MULTI] 15:36:50.138 IV=50.1% -4.2 EMLD 498 x $0.19 - $0.20 x 160 NOM  OPENING  Vega=$1026 SNAP=12.05 Ref
  954. SWEEP DETECTED:
    >>4061 AAPL Nov23 180 Puts $0.07 (CboeTheo=0.07)  ASK  [MULTI] 15:37:10.369 IV=26.7% +3.5 C2 1720 x $0.06 - $0.07 x 1343 C2 Vega=$6102 AAPL=187.75 Ref
  955. SWEEP DETECTED:
    >>2002 AMD Nov23 125 Calls $0.397 (CboeTheo=0.39)  MID  [MULTI] 15:37:11.461 IV=43.3% -2.3 MPRL 224 x $0.40 - $0.41 x 820 C2 Vega=$5459 AMD=120.06 Ref
  956. >>15000 JD Jan24 32.5 Calls $0.51 (CboeTheo=0.52)  Above Ask!  AMEX 15:37:14.808 IV=45.2% -1.0 BOX 134 x $0.47 - $0.50 x 250 BZX  FLOOR   Pre-Earnings  Vega=$48k JD=26.75 Ref
  957. SPLIT TICKET:
    >>1002 SPXW Nov23 14th 4500 Puts $0.767 (CboeTheo=0.82)  Below Bid!  [CBOE] 15:38:05.271 IV=20.1% -2.0 CBOE 156 x $0.80 - $0.85 x 2 CBOE  OPENING  Vega=$9276 SPX=4504.02 Fwd
  958. SPLIT TICKET:
    >>1300 SPXW Nov23 15th 4350 Puts $0.30 (CboeTheo=0.22)  ASK  [CBOE] 15:39:06.144 IV=29.6% +12.9 CBOE 254 x $0.25 - $0.30 x 1207 CBOE Vega=$11k SPX=4504.10 Fwd
  959. >>3658 VALE Mar24 16.0 Calls $0.64 (CboeTheo=0.59)  ASK  ARCA 15:39:16.885 IV=32.5% +1.4 ISE 5 x $0.58 - $0.64 x 322 BZX  FLOOR  Vega=$11k VALE=15.21 Ref
  960. >>4700 TSLA Jan24 416.67 Puts $178.70 (CboeTheo=178.71)  MID  PHLX 15:40:57.849 BXO 12 x $178.25 - $179.15 x 11 PHLX  FLOOR - OPENING  Vega=$0 TSLA=237.97 Ref
  961. >>4200 TSLA Jan24 450 Puts $212.05 (CboeTheo=212.04)  ASK  PHLX 15:40:57.849 IV=79.4% +17.2 PHLX 12 x $211.55 - $212.50 x 14 BZX  FLOOR - OPENING  Vega=$11k TSLA=237.97 Ref
  962. SPLIT TICKET:
    >>4400 TSLA Jan24 450 Puts $212.048 (CboeTheo=212.04)  ASK  [PHLX] 15:40:57.849 IV=79.4% +17.2 PHLX 12 x $211.55 - $212.50 x 14 BZX  FLOOR - OPENING  Vega=$11k TSLA=237.97 Ref
  963. SWEEP DETECTED:
    >>2613 SNAP Nov23 12.0 Puts $0.18 (CboeTheo=0.19)  BID  [MULTI] 15:41:16.828 IV=48.9% -5.5 EMLD 1126 x $0.18 - $0.19 x 125 C2  OPENING  Vega=$1134 SNAP=12.06 Ref
  964. SWEEP DETECTED:
    >>2719 SNAP Nov23 12.0 Calls $0.26 (CboeTheo=0.27)  BID  [MULTI] 15:41:35.450 IV=48.1% -6.2 EMLD 383 x $0.26 - $0.27 x 40 C2 Vega=$1173 SNAP=12.09 Ref
  965. SPLIT TICKET:
    >>1500 SPX Mar24 4100 Puts $37.25 (CboeTheo=36.99)  Above Ask!  [CBOE] 15:41:36.367 IV=18.6% +0.7 CBOE 731 x $36.70 - $37.10 x 45 CBOE  LATE  Vega=$903k SPX=4570.61 Fwd
  966. SPLIT TICKET:
    >>1000 SPX Mar24 4400 Puts $81.67 (CboeTheo=81.35)  Above Ask!  [CBOE] 15:41:36.367 IV=14.9% +0.5 CBOE 28 x $81.00 - $81.40 x 26 CBOE  LATE  Vega=$924k SPX=4570.61 Fwd
  967. SWEEP DETECTED:
    >>2205 SNAP Nov23 11.5 Puts $0.04 (CboeTheo=0.05)  BID  [MULTI] 15:42:20.456 IV=50.8% -0.4 C2 744 x $0.04 - $0.05 x 2530 EMLD  OPENING  Vega=$542 SNAP=12.07 Ref
  968. >>1000 SPXW Dec23 8th 3700 Puts $1.15 (CboeTheo=1.11)  BID  CBOE 15:43:12.112 IV=33.4% +3.0 CBOE 16 x $1.15 - $1.20 x 266 CBOE  FLOOR - OPENING  Vega=$30k SPX=4515.30 Fwd
  969. >>1300 SPXW Dec23 8th 3700 Puts $1.15 (CboeTheo=1.11)  BID  CBOE 15:43:12.112 IV=33.4% +3.0 CBOE 16 x $1.15 - $1.20 x 266 CBOE  FLOOR - OPENING  Vega=$39k SPX=4515.30 Fwd
  970. SPLIT TICKET:
    >>5000 SPXW Dec23 8th 3700 Puts $1.15 (CboeTheo=1.11)  BID  [CBOE] 15:43:12.111 IV=33.4% +3.0 CBOE 16 x $1.15 - $1.20 x 266 CBOE  FLOOR - OPENING  Vega=$149k SPX=4515.30 Fwd
  971. >>8650 Z Dec23 35.0 Puts $0.37 (CboeTheo=0.41)  ASK  PHLX 15:43:15.507 IV=47.9% +7.0 EDGX 192 x $0.32 - $0.37 x 90 MRX  SPREAD/CROSS/TIED  Vega=$21k Z=40.48 Ref
  972. SWEEP DETECTED:
    >>2638 Z Dec23 35.0 Puts $0.389 (CboeTheo=0.41)  Above Ask!  [MULTI] 15:43:19.522 IV=47.9% +6.9 EDGX 314 x $0.32 - $0.37 x 75 PHLX Vega=$6481 Z=40.47 Ref
  973. >>15000 LCID Jan24 3.5 Puts $0.30 (CboeTheo=0.30)  BID  PHLX 15:43:36.976 IV=85.6% +1.4 NOM 22 x $0.30 - $0.31 x 2 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$8570 LCID=4.20 Ref
  974. >>4000 UBER Dec23 8th 54.0 Calls $2.05 (CboeTheo=2.03)  ASK  ARCA 15:45:27.039 IV=34.1% +0.3 MIAX 259 x $2.00 - $2.07 x 104 PHLX  CROSS - OPENING   52WeekHigh  Vega=$22k UBER=54.12 Ref
  975. >>1885 VIX Nov23 15th 13.5 Puts $0.04 (CboeTheo=0.07)  ASK  CBOE 15:46:09.419 IV=92.2% +8.7 CBOE 927 x $0.02 - $0.04 x 24k CBOE Vega=$260 VIX=14.12 Fwd
  976. SPLIT TICKET:
    >>5000 VIX Nov23 15th 13.5 Puts $0.04 (CboeTheo=0.07)  ASK  [CBOE] 15:46:09.419 IV=92.2% +8.7 CBOE 927 x $0.02 - $0.04 x 24k CBOE Vega=$689 VIX=14.12 Fwd
  977. >>4000 TTD Jan24 55.0 Puts $0.63 (CboeTheo=0.66)  ASK  AMEX 15:46:46.331 IV=42.9% -0.8 BXO 2 x $0.60 - $0.64 x 2 BXO  CROSS - OPENING   SSR  Vega=$21k TTD=67.70 Ref
  978. SWEEP DETECTED:
    >>2081 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.15)  BID  [MULTI] 15:48:07.647 IV=27.0% -3.5 NOM 1581 x $0.10 - $0.15 x 1135 PHLX  52WeekHigh  Vega=$2105 PNT=13.23 Ref
  979. SPLIT TICKET:
    >>2300 SPXW Nov23 15th 4425 Puts $0.60 (CboeTheo=0.74)  Below Bid!  [CBOE] 15:49:12.837 IV=18.2% +2.6 CBOE 386 x $0.70 - $0.75 x 129 CBOE  FLOOR - OPENING  Vega=$46k SPX=4501.65 Fwd
  980. SWEEP DETECTED:
    >>2029 LCID Dec23 4.0 Puts $0.32 (CboeTheo=0.30)  ASK  [MULTI] 15:50:25.638 IV=80.3% +5.5 MPRL 904 x $0.31 - $0.32 x 320 GEMX Vega=$940 LCID=4.18 Ref
  981. SPLIT TICKET:
    >>1167 VIX Dec23 20th 16.0 Puts $1.73 (CboeTheo=1.69)  ASK  [CBOE] 15:51:14.377 IV=77.8% +3.5 CBOE 20k x $1.68 - $1.73 x 16k CBOE Vega=$2260 VIX=15.60 Fwd
  982. SWEEP DETECTED:
    >>2704 Z Dec23 35.0 Puts $0.417 (CboeTheo=0.48)  ASK  [MULTI] 15:51:43.328 IV=48.6% +7.6 PHLX 142 x $0.34 - $0.42 x 245 PHLX Vega=$7036 Z=40.27 Ref
  983. SWEEP DETECTED:
    >>Bearish Delta Impact 500 PPG Nov23 130 Calls $4.193 (CboeTheo=4.30)  Below Bid!  [MULTI] 15:52:00.325 IV=17.8% -2.7 BOX 43 x $4.20 - $4.50 x 38 BOX
    Delta=97%, EST. IMPACT = 49k Shares ($6.54m) To Sell PPG=134.09 Ref
  984. SPLIT TICKET:
    >>1614 VIX Dec23 20th 20.0 Calls $0.62 (CboeTheo=0.63)  BID  [CBOE] 15:53:56.266 IV=97.7% -1.7 CBOE 29k x $0.62 - $0.66 x 23k CBOE Vega=$2511 VIX=15.58 Fwd
  985. >>1200 SPX Nov23 4975 Calls $0.05 (CboeTheo=0.04)  ASK  CBOE 15:54:26.740 IV=38.6% +2.8 CBOE 0 x $0.00 - $0.05 x 1 CBOE Vega=$2117 SPX=4495.39 Fwd
  986. SPLIT TICKET:
    >>1535 SPX Nov23 4975 Calls $0.05 (CboeTheo=0.04)  ASK  [CBOE] 15:54:26.740 IV=38.6% +2.8 CBOE 0 x $0.00 - $0.05 x 1 CBOE Vega=$2708 SPX=4495.39 Fwd
  987. SWEEP DETECTED:
    >>Bearish Delta Impact 500 CSWC Dec23 20.0 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 15:54:35.497 IV=34.7% +4.1 BZX 1 x $0.20 - $0.25 x 47 C2  ISO 
    Delta=-20%, EST. IMPACT = 9871 Shares ($219k) To Sell CSWC=22.20 Ref
  988. >>6129 TSLA Nov23 24th 250 Calls $2.35 (CboeTheo=2.34)  BID  EMLD 15:56:17.273 IV=43.1% -3.9 EMLD 6129 x $2.35 - $2.37 x 62 EMLD Vega=$76k TSLA=236.86 Ref
  989. SWEEP DETECTED:
    >>6132 TSLA Nov23 24th 250 Calls $2.35 (CboeTheo=2.34)  BID  [MULTI] 15:56:17.273 IV=43.1% -3.9 EMLD 6129 x $2.35 - $2.37 x 62 EMLD Vega=$76k TSLA=236.86 Ref
  990. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 LZ Nov23 11.0 Calls $0.25 (CboeTheo=0.32)  BID  [MULTI] 15:57:38.566 IV=35.4% -13.2 PHLX 230 x $0.25 - $0.35 x 293 PHLX
    Delta=70%, EST. IMPACT = 70k Shares ($781k) To Sell LZ=11.19 Ref
  991. >>2500 SAVE Feb24 17.5 Calls $1.99 (CboeTheo=2.04)  BID  PHLX 15:57:57.109 IV=184.0% -2.2 PHLX 10 x $1.84 - $2.19 x 15 ARCA  SPREAD/CROSS/TIED  Vega=$5010 SAVE=9.93 Ref
  992. >>2500 SAVE Feb24 7.5 Puts $2.74 (CboeTheo=2.47)  ASK  PHLX 15:57:57.109 IV=236.0% +16.5 BOX 556 x $2.25 - $2.88 x 418 PHLX  SPREAD/CROSS/TIED  Vega=$3525 SAVE=9.93 Ref
  993. SPLIT TICKET:
    >>1000 SPXW Nov23 5000 Calls $0.05 (CboeTheo=0.05)  ASK  [CBOE] 15:58:02.339 IV=38.7% +1.5 CBOE 0 x $0.00 - $0.05 x 935 CBOE  OPENING  Vega=$1779 SPX=4493.55 Fwd
  994. SWEEP DETECTED:
    >>2342 AAPL Apr24 230 Calls $0.59 (CboeTheo=0.58)  ASK  [MULTI] 15:58:14.575 IV=17.7% -0.7 BOX 205 x $0.57 - $0.59 x 200 ARCA  OPENING  Vega=$39k AAPL=187.25 Ref
  995. SPLIT TICKET:
    >>2365 VIX Dec23 20th 16.0 Calls $1.303 (CboeTheo=1.32)  BID  [CBOE] 15:58:27.283 IV=75.9% -0.5 CBOE 1658 x $1.30 - $1.34 x 350 CBOE Vega=$4594 VIX=15.65 Fwd
  996. SWEEP DETECTED:
    >>2500 KVUE Feb24 22.5 Calls $0.36 (CboeTheo=0.35)  ASK  [MULTI] 15:59:15.613 IV=31.1% +0.5 EMLD 756 x $0.35 - $0.36 x 1022 PHLX Vega=$7330 KVUE=19.43 Ref
  997. >>1000 VIX Nov23 15th 14.0 Puts $0.10 (CboeTheo=0.11)  BID  CBOE 15:59:26.036 IV=79.7% +4.5 CBOE 1 x $0.10 - $0.12 x 3206 CBOE Vega=$223 VIX=14.25 Fwd
  998. SPLIT TICKET:
    >>1144 SPXW Nov23 15th 3750 Puts $0.05 (CboeTheo=0.07)  ASK  [CBOE] 15:59:37.644 IV=110.1% +35.3 CBOE 0 x $0.00 - $0.05 x 947 CBOE Vega=$695 SPX=4494.74 Fwd
  999. >>2000 XP Dec23 20.0 Puts $0.46 (CboeTheo=0.49)  ASK  AMEX 15:59:46.086 IV=46.7% -10.9 PHLX 813 x $0.40 - $0.50 x 303 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$3993 XP=22.39 Ref
  1000. >>2000 XP Dec23 18.0 Puts $0.13 (CboeTheo=0.20)  BID  AMEX 15:59:46.087 IV=50.1% -13.7 CBOE 749 x $0.10 - $0.20 x 412 EDGX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$1994 XP=22.39 Ref
  1001. >>2000 XP Dec23 25.0 Calls $0.24 (CboeTheo=0.28)  BID  AMEX 15:59:46.090 IV=41.5% -11.7 PHLX 740 x $0.20 - $0.30 x 522 CBOE  SPREAD/FLOOR   Post-Earnings  Vega=$3276 XP=22.39 Ref
  1002. >>1608 XSP Dec23 29th 420 Puts $1.38 (CboeTheo=1.39)  BID  CBOE 16:00:03.422 IV=17.1% +0.7 CBOE 468 x $1.37 - $1.42 x 240 CBOE Vega=$48k XSP=452.05 Fwd
  1003. SPLIT TICKET:
    >>2000 XSP Dec23 29th 420 Puts $1.38 (CboeTheo=1.39)  ASK  [CBOE] 16:00:03.422 IV=17.1% +0.7 CBOE 468 x $1.37 - $1.38 x 1608 CBOE Vega=$60k XSP=452.05 Fwd
  1004. >>2000 XSP Dec23 29th 420 Puts $1.35 (CboeTheo=1.34)  BID  CBOE 16:00:43.001 IV=17.1% +0.7 CBOE 211 x $1.34 - $1.39 x 192 CBOE Vega=$59k XSP=452.36 Fwd
  1005. >>2000 VIX Nov23 15th 14.0 Puts $0.09 (CboeTheo=0.11)  MID  CBOE 16:03:36.172 IV=78.6% +3.4 CBOE 1 x $0.07 - $0.10 x 951 CBOE  AUCTION  Vega=$432 VIX=14.27 Fwd
  1006. >>1000 VIX Nov23 15th 15.0 Puts $0.76 (CboeTheo=0.72)  ASK  CBOE 16:08:16.749 IV=120.5% +33.3 CBOE 1202 x $0.65 - $0.81 x 5625 CBOE Vega=$181 VIX=14.33 Fwd
  1007. SPLIT TICKET:
    >>1000 VIX Nov23 15th 14.0 Puts $0.09 (CboeTheo=0.11)  MID  [CBOE] 16:10:02.993 IV=78.9% +3.6 CBOE 5 x $0.07 - $0.11 x 5975 CBOE  FLOOR  Vega=$216 VIX=14.28 Fwd
  1008. >>2500 SAVE Feb24 7.5 Puts $2.66 (CboeTheo=2.61)  ASK  PHLX 16:14:12.622 IV=230.5% +11.0 PHLX 551 x $2.26 - $2.87 x 379 PHLX  LATE  Vega=$3550 SAVE=9.97 Ref
  1009. SPLIT TICKET:
    >>1000 SPXW Nov23 15th 4590 Calls $0.25 (CboeTheo=0.16)  ASK  [CBOE] 16:14:23.782 IV=18.2% -2.3 CBOE 1163 x $0.15 - $0.25 x 756 CBOE  OPENING  Vega=$11k SPX=4498.04 Fwd
  1010. >>1905 SPXW Nov23 15th 3700 Puts $0.05 (CboeTheo=0.06)  ASK  CBOE 16:14:44.695 IV=118.7% +38.2 CBOE 0 x $0.00 - $0.05 x 1905 CBOE Vega=$1081 SPX=4497.99 Fwd
  1011. SPLIT TICKET:
    >>2155 SPXW Nov23 15th 3700 Puts $0.05 (CboeTheo=0.06)  BID  [CBOE] 16:14:44.676 IV=118.7% +38.2 CBOE 47 x $0.05 - $0.10 x 789 CBOE Vega=$1223 SPX=4497.99 Fwd
  1012. >>1838 SPXW Nov23 15th 3700 Puts $0.05 (CboeTheo=0.06)  MID  CBOE 16:14:48.981 IV=118.7% +38.2 CBOE 0 x $0.00 - $0.10 x 724 CBOE Vega=$1043 SPX=4497.99 Fwd
  1013. SPLIT TICKET:
    >>2006 SPXW Nov23 15th 3700 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 16:14:48.944 IV=118.7% +38.2 CBOE 0 x $0.00 - $0.05 x 1838 CBOE Vega=$1138 SPX=4497.99 Fwd
  1014. >>1000 SPXW Nov23 21st 3700 Puts $0.30 (CboeTheo=0.27)  ASK  CBOE 16:14:54.409 IV=52.5% +7.9 CBOE 646 x $0.25 - $0.30 x 31 CBOE  FLOOR - OPENING  Vega=$6137 SPX=4501.26 Fwd
  1015. SPLIT TICKET:
    >>4900 SPXW Nov23 21st 3700 Puts $0.30 (CboeTheo=0.27)  ASK  [CBOE] 16:14:54.409 IV=52.5% +7.9 CBOE 646 x $0.25 - $0.30 x 31 CBOE  FLOOR - OPENING  Vega=$30k SPX=4501.26 Fwd
  1016. >>2500 SAVE Feb24 17.5 Calls $1.91 (CboeTheo=1.93)  BID  PHLX 16:17:53.667 IV=179.8% -6.4 PHLX 10 x $1.84 - $2.58 x 341 PHLX  LATE  Vega=$4999 SAVE=9.97 Ref
  1017. >>Market Color .SPX - SPX Option volume sets new all-time record near 4.4M contracts. Over 2.07M calls and 2.33M puts traded in the SPX option pit today as the underlying index climbed $84, or 1.9% to close at 4495.70 following the latest CPI release. This volume 27% above average and breaks the prior record of 4.28M set Oct 6th. 1.58M contracts, or 35.8% of the flow, were #0DTE options expiring today.  [.SPX 4495.70 +84.15 Ref, IV=11.9% -0.9]

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