OPTION FLOW 11/15/2023

 

1. >>1633 VIX Mar24 20th 25.0 Calls $1.53 (CboeTheo=1.51)  ASK  CBOE 08:32:22.537 IV=83.4% +0.1 CBOE 401 x $1.46 - $1.57 x 401 CBOE  AUCTION  Vega=$6237 VIX=18.08 Fwd
2. >>Market Color @STOCK - New option listings for 11/15 include GRANITESHARES NASDAQ SELECT DISRUPTORS ETF ($DRUP). Option delistings effective 11/15 include Selecta Biosciences Inc ($SELB).
3.  >>Market Color @ALL - OCC reports a total of 566,007 flex contracts traded on Nov 14th, with average daily flex volume of 396,702 over the past month. 64.2% of Tuesday's flex volume traded on Cboe, 2.4% NYSE-Arca, 0.0% PHLX and 33.4% Amex. Current Flex open interest is 19,744,914 contracts. #flex #marketmover
4. >>Market Color DKNG - Most profitable opening equity option purchase made in the prior session was a buy of 1048 DraftKings 11/17 34 calls for $1.38 at 10:18 when underlying shares were trading $34.905. These calls closed near $3.06 for mark-to-market profit of 121%, or $176K on the $145K outlay. DKNG shares closed up 1.45 at $37.03  [DKNG 37.03 +1.45 Ref]
5. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-11-14. Data sourced from datashop.cboe.com shows the at-the-money (4475 strike) straddle was trading near $21.39 on Tuesday morning when the underlying SPX index was near 4474.91. The index closed at 4495.70 resulting in a final value of $20.70 for this put and call pair, suggesting a net loss of $-0.69 for a long straddle position held into the close.
6. >>Market Color EEM - Rev/Con recap for Nov 14th. 364,272 contracts traded Tuesday in reverse/conversion spreads on 108 underlying securities. 18.2m underlying shares were involved with total notional value of $2.37b. Rev/Con volume leaders included EEM, SPY, EWZ, QQQ and XOM with implied borrow rates ranging from -491.26% (UVXY) to 292.38% (ONON).  #revcon
7. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for November 15, 2023. 25 trades were executed in VIX overnight, totaling 2832 contracts.  #gth
8. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for November 15, 2023. 23406 trades were executed in SPX overnight, totaling 100466 contracts.  #gth
9. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
   TGT $129.44 +18.65 +16.83%,
   SAVE $11.07 +1.12 +11.26%,
   SIRI $5.33 +0.44 +9.00%,
   JD $28.97 +2.26 +8.46%,
   PLUG $4.57 +0.34 +8.04%,
   
   while the biggest losers include:
   SOFI $7.29 -0.20 (-2.67%),
   RIVN $16.55 -0.35 (-2.07%),
   PINS $31.79 -0.39 (-1.21%),
   SNAP $12.04 -0.11 (-0.91%),
   GM $27.95 -0.25 (-0.89%),
   
   
10. >>2718 PDD Jan24 125 Calls $6.00 (CboeTheo=6.47)  BID  MPRL 09:30:01.078 IV=48.8% -2.1 MPRL 4146 x $6.00 - $6.90 x 1 ISE Vega=$51k PDD=114.96 Ref
11. SWEEP DETECTED:
    >>Bearish Delta Impact 5000 PDD Jan24 125 Calls $6.00 (CboeTheo=6.46)  BID  [MULTI] 09:30:01.065 IV=48.8% -2.0 MIAX 1475 x $6.00 - $6.90 x 1 ISE
    Delta=40%, EST. IMPACT = 200k Shares ($23.0m) To Sell PDD=114.95 Ref
12. >>Unusual Volume BABA - 3x market weighted volume: 44.2k = 449.4k projected vs 134.6k adv, 85% calls, 2% of OI  Pre-Earnings  [BABA 86.69 +2.81 Ref]
13. >>Unusual Volume JD - 8x market weighted volume: 52.2k = 531.3k projected vs 61.0k adv, 74% calls, 4% of OI  Post-Earnings  [JD 28.97 +2.26 Ref]
14. >>Unusual Volume SE - 4x market weighted volume: 22.2k = 226.2k projected vs 53.6k adv, 82% calls, 3% of OI [SE 38.20 +2.33 Ref]
15. >>Unusual Volume WBA - 4x market weighted volume: 13.1k = 133.0k projected vs 33.1k adv, 96% calls, 3% of OI [WBA 21.82 +0.72 Ref]
16. >>Unusual Volume TGT - 23x market weighted volume: 88.5k = 900.3k projected vs 37.9k adv, 68% calls, 17% of OI  Post-Earnings  [TGT 129.50 +18.71 Ref]
17. >>Unusual Volume DIS - 3x market weighted volume: 62.1k = 631.8k projected vs 158.2k adv, 79% calls, 4% of OI [DIS 93.99 +2.92 Ref]
18. >>Unusual Volume AI - 3x market weighted volume: 17.5k = 178.1k projected vs 58.9k adv, 90% calls, 4% of OI [AI 30.29 +0.66 Ref]
19. >>Unusual Volume XPEV - 5x market weighted volume: 15.2k = 154.7k projected vs 28.4k adv, 65% calls, 3% of OI  Post-Earnings  [XPEV 17.07 +0.07 Ref]
20. >>Unusual Volume PDD - 3x market weighted volume: 11.5k = 117.4k projected vs 29.3k adv, 90% calls, 2% of OI [PDD 115.18 +4.18 Ref]
21. SPLIT TICKET:
    >>1000 NANOS Nov23 22nd 453 Calls $2.05 (CboeTheo=1.92)  ASK  [CBOE] 09:30:02.702 IV=11.4% CBOE 1000 x $1.97 - $2.05 x 393 CBOE  OPENING  Vega=$247 NANOS=451.09 Fwd
22. >>Unusual Volume TJX - 8x market weighted volume: 8154 = 83.0k projected vs 9342 adv, 69% calls, 4% of OI  Post-Earnings  [TJX 89.17 -3.33 Ref]
23. >>Unusual Volume WMT - 3x market weighted volume: 11.5k = 117.2k projected vs 37.4k adv, 78% calls, 3% of OI  Pre-Earnings  [WMT 169.06 +1.41 Ref]
24. >>Unusual Volume NIO - 3x market weighted volume: 31.3k = 318.7k projected vs 94.8k adv, 86% calls, 2% of OI [NIO 7.84 +0.27 Ref]
25. >>Unusual Volume TLRY - 3x market weighted volume: 6520 = 66.3k projected vs 19.4k adv, 98% calls [TLRY 1.88 +0.15 Ref]
26. >>Unusual Volume NU - 9x market weighted volume: 28.2k = 287.3k projected vs 31.2k adv, 82% puts, 4% of OI  Post-Earnings  [NU 8.01 -0.82 Ref]
27. >>Unusual Volume W - 5x market weighted volume: 14.3k = 145.5k projected vs 24.9k adv, 97% puts, 4% of OI [W 48.02 +2.44 Ref]
28. >>Unusual Volume SPCE - 3x market weighted volume: 5216 = 53.1k projected vs 17.6k adv, 83% calls [SPCE 2.27 +0.14 Ref]
29. >>Unusual Volume AAP - 6x market weighted volume: 5173 = 52.6k projected vs 7765 adv, 53% calls, 3% of OI  Post-Earnings  [AAP 57.23 -1.17 Ref]
30. >>Unusual Volume VALE - 8x market weighted volume: 52.4k = 533.4k projected vs 64.3k adv, 99% calls, 3% of OI [VALE 15.14 -0.01 Ref]
31. >>Unusual Volume BEKE - 3x market weighted volume: 5518 = 56.1k projected vs 14.4k adv, 100% calls, 2% of OI [BEKE 15.64 +0.68 Ref]
32. SWEEP DETECTED:
    >>2001 TSLA Nov23 235 Calls $6.819 (CboeTheo=6.48)  Above Ask!  [MULTI] 09:30:08.713 IV=60.0% +10.4 C2 25 x $6.40 - $6.55 x 20 BOX Vega=$14k TSLA=238.99 Ref
33. SPLIT TICKET:
    >>1616 SPX Dec23 2550 Puts $0.20 (CboeTheo=0.11)  MID  [CBOE] 09:30:02.188 IV=65.9% +4.0 0 x $0.00 - $0.00 x 0 Vega=$6363 SPX=4526.49 Fwd
34. SPLIT TICKET:
    >>1352 SPX Dec23 2400 Puts $0.05 (CboeTheo=0.09)  MID  [CBOE] 09:30:02.189 IV=65.3% -1.3 0 x $0.00 - $0.00 x 0 Vega=$1648 SPX=4526.49 Fwd
35. SPLIT TICKET:
    >>1247 SPX Dec23 2500 Puts $0.10 (CboeTheo=0.10)  MID  [CBOE] 09:30:02.192 IV=64.5% +1.0 0 x $0.00 - $0.00 x 0 Vega=$2790 SPX=4526.49 Fwd
36. SPLIT TICKET:
    >>1137 SPX Dec23 2450 Puts $0.05 (CboeTheo=0.09)  MID  [CBOE] 09:30:02.192 IV=63.3% -1.7 0 x $0.00 - $0.00 x 0 Vega=$1430 SPX=4526.49 Fwd
37. >>Unusual Volume IBRX - 9x market weighted volume: 5941 = 57.9k projected vs 5958 adv, 99% calls, 5% of OI [IBRX 3.75 +0.12 Ref]
38. SWEEP DETECTED:
    >>2276 NIO Nov23 24th 8.0 Calls $0.188 (CboeTheo=0.21)  MID  [MULTI] 09:31:01.992 IV=60.0% -4.9 MPRL 256 x $0.19 - $0.20 x 5 C2 Vega=$1076 NIO=7.74 Ref
39. SWEEP DETECTED:
    >>2118 RIVN Nov23 16.0 Puts $0.22 (CboeTheo=0.15)  ASK  [MULTI] 09:31:30.393 IV=88.7% +10.0 EDGX 1858 x $0.17 - $0.22 x 410 PHLX Vega=$955 RIVN=16.60 Ref
40. SPLIT TICKET:
    >>2552 NIO Nov23 24th 8.0 Calls $0.18 (CboeTheo=0.21)  BID  [BOX] 09:31:17.887 IV=57.1% -7.8 EDGX 2366 x $0.18 - $0.20 x 173 MPRL  AUCTION  Vega=$1206 NIO=7.75 Ref
41. SWEEP DETECTED:
    >>3185 W Jan24 40.0 Puts $2.062 (CboeTheo=2.27)  Below Bid!  [MULTI] 09:31:23.399 IV=65.3% -1.6 EDGX 432 x $2.08 - $2.60 x 729 EDGX Vega=$19k W=46.49 Ref
42. SWEEP DETECTED:
    >>2958 NVDA Nov23 510 Calls $2.188 (CboeTheo=2.33)  Below Bid!  [MULTI] 09:31:42.960 IV=43.7% +4.5 MPRL 16 x $2.31 - $2.37 x 17 C2 Vega=$36k NVDA=496.78 Ref
43. >>3893 W Jan24 40.0 Puts $2.00 (CboeTheo=2.13)  ASK  ARCA 09:31:51.794 IV=67.2% +0.2 NOM 6 x $1.98 - $2.00 x 3893 ARCA Vega=$23k W=47.32 Ref
44. SWEEP DETECTED:
    >>3367 AAPL Nov23 24th 190 Calls $1.156 (CboeTheo=1.21)  Below Bid!  [MULTI] 09:32:18.461 IV=15.7% -0.1 MPRL 99 x $1.18 - $1.19 x 41 MPRL Vega=$38k AAPL=188.06 Ref
45. >>Unusual Volume PLUG - 3x market weighted volume: 30.0k = 278.2k projected vs 92.7k adv, 78% calls, 2% of OI [PLUG 4.58 +0.35 Ref]
46. >>1000 VIX Dec23 20th 40.0 Calls $0.11 (CboeTheo=0.11)  MID  CBOE 09:32:45.905 IV=157.9% +2.6 CBOE 11k x $0.09 - $0.12 x 30k CBOE Vega=$437 VIX=15.35 Fwd
47. >>Unusual Volume IBM - 3x market weighted volume: 8417 = 78.0k projected vs 23.8k adv, 95% calls, 3% of OI [IBM 151.26 +0.85 Ref]
48. >>1000 VIX Dec23 20th 40.0 Calls $0.11 (CboeTheo=0.11)  MID  CBOE 09:33:01.267 IV=157.9% +2.6 CBOE 13k x $0.09 - $0.12 x 30k CBOE Vega=$437 VIX=15.35 Fwd
49. >>2500 F Dec23 10.0 Puts $0.17 (CboeTheo=0.17)  ASK  GEMX 09:33:06.513 IV=30.6% +0.7 EMLD 5733 x $0.16 - $0.17 x 2500 GEMX Vega=$2561 F=10.40 Ref
50. >>4740 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.09)  ASK  PHLX 09:34:19.309 IV=53.6% -10.1 EDGX 1713 x $0.03 - $0.11 x 1294 PHLX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$2549 NU=8.12 Ref
51. >>4618 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.09)  ASK  PHLX 09:34:19.309 IV=53.6% -10.1 EDGX 1713 x $0.03 - $0.11 x 1294 PHLX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$2483 NU=8.12 Ref
52. SPLIT TICKET:
    >>9358 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.09)  ASK  [PHLX] 09:34:19.309 IV=53.6% -10.1 EDGX 1713 x $0.03 - $0.11 x 1294 PHLX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$5032 NU=8.12 Ref
53. >>2985 W Jan24 40.0 Puts $2.00 (CboeTheo=2.11)  ASK  BZX 09:34:21.953 IV=66.6% -0.3 PHLX 66 x $1.94 - $2.00 x 8 BZX Vega=$18k W=47.21 Ref
54. SWEEP DETECTED:
    >>2994 W Jan24 40.0 Puts $2.00 (CboeTheo=2.11)  ASK  [MULTI] 09:34:21.953 IV=66.6% -0.3 PHLX 66 x $1.94 - $2.00 x 8 BZX Vega=$18k W=47.21 Ref
55. >>Unusual Volume BYND - 3x market weighted volume: 6712 = 55.7k projected vs 18.5k adv, 55% puts, 2% of OI [BYND 7.42 +0.69 Ref]
56. SWEEP DETECTED:
    >>3615 BAC Nov23 30.0 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 09:35:56.840 IV=30.6% +1.8 EMLD 3525 x $0.14 - $0.15 x 1917 EMLD Vega=$3061 BAC=29.64 Ref
57. SWEEP DETECTED:
    >>2464 NU Dec23 7.0 Puts $0.07 (CboeTheo=0.08)  ASK  [MULTI] 09:37:05.841 IV=49.0% -14.6 EMLD 1981 x $0.05 - $0.07 x 293 EMLD  OPENING   Post-Earnings / SSR  Vega=$1153 NU=8.15 Ref
58. SWEEP DETECTED:
    >>2254 NU Dec23 7.0 Puts $0.08 (CboeTheo=0.09)  ASK  [MULTI] 09:38:19.638 IV=48.8% -14.9 MPRL 379 x $0.07 - $0.08 x 556 MPRL  OPENING   Post-Earnings / SSR  Vega=$1135 NU=8.06 Ref
59. SWEEP DETECTED:
    >>2106 Z Dec23 35.0 Puts $0.414 (CboeTheo=0.44)  ASK  [MULTI] 09:39:38.754 IV=50.1% +2.4 MIAX 231 x $0.32 - $0.42 x 97 CBOE Vega=$5365 Z=40.37 Ref
60. SWEEP DETECTED:
    >>Bullish Delta Impact 775 GSM Nov23 4.0 Calls $0.75 (CboeTheo=0.70)  ASK  [MULTI] 09:40:34.192 IV=202.8% +103.7 BOX 25 x $0.65 - $0.75 x 78 PHLX
    Delta=86%, EST. IMPACT = 67k Shares ($312k) To Buy GSM=4.69 Ref
61. SWEEP DETECTED:
    >>4414 AGNC Dec23 8.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 09:40:59.464 IV=35.8% +2.0 MPRL 65 x $0.11 - $0.13 x 26 BZX Vega=$3384 AGNC=8.63 Ref
62. >>1200 SPX Jan24 4650 Calls $44.55 (CboeTheo=43.37)  Above Ask!  CBOE 09:41:26.306 IV=11.3% +0.2 CBOE 394 x $43.10 - $43.70 x 255 CBOE  LATE  Vega=$829k SPX=4546.29 Fwd
63. >>1124 SPX Jan24 4650 Calls $44.55 (CboeTheo=43.33)  Above Ask!  CBOE 09:41:26.471 IV=11.3% +0.2 CBOE 394 x $43.10 - $43.70 x 255 CBOE  LATE  Vega=$777k SPX=4546.19 Fwd
64. SPLIT TICKET:
    >>4624 SPX Jan24 4650 Calls $44.55 (CboeTheo=43.37)  Above Ask!  [CBOE] 09:41:26.306 IV=11.3% +0.2 CBOE 394 x $43.10 - $43.70 x 255 CBOE  LATE  Vega=$3.20m SPX=4546.29 Fwd
65. SPLIT TICKET:
    >>2312 SPX Jan24 4550 Calls $90.35 (CboeTheo=88.62)  Above Ask!  [CBOE] 09:41:26.369 IV=12.2% +0.4 CBOE 357 x $88.00 - $89.20 x 285 CBOE  LATE  Vega=$1.75m SPX=4546.19 Fwd
66. SPLIT TICKET:
    >>2312 SPX Jan24 4800 Calls $11.75 (CboeTheo=11.41)  Above Ask!  [CBOE] 09:41:26.369 IV=10.7% +0.1 CBOE 625 x $11.30 - $11.60 x 1371 CBOE  LATE  Vega=$933k SPX=4546.19 Fwd
67. SWEEP DETECTED:
    >>3399 C Jan24 52.5 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 09:41:32.577 IV=26.6% -0.0 C2 307 x $0.24 - $0.25 x 431 C2  ISO  Vega=$12k C=44.88 Ref
68. >>4999 INTC Dec23 1st 38.0 Puts $0.23 (CboeTheo=0.23)  BID  MIAX 09:42:14.281 IV=28.5% +0.8 C2 764 x $0.23 - $0.24 x 1027 C2  COB/AUCTION   52WeekHigh  Vega=$11k INTC=40.05 Ref
69. >>4999 INTC Dec23 1st 41.0 Calls $0.54 (CboeTheo=0.53)  ASK  MIAX 09:42:14.281 IV=26.4% +0.4 MPRL 41 x $0.53 - $0.54 x 778 C2  COB/AUCTION   52WeekHigh  Vega=$16k INTC=40.05 Ref
70. SWEEP DETECTED:
    >>2144 BEKE Nov23 16.5 Calls $0.06 (CboeTheo=0.08)  ASK  [MULTI] 09:42:12.679 IV=65.3% -15.9 ISE 0 x $0.00 - $0.06 x 102 EDGX Vega=$617 BEKE=15.61 Ref
71. >>2484 BEKE Nov23 15.0 Calls $0.70 (CboeTheo=0.70)  ASK  BZX 09:42:19.729 IV=60.2% +12.7 PHLX 2163 x $0.58 - $0.74 x 16 ARCA Vega=$840 BEKE=15.61 Ref
72. SWEEP DETECTED:
    >>2500 DELL Dec23 62.5 Puts $0.471 (CboeTheo=0.55)  BID  [MULTI] 09:42:27.464 IV=44.8% -2.6 CBOE 432 x $0.40 - $0.60 x 146 CBOE  AUCTION - OPENING  Vega=$9601 DELL=72.58 Ref
73. >>2708 NU Dec23 7.0 Puts $0.09 (CboeTheo=0.09)  ASK  PHLX 09:42:34.598 IV=49.1% -14.5 NOM 20 x $0.08 - $0.09 x 432 MRX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$1440 NU=8.02 Ref
74. >>2574 NU Dec23 7.0 Puts $0.09 (CboeTheo=0.09)  ASK  PHLX 09:42:34.598 IV=49.1% -14.5 NOM 20 x $0.08 - $0.09 x 432 MRX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$1369 NU=8.02 Ref
75. SPLIT TICKET:
    >>5282 NU Dec23 7.0 Puts $0.09 (CboeTheo=0.09)  ASK  [PHLX] 09:42:34.598 IV=49.1% -14.5 NOM 20 x $0.08 - $0.09 x 432 MRX  AUCTION - OPENING   Post-Earnings / SSR  Vega=$2809 NU=8.02 Ref
76. >>5554 IBRX Jan24 4.0 Calls $0.45 (CboeTheo=0.44)  ASK  GEMX 09:42:37.377 IV=109.4% +2.0 PHLX 1638 x $0.40 - $0.45 x 5554 GEMX Vega=$3223 IBRX=3.75 Ref
77. >>Unusual Volume VFC - 3x market weighted volume: 9280 = 60.5k projected vs 20.1k adv, 69% calls, 3% of OI [VFC 17.59 +2.02 Ref, IV=52.0% +1.5]
78. >>7130 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 12k CBOE Vega=$15k VIX=16.78 Fwd
79. >>5000 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 12k CBOE Vega=$10k VIX=16.78 Fwd
80. >>4383 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 7299 CBOE Vega=$8929 VIX=16.78 Fwd
81. >>3445 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 7299 CBOE Vega=$7018 VIX=16.78 Fwd
82. >>1470 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 2384 CBOE Vega=$2995 VIX=16.78 Fwd
83. >>1000 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 2384 CBOE Vega=$2037 VIX=16.78 Fwd
84. >>1000 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  CBOE 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 1384 CBOE Vega=$2037 VIX=16.78 Fwd
85. SWEEP DETECTED:
    >>2000 WBA Nov23 21.5 Calls $0.45 (CboeTheo=0.44)  ASK  [MULTI] 09:43:20.337 IV=43.4% +5.8 EDGX 802 x $0.41 - $0.45 x 1000 NOM Vega=$1280 WBA=21.73 Ref
86. SPLIT TICKET:
    >>24000 VIX Jan24 17th 26.0 Calls $0.74 (CboeTheo=0.71)  ASK  [CBOE] 09:43:22.510 IV=105.3% +1.9 CBOE 11k x $0.70 - $0.74 x 12k CBOE  OPENING  Vega=$49k VIX=16.78 Fwd
87. >>76000 VIX Jan24 17th 26.0 Calls $0.75 (CboeTheo=0.72)  ASK  CBOE 09:43:32.255 IV=105.3% +1.9 CBOE 10k x $0.70 - $0.77 x 8914 CBOE  AUCTION - OPENING  Vega=$156k VIX=16.82 Fwd
88. >>50000 VALE Jan24 18.0 Calls $0.08 (CboeTheo=0.07)  ASK  BOX 09:43:34.287 IV=33.0% +1.1 ARCA 1200 x $0.06 - $0.08 x 1189 ARCA  FLOOR - OPENING  Vega=$52k VALE=15.10 Ref
89. SWEEP DETECTED:
    >>Bullish Delta Impact 975 DWAC Nov23 24th 14.5 Puts $0.20 (CboeTheo=0.31)  BID  [MULTI] 09:43:35.420 IV=64.1% -15.9 ARCA 10 x $0.20 - $0.48 x 1 AMEX
    Delta=-21%, EST. IMPACT = 21k Shares ($322k) To Buy DWAC=15.69 Ref
90. SWEEP DETECTED:
    >>2018 JD Dec23 30.0 Calls $1.05 (CboeTheo=1.03)  ASK  [MULTI] 09:43:42.825 IV=41.1% -8.2 PHLX 434 x $1.03 - $1.05 x 29 ARCA  Post-Earnings  Vega=$6676 JD=29.09 Ref
91. >>3079 AAPL Nov23 24th 180 Puts $0.19 (CboeTheo=0.19)  ASK  MRX 09:44:39.299 IV=19.8% +0.8 C2 101 x $0.18 - $0.19 x 1518 C2  AUCTION  Vega=$13k AAPL=188.12 Ref
92. >>Market Color WBA - Bullish option flow detected in Walgreen Boots (21.81 +0.72) with 16,357 calls trading (5x expected) and implied vol increasing almost 2 points to 37.42%. . The Put/Call Ratio is 0.09. Earnings are expected on 01/03.  [WBA 21.81 +0.72 Ref, IV=37.4% +1.6] #Bullish
93. SWEEP DETECTED:
    >>2621 C Jan24 52.5 Calls $0.25 (CboeTheo=0.24)  BID  [MULTI] 09:45:18.156 IV=26.6% +0.0 EDGX 1601 x $0.25 - $0.26 x 390 C2 Vega=$9522 C=44.85 Ref
94. SWEEP DETECTED:
    >>2746 JBLU Nov23 4.5 Calls $0.12 (CboeTheo=0.13)  BID  [MULTI] 09:45:44.729 IV=78.9% +2.9 EMLD 714 x $0.12 - $0.14 x 538 EDGX  ISO  Vega=$390 JBLU=4.51 Ref
95. SWEEP DETECTED:
    >>3928 JBLU Nov23 4.5 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 09:46:14.794 IV=75.5% -0.4 MRX 971 x $0.11 - $0.13 x 23 ARCA  ISO  Vega=$557 JBLU=4.50 Ref
96. SWEEP DETECTED:
    >>Bullish Delta Impact 2486 BEKE Nov23 15.0 Calls $0.80 (CboeTheo=0.80)  ASK  [MULTI] 09:46:28.639 IV=63.6% +16.1 PHLX 2726 x $0.50 - $0.80 x 1569 NOM
    Delta=83%, EST. IMPACT = 207k Shares ($3.25m) To Buy BEKE=15.72 Ref
97. >>5000 BBWI Dec23 35.0 Calls $0.95 (CboeTheo=0.98)  BID  BOX 09:46:34.009 IV=50.9% -0.6 PHLX 392 x $0.90 - $1.10 x 657 PHLX  FLOOR   ExDiv / Pre-Earnings  Vega=$17k BBWI=32.52 Ref
98. >>5000 BBWI Dec23 35.0 Calls $0.90 (CboeTheo=0.98)  BID  BOX 09:46:34.009 IV=49.4% -2.1 PHLX 392 x $0.90 - $1.10 x 657 PHLX  FLOOR   ExDiv / Pre-Earnings  Vega=$17k BBWI=32.52 Ref
99. >>2829 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 09:46:34.691 IV=55.9% +2.0 CBOE 32k x $0.02 - $0.04 x 15k CBOE  OPENING  Vega=$1086 VIX=15.47 Fwd
100. >>2291 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 09:46:34.691 IV=55.9% +2.0 CBOE 32k x $0.02 - $0.04 x 13k CBOE  OPENING  Vega=$879 VIX=15.47 Fwd
101. >>1914 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 09:46:34.691 IV=55.9% +2.0 CBOE 32k x $0.02 - $0.04 x 13k CBOE  OPENING  Vega=$735 VIX=15.47 Fwd
102. >>1470 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 09:46:34.691 IV=55.9% +2.0 CBOE 32k x $0.02 - $0.04 x 12k CBOE  OPENING  Vega=$564 VIX=15.47 Fwd
103. SPLIT TICKET:
     >>10000 BBWI Dec23 35.0 Calls $0.925 (CboeTheo=0.98)  BID  [BOX] 09:46:34.009 IV=50.9% -0.6 PHLX 392 x $0.90 - $1.10 x 657 PHLX  FLOOR   ExDiv / Pre-Earnings  Vega=$34k BBWI=32.52 Ref
104. SPLIT TICKET:
     >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  [CBOE] 09:46:34.691 IV=55.9% +2.0 CBOE 32k x $0.02 - $0.04 x 15k CBOE  OPENING  Vega=$3838 VIX=15.47 Fwd
105. SWEEP DETECTED:
     >>3284 JBLU Nov23 4.5 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 09:46:42.046 IV=79.2% +3.2 EMLD 1178 x $0.11 - $0.12 x 574 BZX  ISO  Vega=$465 JBLU=4.50 Ref
106. >>1137 XSP Nov23 15th 446 Puts $0.08 (CboeTheo=0.08)  MID  CBOE 09:47:06.101 IV=25.5% +11.0 CBOE 433 x $0.07 - $0.09 x 1215 CBOE  OPENING  Vega=$1718 XSP=450.69 Fwd
107. SPLIT TICKET:
     >>1903 XSP Nov23 15th 446 Puts $0.08 (CboeTheo=0.08)  BID  [CBOE] 09:47:05.862 IV=25.4% +10.9 CBOE 1137 x $0.08 - $0.09 x 851 CBOE  OPENING  Vega=$2882 XSP=450.67 Fwd
108. >>3839 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  CBOE 09:47:16.606 IV=55.4% +1.5 CBOE 11k x $0.03 - $0.04 x 500 CBOE  OPENING  Vega=$1481 VIX=15.43 Fwd
109. SPLIT TICKET:
     >>4339 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.03)  ASK  [CBOE] 09:47:16.606 IV=55.4% +1.5 CBOE 11k x $0.03 - $0.04 x 500 CBOE  OPENING  Vega=$1674 VIX=15.43 Fwd
110. SWEEP DETECTED:
     >>4322 JD Nov23 24th 30.0 Calls $0.44 (CboeTheo=0.42)  BID  [MULTI] 09:48:00.554 IV=44.6% -20.1 ARCA 584 x $0.44 - $0.45 x 787 EMLD  OPENING   Post-Earnings  Vega=$7301 JD=28.95 Ref
111. >>Unusual Volume Z - 3x market weighted volume: 13.3k = 74.2k projected vs 24.6k adv, 86% puts, 3% of OI [Z 40.86 +0.78 Ref, IV=43.4% +1.2]
112. >>5000 C Nov23 24th 45.0 Calls $0.64 (CboeTheo=0.65)  BID  ARCA 09:49:34.052 IV=22.5% +0.1 MPRL 156 x $0.64 - $0.66 x 398 C2  SPREAD/CROSS  Vega=$14k C=44.91 Ref
113. >>5000 C Nov23 24th 46.5 Calls $0.19 (CboeTheo=0.20)  BID  ARCA 09:49:34.052 IV=24.1% -0.4 C2 1209 x $0.19 - $0.20 x 673 C2  SPREAD/CROSS  Vega=$10k C=44.91 Ref
114. SWEEP DETECTED:
     >>6730 BAC Dec23 24.0 Puts $0.06 (CboeTheo=0.05)  ASK  [MULTI] 09:49:54.315 IV=42.5% +2.8 EMLD 1490 x $0.05 - $0.06 x 3008 EMLD Vega=$5042 BAC=29.62 Ref
115. SWEEP DETECTED:
     >>Bearish Delta Impact 1856 HPP Dec24 5.0 Calls $1.80 (CboeTheo=1.84)  BID  [MULTI] 09:50:55.481 IV=60.9% -1.5 C2 75 x $1.80 - $1.85 x 9 MIAX
     Delta=70%, EST. IMPACT = 131k Shares ($761k) To Sell HPP=5.81 Ref
116. SWEEP DETECTED:
     >>2149 TSLA Nov23 24th 250 Calls $2.495 (CboeTheo=2.56)  Below Bid!  [MULTI] 09:53:58.683 IV=42.9% +0.1 BZX 30 x $2.53 - $2.56 x 61 BZX Vega=$27k TSLA=238.50 Ref
117. >>5126 XP Nov23 23.5 Calls $0.30 (CboeTheo=0.29)  BID  PHLX 09:54:42.088 IV=56.7% +3.5 CBOE 1468 x $0.25 - $0.45 x 1053 PHLX  AUCTION  Vega=$3658 XP=23.25 Ref
118. >>4873 XP Nov23 23.5 Calls $0.30 (CboeTheo=0.29)  BID  PHLX 09:54:42.088 IV=56.7% +3.5 CBOE 1468 x $0.25 - $0.45 x 1053 PHLX  AUCTION  Vega=$3478 XP=23.25 Ref
119. SPLIT TICKET:
     >>9999 XP Nov23 23.5 Calls $0.30 (CboeTheo=0.29)  BID  [PHLX] 09:54:42.088 IV=56.7% +3.5 CBOE 1468 x $0.25 - $0.45 x 1053 PHLX  AUCTION  Vega=$7136 XP=23.25 Ref
120. >>2500 C Mar24 44.0 Calls $3.28 (CboeTheo=3.36)  BID  BOX 09:55:55.806 IV=25.1% -0.5 CBOE 1905 x $3.15 - $3.45 x 1141 CBOE  AUCTION  Vega=$24k C=44.94 Ref
121. SPLIT TICKET:
     >>5000 C Mar24 44.0 Calls $3.242 (CboeTheo=3.36)  BID  [BOX] 09:55:55.806 IV=25.4% -0.3 CBOE 1905 x $3.15 - $3.45 x 1141 CBOE  AUCTION  Vega=$49k C=44.94 Ref
122. >>2133 BAC Nov23 32.0 Calls $0.01 (CboeTheo=0.01)  BID  MIAX 09:57:03.599 IV=50.6% +1.7 C2 574 x $0.01 - $0.02 x 1089 C2  AUCTION  Vega=$283 BAC=29.52 Ref
123. >>3000 INTC Jan24 32.5 Puts $0.18 (CboeTheo=0.18)  BID  AMEX 09:57:14.077 IV=35.6% +0.7 C2 418 x $0.18 - $0.19 x 1730 C2  SPREAD/CROSS   52WeekHigh  Vega=$6614 INTC=39.98 Ref
124. >>3000 INTC Jan24 40.0 Puts $1.75 (CboeTheo=1.74)  ASK  AMEX 09:57:14.077 IV=28.4% +0.3 MPRL 48 x $1.74 - $1.75 x 327 EMLD  SPREAD/CROSS   52WeekHigh  Vega=$20k INTC=39.98 Ref
125. SWEEP DETECTED:
     >>2941 CVS Dec23 60.0 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 09:58:05.899 IV=32.6% +1.2 CBOE 536 x $0.13 - $0.17 x 358 MRX  OPENING  Vega=$7124 CVS=68.81 Ref
126. >>15284 NU Nov23 8.0 Calls $0.18 (CboeTheo=0.16)  Above Ask!  PHLX 09:58:54.241 IV=69.9% -48.2 MPRL 709 x $0.16 - $0.17 x 1 NOM  AUCTION   Post-Earnings / SSR  Vega=$3849 NU=8.00 Ref
127. SWEEP DETECTED:
     >>Bullish Delta Impact 18100 NU Nov23 8.0 Calls $0.178 (CboeTheo=0.15)  Above Ask!  [MULTI] 09:58:53.304 IV=66.0% -52.1 BOX 327 x $0.15 - $0.16 x 268 C2  ISO   Post-Earnings / SSR 
     Delta=50%, EST. IMPACT = 903k Shares ($7.21m) To Buy NU=7.99 Ref
128. >>Market Color W - Bearish flow noted in Wayfair (49.22 +3.64) with 16,059 puts trading, or 5x expected. The Put/Call Ratio is 5.61, while ATM IV is up over 1 point on the day. Earnings are expected on 02/21. [W 49.22 +3.64 Ref, IV=67.6% +1.4] #Bearish
129. >>2100 ENTG Dec23 75.0 Puts $0.75 (CboeTheo=0.11)  ASK  BOX 10:00:33.399 IV=76.1% +26.9 ISE 0 x $0.00 - $0.75 x 57 BOX  SPREAD/FLOOR  Vega=$8320 ENTG=100.60 Ref
130. >>6875 BALL Dec23 55.0 Calls $0.42 (CboeTheo=0.47)  BID  MIAX 10:02:21.870 IV=25.5% -1.5 MPRL 268 x $0.40 - $0.50 x 65 BZX  ISO/AUCTION - OPENING  Vega=$29k BALL=51.60 Ref
131. SWEEP DETECTED:
     >>Bearish Delta Impact 7380 BALL Dec23 55.0 Calls $0.422 (CboeTheo=0.48)  Below Bid!  [MULTI] 10:02:21.420 IV=25.8% -1.2 PHLX 20 x $0.45 - $0.50 x 1 NOM  ISO - OPENING 
     Delta=22%, EST. IMPACT = 159k Shares ($8.23m) To Sell BALL=51.66 Ref
132. SWEEP DETECTED:
     >>2012 Z Dec23 35.0 Puts $0.425 (CboeTheo=0.43)  ASK  [MULTI] 10:03:10.214 IV=53.0% +5.3 MPRL 30 x $0.37 - $0.43 x 249 ARCA Vega=$5047 Z=40.87 Ref
133. >>Unusual Volume EBIX - 4x market weighted volume: 9165 = 37.9k projected vs 7705 adv, 97% puts, 8% of OI [EBIX 4.03 +0.43 Ref, IV=246.5% -2.5]
134. >>10000 VALE Jan24 18.0 Calls $0.08 (CboeTheo=0.08)  BID  PHLX 10:05:02.760 IV=33.1% +1.1 ARCA 30 x $0.08 - $0.09 x 867 ARCA  FLOOR  Vega=$10k VALE=15.10 Ref
135. SWEEP DETECTED:
     >>4703 FSR Nov23 3.5 Calls $0.08 (CboeTheo=0.10)  BID  [MULTI] 10:06:33.269 IV=129.1% -1.6 EMLD 1343 x $0.08 - $0.09 x 532 EMLD  ISO   SSR  Vega=$467 FSR=3.37 Ref
136. >>2000 GE Dec23 1st 115 Calls $3.60 (CboeTheo=3.45)  BID  AMEX 10:07:04.238 IV=23.3% +2.0 MPRL 34 x $3.35 - $3.95 x 163 AMEX  SPREAD/FLOOR  Vega=$18k GE=116.97 Ref
137. >>2000 GE Dec23 115 Calls $4.50 (CboeTheo=4.43)  ASK  AMEX 10:07:04.238 IV=23.2% +0.7 ARCA 85 x $4.40 - $4.50 x 36 MPRL  SPREAD/FLOOR  Vega=$25k GE=116.97 Ref
138. SWEEP DETECTED:
     >>2009 BBY Dec23 77.5 Calls $0.48 (CboeTheo=0.52)  BID  [MULTI] 10:07:25.513 IV=38.7% -1.1 EDGX 294 x $0.47 - $0.53 x 21 MPRL  AUCTION  Vega=$8672 BBY=68.34 Ref
139. >>Unusual Volume TFC - 3x market weighted volume: 14.9k = 58.7k projected vs 17.2k adv, 91% calls, 4% of OI [TFC 31.88 +0.90 Ref, IV=32.5% -0.5]
140. >>3000 BAC Dec23 8th 31.0 Calls $0.18 (CboeTheo=0.20)  BID  PHLX 10:10:44.151 IV=22.0% -1.1 CBOE 4093 x $0.18 - $0.20 x 114 BZX  OPENING  Vega=$6422 BAC=29.66 Ref
141. SPLIT TICKET:
     >>2000 FDX Dec23 260 Calls $6.50 (CboeTheo=6.41)  ASK  [MIAX] 10:10:47.140 IV=22.0% +0.8 BZX 32 x $6.35 - $6.55 x 9 AMEX  AUCTION - OPENING  Vega=$59k FDX=259.62 Ref
142. SWEEP DETECTED:
     >>3510 ZIM Nov23 24th 6.5 Puts $0.07 (CboeTheo=0.14)  BID  [MULTI] 10:11:00.321 IV=65.1% -66.0 CBOE 429 x $0.07 - $0.12 x 338 EDGX  ISO   Post-Earnings / SSR   52WeekLow  Vega=$1013 ZIM=7.13 Ref
143. >>2000 PBR Nov23 15.5 Puts $0.10 (CboeTheo=0.10)  MID  GEMX 10:11:10.789 IV=38.7% +3.6 BXO 11 x $0.08 - $0.11 x 1049 ARCA Vega=$885 PBR=15.71 Ref
144. SPLIT TICKET:
     >>1000 VIX Feb24 14th 28.0 Calls $1.02 (CboeTheo=0.99)  ASK  [CBOE] 10:11:30.847 IV=101.2% +2.0 CBOE 18k x $0.98 - $1.02 x 194 CBOE Vega=$2734 VIX=17.48 Fwd
145. >>3000 SQ Dec23 55.0 Calls $3.85 (CboeTheo=3.85)  MID  BOX 10:11:33.861 IV=41.3% +0.6 EDGX 203 x $3.80 - $3.90 x 195 EDGX  SPREAD/FLOOR  Vega=$18k SQ=56.86 Ref
146. >>3000 SQ Dec23 60.0 Calls $1.53 (CboeTheo=1.53)  BID  BOX 10:11:33.861 IV=40.6% +0.1 BZX 12 x $1.53 - $1.54 x 12 BZX  SPREAD/FLOOR  Vega=$18k SQ=56.86 Ref
147. SWEEP DETECTED:
     >>5000 BAC Nov23 30.0 Calls $0.13 (CboeTheo=0.14)  BID  [MULTI] 10:11:43.362 IV=29.5% +0.7 EMLD 2848 x $0.13 - $0.14 x 2567 C2  ISO  Vega=$4081 BAC=29.61 Ref
148. >>Unusual Volume CELH - 3x market weighted volume: 17.5k = 65.0k projected vs 21.3k adv, 83% calls, 88% of OI [CELH 51.23 -1.03 Ref, IV=50.4% -0.4]
149. >>2009 ZIM Jan24 20.0 Calls $0.05 (CboeTheo=0.03)  MID  AMEX 10:13:08.292 IV=122.3% +15.2 GEMX 0 x $0.00 - $0.09 x 266 EDGX  FLOOR   Post-Earnings / SSR   52WeekLow  Vega=$531 ZIM=7.13 Ref
150. >>2009 ZIM Jan24 20.0 Calls $0.04 (CboeTheo=0.03)  MID  AMEX 10:13:08.292 IV=118.2% +11.1 GEMX 0 x $0.00 - $0.09 x 266 EDGX  FLOOR   Post-Earnings / SSR   52WeekLow  Vega=$462 ZIM=7.13 Ref
151. SPLIT TICKET:
     >>4018 ZIM Jan24 20.0 Calls $0.045 (CboeTheo=0.03)  MID  [AMEX] 10:13:08.292 IV=122.3% +15.2 GEMX 0 x $0.00 - $0.09 x 266 EDGX  FLOOR   Post-Earnings / SSR   52WeekLow  Vega=$1062 ZIM=7.13 Ref
152. >>Unusual Volume OPEN - 3x market weighted volume: 10.5k = 37.7k projected vs 12.3k adv, 78% calls, 3% of OI [OPEN 2.53 +0.24 Ref, IV=93.1% -6.0]
153. SWEEP DETECTED:
     >>2301 NU Dec23 8th 8.5 Calls $0.17 (CboeTheo=0.15)  ASK  [MULTI] 10:14:31.981 IV=40.4% -7.3 MRX 341 x $0.15 - $0.17 x 254 EMLD  OPENING   Post-Earnings / SSR  Vega=$1704 NU=8.06 Ref
154. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 OLN Nov23 47.5 Puts $0.50 (CboeTheo=0.50)  BID  [MULTI] 10:14:37.096 IV=34.3% +2.2 CBOE 119 x $0.50 - $0.60 x 201 CBOE  ISO 
     Delta=-49%, EST. IMPACT = 49k Shares ($2.33m) To Buy OLN=47.48 Ref
155. >>2400 VFC Nov23 24th 18.0 Calls $0.60 (CboeTheo=0.53)  ASK  ARCA 10:14:39.896 IV=56.9% -14.5 PHLX 313 x $0.50 - $0.60 x 6 BZX  FLOOR - OPENING  Vega=$2727 VFC=17.88 Ref
156. SPLIT TICKET:
     >>3000 VFC Nov23 24th 18.0 Calls $0.59 (CboeTheo=0.53)  ASK  [ARCA] 10:14:39.896 IV=56.9% -14.5 PHLX 313 x $0.50 - $0.60 x 6 BZX  FLOOR - OPENING  Vega=$3408 VFC=17.88 Ref
157. SWEEP DETECTED:
     >>Bearish Delta Impact 2950 HPP Dec24 5.0 Calls $1.85 (CboeTheo=1.87)  BID  [MULTI] 10:14:43.819 IV=61.7% -0.8 AMEX 1037 x $1.85 - $2.15 x 40 ARCA
     Delta=70%, EST. IMPACT = 208k Shares ($1.24m) To Sell HPP=5.95 Ref
158. >>Market Color @STOCK - Heavy first hour option volume is noted in : WSO, RDW, IRBT, HPP, TGT, DQ, EWW, EDIT, CHGG. 
159. >>Market Color RUN - Bullish option flow detected in Sunrun (11.83 +0.85) with 9,116 calls trading (3x expected) and implied vol increasing over 2 points to 89.81%. . The Put/Call Ratio is 0.18. Earnings are expected on 02/21. [RUN 11.83 +0.85 Ref, IV=89.8% +2.1] #Bullish
160. >>Unusual Volume M - 3x market weighted volume: 33.2k = 115.7k projected vs 29.1k adv, 66% calls, 7% of OI  Pre-Earnings  [M 12.69 +0.95 Ref, IV=70.3% -0.8]
161. SWEEP DETECTED:
     >>Bullish Delta Impact 515 BJRI Jan24 30.0 Calls $2.399 (CboeTheo=2.27)  ASK  [MULTI] 10:15:31.473 IV=42.5% +3.4 MIAX 7 x $2.20 - $2.40 x 65 CBOE  ISO 
     Delta=57%, EST. IMPACT = 30k Shares ($889k) To Buy BJRI=30.14 Ref
162. >>6250 TSLA Dec23 180 Puts $0.52 (CboeTheo=0.54)  Below Bid!  AMEX 10:15:49.826 IV=58.0% +1.6 C2 598 x $0.53 - $0.54 x 189 MPRL  SPREAD/FLOOR  Vega=$31k TSLA=241.03 Ref
163. >>2500 TSLA Dec23 200 Puts $1.53 (CboeTheo=1.54)  BID  AMEX 10:15:49.826 IV=51.8% +1.4 C2 111 x $1.53 - $1.55 x 662 C2  SPREAD/FLOOR  Vega=$28k TSLA=241.03 Ref
164. SWEEP DETECTED:
     >>Bullish Delta Impact 500 DRRX Dec23 1.0 Puts $0.45 (CboeTheo=0.49)  BID  [MULTI] 10:15:56.604 IV=177.3% -75.6 PHLX 741 x $0.45 - $0.55 x 1 ARCA  ISO 
     Delta=-79%, EST. IMPACT = 40k Shares ($23k) To Buy DRRX=0.58 Ref
165. SWEEP DETECTED:
     >>Bearish Delta Impact 1005 COUR Nov23 20.0 Puts $0.35 (CboeTheo=0.24)  ASK  [MULTI] 10:16:35.241 IV=51.4% +18.8 PHLX 407 x $0.20 - $0.35 x 331 PHLX  OPENING   52WeekHigh 
     Delta=-52%, EST. IMPACT = 52k Shares ($1.04m) To Sell COUR=19.95 Ref
166. >>7200 BMBL Dec23 29th 12.0 Puts $0.15 (CboeTheo=0.21)  MID  BOX 10:16:48.620 IV=54.0% -5.8 AMEX 437 x $0.10 - $0.20 x 557 EDGX  FLOOR - OPENING  Vega=$6808 BMBL=14.87 Ref
167. >>4800 BMBL Dec23 29th 12.0 Puts $0.10 (CboeTheo=0.21)  BID  BOX 10:16:48.620 IV=48.2% -11.6 AMEX 437 x $0.10 - $0.20 x 557 EDGX  FLOOR - OPENING  Vega=$3838 BMBL=14.87 Ref
168. SPLIT TICKET:
     >>12000 BMBL Dec23 29th 12.0 Puts $0.13 (CboeTheo=0.21)  BID  [BOX] 10:16:48.620 IV=54.0% -5.8 AMEX 437 x $0.10 - $0.20 x 557 EDGX  FLOOR - OPENING  Vega=$11k BMBL=14.87 Ref
169. >>4000 MARA Nov23 10.0 Calls $0.22 (CboeTheo=0.21)  ASK  BZX 10:17:59.426 IV=111.7% -2.7 EDGX 1206 x $0.21 - $0.22 x 66 NOM Vega=$1170 MARA=9.71 Ref
170. SWEEP DETECTED:
     >>4113 MARA Nov23 10.0 Calls $0.22 (CboeTheo=0.21)  ASK  [MULTI] 10:17:59.214 IV=111.7% -2.7 EDGX 1206 x $0.21 - $0.22 x 4009 BZX  AUCTION  Vega=$1203 MARA=9.71 Ref
171. >>5000 EBIX Nov23 24th 3.0 Puts $0.20 (CboeTheo=0.24)  BID  BOX 10:19:04.785 IV=259.2% +3.3 PHLX 951 x $0.20 - $0.30 x 166 EDGX  FLOOR - OPENING  Vega=$842 EBIX=4.05 Ref
172. >>Unusual Volume TECK - 3x market weighted volume: 8497 = 27.6k projected vs 9077 adv, 54% puts, 4% of OI [TECK 36.27 -0.36 Ref, IV=31.8% -0.1]
173. >>2500 PFE Jun24 27.5 Puts $1.46 (CboeTheo=1.44)  ASK  PHLX 10:19:40.116 IV=29.2% +0.6 NOM 104 x $1.41 - $1.46 x 47 BOX  SPREAD/CROSS/TIED  Vega=$20k PFE=29.95 Ref
174. SWEEP DETECTED:
     >>2853 AAL Dec23 12.0 Puts $0.28 (CboeTheo=0.27)  ASK  [MULTI] 10:20:13.679 IV=39.4% +3.2 GEMX 130 x $0.26 - $0.28 x 453 C2 Vega=$3580 AAL=12.63 Ref
175. SWEEP DETECTED:
     >>Bearish Delta Impact 1242 CHGG Nov23 10.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 10:21:03.595 IV=54.4% -39.9 EMLD 674 x $0.20 - $0.25 x 258 PHLX
     Delta=56%, EST. IMPACT = 69k Shares ($698k) To Sell CHGG=10.05 Ref
176. SWEEP DETECTED:
     >>Bearish Delta Impact 4643 ASAN Nov23 21.0 Puts $0.30 (CboeTheo=0.24)  ASK  [MULTI] 10:21:06.525 IV=74.7% +18.7 EDGX 429 x $0.20 - $0.30 x 606 CBOE  OPENING 
     Delta=-35%, EST. IMPACT = 160k Shares ($3.44m) To Sell ASAN=21.45 Ref
177. SWEEP DETECTED:
     >>3698 BAC Nov23 30.0 Calls $0.14 (CboeTheo=0.14)  ASK  [MULTI] 10:21:17.258 IV=29.3% +0.4 EMLD 4979 x $0.13 - $0.14 x 2063 EMLD Vega=$3096 BAC=29.66 Ref
178. >>2000 DQ Nov23 25.0 Calls $5.00 (CboeTheo=4.87)  ASK  PHLX 10:22:04.201 IV=176.9% +78.5 PHLX 128 x $4.60 - $5.00 x 31 BOX  SPREAD/FLOOR  Vega=$752 DQ=29.84 Ref
179. >>3250 TFC Jan24 30.0 Calls $3.15 (CboeTheo=3.18)  BID  ISE 10:22:39.890 IV=36.0% +0.4 PHLX 375 x $3.10 - $3.30 x 348 PHLX  SPREAD/CROSS  Vega=$15k TFC=31.89 Ref
180. >>3250 TFC Jan24 32.5 Calls $1.71 (CboeTheo=1.66)  ASK  ISE 10:22:39.890 IV=34.4% +1.2 MIAX 232 x $1.65 - $1.75 x 201 MIAX  SPREAD/CROSS  Vega=$17k TFC=31.89 Ref
181. >>5480 IRBT Jan24 45.0 Calls $0.40 (CboeTheo=0.45)  BID  AMEX 10:23:34.071 IV=63.5% -3.2 MPRL 55 x $0.25 - $0.75 x 1 ARCA  FLOOR  Vega=$14k IRBT=30.89 Ref
182. >>2527 IRBT Jan24 50.0 Calls $0.20 (CboeTheo=0.24)  BID  AMEX 10:23:53.370 IV=65.6% -3.7 PHLX 110 x $0.05 - $0.55 x 113 AMEX  FLOOR  Vega=$4030 IRBT=30.89 Ref
183. >>2217 PRGO Dec23 30.0 Calls $1.05 (CboeTheo=1.10)  BID  PHLX 10:23:58.165 IV=28.8% -2.1 PHLX 250 x $1.00 - $1.90 x 418 PHLX  AUCTION - OPENING  Vega=$7471 PRGO=30.15 Ref
184. >>5000 JD Dec23 30.0 Puts $2.07 (CboeTheo=2.03)  ASK  PHLX 10:25:20.042 IV=41.6% -8.0 NOM 39 x $2.03 - $2.07 x 38 BZX  SPREAD/CROSS/TIED   Post-Earnings  Vega=$16k JD=28.70 Ref
185. >>2000 W Jan24 55.0 Calls $3.51 (CboeTheo=3.40)  BID  ISE 10:25:27.531 IV=64.5% +0.9 PHLX 196 x $3.45 - $3.60 x 242 EDGX  SPREAD/CROSS/TIED  Vega=$16k W=49.59 Ref
186. >>2000 W Nov23 50.0 Puts $1.61 (CboeTheo=1.51)  ASK  ISE 10:25:27.531 IV=89.8% +6.6 PHLX 104 x $1.50 - $1.67 x 197 PHLX  SPREAD/CROSS/TIED  Vega=$3100 W=49.59 Ref
187. >>2500 LI Feb24 43.0 Calls $3.48 (CboeTheo=3.46)  ASK  ARCA 10:25:32.706 IV=50.0% +0.9 EMLD 129 x $3.40 - $3.50 x 115 MIAX  CROSS - OPENING  Vega=$21k LI=40.89 Ref
188. >>Unusual Volume PANW - 3x market weighted volume: 32.0k = 96.7k projected vs 31.0k adv, 73% puts, 5% of OI  Pre-Earnings  [PANW 261.10 -0.07 Ref, IV=44.5% -0.1]
189. >>2000 PBR Nov23 24th 15.5 Puts $0.43 (CboeTheo=0.46)  BID  BOX 10:25:46.599 IV=27.4% -1.7 NOM 20 x $0.43 - $0.51 x 276 BZX  FLOOR - OPENING  Vega=$1782 PBR=15.73 Ref
190. >>2000 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.09)  BID  NOM 10:25:55.219 IV=34.4% +4.8 BXO 499 x $0.10 - $0.15 x 927 C2 Vega=$1792 PNT=13.36 Ref
191. SWEEP DETECTED:
     >>2522 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.09)  BID  [MULTI] 10:25:55.219 IV=34.4% +4.8 BXO 499 x $0.10 - $0.15 x 927 C2 Vega=$2260 PNT=13.36 Ref
192. >>2000 W Jan24 55.0 Calls $3.55 (CboeTheo=3.45)  MID  ISE 10:26:23.242 IV=64.6% +1.0 PHLX 164 x $3.50 - $3.60 x 132 EDGX  SPREAD/CROSS/TIED  Vega=$16k W=49.63 Ref
193. >>2000 W Nov23 50.0 Puts $1.55 (CboeTheo=1.49)  BID  ISE 10:26:23.242 IV=87.7% +4.4 ARCA 1 x $1.49 - $1.63 x 162 PHLX  SPREAD/CROSS/TIED  Vega=$3105 W=49.63 Ref
194. SWEEP DETECTED:
     >>2183 CELH Nov23 56.67 Calls $0.05 (CboeTheo=0.16)  BID  [MULTI] 10:26:57.230 IV=74.4% NOM 104 x $0.05 - $0.10 x 41 NOM  ISO - OPENING  Vega=$806 CELH=51.12 Ref
195. SWEEP DETECTED:
     >>Bearish Delta Impact 924 QFIN Dec23 17.5 Calls $0.60 (CboeTheo=0.63)  BID  [MULTI] 10:27:12.706 IV=44.4% -7.0 PHLX 181 x $0.60 - $0.75 x 104 PHLX  OPENING 
     Delta=41%, EST. IMPACT = 38k Shares ($646k) To Sell QFIN=16.87 Ref
196. SWEEP DETECTED:
     >>Bullish Delta Impact 500 QFIN Dec23 17.5 Calls $0.60 (CboeTheo=0.59)  ASK  [MULTI] 10:28:16.036 IV=46.5% -4.8 PHLX 462 x $0.50 - $0.60 x 15 ARCA  ISO - OPENING 
     Delta=40%, EST. IMPACT = 20k Shares ($339k) To Buy QFIN=16.80 Ref
197. SWEEP DETECTED:
     >>7073 OPEN Jan24 8.0 Calls $0.01 (CboeTheo=0.02)  ASK  [MULTI] 10:28:35.774 IV=121.8% -16.2 MRX 0 x $0.00 - $0.01 x 702 GEMX Vega=$439 OPEN=2.52 Ref
198. >>2000 RDW Dec23 1st 2.5 Puts $0.05 (CboeTheo=0.08)  ASK  ISE 10:28:53.869 IV=61.3% -5.7 MRX 0 x $0.00 - $0.05 x 400 BZX  SPREAD/CROSS/TIED  Vega=$350 RDW=2.71 Ref
199. SWEEP DETECTED:
     >>Bullish Delta Impact 949 CLS Nov23 27.5 Calls $0.65 (CboeTheo=0.55)  ASK  [MULTI] 10:29:18.763 IV=56.0% +13.9 EMLD 111 x $0.55 - $0.65 x 366 PHLX  ISO   52WeekHigh 
     Delta=60%, EST. IMPACT = 57k Shares ($1.58m) To Buy CLS=27.77 Ref
200. >>40000 CHPT Dec23 8th 3.5 Calls $0.29 (CboeTheo=0.31)  BID  AMEX 10:29:33.780 IV=91.9% -5.3 EMLD 515 x $0.29 - $0.34 x 36 BZX  FLOOR  Vega=$14k CHPT=3.44 Ref
201. >>Market Color Z - Bearish flow noted in Zillow (41.27 +1.19) with 15,971 puts trading, or 4x expected. The Put/Call Ratio is 5.60, while ATM IV is up over 2 points on the day. Earnings are expected on 02/14. [Z 41.27 +1.19 Ref, IV=44.3% +2.1] #Bearish
202. >>10000 M Nov23 14.0 Calls $0.30 (CboeTheo=0.28)  ASK  PHLX 10:30:06.845 IV=189.6% +21.4 ISE 2 x $0.29 - $0.30 x 572 EMLD  FLOOR - OPENING   Pre-Earnings  Vega=$3342 M=12.68 Ref
203. SWEEP DETECTED:
     >>Bullish Delta Impact 10008 M Nov23 14.0 Calls $0.30 (CboeTheo=0.28)  ASK  [MULTI] 10:30:06.845 IV=189.6% +21.4 ISE 2 x $0.29 - $0.30 x 572 EMLD  FLOOR - OPENING   Pre-Earnings 
     Delta=28%, EST. IMPACT = 280k Shares ($3.54m) To Buy M=12.68 Ref
204. SWEEP DETECTED:
     >>Bearish Delta Impact 750 RDW Dec23 1st 2.5 Puts $0.05 (CboeTheo=0.08)  ASK  [MULTI] 10:30:15.274 IV=61.3% -5.7 MRX 0 x $0.00 - $0.05 x 400 BZX  ISO 
     Delta=-23%, EST. IMPACT = 17k Shares ($47k) To Sell RDW=2.71 Ref
205. SPLIT TICKET:
     >>1000 VIX Feb24 14th 28.0 Calls $1.04 (CboeTheo=1.00)  ASK  [CBOE] 10:30:21.294 IV=101.9% +2.7 CBOE 3426 x $1.00 - $1.04 x 853 CBOE Vega=$2749 VIX=17.47 Fwd
206. >>2000 AZN Apr24 67.5 Calls $2.12 (CboeTheo=2.09)  ASK  PHLX 10:31:26.134 IV=21.5% +0.4 MPRL 32 x $2.04 - $2.12 x 71 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$31k AZN=63.35 Ref
207. SWEEP DETECTED:
     >>Bullish Delta Impact 889 PHR Dec23 17.5 Calls $1.10 (CboeTheo=0.95)  ASK  [MULTI] 10:31:49.390 IV=83.1% +6.3 MPRL 23 x $0.90 - $1.10 x 47 PHLX  OPENING 
     Delta=44%, EST. IMPACT = 39k Shares ($633k) To Buy PHR=16.26 Ref
208. >>2055 FLEX Nov23 27.0 Calls $0.48 (CboeTheo=0.42)  ASK  ARCA 10:32:13.611 IV=40.0% +12.9 PHLX 900 x $0.35 - $0.50 x 427 PHLX  SPREAD/FLOOR  Vega=$1670 FLEX=27.27 Ref
209. >>2055 FLEX Dec23 28.0 Calls $0.40 (CboeTheo=0.41)  BID  ARCA 10:32:13.611 IV=20.7% -1.4 MPRL 9 x $0.40 - $0.45 x 57 EMLD  SPREAD/FLOOR - OPENING  Vega=$6107 FLEX=27.27 Ref
210. SPLIT TICKET:
     >>1816 VIX Jan24 17th 55.0 Calls $0.20 (CboeTheo=0.19)  ASK  [CBOE] 10:32:51.930 IV=150.4% +4.3 CBOE 4659 x $0.18 - $0.20 x 1017 CBOE  ISO  Vega=$1440 VIX=16.82 Fwd
211. SWEEP DETECTED:
     >>2000 U Dec23 35.0 Calls $0.483 (CboeTheo=0.47)  Above Ask!  [MULTI] 10:33:01.605 IV=54.3% +0.9 MPRL 290 x $0.46 - $0.48 x 291 MPRL  OPENING  Vega=$4856 U=30.11 Ref
212. SWEEP DETECTED:
     >>5000 RIVN Nov23 16.5 Puts $0.15 (CboeTheo=0.13)  ASK  [MULTI] 10:33:50.824 IV=83.3% +12.2 EDGX 546 x $0.13 - $0.15 x 763 EDGX  OPENING  Vega=$2033 RIVN=17.30 Ref
213. SWEEP DETECTED:
     >>4000 AAL Nov23 12.5 Puts $0.10 (CboeTheo=0.09)  ASK  [MULTI] 10:33:51.914 IV=45.2% +7.6 EMLD 24 x $0.09 - $0.10 x 923 C2  OPENING  Vega=$1447 AAL=12.69 Ref
214. >>2999 ATUS Mar24 2.5 Calls $0.35 (CboeTheo=0.35)  ASK  MIAX 10:33:59.388 IV=79.0% +0.2 PHLX 4834 x $0.25 - $0.35 x 5 MPRL  AUCTION - OPENING  Vega=$1574 ATUS=2.27 Ref
215. >>Unusual Volume PCT - 3x market weighted volume: 15.0k = 41.9k projected vs 11.7k adv, 71% calls, 5% of OI [PCT 4.60 +0.71 Ref, IV=145.3% +6.4]
216. SPLIT TICKET:
     >>1001 VIX Dec23 20th 35.0 Calls $0.16 (CboeTheo=0.14)  ASK  [CBOE] 10:34:17.188 IV=150.7% +7.5 CBOE 4722 x $0.13 - $0.16 x 17k CBOE Vega=$582 VIX=15.33 Fwd
217. SWEEP DETECTED:
     >>2347 PFE Dec23 32.5 Calls $0.24 (CboeTheo=0.23)  ASK  [MULTI] 10:34:35.665 IV=28.4% +0.1 EMLD 1045 x $0.23 - $0.24 x 591 GEMX Vega=$5506 PFE=29.95 Ref
218. SWEEP DETECTED:
     >>2373 ROIV Jan24 11.0 Calls $0.40 (CboeTheo=0.39)  ASK  [MULTI] 10:35:22.100 IV=54.8% +1.1 BOX 6 x $0.30 - $0.40 x 519 PHLX  OPENING  Vega=$3399 ROIV=9.47 Ref
219. >>Unusual Volume NRG - 3x market weighted volume: 5593 = 15.5k projected vs 4476 adv, 74% calls, 3% of OI [NRG 47.55 +0.23 Ref, IV=23.7% +0.1]
220. >>2478 CENX Jan24 10.0 Calls $0.19 (CboeTheo=0.19)  ASK  PHLX 10:36:30.290 IV=62.8% -1.0 PHLX 1733 x $0.10 - $0.20 x 821 PHLX  AUCTION - OPENING  Vega=$2194 CENX=7.59 Ref
221. >>3064 CENX Jan24 10.0 Calls $0.19 (CboeTheo=0.19)  ASK  PHLX 10:36:30.290 IV=62.8% -1.0 PHLX 1733 x $0.10 - $0.20 x 821 PHLX  AUCTION - OPENING  Vega=$2712 CENX=7.59 Ref
222. SPLIT TICKET:
     >>5599 CENX Jan24 10.0 Calls $0.19 (CboeTheo=0.19)  ASK  [PHLX] 10:36:30.290 IV=61.6% -2.1 PHLX 1733 x $0.10 - $0.20 x 821 PHLX  AUCTION - OPENING  Vega=$4868 CENX=7.59 Ref
223. >>2800 CENX Jan24 10.0 Calls $0.18 (CboeTheo=0.19)  ASK  PHLX 10:36:33.293 IV=61.2% -2.6 PHLX 1804 x $0.10 - $0.20 x 816 PHLX  AUCTION - OPENING  Vega=$2446 CENX=7.61 Ref
224. >>2798 CENX Jan24 10.0 Calls $0.18 (CboeTheo=0.19)  ASK  PHLX 10:36:33.293 IV=61.2% -2.6 PHLX 1804 x $0.10 - $0.20 x 816 PHLX  AUCTION - OPENING  Vega=$2444 CENX=7.61 Ref
225. SPLIT TICKET:
     >>5598 CENX Jan24 10.0 Calls $0.18 (CboeTheo=0.19)  ASK  [PHLX] 10:36:33.293 IV=61.2% -2.6 PHLX 1804 x $0.10 - $0.20 x 816 PHLX  AUCTION - OPENING  Vega=$4889 CENX=7.61 Ref
226. >>15000 UAL Jun24 30.0 Puts $1.11 (CboeTheo=1.12)  ASK  PHLX 10:36:50.016 IV=46.1% +0.8 CBOE 310 x $1.07 - $1.13 x 65 BOX  SPREAD/CROSS/TIED  Vega=$101k UAL=40.85 Ref
227. >>Unusual Volume LAZR - 3x market weighted volume: 13.0k = 35.2k projected vs 11.7k adv, 65% puts, 4% of OI [LAZR 3.46 +0.52 Ref, IV=83.8% +6.1]
228. >>35000 NVDA Jan24 380 Calls $120.30 (CboeTheo=120.79)  BID  AMEX 10:37:29.208 IV=48.0% -1.6 ARCA 25 x $119.90 - $121.75 x 32 ARCA  SPREAD/CROSS  Vega=$1.06m NVDA=492.60 Ref
229. >>35000 NVDA Feb24 460 Calls $65.65 (CboeTheo=65.33)  ASK  AMEX 10:37:29.208 IV=45.1% +0.4 PHLX 5 x $65.20 - $65.65 x 5 PHLX  SPREAD/CROSS - OPENING  Vega=$3.10m NVDA=492.60 Ref
230. SWEEP DETECTED:
     >>Bearish Delta Impact 1485 QFIN Dec23 17.5 Calls $0.55 (CboeTheo=0.59)  BID  [MULTI] 10:37:44.430 IV=43.5% -7.9 BOX 391 x $0.55 - $0.70 x 26 PHLX  OPENING 
     Delta=40%, EST. IMPACT = 59k Shares ($989k) To Sell QFIN=16.77 Ref
231. SWEEP DETECTED:
     >>2000 AAPL Nov23 195 Calls $0.03 (CboeTheo=0.03)  BID  [MULTI] 10:37:53.981 IV=21.8% -1.3 C2 1238 x $0.03 - $0.04 x 1373 C2 Vega=$1884 AAPL=188.46 Ref
232. SWEEP DETECTED:
     >>3000 RIVN Nov23 18.0 Calls $0.227 (CboeTheo=0.19)  Above Ask!  [MULTI] 10:37:54.047 IV=84.8% +8.5 C2 586 x $0.20 - $0.22 x 220 MPRL Vega=$1440 RIVN=17.38 Ref
233. SWEEP DETECTED:
     >>7426 DNN Jan24 2.0 Calls $0.05 (CboeTheo=0.07)  BID  [MULTI] 10:37:58.256 IV=51.0% -21.8 PHLX 2718 x $0.05 - $0.10 x 802 PHLX Vega=$1704 DNN=1.68 Ref
234. >>3100 DVA Jan24 110 Calls $0.98 (CboeTheo=1.02)  ASK  BOX 10:38:46.080 IV=29.5% -1.2 MIAX 108 x $0.80 - $1.05 x 92 MIAX  SPREAD/FLOOR - OPENING  Vega=$32k DVA=95.61 Ref
235. >>1176 SPX Jan24 4110 Puts $15.25 (CboeTheo=15.19)  MID  CBOE 10:39:27.358 IV=18.6% +0.3 CBOE 1150 x $15.10 - $15.40 x 2230 CBOE  LATE  Vega=$380k SPX=4552.17 Fwd
236. SWEEP DETECTED:
     >>Bullish Delta Impact 978 PBF Dec23 42.0 Calls $5.499 (CboeTheo=5.34)  ASK  [MULTI] 10:40:16.979 IV=49.1% +5.3 BZX 69 x $5.20 - $5.50 x 62 BXO  OPENING 
     Delta=79%, EST. IMPACT = 78k Shares ($3.61m) To Buy PBF=46.51 Ref
237. SWEEP DETECTED:
     >>3000 BMY Nov23 53.0 Calls $0.04 (CboeTheo=0.05)  ASK  [MULTI] 10:40:30.239 IV=35.0% +3.3 CBOE 2281 x $0.01 - $0.04 x 577 EMLD  OPENING  Vega=$1592 BMY=50.81 Ref
238. >>4550 PANW Nov23 24th 205 Puts $0.31 (CboeTheo=0.32)  BID  PHLX 10:40:35.462 IV=79.7% -0.1 MPRL 21 x $0.31 - $0.34 x 9 MPRL  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$11k PANW=260.92 Ref
239. >>3575 PANW Nov23 237.5 Puts $2.43 (CboeTheo=2.39)  ASK  PHLX 10:40:35.462 IV=130.3% +15.2 PHLX 23 x $2.35 - $2.43 x 10 MPRL  SPREAD/CROSS/TIED - OPENING   Pre-Earnings  Vega=$18k PANW=260.92 Ref
240. >>3575 PANW Nov23 235 Puts $2.00 (CboeTheo=1.96)  ASK  PHLX 10:40:35.462 IV=130.6% +15.9 CBOE 39 x $1.92 - $2.00 x 13 MPRL  SPREAD/CROSS/TIED - OPENING   Pre-Earnings  Vega=$16k PANW=260.92 Ref
241. >>4550 PANW Nov23 24th 210 Puts $0.43 (CboeTheo=0.46)  BID  PHLX 10:40:35.462 IV=77.2% -0.4 EDGX 27 x $0.43 - $0.47 x 9 MPRL  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$14k PANW=260.92 Ref
242. >>4550 PANW Nov23 24th 200 Puts $0.22 (CboeTheo=0.23)  BID  PHLX 10:40:35.462 IV=82.1% -0.0 MPRL 25 x $0.22 - $0.25 x 18 GEMX  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$8267 PANW=260.92 Ref
243. SWEEP DETECTED:
     >>Bullish Delta Impact 1510 CENX Jan24 10.0 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 10:40:55.624 IV=60.0% -3.8 C2 637 x $0.15 - $0.20 x 147 NOM  AUCTION - OPENING 
     Delta=20%, EST. IMPACT = 30k Shares ($231k) To Buy CENX=7.72 Ref
244. SWEEP DETECTED:
     >>3081 AAPL Nov23 24th 180 Puts $0.16 (CboeTheo=0.17)  BID  [MULTI] 10:42:13.120 IV=19.7% +0.7 C2 1169 x $0.16 - $0.17 x 1675 C2  ISO  Vega=$12k AAPL=188.49 Ref
245. SWEEP DETECTED:
     >>Bullish Delta Impact 500 INOD Nov23 10.0 Calls $0.25 (CboeTheo=0.18)  ASK  [MULTI] 10:42:30.878 IV=142.9% -6.3 MPRL 4 x $0.05 - $0.25 x 78 PHLX
     Delta=36%, EST. IMPACT = 18k Shares ($174k) To Buy INOD=9.55 Ref
246. >>2000 AME Dec23 150 Calls $6.40 (CboeTheo=6.48)  BID  BOX 10:42:55.705 IV=16.8% -1.0 MPRL 10 x $6.40 - $6.70 x 40 BZX  SPREAD/FLOOR  Vega=$27k AME=154.84 Ref
247. >>2000 AME Dec23 155 Calls $3.15 (CboeTheo=3.00)  MID  BOX 10:42:55.705 IV=16.5% +0.5 PHLX 61 x $3.00 - $3.30 x 62 PHLX  SPREAD/FLOOR - OPENING  Vega=$35k AME=154.84 Ref
248. >>5250 AAL Jan24 13.0 Calls $0.68 (CboeTheo=0.67)  MID  ISE 10:43:05.502 IV=37.2% +0.8 MPRL 35 x $0.67 - $0.69 x 836 EDGX  SPREAD/CROSS/TIED  Vega=$11k AAL=12.62 Ref
249. SWEEP DETECTED:
     >>Bearish Delta Impact 840 BROS Dec23 22nd 30.0 Calls $0.648 (CboeTheo=0.69)  Below Bid!  [MULTI] 10:43:47.433 IV=31.7% -2.2 PHLX 94 x $0.65 - $0.80 x 20 PHLX  OPENING 
     Delta=35%, EST. IMPACT = 30k Shares ($848k) To Sell BROS=28.60 Ref
250. >>2000 AAL May24 11.0 Puts $0.67 (CboeTheo=0.69)  BID  PHLX 10:44:25.533 IV=43.4% -0.0 EDGX 700 x $0.67 - $0.71 x 294 BOX  SPREAD/CROSS/TIED  Vega=$5693 AAL=12.63 Ref
251. >>2750 BALL May24 55.0 Calls $3.64 (CboeTheo=3.61)  BID  BOX 10:44:33.234 IV=30.2% +0.1 PHLX 224 x $3.50 - $3.80 x 110 MIAX  SPREAD/FLOOR - OPENING  Vega=$40k BALL=52.02 Ref
252. >>Market Color LI - Bullish option flow detected in Li Auto (41.33 +1.48) with 12,899 calls trading (3x expected) and implied vol increasing over 1 point to 51.12%. . The Put/Call Ratio is 0.15. Earnings are expected on 02/26.  [LI 41.33 +1.48 Ref, IV=51.1% +1.1] #Bullish
253. >>Unusual Volume CTLT - 9x market weighted volume: 12.1k = 30.1k projected vs 3078 adv, 96% calls, 22% of OI  Post-Earnings  [CTLT 40.49 +4.96 Ref, IV=43.1% -8.9]
254. >>2500 U Dec23 40.0 Calls $0.10 (CboeTheo=0.11)  MID  PHLX 10:45:22.257 IV=55.9% -0.6 EDGX 672 x $0.09 - $0.12 x 665 EDGX  FLOOR - OPENING  Vega=$2378 U=30.25 Ref
255. >>4200 UBER Dec23 55.0 Calls $1.72 (CboeTheo=1.71)  MID  BOX 10:47:05.663 IV=33.0% -0.5 BXO 14 x $1.71 - $1.73 x 90 GEMX  CROSS  Vega=$26k UBER=54.02 Ref
256. SWEEP DETECTED:
     >>Bearish Delta Impact 1558 BGS Nov23 9.0 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 10:47:10.966 IV=50.5% -1.9 PHLX 365 x $0.30 - $0.35 x 14 ARCA
     Delta=76%, EST. IMPACT = 118k Shares ($1.09m) To Sell BGS=9.24 Ref
257. SWEEP DETECTED:
     >>Bearish Delta Impact 2079 CMA Jan24 50.0 Calls $1.205 (CboeTheo=1.24)  BID  [MULTI] 10:47:37.249 IV=37.1% -0.8 GEMX 103 x $1.20 - $1.30 x 11 BXO  AUCTION - OPENING 
     Delta=30%, EST. IMPACT = 62k Shares ($2.82m) To Sell CMA=45.64 Ref
258. >>2000 U Jan24 32.0 Calls $2.09 (CboeTheo=2.18)  MID  ISE 10:47:50.887 IV=53.1% -0.9 BZX 64 x $2.08 - $2.10 x 47 BOX  SPREAD/CROSS/TIED  Vega=$10k U=30.19 Ref
259. >>2000 U Nov23 29.0 Calls $1.42 (CboeTheo=1.44)  BID  ISE 10:47:50.887 IV=70.8% +2.1 BXO 11 x $1.42 - $1.49 x 151 EDGX  SPREAD/CROSS/TIED  Vega=$1422 U=30.19 Ref
260. SWEEP DETECTED:
     >>Bearish Delta Impact 687 BIOX May24 12.5 Calls $1.017 (CboeTheo=1.19)  Below Bid!  [MULTI] 10:48:58.251 IV=39.1% -4.2 NOM 229 x $1.05 - $1.40 x 2 ISE  OPENING 
     Delta=49%, EST. IMPACT = 33k Shares ($389k) To Sell BIOX=11.62 Ref
261. >>2422 PCT Nov23 5.0 Calls $0.19 (CboeTheo=0.15)  ASK  BOX 10:49:13.773 IV=251.3% +33.3 CBOE 1881 x $0.10 - $0.20 x 2027 PHLX  AUCTION  Vega=$320 PCT=4.54 Ref
262. SPLIT TICKET:
     >>4999 PCT Nov23 5.0 Calls $0.19 (CboeTheo=0.15)  ASK  [BOX] 10:49:13.773 IV=243.7% +25.7 CBOE 1881 x $0.10 - $0.20 x 2027 PHLX  AUCTION - OPENING  Vega=$655 PCT=4.54 Ref
263. >>2192 DQ Dec23 25.0 Calls $5.00 (CboeTheo=5.16)  BID  ARCA 10:50:13.311 IV=43.4% -8.7 PHLX 196 x $5.00 - $5.30 x 32 PHLX  SPREAD/FLOOR - OPENING  Vega=$2494 DQ=29.79 Ref
264. >>3000 NRG Mar24 50.0 Calls $2.00 (CboeTheo=2.02)  BID  PHLX 10:50:46.419 IV=25.6% -0.4 PHLX 212 x $1.95 - $2.10 x 36 BOX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$32k NRG=47.55 Ref
265. >>4600 MDT Dec23 29th 79.0 Calls $0.70 (CboeTheo=0.69)  BID  PHLX 10:50:54.666 IV=22.9% -0.2 BZX 30 x $0.62 - $0.95 x 84 CBOE  FLOOR - OPENING  Vega=$35k MDT=73.97 Ref
266. >>1783 VIX Jan24 17th 26.0 Calls $0.79 (CboeTheo=0.77)  ASK  CBOE 10:51:02.950 IV=107.3% +3.8 CBOE 5020 x $0.76 - $0.79 x 3944 CBOE Vega=$3720 VIX=16.83 Fwd
267. >>1356 VIX Jan24 17th 26.0 Calls $0.79 (CboeTheo=0.77)  ASK  CBOE 10:51:02.950 IV=107.3% +3.8 CBOE 5020 x $0.76 - $0.79 x 2726 CBOE Vega=$2829 VIX=16.83 Fwd
268. >>1218 VIX Jan24 17th 26.0 Calls $0.79 (CboeTheo=0.77)  ASK  CBOE 10:51:02.950 IV=107.3% +3.8 CBOE 5020 x $0.76 - $0.79 x 2726 CBOE Vega=$2541 VIX=16.83 Fwd
269. >>1952 VIX Jan24 17th 26.0 Calls $0.79 (CboeTheo=0.77)  ASK  CBOE 10:51:02.986 IV=107.3% +3.8 CBOE 1952 x $0.79 - $0.80 x 1838 CBOE Vega=$4073 VIX=16.83 Fwd
270. SPLIT TICKET:
     >>10000 VIX Jan24 17th 26.0 Calls $0.79 (CboeTheo=0.77)  ASK  [CBOE] 10:51:02.950 IV=107.3% +3.8 CBOE 5020 x $0.76 - $0.79 x 3944 CBOE Vega=$21k VIX=16.83 Fwd
271. SWEEP DETECTED:
     >>2500 MAXN Nov23 5.0 Puts $0.15 (CboeTheo=0.13)  ASK  [MULTI] 10:51:08.014 IV=400.0% +117.5 PHLX 855 x $0.05 - $0.15 x 1203 EMLD  Pre-Earnings  Vega=$273 MAXN=6.81 Ref
272. >>6913 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.77)  ASK  CBOE 10:51:20.784 IV=107.5% +4.1 CBOE 1530 x $0.77 - $0.81 x 5757 CBOE Vega=$15k VIX=16.85 Fwd
273. >>2007 TSLA Nov23 210 Puts $0.05 (CboeTheo=0.06)  ASK  BZX 10:51:23.880 IV=86.2% +20.2 GEMX 237 x $0.04 - $0.05 x 40 MPRL Vega=$959 TSLA=245.62 Ref
274. SWEEP DETECTED:
     >>2463 TSLA Nov23 210 Puts $0.05 (CboeTheo=0.06)  ASK  [MULTI] 10:51:23.857 IV=86.2% +20.2 EMLD 456 x $0.04 - $0.05 x 2087 BZX Vega=$1177 TSLA=245.62 Ref
275. SWEEP DETECTED:
     >>2176 AAPL Nov23 192.5 Calls $0.15 (CboeTheo=0.17)  BID  [MULTI] 10:51:26.967 IV=18.5% -1.6 GEMX 168 x $0.15 - $0.16 x 1163 C2  ISO  Vega=$6449 AAPL=189.04 Ref
276. >>1000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.77)  BID  CBOE 10:51:37.549 IV=107.8% +4.3 CBOE 7000 x $0.80 - $0.81 x 11k CBOE Vega=$2094 VIX=16.83 Fwd
277. SPLIT TICKET:
     >>1334 VIX Dec23 20th 15.0 Puts $1.09 (CboeTheo=1.10)  BID  [CBOE] 10:51:37.409 IV=69.2% -0.1 CBOE 350 x $1.09 - $1.12 x 7100 CBOE Vega=$2457 VIX=15.43 Fwd
278. >>7000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.77)  ASK  CBOE 10:51:42.620 IV=107.8% +4.3 CBOE 1195 x $0.77 - $0.81 x 11k CBOE Vega=$15k VIX=16.83 Fwd
279. SWEEP DETECTED:
     >>Bearish Delta Impact 1999 DK Nov23 27.5 Calls $0.40 (CboeTheo=0.48)  BID  [MULTI] 10:51:47.872 IV=30.8% -10.8 PHLX 402 x $0.40 - $0.60 x 116 PHLX
     Delta=64%, EST. IMPACT = 128k Shares ($3.56m) To Sell DK=27.71 Ref
280. >>2000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.78)  BID  CBOE 10:52:01.440 IV=107.0% +3.5 CBOE 6000 x $0.80 - $0.82 x 3552 CBOE Vega=$4211 VIX=16.90 Fwd
281. >>5500 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.78)  MID  CBOE 10:52:20.571 IV=107.0% +3.5 CBOE 1661 x $0.78 - $0.82 x 3756 CBOE Vega=$12k VIX=16.90 Fwd
282. >>7500 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.77)  MID  CBOE 10:52:40.098 IV=107.5% +4.1 CBOE 1279 x $0.78 - $0.82 x 5265 CBOE Vega=$16k VIX=16.85 Fwd
283. >>1000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.78)  BID  CBOE 10:52:55.584 IV=107.2% +3.8 CBOE 6500 x $0.80 - $0.82 x 4301 CBOE Vega=$2102 VIX=16.88 Fwd
284. >>2000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.78)  BID  CBOE 10:52:56.880 IV=107.2% +3.8 CBOE 4500 x $0.80 - $0.82 x 4301 CBOE Vega=$4204 VIX=16.88 Fwd
285. >>4500 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.78)  MID  CBOE 10:52:59.137 IV=107.2% +3.8 CBOE 3012 x $0.78 - $0.82 x 4301 CBOE Vega=$9458 VIX=16.88 Fwd
286. >>4000 COF Feb24 95.0 Puts $2.20 (CboeTheo=2.17)  ASK  PHLX 10:53:07.374 IV=33.7% +0.4 BOX 87 x $2.05 - $2.20 x 53 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$61k COF=107.15 Ref
287. >>1000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.79)  BID  CBOE 10:53:43.687 IV=107.2% +3.8 CBOE 5500 x $0.80 - $0.82 x 4303 CBOE Vega=$2102 VIX=16.88 Fwd
288. >>5500 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.79)  MID  CBOE 10:53:46.865 IV=107.2% +3.8 CBOE 6604 x $0.78 - $0.82 x 4303 CBOE Vega=$12k VIX=16.88 Fwd
289. SWEEP DETECTED:
     >>3198 CCL Jan24 12.5 Puts $0.40 (CboeTheo=0.41)  ASK  [MULTI] 10:54:03.750 IV=51.9% +1.7 C2 420 x $0.39 - $0.40 x 113 C2 Vega=$5560 CCL=14.53 Ref
290. >>1000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.79)  BID  CBOE 10:54:11.703 IV=107.2% +3.8 CBOE 4000 x $0.80 - $0.82 x 19k CBOE Vega=$2102 VIX=16.88 Fwd
291. >>4000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.79)  MID  CBOE 10:54:16.290 IV=107.2% +3.8 CBOE 6584 x $0.78 - $0.82 x 19k CBOE Vega=$8407 VIX=16.88 Fwd
292. >>40000 VIX Jan24 17th 26.0 Calls $0.80 (CboeTheo=0.79)  MID  CBOE 10:54:25.221 IV=107.2% +3.8 CBOE 24k x $0.78 - $0.82 x 18k CBOE  AUCTION - OPENING  Vega=$84k VIX=16.88 Fwd
293. SWEEP DETECTED:
     >>3310 CCL Jan24 12.5 Puts $0.41 (CboeTheo=0.40)  ASK  [MULTI] 10:54:52.925 IV=52.7% +2.5 MPRL 117 x $0.40 - $0.41 x 143 GEMX Vega=$5778 CCL=14.54 Ref
294. >>25000 CHPT Jan24 3.5 Calls $0.53 (CboeTheo=0.50)  ASK  PHLX 10:56:45.536 IV=94.9% +5.0 EDGX 1611 x $0.49 - $0.53 x 1938 EDGX  SPREAD/CROSS/TIED  Vega=$14k CHPT=3.48 Ref
295. SWEEP DETECTED:
     >>2606 CCL Nov23 13.5 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 10:56:43.804 IV=67.6% +15.6 EMLD 1679 x $0.02 - $0.03 x 495 EMLD Vega=$462 CCL=14.49 Ref
296. >>2500 CHPT Jan26 3.0 Puts $1.37 (CboeTheo=1.38)  MID  PHLX 10:56:51.246 IV=94.0% +0.8 AMEX 552 x $1.31 - $1.43 x 12 CBOE  SPREAD/CROSS/TIED  Vega=$3307 CHPT=3.48 Ref
297. >>2500 CHPT Jan26 3.0 Puts $1.38 (CboeTheo=1.38)  ASK  PHLX 10:57:00.590 IV=94.8% +1.6 AMEX 552 x $1.31 - $1.43 x 12 CBOE  SPREAD/CROSS/TIED  Vega=$3294 CHPT=3.48 Ref
298. >>5264 CCL Nov23 13.0 Puts $0.02 (CboeTheo=0.02)  ASK  AMEX 10:57:05.940 IV=86.3% +29.0 EMLD 1299 x $0.01 - $0.02 x 144 AMEX  FLOOR  Vega=$607 CCL=14.51 Ref
299. >>3000 KVUE Dec23 21.0 Calls $0.19 (CboeTheo=0.21)  MID  BOX 10:58:01.328 IV=26.5% -0.9 PHLX 457 x $0.18 - $0.20 x 4 ARCA  CROSS  Vega=$5183 KVUE=19.68 Ref
300. >>4500 BAC Jun25 23.0 Puts $1.38 (CboeTheo=1.37)  ASK  PHLX 10:58:20.779 IV=31.8% +0.3 EDGX 498 x $1.28 - $1.44 x 485 EDGX  TIED/FLOOR  Vega=$43k BAC=29.62 Ref
301. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 GSM Nov23 4.0 Calls $0.896 (CboeTheo=0.85)  ASK  [MULTI] 10:59:06.074 IV=167.4% +68.3 ISE 5 x $0.80 - $0.90 x 4 BZX  AUCTION 
     Delta=94%, EST. IMPACT = 94k Shares ($453k) To Buy GSM=4.83 Ref
302. >>7500 Z Dec23 35.0 Puts $0.38 (CboeTheo=0.43)  MID  PHLX 10:59:22.638 IV=52.7% +5.0 PHLX 110 x $0.35 - $0.41 x 107 PHLX  SPREAD/CROSS/TIED  Vega=$18k Z=41.23 Ref
303. >>5000 Z Dec23 40.0 Puts $1.47 (CboeTheo=1.41)  MID  PHLX 10:59:22.638 IV=45.4% +5.2 EDGX 205 x $1.42 - $1.53 x 199 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$22k Z=41.23 Ref
304. >>Unusual Volume NOVA - 4x market weighted volume: 12.9k = 28.5k projected vs 7122 adv, 82% puts, 5% of OI [NOVA 10.84 +0.94 Ref, IV=98.2% +3.7]
305. >>Market Color MCHP - Bearish flow noted in Microchip (83.65 +2.37) with 2,093 puts trading, or 2x expected. The Put/Call Ratio is 1.65, while ATM IV is up over 1 point on the day. Earnings are expected on 02/01. [MCHP 83.65 +2.37 Ref, IV=30.2% +1.1] #Bearish
306. >>10000 CTLT Nov23 37.5 Calls $3.07 (CboeTheo=3.10)  ASK  ARCA 11:00:14.297 IV=73.8% -25.0 BOX 195 x $2.70 - $3.40 x 10 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$4982 CTLT=40.49 Ref
307. >>7000 CTLT Dec23 42.5 Calls $1.20 (CboeTheo=1.28)  BID  ARCA 11:00:14.297 IV=41.3% -16.8 BOX 148 x $1.15 - $1.40 x 27 AMEX  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$31k CTLT=40.49 Ref
308. >>3500 SE Dec23 35.0 Puts $0.70 (CboeTheo=0.71)  MID  BOX 11:00:48.401 IV=52.0% -0.3 BZX 72 x $0.69 - $0.71 x 57 EMLD  CROSS   SSR  Vega=$11k SE=39.07 Ref
309. >>10277 NKLA Jan25 1.0 Calls $0.56 (CboeTheo=0.56)  ASK  AMEX 11:01:01.448 IV=127.2% +3.5 EDGX 1689 x $0.53 - $0.57 x 29 BZX  FLOOR  Vega=$3526 NKLA=1.15 Ref
310. SWEEP DETECTED:
     >>2276 RIVN Nov23 24th 20.0 Calls $0.12 (CboeTheo=0.14)  BID  [MULTI] 11:03:08.339 IV=67.1% -2.7 EMLD 1364 x $0.12 - $0.13 x 251 MPRL Vega=$1384 RIVN=17.64 Ref
311. >>2080 U Dec23 40.0 Calls $0.10 (CboeTheo=0.10)  MID  PHLX 11:03:18.758 IV=55.9% -0.7 EMLD 597 x $0.09 - $0.12 x 694 EDGX  FLOOR - OPENING  Vega=$1978 U=30.27 Ref
312. >>1216 VIX Feb24 14th 45.0 Calls $0.49 (CboeTheo=0.47)  ASK  CBOE 11:03:37.531 IV=125.6% +4.5 CBOE 575 x $0.46 - $0.49 x 350 CBOE Vega=$2092 VIX=17.57 Fwd
313. SPLIT TICKET:
     >>1500 VIX Feb24 14th 45.0 Calls $0.49 (CboeTheo=0.47)  ASK  [CBOE] 11:03:37.531 IV=125.6% +4.5 CBOE 575 x $0.46 - $0.49 x 350 CBOE Vega=$2580 VIX=17.57 Fwd
314. >>2499 KVUE Dec23 1st 20.0 Calls $0.22 (CboeTheo=0.20)  BID  AMEX 11:04:01.214 IV=20.2% +0.1 PHLX 714 x $0.22 - $0.25 x 406 EDGX  FLOOR  Vega=$3973 KVUE=19.70 Ref
315. SPLIT TICKET:
     >>1145 SPXW Dec23 29th 5000 Calls $0.75 (CboeTheo=0.70)  ASK  [CBOE] 11:04:19.455 IV=12.0% +0.0 CBOE 175 x $0.70 - $0.75 x 283 CBOE Vega=$68k SPX=4544.00 Fwd
316. SWEEP DETECTED:
     >>2155 TECK Dec23 38.0 Calls $0.62 (CboeTheo=0.62)  BID  [MULTI] 11:04:23.607 IV=32.7% +0.4 BZX 10 x $0.62 - $0.63 x 81 BXO Vega=$7791 TECK=35.90 Ref
317. SWEEP DETECTED:
     >>Bullish Delta Impact 600 ACRE Dec23 10.0 Puts $0.15 (CboeTheo=0.25)  BID  [MULTI] 11:04:42.015 IV=20.4% -10.2 BOX 204 x $0.15 - $0.25 x 5 ISE  OPENING 
     Delta=-36%, EST. IMPACT = 22k Shares ($219k) To Buy ACRE=10.18 Ref
318. >>3500 AZN Dec23 22nd 61.0 Puts $0.63 (CboeTheo=0.64)  MID  PHLX 11:04:58.839 IV=21.7% -0.2 PHLX 23 x $0.60 - $0.65 x 6 MPRL  AUCTION - OPENING  Vega=$22k AZN=63.63 Ref
319. >>3656 SE Nov23 40.0 Puts $1.39 (CboeTheo=1.38)  MID  ARCA 11:05:20.937 IV=69.8% -12.9 CBOE 146 x $1.36 - $1.42 x 12 MPRL  SPREAD/FLOOR   SSR  Vega=$4112 SE=39.06 Ref
320. >>3656 SE Nov23 30.0 Puts $0.01 (CboeTheo=0.01)  ASK  ARCA 11:05:20.937 IV=141.4% +35.6 MRX 0 x $0.00 - $0.01 x 2 MPRL  SPREAD/FLOOR   SSR  Vega=$220 SE=39.06 Ref
321. SWEEP DETECTED:
     >>Bullish Delta Impact 1414 LSPD Dec23 17.0 Calls $0.749 (CboeTheo=0.66)  ASK  [MULTI] 11:05:33.228 IV=45.5% +4.9 BOX 94 x $0.65 - $0.75 x 179 MPRL  OPENING 
     Delta=48%, EST. IMPACT = 68k Shares ($1.13m) To Buy LSPD=16.64 Ref
322. >>1260 VIX Dec23 20th 39.0 Calls $0.11 (CboeTheo=0.12)  BID  CBOE 11:05:42.181 IV=153.1% +0.2 CBOE 24k x $0.11 - $0.14 x 27k CBOE  LATE  Vega=$563 VIX=15.53 Fwd
323. >>1440 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.10)  BID  CBOE 11:05:42.181 IV=158.9% -0.3 CBOE 21k x $0.09 - $0.12 x 17k CBOE  LATE  Vega=$544 VIX=15.53 Fwd
324. >>1320 VIX Dec23 20th 50.0 Calls $0.07 (CboeTheo=0.08)  MID  CBOE 11:05:42.181 IV=172.4% +0.5 CBOE 13k x $0.06 - $0.08 x 500 CBOE  LATE  Vega=$394 VIX=15.53 Fwd
325. >>2220 VIX Dec23 20th 55.0 Calls $0.05 (CboeTheo=0.06)  BID  CBOE 11:05:42.181 IV=175.5% -2.9 CBOE 7415 x $0.05 - $0.07 x 8080 CBOE  LATE  Vega=$509 VIX=15.53 Fwd
326. >>1295 VIX Dec23 20th 55.0 Calls $0.05 (CboeTheo=0.06)  BID  CBOE 11:05:42.182 IV=175.5% -2.9 CBOE 7415 x $0.05 - $0.07 x 8080 CBOE  LATE  Vega=$297 VIX=15.53 Fwd
327. SPLIT TICKET:
     >>1200 VIX Dec23 20th 25.0 Calls $0.35 (CboeTheo=0.35)  MID  [CBOE] 11:05:42.180 IV=121.1% +2.1 CBOE 35k x $0.33 - $0.37 x 12k CBOE  LATE  Vega=$1279 VIX=15.53 Fwd
328. SPLIT TICKET:
     >>1600 VIX Dec23 20th 32.0 Calls $0.20 (CboeTheo=0.19)  MID  [CBOE] 11:05:42.180 IV=142.3% +1.8 CBOE 13k x $0.18 - $0.21 x 20k CBOE  LATE  Vega=$1117 VIX=15.53 Fwd
329. SPLIT TICKET:
     >>1200 VIX Feb24 14th 42.5 Calls $0.52 (CboeTheo=0.52)  MID  [CBOE] 11:05:42.180 IV=122.1% +3.0 CBOE 19k x $0.50 - $0.54 x 1 CBOE  LATE  Vega=$2168 VIX=17.57 Fwd
330. SPLIT TICKET:
     >>1100 VIX Feb24 14th 55.0 Calls $0.35 (CboeTheo=0.34)  ASK  [CBOE] 11:05:42.180 IV=133.9% +3.9 CBOE 18k x $0.32 - $0.36 x 7678 CBOE  LATE  Vega=$1490 VIX=17.57 Fwd
331. SPLIT TICKET:
     >>1300 VIX Dec23 20th 29.0 Calls $0.231 (CboeTheo=0.24)  BID  [CBOE] 11:05:42.180 IV=131.9% +0.7 CBOE 26k x $0.23 - $0.26 x 19k CBOE  LATE  Vega=$1034 VIX=15.53 Fwd
332. SPLIT TICKET:
     >>1200 VIX Dec23 20th 30.0 Calls $0.22 (CboeTheo=0.22)  ASK  [CBOE] 11:05:42.180 IV=135.7% +1.2 CBOE 12k x $0.21 - $0.22 x 4600 CBOE  LATE  Vega=$915 VIX=15.53 Fwd
333. SPLIT TICKET:
     >>1300 VIX Dec23 20th 35.0 Calls $0.15 (CboeTheo=0.15)  MID  [CBOE] 11:05:42.180 IV=146.9% +3.7 CBOE 32k x $0.14 - $0.17 x 16k CBOE  LATE  Vega=$737 VIX=15.53 Fwd
334. SPLIT TICKET:
     >>1100 VIX Dec23 20th 37.0 Calls $0.13 (CboeTheo=0.14)  MID  [CBOE] 11:05:42.180 IV=150.5% +1.5 CBOE 22k x $0.12 - $0.15 x 5736 CBOE  LATE  Vega=$557 VIX=15.53 Fwd
335. SPLIT TICKET:
     >>2100 VIX Dec23 20th 39.0 Calls $0.11 (CboeTheo=0.12)  BID  [CBOE] 11:05:42.180 IV=153.1% +0.2 CBOE 24k x $0.11 - $0.14 x 27k CBOE  LATE  Vega=$938 VIX=15.53 Fwd
336. SPLIT TICKET:
     >>2400 VIX Dec23 20th 42.5 Calls $0.09 (CboeTheo=0.10)  BID  [CBOE] 11:05:42.180 IV=158.9% -0.3 CBOE 21k x $0.09 - $0.12 x 17k CBOE  LATE  Vega=$906 VIX=15.53 Fwd
337. SPLIT TICKET:
     >>2200 VIX Dec23 20th 50.0 Calls $0.07 (CboeTheo=0.08)  MID  [CBOE] 11:05:42.180 IV=172.4% +0.5 CBOE 13k x $0.06 - $0.08 x 500 CBOE  LATE  Vega=$657 VIX=15.53 Fwd
338. SPLIT TICKET:
     >>3700 VIX Dec23 20th 55.0 Calls $0.05 (CboeTheo=0.06)  BID  [CBOE] 11:05:42.180 IV=175.5% -2.9 CBOE 7415 x $0.05 - $0.07 x 8080 CBOE  LATE  Vega=$849 VIX=15.53 Fwd
339. SPLIT TICKET:
     >>1400 VIX Dec23 20th 60.0 Calls $0.04 (CboeTheo=0.06)  BID  [CBOE] 11:05:42.180 IV=180.1% -5.4 CBOE 6709 x $0.04 - $0.06 x 7859 CBOE  LATE  Vega=$266 VIX=15.53 Fwd
340. SPLIT TICKET:
     >>1200 VIX Jan24 17th 65.0 Calls $0.15 (CboeTheo=0.15)  MID  [CBOE] 11:05:42.180 IV=158.0% +3.7 CBOE 15k x $0.14 - $0.16 x 930 CBOE  LATE  Vega=$758 VIX=16.93 Fwd
341. >>4000 BABA Dec23 100 Calls $0.83 (CboeTheo=0.86)  BID  BOX 11:07:20.436 IV=41.4% -2.1 EMLD 239 x $0.83 - $0.86 x 34 BZX  SPREAD/FLOOR   Pre-Earnings  Vega=$25k BABA=87.73 Ref
342. >>2995 BABA Jan24 100 Calls $1.88 (CboeTheo=1.86)  ASK  BOX 11:07:20.436 IV=37.3% -0.7 BXO 10 x $1.85 - $1.88 x 51 BZX  SPREAD/FLOOR   Pre-Earnings  Vega=$35k BABA=87.73 Ref
343. >>2080 U Dec23 40.0 Calls $0.12 (CboeTheo=0.10)  ASK  PHLX 11:08:06.899 IV=58.4% +1.9 EMLD 469 x $0.09 - $0.12 x 390 CBOE  FLOOR - OPENING  Vega=$2171 U=30.18 Ref
344. SWEEP DETECTED:
     >>Bullish Delta Impact 500 NN Nov23 5.0 Calls $0.05 (CboeTheo=0.02)  ASK  [MULTI] 11:08:06.957 IV=113.3% +52.2 EMLD 0 x $0.00 - $0.05 x 248 CBOE  SSR 
     Delta=22%, EST. IMPACT = 11k Shares ($52k) To Buy NN=4.65 Ref
345. >>1000 SPXW Nov23 21st 3750 Puts $0.25 (CboeTheo=0.26)  ASK  CBOE 11:08:13.666 IV=52.3% +3.8 CBOE 624 x $0.20 - $0.25 x 524 CBOE  FLOOR - OPENING  Vega=$5251 SPX=4519.85 Fwd
346. SPLIT TICKET:
     >>4300 SPXW Nov23 21st 3750 Puts $0.25 (CboeTheo=0.26)  ASK  [CBOE] 11:08:13.665 IV=52.3% +3.8 CBOE 624 x $0.20 - $0.25 x 524 CBOE  FLOOR - OPENING  Vega=$23k SPX=4519.85 Fwd
347. SWEEP DETECTED:
     >>Bullish Delta Impact 500 NN Nov23 5.0 Calls $0.05 (CboeTheo=0.03)  ASK  [MULTI] 11:08:34.092 IV=104.0% +42.9 BXO 0 x $0.00 - $0.05 x 286 BOX  SSR 
     Delta=24%, EST. IMPACT = 12k Shares ($55k) To Buy NN=4.70 Ref
348. SWEEP DETECTED:
     >>4000 AMD Nov23 133 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 11:09:20.574 IV=58.4% +6.6 C2 2345 x $0.02 - $0.03 x 2151 C2  OPENING  Vega=$1129 AMD=119.63 Ref
349. >>7500 NU Jan25 7.0 Calls $2.34 (CboeTheo=2.37)  BID  BOX 11:11:13.052 IV=44.1% -2.1 EDGX 163 x $2.34 - $2.41 x 25 BOX  FLOOR   Post-Earnings / SSR  Vega=$21k NU=8.20 Ref
350. SWEEP DETECTED:
     >>4050 KEY Dec23 13.0 Calls $0.199 (CboeTheo=0.21)  ASK  [MULTI] 11:11:12.509 IV=38.5% -1.2 PHLX 525 x $0.15 - $0.20 x 494 BXO  OPENING  Vega=$4587 KEY=12.18 Ref
351. SPLIT TICKET:
     >>1500 SPXW Nov23 4540 Calls $10.50 (CboeTheo=10.82)  Below Bid!  [CBOE] 11:11:13.466 IV=13.3% +0.2 CBOE 17 x $10.80 - $11.00 x 115 CBOE  LATE  Vega=$194k SPX=4520.37 Fwd
352. SPLIT TICKET:
     >>1500 SPX Nov23 4450 Calls $70.70 (CboeTheo=72.34)  Below Bid!  [CBOE] 11:11:13.466 IV=11.3% -2.6 CBOE 105 x $71.90 - $72.80 x 75 CBOE  LATE  Vega=$37k SPX=4520.33 Fwd
353. SWEEP DETECTED:
     >>2000 CCL Nov23 15.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 11:11:17.496 IV=59.3% -1.5 EMLD 429 x $0.10 - $0.11 x 558 C2 Vega=$758 CCL=14.56 Ref
354. >>4500 UAL Dec23 40.0 Calls $2.07 (CboeTheo=2.08)  MID  BOX 11:11:28.542 IV=34.6% +0.7 BXO 4 x $2.06 - $2.09 x 1 BXO  SPREAD/FLOOR  Vega=$20k UAL=40.66 Ref
355. >>4500 UAL Dec23 45.0 Calls $0.34 (CboeTheo=0.35)  BID  BOX 11:11:28.542 IV=33.4% -0.1 EMLD 625 x $0.34 - $0.37 x 563 EDGX  SPREAD/FLOOR - OPENING  Vega=$14k UAL=40.66 Ref
356. SWEEP DETECTED:
     >>Bullish Delta Impact 794 MTLS May24 7.5 Calls $0.35 (CboeTheo=0.34)  ASK  [MULTI] 11:11:40.376 IV=41.6% +0.1 AMEX 323 x $0.30 - $0.35 x 28 BZX  OPENING 
     Delta=33%, EST. IMPACT = 26k Shares ($166k) To Buy MTLS=6.32 Ref
357. >>2000 ZION Dec23 37.5 Calls $1.20 (CboeTheo=1.16)  MID  PHLX 11:12:27.951 IV=39.6% +0.7 CBOE 81 x $1.15 - $1.25 x 90 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$8182 ZION=36.24 Ref
358. >>2500 YMM Jun24 7.5 Calls $1.10 (CboeTheo=1.12)  BID  AMEX 11:12:43.406 IV=51.2% -0.9 AMEX 287 x $1.10 - $1.50 x 472 AMEX  TIED/FLOOR - OPENING  Vega=$5470 YMM=7.30 Ref
359. SPLIT TICKET:
     >>2200 SPR Jan25 25.0 Calls $6.80 (CboeTheo=6.74)  ASK  [CBOE] 11:14:08.505 IV=53.3% +0.6 PHLX 185 x $6.60 - $6.90 x 504 CBOE  FLOOR - OPENING  Vega=$22k SPR=25.69 Ref
360. >>2500 NOVA Jan24 9.0 Puts $0.90 (CboeTheo=0.90)  MID  AMEX 11:14:50.660 IV=102.2% +1.2 AMEX 307 x $0.85 - $0.95 x 410 EMLD  SPREAD/FLOOR  Vega=$3667 NOVA=10.84 Ref
361. >>5000 NOVA Jan24 7.5 Puts $0.45 (CboeTheo=0.51)  BID  AMEX 11:14:50.660 IV=106.6% +2.7 C2 622 x $0.45 - $0.50 x 1 ISE  SPREAD/FLOOR  Vega=$5229 NOVA=10.84 Ref
362. SWEEP DETECTED:
     >>2866 RIVN Nov23 17.0 Puts $0.22 (CboeTheo=0.18)  ASK  [MULTI] 11:14:53.843 IV=81.4% +10.0 EMLD 1 x $0.21 - $0.22 x 618 EMLD Vega=$1367 RIVN=17.54 Ref
363. >>4213 FLR Jan24 40.0 Calls $1.55 (CboeTheo=1.43)  MID  AMEX 11:15:14.383 IV=31.7% +2.4 BZX 12 x $1.50 - $1.60 x 186 PHLX  FLOOR - OPENING  Vega=$27k FLR=38.37 Ref
364. >>2809 FLR Jan24 40.0 Calls $1.50 (CboeTheo=1.43)  BID  AMEX 11:15:14.384 IV=30.9% +1.6 BZX 12 x $1.50 - $1.60 x 186 PHLX  FLOOR - OPENING  Vega=$18k FLR=38.37 Ref
365. SPLIT TICKET:
     >>7022 FLR Jan24 40.0 Calls $1.53 (CboeTheo=1.43)  BID  [AMEX] 11:15:14.383 IV=31.7% +2.4 BZX 12 x $1.50 - $1.60 x 186 PHLX  FLOOR - OPENING  Vega=$45k FLR=38.37 Ref
366. SPLIT TICKET:
     >>1957 VIX Jan24 17th 20.0 Puts $4.45 (CboeTheo=4.41)  ASK  [CBOE] 11:15:24.039 IV=88.9% +4.2 CBOE 5500 x $4.35 - $4.45 x 20k CBOE Vega=$5262 VIX=16.95 Fwd
367. >>Unusual Volume CHPT - 3x market weighted volume: 127.8k = 257.5k projected vs 81.1k adv, 92% calls, 10% of OI [CHPT 3.44 +0.20 Ref, IV=95.1% -2.7]
368. >>5930 BAC Jan25 40.0 Calls $0.68 (CboeTheo=0.66)  ASK  PHLX 11:16:01.539 IV=24.6% +0.1 EMLD 874 x $0.66 - $0.68 x 664 C2  SPREAD/CROSS/TIED  Vega=$50k BAC=29.57 Ref
369. >>4600 VIX Dec23 20th 30.0 Calls $0.22 (CboeTheo=0.22)  MID  CBOE 11:16:05.188 IV=135.7% +1.2 CBOE 17k x $0.21 - $0.23 x 1380 CBOE Vega=$3507 VIX=15.53 Fwd
370. >>2000 BXP Dec23 60.0 Calls $1.65 (CboeTheo=1.56)  ASK  PHLX 11:16:06.449 IV=37.2% +1.2 PHLX 296 x $1.50 - $1.70 x 373 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$13k BXP=57.73 Ref
371. SWEEP DETECTED:
     >>3716 BABA Dec23 29th 95.0 Calls $2.057 (CboeTheo=2.13)  Below Bid!  [MULTI] 11:17:57.002 IV=37.5% -1.2 EDGX 104 x $2.07 - $2.16 x 8 BXO  OPENING   Pre-Earnings  Vega=$40k BABA=87.47 Ref
372. SWEEP DETECTED:
     >>6210 PFE Nov23 30.0 Calls $0.28 (CboeTheo=0.28)  BID  [MULTI] 11:18:21.668 IV=30.5% -1.0 C2 882 x $0.28 - $0.30 x 330 C2 Vega=$5790 PFE=29.98 Ref
373. >>2200 SGEN Dec23 220 Calls $1.35 (CboeTheo=1.30)  BID  BOX 11:19:09.382 IV=14.3% +1.5 NOM 20 x $1.30 - $1.50 x 75 NOM  SPREAD/FLOOR  Vega=$44k SGEN=213.22 Ref
374. >>2200 SGEN Dec23 200 Puts $0.95 (CboeTheo=1.12)  BID  BOX 11:19:09.382 IV=22.1% -3.5 BZX 5 x $0.95 - $1.10 x 50 AMEX  SPREAD/FLOOR  Vega=$30k SGEN=213.22 Ref
375. >>2200 SGEN Dec23 215 Puts $5.00 (CboeTheo=4.16)  ASK  BOX 11:19:09.382 IV=18.2% +3.5 PHLX 10 x $3.60 - $5.00 x 8 NOM  SPREAD/FLOOR - OPENING  Vega=$53k SGEN=213.22 Ref
376. >>Unusual Volume FAST - 3x market weighted volume: 5484 = 10.7k projected vs 3373 adv, 81% calls, 8% of OI [FAST 60.80 -0.20 Ref, IV=16.6% +0.1]
377. >>5299 BSX Dec23 22nd 57.0 Calls $0.42 (CboeTheo=0.42)  BID  PHLX 11:19:37.283 IV=18.0% +0.1 CBOE 43 x $0.40 - $0.50 x 36 CBOE  AUCTION - OPENING  Vega=$29k BSX=54.29 Ref
378. SWEEP DETECTED:
     >>Bullish Delta Impact 2044 GGAL Dec23 15.0 Calls $0.286 (CboeTheo=0.23)  ASK  [MULTI] 11:19:48.372 IV=81.5% +9.2 C2 18 x $0.15 - $0.30 x 329 PHLX
     Delta=21%, EST. IMPACT = 44k Shares ($521k) To Buy GGAL=11.95 Ref
379. SPLIT TICKET:
     >>1310 SPX Sep24 3925 Puts $72.80 (CboeTheo=72.80)  ASK  [CBOE] 11:19:56.870 IV=20.5% +0.2 CBOE 51 x $72.40 - $73.10 x 78 CBOE  LATE - OPENING  Vega=$1.30m SPX=4679.01 Fwd
380. SPLIT TICKET:
     >>1429 SPXW Jan24 3850 Puts $7.70 (CboeTheo=7.47)  Above Ask!  [CBOE] 11:19:56.870 IV=23.5% +0.5 CBOE 643 x $7.40 - $7.60 x 338 CBOE  LATE  Vega=$254k SPX=4553.83 Fwd
381. SPLIT TICKET:
     >>1429 SPXW Jan24 3975 Puts $10.40 (CboeTheo=10.42)  MID  [CBOE] 11:19:56.870 IV=21.1% +0.4 CBOE 234 x $10.30 - $10.50 x 167 CBOE  LATE  Vega=$335k SPX=4553.83 Fwd
382. SPLIT TICKET:
     >>1310 SPX Sep24 3650 Puts $48.10 (CboeTheo=48.08)  ASK  [CBOE] 11:19:56.870 IV=22.8% +0.2 CBOE 368 x $47.70 - $48.20 x 60 CBOE  LATE  Vega=$968k SPX=4679.01 Fwd
383. SPLIT TICKET:
     >>3750 GGAL Dec23 15.0 Calls $0.329 (CboeTheo=0.26)  ASK  [PHLX] 11:20:44.184 IV=75.9% +3.6 PHLX 104 x $0.10 - $0.35 x 1159 BOX  AUCTION - OPENING  Vega=$3847 GGAL=12.17 Ref
384. >>3749 GGAL Dec23 15.0 Calls $0.32 (CboeTheo=0.27)  ASK  PHLX 11:20:51.396 IV=77.7% +5.4 C2 70 x $0.15 - $0.35 x 714 BOX  AUCTION - OPENING  Vega=$3991 GGAL=12.22 Ref
385. SWEEP DETECTED:
     >>2260 PARA Dec23 1st 15.5 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 11:21:22.771 IV=54.0% -7.8 C2 1190 x $0.03 - $0.05 x 2018 MRX  OPENING  Vega=$928 PARA=13.07 Ref
386. SWEEP DETECTED:
     >>3112 CCL Dec23 15.0 Calls $0.58 (CboeTheo=0.59)  BID  [MULTI] 11:21:25.310 IV=45.3% +1.3 C2 353 x $0.58 - $0.59 x 97 MPRL Vega=$5136 CCL=14.53 Ref
387. >>2028 VIX Dec23 20th 15.5 Puts $1.38 (CboeTheo=1.41)  BID  CBOE 11:21:35.868 IV=72.5% +0.7 CBOE 35k x $1.38 - $1.43 x 5875 CBOE  LATE  Vega=$3834 VIX=15.49 Fwd
388. >>2000 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  CBOE 11:21:35.868 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$3147 VIX=15.49 Fwd
389. >>2000 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  CBOE 11:21:35.868 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$3147 VIX=15.49 Fwd
390. >>2000 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  CBOE 11:21:35.868 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$3147 VIX=15.49 Fwd
391. >>1300 VIX Dec23 20th 15.5 Calls $1.43 (CboeTheo=1.40)  Above Ask!  CBOE 11:21:36.002 IV=75.5% +2.8 CBOE 34k x $1.36 - $1.42 x 20k CBOE  LATE  Vega=$2456 VIX=15.49 Fwd
392. >>5000 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  CBOE 11:21:36.002 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$7867 VIX=15.49 Fwd
393. >>2000 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  CBOE 11:21:36.134 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$3147 VIX=15.49 Fwd
394. SPLIT TICKET:
     >>3848 VIX Dec23 20th 15.5 Calls $1.43 (CboeTheo=1.40)  Above Ask!  [CBOE] 11:21:35.867 IV=75.5% +2.8 CBOE 34k x $1.36 - $1.42 x 20k CBOE  LATE  Vega=$7270 VIX=15.49 Fwd
395. SPLIT TICKET:
     >>14800 VIX Dec23 20th 14.0 Puts $0.54 (CboeTheo=0.54)  MID  [CBOE] 11:21:35.867 IV=62.6% +0.3 CBOE 30k x $0.52 - $0.56 x 11k CBOE  LATE  Vega=$23k VIX=15.49 Fwd
396. SPLIT TICKET:
     >>3848 VIX Dec23 20th 15.5 Puts $1.38 (CboeTheo=1.41)  BID  [CBOE] 11:21:35.867 IV=72.5% +0.7 CBOE 35k x $1.38 - $1.43 x 5875 CBOE  LATE  Vega=$7274 VIX=15.49 Fwd
397. SWEEP DETECTED:
     >>2145 AMZN Nov23 139 Puts $0.19 (CboeTheo=0.19)  BID  [MULTI] 11:21:46.763 IV=33.8% +1.6 C2 1169 x $0.19 - $0.20 x 355 EMLD Vega=$4445 AMZN=143.53 Ref
398. SPLIT TICKET:
     >>1495 SPX Nov23 4425 Puts $1.20 (CboeTheo=1.15)  ASK  [CBOE] 11:22:59.525 IV=17.7% +2.2 CBOE 3739 x $1.10 - $1.20 x 330 CBOE Vega=$54k SPX=4519.28 Fwd
399. SPLIT TICKET:
     >>1262 SPX Nov23 4425 Puts $1.25 (CboeTheo=1.16)  ASK  [CBOE] 11:23:10.822 IV=17.8% +2.3 CBOE 1713 x $1.20 - $1.25 x 454 CBOE Vega=$47k SPX=4518.88 Fwd
400. >>2000 PNT Jan24 15.0 Calls $0.50 (CboeTheo=0.45)  BID  ISE 11:23:23.321 IV=45.8% +7.7 PHLX 94 x $0.40 - $0.75 x 5 ISE  CROSS  Vega=$4086 PNT=13.37 Ref
401. >>Unusual Volume FDX - 3x market weighted volume: 19.3k = 36.7k projected vs 12.2k adv, 85% calls, 11% of OI [FDX 258.35 +4.17 Ref, IV=22.7% +0.7]
402. SPLIT TICKET:
     >>1000 SPXW Feb24 5000 Calls $5.60 (CboeTheo=5.52)  ASK  [CBOE] 11:24:45.212 IV=10.9% +0.0 CBOE 172 x $5.40 - $5.60 x 87 CBOE  OPENING  Vega=$282k SPX=4570.23 Fwd
403. >>4067 TFC Jan24 30.0 Calls $3.21 (CboeTheo=3.21)  BID  CBOE 11:25:06.543 IV=37.0% +1.3 ARCA 13 x $3.20 - $3.40 x 205 MIAX  COB/AUCTION  Vega=$19k TFC=31.89 Ref
404. >>4067 TFC Jan24 35.0 Calls $0.84 (CboeTheo=0.80)  ASK  CBOE 11:25:06.543 IV=34.1% +0.6 BXO 130 x $0.80 - $0.85 x 149 MPRL  COB/AUCTION  Vega=$19k TFC=31.89 Ref
405. >>14999 AMZN Nov23 140 Puts $0.30 (CboeTheo=0.30)  ASK  ARCA 11:25:29.117 IV=32.6% +2.0 C2 262 x $0.29 - $0.30 x 15k ARCA Vega=$41k AMZN=143.49 Ref
406. >>1000 RUT Mar24 2400 Calls $1.41 (CboeTheo=1.35)  ASK  CBOE 11:25:30.613 IV=21.1% +0.1 CBOE 107 x $1.20 - $1.50 x 65 CBOE  LATE  Vega=$53k RUT=1850.20 Fwd
407. >>4150 NVAX Nov23 10.0 Puts $3.69 (CboeTheo=3.65)  ASK  AMEX 11:26:00.954 IV=360.5% +120.3 BOX 6 x $3.60 - $3.70 x 18 BZX  SPREAD/FLOOR  Vega=$277 NVAX=6.38 Ref
408. >>4150 NVAX Nov23 10.0 Calls $0.01 (CboeTheo=0.01)  ASK  AMEX 11:26:00.954 IV=273.7% +33.4 EMLD 0 x $0.00 - $0.01 x 602 BZX  SPREAD/FLOOR  Vega=$107 NVAX=6.38 Ref
409. >>4150 NVAX Dec23 7.5 Puts $1.56 (CboeTheo=1.65)  BID  AMEX 11:26:00.954 IV=72.4% -15.1 ARCA 65 x $1.56 - $1.66 x 550 PHLX  SPREAD/FLOOR  Vega=$1864 NVAX=6.38 Ref
410. >>4150 NVAX Dec23 7.5 Calls $0.27 (CboeTheo=0.21)  ASK  AMEX 11:26:00.955 IV=101.2% +13.8 EMLD 145 x $0.20 - $0.32 x 608 PHLX  SPREAD/FLOOR  Vega=$2477 NVAX=6.38 Ref
411. SWEEP DETECTED:
     >>3019 KVUE Feb24 20.0 Calls $1.24 (CboeTheo=1.21)  ASK  [MULTI] 11:26:33.252 IV=31.8% +0.7 C2 144 x $1.21 - $1.24 x 118 EDGX Vega=$12k KVUE=19.68 Ref
412. >>2500 F Nov23 12.0 Puts $1.50 (CboeTheo=1.49)  ASK  PHLX 11:28:46.690 IV=101.1% +11.8 MIAX 25 x $1.46 - $1.50 x 30 EMLD  AUCTION  Vega=$212 F=10.52 Ref
413. SWEEP DETECTED:
     >>2000 SCHW Nov23 58.0 Calls $0.21 (CboeTheo=0.22)  BID  [MULTI] 11:29:14.693 IV=36.2% -6.8 C2 403 x $0.21 - $0.23 x 26 BZX  ISO  Vega=$2699 SCHW=56.73 Ref
414. SWEEP DETECTED:
     >>Bullish Delta Impact 500 ABUS Jun24 3.0 Calls $0.20 (CboeTheo=0.19)  ASK  [MULTI] 11:29:19.406 IV=75.7% +2.0 BXO 24 x $0.15 - $0.20 x 475 PHLX
     Delta=36%, EST. IMPACT = 18k Shares ($34k) To Buy ABUS=1.91 Ref
415. >>Market Color TAL - Bearish flow noted in Tal Education Group (9.73 +0.26) with 1,012 puts trading, or 1.5x expected. The Put/Call Ratio is 1.55, while ATM IV is up nearly 2 points on the day. Earnings are expected on 01/22. [TAL 9.73 +0.26 Ref, IV=55.4% +1.6] #Bearish
416. >>1545 VIX Jan24 17th 55.0 Calls $0.22 (CboeTheo=0.20)  ASK  CBOE 11:30:02.090 IV=152.2% +6.1 CBOE 1350 x $0.19 - $0.22 x 14k CBOE Vega=$1301 VIX=16.92 Fwd
417. SPLIT TICKET:
     >>4138 VIX Jan24 17th 55.0 Calls $0.22 (CboeTheo=0.20)  ASK  [CBOE] 11:30:02.090 IV=152.2% +6.1 CBOE 1350 x $0.19 - $0.22 x 13k CBOE Vega=$3484 VIX=16.92 Fwd
418. >>89500 AMZN Feb24 115 Calls $30.86 (CboeTheo=31.30)  BID  EDGX 11:30:13.948 IV=33.5% -4.2 BZX 70 x $30.85 - $31.35 x 2 ARCA  COB/AUCTION  Vega=$898k AMZN=143.17 Ref
419. >>148700 AMZN Feb24 135 Calls $15.20 (CboeTheo=15.14)  ASK  EDGX 11:30:13.948 IV=32.7% +0.1 BZX 18 x $15.10 - $15.20 x 79 PHLX  COB/AUCTION - OPENING  Vega=$3.74m AMZN=143.17 Ref
420. >>26500 AMZN Feb24 115 Calls $30.85 (CboeTheo=31.30)  BID  EDGX 11:30:13.948 IV=33.4% -4.3 BZX 70 x $30.85 - $31.35 x 2 ARCA  COB/AUCTION  Vega=$264k AMZN=143.17 Ref
421. SWEEP DETECTED:
     >>2500 CCL Nov23 24th 13.5 Puts $0.09 (CboeTheo=0.09)  ASK  [MULTI] 11:30:16.648 IV=49.1% +7.4 C2 733 x $0.08 - $0.09 x 646 C2  OPENING  Vega=$1353 CCL=14.59 Ref
422. >>30000 CHPT Jan24 3.5 Calls $0.49 (CboeTheo=0.47)  MID  AMEX 11:30:36.970 IV=92.5% +2.5 CBOE 12 x $0.47 - $0.50 x 785 EDGX  FLOOR  Vega=$17k CHPT=3.44 Ref
423. >>30000 CHPT Jan24 3.5 Calls $0.48 (CboeTheo=0.47)  MID  AMEX 11:30:36.970 IV=90.7% +0.8 CBOE 12 x $0.47 - $0.50 x 785 EDGX  FLOOR  Vega=$17k CHPT=3.44 Ref
424. SPLIT TICKET:
     >>60000 CHPT Jan24 3.5 Calls $0.485 (CboeTheo=0.47)  MID  [AMEX] 11:30:36.970 IV=92.5% +2.5 CBOE 12 x $0.47 - $0.50 x 785 EDGX  FLOOR - OPENING  Vega=$34k CHPT=3.44 Ref
425. SWEEP DETECTED:
     >>3332 WMT Nov23 182.5 Calls $0.17 (CboeTheo=0.17)  MID  [MULTI] 11:30:49.801 IV=61.4% +18.0 BOX 302 x $0.17 - $0.19 x 2 ARCA  AUCTION - OPENING   Pre-Earnings   52WeekHigh  Vega=$4896 WMT=168.74 Ref
426. SWEEP DETECTED:
     >>2390 CCL Nov23 14.5 Puts $0.23 (CboeTheo=0.22)  ASK  [MULTI] 11:30:58.674 IV=60.4% +9.3 BOX 300 x $0.21 - $0.23 x 588 AMEX  OPENING  Vega=$1069 CCL=14.59 Ref
427. >>2293 FCX Nov23 35.0 Puts $0.08 (CboeTheo=0.10)  BID  BOX 11:31:52.565 IV=38.7% +3.7 C2 438 x $0.08 - $0.10 x 444 C2  AUCTION - COMPLEX  Vega=$1471 FCX=36.12 Ref
428. SWEEP DETECTED:
     >>2263 AMZN Feb24 130 Puts $3.50 (CboeTheo=3.47)  ASK  [MULTI] 11:32:16.445 IV=33.8% +0.1 PHLX 483 x $3.45 - $3.50 x 281 C2 Vega=$50k AMZN=143.56 Ref
429. >>2500 F Dec23 10.0 Puts $0.15 (CboeTheo=0.15)  ASK  CBOE 11:33:07.524 IV=30.7% +0.8 C2 6537 x $0.14 - $0.15 x 3846 C2  COMPLEX  Vega=$2452 F=10.51 Ref
430. >>7000 INTC Dec23 41.0 Calls $1.10 (CboeTheo=1.09)  ASK  PHLX 11:35:46.592 IV=28.2% +0.6 C2 256 x $1.09 - $1.10 x 151 C2  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$32k INTC=40.34 Ref
431. SWEEP DETECTED:
     >>4845 CCL Jan24 11.0 Puts $0.17 (CboeTheo=0.17)  BID  [MULTI] 11:35:58.320 IV=56.8% +2.6 EMLD 733 x $0.17 - $0.18 x 789 C2 Vega=$5064 CCL=14.52 Ref
432. >>Unusual Volume AVTR - 5x market weighted volume: 8664 = 15.3k projected vs 2970 adv, 99% puts, 9% of OI [AVTR 19.27 +0.42 Ref, IV=32.5% -0.6]
433. >>2000 MGNI Mar24 10.0 Calls $0.51 (CboeTheo=0.52)  BID  MRX 11:36:54.666 IV=62.2% -1.0 AMEX 491 x $0.50 - $0.55 x 162 EMLD  AUCTION  Vega=$3290 MGNI=7.87 Ref
434. >>Unusual Volume AUPH - 3x market weighted volume: 6183 = 10.9k projected vs 3044 adv, 93% calls, 5% of OI [AUPH 8.45 +0.28 Ref, IV=77.5% +2.2]
435. SWEEP DETECTED:
     >>3004 RIVN Nov23 18.0 Calls $0.203 (CboeTheo=0.20)  Below Bid!  [MULTI] 11:38:11.577 IV=80.3% +4.0 C2 210 x $0.21 - $0.23 x 473 C2 Vega=$1461 RIVN=17.45 Ref
436. >>2000 TGT Jan24 140 Calls $2.50 (CboeTheo=2.50)  BID  BOX 11:38:31.746 IV=25.3% -7.2 NOM 20 x $2.49 - $2.53 x 2 NOM  FLOOR   Post-Earnings  Vega=$39k TGT=130.20 Ref
437. SWEEP DETECTED:
     >>4425 HL Mar24 7.0 Calls $0.08 (CboeTheo=0.08)  ASK  [MULTI] 11:39:10.726 IV=62.2% +2.4 EMLD 864 x $0.06 - $0.08 x 772 EMLD  ISO  Vega=$2238 HL=4.25 Ref
438. SWEEP DETECTED:
     >>2383 AGNC Dec23 8.0 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 11:39:36.627 IV=35.3% +1.5 EMLD 204 x $0.12 - $0.13 x 91 C2 Vega=$1834 AGNC=8.62 Ref
439. SPLIT TICKET:
     >>1976 SPX Dec23 4200 Calls $330.20 (CboeTheo=330.01)  ASK  [CBOE] 11:40:13.712 IV=18.0% +0.6 CBOE 15 x $329.50 - $330.40 x 15 CBOE  LATE  Vega=$367k SPX=4524.21 Fwd
440. SPLIT TICKET:
     >>1976 SPXW Dec23 29th 4525 Calls $78.20 (CboeTheo=78.45)  BID  [CBOE] 11:40:13.712 IV=11.8% +0.1 CBOE 7 x $78.10 - $78.50 x 6 CBOE  LATE  Vega=$1.23m SPX=4533.79 Fwd
441. SWEEP DETECTED:
     >>2486 TSLA Nov23 24th 250 Calls $3.791 (CboeTheo=3.81)  Below Bid!  [MULTI] 11:42:21.642 IV=42.7% -0.0 EDGX 909 x $3.80 - $3.90 x 688 MIAX Vega=$36k TSLA=242.76 Ref
442. SPLIT TICKET:
     >>1020 VIX Feb24 14th 28.0 Calls $1.06 (CboeTheo=1.06)  MID  [CBOE] 11:43:03.447 IV=102.0% +2.8 CBOE 13k x $1.04 - $1.09 x 6967 CBOE  AUCTION  Vega=$2832 VIX=17.55 Fwd
443. SWEEP DETECTED:
     >>2637 T Jan24 17.0 Calls $0.10 (CboeTheo=0.10)  BID  [MULTI] 11:44:34.687 IV=18.1% -0.3 EMLD 441 x $0.10 - $0.11 x 1416 C2 Vega=$4490 T=15.72 Ref
444. SWEEP DETECTED:
     >>3103 F Nov23 12.0 Puts $1.572 (CboeTheo=1.60)  BID  [MULTI] 11:44:52.547 ARCA 45 x $1.57 - $1.60 x 84 EMLD  ISO  Vega=$0 F=10.41 Ref
445. >>Market Color M - Bullish option flow detected in Macy's (12.59 +0.86) with 39,528 calls trading (5x expected) and implied vol increasing almost 2 points to 72.98%. . The Put/Call Ratio is 0.44. Earnings are expected on 11/15. Pre-Earnings  [M 12.59 +0.86 Ref, IV=73.0% +1.8] #Bullish
446. SPLIT TICKET:
     >>2875 HUN Dec23 28.0 Calls $0.08 (CboeTheo=0.14)  BID  [PHLX] 11:45:11.066 IV=24.0% -5.0 CBOE 595 x $0.05 - $0.15 x 241 CBOE  AUCTION - OPENING  Vega=$3765 HUN=25.52 Ref
447. SWEEP DETECTED:
     >>4703 AMZN Mar24 125 Puts $3.15 (CboeTheo=3.11)  ASK  [MULTI] 11:45:53.835 IV=34.4% +0.3 C2 64 x $3.10 - $3.15 x 677 MIAX Vega=$105k AMZN=143.82 Ref
448. >>3350 FCX Dec23 38.0 Calls $0.67 (CboeTheo=0.67)  ASK  PHLX 11:47:05.909 IV=32.4% +0.9 C2 80 x $0.66 - $0.67 x 61 C2  SPREAD/CROSS/TIED - OPENING  Vega=$13k FCX=36.05 Ref
449. >>4500 VIX Mar24 20th 35.0 Calls $0.93 (CboeTheo=0.91)  ASK  CBOE 11:47:14.512 IV=100.4% +2.4 CBOE 15k x $0.89 - $0.94 x 7813 CBOE  LATE  Vega=$13k VIX=18.08 Fwd
450. SPLIT TICKET:
     >>1500 VIX Mar24 20th 23.0 Calls $1.825 (CboeTheo=1.83)  MID  [CBOE] 11:47:14.554 IV=80.6% +1.4 CBOE 2036 x $1.80 - $1.85 x 2758 CBOE  LATE  Vega=$6012 VIX=18.08 Fwd
451. SWEEP DETECTED:
     >>2500 CCL Jan24 12.5 Puts $0.43 (CboeTheo=0.42)  ASK  [MULTI] 11:47:29.203 IV=52.5% +2.2 BZX 1004 x $0.41 - $0.43 x 1200 C2 Vega=$4447 CCL=14.43 Ref
452. SPLIT TICKET:
     >>1000 SPX Dec25 4000 Puts $181.50 (CboeTheo=181.88)  BID  [CBOE] 11:48:18.872 IV=20.7% +0.2 CBOE 5 x $179.30 - $184.60 x 75 CBOE  LATE  Vega=$1.85m SPX=4866.52 Fwd
453. SWEEP DETECTED:
     >>Bullish Delta Impact 640 LSPD Dec23 17.0 Calls $0.70 (CboeTheo=0.65)  ASK  [MULTI] 11:49:07.653 IV=45.2% +4.6 NOM 37 x $0.65 - $0.70 x 135 AMEX  OPENING 
     Delta=46%, EST. IMPACT = 30k Shares ($489k) To Buy LSPD=16.52 Ref
454. SWEEP DETECTED:
     >>Bullish Delta Impact 1209 LSPD Dec23 17.0 Calls $0.75 (CboeTheo=0.65)  ASK  [MULTI] 11:49:19.182 IV=47.7% +7.1 BXO 12 x $0.65 - $0.75 x 167 EDGX  OPENING 
     Delta=47%, EST. IMPACT = 57k Shares ($935k) To Buy LSPD=16.55 Ref
455. >>4000 NVDA Nov23 520 Calls $0.43 (CboeTheo=0.40)  BID  BZX 11:49:29.234 IV=46.7% +5.6 BZX 221 x $0.43 - $0.44 x 331 MIAX Vega=$18k NVDA=490.54 Ref
456. SPLIT TICKET:
     >>1320 SPX Nov24 4050 Puts $108.06 (CboeTheo=107.57)  ASK  [CBOE] 11:49:27.761 IV=19.9% +0.2 CBOE 20 x $107.20 - $108.50 x 20 CBOE  LATE - OPENING  Vega=$1.66m SPX=4698.90 Fwd
457. SPLIT TICKET:
     >>1320 SPX Nov23 3600 Puts $0.06 (CboeTheo=0.07)  BID  [CBOE] 11:49:27.819 IV=99.2% +10.9 CBOE 1161 x $0.05 - $0.10 x 1219 CBOE  LATE  Vega=$1076 SPX=4510.73 Fwd
458. SWEEP DETECTED:
     >>2400 NYCB Dec23 10.0 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 11:49:52.295 IV=34.1% -0.1 PHLX 1448 x $0.10 - $0.15 x 597 C2 Vega=$2180 NYCB=9.34 Ref
459. SWEEP DETECTED:
     >>2858 RIVN Mar24 12.5 Puts $0.75 (CboeTheo=0.76)  BID  [MULTI] 11:50:40.139 IV=74.5% +1.6 AMEX 893 x $0.75 - $0.78 x 841 CBOE Vega=$6867 RIVN=17.25 Ref
460. >>2550 AVTR Dec23 17.5 Puts $0.10 (CboeTheo=0.25)  BID  ARCA 11:51:03.305 IV=30.2% -10.9 BOX 13 x $0.10 - $0.25 x 694 PHLX  FLOOR - OPENING  Vega=$2848 AVTR=19.27 Ref
461. >>5950 AVTR Dec23 17.5 Puts $0.15 (CboeTheo=0.25)  BID  ARCA 11:51:03.305 IV=34.4% -6.7 BOX 13 x $0.10 - $0.25 x 694 PHLX  FLOOR - OPENING  Vega=$7671 AVTR=19.27 Ref
462. SPLIT TICKET:
     >>8500 AVTR Dec23 17.5 Puts $0.135 (CboeTheo=0.25)  BID  [ARCA] 11:51:03.305 IV=30.2% -10.9 BOX 13 x $0.10 - $0.25 x 694 PHLX  FLOOR - OPENING  Vega=$9493 AVTR=19.27 Ref
463. >>3230 XSP Dec23 22nd 437 Puts $2.51 (CboeTheo=2.54)  BID  CBOE 11:51:20.199 IV=14.3% +0.3 CBOE 144 x $2.51 - $2.57 x 144 CBOE  LATE - OPENING  Vega=$137k XSP=452.86 Fwd
464. SWEEP DETECTED:
     >>2654 AAPL Dec23 175 Puts $0.49 (CboeTheo=0.49)  ASK  [MULTI] 11:52:04.844 IV=21.4% +0.6 C2 491 x $0.48 - $0.49 x 579 C2 Vega=$24k AAPL=188.84 Ref
465. SWEEP DETECTED:
     >>2999 AAPL Dec23 165 Puts $0.21 (CboeTheo=0.20)  ASK  [MULTI] 11:52:28.902 IV=27.3% +1.1 C2 475 x $0.20 - $0.21 x 403 EMLD Vega=$13k AAPL=188.76 Ref
466. >>3612 WFC Dec23 45.0 Calls $0.34 (CboeTheo=0.34)  BID  CBOE 11:53:22.095 IV=21.8% -0.1 NOM 63 x $0.34 - $0.35 x 150 MPRL  AUCTION  Vega=$14k WFC=42.63 Ref
467. SWEEP DETECTED:
     >>4897 BAC Dec23 31.0 Calls $0.26 (CboeTheo=0.25)  ASK  [MULTI] 11:53:58.010 IV=23.1% -0.1 EMLD 3644 x $0.25 - $0.26 x 1415 C2 Vega=$13k BAC=29.57 Ref
468. SPLIT TICKET:
     >>1000 SPX Dec23 3600 Puts $1.20 (CboeTheo=1.25)  BID  [CBOE] 11:54:07.706 IV=33.9% +0.4 CBOE 6332 x $1.20 - $1.35 x 7028 CBOE  LATE  Vega=$31k SPX=4521.17 Fwd
469. SWEEP DETECTED:
     >>5336 SOFI Dec23 7.5 Calls $0.44 (CboeTheo=0.41)  BID  [MULTI] 11:54:17.088 IV=61.1% +4.1 EMLD 1119 x $0.44 - $0.45 x 2129 PHLX  ISO  Vega=$4469 SOFI=7.29 Ref
470. SWEEP DETECTED:
     >>2015 MDLZ Nov23 70.0 Puts $0.392 (CboeTheo=0.42)  ASK  [MULTI] 11:55:23.153 IV=18.6% +2.7 PHLX 220 x $0.30 - $0.40 x 168 CBOE  AUCTION - OPENING  Vega=$4353 MDLZ=70.03 Ref
471. SWEEP DETECTED:
     >>3307 KVUE Dec23 8th 20.5 Calls $0.25 (CboeTheo=0.23)  ASK  [MULTI] 11:55:47.427 IV=25.8% +0.1 EDGX 328 x $0.22 - $0.25 x 253 EMLD  OPENING  Vega=$5861 KVUE=19.75 Ref
472. >>10000 SYF Jun24 25.0 Puts $1.15 (CboeTheo=1.09)  ASK  PHLX 11:55:54.243 IV=37.2% +0.9 PHLX 26 x $1.05 - $1.15 x 111 C2  SPREAD/CROSS/TIED - OPENING  Vega=$66k SYF=29.86 Ref
473. SPLIT TICKET:
     >>1589 XSP Feb24 423 Puts $3.88 (CboeTheo=3.91)  ASK  [CBOE] 11:56:08.759 IV=16.9% +0.2 CBOE 110 x $3.72 - $3.94 x 160 CBOE  OPENING  Vega=$97k XSP=455.69 Fwd
474. >>3019 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  ASK  CBOE 11:56:12.867 IV=153.4% +7.3 CBOE 6454 x $0.20 - $0.23 x 4017 CBOE Vega=$2608 VIX=16.93 Fwd
475. >>2415 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  ASK  CBOE 11:56:12.867 IV=153.4% +7.3 CBOE 6454 x $0.20 - $0.23 x 4017 CBOE Vega=$2086 VIX=16.93 Fwd
476. >>2193 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  ASK  CBOE 11:56:12.867 IV=153.4% +7.3 CBOE 6454 x $0.20 - $0.23 x 4017 CBOE Vega=$1895 VIX=16.93 Fwd
477. >>1000 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  ASK  CBOE 11:56:12.867 IV=153.4% +7.3 CBOE 6454 x $0.20 - $0.23 x 1824 CBOE Vega=$864 VIX=16.93 Fwd
478. SPLIT TICKET:
     >>10847 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  ASK  [CBOE] 11:56:12.867 IV=153.4% +7.3 CBOE 6454 x $0.20 - $0.23 x 4017 CBOE Vega=$9371 VIX=16.93 Fwd
479. >>2000 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  BID  CBOE 11:56:45.460 IV=153.4% +7.3 CBOE 5548 x $0.23 - $0.24 x 3391 CBOE Vega=$1728 VIX=16.93 Fwd
480. >>2000 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  BID  CBOE 11:56:50.484 IV=153.4% +7.3 CBOE 3548 x $0.23 - $0.24 x 3391 CBOE Vega=$1728 VIX=16.93 Fwd
481. >>3548 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  BID  CBOE 11:56:50.485 IV=153.4% +7.3 CBOE 3548 x $0.23 - $0.24 x 3391 CBOE Vega=$3065 VIX=16.93 Fwd
482. SPLIT TICKET:
     >>5548 VIX Jan24 17th 55.0 Calls $0.23 (CboeTheo=0.21)  BID  [CBOE] 11:56:50.484 IV=153.4% +7.3 CBOE 3548 x $0.23 - $0.24 x 3391 CBOE Vega=$4792 VIX=16.93 Fwd
483. >>2028 NVAX Nov23 10.0 Puts $3.84 (CboeTheo=3.76)  ASK  AMEX 11:57:22.813 IV=426.8% +186.5 AMEX 378 x $3.50 - $3.85 x 86 PHLX  SPREAD/FLOOR  Vega=$178 NVAX=6.28 Ref
484. >>2028 NVAX Nov23 10.0 Calls $0.02 (CboeTheo=0.01)  Above Ask!  AMEX 11:57:22.814 IV=316.3% +76.1 EMLD 0 x $0.00 - $0.01 x 574 BZX  SPREAD/FLOOR  Vega=$78 NVAX=6.28 Ref
485. >>2028 NVAX Dec23 7.5 Puts $1.65 (CboeTheo=1.71)  BID  AMEX 11:57:22.815 IV=79.5% -7.9 ARCA 65 x $1.65 - $2.00 x 487 PHLX  SPREAD/FLOOR  Vega=$942 NVAX=6.28 Ref
486. >>2028 NVAX Dec23 7.5 Calls $0.22 (CboeTheo=0.20)  ASK  AMEX 11:57:22.815 IV=96.2% +8.8 MPRL 63 x $0.18 - $0.22 x 177 AMEX  SPREAD/FLOOR  Vega=$1128 NVAX=6.28 Ref
487. >>1294 XSP Nov23 402 Puts $0.04 (CboeTheo=0.02)  BID  CBOE 11:59:55.097 IV=59.7% +11.0 CBOE 1419 x $0.02 - $0.13 x 110 CBOE Vega=$802 XSP=450.66 Fwd
488. SPLIT TICKET:
     >>3159 XSP Nov23 402 Puts $0.04 (CboeTheo=0.02)  BID  [CBOE] 11:59:55.097 IV=59.7% +11.0 CBOE 1419 x $0.02 - $0.13 x 110 CBOE Vega=$1958 XSP=450.66 Fwd
489. >>2500 NVT Dec23 50.0 Calls $4.10 (CboeTheo=4.16)  MID  CBOE 12:02:07.105 IV=28.8% -0.9 PHLX 241 x $4.00 - $4.20 x 11 NOM  FLOOR  Vega=$10k NVT=53.40 Ref
490. SPLIT TICKET:
     >>3000 NVT Dec23 50.0 Calls $4.10 (CboeTheo=4.16)  MID  [CBOE] 12:02:07.105 IV=28.8% -0.9 PHLX 241 x $4.00 - $4.20 x 11 NOM  FLOOR  Vega=$13k NVT=53.40 Ref
491. SPLIT TICKET:
     >>1042 SPX Dec24 5000 Calls $146.00 (CboeTheo=142.49)  Above Ask!  [CBOE] 12:08:02.692 IV=13.6% +0.4 CBOE 20 x $141.80 - $143.30 x 41 CBOE  LATE  Vega=$1.83m SPX=4712.37 Fwd
492. SPLIT TICKET:
     >>1042 SPX Dec24 3500 Puts $54.00 (CboeTheo=54.94)  Below Bid!  [CBOE] 12:08:02.692 IV=23.8% +0.0 CBOE 30 x $54.50 - $55.20 x 236 CBOE  LATE  Vega=$836k SPX=4712.37 Fwd
493. >>2000 FIS Dec23 55.0 Calls $1.30 (CboeTheo=1.23)  ASK  ARCA 12:08:54.994 IV=26.5% +0.5 PHLX 337 x $1.20 - $1.35 x 347 CBOE  FLOOR  Vega=$12k FIS=54.34 Ref
494. >>3125 VIX Jan24 17th 17.0 Calls $2.00 (CboeTheo=1.99)  ASK  CBOE 12:11:09.949 IV=74.5% +2.7 CBOE 9731 x $1.96 - $2.02 x 3085 CBOE  LATE  Vega=$8575 VIX=16.88 Fwd
495. >>15756 VIX Dec23 20th 20.0 Calls $0.62 (CboeTheo=0.63)  BID  CBOE 12:11:09.949 IV=100.5% +2.7 CBOE 17k x $0.61 - $0.65 x 16k CBOE  LATE  Vega=$24k VIX=15.47 Fwd
496. >>4000 VIX Dec23 20th 15.5 Puts $1.45 (CboeTheo=1.41)  Above Ask!  CBOE 12:11:09.949 IV=75.8% +4.0 CBOE 23k x $1.39 - $1.44 x 6838 CBOE  LATE  Vega=$7549 VIX=15.47 Fwd
497. >>3125 VIX Jan24 17th 17.0 Puts $2.10 (CboeTheo=2.11)  BID  CBOE 12:11:10.026 IV=73.6% +1.8 CBOE 544 x $2.10 - $2.15 x 25k CBOE  LATE  Vega=$8577 VIX=16.88 Fwd
498. >>4000 VIX Dec23 20th 15.5 Calls $1.35 (CboeTheo=1.39)  BID  CBOE 12:11:10.026 IV=71.8% -0.9 CBOE 26k x $1.35 - $1.41 x 2616 CBOE  LATE  Vega=$7554 VIX=15.47 Fwd
499. >>7328 VIX Jan24 17th 22.0 Calls $1.14 (CboeTheo=1.13)  MID  CBOE 12:11:10.026 IV=96.1% +5.1 CBOE 6642 x $1.11 - $1.16 x 21k CBOE  LATE  Vega=$18k VIX=16.88 Fwd
500. >>2477 VIX Jan24 17th 22.0 Calls $1.15 (CboeTheo=1.13)  ASK  CBOE 12:11:10.160 IV=96.5% +5.5 CBOE 6642 x $1.11 - $1.16 x 21k CBOE  LATE  Vega=$6178 VIX=16.88 Fwd
501. SPLIT TICKET:
     >>9805 VIX Jan24 17th 22.0 Calls $1.143 (CboeTheo=1.13)  MID  [CBOE] 12:11:10.026 IV=96.1% +5.1 CBOE 6642 x $1.11 - $1.16 x 21k CBOE  LATE  Vega=$24k VIX=16.88 Fwd
502. SWEEP DETECTED:
     >>2504 OXY Jan25 60.0 Puts $5.90 (CboeTheo=6.00)  BID  [MULTI] 12:11:39.760 IV=30.8% -0.6 EDGX 107 x $5.90 - $6.15 x 7 ARCA Vega=$61k OXY=62.06 Ref
503. SPLIT TICKET:
     >>2800 SPXW Dec23 12th 3700 Puts $1.35 (CboeTheo=1.28)  MID  [CBOE] 12:12:13.785 IV=32.1% +0.8 CBOE 399 x $1.30 - $1.40 x 443 CBOE  FLOOR - OPENING  Vega=$99k SPX=4516.67 Fwd
504. >>3200 VMW Nov23 145 Calls $6.50 (CboeTheo=6.30)  ASK  AMEX 12:12:52.206 IV=67.4% +26.2 NOM 10 x $5.00 - $7.00 x 1 NOM  SPREAD/FLOOR  Vega=$10k VMW=150.96 Ref
505. >>3200 VMW Dec23 145 Calls $7.90 (CboeTheo=7.71)  BID  AMEX 12:12:52.206 IV=56.2% +19.2 ARCA 10 x $6.00 - $20.00 x 1 AMEX  SPREAD/FLOOR - OPENING  Vega=$40k VMW=150.96 Ref
506. >>3095 XSP Nov23 429 Puts $0.05 (CboeTheo=0.06)  BID  CBOE 12:13:44.323 IV=29.3% +4.1 CBOE 1170 x $0.05 - $0.07 x 1170 CBOE  LATE  Vega=$4155 XSP=450.56 Fwd
507. >>3000 GRPN Jan24 15.0 Calls $0.25 (CboeTheo=0.34)  BID  PHLX 12:14:28.192 IV=88.3% -8.3 PHLX 1451 x $0.20 - $0.40 x 452 EDGX  FLOOR  Vega=$2938 GRPN=9.80 Ref
508. >>2000 GRPN Jan24 15.0 Calls $0.30 (CboeTheo=0.34)  MID  PHLX 12:14:28.192 IV=93.3% -3.3 PHLX 1451 x $0.20 - $0.40 x 452 EDGX  FLOOR  Vega=$2100 GRPN=9.80 Ref
509. SPLIT TICKET:
     >>5000 GRPN Jan24 15.0 Calls $0.27 (CboeTheo=0.34)  BID  [PHLX] 12:14:28.192 IV=88.3% -8.3 PHLX 1451 x $0.20 - $0.40 x 452 EDGX  FLOOR  Vega=$4897 GRPN=9.80 Ref
510. >>Market Color .SPX - S&P500 index option volume at midday totals 1715198 contracts as the index trades near $4508.89 (13.19). Front term atm implied vols are near 12.0% and the CBOE VIX is currently near 14.18 (0.02). 
511. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 628705 contracts trading marketwide. Most actives include Plug Power(PLUG), Enphase Energy(ENPH), Exxon Mobil(XOM). The sector ETF, XLE is up 0.305 to 85.065 with 30 day implied volatility lower by -0.4%, near 19.8%  #sector
512. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 1633915 contracts changing hands. Most actives include Bank of America(BAC), Marathon Patent Group(MARA), Coinbase(COIN). The sector ETF, XLF is up 0.265 to 34.765 with 30 day implied volatility relatively flat at 14.1%  #sector
513. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 4673460 contracts trading marketwide. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is up 0.445 to 182.485 with 30 day implied volatility relatively flat at 17.2%  #sector
514. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 5163723 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), Target(TGT). The sector ETF, XLY is up 0.515 to 168.065 with 30 day implied volatility relatively flat at 18.9% #sector
515. >>Market Color @HLTH - Health Care sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 657227 contracts trading marketwide. Most actives include Pfizer(PFE), Eli Lilly(LLY), Novavax(NVAX). The sector ETF, XLV is up 0.245 to 128.105 with 30 day implied volatility relatively flat at 12.3%  #sector
516. >>Market Color JWN - Bullish option flow detected in Nordstrom (15.18 +0.86) with 7,251 calls trading (4x expected) and implied vol increasing almost 4 points to 73.85%. . The Put/Call Ratio is 0.31. Earnings are expected on 11/21.  [JWN 15.18 +0.86 Ref, IV=73.9% +3.7] #Bullish
517. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 19 to 6 and 318428 contracts changing hands. Most actives include Vale(VALE), Freeport McMoRan(FCX), Teck Resources(TECK). The sector ETF, XLB is up 0.575 to 80.105 with 30 day implied volatility relatively flat at 15.2%  #sector
518. SWEEP DETECTED:
     >>3179 TSLA Nov23 255 Calls $0.86 (CboeTheo=0.87)  BID  [MULTI] 12:15:07.880 IV=58.4% +2.6 C2 606 x $0.86 - $0.88 x 617 C2 Vega=$14k TSLA=243.13 Ref
519. SPLIT TICKET:
     >>1000 SPX Jan24 4000 Puts $11.50 (CboeTheo=11.33)  ASK  [CBOE] 12:15:31.775 IV=20.5% +0.3 CBOE 1453 x $11.30 - $11.50 x 596 CBOE Vega=$255k SPX=4541.09 Fwd
520. SWEEP DETECTED:
     >>3473 TSLA Nov23 150 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:15:51.970 IV=206.5% +36.3 MIAX 0 x $0.00 - $0.01 x 2554 C2 Vega=$207 TSLA=242.72 Ref
521. SPLIT TICKET:
     >>4000 SPX Jan24 3700 Puts $5.30 (CboeTheo=5.35)  BID  [CBOE] 12:16:03.567 IV=26.0% +0.2 CBOE 2112 x $5.30 - $5.50 x 2534 CBOE Vega=$507k SPX=4542.03 Fwd
522. >>5000 CSCO Jan24 50.0 Puts $0.72 (CboeTheo=0.72)  MID  ISE 12:16:39.633 IV=22.2% +0.5 C2 361 x $0.70 - $0.74 x 822 EMLD  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$35k CSCO=53.13 Ref
523. >>2664 TSLA Dec23 120 Puts $0.07 (CboeTheo=0.08)  MID  BZX 12:17:04.282 IV=95.8% +1.8 EDGX 747 x $0.06 - $0.08 x 415 C2 Vega=$1873 TSLA=242.93 Ref
524. SWEEP DETECTED:
     >>2034 TSLA Nov23 242.5 Puts $3.65 (CboeTheo=3.57)  Above Ask!  [MULTI] 12:18:15.004 IV=53.4% +3.0 NOM 20 x $3.60 - $3.65 x 613 CBOE  ISO - OPENING  Vega=$15k TSLA=243.19 Ref
525. >>6000 BIDU Jan24 105 Puts $3.85 (CboeTheo=3.88)  BID  PHLX 12:19:13.584 IV=42.2% +0.3 EDGX 174 x $3.80 - $3.95 x 200 PHLX  TIED/FLOOR - OPENING  Vega=$97k BIDU=113.61 Ref
526. SWEEP DETECTED:
     >>Bullish Delta Impact 734 EBIX Nov23 4.0 Calls $0.72 (CboeTheo=0.59)  Above Ask!  [MULTI] 12:21:29.001 IV=424.5% +123.4 PHLX 1416 x $0.55 - $0.70 x 316 AMEX  ISO - OPENING 
     Delta=65%, EST. IMPACT = 48k Shares ($205k) To Buy EBIX=4.29 Ref
527. >>5000 VEL May24 17.5 Calls $1.20 (CboeTheo=1.32)  ASK  CBOE 12:22:58.661 IV=41.0% -9.1 EMLD 0 x $0.00 - $1.95 x 12 BZX  CROSS - OPENING   SSR  Vega=$22k VEL=15.93 Ref
528. SWEEP DETECTED:
     >>3000 BAC Dec23 25.0 Puts $0.07 (CboeTheo=0.07)  BID  [MULTI] 12:24:07.242 IV=36.9% +1.5 EMLD 1847 x $0.07 - $0.08 x 5558 C2 Vega=$2775 BAC=29.64 Ref
529. >>1000 VIX Dec23 20th 47.5 Calls $0.09 (CboeTheo=0.09)  MID  CBOE 12:24:45.591 IV=173.5% +6.0 CBOE 26k x $0.07 - $0.10 x 24k CBOE  FLOOR  Vega=$357 VIX=15.42 Fwd
530. SPLIT TICKET:
     >>2000 VIX Dec23 20th 47.5 Calls $0.09 (CboeTheo=0.09)  MID  [CBOE] 12:24:45.591 IV=173.5% +6.0 CBOE 26k x $0.07 - $0.10 x 24k CBOE  FLOOR  Vega=$715 VIX=15.42 Fwd
531. SWEEP DETECTED:
     >>Bearish Delta Impact 2000 NEXT Jan24 5.0 Calls $0.355 (CboeTheo=0.36)  BID  [MULTI] 12:25:46.840 IV=47.7% -2.5 BOX 877 x $0.35 - $0.40 x 400 BZX  ISO - OPENING 
     Delta=50%, EST. IMPACT = 100k Shares ($490k) To Sell NEXT=4.88 Ref
532. >>5000 PFE Jan24 33.0 Calls $0.41 (CboeTheo=0.42)  MID  ARCA 12:25:55.925 IV=25.5% -0.1 C2 873 x $0.40 - $0.42 x 331 C2  CROSS  Vega=$19k PFE=29.96 Ref
533. >>3000 DDD Jan26 4.0 Puts $1.15 (CboeTheo=1.07)  ASK  ARCA 12:26:07.889 IV=67.6% +3.6 PHLX 812 x $0.95 - $1.15 x 94 AMEX  CROSS - OPENING  Vega=$6246 DDD=4.54 Ref
534. >>11425 TXN Jan24 200 Calls $0.40 (CboeTheo=0.02)  ASK  AMEX 12:27:04.476 IV=35.4% +11.9 MPRL 0 x $0.00 - $0.75 x 225 CBOE  SPREAD/FLOOR  Vega=$73k TXN=152.01 Ref
535. SWEEP DETECTED:
     >>2737 AMZN Nov23 140 Puts $0.356 (CboeTheo=0.39)  Below Bid!  [MULTI] 12:27:29.867 IV=32.2% +1.7 C2 660 x $0.37 - $0.38 x 1 BZX Vega=$8237 AMZN=142.97 Ref
536. SPLIT TICKET:
     >>2034 VIX Dec23 20th 16.0 Puts $1.78 (CboeTheo=1.79)  BID  [CBOE] 12:29:05.564 IV=76.8% +0.8 CBOE 350 x $1.78 - $1.81 x 3285 CBOE Vega=$3847 VIX=15.42 Fwd
537. SWEEP DETECTED:
     >>2378 BAC Dec23 25.0 Puts $0.07 (CboeTheo=0.07)  BID  [MULTI] 12:29:30.669 IV=37.1% +1.7 GEMX 927 x $0.07 - $0.08 x 4256 EMLD Vega=$2193 BAC=29.68 Ref
538. >>3000 UPST Jan24 25.0 Calls $3.95 (CboeTheo=3.91)  ASK  PHLX 12:29:41.713 IV=77.4% +0.7 EDGX 313 x $3.85 - $4.00 x 359 EDGX  SPREAD/CROSS/TIED  Vega=$13k UPST=26.20 Ref
539. >>3000 UPST Jan24 25.0 Puts $2.80 (CboeTheo=2.69)  ASK  PHLX 12:29:41.713 IV=79.2% +4.9 C2 66 x $2.77 - $2.80 x 12 GEMX  SPREAD/CROSS/TIED  Vega=$13k UPST=26.20 Ref
540. >>Market Color PACW - Bearish flow noted in PacWest Bancorp (8.25 +0.14) with 5,501 puts trading, or 3x expected. The Put/Call Ratio is 7.34, while ATM IV is up over 2 points on the day. Earnings are expected on 01/31.  [PACW 8.25 +0.14 Ref, IV=50.8% +2.3] #Bearish
541. >>1044 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  ASK  CBOE 12:32:23.376 IV=113.8% +5.8 CBOE 6510 x $0.68 - $0.71 x 1247 CBOE Vega=$2026 VIX=16.81 Fwd
542. >>2350 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  ASK  CBOE 12:32:23.414 IV=113.8% +5.8 CBOE 2350 x $0.71 - $0.72 x 2699 CBOE Vega=$4560 VIX=16.81 Fwd
543. SPLIT TICKET:
     >>6500 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  ASK  [CBOE] 12:32:23.376 IV=113.8% +5.8 CBOE 6510 x $0.68 - $0.71 x 1247 CBOE Vega=$13k VIX=16.81 Fwd
544. >>7500 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  MID  CBOE 12:33:11.964 IV=113.6% +5.5 CBOE 867 x $0.69 - $0.72 x 7286 CBOE Vega=$15k VIX=16.83 Fwd
545. >>1000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  BID  CBOE 12:33:31.462 IV=113.6% +5.5 CBOE 19k x $0.71 - $0.72 x 4553 CBOE Vega=$1944 VIX=16.83 Fwd
546. >>1000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  BID  CBOE 12:33:39.649 IV=113.6% +5.5 CBOE 18k x $0.71 - $0.72 x 4422 CBOE Vega=$1944 VIX=16.83 Fwd
547. >>1000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  BID  CBOE 12:33:40.853 IV=113.6% +5.5 CBOE 17k x $0.71 - $0.72 x 4422 CBOE Vega=$1944 VIX=16.83 Fwd
548. >>1000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.70)  BID  CBOE 12:33:43.829 IV=113.6% +5.5 CBOE 16k x $0.71 - $0.72 x 4422 CBOE Vega=$1944 VIX=16.83 Fwd
549. >>1000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.71)  BID  CBOE 12:34:49.707 IV=113.7% +5.6 CBOE 15k x $0.71 - $0.72 x 24k CBOE Vega=$1943 VIX=16.83 Fwd
550. >>15000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.71)  MID  CBOE 12:34:54.365 IV=113.7% +5.6 CBOE 1179 x $0.69 - $0.72 x 24k CBOE Vega=$29k VIX=16.83 Fwd
551. >>65201 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.71)  MID  CBOE 12:35:08.164 IV=113.7% +5.6 CBOE 4313 x $0.69 - $0.72 x 23k CBOE  AUCTION  Vega=$127k VIX=16.83 Fwd
552. SPLIT TICKET:
     >>66000 VIX Jan24 17th 28.0 Calls $0.71 (CboeTheo=0.71)  MID  [CBOE] 12:35:08.164 IV=113.7% +5.6 CBOE 4313 x $0.69 - $0.72 x 23k CBOE  AUCTION  Vega=$128k VIX=16.83 Fwd
553. >>50000 NKLA Apr24 0.5 Puts $0.07 (CboeTheo=0.06)  ASK  AMEX 12:35:33.599 IV=139.9% +1.3 EMLD 1378 x $0.05 - $0.07 x 82 EMLD  FLOOR  Vega=$5965 NKLA=1.10 Ref
554. >>2000 JWN Jan25 7.5 Puts $0.64 (CboeTheo=0.63)  ASK  ARCA 12:35:34.290 IV=67.7% +1.2 NOM 2 x $0.60 - $0.64 x 36 PHLX  CROSS  Vega=$5175 JWN=15.21 Ref
555. SWEEP DETECTED:
     >>2036 SNAP Mar24 8.0 Puts $0.19 (CboeTheo=0.19)  BID  [MULTI] 12:35:33.337 IV=63.5% -0.2 C2 455 x $0.19 - $0.20 x 1322 EMLD  OPENING  Vega=$2173 SNAP=12.28 Ref
556. SWEEP DETECTED:
     >>2143 NVDA Nov23 600 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:35:39.510 IV=86.7% +15.5 PHLX 0 x $0.00 - $0.01 x 105 ARCA Vega=$322 NVDA=488.54 Ref
557. SWEEP DETECTED:
     >>2290 NVDA Nov23 660 Calls $0.01  ASK  [MULTI] 12:35:59.186 IV=122.7% +31.7 AMEX 0 x $0.00 - $0.01 x 32 EMLD  OPENING  Vega=$254 NVDA=488.62 Ref
558. >>4960 PARA Jan25 12.5 Puts $2.25 (CboeTheo=2.28)  BID  MIAX 12:38:02.261 IV=52.3% -0.2 EDGX 50 x $2.24 - $2.31 x 104 EDGX  AUCTION  Vega=$25k PARA=13.07 Ref
559. SPLIT TICKET:
     >>4999 PARA Jan25 12.5 Puts $2.25 (CboeTheo=2.28)  BID  [MIAX] 12:38:02.261 IV=52.3% -0.2 EDGX 50 x $2.24 - $2.31 x 104 EDGX  AUCTION  Vega=$25k PARA=13.07 Ref
560. >>7500 GM Dec23 27.0 Puts $0.69 (CboeTheo=0.70)  BID  AMEX 12:39:47.967 IV=35.7% -0.5 C2 904 x $0.69 - $0.70 x 13 MPRL  SPREAD/CROSS  Vega=$22k GM=27.96 Ref
561. >>7500 GM Nov23 27.5 Puts $0.17 (CboeTheo=0.17)  BID  AMEX 12:39:47.967 IV=42.3% +0.5 C2 794 x $0.17 - $0.18 x 269 C2  SPREAD/CROSS - OPENING  Vega=$5564 GM=27.96 Ref
562. >>2000 TMUS Dec23 1st 149 Calls $0.90 (CboeTheo=0.92)  Below Bid!  AMEX 12:41:13.012 IV=14.7% +0.0 EDGX 107 x $0.91 - $0.97 x 63 EDGX  FLOOR - OPENING  Vega=$22k TMUS=146.60 Ref
563. SWEEP DETECTED:
     >>2341 BABA Nov23 24th 105 Calls $0.113 (CboeTheo=0.13)  Below Bid!  [MULTI] 12:43:29.224 IV=62.9% -3.0 C2 184 x $0.12 - $0.13 x 166 EMLD  OPENING   Pre-Earnings  Vega=$2635 BABA=87.22 Ref
564. >>Market Color TRIP - Bullish option flow detected in TripAdvisor (19.07 +1.27) with 7,337 calls trading (3x expected) and implied vol increasing over 2 points to 36.97%. . The Put/Call Ratio is 0.10. Earnings are expected on 02/13. [TRIP 19.07 +1.27 Ref, IV=37.0% +2.4] #Bullish
565. >>3900 DAL Dec23 37.0 Puts $1.81 (CboeTheo=1.84)  BID  BOX 12:45:05.857 IV=30.0% -0.1 MIAX 368 x $1.80 - $1.85 x 62 PHLX  CROSS - OPENING  Vega=$15k DAL=35.85 Ref
566. >>32851 TSLA Nov23 217.5 Calls $27.00 (CboeTheo=27.69)  Below Bid!  ARCA 12:47:40.505 BOX 46 x $27.55 - $27.85 x 46 BOX  SPREAD/FLOOR  Vega=$0 TSLA=244.98 Ref
567. >>30505 TSLA Nov23 24th 255 Calls $2.93 (CboeTheo=3.14)  Below Bid!  ARCA 12:47:40.506 IV=42.2% -1.4 PHLX 678 x $3.10 - $3.20 x 945 PHLX  SPREAD/FLOOR - OPENING  Vega=$410k TSLA=244.98 Ref
568. >>34505 TSLA Jan24 190 Calls $58.88 (CboeTheo=59.78)  Below Bid!  ARCA 12:47:40.507 IV=47.3% -3.8 MPRL 22 x $59.60 - $59.95 x 25 CBOE  SPREAD/FLOOR  Vega=$526k TSLA=244.97 Ref
569. >>32155 TSLA Jan24 240 Calls $22.15 (CboeTheo=22.59)  Below Bid!  ARCA 12:47:40.507 IV=44.6% -0.3 BOX 89 x $22.55 - $22.65 x 251 EDGX  SPREAD/FLOOR - OPENING  Vega=$1.29m TSLA=244.97 Ref
570. SWEEP DETECTED:
     >>2000 COMM Nov23 1.5 Calls $0.177 (CboeTheo=0.22)  BID  [MULTI] 12:48:51.420 PHLX 2591 x $0.15 - $0.25 x 239 PHLX Vega=$0 COMM=1.69 Ref
571. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 EBIX Nov23 4.0 Calls $1.245 (CboeTheo=1.12)  ASK  [MULTI] 12:49:33.635 IV=585.7% +284.7 PHLX 1205 x $1.05 - $1.25 x 474 AMEX  ISO - OPENING 
     Delta=74%, EST. IMPACT = 74k Shares ($354k) To Buy EBIX=4.79 Ref
572. >>2999 MARA Nov23 10.5 Calls $0.17 (CboeTheo=0.17)  ASK  BZX 12:50:16.845 IV=110.7% -14.2 EDGX 1899 x $0.16 - $0.17 x 1000 BZX Vega=$830 MARA=10.05 Ref
573. SPLIT TICKET:
     >>3999 MARA Nov23 10.5 Calls $0.17 (CboeTheo=0.17)  ASK  [BZX] 12:50:16.845 IV=110.7% -14.2 EDGX 1899 x $0.16 - $0.17 x 1000 BZX Vega=$1106 MARA=10.05 Ref
574. SWEEP DETECTED:
     >>4006 KVUE Jan24 22.5 Calls $0.25 (CboeTheo=0.25)  ASK  [MULTI] 12:50:40.029 IV=30.8% +0.3 MPRL 104 x $0.23 - $0.25 x 881 PHLX Vega=$9131 KVUE=19.66 Ref
575. >>2000 RIOT Nov23 11.0 Calls $0.15 (CboeTheo=0.17)  ASK  EMLD 12:50:51.527 IV=107.6% -10.3 EMLD 4614 x $0.14 - $0.15 x 2005 EMLD Vega=$550 RIOT=10.46 Ref
576. SWEEP DETECTED:
     >>2700 RIOT Nov23 11.0 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 12:50:51.518 IV=108.6% -9.3 EMLD 4475 x $0.14 - $0.15 x 2016 EMLD Vega=$740 RIOT=10.46 Ref
577. SWEEP DETECTED:
     >>3824 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 12:52:00.639 IV=31.8% +2.2 NOM 2000 x $0.05 - $0.10 x 2486 C2 Vega=$3550 PNT=13.46 Ref
578. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 EBIX Nov23 4.0 Calls $1.45 (CboeTheo=1.22)  ASK  [MULTI] 12:52:27.845 IV=686.6% +385.6 ARCA 1 x $1.25 - $1.45 x 268 AMEX  ISO - OPENING 
     Delta=75%, EST. IMPACT = 75k Shares ($365k) To Buy EBIX=4.89 Ref
579. >>4350 PM Mar24 85.0 Puts $1.71 (CboeTheo=1.78)  BID  AMEX 12:54:28.602 IV=20.4% -0.2 PHLX 259 x $1.70 - $1.85 x 559 PHLX  CROSS - OPENING  Vega=$73k PM=91.06 Ref
580. >>5000 ZYXI Feb24 7.5 Puts $0.55 (CboeTheo=0.41)  ASK  BOX 12:55:32.838 IV=74.4% +11.5 C2 2 x $0.15 - $0.55 x 31 C2  SPREAD/FLOOR - OPENING  Vega=$6977 ZYXI=9.26 Ref
581. >>5000 ZYXI Feb24 5.0 Puts $0.05 (CboeTheo=0.18)  BID  BOX 12:55:32.838 IV=73.7% -24.5 NOM 0 x $0.00 - $0.75 x 85 PHLX  SPREAD/FLOOR - OPENING  Vega=$1718 ZYXI=9.26 Ref
582. >>2315 RIVN Jun24 35.0 Calls $0.56 (CboeTheo=0.55)  ASK  PHLX 12:57:06.752 IV=66.2% +1.3 EMLD 233 x $0.53 - $0.56 x 126 EMLD  SPREAD/CROSS/TIED  Vega=$7369 RIVN=17.43 Ref
583. SWEEP DETECTED:
     >>2995 VFC Jan24 20.0 Calls $0.60 (CboeTheo=0.57)  ASK  [MULTI] 12:59:52.568 IV=48.9% -0.1 PHLX 46 x $0.55 - $0.60 x 147 GEMX  AUCTION  Vega=$7604 VFC=17.43 Ref
584. >>3978 VIX Dec23 20th 15.5 Calls $1.35 (CboeTheo=1.39)  BID  CBOE 13:00:03.240 IV=71.9% -0.8 CBOE 32k x $1.35 - $1.40 x 3907 CBOE  LATE  Vega=$7509 VIX=15.47 Fwd
585. >>17550 VIX Jan24 17th 18.0 Calls $1.72 (CboeTheo=1.74)  BID  CBOE 13:00:03.240 IV=78.5% +1.7 CBOE 27k x $1.70 - $1.76 x 20k CBOE  LATE  Vega=$49k VIX=16.87 Fwd
586. >>8424 VIX Jan24 17th 17.0 Puts $2.15 (CboeTheo=2.11)  ASK  CBOE 13:00:03.240 IV=75.5% +3.6 CBOE 26k x $2.09 - $2.15 x 28k CBOE  LATE  Vega=$23k VIX=16.87 Fwd
587. >>8424 VIX Jan24 17th 17.0 Calls $1.95 (CboeTheo=1.99)  BID  CBOE 13:00:03.303 IV=72.7% +0.9 CBOE 30k x $1.95 - $2.01 x 5297 CBOE  LATE  Vega=$23k VIX=16.87 Fwd
588. >>11700 VIX Dec23 20th 18.0 Calls $0.85 (CboeTheo=0.85)  MID  CBOE 13:00:03.303 IV=90.1% +2.1 CBOE 26k x $0.83 - $0.87 x 19k CBOE  LATE  Vega=$21k VIX=15.47 Fwd
589. >>3978 VIX Dec23 20th 15.5 Puts $1.45 (CboeTheo=1.41)  Above Ask!  CBOE 13:00:03.303 IV=75.8% +4.0 CBOE 12k x $1.39 - $1.44 x 25k CBOE  LATE  Vega=$7504 VIX=15.47 Fwd
590. SPLIT TICKET:
     >>8640 VIX Jan24 17th 17.0 Calls $1.95 (CboeTheo=1.99)  BID  [CBOE] 13:00:03.240 IV=72.7% +0.9 CBOE 30k x $1.95 - $2.01 x 5297 CBOE  LATE  Vega=$24k VIX=16.87 Fwd
591. SPLIT TICKET:
     >>12000 VIX Dec23 20th 18.0 Calls $0.85 (CboeTheo=0.85)  MID  [CBOE] 13:00:03.240 IV=90.1% +2.1 CBOE 26k x $0.83 - $0.87 x 19k CBOE  LATE  Vega=$21k VIX=15.47 Fwd
592. SPLIT TICKET:
     >>4080 VIX Dec23 20th 15.5 Puts $1.45 (CboeTheo=1.41)  Above Ask!  [CBOE] 13:00:03.240 IV=75.8% +4.0 CBOE 12k x $1.39 - $1.44 x 25k CBOE  LATE  Vega=$7696 VIX=15.47 Fwd
593. SPLIT TICKET:
     >>4080 VIX Dec23 20th 15.5 Calls $1.35 (CboeTheo=1.39)  BID  [CBOE] 13:00:03.240 IV=71.9% -0.8 CBOE 32k x $1.35 - $1.40 x 3907 CBOE  LATE  Vega=$7702 VIX=15.47 Fwd
594. SPLIT TICKET:
     >>8640 VIX Jan24 17th 17.0 Puts $2.15 (CboeTheo=2.11)  ASK  [CBOE] 13:00:03.240 IV=75.5% +3.6 CBOE 26k x $2.09 - $2.15 x 28k CBOE  LATE  Vega=$24k VIX=16.87 Fwd
595. SPLIT TICKET:
     >>18000 VIX Jan24 17th 18.0 Calls $1.72 (CboeTheo=1.74)  BID  [CBOE] 13:00:03.240 IV=78.5% +1.7 CBOE 27k x $1.70 - $1.76 x 20k CBOE  LATE  Vega=$50k VIX=16.87 Fwd
596. SWEEP DETECTED:
     >>Bullish Delta Impact 2827 FSLY Jan24 20.0 Calls $0.76 (CboeTheo=0.73)  ASK  [MULTI] 13:01:41.086 IV=57.3% +1.1 ARCA 20 x $0.73 - $0.76 x 412 EDGX
     Delta=32%, EST. IMPACT = 91k Shares ($1.56m) To Buy FSLY=17.15 Ref
597. SPLIT TICKET:
     >>2000 PCT Nov23 5.0 Calls $0.05 (CboeTheo=0.10)  BID  [BOX] 13:02:17.953 IV=199.4% -18.5 C2 507 x $0.05 - $0.15 x 691 PHLX  AUCTION  Vega=$157 PCT=4.24 Ref
598. >>2000 DIS Jan24 100 Calls $1.63 (CboeTheo=1.62)  ASK  PHLX 13:02:32.123 IV=21.6% -0.3 EDGX 147 x $1.61 - $1.63 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$28k DIS=94.28 Ref
599. >>1000 SPXW Dec23 1st 4625 Calls $6.89 (CboeTheo=6.47)  Above Ask!  CBOE 13:03:38.600 IV=10.8% +0.1 CBOE 152 x $6.30 - $6.50 x 203 CBOE  LATE - OPENING  Vega=$217k SPX=4509.80 Fwd
600. >>1000 SPX Dec23 4400 Puts $24.59 (CboeTheo=25.16)  Below Bid!  CBOE 13:03:38.600 IV=13.3% -0.1 CBOE 528 x $25.00 - $25.40 x 976 CBOE  LATE  Vega=$406k SPX=4517.26 Fwd
601. >>1000 SPXW Dec23 1st 4550 Calls $24.61 (CboeTheo=23.43)  Above Ask!  CBOE 13:03:38.664 IV=11.0% +0.2 CBOE 62 x $23.30 - $23.70 x 94 CBOE  LATE  Vega=$354k SPX=4509.80 Fwd
602. SPLIT TICKET:
     >>1200 SPXW Dec23 1st 4550 Calls $24.61 (CboeTheo=23.43)  Above Ask!  [CBOE] 13:03:38.600 IV=11.0% +0.2 CBOE 105 x $23.30 - $23.60 x 50 CBOE  LATE  Vega=$425k SPX=4509.80 Fwd
603. SPLIT TICKET:
     >>1200 SPXW Dec23 1st 4625 Calls $6.89 (CboeTheo=6.47)  Above Ask!  [CBOE] 13:03:38.600 IV=10.8% +0.1 CBOE 152 x $6.30 - $6.50 x 203 CBOE  LATE - OPENING  Vega=$260k SPX=4509.80 Fwd
604. SPLIT TICKET:
     >>1200 SPX Dec23 4400 Puts $24.59 (CboeTheo=25.16)  Below Bid!  [CBOE] 13:03:38.600 IV=13.3% -0.1 CBOE 603 x $25.00 - $25.40 x 976 CBOE  LATE  Vega=$487k SPX=4517.26 Fwd
605. >>5000 F Nov23 10.5 Calls $0.09 (CboeTheo=0.12)  Below Bid!  PHLX 13:04:19.019 IV=34.2% -1.7 ARCA 7 x $0.10 - $0.11 x 6728 EMLD  SPREAD/FLOOR  Vega=$1584 F=10.46 Ref
606. >>5000 F Nov23 11.0 Calls $0.01 (CboeTheo=0.03)  BID  PHLX 13:04:19.019 IV=43.4% -3.7 EMLD 4592 x $0.01 - $0.02 x 3205 C2  SPREAD/FLOOR  Vega=$532 F=10.46 Ref
607. SWEEP DETECTED:
     >>2286 KHC Feb24 37.5 Calls $0.19 (CboeTheo=0.19)  ASK  [MULTI] 13:05:10.435 IV=18.4% +0.4 MIAX 225 x $0.16 - $0.19 x 624 AMEX  ISO  Vega=$8338 KHC=33.52 Ref
608. >>1665 VIX Dec23 20th 17.0 Calls $1.00 (CboeTheo=1.02)  BID  CBOE 13:05:19.322 IV=83.1% +0.2 CBOE 3347 x $1.00 - $1.04 x 11k CBOE Vega=$3074 VIX=15.47 Fwd
609. >>1250 VIX Dec23 20th 17.0 Calls $1.00 (CboeTheo=1.02)  BID  CBOE 13:05:19.322 IV=83.1% +0.2 CBOE 3347 x $1.00 - $1.04 x 11k CBOE Vega=$2308 VIX=15.47 Fwd
610. SPLIT TICKET:
     >>6262 VIX Dec23 20th 17.0 Calls $1.00 (CboeTheo=1.02)  BID  [CBOE] 13:05:19.322 IV=83.1% +0.2 CBOE 3347 x $1.00 - $1.04 x 11k CBOE Vega=$12k VIX=15.47 Fwd
611. SWEEP DETECTED:
     >>3089 PLTR Dec23 1st 19.0 Puts $0.49 (CboeTheo=0.48)  ASK  [MULTI] 13:05:21.027 IV=54.8% +0.3 EMLD 1574 x $0.48 - $0.49 x 1099 EMLD  ISO - OPENING   52WeekHigh  Vega=$4587 PLTR=19.93 Ref
612. >>1000 SPXW Nov23 4040 Puts $0.31 (CboeTheo=0.29)  BID  CBOE 13:05:41.567 IV=56.1% +9.1 CBOE 271 x $0.30 - $0.35 x 790 CBOE  LATE  Vega=$5327 SPX=4504.04 Fwd
613. >>2000 OXY Dec23 62.5 Calls $1.62 (CboeTheo=1.62)  BID  PHLX 13:05:54.546 IV=24.2% -0.2 GEMX 34 x $1.62 - $1.63 x 79 C2  SPREAD/CROSS/TIED  Vega=$14k OXY=62.16 Ref
614. >>2000 OXY Dec23 62.5 Puts $1.86 (CboeTheo=1.87)  BID  PHLX 13:05:54.546 IV=24.2% -0.3 BZX 115 x $1.86 - $1.88 x 284 EMLD  SPREAD/CROSS/TIED  Vega=$14k OXY=62.16 Ref
615. >>5000 VIX Feb24 14th 16.0 Puts $1.49 (CboeTheo=1.48)  ASK  CBOE 13:06:10.916 IV=65.4% +1.5 CBOE 6343 x $1.46 - $1.50 x 1164 CBOE  FLOOR  Vega=$16k VIX=17.48 Fwd
616. >>2000 MTCH Feb24 35.0 Calls $1.79 (CboeTheo=1.76)  ASK  AMEX 13:06:16.122 IV=43.9% +1.3 NOM 40 x $1.73 - $1.80 x 168 PHLX  CROSS - OPENING  Vega=$12k MTCH=31.79 Ref
617. SWEEP DETECTED:
     >>3101 CCL Oct24 8.0 Puts $0.38 (CboeTheo=0.37)  ASK  [MULTI] 13:06:45.454 IV=58.8% +1.4 EDGX 169 x $0.35 - $0.38 x 143 BOX  OPENING  Vega=$6483 CCL=14.38 Ref
618. >>2600 BAX Feb24 37.5 Calls $1.20 (CboeTheo=1.20)  MID  BOX 13:07:13.658 IV=29.7% -0.2 PHLX 196 x $1.15 - $1.25 x 75 CBOE  CROSS - OPENING  Vega=$17k BAX=34.94 Ref
619. >>2250 TSLA Jan24 180 Puts $2.00 (CboeTheo=2.02)  BID  PHLX 13:07:52.776 IV=54.3% +1.1 BOX 127 x $2.00 - $2.02 x 30 MPRL  SPREAD/CROSS/TIED  Vega=$33k TSLA=242.03 Ref
620. SPLIT TICKET:
     >>1500 VIX Dec23 20th 38.0 Calls $0.14 (CboeTheo=0.14)  BID  [CBOE] 13:07:53.825 IV=156.7% +5.7 CBOE 3285 x $0.14 - $0.15 x 1750 CBOE Vega=$779 VIX=15.47 Fwd
621. SWEEP DETECTED:
     >>2775 CCL Jan25 15.0 Puts $2.93 (CboeTheo=2.94)  BID  [MULTI] 13:11:53.492 IV=48.0% +0.3 BZX 100 x $2.93 - $2.99 x 50 NOM  ISO  Vega=$16k CCL=14.27 Ref
622. SWEEP DETECTED:
     >>3514 CCL Jan25 15.0 Puts $2.911 (CboeTheo=2.92)  BID  [MULTI] 13:12:08.130 IV=47.8% +0.1 MPRL 739 x $2.91 - $2.94 x 50 BOX  ISO  Vega=$21k CCL=14.29 Ref
623. SPLIT TICKET:
     >>1000 SPXW Nov23 15th 4540 Calls $0.10 (CboeTheo=0.06)  ASK  [CBOE] 13:12:42.638 IV=23.5% +9.4 CBOE 551 x $0.05 - $0.10 x 1519 CBOE Vega=$3365 SPX=4498.89 Fwd
624. >>1000 SPXW Nov23 16th 4000 Puts $0.11 (CboeTheo=0.12)  ASK  CBOE 13:13:34.519 IV=74.9% +15.2 CBOE 1703 x $0.05 - $0.15 x 1426 CBOE  LATE - OPENING  Vega=$1684 SPX=4499.51 Fwd
625. >>Market Color JCI - Bullish option flow detected in Johnson Controls (52.26 -0.18) with 3,933 calls trading (1.7x expected) and implied vol increasing over 2 points to 32.96%. . The Put/Call Ratio is 0.09. Earnings are expected on 11/15.   Pre-Earnings  [JCI 52.26 -0.18 Ref, IV=33.0% +2.1] #Bullish
626. SPLIT TICKET:
     >>1000 SPX Jan24 4000 Puts $11.90 (CboeTheo=11.69)  ASK  [CBOE] 13:15:55.881 IV=20.5% +0.2 CBOE 2741 x $11.60 - $11.90 x 2556 CBOE Vega=$260k SPX=4533.47 Fwd
627. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 EBIX Nov23 4.0 Calls $1.75 (CboeTheo=1.58)  ASK  [MULTI] 13:20:06.272 IV=697.5% +396.4 PHLX 2126 x $1.35 - $1.75 x 412 AMEX  ISO - OPENING 
     Delta=79%, EST. IMPACT = 79k Shares ($416k) To Buy EBIX=5.29 Ref
628. >>2271 SOFI Nov23 7.0 Puts $0.05 (CboeTheo=0.06)  BID  C2 13:20:59.883 IV=67.5% -10.3 EMLD 5796 x $0.05 - $0.06 x 3116 EMLD  ISO  Vega=$380 SOFI=7.26 Ref
629. SWEEP DETECTED:
     >>3180 SOFI Nov23 7.0 Puts $0.05 (CboeTheo=0.06)  BID  [MULTI] 13:20:59.883 IV=67.5% -10.3 EMLD 5796 x $0.05 - $0.06 x 3116 EMLD  ISO  Vega=$532 SOFI=7.26 Ref
630. SWEEP DETECTED:
     >>2681 PFE Nov23 30.0 Calls $0.375 (CboeTheo=0.38)  Below Bid!  [MULTI] 13:22:35.653 IV=29.3% -2.2 C2 292 x $0.38 - $0.40 x 302 C2 Vega=$2358 PFE=30.18 Ref
631. >>4000 NVDA Dec23 550 Calls $8.35 (CboeTheo=8.38)  BID  BOX 13:26:58.109 IV=49.8% +1.1 MIAX 161 x $8.35 - $8.45 x 44 EMLD  SPREAD/FLOOR  Vega=$168k NVDA=485.74 Ref
632. >>4000 NVDA Jan24 550 Calls $15.50 (CboeTheo=15.48)  BID  BOX 13:26:58.109 IV=43.6% +0.3 CBOE 113 x $15.45 - $15.60 x 92 CBOE  SPREAD/FLOOR  Vega=$287k NVDA=485.74 Ref
633. >>1000 VIXW Dec23 13th 14.0 Puts $0.41 (CboeTheo=0.40)  ASK  CBOE 13:29:13.151 IV=52.5% -2.5 CBOE 238 x $0.31 - $0.43 x 10 CBOE  FLOOR - OPENING  Vega=$1402 VIX=15.06 Fwd
634. SPLIT TICKET:
     >>3000 VIXW Dec23 13th 14.0 Puts $0.41 (CboeTheo=0.40)  ASK  [CBOE] 13:29:13.151 IV=52.5% -2.5 CBOE 238 x $0.31 - $0.43 x 10 CBOE  FLOOR - OPENING  Vega=$4207 VIX=15.06 Fwd
635. >>Market Color CL - Bearish flow noted in Colgate Palmolive (75.68 -0.98) with 1,212 puts trading, or 1.2x expected. The Put/Call Ratio is 2.47, while ATM IV is up over 1 point on the day. Earnings are expected on 01/25.  [CL 75.68 -0.98 Ref, IV=14.3% +1.0] #Bearish
636. >>3422 SPXW Nov23 22nd 4315 Puts $1.40 (CboeTheo=1.40)  MID  CBOE 13:30:27.270 IV=17.3% +0.9 CBOE 599 x $1.35 - $1.45 x 629 CBOE  OPENING  Vega=$173k SPX=4509.39 Fwd
637. >>Unusual Volume ONON - 3x market weighted volume: 19.4k = 24.0k projected vs 7374 adv, 67% calls, 8% of OI [ONON 27.85 +2.20 Ref, IV=44.1% -0.1]
638. SPLIT TICKET:
     >>5700 SPXW Dec23 7th 3700 Puts $1.15 (CboeTheo=1.10)  ASK  [CBOE] 13:36:47.460 IV=34.9% +1.4 CBOE 624 x $1.10 - $1.15 x 36 CBOE  FLOOR - OPENING  Vega=$162k SPX=4518.24 Fwd
639. SWEEP DETECTED:
     >>2500 KVUE Nov23 20.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 13:37:08.990 IV=28.1% -2.5 EMLD 812 x $0.04 - $0.05 x 734 EMLD Vega=$1097 KVUE=19.66 Ref
640. >>Unusual Volume GLW - 3x market weighted volume: 6490 = 7896 projected vs 2624 adv, 97% calls, 5% of OI  ExDiv  [GLW 28.85 +0.39 Ref, IV=20.1% -0.7]
641. >>2000 DAL Apr24 33.0 Puts $1.69 (CboeTheo=1.71)  BID  ARCA 13:38:51.112 IV=34.8% +0.1 PHLX 150 x $1.68 - $1.75 x 152 CBOE  CROSS  Vega=$16k DAL=35.73 Ref
642. SPLIT TICKET:
     >>1300 SPX Nov23 4500 Calls $20.93 (CboeTheo=21.70)  Below Bid!  [CBOE] 13:42:07.411 IV=12.3% -0.4 CBOE 145 x $21.50 - $22.00 x 105 CBOE  LATE  Vega=$161k SPX=4509.74 Fwd
643. SPLIT TICKET:
     >>1235 SPX Dec23 4520 Puts $59.10 (CboeTheo=58.51)  Above Ask!  [CBOE] 13:42:07.411 IV=11.8% +0.1 CBOE 308 x $58.20 - $58.60 x 255 CBOE  LATE  Vega=$634k SPX=4523.33 Fwd
644. SPLIT TICKET:
     >>1235 SPX Dec23 4520 Calls $61.10 (CboeTheo=61.82)  Below Bid!  [CBOE] 13:42:07.411 IV=11.6% +0.0 CBOE 322 x $61.50 - $62.10 x 345 CBOE  LATE  Vega=$634k SPX=4523.33 Fwd
645. SPLIT TICKET:
     >>1300 SPX Nov23 4495 Puts $10.58 (CboeTheo=10.24)  Above Ask!  [CBOE] 13:42:07.411 IV=13.3% +0.6 CBOE 272 x $10.00 - $10.30 x 403 CBOE  LATE - OPENING  Vega=$156k SPX=4509.74 Fwd
646. SWEEP DETECTED:
     >>Bullish Delta Impact 1200 MAG Dec23 10.0 Puts $0.25 (CboeTheo=0.30)  BID  [MULTI] 13:43:06.545 IV=37.4% -8.0 PHLX 358 x $0.25 - $0.30 x 61 ARCA  OPENING 
     Delta=-33%, EST. IMPACT = 39k Shares ($406k) To Buy MAG=10.40 Ref
647. >>4000 ONON Jan25 27.5 Puts $5.10 (CboeTheo=5.03)  ASK  AMEX 13:46:56.814 IV=51.5% +0.6 PHLX 382 x $4.90 - $5.20 x 683 PHLX  SPREAD/FLOOR - OPENING  Vega=$44k ONON=27.85 Ref
648. >>4000 ONON Jan25 42.5 Calls $2.40 (CboeTheo=2.36)  ASK  AMEX 13:46:56.815 IV=47.2% -0.1 BOX 40 x $2.30 - $2.45 x 284 PHLX  SPREAD/FLOOR - OPENING  Vega=$44k ONON=27.85 Ref
649. SWEEP DETECTED:
     >>Bullish Delta Impact 2500 ASAN Nov23 21.0 Puts $0.25 (CboeTheo=0.29)  BID  [MULTI] 13:47:38.991 IV=58.8% +2.8 EMLD 487 x $0.25 - $0.30 x 10 NOM  ISO - OPENING 
     Delta=-37%, EST. IMPACT = 93k Shares ($1.98m) To Buy ASAN=21.30 Ref
650. >>1800 SPXW Dec23 20th 5400 Calls $0.10 (CboeTheo=0.08)  ASK  CBOE 13:48:37.366 IV=19.0% +0.4 CBOE 0 x $0.00 - $0.10 x 344 CBOE  FLOOR - OPENING  Vega=$14k SPX=4524.51 Fwd
651. SPLIT TICKET:
     >>4500 SPXW Dec23 20th 5400 Calls $0.10 (CboeTheo=0.08)  ASK  [CBOE] 13:48:37.308 IV=19.0% +0.4 CBOE 0 x $0.00 - $0.10 x 344 CBOE  FLOOR - OPENING  Vega=$36k SPX=4524.51 Fwd
652. >>7219 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 13:48:39.962 IV=55.4% +1.5 CBOE 13k x $0.03 - $0.04 x 3805 CBOE  OPENING  Vega=$2784 VIX=15.41 Fwd
653. >>2781 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 13:48:39.962 IV=55.4% +1.5 CBOE 13k x $0.03 - $0.04 x 3805 CBOE  OPENING  Vega=$1073 VIX=15.41 Fwd
654. SPLIT TICKET:
     >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [CBOE] 13:48:39.962 IV=55.4% +1.5 CBOE 13k x $0.03 - $0.04 x 3805 CBOE  OPENING  Vega=$3857 VIX=15.41 Fwd
655. >>2700 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 13:48:47.533 IV=55.4% +1.5 CBOE 14k x $0.03 - $0.04 x 47 CBOE  OPENING  Vega=$1041 VIX=15.41 Fwd
656. >>Unusual Volume SHEL - 3x market weighted volume: 20.9k = 24.9k projected vs 7444 adv, 96% calls, 10% of OI  ExDiv  [SHEL 66.33 -0.04 Ref, IV=18.9% -0.4]
657. >>20000 AAL Sep24 10.0 Puts $0.82 (CboeTheo=0.82)  BID  AMEX 13:51:48.656 IV=48.1% +0.6 EDGX 216 x $0.81 - $0.85 x 266 EDGX  CROSS  Vega=$66k AAL=12.46 Ref
658. >>9953 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 13:51:52.873 IV=55.1% +1.2 CBOE 12k x $0.03 - $0.04 x 47 CBOE  OPENING  Vega=$3853 VIX=15.38 Fwd
659. SPLIT TICKET:
     >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [CBOE] 13:51:52.873 IV=55.1% +1.2 CBOE 12k x $0.03 - $0.04 x 47 CBOE  OPENING  Vega=$3871 VIX=15.38 Fwd
660. >>2640 VIX Feb24 14th 20.0 Calls $1.88 (CboeTheo=1.88)  MID  CBOE 13:51:59.003 IV=81.8% +2.8 CBOE 730 x $1.86 - $1.90 x 2266 CBOE Vega=$8953 VIX=17.43 Fwd
661. >>6100 MSFT Dec23 350 Calls $23.73 (CboeTheo=23.66)  MID  AMEX 13:52:38.086 IV=22.4% +0.2 BOX 46 x $23.55 - $23.90 x 147 CBOE  SPREAD/CROSS   52WeekHigh  Vega=$165k MSFT=369.80 Ref
662. >>6100 MSFT Dec23 350 Puts $2.13 (CboeTheo=2.14)  BID  AMEX 13:52:38.086 IV=22.1% +0.0 MPRL 106 x $2.13 - $2.16 x 23 MPRL  SPREAD/CROSS   52WeekHigh  Vega=$165k MSFT=369.80 Ref
663. >>7000 CCL Dec23 13.0 Calls $1.72 (CboeTheo=1.73)  BID  PHLX 13:54:55.711 IV=47.8% +1.5 ARCA 8 x $1.72 - $1.75 x 416 EDGX  SPREAD/CROSS/TIED  Vega=$8019 CCL=14.44 Ref
664. >>Unusual Volume MMM - 3x market weighted volume: 41.1k = 48.5k projected vs 16.0k adv, 90% calls, 17% of OI  ExDiv  [MMM 96.86 +1.90 Ref, IV=22.0% -0.2]
665. SWEEP DETECTED:
     >>2000 INTC Nov23 24th 40.5 Puts $0.60 (CboeTheo=0.59)  ASK  [MULTI] 13:58:19.576 IV=27.8% +1.2 ARCA 348 x $0.59 - $0.60 x 590 C2  ISO - OPENING   52WeekHigh  Vega=$5067 INTC=40.67 Ref
666. SWEEP DETECTED:
     >>2322 CCL Nov23 13.5 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 13:59:00.922 IV=72.5% +20.5 EMLD 550 x $0.03 - $0.04 x 1063 C2 Vega=$463 CCL=14.45 Ref
667. >>2500 ONON Jan25 27.5 Puts $5.10 (CboeTheo=5.03)  ASK  AMEX 13:59:20.446 IV=51.6% +0.7 PHLX 453 x $4.90 - $5.20 x 942 PHLX  LATE - OPENING  Vega=$28k ONON=27.87 Ref
668. SWEEP DETECTED:
     >>Bullish Delta Impact 500 AREC Jan24 2.5 Calls $0.10 (CboeTheo=0.07)  ASK  [MULTI] 14:00:17.399 IV=126.8% +1.9 BXO 10 x $0.05 - $0.10 x 296 PHLX  Post-Earnings 
     Delta=27%, EST. IMPACT = 13k Shares ($20k) To Buy AREC=1.50 Ref
669. >>3000 LCID Nov23 6.0 Puts $1.73 (CboeTheo=1.73)  MID  AMEX 14:00:43.886 IV=220.5% +15.8 ARCA 2 x $1.72 - $1.74 x 16 ARCA  SPREAD/FLOOR  Vega=$59 LCID=4.29 Ref
670. >>3000 LCID Nov23 6.0 Calls $0.01 (CboeTheo=0.01)  ASK  AMEX 14:00:43.886 IV=235.5% +30.8 PHLX 0 x $0.00 - $0.01 x 589 EDGX  SPREAD/FLOOR  Vega=$77 LCID=4.29 Ref
671. >>3000 LCID Dec23 5.0 Puts $0.90 (CboeTheo=0.90)  MID  AMEX 14:00:43.887 IV=76.4% -2.2 CBOE 14 x $0.89 - $0.92 x 20 PHLX  SPREAD/FLOOR  Vega=$1167 LCID=4.29 Ref
672. >>3000 LCID Dec23 5.0 Calls $0.12 (CboeTheo=0.13)  MID  AMEX 14:00:43.888 IV=74.3% -4.4 EMLD 3641 x $0.11 - $0.13 x 105 ARCA  SPREAD/FLOOR  Vega=$1157 LCID=4.29 Ref
673. >>2000 RBLX Jan24 37.5 Calls $5.10 (CboeTheo=5.07)  ASK  BZX 14:01:12.103 IV=45.8% +2.2 PHLX 473 x $4.70 - $5.30 x 4 C2 Vega=$12k RBLX=40.71 Ref
674. >>14520 TSLA Jan24 450 Puts $206.55 (CboeTheo=206.59)  ASK  PHLX 14:02:28.632 PHLX 13 x $206.20 - $206.85 x 13 BZX  FLOOR - OPENING  Vega=$0 TSLA=243.41 Ref
675. >>8700 TSLA Jan24 416.67 Puts $173.20 (CboeTheo=173.26)  BID  PHLX 14:02:28.632 BZX 13 x $172.90 - $173.60 x 12 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.41 Ref
676. >>5800 TSLA Jan24 400 Puts $156.55 (CboeTheo=156.59)  BID  PHLX 14:02:28.632 BXO 12 x $156.25 - $156.95 x 13 PHLX  FLOOR - OPENING  Vega=$0 TSLA=243.41 Ref
677. SPLIT TICKET:
     >>15000 TSLA Jan24 450 Puts $206.548 (CboeTheo=206.59)  ASK  [PHLX] 14:02:28.632 PHLX 13 x $206.20 - $206.85 x 13 BZX  FLOOR - OPENING  Vega=$0 TSLA=243.41 Ref
678. >>2000 TSLA Jan24 450 Puts $206.50 (CboeTheo=206.57)  BID  PHLX 14:02:37.327 BXO 11 x $206.20 - $206.85 x 13 BZX  SPREAD/FLOOR  Vega=$0 TSLA=243.44 Ref
679. >>5000 TSLA Jan24 416.67 Puts $173.20 (CboeTheo=173.24)  BID  PHLX 14:02:37.327 PHLX 11 x $172.90 - $173.55 x 12 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=243.44 Ref
680. >>3000 TSLA Jan24 450 Puts $206.55 (CboeTheo=206.57)  ASK  PHLX 14:02:37.327 BXO 11 x $206.20 - $206.85 x 13 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=243.44 Ref
681. >>5000 DKNG Jan24 30.0 Puts $0.49 (CboeTheo=0.47)  ASK  ARCA 14:03:40.555 IV=47.7% -0.5 BOX 298 x $0.46 - $0.49 x 505 EMLD  CROSS   52WeekHigh  Vega=$16k DKNG=36.80 Ref
682. SWEEP DETECTED:
     >>3276 CCL Dec23 13.0 Puts $0.21 (CboeTheo=0.23)  BID  [MULTI] 14:04:01.008 IV=47.4% +1.1 C2 902 x $0.21 - $0.22 x 1043 EMLD Vega=$3649 CCL=14.51 Ref
683. >>6350 MSFT Dec23 350 Calls $23.76 (CboeTheo=23.84)  BID  AMEX 14:04:58.771 IV=21.9% -0.3 BOX 27 x $23.75 - $24.00 x 28 BOX  SPREAD/CROSS   52WeekHigh  Vega=$168k MSFT=369.99 Ref
684. >>6350 MSFT Dec23 350 Puts $2.14 (CboeTheo=2.12)  ASK  AMEX 14:04:58.771 IV=22.3% +0.2 MPRL 125 x $2.11 - $2.14 x 16 MPRL  SPREAD/CROSS   52WeekHigh  Vega=$171k MSFT=369.99 Ref
685. SPLIT TICKET:
     >>1500 SPX Sep24 3600 Puts $45.30 (CboeTheo=45.27)  ASK  [CBOE] 14:05:15.120 IV=23.3% +0.2 CBOE 40 x $44.90 - $45.40 x 297 CBOE  LATE  Vega=$1.06m SPX=4673.32 Fwd
686. >>2000 AG Nov23 24th 5.0 Calls $0.18 (CboeTheo=0.18)  MID  EDGX 14:05:21.024 IV=41.0% -7.0 C2 1045 x $0.17 - $0.19 x 7 MPRL Vega=$611 AG=5.08 Ref
687. >>5889 M Dec23 15.0 Calls $0.35 (CboeTheo=0.33)  ASK  PHLX 14:05:30.683 IV=73.7% +2.2 BZX 494 x $0.31 - $0.35 x 1 MPRL  AUCTION   Pre-Earnings  Vega=$6776 M=12.69 Ref
688. SWEEP DETECTED:
     >>10001 M Dec23 15.0 Calls $0.347 (CboeTheo=0.33)  Above Ask!  [MULTI] 14:05:30.515 IV=72.6% +1.1 EDGX 440 x $0.31 - $0.33 x 107 EMLD  OPENING   Pre-Earnings  Vega=$11k M=12.66 Ref
689. >>1501 SPXW Nov23 3950 Puts $0.25 (CboeTheo=0.23)  ASK  CBOE 14:06:41.173 IV=66.6% +11.9 CBOE 973 x $0.20 - $0.25 x 211 CBOE  FLOOR  Vega=$5791 SPX=4513.44 Fwd
690. SPLIT TICKET:
     >>2001 SPXW Nov23 3950 Puts $0.25 (CboeTheo=0.23)  ASK  [CBOE] 14:06:41.111 IV=66.6% +11.9 CBOE 973 x $0.20 - $0.25 x 211 CBOE  FLOOR  Vega=$7720 SPX=4513.44 Fwd
691. SPLIT TICKET:
     >>1571 SPX Sep24 3600 Puts $45.30 (CboeTheo=45.28)  ASK  [CBOE] 14:07:41.330 IV=23.3% +0.2 CBOE 687 x $44.80 - $45.40 x 138 CBOE  LATE  Vega=$1.11m SPX=4673.73 Fwd
692. >>3000 SPX Sep24 3600 Puts $45.30 (CboeTheo=45.29)  ASK  CBOE 14:07:44.415 IV=23.3% +0.2 CBOE 434 x $44.90 - $45.40 x 108 CBOE  LATE  Vega=$2.11m SPX=4673.41 Fwd
693. SPLIT TICKET:
     >>3715 SPX Sep24 3600 Puts $45.30 (CboeTheo=45.29)  ASK  [CBOE] 14:07:43.876 IV=23.3% +0.2 CBOE 434 x $44.90 - $45.40 x 108 CBOE  LATE  Vega=$2.61m SPX=4673.41 Fwd
694. >>2500 ONON Jan25 42.5 Calls $2.40 (CboeTheo=2.39)  BID  AMEX 14:08:14.913 IV=47.0% -0.3 MIAX 167 x $2.35 - $2.50 x 377 PHLX  LATE - OPENING  Vega=$28k ONON=27.87 Ref
695. >>2000 INTC Dec23 40.0 Calls $1.80 (CboeTheo=1.78)  ASK  PHLX 14:09:32.006 IV=29.4% +1.6 C2 191 x $1.78 - $1.80 x 24 BZX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$8955 INTC=40.62 Ref
696. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 PVH Nov23 85.0 Calls $0.60 (CboeTheo=0.54)  ASK  [MULTI] 14:12:16.496 IV=44.0% +0.7 BXO 28 x $0.50 - $0.60 x 31 PHLX  OPENING 
     Delta=33%, EST. IMPACT = 33k Shares ($2.76m) To Buy PVH=83.65 Ref
697. >>5000 CPRI Jun24 37.5 Puts $1.27 (CboeTheo=1.55)  BID  AMEX 14:12:38.513 IV=39.4% -0.1 PHLX 30 x $0.90 - $2.65 x 40 PHLX  SPREAD/CROSS - OPENING  Vega=$43k CPRI=48.27 Ref
698. >>5000 CPRI Jun24 37.5 Puts $1.28 (CboeTheo=1.55)  BID  AMEX 14:12:38.513 IV=39.6% +0.1 PHLX 30 x $0.90 - $2.65 x 40 PHLX  SPREAD/CROSS - OPENING  Vega=$43k CPRI=48.27 Ref
699. >>5000 CPRI Jun24 50.0 Puts $4.50 (CboeTheo=4.40)  ASK  AMEX 14:12:38.513 IV=27.5% -0.9 BOX 20 x $4.10 - $4.50 x 5 ISE  SPREAD/CROSS  Vega=$73k CPRI=48.27 Ref
700. SPLIT TICKET:
     >>2000 AAL Nov23 24th 12.0 Puts $0.11 (CboeTheo=0.10)  ASK  [MIAX] 14:13:14.674 IV=37.5% +2.4 BZX 33 x $0.10 - $0.11 x 1689 EDGX  AUCTION - OPENING  Vega=$1244 AAL=12.46 Ref
701. SPLIT TICKET:
     >>2000 NVDA Nov23 455 Puts $0.25 (CboeTheo=0.24)  ASK  [MIAX] 14:14:25.316 IV=51.8% +2.5 MPRL 25 x $0.24 - $0.25 x 269 C2  AUCTION  Vega=$5620 NVDA=488.31 Ref
702. SWEEP DETECTED:
     >>Bearish Delta Impact 956 KMT Dec23 25.0 Puts $1.20 (CboeTheo=1.14)  ASK  [MULTI] 14:14:56.886 IV=29.9% +3.7 PHLX 205 x $1.00 - $1.20 x 46 PHLX  OPENING 
     Delta=-61%, EST. IMPACT = 58k Shares ($1.41m) To Sell KMT=24.27 Ref
703. >>Market Color AYX - Bullish option flow detected in Alteryx (37.80 +0.21) with 2,922 calls trading (1.0x expected) and implied vol increasing over 1 point to 41.14%. . The Put/Call Ratio is 0.19. Earnings are expected on 02/08.  [AYX 37.80 +0.21 Ref, IV=41.1% +1.3] #Bullish
704. >>3000 AMZN Mar24 130 Puts $4.35 (CboeTheo=4.35)  BID  PHLX 14:15:01.373 IV=33.2% +0.2 EMLD 43 x $4.35 - $4.40 x 607 CBOE  SPREAD/CROSS/TIED  Vega=$78k AMZN=143.22 Ref
705. >>3000 AMZN Jan25 105 Puts $4.55 (CboeTheo=4.50)  ASK  PHLX 14:15:01.373 IV=37.0% -0.2 PHLX 939 x $4.45 - $4.60 x 740 ISE  SPREAD/CROSS/TIED  Vega=$101k AMZN=143.22 Ref
706. SWEEP DETECTED:
     >>Bearish Delta Impact 1500 ALTO Dec23 2.5 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 14:17:31.724 IV=76.8% -1.8 PHLX 1595 x $0.20 - $0.25 x 336 ISE  FLOOR - OPENING 
     Delta=52%, EST. IMPACT = 78k Shares ($191k) To Sell ALTO=2.46 Ref
707. >>27500 ZM Nov23 85.0 Puts $20.65 (CboeTheo=20.72)  BID  BOX 14:17:52.545 BXO 1 x $20.65 - $20.80 x 26 BOX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=64.28 Ref
708. >>40000 ZM Nov23 80.0 Puts $15.65 (CboeTheo=15.72)  BID  BOX 14:17:52.545 BXO 2 x $15.65 - $15.80 x 25 BOX  SPREAD/FLOOR  Vega=$0 ZM=64.28 Ref
709. >>12500 ZM Jan24 130 Puts $65.65 (CboeTheo=65.72)  ASK  BOX 14:17:52.545 BZX 71 x $65.45 - $65.80 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=64.28 Ref
710. >>2280 ABBV Nov23 145 Puts $7.45 (CboeTheo=7.41)  ASK  BOX 14:19:10.491 IV=41.3% +13.6 BOX 19 x $7.30 - $7.50 x 19 BOX  SPREAD/FLOOR - OPENING  Vega=$2232 ABBV=137.60 Ref
711. >>2700 ABBV Nov23 145 Puts $7.46 (CboeTheo=7.41)  ASK  BOX 14:19:10.491 IV=42.3% +14.6 BOX 19 x $7.30 - $7.50 x 19 BOX  SPREAD/FLOOR - OPENING  Vega=$2867 ABBV=137.60 Ref
712. >>4440 ABBV Nov23 150 Puts $12.45 (CboeTheo=12.40)  ASK  BOX 14:19:10.491 IV=61.8% +20.7 EDGX 29 x $12.30 - $12.45 x 26 EDGX  SPREAD/FLOOR - OPENING  Vega=$3225 ABBV=137.60 Ref
713. >>3130 SE Nov23 55.0 Puts $16.45 (CboeTheo=16.50)  BID  BOX 14:19:41.408 BOX 13 x $16.45 - $16.55 x 25 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$0 SE=38.51 Ref
714. >>4970 SE Jan24 70.0 Puts $31.72 (CboeTheo=31.50)  ASK  BOX 14:19:41.408 IV=93.6% +22.9 EDGX 7 x $31.35 - $31.80 x 61 CBOE  SPREAD/FLOOR - OPENING   SSR  Vega=$11k SE=38.51 Ref
715. >>5550 SE Nov23 50.0 Puts $11.60 (CboeTheo=11.50)  ASK  BOX 14:19:41.408 IV=201.7% +66.3 BOX 13 x $11.45 - $11.60 x 26 BOX  SPREAD/FLOOR - OPENING   SSR  Vega=$1680 SE=38.51 Ref
716. >>2220 ABT Nov23 110 Puts $11.90 (CboeTheo=11.84)  ASK  BOX 14:19:53.564 IV=83.8% +28.1 BOX 38 x $11.65 - $11.90 x 34 BOX  SPREAD/FLOOR - OPENING  Vega=$1295 ABT=98.16 Ref
717. >>2620 ABT Jan24 110 Puts $11.82 (CboeTheo=11.84)  ASK  BOX 14:19:53.564 NOM 42 x $11.65 - $11.90 x 1 BOX  SPREAD/FLOOR - OPENING  Vega=$0 ABT=98.16 Ref
718. >>4450 WFC Jan24 57.5 Puts $14.60 (CboeTheo=14.64)  BID  BOX 14:20:35.210 BZX 30 x $14.60 - $14.70 x 45 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.85 Ref
719. >>4450 WFC Jan24 65.0 Puts $22.10 (CboeTheo=22.14)  BID  BOX 14:20:35.210 MPRL 50 x $22.10 - $22.20 x 46 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.85 Ref
720. >>8900 WFC Jan24 55.0 Puts $12.13 (CboeTheo=12.14)  BID  BOX 14:20:35.210 CBOE 106 x $12.10 - $12.20 x 130 PHLX  SPREAD/FLOOR  Vega=$0 WFC=42.85 Ref
721. >>4450 WFC Jan24 55.0 Puts $12.14 (CboeTheo=12.14)  BID  BOX 14:20:35.210 CBOE 106 x $12.10 - $12.20 x 130 PHLX  SPREAD/FLOOR  Vega=$0 WFC=42.85 Ref
722. >>4450 WFC Jan24 70.0 Puts $27.20 (CboeTheo=27.14)  ASK  BOX 14:20:35.210 IV=70.1% +25.0 EDGX 14 x $27.10 - $27.20 x 22 BZX  SPREAD/FLOOR - OPENING  Vega=$6339 WFC=42.85 Ref
723. >>3540 JNJ Nov23 160 Puts $10.65 (CboeTheo=10.79)  BID  BOX 14:20:37.659 BOX 20 x $10.65 - $10.85 x 18 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 JNJ=149.22 Ref
724. >>2630 JNJ Nov23 155 Puts $5.69 (CboeTheo=5.79)  BID  BOX 14:20:37.659 BOX 20 x $5.65 - $5.85 x 25 BOX  SPREAD/FLOOR - OPENING  Vega=$0 JNJ=149.22 Ref
725. SWEEP DETECTED:
     >>3174 INTC Dec23 36.0 Puts $0.17 (CboeTheo=0.17)  BID  [MULTI] 14:22:20.122 IV=33.2% +1.8 EMLD 2151 x $0.17 - $0.18 x 1634 C2  ISO   52WeekHigh  Vega=$6213 INTC=40.51 Ref
726. >>4550 ENPH Jan24 180 Puts $86.91 (CboeTheo=86.95)  BID  BOX 14:22:26.146 EDGX 5 x $86.65 - $87.40 x 8 BXO  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=93.05 Ref
727. >>3240 SCHW Jan24 67.5 Puts $11.10 (CboeTheo=11.07)  ASK  BOX 14:22:50.894 IV=31.8% +1.6 NOM 8 x $11.00 - $11.10 x 4 ARCA  SPREAD/FLOOR - OPENING  Vega=$8952 SCHW=56.45 Ref
728. >>4150 SCHW Jan24 70.0 Puts $13.60 (CboeTheo=13.54)  ASK  BOX 14:22:50.894 IV=36.5% +5.7 MIAX 6 x $13.50 - $13.60 x 2 MIAX  SPREAD/FLOOR - OPENING  Vega=$11k SCHW=56.45 Ref
729. >>3770 SCHW Jan24 72.5 Puts $16.00 (CboeTheo=16.05)  BID  BOX 14:22:50.894 MIAX 6 x $16.00 - $16.10 x 14 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=56.45 Ref
730. >>3700 SCHW Jan24 75.0 Puts $18.51 (CboeTheo=18.55)  BID  BOX 14:22:50.894 MIAX 6 x $18.50 - $18.60 x 2 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=56.45 Ref
731. >>3040 SQ Jan24 100 Puts $43.60 (CboeTheo=43.44)  ASK  BOX 14:23:05.920 IV=83.4% +25.8 BXO 21 x $43.35 - $43.60 x 18 BZX  SPREAD/FLOOR - OPENING  Vega=$7398 SQ=56.56 Ref
732. >>3460 PYPL Jan24 75.0 Puts $16.90 (CboeTheo=16.95)  BID  BOX 14:23:22.705 ARCA 41 x $16.90 - $17.00 x 56 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 PYPL=58.05 Ref
733. >>3660 UPS Nov23 170 Puts $22.65 (CboeTheo=22.50)  ASK  BOX 14:24:08.775 IV=106.1% +33.6 BXO 12 x $22.45 - $22.65 x 30 CBOE  SPREAD/FLOOR - OPENING  Vega=$3575 UPS=147.50 Ref
734. >>2470 UPS Jan24 175 Puts $27.38 (CboeTheo=27.50)  BID  BOX 14:24:08.775 BXO 18 x $27.35 - $27.65 x 14 BXO  SPREAD/FLOOR - OPENING  Vega=$0 UPS=147.50 Ref
735. >>2290 UPS Jan24 180 Puts $32.65 (CboeTheo=32.49)  ASK  BOX 14:24:08.775 IV=34.0% +10.2 ARCA 1 x $32.40 - $32.65 x 19 EDGX  SPREAD/FLOOR - OPENING  Vega=$16k UPS=147.50 Ref
736. >>2250 KO Nov23 60.0 Puts $2.99 (CboeTheo=2.98)  BID  BOX 14:24:12.995 IV=35.2% +10.0 MPRL 38 x $2.96 - $3.05 x 192 CBOE  SPREAD/FLOOR - OPENING  Vega=$492 KO=57.02 Ref
737. >>3470 CVS Jan24 80.0 Puts $10.70 (CboeTheo=10.96)  BID  BOX 14:24:16.249 BZX 53 x $10.70 - $11.15 x 1 BZX  SPREAD/FLOOR - OPENING  Vega=$0 CVS=69.03 Ref
738. >>2490 CVS Jan24 92.5 Puts $23.27 (CboeTheo=23.46)  BID  BOX 14:24:16.249 BZX 54 x $23.10 - $23.70 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$0 CVS=69.03 Ref
739. >>2410 BMY Nov23 60.0 Puts $8.69 (CboeTheo=8.63)  ASK  BOX 14:24:42.462 IV=118.2% +43.9 ARCA 15 x $8.60 - $8.70 x 8 BOX  SPREAD/FLOOR - OPENING  Vega=$871 BMY=51.38 Ref
740. >>4550 BMY Dec23 57.5 Puts $6.20 (CboeTheo=6.12)  ASK  BOX 14:24:42.462 IV=29.9% +6.2 ARCA 2 x $6.10 - $6.20 x 1 BOX  SPREAD/FLOOR - OPENING  Vega=$10k BMY=51.38 Ref
741. >>3000 C Jan25 45.0 Calls $5.55 (CboeTheo=5.52)  MID  PHLX 14:24:57.930 IV=27.4% +0.2 ARCA 3 x $5.50 - $5.60 x 25 BXO  SPREAD/CROSS/TIED  Vega=$55k C=45.08 Ref
742. >>3000 C Jan25 55.0 Calls $2.08 (CboeTheo=2.09)  BID  PHLX 14:24:57.930 IV=25.7% -0.0 BXO 17 x $2.08 - $2.13 x 30 MPRL  SPREAD/CROSS/TIED  Vega=$50k C=45.08 Ref
743. >>7570 C Jan24 57.5 Puts $12.40 (CboeTheo=12.44)  BID  BOX 14:24:59.468 BXO 13 x $12.40 - $12.50 x 19 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 C=45.06 Ref
744. >>3360 C Jan24 60.0 Puts $14.90 (CboeTheo=14.94)  BID  BOX 14:24:59.468 EDGX 23 x $14.90 - $15.00 x 17 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 C=45.06 Ref
745. >>10930 C Jan24 55.0 Puts $9.90 (CboeTheo=9.94)  BID  BOX 14:24:59.468 BZX 44 x $9.90 - $10.00 x 67 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 C=45.06 Ref
746. >>3370 KVUE Nov23 22.5 Puts $2.88 (CboeTheo=2.86)  ASK  BOX 14:25:03.693 IV=102.3% +24.0 MPRL 6 x $2.84 - $2.88 x 8 MPRL  SPREAD/FLOOR  Vega=$463 KVUE=19.64 Ref
747. >>2890 MRNA Jan24 120 Puts $43.30 (CboeTheo=42.99)  ASK  BOX 14:25:11.439 IV=71.0% +14.2 AMEX 1 x $42.65 - $43.30 x 1 AMEX  SPREAD/FLOOR - OPENING  Vega=$12k MRNA=77.01 Ref
748. >>2500 COP Nov23 130 Puts $14.24 (CboeTheo=14.19)  ASK  BOX 14:25:13.336 IV=83.2% +37.7 BOX 48 x $14.10 - $14.25 x 48 BOX  SPREAD/FLOOR - OPENING  Vega=$1534 COP=115.81 Ref
749. >>2100 COP Nov23 125 Puts $9.24 (CboeTheo=9.19)  ASK  BOX 14:25:13.336 IV=59.6% +23.1 BOX 31 x $9.10 - $9.25 x 35 BOX  SPREAD/FLOOR - OPENING  Vega=$1646 COP=115.81 Ref
750. >>4550 CELH Jan24 100 Puts $49.20 (CboeTheo=49.34)  BID  BOX 14:25:15.555 AMEX 1 x $49.20 - $49.50 x 1 AMEX  SPREAD/FLOOR - OPENING  Vega=$0 CELH=50.66 Ref
751. >>4550 CELH Jan24 90.0 Puts $39.20 (CboeTheo=39.34)  BID  BOX 14:25:15.555 BXO 6 x $39.10 - $39.50 x 1 BZX  SPREAD/FLOOR - OPENING  Vega=$0 CELH=50.66 Ref
752. >>2140 CMCSA Jan24 50.0 Puts $7.45 (CboeTheo=7.49)  BID  BOX 14:25:20.063 MIAX 14 x $7.45 - $7.55 x 1 BXO  SPREAD/FLOOR  Vega=$0 CMCSA=42.52 Ref
753. >>2140 CMCSA Jan24 60.0 Puts $17.45 (CboeTheo=17.49)  BID  BOX 14:25:20.063 BOX 50 x $17.45 - $17.55 x 6 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 CMCSA=42.52 Ref
754. >>2490 TSLA Jan24 366.67 Puts $123.20 (CboeTheo=123.43)  BID  BOX 14:25:47.977 MIAX 1 x $123.20 - $123.75 x 12 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=243.24 Ref
755. >>5350 TSLA Jan24 450 Puts $206.30 (CboeTheo=206.76)  BID  BOX 14:25:47.977 BXO 13 x $206.30 - $207.10 x 13 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=243.24 Ref
756. >>2470 TSLA Jan24 400 Puts $157.10 (CboeTheo=156.76)  ASK  BOX 14:25:47.977 IV=71.1% +17.4 MIAX 1 x $156.55 - $157.10 x 13 PHLX  SPREAD/FLOOR - OPENING  Vega=$20k TSLA=243.24 Ref
757. >>5810 TSLA Jan24 416.67 Puts $173.35 (CboeTheo=173.43)  BID  BOX 14:25:47.977 MIAX 1 x $173.30 - $173.75 x 12 BXO  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=243.24 Ref
758. SWEEP DETECTED:
     >>Bearish Delta Impact 1050 MHK Nov23 85.0 Calls $2.208 (CboeTheo=2.30)  Below Bid!  [MULTI] 14:27:04.916 IV=41.3% +4.5 BOX 10 x $2.25 - $2.45 x 11 BOX  ISO 
     Delta=76%, EST. IMPACT = 80k Shares ($6.93m) To Sell MHK=86.81 Ref
759. >>2500 ZM Jan24 440 Puts $375.65 (CboeTheo=375.68)  BID  PHLX 14:28:10.534 ARCA 1 x $375.55 - $375.95 x 1 ARCA  FLOOR - OPENING  Vega=$0 ZM=64.32 Ref
760. >>25000 ZM Jan24 130 Puts $65.65 (CboeTheo=65.68)  ASK  PHLX 14:28:10.534 BZX 76 x $65.40 - $65.75 x 1 BXO  FLOOR - OPENING  Vega=$0 ZM=64.32 Ref
761. >>22500 ZM Nov23 80.0 Puts $15.65 (CboeTheo=15.68)  BID  PHLX 14:28:10.534 GEMX 5 x $15.60 - $15.75 x 25 BOX  FLOOR  Vega=$0 ZM=64.32 Ref
762. >>2300 PFE Jan24 45.0 Puts $14.80 (CboeTheo=14.79)  MID  PHLX 14:28:15.728 IV=54.8% +13.5 NOM 109 x $14.70 - $14.90 x 108 NOM  FLOOR - OPENING  Vega=$986 PFE=30.20 Ref
763. >>5800 PFE Jan24 40.0 Puts $9.80 (CboeTheo=9.79)  MID  PHLX 14:28:15.728 IV=41.3% +7.6 BXO 6 x $9.75 - $9.85 x 1 ARCA  FLOOR - OPENING  Vega=$3192 PFE=30.20 Ref
764. >>13000 PFE Jan24 38.0 Puts $7.80 (CboeTheo=7.79)  MID  PHLX 14:28:15.728 IV=35.3% +4.4 NOM 61 x $7.75 - $7.85 x 60 BZX  FLOOR - OPENING  Vega=$8295 PFE=30.20 Ref
765. >>5000 PFE Dec23 37.5 Puts $7.30 (CboeTheo=7.29)  MID  PHLX 14:28:15.728 IV=43.0% +4.2 NOM 14 x $7.25 - $7.35 x 15 BZX  FLOOR - OPENING  Vega=$2008 PFE=30.20 Ref
766. >>4600 PFE Nov23 35.0 Puts $4.80 (CboeTheo=4.80)  MID  PHLX 14:28:15.728 IV=89.6% +6.5 BZX 39 x $4.75 - $4.85 x 39 NOM  FLOOR - OPENING  Vega=$349 PFE=30.20 Ref
767. >>2400 UPS Jan24 180 Puts $32.50 (CboeTheo=32.44)  ASK  PHLX 14:28:16.824 IV=32.2% +8.4 EDGX 17 x $32.35 - $32.60 x 12 BXO  FLOOR - OPENING  Vega=$11k UPS=147.56 Ref
768. >>2500 UPS Jan24 175 Puts $27.50 (CboeTheo=27.44)  BID  PHLX 14:28:16.824 IV=28.6% +6.7 EDGX 18 x $27.35 - $27.75 x 20 EDGX  FLOOR - OPENING  Vega=$13k UPS=147.56 Ref
769. >>11750 UPS Jan24 170 Puts $22.50 (CboeTheo=22.44)  ASK  PHLX 14:28:16.824 IV=24.9% +4.4 CBOE 23 x $22.35 - $22.60 x 22 EDGX  FLOOR - OPENING  Vega=$68k UPS=147.56 Ref
770. >>4000 UPS Nov23 170 Puts $22.50 (CboeTheo=22.44)  ASK  PHLX 14:28:16.824 IV=93.6% +21.1 CBOE 24 x $22.35 - $22.60 x 26 EDGX  FLOOR - OPENING  Vega=$2387 UPS=147.56 Ref
771. >>9940 TSLA Jan24 450 Puts $206.05 (CboeTheo=206.07)  ASK  PHLX 14:28:30.318 BXO 12 x $205.65 - $206.40 x 13 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.93 Ref
772. >>11400 TSLA Jan24 416.67 Puts $172.70 (CboeTheo=172.74)  MID  PHLX 14:28:30.318 BZX 14 x $172.35 - $173.05 x 13 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.93 Ref
773. >>3300 TSLA Jan24 400 Puts $156.00 (CboeTheo=156.07)  MID  PHLX 14:28:30.318 BXO 13 x $155.60 - $156.40 x 13 BZX  FLOOR - OPENING  Vega=$0 TSLA=243.93 Ref
774. >>4000 TSLA Jan24 366.67 Puts $122.75 (CboeTheo=122.74)  ASK  PHLX 14:28:30.318 IV=54.5% +4.4 BOX 22 x $122.35 - $123.10 x 13 PHLX  FLOOR - OPENING  Vega=$11k TSLA=243.93 Ref
775. >>2700 TSLA Jan24 360 Puts $116.05 (CboeTheo=116.07)  MID  PHLX 14:28:30.318 BXO 12 x $115.70 - $116.40 x 12 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.93 Ref
776. >>2450 NEE Nov23 67.5 Puts $10.30 (CboeTheo=10.24)  ASK  PHLX 14:28:31.333 IV=120.4% +50.5 BZX 102 x $10.10 - $10.40 x 125 PHLX  FLOOR - OPENING  Vega=$847 NEE=57.26 Ref
777. >>2300 NEE Nov23 65.0 Puts $7.70 (CboeTheo=7.75)  BID  PHLX 14:28:31.333 PHLX 181 x $7.60 - $7.90 x 137 PHLX  FLOOR - OPENING  Vega=$0 NEE=57.26 Ref
778. SPLIT TICKET:
     >>10000 TSLA Jan24 450 Puts $206.05 (CboeTheo=206.07)  ASK  [PHLX] 14:28:30.318 BXO 12 x $205.65 - $206.40 x 13 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.93 Ref
779. >>7150 ENPH Jan24 180 Puts $86.55 (CboeTheo=86.59)  ASK  PHLX 14:29:46.347 BZX 29 x $85.95 - $86.90 x 5 EDGX  FLOOR - OPENING  Vega=$0 ENPH=93.41 Ref
780. >>4700 ENPH Jan24 170 Puts $76.70 (CboeTheo=76.59)  ASK  PHLX 14:29:46.347 IV=82.5% +22.3 EDGX 5 x $76.35 - $77.00 x 5 EDGX  FLOOR - OPENING  Vega=$13k ENPH=93.41 Ref
781. >>2850 SRPT Nov23 105 Puts $21.20 (CboeTheo=21.06)  ASK  PHLX 14:29:50.998 IV=163.5% +59.3 NOM 8 x $20.90 - $21.30 x 6 NOM  FLOOR - OPENING  Vega=$1541 SRPT=83.94 Ref
782. >>2750 MRNA Jan24 140 Puts $63.00 (CboeTheo=62.94)  MID  PHLX 14:29:52.868 IV=80.5% +17.2 NOM 19 x $62.65 - $63.35 x 38 NOM  FLOOR - OPENING  Vega=$5168 MRNA=77.06 Ref
783. >>2950 CVS Jan24 92.5 Puts $23.35 (CboeTheo=23.42)  BID  PHLX 14:29:58.484 BZX 55 x $23.05 - $23.85 x 55 BZX  FLOOR - OPENING  Vega=$0 CVS=69.08 Ref
784. >>5500 BMY Nov23 60.0 Puts $8.60 (CboeTheo=8.59)  MID  PHLX 14:30:00.003 IV=98.7% +24.4 BXO 48 x $8.55 - $8.65 x 9 ARCA  FLOOR - OPENING  Vega=$939 BMY=51.41 Ref
785. >>2200 BMY Nov23 57.5 Puts $6.10 (CboeTheo=6.09)  MID  PHLX 14:30:00.003 IV=75.4% +15.2 BZX 38 x $6.05 - $6.15 x 10 BOX  FLOOR - OPENING  Vega=$462 BMY=51.41 Ref
786. >>2900 BMY Nov23 55.0 Puts $3.60 (CboeTheo=3.60)  MID  PHLX 14:30:00.003 IV=49.7% +5.0 MPRL 50 x $3.55 - $3.65 x 13 MPRL  FLOOR  Vega=$836 BMY=51.41 Ref
787. >>2000 MDT Nov23 90.0 Puts $15.80 (CboeTheo=15.80)  BID  PHLX 14:30:01.331 EMLD 13 x $15.75 - $15.90 x 355 BOX  SPREAD/FLOOR - OPENING  Vega=$0 MDT=74.19 Ref
788. >>2000 MDT Nov23 80.0 Puts $5.80 (CboeTheo=5.80)  BID  PHLX 14:30:01.332 NOM 41 x $5.75 - $5.95 x 465 BOX  SPREAD/FLOOR - OPENING  Vega=$0 MDT=74.19 Ref
789. >>5600 KO Nov23 65.0 Puts $7.95 (CboeTheo=7.92)  MID  PHLX 14:30:05.377 IV=92.1% +34.8 BZX 45 x $7.90 - $8.00 x 62 PHLX  FLOOR - OPENING  Vega=$1705 KO=57.09 Ref
790. >>4000 KO Nov23 60.0 Puts $2.95 (CboeTheo=2.92)  ASK  PHLX 14:30:05.382 IV=42.8% +17.7 MIAX 10 x $2.90 - $2.96 x 85 CBOE  FLOOR - OPENING  Vega=$2097 KO=57.09 Ref
791. >>4500 JNJ Nov23 160 Puts $10.75 (CboeTheo=10.76)  BID  PHLX 14:30:08.275 MPRL 21 x $10.70 - $10.85 x 30 MPRL  FLOOR - OPENING  Vega=$0 JNJ=149.24 Ref
792. >>3200 JNJ Nov23 155 Puts $5.70 (CboeTheo=5.76)  BID  PHLX 14:30:08.275 BXO 24 x $5.65 - $5.90 x 10 BOX  FLOOR - OPENING  Vega=$0 JNJ=149.24 Ref
793. >>4000 BALL Nov23 65.0 Puts $13.00 (CboeTheo=12.97)  MID  PHLX 14:30:12.855 IV=143.7% +48.2 BXO 5 x $12.90 - $13.10 x 34 BOX  SPREAD/FLOOR - OPENING  Vega=$788 BALL=52.03 Ref
794. >>4000 BALL Nov23 62.5 Puts $10.50 (CboeTheo=10.47)  MID  PHLX 14:30:12.855 IV=122.3% +36.6 BXO 5 x $10.40 - $10.60 x 34 BOX  SPREAD/FLOOR - OPENING  Vega=$888 BALL=52.03 Ref
795. >>2000 SE Jan24 180 Puts $141.50 (CboeTheo=141.54)  MID  PHLX 14:30:18.619 EDGX 5 x $141.40 - $141.60 x 4 BXO  FLOOR - OPENING   SSR  Vega=$0 SE=38.46 Ref
796. >>3000 AKRO Nov23 45.0 Puts $30.00 (CboeTheo=30.03)  ASK  PHLX 14:30:19.805 BZX 28 x $29.70 - $30.20 x 10 BOX  SPREAD/FLOOR  Vega=$0 AKRO=14.97 Ref
797. >>3000 AKRO Nov23 35.0 Puts $20.00 (CboeTheo=20.03)  BID  PHLX 14:30:19.805 BOX 11 x $19.90 - $20.30 x 566 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 AKRO=14.97 Ref
798. >>2200 ABT Jan24 115 Puts $16.90 (CboeTheo=16.90)  MID  PHLX 14:30:21.150 AMEX 3 x $16.80 - $17.00 x 3 BXO  FLOOR - OPENING  Vega=$0 ABT=98.10 Ref
799. >>4300 ABT Nov23 110 Puts $11.90 (CboeTheo=11.90)  MID  PHLX 14:30:21.150 BOX 47 x $11.80 - $12.00 x 57 BOX  FLOOR - OPENING  Vega=$0 ABT=98.10 Ref
800. >>2000 ABT Nov23 105 Puts $6.90 (CboeTheo=6.90)  MID  PHLX 14:30:21.150 BOX 45 x $6.80 - $7.00 x 42 BOX  FLOOR - OPENING  Vega=$0 ABT=98.10 Ref
801. SWEEP DETECTED:
     >>2399 BABA Nov23 85.0 Puts $1.169 (CboeTheo=1.19)  Below Bid!  [MULTI] 14:30:28.958 IV=79.4% +0.9 MIAX 208 x $1.18 - $1.22 x 29 MPRL  Pre-Earnings  Vega=$5734 BABA=87.05 Ref
802. SWEEP DETECTED:
     >>2226 BABA Dec23 85.0 Puts $2.757 (CboeTheo=2.78)  Below Bid!  [MULTI] 14:30:32.188 IV=39.2% -0.3 AMEX 122 x $2.76 - $2.82 x 127 EDGX  Pre-Earnings  Vega=$21k BABA=87.08 Ref
803. SWEEP DETECTED:
     >>3007 T Apr24 16.0 Calls $0.809 (CboeTheo=0.77)  ASK  [MULTI] 14:31:38.468 IV=22.8% +0.8 MPRL 2 x $0.78 - $0.81 x 28 MPRL Vega=$12k T=15.73 Ref
804. >>3000 RIVN Jan26 5.0 Puts $0.92 (CboeTheo=0.93)  ASK  GEMX 14:31:51.967 IV=93.4% +1.5 GEMX 43 x $0.84 - $0.97 x 25 ARCA Vega=$7751 RIVN=17.30 Ref
805. >>2010 DISH Jan24 22.5 Puts $19.25 (CboeTheo=19.02)  ASK  BOX 14:32:14.472 IV=309.5% +125.8 PHLX 3420 x $18.80 - $19.25 x 1410 PHLX  SPREAD/FLOOR  Vega=$811 DISH=3.48 Ref
806. >>2010 DISH Jan24 20.0 Puts $16.75 (CboeTheo=16.52)  ASK  BOX 14:32:14.472 IV=295.9% +119.1 PHLX 3406 x $16.30 - $16.75 x 1410 PHLX  SPREAD/FLOOR  Vega=$817 DISH=3.48 Ref
807. >>2140 TSLA Jan24 360 Puts $116.35 (CboeTheo=116.04)  ASK  BOX 14:32:29.029 IV=58.2% +8.8 PHLX 12 x $115.65 - $116.35 x 12 PHLX  SPREAD/FLOOR - OPENING  Vega=$19k TSLA=243.96 Ref
808. >>2140 TSLA Jan24 400 Puts $156.35 (CboeTheo=156.04)  ASK  BOX 14:32:29.029 IV=70.5% +16.7 PHLX 12 x $155.65 - $156.35 x 12 PHLX  SPREAD/FLOOR - OPENING  Vega=$17k TSLA=243.96 Ref
809. >>2030 KO Nov23 60.0 Puts $2.89 (CboeTheo=2.92)  BID  BOX 14:32:33.886 PHLX 79 x $2.87 - $2.95 x 48 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 KO=57.09 Ref
810. >>2390 MS Jan24 92.5 Puts $12.75 (CboeTheo=12.66)  ASK  BOX 14:32:59.319 IV=27.5% +4.4 BOX 28 x $12.60 - $12.75 x 16 BXO  SPREAD/FLOOR - OPENING  Vega=$10k MS=79.83 Ref
811. >>2390 MS Jan24 95.0 Puts $15.25 (CboeTheo=15.16)  ASK  BOX 14:32:59.319 IV=31.1% +7.0 MPRL 40 x $15.10 - $15.25 x 16 BZX  SPREAD/FLOOR - OPENING  Vega=$9602 MS=79.83 Ref
812. >>2850 JNJ Nov23 160 Puts $10.90 (CboeTheo=10.79)  ASK  BOX 14:33:09.876 IV=58.2% +21.7 MPRL 16 x $10.70 - $10.90 x 30 MPRL  SPREAD/FLOOR - OPENING  Vega=$3608 JNJ=149.21 Ref
813. >>2850 JNJ Nov23 155 Puts $5.90 (CboeTheo=5.79)  ASK  BOX 14:33:09.876 IV=36.6% +8.2 MPRL 11 x $5.70 - $5.90 x 19 MPRL  SPREAD/FLOOR - OPENING  Vega=$4928 JNJ=149.21 Ref
814. >>3010 BMY Dec23 57.5 Puts $6.05 (CboeTheo=6.12)  BID  BOX 14:33:15.044 ARCA 7 x $6.05 - $6.15 x 9 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 BMY=51.38 Ref
815. >>3010 BMY Nov23 60.0 Puts $8.55 (CboeTheo=8.62)  BID  BOX 14:33:15.044 EDGX 19 x $8.55 - $8.85 x 84 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 BMY=51.38 Ref
816. >>8800 NIO Jan25 10.0 Calls $1.78 (CboeTheo=1.82)  BID  PHLX 14:33:16.485 IV=65.0% -1.9 EDGX 985 x $1.78 - $1.87 x 72 NOM  TIED/FLOOR  Vega=$30k NIO=8.00 Ref
817. >>2000 MRNA Jan24 120 Puts $42.75 (CboeTheo=42.89)  BID  BOX 14:33:22.955 BXO 2 x $42.50 - $43.30 x 31 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 MRNA=77.11 Ref
818. >>3400 ENPH Jan24 180 Puts $86.75 (CboeTheo=86.56)  ASK  BOX 14:33:29.834 IV=91.3% +29.2 BOX 22 x $86.20 - $87.00 x 6 EDGX  SPREAD/FLOOR - OPENING  Vega=$11k ENPH=93.44 Ref
819. >>3400 ENPH Jan24 170 Puts $76.75 (CboeTheo=76.56)  ASK  BOX 14:33:29.834 IV=84.8% +24.6 EDGX 5 x $76.15 - $76.75 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$12k ENPH=93.44 Ref
820. >>2200 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.15)  BID  NOM 14:33:34.064 IV=28.7% -0.9 PHLX 122 x $0.10 - $0.15 x 5 C2  52WeekHigh  Vega=$2139 PNT=13.40 Ref
821. SWEEP DETECTED:
     >>3206 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.15)  BID  [MULTI] 14:33:34.063 IV=28.7% -0.9 NOM 2200 x $0.10 - $0.15 x 5 C2  52WeekHigh  Vega=$3117 PNT=13.40 Ref
822. >>2020 WBA Nov23 25.0 Puts $3.50 (CboeTheo=3.54)  BID  BOX 14:33:38.088 MPRL 48 x $3.50 - $3.60 x 37 BOX  SPREAD/FLOOR - OPENING  Vega=$0 WBA=21.46 Ref
823. >>2020 WBA Jan24 30.0 Puts $8.50 (CboeTheo=8.54)  BID  BOX 14:33:38.088 PHLX 20 x $8.50 - $8.60 x 16 NOM  SPREAD/FLOOR  Vega=$0 WBA=21.46 Ref
824. >>2150 UPS Nov23 170 Puts $22.25 (CboeTheo=22.31)  BID  BOX 14:33:50.208 ARCA 16 x $22.25 - $22.45 x 20 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 UPS=147.69 Ref
825. >>2090 UPS Jan24 170 Puts $22.45 (CboeTheo=22.31)  ASK  BOX 14:33:50.208 IV=26.1% +5.6 BXO 12 x $22.25 - $22.45 x 23 EDGX  SPREAD/FLOOR - OPENING  Vega=$16k UPS=147.69 Ref
826. >>2150 UPS Jan24 175 Puts $27.25 (CboeTheo=27.31)  BID  BOX 14:33:50.208 EDGX 15 x $27.20 - $27.45 x 10 BZX  SPREAD/FLOOR - OPENING  Vega=$0 UPS=147.69 Ref
827. >>2090 UPS Jan24 180 Puts $32.45 (CboeTheo=32.31)  ASK  BOX 14:33:50.208 IV=33.6% +9.8 EDGX 16 x $32.20 - $32.45 x 12 BXO  SPREAD/FLOOR - OPENING  Vega=$14k UPS=147.69 Ref
828. >>4320 F Jan24 16.35 Puts $5.90 (CboeTheo=5.88)  ASK  BOX 14:33:55.362 IV=67.2% +16.2 ARCA 63 x $5.85 - $5.90 x 23 BZX  SPREAD/FLOOR  Vega=$2004 F=10.47 Ref
829. >>2580 F Jan24 14.35 Puts $3.90 (CboeTheo=3.88)  ASK  BOX 14:33:55.362 IV=51.3% +8.6 ARCA 98 x $3.85 - $3.90 x 20 ARCA  SPREAD/FLOOR  Vega=$1394 F=10.47 Ref
830. >>2580 SE Jan24 70.0 Puts $31.35 (CboeTheo=31.45)  BID  BOX 14:34:00.310 BZX 8 x $31.35 - $31.75 x 81 BOX  SPREAD/FLOOR   SSR  Vega=$0 SE=38.55 Ref
831. >>3600 SE Nov23 55.0 Puts $16.48 (CboeTheo=16.45)  ASK  BOX 14:34:00.310 IV=222.3% +66.5 C2 74 x $16.35 - $16.55 x 69 EDGX  SPREAD/FLOOR - OPENING   SSR  Vega=$481 SE=38.55 Ref
832. >>4590 WBA Jan24 30.0 Puts $8.55 (CboeTheo=8.53)  ASK  BOX 14:34:05.143 IV=52.2% +5.6 PHLX 20 x $8.50 - $8.55 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$3839 WBA=21.48 Ref
833. >>4590 WBA Jan24 32.5 Puts $11.05 (CboeTheo=11.03)  ASK  BOX 14:34:05.143 IV=61.7% +11.8 MIAX 12 x $11.00 - $11.05 x 1 CBOE  SPREAD/FLOOR - OPENING  Vega=$3459 WBA=21.48 Ref
834. >>5000 ZM Jan24 130 Puts $65.75 (CboeTheo=65.65)  ASK  BOX 14:34:22.479 IV=93.8% +24.5 NOM 77 x $65.40 - $65.75 x 2 BXO  SPREAD/FLOOR - OPENING  Vega=$9505 ZM=64.34 Ref
835. >>5000 ZM Nov23 80.0 Puts $15.75 (CboeTheo=15.66)  ASK  BOX 14:34:22.479 IV=160.7% +52.7 BOX 24 x $15.50 - $15.75 x 28 NOM  SPREAD/FLOOR  Vega=$2074 ZM=64.34 Ref
836. >>5330 SCHW Jan24 75.0 Puts $18.55 (CboeTheo=18.58)  BID  BOX 14:34:30.215 MIAX 8 x $18.55 - $18.75 x 76 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=56.41 Ref
837. >>5330 SCHW Jan24 70.0 Puts $13.55 (CboeTheo=13.59)  BID  BOX 14:34:30.215 MPRL 7 x $13.55 - $13.65 x 9 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 SCHW=56.41 Ref
838. >>6550 TSLA Jan24 416.67 Puts $172.92 (CboeTheo=172.67)  ASK  BOX 14:34:40.812 IV=74.1% +18.6 BXO 13 x $172.30 - $172.95 x 11 BZX  SPREAD/FLOOR - OPENING  Vega=$44k TSLA=244.00 Ref
839. >>6550 TSLA Jan24 450 Puts $206.25 (CboeTheo=206.00)  ASK  BOX 14:34:40.812 IV=82.7% +82.7 PHLX 15 x $205.50 - $206.25 x 10 BXO  SPREAD/FLOOR - OPENING  Vega=$41k TSLA=244.00 Ref
840. >>2040 XOM Jan24 135 Puts $30.85 (CboeTheo=30.99)  BID  BOX 14:34:46.766 BZX 19 x $30.85 - $31.05 x 18 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
841. >>2040 XOM Dec23 130 Puts $25.90 (CboeTheo=25.99)  BID  BOX 14:34:46.766 BZX 12 x $25.90 - $26.05 x 29 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
842. >>6060 XOM Nov23 120 Puts $15.90 (CboeTheo=15.98)  BID  BOX 14:34:46.766 MIAX 68 x $15.90 - $16.05 x 71 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
843. >>4140 XOM Dec23 135 Puts $30.92 (CboeTheo=30.99)  BID  BOX 14:34:46.766 CBOE 31 x $30.85 - $31.05 x 5 BXO  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
844. >>5000 PFE Nov23 32.5 Puts $2.28 (CboeTheo=2.32)  BID  BOX 14:34:51.546 BOX 10 x $2.28 - $2.33 x 3 MPRL  SPREAD/FLOOR  Vega=$0 PFE=30.20 Ref
845. >>4400 PFE Jan24 38.0 Puts $7.78 (CboeTheo=7.80)  BID  BOX 14:34:51.546 EDGX 65 x $7.75 - $7.85 x 47 BZX  SPREAD/FLOOR  Vega=$0 PFE=30.20 Ref
846. >>3430 PFE Jan24 43.0 Puts $12.75 (CboeTheo=12.80)  BID  BOX 14:34:51.546 C2 109 x $12.75 - $12.85 x 75 BZX  SPREAD/FLOOR - OPENING  Vega=$0 PFE=30.20 Ref
847. >>3130 PFE Jan24 45.0 Puts $14.75 (CboeTheo=14.80)  BID  BOX 14:34:51.546 BZX 74 x $14.75 - $14.85 x 91 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 PFE=30.20 Ref
848. >>2000 DM Jan25 1.5 Puts $0.70 (CboeTheo=0.71)  MID  ISE 14:35:00.593 IV=77.1% -3.0 PHLX 4334 x $0.65 - $0.75 x 2794 BOX  SPREAD/CROSS/TIED  Vega=$733 DM=0.90 Ref
849. >>7910 XOM Nov23 115 Puts $10.90 (CboeTheo=10.98)  BID  BOX 14:35:01.999 MIAX 44 x $10.90 - $11.05 x 29 NOM  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
850. >>2770 XOM Nov23 24th 130 Puts $25.90 (CboeTheo=25.99)  BID  BOX 14:35:01.999 BZX 15 x $25.90 - $26.05 x 18 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
851. >>4380 XOM Nov23 110 Puts $6.05 (CboeTheo=5.99)  ASK  BOX 14:35:01.999 IV=47.2% +17.7 PHLX 89 x $5.90 - $6.05 x 64 CBOE  SPREAD/FLOOR  Vega=$3978 XOM=104.02 Ref
852. >>4380 XOM Nov23 125 Puts $20.90 (CboeTheo=20.99)  BID  BOX 14:35:01.999 BOX 28 x $20.90 - $21.05 x 38 BOX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
853. >>5490 XOM Nov23 120 Puts $15.98 (CboeTheo=15.98)  BID  BOX 14:35:01.999 BZX 63 x $15.95 - $16.05 x 72 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
854. >>2420 XOM Nov23 120 Puts $15.99 (CboeTheo=15.98)  BID  BOX 14:35:01.999 IV=81.7% +21.9 BZX 63 x $15.95 - $16.05 x 72 BZX  SPREAD/FLOOR  Vega=$358 XOM=104.02 Ref
855. >>2770 XOM Jan24 125 Puts $20.90 (CboeTheo=20.99)  BID  BOX 14:35:01.999 BZX 15 x $20.90 - $21.05 x 24 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=104.02 Ref
856. >>8100 PFE Nov23 35.0 Puts $4.75 (CboeTheo=4.80)  BID  BOX 14:35:11.318 NOM 35 x $4.75 - $4.85 x 59 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 PFE=30.20 Ref
857. >>6560 PFE Jan24 38.0 Puts $7.82 (CboeTheo=7.79)  ASK  BOX 14:35:11.318 IV=37.7% +6.9 BZX 51 x $7.75 - $7.85 x 1 NOM  SPREAD/FLOOR  Vega=$8079 PFE=30.20 Ref
858. >>4560 PFE Jan24 38.0 Puts $7.83 (CboeTheo=7.79)  ASK  BOX 14:35:11.318 IV=38.5% +7.7 BZX 51 x $7.75 - $7.85 x 1 NOM  SPREAD/FLOOR  Vega=$6260 PFE=30.20 Ref
859. >>10440 PFE Jan24 40.0 Puts $9.90 (CboeTheo=9.79)  ASK  BOX 14:35:11.318 IV=49.6% +15.8 NOM 22 x $9.75 - $9.90 x 151 BZX  SPREAD/FLOOR - OPENING  Vega=$20k PFE=30.20 Ref
860. >>7420 PFE Dec23 37.5 Puts $7.35 (CboeTheo=7.29)  ASK  BOX 14:35:11.318 IV=50.3% +11.5 MPRL 62 x $7.25 - $7.35 x 14 BZX  SPREAD/FLOOR - OPENING  Vega=$7687 PFE=30.20 Ref
861. >>4000 DM Jan25 1.5 Puts $0.70 (CboeTheo=0.71)  MID  ISE 14:35:29.393 IV=77.1% -3.0 PHLX 4334 x $0.65 - $0.75 x 2794 BOX  SPREAD/CROSS/TIED  Vega=$1466 DM=0.90 Ref
862. >>2999 AAPL Jan25 260 Calls $2.34 (CboeTheo=2.34)  BID  GEMX 14:36:48.403 IV=19.5% -0.1 GEMX 301 x $2.33 - $2.38 x 203 MIAX Vega=$134k AAPL=188.63 Ref
863. >>Unusual Volume PNT - 3x market weighted volume: 31.1k = 32.7k projected vs 10.9k adv, 54% puts, 17% of OI
864. >>7500 AAL Feb24 13.0 Calls $0.81 (CboeTheo=0.81)  ASK  PHLX 14:37:34.457 IV=38.4% -0.0 MPRL 34 x $0.80 - $0.81 x 80 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$19k AAL=12.45 Ref
865. >>2200 MSFT Dec23 365 Puts $5.59 (CboeTheo=5.55)  ASK  BOX 14:38:05.874 IV=20.3% -0.0 EDGX 193 x $5.50 - $5.60 x 155 PHLX  SPREAD/CROSS   52WeekHigh  Vega=$88k MSFT=370.10 Ref
866. >>2200 MSFT Dec23 365 Calls $12.35 (CboeTheo=12.38)  BID  BOX 14:38:05.874 IV=20.1% -0.2 EDGX 32 x $12.35 - $12.45 x 42 BZX  SPREAD/CROSS   52WeekHigh  Vega=$88k MSFT=370.10 Ref
867. >>2250 PWR Dec23 170 Calls $17.40 (CboeTheo=17.62)  BID  BOX 14:38:55.313 IV=26.6% -2.0 PHLX 20 x $17.40 - $17.70 x 15 BZX  SPREAD/FLOOR  Vega=$22k PWR=185.76 Ref
868. SPLIT TICKET:
     >>2106 NEE Dec23 60.0 Calls $0.66 (CboeTheo=0.66)  BID  [PHLX] 14:39:24.593 IV=26.8% +0.8 GEMX 132 x $0.65 - $0.75 x 1017 PHLX  FLOOR  Vega=$11k NEE=57.20 Ref
869. >>9969 IBM Jan24 160 Calls $1.32 (CboeTheo=1.33)  BID  MIAX 14:42:22.720 IV=13.1% +0.5 EDGX 36 x $1.32 - $1.37 x 125 CBOE  ISO/AUCTION - OPENING  Vega=$213k IBM=152.67 Ref
870. SPLIT TICKET:
     >>10000 IBM Jan24 160 Calls $1.32 (CboeTheo=1.33)  BID  [MIAX] 14:42:22.720 IV=13.1% +0.5 EDGX 36 x $1.32 - $1.37 x 125 CBOE  ISO/AUCTION - OPENING  Vega=$214k IBM=152.67 Ref
871. >>Market Color NYCB - Bullish option flow detected in New York Community Bancorp (9.32 +0.22) with 4,090 calls trading (3x expected) and implied vol increasing almost 2 points to 34.58%. . The Put/Call Ratio is 0.10. Earnings are expected on 01/29. [NYCB 9.32 +0.22 Ref, IV=34.6% +1.6] #Bullish
872. >>2500 SAVE Feb24 17.5 Calls $2.29 (CboeTheo=2.37)  BID  AMEX 14:45:14.854 IV=173.8% -6.0 ARCA 45 x $2.23 - $2.73 x 1 CBOE  SPREAD/CROSS  Vega=$5603 SAVE=11.28 Ref
873. >>2500 SAVE Feb24 7.5 Puts $2.39 (CboeTheo=2.19)  ASK  AMEX 14:45:14.854 IV=227.9% -2.6 PHLX 919 x $2.01 - $2.39 x 125 PHLX  SPREAD/CROSS  Vega=$3641 SAVE=11.28 Ref
874. >>1000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  BID  CBOE 14:45:18.682 IV=56.1% +2.2 CBOE 9000 x $0.04 - $0.05 x 53k CBOE Vega=$383 VIX=15.47 Fwd
875. >>9000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:45:24.779 IV=56.1% +2.2 CBOE 20k x $0.03 - $0.05 x 53k CBOE  OPENING  Vega=$3443 VIX=15.47 Fwd
876. >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:46:42.237 IV=56.1% +2.2 CBOE 21k x $0.03 - $0.05 x 55k CBOE  OPENING  Vega=$3826 VIX=15.47 Fwd
877. SWEEP DETECTED:
     >>Bearish Delta Impact 1000 EBIX Nov23 6.5 Calls $1.151 (CboeTheo=1.14)  BID  [MULTI] 14:47:41.239 IV=626.1% +188.5 C2 13 x $1.15 - $1.25 x 95 EDGX
     Delta=58%, EST. IMPACT = 58k Shares ($372k) To Sell EBIX=6.41 Ref
878. >>3000 AAPL Dec23 1st 180 Puts $0.41 (CboeTheo=0.42)  BID  PHLX 14:48:16.959 IV=19.2% +0.3 C2 230 x $0.41 - $0.42 x 585 C2  SPREAD/CROSS/TIED  Vega=$23k AAPL=188.44 Ref
879. >>10000 RIOT Jan24 10.0 Calls $2.13 (CboeTheo=2.12)  MID  PHLX 14:48:36.748 IV=101.0% +0.5 BOX 43 x $2.10 - $2.15 x 433 EDGX  SPREAD/FLOOR  Vega=$17k RIOT=10.66 Ref
880. >>10000 RIOT Nov23 11.0 Calls $0.25 (CboeTheo=0.25)  ASK  PHLX 14:48:36.748 IV=120.9% +3.0 MPRL 16 x $0.24 - $0.25 x 446 MPRL  SPREAD/FLOOR  Vega=$3076 RIOT=10.66 Ref
881. >>10000 RIOT Jan24 10.0 Puts $1.37 (CboeTheo=1.38)  MID  PHLX 14:48:36.748 IV=99.6% -0.8 CBOE 1087 x $1.34 - $1.39 x 20 EMLD  SPREAD/FLOOR  Vega=$17k RIOT=10.66 Ref
882. >>10000 RIOT Nov23 11.0 Puts $0.57 (CboeTheo=0.58)  MID  PHLX 14:48:36.748 IV=117.3% -4.1 EMLD 382 x $0.55 - $0.59 x 103 C2  SPREAD/FLOOR  Vega=$3064 RIOT=10.66 Ref
883. >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:49:10.573 IV=56.1% +2.2 CBOE 12k x $0.03 - $0.05 x 29k CBOE  OPENING  Vega=$3826 VIX=15.47 Fwd
884. >>2883 PNT Jan24 15.0 Calls $0.60 (CboeTheo=0.53)  Above Ask!  AMEX 14:49:54.094 IV=48.4% +10.3 BXO 250 x $0.50 - $0.55 x 54 GEMX  SPREAD/FLOOR   52WeekHigh  Vega=$6146 PNT=13.45 Ref
885. >>2883 PNT Dec23 15.0 Calls $0.30 (CboeTheo=0.32)  BID  AMEX 14:49:54.093 IV=51.0% +1.2 PHLX 702 x $0.30 - $0.35 x 1 ARCA  SPREAD/FLOOR   52WeekHigh  Vega=$3697 PNT=13.45 Ref
886. SWEEP DETECTED:
     >>3182 AAPL Dec23 160 Puts $0.16 (CboeTheo=0.16)  ASK  [MULTI] 14:50:29.074 IV=30.5% +1.1 EMLD 617 x $0.15 - $0.16 x 618 C2 Vega=$11k AAPL=188.34 Ref
887. >>28958 META Feb24 250 Calls $88.85 (CboeTheo=89.17)  BID  EDGX 14:52:11.999 IV=41.5% -1.8 CBOE 24 x $88.85 - $89.35 x 1 ARCA  COB/AUCTION  Vega=$605k META=332.86 Ref
888. >>32210 META Feb24 300 Calls $47.04 (CboeTheo=46.95)  ASK  EDGX 14:52:11.999 IV=37.5% -0.2 AMEX 22 x $46.80 - $47.05 x 18 BOX  COB/AUCTION - OPENING  Vega=$1.67m META=332.86 Ref
889. >>3190 META Feb24 300 Calls $47.05 (CboeTheo=46.95)  ASK  EDGX 14:52:11.999 IV=37.5% -0.2 AMEX 22 x $46.80 - $47.05 x 18 BOX  COB/AUCTION - OPENING  Vega=$165k META=332.86 Ref
890. >>Unusual Volume LHX - 3x market weighted volume: 5431 = 5546 projected vs 1730 adv, 90% calls, 19% of OI  ExDiv  [LHX 187.43 -0.18 Ref, IV=20.1% -0.4]
891. >>2220 UBER Nov23 24th 57.0 Calls $0.14 (CboeTheo=0.15)  BID  BOX 14:52:55.654 IV=29.6% -1.8 EMLD 1126 x $0.14 - $0.16 x 604 EMLD  AUCTION - OPENING  Vega=$3782 UBER=53.77 Ref
892. SWEEP DETECTED:
     >>9446 UBER Nov23 24th 57.0 Calls $0.14 (CboeTheo=0.15)  BID  [MULTI] 14:52:55.653 IV=30.2% -1.2 EMLD 1126 x $0.14 - $0.16 x 544 EMLD  AUCTION - OPENING  Vega=$17k UBER=53.77 Ref
893. >>Unusual Volume WMG - 7x market weighted volume: 5113 = 5212 projected vs 675 adv, 95% calls, 22% of OI  Pre-Earnings  [WMG 32.80 -0.23 Ref, IV=35.8% -0.4]
894. >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:53:21.691 IV=56.1% +2.2 CBOE 52k x $0.02 - $0.05 x 27k CBOE  OPENING  Vega=$3826 VIX=15.47 Fwd
895. >>5000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:55:12.339 IV=56.1% +2.2 CBOE 12k x $0.03 - $0.05 x 22k CBOE  OPENING  Vega=$1913 VIX=15.47 Fwd
896. >>1000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  CBOE 14:55:12.339 IV=56.1% +2.2 CBOE 12k x $0.03 - $0.05 x 22k CBOE Vega=$383 VIX=15.47 Fwd
897. SPLIT TICKET:
     >>6000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  MID  [CBOE] 14:55:12.339 IV=56.1% +2.2 CBOE 12k x $0.03 - $0.05 x 22k CBOE  OPENING  Vega=$2296 VIX=15.47 Fwd
898. SWEEP DETECTED:
     >>3705 AMZN Dec23 125 Puts $0.36 (CboeTheo=0.35)  ASK  [MULTI] 14:55:14.575 IV=33.1% +0.3 C2 377 x $0.35 - $0.36 x 1007 C2 Vega=$19k AMZN=143.64 Ref
899. >>1000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  BID  CBOE 14:55:20.223 IV=56.1% +2.2 CBOE 3000 x $0.04 - $0.05 x 32k CBOE Vega=$383 VIX=15.47 Fwd
900. >>1000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  BID  CBOE 14:56:29.136 IV=56.1% +2.2 CBOE 2000 x $0.04 - $0.05 x 34k CBOE Vega=$383 VIX=15.47 Fwd
901. >>1000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  BID  CBOE 14:56:31.951 IV=56.1% +2.2 CBOE 1000 x $0.04 - $0.05 x 34k CBOE Vega=$383 VIX=15.47 Fwd
902. SWEEP DETECTED:
     >>3178 AAPL Dec23 165 Puts $0.22 (CboeTheo=0.22)  ASK  [MULTI] 14:57:45.099 IV=27.3% +1.0 C2 860 x $0.21 - $0.22 x 655 C2 Vega=$15k AAPL=188.34 Ref
903. >>Unusual Volume SABR - 6x market weighted volume: 25.2k = 25.5k projected vs 3887 adv, 98% puts, 7% of OI [SABR 3.75 +0.07 Ref, IV=65.8% +1.0]
904. >>3000 C Nov23 46.0 Calls $0.10 (CboeTheo=0.11)  BID  CBOE 14:58:53.479 IV=30.4% -2.5 C2 1042 x $0.10 - $0.11 x 2041 C2  COB/AUCTION  Vega=$2712 C=45.02 Ref
905. >>3000 C Nov23 44.0 Calls $1.11 (CboeTheo=1.13)  BID  CBOE 14:58:53.479 IV=29.0% +1.4 C2 257 x $1.10 - $1.15 x 684 PHLX  COB/AUCTION  Vega=$2301 C=45.02 Ref
906. >>5000 C Nov23 45.0 Calls $0.40 (CboeTheo=0.40)  BID  ARCA 14:58:59.290 IV=28.1% -0.7 C2 128 x $0.40 - $0.41 x 445 C2  SPREAD/CROSS  Vega=$6746 C=45.02 Ref
907. >>5000 C Nov23 24th 45.0 Calls $0.67 (CboeTheo=0.66)  ASK  ARCA 14:58:59.290 IV=22.0% -0.3 BZX 49 x $0.66 - $0.67 x 867 C2  SPREAD/CROSS  Vega=$14k C=45.02 Ref
908. >>5000 C Nov23 24th 46.5 Calls $0.18 (CboeTheo=0.18)  BID  ARCA 14:58:59.290 IV=22.9% -1.6 C2 1110 x $0.18 - $0.19 x 2657 C2  SPREAD/CROSS  Vega=$10k C=45.02 Ref
909. SWEEP DETECTED:
     >>2421 C Dec23 1st 44.0 Puts $0.41 (CboeTheo=0.40)  ASK  [MULTI] 14:59:09.695 IV=23.1% +0.7 C2 1148 x $0.39 - $0.41 x 465 C2  OPENING  Vega=$7906 C=45.02 Ref
910. >>6200 F Jan24 16.35 Puts $5.90 (CboeTheo=5.88)  ASK  PHLX 14:59:54.065 IV=67.6% +16.5 BZX 50 x $5.85 - $5.90 x 26 MIAX  SPREAD/FLOOR - OPENING  Vega=$2894 F=10.47 Ref
911. >>2400 F Jan24 15.0 Puts $4.55 (CboeTheo=4.53)  ASK  PHLX 14:59:54.065 IV=57.2% +11.6 MIAX 119 x $4.50 - $4.55 x 85 MIAX  SPREAD/FLOOR  Vega=$1233 F=10.47 Ref
912. >>3800 F Jan24 14.35 Puts $3.90 (CboeTheo=3.88)  ASK  PHLX 14:59:54.065 IV=51.7% +9.0 MIAX 102 x $3.85 - $3.90 x 80 MIAX  SPREAD/FLOOR  Vega=$2069 F=10.47 Ref
913. >>5200 DISH Jan24 22.5 Puts $19.00 (CboeTheo=19.02)  BID  PHLX 15:00:10.787 PHLX 1628 x $18.90 - $19.25 x 1488 PHLX  FLOOR  Vega=$0 DISH=3.48 Ref
914. >>5530 DISH Jan24 20.0 Puts $16.55 (CboeTheo=16.52)  ASK  PHLX 15:00:10.787 IV=226.9% +50.1 PHLX 1761 x $16.40 - $16.65 x 903 PHLX  FLOOR - OPENING  Vega=$874 DISH=3.48 Ref
915. >>3000 DISH Jan24 12.5 Puts $9.05 (CboeTheo=9.03)  ASK  PHLX 15:00:10.787 IV=175.1% +26.4 BZX 25 x $9.00 - $9.05 x 25 BZX  FLOOR  Vega=$515 DISH=3.48 Ref
916. >>8319 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 15:03:01.716 IV=55.6% +1.7 CBOE 12k x $0.03 - $0.04 x 3581 CBOE  OPENING  Vega=$3200 VIX=15.43 Fwd
917. >>1681 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 15:03:01.716 IV=55.6% +1.7 CBOE 12k x $0.03 - $0.04 x 1900 CBOE  OPENING  Vega=$647 VIX=15.43 Fwd
918. SPLIT TICKET:
     >>10000 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [CBOE] 15:03:01.716 IV=55.6% +1.7 CBOE 12k x $0.03 - $0.04 x 3581 CBOE  OPENING  Vega=$3847 VIX=15.43 Fwd
919. SWEEP DETECTED:
     >>2331 KMX Apr24 90.0 Calls $1.148 (CboeTheo=1.26)  Below Bid!  [MULTI] 15:03:48.861 IV=34.4% -0.5 CBOE 270 x $1.15 - $1.30 x 75 CBOE  ISO - OPENING  Vega=$26k KMX=68.28 Ref
920. >>5000 RIVN Mar24 12.5 Puts $0.74 (CboeTheo=0.75)  BID  PHLX 15:04:33.676 IV=73.6% +0.8 EDGX 63 x $0.74 - $0.77 x 160 PHLX  SPREAD/CROSS/TIED  Vega=$12k RIVN=17.18 Ref
921. SPLIT TICKET:
     >>1500 VIX Jan24 17th 29.0 Calls $0.64 (CboeTheo=0.65)  ASK  [CBOE] 15:04:31.596 IV=115.0% +4.5 CBOE 31k x $0.63 - $0.64 x 1401 CBOE Vega=$2751 VIX=16.80 Fwd
922. SWEEP DETECTED:
     >>5009 M Nov23 12.0 Puts $0.444 (CboeTheo=0.43)  Above Ask!  [MULTI] 15:05:24.480 IV=202.6% +31.4 EDGX 200 x $0.42 - $0.44 x 665 EMLD  ISO   Pre-Earnings  Vega=$1716 M=12.72 Ref
923. >>2499 INTC Dec23 1st 41.0 Calls $0.90 (CboeTheo=0.89)  ASK  MIAX 15:05:39.393 IV=27.4% +1.3 C2 660 x $0.88 - $0.90 x 2692 C2  COB/AUCTION   52WeekHigh  Vega=$8540 INTC=40.81 Ref
924. >>2499 INTC Dec23 1st 38.0 Puts $0.15 (CboeTheo=0.15)  BID  MIAX 15:05:39.393 IV=30.3% +2.6 C2 2619 x $0.15 - $0.16 x 1518 C2  COB/AUCTION   52WeekHigh  Vega=$4263 INTC=40.81 Ref
925. SWEEP DETECTED:
     >>2000 KVUE Nov23 19.0 Puts $0.02 (CboeTheo=0.06)  BID  [MULTI] 15:07:11.829 IV=33.6% +0.2 C2 812 x $0.02 - $0.03 x 186 ARCA Vega=$479 KVUE=19.66 Ref
926. SWEEP DETECTED:
     >>3562 BAC Dec23 32.0 Calls $0.11 (CboeTheo=0.12)  BID  [MULTI] 15:07:20.805 IV=23.1% -0.6 EMLD 4794 x $0.11 - $0.12 x 4233 EMLD Vega=$6159 BAC=29.61 Ref
927. >>4000 WMG Jan24 40.0 Calls $0.08 (CboeTheo=0.19)  BID  CBOE 15:08:19.295 IV=27.5% -5.4 PHLX 99 x $0.05 - $0.15 x 28 C2  SPREAD/CROSS   Pre-Earnings  Vega=$6204 WMG=32.75 Ref
928. >>4000 WMG Apr24 40.0 Calls $0.53 (CboeTheo=0.65)  ASK  CBOE 15:08:19.295 IV=28.1% -2.0 C2 0 x $0.00 - $0.85 x 32 PHLX  SPREAD/CROSS - OPENING   Pre-Earnings  Vega=$23k WMG=32.75 Ref
929. SWEEP DETECTED:
     >>2000 UAL Nov23 41.0 Calls $0.173 (CboeTheo=0.19)  BID  [MULTI] 15:08:34.682 IV=38.5% +0.4 C2 913 x $0.17 - $0.22 x 347 EDGX  OPENING  Vega=$1926 UAL=40.16 Ref
930. >>Unusual Volume IGT - 3x market weighted volume: 23.9k = 23.6k projected vs 7793 adv, 97% calls, 14% of OI [IGT 26.80 -0.39 Ref, IV=35.8% +3.9]
931. SWEEP DETECTED:
     >>4854 CCL Apr24 18.0 Calls $0.75 (CboeTheo=0.74)  ASK  [MULTI] 15:10:51.716 IV=45.3% +0.5 MPRL 36 x $0.73 - $0.75 x 2038 MPRL  OPENING  Vega=$16k CCL=14.54 Ref
932. >>Unusual Volume VRTX - 3x market weighted volume: 7365 = 7245 projected vs 2415 adv, 58% calls, 15% of OI [VRTX 350.05 -19.90 Ref, IV=29.5% +4.7]
933. >>22301 SABR Jul24 2.5 Puts $0.33 (CboeTheo=0.35)  BID  PHLX 15:12:50.288 IV=84.6% -2.8 CBOE 282 x $0.33 - $0.38 x 275 EDGX  SPREAD/FLOOR  Vega=$17k SABR=3.75 Ref
934. >>13000 SABR Jan24 3.0 Puts $0.13 (CboeTheo=0.16)  BID  PHLX 15:12:50.288 IV=71.9% -5.0 EMLD 166 x $0.13 - $0.16 x 193 BOX  SPREAD/FLOOR  Vega=$5442 SABR=3.75 Ref
935. >>9000 FSR Sep26 1.0 Puts $0.60 (CboeTheo=0.58)  BID  CBOE 15:14:16.527 IV=137.8% EMLD 0 x $0.00 - $5.00 x 904 AMEX  SPREAD/LEGGED/FLOOR - OPENING   SSR  Vega=$3734 FSR=3.25 Ref
936. >>9000 FSR Sep26 2.0 Puts $1.30 (CboeTheo=1.23)  Above Ask!  CBOE 15:14:16.676 IV=126.9% NOM 28 x $1.21 - $1.28 x 10 BZX  SPREAD/LEGGED/FLOOR - OPENING   SSR  Vega=$6197 FSR=3.25 Ref
937. >>2500 FSR Sep26 2.0 Puts $1.24 (CboeTheo=1.23)  MID  ISE 15:14:21.703 IV=118.5% NOM 28 x $1.21 - $1.28 x 10 BZX  COB/AUCTION - OPENING   SSR  Vega=$1836 FSR=3.25 Ref
938. >>2500 FSR Sep26 1.0 Puts $0.54 (CboeTheo=0.58)  ASK  ISE 15:14:21.703 IV=124.2% AMEX 1113 x $0.16 - $0.69 x 460 PHLX  COB/AUCTION - OPENING   SSR  Vega=$1154 FSR=3.25 Ref
939. >>2000 NEM Jun24 32.5 Puts $1.76 (CboeTheo=1.81)  BID  AMEX 15:14:33.611 IV=32.6% -0.4 PHLX 780 x $1.75 - $1.86 x 13 BXO  CROSS  Vega=$18k NEM=36.47 Ref
940. >>Market Color DOCU - Bullish option flow detected in DocuSign (43.52 +0.79) with 14,909 calls trading (2x expected) and implied vol increasing over 1 point to 59.05%. . The Put/Call Ratio is 0.49. Earnings are expected on 12/07. [DOCU 43.52 +0.79 Ref, IV=59.0% +1.0] #Bullish
941. SWEEP DETECTED:
     >>3127 UBER Nov23 24th 55.0 Calls $0.508 (CboeTheo=0.49)  Above Ask!  [MULTI] 15:15:21.303 IV=28.7% -1.9 EDGX 360 x $0.48 - $0.50 x 40 MPRL  OPENING  Vega=$9546 UBER=53.73 Ref
942. >>2500 FSR Sep26 2.0 Puts $1.23 (CboeTheo=1.23)  BID  ISE 15:15:35.467 IV=117.2% NOM 28 x $1.21 - $1.28 x 10 BZX  COB/AUCTION - OPENING   SSR  Vega=$1854 FSR=3.25 Ref
943. >>2500 FSR Sep26 1.0 Puts $0.53 (CboeTheo=0.58)  ASK  ISE 15:15:35.467 IV=122.0% AMEX 366 x $0.32 - $0.61 x 268 PHLX  COB/AUCTION - OPENING   SSR  Vega=$1172 FSR=3.25 Ref
944. >>4000 LUV Mar24 30.0 Calls $0.54 (CboeTheo=0.54)  MID  BOX 15:15:49.951 IV=34.2% +0.0 MPRL 19 x $0.53 - $0.56 x 34 BOX  CROSS - OPENING  Vega=$17k LUV=25.00 Ref
945. >>5000 FSR Sep26 2.0 Puts $1.23 (CboeTheo=1.24)  BID  ISE 15:15:52.957 IV=117.2% NOM 28 x $1.21 - $1.28 x 10 BZX  COB/AUCTION - OPENING   SSR  Vega=$3709 FSR=3.25 Ref
946. >>5000 FSR Sep26 1.0 Puts $0.53 (CboeTheo=0.58)  ASK  ISE 15:15:52.957 IV=122.0% AMEX 938 x $0.32 - $0.61 x 344 PHLX  COB/AUCTION - OPENING   SSR  Vega=$2344 FSR=3.25 Ref
947. >>5000 NKLA Apr24 1.0 Puts $0.29 (CboeTheo=0.30)  MID  AMEX 15:16:43.318 IV=122.1% -1.0 EMLD 2806 x $0.28 - $0.31 x 338 PHLX  SPREAD/FLOOR  Vega=$1203 NKLA=1.07 Ref
948. >>5000 NKLA Apr24 1.0 Calls $0.35 (CboeTheo=0.34)  ASK  AMEX 15:16:43.318 IV=127.9% +4.7 EDGX 2830 x $0.32 - $0.36 x 338 BOX  SPREAD/FLOOR - OPENING  Vega=$1199 NKLA=1.07 Ref
949. >>Unusual Volume UPS - 3x market weighted volume: 89.0k = 86.7k projected vs 26.7k adv, 78% puts, 30% of OI [UPS 147.59 +4.42 Ref, IV=20.2% +0.3]
950. SWEEP DETECTED:
     >>Bearish Delta Impact 500 NN Dec23 5.0 Puts $0.449 (CboeTheo=0.35)  ASK  [MULTI] 15:18:15.382 IV=65.0% +15.9 PHLX 355 x $0.30 - $0.45 x 223 CBOE  ISO - OPENING   SSR 
     Delta=-53%, EST. IMPACT = 26k Shares ($128k) To Sell NN=4.84 Ref
951. SWEEP DETECTED:
     >>2700 CSCO Dec23 60.0 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 15:18:50.574 IV=24.2% +2.1 C2 330 x $0.07 - $0.08 x 1093 EMLD  Pre-Earnings  Vega=$4703 CSCO=53.27 Ref
952. SPLIT TICKET:
     >>1275 SPX Sep24 5400 Calls $17.60 (CboeTheo=17.72)  BID  [CBOE] 15:18:54.068 IV=11.2% +0.1 CBOE 75 x $17.60 - $18.00 x 726 CBOE  LATE  Vega=$902k SPX=4672.32 Fwd
953. >>3605 TSLA Jan24 450 Puts $206.35 (CboeTheo=206.44)  BID  PHLX 15:19:19.043 PHLX 13 x $206.00 - $206.75 x 13 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.56 Ref
954. >>4725 TSLA Jan24 416.67 Puts $173.05 (CboeTheo=173.11)  MID  PHLX 15:19:19.043 BXO 13 x $172.70 - $173.40 x 12 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.56 Ref
955. SPLIT TICKET:
     >>3775 TSLA Jan24 450 Puts $206.352 (CboeTheo=206.44)  BID  [PHLX] 15:19:19.043 PHLX 13 x $206.00 - $206.75 x 13 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.56 Ref
956. >>1498 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  CBOE 15:19:56.601 IV=55.6% +1.7 CBOE 1805 x $0.03 - $0.04 x 302 CBOE  OPENING  Vega=$576 VIX=15.42 Fwd
957. SPLIT TICKET:
     >>2300 VIX Dec23 20th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [CBOE] 15:19:56.601 IV=55.6% +1.7 CBOE 1805 x $0.03 - $0.04 x 302 CBOE  OPENING  Vega=$885 VIX=15.42 Fwd
958. SWEEP DETECTED:
     >>2000 TSLA Feb24 80.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 15:20:01.793 IV=93.9% +2.2 MPRL 36 x $0.16 - $0.18 x 339 EMLD  ISO  Vega=$3238 TSLA=243.64 Ref
959. SWEEP DETECTED:
     >>2936 TSLA Nov23 205 Puts $0.05 (CboeTheo=0.05)  ASK  [MULTI] 15:20:32.976 IV=98.4% +23.4 C2 487 x $0.04 - $0.05 x 730 C2 Vega=$1244 TSLA=243.68 Ref
960. >>2000 LI Nov23 40.0 Calls $1.07 (CboeTheo=1.05)  ASK  ARCA 15:21:16.278 IV=55.5% -4.2 PHLX 159 x $1.02 - $1.08 x 21 NOM  CROSS  Vega=$2218 LI=40.67 Ref
961. SPLIT TICKET:
     >>2421 SPXW Nov23 20th 3825 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 15:21:14.550 IV=51.9% +4.9 CBOE 1528 x $0.20 - $0.25 x 992 CBOE  OPENING  Vega=$13k SPX=4511.39 Fwd
962. SWEEP DETECTED:
     >>2371 AAL Dec23 12.0 Puts $0.31 (CboeTheo=0.32)  BID  [MULTI] 15:21:27.364 IV=38.1% +1.8 ARCA 365 x $0.31 - $0.33 x 65 MPRL  ISO  Vega=$3070 AAL=12.47 Ref
963. SWEEP DETECTED:
     >>Bullish Delta Impact 800 CFFN May24 5.0 Puts $0.401 (CboeTheo=0.46)  BID  [MULTI] 15:21:54.581 IV=38.8% -5.8 EMLD 138 x $0.40 - $0.55 x 20 MPRL
     Delta=-36%, EST. IMPACT = 28k Shares ($151k) To Buy CFFN=5.33 Ref
964. SWEEP DETECTED:
     >>Bullish Delta Impact 1000 AVDL Jan24 15.0 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 15:22:57.213 IV=73.5% +5.1 PHLX 561 x $0.20 - $0.35 x 143 PHLX
     Delta=21%, EST. IMPACT = 21k Shares ($233k) To Buy AVDL=11.02 Ref
965. >>2000 ORCL Dec23 90.0 Calls $25.40 (CboeTheo=25.42)  MID  AMEX 15:24:56.766 IV=41.7% -2.4 ARCA 21 x $25.30 - $25.50 x 11 ARCA  SPREAD/FLOOR - OPENING  Vega=$2790 ORCL=114.86 Ref
966. >>2000 ORCL Nov23 90.0 Puts $0.01 (CboeTheo=0.01)  ASK  AMEX 15:24:56.767 IV=121.8% +20.5 AMEX 0 x $0.00 - $0.01 x 1 AMEX  SPREAD/FLOOR  Vega=$167 ORCL=114.86 Ref
967. >>2000 ORCL Nov23 90.0 Calls $24.95 (CboeTheo=24.92)  ASK  AMEX 15:24:56.768 IV=139.6% +38.3 BOX 40 x $24.85 - $25.00 x 32 BOX  SPREAD/FLOOR  Vega=$396 ORCL=114.86 Ref
968. >>20000 IGT Dec23 33.0 Calls $0.16 (CboeTheo=0.04)  BID  ARCA 15:25:53.158 IV=52.3% +13.4 ARCA 0 x $0.00 - $2.50 x 339 PHLX  SPREAD/CROSS - OPENING  Vega=$26k IGT=26.80 Ref
969. >>20000 IGT Dec23 30.0 Calls $0.40 (CboeTheo=0.15)  ASK  ARCA 15:25:53.158 IV=46.4% +13.5 MRX 0 x $0.00 - $0.40 x 1 CBOE  SPREAD/CROSS - OPENING  Vega=$45k IGT=26.80 Ref
970. SWEEP DETECTED:
     >>Bullish Delta Impact 999 DLO Dec23 20.0 Calls $1.15 (CboeTheo=1.07)  ASK  [MULTI] 15:26:24.390 IV=75.3% +1.2 PHLX 22 x $1.05 - $1.15 x 188 BOX  OPENING 
     Delta=43%, EST. IMPACT = 43k Shares ($814k) To Buy DLO=18.77 Ref
971. >>Unusual Volume CSCO - 3x market weighted volume: 128.4k = 122.2k projected vs 40.7k adv, 60% calls, 11% of OI  Pre-Earnings  [CSCO 53.38 +0.21 Ref, IV=24.6% +0.3]
972. SWEEP DETECTED:
     >>5000 C Jan24 42.5 Calls $3.85 (CboeTheo=3.90)  BID  [MULTI] 15:27:14.099 IV=26.7% -0.2 EDGX 654 x $3.85 - $3.90 x 85 CBOE Vega=$30k C=45.05 Ref
973. >>5000 INTC Jan25 45.0 Calls $4.95 (CboeTheo=4.88)  ASK  PHLX 15:28:05.851 IV=33.1% +0.5 EDGX 835 x $4.85 - $4.95 x 27 BZX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$87k INTC=40.67 Ref
974. SWEEP DETECTED:
     >>2501 TSLA Dec23 330 Calls $0.433 (CboeTheo=0.42)  MID  [MULTI] 15:28:53.656 IV=53.7% +0.0 C2 337 x $0.42 - $0.43 x 589 GEMX Vega=$13k TSLA=243.62 Ref
975. SWEEP DETECTED:
     >>3500 AAPL Dec23 135 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:28:54.291 IV=49.0% +1.8 C2 765 x $0.05 - $0.06 x 1321 C2 Vega=$3772 AAPL=188.13 Ref
976. SPLIT TICKET:
     >>2000 COMM Nov23 1.5 Calls $0.21 (CboeTheo=0.25)  BID  [BOX] 15:29:40.394 IV=228.1% +74.0 BOX 587 x $0.20 - $0.30 x 633 PHLX  FLOOR  Vega=$70 COMM=1.71 Ref
977. SPLIT TICKET:
     >>1000 VIX Jan24 17th 60.0 Calls $0.17 (CboeTheo=0.18)  BID  [CBOE] 15:29:49.342 IV=156.1% +5.7 CBOE 34k x $0.17 - $0.20 x 31k CBOE  AUCTION  Vega=$722 VIX=16.82 Fwd
978. >>3000 AMZN Mar24 150 Calls $8.25 (CboeTheo=8.24)  MID  ISE 15:30:01.471 IV=29.8% +0.2 CBOE 660 x $8.20 - $8.30 x 666 PHLX  SPREAD/CROSS/TIED  Vega=$99k AMZN=143.41 Ref
979. >>9600 UPS Jan24 170 Puts $22.40 (CboeTheo=22.36)  MID  PHLX 15:31:44.798 IV=24.5% +4.1 BXO 12 x $22.30 - $22.50 x 16 BOX  FLOOR - OPENING  Vega=$51k UPS=147.65 Ref
980. >>2250 UPS Nov23 170 Puts $22.35 (CboeTheo=22.36)  MID  PHLX 15:31:44.798 GEMX 6 x $22.25 - $22.45 x 6 MIAX  FLOOR - OPENING  Vega=$0 UPS=147.65 Ref
981. SWEEP DETECTED:
     >>3500 F Nov23 24th 11.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 15:32:53.702 IV=31.2% -2.7 C2 6457 x $0.04 - $0.05 x 2383 EMLD  ISO  Vega=$1552 F=10.49 Ref
982. >>Unusual Volume PSTG - 3x market weighted volume: 5110 = 4777 projected vs 1559 adv, 76% calls, 5% of OI [PSTG 37.62 -0.23 Ref, IV=51.0% +1.1]
983. SPLIT TICKET:
     >>1050 VIX Dec23 20th 27.0 Calls $0.30 (CboeTheo=0.29)  MID  [CBOE] 15:33:00.342 IV=131.1% +5.5 CBOE 6936 x $0.28 - $0.31 x 32k CBOE Vega=$981 VIX=15.38 Fwd
984. >>2000 AMZN Mar24 150 Calls $8.30 (CboeTheo=8.28)  ASK  ISE 15:33:41.054 IV=29.8% +0.2 PHLX 40 x $8.25 - $8.30 x 6 MPRL  SPREAD/CROSS/TIED  Vega=$66k AMZN=143.49 Ref
985. SWEEP DETECTED:
     >>3501 BAC Dec23 31.0 Calls $0.28 (CboeTheo=0.28)  ASK  [MULTI] 15:34:04.142 IV=23.0% -0.2 EMLD 3272 x $0.27 - $0.28 x 2108 EMLD  ISO  Vega=$9513 BAC=29.68 Ref
986. >>6000 C Jan24 60.0 Puts $14.90 (CboeTheo=14.91)  MID  PHLX 15:34:21.066 ARCA 22 x $14.85 - $14.95 x 12 BXO  SPREAD/FLOOR - OPENING  Vega=$0 C=45.09 Ref
987. >>6000 C Jan24 55.0 Puts $9.90 (CboeTheo=9.91)  BID  PHLX 15:34:21.066 MPRL 44 x $9.85 - $10.00 x 75 CBOE  SPREAD/FLOOR  Vega=$0 C=45.09 Ref
988. >>2264 PTON Dec23 22nd 6.0 Calls $0.37 (CboeTheo=0.37)  MID  C2 15:34:21.861 IV=76.7% +1.5 MPRL 973 x $0.36 - $0.38 x 22 BXO Vega=$1568 PTON=5.54 Ref
989. >>1185 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 12k CBOE  OPENING  Vega=$517 VIX=15.38 Fwd
990. >>1185 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 12k CBOE  OPENING  Vega=$517 VIX=15.38 Fwd
991. >>1185 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 9572 CBOE  OPENING  Vega=$517 VIX=15.38 Fwd
992. >>1185 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 9572 CBOE  OPENING  Vega=$517 VIX=15.38 Fwd
993. >>2274 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 13k CBOE  OPENING  Vega=$992 VIX=15.38 Fwd
994. >>1481 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  CBOE 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 13k CBOE  OPENING  Vega=$646 VIX=15.38 Fwd
995. SPLIT TICKET:
     >>13627 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  ASK  [CBOE] 15:34:30.201 IV=57.6% +3.7 CBOE 7700 x $0.04 - $0.05 x 12k CBOE  OPENING  Vega=$5947 VIX=15.38 Fwd
996. >>1000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  BID  CBOE 15:34:37.079 IV=57.6% +3.7 CBOE 3073 x $0.05 - $0.06 x 32k CBOE Vega=$436 VIX=15.38 Fwd
997. >>2000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  BID  CBOE 15:34:38.638 IV=57.6% +3.7 CBOE 1073 x $0.05 - $0.06 x 32k CBOE  OPENING  Vega=$873 VIX=15.38 Fwd
998. >>1000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  BID  CBOE 15:34:39.173 IV=57.6% +3.7 CBOE 73 x $0.05 - $0.06 x 32k CBOE Vega=$436 VIX=15.38 Fwd
999. SPLIT TICKET:
     >>3000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.04)  BID  [CBOE] 15:34:38.638 IV=57.6% +3.7 CBOE 1073 x $0.05 - $0.06 x 32k CBOE  OPENING  Vega=$1309 VIX=15.38 Fwd
1000. SPLIT TICKET:
      >>5000 SPXW Dec23 8th 3700 Puts $1.20 (CboeTheo=1.15)  ASK  [CBOE] 15:34:54.750 IV=34.5% +1.4 CBOE 286 x $1.15 - $1.20 x 25 CBOE  FLOOR  Vega=$149k SPX=4521.03 Fwd
1001. >>3210 KVUE Nov23 22.5 Puts $2.84 (CboeTheo=2.86)  BID  PHLX 15:35:02.747 MIAX 13 x $2.83 - $2.87 x 10 BOX  FLOOR  Vega=$0 KVUE=19.64 Ref
1002. >>4000 LVS Dec23 49.0 Puts $1.41 (CboeTheo=1.40)  MID  CBOE 15:35:38.970 IV=29.0% +0.5 NOM 30 x $1.40 - $1.42 x 51 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$22k LVS=49.24 Ref
1003. >>4000 LVS Nov23 47.0 Calls $2.32 (CboeTheo=2.33)  MID  CBOE 15:35:38.970 IV=42.9% +3.8 BXO 12 x $2.29 - $2.35 x 5 CBOE  SPREAD/LEGGED/FLOOR  Vega=$1989 LVS=49.24 Ref
1004. >>2000 LVS Nov23 47.0 Puts $0.04 (CboeTheo=0.06)  MID  CBOE 15:35:39.046 IV=41.2% +2.1 C2 1006 x $0.03 - $0.05 x 502 EMLD  SPREAD/LEGGED/FLOOR  Vega=$909 LVS=49.24 Ref
1005. >>4000 LVS Dec23 49.0 Calls $1.89 (CboeTheo=1.88)  MID  CBOE 15:35:39.046 IV=29.1% +0.5 NOM 35 x $1.87 - $1.91 x 149 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$22k LVS=49.24 Ref
1006. >>2000 LVS Nov23 47.0 Puts $0.05 (CboeTheo=0.06)  ASK  CBOE 15:35:39.186 IV=43.3% +4.2 C2 1006 x $0.03 - $0.05 x 502 EMLD  SPREAD/LEGGED/FLOOR  Vega=$1015 LVS=49.24 Ref
1007. >>2200 PLTR Jan24 18.0 Puts $0.89 (CboeTheo=0.88)  ASK  ISE 15:35:40.173 IV=54.6% +0.6 EMLD 2455 x $0.87 - $0.89 x 1076 C2  TIED/AUCTION   52WeekHigh  Vega=$6213 PLTR=19.89 Ref
1008. >>2390 SQ Jan24 100 Puts $43.35 (CboeTheo=43.51)  BID  PHLX 15:36:50.372 BXO 34 x $43.35 - $43.60 x 12 BXO  FLOOR - OPENING  Vega=$0 SQ=56.48 Ref
1009. >>2506 D Dec23 47.5 Calls $1.05 (CboeTheo=1.11)  Below Bid!  BOX 15:37:13.045 IV=21.6% -1.4 NOM 1 x $1.10 - $1.15 x 203 BZX  FLOOR  Vega=$13k D=47.53 Ref
1010. >>2491 INTC Nov23 24th 40.0 Calls $1.16 (CboeTheo=1.16)  ASK  ARCA 15:37:39.715 IV=27.1% +0.1 EDGX 1326 x $1.15 - $1.16 x 2491 ARCA  52WeekHigh  Vega=$5683 INTC=40.73 Ref
1011. SPLIT TICKET:
      >>2500 INTC Nov23 24th 40.0 Calls $1.16 (CboeTheo=1.16)  ASK  [ARCA] 15:37:39.714 IV=27.1% +0.1 EDGX 1326 x $1.15 - $1.16 x 2500 ARCA  ISO   52WeekHigh  Vega=$5703 INTC=40.73 Ref
1012. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.28 (CboeTheo=0.28)  ASK  [MULTI] 15:37:48.273 IV=27.9% -0.3 C2 971 x $0.27 - $0.28 x 1341 C2  OPENING   52WeekHigh  Vega=$5281 INTC=40.74 Ref
1013. >>5000 PBR Jan24 15.0 Calls $1.09 (CboeTheo=1.07)  MID  AMEX 15:37:53.659 IV=34.6% -0.1 PHLX 131 x $1.06 - $1.11 x 6 CBOE  SPREAD/CROSS  Vega=$11k PBR=15.79 Ref
1014. >>5000 PBR Jan24 15.0 Puts $0.69 (CboeTheo=0.69)  BID  AMEX 15:37:53.659 IV=33.7% -0.4 ARCA 1127 x $0.68 - $0.72 x 1138 ARCA  SPREAD/CROSS  Vega=$12k PBR=15.79 Ref
1015. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 40.0 Calls $1.17 (CboeTheo=1.17)  BID  [MULTI] 15:38:25.811 IV=27.2% +0.3 MPRL 500 x $1.17 - $1.18 x 3 MPRL  52WeekHigh  Vega=$5695 INTC=40.74 Ref
1016. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.28 (CboeTheo=0.27)  ASK  [MULTI] 15:38:41.807 IV=28.1% -0.0 C2 1034 x $0.27 - $0.28 x 1277 C2  OPENING   52WeekHigh  Vega=$5262 INTC=40.73 Ref
1017. >>2000 AMD Jan25 90.0 Puts $7.83 (CboeTheo=7.85)  BID  ARCA 15:39:12.544 IV=46.6% -0.3 GEMX 89 x $7.80 - $7.95 x 111 PHLX  SPREAD/CROSS  Vega=$69k AMD=117.50 Ref
1018. >>2000 AMD Mar24 120 Puts $11.68 (CboeTheo=11.63)  ASK  ARCA 15:39:12.544 IV=42.2% +0.1 CBOE 212 x $11.60 - $11.70 x 233 EDGX  SPREAD/CROSS - OPENING  Vega=$53k AMD=117.50 Ref
1019. SWEEP DETECTED:
      >>2000 MPW Jan24 3.0 Puts $0.19 (CboeTheo=0.18)  ASK  [MULTI] 15:39:18.731 IV=117.9% +3.2 NOM 1 x $0.18 - $0.19 x 254 EDGX  ISO  Vega=$827 MPW=4.75 Ref
1020. SWEEP DETECTED:
      >>3365 AAPL Nov23 24th 177.5 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:39:32.387 IV=22.2% +1.2 C2 1198 x $0.09 - $0.10 x 1052 C2 Vega=$8766 AAPL=188.47 Ref
1021. SWEEP DETECTED:
      >>2489 AAPL Nov23 24th 175 Puts $0.08 (CboeTheo=0.07)  ASK  [MULTI] 15:39:32.387 IV=25.4% +1.8 C2 854 x $0.07 - $0.08 x 1270 C2 Vega=$5013 AAPL=188.47 Ref
1022. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.29 (CboeTheo=0.28)  ASK  [MULTI] 15:40:11.473 IV=28.4% +0.2 C2 591 x $0.28 - $0.29 x 895 C2  AUCTION - OPENING   52WeekHigh  Vega=$5316 INTC=40.74 Ref
1023. SWEEP DETECTED:
      >>2000 WW Dec23 8th 7.0 Calls $0.607 (CboeTheo=0.56)  Above Ask!  [MULTI] 15:40:53.409 IV=90.0% +4.8 EMLD 265 x $0.55 - $0.60 x 68 EMLD  OPENING  Vega=$1384 WW=6.92 Ref
1024. >>4031 DISH Dec23 3.0 Calls $0.63 (CboeTheo=0.65)  BID  ARCA 15:41:38.376 IV=94.1% -8.5 AMEX 100 x $0.63 - $0.67 x 44 BOX  FLOOR  Vega=$1271 DISH=3.46 Ref
1025. SWEEP DETECTED:
      >>Bearish Delta Impact 1876 VFS Nov23 24th 6.0 Calls $0.34 (CboeTheo=0.34)  BID  [MULTI] 15:41:44.273 IV=91.6% -16.6 NOM 1492 x $0.34 - $0.40 x 10 AMEX  OPENING 
      Delta=56%, EST. IMPACT = 104k Shares ($645k) To Sell VFS=6.17 Ref
1026. >>10000 UBER Dec23 62.5 Calls $0.16 (CboeTheo=0.18)  BID  PHLX 15:43:03.036 IV=33.8% EDGX 705 x $0.16 - $0.19 x 596 GEMX  SPREAD/CROSS/TIED - OPENING  Vega=$22k UBER=53.74 Ref
1027. SWEEP DETECTED:
      >>Bullish Delta Impact 2452 ASAN Nov23 21.0 Puts $0.25 (CboeTheo=0.27)  BID  [MULTI] 15:43:39.299 IV=58.6% +2.6 EDGX 507 x $0.25 - $0.35 x 939 EDGX  ISO - OPENING 
      Delta=-38%, EST. IMPACT = 93k Shares ($1.97m) To Buy ASAN=21.25 Ref
1028. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.27 (CboeTheo=0.26)  ASK  [MULTI] 15:44:02.284 IV=28.5% +0.4 MPRL 227 x $0.26 - $0.27 x 437 C2  OPENING   52WeekHigh  Vega=$5157 INTC=40.66 Ref
1029. >>2058 SUI Nov23 120 Calls $2.30 (CboeTheo=2.17)  ASK  ARCA 15:44:38.622 IV=47.4% +19.1 CBOE 50 x $1.90 - $2.40 x 6 BOX  SPREAD/FLOOR  Vega=$7151 SUI=121.08 Ref
1030. >>2058 SUI Dec23 125 Calls $1.95 (CboeTheo=1.37)  ASK  ARCA 15:44:38.623 IV=25.1% +7.2 ARCA 1 x $1.00 - $2.20 x 30 PHLX  SPREAD/FLOOR - OPENING  Vega=$26k SUI=121.08 Ref
1031. SWEEP DETECTED:
      >>Bearish Delta Impact 1210 GRND Dec23 5.0 Puts $0.15 (CboeTheo=0.09)  ASK  [MULTI] 15:44:52.112 IV=106.2% +14.1 BZX 100 x $0.10 - $0.15 x 155 MIAX  OPENING 
      Delta=-13%, EST. IMPACT = 15k Shares ($105k) To Sell GRND=6.76 Ref
1032. >>2500 AMZN Dec23 120 Calls $23.96 (CboeTheo=24.15)  ASK  AMEX 15:45:44.518 IV=27.3% -8.7 PHLX 65 x $23.35 - $24.25 x 79 MIAX  SPREAD/CROSS  Vega=$2673 AMZN=143.31 Ref
1033. >>2500 AMZN Dec23 120 Puts $0.21 (CboeTheo=0.23)  BID  AMEX 15:45:44.518 IV=36.1% -0.2 MIAX 986 x $0.21 - $0.22 x 1 ARCA  SPREAD/CROSS  Vega=$8237 AMZN=143.31 Ref
1034. SPLIT TICKET:
      >>3201 VIX Dec23 20th 27.0 Calls $0.31 (CboeTheo=0.30)  ASK  [CBOE] 15:46:05.994 IV=131.5% +5.9 CBOE 32k x $0.28 - $0.32 x 6763 CBOE Vega=$3046 VIX=15.42 Fwd
1035. >>5500 SIRI Dec23 8.0 Puts $3.07 (CboeTheo=3.20)  BID  AMEX 15:46:17.529 PHLX 432 x $2.89 - $3.35 x 89 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 SIRI=5.17 Ref
1036. >>5500 SIRI Dec23 8.0 Calls $0.01 (CboeTheo=0.08)  BID  AMEX 15:46:17.529 IV=83.0% -48.6 BXO 0 x $0.00 - $0.09 x 1 ARCA  SPREAD/FLOOR  Vega=$463 SIRI=5.17 Ref
1037. >>5500 SIRI Nov23 6.0 Puts $0.90 (CboeTheo=0.90)  MID  AMEX 15:46:17.531 IV=171.2% +9.3 ARCA 8 x $0.89 - $0.91 x 54 BZX  SPREAD/FLOOR  Vega=$436 SIRI=5.17 Ref
1038. >>5500 SIRI Nov23 6.0 Calls $0.04 (CboeTheo=0.04)  ASK  AMEX 15:46:17.531 IV=172.9% +11.0 C2 386 x $0.02 - $0.04 x 687 C2  SPREAD/FLOOR  Vega=$444 SIRI=5.17 Ref
1039. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.29 (CboeTheo=0.28)  ASK  [MULTI] 15:46:27.850 IV=28.7% +0.6 C2 1654 x $0.28 - $0.29 x 385 C2  AUCTION - OPENING   52WeekHigh  Vega=$5287 INTC=40.72 Ref
1040. >>2497 INTC Nov23 24th 40.0 Calls $1.16 (CboeTheo=1.16)  ASK  ARCA 15:46:33.284 IV=27.7% +0.7 C2 389 x $1.15 - $1.16 x 2497 ARCA  52WeekHigh  Vega=$5746 INTC=40.72 Ref
1041. SWEEP DETECTED:
      >>2500 INTC Nov23 24th 42.0 Calls $0.30 (CboeTheo=0.28)  ASK  [MULTI] 15:47:02.581 IV=29.2% +1.1 C2 265 x $0.29 - $0.30 x 1141 AMEX  AUCTION - OPENING   52WeekHigh  Vega=$5320 INTC=40.72 Ref
1042. SPLIT TICKET:
      >>1000 SPXW Nov23 16th 4410 Puts $0.45 (CboeTheo=0.41)  ASK  [CBOE] 15:47:33.679 IV=21.2% +3.4 CBOE 175 x $0.40 - $0.45 x 782 CBOE Vega=$15k SPX=4508.03 Fwd
1043. >>3000 AMZN Dec23 130 Calls $14.70 (CboeTheo=14.77)  BID  AMEX 15:47:39.009 IV=29.5% -0.5 MIAX 144 x $14.65 - $14.80 x 60 BZX  SPREAD/CROSS  Vega=$23k AMZN=143.41 Ref
1044. >>3000 AMZN Dec23 130 Puts $0.70 (CboeTheo=0.69)  ASK  AMEX 15:47:39.009 IV=30.5% +0.6 C2 1239 x $0.68 - $0.70 x 2399 C2  SPREAD/CROSS  Vega=$24k AMZN=143.41 Ref
1045. >>4960 TSLA Jan24 450 Puts $205.95 (CboeTheo=206.10)  ASK  PHLX 15:48:46.153 BXO 13 x $205.55 - $206.30 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=243.90 Ref
1046. >>4000 TSLA Jan24 416.67 Puts $172.65 (CboeTheo=172.77)  ASK  PHLX 15:48:46.153 PHLX 12 x $172.25 - $173.00 x 1 BXO  FLOOR - OPENING  Vega=$0 TSLA=243.90 Ref
1047. SPLIT TICKET:
      >>5000 TSLA Jan24 450 Puts $205.95 (CboeTheo=206.10)  ASK  [PHLX] 15:48:46.153 BXO 13 x $205.55 - $206.30 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=243.90 Ref
1048. >>5000 ACAD Dec23 22.0 Puts $1.00 (CboeTheo=0.74)  BID  BOX 15:48:56.211 IV=53.1% +7.1 PHLX 53 x $0.70 - $1.45 x 364 PHLX  FLOOR - OPENING  Vega=$12k ACAD=22.68 Ref
1049. SWEEP DETECTED:
      >>2217 TSLA Nov23 24th 252.5 Calls $3.40 (CboeTheo=3.44)  BID  [MULTI] 15:48:57.984 IV=42.8% -0.5 EDGX 571 x $3.40 - $3.45 x 4 ARCA Vega=$31k TSLA=244.02 Ref
1050. >>21500 ZM Jan24 130 Puts $66.00 (CboeTheo=66.08)  BID  PHLX 15:49:00.139 NOM 59 x $65.85 - $66.35 x 59 NOM  FLOOR - OPENING  Vega=$0 ZM=63.92 Ref
1051. >>20000 ZM Nov23 80.0 Puts $16.00 (CboeTheo=16.08)  BID  PHLX 15:49:00.139 NOM 36 x $15.90 - $16.15 x 18 BOX  FLOOR  Vega=$0 ZM=63.92 Ref
1052. SPLIT TICKET:
      >>1500 SPXW Nov23 22nd 3300 Puts $0.05 (CboeTheo=0.08)  BID  [CBOE] 15:49:04.952 IV=69.2% +0.5 CBOE 283 x $0.05 - $0.10 x 418 CBOE  OPENING  Vega=$1596 SPX=4511.10 Fwd
1053. SWEEP DETECTED:
      >>2113 NVDA Nov23 600 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:49:18.394 IV=89.6% +18.5 BZX 0 x $0.00 - $0.01 x 2047 C2 Vega=$306 NVDA=488.40 Ref
1054. SWEEP DETECTED:
      >>2075 AAPL Nov23 192.5 Calls $0.07 (CboeTheo=0.08)  BID  [MULTI] 15:49:41.002 IV=19.6% -0.5 MPRL 2169 x $0.07 - $0.08 x 776 GEMX Vega=$3672 AAPL=188.06 Ref
1055. SPLIT TICKET:
      >>1078 SPXW Nov23 15th 4505 Puts $3.008 (CboeTheo=2.29)  Above Ask!  [CBOE] 15:49:51.706 IV=24.3% +11.4 CBOE 3 x $2.35 - $2.55 x 3 CBOE  OPENING  Vega=$8282 SPX=4503.85 Fwd
1056. >>2620 ABT Jan24 110 Puts $12.00 (CboeTheo=12.02)  BID  PHLX 15:50:01.043 MRX 11 x $11.80 - $12.25 x 11 MRX  SPREAD/FLOOR - OPENING  Vega=$0 ABT=97.98 Ref
1057. >>2620 ABT Nov23 110 Puts $12.00 (CboeTheo=12.02)  BID  PHLX 15:50:01.257 PHLX 10 x $11.70 - $12.35 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 ABT=97.98 Ref
1058. SWEEP DETECTED:
      >>Bullish Delta Impact 500 PLCE Jan24 25.0 Puts $1.70 (CboeTheo=1.61)  BID  [MULTI] 15:50:00.603 IV=73.4% +5.5 BZX 73 x $1.70 - $1.85 x 23 PHLX  Pre-Earnings 
      Delta=-27%, EST. IMPACT = 13k Shares ($382k) To Buy PLCE=28.68 Ref
1059. SPLIT TICKET:
      >>2250 SPX Dec23 3350 Puts $0.90 (CboeTheo=0.85)  MID  [CBOE] 15:50:03.472 IV=41.9% +1.5 CBOE 500 x $0.85 - $0.95 x 1807 CBOE  FLOOR  Vega=$46k SPX=4516.35 Fwd
1060. SPLIT TICKET:
      >>1169 SPXW Nov23 16th 3775 Puts $0.05 (CboeTheo=0.05)  ASK  [CBOE] 15:50:16.340 IV=107.0% +25.2 CBOE 0 x $0.00 - $0.05 x 860 CBOE  OPENING  Vega=$729 SPX=4502.98 Fwd
1061. >>2350 WBA Jan24 30.0 Puts $8.35 (CboeTheo=8.42)  BID  BOX 15:51:17.198 BZX 7 x $8.35 - $8.45 x 2 ISE  SPREAD/FLOOR  Vega=$0 WBA=21.59 Ref
1062. >>2680 WBA Jan24 32.5 Puts $10.91 (CboeTheo=10.91)  ASK  BOX 15:51:17.198 NOM 19 x $10.85 - $10.95 x 1 C2  SPREAD/FLOOR - OPENING  Vega=$0 WBA=21.59 Ref
1063. >>16430 MO Nov23 43.0 Puts $2.39 (CboeTheo=2.37)  ASK  BOX 15:51:29.228 IV=47.7% +14.4 BOX 9 x $2.33 - $2.40 x 6 BOX  SPREAD/FLOOR - OPENING  Vega=$5612 MO=40.63 Ref
1064. >>16430 MO Nov23 42.5 Puts $1.89 (CboeTheo=1.87)  ASK  BOX 15:51:29.228 IV=39.9% +11.1 ARCA 1 x $1.85 - $1.89 x 6 BOX  SPREAD/FLOOR  Vega=$6345 MO=40.63 Ref
1065. >>3700 XOM Nov23 125 Puts $21.50 (CboeTheo=21.42)  ASK  BOX 15:51:33.009 IV=129.4% +56.4 BOX 26 x $21.35 - $21.50 x 35 BOX  SPREAD/FLOOR - OPENING  Vega=$1770 XOM=103.58 Ref
1066. >>2660 XOM Nov23 115 Puts $11.48 (CboeTheo=11.43)  ASK  BOX 15:51:33.009 IV=76.9% +24.6 MIAX 119 x $11.15 - $11.50 x 30 MPRL  SPREAD/FLOOR  Vega=$1537 XOM=103.58 Ref
1067. >>4290 XOM Nov23 115 Puts $11.49 (CboeTheo=11.43)  ASK  BOX 15:51:33.009 IV=78.6% +26.3 MIAX 119 x $11.15 - $11.50 x 30 MPRL  SPREAD/FLOOR - OPENING  Vega=$2695 XOM=103.58 Ref
1068. >>12140 XOM Nov23 120 Puts $16.35 (CboeTheo=16.42)  BID  BOX 15:51:33.009 BOX 26 x $16.35 - $16.50 x 23 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=103.58 Ref
1069. >>5110 XOM Dec23 135 Puts $31.50 (CboeTheo=31.42)  ASK  BOX 15:51:33.009 IV=54.2% +19.3 BZX 21 x $31.25 - $31.50 x 27 BZX  SPREAD/FLOOR - OPENING  Vega=$11k XOM=103.58 Ref
1070. >>2310 XOM Jan24 125 Puts $21.35 (CboeTheo=21.42)  BID  BOX 15:51:33.009 AMEX 5 x $21.35 - $21.50 x 24 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 XOM=103.58 Ref
1071. >>2460 XOM Nov23 24th 130 Puts $26.25 (CboeTheo=26.42)  BID  BOX 15:51:33.009 BZX 17 x $26.25 - $26.50 x 11 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=103.58 Ref
1072. >>10670 XOM Dec23 115 Puts $11.48 (CboeTheo=11.43)  ASK  BOX 15:51:33.009 IV=25.7% +3.5 BZX 17 x $11.35 - $11.50 x 40 PHLX  SPREAD/FLOOR - OPENING  Vega=$34k XOM=103.58 Ref
1073. >>2440 MS Jan24 90.0 Puts $10.30 (CboeTheo=10.39)  BID  BOX 15:51:58.853 BXO 10 x $10.30 - $10.45 x 31 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 MS=79.62 Ref
1074. >>2260 MS Jan24 90.0 Puts $10.31 (CboeTheo=10.39)  BID  BOX 15:51:58.853 BXO 10 x $10.30 - $10.45 x 31 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 MS=79.62 Ref
1075. >>2890 MS Jan24 95.0 Puts $15.34 (CboeTheo=15.38)  BID  BOX 15:51:58.853 BXO 16 x $15.30 - $15.40 x 16 BXO  SPREAD/FLOOR - OPENING  Vega=$0 MS=79.62 Ref
1076. SPLIT TICKET:
      >>1173 SPXW Nov23 16th 3750 Puts $0.05 (CboeTheo=0.05)  ASK  [CBOE] 15:52:07.035 IV=110.9% +27.9 CBOE 0 x $0.00 - $0.05 x 835 CBOE  ISO  Vega=$708 SPX=4503.72 Fwd
1077. >>2480 PFE Nov23 37.5 Puts $7.30 (CboeTheo=7.27)  ASK  BOX 15:52:19.046 IV=153.4% +46.6 BXO 10 x $7.25 - $7.30 x 28 BOX  SPREAD/FLOOR - OPENING  Vega=$408 PFE=30.23 Ref
1078. >>4640 PFE Dec23 35.0 Puts $4.80 (CboeTheo=4.77)  ASK  BOX 15:52:19.046 IV=35.6% +2.9 BXO 18 x $4.75 - $4.80 x 25 BOX  SPREAD/FLOOR - OPENING  Vega=$4873 PFE=30.23 Ref
1079. >>7610 PFE Dec23 37.5 Puts $7.20 (CboeTheo=7.26)  BID  BOX 15:52:19.046 PHLX 36 x $7.20 - $7.30 x 3 BXO  SPREAD/FLOOR - OPENING  Vega=$0 PFE=30.23 Ref
1080. >>3120 PFE Nov23 35.0 Puts $4.75 (CboeTheo=4.77)  BID  BOX 15:52:19.046 BXO 10 x $4.75 - $4.80 x 10 BOX  SPREAD/FLOOR  Vega=$0 PFE=30.23 Ref
1081. >>8150 PFE Jan24 38.0 Puts $7.80 (CboeTheo=7.76)  ASK  BOX 15:52:19.046 IV=38.4% +7.6 NOM 33 x $7.70 - $7.80 x 12 BXO  SPREAD/FLOOR  Vega=$11k PFE=30.23 Ref
1082. >>4140 PFE Jan24 40.0 Puts $9.70 (CboeTheo=9.77)  BID  BOX 15:52:19.046 BZX 62 x $9.70 - $9.80 x 1 C2  SPREAD/FLOOR  Vega=$0 PFE=30.23 Ref
1083. >>3430 PFE Jan24 45.0 Puts $14.77 (CboeTheo=14.77)  ASK  BOX 15:52:19.046 IV=54.7% +13.4 NOM 93 x $14.65 - $14.85 x 11 BXO  SPREAD/FLOOR - OPENING  Vega=$1473 PFE=30.23 Ref
1084. SWEEP DETECTED:
      >>2468 TSLA Nov23 24th 190 Puts $0.09 (CboeTheo=0.09)  ASK  [MULTI] 15:52:35.735 IV=69.5% +10.2 MPRL 241 x $0.08 - $0.09 x 532 EMLD Vega=$2557 TSLA=243.27 Ref
1085. SWEEP DETECTED:
      >>4000 INTC Nov23 24th 41.5 Calls $0.422 (CboeTheo=0.41)  MID  [MULTI] 15:52:47.443 IV=28.8% +1.3 C2 295 x $0.41 - $0.42 x 220 EMLD  ISO - OPENING   52WeekHigh  Vega=$9489 INTC=40.66 Ref
1086. >>10000 UBER Dec23 62.5 Calls $0.16 (CboeTheo=0.18)  BID  PHLX 15:52:52.937 IV=33.6% EDGX 601 x $0.16 - $0.19 x 510 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$22k UBER=53.78 Ref
1087. >>3000 BMY Nov23 60.0 Puts $8.60 (CboeTheo=8.52)  ASK  PHLX 15:53:05.284 IV=123.9% +49.6 BOX 6 x $8.45 - $8.60 x 7 BOX  SPREAD/FLOOR - OPENING  Vega=$1230 BMY=51.48 Ref
1088. >>3000 BMY Nov23 57.5 Puts $6.10 (CboeTheo=6.02)  ASK  PHLX 15:53:05.284 IV=96.1% +36.0 BXO 20 x $5.95 - $6.10 x 6 BOX  SPREAD/FLOOR - OPENING  Vega=$1457 BMY=51.48 Ref
1089. >>4000 BAC Nov23 30.0 Puts $0.49 (CboeTheo=0.50)  MID  AMEX 15:55:21.240 IV=27.7% -5.7 C2 401 x $0.47 - $0.50 x 3480 CBOE  SPREAD/CROSS  Vega=$2881 BAC=29.59 Ref
1090. >>4000 BAC Nov23 30.0 Calls $0.09 (CboeTheo=0.10)  BID  AMEX 15:55:21.240 IV=26.6% -2.3 C2 1919 x $0.09 - $0.10 x 967 MPRL  SPREAD/CROSS  Vega=$2870 BAC=29.59 Ref
1091. >>4976 C Jan24 42.5 Calls $3.70 (CboeTheo=3.73)  BID  PHLX 15:55:46.910 IV=26.6% -0.3 ISE 475 x $3.70 - $3.80 x 1370 PHLX  AUCTION  Vega=$31k C=44.87 Ref
1092. SWEEP DETECTED:
      >>2832 TSLA Nov23 187.5 Puts $0.06 (CboeTheo=0.04)  ASK  [MULTI] 15:55:45.238 IV=144.2% +40.7 C2 395 x $0.05 - $0.06 x 682 C2 Vega=$1003 TSLA=242.56 Ref
1093. SPLIT TICKET:
      >>5000 C Jan24 42.5 Calls $3.70 (CboeTheo=3.73)  BID  [PHLX] 15:55:46.910 IV=26.8% -0.2 ISE 475 x $3.70 - $3.80 x 1370 PHLX  AUCTION  Vega=$31k C=44.87 Ref
1094. SWEEP DETECTED:
      >>2341 M Nov23 24th 12.5 Puts $0.872 (CboeTheo=0.85)  Above Ask!  [MULTI] 15:56:02.314 IV=116.6% +12.5 EMLD 327 x $0.84 - $0.87 x 68 PHLX  OPENING   Pre-Earnings  Vega=$1831 M=12.57 Ref
1095. >>1661 VIX Dec23 20th 16.0 Calls $1.21 (CboeTheo=1.22)  BID  CBOE 15:56:07.740 IV=77.5% +1.5 CBOE 5479 x $1.21 - $1.25 x 8677 CBOE Vega=$3131 VIX=15.41 Fwd
1096. >>1526 VIX Dec23 20th 16.0 Calls $1.21 (CboeTheo=1.22)  BID  CBOE 15:56:07.740 IV=77.5% +1.5 CBOE 3953 x $1.21 - $1.25 x 8677 CBOE Vega=$2877 VIX=15.41 Fwd
1097. SPLIT TICKET:
      >>7140 VIX Dec23 20th 16.0 Calls $1.21 (CboeTheo=1.22)  BID  [CBOE] 15:56:07.740 IV=77.5% +1.5 CBOE 5479 x $1.21 - $1.25 x 8677 CBOE Vega=$13k VIX=15.41 Fwd
1098. >>12000 WFC Jan24 55.0 Puts $12.15 (CboeTheo=12.18)  BID  PHLX 15:56:19.943 EDGX 10 x $12.15 - $12.25 x 108 PHLX  SPREAD/FLOOR  Vega=$0 WFC=42.83 Ref
1099. >>12000 WFC Jan24 50.0 Puts $7.15 (CboeTheo=7.17)  BID  PHLX 15:56:19.943 CBOE 14 x $7.15 - $7.25 x 75 BOX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.83 Ref
1100. >>3074 CENX Jan24 10.0 Calls $0.15 (CboeTheo=0.21)  BID  MRX 15:56:46.075 IV=57.9% -5.9 EMLD 1802 x $0.15 - $0.20 x 112 C2  COB/AUCTION - OPENING  Vega=$2510 CENX=7.58 Ref
1101. >>3074 CENX Jan24 8.0 Calls $0.64 (CboeTheo=0.61)  ASK  MRX 15:56:46.075 IV=60.6% +6.8 BOX 65 x $0.60 - $0.65 x 96 AMEX  COB/AUCTION - OPENING  Vega=$3933 CENX=7.58 Ref
1102. SWEEP DETECTED:
      >>2518 PYPL Dec23 60.0 Calls $1.417 (CboeTheo=1.39)  Above Ask!  [MULTI] 15:56:49.811 IV=30.2% +1.6 MPRL 49 x $1.38 - $1.40 x 113 MPRL Vega=$16k PYPL=58.24 Ref
1103. >>5700 ZM Jan24 130 Puts $66.15 (CboeTheo=66.23)  BID  PHLX 15:56:55.337 ARCA 1 x $66.10 - $66.30 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=63.77 Ref
1104. >>5700 ZM Nov23 80.0 Puts $16.15 (CboeTheo=16.23)  BID  PHLX 15:56:55.337 NOM 1 x $16.15 - $16.30 x 25 BOX  SPREAD/FLOOR  Vega=$0 ZM=63.77 Ref
1105. SWEEP DETECTED:
      >>2000 BAC Dec23 29.0 Calls $1.13 (CboeTheo=1.14)  BID  [MULTI] 15:56:55.751 IV=23.9% -0.0 MPRL 31 x $1.13 - $1.14 x 529 EDGX Vega=$6132 BAC=29.64 Ref
1106. SWEEP DETECTED:
      >>4000 BAC Dec23 30.0 Calls $0.59 (CboeTheo=0.59)  ASK  [MULTI] 15:57:35.437 IV=23.3% -0.1 C2 209 x $0.58 - $0.59 x 1006 EMLD Vega=$13k BAC=29.64 Ref
1107. SWEEP DETECTED:
      >>2087 RILY Nov23 15.0 Puts $0.099 (CboeTheo=0.06)  ASK  [MULTI] 15:57:41.318 IV=353.2% +35.2 GEMX 0 x $0.00 - $0.10 x 76 AMEX Vega=$294 RILY=24.25 Ref
1108. SWEEP DETECTED:
      >>2000 BAC Dec23 29.0 Calls $1.12 (CboeTheo=1.13)  BID  [MULTI] 15:57:44.624 IV=23.8% -0.1 C2 66 x $1.12 - $1.13 x 2006 ARCA Vega=$6136 BAC=29.64 Ref
1109. SWEEP DETECTED:
      >>2000 BAC Dec23 30.0 Calls $0.59 (CboeTheo=0.58)  ASK  [MULTI] 15:57:52.997 IV=23.4% +0.1 EMLD 646 x $0.58 - $0.59 x 123 MPRL Vega=$6575 BAC=29.62 Ref
1110. SWEEP DETECTED:
      >>2501 AMZN Nov23 147 Calls $0.256 (CboeTheo=0.25)  Above Ask!  [MULTI] 15:58:06.486 IV=32.2% +5.3 C2 607 x $0.24 - $0.25 x 60 MPRL Vega=$6154 AMZN=143.16 Ref
1111. SWEEP DETECTED:
      >>2001 BAC Dec23 30.0 Calls $0.59 (CboeTheo=0.58)  ASK  [MULTI] 15:58:17.296 IV=23.4% +0.1 EMLD 648 x $0.58 - $0.59 x 38 MPRL Vega=$6579 BAC=29.62 Ref
1112. SWEEP DETECTED:
      >>Bearish Delta Impact 502 BKNG Nov23 3070 Puts $7.635 (CboeTheo=6.60)  ASK  [MULTI] 15:59:31.647 IV=28.4% -2.3 BZX 1 x $6.10 - $7.70 x 17 AMEX  ISO - OPENING 
      Delta=-21%, EST. IMPACT = 10k Shares ($32.5m) To Sell BKNG=3120.12 Ref
1113. >>3000 SPXW Nov23 16th 3800 Puts $0.05 (CboeTheo=0.09)  MID  CBOE 16:01:33.019 IV=103.6% +24.1 CBOE 0 x $0.00 - $0.10 x 1429 CBOE  OPENING  Vega=$1928 SPX=4501.74 Fwd
1114. SPLIT TICKET:
      >>3250 SPXW Nov23 16th 3800 Puts $0.05 (CboeTheo=0.09)  MID  [CBOE] 16:01:33.019 IV=103.6% +24.1 CBOE 0 x $0.00 - $0.10 x 1429 CBOE  OPENING  Vega=$2088 SPX=4501.74 Fwd
1115. >>1000 SPXW Dec23 4th 3700 Puts $0.85 (CboeTheo=0.83)  MID  CBOE 16:05:17.915 IV=35.9% +1.0 CBOE 260 x $0.80 - $0.90 x 126 CBOE  FLOOR - OPENING  Vega=$22k SPX=4507.24 Fwd
1116. SPLIT TICKET:
      >>3800 SPXW Dec23 4th 3700 Puts $0.85 (CboeTheo=0.83)  MID  [CBOE] 16:05:17.915 IV=35.9% +1.0 CBOE 260 x $0.80 - $0.90 x 126 CBOE  FLOOR - OPENING  Vega=$82k SPX=4507.24 Fwd
1117. SPLIT TICKET:
      >>1000 SPX Nov23 4660 Calls $0.15 (CboeTheo=0.12)  ASK  [CBOE] 16:12:59.241 IV=20.9% +2.5 CBOE 5126 x $0.05 - $0.15 x 180 CBOE  ISO - OPENING  Vega=$7089 SPX=4498.94 Fwd