OPTION FLOW 11/16/2023

byFRANKTRADEZ •
0

 

  1. >>Market Color @STOCK - New option listings for 11/16 include PyroGenisis Canada Inc ($PYRGF).
  2. >>Market Color @ALL - OCC reports a total of 608,891 flex contracts traded on Nov 15th, with average daily flex volume of 410,366 over the past month. 24.8% of Wednesday's flex volume traded on Cboe, 11.1% NYSE-Arca, 0.8% PHLX and 63.2% Amex. Current Flex open interest is 19,954,083 contracts.  #flex #marketmover
  3. >>Market Color NVDA - Most profitable opening equity option purchase made in the prior session was a buy of 1033 NVIDIA 11/17 490 puts for $4.42 at 09:40 when underlying shares were trading $495.122. These puts closed near $6.49 for mark-to-market profit of 47%, or $213K on the $457K outlay. NVDA shares closed down 7.68 at $488.88  [NVDA 488.88 -7.68 Ref]
  4. >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-11-15. Data sourced from datashop.cboe.com shows the at-the-money (4515 strike) straddle was trading near $21.11 on Wednesday morning when the underlying SPX index was near 4512.59. The index closed at 4502.88 resulting in a final value of $12.12 for this put and call pair, suggesting a net loss of $-8.99 for a long straddle position held into the close. 
  5. >>Market Color FXI - Rev/Con recap for Nov 15th. 262,536 contracts traded Wednesday in reverse/conversion spreads on 121 underlying securities. 13.1m underlying shares were involved with total notional value of $1.93b. Rev/Con volume leaders included FXI, MSFT, IWM, LQD and SPY with implied borrow rates ranging from -59.4% (NU) to 30.5% (ATRA).  #revcon
  6. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for November 16, 2023. 37 trades were executed in VIX overnight, totaling 514 contracts.  #gth
  7. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for November 16, 2023. 14760 trades were executed in SPX overnight, totaling 66591 contracts. ) #gth
  8. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    INTC $41.85 +1.24 +3.05%,
    GOLD $15.91 +0.30 +1.92%,
    SBUX $107.58 +1.55 +1.46%,
    AAPL $190.57 +2.56 +1.36%,
    LCID $4.27 +0.05 +1.18%,

    while the biggest losers include:
    CSCO $47.23 -6.05 (-11.36%),
    BABA $79.48 -7.58 (-8.71%),
    WMT $157.93 -11.85 (-6.98%),
    NIO $7.42 -0.53 (-6.68%),
    SOFI $6.94 -0.43 (-5.83%),

  9. >>Unusual Volume BABA - 9x market weighted volume: 115.5k = 1.4m projected vs 149.8k adv, 73% calls, 5% of OI  Post-Earnings  [BABA 79.48 -7.58 Ref]
  10. >>Unusual Volume INTC - 3x market weighted volume: 47.0k = 558.1k projected vs 167.5k adv, 78% calls, 2% of OI [INTC 41.85 +1.24 Ref]
  11. >>Unusual Volume COST - 5x market weighted volume: 12.0k = 143.1k projected vs 28.6k adv, 57% puts, 6% of OI [COST 581.52 -15.26 Ref]
  12. >>Unusual Volume BIDU - 3x market weighted volume: 7865 = 93.5k projected vs 29.8k adv, 75% calls, 4% of OI [BIDU 108.73 -4.11 Ref]
  13. >>Unusual Volume WMT - 19x market weighted volume: 68.7k = 816.8k projected vs 41.4k adv, 55% calls, 12% of OI  Post-Earnings  [WMT 158.23 -11.55 Ref]
  14. >>Unusual Volume M - 12x market weighted volume: 37.9k = 450.0k projected vs 35.2k adv, 75% calls, 7% of OI  Post-Earnings  [M 13.44 +0.82 Ref]
  15. >>Unusual Volume PANW - 13x market weighted volume: 42.4k = 503.7k projected vs 37.6k adv, 60% calls, 6% of OI  Post-Earnings  [PANW 238.90 -17.28 Ref]
  16. >>Unusual Volume CSCO - 17x market weighted volume: 67.1k = 796.9k projected vs 46.0k adv, 54% puts, 6% of OI  Post-Earnings  [CSCO 47.23 -6.04 Ref]
  17. >>Unusual Volume JD - 3x market weighted volume: 18.9k = 224.7k projected vs 65.5k adv, 80% calls, 2% of OI [JD 27.55 -1.04 Ref]
  18. >>Unusual Volume NCLH - 3x market weighted volume: 10.4k = 123.9k projected vs 31.7k adv, 88% puts, 2% of OI [NCLH 14.41 -0.27 Ref]
  19. >>Unusual Volume ZS - 4x market weighted volume: 5345 = 63.5k projected vs 14.3k adv, 50% calls, 3% of OI [ZS 186.66 +2.10 Ref]
  20. >>Unusual Volume TGT - 4x market weighted volume: 20.8k = 246.8k projected vs 52.9k adv, 61% calls, 4% of OI [TGT 128.88 -1.57 Ref]
  21. >>Unusual Volume PDD - 3x market weighted volume: 8656 = 102.9k projected vs 30.7k adv, 57% puts, 2% of OI [PDD 112.37 -2.05 Ref]
  22. >>Unusual Volume STNE - 4x market weighted volume: 5821 = 69.2k projected vs 16.3k adv, 97% calls, 2% of OI [STNE 13.90 +0.34 Ref]
  23. >>Unusual Volume BBWI - 24x market weighted volume: 9301 = 110.5k projected vs 4456 adv, 96% calls, 7% of OI  Post-Earnings  [BBWI 31.80 -0.51 Ref]
  24. >>Unusual Volume EBIX - 18x market weighted volume: 15.9k = 188.9k projected vs 10.1k adv, 70% calls, 11% of OI [EBIX 4.42 -1.23 Ref]
  25. >>Unusual Volume HL - 8x market weighted volume: 5665 = 67.3k projected vs 7532 adv, 99% calls, 2% of OI [HL 4.38 +0.14 Ref]
  26. SWEEP DETECTED:
    >>2227 NCLH Nov23 14.5 Puts $0.28 (CboeTheo=0.29)  ASK  [MULTI] 09:30:18.743 IV=75.7% +18.2 ARCA 29 x $0.22 - $0.28 x 95 MPRL  OPENING  Vega=$764 NCLH=14.46 Ref
  27. >>Unusual Volume GFI - 22x market weighted volume: 5098 = 60.6k projected vs 2640 adv, 99% puts, 4% of OI [GFI 13.12 +0.20 Ref]
  28. >>Unusual Volume AAPL - 3x market weighted volume: 239.1k = 2.7m projected vs 885.4k adv, 53% calls, 4% of OI [AAPL 190.44 +2.43 Ref]
  29. >>19067 VIX Dec23 20th 14.0 Puts $0.58 (CboeTheo=0.60)  BID  CBOE 09:32:50.747 IV=62.2% -0.5 CBOE 2288 x $0.58 - $0.60 x 5 CBOE  AUCTION  Vega=$30k VIX=15.27 Fwd
  30. >>2643 VIX Dec23 20th 14.0 Puts $0.58 (CboeTheo=0.60)  MID  CBOE 09:32:50.747 IV=62.2% -0.5 CBOE 2188 x $0.56 - $0.60 x 5 CBOE  AUCTION  Vega=$4202 VIX=15.27 Fwd
  31. SPLIT TICKET:
    >>25000 VIX Dec23 20th 14.0 Puts $0.58 (CboeTheo=0.60)  BID  [CBOE] 09:32:50.747 IV=62.2% -0.5 CBOE 2288 x $0.58 - $0.60 x 5 CBOE  AUCTION  Vega=$40k VIX=15.27 Fwd
  32. >>2916 M Nov23 24th 14.5 Calls $0.43 (CboeTheo=0.40)  BID  EMLD 09:32:25.458 IV=72.0% -43.9 EMLD 2916 x $0.43 - $0.43 x 1 NOM  OPENING   Post-Earnings  Vega=$2410 M=14.06 Ref
  33. SWEEP DETECTED:
    >>3000 M Nov23 24th 14.5 Calls $0.43 (CboeTheo=0.40)  Above Ask!  [MULTI] 09:32:25.053 IV=69.3% -46.6 MIAX 24 x $0.39 - $0.40 x 22 BZX  OPENING   Post-Earnings  Vega=$2462 M=14.04 Ref
  34. >>Unusual Volume JPM - 3x market weighted volume: 19.8k = 198.9k projected vs 66.3k adv, 52% calls, 2% of OI [JPM 150.71 +0.97 Ref]
  35. >>2700 C Jan24 45.0 Puts $1.77 (CboeTheo=1.75)  MID  NOM 09:33:37.100 IV=25.5% +0.3 MPRL 37 x $1.76 - $1.78 x 16 MPRL Vega=$20k C=44.88 Ref
  36. SPLIT TICKET:
    >>3000 C Jan24 45.0 Puts $1.77 (CboeTheo=1.75)  ASK  [NOM] 09:33:37.084 IV=25.5% +0.3 MPRL 37 x $1.76 - $1.77 x 2700 NOM Vega=$22k C=44.88 Ref
  37. SWEEP DETECTED:
    >>2005 CSCO Dec23 42.5 Puts $0.12 (CboeTheo=0.16)  BID  [MULTI] 09:32:32.948 IV=23.5% -15.2 EDGX 203 x $0.12 - $0.17 x 114 C2  OPENING   Post-Earnings / SSR  Vega=$4183 CSCO=46.29 Ref
  38. SWEEP DETECTED:
    >>2277 PLTR Nov23 20.0 Calls $0.23 (CboeTheo=0.25)  MID  [MULTI] 09:33:57.881 IV=70.7% +10.5 EMLD 748 x $0.23 - $0.24 x 20 GEMX Vega=$1042 PLTR=19.78 Ref
  39. SWEEP DETECTED:
    >>2660 PLTR Nov23 20.0 Calls $0.24 (CboeTheo=0.27)  BID  [MULTI] 09:34:14.489 IV=66.1% +5.9 EDGX 963 x $0.24 - $0.25 x 120 EMLD Vega=$1232 PLTR=19.84 Ref
  40. SWEEP DETECTED:
    >>3134 TSLA Nov23 220 Puts $0.09 (CboeTheo=0.11)  BID  [MULTI] 09:34:23.301 IV=74.2% +3.9 EMLD 311 x $0.09 - $0.10 x 200 BXO  ISO  Vega=$2467 TSLA=239.94 Ref
  41. SWEEP DETECTED:
    >>2072 NCLH Nov23 14.5 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 09:35:13.169 IV=78.5% +21.0 ARCA 30 x $0.22 - $0.25 x 355 PHLX  OPENING  Vega=$712 NCLH=14.54 Ref
  42. SWEEP DETECTED:
    >>Bullish Delta Impact 600 IMAX Dec23 18.0 Calls $0.35 (CboeTheo=0.31)  ASK  [MULTI] 09:35:37.333 IV=36.8% +2.9 AMEX 82 x $0.25 - $0.35 x 59 PHLX
    Delta=32%, EST. IMPACT = 19k Shares ($328k) To Buy IMAX=16.98 Ref
  43. SWEEP DETECTED:
    >>2098 CCL Nov23 14.5 Puts $0.21 (CboeTheo=0.18)  ASK  [MULTI] 09:35:58.322 IV=73.3% +14.6 BXO 90 x $0.18 - $0.21 x 505 EDGX Vega=$716 CCL=14.59 Ref
  44. >>2499 IFF Dec23 100 Calls $0.01 (CboeTheo=0.18)  BID  ISE 09:37:29.572 IV=39.2% -12.7 MRX 0 x $0.00 - $0.50 x 201 CBOE  AUCTION  Vega=$696 IFF=73.89 Ref
  45. SPLIT TICKET:
    >>2000 VIX Jan24 17th 30.0 Calls $0.61 (CboeTheo=0.59)  ASK  [CBOE] 09:37:39.429 IV=119.1% +1.3 CBOE 13k x $0.58 - $0.61 x 1066 CBOE Vega=$3509 VIX=16.73 Fwd
  46. >>1000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  CBOE 09:38:08.161 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE  Vega=$2825 SPX=4500.63 Fwd
  47. >>1000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  CBOE 09:38:08.161 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE  Vega=$4521 SPX=4500.63 Fwd
  48. >>1000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  CBOE 09:38:08.161 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE  Vega=$4521 SPX=4500.63 Fwd
  49. >>1000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  CBOE 09:38:08.161 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE  Vega=$2825 SPX=4500.63 Fwd
  50. >>1000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  CBOE 09:38:08.162 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE  Vega=$4521 SPX=4500.63 Fwd
  51. >>1000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  CBOE 09:38:08.162 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE  Vega=$2825 SPX=4500.63 Fwd
  52. >>1000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  CBOE 09:38:08.162 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE  Vega=$2825 SPX=4500.63 Fwd
  53. >>1000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  CBOE 09:38:08.162 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE  Vega=$4521 SPX=4500.63 Fwd
  54. >>1000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  CBOE 09:38:08.163 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE  Vega=$2825 SPX=4500.63 Fwd
  55. >>1000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  CBOE 09:38:08.163 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE  Vega=$4521 SPX=4500.63 Fwd
  56. SPLIT TICKET:
    >>6000 SPXW Nov23 16th 4580 Calls $0.08 (CboeTheo=0.06)  MID  [CBOE] 09:38:08.161 IV=26.7% +11.4 CBOE 1964 x $0.05 - $0.10 x 1666 CBOE  LATE - OPENING  Vega=$17k SPX=4500.63 Fwd
  57. SPLIT TICKET:
    >>6000 SPXW Nov23 16th 4565 Calls $0.13 (CboeTheo=0.09)  MID  [CBOE] 09:38:08.161 IV=23.7% +10.0 CBOE 1239 x $0.10 - $0.15 x 1270 CBOE  LATE - OPENING  Vega=$27k SPX=4500.63 Fwd
  58. SWEEP DETECTED:
    >>2000 SIRI Nov23 5.0 Puts $0.09 (CboeTheo=0.08)  ASK  [MULTI] 09:39:43.650 IV=128.7% +22.5 EMLD 1707 x $0.05 - $0.09 x 470 EDGX Vega=$222 SIRI=5.17 Ref
  59. SPLIT TICKET:
    >>1000 SPXW Nov23 16th 4460 Puts $0.70 (CboeTheo=0.70)  ASK  [CBOE] 09:39:57.682 IV=22.7% +9.0 CBOE 555 x $0.65 - $0.70 x 690 CBOE Vega=$15k SPX=4502.46 Fwd
  60. SWEEP DETECTED:
    >>2080 AAPL Nov23 24th 190 Puts $1.753 (CboeTheo=1.71)  Above Ask!  [MULTI] 09:40:15.225 IV=16.2% +1.3 ARCA 1 x $1.73 - $1.75 x 545 MPRL Vega=$24k AAPL=190.00 Ref
  61. >>4446 BBWI Nov23 32.0 Calls $0.75 (CboeTheo=0.97)  BID  BOX 09:41:00.634 IV=68.2% -86.3 PHLX 132 x $0.75 - $1.20 x 676 PHLX  SPREAD/FLOOR   Post-Earnings  Vega=$3227 BBWI=32.39 Ref
  62. >>4000 NVDA Nov23 520 Calls $0.14 (CboeTheo=0.16)  ASK  BZX 09:41:09.325 IV=58.4% +10.2 C2 416 x $0.13 - $0.14 x 2744 BZX Vega=$6429 NVDA=484.79 Ref
  63. >>2744 NVDA Nov23 520 Calls $0.14 (CboeTheo=0.16)  MID  BZX 09:41:09.382 IV=58.4% +10.2 AMEX 335 x $0.13 - $0.15 x 18 ARCA Vega=$4410 NVDA=484.79 Ref
  64. SPLIT TICKET:
    >>6744 NVDA Nov23 520 Calls $0.14 (CboeTheo=0.16)  ASK  [BZX] 09:41:09.325 IV=58.4% +10.2 C2 416 x $0.13 - $0.14 x 2744 BZX Vega=$11k NVDA=484.79 Ref
  65. SWEEP DETECTED:
    >>Bullish Delta Impact 1708 MOR Nov23 5.0 Puts $0.05 (CboeTheo=0.10)  BID  [MULTI] 09:41:34.243 IV=329.8% -487.1 AMEX 3337 x $0.05 - $0.10 x 200 EDGX  ISO   Post-Earnings 
    Delta=-8.1%, EST. IMPACT = 14k Shares ($90k) To Buy MOR=6.47 Ref
  66. SWEEP DETECTED:
    >>Bullish Delta Impact 2203 KR Nov23 44.0 Puts $0.60 (CboeTheo=0.56)  BID  [MULTI] 09:42:27.683 IV=36.4% +8.4 C2 201 x $0.60 - $0.61 x 41 BOX  OPENING 
    Delta=-66%, EST. IMPACT = 144k Shares ($6.30m) To Buy KR=43.60 Ref
  67. >>2500 VIX Dec23 20th 14.5 Puts $0.85 (CboeTheo=0.85)  MID  CBOE 09:42:33.810 IV=66.5% +0.5 CBOE 12k x $0.83 - $0.87 x 27k CBOE  AUCTION  Vega=$4340 VIX=15.27 Fwd
  68. SWEEP DETECTED:
    >>4916 AAPL Dec23 29th 185 Puts $2.136 (CboeTheo=2.16)  Below Bid!  [MULTI] 09:44:15.361 IV=18.2% +0.7 MPRL 35 x $2.17 - $2.22 x 27 BZX  OPENING  Vega=$110k AAPL=190.25 Ref
  69. SWEEP DETECTED:
    >>Bullish Delta Impact 5000 GFI Dec23 13.0 Puts $0.50 (CboeTheo=0.52)  BID  [MULTI] 09:44:16.685 IV=36.8% -1.6 PHLX 848 x $0.50 - $0.60 x 483 PHLX  ISO - OPENING 
    Delta=-46%, EST. IMPACT = 229k Shares ($2.98m) To Buy GFI=13.03 Ref
  70. >>2000 NVDA Nov23 460 Puts $0.32 (CboeTheo=0.31)  MID  BZX 09:44:42.658 IV=54.8% +5.8 ARCA 1 x $0.30 - $0.33 x 23 MPRL Vega=$5929 NVDA=485.01 Ref
  71. SPLIT TICKET:
    >>1005 SPXW Nov23 20th 4450 Puts $4.735 (CboeTheo=4.88)  Below Bid!  [CBOE] 09:44:42.684 IV=11.3% +0.2 CBOE 97 x $4.80 - $5.00 x 209 CBOE Vega=$126k SPX=4502.87 Fwd
  72. SWEEP DETECTED:
    >>2002 NVDA Nov23 460 Puts $0.32 (CboeTheo=0.31)  BID  [MULTI] 09:44:42.556 IV=54.6% +5.6 BZX 2000 x $0.32 - $0.34 x 59 BXO Vega=$5951 NVDA=484.88 Ref
  73. >>Market Color FSLY - Bullish option flow detected in Fastly Inc (16.12 -1.16) with 1,614 calls trading (2x expected) and implied vol increasing over 1 point to 57.37%. . The Put/Call Ratio is 0.22. Earnings are expected on 02/14.  [FSLY 16.12 -1.16 Ref, IV=57.4% +1.0] #Bullish
  74. SWEEP DETECTED:
    >>3000 F Nov23 24th 10.5 Calls $0.12 (CboeTheo=0.11)  ASK  [MULTI] 09:45:18.831 IV=28.8% +2.7 C2 5648 x $0.11 - $0.12 x 3089 EMLD  ISO  Vega=$1796 F=10.36 Ref
  75. SWEEP DETECTED:
    >>2064 RIVN Nov23 16.5 Puts $0.26 (CboeTheo=0.28)  BID  [MULTI] 09:45:42.575 IV=85.4% +9.9 GEMX 28 x $0.26 - $0.27 x 84 C2 Vega=$794 RIVN=16.66 Ref
  76. >>9325 AAPL Dec23 29th 185 Puts $2.10 (CboeTheo=2.07)  MID  NOM 09:45:55.953 IV=18.2% +0.7 MPRL 50 x $2.08 - $2.13 x 30 MPRL  OPENING  Vega=$207k AAPL=190.51 Ref
  77. SWEEP DETECTED:
    >>2001 M Nov23 24th 14.0 Calls $0.35 (CboeTheo=0.34)  ASK  [MULTI] 09:46:40.877 IV=68.8% -47.2 ARCA 8 x $0.33 - $0.35 x 204 C2  AUCTION - OPENING   Post-Earnings  Vega=$1549 M=13.47 Ref
  78. SWEEP DETECTED:
    >>2000 BAC Nov23 29.0 Puts $0.03 (CboeTheo=0.03)  BID  [MULTI] 09:47:00.324 IV=32.0% +0.9 C2 3318 x $0.03 - $0.04 x 3712 EMLD Vega=$676 BAC=29.66 Ref
  79. >>Unusual Volume PENN - 3x market weighted volume: 9073 = 55.8k projected vs 18.6k adv, 95% calls, 3% of OI [PENN 24.39 -0.01 Ref, IV=49.9% +0.3]
  80. SWEEP DETECTED:
    >>Bearish Delta Impact 4700 GT Nov23 14.0 Calls $0.378 (CboeTheo=0.51)  Below Bid!  [MULTI] 09:47:35.573 IV=58.7% +5.2 EDGX 785 x $0.40 - $0.50 x 5 BXO  AUCTION 
    Delta=82%, EST. IMPACT = 385k Shares ($5.56m) To Sell GT=14.45 Ref
  81. SWEEP DETECTED:
    >>5001 WBA Jan24 25.0 Calls $0.405 (CboeTheo=0.38)  Above Ask!  [MULTI] 09:48:10.088 IV=41.6% +1.5 BOX 104 x $0.37 - $0.40 x 251 EDGX Vega=$13k WBA=21.14 Ref
  82. >>7000 INTC Dec23 43.0 Calls $0.96 (CboeTheo=0.95)  ASK  PHLX 09:49:03.666 IV=29.7% +0.9 C2 61 x $0.95 - $0.96 x 188 EMLD  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$32k INTC=41.76 Ref
  83. SWEEP DETECTED:
    >>2003 TSLA Nov23 220 Puts $0.08 (CboeTheo=0.10)  MID  [MULTI] 09:49:44.661 IV=71.7% +1.4 CBOE 253 x $0.08 - $0.09 x 30 NOM  ISO  Vega=$1481 TSLA=239.48 Ref
  84. SWEEP DETECTED:
    >>2155 PBR Dec23 14.0 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 09:49:56.075 IV=37.5% +1.1 NOM 2 x $0.13 - $0.14 x 220 MPRL  ISO  Vega=$2283 PBR=15.95 Ref
  85. SWEEP DETECTED:
    >>2500 PBR Dec23 14.0 Puts $0.15 (CboeTheo=0.13)  ASK  [MULTI] 09:50:15.891 IV=38.4% +2.1 NOM 2 x $0.13 - $0.15 x 2055 ARCA  ISO  Vega=$2707 PBR=15.95 Ref
  86. SWEEP DETECTED:
    >>2046 AMZN Dec23 1st 152.5 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 09:50:16.173 IV=27.7% +1.4 C2 30 x $0.33 - $0.34 x 2263 MPRL Vega=$10k AMZN=140.92 Ref
  87. SWEEP DETECTED:
    >>2500 PBR Dec23 14.0 Puts $0.15 (CboeTheo=0.13)  ASK  [MULTI] 09:50:29.757 IV=38.4% +2.1 NOM 2 x $0.13 - $0.15 x 1034 ARCA  ISO  Vega=$2707 PBR=15.95 Ref
  88. >>20000 CSCO Jan24 45.0 Puts $0.63 (CboeTheo=0.64)  MID  CBOE 09:50:41.571 IV=18.6% -6.6 C2 130 x $0.62 - $0.64 x 54 C2  FLOOR   Post-Earnings / SSR  Vega=$131k CSCO=47.05 Ref
  89. >>1576 VIX Dec23 20th 14.0 Puts $0.60 (CboeTheo=0.62)  BID  CBOE 09:50:53.228 IV=61.6% -1.1 CBOE 4318 x $0.60 - $0.62 x 9 CBOE Vega=$2530 VIX=15.18 Fwd
  90. >>1150 VIX Dec23 20th 14.0 Puts $0.60 (CboeTheo=0.62)  BID  CBOE 09:50:53.228 IV=61.6% -1.1 CBOE 4318 x $0.60 - $0.62 x 9 CBOE Vega=$1846 VIX=15.18 Fwd
  91. SPLIT TICKET:
    >>5000 VIX Dec23 20th 14.0 Puts $0.60 (CboeTheo=0.62)  BID  [CBOE] 09:50:53.228 IV=61.6% -1.1 CBOE 4318 x $0.60 - $0.62 x 9 CBOE Vega=$8028 VIX=15.18 Fwd
  92. SWEEP DETECTED:
    >>Bearish Delta Impact 750 SWBI Jan24 17.5 Calls $0.20 (CboeTheo=0.26)  BID  [MULTI] 09:51:13.929 IV=44.8% -3.3 AMEX 222 x $0.20 - $0.25 x 63 MPRL
    Delta=16%, EST. IMPACT = 12k Shares ($169k) To Sell SWBI=14.22 Ref
  93. SWEEP DETECTED:
    >>2044 AMD Nov23 116 Puts $0.345 (CboeTheo=0.37)  Below Bid!  [MULTI] 09:51:41.996 IV=49.6% +5.1 C2 167 x $0.35 - $0.36 x 131 C2  AUCTION  Vega=$3886 AMD=119.01 Ref
  94. >>2417 BABA Jan24 85.0 Calls $2.62 (CboeTheo=2.62)  BID  CBOE 09:52:25.289 IV=34.7% -2.3 MPRL 52 x $2.59 - $2.68 x 26 MIAX  COB/AUCTION   Post-Earnings / SSR  Vega=$30k BABA=80.03 Ref
  95. >>2417 BABA Jan24 95.0 Calls $0.84 (CboeTheo=0.90)  BID  CBOE 09:52:25.289 IV=36.5% -1.3 BZX 58 x $0.82 - $0.90 x 27 MPRL  COB/AUCTION   Post-Earnings / SSR  Vega=$19k BABA=80.03 Ref
  96. SWEEP DETECTED:
    >>3161 FSR Dec23 2.0 Puts $0.06 (CboeTheo=0.05)  ASK  [MULTI] 09:53:36.318 IV=134.8% +5.8 GEMX 118 x $0.05 - $0.06 x 1056 EDGX  OPENING  Vega=$459 FSR=3.15 Ref
  97. >>3000 CALM Dec23 52.5 Calls $0.94 (CboeTheo=0.83)  ASK  AMEX 09:54:32.080 IV=29.8% +1.9 PHLX 105 x $0.80 - $0.95 x 94 EDGX  CROSS - OPENING  Vega=$16k CALM=50.35 Ref
  98. >>1000 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 09:55:23.071 IV=102.3% +1.1 CBOE 2768 x $0.48 - $0.53 x 5513 CBOE  FLOOR  Vega=$2429 VIX=18.53 Fwd
  99. >>5500 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 09:55:23.129 IV=102.3% +1.1 CBOE 2768 x $0.48 - $0.53 x 5838 CBOE  FLOOR  Vega=$13k VIX=18.53 Fwd
  100. >>2500 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50)  ASK  CBOE 09:55:23.205 IV=102.3% +1.1 CBOE 2768 x $0.48 - $0.53 x 6132 CBOE  FLOOR  Vega=$6072 VIX=18.53 Fwd
  101. SPLIT TICKET:
    >>11799 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50)  ASK  [CBOE] 09:55:22.941 IV=102.3% +1.1 CBOE 2395 x $0.48 - $0.53 x 3608 CBOE  FLOOR  Vega=$29k VIX=18.53 Fwd
  102. >>3110 KKR Dec23 1st 70.0 Calls $0.41 (CboeTheo=0.45)  BID  PHLX 09:56:28.215 IV=27.4% -1.1 BOX 33 x $0.35 - $0.50 x 76 PHLX  AUCTION - OPENING  Vega=$12k KKR=66.56 Ref
  103. >>3108 KKR Dec23 1st 70.0 Calls $0.41 (CboeTheo=0.45)  BID  PHLX 09:56:28.215 IV=27.4% -1.1 BOX 33 x $0.35 - $0.50 x 76 PHLX  AUCTION - OPENING  Vega=$12k KKR=66.56 Ref
  104. >>2500 GT Nov23 14.0 Calls $0.35 (CboeTheo=0.43)  BID  ARCA 09:56:30.290 IV=39.5% -14.0 PHLX 48 x $0.35 - $0.45 x 101 BOX  FLOOR  Vega=$519 GT=14.32 Ref
  105. SPLIT TICKET:
    >>6218 KKR Dec23 1st 70.0 Calls $0.41 (CboeTheo=0.45)  BID  [PHLX] 09:56:28.215 IV=27.4% -1.1 BOX 33 x $0.35 - $0.50 x 76 PHLX  AUCTION - OPENING  Vega=$24k KKR=66.56 Ref
  106. SWEEP DETECTED:
    >>4650 SOFI Dec23 22nd 5.5 Puts $0.11 (CboeTheo=0.11)  ASK  [MULTI] 09:57:10.421 IV=72.7% -0.8 EMLD 6315 x $0.09 - $0.11 x 1301 EMLD  OPENING  Vega=$2119 SOFI=6.92 Ref
  107. SWEEP DETECTED:
    >>5541 SOFI Dec23 29th 5.0 Puts $0.086 (CboeTheo=0.07)  Above Ask!  [MULTI] 09:57:10.444 IV=77.6% +1.3 ARCA 1 x $0.06 - $0.08 x 19 ARCA  OPENING  Vega=$2071 SOFI=6.92 Ref
  108. >>3000 SOFI Feb24 6.0 Puts $0.52 (CboeTheo=0.51)  MID  BOX 09:57:54.961 IV=73.1% +0.8 EDGX 581 x $0.51 - $0.53 x 142 EDGX  SPREAD/FLOOR - OPENING  Vega=$3472 SOFI=6.89 Ref
  109. >>5000 SOFI Dec23 6.0 Puts $0.16 (CboeTheo=0.16)  BID  BOX 09:57:54.961 IV=67.7% +2.5 EMLD 1037 x $0.16 - $0.17 x 118 MPRL  SPREAD/FLOOR  Vega=$2732 SOFI=6.89 Ref
  110. >>2500 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.49)  ASK  CBOE 09:58:23.723 IV=102.5% +1.3 CBOE 3756 x $0.48 - $0.53 x 5318 CBOE  FLOOR  Vega=$6060 VIX=18.48 Fwd
  111. SPLIT TICKET:
    >>3200 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.49)  ASK  [CBOE] 09:58:23.723 IV=102.5% +1.3 CBOE 3756 x $0.48 - $0.53 x 5318 CBOE  FLOOR  Vega=$7756 VIX=18.48 Fwd
  112. SWEEP DETECTED:
    >>Bearish Delta Impact 882 MOR Nov23 5.0 Puts $0.10 (CboeTheo=0.30)  ASK  [MULTI] 09:58:27.671 IV=379.8% -437.1 AMEX 20k x $0.05 - $0.10 x 502 EDGX  Post-Earnings 
    Delta=-13%, EST. IMPACT = 11k Shares ($72k) To Sell MOR=6.30 Ref
  113. SWEEP DETECTED:
    >>Bearish Delta Impact 2716 PNC Nov23 130 Calls $0.30 (CboeTheo=0.44)  BID  [MULTI] 09:58:34.399 IV=27.1% -0.3 CBOE 238 x $0.30 - $0.45 x 115 EDGX
    Delta=25%, EST. IMPACT = 68k Shares ($8.68m) To Sell PNC=128.43 Ref
  114. >>3250 MRVL Dec23 22nd 43.0 Puts $0.33 (CboeTheo=0.35)  BID  ISE 09:58:45.095 IV=54.7% -2.2 ISE 141 x $0.32 - $0.37 x 31 BZX  AUCTION - OPENING  Vega=$7903 MRVL=54.06 Ref
  115. >>Unusual Volume SBUX - 3x market weighted volume: 33.3k = 161.3k projected vs 42.6k adv, 85% calls, 8% of OI [SBUX 107.11 +1.08 Ref, IV=16.0% -0.3]
  116. >>Unusual Volume PNT - 3x market weighted volume: 8682 = 42.0k projected vs 11.7k adv, 53% calls, 5% of OI
  117. SWEEP DETECTED:
    >>2191 HOOD Nov23 8.0 Puts $0.06 (CboeTheo=0.07)  ASK  [MULTI] 09:59:27.226 IV=53.2% +3.5 EMLD 1303 x $0.05 - $0.06 x 401 C2 Vega=$387 HOOD=8.09 Ref
  118. >>Market Color MRVL - Bearish flow noted in Marvell (54.11 -3.06) with 6,975 puts trading, or 3x expected. The Put/Call Ratio is 1.57, while ATM IV is up over 1 point on the day. Earnings are expected on 11/30. [MRVL 54.11 -3.06 Ref, IV=51.8% +1.4] #Bearish
  119. >>2000 RIVN Dec23 20.0 Calls $0.27 (CboeTheo=0.29)  MID  GEMX 10:01:01.281 IV=65.7% +1.6 EMLD 974 x $0.26 - $0.28 x 317 CBOE Vega=$2448 RIVN=16.46 Ref
  120. SWEEP DETECTED:
    >>2367 INTC Nov23 24th 40.0 Puts $0.15 (CboeTheo=0.15)  ASK  [MULTI] 10:01:16.655 IV=31.3% +2.7 C2 391 x $0.14 - $0.15 x 968 C2  52WeekHigh  Vega=$3469 INTC=41.95 Ref
  121. >>2000 JD Dec23 27.5 Calls $1.45 (CboeTheo=1.39)  ASK  PHLX 10:01:21.817 IV=40.7% +0.2 EDGX 154 x $1.41 - $1.45 x 41 PHLX  SPREAD/FLOOR  Vega=$6180 JD=27.75 Ref
  122. >>2000 JD Dec23 27.5 Puts $1.09 (CboeTheo=1.04)  Above Ask!  PHLX 10:01:21.817 IV=40.2% -0.3 BZX 49 x $1.04 - $1.07 x 13 BOX  SPREAD/FLOOR  Vega=$6181 JD=27.75 Ref
  123. >>6000 AI Nov23 30.0 Calls $0.23 (CboeTheo=0.23)  ASK  AMEX 10:01:29.583 IV=98.3% +22.2 C2 78 x $0.22 - $0.23 x 40 GEMX  SPREAD/CROSS  Vega=$3179 AI=28.75 Ref
  124. >>6000 AI Nov23 30.0 Puts $1.43 (CboeTheo=1.48)  BID  AMEX 10:01:29.583 IV=89.1% +10.8 CBOE 261 x $1.39 - $1.50 x 83 EDGX  SPREAD/CROSS  Vega=$2999 AI=28.75 Ref
  125. >>2000 BABA Jan24 100 Calls $0.57 (CboeTheo=0.56)  ASK  AMEX 10:02:26.619 IV=37.3% -0.8 EDGX 154 x $0.53 - $0.58 x 145 EMLD  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$12k BABA=80.42 Ref
  126. >>2000 BABA Jan24 90.0 Calls $1.57 (CboeTheo=1.64)  MID  AMEX 10:02:26.618 IV=33.7% -3.6 EDGX 191 x $1.53 - $1.60 x 20 NOM  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$22k BABA=80.42 Ref
  127. >>3000 AZN Nov23 70.0 Calls $0.01  MID  CBOE 10:03:10.793 IV=71.3% +7.7 BXO 0 x $0.00 - $0.02 x 60 ARCA  FLOOR  Vega=$342 AZN=63.54 Ref
  128. >>3625 PANW Nov23 24th 220 Puts $0.39 (CboeTheo=0.41)  BID  PHLX 10:03:16.579 IV=40.0% -36.8 MPRL 9 x $0.39 - $0.42 x 14 EDGX  SPREAD/CROSS/TIED   Post-Earnings  Vega=$16k PANW=240.69 Ref
  129. >>3625 PANW Nov23 237.5 Puts $2.25 (CboeTheo=2.28)  BID  PHLX 10:03:16.579 IV=65.0% -80.5 C2 3 x $2.25 - $2.38 x 2 MPRL  SPREAD/CROSS/TIED   Post-Earnings  Vega=$19k PANW=240.69 Ref
  130. >>3625 PANW Nov23 235 Puts $1.44 (CboeTheo=1.54)  BID  PHLX 10:03:16.579 IV=64.7% -79.6 CBOE 10 x $1.44 - $1.55 x 2 BXO  SPREAD/CROSS/TIED   Post-Earnings  Vega=$17k PANW=240.69 Ref
  131. >>2000 NU Dec23 7.0 Puts $0.06 (CboeTheo=0.07)  MID  PHLX 10:04:31.811 IV=44.5% -5.9 EMLD 3175 x $0.05 - $0.07 x 480 MIAX  AUCTION   SSR  Vega=$898 NU=8.04 Ref
  132. SWEEP DETECTED:
    >>Bullish Delta Impact 2930 SNDL Jan24 2.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 10:05:37.307 IV=79.4% -4.7 ARCA 1 x $0.04 - $0.05 x 595 PHLX
    Delta=22%, EST. IMPACT = 63k Shares ($91k) To Buy SNDL=1.44 Ref
  133. >>4000 INTC Dec23 39.0 Calls $3.65 (CboeTheo=3.72)  BID  PHLX 10:05:47.711 IV=29.7% -0.5 CBOE 1430 x $3.65 - $3.75 x 1060 CBOE  SPREAD/CROSS/TIED   52WeekHigh  Vega=$11k INTC=42.17 Ref
  134. >>4000 INTC Dec23 43.0 Calls $1.15 (CboeTheo=1.15)  BID  PHLX 10:05:47.711 IV=30.0% +1.2 C2 88 x $1.15 - $1.16 x 30 MPRL  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$19k INTC=42.17 Ref
  135. SWEEP DETECTED:
    >>2000 CSCO Nov23 47.0 Puts $0.33 (CboeTheo=0.36)  BID  [MULTI] 10:06:33.964 IV=37.8% -48.8 C2 1137 x $0.33 - $0.36 x 276 C2  OPENING   Post-Earnings / SSR  Vega=$2178 CSCO=47.17 Ref
  136. SWEEP DETECTED:
    >>2500 JD Nov23 24th 28.0 Puts $0.60 (CboeTheo=0.61)  BID  [MULTI] 10:06:43.862 IV=35.8% -5.9 MIAX 130 x $0.60 - $0.64 x 61 MIAX  ISO  Vega=$4196 JD=27.98 Ref
  137. SWEEP DETECTED:
    >>Bullish Delta Impact 945 GSL Dec23 17.5 Puts $0.35 (CboeTheo=0.39)  BID  [MULTI] 10:08:15.363 IV=22.5% -2.0 PHLX 267 x $0.35 - $0.45 x 45 ARCA  ISO 
    Delta=-42%, EST. IMPACT = 39k Shares ($711k) To Buy GSL=18.02 Ref
  138. >>4400 INTC Jan24 45.0 Calls $1.15 (CboeTheo=1.15)  BID  AMEX 10:09:19.746 IV=28.7% +0.7 C2 569 x $1.15 - $1.17 x 1014 EMLD  SPREAD/CROSS   52WeekHigh  Vega=$29k INTC=42.30 Ref
  139. >>4400 INTC Jan24 34.0 Puts $0.16 (CboeTheo=0.17)  BID  AMEX 10:09:19.746 IV=35.9% +1.7 C2 1060 x $0.16 - $0.17 x 832 C2  SPREAD/CROSS   52WeekHigh  Vega=$9086 INTC=42.30 Ref
  140. SPLIT TICKET:
    >>1001 SPX Nov23 4530 Calls $3.60 (CboeTheo=3.52)  MID  [CBOE] 10:10:22.897 IV=12.5% +0.7 CBOE 152 x $3.50 - $3.70 x 734 CBOE  LATE  Vega=$70k SPX=4507.06 Fwd
  141. SPLIT TICKET:
    >>1000 SPX Nov23 4490 Puts $5.40 (CboeTheo=5.47)  MID  [CBOE] 10:10:22.897 IV=13.0% +1.2 CBOE 436 x $5.30 - $5.50 x 27 CBOE  LATE  Vega=$80k SPX=4507.06 Fwd
  142. >>3740 SBUX Dec23 105 Calls $3.55 (CboeTheo=3.50)  MID  AMEX 10:14:00.669 IV=16.9% +0.5 ARCA 6 x $3.50 - $3.60 x 96 EMLD  SPREAD/FLOOR  Vega=$40k SBUX=107.09 Ref
  143. >>7480 SBUX Dec23 110 Calls $0.93 (CboeTheo=0.88)  Above Ask!  AMEX 10:14:00.670 IV=15.5% -0.0 BZX 2 x $0.88 - $0.92 x 59 EDGX  SPREAD/FLOOR - OPENING  Vega=$81k SBUX=107.09 Ref
  144. >>3900 PNT Dec23 12.5 Puts $0.10 (CboeTheo=0.08)  ASK  ISE 10:14:16.055 IV=31.7% +0.8 PHLX 408 x $0.05 - $0.10 x 2693 C2  CROSS  Vega=$3591 PNT=13.54 Ref
  145. >>Market Color @STOCK - Heavy first hour option volume is noted in : ASPN, IHI, CALM, WMT, ICLN, M, BBWI, NICE, GT. 
  146. >>2500 M Jan24 14.0 Calls $0.87 (CboeTheo=0.87)  BID  AMEX 10:15:26.098 IV=47.4% -13.4 C2 236 x $0.87 - $0.89 x 146 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$5597 M=13.56 Ref
  147. >>2500 M Jan24 14.0 Puts $1.32 (CboeTheo=1.34)  Below Bid!  AMEX 10:15:26.099 IV=46.6% -13.5 NOM 14 x $1.34 - $1.36 x 32 BOX  SPREAD/FLOOR   Post-Earnings  Vega=$5565 M=13.56 Ref
  148. SWEEP DETECTED:
    >>Bearish Delta Impact 1608 GT Nov23 14.0 Calls $0.264 (CboeTheo=0.46)  Below Bid!  [MULTI] 10:15:42.933 IV=42.5% -11.0 GEMX 59 x $0.30 - $0.35 x 79 GEMX
    Delta=77%, EST. IMPACT = 123k Shares ($1.75m) To Sell GT=14.26 Ref
  149. SWEEP DETECTED:
    >>2698 GT Dec23 15.0 Calls $0.35 (CboeTheo=0.30)  ASK  [MULTI] 10:16:18.344 IV=40.0% +2.5 MIAX 1072 x $0.25 - $0.35 x 1083 CBOE  AUCTION - OPENING  Vega=$4007 GT=14.22 Ref
  150. SWEEP DETECTED:
    >>2139 AMC Nov23 8.0 Calls $0.09 (CboeTheo=0.10)  ASK  [MULTI] 10:16:40.042 IV=121.4% +18.0 MRX 184 x $0.08 - $0.09 x 1035 C2  ISO  Vega=$323 AMC=7.64 Ref
  151. >>5342 SAVE Jan24 17.5 Calls $1.90 (CboeTheo=1.77)  ASK  PHLX 10:17:10.421 IV=193.8% +5.4 C2 4 x $1.59 - $1.93 x 211 PHLX  SPREAD/CROSS/TIED  Vega=$9654 SAVE=11.12 Ref
  152. SWEEP DETECTED:
    >>5340 NU Dec23 7.0 Puts $0.07 (CboeTheo=0.07)  ASK  [MULTI] 10:17:34.972 IV=45.9% -4.6 C2 414 x $0.06 - $0.07 x 698 C2  SSR  Vega=$2564 NU=8.02 Ref
  153. >>2000 PNT Jan24 12.5 Calls $1.40 (CboeTheo=1.44)  BID  ISE 10:17:49.014 IV=30.6% -2.0 PHLX 168 x $1.30 - $1.55 x 50 PHLX  CROSS  Vega=$3412 PNT=13.51 Ref
  154. SWEEP DETECTED:
    >>2450 FREY Apr24 7.0 Calls $0.05 (CboeTheo=0.06)  ASK  [MULTI] 10:17:50.887 IV=132.0% -6.7 ARCA 0 x $0.00 - $0.05 x 251 AMEX Vega=$469 FREY=1.66 Ref
  155. >>Unusual Volume ENVX - 3x market weighted volume: 16.8k = 61.9k projected vs 18.4k adv, 62% puts, 4% of OI [ENVX 11.30 -0.31 Ref, IV=73.3% -1.3]
  156. >>Unusual Volume ABR - 3x market weighted volume: 8890 = 32.8k projected vs 10.9k adv, 95% puts, 3% of OI [ABR 12.66 -0.74 Ref, IV=62.3% +13.0]
  157. SPLIT TICKET:
    >>1046 XSP Dec23 29th 429 Puts $1.90 (CboeTheo=1.88)  BID  [CBOE] 10:20:06.399 IV=15.3% -0.2 CBOE 700 x $1.90 - $1.91 x 184 CBOE  OPENING  Vega=$39k XSP=452.37 Fwd
  158. SPLIT TICKET:
    >>2000 XSP Dec23 29th 429 Puts $1.90 (CboeTheo=1.87)  MID  [CBOE] 10:20:17.180 IV=15.4% -0.1 CBOE 184 x $1.87 - $1.92 x 152 CBOE  OPENING  Vega=$75k XSP=452.44 Fwd
  159. >>1557 XSP Dec23 29th 429 Puts $1.90 (CboeTheo=1.87)  ASK  CBOE 10:20:25.693 IV=15.3% -0.1 CBOE 184 x $1.87 - $1.91 x 184 CBOE  OPENING  Vega=$58k XSP=452.43 Fwd
  160. SPLIT TICKET:
    >>2000 XSP Dec23 29th 429 Puts $1.90 (CboeTheo=1.87)  BID  [CBOE] 10:20:25.476 IV=15.3% -0.1 CBOE 1557 x $1.90 - $1.91 x 288 CBOE  OPENING  Vega=$75k XSP=452.43 Fwd
  161. >>2000 XSP Dec23 29th 429 Puts $1.90 (CboeTheo=1.87)  ASK  CBOE 10:20:49.884 IV=15.3% -0.1 CBOE 184 x $1.87 - $1.91 x 285 CBOE  OPENING  Vega=$75k XSP=452.43 Fwd
  162. SWEEP DETECTED:
    >>3000 INTC Dec23 40.0 Calls $2.99 (CboeTheo=3.05)  BID  [MULTI] 10:23:21.243 IV=30.1% +0.9 EDGX 542 x $2.99 - $3.05 x 276 CBOE  52WeekHigh  Vega=$11k INTC=42.31 Ref
  163. SWEEP DETECTED:
    >>2053 NCLH Dec23 1st 16.0 Calls $0.123 (CboeTheo=0.12)  Above Ask!  [MULTI] 10:26:02.680 IV=47.8% +1.6 C2 315 x $0.10 - $0.12 x 297 C2  OPENING  Vega=$1535 NCLH=14.46 Ref
  164. >>6958 NCLH Dec23 1st 16.0 Calls $0.13 (CboeTheo=0.13)  MID  CBOE 10:26:17.696 IV=48.2% +2.0 MPRL 612 x $0.12 - $0.14 x 158 MPRL  AUCTION - OPENING  Vega=$5399 NCLH=14.50 Ref
  165. >>2000 M Jan24 12.0 Puts $0.47 (CboeTheo=0.48)  MID  PHLX 10:26:24.303 IV=49.5% -13.1 CBOE 186 x $0.46 - $0.48 x 34 NOM  SPREAD/CROSS/TIED   Post-Earnings  Vega=$3605 M=13.52 Ref
  166. SWEEP DETECTED:
    >>Bullish Delta Impact 1498 CMA Jan24 45.0 Calls $2.238 (CboeTheo=2.17)  ASK  [MULTI] 10:27:46.863 IV=38.2% +0.1 BOX 3 x $2.15 - $2.25 x 72 GEMX  AUCTION - OPENING 
    Delta=47%, EST. IMPACT = 70k Shares ($3.07m) To Buy CMA=43.94 Ref
  167. >>2000 ASPN Apr24 15.0 Calls $0.61 (CboeTheo=0.71)  BID  CBOE 10:28:20.422 IV=68.1% -3.9 CBOE 293 x $0.60 - $0.75 x 35 PHLX  SPREAD/CROSS  Vega=$4412 ASPN=10.12 Ref
  168. SWEEP DETECTED:
    >>4387 SOFI Dec23 6.0 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 10:29:07.723 IV=70.2% +5.1 EMLD 4662 x $0.15 - $0.17 x 3167 EMLD  ISO  Vega=$2423 SOFI=6.92 Ref
  169. SPLIT TICKET:
    >>1008 SPXW Nov23 16th 4460 Puts $0.35 (CboeTheo=0.30)  ASK  [CBOE] 10:29:16.288 IV=22.6% +8.9 CBOE 1699 x $0.25 - $0.35 x 1362 CBOE Vega=$9417 SPX=4505.88 Fwd
  170. SWEEP DETECTED:
    >>2660 NU Dec23 7.0 Puts $0.08 (CboeTheo=0.08)  ASK  [MULTI] 10:29:31.690 IV=47.9% -2.5 C2 76 x $0.07 - $0.08 x 823 EMLD  SSR  Vega=$1338 NU=8.02 Ref
  171. >>Market Color ABR - Bearish flow noted in Arbor Realty (12.48 -0.94) with 15,270 puts trading, or 5x expected. The Put/Call Ratio is 14.41, while ATM IV is up over 16 points on the day. Earnings are expected on 02/15. [ABR 12.48 -0.94 Ref, IV=65.6% +16.3] #Bearish
  172. >>3000 INTC Sep24 40.0 Puts $3.50 (CboeTheo=3.54)  BID  PHLX 10:30:33.601 IV=34.0% +0.4 EDGX 397 x $3.50 - $3.60 x 212 EDGX  TIED/FLOOR - OPENING   52WeekHigh  Vega=$42k INTC=42.05 Ref
  173. SWEEP DETECTED:
    >>Bullish Delta Impact 1927 PAAS Dec23 15.0 Puts $0.90 (CboeTheo=0.92)  BID  [MULTI] 10:30:55.305 IV=35.6% -3.2 PHLX 146 x $0.90 - $0.95 x 48 BXO  ISO - OPENING   ExDiv 
    Delta=-63%, EST. IMPACT = 121k Shares ($1.76m) To Buy PAAS=14.50 Ref
  174. SPLIT TICKET:
    >>2500 BAC Dec23 30.0 Calls $0.45 (CboeTheo=0.44)  ASK  [MIAX] 10:31:02.166 IV=23.1% -0.4 C2 349 x $0.44 - $0.45 x 3313 C2  AUCTION  Vega=$7707 BAC=29.34 Ref
  175. >>2500 TSM Dec23 100 Calls $2.30 (CboeTheo=2.27)  ASK  ARCA 10:32:03.233 IV=24.5% -0.3 MPRL 19 x $2.27 - $2.30 x 123 C2  SPREAD/CROSS  Vega=$27k TSM=98.74 Ref
  176. >>2500 TSM Dec23 100 Puts $3.40 (CboeTheo=3.39)  ASK  ARCA 10:32:03.233 IV=24.3% -0.3 PHLX 97 x $3.30 - $3.40 x 30 CBOE  SPREAD/CROSS  Vega=$27k TSM=98.74 Ref
  177. SWEEP DETECTED:
    >>2619 VFC Jan24 17.5 Calls $1.25 (CboeTheo=1.13)  ASK  [MULTI] 10:32:07.545 IV=49.6% +2.2 PHLX 745 x $1.15 - $1.25 x 476 GEMX Vega=$7440 VFC=17.07 Ref
  178. >>4840 AAP Dec23 22nd 42.0 Puts $0.40 (CboeTheo=0.41)  MID  AMEX 10:32:24.612 IV=54.3% -0.5 ARCA 8 x $0.35 - $0.45 x 234 PHLX  FLOOR - OPENING  Vega=$13k AAP=51.78 Ref
  179. SPLIT TICKET:
    >>6050 AAP Dec23 22nd 42.0 Puts $0.41 (CboeTheo=0.41)  ASK  [AMEX] 10:32:24.612 IV=54.3% -0.5 ARCA 8 x $0.35 - $0.45 x 234 PHLX  FLOOR - OPENING  Vega=$16k AAP=51.78 Ref
  180. >>2325 C Nov23 24th 46.5 Calls $0.09 (CboeTheo=0.10)  BID  ARCA 10:33:35.690 IV=22.7% -0.6 C2 1423 x $0.09 - $0.10 x 190 C2  SPREAD/CROSS  Vega=$3249 C=44.60 Ref
  181. >>2325 C Nov23 24th 45.0 Calls $0.42 (CboeTheo=0.41)  ASK  ARCA 10:33:35.690 IV=21.3% -1.0 C2 1095 x $0.40 - $0.42 x 468 C2  SPREAD/CROSS  Vega=$6082 C=44.60 Ref
  182. >>5000 ENVX Nov23 11.0 Calls $0.45 (CboeTheo=0.45)  ASK  PHLX 10:33:49.753 IV=107.3% +5.3 BOX 143 x $0.40 - $0.45 x 35 ARCA  SPREAD/FLOOR  Vega=$1190 ENVX=11.29 Ref
  183. >>5000 ENVX Dec23 11.0 Puts $0.75 (CboeTheo=0.76)  MID  PHLX 10:33:49.753 IV=72.2% -2.3 AMEX 611 x $0.70 - $0.80 x 181 AMEX  SPREAD/FLOOR - OPENING  Vega=$6184 ENVX=11.29 Ref
  184. >>5000 ENVX Nov23 11.0 Puts $0.10 (CboeTheo=0.16)  BID  PHLX 10:33:49.753 IV=83.0% -18.9 EDGX 1101 x $0.10 - $0.15 x 223 EMLD  SPREAD/FLOOR  Vega=$1124 ENVX=11.29 Ref
  185. >>3500 ENVX Dec23 11.0 Calls $1.15 (CboeTheo=1.09)  ASK  PHLX 10:33:49.753 IV=77.8% +3.3 EDGX 339 x $1.05 - $1.15 x 244 AMEX  SPREAD/FLOOR - OPENING  Vega=$4328 ENVX=11.29 Ref
  186. SWEEP DETECTED:
    >>2305 ABR Jan24 11.0 Puts $0.75 (CboeTheo=0.64)  ASK  [MULTI] 10:33:57.910 IV=72.1% +5.2 PHLX 480 x $0.60 - $0.75 x 590 MPRL Vega=$4027 ABR=12.69 Ref
  187. SWEEP DETECTED:
    >>Bullish Delta Impact 683 PLCE Jan24 22.5 Calls $1.75 (CboeTheo=1.60)  ASK  [MULTI] 10:34:02.591 IV=68.9% -6.5 C2 28 x $1.55 - $1.75 x 286 PHLX  OPENING   Post-Earnings / SSR 
    Delta=45%, EST. IMPACT = 31k Shares ($645k) To Buy PLCE=20.80 Ref
  188. >>2000 NVDA Dec23 380 Calls $111.93 (CboeTheo=112.25)  BID  EDGX 10:37:14.545 IV=54.9% -2.7 BXO 12 x $111.75 - $112.75 x 9 ISE  COB/AUCTION  Vega=$25k NVDA=488.91 Ref
  189. >>12700 NVDA Dec23 450 Calls $52.69 (CboeTheo=52.43)  ASK  EDGX 10:37:14.545 IV=52.2% +0.6 BOX 24 x $52.30 - $52.80 x 93 CBOE  COB/AUCTION - OPENING  Vega=$564k NVDA=488.91 Ref
  190. >>8000 NVDA Dec23 380 Calls $111.92 (CboeTheo=112.25)  BID  EDGX 10:37:14.545 IV=54.8% -2.8 BXO 12 x $111.75 - $112.75 x 9 ISE  COB/AUCTION  Vega=$101k NVDA=488.91 Ref
  191. SPLIT TICKET:
    >>1050 SPX Dec23 4275 Puts $10.72 (CboeTheo=10.81)  BID  [CBOE] 10:37:19.264 IV=15.9% -0.0 CBOE 300 x $10.70 - $10.90 x 462 CBOE  LATE  Vega=$259k SPX=4512.58 Fwd
  192. SWEEP DETECTED:
    >>2000 PLTR Dec23 1st 25.0 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 10:38:10.115 IV=67.7% +2.0 EMLD 619 x $0.05 - $0.06 x 1929 EMLD Vega=$806 PLTR=19.61 Ref
  193. >>100000 VIX Jan24 17th 26.0 Calls $0.78 (CboeTheo=0.77)  ASK  CBOE 10:38:25.093 IV=109.0% +1.1 CBOE 32k x $0.75 - $0.79 x 16k CBOE  AUCTION  Vega=$204k VIX=16.70 Fwd
  194. >>3000 MT Jan24 24.0 Puts $1.30 (CboeTheo=1.28)  MID  PHLX 10:39:20.822 IV=28.4% -0.1 ARCA 662 x $1.25 - $1.35 x 642 ARCA  SPREAD/CROSS/TIED  Vega=$12k MT=23.48 Ref
  195. SWEEP DETECTED:
    >>Bullish Delta Impact 994 SILV Feb24 5.0 Calls $0.90 (CboeTheo=0.86)  ASK  [MULTI] 10:40:05.980 IV=50.9% +5.5 PHLX 257 x $0.80 - $0.90 x 30 CBOE
    Delta=72%, EST. IMPACT = 72k Shares ($399k) To Buy SILV=5.55 Ref
  196. >>2000 AAPL Dec23 190 Calls $3.86 (CboeTheo=3.88)  BID  CBOE 10:40:12.225 IV=17.2% +0.7 C2 533 x $3.85 - $3.90 x 431 C2  COB/AUCTION  Vega=$43k AAPL=189.50 Ref
  197. SPLIT TICKET:
    >>1671 VIX Feb24 14th 34.0 Calls $0.75 (CboeTheo=0.73)  ASK  [CBOE] 10:40:19.907 IV=113.7% +1.2 CBOE 5133 x $0.72 - $0.75 x 250 CBOE  OPENING  Vega=$3769 VIX=17.35 Fwd
  198. SWEEP DETECTED:
    >>3575 LYFT Nov23 10.5 Calls $0.13 (CboeTheo=0.14)  BID  [MULTI] 10:40:43.738 IV=62.6% +1.8 EDGX 482 x $0.13 - $0.16 x 429 EDGX  ISO  Vega=$865 LYFT=10.45 Ref
  199. >>7500 VIX Dec23 20th 13.5 Puts $0.38 (CboeTheo=0.36)  MID  CBOE 10:40:59.087 IV=59.4% -0.7 CBOE 19k x $0.36 - $0.39 x 9294 CBOE  AUCTION  Vega=$10k VIX=15.28 Fwd
  200. SPLIT TICKET:
    >>3000 VIX Dec23 20th 30.0 Calls $0.23 (CboeTheo=0.22)  ASK  [CBOE] 10:41:16.195 IV=141.9% +0.8 CBOE 1209 x $0.21 - $0.23 x 3930 CBOE Vega=$2267 VIX=15.28 Fwd
  201. >>2000 FCX Dec23 35.0 Puts $0.95 (CboeTheo=0.95)  BID  AMEX 10:41:24.582 IV=32.2% -0.5 MRX 65 x $0.95 - $0.97 x 137 C2  CROSS  Vega=$7750 FCX=35.59 Ref
  202. >>1000 VIX Jan24 17th 28.0 Calls $0.67 (CboeTheo=0.68)  ASK  CBOE 10:42:08.284 IV=112.9% +0.1 CBOE 18k x $0.66 - $0.67 x 3223 CBOE Vega=$1882 VIX=16.77 Fwd
  203. >>2000 AMC Dec23 1st 8.5 Calls $0.28 (CboeTheo=0.27)  BID  ARCA 10:42:35.161 IV=95.7% +7.6 ARCA 2000 x $0.28 - $0.29 x 1743 EDGX Vega=$1113 AMC=7.58 Ref
  204. SWEEP DETECTED:
    >>2500 TSLA Nov23 255 Calls $0.12 (CboeTheo=0.11)  ASK  [MULTI] 10:42:57.863 IV=73.6% +15.9 C2 112 x $0.11 - $0.12 x 812 C2 Vega=$2466 TSLA=235.17 Ref
  205. >>6800 SSRM Mar24 13.0 Calls $0.65 (CboeTheo=0.57)  Above Ask!  CBOE 10:43:44.609 IV=37.3% +2.5 PHLX 262 x $0.55 - $0.60 x 1 NOM  FLOOR - OPENING  Vega=$18k SSRM=11.88 Ref
  206. SPLIT TICKET:
    >>10000 SSRM Mar24 13.0 Calls $0.64 (CboeTheo=0.57)  ASK  [CBOE] 10:43:44.380 IV=35.4% +0.6 PHLX 262 x $0.55 - $0.65 x 674 PHLX  FLOOR - OPENING  Vega=$26k SSRM=11.88 Ref
  207. >>9900 GEVO Jan25 1.0 Puts $0.30 (CboeTheo=0.30)  BID  CBOE 10:44:33.490 IV=92.5% +0.9 PHLX 1851 x $0.25 - $0.40 x 1 BXO  SPREAD/LEGGED/FLOOR - OPENING  Vega=$3913 GEVO=1.18 Ref
  208. >>5000 GEVO Jan25 1.5 Calls $0.42 (CboeTheo=0.39)  ASK  CBOE 10:44:33.702 IV=97.8% +6.6 ISE 5 x $0.35 - $0.45 x 1 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$2392 GEVO=1.18 Ref
  209. >>Unusual Volume GGAL - 10x market weighted volume: 10.1k = 28.0k projected vs 2792 adv, 100% calls, 10% of OI [GGAL 11.97 -0.01 Ref, IV=75.3% -1.2]
  210. >>Market Color ALB - Bullish option flow detected in Albemarle (122.44 -5.28) with 3,242 calls trading (1.1x expected) and implied vol increasing over 1 point to 49.66%. . The Put/Call Ratio is 0.66. Earnings are expected on 02/14.  [ALB 122.44 -5.28 Ref, IV=49.7% +1.4] #Bullish
  211. >>2350 INTC Jun24 48.0 Calls $2.40 (CboeTheo=2.39)  ASK  PHLX 10:45:02.620 IV=32.4% +0.9 MPRL 22 x $2.39 - $2.40 x 10 MPRL  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$29k INTC=41.87 Ref
  212. >>1000 VIX Jan24 17th 28.0 Calls $0.67 (CboeTheo=0.68)  ASK  CBOE 10:45:53.249 IV=112.9% +0.1 CBOE 18k x $0.66 - $0.67 x 1237 CBOE Vega=$1882 VIX=16.77 Fwd
  213. >>1000 VIX Jan24 17th 28.0 Calls $0.67 (CboeTheo=0.68)  ASK  CBOE 10:45:53.264 IV=112.9% +0.1 CBOE 17k x $0.66 - $0.67 x 1237 CBOE Vega=$1882 VIX=16.78 Fwd
  214. SPLIT TICKET:
    >>2000 VIX Jan24 17th 28.0 Calls $0.67 (CboeTheo=0.68)  ASK  [CBOE] 10:45:53.249 IV=112.9% +0.1 CBOE 18k x $0.66 - $0.67 x 1237 CBOE Vega=$3764 VIX=16.77 Fwd
  215. >>2750 DLTR Dec23 29th 95.0 Puts $1.23 (CboeTheo=1.29)  BID  ARCA 10:46:32.041 IV=48.4% -1.1 NOM 51 x $1.22 - $1.39 x 43 PHLX  FLOOR - OPENING  Vega=$22k DLTR=113.00 Ref
  216. SWEEP DETECTED:
    >>2009 NVDA Nov23 485 Puts $3.40 (CboeTheo=3.38)  Below Bid!  [MULTI] 10:46:59.443 IV=42.1% +1.4 ARCA 1996 x $3.40 - $3.45 x 48 EDGX Vega=$22k NVDA=487.96 Ref
  217. >>7500 LCID Nov23 6.0 Puts $1.84 (CboeTheo=1.84)  MID  AMEX 10:47:42.770 IV=200.2% -34.8 MPRL 11 x $1.82 - $1.86 x 11 ARCA  SPREAD/FLOOR  Vega=$6 LCID=4.17 Ref
  218. >>7500 LCID Nov23 6.0 Calls $0.01  ASK  AMEX 10:47:42.770 IV=328.5% +93.4 GEMX 0 x $0.00 - $0.01 x 694 EMLD  SPREAD/FLOOR  Vega=$139 LCID=4.17 Ref
  219. >>7500 LCID Dec23 5.0 Puts $0.98 (CboeTheo=1.00)  BID  AMEX 10:47:42.771 IV=72.8% -4.4 MIAX 22 x $0.97 - $1.01 x 34 PHLX  SPREAD/FLOOR  Vega=$2397 LCID=4.17 Ref
  220. >>7500 LCID Dec23 5.0 Calls $0.10 (CboeTheo=0.10)  ASK  AMEX 10:47:42.772 IV=77.8% +0.6 EMLD 2200 x $0.09 - $0.10 x 51 BZX  SPREAD/FLOOR  Vega=$2562 LCID=4.17 Ref
  221. SPLIT TICKET:
    >>1650 SPXW Nov23 22nd 4480 Puts $17.00 (CboeTheo=16.32)  Above Ask!  [CBOE] 10:48:49.131 IV=11.8% +0.7 CBOE 53 x $16.20 - $16.40 x 11 CBOE  LATE - OPENING  Vega=$364k SPX=4504.66 Fwd
  222. SPLIT TICKET:
    >>1650 SPX Nov23 4480 Puts $4.50 (CboeTheo=4.01)  Above Ask!  [CBOE] 10:48:49.131 IV=13.7% +1.7 CBOE 426 x $4.00 - $4.20 x 308 CBOE  LATE - OPENING  Vega=$120k SPX=4501.88 Fwd
  223. >>3932 RIVN Nov23 17.0 Puts $0.90 (CboeTheo=0.91)  ASK  ARCA 10:50:03.145 IV=95.8% +20.2 BZX 44 x $0.87 - $0.90 x 3932 ARCA Vega=$1038 RIVN=16.19 Ref
  224. SWEEP DETECTED:
    >>3938 RIVN Nov23 17.0 Puts $0.90 (CboeTheo=0.91)  ASK  [MULTI] 10:50:03.145 IV=95.8% +20.2 BZX 44 x $0.87 - $0.90 x 3932 ARCA Vega=$1039 RIVN=16.19 Ref
  225. >>5000 SNAP May25 25.0 Calls $0.99 (CboeTheo=0.96)  ASK  AMEX 10:50:31.660 IV=56.1% +0.4 MPRL 30 x $0.94 - $1.00 x 93 EDGX  CROSS - OPENING  Vega=$24k SNAP=11.90 Ref
  226. >>2180 TSLA Dec23 210 Puts $3.30 (CboeTheo=3.31)  BID  ARCA 10:50:48.663 IV=48.7% -0.9 CBOE 583 x $3.30 - $3.35 x 207 EMLD  SPREAD/CROSS  Vega=$38k TSLA=235.44 Ref
  227. >>2180 TSLA Dec23 240 Puts $14.04 (CboeTheo=14.03)  ASK  ARCA 10:50:48.663 IV=45.3% -0.0 EDGX 623 x $13.95 - $14.05 x 90 AMEX  SPREAD/CROSS  Vega=$58k TSLA=235.44 Ref
  228. SWEEP DETECTED:
    >>5000 NCLH Dec23 17.0 Calls $0.14 (CboeTheo=0.13)  ASK  [MULTI] 10:51:31.861 IV=48.1% +1.1 EDGX 665 x $0.12 - $0.14 x 740 EDGX  ISO  Vega=$4769 NCLH=14.54 Ref
  229. >>3500 ENVX Nov23 11.0 Calls $0.30 (CboeTheo=0.31)  ASK  PHLX 10:52:05.575 IV=116.4% +14.5 CBOE 730 x $0.20 - $0.30 x 786 PHLX  SPREAD/CROSS/TIED  Vega=$893 ENVX=10.99 Ref
  230. >>3500 ENVX Nov23 11.0 Puts $0.20 (CboeTheo=0.31)  BID  PHLX 10:52:05.575 IV=78.9% -23.0 EDGX 1054 x $0.20 - $0.25 x 4 NOM  SPREAD/CROSS/TIED  Vega=$892 ENVX=10.98 Ref
  231. >>Unusual Volume FIVN - 5x market weighted volume: 6395 = 16.8k projected vs 3079 adv, 96% calls, 12% of OI [FIVN 73.58 +4.53 Ref, IV=47.9% +4.0]
  232. SWEEP DETECTED:
    >>Bearish Delta Impact 583 EZPW Dec24 7.5 Puts $0.65 (CboeTheo=0.65)  ASK  [MULTI] 10:52:25.960 IV=35.7% -6.3 CBOE 99 x $0.55 - $0.65 x 78 MPRL  OPENING   Post-Earnings 
    Delta=-28%, EST. IMPACT = 17k Shares ($138k) To Sell EZPW=8.32 Ref
  233. SWEEP DETECTED:
    >>2416 INTC Nov23 43.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 10:55:19.163 IV=45.1% +0.6 C2 3266 x $0.10 - $0.11 x 465 EMLD  52WeekHigh  Vega=$1590 INTC=41.98 Ref
  234. >>2253 AMC Nov23 8.5 Puts $1.05 (CboeTheo=1.04)  Above Ask!  BOX 10:55:26.825 IV=171.9% +71.8 C2 361 x $1.01 - $1.04 x 270 C2  SPREAD/FLOOR  Vega=$185 AMC=7.49 Ref
  235. >>2253 AMC Nov23 6.5 Puts $0.01 (CboeTheo=0.03)  ASK  BOX 10:55:26.825 IV=142.0% -30.4 MIAX 0 x $0.00 - $0.01 x 6 NOM  SPREAD/FLOOR  Vega=$84 AMC=7.49 Ref
  236. >>5000 ENVX Jan24 11.0 Puts $1.27 (CboeTheo=1.29)  BID  AMEX 10:56:54.688 IV=70.3% -2.0 AMEX 762 x $1.25 - $1.35 x 420 AMEX  SPREAD/CROSS - OPENING  Vega=$9030 ENVX=10.94 Ref
  237. >>5000 ENVX Jan24 11.0 Calls $1.35 (CboeTheo=1.32)  ASK  AMEX 10:56:54.688 IV=73.3% +1.1 CBOE 137 x $1.30 - $1.35 x 8 MPRL  SPREAD/CROSS - OPENING  Vega=$9020 ENVX=10.94 Ref
  238. SPLIT TICKET:
    >>1000 SPXW Nov23 24th 4400 Puts $4.411 (CboeTheo=4.53)  Below Bid!  [CBOE] 10:57:13.527 IV=12.3% +0.2 CBOE 98 x $4.50 - $4.70 x 280 CBOE Vega=$135k SPX=4499.81 Fwd
  239. >>2596 AMZN Nov23 140 Puts $0.39 (CboeTheo=0.37)  MID  PHLX 10:57:13.505 IV=36.1% +3.6 MPRL 33 x $0.38 - $0.40 x 93 MPRL  AUCTION  Vega=$6475 AMZN=142.18 Ref
  240. >>3835 AMZN Nov23 140 Puts $0.39 (CboeTheo=0.37)  MID  PHLX 10:57:13.505 IV=36.1% +3.6 MPRL 33 x $0.38 - $0.40 x 93 MPRL  AUCTION  Vega=$9566 AMZN=142.18 Ref
  241. SWEEP DETECTED:
    >>10004 AMZN Nov23 140 Puts $0.384 (CboeTheo=0.35)  Above Ask!  [MULTI] 10:57:13.269 IV=35.9% +3.4 BZX 9 x $0.36 - $0.37 x 959 C2 Vega=$24k AMZN=142.25 Ref
  242. >>2000 EPD Jan25 23.0 Puts $0.92 (CboeTheo=0.92)  ASK  PHLX 10:59:22.453 IV=18.7% +0.0 AMEX 55 x $0.89 - $0.92 x 45 PHLX  SPREAD/FLOOR  Vega=$17k EPD=26.12 Ref
  243. >>2000 EPD Jan25 30.0 Calls $0.39 (CboeTheo=0.36)  ASK  PHLX 10:59:22.453 IV=15.3% +0.7 AMEX 77 x $0.36 - $0.39 x 63 BZX  SPREAD/FLOOR  Vega=$15k EPD=26.12 Ref
  244. >>8700 GGAL Dec23 14.0 Calls $0.45 (CboeTheo=0.40)  ASK  PHLX 10:59:45.231 IV=83.3% +2.6 PHLX 619 x $0.30 - $0.50 x 15 C2  AUCTION - OPENING  Vega=$10k GGAL=11.95 Ref
  245. >>Market Color AX - Bearish flow noted in Axos Financial (37.56 -1.76) with 5,215 puts trading, or 2x expected. The Put/Call Ratio is 26.34, while ATM IV is up nearly 10 points on the day. Earnings are expected on 01/25. [AX 37.56 -1.76 Ref, IV=66.7% +9.6] #Bearish
  246. >>3000 VNT Dec23 35.0 Calls $0.40 (CboeTheo=0.36)  ASK  PHLX 11:00:25.329 IV=22.7% +1.1 NOM 31 x $0.30 - $0.40 x 93 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$10k VNT=33.60 Ref
  247. >>2000 ENVX Nov23 11.0 Puts $0.24 (CboeTheo=0.29)  BID  AMEX 11:02:15.769 IV=100.8% -1.2 CBOE 511 x $0.20 - $0.30 x 861 PHLX  SPREAD/FLOOR  Vega=$508 ENVX=11.02 Ref
  248. >>4000 ENVX Nov23 11.0 Calls $0.25 (CboeTheo=0.32)  MID  AMEX 11:02:15.770 IV=90.6% -11.3 PHLX 712 x $0.20 - $0.30 x 846 CBOE  SPREAD/FLOOR  Vega=$1018 ENVX=11.02 Ref
  249. >>4000 ENVX Dec23 11.0 Puts $0.90 (CboeTheo=0.88)  MID  AMEX 11:02:15.771 IV=74.9% +0.5 CBOE 390 x $0.85 - $0.95 x 546 PHLX  SPREAD/FLOOR - OPENING  Vega=$4930 ENVX=11.02 Ref
  250. >>4000 ENVX Dec23 11.0 Calls $0.94 (CboeTheo=0.94)  BID  AMEX 11:02:15.772 IV=73.4% -1.0 CBOE 316 x $0.90 - $1.00 x 407 EDGX  SPREAD/FLOOR - OPENING  Vega=$4931 ENVX=11.02 Ref
  251. >>2000 ENVX Nov23 11.0 Puts $0.25 (CboeTheo=0.29)  MID  AMEX 11:02:15.773 IV=104.7% +2.8 CBOE 511 x $0.20 - $0.30 x 861 PHLX  SPREAD/FLOOR  Vega=$508 ENVX=11.02 Ref
  252. SPLIT TICKET:
    >>4000 SPXW Nov23 22nd 3700 Puts $0.20 (CboeTheo=0.19)  ASK  [CBOE] 11:02:40.025 IV=53.4% +2.8 CBOE 898 x $0.15 - $0.20 x 178 CBOE  LATE  Vega=$17k SPX=4499.63 Fwd
  253. >>Unusual Volume BURL - 3x market weighted volume: 6450 = 15.7k projected vs 4021 adv, 94% calls, 8% of OI [BURL 133.38 -2.44 Ref, IV=59.1% +0.4]
  254. SWEEP DETECTED:
    >>Bearish Delta Impact 902 YETI Mar24 45.0 Calls $3.10 (CboeTheo=3.18)  BID  [MULTI] 11:03:46.297 IV=39.7% -1.5 BOX 379 x $3.10 - $3.30 x 64 CBOE  OPENING 
    Delta=48%, EST. IMPACT = 43k Shares ($1.82m) To Sell YETI=42.37 Ref
  255. >>31500 MSFT Feb24 350 Calls $36.12 (CboeTheo=36.26)  ASK  EDGX 11:04:22.524 IV=25.8% +0.3 AMEX 90 x $35.60 - $36.30 x 69 AMEX  COB/AUCTION - OPENING   52WeekHigh  Vega=$1.89m MSFT=373.48 Ref
  256. >>24500 MSFT Feb24 300 Calls $78.91 (CboeTheo=79.45)  BID  EDGX 11:04:22.524 IV=29.2% -2.2 BOX 29 x $78.50 - $80.15 x 40 NOM  COB/AUCTION   52WeekHigh  Vega=$464k MSFT=373.48 Ref
  257. >>4315 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  CBOE 11:05:36.673 IV=55.7% +1.4 CBOE 9429 x $0.06 - $0.08 x 2120 CBOE Vega=$2621 VIX=15.27 Fwd
  258. >>1247 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  CBOE 11:05:36.673 IV=55.7% +1.4 CBOE 9429 x $0.06 - $0.08 x 1320 CBOE Vega=$758 VIX=15.27 Fwd
  259. SPLIT TICKET:
    >>8082 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  [CBOE] 11:05:36.673 IV=55.7% +1.4 CBOE 9429 x $0.06 - $0.08 x 2120 CBOE Vega=$4910 VIX=15.27 Fwd
  260. >>2896 HOOD Feb24 9.0 Calls $0.46 (CboeTheo=0.46)  ASK  MPRL 11:06:42.233 IV=49.5% +3.3 BZX 33 x $0.45 - $0.46 x 2977 MPRL  ISO - OPENING  Vega=$4428 HOOD=7.96 Ref
  261. SWEEP DETECTED:
    >>4404 HOOD Feb24 9.0 Calls $0.46 (CboeTheo=0.46)  MID  [MULTI] 11:06:42.220 IV=49.5% +3.3 MPRL 30 x $0.45 - $0.47 x 1070 EMLD  OPENING  Vega=$6733 HOOD=7.96 Ref
  262. >>2000 MARA Jun24 8.0 Puts $2.17 (CboeTheo=2.19)  BID  ARCA 11:06:51.802 IV=112.2% -1.2 CBOE 28 x $2.16 - $2.22 x 18 CBOE  CROSS - OPENING   SSR  Vega=$4675 MARA=9.37 Ref
  263. >>3937 FIVN Dec23 85.0 Calls $1.15 (CboeTheo=1.16)  ASK  AMEX 11:07:14.082 IV=53.7% -1.5 CBOE 387 x $0.90 - $1.25 x 40 NOM  SPREAD/FLOOR - OPENING  Vega=$23k FIVN=73.39 Ref
  264. >>3937 FIVN Dec23 100 Calls $0.30 (CboeTheo=0.41)  BID  AMEX 11:07:14.082 IV=64.0% -6.3 AMEX 59 x $0.30 - $0.55 x 139 PHLX  SPREAD/FLOOR - OPENING  Vega=$9538 FIVN=73.39 Ref
  265. >>2347 SOFI Dec23 29th 6.0 Puts $0.27 (CboeTheo=0.25)  Above Ask!  BOX 11:07:25.543 IV=70.2% +4.9 BZX 855 x $0.24 - $0.26 x 616 BZX  FLOOR - OPENING  Vega=$1738 SOFI=6.84 Ref
  266. SWEEP DETECTED:
    >>5000 SOFI Dec23 29th 6.0 Puts $0.265 (CboeTheo=0.25)  Above Ask!  [MULTI] 11:07:25.527 IV=68.9% +3.5 C2 806 x $0.24 - $0.26 x 749 C2  ISO - OPENING  Vega=$3680 SOFI=6.84 Ref
  267. >>2481 ABR Jan24 9.0 Puts $0.55 (CboeTheo=0.54)  BID  BZX 11:07:31.044 IV=97.8% +11.8 BZX 2500 x $0.55 - $0.60 x 4 BZX  OPENING  Vega=$3194 ABR=12.38 Ref
  268. SWEEP DETECTED:
    >>2000 AMC Dec23 10.0 Calls $0.222 (CboeTheo=0.22)  MID  [MULTI] 11:07:30.217 IV=104.2% +6.0 BXO 40 x $0.21 - $0.22 x 90 ARCA Vega=$1231 AMC=7.51 Ref
  269. SPLIT TICKET:
    >>2499 ABR Jan24 9.0 Puts $0.55 (CboeTheo=0.54)  BID  [BZX] 11:07:31.044 IV=97.8% +11.8 BZX 2500 x $0.55 - $0.60 x 4 BZX  OPENING  Vega=$3217 ABR=12.38 Ref
  270. >>3500 INTC Jun24 34.0 Puts $1.25 (CboeTheo=1.24)  ASK  PHLX 11:08:41.085 IV=37.4% +1.2 C2 290 x $1.23 - $1.25 x 137 EMLD  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$29k INTC=41.95 Ref
  271. SWEEP DETECTED:
    >>3419 SOFI Dec23 6.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 11:09:07.070 IV=69.0% +3.9 EMLD 4928 x $0.17 - $0.18 x 1159 EMLD  ISO  Vega=$1941 SOFI=6.84 Ref
  272. SWEEP DETECTED:
    >>6483 SOFI Dec23 6.0 Puts $0.19 (CboeTheo=0.17)  ASK  [MULTI] 11:09:09.434 IV=70.8% +5.6 MPRL 1529 x $0.17 - $0.19 x 1074 EMLD  ISO  Vega=$3722 SOFI=6.84 Ref
  273. SWEEP DETECTED:
    >>3239 SOFI Dec23 22nd 9.0 Calls $0.09 (CboeTheo=0.09)  ASK  [MULTI] 11:10:06.987 IV=69.8% +9.1 EMLD 3483 x $0.07 - $0.09 x 907 EMLD  OPENING  Vega=$1501 SOFI=6.83 Ref
  274. >>18748 SOFI Dec23 6.0 Puts $0.19 (CboeTheo=0.18)  ASK  PHLX 11:10:19.383 IV=70.2% +5.1 EMLD 212 x $0.18 - $0.19 x 428 EMLD  FLOOR  Vega=$11k SOFI=6.83 Ref
  275. SWEEP DETECTED:
    >>2498 NIO Nov23 6.5 Puts $0.01 (CboeTheo=0.03)  BID  [MULTI] 11:10:46.951 IV=113.0% -45.5 EMLD 2586 x $0.01 - $0.02 x 380 MPRL  ISO   SSR  Vega=$108 NIO=7.21 Ref
  276. SWEEP DETECTED:
    >>Bearish Delta Impact 555 BRAG Mar24 5.0 Calls $0.75 (CboeTheo=0.72)  BID  [MULTI] 11:11:22.554 IV=77.5% +4.4 ARCA 50 x $0.75 - $0.80 x 117 BOX  OPENING 
    Delta=55%, EST. IMPACT = 31k Shares ($145k) To Sell BRAG=4.72 Ref
  277. SWEEP DETECTED:
    >>3384 GM Nov23 28.5 Calls $0.09 (CboeTheo=0.07)  ASK  [MULTI] 11:12:11.591 IV=49.5% +7.4 MPRL 274 x $0.08 - $0.09 x 893 C2  OPENING  Vega=$1555 GM=27.82 Ref
  278. SWEEP DETECTED:
    >>2040 GOOGL Nov23 135 Puts $0.42 (CboeTheo=0.42)  ASK  [MULTI] 11:12:29.512 IV=26.0% +2.4 EMLD 304 x $0.41 - $0.42 x 425 BZX Vega=$5729 GOOGL=135.94 Ref
  279. SWEEP DETECTED:
    >>2007 AAPL Nov23 185 Puts $0.08 (CboeTheo=0.11)  BID  [MULTI] 11:13:40.670 IV=26.2% +5.5 MPRL 7 x $0.08 - $0.09 x 2023 C2 Vega=$2866 AAPL=189.28 Ref
  280. SWEEP DETECTED:
    >>Bullish Delta Impact 1153 PRGO Dec23 30.0 Calls $0.949 (CboeTheo=0.85)  ASK  [MULTI] 11:16:18.798 IV=35.7% +2.0 BOX 11 x $0.80 - $0.95 x 174 PHLX
    Delta=46%, EST. IMPACT = 53k Shares ($1.56m) To Buy PRGO=29.59 Ref
  281. >>1620 VIX Jan24 17th 50.0 Calls $0.23 (CboeTheo=0.24)  BID  CBOE 11:17:21.278 IV=146.1% -1.4 CBOE 19k x $0.23 - $0.26 x 32k CBOE  LATE  Vega=$1431 VIX=16.83 Fwd
  282. >>1620 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.12)  BID  CBOE 11:17:21.278 IV=163.0% -4.3 CBOE 33k x $0.10 - $0.13 x 12k CBOE  LATE  Vega=$744 VIX=16.83 Fwd
  283. SPLIT TICKET:
    >>1300 VIX Dec23 20th 26.0 Calls $0.31 (CboeTheo=0.31)  MID  [CBOE] 11:17:21.193 IV=127.8% +0.6 CBOE 33k x $0.30 - $0.33 x 23k CBOE  LATE  Vega=$1244 VIX=15.35 Fwd
  284. SPLIT TICKET:
    >>2800 VIX Dec23 20th 28.0 Calls $0.27 (CboeTheo=0.26)  MID  [CBOE] 11:17:21.193 IV=135.4% +1.8 CBOE 34k x $0.25 - $0.28 x 23k CBOE  LATE  Vega=$2398 VIX=15.35 Fwd
  285. SPLIT TICKET:
    >>1600 VIX Dec23 20th 32.0 Calls $0.20 (CboeTheo=0.19)  MID  [CBOE] 11:17:21.193 IV=146.4% +2.1 CBOE 24k x $0.18 - $0.21 x 31k CBOE  LATE  Vega=$1088 VIX=15.35 Fwd
  286. SPLIT TICKET:
    >>3600 VIX Dec23 20th 38.0 Calls $0.14 (CboeTheo=0.13)  MID  [CBOE] 11:17:21.193 IV=160.1% +2.6 CBOE 33k x $0.12 - $0.15 x 17k CBOE  LATE  Vega=$1831 VIX=15.35 Fwd
  287. SPLIT TICKET:
    >>1200 VIX Feb24 14th 42.5 Calls $0.51 (CboeTheo=0.51)  MID  [CBOE] 11:17:21.193 IV=123.1% +0.0 CBOE 17k x $0.50 - $0.52 x 1 CBOE  LATE  Vega=$2122 VIX=17.45 Fwd
  288. SPLIT TICKET:
    >>2500 VIX Feb24 14th 47.5 Calls $0.43 (CboeTheo=0.43)  MID  [CBOE] 11:17:21.193 IV=128.4% +0.4 CBOE 20k x $0.41 - $0.45 x 8744 CBOE  LATE  Vega=$3917 VIX=17.45 Fwd
  289. SPLIT TICKET:
    >>1200 VIX Feb24 14th 60.0 Calls $0.30 (CboeTheo=0.29)  MID  [CBOE] 11:17:21.193 IV=138.6% +0.8 CBOE 17k x $0.28 - $0.31 x 5459 CBOE  LATE  Vega=$1438 VIX=17.45 Fwd
  290. SPLIT TICKET:
    >>2700 VIX Feb24 14th 75.0 Calls $0.21 (CboeTheo=0.20)  MID  [CBOE] 11:17:21.193 IV=147.3% +0.8 CBOE 19k x $0.19 - $0.22 x 5515 CBOE  LATE  Vega=$2456 VIX=17.45 Fwd
  291. SPLIT TICKET:
    >>1100 VIX Dec23 20th 37.0 Calls $0.145 (CboeTheo=0.14)  MID  [CBOE] 11:17:21.278 IV=156.6% +1.0 CBOE 16k x $0.13 - $0.15 x 3696 CBOE  LATE  Vega=$567 VIX=15.35 Fwd
  292. SPLIT TICKET:
    >>6000 VIX Jan24 17th 50.0 Calls $0.23 (CboeTheo=0.24)  BID  [CBOE] 11:17:21.278 IV=146.1% -1.4 CBOE 19k x $0.23 - $0.26 x 32k CBOE  LATE  Vega=$5299 VIX=16.83 Fwd
  293. SPLIT TICKET:
    >>1300 VIX Dec23 20th 55.0 Calls $0.05 (CboeTheo=0.06)  BID  [CBOE] 11:17:21.278 IV=179.6% -5.4 CBOE 14k x $0.05 - $0.07 x 5893 CBOE  LATE  Vega=$292 VIX=15.35 Fwd
  294. SPLIT TICKET:
    >>2900 VIX Jan24 17th 55.0 Calls $0.19 (CboeTheo=0.20)  BID  [CBOE] 11:17:21.278 IV=150.4% -2.0 CBOE 27k x $0.19 - $0.22 x 26k CBOE  LATE  Vega=$2214 VIX=16.83 Fwd
  295. SPLIT TICKET:
    >>2600 VIX Jan24 17th 60.0 Calls $0.17 (CboeTheo=0.17)  MID  [CBOE] 11:17:21.278 IV=155.7% -1.0 CBOE 40k x $0.16 - $0.19 x 27k CBOE  LATE  Vega=$1801 VIX=16.83 Fwd
  296. SPLIT TICKET:
    >>6000 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.12)  BID  [CBOE] 11:17:21.278 IV=163.0% -4.3 CBOE 33k x $0.10 - $0.13 x 12k CBOE  LATE  Vega=$2757 VIX=16.83 Fwd
  297. SPLIT TICKET:
    >>3000 VIX Jan24 17th 80.0 Calls $0.10 (CboeTheo=0.11)  MID  [CBOE] 11:17:21.278 IV=168.4% -1.8 CBOE 24k x $0.09 - $0.12 x 12k CBOE  LATE  Vega=$1352 VIX=16.83 Fwd
  298. >>1000 VIXW Dec23 13th 15.0 Puts $0.95 (CboeTheo=0.94)  ASK  CBOE 11:17:58.487 IV=67.5% +9.3 CBOE 838 x $0.74 - $0.95 x 10 CBOE  FLOOR - OPENING  Vega=$1619 VIX=15.32 Fwd
  299. SPLIT TICKET:
    >>2100 VIXW Dec23 13th 15.0 Puts $0.95 (CboeTheo=0.94)  ASK  [CBOE] 11:17:58.416 IV=67.5% +9.3 CBOE 838 x $0.74 - $0.95 x 10 CBOE  FLOOR - OPENING  Vega=$3399 VIX=15.32 Fwd
  300. SWEEP DETECTED:
    >>3813 LCID Jan24 3.0 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 11:18:15.501 IV=97.9% +0.7 ARCA 5 x $0.16 - $0.17 x 386 C2 Vega=$1592 LCID=4.28 Ref
  301. >>4000 BURL Dec23 140 Calls $6.32 (CboeTheo=6.31)  BID  ARCA 11:18:22.559 IV=58.8% +0.3 PHLX 43 x $6.20 - $6.50 x 12 NOM  SPREAD/FLOOR  Vega=$59k BURL=133.38 Ref
  302. >>4000 BURL Dec23 160 Calls $1.80 (CboeTheo=1.80)  ASK  ARCA 11:18:22.559 IV=59.3% +0.8 C2 56 x $1.65 - $1.85 x 24 C2  SPREAD/FLOOR - OPENING  Vega=$38k BURL=133.38 Ref
  303. >>2490 CHS May24 7.0 Puts $0.15 (CboeTheo=0.34)  BID  BOX 11:18:37.902 IV=11.4% -10.8 MRX 0 x $0.00 - $4.80 x 651 PHLX  FLOOR - OPENING  Vega=$4652 CHS=7.49 Ref
  304. SWEEP DETECTED:
    >>3266 SOFI Jan24 6.0 Puts $0.37 (CboeTheo=0.35)  ASK  [MULTI] 11:20:12.517 IV=69.4% +3.3 C2 676 x $0.36 - $0.37 x 932 EMLD  ISO  Vega=$3070 SOFI=6.86 Ref
  305. SPLIT TICKET:
    >>2000 INTC Nov23 24th 42.0 Calls $0.71 (CboeTheo=0.72)  BID  [MIAX] 11:21:25.195 IV=29.6% -0.0 CBOE 4201 x $0.71 - $0.73 x 97 MPRL  AUCTION   52WeekHigh  Vega=$5014 INTC=41.88 Ref
  306. >>2000 INTC Nov23 24th 42.0 Calls $0.72 (CboeTheo=0.72)  BID  MIAX 11:21:41.415 IV=30.0% +0.4 ARCA 2 x $0.72 - $0.73 x 797 C2  AUCTION   52WeekHigh  Vega=$5014 INTC=41.88 Ref
  307. SWEEP DETECTED:
    >>Bearish Delta Impact 600 STNG Jan25 50.0 Calls $13.308 (CboeTheo=13.36)  BID  [MULTI] 11:22:21.962 IV=43.3% -0.3 BOX 12 x $13.30 - $13.60 x 32 PHLX  AUCTION 
    Delta=70%, EST. IMPACT = 42k Shares ($2.33m) To Sell STNG=55.64 Ref
  308. >>1000 XSP Apr24 385 Puts $3.00 (CboeTheo=3.01)  BID  CBOE 11:22:31.534 IV=21.5% -0.1 CBOE 336 x $2.99 - $3.05 x 336 CBOE  OPENING  Vega=$51k XSP=457.54 Fwd
  309. SWEEP DETECTED:
    >>2000 PLTR Nov23 20.5 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 11:25:38.605 IV=68.7% +6.2 EMLD 2927 x $0.03 - $0.04 x 3804 EMLD  ISO  Vega=$358 PLTR=19.41 Ref
  310. >>5100 SGML Jan24 42.0 Calls $0.40 (CboeTheo=0.58)  BID  PHLX 11:26:16.127 IV=77.1% -9.0 PHLX 69 x $0.40 - $0.60 x 11 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$11k SGML=26.55 Ref
  311. >>5100 SGML Jan24 35.0 Calls $1.40 (CboeTheo=1.38)  ASK  PHLX 11:26:16.127 IV=84.7% +1.2 PHLX 148 x $1.15 - $1.40 x 1 NOM  SPREAD/CROSS/TIED  Vega=$19k SGML=26.55 Ref
  312. SWEEP DETECTED:
    >>2702 F Nov23 24th 10.5 Calls $0.09 (CboeTheo=0.08)  ASK  [MULTI] 11:26:26.065 IV=30.2% +4.0 C2 1101 x $0.08 - $0.09 x 2940 EMLD Vega=$1471 F=10.24 Ref
  313. SWEEP DETECTED:
    >>2952 F Nov23 10.5 Calls $0.03 (CboeTheo=0.13)  ASK  [MULTI] 11:26:26.065 IV=47.7% +11.7 C2 1087 x $0.02 - $0.03 x 2885 C2 Vega=$485 F=10.24 Ref
  314. >>8500 SE Jun24 55.0 Calls $2.28 (CboeTheo=2.25)  ASK  ARCA 11:26:40.698 IV=56.9% -0.0 BOX 15 x $2.23 - $2.29 x 36 CBOE  SPREAD/FLOOR - OPENING  Vega=$82k SE=37.17 Ref
  315. >>8500 SE May24 30.0 Puts $2.66 (CboeTheo=2.66)  MID  ARCA 11:26:40.698 IV=62.5% -0.9 BOX 11 x $2.64 - $2.69 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$67k SE=37.17 Ref
  316. >>8500 SE May24 55.0 Calls $1.84 (CboeTheo=1.84)  BID  ARCA 11:26:40.699 IV=57.4% -0.5 BOX 21 x $1.82 - $1.88 x 36 BOX  SPREAD/FLOOR - OPENING  Vega=$71k SE=37.17 Ref
  317. >>8500 SE Jun24 30.0 Puts $3.04 (CboeTheo=3.05)  BID  ARCA 11:26:40.700 IV=62.3% -0.8 EMLD 84 x $3.00 - $3.10 x 131 CBOE  SPREAD/FLOOR - OPENING  Vega=$74k SE=37.17 Ref
  318. SWEEP DETECTED:
    >>4003 AMZN Nov23 24th 140 Puts $1.191 (CboeTheo=1.15)  Above Ask!  [MULTI] 11:26:47.820 IV=25.4% +0.7 C2 234 x $1.15 - $1.17 x 529 GEMX  ISO - OPENING  Vega=$31k AMZN=142.19 Ref
  319. >>2337 BEKE Nov23 15.5 Calls $0.23 (CboeTheo=0.24)  MID  EDGX 11:27:04.000 IV=72.0% +18.4 BXO 1 x $0.22 - $0.24 x 50 NOM  OPENING  Vega=$828 BEKE=15.44 Ref
  320. >>2343 BEKE Nov23 15.5 Calls $0.23 (CboeTheo=0.24)  MID  EDGX 11:27:04.000 IV=72.0% +18.4 BXO 1 x $0.22 - $0.24 x 50 NOM  OPENING  Vega=$830 BEKE=15.44 Ref
  321. SPLIT TICKET:
    >>6125 BEKE Nov23 15.5 Calls $0.23 (CboeTheo=0.24)  MID  [EDGX] 11:27:04.000 IV=72.0% +18.4 BXO 1 x $0.22 - $0.24 x 50 NOM  OPENING  Vega=$2169 BEKE=15.44 Ref
  322. SPLIT TICKET:
    >>2000 AMZN Nov23 24th 150 Calls $0.24 (CboeTheo=0.25)  BID  [EDGX] 11:27:13.298 IV=26.2% +1.3 C2 1282 x $0.24 - $0.25 x 74 BZX Vega=$7370 AMZN=142.13 Ref
  323. >>2100 MS Dec23 80.0 Calls $1.81 (CboeTheo=1.75)  MID  AMEX 11:28:42.570 IV=21.3% +0.9 ARCA 7 x $1.80 - $1.82 x 37 MPRL  CROSS  Vega=$19k MS=79.45 Ref
  324. >>2000 CSCO Jan25 62.5 Calls $0.58 (CboeTheo=0.57)  MID  AMEX 11:29:44.192 IV=19.7% -0.7 PHLX 42 x $0.55 - $0.60 x 30 PHLX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$22k CSCO=47.01 Ref
  325. >>2000 CSCO Jan25 32.5 Puts $0.62 (CboeTheo=0.64)  BID  AMEX 11:29:44.192 IV=29.3% -3.1 EMLD 109 x $0.62 - $0.66 x 88 EDGX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$15k CSCO=47.01 Ref
  326. >>Market Color KMX - Bearish flow noted in CarMax (64.59 -3.34) with 2,050 puts trading, or 1.1x expected. The Put/Call Ratio is 6.95, while ATM IV is up over 3 points on the day. Earnings are expected on 12/20. [KMX 64.59 -3.34 Ref, IV=36.6% +3.4] #Bearish
  327. >>2050 GOOGL Dec23 120 Calls $16.80 (CboeTheo=16.82)  ASK  AMEX 11:30:01.130 IV=27.7% +0.4 CBOE 48 x $16.70 - $16.85 x 36 EDGX  SPREAD/FLOOR  Vega=$7815 GOOGL=136.04 Ref
  328. >>2050 GOOGL Nov23 130 Puts $0.01 (CboeTheo=0.02)  Below Bid!  AMEX 11:30:01.131 IV=34.7% +4.7 EMLD 642 x $0.02 - $0.03 x 443 C2  SPREAD/FLOOR  Vega=$492 GOOGL=136.04 Ref
  329. >>2050 GOOGL Nov23 130 Calls $6.10 (CboeTheo=6.09)  ASK  AMEX 11:30:01.132 IV=40.9% +11.2 CBOE 80 x $6.00 - $6.15 x 79 EDGX  SPREAD/FLOOR  Vega=$995 GOOGL=136.04 Ref
  330. >>2050 GOOGL Dec23 120 Puts $0.21 (CboeTheo=0.22)  BID  AMEX 11:30:01.130 IV=28.0% +0.6 EMLD 515 x $0.21 - $0.22 x 520 C2  SPREAD/FLOOR  Vega=$8012 GOOGL=136.04 Ref
  331. SWEEP DETECTED:
    >>Bearish Delta Impact 1362 JBL Nov23 130 Puts $0.55 (CboeTheo=0.47)  ASK  [MULTI] 11:31:30.992 IV=32.2% +2.2 NOM 9 x $0.40 - $0.55 x 145 EDGX  ISO 
    Delta=-34%, EST. IMPACT = 46k Shares ($6.05m) To Sell JBL=130.97 Ref
  332. >>2425 ALL Jan24 135 Calls $4.50 (CboeTheo=4.46)  BID  AMEX 11:31:37.384 IV=21.3% +0.6 CBOE 388 x $4.40 - $4.70 x 63 CBOE  CROSS  Vega=$54k ALL=134.01 Ref
  333. SWEEP DETECTED:
    >>2097 TSM Jan24 100 Calls $3.90 (CboeTheo=3.92)  BID  [MULTI] 11:32:52.669 IV=26.8% -0.3 CBOE 398 x $3.90 - $4.00 x 660 CBOE  AUCTION  Vega=$34k TSM=98.31 Ref
  334. >>Unusual Volume RIG - 3x market weighted volume: 42.2k = 88.5k projected vs 29.4k adv, 89% calls, 4% of OI [RIG 6.22 -0.34 Ref, IV=49.5% +0.1]
  335. SPLIT TICKET:
    >>2000 RIG Jan25 7.0 Calls $1.329 (CboeTheo=1.31)  ASK  [PHLX] 11:33:41.230 IV=54.0% +0.0 PHLX 1298 x $1.27 - $1.33 x 155 EDGX  AUCTION  Vega=$5277 RIG=6.22 Ref
  336. SWEEP DETECTED:
    >>2000 RIG Jan25 7.0 Calls $1.33 (CboeTheo=1.31)  ASK  [MULTI] 11:33:53.685 IV=54.4% +0.4 PHLX 1203 x $1.27 - $1.33 x 370 AMEX Vega=$5274 RIG=6.22 Ref
  337. SPLIT TICKET:
    >>1000 SPX Feb24 3300 Puts $5.20 (CboeTheo=5.08)  MID  [CBOE] 11:33:55.532 IV=31.9% +0.1 CBOE 876 x $5.10 - $5.30 x 4352 CBOE  FLOOR  Vega=$111k SPX=4540.73 Fwd
  338. SWEEP DETECTED:
    >>3643 STLA Dec23 19.0 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 11:34:27.069 IV=30.6% -0.7 C2 244 x $0.20 - $0.25 x 490 C2  OPENING  Vega=$6322 STLA=20.11 Ref
  339. >>2125 TTWO Nov23 24th 127 Puts $0.01 (CboeTheo=0.01)  BID  PHLX 11:34:50.563 IV=47.3% -2.7 MRX 0 x $0.00 - $0.50 x 50 PHLX  AUCTION  Vega=$487 TTWO=153.65 Ref
  340. >>2125 CCJ Dec23 29th 50.0 Calls $0.46 (CboeTheo=0.45)  ASK  PHLX 11:36:00.935 IV=38.6% +0.1 ARCA 55 x $0.44 - $0.46 x 1 MPRL  AUCTION  Vega=$7840 CCJ=43.24 Ref
  341. >>2124 CCJ Dec23 29th 50.0 Calls $0.46 (CboeTheo=0.45)  ASK  PHLX 11:36:00.935 IV=38.6% +0.1 ARCA 55 x $0.44 - $0.46 x 1 MPRL  AUCTION  Vega=$7837 CCJ=43.24 Ref
  342. SWEEP DETECTED:
    >>5027 CCJ Dec23 29th 50.0 Calls $0.459 (CboeTheo=0.44)  Above Ask!  [MULTI] 11:36:00.770 IV=38.6% +0.1 MPRL 39 x $0.43 - $0.45 x 15 ARCA Vega=$18k CCJ=43.20 Ref
  343. SPLIT TICKET:
    >>2500 DG Dec23 22nd 95.0 Puts $0.78 (CboeTheo=0.87)  BID  [ARCA] 11:38:35.744 IV=55.0% -1.7 PHLX 73 x $0.75 - $0.90 x 575 CBOE  FLOOR - OPENING  Vega=$14k DG=118.67 Ref
  344. SWEEP DETECTED:
    >>Bullish Delta Impact 699 RYAM Jan24 3.5 Puts $0.45 (CboeTheo=0.49)  BID  [MULTI] 11:39:40.781 IV=47.1% -8.6 PHLX 684 x $0.45 - $0.55 x 18 BOX
    Delta=-66%, EST. IMPACT = 46k Shares ($145k) To Buy RYAM=3.15 Ref
  345. SPLIT TICKET:
    >>2125 TTWO Nov23 130 Puts $0.01 (CboeTheo=0.01)  ASK  [PHLX] 11:41:09.683 IV=110.5% +21.4 ARCA 0 x $0.00 - $0.01 x 15 BZX  AUCTION  Vega=$196 TTWO=153.94 Ref
  346. SWEEP DETECTED:
    >>2000 ABR Dec23 7.5 Calls $4.70 (CboeTheo=4.96)  BID  [MULTI] 11:41:36.037 PHLX 544 x $4.70 - $5.30 x 56 PHLX  ISO - OPENING  Vega=$0 ABR=12.31 Ref
  347. >>2000 AAL Mar24 12.0 Puts $0.92 (CboeTheo=0.93)  BID  ARCA 11:41:54.333 IV=40.1% -0.2 MPRL 100 x $0.92 - $0.94 x 743 EDGX  CROSS - COMPLEX  Vega=$5396 AAL=12.19 Ref
  348. SWEEP DETECTED:
    >>Bearish Delta Impact 700 STNG Apr24 60.0 Calls $4.008 (CboeTheo=4.11)  BID  [MULTI] 11:43:11.651 IV=39.3% -0.9 CBOE 102 x $4.00 - $4.20 x 7 ARCA  ISO 
    Delta=44%, EST. IMPACT = 31k Shares ($1.71m) To Sell STNG=55.15 Ref
  349. >>2000 CSCO Dec23 50.0 Calls $0.11 (CboeTheo=0.12)  BID  AMEX 11:44:11.943 IV=17.2% -10.7 C2 403 x $0.11 - $0.13 x 711 C2  SPREAD/CROSS   Post-Earnings / SSR  Vega=$5000 CSCO=46.77 Ref
  350. >>2000 CSCO Dec23 50.0 Puts $3.26 (CboeTheo=3.24)  ASK  AMEX 11:44:11.943 IV=18.8% -8.6 EDGX 117 x $3.20 - $3.30 x 238 PHLX  SPREAD/CROSS   Post-Earnings / SSR  Vega=$3982 CSCO=46.77 Ref
  351. >>Market Color FL - Bullish option flow detected in Foot Locker (20.88 -1.12) with 6,023 calls trading (4x expected) and implied vol increasing almost 3 points to 83.33%. . The Put/Call Ratio is 0.23. Earnings are expected on 11/28.  [FL 20.88 -1.12 Ref, IV=83.3% +2.6] #Bullish
  352. SWEEP DETECTED:
    >>2013 SOFI Jan24 6.0 Puts $0.40 (CboeTheo=0.37)  ASK  [MULTI] 11:45:17.415 IV=69.9% +3.9 EDGX 778 x $0.38 - $0.40 x 1069 C2  ISO  Vega=$1921 SOFI=6.76 Ref
  353. SWEEP DETECTED:
    >>3000 SOFI Jan24 6.0 Puts $0.40 (CboeTheo=0.37)  ASK  [MULTI] 11:45:29.068 IV=69.9% +3.9 EMLD 4199 x $0.38 - $0.40 x 1117 EMLD  ISO  Vega=$2863 SOFI=6.76 Ref
  354. >>2000 GT Jan24 15.0 Calls $0.58 (CboeTheo=0.55)  MID  PHLX 11:47:09.318 IV=37.5% +3.0 CBOE 186 x $0.55 - $0.60 x 26 MPRL  AUCTION  Vega=$4578 GT=14.13 Ref
  355. SWEEP DETECTED:
    >>2504 TSLA Nov23 250 Calls $0.19 (CboeTheo=0.18)  ASK  [MULTI] 11:47:07.814 IV=64.4% +9.8 C2 605 x $0.18 - $0.19 x 626 C2 Vega=$3580 TSLA=235.15 Ref
  356. SWEEP DETECTED:
    >>2010 RIG Jan25 7.0 Calls $1.34 (CboeTheo=1.29)  ASK  [MULTI] 11:47:40.399 IV=55.5% +1.5 BOX 14 x $1.29 - $1.34 x 128 PHLX Vega=$5276 RIG=6.21 Ref
  357. SWEEP DETECTED:
    >>2288 RIG Jan25 7.0 Calls $1.349 (CboeTheo=1.30)  ASK  [MULTI] 11:48:05.152 IV=55.6% +1.6 PHLX 881 x $1.26 - $1.35 x 159 AMEX Vega=$6011 RIG=6.21 Ref
  358. SWEEP DETECTED:
    >>2233 RIG Jan25 7.0 Calls $1.349 (CboeTheo=1.30)  ASK  [MULTI] 11:48:16.758 IV=55.4% +1.4 PHLX 1515 x $1.26 - $1.35 x 225 NOM Vega=$5874 RIG=6.22 Ref
  359. SWEEP DETECTED:
    >>2241 RIG Jan25 7.0 Calls $1.35 (CboeTheo=1.30)  ASK  [MULTI] 11:48:26.020 IV=55.4% +1.4 PHLX 1399 x $1.26 - $1.35 x 64 MRX Vega=$5895 RIG=6.22 Ref
  360. >>4601 RBLX Dec23 32.5 Puts $0.28 (CboeTheo=0.32)  MID  ARCA 11:48:32.706 IV=46.7% -4.8 EMLD 583 x $0.27 - $0.29 x 191 MPRL  SPREAD/FLOOR - OPENING  Vega=$9375 RBLX=37.73 Ref
  361. >>4601 RBLX Dec23 42.5 Calls $0.46 (CboeTheo=0.47)  BID  ARCA 11:48:32.706 IV=43.4% +0.6 BZX 32 x $0.46 - $0.47 x 271 EMLD  SPREAD/FLOOR  Vega=$13k RBLX=37.73 Ref
  362. >>3359 FCX Dec23 35.0 Calls $1.64 (CboeTheo=1.61)  ASK  CBOE 11:50:34.379 IV=33.1% +0.5 EDGX 81 x $1.60 - $1.66 x 130 CBOE  COB/AUCTION  Vega=$13k FCX=35.45 Ref
  363. >>3359 FCX Dec23 39.0 Calls $0.29 (CboeTheo=0.27)  MID  CBOE 11:50:34.379 IV=32.5% +0.7 MPRL 225 x $0.27 - $0.31 x 605 CBOE  COB/AUCTION  Vega=$8745 FCX=35.45 Ref
  364. >>2500 CSCO Dec23 45.0 Puts $0.26 (CboeTheo=0.27)  BID  AMEX 11:51:29.476 IV=18.7% -14.2 C2 217 x $0.26 - $0.28 x 280 C2  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$9098 CSCO=46.92 Ref
  365. >>2500 CSCO Dec23 45.0 Calls $2.40 (CboeTheo=2.38)  MID  AMEX 11:51:29.477 IV=19.6% -13.3 PHLX 113 x $2.36 - $2.44 x 1039 PHLX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$9323 CSCO=46.92 Ref
  366. >>2500 CSCO Nov23 55.0 Puts $8.05 (CboeTheo=8.09)  BID  AMEX 11:51:29.478 CBOE 128 x $8.00 - $8.15 x 107 NOM  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$0 CSCO=46.91 Ref
  367. >>2500 CSCO Nov23 55.0 Calls $0.01  ASK  AMEX 11:51:29.478 IV=117.3% +42.2 PHLX 0 x $0.00 - $0.01 x 317 GEMX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$178 CSCO=46.91 Ref
  368. >>15000 AAL Jan26 8.0 Puts $1.23 (CboeTheo=1.25)  BID  AMEX 11:53:48.385 IV=56.2% -1.2 EDGX 352 x $1.21 - $1.30 x 137 EDGX  CROSS  Vega=$64k AAL=12.20 Ref
  369. SWEEP DETECTED:
    >>5137 RIVN Nov23 16.0 Puts $0.22 (CboeTheo=0.25)  BID  [MULTI] 11:56:22.049 IV=83.2% -2.4 EMLD 1145 x $0.22 - $0.24 x 326 EDGX Vega=$1827 RIVN=16.18 Ref
  370. SWEEP DETECTED:
    >>5772 PCG Nov23 17.5 Puts $0.07 (CboeTheo=0.10)  ASK  [MULTI] 11:57:13.881 IV=43.5% +16.5 EDGX 543 x $0.03 - $0.07 x 623 EDGX  ISO - OPENING  Vega=$1907 PCG=17.77 Ref
  371. >>2000 MET Dec23 62.5 Puts $1.75 (CboeTheo=1.67)  ASK  PHLX 11:57:53.642 IV=21.7% +1.4 CBOE 381 x $1.65 - $1.75 x 135 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$14k MET=61.85 Ref
  372. >>6399 WMT Nov23 155 Calls $2.50 (CboeTheo=2.46)  ASK  AMEX 11:59:43.141 IV=33.0% -30.9 CBOE 174 x $2.40 - $2.52 x 81 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$18k WMT=157.06 Ref
  373. >>6399 WMT Nov23 155 Puts $0.39 (CboeTheo=0.37)  Above Ask!  AMEX 11:59:43.145 IV=32.2% -31.9 C2 80 x $0.36 - $0.38 x 183 C2  SPREAD/FLOOR   Post-Earnings  Vega=$18k WMT=157.06 Ref
  374. >>Market Color LNC - Bearish flow noted in Lincoln National (23.21 -0.48) with 2,816 puts trading, or 3x expected. The Put/Call Ratio is 14.74, while ATM IV is up over 1 point on the day. Earnings are expected on 02/07. [LNC 23.21 -0.48 Ref, IV=37.6% +1.4] #Bearish
  375. >>2500 AAL Jan26 8.0 Puts $1.23 (CboeTheo=1.25)  ASK  PHLX 12:01:51.448 IV=56.3% -1.1 EDGX 1212 x $0.91 - $1.30 x 181 EDGX  SPREAD/CROSS/TIED  Vega=$11k AAL=12.22 Ref
  376. SPLIT TICKET:
    >>2187 LMT Dec23 450 Calls $4.40 (CboeTheo=4.57)  BID  [CBOE] 12:02:50.393 IV=14.1% -0.5 MPRL 10 x $4.40 - $4.70 x 47 CBOE  FLOOR - OPENING  Vega=$103k LMT=444.79 Ref
  377. SWEEP DETECTED:
    >>2054 GOOGL Nov23 140 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 12:03:33.451 IV=26.1% +0.7 C2 1560 x $0.04 - $0.05 x 290 C2 Vega=$1680 GOOGL=136.54 Ref
  378. SWEEP DETECTED:
    >>3562 GM Nov23 27.0 Puts $0.09 (CboeTheo=0.11)  BID  [MULTI] 12:05:21.563 IV=48.5% +1.2 C2 934 x $0.09 - $0.10 x 256 C2 Vega=$1611 GM=27.61 Ref
  379. >>2250 AAPL Nov23 190 Puts $1.20 (CboeTheo=1.18)  Above Ask!  AMEX 12:06:12.537 IV=21.4% +2.8 ARCA 15 x $1.18 - $1.19 x 188 C2  SPREAD/FLOOR  Vega=$9466 AAPL=189.47 Ref
  380. >>2250 AAPL Nov23 190 Calls $0.65 (CboeTheo=0.67)  Below Bid!  AMEX 12:06:12.540 IV=20.4% +1.9 C2 365 x $0.66 - $0.67 x 244 NOM  SPREAD/FLOOR  Vega=$9456 AAPL=189.47 Ref
  381. >>2250 AAPL Dec23 190 Puts $3.62 (CboeTheo=3.64)  Above Ask!  AMEX 12:06:12.542 IV=17.3% +0.8 EDGX 1071 x $3.55 - $3.60 x 290 C2  SPREAD/FLOOR  Vega=$48k AAPL=189.47 Ref
  382. >>2250 AAPL Dec23 190 Calls $3.82 (CboeTheo=3.87)  BID  AMEX 12:06:12.543 IV=17.2% +0.6 CBOE 1375 x $3.80 - $3.90 x 1304 EDGX  SPREAD/FLOOR  Vega=$48k AAPL=189.47 Ref
  383. >>2500 CHS May24 7.0 Puts $0.15 (CboeTheo=0.45)  ASK  BOX 12:06:20.553 IV=8.7% -13.5 BXO 0 x $0.00 - $0.20 x 1 BXO  FLOOR - OPENING  Vega=$4800 CHS=7.47 Ref
  384. >>Unusual Volume MCHP - 3x market weighted volume: 7370 = 13.7k projected vs 4571 adv, 61% puts, 6% of OI [MCHP 81.72 -0.78 Ref, IV=29.2% -0.3]
  385. >>2500 NCLH Mar24 14.0 Puts $1.28 (CboeTheo=1.28)  MID  AMEX 12:07:20.038 IV=49.9% +1.2 EMLD 210 x $1.27 - $1.29 x 117 BOX  SPREAD/CROSS - OPENING  Vega=$7878 NCLH=14.48 Ref
  386. >>2500 NCLH Mar24 15.0 Calls $1.51 (CboeTheo=1.51)  MID  AMEX 12:07:20.038 IV=48.8% +1.3 BXO 41 x $1.50 - $1.52 x 150 BOX  SPREAD/CROSS - OPENING  Vega=$8261 NCLH=14.48 Ref
  387. >>2750 AMAT Jan24 135 Puts $1.60 (CboeTheo=1.60)  ASK  AMEX 12:08:44.745 IV=34.8% +0.0 BXO 2 x $1.56 - $1.61 x 1 BXO  CROSS   Pre-Earnings   52WeekHigh  Vega=$39k AMAT=156.24 Ref
  388. >>3000 GOLD Dec23 16.0 Calls $0.44 (CboeTheo=0.42)  MID  CBOE 12:09:23.802 IV=30.0% +1.5 GEMX 23 x $0.42 - $0.45 x 2410 PHLX Vega=$5282 GOLD=15.81 Ref
  389. >>Unusual Volume PCG - 3x market weighted volume: 13.5k = 24.6k projected vs 8190 adv, 54% puts, 3% of OI [PCG 17.77 +0.26 Ref, IV=22.1% +0.3]
  390. >>Market Color .SPX - S&P500 index option volume at midday totals 1541640 contracts as the index trades near $4499.48 (-3.4). Front term atm implied vols are near 11.7% and the CBOE VIX is currently near 14.17 (-0.01).>>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 3 to 2 and 729028 contracts changing hands. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Chevron(CVX). The sector ETF, XLE is down -2.315 to 82.285 with 30 day implied volatility up 1.4% at 21.4%#sector
  391. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 7 to 5 and 1478174 contracts changing hands. Most actives include SoFi Technologies(SOFI), SPDR Gold Trust(GLD), Marathon Patent Group(MARA). The sector ETF, XLF is little changed 0.055 to 34.745 with 30 day implied volatility relatively flat at 13.8%  #sector
  392. >>Market Color RIG - Bullish option flow detected in Transocean (6.29 -0.28) with 42,918 calls trading (4x expected) and implied vol increasing over 1 point to 50.70%. . The Put/Call Ratio is 0.14. Earnings are expected on 02/20. [RIG 6.29 -0.28 Ref, IV=50.7% +1.3] #Bullish
  393. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 8 to 5 and 5535984 contracts trading marketwide. Most actives include Apple(AAPL), NVIDIA(NVDA), Microsoft(MSFT). The sector ETF, XLK is up 0.655 to 182.925 with 30 day implied volatility relatively flat at 16.9%  #sector
  394. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 10 to 7 and 3927282 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Macy's(M). The sector ETF, XLY is down -1.395 to 166.355 with 30 day implied volatility relatively flat at 18.7%  #sector
  395. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 4 and 420120 contracts changing hands. Most actives include Pfizer(PFE), Eli Lilly(LLY), Pnt Biopharma Global(PNT). The sector ETF, XLV is little changed 0.085 to 128.045 with 30 day implied volatility relatively flat at 11.9%  #sector
  396. >>Market Color @MAT - Basic Materials sector option volume is moderate today, with calls leading puts 5 to 2 and 257231 contracts changing hands. Most actives include US Steel(X), Barrick Gold(GOLD), Freeport McMoRan(FCX). The sector ETF, XLB is little changed 0.015 to 79.895 with 30 day implied volatility relatively flat at 14.8%  #sector
  397. SPLIT TICKET:
    >>1000 SPX Feb24 3375 Puts $5.80 (CboeTheo=5.64)  MID  [CBOE] 12:16:03.836 IV=30.6% +0.2 CBOE 1135 x $5.70 - $5.90 x 2698 CBOE  FLOOR  Vega=$124k SPX=4548.25 Fwd
  398. >>10000 AAL Dec25 5.0 Puts $0.64 (CboeTheo=0.65)  BID  PHLX 12:16:05.881 IV=71.3% -1.0 EDGX 21 x $0.63 - $0.69 x 37 NOM  FLOOR  Vega=$24k AAL=12.27 Ref
  399. >>2400 AMC Dec23 10.0 Calls $0.22 (CboeTheo=0.23)  MID  ARCA 12:17:07.379 IV=103.9% +5.7 MPRL 17 x $0.21 - $0.23 x 748 EDGX  CROSS  Vega=$1444 AMC=7.47 Ref
  400. >>11994 PSEC Dec23 6.0 Puts $0.40 (CboeTheo=0.37)  ASK  EDGX 12:17:09.998 IV=37.9% +8.0 PHLX 983 x $0.30 - $0.40 x 21 ARCA  COB/AUCTION - OPENING  Vega=$7182 PSEC=5.78 Ref
  401. >>9995 PSEC Nov23 6.0 Puts $0.22 (CboeTheo=0.24)  BID  EDGX 12:17:09.998 MPRL 15 x $0.20 - $0.30 x 14 BXO  COB/AUCTION  Vega=$0 PSEC=5.78 Ref
  402. SWEEP DETECTED:
    >>2389 TUP Nov23 24th 1.5 Puts $0.05 (CboeTheo=0.06)  BID  [MULTI] 12:18:45.081 IV=124.0% -18.0 GEMX 707 x $0.05 - $0.10 x 478 AMEX  ISO  Vega=$189 TUP=1.67 Ref
  403. SWEEP DETECTED:
    >>2860 PFE Dec23 1st 33.0 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 12:18:47.382 IV=30.1% +0.7 EMLD 1265 x $0.03 - $0.06 x 1635 CBOE  ISO  Vega=$1619 PFE=29.55 Ref
  404. SWEEP DETECTED:
    >>3405 BAC Nov23 29.0 Puts $0.06 (CboeTheo=0.08)  BID  [MULTI] 12:19:40.092 IV=30.0% -1.1 C2 833 x $0.06 - $0.07 x 4351 EMLD Vega=$1653 BAC=29.39 Ref
  405. SPLIT TICKET:
    >>1000 SPXW Nov23 16th 4580 Calls $0.05 (CboeTheo=0.04)  ASK  [CBOE] 12:20:01.584 IV=34.3% +18.9 CBOE 0 x $0.00 - $0.05 x 2335 CBOE Vega=$1482 SPX=4498.25 Fwd
  406. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 SILV May24 5.5 Calls $0.90 (CboeTheo=0.89)  BID  [MULTI] 12:20:02.035 IV=50.7% +4.3 EMLD 800 x $0.90 - $0.95 x 5874 BOX  OPENING 
    Delta=62%, EST. IMPACT = 62k Shares ($344k) To Sell SILV=5.55 Ref
  407. SPLIT TICKET:
    >>1000 SPXW Nov23 16th 4580 Calls $0.05 (CboeTheo=0.04)  ASK  [CBOE] 12:20:37.076 IV=34.5% +19.1 CBOE 0 x $0.00 - $0.05 x 997 CBOE Vega=$1475 SPX=4497.93 Fwd
  408. >>10000 PLUG Jan24 3.0 Puts $0.23 (CboeTheo=0.23)  BID  PHLX 12:21:34.852 IV=105.5% -5.0 MPRL 41 x $0.23 - $0.25 x 317 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$4532 PLUG=4.03 Ref
  409. >>3000 AAL Feb24 10.0 Puts $0.28 (CboeTheo=0.27)  ASK  ARCA 12:21:40.979 IV=49.1% +0.6 MPRL 31 x $0.26 - $0.28 x 524 EDGX  FLOOR  Vega=$4499 AAL=12.26 Ref
  410. >>2160 COP Jan24 110 Puts $4.10 (CboeTheo=4.10)  BID  PHLX 12:21:48.490 IV=25.2% +0.7 ARCA 33 x $4.10 - $4.20 x 31 PHLX  SPREAD/FLOOR  Vega=$39k COP=110.17 Ref
  411. >>2160 COP Nov23 115 Puts $4.95 (CboeTheo=4.86)  ASK  PHLX 12:21:48.490 IV=54.6% +31.6 BZX 19 x $4.75 - $4.95 x 40 NOM  SPREAD/FLOOR  Vega=$2114 COP=110.17 Ref
  412. SWEEP DETECTED:
    >>Bearish Delta Impact 2707 FSM Jan24 3.0 Calls $0.60 (CboeTheo=0.64)  BID  [MULTI] 12:22:13.443 IV=43.4% -7.2 EMLD 216 x $0.60 - $0.65 x 236 BZX
    Delta=84%, EST. IMPACT = 228k Shares ($803k) To Sell FSM=3.52 Ref
  413. >>7200 DIS Jan24 100 Calls $1.49 (CboeTheo=1.46)  ASK  CBOE 12:22:43.740 IV=21.8% +0.2 BOX 44 x $1.46 - $1.49 x 1 NOM  FLOOR  Vega=$98k DIS=93.86 Ref
  414. SPLIT TICKET:
    >>8000 DIS Jan24 100 Calls $1.49 (CboeTheo=1.46)  ASK  [CBOE] 12:22:43.689 IV=21.8% +0.1 BOX 44 x $1.46 - $1.50 x 29 ARCA  FLOOR  Vega=$109k DIS=93.86 Ref
  415. SWEEP DETECTED:
    >>Bullish Delta Impact 712 GETY Feb24 3.5 Puts $0.204 (CboeTheo=0.26)  BID  [MULTI] 12:23:42.080 IV=59.5% -17.7 BZX 250 x $0.20 - $0.50 x 33 C2  OPENING 
    Delta=-23%, EST. IMPACT = 16k Shares ($69k) To Buy GETY=4.29 Ref
  416. SWEEP DETECTED:
    >>Bullish Delta Impact 866 GETY Feb24 3.5 Puts $0.20 (CboeTheo=0.25)  BID  [MULTI] 12:25:02.813 IV=61.2% -16.0 C2 150 x $0.20 - $0.45 x 297 EDGX  OPENING 
    Delta=-22%, EST. IMPACT = 19k Shares ($83k) To Buy GETY=4.33 Ref
  417. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SPB Dec23 80.0 Calls $1.00 (CboeTheo=0.93)  ASK  [MULTI] 12:25:56.164 IV=27.0% +1.5 C2 11 x $0.90 - $1.00 x 33 PHLX  OPENING   Pre-Earnings 
    Delta=29%, EST. IMPACT = 29k Shares ($2.21m) To Buy SPB=76.47 Ref
  418. >>7293 FSM Jan24 3.0 Calls $0.60 (CboeTheo=0.63)  ASK  ARCA 12:26:02.402 IV=47.1% -3.5 PHLX 6174 x $0.55 - $0.60 x 7293 ARCA Vega=$2801 FSM=3.50 Ref
  419. SWEEP DETECTED:
    >>2328 NVDA Nov23 520 Calls $0.11 (CboeTheo=0.14)  BID  [MULTI] 12:27:02.572 IV=48.2% +0.0 AMEX 2478 x $0.11 - $0.13 x 418 C2 Vega=$3593 NVDA=492.05 Ref
  420. >>10000 SE Feb24 30.0 Puts $0.89 (CboeTheo=0.90)  BID  ARCA 12:27:22.244 IV=52.8% -2.0 ARCA 307 x $0.87 - $0.93 x 107 C2  CROSS - OPENING  Vega=$45k SE=37.53 Ref
  421. SPLIT TICKET:
    >>1061 SPXW Nov23 4450 Puts $2.02 (CboeTheo=1.92)  Above Ask!  [CBOE] 12:28:58.432 IV=16.0% +1.4 CBOE 263 x $1.90 - $2.00 x 568 CBOE  LATE  Vega=$51k SPX=4500.06 Fwd
  422. SPLIT TICKET:
    >>1061 SPXW Nov23 4425 Puts $0.82 (CboeTheo=0.85)  MID  [CBOE] 12:28:58.432 IV=17.7% +2.2 CBOE 403 x $0.80 - $0.85 x 337 CBOE  LATE  Vega=$27k SPX=4500.06 Fwd
  423. >>Market Color HES - Bearish flow noted in Hess Corp. (141.03 -3.13) with 1,949 puts trading, or 1.2x expected. The Put/Call Ratio is 2.40, while ATM IV is up over 1 point on the day. Earnings are expected on 01/23. [HES 141.03 -3.13 Ref, IV=23.6% +1.3] #Bearish
  424. SWEEP DETECTED:
    >>3403 AAPL Nov23 187.5 Puts $0.22 (CboeTheo=0.25)  ASK  [MULTI] 12:30:36.162 IV=22.1% +2.7 C2 564 x $0.21 - $0.22 x 780 C2 Vega=$9491 AAPL=189.69 Ref
  425. SWEEP DETECTED:
    >>2020 FSR Dec23 2.0 Puts $0.07 (CboeTheo=0.06)  ASK  [MULTI] 12:31:17.747 IV=131.7% +2.7 MPRL 389 x $0.06 - $0.07 x 649 C2  OPENING   SSR   52WeekLow  Vega=$320 FSR=3.00 Ref
  426. SWEEP DETECTED:
    >>2000 LTHM Dec23 12.0 Puts $0.248 (CboeTheo=0.23)  ASK  [MULTI] 12:31:26.381 IV=57.6% -2.1 BZX 7 x $0.20 - $0.25 x 160 EDGX  OPENING  Vega=$2098 LTHM=13.59 Ref
  427. SWEEP DETECTED:
    >>Bearish Delta Impact 520 VTSI May24 10.0 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 12:32:02.591 IV=60.7% -2.2 ARCA 74 x $0.30 - $0.35 x 16 EDGX  OPENING 
    Delta=23%, EST. IMPACT = 12k Shares ($77k) To Sell VTSI=6.36 Ref
  428. >>2000 WW Jan24 10.0 Calls $0.23 (CboeTheo=0.26)  MID  PHLX 12:32:13.868 IV=92.3% +0.7 C2 595 x $0.20 - $0.25 x 758 PHLX  AUCTION  Vega=$1526 WW=6.58 Ref
  429. >>3000 UBER Dec23 52.5 Calls $3.30 (CboeTheo=3.30)  BID  BOX 12:33:41.209 IV=33.9% +0.6 GEMX 9 x $3.30 - $3.35 x 651 PHLX  SPREAD/FLOOR   52WeekHigh  Vega=$17k UBER=54.44 Ref
  430. >>3000 UBER Dec23 55.0 Calls $1.89 (CboeTheo=1.89)  BID  BOX 12:33:41.209 IV=33.3% +0.5 MPRL 17 x $1.89 - $1.90 x 25 MPRL  SPREAD/FLOOR   52WeekHigh  Vega=$18k UBER=54.44 Ref
  431. >>2700 INTC Sep24 35.0 Puts $1.91 (CboeTheo=1.87)  ASK  PHLX 12:35:25.698 IV=36.9% +1.4 EMLD 133 x $1.85 - $1.91 x 157 CBOE  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$30k INTC=42.41 Ref
  432. SWEEP DETECTED:
    >>5000 INTC Nov23 24th 44.0 Calls $0.28 (CboeTheo=0.27)  ASK  [MULTI] 12:39:49.646 IV=31.7% -0.7 C2 28 x $0.27 - $0.28 x 1737 C2  ISO - OPENING   52WeekHigh  Vega=$9990 INTC=42.47 Ref
  433. SWEEP DETECTED:
    >>2998 AAPL Dec24 270 Calls $1.38 (CboeTheo=1.41)  BID  [MULTI] 12:40:02.117 IV=19.3% +0.0 BZX 263 x $1.38 - $1.43 x 14 ARCA  ISO - OPENING  Vega=$98k AAPL=189.82 Ref
  434. SWEEP DETECTED:
    >>2208 AAPL Dec24 270 Calls $1.36 (CboeTheo=1.40)  BID  [MULTI] 12:40:51.110 IV=19.2% -0.0 MPRL 29 x $1.36 - $1.41 x 244 GEMX  ISO - OPENING  Vega=$72k AAPL=189.88 Ref
  435. >>3000 KSS Dec23 20.0 Puts $0.63 (CboeTheo=0.66)  BID  AMEX 12:41:20.089 IV=76.8% -6.7 EDGX 135 x $0.63 - $0.67 x 210 EDGX  CROSS  Vega=$5569 KSS=23.85 Ref
  436. >>4000 AI Jan24 30.0 Puts $4.40 (CboeTheo=4.42)  BID  AMEX 12:41:37.986 IV=76.8% +0.3 EDGX 418 x $4.40 - $4.45 x 5 MPRL  SPREAD/FLOOR  Vega=$19k AI=28.88 Ref
  437. >>4000 AI Jan24 30.0 Calls $3.20 (CboeTheo=3.14)  ASK  AMEX 12:41:37.987 IV=78.4% +2.0 EDGX 573 x $3.10 - $3.20 x 211 EDGX  SPREAD/FLOOR  Vega=$19k AI=28.88 Ref
  438. >>5000 AI Jan24 30.0 Puts $4.40 (CboeTheo=4.41)  BID  AMEX 12:41:50.079 IV=76.8% +0.3 EDGX 255 x $4.40 - $4.45 x 10 MIAX  SPREAD/CROSS  Vega=$24k AI=28.88 Ref
  439. >>5000 AI Jan24 30.0 Calls $3.16 (CboeTheo=3.14)  ASK  AMEX 12:41:50.079 IV=77.5% +1.1 EDGX 584 x $3.10 - $3.20 x 79 EDGX  SPREAD/CROSS  Vega=$24k AI=28.88 Ref
  440. >>Market Color SU - Bullish option flow detected in Suncor (32.09 -1.27) with 5,200 calls trading (3x expected) and implied vol increasing almost 2 points to 27.02%. . The Put/Call Ratio is 0.53. Earnings are expected on 02/21. [SU 32.09 -1.27 Ref, IV=27.0% +1.5] #Bullish
  441. >>5000 PTON Jan24 10.0 Calls $0.06 (CboeTheo=0.05)  ASK  ARCA 12:45:54.663 IV=93.3% +6.6 EMLD 2961 x $0.04 - $0.06 x 523 EDGX  CROSS  Vega=$1590 PTON=5.24 Ref
  442. SWEEP DETECTED:
    >>2000 CCJ Dec23 40.0 Puts $0.50 (CboeTheo=0.48)  BID  [MULTI] 12:46:54.406 IV=38.6% +0.9 ARCA 50 x $0.50 - $0.51 x 515 PHLX Vega=$6617 CCJ=43.77 Ref
  443. SWEEP DETECTED:
    >>5878 NCLH Dec23 17.0 Calls $0.14 (CboeTheo=0.15)  BID  [MULTI] 12:47:05.220 IV=47.5% +0.5 EMLD 455 x $0.14 - $0.15 x 263 EMLD Vega=$5648 NCLH=14.57 Ref
  444. >>2500 CHS May24 7.0 Puts $0.20 (CboeTheo=0.48)  ASK  BOX 12:48:47.208 IV=10.5% -11.8 BXO 0 x $0.00 - $0.20 x 1 BXO  FLOOR - OPENING  Vega=$4804 CHS=7.47 Ref
  445. >>5275 GOGO Mar24 10.0 Puts $0.85 (CboeTheo=0.81)  ASK  MIAX 12:48:48.951 IV=46.2% +1.6 NOM 15 x $0.80 - $0.85 x 37 NOM  COB/AUCTION - OPENING  Vega=$12k GOGO=10.29 Ref
  446. >>5275 GOGO Nov23 11.0 Puts $0.66 (CboeTheo=0.92)  BID  MIAX 12:48:48.951 MPRL 18 x $0.65 - $0.75 x 24 BZX  COB/AUCTION  Vega=$0 GOGO=10.29 Ref
  447. >>2493 GOGO Nov23 11.0 Puts $0.65 (CboeTheo=0.92)  BID  MIAX 12:48:48.951 MPRL 18 x $0.65 - $0.75 x 24 BZX  COB/AUCTION  Vega=$0 GOGO=10.29 Ref
  448. >>2493 GOGO Mar24 10.0 Puts $0.85 (CboeTheo=0.81)  ASK  MIAX 12:48:48.951 IV=46.2% +1.6 NOM 15 x $0.80 - $0.85 x 37 NOM  COB/AUCTION - OPENING  Vega=$5608 GOGO=10.29 Ref
  449. >>Unusual Volume KMI - 3x market weighted volume: 25.3k = 41.8k projected vs 12.4k adv, 88% calls, 5% of OI [KMI 16.70 -0.23 Ref, IV=17.9% +0.5]
  450. SPLIT TICKET:
    >>1000 SPX Dec23 3500 Puts $1.15 (CboeTheo=1.11)  MID  [CBOE] 12:52:43.476 IV=37.9% +0.6 CBOE 3646 x $1.10 - $1.20 x 4271 CBOE  FLOOR  Vega=$27k SPX=4514.42 Fwd
  451. >>2500 AAL May24 11.0 Puts $0.76 (CboeTheo=0.76)  MID  PHLX 12:53:38.056 IV=43.4% -0.3 GEMX 253 x $0.74 - $0.77 x 233 C2  SPREAD/CROSS/TIED  Vega=$7299 AAL=12.29 Ref
  452. >>Unusual Volume CHGG - 3x market weighted volume: 5157 = 8430 projected vs 2700 adv, 86% puts, 6% of OI [CHGG 10.32 -0.17 Ref, IV=47.1% -1.1]
  453. >>2500 AAL Jan24 14.0 Calls $0.25 (CboeTheo=0.26)  BID  AMEX 12:57:25.672 IV=36.6% +0.4 MPRL 45 x $0.25 - $0.26 x 262 GEMX  CROSS  Vega=$4058 AAL=12.29 Ref
  454. >>2332 MU Dec23 1st 75.0 Calls $3.35 (CboeTheo=3.31)  ASK  BOX 12:57:51.294 IV=30.0% +0.8 CBOE 420 x $3.25 - $3.35 x 28 BOX  SPREAD/FLOOR  Vega=$13k MU=77.31 Ref
  455. >>2332 MU Dec23 22nd 77.0 Calls $3.60 (CboeTheo=3.66)  BID  BOX 12:57:51.294 IV=33.1% -0.6 MIAX 147 x $3.60 - $3.70 x 25 BOX  SPREAD/FLOOR - OPENING  Vega=$22k MU=77.31 Ref
  456. SPLIT TICKET:
    >>1000 VIX Dec23 20th 40.0 Calls $0.12 (CboeTheo=0.12)  MID  [CBOE] 12:58:59.707 IV=163.9% +2.4 CBOE 554 x $0.11 - $0.13 x 11k CBOE Vega=$450 VIX=15.25 Fwd
  457. SPLIT TICKET:
    >>2398 COF Feb24 100 Puts $4.18 (CboeTheo=4.01)  ASK  [BOX] 12:59:50.130 IV=31.6% +0.2 ARCA 203 x $4.10 - $4.20 x 180 MPRL  FLOOR - OPENING  Vega=$46k COF=104.55 Ref
  458. SWEEP DETECTED:
    >>4716 AAPL Nov23 24th 177.5 Puts $0.11 (CboeTheo=0.10)  MID  [MULTI] 13:00:05.376 IV=25.8% +3.3 ARCA 56 x $0.10 - $0.11 x 2009 C2 Vega=$12k AAPL=189.75 Ref
  459. SWEEP DETECTED:
    >>2232 AAPL Nov23 24th 180 Puts $0.14 (CboeTheo=0.14)  ASK  [MULTI] 13:00:05.376 IV=22.4% +2.6 C2 1022 x $0.13 - $0.14 x 1539 C2 Vega=$7126 AAPL=189.75 Ref
  460. SWEEP DETECTED:
    >>2403 AAPL Nov23 24th 177.5 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 13:00:05.378 IV=25.8% +3.3 NOM 423 x $0.10 - $0.11 x 1513 CBOE Vega=$5892 AAPL=189.74 Ref
  461. >>4250 INTC Mar24 36.0 Calls $8.26 (CboeTheo=8.31)  BID  ARCA 13:00:22.741 IV=36.2% +1.2 EDGX 569 x $8.25 - $8.35 x 715 CBOE  CROSS   52WeekHigh  Vega=$25k INTC=42.94 Ref
  462. SWEEP DETECTED:
    >>Bearish Delta Impact 721 CSTM Jan24 18.0 Calls $0.90 (CboeTheo=0.96)  BID  [MULTI] 13:00:40.907 IV=31.0% -2.8 MIAX 118 x $0.90 - $1.00 x 44 C2  ISO 
    Delta=52%, EST. IMPACT = 37k Shares ($665k) To Sell CSTM=17.79 Ref
  463. >>3605 BABA Jan24 75.0 Puts $2.55 (CboeTheo=2.56)  ASK  EDGX 13:01:38.405 IV=33.0% -5.5 MPRL 178 x $2.52 - $2.55 x 3605 EDGX  Post-Earnings / SSR  Vega=$43k BABA=79.03 Ref
  464. SPLIT TICKET:
    >>3635 BABA Jan24 75.0 Puts $2.55 (CboeTheo=2.56)  ASK  [EDGX] 13:01:38.400 IV=33.0% -5.5 NOM 30 x $2.52 - $2.55 x 3620 EDGX  Post-Earnings / SSR  Vega=$43k BABA=79.04 Ref
  465. >>3000 ZIM Jan25 12.5 Puts $5.31 (CboeTheo=5.65)  BID  AMEX 13:05:02.781 IV=39.7% -17.9 AMEX 1293 x $5.25 - $5.70 x 1 NOM  CROSS   SSR  Vega=$2874 ZIM=7.21 Ref
  466. >>5000 INTC Mar24 30.0 Puts $0.24 (CboeTheo=0.25)  BID  PHLX 13:05:07.952 IV=42.7% +2.4 BZX 49 x $0.24 - $0.25 x 790 C2  SPREAD/CROSS/TIED   52WeekHigh  Vega=$13k INTC=42.91 Ref
  467. SWEEP DETECTED:
    >>Bearish Delta Impact 514 CARS Dec23 20.0 Puts $0.85 (CboeTheo=0.75)  ASK  [MULTI] 13:05:21.688 IV=37.7% +5.6 EDGX 73 x $0.70 - $0.85 x 311 PHLX  ISO - OPENING 
    Delta=-49%, EST. IMPACT = 25k Shares ($496k) To Sell CARS=19.87 Ref
  468. >>5927 KMI Dec23 1st 17.5 Calls $0.04 (CboeTheo=0.03)  ASK  ISE 13:05:30.809 IV=19.1% +3.2 C2 1014 x $0.02 - $0.04 x 1950 EMLD  SPREAD/CROSS  Vega=$4314 KMI=16.70 Ref
  469. >>5927 KMI Dec23 8th 17.0 Calls $0.17 (CboeTheo=0.17)  MID  ISE 13:05:30.809 IV=16.9% +0.2 PHLX 144 x $0.16 - $0.19 x 91 PHLX  SPREAD/CROSS - OPENING  Vega=$9193 KMI=16.70 Ref
  470. >>5927 KMI Dec23 1st 17.5 Calls $0.05 (CboeTheo=0.03)  Above Ask!  PHLX 13:05:31.650 IV=20.5% +4.6 C2 1014 x $0.02 - $0.04 x 1950 EMLD  SPREAD/CROSS  Vega=$4679 KMI=16.70 Ref
  471. >>5927 KMI Dec23 8th 17.0 Calls $0.17 (CboeTheo=0.17)  MID  PHLX 13:05:31.650 IV=16.9% +0.2 PHLX 144 x $0.16 - $0.19 x 91 PHLX  SPREAD/CROSS - OPENING  Vega=$9193 KMI=16.70 Ref
  472. SWEEP DETECTED:
    >>2451 AAPL Dec23 1st 170 Puts $0.14 (CboeTheo=0.13)  ASK  [MULTI] 13:06:53.738 IV=29.9% +2.7 C2 1002 x $0.13 - $0.14 x 561 C2 Vega=$6954 AAPL=189.69 Ref
  473. SWEEP DETECTED:
    >>Bearish Delta Impact 3353 CHGG Dec23 10.0 Puts $0.45 (CboeTheo=0.37)  ASK  [MULTI] 13:09:23.729 IV=53.3% +5.8 C2 307 x $0.35 - $0.45 x 1113 PHLX  ISO - OPENING 
    Delta=-38%, EST. IMPACT = 128k Shares ($1.32m) To Sell CHGG=10.32 Ref
  474. >>6000 META Dec23 300 Puts $1.67 (CboeTheo=1.66)  ASK  AMEX 13:12:53.036 IV=31.3% +0.1 MPRL 63 x $1.65 - $1.67 x 47 MPRL  SPREAD/CROSS  Vega=$110k META=331.19 Ref
  475. >>6000 META Dec23 300 Calls $34.16 (CboeTheo=34.21)  BID  AMEX 13:12:53.036 IV=31.0% -0.3 BZX 33 x $34.00 - $34.35 x 25 EDGX  SPREAD/CROSS - OPENING  Vega=$108k META=331.19 Ref
  476. >>5000 META Dec23 300 Calls $34.16 (CboeTheo=34.20)  BID  AMEX 13:12:55.035 IV=31.1% -0.2 BZX 33 x $34.00 - $34.35 x 25 EDGX  SPREAD/CROSS - OPENING  Vega=$90k META=331.18 Ref
  477. >>5000 META Dec23 300 Puts $1.67 (CboeTheo=1.66)  ASK  AMEX 13:12:55.035 IV=31.3% +0.1 MPRL 63 x $1.65 - $1.67 x 47 MPRL  SPREAD/CROSS  Vega=$92k META=331.18 Ref
  478. SWEEP DETECTED:
    >>2962 PYPL Feb24 80.0 Calls $0.321 (CboeTheo=0.33)  MID  [MULTI] 13:13:04.213 IV=40.7% +1.4 MIAX 226 x $0.32 - $0.34 x 275 EMLD  OPENING  Vega=$11k PYPL=56.84 Ref
  479. SWEEP DETECTED:
    >>2548 DOW Dec23 45.0 Puts $0.13 (CboeTheo=0.13)  ASK  [MULTI] 13:14:24.363 IV=28.6% -0.1 EDGX 1 x $0.12 - $0.13 x 367 AMEX Vega=$5057 DOW=51.03 Ref
  480. >>3000 COMM Nov23 1.5 Calls $0.20 (CboeTheo=0.26)  BID  BOX 13:14:39.792 PHLX 1958 x $0.15 - $0.30 x 40 BZX  FLOOR  Vega=$0 COMM=1.75 Ref
  481. >>Market Color IMGN - Bullish option flow detected in ImmunoGen (15.70 +0.06) with 5,971 calls trading (1.8x expected) and implied vol increasing over 19 points to 99.01%. . The Put/Call Ratio is 0.02. Earnings are expected on 02/28. [IMGN 15.70 +0.06 Ref, IV=99.0% +19.4] #Bullish
  482. SPLIT TICKET:
    >>1017 SPX Dec23 4750 Calls $2.60 (CboeTheo=2.51)  ASK  [CBOE] 13:15:28.935 IV=10.8% +0.1 CBOE 1610 x $2.50 - $2.60 x 541 CBOE Vega=$142k SPX=4511.22 Fwd
  483. >>5000 INTC Dec23 1st 40.0 Puts $0.20 (CboeTheo=0.20)  BID  CBOE 13:20:17.487 IV=31.3% +3.5 C2 121 x $0.20 - $0.21 x 490 C2  AUCTION - OPENING   52WeekHigh  Vega=$9864 INTC=42.67 Ref
  484. SWEEP DETECTED:
    >>4999 INTC Dec23 1st 40.0 Puts $0.20 (CboeTheo=0.20)  ASK  [MULTI] 13:20:36.980 IV=31.9% +4.0 C2 489 x $0.19 - $0.20 x 2356 C2  OPENING   52WeekHigh  Vega=$9781 INTC=42.74 Ref
  485. >>2000 MPC Dec23 160 Calls $0.49 (CboeTheo=0.54)  BID  PHLX 13:24:55.691 IV=26.9% +0.7 BOX 83 x $0.49 - $0.52 x 102 C2  SPREAD/CROSS/TIED - OPENING  Vega=$15k MPC=143.97 Ref
  486. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 ZION Jan24 35.0 Puts $2.115 (CboeTheo=2.17)  BID  [MULTI] 13:24:58.797 IV=42.1% -1.8 CBOE 210 x $2.10 - $2.20 x 16 BOX  AUCTION 
    Delta=-43%, EST. IMPACT = 85k Shares ($3.01m) To Buy ZION=35.37 Ref
  487. SWEEP DETECTED:
    >>Bullish Delta Impact 2132 ZION Jan24 37.5 Calls $1.75 (CboeTheo=1.70)  ASK  [MULTI] 13:25:22.303 IV=40.5% +0.1 BXO 72 x $1.65 - $1.75 x 268 GEMX
    Delta=43%, EST. IMPACT = 92k Shares ($3.27m) To Buy ZION=35.52 Ref
  488. SWEEP DETECTED:
    >>5000 INTC Dec23 1st 40.0 Puts $0.21 (CboeTheo=0.21)  ASK  [MULTI] 13:26:54.524 IV=31.9% +4.1 MPRL 20 x $0.20 - $0.21 x 1928 C2  ISO - OPENING   52WeekHigh  Vega=$10k INTC=42.69 Ref
  489. >>7095 RTX Jan24 85.0 Calls $1.07 (CboeTheo=1.10)  BID  MIAX 13:28:27.639 IV=18.1% -0.3 PHLX 77 x $1.06 - $1.15 x 230 MPRL  ISO/AUCTION  Vega=$83k RTX=80.48 Ref
  490. SWEEP DETECTED:
    >>Bearish Delta Impact 12500 RTX Jan24 85.0 Calls $1.08 (CboeTheo=1.12)  Below Bid!  [MULTI] 13:28:26.961 IV=18.2% -0.2 CBOE 117 x $1.10 - $1.14 x 48 PHLX  ISO 
    Delta=30%, EST. IMPACT = 371k Shares ($29.9m) To Sell RTX=80.56 Ref
  491. >>2500 SAVE Feb24 20.0 Calls $1.75 (CboeTheo=1.83)  BID  AMEX 13:28:56.972 IV=173.8% -1.9 ARCA 5 x $1.75 - $1.91 x 19 NOM  SPREAD/CROSS  Vega=$5237 SAVE=10.51 Ref
  492. >>2500 SAVE Feb24 7.5 Puts $2.65 (CboeTheo=2.19)  ASK  AMEX 13:28:56.972 IV=242.6% +36.2 PHLX 1259 x $0.40 - $3.40 x 709 PHLX  SPREAD/CROSS  Vega=$3545 SAVE=10.51 Ref
  493. >>Market Color CVNA - Bearish flow noted in Carvana (31.28 -2.88) with 47,415 puts trading, or 2x expected. The Put/Call Ratio is 1.71, while ATM IV is up over 7 points on the day. Earnings are expected on 02/22. [CVNA 31.28 -2.88 Ref, IV=101.0% +7.4] #Bearish
  494. SWEEP DETECTED:
    >>7920 PLUG Nov23 4.0 Puts $0.09 (CboeTheo=0.07)  ASK  [MULTI] 13:30:54.746 IV=135.7% +1.1 BZX 626 x $0.08 - $0.09 x 1243 C2  OPENING  Vega=$689 PLUG=4.07 Ref
  495. >>Unusual Volume GPS - 3x market weighted volume: 16.1k = 24.0k projected vs 7821 adv, 51% puts, 7% of OI  Pre-Earnings  [GPS 13.60 -0.47 Ref, IV=54.8% +0.3]
  496. SWEEP DETECTED:
    >>3045 PLUG Dec23 4.5 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 13:34:29.735 IV=92.9% +1.3 EMLD 4665 x $0.23 - $0.25 x 19 MPRL  OPENING  Vega=$1327 PLUG=4.04 Ref
  497. >>Unusual Volume OMF - 4x market weighted volume: 5055 = 7450 projected vs 1759 adv, 88% puts, 9% of OI [OMF 38.07 -0.94 Ref, IV=27.3% +0.0]
  498. >>3000 META Jan24 200 Puts $0.13 (CboeTheo=0.12)  ASK  PHLX 13:36:09.892 IV=50.7% +0.5 PHLX 122 x $0.11 - $0.13 x 159 C2  SPREAD/CROSS/TIED  Vega=$6925 META=332.03 Ref
  499. SWEEP DETECTED:
    >>2055 INTC Jan24 39.0 Puts $0.69 (CboeTheo=0.70)  BID  [MULTI] 13:36:39.306 IV=31.7% +2.0 EMLD 414 x $0.69 - $0.70 x 667 NOM  52WeekHigh  Vega=$11k INTC=42.77 Ref
  500. SWEEP DETECTED:
    >>3000 AAPL Dec23 160 Puts $0.19 (CboeTheo=0.19)  BID  [MULTI] 13:36:47.386 IV=32.6% +1.6 EMLD 856 x $0.19 - $0.20 x 706 C2 Vega=$11k AAPL=189.26 Ref
  501. SWEEP DETECTED:
    >>2320 M Nov23 24th 14.5 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 13:36:52.247 IV=61.3% -54.5 EMLD 24 x $0.09 - $0.10 x 1232 EMLD  ISO - OPENING   Post-Earnings  Vega=$1136 M=13.19 Ref
  502. SWEEP DETECTED:
    >>2000 F Nov23 24th 10.5 Calls $0.09 (CboeTheo=0.07)  ASK  [MULTI] 13:38:56.368 IV=32.0% +5.9 MEMX 100 x $0.08 - $0.09 x 1817 EDGX Vega=$1062 F=10.21 Ref
  503. >>1500 SPXW Nov23 24th 4315 Puts $1.30 (CboeTheo=1.33)  MID  CBOE 13:39:27.265 IV=15.7% +0.2 CBOE 749 x $1.25 - $1.35 x 181 CBOE  FLOOR - OPENING  Vega=$79k SPX=4504.60 Fwd
  504. SPLIT TICKET:
    >>3396 SPXW Nov23 24th 4315 Puts $1.30 (CboeTheo=1.33)  MID  [CBOE] 13:39:27.265 IV=15.7% +0.2 CBOE 749 x $1.25 - $1.35 x 181 CBOE  FLOOR - OPENING  Vega=$180k SPX=4504.60 Fwd
  505. SWEEP DETECTED:
    >>4443 PFE Nov23 30.0 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 13:39:58.742 IV=27.7% -0.2 C2 1016 x $0.04 - $0.05 x 633 C2 Vega=$1849 PFE=29.55 Ref
  506. >>4390 AAPL Nov23 185 Calls $4.40 (CboeTheo=4.42)  BID  BOX 13:40:25.017 IV=27.1% +6.0 BOX 158 x $4.40 - $4.45 x 130 C2  COB  Vega=$5782 AAPL=189.31 Ref
  507. >>4390 AAPL Nov23 24th 185 Calls $5.00 (CboeTheo=5.04)  BID  BOX 13:40:25.017 IV=17.7% +2.0 C2 168 x $5.00 - $5.05 x 87 BOX  COB  Vega=$33k AAPL=189.31 Ref
  508. >>2000 ZTO Nov23 25.0 Calls $0.12 (CboeTheo=0.13)  ASK  ARCA 13:41:44.791 IV=94.5% +30.9 ARCA 231 x $0.05 - $0.15 x 139 PHLX  CROSS - OPENING   Pre-Earnings  Vega=$699 ZTO=23.84 Ref
  509. >>2000 INMD Nov23 25.0 Puts $3.70 (CboeTheo=3.42)  MID  PHLX 13:43:21.822 IV=267.6% +144.6 PHLX 114 x $3.20 - $4.20 x 339 PHLX  SPREAD/FLOOR  Vega=$627 INMD=21.61 Ref
  510. >>2000 CSCO Jan25 47.5 Calls $4.80 (CboeTheo=4.73)  ASK  PHLX 13:45:09.502 IV=22.7% -2.0 ARCA 1 x $4.75 - $4.80 x 21 PHLX  SPREAD/CROSS/TIED   Post-Earnings / SSR  Vega=$38k CSCO=47.11 Ref
  511. SWEEP DETECTED:
    >>2250 GPS Nov23 12.5 Puts $0.23 (CboeTheo=0.21)  ASK  [MULTI] 13:47:13.946 IV=219.5% +44.1 C2 766 x $0.21 - $0.23 x 575 EDGX  ISO - OPENING   Pre-Earnings  Vega=$510 GPS=13.59 Ref
  512. SWEEP DETECTED:
    >>2032 INTC Apr24 38.0 Puts $1.51 (CboeTheo=1.51)  ASK  [MULTI] 13:47:36.152 IV=35.2% +1.7 MPRL 27 x $1.50 - $1.51 x 426 GEMX  52WeekHigh  Vega=$18k INTC=42.90 Ref
  513. SWEEP DETECTED:
    >>Bearish Delta Impact 3059 LYV Mar24 82.5 Puts $3.10 (CboeTheo=2.99)  ASK  [MULTI] 13:48:19.470 IV=33.0% +0.7 BOX 135 x $2.90 - $3.10 x 638 CBOE  OPENING 
    Delta=-27%, EST. IMPACT = 84k Shares ($7.51m) To Sell LYV=89.44 Ref
  514. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 MAXN Dec23 5.0 Puts $0.45 (CboeTheo=0.38)  ASK  [MULTI] 13:48:28.708 IV=106.3% -46.2 PHLX 2436 x $0.35 - $0.45 x 248 PHLX  OPENING   Post-Earnings / SSR   52WeekLow 
    Delta=-35%, EST. IMPACT = 70k Shares ($374k) To Sell MAXN=5.33 Ref
  515. >>2799 GT Dec23 1st 13.5 Calls $0.75 (CboeTheo=0.79)  BID  BOX 13:49:01.545 IV=34.2% -5.5 EDGX 164 x $0.75 - $0.85 x 53 EDGX  FLOOR  Vega=$2595 GT=14.09 Ref
  516. SPLIT TICKET:
    >>3499 GT Dec23 1st 13.5 Calls $0.76 (CboeTheo=0.79)  BID  [BOX] 13:49:01.545 IV=39.5% -0.2 EDGX 164 x $0.75 - $0.85 x 53 EDGX  FLOOR  Vega=$3396 GT=14.09 Ref
  517. >>2500 F Dec23 10.0 Puts $0.24 (CboeTheo=0.23)  ASK  NOM 13:49:52.929 IV=30.0% -0.6 EMLD 9223 x $0.23 - $0.24 x 80 MPRL Vega=$2741 F=10.19 Ref
  518. SWEEP DETECTED:
    >>2506 F Dec23 10.0 Puts $0.24 (CboeTheo=0.23)  ASK  [MULTI] 13:49:52.929 IV=30.0% -0.6 EMLD 9223 x $0.23 - $0.24 x 80 MPRL Vega=$2748 F=10.19 Ref
  519. SWEEP DETECTED:
    >>3751 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 13:50:19.289 IV=46.5% -4.0 MPRL 48 x $0.08 - $0.10 x 163 EMLD  SSR  Vega=$2128 NU=7.83 Ref
  520. >>2190 OMF Feb24 40.0 Puts $3.85 (CboeTheo=3.56)  ASK  BOX 13:50:26.604 IV=36.6% +4.0 PHLX 278 x $3.50 - $3.90 x 31 BOX  SPREAD/FLOOR - OPENING  Vega=$16k OMF=38.07 Ref
  521. >>2190 OMF Nov23 40.0 Puts $1.85 (CboeTheo=2.09)  BID  BOX 13:50:26.604 BOX 31 x $1.85 - $2.00 x 11 BOX  SPREAD/FLOOR  Vega=$0 OMF=38.07 Ref
  522. >>6355 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.10)  MID  CBOE 13:50:37.449 IV=46.6% -3.8 MIAX 79 x $0.08 - $0.11 x 413 MIAX  AUCTION   SSR  Vega=$3601 NU=7.83 Ref
  523. SPLIT TICKET:
    >>6405 NU Dec23 7.0 Puts $0.10 (CboeTheo=0.10)  MID  [CBOE] 13:50:37.449 IV=46.6% -3.8 MIAX 79 x $0.08 - $0.11 x 413 MIAX  AUCTION   SSR  Vega=$3629 NU=7.83 Ref
  524. SWEEP DETECTED:
    >>7732 NU Dec23 7.0 Puts $0.11 (CboeTheo=0.10)  ASK  [MULTI] 13:52:20.476 IV=48.6% -1.8 C2 172 x $0.08 - $0.11 x 693 MIAX  SSR  Vega=$4492 NU=7.84 Ref
  525. >>8000 SOFI Dec23 6.0 Puts $0.21 (CboeTheo=0.21)  BID  PHLX 13:54:15.206 IV=68.7% +3.6 EMLD 6516 x $0.21 - $0.22 x 727 EMLD  SPREAD/CROSS/TIED  Vega=$4785 SOFI=6.70 Ref
  526. >>3000 INTC Jan25 35.0 Puts $2.35 (CboeTheo=2.32)  ASK  PHLX 13:55:25.514 IV=36.6% +1.0 CBOE 9 x $2.29 - $2.35 x 17 BOX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$39k INTC=42.98 Ref
  527. >>2664 SNY Dec23 50.0 Calls $0.20 (CboeTheo=0.24)  MID  PHLX 13:59:07.746 IV=23.6% -5.1 EDGX 2 x $0.15 - $0.25 x 2 GEMX  FLOOR - OPENING  Vega=$7660 SNY=46.05 Ref
  528. SPLIT TICKET:
    >>4439 SNY Dec23 50.0 Calls $0.22 (CboeTheo=0.24)  ASK  [PHLX] 13:59:07.746 IV=23.6% -5.1 EDGX 2 x $0.15 - $0.25 x 2 GEMX  FLOOR - OPENING  Vega=$13k SNY=46.05 Ref
  529. >>Market Color NU - Bearish flow noted in Nu Holdings (7.83 -0.33) with 37,004 puts trading, or 5x expected. The Put/Call Ratio is 2.56, while ATM IV is up over 1 point on the day. Earnings are expected on 02/13. [NU 7.83 -0.33 Ref, IV=38.4% +1.2] #Bearish
  530. >>3500 NCLH Mar24 13.0 Puts $0.85 (CboeTheo=0.86)  BID  PHLX 14:02:04.505 IV=51.1% +0.7 EMLD 266 x $0.85 - $0.87 x 334 BOX  TIED/FLOOR  Vega=$9808 NCLH=14.60 Ref
  531. SWEEP DETECTED:
    >>2500 INTC Nov23 24th 45.0 Calls $0.24 (CboeTheo=0.24)  ASK  [MULTI] 14:02:36.822 IV=34.4% -1.6 C2 4592 x $0.23 - $0.24 x 487 C2  OPENING   52WeekHigh  Vega=$4537 INTC=42.99 Ref
  532. >>2000 QSR Apr24 77.5 Calls $1.26 (CboeTheo=1.30)  BID  BOX 14:04:28.158 IV=18.9% -0.2 PHLX 88 x $1.20 - $1.40 x 63 PHLX  SPREAD/FLOOR - OPENING  Vega=$30k QSR=70.50 Ref
  533. >>2000 QSR Nov23 70.0 Calls $0.75 (CboeTheo=0.62)  ASK  BOX 14:04:28.158 IV=31.4% +4.5 PHLX 52 x $0.60 - $0.75 x 51 MIAX  SPREAD/FLOOR  Vega=$2842 QSR=70.50 Ref
  534. >>Unusual Volume SU - 3x market weighted volume: 10.7k = 14.9k projected vs 4935 adv, 70% calls, 4% of OI [SU 32.45 -0.91 Ref, IV=26.3% +0.8]
  535. >>5000 FSR Feb24 2.0 Puts $0.27 (CboeTheo=0.25)  ASK  BOX 14:16:22.076 IV=121.9% +6.2 BZX 54 x $0.21 - $0.27 x 570 EDGX  FLOOR - OPENING   SSR   52WeekLow  Vega=$1939 FSR=2.92 Ref
  536. SWEEP DETECTED:
    >>Bullish Delta Impact 600 GIII Dec23 25.0 Puts $0.95 (CboeTheo=1.01)  BID  [MULTI] 14:16:30.674 IV=62.0% -3.2 BOX 64 x $0.95 - $1.15 x 30 PHLX
    Delta=-29%, EST. IMPACT = 18k Shares ($474k) To Buy GIII=27.02 Ref
  537. SWEEP DETECTED:
    >>2338 SOFI Jan24 6.0 Puts $0.42 (CboeTheo=0.41)  ASK  [MULTI] 14:16:36.866 IV=69.4% +3.4 EMLD 720 x $0.41 - $0.42 x 74 NOM Vega=$2254 SOFI=6.67 Ref
  538. SWEEP DETECTED:
    >>3413 BAC Dec23 8th 28.0 Puts $0.23 (CboeTheo=0.22)  ASK  [MULTI] 14:16:54.479 IV=24.5% -0.5 EMLD 1135 x $0.22 - $0.23 x 4322 EMLD  OPENING  Vega=$7371 BAC=29.43 Ref
  539. SWEEP DETECTED:
    >>4850 AAPL Nov23 185 Puts $0.079 (CboeTheo=0.10)  MID  [MULTI] 14:17:31.199 IV=27.8% +7.1 C2 1726 x $0.07 - $0.08 x 1157 EMLD  AUCTION  Vega=$6000 AAPL=189.44 Ref
  540. SPLIT TICKET:
    >>1820 RUT Dec23 1550 Puts $2.20 (CboeTheo=2.13)  ASK  [CBOE] 14:19:45.874 IV=28.2% -1.2 CBOE 242 x $2.05 - $2.20 x 36 CBOE  LATE  Vega=$79k RUT=1777.82 Fwd
  541. >>2000 LEGN Jan24 70.0 Calls $2.95 (CboeTheo=2.83)  ASK  BOX 14:22:43.160 IV=46.1% +0.2 PHLX 1 x $2.65 - $2.95 x 5 NOM  SPREAD/FLOOR  Vega=$21k LEGN=64.11 Ref
  542. SWEEP DETECTED:
    >>Bullish Delta Impact 1700 HA Apr24 4.0 Calls $1.20 (CboeTheo=1.16)  ASK  [MULTI] 14:25:52.994 IV=86.4% +2.1 C2 50 x $1.10 - $1.20 x 64 BOX  OPENING 
    Delta=69%, EST. IMPACT = 117k Shares ($517k) To Buy HA=4.41 Ref
  543. >>5072 TGT Jan24 140 Calls $2.06 (CboeTheo=2.05)  MID  ARCA 14:26:15.985 IV=24.3% -0.8 MPRL 19 x $2.03 - $2.09 x 98 EDGX  FLOOR  Vega=$92k TGT=129.49 Ref
  544. SPLIT TICKET:
    >>6340 TGT Jan24 140 Calls $2.06 (CboeTheo=2.05)  MID  [ARCA] 14:26:15.984 IV=24.3% -0.8 MPRL 19 x $2.03 - $2.09 x 98 EDGX  FLOOR  Vega=$115k TGT=129.49 Ref
  545. SWEEP DETECTED:
    >>2138 AR Jan24 29.0 Calls $0.565 (CboeTheo=0.56)  Above Ask!  [MULTI] 14:27:08.244 IV=39.6% +1.5 BOX 247 x $0.53 - $0.56 x 8 BZX Vega=$7154 AR=25.25 Ref
  546. >>12500 VIX Feb24 14th 34.0 Calls $0.74 (CboeTheo=0.74)  MID  CBOE 14:29:11.849 IV=113.2% +0.6 CBOE 7011 x $0.72 - $0.76 x 4441 CBOE  LATE - OPENING  Vega=$28k VIX=17.38 Fwd
  547. >>2250 VIX Feb24 14th 17.0 Puts $2.16 (CboeTheo=2.16)  MID  CBOE 14:29:11.849 IV=70.1% +0.4 CBOE 2151 x $2.14 - $2.18 x 2594 CBOE  LATE  Vega=$7418 VIX=17.38 Fwd
  548. >>3900 VIX Dec23 20th 15.5 Calls $1.24 (CboeTheo=1.25)  BID  CBOE 14:29:11.849 IV=74.1% -0.4 CBOE 17 x $1.24 - $1.27 x 4587 CBOE  LATE  Vega=$7168 VIX=15.23 Fwd
  549. >>9000 VIX Dec23 20th 17.0 Calls $0.92 (CboeTheo=0.92)  MID  CBOE 14:29:11.909 IV=85.4% +0.5 CBOE 2058 x $0.91 - $0.93 x 5 CBOE  LATE  Vega=$16k VIX=15.23 Fwd
  550. >>1215 VIX Feb24 14th 17.0 Calls $2.50 (CboeTheo=2.53)  BID  CBOE 14:29:11.909 IV=69.2% -0.5 CBOE 5651 x $2.49 - $2.54 x 689 CBOE  LATE  Vega=$4007 VIX=17.38 Fwd
  551. >>3510 VIX Dec23 20th 15.5 Puts $1.53 (CboeTheo=1.53)  MID  CBOE 14:29:11.909 IV=75.0% +0.2 CBOE 20 x $1.51 - $1.55 x 17k CBOE  LATE  Vega=$6451 VIX=15.23 Fwd
  552. >>1000 VIX Dec23 20th 17.0 Calls $0.92 (CboeTheo=0.92)  MID  CBOE 14:29:11.980 IV=85.4% +0.5 CBOE 2058 x $0.91 - $0.93 x 5 CBOE  LATE  Vega=$1763 VIX=15.23 Fwd
  553. SPLIT TICKET:
    >>2250 VIX Feb24 14th 17.0 Calls $2.504 (CboeTheo=2.53)  BID  [CBOE] 14:29:11.909 IV=69.2% -0.5 CBOE 5651 x $2.49 - $2.54 x 689 CBOE  LATE  Vega=$7420 VIX=17.38 Fwd
  554. SPLIT TICKET:
    >>3900 VIX Dec23 20th 15.5 Puts $1.53 (CboeTheo=1.53)  MID  [CBOE] 14:29:11.909 IV=75.0% +0.2 CBOE 20 x $1.51 - $1.55 x 17k CBOE  LATE  Vega=$7167 VIX=15.23 Fwd
  555. SPLIT TICKET:
    >>10000 VIX Dec23 20th 17.0 Calls $0.92 (CboeTheo=0.92)  MID  [CBOE] 14:29:11.909 IV=85.4% +0.5 CBOE 2058 x $0.91 - $0.93 x 5 CBOE  LATE  Vega=$18k VIX=15.23 Fwd
  556. SWEEP DETECTED:
    >>2001 W Jan24 15.0 Puts $0.10 (CboeTheo=0.05)  ASK  [MULTI] 14:30:14.719 IV=130.6% +10.8 EDGX 275 x $0.03 - $0.10 x 439 EDGX Vega=$1027 W=45.75 Ref
  557. SWEEP DETECTED:
    >>3841 INTC Nov23 42.5 Calls $0.74 (CboeTheo=0.72)  ASK  [MULTI] 14:29:32.546 IV=47.3% +7.1 EDGX 1513 x $0.69 - $0.74 x 1794 CBOE  OPENING   52WeekHigh  Vega=$3217 INTC=43.01 Ref
  558. >>Unusual Volume AMAT - 3x market weighted volume: 58.4k = 76.5k projected vs 25.5k adv, 58% puts, 17% of OI  Pre-Earnings  [AMAT 156.72 +1.34 Ref, IV=33.6% +0.9]
  559. SWEEP DETECTED:
    >>2000 TSLA Dec23 8th 200 Puts $1.54 (CboeTheo=1.54)  Above Ask!  [MULTI] 14:30:49.266 IV=51.8% -0.4 C2 337 x $1.52 - $1.54 x 191 BOX Vega=$21k TSLA=232.23 Ref
  560. SWEEP DETECTED:
    >>3026 SNAP Dec23 12.0 Calls $0.64 (CboeTheo=0.63)  ASK  [MULTI] 14:30:52.720 IV=45.7% +0.1 C2 813 x $0.62 - $0.64 x 575 C2 Vega=$4070 SNAP=11.99 Ref
  561. SWEEP DETECTED:
    >>2614 SNAP Jan24 13.0 Calls $0.57 (CboeTheo=0.56)  ASK  [MULTI] 14:31:58.966 IV=44.5% +0.6 C2 537 x $0.56 - $0.57 x 560 GEMX Vega=$5091 SNAP=12.04 Ref
  562. >>3500 FSR Feb24 2.0 Puts $0.27 (CboeTheo=0.25)  ASK  BOX 14:32:36.202 IV=122.4% +6.7 PHLX 1302 x $0.22 - $0.29 x 102 BZX  LATE - OPENING   SSR   52WeekLow  Vega=$1357 FSR=2.92 Ref
  563. SWEEP DETECTED:
    >>2661 SNAP Dec23 13.0 Calls $0.31 (CboeTheo=0.29)  ASK  [MULTI] 14:32:44.962 IV=46.7% +1.2 C2 685 x $0.30 - $0.31 x 748 C2 Vega=$3255 SNAP=12.06 Ref
  564. SWEEP DETECTED:
    >>4541 SQ Nov23 59.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 14:32:59.196 IV=53.8% +2.3 EMLD 1131 x $0.02 - $0.03 x 903 EMLD  OPENING  Vega=$1018 SQ=55.85 Ref
  565. SPLIT TICKET:
    >>1000 XSP Dec23 29th 426 Puts $1.67 (CboeTheo=1.68)  ASK  [CBOE] 14:33:25.891 IV=15.9% -0.1 CBOE 243 x $1.66 - $1.67 x 672 CBOE Vega=$34k XSP=452.12 Fwd
  566. >>1000 XSP Dec23 29th 426 Puts $1.67 (CboeTheo=1.68)  MID  CBOE 14:34:33.042 IV=15.9% -0.1 CBOE 243 x $1.66 - $1.69 x 243 CBOE Vega=$34k XSP=452.12 Fwd
  567. >>7500 ZM Nov23 80.0 Puts $16.50 (CboeTheo=16.58)  BID  BOX 14:35:16.747 NOM 10 x $16.50 - $16.65 x 8 BOX  SPREAD/FLOOR  Vega=$0 ZM=63.42 Ref
  568. >>17500 ZM Nov23 75.0 Puts $11.55 (CboeTheo=11.59)  BID  BOX 14:35:16.747 BOX 9 x $11.50 - $11.65 x 8 BOX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=63.42 Ref
  569. >>2500 ZM Jan24 130 Puts $66.20 (CboeTheo=66.58)  BID  BOX 14:35:16.747 BZX 83 x $66.20 - $66.65 x 2 BXO  SPREAD/FLOOR - OPENING  Vega=$0 ZM=63.42 Ref
  570. >>12500 ZM Nov23 80.0 Puts $16.51 (CboeTheo=16.58)  BID  BOX 14:35:16.747 NOM 10 x $16.50 - $16.65 x 8 BOX  SPREAD/FLOOR  Vega=$0 ZM=63.42 Ref
  571. >>2170 ABBV Nov23 145 Puts $7.30 (CboeTheo=7.21)  ASK  BOX 14:35:32.684 IV=59.1% +24.2 MIAX 11 x $7.15 - $7.30 x 15 BOX  SPREAD/FLOOR - OPENING  Vega=$1904 ABBV=137.79 Ref
  572. >>2020 XOM Nov23 115 Puts $13.05 (CboeTheo=12.98)  ASK  BOX 14:36:38.327 IV=117.2% +60.4 BOX 30 x $12.90 - $13.05 x 58 BOX  SPREAD/FLOOR - OPENING  Vega=$793 XOM=102.02 Ref
  573. >>3960 XOM Nov23 110 Puts $7.90 (CboeTheo=7.99)  BID  BOX 14:36:38.327 BOX 41 x $7.90 - $8.05 x 44 NOM  SPREAD/FLOOR  Vega=$0 XOM=102.02 Ref
  574. >>5900 XOM Nov23 120 Puts $18.01 (CboeTheo=17.99)  ASK  BOX 14:36:38.327 IV=134.9% +62.2 BOX 30 x $17.90 - $18.05 x 43 NOM  SPREAD/FLOOR - OPENING  Vega=$1126 XOM=102.02 Ref
  575. >>4160 XOM Dec23 115 Puts $12.90 (CboeTheo=12.98)  BID  BOX 14:36:38.327 NOM 6 x $12.90 - $13.05 x 37 NOM  SPREAD/FLOOR - OPENING  Vega=$0 XOM=102.02 Ref
  576. >>2500 WYNN Jan24 90.0 Calls $2.85 (CboeTheo=2.79)  ASK  PHLX 14:37:29.708 IV=30.2% +0.3 EDGX 99 x $2.76 - $2.85 x 32 EDGX  SPREAD/FLOOR - OPENING   ExDiv  Vega=$35k WYNN=85.81 Ref
  577. >>2500 WYNN Jan24 75.0 Puts $1.00 (CboeTheo=1.01)  BID  PHLX 14:37:29.708 IV=34.4% -1.2 NOM 50 x $1.00 - $1.04 x 6 BXO  SPREAD/FLOOR   ExDiv  Vega=$21k WYNN=85.81 Ref
  578. >>12000 MO Nov23 42.5 Puts $2.02 (CboeTheo=2.06)  BID  BOX 14:37:37.096 EMLD 15 x $2.02 - $2.09 x 11 BOX  SPREAD/FLOOR  Vega=$0 MO=40.45 Ref
  579. >>12000 MO Nov23 43.0 Puts $2.52 (CboeTheo=2.56)  BID  BOX 14:37:37.096 EMLD 15 x $2.52 - $2.59 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$0 MO=40.45 Ref
  580. >>8000 WFC Jan24 55.0 Puts $12.65 (CboeTheo=12.72)  BID  BOX 14:37:43.235 PHLX 25 x $12.65 - $12.75 x 5 NOM  SPREAD/FLOOR  Vega=$0 WFC=42.27 Ref
  581. >>8000 WFC Jan24 57.5 Puts $15.15 (CboeTheo=15.22)  BID  BOX 14:37:43.235 EDGX 8 x $15.15 - $15.25 x 4 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.27 Ref
  582. >>3420 WBA Jan24 30.0 Puts $9.35 (CboeTheo=9.32)  ASK  BOX 14:38:31.149 IV=57.6% +12.7 BZX 83 x $9.25 - $9.35 x 4 ARCA  SPREAD/FLOOR  Vega=$2905 WBA=20.68 Ref
  583. >>2920 WBA Jan24 32.5 Puts $11.83 (CboeTheo=11.81)  ASK  BOX 14:38:31.149 IV=64.0% +16.1 MPRL 36 x $11.75 - $11.85 x 3 NOM  SPREAD/FLOOR - OPENING  Vega=$1551 WBA=20.68 Ref
  584. >>2040 UPS Jan24 170 Puts $23.88 (CboeTheo=23.93)  BID  BOX 14:39:02.534 BOX 19 x $23.80 - $24.05 x 12 BXO  SPREAD/FLOOR - OPENING  Vega=$0 UPS=146.07 Ref
  585. >>2910 TSLA Jan24 416.67 Puts $183.94 (CboeTheo=183.93)  ASK  BOX 14:39:57.743 IV=73.8% +18.0 PHLX 12 x $183.50 - $184.30 x 13 BZX  SPREAD/FLOOR - OPENING  Vega=$6710 TSLA=232.74 Ref
  586. >>2800 TSLA Jan24 450 Puts $216.80 (CboeTheo=217.26)  BID  BOX 14:39:57.743 BZX 13 x $216.80 - $217.65 x 12 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=232.74 Ref
  587. >>2180 CVS Jan24 80.0 Puts $11.90 (CboeTheo=12.11)  BID  BOX 14:40:08.419 BZX 53 x $11.90 - $12.35 x 54 NOM  SPREAD/FLOOR  Vega=$0 CVS=67.89 Ref
  588. >>Unusual Volume KMX - 3x market weighted volume: 17.1k = 21.9k projected vs 6253 adv, 92% puts, 16% of OI [KMX 63.20 -4.73 Ref, IV=38.9% +5.7]
  589. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SNBR Dec23 10.0 Calls $1.25 (CboeTheo=1.21)  ASK  [MULTI] 14:40:51.037 IV=82.9% -5.0 PHLX 31 x $1.20 - $1.25 x 83 C2  SSR 
    Delta=64%, EST. IMPACT = 32k Shares ($333k) To Buy SNBR=10.49 Ref
  590. >>2890 PFE Dec23 35.0 Puts $5.40 (CboeTheo=5.45)  BID  BOX 14:41:20.035 BXO 5 x $5.40 - $5.50 x 19 NOM  SPREAD/FLOOR  Vega=$0 PFE=29.55 Ref
  591. >>10290 PFE Nov23 32.5 Puts $2.92 (CboeTheo=2.95)  BID  BOX 14:41:20.035 MPRL 4 x $2.92 - $2.96 x 6 ARCA  SPREAD/FLOOR  Vega=$0 PFE=29.55 Ref
  592. >>4860 PFE Nov23 35.0 Puts $5.40 (CboeTheo=5.45)  BID  BOX 14:41:20.035 BOX 30 x $5.40 - $5.50 x 37 NOM  SPREAD/FLOOR - OPENING  Vega=$0 PFE=29.55 Ref
  593. >>2290 PFE Jan24 38.0 Puts $8.35 (CboeTheo=8.45)  BID  BOX 14:41:20.035 NOM 83 x $8.35 - $8.55 x 84 NOM  SPREAD/FLOOR - OPENING  Vega=$0 PFE=29.55 Ref
  594. >>5830 PFE Jan24 40.0 Puts $10.40 (CboeTheo=10.45)  BID  BOX 14:41:20.035 BXO 8 x $10.40 - $10.50 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 PFE=29.55 Ref
  595. >>2140 PFE Jan24 45.0 Puts $15.37 (CboeTheo=15.45)  BID  BOX 14:41:20.035 ARCA 86 x $15.35 - $15.55 x 85 NOM  SPREAD/FLOOR - OPENING  Vega=$0 PFE=29.55 Ref
  596. >>2080 SCHW Jan24 70.0 Puts $14.69 (CboeTheo=14.68)  ASK  BOX 14:42:08.305 IV=36.9% +5.5 NOM 12 x $14.60 - $14.70 x 6 MPRL  SPREAD/FLOOR  Vega=$3120 SCHW=55.33 Ref
  597. >>7090 C Jan24 55.0 Puts $10.40 (CboeTheo=10.46)  BID  BOX 14:42:19.056 BXO 17 x $10.40 - $10.50 x 14 BXO  SPREAD/FLOOR  Vega=$0 C=44.55 Ref
  598. >>5430 C Jan24 57.5 Puts $12.90 (CboeTheo=12.96)  BID  BOX 14:42:19.056 MPRL 22 x $12.90 - $13.00 x 14 BXO  SPREAD/FLOOR - OPENING  Vega=$0 C=44.55 Ref
  599. >>2000 SAVE Feb24 17.5 Calls $2.28 (CboeTheo=2.30)  BID  PHLX 14:44:02.049 IV=184.9% -0.4 NOM 135 x $2.20 - $2.38 x 10 PHLX  SPREAD/CROSS/TIED  Vega=$4258 SAVE=10.38 Ref
  600. >>Market Color ETRN - Bullish option flow detected in Equitrans Midstream (8.96 -0.03) with 6,486 calls trading (1.8x expected) and implied vol increasing over 1 point to 32.04%. . The Put/Call Ratio is 0.01. Earnings are expected on 02/16.ETRN 8.96 -0.03 Ref, IV=32.0% +1.4] #Bullish
  601. >>3385 TSLA Nov23 220 Puts $0.20 (CboeTheo=0.18)  BID  BZX 14:45:28.350 IV=68.0% -2.2 BZX 3385 x $0.20 - $0.21 x 432 MRX Vega=$4807 TSLA=233.20 Ref
  602. SWEEP DETECTED:
    >>3517 TSLA Nov23 220 Puts $0.20 (CboeTheo=0.18)  BID  [MULTI] 14:45:28.349 IV=68.0% -2.3 BZX 3486 x $0.20 - $0.21 x 432 MRX Vega=$4999 TSLA=233.19 Ref
  603. SWEEP DETECTED:
    >>2000 AAPL Mar24 190 Puts $7.664 (CboeTheo=7.75)  Below Bid!  [MULTI] 14:47:29.975 IV=20.4% +0.3 BOX 152 x $7.70 - $7.75 x 251 C2 Vega=$85k AAPL=189.57 Ref
  604. >>3500 FSR Feb24 2.0 Puts $0.28 (CboeTheo=0.25)  ASK  BOX 14:47:35.384 IV=124.5% +8.7 EDGX 2392 x $0.23 - $0.28 x 79 BZX  FLOOR - OPENING   SSR   52WeekLow  Vega=$1361 FSR=2.92 Ref
  605. SWEEP DETECTED:
    >>3000 INTC Dec23 8th 46.0 Calls $0.45 (CboeTheo=0.44)  ASK  [MULTI] 14:47:32.949 IV=31.7% +1.9 C2 1301 x $0.43 - $0.45 x 686 C2  OPENING   52WeekHigh  Vega=$9928 INTC=43.23 Ref
  606. >>1999 XSP Dec23 29th 426 Puts $1.60 (CboeTheo=1.60)  MID  CBOE 14:48:40.244 IV=16.0% -0.1 CBOE 248 x $1.59 - $1.62 x 248 CBOE Vega=$67k XSP=452.75 Fwd
  607. >>Unusual Volume LNG - 3x market weighted volume: 8832 = 10.9k projected vs 3617 adv, 54% puts, 11% of OI [LNG 172.44 +0.66 Ref, IV=24.2% -0.0]
  608. >>4500 LCID Jan24 3.0 Puts $0.16 (CboeTheo=0.18)  BID  ARCA 14:50:19.512 IV=94.4% -2.8 NOM 19 x $0.16 - $0.18 x 670 EMLD  CROSS  Vega=$1855 LCID=4.25 Ref
  609. SWEEP DETECTED:
    >>6537 INTC Dec23 41.0 Calls $3.05 (CboeTheo=3.01)  ASK  [MULTI] 14:50:45.811 IV=33.3% +3.9 C2 194 x $2.99 - $3.05 x 1611 EDGX  52WeekHigh  Vega=$26k INTC=43.20 Ref
  610. SPLIT TICKET:
    >>1378 SPX Nov23 4310 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 14:53:14.182 IV=39.2% +9.9 CBOE 1621 x $0.15 - $0.20 x 509 CBOE Vega=$6378 SPX=4502.25 Fwd
  611. SPLIT TICKET:
    >>2000 AAPL Nov23 170 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 14:53:34.774 IV=77.2% +22.0 ARCA 0 x $0.00 - $0.01 x 342 C2 Vega=$258 AAPL=189.57 Ref
  612. >>4000 KMX Jan24 65.0 Puts $5.20 (CboeTheo=5.09)  MID  PHLX 14:55:11.744 IV=42.6% +1.1 PHLX 51 x $5.10 - $5.30 x 20 PHLX  SPREAD/FLOOR  Vega=$42k KMX=63.24 Ref
  613. >>2000 KMX Jan24 60.0 Puts $2.95 (CboeTheo=2.94)  Below Bid!  PHLX 14:55:11.744 IV=44.7% +0.9 AMEX 5 x $3.00 - $3.10 x 68 PHLX  SPREAD/FLOOR  Vega=$19k KMX=63.24 Ref
  614. >>3000 KMX Jan24 55.0 Puts $1.60 (CboeTheo=1.65)  MID  PHLX 14:55:11.744 IV=48.3% +1.7 PHLX 37 x $1.55 - $1.65 x 1 AMEX  SPREAD/FLOOR  Vega=$23k KMX=63.24 Ref
  615. SWEEP DETECTED:
    >>2719 AAPL Nov23 24th 182.5 Puts $0.29 (CboeTheo=0.29)  ASK  [MULTI] 14:55:09.190 IV=20.7% +3.0 C2 317 x $0.28 - $0.29 x 672 C2 Vega=$14k AAPL=189.42 Ref
  616. >>3400 ETRN Apr24 9.0 Calls $0.85 (CboeTheo=0.77)  ASK  AMEX 14:56:27.040 IV=37.0% +2.6 PHLX 969 x $0.75 - $0.90 x 1294 PHLX  FLOOR  Vega=$7704 ETRN=8.95 Ref
  617. SPLIT TICKET:
    >>4250 ETRN Apr24 9.0 Calls $0.84 (CboeTheo=0.77)  ASK  [AMEX] 14:56:27.039 IV=34.8% +0.3 PHLX 969 x $0.75 - $0.90 x 1294 PHLX  FLOOR  Vega=$9639 ETRN=8.95 Ref
  618. SPLIT TICKET:
    >>1023 SPX Dec23 4400 Calls $136.20 (CboeTheo=138.43)  BID  [CBOE] 14:57:17.248 IV=12.7% -0.6 CBOE 100 x $135.20 - $140.70 x 100 CBOE  FLOOR  Vega=$399k SPX=4514.95 Fwd
  619. SWEEP DETECTED:
    >>Bullish Delta Impact 989 ADT Nov23 6.0 Puts $0.05 (CboeTheo=0.31)  BID  [MULTI] 14:57:22.230 IV=29.5% -39.1 C2 438 x $0.05 - $0.10 x 54 BXO
    Delta=-62%, EST. IMPACT = 61k Shares ($366k) To Buy ADT=5.96 Ref
  620. SWEEP DETECTED:
    >>3210 KEY Nov23 12.0 Puts $0.10 (CboeTheo=0.25)  ASK  [MULTI] 14:58:16.639 IV=47.0% -18.7 CBOE 1593 x $0.05 - $0.10 x 33 BZX  AUCTION - OPENING  Vega=$794 KEY=12.09 Ref
  621. >>2500 CART Jan24 28.0 Calls $0.85 (CboeTheo=0.84)  ASK  AMEX 14:58:46.523 IV=47.1% +0.2 PHLX 403 x $0.75 - $0.90 x 101 AMEX  SPREAD/CROSS - OPENING  Vega=$9058 CART=24.98 Ref
  622. >>2500 CART Jan24 28.0 Puts $3.97 (CboeTheo=4.00)  BID  AMEX 14:58:46.523 IV=45.9% -1.0 AMEX 115 x $3.90 - $4.10 x 68 PHLX  SPREAD/CROSS - OPENING  Vega=$8940 CART=24.98 Ref
  623. SWEEP DETECTED:
    >>2500 INTC Dec23 46.0 Calls $0.65 (CboeTheo=0.64)  ASK  [MULTI] 14:58:47.022 IV=32.7% +2.8 C2 374 x $0.64 - $0.65 x 20 MEMX  AUCTION - OPENING   52WeekHigh  Vega=$10k INTC=43.17 Ref
  624. >>14880 TSLA Jan24 450 Puts $217.65 (CboeTheo=217.70)  MID  PHLX 14:59:08.490 PHLX 12 x $217.30 - $218.00 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=232.30 Ref
  625. >>8200 TSLA Jan24 416.67 Puts $184.30 (CboeTheo=184.37)  BID  PHLX 14:59:08.490 PHLX 11 x $184.00 - $184.80 x 12 PHLX  FLOOR - OPENING  Vega=$0 TSLA=232.30 Ref
  626. >>3500 TSLA Jan24 400 Puts $167.65 (CboeTheo=167.70)  MID  PHLX 14:59:08.490 BXO 13 x $167.30 - $168.00 x 1 BXO  FLOOR - OPENING  Vega=$0 TSLA=232.30 Ref
  627. SPLIT TICKET:
    >>15000 TSLA Jan24 450 Puts $217.65 (CboeTheo=217.70)  MID  [PHLX] 14:59:08.490 PHLX 12 x $217.30 - $218.00 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=232.30 Ref
  628. >>2000 TSLA Dec23 220 Calls $19.91 (CboeTheo=19.81)  Above Ask!  CBOE 14:59:11.365 IV=47.7% -0.1 EDGX 167 x $19.75 - $19.90 x 183 EDGX  TIED/FLOOR  Vega=$46k TSLA=232.31 Ref
  629. >>2000 TSLA Dec23 220 Puts $6.52 (CboeTheo=6.52)  BID  CBOE 14:59:11.426 IV=47.2% -0.6 EDGX 614 x $6.50 - $6.60 x 611 EDGX  TIED/FLOOR  Vega=$46k TSLA=232.31 Ref
  630. SWEEP DETECTED:
    >>2499 INTC Dec23 46.0 Calls $0.64 (CboeTheo=0.63)  ASK  [MULTI] 14:59:43.780 IV=32.8% +2.9 C2 436 x $0.63 - $0.64 x 1138 MPRL  OPENING   52WeekHigh  Vega=$10k INTC=43.12 Ref
  631. >>3300 RIVN Nov23 15.5 Calls $0.82 (CboeTheo=0.84)  BID  ISE 14:59:49.675 IV=88.6% -7.5 CBOE 369 x $0.81 - $0.85 x 441 C2  SPREAD/CROSS/TIED  Vega=$690 RIVN=16.25 Ref
  632. >>3300 RIVN Nov23 16.0 Calls $0.46 (CboeTheo=0.47)  ASK  ISE 14:59:49.675 IV=90.8% +5.8 BOX 342 x $0.43 - $0.46 x 2004 EDGX  SPREAD/CROSS/TIED  Vega=$1088 RIVN=16.25 Ref
  633. >>Market Color RILY - Bearish flow noted in B Riley Financial (22.08 -2.20) with 8,580 puts trading, or 1.3x expected. The Put/Call Ratio is 1.68, while ATM IV is up nearly 17 points on the day. Earnings are expected on 02/27.   ExDiv  [RILY 22.08 -2.20 Ref, IV=175.5% +16.9] #Bearish
  634. SWEEP DETECTED:
    >>2296 APO Dec23 8th 80.0 Puts $0.40 (CboeTheo=0.47)  BID  [MULTI] 15:01:06.310 IV=28.7% -1.7 PHLX 30 x $0.40 - $0.50 x 71 PHLX  OPENING  Vega=$10k APO=86.16 Ref
  635. >>5000 WFC Jan24 55.0 Puts $12.65 (CboeTheo=12.64)  MID  PHLX 15:01:16.518 IV=38.7% +10.5 EDGX 21 x $12.60 - $12.70 x 49 EDGX  SPREAD/FLOOR  Vega=$3460 WFC=42.35 Ref
  636. >>5000 WFC Jan24 50.0 Puts $7.65 (CboeTheo=7.64)  MID  PHLX 15:01:16.518 IV=27.2% +4.0 MPRL 17 x $7.60 - $7.70 x 55 EDGX  SPREAD/FLOOR - OPENING  Vega=$4809 WFC=42.35 Ref
  637. >>10000 ZM Jan24 130 Puts $66.50 (CboeTheo=66.47)  ASK  PHLX 15:01:18.092 IV=90.9% +23.9 BXO 2 x $66.35 - $66.60 x 8 PHLX  FLOOR - OPENING  Vega=$12k ZM=63.53 Ref
  638. >>8100 ZM Nov23 80.0 Puts $16.40 (CboeTheo=16.47)  BID  PHLX 15:01:18.092 NOM 4 x $16.40 - $16.55 x 3 NOM  FLOOR  Vega=$0 ZM=63.53 Ref
  639. >>4850 XOM Nov23 120 Puts $17.80 (CboeTheo=17.83)  BID  PHLX 15:01:23.553 EDGX 65 x $17.75 - $17.90 x 104 CBOE  FLOOR - OPENING  Vega=$0 XOM=102.17 Ref
  640. >>4200 XOM Nov23 110 Puts $7.85 (CboeTheo=7.83)  ASK  PHLX 15:01:23.553 IV=69.8% +30.9 BOX 46 x $7.75 - $7.90 x 81 CBOE  FLOOR - OPENING  Vega=$1328 XOM=102.17 Ref
  641. >>3350 SCHW Jan24 75.0 Puts $19.60 (CboeTheo=19.61)  MID  PHLX 15:01:30.225 NOM 13 x $19.55 - $19.65 x 7 ARCA  FLOOR - OPENING  Vega=$0 SCHW=55.38 Ref
  642. >>2800 SCHW Jan24 72.5 Puts $17.10 (CboeTheo=17.11)  MID  PHLX 15:01:30.225 BZX 18 x $17.05 - $17.15 x 21 BZX  FLOOR - OPENING  Vega=$0 SCHW=55.38 Ref
  643. >>3100 UPS Jan24 170 Puts $23.65 (CboeTheo=23.62)  ASK  PHLX 15:01:35.218 IV=25.1% +5.7 BZX 18 x $23.55 - $23.70 x 22 BOX  FLOOR - OPENING  Vega=$13k UPS=146.38 Ref
  644. >>2200 UPS Nov23 155 Puts $8.65 (CboeTheo=8.64)  MID  PHLX 15:01:35.218 IV=50.5% +13.3 BXO 11 x $8.55 - $8.75 x 16 ARCA  FLOOR - OPENING  Vega=$807 UPS=146.38 Ref
  645. >>2050 ENPH Jan24 180 Puts $89.55 (CboeTheo=89.46)  ASK  BOX 15:01:37.068 IV=91.7% +26.6 BOX 94 x $88.95 - $89.65 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$4550 ENPH=90.55 Ref
  646. >>2050 ENPH Jan24 170 Puts $79.55 (CboeTheo=79.46)  ASK  BOX 15:01:37.068 IV=85.4% +22.2 ARCA 1 x $79.10 - $79.55 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$4760 ENPH=90.55 Ref
  647. >>2500 ENPH Jan24 180 Puts $89.55 (CboeTheo=89.50)  ASK  PHLX 15:01:43.654 IV=89.7% +24.6 BXO 56 x $88.95 - $90.00 x 2 BXO  FLOOR - OPENING  Vega=$4686 ENPH=90.50 Ref
  648. >>5180 TSLA Jan24 450 Puts $217.75 (CboeTheo=217.90)  BID  PHLX 15:01:44.848 PHLX 12 x $217.45 - $218.15 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=232.10 Ref
  649. >>5450 TSLA Jan24 416.67 Puts $184.45 (CboeTheo=184.57)  BID  PHLX 15:01:44.848 BXO 13 x $184.10 - $184.90 x 12 BXO  FLOOR - OPENING  Vega=$0 TSLA=232.10 Ref
  650. SPLIT TICKET:
    >>5200 TSLA Jan24 450 Puts $217.75 (CboeTheo=217.90)  BID  [PHLX] 15:01:44.848 PHLX 12 x $217.45 - $218.15 x 1 MIAX  FLOOR - OPENING  Vega=$0 TSLA=232.10 Ref
  651. >>5000 C Jan24 60.0 Puts $15.40 (CboeTheo=15.45)  BID  PHLX 15:02:03.667 ARCA 28 x $15.40 - $15.50 x 50 BOX  SPREAD/FLOOR - OPENING  Vega=$0 C=44.55 Ref
  652. >>5000 C Jan24 55.0 Puts $10.40 (CboeTheo=10.45)  BID  PHLX 15:02:03.667 BXO 40 x $10.40 - $10.50 x 54 MPRL  SPREAD/FLOOR  Vega=$0 C=44.55 Ref
  653. >>3320 WFC Jan24 50.0 Puts $7.65 (CboeTheo=7.62)  ASK  BOX 15:02:13.313 IV=28.8% +5.6 PHLX 113 x $7.55 - $7.70 x 144 PHLX  SPREAD/FLOOR - OPENING  Vega=$5784 WFC=42.38 Ref
  654. >>3320 WFC Jan24 55.0 Puts $12.65 (CboeTheo=12.62)  ASK  BOX 15:02:13.313 IV=40.8% +12.7 PHLX 287 x $12.55 - $12.65 x 83 EDGX  SPREAD/FLOOR  Vega=$4453 WFC=42.38 Ref
  655. >>2520 CVX Jan24 180 Puts $38.55 (CboeTheo=38.65)  BID  BOX 15:02:18.571 BZX 16 x $38.55 - $38.75 x 13 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 CVX=141.35 Ref
  656. >>2460 CVX Jan24 175 Puts $33.55 (CboeTheo=33.65)  BID  BOX 15:02:18.571 BZX 16 x $33.55 - $33.75 x 13 BZX  SPREAD/FLOOR   52WeekLow  Vega=$0 CVX=141.35 Ref
  657. >>2260 SCHW Jan24 72.5 Puts $17.15 (CboeTheo=17.11)  ASK  BOX 15:02:23.231 IV=42.2% +9.8 BOX 17 x $17.05 - $17.15 x 12 BZX  SPREAD/FLOOR - OPENING  Vega=$4017 SCHW=55.38 Ref
  658. >>3810 SCHW Jan24 75.0 Puts $19.65 (CboeTheo=19.61)  ASK  BOX 15:02:23.231 IV=46.3% +12.9 MPRL 2 x $19.55 - $19.65 x 10 EMLD  SPREAD/FLOOR - OPENING  Vega=$6336 SCHW=55.38 Ref
  659. >>4080 TSLA Jan24 450 Puts $217.65 (CboeTheo=218.08)  BID  BOX 15:02:27.887 PHLX 11 x $217.65 - $218.35 x 12 BXO  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=231.92 Ref
  660. >>4080 TSLA Jan24 416.67 Puts $184.59 (CboeTheo=184.75)  BID  BOX 15:02:27.887 PHLX 12 x $184.30 - $185.00 x 14 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=231.92 Ref
  661. >>2180 CSCO Nov23 55.0 Puts $7.85 (CboeTheo=7.85)  MID  BOX 15:02:32.449 IV=118.0% +43.7 CBOE 94 x $7.80 - $7.90 x 84 PHLX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$115 CSCO=47.16 Ref
  662. >>2350 CSCO Nov23 54.0 Puts $6.90 (CboeTheo=6.85)  ASK  BOX 15:02:32.449 IV=142.3% +68.2 MPRL 84 x $6.80 - $6.90 x 44 BOX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$535 CSCO=47.16 Ref
  663. >>3980 CSCO Dec23 55.0 Puts $7.90 (CboeTheo=7.84)  ASK  BOX 15:02:32.449 IV=36.9% +12.1 PHLX 218 x $7.80 - $7.90 x 165 PHLX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$6181 CSCO=47.16 Ref
  664. >>2225 INTC Dec23 1st 40.0 Puts $0.18 (CboeTheo=0.17)  ASK  CBOE 15:02:33.271 IV=33.4% +5.5 C2 541 x $0.17 - $0.18 x 1478 C2  OPENING   52WeekHigh  Vega=$4007 INTC=43.10 Ref
  665. SWEEP DETECTED:
    >>3891 INTC Dec23 1st 40.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 15:02:33.271 IV=33.4% +5.5 C2 541 x $0.17 - $0.18 x 1478 C2  OPENING   52WeekHigh  Vega=$7008 INTC=43.10 Ref
  666. >>6470 CSCO Nov23 55.0 Puts $7.90 (CboeTheo=7.85)  ASK  BOX 15:02:37.186 IV=157.7% +83.4 PHLX 147 x $7.80 - $7.90 x 132 PHLX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$1372 CSCO=47.16 Ref
  667. >>6470 CSCO Dec23 52.5 Puts $5.40 (CboeTheo=5.34)  ASK  BOX 15:02:37.186 IV=28.2% +2.3 MPRL 88 x $5.30 - $5.40 x 29 BOX  SPREAD/FLOOR   Post-Earnings / SSR  Vega=$12k CSCO=47.16 Ref
  668. >>7800 BABA Nov23 90.0 Puts $11.40 (CboeTheo=11.33)  ASK  BOX 15:02:41.663 IV=138.6% +47.6 EDGX 79 x $11.25 - $11.40 x 172 CBOE  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$2750 BABA=78.67 Ref
  669. >>7800 BABA Nov23 95.0 Puts $16.40 (CboeTheo=16.33)  ASK  BOX 15:02:41.663 IV=182.5% +81.9 MIAX 65 x $16.25 - $16.40 x 111 CBOE  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$2264 BABA=78.67 Ref
  670. >>7000 ZM Jan24 130 Puts $66.50 (CboeTheo=66.46)  ASK  BOX 15:02:55.982 IV=90.9% +23.9 BZX 3 x $66.35 - $66.50 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$8469 ZM=63.53 Ref
  671. >>7000 ZM Nov23 80.0 Puts $16.50 (CboeTheo=16.47)  ASK  BOX 15:02:55.982 IV=200.5% +72.2 BZX 3 x $16.40 - $16.55 x 20 MPRL  SPREAD/FLOOR  Vega=$1059 ZM=63.53 Ref
  672. >>2472 PYPL Feb24 70.0 Calls $0.91 (CboeTheo=0.93)  Below Bid!  ISE 15:03:26.786 IV=37.2% +0.4 ARCA 1748 x $0.92 - $0.93 x 18 MPRL  SPREAD/LEGGED - OPENING  Vega=$18k PYPL=56.81 Ref
  673. >>2472 PYPL Feb24 80.0 Calls $0.31 (CboeTheo=0.31)  ASK  ISE 15:03:26.786 IV=40.5% +1.2 EMLD 249 x $0.30 - $0.31 x 2550 ISE  SPREAD/LEGGED - OPENING  Vega=$9390 PYPL=56.81 Ref
  674. >>1000 SPXW Dec23 11th 3700 Puts $1.30 (CboeTheo=1.24)  ASK  CBOE 15:03:58.574 IV=33.1% +0.8 CBOE 803 x $1.20 - $1.30 x 121 CBOE  FLOOR  Vega=$33k SPX=4513.21 Fwd
  675. >>1000 SPXW Dec23 11th 3700 Puts $1.30 (CboeTheo=1.24)  ASK  CBOE 15:03:58.574 IV=33.1% +0.8 CBOE 803 x $1.20 - $1.30 x 121 CBOE  FLOOR  Vega=$33k SPX=4513.21 Fwd
  676. >>1000 SPXW Dec23 11th 3700 Puts $1.30 (CboeTheo=1.24)  ASK  CBOE 15:03:58.574 IV=33.1% +0.8 CBOE 803 x $1.20 - $1.30 x 121 CBOE  FLOOR  Vega=$33k SPX=4513.21 Fwd
  677. >>1000 SPXW Dec23 11th 3700 Puts $1.30 (CboeTheo=1.24)  ASK  CBOE 15:03:58.574 IV=33.1% +0.8 CBOE 803 x $1.20 - $1.30 x 121 CBOE  FLOOR  Vega=$33k SPX=4513.21 Fwd
  678. SPLIT TICKET:
    >>6800 SPXW Dec23 11th 3700 Puts $1.30 (CboeTheo=1.24)  ASK  [CBOE] 15:03:58.520 IV=33.1% +0.8 CBOE 803 x $1.20 - $1.30 x 121 CBOE  FLOOR - OPENING  Vega=$224k SPX=4513.21 Fwd
  679. SWEEP DETECTED:
    >>Bullish Delta Impact 5004 OXY May24 60.0 Puts $4.20 (CboeTheo=4.29)  BID  [MULTI] 15:04:20.777 IV=28.1% -0.8 PHLX 435 x $4.20 - $4.35 x 5739 EDGX  OPENING 
    Delta=-44%, EST. IMPACT = 218k Shares ($13.1m) To Buy OXY=59.99 Ref
  680. >>4001 VALE Nov23 15.0 Puts $0.04 (CboeTheo=0.06)  ASK  NOM 15:04:55.593 IV=36.0% +0.2 PHLX 553 x $0.03 - $0.04 x 335 GEMX  OPENING  Vega=$1006 VALE=15.21 Ref
  681. SWEEP DETECTED:
    >>5458 VALE Nov23 15.0 Puts $0.04 (CboeTheo=0.06)  ASK  [MULTI] 15:04:55.593 IV=36.0% +0.2 PHLX 553 x $0.03 - $0.04 x 4000 NOM  OPENING  Vega=$1372 VALE=15.21 Ref
  682. >>2375 AAPL Jan25 300 Calls $0.54 (CboeTheo=0.55)  BID  MPRL 15:05:26.768 IV=19.5% -0.3 MPRL 2822 x $0.54 - $0.55 x 99 PHLX  ISO  Vega=$43k AAPL=189.43 Ref
  683. SWEEP DETECTED:
    >>3890 AAPL Jan25 300 Calls $0.54 (CboeTheo=0.55)  BID  [MULTI] 15:05:26.768 IV=19.5% -0.3 MPRL 2822 x $0.54 - $0.58 x 239 BZX  ISO  Vega=$70k AAPL=189.43 Ref
  684. >>5000 PSEC Jan24 6.0 Puts $0.60 (CboeTheo=0.50)  ASK  AMEX 15:06:08.602 IV=42.7% +12.6 ARCA 1 x $0.45 - $0.60 x 151 PHLX  SPREAD/FLOOR  Vega=$4560 PSEC=5.75 Ref
  685. >>2500 PSEC Dec23 7.0 Calls $0.05 (CboeTheo=0.05)  ASK  AMEX 15:06:08.603 IV=57.1% +5.1 MRX 0 x $0.00 - $0.05 x 720 PHLX  SPREAD/FLOOR - OPENING  Vega=$810 PSEC=5.75 Ref
  686. SPLIT TICKET:
    >>1400 SPXW Nov23 24th 3500 Puts $0.20 (CboeTheo=0.15)  ASK  [CBOE] 15:07:40.273 IV=59.4% +3.5 CBOE 794 x $0.10 - $0.20 x 761 CBOE Vega=$5573 SPX=4506.12 Fwd
  687. >>2000 U Nov23 24th 25.0 Puts $0.05 (CboeTheo=0.06)  ASK  ARCA 15:07:50.869 IV=58.1% -8.5 EMLD 971 x $0.04 - $0.05 x 273 C2  CROSS  Vega=$862 U=28.73 Ref
  688. >>4664 SIRI Dec23 6.0 Calls $0.19 (CboeTheo=0.21)  ASK  PHLX 15:08:19.539 IV=98.4% -0.2 PHLX 402 x $0.16 - $0.19 x 278 BOX  SPREAD/FLOOR  Vega=$2111 SIRI=5.09 Ref
  689. >>5000 BAC Jan24 29.0 Puts $0.99 (CboeTheo=1.00)  BID  ISE 15:08:37.202 IV=25.3% -0.2 C2 1486 x $0.99 - $1.00 x 1147 EMLD  SPREAD/CROSS/TIED  Vega=$24k BAC=29.48 Ref
  690. >>5000 BAC Jan24 28.0 Puts $0.65 (CboeTheo=0.66)  BID  ISE 15:08:37.202 IV=26.5% -0.3 EMLD 2026 x $0.65 - $0.66 x 756 C2  SPREAD/CROSS/TIED  Vega=$21k BAC=29.48 Ref
  691. >>5000 SE Nov23 42.0 Calls $0.01 (CboeTheo=0.02)  BID  AMEX 15:09:43.043 IV=85.6% +6.9 EMLD 560 x $0.01 - $0.03 x 900 EMLD  SPREAD/FLOOR  Vega=$427 SE=38.02 Ref
  692. >>5000 SE Dec23 35.0 Puts $0.80 (CboeTheo=0.79)  Below Bid!  AMEX 15:09:43.047 IV=48.8% -1.7 C2 5 x $0.81 - $0.82 x 29 MPRL  SPREAD/FLOOR  Vega=$17k SE=38.02 Ref
  693. >>3750 SE Nov23 42.0 Puts $4.01 (CboeTheo=3.99)  ASK  AMEX 15:09:43.051 IV=106.9% +28.0 BXO 5 x $3.95 - $4.05 x 26 BOX  SPREAD/FLOOR  Vega=$720 SE=38.02 Ref
  694. >>5000 SE Dec23 35.0 Calls $3.96 (CboeTheo=3.97)  BID  AMEX 15:09:43.049 IV=48.2% -2.2 CBOE 337 x $3.90 - $4.05 x 189 CBOE  SPREAD/FLOOR - OPENING  Vega=$17k SE=38.02 Ref
  695. SWEEP DETECTED:
    >>Bearish Delta Impact 500 SOND Dec23 7.5 Calls $0.15 (CboeTheo=0.29)  BID  [MULTI] 15:10:35.388 IV=68.9% -27.0 PHLX 528 x $0.15 - $0.50 x 586 PHLX  OPENING   SSR 
    Delta=23%, EST. IMPACT = 12k Shares ($73k) To Sell SOND=6.36 Ref
  696. SPLIT TICKET:
    >>2000 AAPL Nov23 24th 125 Puts $0.01 (CboeTheo=0.02)  ASK  [C2] 15:12:07.511 IV=95.8% +5.5 BZX 0 x $0.00 - $0.01 x 1952 C2  OPENING  Vega=$249 AAPL=189.51 Ref
  697. >>Unusual Volume COP - 3x market weighted volume: 47.9k = 56.9k projected vs 18.7k adv, 62% puts, 12% of OI [COP 111.84 -3.19 Ref, IV=25.1% +2.1]
  698. >>Unusual Volume DB - 4x market weighted volume: 9350 = 11.1k projected vs 2557 adv, 98% calls, 5% of OI [DB 11.84 -0.01 Ref, IV=24.2% -0.4]
  699. SWEEP DETECTED:
    >>Bearish Delta Impact 2367 GGAL Dec23 10.0 Puts $0.50 (CboeTheo=0.45)  ASK  [MULTI] 15:13:45.270 IV=100.7% +10.3 C2 22 x $0.35 - $0.60 x 1024 BOX  OPENING 
    Delta=-22%, EST. IMPACT = 53k Shares ($629k) To Sell GGAL=11.83 Ref
  700. SWEEP DETECTED:
    >>Bearish Delta Impact 2532 GGAL Dec23 10.0 Puts $0.55 (CboeTheo=0.50)  ASK  [MULTI] 15:15:57.773 IV=104.0% +13.5 ISE 6 x $0.50 - $0.55 x 655 BOX  OPENING 
    Delta=-23%, EST. IMPACT = 59k Shares ($700k) To Sell GGAL=11.82 Ref
  701. >>2000 MANU Jan25 40.0 Puts $21.90 (CboeTheo=21.44)  BID  AMEX 15:16:06.575 IV=61.8% +13.6 PHLX 50 x $20.00 - $25.00 x 21 PHLX  TIED/FLOOR - OPENING  Vega=$9421 MANU=18.62 Ref
  702. >>2000 SOUN Nov23 2.5 Puts $0.40 (CboeTheo=0.39)  MID  BZX 15:16:24.837 IV=278.9% +63.4 BZX 7 x $0.35 - $0.45 x 5 ISE  OPENING  Vega=$55 SOUN=2.12 Ref
  703. SWEEP DETECTED:
    >>Bullish Delta Impact 3698 OTLY Jan24 1.0 Calls $0.10 (CboeTheo=0.06)  ASK  [MULTI] 15:16:24.878 IV=139.8% -8.3 EDGX 682 x $0.05 - $0.10 x 1589 EDGX
    Delta=42%, EST. IMPACT = 155k Shares ($118k) To Buy OTLY=0.76 Ref
  704. SWEEP DETECTED:
    >>2992 F Jan24 11.35 Calls $0.16 (CboeTheo=0.17)  ASK  [MULTI] 15:16:34.766 IV=30.3% +0.5 EMLD 4896 x $0.15 - $0.16 x 4 ARCA Vega=$3884 F=10.15 Ref
  705. SWEEP DETECTED:
    >>3000 PLTR Jan24 18.0 Puts $0.90 (CboeTheo=0.89)  ASK  [MULTI] 15:18:13.814 IV=54.2% -0.2 EMLD 1914 x $0.88 - $0.90 x 2311 EMLD Vega=$8459 PLTR=19.79 Ref
  706. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 AU Jan25 22.0 Calls $2.00 (CboeTheo=2.00)  BID  [MULTI] 15:18:20.986 IV=44.4% +0.2 ARCA 200 x $2.00 - $2.05 x 300 NOM  OPENING 
    Delta=43%, EST. IMPACT = 86k Shares ($1.47m) To Sell AU=17.12 Ref
  707. SWEEP DETECTED:
    >>2496 INTC Dec23 1st 40.5 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:18:32.795 IV=33.1% +5.3 MPRL 242 x $0.24 - $0.25 x 525 C2  AUCTION - OPENING   52WeekHigh  Vega=$5376 INTC=43.12 Ref
  708. >>2660 GME Jan24 15.0 Calls $0.92 (CboeTheo=0.91)  BID  AMEX 15:18:37.638 IV=80.6% +2.9 ARCA 10 x $0.90 - $0.96 x 1041 EDGX  SPREAD/CROSS  Vega=$5321 GME=12.60 Ref
  709. >>2660 GME Jan24 15.0 Puts $3.23 (CboeTheo=3.20)  MID  AMEX 15:18:37.638 IV=81.6% +2.9 EDGX 655 x $3.15 - $3.30 x 100 CBOE  SPREAD/CROSS  Vega=$5287 GME=12.60 Ref
  710. >>5000 VALE Nov23 15.0 Calls $0.24 (CboeTheo=0.25)  BID  ARCA 15:19:52.713 IV=31.4% -4.3 ARCA 5005 x $0.24 - $0.26 x 350 GEMX Vega=$1158 VALE=15.21 Ref
  711. >>2242 VALE Nov23 15.0 Calls $0.24 (CboeTheo=0.25)  BID  MPRL 15:19:52.713 IV=31.4% -4.3 MPRL 2307 x $0.24 - $0.26 x 301 C2 Vega=$519 VALE=15.21 Ref
  712. SWEEP DETECTED:
    >>Bearish Delta Impact 9772 VALE Nov23 15.0 Calls $0.24 (CboeTheo=0.25)  BID  [MULTI] 15:19:52.712 IV=31.4% -4.3 ARCA 5005 x $0.24 - $0.26 x 350 GEMX
    Delta=80%, EST. IMPACT = 779k Shares ($11.9m) To Sell VALE=15.21 Ref
  713. >>2000 MDT Jan24 80.0 Calls $0.90 (CboeTheo=0.92)  BID  BOX 15:20:08.032 IV=21.0% -0.1 C2 56 x $0.89 - $0.94 x 112 EDGX  CROSS  Vega=$20k MDT=74.89 Ref
  714. >>4764 SAVE Jan26 5.0 Puts $2.30 (CboeTheo=2.15)  ASK  CBOE 15:21:00.729 IV=125.1% +11.2 GEMX 14 x $2.00 - $2.55 x 50 ARCA  FLOOR  Vega=$11k SAVE=10.49 Ref
  715. SPLIT TICKET:
    >>4864 SAVE Jan26 5.0 Puts $2.30 (CboeTheo=2.15)  ASK  [CBOE] 15:21:00.631 IV=125.1% +11.2 GEMX 14 x $2.00 - $2.55 x 50 ARCA  FLOOR  Vega=$12k SAVE=10.49 Ref
  716. SWEEP DETECTED:
    >>3132 TSLA Nov23 290 Calls $0.01  ASK  [MULTI] 15:21:43.056 IV=142.1% +49.1 CBOE 0 x $0.00 - $0.01 x 2512 C2 Vega=$255 TSLA=232.48 Ref
  717. >>1200 SPXW Dec23 21st 4600 Calls $27.80 (CboeTheo=27.80)  ASK  CBOE 15:24:08.306 IV=10.6% -0.4 CBOE 45 x $27.60 - $27.90 x 13 CBOE  LATE - OPENING  Vega=$590k SPX=4520.03 Fwd
  718. SPLIT TICKET:
    >>2500 SPXW Dec23 21st 4600 Calls $27.80 (CboeTheo=27.80)  ASK  [CBOE] 15:24:08.230 IV=10.6% -0.4 CBOE 45 x $27.60 - $27.90 x 13 CBOE  LATE - OPENING  Vega=$1.23m SPX=4520.03 Fwd
  719. SWEEP DETECTED:
    >>3000 AAPL Dec23 165 Puts $0.27 (CboeTheo=0.27)  BID  [MULTI] 15:24:41.642 IV=29.7% +2.2 C2 602 x $0.27 - $0.28 x 296 C2 Vega=$15k AAPL=189.47 Ref
  720. >>Unusual Volume YPF - 3x market weighted volume: 10.5k = 12.1k projected vs 4012 adv, 96% calls, 7% of OI [YPF 10.12 -0.14 Ref, IV=65.5% +0.9]
  721. SWEEP DETECTED:
    >>3000 AAPL Dec23 165 Puts $0.26 (CboeTheo=0.27)  BID  [MULTI] 15:25:42.066 IV=29.6% +2.0 EMLD 513 x $0.26 - $0.27 x 88 BZX  AUCTION  Vega=$14k AAPL=189.50 Ref
  722. SWEEP DETECTED:
    >>Bullish Delta Impact 1770 DB Apr24 11.0 Calls $1.65 (CboeTheo=1.56)  ASK  [MULTI] 15:27:11.896 IV=35.4% +3.5 ARCA 2194 x $1.50 - $1.65 x 289 EDGX  ISO - OPENING 
    Delta=70%, EST. IMPACT = 124k Shares ($1.46m) To Buy DB=11.82 Ref
  723. >>1000 SPXW Nov23 28th 3700 Puts $0.50 (CboeTheo=0.42)  ASK  CBOE 15:27:32.172 IV=42.5% +1.7 CBOE 900 x $0.45 - $0.50 x 29 CBOE  FLOOR - OPENING  Vega=$12k SPX=4509.02 Fwd
  724. >>2000 SPXW Nov23 28th 3700 Puts $0.50 (CboeTheo=0.42)  ASK  CBOE 15:27:32.232 IV=42.5% +1.7 CBOE 900 x $0.45 - $0.50 x 29 CBOE  FLOOR - OPENING  Vega=$23k SPX=4509.02 Fwd
  725. SPLIT TICKET:
    >>4900 SPXW Nov23 28th 3700 Puts $0.50 (CboeTheo=0.42)  ASK  [CBOE] 15:27:32.172 IV=42.5% +1.7 CBOE 900 x $0.45 - $0.50 x 29 CBOE  FLOOR - OPENING  Vega=$57k SPX=4509.02 Fwd
  726. >>5937 DB Jan24 13.0 Calls $0.15 (CboeTheo=0.17)  BID  ARCA 15:28:44.544 IV=25.0% -0.9 BXO 3 x $0.15 - $0.20 x 375 AMEX  FLOOR  Vega=$8859 DB=11.84 Ref
  727. >>3958 DB Jan24 13.0 Calls $0.20 (CboeTheo=0.17)  ASK  ARCA 15:28:44.545 IV=28.3% +2.4 BXO 3 x $0.15 - $0.20 x 375 AMEX  FLOOR  Vega=$6326 DB=11.84 Ref
  728. SPLIT TICKET:
    >>9895 DB Jan24 13.0 Calls $0.17 (CboeTheo=0.17)  MID  [ARCA] 15:28:44.544 IV=25.0% -0.9 BXO 3 x $0.15 - $0.20 x 375 AMEX  FLOOR  Vega=$15k DB=11.84 Ref
  729. SWEEP DETECTED:
    >>4375 NCLH Nov23 24th 16.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:28:44.366 IV=55.0% +1.8 C2 470 x $0.02 - $0.04 x 635 EDGX  OPENING  Vega=$1400 NCLH=14.62 Ref
  730. >>6050 WYNN Dec23 80.0 Puts $0.99 (CboeTheo=1.00)  BID  PHLX 15:29:54.925 IV=32.6% -1.0 CBOE 292 x $0.97 - $1.03 x 80 AMEX  SPREAD/CROSS/TIED - OPENING   ExDiv  Vega=$43k WYNN=85.64 Ref
  731. SWEEP DETECTED:
    >>3538 AAPL Nov23 185 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 15:29:56.006 IV=30.9% +10.2 C2 1082 x $0.09 - $0.10 x 663 C2 Vega=$5072 AAPL=189.47 Ref
  732. >>Market Color GPS - Bearish flow noted in Gap (13.59 -0.48) with 41,678 puts trading, or 15x expected. The Put/Call Ratio is 1.58, while ATM IV is up over 4 points on the day. Earnings are expected on 11/16.  Pre-Earnings  [GPS 13.59 -0.48 Ref, IV=58.7% +4.2] #Bearish
  733. >>15000 YMM Jun24 7.5 Calls $0.90 (CboeTheo=0.97)  BID  AMEX 15:30:22.016 IV=48.1% -4.1 AMEX 396 x $0.85 - $1.05 x 105 AMEX  CROSS - OPENING  Vega=$32k YMM=6.92 Ref
  734. SWEEP DETECTED:
    >>Bullish Delta Impact 670 USM Jan24 55.0 Calls $1.76 (CboeTheo=1.48)  Above Ask!  [MULTI] 15:30:41.261 IV=65.3% +4.1 PHLX 68 x $1.30 - $1.75 x 113 MPRL
    Delta=27%, EST. IMPACT = 18k Shares ($808k) To Buy USM=44.33 Ref
  735. SWEEP DETECTED:
    >>2529 TSLA Nov23 295 Calls $0.01  ASK  [MULTI] 15:30:48.058 IV=152.1% +54.4 AMEX 0 x $0.00 - $0.01 x 2320 C2 Vega=$194 TSLA=232.62 Ref
  736. SWEEP DETECTED:
    >>4777 TSLA Nov23 300 Calls $0.01  ASK  [MULTI] 15:30:52.831 IV=161.8% +57.6 PHLX 0 x $0.00 - $0.01 x 5074 C2 Vega=$348 TSLA=232.60 Ref
  737. SWEEP DETECTED:
    >>5446 NCLH Dec23 17.0 Calls $0.14 (CboeTheo=0.14)  BID  [MULTI] 15:31:01.161 IV=47.5% +0.5 GEMX 197 x $0.14 - $0.15 x 700 ARCA Vega=$5234 NCLH=14.59 Ref
  738. SWEEP DETECTED:
    >>3000 JD Nov23 24th 29.5 Calls $0.16 (CboeTheo=0.18)  BID  [MULTI] 15:31:36.688 IV=37.1% -4.6 MIAX 462 x $0.16 - $0.18 x 74 NOM  ISO  Vega=$3458 JD=28.05 Ref
  739. SWEEP DETECTED:
    >>2755 KO Jan24 55.0 Puts $0.59 (CboeTheo=0.60)  BID  [MULTI] 15:31:53.477 IV=15.0% -0.3 CBOE 449 x $0.59 - $0.62 x 1137 PHLX Vega=$22k KO=57.08 Ref
  740. SWEEP DETECTED:
    >>3489 VALE Dec23 16.0 Calls $0.15 (CboeTheo=0.13)  ASK  [MULTI] 15:32:43.248 IV=32.5% +1.5 ARCA 2500 x $0.13 - $0.15 x 372 BZX Vega=$4178 VALE=15.18 Ref
  741. >>4225 OXY Jan25 60.0 Puts $6.40 (CboeTheo=6.42)  ASK  ARCA 15:32:54.536 IV=29.9% -0.8 ARCA 18 x $6.30 - $6.40 x 4225 ARCA Vega=$103k OXY=60.19 Ref
  742. >>6050 WYNN Dec23 80.0 Puts $1.00 (CboeTheo=1.00)  BID  PHLX 15:32:55.541 IV=32.8% -0.8 C2 92 x $0.99 - $1.03 x 58 AMEX  SPREAD/CROSS/TIED - OPENING   ExDiv  Vega=$43k WYNN=85.64 Ref
  743. SWEEP DETECTED:
    >>3934 GSAT Jan25 2.0 Calls $0.20 (CboeTheo=0.23)  MID  [MULTI] 15:33:20.110 IV=55.7% -6.2 NOM 1 x $0.19 - $0.23 x 9 NOM  ISO  Vega=$2375 GSAT=1.42 Ref
  744. SWEEP DETECTED:
    >>3500 GPS Nov23 12.0 Puts $0.158 (CboeTheo=0.15)  Above Ask!  [MULTI] 15:33:26.449 IV=244.7% +55.8 GEMX 184 x $0.14 - $0.15 x 154 GEMX  ISO - OPENING   Pre-Earnings  Vega=$601 GPS=13.61 Ref
  745. >>2500 INTC Jun24 34.0 Puts $1.06 (CboeTheo=1.07)  BID  ARCA 15:33:54.403 IV=37.5% +1.3 EMLD 150 x $1.06 - $1.07 x 3 ARCA  CROSS   52WeekHigh  Vega=$19k INTC=43.17 Ref
  746. SPLIT TICKET:
    >>1000 SPXW Nov23 24th 3450 Puts $0.20 (CboeTheo=0.17)  ASK  [CBOE] 15:34:08.811 IV=62.6% +4.5 CBOE 173 x $0.15 - $0.20 x 212 CBOE Vega=$3789 SPX=4507.69 Fwd
  747. >>1700 SPX May24 3250 Puts $14.03 (CboeTheo=13.89)  ASK  CBOE 15:34:23.126 IV=28.9% +0.1 CBOE 738 x $13.80 - $14.20 x 603 CBOE  LATE  Vega=$445k SPX=4600.00 Fwd
  748. >>1300 SPX May24 4125 Puts $62.05 (CboeTheo=61.95)  ASK  CBOE 15:34:23.314 IV=18.4% -0.0 CBOE 32 x $61.70 - $62.20 x 71 CBOE  LATE  Vega=$1.11m SPX=4600.00 Fwd
  749. SPLIT TICKET:
    >>2000 SPX May24 4400 Puts $110.24 (CboeTheo=110.51)  BID  [CBOE] 15:34:23.123 IV=15.6% -0.1 CBOE 56 x $109.80 - $110.70 x 20 CBOE  LATE  Vega=$2.28m SPX=4600.00 Fwd
  750. SPLIT TICKET:
    >>4000 SPX May24 3250 Puts $14.03 (CboeTheo=13.89)  ASK  [CBOE] 15:34:23.123 IV=28.9% +0.1 CBOE 738 x $13.80 - $14.20 x 603 CBOE  LATE - OPENING  Vega=$1.05m SPX=4600.00 Fwd
  751. SPLIT TICKET:
    >>4000 SPX May24 4125 Puts $62.05 (CboeTheo=61.95)  ASK  [CBOE] 15:34:23.123 IV=18.4% -0.0 CBOE 40 x $61.60 - $62.20 x 40 CBOE  LATE - OPENING  Vega=$3.42m SPX=4600.00 Fwd
  752. >>2000 CTLT Dec23 42.5 Calls $0.90 (CboeTheo=0.84)  MID  ARCA 15:34:47.183 IV=42.0% -2.9 PHLX 312 x $0.75 - $1.05 x 78 PHLX  FLOOR  Vega=$7985 CTLT=39.60 Ref
  753. >>2500 LCID Dec23 5.0 Puts $0.89 (CboeTheo=0.91)  BID  AMEX 15:35:18.223 IV=72.6% -4.6 BZX 21 x $0.88 - $0.92 x 4 ARCA  SPREAD/CROSS  Vega=$905 LCID=4.29 Ref
  754. >>2500 LCID Dec23 5.0 Calls $0.13 (CboeTheo=0.13)  MID  AMEX 15:35:18.223 IV=79.0% +1.7 EMLD 3514 x $0.12 - $0.14 x 1059 EMLD  SPREAD/CROSS  Vega=$962 LCID=4.29 Ref
  755. SPLIT TICKET:
    >>1000 SPXW Nov23 24th 3450 Puts $0.20 (CboeTheo=0.18)  ASK  [CBOE] 15:35:33.145 IV=62.7% +4.5 CBOE 274 x $0.15 - $0.20 x 564 CBOE Vega=$3788 SPX=4507.98 Fwd
  756. >>2000 QCOM Nov23 115 Calls $14.05 (CboeTheo=13.97)  ASK  BOX 15:36:22.314 IV=113.3% +54.2 BXO 8 x $13.90 - $14.05 x 9 MPRL  SPREAD/FLOOR  Vega=$864 QCOM=128.95 Ref
  757. >>2000 QCOM Dec23 120 Calls $9.75 (CboeTheo=9.75)  ASK  BOX 15:36:22.314 IV=26.8% -0.1 CBOE 46 x $9.65 - $9.80 x 59 EDGX  SPREAD/FLOOR  Vega=$16k QCOM=128.95 Ref
  758. >>2500 TECK Jan25 32.0 Puts $3.65 (CboeTheo=3.55)  ASK  BOX 15:37:40.922 IV=39.8% +1.9 ARCA 53 x $3.45 - $3.65 x 45 ARCA  SPREAD/FLOOR - OPENING  Vega=$33k TECK=35.33 Ref
  759. >>2500 TECK Nov23 24th 35.0 Puts $0.45 (CboeTheo=0.44)  BID  BOX 15:37:40.922 IV=29.4% -0.5 BXO 13 x $0.45 - $0.49 x 27 BZX  SPREAD/FLOOR - OPENING  Vega=$5066 TECK=35.33 Ref
  760. SPLIT TICKET:
    >>3000 SPXW Dec23 8th 3700 Puts $1.25 (CboeTheo=1.21)  ASK  [CBOE] 15:37:55.929 IV=35.2% +1.1 CBOE 571 x $1.20 - $1.25 x 36 CBOE  FLOOR  Vega=$90k SPX=4514.81 Fwd
  761. SPLIT TICKET:
    >>1022 VIX Dec23 20th 15.0 Puts $1.21 (CboeTheo=1.20)  BID  [CBOE] 15:37:58.398 IV=71.3% +1.3 CBOE 784 x $1.21 - $1.22 x 5536 CBOE Vega=$1847 VIX=15.17 Fwd
  762. >>2000 INTC Jun24 46.0 Calls $3.75 (CboeTheo=3.79)  BID  PHLX 15:38:27.922 IV=33.0% +1.2 EDGX 871 x $3.75 - $3.85 x 1123 EDGX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$27k INTC=43.26 Ref
  763. >>2000 TECK Jan25 32.0 Puts $3.65 (CboeTheo=3.55)  ASK  BOX 15:38:29.459 IV=39.8% +1.9 ARCA 53 x $3.45 - $3.65 x 99 BZX  SPREAD/FLOOR - OPENING  Vega=$26k TECK=35.30 Ref
  764. >>2000 TECK Nov23 24th 35.0 Puts $0.45 (CboeTheo=0.44)  BID  BOX 15:38:29.459 IV=29.1% -0.8 BXO 62 x $0.44 - $0.49 x 5 EMLD  SPREAD/FLOOR  Vega=$4059 TECK=35.30 Ref
  765. SWEEP DETECTED:
    >>Bullish Delta Impact 720 BBAR Dec23 4.73 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 15:38:34.744 IV=96.2% -0.3 ARCA 3 x $0.10 - $0.20 x 54 BZX  OPENING 
    Delta=32%, EST. IMPACT = 23k Shares ($97k) To Buy BBAR=4.21 Ref
  766. >>2626 GPS Nov23 13.0 Calls $0.98 (CboeTheo=1.00)  BID  BOX 15:39:13.678 IV=231.9% +67.5 EDGX 364 x $0.98 - $1.04 x 32 PHLX  SPREAD/FLOOR   Pre-Earnings  Vega=$696 GPS=13.57 Ref
  767. SPLIT TICKET:
    >>1250 SPXW Nov23 22nd 3700 Puts $0.25 (CboeTheo=0.22)  ASK  [CBOE] 15:39:29.388 IV=56.0% +5.4 CBOE 202 x $0.20 - $0.25 x 573 CBOE Vega=$6152 SPX=4509.00 Fwd
  768. SWEEP DETECTED:
    >>2186 NCLH Nov23 24th 16.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:39:36.233 IV=55.3% +2.1 MPRL 228 x $0.03 - $0.04 x 431 EMLD  OPENING  Vega=$697 NCLH=14.62 Ref
  769. SWEEP DETECTED:
    >>Bullish Delta Impact 7208 YPF Nov23 24th 11.5 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 15:39:44.062 IV=95.3% +13.0 ARCA 20 x $0.10 - $0.15 x 643 PHLX  ISO - OPENING 
    Delta=20%, EST. IMPACT = 146k Shares ($1.48m) To Buy YPF=10.12 Ref
  770. >>2500 SPXW Nov23 4360 Puts $0.20 (CboeTheo=0.23)  BID  CBOE 15:41:11.645 IV=26.7% +5.8 CBOE 474 x $0.20 - $0.25 x 495 CBOE  LATE - OPENING  Vega=$17k SPX=4505.81 Fwd
  771. SPLIT TICKET:
    >>5600 SPXW Nov23 4360 Puts $0.20 (CboeTheo=0.23)  BID  [CBOE] 15:41:11.644 IV=26.7% +5.8 CBOE 474 x $0.20 - $0.25 x 495 CBOE  LATE - OPENING  Vega=$37k SPX=4505.81 Fwd
  772. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4700 Calls $11.90 (CboeTheo=11.64)  Above Ask!  [CBOE] 15:41:34.735 IV=10.3% -0.3 CBOE 202 x $11.60 - $11.80 x 116 CBOE  LATE  Vega=$376k SPX=4527.47 Fwd
  773. SPLIT TICKET:
    >>1000 SPXW Dec23 22nd 4200 Puts $9.70 (CboeTheo=9.72)  MID  [CBOE] 15:41:34.735 IV=17.5% -0.1 CBOE 94 x $9.60 - $9.80 x 137 CBOE  LATE - OPENING  Vega=$230k SPX=4522.46 Fwd
  774. >>5000 ZM Nov23 80.0 Puts $16.50 (CboeTheo=16.52)  BID  PHLX 15:42:05.932 ARCA 1 x $16.45 - $16.60 x 10 BZX  SPREAD/FLOOR  Vega=$0 ZM=63.48 Ref
  775. >>5000 ZM Nov23 90.0 Puts $26.50 (CboeTheo=26.52)  ASK  PHLX 15:42:05.931 BZX 20 x $26.35 - $26.60 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=63.48 Ref
  776. SPLIT TICKET:
    >>2000 AAPL Nov23 167.5 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:43:45.777 IV=88.6% +27.6 ARCA 0 x $0.00 - $0.01 x 3423 C2 Vega=$229 AAPL=189.75 Ref
  777. >>1803 XSP Dec23 29th 426 Puts $1.55 (CboeTheo=1.56)  ASK  CBOE 15:43:58.953 IV=15.9% -0.2 CBOE 322 x $1.54 - $1.55 x 1803 CBOE Vega=$59k XSP=452.91 Fwd
  778. >>7481 INTC Feb24 48.0 Calls $1.42 (CboeTheo=1.40)  ASK  PHLX 15:44:40.663 IV=33.8% +2.2 EMLD 202 x $1.39 - $1.42 x 269 EDGX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$59k INTC=43.26 Ref
  779. >>4782 INTC Jun24 50.0 Calls $2.41 (CboeTheo=2.39)  MID  PHLX 15:44:40.663 IV=32.7% +1.4 EDGX 275 x $2.39 - $2.42 x 124 BOX  SPREAD/FLOOR   52WeekHigh  Vega=$60k INTC=43.26 Ref
  780. SWEEP DETECTED:
    >>Bullish Delta Impact 10000 YPF Dec23 1st 11.5 Calls $0.30 (CboeTheo=0.22)  ASK  [MULTI] 15:45:38.029 IV=90.8% +20.5 PHLX 172 x $0.15 - $0.30 x 246 PHLX  ISO - OPENING 
    Delta=28%, EST. IMPACT = 285k Shares ($2.89m) To Buy YPF=10.15 Ref
  781. >>3500 AAL Dec23 11.0 Puts $0.11 (CboeTheo=0.13)  Below Bid!  PHLX 15:45:52.859 IV=39.1% -3.1 C2 6043 x $0.12 - $0.13 x 84 BZX  TIED/FLOOR  Vega=$2847 AAL=12.21 Ref
  782. >>5000 ZM Nov23 80.0 Puts $16.45 (CboeTheo=16.47)  BID  PHLX 15:46:31.288 ARCA 4 x $16.40 - $16.55 x 3 BXO  SPREAD/FLOOR  Vega=$0 ZM=63.53 Ref
  783. >>5000 ZM Jan24 130 Puts $66.45 (CboeTheo=66.47)  ASK  PHLX 15:46:31.288 AMEX 1 x $66.35 - $66.50 x 2 BXO  SPREAD/FLOOR - OPENING  Vega=$0 ZM=63.53 Ref
  784. >>3000 CVX Nov23 160 Puts $18.45 (CboeTheo=18.43)  ASK  PHLX 15:46:43.261 IV=97.4% +41.1 BOX 30 x $18.35 - $18.50 x 17 BZX  SPREAD/FLOOR   52WeekLow  Vega=$537 CVX=141.56 Ref
  785. >>3000 CVX Nov23 155 Puts $13.45 (CboeTheo=13.44)  ASK  PHLX 15:46:43.261 IV=75.0% +31.5 BOX 30 x $13.35 - $13.50 x 15 BZX  SPREAD/FLOOR   52WeekLow  Vega=$662 CVX=141.56 Ref
  786. >>1000 SPXW Dec23 6th 3700 Puts $1.10 (CboeTheo=1.03)  ASK  CBOE 15:46:50.467 IV=36.3% +1.6 CBOE 72 x $1.05 - $1.10 x 36 CBOE  FLOOR - OPENING  Vega=$26k SPX=4515.15 Fwd
  787. >>1000 SPXW Dec23 6th 3700 Puts $1.10 (CboeTheo=1.03)  ASK  CBOE 15:46:50.467 IV=36.3% +1.6 CBOE 72 x $1.05 - $1.10 x 36 CBOE  FLOOR - OPENING  Vega=$26k SPX=4515.15 Fwd
  788. >>1000 SPXW Dec23 6th 3700 Puts $1.10 (CboeTheo=1.03)  ASK  CBOE 15:46:50.468 IV=36.3% +1.6 CBOE 72 x $1.05 - $1.10 x 36 CBOE  FLOOR - OPENING  Vega=$26k SPX=4515.15 Fwd
  789. SPLIT TICKET:
    >>5000 SPXW Dec23 6th 3700 Puts $1.10 (CboeTheo=1.03)  ASK  [CBOE] 15:46:50.467 IV=36.3% +1.6 CBOE 72 x $1.05 - $1.10 x 36 CBOE  FLOOR - OPENING  Vega=$131k SPX=4515.15 Fwd
  790. SWEEP DETECTED:
    >>2754 MSFT Dec23 375 Calls $9.40 (CboeTheo=9.42)  ASK  [MULTI] 15:46:56.040 IV=19.4% +0.3 CBOE 95 x $9.35 - $9.40 x 485 EMLD  52WeekHigh  Vega=$115k MSFT=375.64 Ref
  791. >>2010 TSLA Jan24 450 Puts $215.70 (CboeTheo=215.64)  MID  PHLX 15:47:23.666 IV=83.3% +24.3 BZX 12 x $215.40 - $216.00 x 13 PHLX  FLOOR  Vega=$5859 TSLA=234.36 Ref
  792. >>2100 TSLA Jan24 416.67 Puts $182.35 (CboeTheo=182.31)  BID  PHLX 15:47:23.666 IV=74.2% +18.4 BZX 13 x $182.05 - $182.70 x 13 PHLX  FLOOR - OPENING  Vega=$5860 TSLA=234.36 Ref
  793. SPLIT TICKET:
    >>2100 TSLA Jan24 450 Puts $215.698 (CboeTheo=215.64)  MID  [PHLX] 15:47:23.666 IV=83.3% +24.3 BZX 12 x $215.40 - $216.00 x 13 PHLX  FLOOR  Vega=$6122 TSLA=234.36 Ref
  794. SPLIT TICKET:
    >>2000 NVO Dec23 22nd 105 Calls $1.59 (CboeTheo=1.63)  BID  [ARCA] 15:47:29.217 IV=27.5% -0.4 MIAX 75 x $1.55 - $1.90 x 234 MIAX  FLOOR - OPENING  Vega=$22k NVO=99.50 Ref
  795. SWEEP DETECTED:
    >>3308 AAPL Nov23 192.5 Calls $0.11 (CboeTheo=0.10)  ASK  [MULTI] 15:47:31.310 IV=21.3% +1.3 MPRL 43 x $0.10 - $0.11 x 1109 C2 Vega=$6391 AAPL=189.79 Ref
  796. >>3000 BAC Dec23 30.0 Puts $1.09 (CboeTheo=1.10)  BID  ISE 15:49:04.851 IV=22.6% -0.5 C2 267 x $1.09 - $1.10 x 200 C2  SPREAD/CROSS/TIED  Vega=$9414 BAC=29.54 Ref
  797. >>5000 WFC Jan24 42.5 Puts $1.58 (CboeTheo=1.57)  ASK  AMEX 15:50:11.302 IV=24.9% +0.0 C2 100 x $1.56 - $1.58 x 34 BOX  SPREAD/CROSS  Vega=$35k WFC=42.51 Ref
  798. >>5000 WFC Jan24 42.5 Calls $1.96 (CboeTheo=1.98)  BID  AMEX 15:50:11.302 IV=24.4% -0.6 ARCA 111 x $1.93 - $2.01 x 83 NOM  SPREAD/CROSS  Vega=$35k WFC=42.51 Ref
  799. SWEEP DETECTED:
    >>Bullish Delta Impact 698 SSTK Dec23 45.0 Calls $1.90 (CboeTheo=1.71)  ASK  [MULTI] 15:51:15.084 IV=48.2% +5.4 PHLX 65 x $1.55 - $1.90 x 98 BOX  ISO 
    Delta=46%, EST. IMPACT = 32k Shares ($1.40m) To Buy SSTK=43.95 Ref
  800. >>2100 SCHW Jan24 70.0 Puts $14.35 (CboeTheo=14.35)  MID  PHLX 15:51:53.897 IV=34.9% +3.4 MPRL 6 x $14.30 - $14.40 x 12 NOM  FLOOR  Vega=$1932 SCHW=55.66 Ref
  801. SWEEP DETECTED:
    >>2707 SIRI Nov23 5.5 Calls $0.03 (CboeTheo=0.06)  BID  [MULTI] 15:51:52.335 IV=134.9% +1.1 C2 753 x $0.03 - $0.04 x 457 C2  ISO  Vega=$180 SIRI=5.12 Ref
  802. SWEEP DETECTED:
    >>2791 SIRI Dec23 6.0 Calls $0.22 (CboeTheo=0.21)  ASK  [MULTI] 15:52:15.590 IV=101.8% +3.2 BOX 88 x $0.18 - $0.22 x 152 PHLX  ISO  Vega=$1326 SIRI=5.12 Ref
  803. >>2640 NVDA Nov23 485 Puts $0.90 (CboeTheo=0.95)  ASK  EMLD 15:52:18.393 IV=39.4% -1.3 MPRL 16 x $0.89 - $0.90 x 2640 EMLD Vega=$17k NVDA=494.87 Ref
  804. SWEEP DETECTED:
    >>4095 TSLA Nov23 300 Calls $0.01  ASK  [MULTI] 15:52:30.506 IV=160.6% +56.4 BZX 0 x $0.00 - $0.01 x 4954 C2 Vega=$300 TSLA=233.53 Ref
  805. >>2255 SIRI Nov23 5.5 Calls $0.03 (CboeTheo=0.06)  MID  MIAX 15:52:38.243 IV=134.9% +1.1 C2 419 x $0.02 - $0.04 x 10 ARCA  ISO/AUCTION  Vega=$150 SIRI=5.12 Ref
  806. SWEEP DETECTED:
    >>2875 SIRI Nov23 5.5 Calls $0.03 (CboeTheo=0.06)  BID  [MULTI] 15:52:37.869 IV=134.9% +1.1 BZX 57 x $0.03 - $0.04 x 14 BZX  ISO  Vega=$191 SIRI=5.12 Ref
  807. SWEEP DETECTED:
    >>4000 BAC Nov23 30.0 Calls $0.03 (CboeTheo=0.05)  BID  [MULTI] 15:52:43.009 IV=27.8% -0.9 EMLD 11k x $0.03 - $0.04 x 3681 EMLD  ISO  Vega=$1404 BAC=29.52 Ref
  808. SPLIT TICKET:
    >>3762 SPX Dec23 3750 Puts $2.00 (CboeTheo=1.89)  ASK  [CBOE] 15:52:45.340 IV=31.0% +0.9 CBOE 5321 x $1.85 - $2.00 x 2056 CBOE Vega=$185k SPX=4520.28 Fwd
  809. SWEEP DETECTED:
    >>2028 TSLA Nov23 260 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:52:58.639 IV=88.2% +27.1 EMLD 573 x $0.03 - $0.04 x 537 MRX Vega=$747 TSLA=233.34 Ref
  810. >>4100 XOM Dec23 115 Puts $12.65 (CboeTheo=12.70)  BID  PHLX 15:53:22.603 NOM 3 x $12.60 - $12.75 x 10 MPRL  FLOOR - OPENING  Vega=$0 XOM=102.31 Ref
  811. SPLIT TICKET:
    >>3688 SPX Dec23 3700 Puts $1.90 (CboeTheo=1.79)  ASK  [CBOE] 15:53:49.331 IV=32.7% +1.2 CBOE 4214 x $1.75 - $1.90 x 100 CBOE Vega=$166k SPX=4519.82 Fwd
  812. >>5000 BMY Jan25 52.5 Calls $4.45 (CboeTheo=4.43)  ASK  ISE 15:54:08.384 IV=23.9% -0.1 PHLX 63 x $4.35 - $4.50 x 3 ISE  SPREAD/CROSS/TIED - OPENING  Vega=$103k BMY=50.66 Ref
  813. >>2239 SOFI Nov23 7.0 Calls $0.04 (CboeTheo=0.10)  ASK  PHLX 15:54:20.613 IV=95.8% +23.5 EMLD 240 x $0.03 - $0.04 x 6823 EMLD  SSR  Vega=$232 SOFI=6.71 Ref
  814. SWEEP DETECTED:
    >>4468 SOFI Nov23 7.0 Calls $0.04 (CboeTheo=0.10)  ASK  [MULTI] 15:54:20.613 IV=95.8% +23.5 EMLD 240 x $0.03 - $0.04 x 6823 EMLD  SSR  Vega=$462 SOFI=6.71 Ref
  815. >>6000 SNAP Feb24 15.0 Calls $0.54 (CboeTheo=0.54)  BID  ISE 15:54:28.820 IV=56.8% -0.2 C2 180 x $0.54 - $0.55 x 305 C2  SPREAD/CROSS/TIED - OPENING  Vega=$12k SNAP=12.09 Ref
  816. SWEEP DETECTED:
    >>3952 PAAS Apr24 20.0 Calls $0.30 (CboeTheo=0.32)  MID  [MULTI] 15:56:07.265 IV=43.8% -1.0 BZX 1404 x $0.25 - $0.35 x 164 CBOE  OPENING   ExDiv  Vega=$8986 PAAS=14.35 Ref
  817. SPLIT TICKET:
    >>1469 VIX Dec23 20th 13.0 Puts $0.25 (CboeTheo=0.24)  ASK  [CBOE] 15:56:49.776 IV=57.4% +0.1 CBOE 1501 x $0.23 - $0.25 x 58 CBOE Vega=$1686 VIX=15.17 Fwd
  818. >>2600 MS Jan24 95.0 Puts $15.35 (CboeTheo=15.38)  MID  PHLX 15:57:12.417 BXO 13 x $15.30 - $15.40 x 13 BXO  FLOOR - OPENING  Vega=$0 MS=79.62 Ref
  819. >>2500 MS Jan24 92.5 Puts $12.85 (CboeTheo=12.88)  BID  PHLX 15:57:12.417 BXO 14 x $12.80 - $12.95 x 14 BOX  FLOOR - OPENING  Vega=$0 MS=79.62 Ref
  820. >>2500 AAPL Dec23 175 Calls $15.92 (CboeTheo=15.98)  BID  AMEX 15:57:17.137 IV=22.2% +1.0 BXO 15 x $15.90 - $16.05 x 23 MPRL  SPREAD/CROSS  Vega=$21k AAPL=189.71 Ref
  821. >>2500 AAPL Dec23 175 Puts $0.52 (CboeTheo=0.52)  ASK  AMEX 15:57:17.137 IV=22.9% +1.7 MPRL 51 x $0.51 - $0.52 x 640 C2  SPREAD/CROSS  Vega=$22k AAPL=189.71 Ref
  822. SWEEP DETECTED:
    >>Bullish Delta Impact 1485 LQDA Dec23 7.5 Calls $0.352 (CboeTheo=0.38)  Above Ask!  [MULTI] 15:58:07.132 IV=104.2% +3.3 PHLX 993 x $0.30 - $0.35 x 50 ARCA
    Delta=33%, EST. IMPACT = 50k Shares ($314k) To Buy LQDA=6.31 Ref
  823. >>2500 XP Nov23 22.0 Puts $0.03 (CboeTheo=0.05)  MID  ISE 15:58:35.905 IV=75.3% -1.5 BZX 0 x $0.00 - $0.05 x 123 CBOE  COB  Vega=$429 XP=23.29 Ref
  824. >>2500 XP Nov23 23.0 Puts $0.18 (CboeTheo=0.24)  Above Ask!  ISE 15:58:35.905 IV=62.7% +5.5 PHLX 1334 x $0.05 - $0.15 x 195 GEMX  COB - OPENING  Vega=$1134 XP=23.29 Ref
  825. >>2000 XP Nov23 23.0 Puts $0.17 (CboeTheo=0.24)  Above Ask!  CBOE 15:58:35.906 IV=60.5% +3.3 PHLX 1334 x $0.05 - $0.15 x 195 GEMX  COB - OPENING  Vega=$902 XP=23.29 Ref
  826. >>2000 XP Nov23 22.0 Puts $0.02 (CboeTheo=0.05)  MID  CBOE 15:58:35.906 IV=68.7% -8.1 BZX 0 x $0.00 - $0.05 x 123 CBOE  COB  Vega=$280 XP=23.29 Ref
  827. >>2900 SE Jan24 70.0 Puts $32.00 (CboeTheo=32.01)  MID  PHLX 15:58:41.172 BXO 2 x $31.95 - $32.05 x 2 BXO  FLOOR  Vega=$0 SE=37.99 Ref
  828. >>5000 PYPL Jun24 35.0 Puts $0.56 (CboeTheo=0.54)  ASK  AMEX 15:58:48.630 IV=47.3% +0.0 BZX 10 x $0.55 - $0.56 x 65 MPRL  SPREAD/CROSS - OPENING  Vega=$25k PYPL=56.81 Ref
  829. SWEEP DETECTED:
    >>4758 INTC Nov23 45.0 Calls $0.09 (CboeTheo=0.07)  ASK  [MULTI] 15:59:32.932 IV=61.3% -2.3 ARCA 15 x $0.08 - $0.09 x 675 EDGX  ISO   52WeekHigh  Vega=$2330 INTC=43.35 Ref
  830. SWEEP DETECTED:
    >>2790 PAAS Apr24 20.0 Calls $0.30 (CboeTheo=0.32)  MID  [MULTI] 15:59:43.222 IV=43.7% -1.0 BZX 1375 x $0.25 - $0.35 x 156 BOX  OPENING   ExDiv  Vega=$6351 PAAS=14.37 Ref
  831. >>1500 SPXW Nov23 30th 3700 Puts $0.75 (CboeTheo=0.71)  MID  CBOE 16:04:43.469 IV=41.5% +2.4 CBOE 513 x $0.70 - $0.80 x 813 CBOE  FLOOR  Vega=$25k SPX=4514.96 Fwd
  832. >>1000 SPXW Nov23 30th 3700 Puts $0.75 (CboeTheo=0.71)  MID  CBOE 16:04:43.470 IV=41.5% +2.4 CBOE 513 x $0.70 - $0.80 x 813 CBOE  FLOOR  Vega=$17k SPX=4514.96 Fwd
  833. SPLIT TICKET:
    >>5000 SPXW Nov23 30th 3700 Puts $0.75 (CboeTheo=0.71)  MID  [CBOE] 16:04:43.469 IV=41.5% +2.4 CBOE 513 x $0.70 - $0.80 x 813 CBOE  FLOOR - OPENING  Vega=$84k SPX=4514.96 Fwd

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