OPTION FLOW 11/17/2023

byFRANKTRADEZ •
0

 

  1. >>3500 EXEL Jan24 20.0 Puts $1.00 (CboeTheo=0.87)  ASK  BOX 09:45:35.396 IV=46.5% +4.2 PHLX 476 x $0.55 - $1.30 x 361 PHLX  FLOOR  Vega=$11k EXEL=21.27 Ref
  2. >>Unusual Volume CVNA - 3x market weighted volume: 41.8k = 270.5k projected vs 78.2k adv, 91% puts, 6% of OI [CVNA 31.65 -0.71 Ref, IV=97.5% +0.2]
  3. >>2000 SOFI Dec23 6.0 Puts $0.22 (CboeTheo=0.21)  ASK  MPRL 09:47:26.285 IV=70.6% -0.4 EMLD 2813 x $0.21 - $0.22 x 2000 MPRL  SSR  Vega=$1192 SOFI=6.69 Ref
  4. SWEEP DETECTED:
    >>4903 SOFI Dec23 6.0 Puts $0.22 (CboeTheo=0.21)  ASK  [MULTI] 09:47:26.207 IV=70.6% -0.4 EMLD 3255 x $0.21 - $0.22 x 678 EMLD  SSR  Vega=$2922 SOFI=6.69 Ref
  5. SPLIT TICKET:
    >>1050 SPXW Nov23 4425 Puts $0.20 (CboeTheo=0.12)  ASK  [CBOE] 09:47:46.119 IV=30.9% +12.2 CBOE 179 x $0.15 - $0.20 x 1059 CBOE Vega=$5215 SPX=4504.14 Fwd
  6. SWEEP DETECTED:
    >>Bullish Delta Impact 658 MANU Jan24 20.0 Puts $2.70 (CboeTheo=2.36)  BID  [MULTI] 09:48:01.813 IV=72.0% +8.1 BXO 97 x $2.70 - $2.80 x 1 PHLX
    Delta=-47%, EST. IMPACT = 31k Shares ($614k) To Buy MANU=19.93 Ref
  7. SWEEP DETECTED:
    >>2000 VALE Nov23 15.0 Calls $0.24 (CboeTheo=0.26)  BID  [MULTI] 09:48:10.676 MPRL 16 x $0.24 - $0.26 x 5000 ARCA Vega=$0 VALE=15.26 Ref
  8. SPLIT TICKET:
    >>1480 SPXW Nov23 4350 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 09:48:13.951 IV=47.9% +19.5 CBOE 0 x $0.00 - $0.05 x 1210 CBOE Vega=$1712 SPX=4504.42 Fwd
  9. >>2500 INTC Jan24 46.0 Calls $1.07 (CboeTheo=1.07)  MID  PHLX 09:48:37.349 IV=29.4% -0.3 C2 309 x $1.06 - $1.08 x 245 C2  SPREAD/CROSS/TIED  Vega=$16k INTC=42.84 Ref
  10. >>11620 AVTR Dec23 17.5 Puts $0.15 (CboeTheo=0.21)  MID  BOX 09:49:30.045 IV=36.1% -3.5 BOX 17 x $0.10 - $0.20 x 1456 PHLX  FLOOR - OPENING  Vega=$14k AVTR=19.30 Ref
  11. SPLIT TICKET:
    >>12630 AVTR Dec23 17.5 Puts $0.146 (CboeTheo=0.21)  MID  [BOX] 09:49:30.045 IV=36.1% -3.5 BOX 17 x $0.10 - $0.20 x 1456 PHLX  FLOOR - OPENING  Vega=$16k AVTR=19.30 Ref
  12. SWEEP DETECTED:
    >>Bullish Delta Impact 2033 AUPH Jan24 10.0 Calls $0.929 (CboeTheo=0.74)  Above Ask!  [MULTI] 09:49:30.057 IV=96.8% -1.5 PHLX 270 x $0.55 - $0.75 x 14 ARCA
    Delta=40%, EST. IMPACT = 81k Shares ($665k) To Buy AUPH=8.26 Ref
  13. SWEEP DETECTED:
    >>Bullish Delta Impact 986 AUPH Jan24 11.0 Calls $0.995 (CboeTheo=0.59)  ASK  [MULTI] 09:49:31.500 IV=132.5% +29.5 BOX 436 x $0.40 - $1.00 x 226 BOX
    Delta=41%, EST. IMPACT = 40k Shares ($334k) To Buy AUPH=8.28 Ref
  14. SWEEP DETECTED:
    >>Bullish Delta Impact 1096 AUPH Apr24 14.0 Puts $5.816 (CboeTheo=6.13)  BID  [MULTI] 09:49:31.500 IV=63.8% -24.6 PHLX 41 x $5.80 - $6.70 x 44 PHLX  OPENING 
    Delta=-89%, EST. IMPACT = 97k Shares ($803k) To Buy AUPH=8.28 Ref
  15. SWEEP DETECTED:
    >>Bearish Delta Impact 1778 MANU Jan24 23.0 Calls $0.50 (CboeTheo=0.89)  BID  [MULTI] 09:49:34.685 IV=51.1% -17.3 BOX 242 x $0.50 - $1.00 x 157 BOX  ISO 
    Delta=23%, EST. IMPACT = 41k Shares ($812k) To Sell MANU=19.84 Ref
  16. SWEEP DETECTED:
    >>2005 AMZN Nov23 24th 150 Calls $0.293 (CboeTheo=0.28)  MID  [MULTI] 09:49:54.807 IV=25.2% +0.6 C2 745 x $0.28 - $0.29 x 226 MPRL  ISO  Vega=$8256 AMZN=143.55 Ref
  17. SWEEP DETECTED:
    >>2001 AMZN Nov23 24th 150 Calls $0.308 (CboeTheo=0.29)  Above Ask!  [MULTI] 09:50:24.568 IV=25.2% +0.6 C2 1280 x $0.29 - $0.30 x 37 MPRL  ISO  Vega=$8403 AMZN=143.64 Ref
  18. >>Unusual Volume ZM - 5x market weighted volume: 85.0k = 518.5k projected vs 91.9k adv, 96% puts, 15% of OI [ZM 63.78 +0.39 Ref, IV=54.0% -0.1]
  19. >>15000 AAL Mar24 10.0 Puts $0.35 (CboeTheo=0.34)  ASK  AMEX 09:51:10.282 IV=47.1% +0.6 BXO 29 x $0.33 - $0.35 x 513 EDGX  FLOOR  Vega=$27k AAL=12.20 Ref
  20. SWEEP DETECTED:
    >>3934 AAPL Nov23 24th 187.5 Puts $0.816 (CboeTheo=0.84)  Below Bid!  [MULTI] 09:52:01.808 IV=17.2% -0.2 ARCA 20 x $0.84 - $0.85 x 78 BZX Vega=$36k AAPL=189.82 Ref
  21. SWEEP DETECTED:
    >>2044 VALE Nov23 15.0 Calls $0.23 (CboeTheo=0.24)  BID  [MULTI] 09:52:45.133 BZX 213 x $0.23 - $0.25 x 990 ARCA Vega=$0 VALE=15.23 Ref
  22. SPLIT TICKET:
    >>2000 AMZN Nov23 24th 150 Calls $0.34 (CboeTheo=0.33)  ASK  [BOX] 09:52:50.720 IV=25.4% +0.9 BZX 7 x $0.33 - $0.34 x 1128 CBOE  AUCTION  Vega=$8943 AMZN=143.87 Ref
  23. >>11188 PTEN Jan24 10.0 Puts $0.20 (CboeTheo=0.27)  MID  PHLX 09:53:32.608 IV=45.2% -4.1 AMEX 686 x $0.15 - $0.25 x 905 PHLX  AUCTION  Vega=$13k PTEN=11.85 Ref
  24. >>11187 PTEN Jan24 10.0 Puts $0.20 (CboeTheo=0.27)  MID  PHLX 09:53:32.608 IV=45.2% -4.1 AMEX 686 x $0.15 - $0.25 x 905 PHLX  AUCTION  Vega=$13k PTEN=11.86 Ref
  25. SPLIT TICKET:
    >>22375 PTEN Jan24 10.0 Puts $0.20 (CboeTheo=0.27)  MID  [PHLX] 09:53:32.608 IV=45.2% -4.1 AMEX 686 x $0.15 - $0.25 x 905 PHLX  AUCTION  Vega=$27k PTEN=11.85 Ref
  26. SWEEP DETECTED:
    >>2522 CHPT Nov23 2.0 Puts $0.07 (CboeTheo=0.09)  BID  [MULTI] 09:54:12.553 IV=411.1% -42.1 C2 816 x $0.07 - $0.08 x 636 C2  ISO   SSR   52WeekLow  Vega=$55 CHPT=2.04 Ref
  27. >>2159 TSLA Nov23 227.5 Calls $2.78 (CboeTheo=2.74)  BID  ARCA 09:54:27.340 IV=84.4% +29.0 ARCA 2159 x $2.78 - $2.81 x 4 GEMX Vega=$5249 TSLA=228.72 Ref
  28. SWEEP DETECTED:
    >>2163 TSLA Nov23 227.5 Calls $2.78 (CboeTheo=2.74)  BID  [MULTI] 09:54:27.101 IV=84.7% +29.3 ARCA 2159 x $2.78 - $2.81 x 4 GEMX Vega=$5262 TSLA=228.71 Ref
  29. SPLIT TICKET:
    >>1311 SPXW Nov23 20th 4450 Puts $1.47 (CboeTheo=1.74)  Below Bid!  [CBOE] 09:55:49.659 IV=9.8% -0.4 CBOE 46 x $1.70 - $1.80 x 177 CBOE Vega=$97k SPX=4505.79 Fwd
  30. >>4447 VALE Nov23 15.0 Calls $0.17 (CboeTheo=0.18)  BID  CBOE 09:56:06.742 PHLX 3552 x $0.17 - $0.21 x 260 BZX Vega=$0 VALE=15.18 Ref
  31. SPLIT TICKET:
    >>4811 VALE Nov23 15.0 Calls $0.17 (CboeTheo=0.18)  BID  [CBOE] 09:56:06.742 PHLX 3552 x $0.17 - $0.21 x 260 BZX Vega=$0 VALE=15.18 Ref
  32. SWEEP DETECTED:
    >>Bearish Delta Impact 511 QFIN Dec23 17.5 Calls $0.80 (CboeTheo=0.89)  BID  [MULTI] 09:57:37.783 IV=39.6% -12.9 NOM 87 x $0.80 - $1.00 x 40 BOX  Post-Earnings 
    Delta=53%, EST. IMPACT = 27k Shares ($479k) To Sell QFIN=17.55 Ref
  33. SWEEP DETECTED:
    >>2142 SPWR Dec23 4.0 Puts $0.27 (CboeTheo=0.25)  ASK  [MULTI] 09:59:18.767 IV=82.4% +3.5 EMLD 204 x $0.25 - $0.27 x 236 EMLD Vega=$940 SPWR=4.22 Ref
  34. SWEEP DETECTED:
    >>2220 NCLH Dec23 1st 16.0 Calls $0.18 (CboeTheo=0.17)  ASK  [MULTI] 10:00:01.307 IV=49.1% +1.4 BXO 14 x $0.17 - $0.18 x 2015 AMEX Vega=$1968 NCLH=14.78 Ref
  35. SWEEP DETECTED:
    >>2274 TSLA Nov23 227.5 Calls $3.40 (CboeTheo=3.37)  Below Bid!  [MULTI] 10:00:39.211 IV=81.0% +25.5 BOX 53 x $3.40 - $3.50 x 240 EMLD Vega=$5074 TSLA=229.84 Ref
  36. >>5375 C Nov23 24th 46.5 Calls $0.10 (CboeTheo=0.10)  ASK  ARCA 10:01:42.695 IV=22.1% -0.5 C2 1301 x $0.09 - $0.10 x 114 C2  CROSS  Vega=$7864 C=44.91 Ref
  37. >>3500 CVNA Feb24 15.0 Puts $0.67 (CboeTheo=0.68)  BID  CBOE 10:02:02.056 IV=122.5% -0.8 EDGX 22 x $0.64 - $0.73 x 221 CBOE  SPREAD/CROSS/TIED  Vega=$6778 CVNA=31.62 Ref
  38. >>10000 CVNA Feb24 25.0 Puts $3.05 (CboeTheo=3.01)  ASK  CBOE 10:02:02.056 IV=105.8% +0.1 MPRL 45 x $2.96 - $3.05 x 40 ISE  SPREAD/CROSS/TIED - OPENING  Vega=$48k CVNA=31.62 Ref
  39. >>9000 CVNA Feb24 15.0 Puts $0.66 (CboeTheo=0.68)  BID  CBOE 10:02:02.056 IV=121.9% -1.3 EDGX 22 x $0.64 - $0.73 x 221 CBOE  SPREAD/CROSS/TIED  Vega=$17k CVNA=31.62 Ref
  40. SWEEP DETECTED:
    >>3370 TSLA Nov23 240 Calls $0.09 (CboeTheo=0.13)  BID  [MULTI] 10:02:55.955 IV=89.6% +34.6 EMLD 555 x $0.09 - $0.10 x 310 EMLD Vega=$1860 TSLA=229.96 Ref
  41. >>2100 SGML Dec23 40.0 Calls $0.55 (CboeTheo=0.47)  ASK  PHLX 10:03:03.243 IV=110.7% +3.7 PHLX 316 x $0.30 - $0.70 x 318 PHLX  FLOOR  Vega=$3673 SGML=27.41 Ref
  42. SWEEP DETECTED:
    >>2418 TSLA Nov23 250 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 10:03:25.989 IV=118.1% +50.5 C2 614 x $0.01 - $0.02 x 232 GEMX Vega=$202 TSLA=229.84 Ref
  43. SWEEP DETECTED:
    >>6379 NIO Dec23 1st 7.0 Puts $0.268 (CboeTheo=0.28)  Below Bid!  [MULTI] 10:04:01.254 IV=71.9% -2.4 C2 727 x $0.27 - $0.30 x 1662 EDGX  ISO - OPENING   SSR  Vega=$3427 NIO=7.29 Ref
  44. SWEEP DETECTED:
    >>4057 NIO Dec23 1st 7.5 Calls $0.33 (CboeTheo=0.34)  Below Bid!  [MULTI] 10:04:01.254 IV=70.2% -3.2 MPRL 31 x $0.34 - $0.35 x 3270 EMLD  ISO - OPENING   SSR  Vega=$2319 NIO=7.29 Ref
  45. >>Unusual Volume FUTU - 3x market weighted volume: 6681 = 31.0k projected vs 10.2k adv, 82% puts, 4% of OI [FUTU 59.74 +0.21 Ref, IV=52.8% -0.4]
  46. SWEEP DETECTED:
    >>Bearish Delta Impact 500 QFIN Dec23 17.5 Calls $0.80 (CboeTheo=0.85)  BID  [MULTI] 10:05:49.351 IV=41.4% -11.1 BZX 50 x $0.80 - $0.95 x 245 PHLX  ISO   Post-Earnings 
    Delta=52%, EST. IMPACT = 26k Shares ($456k) To Sell QFIN=17.48 Ref
  47. >>40000 ZM Jan24 80.0 Puts $16.75 (CboeTheo=16.66)  ASK  AMEX 10:05:53.945 IV=47.7% +1.5 ARCA 6 x $16.55 - $16.85 x 20 MPRL  SPREAD/CROSS - OPENING  Vega=$228k ZM=63.75 Ref
  48. >>40000 ZM Nov23 80.0 Puts $16.17 (CboeTheo=16.25)  BID  AMEX 10:05:53.945 ARCA 4 x $16.10 - $16.35 x 8 MIAX  SPREAD/CROSS  Vega=$0 ZM=63.75 Ref
  49. SWEEP DETECTED:
    >>3001 AMZN Nov23 142 Puts $0.06 (CboeTheo=0.07)  ASK  [MULTI] 10:06:17.364 IV=44.8% +14.2 C2 1226 x $0.05 - $0.06 x 1255 C2  ISO  Vega=$1719 AMZN=144.46 Ref
  50. SWEEP DETECTED:
    >>2500 BABA Dec23 1st 84.0 Calls $0.41 (CboeTheo=0.46)  BID  [MULTI] 10:07:15.959 IV=38.4% +2.1 EDGX 235 x $0.41 - $0.47 x 49 EDGX  ISO - OPENING   SSR  Vega=$8700 BABA=77.04 Ref
  51. >>Unusual Volume KMI - 3x market weighted volume: 10.4k = 46.4k projected vs 13.3k adv, 99% calls, 3% of OI [KMI 16.93 +0.10 Ref, IV=17.4% -0.4]
  52. SWEEP DETECTED:
    >>2424 INTC Nov23 45.0 Calls $0.01  BID  [MULTI] 10:07:36.816 IV=84.2% +22.6 C2 2065 x $0.01 - $0.02 x 218 C2 Vega=$180 INTC=43.06 Ref
  53. SWEEP DETECTED:
    >>5000 T Apr24 16.0 Calls $0.88 (CboeTheo=0.86)  ASK  [MULTI] 10:08:38.131 IV=22.2% +0.6 BOX 27 x $0.83 - $0.88 x 29 BOX Vega=$20k T=15.94 Ref
  54. >>2000 JNJ Nov23 152.5 Calls $0.01 (CboeTheo=0.10)  BID  AMEX 10:08:49.729 IV=34.5% +15.2 NOM 49 x $0.01 - $0.03 x 41 BXO  SPREAD/FLOOR - OPENING   ExDiv  Vega=$411 JNJ=149.60 Ref
  55. >>2000 JNJ Nov23 152.5 Puts $2.91 (CboeTheo=2.99)  BID  AMEX 10:08:49.728 IV=37.3% +13.5 EDGX 9 x $2.85 - $3.05 x 38 NOM  SPREAD/FLOOR - OPENING   ExDiv  Vega=$544 JNJ=149.60 Ref
  56. >>Unusual Volume EXPE - 3x market weighted volume: 11.3k = 48.1k projected vs 16.0k adv, 85% calls, 7% of OI [EXPE 133.63 +3.81 Ref, IV=29.2% -0.4]
  57. SWEEP DETECTED:
    >>2500 UBER Nov23 54.0 Puts $0.15 (CboeTheo=0.17)  ASK  [MULTI] 10:12:23.687 IV=53.8% +17.9 EDGX 573 x $0.12 - $0.15 x 1454 GEMX  OPENING  Vega=$1270 UBER=54.41 Ref
  58. >>1500 SPXW Dec23 29th 5000 Calls $0.50 (CboeTheo=0.47)  MID  CBOE 10:14:04.221 IV=12.2% +0.3 CBOE 388 x $0.45 - $0.55 x 953 CBOE Vega=$65k SPX=4525.61 Fwd
  59. SWEEP DETECTED:
    >>3000 T Nov23 16.0 Puts $0.09 (CboeTheo=0.10)  ASK  [MULTI] 10:14:16.278 IV=34.5% +8.4 MPRL 55 x $0.08 - $0.09 x 4274 EMLD Vega=$479 T=15.95 Ref
  60. >>Market Color @STOCK - Heavy first hour option volume is noted in : PTEN, AVTR, OTLY, SONO, ITUB, EXEL, ALGM, AUPH, MANU. 
  61. SWEEP DETECTED:
    >>3012 TSLA Jan24 300 Calls $2.432 (CboeTheo=2.42)  Above Ask!  [MULTI] 10:15:25.696 IV=46.9% +0.8 EMLD 117 x $2.40 - $2.42 x 25 BZX Vega=$59k TSLA=231.38 Ref
  62. >>5000 M Nov23 24th 14.0 Calls $0.42 (CboeTheo=0.42)  MID  PHLX 10:16:12.351 IV=49.3% -4.3 C2 599 x $0.41 - $0.43 x 210 C2  SPREAD/FLOOR - OPENING  Vega=$3934 M=14.05 Ref
  63. >>5000 M Nov23 14.0 Calls $0.16 (CboeTheo=0.17)  BID  PHLX 10:16:12.351 IV=91.2% -4.4 C2 458 x $0.16 - $0.19 x 568 C2  SPREAD/FLOOR  Vega=$740 M=14.05 Ref
  64. >>3525 TSLA Nov23 230 Puts $1.45 (CboeTheo=1.40)  BID  EMLD 10:17:29.107 IV=80.8% +26.3 EMLD 3525 x $1.45 - $1.46 x 264 BOX Vega=$8401 TSLA=231.16 Ref
  65. SWEEP DETECTED:
    >>3617 TSLA Nov23 230 Puts $1.45 (CboeTheo=1.39)  BID  [MULTI] 10:17:28.387 IV=81.2% +26.6 EMLD 3543 x $1.45 - $1.46 x 246 PHLX Vega=$8615 TSLA=231.18 Ref
  66. SWEEP DETECTED:
    >>Bearish Delta Impact 500 MOR Dec23 7.5 Puts $3.50 (CboeTheo=3.57)  ASK  [MULTI] 10:17:45.603 IV=347.7% -44.8 BZX 24 x $3.40 - $3.50 x 294 C2  SSR 
    Delta=-40%, EST. IMPACT = 20k Shares ($118k) To Sell MOR=5.95 Ref
  67. >>5000 F Mar24 8.0 Puts $0.14 (CboeTheo=0.14)  ASK  BOX 10:18:44.872 IV=40.2% +0.4 BZX 952 x $0.13 - $0.14 x 2942 EMLD  FLOOR  Vega=$5619 F=10.28 Ref
  68. >>1000 VIX Feb24 14th 36.0 Calls $0.67 (CboeTheo=0.65)  ASK  CBOE 10:19:26.598 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$2072 VIX=17.12 Fwd
  69. >>8053 VIX Feb24 14th 36.0 Calls $0.67 (CboeTheo=0.65)  ASK  CBOE 10:19:26.675 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR - OPENING  Vega=$17k VIX=17.12 Fwd
  70. >>1000 VIX Feb24 14th 36.0 Calls $0.67 (CboeTheo=0.65)  ASK  CBOE 10:19:26.738 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$2072 VIX=17.12 Fwd
  71. >>2052 VIX Feb24 14th 36.0 Calls $0.67 (CboeTheo=0.65)  ASK  CBOE 10:19:26.847 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$4253 VIX=17.12 Fwd
  72. >>2000 VIX Feb24 14th 36.0 Calls $0.67 (CboeTheo=0.65)  ASK  CBOE 10:19:26.879 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$4145 VIX=17.12 Fwd
  73. >>1000 VIX Feb24 14th 36.0 Calls $0.68 (CboeTheo=0.65)  ASK  CBOE 10:19:26.991 IV=118.8% +3.1 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$2085 VIX=17.12 Fwd
  74. >>8052 VIX Feb24 14th 36.0 Calls $0.68 (CboeTheo=0.65)  ASK  CBOE 10:19:27.058 IV=118.8% +3.1 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR - OPENING  Vega=$17k VIX=17.12 Fwd
  75. >>1000 VIX Feb24 14th 36.0 Calls $0.68 (CboeTheo=0.65)  ASK  CBOE 10:19:27.238 IV=118.8% +3.1 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$2085 VIX=17.12 Fwd
  76. >>2053 VIX Feb24 14th 36.0 Calls $0.68 (CboeTheo=0.65)  ASK  CBOE 10:19:27.338 IV=118.8% +3.1 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$4281 VIX=17.12 Fwd
  77. >>2000 VIX Feb24 14th 36.0 Calls $0.68 (CboeTheo=0.65)  ASK  CBOE 10:19:27.360 IV=118.8% +3.1 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR  Vega=$4171 VIX=17.12 Fwd
  78. SWEEP DETECTED:
    >>2499 FUTU Jan24 25.0 Puts $0.10 (CboeTheo=0.10)  BID  [MULTI] 10:19:25.378 IV=100.3% +13.3 EMLD 640 x $0.10 - $0.11 x 19 NOM  ISO - OPENING  Vega=$1742 FUTU=59.67 Ref
  79. SPLIT TICKET:
    >>32210 VIX Feb24 14th 36.0 Calls $0.675 (CboeTheo=0.65)  ASK  [CBOE] 10:19:26.598 IV=118.4% +2.6 CBOE 10k x $0.63 - $0.68 x 14k CBOE  FLOOR - OPENING  Vega=$67k VIX=17.12 Fwd
  80. SWEEP DETECTED:
    >>Bullish Delta Impact 3892 SONO Jan24 12.5 Calls $1.55 (CboeTheo=1.50)  ASK  [MULTI] 10:19:48.261 IV=43.3% +3.2 MPRL 18 x $1.45 - $1.55 x 733 CBOE  OPENING 
    Delta=71%, EST. IMPACT = 275k Shares ($3.70m) To Buy SONO=13.43 Ref
  81. >>2671 CCL Dec23 14.0 Puts $0.38 (CboeTheo=0.36)  ASK  BOX 10:20:20.951 IV=46.9% +0.7 BZX 105 x $0.36 - $0.38 x 1245 EDGX  AUCTION - OPENING  Vega=$3799 CCL=14.87 Ref
  82. SPLIT TICKET:
    >>4745 CCL Dec23 14.0 Puts $0.38 (CboeTheo=0.36)  ASK  [BOX] 10:20:20.951 IV=46.9% +0.7 BZX 105 x $0.36 - $0.38 x 1245 EDGX  AUCTION - OPENING  Vega=$6749 CCL=14.87 Ref
  83. SWEEP DETECTED:
    >>2133 GOOGL Jan24 110 Puts $0.27 (CboeTheo=0.27)  ASK  [MULTI] 10:21:05.567 IV=30.5% -0.4 C2 393 x $0.26 - $0.27 x 530 C2 Vega=$10k GOOGL=135.34 Ref
  84. SWEEP DETECTED:
    >>2012 FUBO Nov23 3.0 Calls $0.08 (CboeTheo=0.11)  MID  [MULTI] 10:21:38.110 IV=87.6% -26.1 EMLD 1342 x $0.07 - $0.08 x 1000 NOM Vega=$37 FUBO=3.08 Ref
  85. >>2416 PLTR Nov23 15.0 Calls $5.10 (CboeTheo=5.10)  ASK  EMLD 10:21:44.637 IV=437.3% +229.8 EDGX 369 x $5.05 - $5.10 x 2416 EMLD Vega=$18 PLTR=20.10 Ref
  86. SWEEP DETECTED:
    >>Bearish Delta Impact 848 DBI Dec23 11.0 Calls $0.60 (CboeTheo=0.60)  BID  [MULTI] 10:21:44.348 IV=66.5% -1.4 PHLX 122 x $0.60 - $0.65 x 384 BOX  SSR 
    Delta=46%, EST. IMPACT = 39k Shares ($409k) To Sell DBI=10.56 Ref
  87. SWEEP DETECTED:
    >>2479 PLTR Nov23 15.0 Calls $5.10 (CboeTheo=5.11)  ASK  [MULTI] 10:21:44.574 PHLX 209 x $5.05 - $5.10 x 2426 EMLD Vega=$0 PLTR=20.11 Ref
  88. SPLIT TICKET:
    >>1000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  [CBOE] 10:21:55.951 IV=54.3% +0.7 CBOE 1596 x $0.07 - $0.08 x 5070 CBOE Vega=$613 VIX=15.07 Fwd
  89. SWEEP DETECTED:
    >>2000 MARA Nov23 24th 8.5 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 10:21:59.626 IV=94.9% -6.0 EMLD 2590 x $0.09 - $0.10 x 39 PHLX  SSR  Vega=$619 MARA=9.71 Ref
  90. >>6250 ALGM Dec23 25.0 Puts $0.18 (CboeTheo=0.28)  BID  ISE 10:22:09.033 IV=40.2% -6.2 PHLX 159 x $0.15 - $0.25 x 132 PHLX  AUCTION  Vega=$9543 ALGM=28.36 Ref
  91. >>6000 KMI Nov23 17.0 Calls $0.01 (CboeTheo=0.02)  MID  BOX 10:22:27.797 IV=20.0% +0.8 AMEX 0 x $0.00 - $0.03 x 376 C2  FLOOR  Vega=$767 KMI=16.93 Ref
  92. >>Unusual Volume CPNG - 5x market weighted volume: 21.4k = 81.0k projected vs 15.3k adv, 99% calls, 6% of OI [CPNG 15.91 +0.06 Ref, IV=32.3% -0.4]
  93. SWEEP DETECTED:
    >>Bullish Delta Impact 961 EXPE Nov23 120 Calls $13.75 (CboeTheo=13.71)  Above Ask!  [MULTI] 10:23:45.812 IV=192.1% +124.9 NOM 146 x $13.55 - $13.75 x 69 MIAX
    Delta=98%, EST. IMPACT = 95k Shares ($12.7m) To Buy EXPE=133.70 Ref
  94. >>4999 GM Dec23 27.0 Puts $0.72 (CboeTheo=0.73)  Below Bid!  PHLX 10:23:51.485 IV=34.6% -0.8 BXO 14 x $0.73 - $0.74 x 641 C2  COB/AUCTION  Vega=$15k GM=27.71 Ref
  95. >>4999 GM Jan24 27.0 Puts $1.15 (CboeTheo=1.15)  MID  PHLX 10:23:51.485 IV=34.2% -0.5 C2 445 x $1.14 - $1.16 x 193 BOX  COB/AUCTION  Vega=$22k GM=27.71 Ref
  96. SWEEP DETECTED:
    >>3896 VALE Nov23 15.0 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 10:24:05.863 IV=30.8% -0.2 CBOE 3754 x $0.15 - $0.17 x 1948 ARCA Vega=$257 VALE=15.16 Ref
  97. >>2572 AMZN Nov23 24th 146 Calls $1.20 (CboeTheo=1.21)  BID  PHLX 10:24:08.558 IV=23.1% -1.0 EMLD 45 x $1.20 - $1.21 x 100 C2  SPREAD/FLOOR  Vega=$20k AMZN=144.27 Ref
  98. >>2572 AMZN Nov23 24th 142 Puts $0.94 (CboeTheo=0.95)  BID  PHLX 10:24:08.558 IV=23.7% -0.6 EMLD 66 x $0.94 - $0.95 x 46 C2  SPREAD/FLOOR - OPENING  Vega=$18k AMZN=144.27 Ref
  99. SWEEP DETECTED:
    >>2021 GOOGL Nov23 135 Puts $0.328 (CboeTheo=0.35)  Below Bid!  [MULTI] 10:25:06.748 IV=32.1% +6.9 C2 63 x $0.34 - $0.35 x 52 MPRL Vega=$2803 GOOGL=135.25 Ref
  100. >>2188 GPS Dec23 13.0 Calls $4.85 (CboeTheo=5.01)  Below Bid!  CBOE 10:25:49.908 PHLX 162 x $4.90 - $5.05 x 191 PHLX  TIED/FLOOR   Post-Earnings   52WeekHigh  Vega=$0 GPS=17.91 Ref
  101. >>3400 VFC Feb24 17.5 Puts $1.85 (CboeTheo=1.81)  MID  PHLX 10:26:44.098 IV=53.9% +1.4 NOM 1 x $1.80 - $1.90 x 283 PHLX  SPREAD/CROSS/TIED  Vega=$12k VFC=17.38 Ref
  102. >>2772 ILMN Dec23 22nd 80.0 Puts $1.25 (CboeTheo=1.43)  BID  BOX 10:28:29.666 IV=53.8% -3.1 PHLX 10 x $1.05 - $2.70 x 102 PHLX  FLOOR - OPENING  Vega=$19k ILMN=93.64 Ref
  103. SPLIT TICKET:
    >>3465 ILMN Dec23 22nd 80.0 Puts $1.26 (CboeTheo=1.43)  BID  [BOX] 10:28:29.666 IV=53.8% -3.1 PHLX 10 x $1.05 - $2.70 x 102 PHLX  FLOOR - OPENING  Vega=$23k ILMN=93.64 Ref
  104. >>1000 SPX Dec23 5200 Calls $0.10 (CboeTheo=0.10)  MID  CBOE 10:28:35.908 IV=17.2% -0.1 CBOE 906 x $0.05 - $0.15 x 2932 CBOE  FLOOR  Vega=$8623 SPX=4521.13 Fwd
  105. >>2500 SPX Dec23 5200 Calls $0.10 (CboeTheo=0.10)  MID  CBOE 10:28:35.968 IV=17.2% -0.1 CBOE 906 x $0.05 - $0.15 x 2932 CBOE  FLOOR  Vega=$22k SPX=4521.13 Fwd
  106. SPLIT TICKET:
    >>5000 SPX Dec23 5200 Calls $0.10 (CboeTheo=0.10)  MID  [CBOE] 10:28:35.849 IV=17.2% -0.1 CBOE 906 x $0.05 - $0.15 x 2932 CBOE  FLOOR  Vega=$43k SPX=4521.13 Fwd
  107. >>2000 MSFT Dec25 300 Puts $18.55 (CboeTheo=18.20)  ASK  ARCA 10:28:55.406 IV=28.8% +0.2 NOM 13 x $17.85 - $18.75 x 10 BOX  TIED/FLOOR  Vega=$283k MSFT=371.27 Ref
  108. >>3379 HOUS Dec24 10.0 Calls $0.42 (CboeTheo=0.41)  ASK  ARCA 10:28:57.951 IV=63.4% +0.9 NOM 65 x $0.35 - $0.45 x 26 MPRL  SPREAD/FLOOR - OPENING  Vega=$6016 HOUS=5.08 Ref
  109. >>3379 HOUS Dec24 12.5 Calls $0.20 (CboeTheo=0.22)  BID  ARCA 10:28:57.951 IV=60.4% -1.9 NOM 1 x $0.20 - $0.25 x 5 ARCA  SPREAD/FLOOR - OPENING  Vega=$4329 HOUS=5.08 Ref
  110. >>1500 SPXW Dec23 29th 5000 Calls $0.50 (CboeTheo=0.47)  BID  CBOE 10:29:22.025 IV=12.0% +0.2 CBOE 1500 x $0.50 - $0.55 x 990 CBOE Vega=$66k SPX=4530.77 Fwd
  111. >>11700 X Dec23 28.0 Puts $0.25 (CboeTheo=0.17)  ASK  BOX 10:29:32.943 IV=59.2% +5.0 EDGX 521 x $0.03 - $0.25 x 131 PHLX  FLOOR - OPENING  Vega=$18k X=34.34 Ref
  112. SWEEP DETECTED:
    >>2000 TSLA Nov23 242.5 Calls $0.05 (CboeTheo=0.06)  BID  [MULTI] 10:29:56.728 IV=89.4% +32.7 EMLD 671 x $0.05 - $0.06 x 268 EMLD Vega=$719 TSLA=231.55 Ref
  113. >>Market Color X - Bearish flow noted in US Steel (34.41 -0.02) with 27,209 puts trading, or 8x expected. The Put/Call Ratio is 7.53, while ATM IV is up over 1 point on the day. Earnings are expected on 02/01.  [X 34.41 -0.02 Ref, IV=36.1% +1.0] #Bearish
  114. SWEEP DETECTED:
    >>Bullish Delta Impact 1304 EXPE Nov23 120 Calls $14.00 (CboeTheo=13.97)  ASK  [MULTI] 10:30:05.964 IV=190.1% +122.9 PHLX 161 x $13.65 - $14.00 x 772 MIAX
    Delta=99%, EST. IMPACT = 129k Shares ($17.2m) To Buy EXPE=133.96 Ref
  115. >>Unusual Volume SPLK - 3x market weighted volume: 6846 = 23.9k projected vs 6324 adv, 93% calls, 3% of OI [SPLK 150.97 +0.09 Ref, IV=4.7% -1.9]
  116. >>2000 INTC Sep24 37.0 Puts $2.29 (CboeTheo=2.32)  BID  ARCA 10:32:11.299 IV=35.6% -0.6 BOX 12 x $2.29 - $2.33 x 72 BZX  CROSS - OPENING  Vega=$24k INTC=42.88 Ref
  117. >>5000 M Nov23 24th 14.0 Calls $0.47 (CboeTheo=0.46)  ASK  PHLX 10:32:27.717 IV=50.1% -3.5 CBOE 1387 x $0.44 - $0.48 x 566 C2  SPREAD/FLOOR - OPENING  Vega=$3911 M=14.12 Ref
  118. >>5000 M Nov23 14.0 Calls $0.20 (CboeTheo=0.21)  BID  PHLX 10:32:27.717 IV=87.2% -8.4 CBOE 655 x $0.19 - $0.23 x 534 C2  SPREAD/FLOOR  Vega=$678 M=14.12 Ref
  119. SWEEP DETECTED:
    >>Bullish Delta Impact 1038 LSPD Jan24 17.5 Calls $0.849 (CboeTheo=0.72)  ASK  [MULTI] 10:33:04.908 IV=44.1% +0.9 MIAX 141 x $0.75 - $0.85 x 76 PHLX
    Delta=43%, EST. IMPACT = 44k Shares ($723k) To Buy LSPD=16.39 Ref
  120. >>2024 AMD Dec23 1st 122 Calls $2.51 (CboeTheo=2.51)  MID  MIAX 10:33:31.210 IV=37.5% -0.1 MPRL 36 x $2.50 - $2.52 x 36 MPRL  COB/AUCTION - OPENING  Vega=$19k AMD=119.38 Ref
  121. >>2024 AMD Dec23 1st 118 Puts $2.76 (CboeTheo=2.76)  BID  MIAX 10:33:31.210 IV=37.5% +0.0 BZX 16 x $2.76 - $2.78 x 62 BZX  COB/AUCTION  Vega=$19k AMD=119.38 Ref
  122. >>5779 M Jan24 17.0 Calls $0.25 (CboeTheo=0.23)  ASK  CBOE 10:34:43.007 IV=45.0% -2.0 ARCA 20 x $0.21 - $0.26 x 1251 MPRL  AUCTION - OPENING  Vega=$9209 M=14.17 Ref
  123. SWEEP DETECTED:
    >>10001 M Jan24 17.0 Calls $0.248 (CboeTheo=0.23)  Above Ask!  [MULTI] 10:34:42.697 IV=44.6% -2.4 BOX 507 x $0.22 - $0.24 x 312 BOX  OPENING  Vega=$16k M=14.15 Ref
  124. SWEEP DETECTED:
    >>3269 AAPL Dec23 170 Puts $0.31 (CboeTheo=0.31)  ASK  [MULTI] 10:34:46.013 IV=25.5% -0.6 C2 1027 x $0.30 - $0.31 x 527 EMLD  ISO  Vega=$20k AAPL=189.38 Ref
  125. SPLIT TICKET:
    >>2500 GPN Dec23 105 Puts $0.77 (CboeTheo=0.84)  BID  [AMEX] 10:35:33.968 IV=25.3% -1.8 C2 97 x $0.75 - $0.90 x 41 PHLX  FLOOR - OPENING  Vega=$20k GPN=111.80 Ref
  126. >>Unusual Volume X - 3x market weighted volume: 38.0k = 126.2k projected vs 41.1k adv, 90% puts, 6% of OI [X 34.44 +0.01 Ref, IV=35.6% +0.6]
  127. >>10221 X Dec23 28.0 Puts $0.25 (CboeTheo=0.23)  ASK  BOX 10:38:15.870 IV=59.2% +5.0 NOM 8 x $0.23 - $0.25 x 8 ARCA  LATE  Vega=$16k X=34.34 Ref
  128. >>10000 CPNG May24 17.5 Calls $1.28 (CboeTheo=1.26)  ASK  PHLX 10:38:26.675 IV=38.4% +0.1 BOX 30 x $1.25 - $1.29 x 20 MPRL  SPREAD/CROSS/TIED  Vega=$45k CPNG=15.91 Ref
  129. >>10000 CPNG May24 22.5 Calls $0.24 (CboeTheo=0.27)  BID  PHLX 10:38:26.675 IV=36.1% -1.1 C2 83 x $0.24 - $0.27 x 50 BOX  SPREAD/CROSS/TIED  Vega=$24k CPNG=15.91 Ref
  130. >>2000 VNOM Dec23 33.0 Calls $0.15 (CboeTheo=0.26)  BID  AMEX 10:38:49.622 IV=26.3% -8.1 CBOE 275 x $0.10 - $0.25 x 81 MIAX  FLOOR - OPENING  Vega=$3802 VNOM=30.26 Ref
  131. >>4400 T Apr24 16.0 Calls $0.88 (CboeTheo=0.87)  BID  ARCA 10:40:10.292 IV=22.1% +0.5 ARCA 4400 x $0.88 - $0.89 x 14 BXO Vega=$17k T=15.95 Ref
  132. SPLIT TICKET:
    >>4700 T Apr24 16.0 Calls $0.88 (CboeTheo=0.87)  BID  [ARCA] 10:40:10.171 IV=22.1% +0.5 ARCA 4700 x $0.88 - $0.89 x 4 ARCA Vega=$18k T=15.95 Ref
  133. SWEEP DETECTED:
    >>2000 CSCO Nov23 24th 49.5 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 10:40:26.519 IV=20.3% +0.6 C2 498 x $0.10 - $0.11 x 237 ARCA  OPENING   SSR  Vega=$3158 CSCO=47.95 Ref
  134. >>3323 WBA Dec23 20.0 Puts $0.40 (CboeTheo=0.41)  BID  BOX 10:41:34.646 IV=37.3% -1.0 EMLD 316 x $0.40 - $0.42 x 265 EMLD  FLOOR  Vega=$6581 WBA=21.05 Ref
  135. SPLIT TICKET:
    >>3700 QFIN Dec23 17.5 Calls $0.625 (CboeTheo=0.63)  BID  [PHLX] 10:41:48.393 IV=38.3% -14.2 BOX 557 x $0.60 - $0.70 x 1 ARCA  FLOOR   Post-Earnings  Vega=$7003 QFIN=17.18 Ref
  136. >>2100 USB Nov23 37.5 Calls $0.25 (CboeTheo=0.59)  Above Ask!  PHLX 10:42:17.521 IV=54.7% +8.4 BZX 28 x $0.15 - $0.20 x 210 C2  SPREAD/FLOOR  Vega=$801 USB=37.58 Ref
  137. >>3750 CVNA Feb24 15.0 Puts $0.64 (CboeTheo=0.66)  BID  PHLX 10:43:32.354 IV=122.4% -0.8 CBOE 33 x $0.64 - $0.69 x 293 EDGX  SPREAD/CROSS/TIED  Vega=$7089 CVNA=32.10 Ref
  138. >>3000 CVNA Feb24 25.0 Puts $2.94 (CboeTheo=2.90)  ASK  PHLX 10:43:32.354 IV=105.8% +0.2 BXO 2 x $2.86 - $2.94 x 5 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$14k CVNA=32.10 Ref
  139. >>2015 FNF Jan24 45.0 Calls $1.36 (CboeTheo=1.32)  BID  AMEX 10:44:07.942 IV=20.1% +0.1 PHLX 95 x $1.30 - $1.45 x 37 PHLX  FLOOR - OPENING   52WeekHigh  Vega=$15k FNF=44.88 Ref
  140. >>Market Color AUPH - Bullish option flow detected in Aurinia Pharmaceuticals (8.47 +0.31) with 5,136 calls trading (6x expected) and implied vol increasing almost 4 points to 94.84%. . The Put/Call Ratio is 0.33. Earnings are expected on 02/26.  [AUPH 8.47 +0.31 Ref, IV=94.8% +3.5] #Bullish
  141. >>2000 SPLK Jan25 150 Calls $7.36 (CboeTheo=7.20)  ASK  BOX 10:46:35.407 IV=5.6% +0.3 BZX 17 x $5.55 - $7.40 x 15 NOM  SPREAD/FLOOR - OPENING  Vega=$100k SPLK=150.99 Ref
  142. >>4000 SPLK Jan25 160 Calls $0.33 (CboeTheo=0.31)  ASK  BOX 10:46:35.407 IV=2.2% +0.0 NOM 1 x $0.30 - $0.33 x 5 NOM  SPREAD/FLOOR  Vega=$191k SPLK=150.99 Ref
  143. SWEEP DETECTED:
    >>2000 TSLA Nov23 24th 202.5 Puts $0.29 (CboeTheo=0.28)  ASK  [MULTI] 10:46:40.163 IV=56.5% +2.8 C2 178 x $0.28 - $0.29 x 361 C2  OPENING  Vega=$5579 TSLA=232.12 Ref
  144. >>2000 INTC Jan24 47.5 Calls $0.65 (CboeTheo=0.65)  BID  PHLX 10:47:40.305 IV=28.9% -1.1 C2 573 x $0.65 - $0.66 x 248 EMLD  SPREAD/CROSS/TIED  Vega=$11k INTC=42.73 Ref
  145. >>2000 HE Nov23 24th 14.0 Puts $0.55 (CboeTheo=0.55)  ASK  ARCA 10:48:42.270 IV=39.1% -8.6 MIAX 41 x $0.40 - $0.55 x 152 PHLX  CROSS - OPENING  Vega=$1184 HE=13.78 Ref
  146. >>2000 SIRI Dec23 5.5 Calls $0.28 (CboeTheo=0.27)  ASK  ISE 10:50:24.815 IV=94.9% +1.5 EDGX 127 x $0.24 - $0.28 x 158 BOX  CROSS  Vega=$1018 SIRI=5.04 Ref
  147. SWEEP DETECTED:
    >>2252 ET Jan24 14.0 Calls $0.18 (CboeTheo=0.19)  ASK  [MULTI] 10:51:59.895 IV=16.1% -1.0 C2 2494 x $0.17 - $0.18 x 794 EMLD Vega=$4526 ET=13.40 Ref
  148. >>5989 X Dec23 28.0 Puts $0.25 (CboeTheo=0.21)  ASK  BOX 10:52:26.656 IV=59.7% +5.5 BZX 1 x $0.24 - $0.25 x 6 NOM  FLOOR  Vega=$9331 X=34.44 Ref
  149. SWEEP DETECTED:
    >>6191 X Dec23 28.0 Puts $0.25 (CboeTheo=0.21)  Above Ask!  [MULTI] 10:52:25.461 IV=59.0% +4.8 NOM 75 x $0.23 - $0.24 x 64 EMLD  ISO  Vega=$9474 X=34.44 Ref
  150. SWEEP DETECTED:
    >>5596 SNAP Dec23 10.0 Puts $0.10 (CboeTheo=0.10)  ASK  [MULTI] 10:52:25.897 IV=52.7% -1.4 C2 1535 x $0.09 - $0.10 x 1620 C2 Vega=$3540 SNAP=11.78 Ref
  151. SWEEP DETECTED:
    >>Bullish Delta Impact 500 DLO Dec23 20.0 Calls $1.235 (CboeTheo=1.15)  Above Ask!  [MULTI] 10:53:07.417 IV=77.1% +2.6 CBOE 1 x $1.15 - $1.20 x 66 PHLX
    Delta=45%, EST. IMPACT = 22k Shares ($423k) To Buy DLO=18.95 Ref
  152. SWEEP DETECTED:
    >>2324 PLTR Feb24 30.0 Calls $0.38 (CboeTheo=0.37)  ASK  [MULTI] 10:54:11.935 IV=60.9% -0.4 C2 488 x $0.37 - $0.38 x 1367 EMLD  OPENING  Vega=$5261 PLTR=20.25 Ref
  153. SPLIT TICKET:
    >>1000 VIX Dec23 20th 20.0 Calls $0.52 (CboeTheo=0.53)  ASK  [CBOE] 10:54:46.535 IV=103.9% +2.2 CBOE 25k x $0.51 - $0.52 x 944 CBOE Vega=$1348 VIX=15.03 Fwd
  154. >>2000 DKS Dec23 115 Calls $9.00 (CboeTheo=8.78)  ASK  PHLX 10:54:57.440 IV=52.6% +2.9 PHLX 54 x $8.60 - $9.00 x 17 BOX  FLOOR - OPENING  Vega=$24k DKS=119.12 Ref
  155. SWEEP DETECTED:
    >>2006 TSLA Nov23 230 Puts $0.399 (CboeTheo=0.40)  MID  [MULTI] 10:55:17.090 IV=79.1% +24.5 NOM 248 x $0.39 - $0.40 x 1800 ARCA Vega=$2881 TSLA=234.60 Ref
  156. >>2000 KSS Nov23 24.5 Calls $0.79 (CboeTheo=0.82)  MID  ARCA 10:56:56.182 IV=107.2% +30.7 GEMX 39 x $0.76 - $0.81 x 45 PHLX  SPREAD/FLOOR  Vega=$271 KSS=25.25 Ref
  157. >>2000 KSS Nov23 24th 27.5 Calls $0.80 (CboeTheo=0.80)  ASK  ARCA 10:56:56.182 IV=114.0% +15.6 BXO 12 x $0.75 - $0.80 x 9 C2  SPREAD/FLOOR - OPENING  Vega=$2571 KSS=25.25 Ref
  158. SWEEP DETECTED:
    >>Bullish Delta Impact 501 SRG Jan24 9.0 Calls $0.45 (CboeTheo=0.44)  ASK  [MULTI] 10:56:58.993 IV=32.0% -0.8 PHLX 1135 x $0.40 - $0.45 x 87 AMEX
    Delta=51%, EST. IMPACT = 25k Shares ($228k) To Buy SRG=8.93 Ref
  159. >>5000 VZ Jun25 40.0 Calls $1.96 (CboeTheo=1.90)  MID  ISE 10:58:21.427 IV=21.4% +0.4 ARCA 5 x $1.94 - $1.99 x 5 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$78k VZ=36.23 Ref
  160. >>4390 VIX Dec23 20th 20.0 Calls $0.53 (CboeTheo=0.53)  ASK  CBOE 10:58:25.725 IV=104.6% +3.0 CBOE 39k x $0.51 - $0.53 x 1020 CBOE  LATE  Vega=$5949 VIX=15.03 Fwd
  161. >>1010 VIX Dec23 20th 15.0 Puts $1.30 (CboeTheo=1.26)  Above Ask!  CBOE 10:58:26.137 IV=73.4% +3.3 CBOE 27k x $1.22 - $1.27 x 7436 CBOE  LATE  Vega=$1797 VIX=15.03 Fwd
  162. >>2500 BABA Dec23 80.0 Calls $2.15 (CboeTheo=2.12)  ASK  PHLX 10:59:02.444 IV=34.4% +0.7 EDGX 180 x $2.09 - $2.15 x 19 ARCA  SPREAD/CROSS/TIED   SSR  Vega=$21k BABA=77.75 Ref
  163. >>2500 BABA Mar24 80.0 Calls $5.55 (CboeTheo=5.59)  BID  PHLX 10:59:02.444 IV=35.8% +0.0 BOX 8 x $5.55 - $5.65 x 88 CBOE  SPREAD/CROSS/TIED   SSR  Vega=$44k BABA=77.75 Ref
  164. >>5100 SOFI Feb24 8.0 Calls $0.57 (CboeTheo=0.57)  MID  PHLX 10:59:04.891 IV=72.1% -2.5 EDGX 365 x $0.56 - $0.58 x 60 MPRL  SPREAD/CROSS/TIED - OPENING   SSR  Vega=$6647 SOFI=6.72 Ref
  165. >>2504 VIX Jan24 17th 16.0 Calls $2.07 (CboeTheo=2.06)  MID  CBOE 10:59:19.067 IV=70.4% +1.0 CBOE 73 x $2.05 - $2.09 x 2328 CBOE  LATE - OPENING  Vega=$6463 VIX=16.45 Fwd
  166. >>13170 VIX Dec23 20th 20.0 Calls $0.53 (CboeTheo=0.53)  ASK  CBOE 10:59:19.924 IV=104.6% +3.0 CBOE 33k x $0.51 - $0.53 x 1020 CBOE  LATE  Vega=$18k VIX=15.03 Fwd
  167. >>3029 VIX Dec23 20th 15.0 Puts $1.30 (CboeTheo=1.26)  Above Ask!  CBOE 10:59:20.348 IV=73.4% +3.3 CBOE 32k x $1.22 - $1.27 x 7257 CBOE  LATE  Vega=$5390 VIX=15.03 Fwd
  168. SWEEP DETECTED:
    >>Bullish Delta Impact 566 PZZA Nov23 67.5 Puts $0.451 (CboeTheo=0.47)  BID  [MULTI] 10:59:39.847 IV=27.4% -39.3 BXO 44 x $0.45 - $0.65 x 42 PHLX  ISO 
    Delta=-81%, EST. IMPACT = 46k Shares ($3.06m) To Buy PZZA=67.10 Ref
  169. >>1950 VIX Dec23 20th 13.5 Puts $0.42 (CboeTheo=0.41)  MID  CBOE 10:59:48.350 IV=59.4% +0.1 CBOE 2110 x $0.41 - $0.43 x 13 CBOE Vega=$2752 VIX=15.05 Fwd
  170. SPLIT TICKET:
    >>2000 VIX Dec23 20th 13.5 Puts $0.42 (CboeTheo=0.41)  BID  [CBOE] 10:59:48.271 IV=59.4% +0.1 CBOE 150 x $0.42 - $0.43 x 13 CBOE Vega=$2822 VIX=15.05 Fwd
  171. >>2309 ATMU Apr24 25.0 Calls $1.19 (CboeTheo=1.27)  ASK  MIAX 10:59:56.049 IV=50.8% -1.8 PHLX 32 x $0.80 - $1.35 x 28 NOM  COB/AUCTION  Vega=$11k ATMU=20.93 Ref
  172. >>2309 ATMU Dec23 20.0 Calls $1.70 (CboeTheo=1.82)  BID  MIAX 10:59:56.049 IV=60.0% -5.5 BZX 22 x $1.65 - $2.00 x 30 PHLX  COB/AUCTION  Vega=$4983 ATMU=20.93 Ref
  173. >>2181 ATMU Apr24 25.0 Calls $1.20 (CboeTheo=1.27)  ASK  MIAX 10:59:56.049 IV=51.0% -1.6 PHLX 32 x $0.80 - $1.35 x 28 NOM  COB/AUCTION  Vega=$10k ATMU=20.93 Ref
  174. >>2181 ATMU Dec23 20.0 Calls $1.70 (CboeTheo=1.82)  BID  MIAX 10:59:56.049 IV=60.0% -5.5 BZX 22 x $1.65 - $2.00 x 30 PHLX  COB/AUCTION  Vega=$4707 ATMU=20.93 Ref
  175. SPLIT TICKET:
    >>1050 SPX Dec23 4200 Puts $6.14 (CboeTheo=6.15)  BID  [CBOE] 11:00:02.603 IV=17.7% -0.2 CBOE 2533 x $6.10 - $6.30 x 2030 CBOE  LATE  Vega=$173k SPX=4520.21 Fwd
  176. SPLIT TICKET:
    >>1050 SPX Dec23 4300 Puts $10.42 (CboeTheo=10.44)  BID  [CBOE] 11:00:02.603 IV=15.1% -0.4 CBOE 1597 x $10.40 - $10.70 x 1519 CBOE  LATE  Vega=$261k SPX=4520.21 Fwd
  177. SWEEP DETECTED:
    >>2188 GPS Dec23 13.0 Puts $0.02 (CboeTheo=0.05)  BID  [MULTI] 11:00:02.485 IV=59.3% -3.4 C2 736 x $0.02 - $0.04 x 694 GEMX  Post-Earnings   52WeekHigh  Vega=$496 GPS=18.07 Ref
  178. SWEEP DETECTED:
    >>2264 INTC Nov23 42.5 Puts $0.10 (CboeTheo=0.13)  BID  [MULTI] 11:00:16.994 IV=48.4% +0.9 ARCA 993 x $0.10 - $0.11 x 1491 EMLD Vega=$848 INTC=42.77 Ref
  179. SWEEP DETECTED:
    >>5249 INTC Nov23 43.0 Calls $0.11 (CboeTheo=0.14)  BID  [MULTI] 11:00:16.994 IV=48.1% +1.8 C2 1988 x $0.11 - $0.13 x 2986 EMLD Vega=$2036 INTC=42.77 Ref
  180. >>2699 TSLA Nov23 235 Calls $2.00 (CboeTheo=1.96)  MID  NOM 11:01:06.285 IV=76.8% +23.1 BZX 41 x $1.99 - $2.02 x 2 MPRL Vega=$6314 TSLA=235.37 Ref
  181. SWEEP DETECTED:
    >>2926 TSLA Nov23 235 Calls $2.00 (CboeTheo=1.92)  Above Ask!  [MULTI] 11:01:05.598 IV=77.5% +23.7 BZX 41 x $1.96 - $1.98 x 2 MPRL Vega=$6852 TSLA=235.31 Ref
  182. SWEEP DETECTED:
    >>2211 TSLA Nov23 24th 225 Puts $2.045 (CboeTheo=2.10)  Below Bid!  [MULTI] 11:01:06.921 IV=45.8% +1.8 MPRL 37 x $2.06 - $2.09 x 25 MIAX Vega=$22k TSLA=235.38 Ref
  183. >>1172 VIX Dec23 20th 19.0 Calls $0.62 (CboeTheo=0.60)  ASK  CBOE 11:01:09.660 IV=99.4% +3.4 CBOE 24k x $0.59 - $0.62 x 1806 CBOE Vega=$1728 VIX=15.05 Fwd
  184. SPLIT TICKET:
    >>3932 VIX Dec23 20th 19.0 Calls $0.62 (CboeTheo=0.60)  ASK  [CBOE] 11:01:09.660 IV=99.4% +3.4 CBOE 24k x $0.59 - $0.62 x 1806 CBOE Vega=$5799 VIX=15.05 Fwd
  185. >>2000 SPLK Feb24 130 Puts $0.10 (CboeTheo=0.37)  BID  ARCA 11:02:01.637 IV=16.3% -3.6 NOM 0 x $0.00 - $0.25 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$8758 SPLK=150.97 Ref
  186. >>2000 ZTO Mar24 23.0 Calls $1.33 (CboeTheo=1.32)  MID  ARCA 11:03:04.872 IV=27.5% -3.0 CBOE 8 x $1.25 - $1.40 x 260 PHLX  CROSS - OPENING   Post-Earnings  Vega=$10k ZTO=22.41 Ref
  187. >>3483 VIX Jan24 17th 24.0 Calls $0.84 (CboeTheo=0.86)  BID  CBOE 11:03:25.922 IV=103.2% +0.4 CBOE 28k x $0.84 - $0.88 x 7331 CBOE Vega=$7404 VIX=16.49 Fwd
  188. >>1527 VIX Jan24 17th 24.0 Calls $0.84 (CboeTheo=0.86)  BID  CBOE 11:03:25.922 IV=103.2% +0.4 CBOE 26k x $0.84 - $0.88 x 7331 CBOE Vega=$3246 VIX=16.49 Fwd
  189. >>1508 VIX Jan24 17th 24.0 Calls $0.84 (CboeTheo=0.86)  BID  CBOE 11:03:25.922 IV=103.2% +0.4 CBOE 26k x $0.84 - $0.88 x 7331 CBOE Vega=$3206 VIX=16.49 Fwd
  190. >>1145 VIX Jan24 17th 24.0 Calls $0.84 (CboeTheo=0.86)  BID  CBOE 11:03:25.922 IV=103.2% +0.4 CBOE 26k x $0.84 - $0.88 x 7331 CBOE Vega=$2434 VIX=16.49 Fwd
  191. SPLIT TICKET:
    >>10000 VIX Jan24 17th 24.0 Calls $0.84 (CboeTheo=0.86)  BID  [CBOE] 11:03:25.922 IV=103.2% +0.4 CBOE 28k x $0.84 - $0.88 x 7331 CBOE Vega=$21k VIX=16.49 Fwd
  192. >>10000 VIX Jan24 17th 30.0 Calls $0.56 (CboeTheo=0.56)  MID  CBOE 11:03:36.293 IV=119.5% +1.5 CBOE 6803 x $0.54 - $0.57 x 3859 CBOE  FLOOR  Vega=$17k VIX=16.49 Fwd
  193. >>2500 BABA Mar24 80.0 Calls $5.65 (CboeTheo=5.65)  MID  PHLX 11:04:39.107 IV=36.0% +0.2 EDGX 208 x $5.60 - $5.70 x 32 MPRL  SPREAD/CROSS/TIED   SSR  Vega=$44k BABA=77.88 Ref
  194. >>2500 BABA Dec23 80.0 Calls $2.18 (CboeTheo=2.17)  ASK  PHLX 11:04:39.107 IV=34.1% +0.4 ARCA 1 x $2.15 - $2.19 x 12 PHLX  SPREAD/CROSS/TIED   SSR  Vega=$21k BABA=77.88 Ref
  195. >>3000 M Dec23 29th 14.0 Puts $0.79 (CboeTheo=0.80)  BID  BOX 11:06:34.365 IV=44.2% -0.6 BOX 13 x $0.78 - $0.83 x 1063 CBOE  CROSS - OPENING  Vega=$5660 M=14.18 Ref
  196. >>4011 BALL Jan24 57.5 Calls $0.62 (CboeTheo=0.67)  BID  MIAX 11:07:01.930 IV=25.3% -1.7 MIAX 157 x $0.60 - $0.70 x 3 EMLD  ISO/AUCTION - OPENING  Vega=$25k BALL=52.25 Ref
  197. SPLIT TICKET:
    >>4150 BALL Jan24 57.5 Calls $0.62 (CboeTheo=0.67)  BID  [MIAX] 11:07:01.930 IV=25.4% -1.5 MIAX 157 x $0.60 - $0.70 x 3 EMLD  ISO/AUCTION - OPENING  Vega=$26k BALL=52.25 Ref
  198. SWEEP DETECTED:
    >>2462 VALE Dec23 16.0 Calls $0.13 (CboeTheo=0.13)  BID  [MULTI] 11:07:16.264 IV=32.1% -0.1 ARCA 2462 x $0.13 - $0.14 x 1 MPRL Vega=$2747 VALE=15.12 Ref
  199. >>2800 PR Dec23 15.0 Calls $0.10 (CboeTheo=0.16)  BID  AMEX 11:08:19.667 IV=38.1% -10.7 C2 708 x $0.10 - $0.15 x 117 PHLX  FLOOR - OPENING  Vega=$2398 PR=13.29 Ref
  200. SPLIT TICKET:
    >>3500 PR Dec23 15.0 Calls $0.11 (CboeTheo=0.16)  BID  [AMEX] 11:08:19.667 IV=38.1% -10.7 C2 708 x $0.10 - $0.15 x 117 PHLX  FLOOR - OPENING  Vega=$2997 PR=13.29 Ref
  201. SWEEP DETECTED:
    >>2500 TMUS Nov23 24th 149 Calls $0.67 (CboeTheo=0.63)  ASK  [MULTI] 11:09:01.353 IV=14.0% +0.1 MPRL 73 x $0.63 - $0.68 x 54 EDGX  AUCTION - OPENING  Vega=$19k TMUS=147.67 Ref
  202. >>2500 TSLA Dec23 230 Calls $14.83 (CboeTheo=14.83)  BID  AMEX 11:09:27.571 IV=46.6% +0.7 CBOE 742 x $14.80 - $14.90 x 6 MPRL  SPREAD/CROSS  Vega=$63k TSLA=234.32 Ref
  203. >>2500 TSLA Dec23 230 Puts $9.58 (CboeTheo=9.55)  MID  AMEX 11:09:27.571 IV=46.7% +0.7 EDGX 479 x $9.55 - $9.60 x 20 MPRL  SPREAD/CROSS  Vega=$63k TSLA=234.32 Ref
  204. SWEEP DETECTED:
    >>3742 NU Dec23 8.0 Puts $0.31 (CboeTheo=0.29)  ASK  [MULTI] 11:09:50.975 IV=37.7% +2.1 MPRL 23 x $0.29 - $0.31 x 893 EMLD Vega=$3308 NU=8.04 Ref
  205. >>5000 INSE Jul24 12.5 Calls $0.66 (CboeTheo=0.73)  BID  CBOE 11:10:44.155 IV=70.5% -3.5 BOX 14 x $0.55 - $0.85 x 2 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$11k INSE=7.61 Ref
  206. >>5000 INSE Jul24 15.0 Calls $0.34 (CboeTheo=0.53)  BID  CBOE 11:10:44.155 IV=67.1% -10.9 BOX 45 x $0.05 - $0.65 x 12 AMEX  SPREAD/CROSS/TIED - OPENING  Vega=$8482 INSE=7.61 Ref
  207. >>5000 INSE Jul24 7.5 Calls $2.10 (CboeTheo=1.96)  ASK  CBOE 11:10:44.155 IV=79.4% +6.1 BOX 14 x $1.80 - $2.20 x 1 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$11k INSE=7.61 Ref
  208. >>3000 WMT Jan24 150 Puts $1.42 (CboeTheo=1.41)  MID  ISE 11:12:45.199 IV=16.8% -0.6 EMLD 2 x $1.40 - $1.43 x 76 C2  SPREAD/CROSS/TIED  Vega=$59k WMT=157.13 Ref
  209. >>2000 BAC Mar24 28.0 Puts $0.95 (CboeTheo=0.95)  BID  PHLX 11:12:49.730 IV=26.6% +0.0 BZX 49 x $0.95 - $0.96 x 49 BZX  SPREAD/CROSS/TIED  Vega=$12k BAC=29.80 Ref
  210. >>Unusual Volume DKS - 3x market weighted volume: 5903 = 15.2k projected vs 5039 adv, 79% calls, 6% of OI [DKS 118.61 +3.26 Ref, IV=50.7% +1.3]
  211. >>Unusual Volume VRT - 3x market weighted volume: 24.9k = 64.1k projected vs 20.8k adv, 78% calls, 8% of OI [VRT 43.41 +0.56 Ref, IV=52.0% -0.6]
  212. SWEEP DETECTED:
    >>2999 MARA Dec23 8th 10.5 Calls $0.75 (CboeTheo=0.76)  BID  [MULTI] 11:13:59.182 IV=104.1% -3.6 CBOE 504 x $0.75 - $0.77 x 19 MPRL  OPENING   SSR  Vega=$2836 MARA=9.89 Ref
  213. >>5000 PLUG Dec23 5.0 Puts $1.17 (CboeTheo=1.19)  BID  PHLX 11:16:25.630 IV=91.6% -3.5 ARCA 5 x $1.17 - $1.20 x 24 BOX  SPREAD/CROSS/TIED  Vega=$1562 PLUG=3.94 Ref
  214. >>5000 PLUG Dec23 5.0 Calls $0.12 (CboeTheo=0.12)  ASK  PHLX 11:16:25.630 IV=96.9% -0.1 EMLD 3356 x $0.11 - $0.12 x 2473 EMLD  SPREAD/CROSS/TIED  Vega=$1635 PLUG=3.94 Ref
  215. SWEEP DETECTED:
    >>Bullish Delta Impact 997 EC Dec23 12.5 Calls $0.35 (CboeTheo=0.29)  ASK  [MULTI] 11:17:33.687 IV=30.3% +1.5 NOM 1 x $0.30 - $0.35 x 38 MPRL  OPENING 
    Delta=47%, EST. IMPACT = 47k Shares ($570k) To Buy EC=12.21 Ref
  216. >>4000 VRT Jan24 42.5 Calls $4.19 (CboeTheo=4.20)  BID  ISE 11:17:45.888 IV=48.9% -0.7 PHLX 256 x $4.10 - $4.30 x 309 PHLX  SPREAD/CROSS - OPENING  Vega=$28k VRT=43.49 Ref
  217. >>4000 VRT Nov23 42.5 Calls $1.04 (CboeTheo=1.01)  ASK  ISE 11:17:45.888 IV=80.9% +22.9 PHLX 912 x $0.75 - $1.10 x 53 EDGX  SPREAD/CROSS  Vega=$853 VRT=43.49 Ref
  218. >>4000 VRT Jan24 42.5 Puts $2.88 (CboeTheo=2.86)  ASK  ISE 11:17:45.888 IV=49.3% -0.3 PHLX 123 x $2.80 - $2.90 x 36 BOX  SPREAD/CROSS - OPENING  Vega=$28k VRT=43.49 Ref
  219. >>2800 XOM Feb24 90.0 Puts $0.94 (CboeTheo=0.92)  ASK  BOX 11:19:00.855 IV=28.0% +0.2 CBOE 89 x $0.90 - $0.95 x 37 MIAX  CROSS - OPENING  Vega=$30k XOM=104.25 Ref
  220. SWEEP DETECTED:
    >>2100 TSLA Nov23 217.5 Puts $0.02 (CboeTheo=0.01)  BID  [MULTI] 11:19:59.378 IV=137.4% +69.6 C2 637 x $0.02 - $0.03 x 355 EMLD Vega=$260 TSLA=235.62 Ref
  221. SWEEP DETECTED:
    >>3166 TSLA Nov23 237.5 Calls $0.878 (CboeTheo=0.97)  Below Bid!  [MULTI] 11:20:15.840 IV=77.4% +23.3 C2 89 x $0.96 - $0.98 x 64 MPRL Vega=$6605 TSLA=235.56 Ref
  222. SWEEP DETECTED:
    >>2000 INTC Nov23 43.0 Calls $0.14 (CboeTheo=0.12)  ASK  [MULTI] 11:21:48.552 IV=46.1% -0.1 C2 940 x $0.13 - $0.14 x 586 EMLD Vega=$807 INTC=42.88 Ref
  223. SWEEP DETECTED:
    >>2499 BLNK Dec23 3.0 Puts $0.12 (CboeTheo=0.10)  ASK  [MULTI] 11:21:57.307 IV=105.2% +3.4 GEMX 71 x $0.10 - $0.12 x 1158 C2  OPENING   SSR  Vega=$677 BLNK=3.81 Ref
  224. >>2500 SGML Jan24 20.0 Puts $0.65 (CboeTheo=0.74)  MID  PHLX 11:24:49.437 IV=84.3% -1.3 BXO 38 x $0.60 - $0.70 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$5763 SGML=28.48 Ref
  225. >>2500 SGML Jan24 28.0 Puts $3.50 (CboeTheo=3.65)  BID  PHLX 11:24:49.437 IV=82.4% -1.4 BOX 26 x $3.50 - $4.00 x 55 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$11k SGML=28.48 Ref
  226. SWEEP DETECTED:
    >>2623 M Jun24 8.0 Puts $0.269 (CboeTheo=0.26)  ASK  [MULTI] 11:25:38.157 IV=62.0% +1.6 BOX 187 x $0.24 - $0.27 x 211 EDGX Vega=$3978 M=14.25 Ref
  227. SPLIT TICKET:
    >>1000 VIX Jan24 17th 25.0 Calls $0.76 (CboeTheo=0.78)  BID  [CBOE] 11:26:08.323 IV=105.7% -0.1 CBOE 6056 x $0.76 - $0.80 x 29k CBOE Vega=$2017 VIX=16.47 Fwd
  228. SPLIT TICKET:
    >>1000 VIX Jan24 17th 25.0 Calls $0.76 (CboeTheo=0.78)  ASK  [CBOE] 11:26:10.494 IV=105.7% -0.1 CBOE 27k x $0.75 - $0.76 x 348 CBOE Vega=$2017 VIX=16.47 Fwd
  229. SWEEP DETECTED:
    >>2295 PLTR Nov23 20.5 Calls $0.05 (CboeTheo=0.10)  BID  [MULTI] 11:26:29.635 IV=79.2% +9.7 EMLD 359 x $0.05 - $0.06 x 3005 EMLD  ISO  Vega=$337 PLTR=20.20 Ref
  230. >>5358 X Dec23 28.0 Puts $0.25 (CboeTheo=0.25)  ASK  BOX 11:28:27.189 IV=59.2% +5.1 BOX 102 x $0.22 - $0.26 x 9 EMLD  LATE  Vega=$8379 X=34.34 Ref
  231. >>2191 SKIN Feb24 1.0 Calls $1.05 (CboeTheo=1.15)  BID  PHLX 11:28:29.118 PHLX 3022 x $1.05 - $1.30 x 2838 PHLX  SSR  Vega=$0 SKIN=2.06 Ref
  232. SWEEP DETECTED:
    >>5378 X Dec23 28.0 Puts $0.25 (CboeTheo=0.25)  ASK  [MULTI] 11:28:27.189 IV=59.2% +5.1 BOX 102 x $0.22 - $0.26 x 9 EMLD  LATE  Vega=$8411 X=34.34 Ref
  233. >>3397 VRT Nov23 42.5 Calls $0.98 (CboeTheo=0.93)  MID  BOX 11:28:32.267 IV=88.1% +30.1 PHLX 63 x $0.85 - $1.10 x 430 PHLX  SPREAD/FLOOR  Vega=$852 VRT=43.41 Ref
  234. >>3397 VRT Jan24 42.5 Calls $4.10 (CboeTheo=4.14)  BID  BOX 11:28:32.267 IV=48.4% -1.2 PHLX 138 x $4.10 - $4.20 x 48 BOX  SPREAD/FLOOR - OPENING  Vega=$24k VRT=43.41 Ref
  235. >>3397 VRT Jan24 42.5 Puts $2.85 (CboeTheo=2.90)  BID  BOX 11:28:32.267 IV=48.3% -1.3 PHLX 88 x $2.85 - $2.90 x 22 PHLX  SPREAD/FLOOR - OPENING  Vega=$24k VRT=43.41 Ref
  236. >>Market Color NEP - Bearish flow noted in NextEra Energy Partners (22.55 -0.54) with 2,816 puts trading, or 3x expected. The Put/Call Ratio is 6.04, while ATM IV is up over 2 points on the day. Earnings are expected on 01/24. [NEP 22.55 -0.54 Ref, IV=51.5% +2.1] #Bearish
  237. >>2496 VIX Dec23 20th 29.0 Calls $0.20 (CboeTheo=0.21)  BID  CBOE 11:31:09.390 IV=138.6% +0.3 CBOE 4338 x $0.20 - $0.23 x 35k CBOE  LATE  Vega=$1722 VIX=14.95 Fwd
  238. >>4212 VIX Dec23 20th 45.0 Calls $0.09 (CboeTheo=0.08)  MID  CBOE 11:31:09.390 IV=176.6% +4.1 CBOE 136 x $0.08 - $0.10 x 33k CBOE  LATE  Vega=$1458 VIX=14.95 Fwd
  239. >>1950 VIX Dec23 20th 47.5 Calls $0.07 (CboeTheo=0.08)  MID  CBOE 11:31:09.390 IV=176.9% +0.3 CBOE 26k x $0.06 - $0.09 x 33k CBOE  LATE  Vega=$561 VIX=14.95 Fwd
  240. >>2574 VIX Jan24 17th 80.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 11:31:09.390 IV=170.0% +0.2 CBOE 25k x $0.08 - $0.11 x 1882 CBOE  LATE  Vega=$1058 VIX=16.43 Fwd
  241. >>5148 VIX Dec23 20th 70.0 Calls $0.03 (CboeTheo=0.04)  MID  CBOE 11:31:09.390 IV=200.9% -3.2 CBOE 16k x $0.02 - $0.05 x 33k CBOE  LATE  Vega=$713 VIX=14.95 Fwd
  242. >>2340 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.11)  BID  CBOE 11:31:09.390 IV=166.9% -0.1 CBOE 28k x $0.09 - $0.13 x 30k CBOE  LATE  Vega=$1050 VIX=16.43 Fwd
  243. >>3900 VIX Jan24 17th 50.0 Calls $0.21 (CboeTheo=0.22)  BID  CBOE 11:31:09.719 IV=147.9% +0.5 CBOE 22k x $0.21 - $0.24 x 32k CBOE  LATE  Vega=$3178 VIX=16.43 Fwd
  244. SPLIT TICKET:
    >>2400 VIX Feb24 14th 47.5 Calls $0.42 (CboeTheo=0.41)  ASK  [CBOE] 11:31:09.389 IV=130.8% +2.4 CBOE 16k x $0.39 - $0.43 x 17k CBOE  LATE  Vega=$3634 VIX=17.10 Fwd
  245. SPLIT TICKET:
    >>2600 VIX Dec23 20th 28.0 Calls $0.24 (CboeTheo=0.23)  ASK  [CBOE] 11:31:09.389 IV=138.7% +3.3 CBOE 3072 x $0.22 - $0.24 x 5087 CBOE  LATE  Vega=$2009 VIX=14.95 Fwd
  246. SPLIT TICKET:
    >>3200 VIX Dec23 20th 37.0 Calls $0.13 (CboeTheo=0.12)  MID  [CBOE] 11:31:09.389 IV=161.2% +3.7 CBOE 22k x $0.11 - $0.14 x 30k CBOE  LATE  Vega=$1518 VIX=14.95 Fwd
  247. SPLIT TICKET:
    >>2700 VIX Feb24 14th 75.0 Calls $0.20 (CboeTheo=0.20)  MID  [CBOE] 11:31:09.389 IV=149.0% +2.0 CBOE 19k x $0.18 - $0.21 x 5370 CBOE  LATE  Vega=$2338 VIX=17.10 Fwd
  248. SPLIT TICKET:
    >>3200 VIX Dec23 20th 29.0 Calls $0.20 (CboeTheo=0.21)  BID  [CBOE] 11:31:09.389 IV=138.6% +0.3 CBOE 4338 x $0.20 - $0.23 x 35k CBOE  LATE  Vega=$2208 VIX=14.95 Fwd
  249. SPLIT TICKET:
    >>5400 VIX Dec23 20th 45.0 Calls $0.09 (CboeTheo=0.08)  MID  [CBOE] 11:31:09.389 IV=176.6% +4.1 CBOE 136 x $0.08 - $0.10 x 33k CBOE  LATE  Vega=$1869 VIX=14.95 Fwd
  250. SPLIT TICKET:
    >>2500 VIX Dec23 20th 47.5 Calls $0.07 (CboeTheo=0.08)  MID  [CBOE] 11:31:09.389 IV=176.9% +0.3 CBOE 26k x $0.06 - $0.09 x 33k CBOE  LATE  Vega=$719 VIX=14.95 Fwd
  251. SPLIT TICKET:
    >>6100 VIX Jan24 17th 50.0 Calls $0.212 (CboeTheo=0.22)  BID  [CBOE] 11:31:09.389 IV=149.1% +1.7 CBOE 22k x $0.21 - $0.24 x 32k CBOE  LATE  Vega=$5108 VIX=16.43 Fwd
  252. SPLIT TICKET:
    >>6600 VIX Dec23 20th 70.0 Calls $0.03 (CboeTheo=0.04)  MID  [CBOE] 11:31:09.389 IV=200.9% -3.2 CBOE 16k x $0.02 - $0.05 x 33k CBOE  LATE  Vega=$914 VIX=14.95 Fwd
  253. SPLIT TICKET:
    >>3000 VIX Jan24 17th 75.0 Calls $0.10 (CboeTheo=0.11)  BID  [CBOE] 11:31:09.389 IV=166.9% -0.1 CBOE 28k x $0.09 - $0.13 x 29k CBOE  LATE  Vega=$1346 VIX=16.43 Fwd
  254. SPLIT TICKET:
    >>3300 VIX Jan24 17th 80.0 Calls $0.09 (CboeTheo=0.10)  MID  [CBOE] 11:31:09.389 IV=170.0% +0.2 CBOE 25k x $0.08 - $0.11 x 1882 CBOE  LATE  Vega=$1356 VIX=16.43 Fwd
  255. SWEEP DETECTED:
    >>2000 GOOGL Feb24 125 Puts $3.05 (CboeTheo=3.05)  ASK  [MULTI] 11:32:11.290 IV=28.2% -0.3 CBOE 1095 x $3.00 - $3.05 x 200 NOM Vega=$43k GOOGL=134.24 Ref
  256. >>2000 PFE Jun25 28.0 Puts $2.96 (CboeTheo=3.08)  BID  PHLX 11:33:01.055 IV=27.7% -0.8 MPRL 11 x $2.96 - $3.20 x 170 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$26k PFE=29.80 Ref
  257. SWEEP DETECTED:
    >>2999 RIVN Nov23 17.0 Calls $0.03 (CboeTheo=0.23)  BID  [MULTI] 11:33:01.618 IV=99.1% +14.0 C2 1402 x $0.03 - $0.04 x 1978 GEMX Vega=$277 RIVN=16.59 Ref
  258. >>2928 KSS Nov23 24th 27.5 Calls $0.65 (CboeTheo=0.69)  Below Bid!  MIAX 11:33:06.180 IV=109.5% +11.2 MPRL 3 x $0.66 - $0.68 x 22 MPRL  COB - OPENING  Vega=$3529 KSS=24.95 Ref
  259. SWEEP DETECTED:
    >>3000 BAC Dec23 31.0 Calls $0.25 (CboeTheo=0.26)  BID  [MULTI] 11:33:27.387 IV=22.0% -1.2 C2 3864 x $0.25 - $0.26 x 3317 EMLD  ISO  Vega=$7786 BAC=29.75 Ref
  260. SWEEP DETECTED:
    >>10509 BAC Dec23 22.0 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 11:34:15.861 IV=55.7% +5.6 C2 1217 x $0.03 - $0.04 x 2409 EMLD  OPENING  Vega=$4752 BAC=29.77 Ref
  261. >>3000 AMH Dec23 35.0 Calls $1.45 (CboeTheo=1.46)  BID  ARCA 11:35:11.565 IV=18.3% -1.1 BOX 12 x $1.40 - $1.55 x 47 PHLX  SPREAD/FLOOR - OPENING  Vega=$9385 AMH=36.02 Ref
  262. >>3000 AMH Nov23 35.0 Calls $1.00 (CboeTheo=1.01)  BID  ARCA 11:35:11.565 BOX 12 x $0.95 - $1.30 x 87 BOX  SPREAD/FLOOR  Vega=$0 AMH=36.02 Ref
  263. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 CSTM Jan24 18.0 Calls $0.90 (CboeTheo=0.90)  BID  [MULTI] 11:35:35.821 IV=31.3% -0.8 AMEX 344 x $0.90 - $1.05 x 50 MPRL  ISO 
    Delta=52%, EST. IMPACT = 52k Shares ($921k) To Sell CSTM=17.77 Ref
  264. >>2200 CNK Nov23 14.0 Puts $0.10 (CboeTheo=0.51)  BID  ARCA 11:35:56.371 IV=93.8% -76.3 PHLX 280 x $0.10 - $0.20 x 255 AMEX  FLOOR  Vega=$287 CNK=14.05 Ref
  265. SPLIT TICKET:
    >>2750 CNK Nov23 14.0 Puts $0.11 (CboeTheo=0.51)  BID  [ARCA] 11:35:56.371 IV=132.0% -38.2 PHLX 280 x $0.10 - $0.20 x 255 AMEX  FLOOR  Vega=$362 CNK=14.05 Ref
  266. >>5375 C Nov23 24th 46.5 Calls $0.09 (CboeTheo=0.10)  BID  ARCA 11:36:06.671 IV=20.5% -2.0 C2 1544 x $0.09 - $0.10 x 206 C2  CROSS  Vega=$7723 C=44.99 Ref
  267. >>2000 EXPD Dec23 125 Calls $0.53 (CboeTheo=0.50)  MID  BOX 11:36:18.415 IV=19.0% -2.4 GEMX 76 x $0.40 - $0.65 x 81 CBOE  SPREAD/FLOOR - OPENING  Vega=$17k EXPD=118.71 Ref
  268. >>2000 EXPD Dec23 115 Puts $1.20 (CboeTheo=1.19)  BID  BOX 11:36:18.415 IV=19.9% -0.3 NOM 19 x $1.20 - $1.35 x 51 PHLX  SPREAD/FLOOR - OPENING  Vega=$23k EXPD=118.71 Ref
  269. >>2000 EXPD Dec23 120 Calls $1.90 (CboeTheo=1.68)  ASK  BOX 11:36:18.415 IV=19.4% +0.8 BXO 17 x $1.75 - $1.90 x 32 PHLX  SPREAD/FLOOR - OPENING  Vega=$26k EXPD=118.71 Ref
  270. SWEEP DETECTED:
    >>2000 AMD Nov23 123 Calls $0.09 (CboeTheo=0.08)  BID  [MULTI] 11:38:23.021 IV=64.3% +21.1 NOM 348 x $0.09 - $0.10 x 1020 C2  ISO  Vega=$1040 AMD=120.66 Ref
  271. >>2895 SPXW Nov23 24th 3250 Puts $0.05 (CboeTheo=0.05)  MID  CBOE 11:38:58.585 IV=71.4% -0.4 CBOE 0 x $0.00 - $0.10 x 1210 CBOE  OPENING  Vega=$2994 SPX=4508.47 Fwd
  272. >>Unusual Volume NRG - 3x market weighted volume: 6317 = 14.4k projected vs 4789 adv, 81% calls, 4% of OI [NRG 48.17 +0.60 Ref, IV=24.1% +0.5]
  273. >>3000 X Nov23 34.5 Calls $0.10 (CboeTheo=0.04)  Above Ask!  PHLX 11:41:32.052 IV=52.4% +4.3 C2 70 x $0.03 - $0.05 x 86 C2  SPREAD/FLOOR  Vega=$899 X=34.34 Ref
  274. >>3000 X Nov23 24th 34.5 Calls $0.50 (CboeTheo=0.49)  MID  PHLX 11:41:32.052 IV=29.6% +1.5 EMLD 44 x $0.48 - $0.52 x 27 C2  SPREAD/FLOOR - OPENING  Vega=$5752 X=34.34 Ref
  275. >>1520 VIX Jan24 17th 45.0 Calls $0.26 (CboeTheo=0.26)  MID  CBOE 11:42:09.512 IV=142.8% +1.0 CBOE 29k x $0.25 - $0.28 x 32k CBOE  LATE  Vega=$1457 VIX=16.45 Fwd
  276. >>1520 VIX Jan24 17th 60.0 Calls $0.14 (CboeTheo=0.16)  BID  CBOE 11:42:09.512 IV=154.9% -1.7 CBOE 31k x $0.14 - $0.18 x 36k CBOE  LATE  Vega=$910 VIX=16.45 Fwd
  277. >>3000 GPS Jan25 10.0 Puts $0.70 (CboeTheo=0.75)  BID  PHLX 11:42:09.843 IV=57.2% +3.5 EDGX 70 x $0.70 - $0.76 x 95 EDGX  FLOOR   Post-Earnings   52WeekHigh  Vega=$10k GPS=17.58 Ref
  278. SPLIT TICKET:
    >>1200 VIX Dec23 20th 25.0 Calls $0.30 (CboeTheo=0.30)  MID  [CBOE] 11:42:09.511 IV=126.7% +1.2 CBOE 1631 x $0.28 - $0.31 x 32k CBOE  LATE  Vega=$1112 VIX=15.00 Fwd
  279. SPLIT TICKET:
    >>1500 VIX Dec23 20th 31.0 Calls $0.19 (CboeTheo=0.18)  ASK  [CBOE] 11:42:09.511 IV=146.5% +1.9 CBOE 31k x $0.16 - $0.20 x 39k CBOE  LATE  Vega=$971 VIX=15.00 Fwd
  280. SPLIT TICKET:
    >>1100 VIX Feb24 14th 42.5 Calls $0.49 (CboeTheo=0.49)  MID  [CBOE] 11:42:09.511 IV=124.9% +1.4 CBOE 15k x $0.47 - $0.50 x 931 CBOE  LATE  Vega=$1866 VIX=17.12 Fwd
  281. SPLIT TICKET:
    >>1100 VIX Feb24 14th 60.0 Calls $0.29 (CboeTheo=0.28)  MID  [CBOE] 11:42:09.511 IV=140.5% +2.3 CBOE 7707 x $0.27 - $0.30 x 18k CBOE  LATE  Vega=$1268 VIX=17.12 Fwd
  282. SPLIT TICKET:
    >>1400 VIX Dec23 20th 27.0 Calls $0.24 (CboeTheo=0.25)  MID  [CBOE] 11:42:09.511 IV=132.4% -0.0 CBOE 31k x $0.23 - $0.25 x 62 CBOE  LATE  Vega=$1110 VIX=15.00 Fwd
  283. SPLIT TICKET:
    >>1200 VIX Dec23 20th 40.0 Calls $0.11 (CboeTheo=0.10)  MID  [CBOE] 11:42:09.511 IV=166.5% +3.0 CBOE 28 x $0.10 - $0.12 x 29k CBOE  LATE  Vega=$498 VIX=15.00 Fwd
  284. SPLIT TICKET:
    >>1300 VIX Jan24 17th 42.5 Calls $0.29 (CboeTheo=0.29)  MID  [CBOE] 11:42:09.511 IV=139.9% +1.2 CBOE 1250 x $0.28 - $0.31 x 34k CBOE  LATE  Vega=$1351 VIX=16.45 Fwd
  285. SPLIT TICKET:
    >>3800 VIX Jan24 17th 45.0 Calls $0.26 (CboeTheo=0.26)  MID  [CBOE] 11:42:09.511 IV=142.8% +1.0 CBOE 29k x $0.25 - $0.28 x 32k CBOE  LATE  Vega=$3643 VIX=16.45 Fwd
  286. SPLIT TICKET:
    >>1200 VIX Jan24 17th 47.5 Calls $0.24 (CboeTheo=0.24)  MID  [CBOE] 11:42:09.511 IV=146.2% +1.4 CBOE 5407 x $0.23 - $0.26 x 32k CBOE  LATE  Vega=$1078 VIX=16.45 Fwd
  287. SPLIT TICKET:
    >>3800 VIX Jan24 17th 60.0 Calls $0.14 (CboeTheo=0.16)  BID  [CBOE] 11:42:09.511 IV=154.9% -1.7 CBOE 31k x $0.14 - $0.18 x 36k CBOE  LATE  Vega=$2276 VIX=16.45 Fwd
  288. >>4000 GRAB Jan24 3.5 Calls $0.15 (CboeTheo=0.11)  ASK  AMEX 11:42:58.454 IV=40.9% +7.1 PHLX 1722 x $0.10 - $0.15 x 1332 EMLD  FLOOR  Vega=$2128 GRAB=3.31 Ref
  289. >>Market Color EXPE - Bullish option flow detected in Expedia (136.37 +6.55) with 23,475 calls trading (5x expected) and implied vol increasing almost 2 points to 31.15%. . The Put/Call Ratio is 0.20. Earnings are expected on 02/08.EXPE 136.37 +6.55 Ref, IV=31.1% +1.5] #Bullish
  290. SWEEP DETECTED:
    >>Bearish Delta Impact 508 VNOM Dec23 30.0 Calls $1.151 (CboeTheo=1.18)  BID  [MULTI] 11:45:42.934 IV=29.6% +0.4 MIAX 156 x $1.10 - $1.30 x 34 MPRL
    Delta=58%, EST. IMPACT = 29k Shares ($892k) To Sell VNOM=30.25 Ref
  291. >>3000 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  PHLX 11:45:55.282 IV=32.4% +3.2 EMLD 6879 x $0.07 - $0.08 x 6816 MIAX  AUCTION  Vega=$1464 F=10.21 Ref
  292. SWEEP DETECTED:
    >>3500 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  [MULTI] 11:45:55.183 IV=32.4% +3.2 EMLD 6879 x $0.07 - $0.08 x 6562 MIAX Vega=$1708 F=10.21 Ref
  293. >>2675 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  PHLX 11:46:00.636 IV=32.3% +3.2 BZX 3002 x $0.07 - $0.08 x 6061 AMEX Vega=$1307 F=10.21 Ref
  294. SPLIT TICKET:
    >>3500 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  [CBOE] 11:45:57.839 IV=32.4% +3.2 EMLD 3379 x $0.07 - $0.08 x 6941 MIAX Vega=$1708 F=10.21 Ref
  295. SWEEP DETECTED:
    >>3367 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  [MULTI] 11:46:00.636 IV=32.3% +3.2 BZX 3002 x $0.07 - $0.08 x 6061 AMEX Vega=$1645 F=10.21 Ref
  296. >>2531 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  PHLX 11:46:03.542 IV=32.3% +3.2 C2 1170 x $0.07 - $0.08 x 5249 AMEX Vega=$1236 F=10.21 Ref
  297. SWEEP DETECTED:
    >>2145 MSFT Dec23 395 Calls $1.545 (CboeTheo=1.50)  Above Ask!  [MULTI] 11:46:03.622 IV=19.6% +0.3 C2 86 x $1.50 - $1.53 x 98 EMLD Vega=$53k MSFT=371.10 Ref
  298. SWEEP DETECTED:
    >>3000 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  [MULTI] 11:46:03.542 IV=32.3% +3.2 C2 1170 x $0.07 - $0.08 x 5249 AMEX Vega=$1466 F=10.21 Ref
  299. SWEEP DETECTED:
    >>Bullish Delta Impact 1759 GRPN Jan24 11.0 Calls $0.95 (CboeTheo=0.82)  ASK  [MULTI] 11:47:02.275 IV=99.8% +8.1 PHLX 659 x $0.70 - $0.95 x 287 EDGX  ISO   SSR 
    Delta=42%, EST. IMPACT = 74k Shares ($693k) To Buy GRPN=9.38 Ref
  300. >>2536 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  GEMX 11:47:42.620 IV=31.8% +2.6 EMLD 3601 x $0.07 - $0.08 x 3292 C2 Vega=$1247 F=10.22 Ref
  301. SWEEP DETECTED:
    >>4000 F Nov23 24th 10.5 Calls $0.08 (CboeTheo=0.06)  ASK  [MULTI] 11:47:42.620 IV=31.8% +2.6 EMLD 3601 x $0.07 - $0.08 x 3292 C2 Vega=$1967 F=10.22 Ref
  302. SWEEP DETECTED:
    >>2838 PBR Dec23 17.0 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 11:49:12.341 IV=29.5% -3.4 MPRL 592 x $0.10 - $0.13 x 51 CBOE  ISO  Vega=$2990 PBR=16.05 Ref
  303. SWEEP DETECTED:
    >>3452 GOLD Dec23 1st 15.5 Puts $0.26 (CboeTheo=0.25)  ASK  [MULTI] 11:49:33.711 IV=26.6% +0.1 MPRL 39 x $0.24 - $0.26 x 539 AMEX  OPENING  Vega=$4160 GOLD=15.71 Ref
  304. SWEEP DETECTED:
    >>6197 MARA Mar24 11.0 Puts $3.10 (CboeTheo=3.14)  BID  [MULTI] 11:49:49.112 IV=107.2% -4.2 CBOE 1647 x $3.10 - $3.20 x 570 ARCA  OPENING   SSR  Vega=$14k MARA=9.71 Ref
  305. SWEEP DETECTED:
    >>2498 PNT Jan24 12.5 Puts $0.20 (CboeTheo=0.23)  BID  [MULTI] 11:50:09.960 IV=29.2% -3.5 C2 1009 x $0.20 - $0.25 x 1212 NOM  52WeekHigh  Vega=$4054 PNT=13.49 Ref
  306. >>2300 PINS Dec23 33.0 Calls $0.48 (CboeTheo=0.49)  BID  AMEX 11:50:28.474 IV=29.2% -1.0 EDGX 702 x $0.48 - $0.50 x 38 ARCA  CROSS  Vega=$7099 PINS=31.45 Ref
  307. SWEEP DETECTED:
    >>2073 TSLA Nov23 24th 250 Calls $1.284 (CboeTheo=1.31)  Below Bid!  [MULTI] 11:51:12.321 IV=45.7% +1.7 BXO 24 x $1.30 - $1.32 x 204 C2  ISO  Vega=$17k TSLA=234.28 Ref
  308. >>1367 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  CBOE 11:51:32.499 IV=52.3% -1.3 CBOE 1143 x $0.07 - $0.08 x 2201 CBOE Vega=$856 VIX=14.90 Fwd
  309. SPLIT TICKET:
    >>2000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  ASK  [CBOE] 11:51:32.499 IV=52.3% -1.3 CBOE 1143 x $0.07 - $0.08 x 2201 CBOE Vega=$1252 VIX=14.90 Fwd
  310. >>1331 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08)  MID  CBOE 11:51:35.912 IV=52.3% -1.3 CBOE 1143 x $0.07 - $0.09 x 3688 CBOE Vega=$833 VIX=14.90 Fwd
  311. SWEEP DETECTED:
    >>2003 TSLA Nov23 24th 250 Calls $1.255 (CboeTheo=1.32)  Below Bid!  [MULTI] 11:51:53.918 IV=45.3% +1.3 MPRL 20 x $1.28 - $1.30 x 145 MRX  ISO  Vega=$17k TSLA=234.34 Ref
  312. SWEEP DETECTED:
    >>5000 VALE Nov23 15.0 Calls $0.11 (CboeTheo=0.13)  BID  [MULTI] 11:54:46.439 PHLX 3374 x $0.11 - $0.15 x 15 BOX Vega=$0 VALE=15.12 Ref
  313. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 GRPN Dec23 11.0 Calls $0.40 (CboeTheo=0.48)  BID  [MULTI] 11:56:32.396 IV=83.3% -13.7 PHLX 928 x $0.40 - $0.45 x 10 C2  SSR 
    Delta=32%, EST. IMPACT = 47k Shares ($454k) To Sell GRPN=9.56 Ref
  314. >>5000 UBER Jan24 55.0 Calls $2.87 (CboeTheo=2.87)  MID  AMEX 12:00:00.701 IV=32.1% -0.8 BOX 113 x $2.86 - $2.88 x 32 BZX  CROSS  Vega=$45k UBER=54.41 Ref
  315. SWEEP DETECTED:
    >>2033 TSLA Nov23 232.5 Calls $3.05 (CboeTheo=3.01)  ASK  [MULTI] 12:00:42.341 IV=75.6% +21.9 EDGX 69 x $2.95 - $3.05 x 458 EDGX  ISO  Vega=$3610 TSLA=234.86 Ref
  316. >>6000 BAC Jan25 35.0 Calls $1.68 (CboeTheo=1.65)  MID  ARCA 12:01:48.365 IV=25.4% +0.2 C2 192 x $1.66 - $1.69 x 285 EDGX  SPREAD/CROSS  Vega=$70k BAC=29.80 Ref
  317. >>6000 BAC Jan26 25.0 Puts $2.22 (CboeTheo=2.25)  BID  ARCA 12:01:48.365 IV=29.9% -0.2 BXO 21 x $2.17 - $2.29 x 115 EDGX  SPREAD/CROSS  Vega=$77k BAC=29.80 Ref
  318. >>3000 DIS Sep24 120 Calls $2.69 (CboeTheo=2.65)  ASK  AMEX 12:02:13.515 IV=25.1% +0.2 EMLD 11 x $2.63 - $2.70 x 30 PHLX  CROSS - OPENING  Vega=$81k DIS=94.55 Ref
  319. SWEEP DETECTED:
    >>3929 PLTR Nov23 20.5 Calls $0.05 (CboeTheo=0.12)  ASK  [MULTI] 12:02:37.593 IV=74.2% +4.8 EDGX 1933 x $0.04 - $0.05 x 741 BZX Vega=$572 PLTR=20.27 Ref
  320. >>3500 BAC Jan25 37.0 Calls $1.17 (CboeTheo=1.18)  Below Bid!  PHLX 12:08:43.784 IV=24.6% -0.2 EMLD 337 x $1.18 - $1.20 x 55 MPRL  TIED/FLOOR  Vega=$37k BAC=29.84 Ref
  321. SWEEP DETECTED:
    >>Bearish Delta Impact 500 SRG Dec23 9.0 Puts $0.40 (CboeTheo=0.38)  ASK  [MULTI] 12:09:03.935 IV=37.1% +1.2 PHLX 1420 x $0.30 - $0.40 x 152 C2
    Delta=-51%, EST. IMPACT = 25k Shares ($227k) To Sell SRG=8.91 Ref
  322. SWEEP DETECTED:
    >>3000 PENN Jan24 20.0 Puts $0.42 (CboeTheo=0.48)  BID  [MULTI] 12:10:07.694 IV=51.7% -3.7 BOX 208 x $0.42 - $0.48 x 829 EDGX  AUCTION  Vega=$6911 PENN=24.39 Ref
  323. SWEEP DETECTED:
    >>4593 PLTR Dec23 23.0 Calls $0.37 (CboeTheo=0.36)  ASK  [MULTI] 12:10:40.506 IV=53.4% -0.3 C2 1427 x $0.36 - $0.37 x 1236 C2 Vega=$7865 PLTR=20.27 Ref
  324. >>20000 CHPT Dec23 2.5 Puts $0.63 (CboeTheo=0.64)  MID  AMEX 12:10:55.866 IV=137.3% +28.6 EDGX 2188 x $0.61 - $0.64 x 1239 EMLD  SPREAD/FLOOR   SSR   52WeekLow  Vega=$4168 CHPT=2.02 Ref
  325. >>20000 CHPT Dec23 1.5 Puts $0.12 (CboeTheo=0.11)  ASK  AMEX 12:10:55.866 IV=164.0% +10.8 C2 532 x $0.11 - $0.12 x 1073 EMLD  SPREAD/FLOOR - OPENING   SSR   52WeekLow  Vega=$3030 CHPT=2.02 Ref
  326. SWEEP DETECTED:
    >>5000 SIRI Dec23 4.0 Puts $0.135 (CboeTheo=0.12)  Above Ask!  [MULTI] 12:11:17.312 IV=88.4% -5.1 PHLX 485 x $0.11 - $0.13 x 163 NOM  ISO  Vega=$1767 SIRI=5.07 Ref
  327. SWEEP DETECTED:
    >>4608 SIRI Dec23 4.0 Puts $0.14 (CboeTheo=0.12)  ASK  [MULTI] 12:11:31.831 IV=91.2% -2.3 MIAX 140 x $0.13 - $0.14 x 1472 MPRL Vega=$1658 SIRI=5.07 Ref
  328. SPLIT TICKET:
    >>2133 VIX Mar24 20th 35.0 Calls $0.88 (CboeTheo=0.86)  ASK  [CBOE] 12:12:50.938 IV=102.6% +1.5 CBOE 8798 x $0.84 - $0.88 x 551 CBOE  ISO  Vega=$6011 VIX=17.63 Fwd
  329. SWEEP DETECTED:
    >>3500 BAC Jan24 31.0 Calls $0.75 (CboeTheo=0.74)  ASK  [MULTI] 12:13:46.420 IV=23.9% +0.1 C2 108 x $0.74 - $0.75 x 1840 EMLD Vega=$17k BAC=29.86 Ref
  330. >>24000 ARMK Dec23 29.0 Calls $0.30 (CboeTheo=0.31)  MID  BOX 12:14:00.100 IV=25.2% -1.0 PHLX 260 x $0.25 - $0.35 x 239 PHLX  CROSS  Vega=$61k ARMK=27.66 Ref
  331. >>Market Color .SPX - S&P500 index option volume at midday totals 1384853 contracts as the index trades near $4507.18 (-1.06). Front term atm implied vols are near 11.1% and the CBOE VIX is currently near 13.78 (-0.54). 
  332. >>Market Color DKS - Bullish option flow detected in Dicks (118.72 +3.37) with 5,326 calls trading (4x expected) and implied vol increasing over 1 point to 50.53%. . The Put/Call Ratio is 0.30. Earnings are expected on 11/20.  [DKS 118.72 +3.37 Ref, IV=50.5% +1.1] #Bullish
  333. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 654396 contracts changing hands. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Chevron(CVX). The sector ETF, XLE is up 1.845 to 84.795 with 30 day implied volatility lower by -0.5%, near 20.7%  #sector
  334. >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 7 to 4 and 1143399 contracts changing hands. Most actives include Bank of America(BAC), Marathon Patent Group(MARA), SoFi Technologies(SOFI). The sector ETF, XLF is up 0.145 to 34.975 with 30 day implied volatility lower by -0.5%, near 13.2%  #sector
  335. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 8 to 5 and 4895975 contracts trading marketwide. Most actives include NVIDIA(NVDA), Apple(AAPL), Microsoft(MSFT). The sector ETF, XLK is down -0.585 to 182.595 with 30 day implied volatility lower by -0.4%, near 16.2%  #sector
  336. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 7 to 5 and 4608399 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Gap(GPS). The sector ETF, XLY is up 0.935 to 166.965 with 30 day implied volatility lower by -0.5%, near 18.0%  #sector
  337. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 5 to 3 and 489516 contracts trading marketwide. Most actives include Pfizer(PFE), Eli Lilly(LLY), Crispr Therapeutics(CRSP). The sector ETF, XLV is down -0.395 to 128.115 with 30 day implied volatility relatively flat at 11.7% ) #sector
  338. >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 5 to 4 and 251056 contracts changing hands. Most actives include US Steel(X), Vale(VALE), Freeport McMoRan(FCX). The sector ETF, XLB is little changed 0.025 to 80.145 with 30 day implied volatility relatively flat at 14.4%  #sector
  339. SWEEP DETECTED:
    >>Bearish Delta Impact 1285 DWAC Dec23 1st 15.0 Puts $0.18 (CboeTheo=0.21)  ASK  [MULTI] 12:15:20.838 IV=64.5% -14.9 AMEX 2 x $0.17 - $0.18 x 50 ARCA  OPENING 
    Delta=-15%, EST. IMPACT = 20k Shares ($333k) To Sell DWAC=17.00 Ref
  340. SWEEP DETECTED:
    >>Bearish Delta Impact 753 DWAC Dec23 1st 15.0 Puts $0.18 (CboeTheo=0.20)  ASK  [MULTI] 12:15:43.291 IV=64.9% -14.4 BOX 47 x $0.11 - $0.18 x 50 ARCA  OPENING 
    Delta=-15%, EST. IMPACT = 11k Shares ($194k) To Sell DWAC=17.03 Ref
  341. >>Unusual Volume FITB - 4x market weighted volume: 7027 = 13.6k projected vs 3404 adv, 95% calls, 5% of OI [FITB 27.57 +0.45 Ref, IV=28.6% -0.8]
  342. SWEEP DETECTED:
    >>2000 META Nov23 24th 370 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 12:17:09.652 IV=30.2% +0.1 C2 212 x $0.03 - $0.04 x 398 C2  OPENING  Vega=$2416 META=333.91 Ref
  343. >>5500 CPNG May24 17.5 Calls $1.37 (CboeTheo=1.32)  ASK  PHLX 12:17:13.243 IV=38.9% +0.6 EDGX 145 x $1.29 - $1.37 x 225 EDGX  SPREAD/CROSS/TIED  Vega=$25k CPNG=16.05 Ref
  344. >>5500 CPNG May24 22.5 Calls $0.25 (CboeTheo=0.28)  BID  PHLX 12:17:13.243 IV=35.7% -1.5 CBOE 212 x $0.25 - $0.28 x 22 MPRL  SPREAD/CROSS/TIED  Vega=$14k CPNG=16.05 Ref
  345. SWEEP DETECTED:
    >>3221 PLUG Dec23 4.5 Calls $0.21 (CboeTheo=0.21)  ASK  [MULTI] 12:17:22.066 IV=91.6% -2.5 PHLX 4612 x $0.19 - $0.21 x 1152 C2 Vega=$1316 PLUG=3.96 Ref
  346. SWEEP DETECTED:
    >>3001 C Dec23 49.0 Calls $0.18 (CboeTheo=0.19)  BID  [MULTI] 12:17:26.489 IV=23.9% -0.7 C2 888 x $0.18 - $0.19 x 219 MPRL Vega=$7965 C=45.09 Ref
  347. >>2500 AMD Dec23 115 Puts $2.78 (CboeTheo=2.78)  BID  PHLX 12:18:39.998 IV=41.8% +0.1 C2 104 x $2.78 - $2.80 x 42 C2  SPREAD/CROSS/TIED  Vega=$29k AMD=121.14 Ref
  348. >>2500 AMD Dec23 115 Calls $9.40 (CboeTheo=9.41)  BID  PHLX 12:18:39.998 IV=41.7% -0.4 MIAX 314 x $9.35 - $9.50 x 403 MIAX  SPREAD/CROSS/TIED  Vega=$29k AMD=121.14 Ref
  349. SWEEP DETECTED:
    >>3000 PLUG Nov23 4.0 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 12:19:39.673 IV=119.3% -11.5 EMLD 2186 x $0.03 - $0.04 x 161 C2 Vega=$101 PLUG=3.98 Ref
  350. SPLIT TICKET:
    >>1000 VIX Dec23 20th 17.0 Puts $2.88 (CboeTheo=2.86)  BID  [CBOE] 12:20:52.214 IV=86.9% +1.6 CBOE 1000 x $2.88 - $2.90 x 25k CBOE Vega=$1665 VIX=14.92 Fwd
  351. SPLIT TICKET:
    >>1000 VIX Dec23 20th 18.0 Calls $0.68 (CboeTheo=0.67)  BID  [CBOE] 12:20:53.074 IV=93.1% +1.0 CBOE 653 x $0.68 - $0.70 x 31k CBOE Vega=$1549 VIX=14.92 Fwd
  352. >>2383 EW Dec23 77.5 Calls $0.15 (CboeTheo=0.13)  BID  MIAX 12:20:57.710 IV=32.3% +4.7 MPRL 13 x $0.05 - $0.75 x 30 ARCA  ISO/AUCTION - OPENING  Vega=$5509 EW=66.88 Ref
  353. SWEEP DETECTED:
    >>5000 EW Dec23 77.5 Calls $0.149 (CboeTheo=0.13)  ASK  [MULTI] 12:20:57.464 IV=32.3% +4.7 C2 61 x $0.05 - $0.15 x 175 CBOE  ISO - OPENING  Vega=$12k EW=66.88 Ref
  354. SWEEP DETECTED:
    >>3000 AAPL Dec23 1st 200 Calls $0.16 (CboeTheo=0.15)  ASK  [MULTI] 12:21:18.672 IV=17.2% +0.3 ARCA 127 x $0.15 - $0.16 x 1447 C2  AUCTION  Vega=$14k AAPL=189.17 Ref
  355. >>2000 BABA Jan25 90.0 Calls $10.04 (CboeTheo=9.92)  ASK  AMEX 12:25:08.071 IV=39.1% +0.7 ARCA 136 x $9.90 - $10.10 x 47 BOX  SPREAD/CROSS   SSR  Vega=$66k BABA=78.28 Ref
  356. >>2000 BABA Jan25 90.0 Puts $18.24 (CboeTheo=18.30)  BID  AMEX 12:25:08.071 IV=38.5% +0.1 EDGX 78 x $18.05 - $18.50 x 124 PHLX  SPREAD/CROSS   SSR  Vega=$63k BABA=78.28 Ref
  357. >>2000 X Dec23 33.0 Puts $0.85 (CboeTheo=0.86)  ASK  BOX 12:26:10.507 IV=39.6% +1.0 BZX 20 x $0.79 - $0.86 x 12 BXO  CROSS  Vega=$6881 X=34.38 Ref
  358. SWEEP DETECTED:
    >>Bullish Delta Impact 789 MOR Jan24 10.0 Calls $1.618 (CboeTheo=1.37)  Above Ask!  [MULTI] 12:26:43.837 IV=266.7% -7.0 AMEX 282 x $1.25 - $1.60 x 7 ARCA  SSR 
    Delta=52%, EST. IMPACT = 41k Shares ($248k) To Buy MOR=6.05 Ref
  359. SWEEP DETECTED:
    >>3744 F Mar24 14.0 Calls $0.06 (CboeTheo=0.07)  BID  [MULTI] 12:27:15.168 IV=34.9% -1.5 EMLD 2740 x $0.06 - $0.07 x 6431 EMLD Vega=$3088 F=10.21 Ref
  360. >>2500 CPRI Dec23 47.5 Puts $0.50 (CboeTheo=0.39)  ASK  ARCA 12:27:59.907 IV=17.3% +2.6 BOX 35 x $0.25 - $0.50 x 29 PHLX  CROSS  Vega=$12k CPRI=48.41 Ref
  361. >>Unusual Volume AEO - 3x market weighted volume: 6423 = 12.0k projected vs 3883 adv, 76% calls, 6% of OI [AEO 19.73 +0.56 Ref, IV=51.2% +0.3]
  362. SWEEP DETECTED:
    >>3570 AAPL Dec23 180 Puts $0.88 (CboeTheo=0.88)  ASK  [MULTI] 12:28:25.829 IV=19.5% -0.9 EMLD 139 x $0.87 - $0.88 x 274 C2 Vega=$47k AAPL=188.97 Ref
  363. >>7500 CCJ Dec23 29th 50.0 Calls $0.66 (CboeTheo=0.66)  ASK  BOX 12:28:45.711 IV=38.3% -0.5 C2 188 x $0.65 - $0.66 x 1 ARCA  FLOOR   52WeekHigh  Vega=$33k CCJ=44.48 Ref
  364. >>3000 TECK Jun24 32.0 Puts $1.95 (CboeTheo=2.03)  BID  PHLX 12:30:45.889 IV=37.2% -0.6 BZX 132 x $1.80 - $2.47 x 133 AMEX  TIED/FLOOR - OPENING  Vega=$27k TECK=36.08 Ref
  365. >>2450 FITB Nov23 26.0 Calls $1.52 (CboeTheo=1.54)  BID  BOX 12:30:47.502 MPRL 13 x $1.50 - $1.60 x 30 BOX  SPREAD/FLOOR  Vega=$0 FITB=27.54 Ref
  366. >>2840 FITB Dec23 29.0 Calls $0.32 (CboeTheo=0.33)  MID  BOX 12:30:47.502 IV=26.4% -2.3 EDGX 323 x $0.30 - $0.35 x 160 EMLD  SPREAD/FLOOR - OPENING  Vega=$7230 FITB=27.54 Ref
  367. >>Unusual Volume CROX - 4x market weighted volume: 20.5k = 38.1k projected vs 9073 adv, 97% calls, 14% of OI [CROX 90.72 +2.91 Ref, IV=38.2% -1.1]
  368. SWEEP DETECTED:
    >>Bullish Delta Impact 500 NAK Jan24 0.5 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 12:31:35.024 IV=122.4% -6.0 ARCA 0 x $0.00 - $0.05 x 129 ISE
    Delta=46%, EST. IMPACT = 23k Shares ($8753) To Buy NAK=0.38 Ref
  369. >>2000 NEM Dec23 37.5 Puts $2.02 (CboeTheo=2.02)  ASK  ARCA 12:33:01.574 IV=29.6% -0.7 BXO 22 x $1.99 - $2.03 x 36 EMLD  SPREAD/FLOOR  Vega=$7250 NEM=36.40 Ref
  370. SWEEP DETECTED:
    >>2181 XOM Nov23 24th 108 Calls $0.23 (CboeTheo=0.23)  ASK  [MULTI] 12:34:39.071 IV=19.2% -3.6 EMLD 795 x $0.22 - $0.23 x 543 EMLD  OPENING  Vega=$7922 XOM=104.95 Ref
  371. SWEEP DETECTED:
    >>3678 DVN Nov23 24th 46.5 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 12:35:11.569 IV=26.5% -2.0 EMLD 979 x $0.23 - $0.25 x 906 EMLD  OPENING  Vega=$7531 DVN=45.28 Ref
  372. SPLIT TICKET:
    >>1000 SPXW Nov23 24th 4125 Puts $0.40 (CboeTheo=0.35)  ASK  [CBOE] 12:36:44.065 IV=26.6% +0.4 CBOE 206 x $0.35 - $0.40 x 773 CBOE  ISO  Vega=$14k SPX=4513.10 Fwd
  373. >>2000 SGEN Dec23 190 Puts $0.35 (CboeTheo=0.43)  BID  CBOE 12:37:57.193 IV=26.4% -5.1 BZX 53 x $0.30 - $0.90 x 18 NOM  SPREAD/CROSS  Vega=$13k SGEN=212.76 Ref
  374. >>2000 SGEN Dec23 210 Puts $2.95 (CboeTheo=2.66)  ASK  CBOE 12:37:57.193 IV=19.0% +1.5 PHLX 10 x $2.20 - $2.95 x 10 PHLX  SPREAD/CROSS  Vega=$45k SGEN=212.76 Ref
  375. >>Unusual Volume TECK - 3x market weighted volume: 16.2k = 29.7k projected vs 9869 adv, 56% puts, 7% of OI [TECK 36.19 +0.89 Ref, IV=32.6% -0.7]
  376. SWEEP DETECTED:
    >>2394 SLB Nov23 24th 55.0 Calls $0.21 (CboeTheo=0.21)  ASK  [MULTI] 12:39:36.566 IV=27.6% -3.2 GEMX 723 x $0.18 - $0.21 x 281 MRX  OPENING  Vega=$4897 SLB=53.08 Ref
  377. >>Unusual Volume RF - 4x market weighted volume: 8088 = 14.7k projected vs 3430 adv, 98% calls, 6% of OI [RF 16.41 +0.33 Ref, IV=28.6% -1.4]
  378. >>4500 COGT Dec23 7.5 Calls $1.60 (CboeTheo=1.15)  Above Ask!  PHLX 12:42:49.851 IV=166.2% +55.2 AMEX 31 x $0.60 - $1.20 x 1 MRX  SPREAD/FLOOR - OPENING  Vega=$3698 COGT=7.87 Ref
  379. >>4500 COGT Dec23 12.5 Calls $0.35 (CboeTheo=0.15)  ASK  PHLX 12:42:49.851 IV=162.3% +41.5 MPRL 0 x $0.00 - $0.50 x 125 PHLX  SPREAD/FLOOR - OPENING  Vega=$2862 COGT=7.87 Ref
  380. >>3000 AEO Jan24 19.0 Calls $1.92 (CboeTheo=1.87)  ASK  AMEX 12:43:03.347 IV=46.5% +2.7 BOX 16 x $1.88 - $1.93 x 43 PHLX  CROSS   52WeekHigh  Vega=$9305 AEO=19.73 Ref
  381. >>Market Color AEO - Bullish option flow detected in American Eagle (19.74 +0.57) with 6,439 calls trading (4x expected) and implied vol increasing over 1 point to 51.92%. . The Put/Call Ratio is 0.29. Earnings are expected on 11/20.  [AEO 19.74 +0.57 Ref, IV=51.9% +1.0] #Bullish
  382. >>1300 SPX Dec23 4400 Puts $20.10 (CboeTheo=20.05)  ASK  CBOE 12:45:54.322 IV=13.0% -0.3 CBOE 306 x $19.90 - $20.10 x 185 CBOE  LATE  Vega=$482k SPX=4524.42 Fwd
  383. >>1500 SPX Dec23 4400 Puts $20.10 (CboeTheo=20.05)  ASK  CBOE 12:45:54.322 IV=13.0% -0.3 CBOE 306 x $19.90 - $20.10 x 185 CBOE  LATE  Vega=$556k SPX=4524.42 Fwd
  384. >>1000 SPX Dec23 4400 Puts $20.10 (CboeTheo=20.05)  ASK  CBOE 12:45:54.323 IV=13.0% -0.3 CBOE 306 x $19.90 - $20.10 x 185 CBOE  LATE  Vega=$371k SPX=4524.42 Fwd
  385. SPLIT TICKET:
    >>5000 SPX Dec23 4410 Puts $21.706 (CboeTheo=21.65)  Above Ask!  [CBOE] 12:45:54.321 IV=12.8% -0.2 CBOE 941 x $21.40 - $21.70 x 422 CBOE  LATE  Vega=$1.93m SPX=4524.42 Fwd
  386. SPLIT TICKET:
    >>5000 SPX Dec23 4400 Puts $20.10 (CboeTheo=20.05)  ASK  [CBOE] 12:45:54.321 IV=13.0% -0.3 CBOE 306 x $19.90 - $20.10 x 185 CBOE  LATE  Vega=$1.85m SPX=4524.42 Fwd
  387. >>10948 CROX Dec23 92.5 Calls $3.20 (CboeTheo=3.04)  MID  AMEX 12:46:04.026 IV=38.1% +0.3 BXO 54 x $3.10 - $3.30 x 59 PHLX  SPREAD/FLOOR - OPENING  Vega=$110k CROX=90.66 Ref
  388. >>7299 CROX Dec23 100 Calls $1.00 (CboeTheo=0.96)  ASK  AMEX 12:46:04.026 IV=37.5% -2.8 EDGX 206 x $0.90 - $1.00 x 3 BXO  SPREAD/FLOOR - OPENING  Vega=$52k CROX=90.66 Ref
  389. >>3649 CROX Dec23 85.0 Calls $7.60 (CboeTheo=7.61)  BID  AMEX 12:46:04.025 IV=39.5% -0.2 BXO 123 x $7.50 - $7.80 x 15 EDGX  SPREAD/FLOOR  Vega=$29k CROX=90.66 Ref
  390. SWEEP DETECTED:
    >>2000 GOOGL Nov23 24th 131 Puts $0.38 (CboeTheo=0.40)  MID  [MULTI] 12:46:52.112 IV=19.3% -3.4 AMEX 271 x $0.38 - $0.40 x 95 BZX  OPENING  Vega=$10k GOOGL=133.97 Ref
  391. >>2000 META Dec23 320 Calls $19.23 (CboeTheo=19.18)  ASK  AMEX 12:48:22.624 IV=27.7% -0.5 BZX 35 x $19.10 - $19.30 x 8 AMEX  SPREAD/CROSS  Vega=$61k META=333.56 Ref
  392. >>2000 META Dec23 320 Puts $4.23 (CboeTheo=4.24)  BID  AMEX 12:48:22.624 IV=27.5% -0.7 EDGX 525 x $4.20 - $4.30 x 101 EMLD  SPREAD/CROSS  Vega=$61k META=333.56 Ref
  393. >>2248 MU Nov23 67.5 Calls $9.96 (CboeTheo=9.93)  ASK  EDGX 12:49:14.723 IV=323.8% +239.3 PHLX 33 x $9.85 - $10.05 x 37 BOX  COB/AUCTION   52WeekHigh  Vega=$156 MU=77.42 Ref
  394. >>2250 MU Dec23 75.0 Calls $4.12 (CboeTheo=4.12)  MID  EDGX 12:49:14.723 IV=29.7% -0.5 C2 92 x $4.10 - $4.15 x 47 MIAX  COB/AUCTION   52WeekHigh  Vega=$17k MU=77.42 Ref
  395. >>2402 NVO Dec23 110 Calls $0.72 (CboeTheo=0.76)  ASK  MIAX 12:49:49.724 IV=28.1% -1.2 EDGX 109 x $0.65 - $0.75 x 111 EDGX  AUCTION  Vega=$18k NVO=101.50 Ref
  396. SPLIT TICKET:
    >>2500 NVO Dec23 110 Calls $0.72 (CboeTheo=0.76)  ASK  [MIAX] 12:49:49.724 IV=28.1% -1.2 EDGX 109 x $0.65 - $0.75 x 111 EDGX  AUCTION  Vega=$18k NVO=101.50 Ref
  397. SPLIT TICKET:
    >>2000 DM Jan24 1.0 Puts $0.25 (CboeTheo=0.24)  BID  [GEMX] 12:50:49.303 IV=99.1% +12.2 GEMX 250 x $0.25 - $0.30 x 4813 BOX Vega=$260 DM=0.81 Ref
  398. >>4000 C Dec23 49.0 Calls $0.17 (CboeTheo=0.18)  BID  AMEX 12:55:15.863 IV=23.0% -1.6 C2 612 x $0.17 - $0.18 x 324 C2  SPREAD/FLOOR  Vega=$11k C=45.20 Ref
  399. >>4000 C Dec23 42.0 Puts $0.22 (CboeTheo=0.22)  BID  AMEX 12:55:15.862 IV=25.8% +0.4 C2 368 x $0.22 - $0.23 x 1521 C2  SPREAD/FLOOR  Vega=$11k C=45.20 Ref
  400. >>4170 RF Dec23 17.0 Calls $0.22 (CboeTheo=0.24)  MID  PHLX 12:56:32.956 IV=26.1% -1.3 PHLX 566 x $0.20 - $0.25 x 84 GEMX  COB/AUCTION - OPENING  Vega=$6526 RF=16.42 Ref
  401. >>3610 RF Nov23 16.0 Calls $0.42 (CboeTheo=0.49)  ASK  PHLX 12:56:32.956 BZX 84 x $0.35 - $0.45 x 31 MPRL  COB/AUCTION  Vega=$0 RF=16.43 Ref
  402. >>3000 INTC Jan24 50.0 Calls $0.39 (CboeTheo=0.38)  ASK  PHLX 12:57:45.429 IV=29.6% -0.4 BZX 126 x $0.38 - $0.39 x 131 C2  SPREAD/CROSS/TIED  Vega=$13k INTC=43.23 Ref
  403. >>23090 CHPT Nov23 24th 2.0 Puts $0.15 (CboeTheo=0.17)  MID  MIAX 12:58:16.664 IV=145.9% -41.8 MPRL 997 x $0.14 - $0.16 x 658 C2  ISO/AUCTION   SSR   52WeekLow  Vega=$2575 CHPT=2.02 Ref
  404. SWEEP DETECTED:
    >>Bullish Delta Impact 24999 CHPT Nov23 24th 2.0 Puts $0.15 (CboeTheo=0.17)  BID  [MULTI] 12:58:16.134 IV=145.9% -41.8 EMLD 136 x $0.15 - $0.16 x 586 EMLD  ISO   SSR   52WeekLow 
    Delta=-43%, EST. IMPACT = 1.08m Shares ($2.19m) To Buy CHPT=2.02 Ref
  405. >>2435 GILD Dec23 80.0 Calls $0.21 (CboeTheo=0.26)  MID  MIAX 12:58:43.543 IV=18.4% -2.6 C2 328 x $0.17 - $0.24 x 204 EDGX  ISO/AUCTION  Vega=$9783 GILD=75.14 Ref
  406. SWEEP DETECTED:
    >>2501 GILD Dec23 80.0 Calls $0.21 (CboeTheo=0.26)  MID  [MULTI] 12:58:43.332 IV=18.1% -2.8 C2 130 x $0.17 - $0.25 x 11 BZX  ISO  Vega=$9939 GILD=75.14 Ref
  407. SPLIT TICKET:
    >>2500 SPXW Nov23 21st 4395 Puts $0.55 (CboeTheo=0.51)  MID  [CBOE] 12:58:59.355 IV=12.6% -0.0 CBOE 583 x $0.50 - $0.60 x 1067 CBOE  FLOOR - OPENING  Vega=$79k SPX=4511.90 Fwd
  408. >>3184 SPXW Nov23 20th 4325 Puts $0.15 (CboeTheo=0.13)  MID  CBOE 12:59:11.563 IV=18.3% +0.6 CBOE 1776 x $0.10 - $0.20 x 2067 CBOE  FLOOR - OPENING  Vega=$27k SPX=4510.83 Fwd
  409. SPLIT TICKET:
    >>3434 SPXW Nov23 20th 4325 Puts $0.15 (CboeTheo=0.13)  MID  [CBOE] 12:59:11.563 IV=18.3% +0.6 CBOE 1776 x $0.10 - $0.20 x 2067 CBOE  FLOOR - OPENING  Vega=$29k SPX=4510.83 Fwd
  410. SWEEP DETECTED:
    >>2000 BXMT Nov23 22.0 Calls $0.10 (CboeTheo=0.16)  BID  [MULTI] 12:59:13.374 BOX 378 x $0.10 - $0.20 x 193 PHLX  ISO  Vega=$0 BXMT=22.11 Ref
  411. SWEEP DETECTED:
    >>5000 SOFI Mar24 6.0 Puts $0.67 (CboeTheo=0.66)  ASK  [MULTI] 12:59:50.981 IV=73.5% -1.0 EMLD 666 x $0.65 - $0.67 x 1345 EMLD  OPENING   SSR  Vega=$6690 SOFI=6.78 Ref
  412. >>4400 COGT Dec23 7.5 Calls $1.60 (CboeTheo=1.50)  BID  PHLX 12:59:57.754 IV=154.3% +43.3 ARCA 1 x $1.55 - $1.90 x 20 ARCA  LATE - OPENING  Vega=$3636 COGT=7.99 Ref
  413. >>4645 HE Nov23 24th 15.0 Calls $0.15 (CboeTheo=0.07)  Above Ask!  BOX 13:00:31.601 IV=68.9% +1.3 C2 48 x $0.05 - $0.10 x 355 NOM  FLOOR - OPENING  Vega=$2597 HE=13.91 Ref
  414. SWEEP DETECTED:
    >>Bullish Delta Impact 5000 HE Nov23 24th 15.0 Calls $0.146 (CboeTheo=0.07)  Above Ask!  [MULTI] 13:00:31.583 IV=59.4% -8.2 NOM 16 x $0.05 - $0.10 x 61 EDGX  ISO - OPENING 
    Delta=18%, EST. IMPACT = 90k Shares ($1.25m) To Buy HE=13.91 Ref
  415. SWEEP DETECTED:
    >>2151 COIN Nov23 110 Calls $0.03  ASK  [MULTI] 13:00:46.971 IV=248.8% +123.5 BXO 97 x $0.01 - $0.03 x 2153 AMEX Vega=$184 COIN=98.95 Ref
  416. >>4400 COGT Dec23 12.5 Calls $0.35 (CboeTheo=0.37)  ASK  PHLX 13:01:10.158 IV=158.0% +37.1 MPRL 0 x $0.00 - $0.65 x 10 ARCA  LATE - OPENING  Vega=$2852 COGT=7.99 Ref
  417. >>2400 PSEC Jan24 5.0 Puts $0.20 (CboeTheo=0.13)  ASK  AMEX 13:01:48.381 IV=53.0% +10.0 MIAX 203 x $0.10 - $0.20 x 199 BOX  SPREAD/FLOOR  Vega=$1768 PSEC=5.78 Ref
  418. >>2400 PSEC Jan24 6.0 Puts $0.55 (CboeTheo=0.48)  ASK  AMEX 13:01:48.381 IV=39.1% +6.8 BOX 241 x $0.45 - $0.55 x 41 PHLX  SPREAD/FLOOR  Vega=$2174 PSEC=5.78 Ref
  419. SWEEP DETECTED:
    >>2002 TSLA Nov23 237.5 Calls $0.87 (CboeTheo=0.89)  ASK  [MULTI] 13:01:58.062 IV=67.6% +13.5 NOM 1 x $0.86 - $0.87 x 2000 BZX Vega=$3621 TSLA=236.59 Ref
  420. SWEEP DETECTED:
    >>2000 CCL Nov23 15.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 13:03:01.857 IV=87.0% +30.3 C2 808 x $0.02 - $0.03 x 482 NOM Vega=$139 CCL=14.73 Ref
  421. SWEEP DETECTED:
    >>2000 CCL Nov23 14.5 Puts $0.02 (CboeTheo=0.03)  BID  [MULTI] 13:03:02.944 IV=81.6% +25.5 EMLD 745 x $0.02 - $0.04 x 1252 EDGX Vega=$142 CCL=14.73 Ref
  422. SWEEP DETECTED:
    >>2000 PBR Nov23 24th 15.5 Puts $0.197 (CboeTheo=0.18)  MID  [MULTI] 13:03:11.569 IV=31.9% +2.8 ARCA 4 x $0.18 - $0.20 x 327 BZX Vega=$1688 PBR=16.20 Ref
  423. >>10000 AAL Jun25 10.0 Puts $1.41 (CboeTheo=1.41)  BID  AMEX 13:03:20.498 IV=49.0% -0.1 BOX 517 x $1.36 - $1.48 x 468 EDGX  CROSS  Vega=$47k AAL=12.23 Ref
  424. >>4000 CMCSA Dec23 40.0 Puts $0.21 (CboeTheo=0.21)  MID  ARCA 13:04:12.708 IV=23.2% +0.4 NOM 77 x $0.20 - $0.22 x 17 MIAX  CROSS - OPENING  Vega=$11k CMCSA=42.57 Ref
  425. >>1689 VIX Dec23 20th 19.0 Calls $0.60 (CboeTheo=0.57)  ASK  CBOE 13:05:10.140 IV=100.8% +4.8 CBOE 897 x $0.57 - $0.60 x 29k CBOE Vega=$2430 VIX=14.90 Fwd
  426. SPLIT TICKET:
    >>5000 VIX Dec23 20th 19.0 Calls $0.60 (CboeTheo=0.57)  ASK  [CBOE] 13:05:10.140 IV=100.8% +4.8 CBOE 897 x $0.57 - $0.60 x 29k CBOE Vega=$7195 VIX=14.90 Fwd
  427. >>3000 IMAX Dec23 18.0 Calls $0.25 (CboeTheo=0.27)  BID  BOX 13:05:48.522 IV=32.1% -1.2 PHLX 307 x $0.20 - $0.35 x 230 PHLX  FLOOR - OPENING  Vega=$4779 IMAX=16.93 Ref
  428. SPLIT TICKET:
    >>1250 VIX Dec23 20th 20.0 Calls $0.50 (CboeTheo=0.50)  MID  [CBOE] 13:05:50.262 IV=104.2% +2.5 CBOE 15k x $0.49 - $0.52 x 2304 CBOE  AUCTION  Vega=$1645 VIX=14.93 Fwd
  429. SWEEP DETECTED:
    >>4000 TSLA Dec23 29th 120 Puts $0.14 (CboeTheo=0.14)  ASK  [MULTI] 13:06:33.215 IV=85.0% +2.3 CBOE 148 x $0.11 - $0.14 x 400 NOM  OPENING  Vega=$5554 TSLA=236.28 Ref
  430. >>2250 GRPN Nov23 24th 9.5 Calls $0.43 (CboeTheo=0.45)  BID  ISE 13:07:06.279 IV=71.8% -13.7 PHLX 638 x $0.40 - $0.50 x 24 BOX  SPREAD/CROSS   SSR  Vega=$1190 GRPN=9.61 Ref
  431. >>2500 AEO Nov23 24th 20.0 Calls $0.84 (CboeTheo=0.85)  MID  PHLX 13:07:17.271 IV=83.4% +5.2 BZX 1 x $0.81 - $0.88 x 1 BZX  COB/AUCTION - OPENING   52WeekHigh  Vega=$2763 AEO=19.79 Ref
  432. >>2500 AEO Nov23 24th 17.0 Puts $0.14 (CboeTheo=0.16)  BID  PHLX 13:07:17.271 IV=93.3% +4.6 BZX 10 x $0.13 - $0.17 x 460 PHLX  COB/AUCTION - OPENING   52WeekHigh  Vega=$1286 AEO=19.79 Ref
  433. >>5000 PBR Jan24 13.0 Puts $0.11 (CboeTheo=0.11)  BID  PHLX 13:07:46.676 IV=37.1% -0.4 ARCA 1023 x $0.11 - $0.12 x 4 NOM  SPREAD/CROSS/TIED  Vega=$5487 PBR=16.21 Ref
  434. >>Unusual Volume DUK - 3x market weighted volume: 5785 = 9623 projected vs 3200 adv, 91% calls, 6% of OI [DUK 90.14 -0.04 Ref, IV=16.6% -0.4]
  435. >>3000 BIDU Jan24 95.0 Puts $2.13 (CboeTheo=2.14)  BID  PHLX 13:11:48.563 IV=42.1% -0.4 EMLD 32 x $2.11 - $2.17 x 22 MPRL  TIED/FLOOR - OPENING  Vega=$37k BIDU=108.23 Ref
  436. SWEEP DETECTED:
    >>3146 TSLA Nov23 230 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 13:11:55.853 IV=80.6% +26.1 C2 738 x $0.05 - $0.06 x 601 C2 Vega=$1119 TSLA=236.61 Ref
  437. >>2800 FTI Apr24 22.0 Calls $1.75 (CboeTheo=1.73)  MID  ARCA 13:12:14.542 IV=39.2% +0.3 BZX 33 x $1.70 - $1.80 x 163 CBOE  CROSS   ExDiv  Vega=$15k FTI=20.75 Ref
  438. >>2000 INTC Jun24 50.0 Calls $2.38 (CboeTheo=2.36)  ASK  PHLX 13:13:36.415 IV=32.5% +0.2 ISE 1 x $2.36 - $2.38 x 73 EMLD  SPREAD/CROSS/TIED  Vega=$25k INTC=43.27 Ref
  439. >>2000 INTC Jan24 30.0 Calls $13.55 (CboeTheo=13.61)  BID  PHLX 13:13:36.415 BZX 55 x $13.55 - $13.65 x 21 NOM  SPREAD/CROSS/TIED  Vega=$0 INTC=43.27 Ref
  440. SWEEP DETECTED:
    >>2325 WFC Jan24 40.0 Puts $0.633 (CboeTheo=0.65)  Below Bid!  [MULTI] 13:13:48.016 IV=26.6% -0.3 BZX 81 x $0.64 - $0.65 x 64 MPRL  ISO  Vega=$12k WFC=42.88 Ref
  441. SWEEP DETECTED:
    >>2020 WFC Dec23 40.0 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 13:14:30.543 IV=25.3% -0.0 C2 581 x $0.22 - $0.23 x 374 C2  ISO  Vega=$5459 WFC=42.88 Ref
  442. >>Market Color NXE - Bullish option flow detected in NexGen Energy (6.38 +0.21) with 2,928 calls trading (1.1x expected) and implied vol increasing over 3 points to 64.42%. . The Put/Call Ratio is 0.07.  [NXE 6.38 +0.21 Ref, IV=64.4% +3.4] #Bullish
  443. >>2216 RBLX Dec23 35.0 Puts $0.58 (CboeTheo=0.58)  MID  MIAX 13:15:20.075 IV=42.2% -1.0 C2 200 x $0.57 - $0.59 x 143 EMLD  COB/AUCTION  Vega=$6892 RBLX=37.98 Ref
  444. >>2216 RBLX Dec23 42.5 Calls $0.41 (CboeTheo=0.43)  BID  MIAX 13:15:20.075 IV=40.9% -0.5 MPRL 25 x $0.41 - $0.42 x 66 MPRL  COB/AUCTION  Vega=$6280 RBLX=37.98 Ref
  445. >>5375 C Nov23 24th 46.5 Calls $0.12 (CboeTheo=0.12)  BID  ARCA 13:16:24.514 IV=20.5% -2.1 C2 442 x $0.12 - $0.13 x 1510 C2  CROSS  Vega=$8940 C=45.20 Ref
  446. >>2000 ARM Nov23 24th 58.5 Calls $0.09 (CboeTheo=0.12)  ASK  AMEX 13:16:43.073 IV=33.7% -4.0 PHLX 250 x $0.06 - $0.10 x 140 PHLX  CROSS - OPENING  Vega=$2321 ARM=54.64 Ref
  447. SWEEP DETECTED:
    >>2422 TSLA Dec23 225 Puts $6.65 (CboeTheo=6.69)  BID  [MULTI] 13:17:52.125 IV=46.9% +0.3 CBOE 366 x $6.65 - $6.75 x 807 EDGX Vega=$56k TSLA=236.83 Ref
  448. >>4500 SPCE Jan25 1.5 Puts $0.53 (CboeTheo=0.50)  ASK  ARCA 13:18:26.059 IV=117.6% +7.0 PHLX 57 x $0.48 - $0.53 x 141 BZX  FLOOR  Vega=$2630 SPCE=2.17 Ref
  449. SPLIT TICKET:
    >>1030 SPX Apr24 5200 Calls $5.16 (CboeTheo=5.15)  ASK  [CBOE] 13:19:26.121 IV=10.8% +0.0 CBOE 2486 x $5.00 - $5.30 x 165 CBOE  LATE  Vega=$306k SPX=4596.39 Fwd
  450. >>4000 IEP Dec23 1st 18.0 Calls $0.25 (CboeTheo=0.29)  BID  ARCA 13:21:04.549 IV=36.1% -4.7 PHLX 185 x $0.25 - $0.35 x 6 MPRL  FLOOR - OPENING  Vega=$4922 IEP=17.36 Ref
  451. SWEEP DETECTED:
    >>2000 AAPL Nov23 24th 195 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 13:22:52.574 IV=15.7% -0.3 C2 1179 x $0.19 - $0.20 x 768 C2 Vega=$9942 AAPL=189.41 Ref
  452. >>Unusual Volume PSX - 4x market weighted volume: 9772 = 15.7k projected vs 3679 adv, 84% calls, 10% of OI [PSX 117.00 +3.48 Ref, IV=24.2% -0.7]
  453. SWEEP DETECTED:
    >>2420 CCL Jan24 11.0 Puts $0.15 (CboeTheo=0.15)  ASK  [MULTI] 13:23:03.592 IV=57.2% -0.6 EMLD 1784 x $0.14 - $0.15 x 2430 EMLD Vega=$2335 CCL=14.69 Ref
  454. >>4350 BP Feb24 37.0 Calls $1.25 (CboeTheo=1.25)  BID  PHLX 13:23:19.942 IV=22.5% -0.1 MPRL 27 x $1.24 - $1.28 x 77 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$30k BP=35.76 Ref
  455. SWEEP DETECTED:
    >>3000 AAPL Dec23 175 Puts $0.43 (CboeTheo=0.43)  ASK  [MULTI] 13:24:20.664 IV=22.1% -0.8 EMLD 590 x $0.42 - $0.43 x 402 C2 Vega=$24k AAPL=189.59 Ref
  456. >>3399 SPXW Nov23 27th 4350 Puts $1.40 (CboeTheo=1.37)  MID  CBOE 13:25:02.103 IV=12.8% -0.1 CBOE 386 x $1.35 - $1.45 x 563 CBOE  OPENING  Vega=$229k SPX=4518.85 Fwd
  457. >>10000 ET Dec23 14.0 Calls $0.07 (CboeTheo=0.08)  BID  ARCA 13:28:20.127 IV=14.0% -4.3 C2 5437 x $0.07 - $0.09 x 2852 EMLD  FLOOR - OPENING  Vega=$12k ET=13.55 Ref
  458. SWEEP DETECTED:
    >>2375 CVNA Nov23 24th 38.0 Calls $0.23 (CboeTheo=0.23)  ASK  [MULTI] 13:28:57.459 IV=88.6% -4.3 MPRL 218 x $0.20 - $0.23 x 366 EDGX  OPENING  Vega=$2208 CVNA=32.60 Ref
  459. SWEEP DETECTED:
    >>2823 NVDA Nov23 487.5 Puts $0.074 (CboeTheo=0.09)  Below Bid!  [MULTI] 13:32:02.924 IV=53.6% +15.6 C2 106 x $0.08 - $0.09 x 106 MPRL Vega=$2305 NVDA=495.93 Ref
  460. SWEEP DETECTED:
    >>Bearish Delta Impact 1457 MANU Dec23 23.0 Calls $0.25 (CboeTheo=0.39)  BID  [MULTI] 13:32:27.034 IV=53.2% -16.6 BOX 641 x $0.25 - $0.45 x 91 PHLX  OPENING 
    Delta=17%, EST. IMPACT = 25k Shares ($498k) To Sell MANU=19.78 Ref
  461. >>2898 XOM Nov23 105 Calls $0.29 (CboeTheo=0.29)  ASK  AMEX 13:33:41.579 IV=29.6% +0.3 C2 298 x $0.27 - $0.29 x 231 GEMX  SPREAD/CROSS  Vega=$2181 XOM=105.11 Ref
  462. >>2898 XOM Nov23 105 Puts $0.17 (CboeTheo=0.17)  MID  AMEX 13:33:41.579 IV=29.1% -6.0 C2 642 x $0.16 - $0.18 x 1088 EMLD  SPREAD/CROSS  Vega=$2179 XOM=105.11 Ref
  463. >>5000 PLUG Dec23 5.0 Calls $0.14 (CboeTheo=0.14)  ASK  AMEX 13:34:15.625 IV=96.0% -1.1 EMLD 3691 x $0.13 - $0.14 x 30 BZX  SPREAD/CROSS  Vega=$1776 PLUG=4.04 Ref
  464. >>5000 PLUG Dec23 5.0 Puts $1.10 (CboeTheo=1.11)  MID  AMEX 13:34:15.625 IV=94.1% -1.0 EMLD 685 x $1.09 - $1.12 x 12 MPRL  SPREAD/CROSS  Vega=$1754 PLUG=4.04 Ref
  465. SWEEP DETECTED:
    >>2000 JBLU Nov23 24th 4.0 Calls $0.28 (CboeTheo=0.28)  BID  [MULTI] 13:34:51.355 IV=64.0% -6.5 EMLD 104 x $0.28 - $0.30 x 229 C2  ISO - OPENING  Vega=$384 JBLU=4.21 Ref
  466. SWEEP DETECTED:
    >>4000 JBLU Nov23 24th 4.0 Calls $0.26 (CboeTheo=0.28)  BID  [MULTI] 13:35:30.307 IV=53.2% -17.3 AMEX 615 x $0.26 - $0.29 x 54 BXO  ISO - OPENING  Vega=$712 JBLU=4.21 Ref
  467. >>Unusual Volume WMB - 3x market weighted volume: 11.6k = 17.9k projected vs 5112 adv, 78% calls, 5% of OI [WMB 35.56 +0.81 Ref, IV=17.6% -0.7]
  468. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ARES Dec23 110 Calls $1.50 (CboeTheo=1.35)  ASK  [MULTI] 13:37:05.637 IV=27.2% -1.6 ISE 1 x $1.05 - $1.50 x 69 AMEX  OPENING 
    Delta=31%, EST. IMPACT = 31k Shares ($3.31m) To Buy ARES=105.52 Ref
  469. >>3200 WAL Dec23 55.0 Calls $0.40 (CboeTheo=0.48)  BID  BOX 13:37:37.274 IV=37.9% -5.7 CBOE 657 x $0.40 - $0.55 x 344 EDGX  FLOOR - OPENING  Vega=$11k WAL=49.04 Ref
  470. SPLIT TICKET:
    >>4000 WAL Dec23 55.0 Calls $0.41 (CboeTheo=0.48)  BID  [BOX] 13:37:37.274 IV=37.9% -5.7 CBOE 657 x $0.40 - $0.55 x 344 EDGX  FLOOR - OPENING  Vega=$13k WAL=49.04 Ref
  471. >>6000 PSX Feb24 135 Calls $1.05 (CboeTheo=1.03)  ASK  BOX 13:37:59.199 IV=24.1% -0.8 CBOE 250 x $0.90 - $1.05 x 55 NOM  FLOOR - OPENING  Vega=$85k PSX=117.01 Ref
  472. >>4000 PSX Feb24 135 Calls $1.00 (CboeTheo=1.03)  ASK  BOX 13:37:59.199 IV=23.7% -1.2 CBOE 250 x $0.90 - $1.05 x 55 NOM  FLOOR - OPENING  Vega=$53k PSX=117.01 Ref
  473. SPLIT TICKET:
    >>10000 PSX Feb24 135 Calls $1.03 (CboeTheo=1.03)  ASK  [BOX] 13:37:59.199 IV=24.1% -0.8 CBOE 250 x $0.90 - $1.05 x 55 NOM  FLOOR - OPENING  Vega=$142k PSX=117.01 Ref
  474. >>3500 ACIC Dec23 7.5 Calls $0.80 (CboeTheo=0.88)  BID  ARCA 13:38:32.907 IV=53.0% -12.7 PHLX 211 x $0.80 - $0.95 x 48 BOX  SPREAD/CROSS - OPENING   SSR  Vega=$2645 ACIC=8.05 Ref
  475. >>3500 ACIC Dec23 7.5 Puts $0.30 (CboeTheo=0.31)  BID  ARCA 13:38:32.907 IV=62.9% -2.9 ISE 2 x $0.30 - $0.35 x 113 BZX  SPREAD/CROSS - OPENING   SSR  Vega=$2741 ACIC=8.05 Ref
  476. >>2000 AMD Jan24 120 Calls $9.15 (CboeTheo=9.12)  ASK  PHLX 13:38:34.912 IV=39.1% +0.1 MIAX 582 x $9.05 - $9.20 x 978 PHLX  SPREAD/CROSS/TIED  Vega=$39k AMD=121.39 Ref
  477. >>2000 AMD Jan24 120 Puts $6.65 (CboeTheo=6.62)  ASK  PHLX 13:38:34.912 IV=39.1% +0.1 C2 363 x $6.60 - $6.65 x 364 EDGX  SPREAD/CROSS/TIED  Vega=$39k AMD=121.39 Ref
  478. >>2000 BABA Dec23 80.0 Calls $2.17 (CboeTheo=2.16)  BID  AMEX 13:39:24.563 IV=33.5% -0.2 C2 10 x $2.16 - $2.20 x 105 ARCA  SPREAD/CROSS   SSR  Vega=$17k BABA=77.98 Ref
  479. >>2000 BABA Dec23 80.0 Puts $3.86 (CboeTheo=3.85)  ASK  AMEX 13:39:24.563 IV=33.5% +0.3 EDGX 330 x $3.80 - $3.90 x 253 EDGX  SPREAD/CROSS   SSR  Vega=$17k BABA=77.98 Ref
  480. >>2000 COIN Nov23 90.0 Calls $9.18 (CboeTheo=9.13)  ASK  CBOE 13:41:50.853 IV=285.7% +191.1 BXO 3 x $9.00 - $9.25 x 8 ARCA  COB/AUCTION  Vega=$226 COIN=99.12 Ref
  481. >>4180 COIN Nov23 24th 97.0 Calls $4.45 (CboeTheo=4.43)  BID  CBOE 13:41:50.853 IV=59.3% -5.1 MPRL 16 x $4.40 - $4.55 x 48 EMLD  COB/AUCTION - OPENING  Vega=$22k COIN=99.12 Ref
  482. SWEEP DETECTED:
    >>2000 BAC Nov23 24th 27.0 Puts $0.02 (CboeTheo=0.01)  ASK  [MULTI] 13:43:23.994 IV=40.4% +7.2 EMLD 4650 x $0.01 - $0.02 x 700 C2 Vega=$595 BAC=29.93 Ref
  483. SWEEP DETECTED:
    >>2571 JBLU Nov23 24th 4.0 Calls $0.24 (CboeTheo=0.26)  BID  [MULTI] 13:43:43.051 IV=54.6% -15.8 ARCA 247 x $0.24 - $0.26 x 20 MPRL  ISO - OPENING  Vega=$490 JBLU=4.18 Ref
  484. >>Market Color YPF - Bullish option flow detected in YPF (10.88 +0.66) with 3,430 calls trading (1.2x expected) and implied vol increasing over 1 point to 76.17%. . The Put/Call Ratio is 0.12. Earnings are expected on 03/07.  [YPF 10.88 +0.66 Ref, IV=76.2% +1.4] #Bullish
  485. >>15000 PAGP Dec23 16.0 Calls $0.31 (CboeTheo=0.30)  BID  ISE 13:45:52.722 IV=17.5% +0.0 PHLX 868 x $0.25 - $0.40 x 462 PHLX  SPREAD/CROSS - OPENING  Vega=$26k PAGP=15.97 Ref
  486. >>15000 PAGP Nov23 16.0 Calls $0.05 (CboeTheo=0.02)  ASK  ISE 13:45:52.722 IV=54.6% +21.4 BZX 0 x $0.00 - $0.05 x 400 C2  SPREAD/CROSS  Vega=$1670 PAGP=15.97 Ref
  487. >>Unusual Volume ETRN - 4x market weighted volume: 15.7k = 23.6k projected vs 5454 adv, 100% calls, 9% of OI [ETRN 9.09 +0.12 Ref, IV=29.2% -0.4]
  488. >>Unusual Volume GFI - 3x market weighted volume: 5719 = 8597 projected vs 2682 adv, 97% calls, 4% of OI [GFI 13.01 +0.06 Ref, IV=38.8% +1.0]
  489. >>2500 BEKE Jan24 14.85 Calls $1.45 (CboeTheo=1.44)  BID  AMEX 13:46:29.745 IV=44.1% -0.4 ARCA 7 x $1.45 - $1.50 x 30 PHLX  SPREAD/CROSS  Vega=$6042 BEKE=15.36 Ref
  490. >>2500 BEKE Jan24 14.85 Puts $0.82 (CboeTheo=0.81)  BID  AMEX 13:46:29.745 IV=44.4% -0.1 ARCA 15 x $0.81 - $0.85 x 21 BOX  SPREAD/CROSS  Vega=$6055 BEKE=15.36 Ref
  491. >>7576 PAGP Nov23 16.0 Calls $0.03 (CboeTheo=0.02)  MID  CBOE 13:46:33.933 IV=36.6% +3.4 BZX 0 x $0.00 - $0.05 x 400 C2  CROSS  Vega=$829 PAGP=15.97 Ref
  492. SWEEP DETECTED:
    >>4371 GPS Nov23 17.0 Puts $0.05  ASK  [MULTI] 13:48:03.998 IV=194.6% -53.0 MPRL 390 x $0.04 - $0.05 x 683 EMLD  OPENING   Post-Earnings   52WeekHigh  Vega=$325 GPS=17.59 Ref
  493. SPLIT TICKET:
    >>1000 SPXW Dec23 1st 4000 Puts $1.05 (CboeTheo=1.00)  ASK  [CBOE] 13:50:15.454 IV=28.1% +0.1 CBOE 271 x $1.00 - $1.05 x 49 CBOE  FLOOR  Vega=$30k SPX=4521.23 Fwd
  494. SWEEP DETECTED:
    >>2088 AA Dec23 35.0 Calls $0.07 (CboeTheo=0.05)  MID  [MULTI] 13:50:56.800 IV=54.9% +0.7 C2 793 x $0.05 - $0.07 x 936 C2 Vega=$1495 AA=26.61 Ref
  495. >>4981 WMB Dec23 29th 36.0 Calls $0.54 (CboeTheo=0.53)  BID  BOX 13:51:39.223 IV=16.7% -1.2 MIAX 150 x $0.50 - $0.60 x 522 CBOE  SPREAD/FLOOR - OPENING  Vega=$23k WMB=35.55 Ref
  496. >>4981 WMB Nov23 35.0 Calls $0.60 (CboeTheo=0.56)  ASK  BOX 13:51:39.223 IV=88.6% +31.1 CBOE 200 x $0.50 - $0.60 x 11 ISE  SPREAD/FLOOR  Vega=$723 WMB=35.55 Ref
  497. SWEEP DETECTED:
    >>Bullish Delta Impact 4198 WMB Dec23 1st 36.0 Calls $0.35 (CboeTheo=0.28)  ASK  [MULTI] 13:51:46.000 IV=18.6% -1.7 MIAX 333 x $0.25 - $0.35 x 563 MIAX  OPENING 
    Delta=39%, EST. IMPACT = 164k Shares ($5.83m) To Buy WMB=35.55 Ref
  498. >>5000 LVS Dec23 49.0 Calls $1.81 (CboeTheo=1.82)  BID  AMEX 13:52:04.002 IV=27.7% -0.7 C2 138 x $1.80 - $1.84 x 52 BOX  SPREAD/CROSS - OPENING  Vega=$27k LVS=49.37 Ref
  499. >>5000 LVS Dec23 49.0 Puts $1.26 (CboeTheo=1.26)  MID  AMEX 13:52:04.002 IV=27.9% -0.5 GEMX 23 x $1.25 - $1.28 x 114 PHLX  SPREAD/CROSS  Vega=$27k LVS=49.37 Ref
  500. >>3999 AEO Nov23 24th 24.0 Calls $0.07 (CboeTheo=0.10)  BID  PHLX 13:55:07.200 IV=88.2% +2.2 MRX 6 x $0.06 - $0.10 x 469 MRX  AUCTION - OPENING   52WeekHigh  Vega=$1481 AEO=19.82 Ref
  501. >>Unusual Volume OMF - 4x market weighted volume: 5461 = 7984 projected vs 1963 adv, 88% puts, 10% of OI [OMF 38.62 +0.39 Ref, IV=26.1% -1.5]
  502. >>5375 C Nov23 24th 46.5 Calls $0.14 (CboeTheo=0.13)  ASK  AMEX 13:56:10.475 IV=21.3% -1.3 C2 1207 x $0.13 - $0.14 x 729 C2  CROSS  Vega=$9436 C=45.24 Ref
  503. >>4000 ET Dec23 29th 14.0 Calls $0.14 (CboeTheo=0.14)  ASK  ISE 13:56:44.842 IV=15.5% -3.2 CBOE 251 x $0.11 - $0.14 x 629 CBOE  AUCTION - OPENING  Vega=$6579 ET=13.54 Ref
  504. SWEEP DETECTED:
    >>Bullish Delta Impact 583 CARS Dec23 20.0 Calls $0.45 (CboeTheo=0.44)  ASK  [MULTI] 13:57:17.145 IV=34.2% +0.9 BZX 1 x $0.35 - $0.45 x 152 EMLD  OPENING 
    Delta=38%, EST. IMPACT = 22k Shares ($421k) To Buy CARS=19.23 Ref
  505. >>Unusual Volume XP - 3x market weighted volume: 31.3k = 45.5k projected vs 12.7k adv, 99% calls, 9% of OI [XP 23.65 +0.34 Ref, IV=40.5% -0.5]
  506. >>2000 PARA Jan24 17.5 Calls $0.13 (CboeTheo=0.15)  ASK  ARCA 13:58:33.648 IV=49.7% -5.7 EMLD 249 x $0.12 - $0.13 x 19 MPRL  SPREAD/FLOOR  Vega=$2070 PARA=13.21 Ref
  507. >>4999 COIN Dec23 1st 97.0 Calls $5.90 (CboeTheo=5.79)  ASK  ISE 13:58:52.921 IV=63.3% -4.3 AMEX 659 x $5.70 - $6.00 x 72 BXO  AUCTION - OPENING  Vega=$38k COIN=98.85 Ref
  508. >>14605 ETRN Nov23 9.0 Calls $0.11 (CboeTheo=0.48)  ASK  ISE 14:01:11.008 IV=95.4% -98.4 PHLX 1958 x $0.05 - $0.15 x 1311 PHLX  SPREAD/CROSS  Vega=$748 ETRN=9.09 Ref
  509. >>14605 ETRN Dec23 9.0 Calls $0.33 (CboeTheo=0.35)  Below Bid!  ISE 14:01:11.008 IV=26.1% -2.9 EMLD 928 x $0.35 - $0.40 x 460 PHLX  SPREAD/CROSS - OPENING  Vega=$14k ETRN=9.09 Ref
  510. >>4000 GFI Dec23 14.0 Calls $0.21 (CboeTheo=0.21)  BID  CBOE 14:01:15.496 IV=37.5% -2.0 C2 64 x $0.20 - $0.25 x 279 EDGX  CROSS - OPENING  Vega=$4782 GFI=13.01 Ref
  511. >>2000 JNJ Dec23 8th 145 Puts $1.00 (CboeTheo=1.00)  ASK  AMEX 14:02:45.790 IV=17.3% -0.4 EDGX 170 x $0.96 - $1.02 x 33 BZX  FLOOR - OPENING   ExDiv  Vega=$24k JNJ=149.46 Ref
  512. SPLIT TICKET:
    >>2025 SPX Jun24 2300 Puts $5.63 (CboeTheo=5.68)  BID  [CBOE] 14:03:04.987 IV=42.3% -0.1 CBOE 708 x $5.60 - $5.80 x 1642 CBOE  LATE  Vega=$202k SPX=4632.75 Fwd
  513. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 MANU Dec23 23.0 Calls $0.25 (CboeTheo=0.37)  BID  [MULTI] 14:03:10.613 IV=53.7% -16.1 BOX 794 x $0.25 - $0.70 x 10 PHLX  OPENING 
    Delta=17%, EST. IMPACT = 34k Shares ($680k) To Sell MANU=19.82 Ref
  514. SWEEP DETECTED:
    >>2000 KOS Dec23 7.5 Calls $0.15 (CboeTheo=0.15)  ASK  [MULTI] 14:03:47.894 IV=43.4% -2.9 PHLX 2812 x $0.10 - $0.15 x 102 GEMX  ISO  Vega=$1348 KOS=6.99 Ref
  515. >>3186 ET Dec23 14.0 Calls $0.07 (CboeTheo=0.08)  BID  EDGX 14:04:29.145 IV=14.0% -4.4 EMLD 5743 x $0.07 - $0.09 x 283 EMLD  CROSS  Vega=$3734 ET=13.55 Ref
  516. >>3449 SIRI Jan24 4.5 Calls $0.71 (CboeTheo=0.78)  BID  PHLX 14:05:50.535 IV=73.5% -12.9 PHLX 1650 x $0.67 - $0.78 x 45 BOX  COB/AUCTION  Vega=$2163 SIRI=5.07 Ref
  517. >>3449 SIRI Jan24 5.5 Calls $0.38 (CboeTheo=0.41)  ASK  PHLX 14:05:50.535 IV=85.2% -7.8 PHLX 1334 x $0.33 - $0.41 x 363 C2  COB/AUCTION - OPENING  Vega=$2574 SIRI=5.07 Ref
  518. >>5971 OZK Jan24 30.0 Puts $0.26 (CboeTheo=0.27)  BID  MIAX 14:05:59.537 IV=54.6% -1.1 ISE 5 x $0.25 - $0.30 x 35 PHLX  COB/AUCTION  Vega=$12k OZK=41.65 Ref
  519. >>5971 OZK Jan24 25.0 Puts $0.16 (CboeTheo=0.14)  ASK  MIAX 14:05:59.537 IV=71.2% +1.3 BOX 30 x $0.05 - $0.25 x 485 EDGX  COB/AUCTION  Vega=$7199 OZK=41.65 Ref
  520. >>Unusual Volume APLS - 3x market weighted volume: 11.3k = 16.1k projected vs 5239 adv, 62% calls, 10% of OI [APLS 48.90 +1.01 Ref, IV=66.4% +7.9]
  521. >>2200 APLS Nov23 50.0 Calls $0.10 (CboeTheo=0.02)  ASK  BOX 14:07:50.445 IV=108.1% +32.3 BXO 1 x $0.05 - $0.10 x 7 BXO  SPREAD/CROSS  Vega=$508 APLS=49.27 Ref
  522. >>2200 APLS Nov23 50.0 Puts $0.46 (CboeTheo=0.76)  BID  BOX 14:07:50.445 BOX 2 x $0.45 - $1.65 x 1 AMEX  SPREAD/CROSS  Vega=$0 APLS=49.27 Ref
  523. >>Unusual Volume GSM - 3x market weighted volume: 7459 = 10.5k projected vs 2668 adv, 100% calls, 14% of OI [GSM 5.00 +0.14 Ref, IV=43.5% -1.8]
  524. >>Unusual Volume ATUS - 11x market weighted volume: 11.2k = 15.9k projected vs 1378 adv, 91% puts, 9% of OI [ATUS 2.25 +0.06 Ref, IV=75.7% -4.2]
  525. >>2700 BAC Dec23 30.0 Calls $0.66 (CboeTheo=0.66)  BID  PHLX 14:09:28.974 IV=22.4% -0.8 C2 108 x $0.66 - $0.67 x 1183 C2  SPREAD/CROSS/TIED  Vega=$8744 BAC=29.93 Ref
  526. >>2500 KSS Nov23 24th 23.0 Puts $0.68 (CboeTheo=0.66)  ASK  AMEX 14:10:39.092 IV=122.6% +19.2 EDGX 18 x $0.65 - $0.68 x 6 EDGX  CROSS - OPENING  Vega=$2783 KSS=25.52 Ref
  527. SPLIT TICKET:
    >>1000 NANOS Nov23 452 Calls $0.45 (CboeTheo=0.66)  ASK  [CBOE] 14:10:50.727 IV=16.2% +4.8 CBOE 0 x $0.00 - $0.53 x 1000 CBOE  OPENING  Vega=$29 NANOS=451.95 Fwd
  528. >>10000 XP Dec23 23.0 Calls $1.34 (CboeTheo=1.34)  BID  AMEX 14:12:50.462 IV=39.9% -0.4 PHLX 424 x $1.30 - $1.40 x 80 EDGX  SPREAD/CROSS  Vega=$22k XP=23.64 Ref
  529. >>10000 XP Dec23 26.0 Calls $0.23 (CboeTheo=0.25)  MID  AMEX 14:12:50.462 IV=38.7% -2.9 EMLD 680 x $0.20 - $0.25 x 485 C2  SPREAD/CROSS  Vega=$16k XP=23.64 Ref
  530. >>10000 XP Dec23 26.0 Calls $0.22 (CboeTheo=0.25)  MID  AMEX 14:12:50.462 IV=38.1% -3.5 EMLD 680 x $0.20 - $0.25 x 485 C2  SPREAD/CROSS  Vega=$16k XP=23.64 Ref
  531. SWEEP DETECTED:
    >>2692 META Nov23 24th 245 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:13:41.075 IV=74.8% +1.1 MPRL 0 x $0.00 - $0.01 x 2656 C2  OPENING  Vega=$458 META=335.27 Ref
  532. >>Market Color FOUR - Bullish option flow detected in Shift4 Payments (64.66 +0.31) with 2,760 calls trading (1.8x expected) and implied vol increasing over 1 point to 48.66%. . The Put/Call Ratio is 0.60. Earnings are expected on 02/26. [FOUR 64.66 +0.31 Ref, IV=48.7% +1.1] #Bullish
  533. >>2000 SGEN Dec23 200 Puts $1.18 (CboeTheo=1.17)  ASK  MIAX 14:19:12.597 IV=24.1% -0.4 BZX 25 x $1.10 - $1.20 x 1 ARCA  COB/AUCTION  Vega=$29k SGEN=212.72 Ref
  534. SWEEP DETECTED:
    >>3327 SNAP Dec23 1st 12.5 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 14:20:03.881 IV=43.5% +0.6 C2 1059 x $0.20 - $0.21 x 57 MPRL  OPENING  Vega=$2787 SNAP=11.94 Ref
  535. >>5000 XP Dec23 23.0 Calls $1.34 (CboeTheo=1.33)  BID  AMEX 14:20:16.717 IV=40.4% +0.0 EMLD 395 x $1.30 - $1.40 x 296 CBOE  SPREAD/CROSS  Vega=$11k XP=23.64 Ref
  536. >>5000 XP Dec23 26.0 Calls $0.23 (CboeTheo=0.25)  MID  AMEX 14:20:16.717 IV=38.9% -2.7 EDGX 544 x $0.20 - $0.25 x 351 C2  SPREAD/CROSS  Vega=$8196 XP=23.64 Ref
  537. >>5000 XP Dec23 26.0 Calls $0.22 (CboeTheo=0.25)  MID  AMEX 14:20:16.717 IV=38.3% -3.4 EDGX 544 x $0.20 - $0.25 x 351 C2  SPREAD/CROSS  Vega=$8124 XP=23.64 Ref
  538. >>4080 GSM Dec23 5.0 Calls $0.20 (CboeTheo=0.22)  BID  BOX 14:23:06.526 IV=37.5% -5.6 PHLX 2603 x $0.20 - $0.25 x 2 ARCA  FLOOR  Vega=$2242 GSM=4.97 Ref
  539. >>2720 GSM Dec23 5.0 Calls $0.25 (CboeTheo=0.22)  ASK  BOX 14:23:06.526 IV=46.6% +3.5 PHLX 2603 x $0.20 - $0.25 x 2 ARCA  FLOOR  Vega=$1494 GSM=4.97 Ref
  540. SPLIT TICKET:
    >>6800 GSM Dec23 5.0 Calls $0.22 (CboeTheo=0.22)  MID  [BOX] 14:23:06.526 IV=37.5% -5.6 PHLX 2603 x $0.20 - $0.25 x 2 ARCA  FLOOR  Vega=$3737 GSM=4.97 Ref
  541. >>9900 ATUS Nov23 2.5 Puts $0.20 (CboeTheo=0.26)  BID  PHLX 14:23:24.216 PHLX 423 x $0.20 - $0.35 x 307 PHLX  FLOOR   SSR  Vega=$0 ATUS=2.25 Ref
  542. >>9999 XP Nov23 24th 22.0 Puts $0.09 (CboeTheo=0.11)  ASK  BOX 14:23:38.011 IV=44.2% -2.1 C2 1581 x $0.05 - $0.10 x 380 CBOE  AUCTION - OPENING  Vega=$6753 XP=23.57 Ref
  543. >>2000 GOLD Dec23 20.0 Calls $0.03 (CboeTheo=0.03)  ASK  MRX 14:25:58.600 IV=47.5% -0.0 EMLD 2823 x $0.02 - $0.03 x 644 GEMX  AUCTION  Vega=$747 GOLD=15.74 Ref
  544. SWEEP DETECTED:
    >>3000 AAPL Dec23 1st 200 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 14:26:12.099 IV=16.7% -0.2 C2 643 x $0.16 - $0.17 x 822 C2  AUCTION  Vega=$15k AAPL=189.76 Ref
  545. SPLIT TICKET:
    >>2500 XPO Dec23 67.5 Puts $0.12 (CboeTheo=0.11)  MID  [AMEX] 14:26:22.597 IV=49.2% -0.3 C2 242 x $0.05 - $0.20 x 334 PHLX  FLOOR  Vega=$3275 XPO=87.72 Ref
  546. SWEEP DETECTED:
    >>Bullish Delta Impact 500 GPRK Mar24 10.0 Calls $0.65 (CboeTheo=0.57)  ASK  [MULTI] 14:26:28.076 IV=46.3% +3.6 BZX 50 x $0.55 - $0.65 x 27 CBOE  ISO 
    Delta=43%, EST. IMPACT = 21k Shares ($197k) To Buy GPRK=9.21 Ref
  547. SWEEP DETECTED:
    >>2500 WFC Dec23 8th 36.0 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 14:26:53.152 IV=39.1% +2.5 C2 123 x $0.03 - $0.04 x 824 EMLD  OPENING  Vega=$1602 WFC=42.92 Ref
  548. SWEEP DETECTED:
    >>2594 AAPL Dec23 1st 172.5 Puts $0.16 (CboeTheo=0.16)  ASK  [MULTI] 14:27:22.976 IV=28.3% -0.9 EMLD 669 x $0.15 - $0.16 x 788 C2 Vega=$8315 AAPL=189.79 Ref
  549. SWEEP DETECTED:
    >>3218 TSLA Nov23 237.5 Calls $0.111 (CboeTheo=0.13)  Below Bid!  [MULTI] 14:31:35.641 IV=66.3% +12.2 C2 22 x $0.12 - $0.13 x 479 C2 Vega=$2124 TSLA=234.57 Ref
  550. SWEEP DETECTED:
    >>6000 ITUB Jan25 7.0 Puts $1.15 (CboeTheo=1.19)  BID  [MULTI] 14:32:03.020 IV=27.7% -4.0 BOX 632 x $1.15 - $1.25 x 4 ARCA  OPENING  Vega=$15k ITUB=6.20 Ref
  551. >>9000 SABR Jul24 3.0 Puts $0.49 (CboeTheo=0.48)  ASK  ARCA 14:32:56.633 IV=83.0% +2.7 PHLX 377 x $0.45 - $0.49 x 148 BOX  FLOOR  Vega=$8532 SABR=3.91 Ref
  552. SPLIT TICKET:
    >>10000 SABR Jul24 3.0 Puts $0.49 (CboeTheo=0.48)  ASK  [ARCA] 14:32:56.632 IV=83.0% +2.7 PHLX 377 x $0.45 - $0.49 x 148 BOX  FLOOR  Vega=$9480 SABR=3.91 Ref
  553. >>2762 DAL Nov23 35.0 Calls $0.70 (CboeTheo=0.72)  BID  PHLX 14:33:06.374 BZX 10 x $0.68 - $0.78 x 11 NOM  AUCTION  Vega=$0 DAL=35.71 Ref
  554. >>Unusual Volume SABR - 4x market weighted volume: 16.8k = 22.2k projected vs 5445 adv, 90% puts, 5% of OI [SABR 3.91 +0.20 Ref, IV=61.7% -1.4]
  555. >>2860 ACI Dec23 20.0 Puts $0.37 (CboeTheo=0.13)  Above Ask!  AMEX 14:34:30.053 IV=32.8% +3.0 ARCA 26 x $0.05 - $0.15 x 4 ISE  SPREAD/FLOOR - OPENING  Vega=$5724 ACI=20.98 Ref
  556. SWEEP DETECTED:
    >>2570 NIO Nov23 7.5 Puts $0.12 (CboeTheo=0.13)  BID  [MULTI] 14:35:23.870 EMLD 666 x $0.12 - $0.14 x 550 C2  SSR  Vega=$0 NIO=7.38 Ref
  557. SPLIT TICKET:
    >>2000 WW Jan24 10.0 Calls $0.27 (CboeTheo=0.27)  ASK  [MIAX] 14:36:33.652 IV=91.5% -6.2 AMEX 1529 x $0.20 - $0.30 x 801 PHLX  AUCTION  Vega=$1675 WW=6.83 Ref
  558. >>50000 VIX Jan24 17th 25.0 Calls $0.75 (CboeTheo=0.75)  MID  CBOE 14:37:12.222 IV=106.4% +0.6 CBOE 12k x $0.73 - $0.77 x 27k CBOE  AUCTION  Vega=$100k VIX=16.38 Fwd
  559. >>50000 VIX Jan24 17th 25.0 Calls $0.75 (CboeTheo=0.75)  MID  CBOE 14:37:21.952 IV=106.2% +0.4 CBOE 6898 x $0.73 - $0.77 x 27k CBOE  AUCTION  Vega=$100k VIX=16.40 Fwd
  560. SWEEP DETECTED:
    >>2500 NIO May24 5.0 Puts $0.39 (CboeTheo=0.38)  ASK  [MULTI] 14:37:56.478 IV=75.7% -0.1 BXO 20 x $0.38 - $0.39 x 611 EMLD  OPENING   SSR  Vega=$3024 NIO=7.38 Ref
  561. >>4746 SQ Nov23 24th 60.0 Calls $0.38 (CboeTheo=0.37)  ASK  PHLX 14:38:01.241 IV=34.9% -2.5 MPRL 954 x $0.36 - $0.38 x 208 BZX  AUCTION - OPENING  Vega=$12k SQ=57.81 Ref
  562. SWEEP DETECTED:
    >>5772 SQ Nov23 24th 60.0 Calls $0.38 (CboeTheo=0.39)  BID  [MULTI] 14:38:01.100 IV=34.4% -3.0 MPRL 170 x $0.38 - $0.39 x 276 C2  OPENING  Vega=$15k SQ=57.87 Ref
  563. SWEEP DETECTED:
    >>2500 NIO May24 5.0 Puts $0.39 (CboeTheo=0.38)  ASK  [MULTI] 14:38:06.851 IV=75.7% -0.1 BZX 55 x $0.38 - $0.39 x 496 MPRL  OPENING   SSR  Vega=$3024 NIO=7.38 Ref
  564. >>Unusual Volume HBAN - 3x market weighted volume: 6090 = 7937 projected vs 2476 adv, 99% calls, 8% of OI [HBAN 11.05 +0.14 Ref, IV=23.6% -0.1]
  565. SWEEP DETECTED:
    >>Bullish Delta Impact 694 ROVR Nov23 7.5 Calls $0.749 (CboeTheo=0.65)  ASK  [MULTI] 14:39:54.269 IV=743.8% +679.2 CBOE 83 x $0.60 - $0.75 x 305 PHLX  ISO 
    Delta=79%, EST. IMPACT = 55k Shares ($448k) To Buy ROVR=8.14 Ref
  566. >>1000 VIX Jan24 17th 25.0 Calls $0.74 (CboeTheo=0.75)  ASK  CBOE 14:40:18.300 IV=105.9% +0.1 CBOE 6338 x $0.73 - $0.74 x 81 CBOE Vega=$1984 VIX=16.38 Fwd
  567. SWEEP DETECTED:
    >>2186 JBLU Dec23 5.0 Calls $0.11 (CboeTheo=0.10)  ASK  [MULTI] 14:40:22.803 IV=80.6% +8.8 MPRL 20 x $0.10 - $0.11 x 653 C2 Vega=$760 JBLU=4.12 Ref
  568. SPLIT TICKET:
    >>1146 SPX Feb24 4075 Puts $21.60 (CboeTheo=21.33)  ASK  [CBOE] 14:41:00.190 IV=18.7% -0.2 CBOE 917 x $21.20 - $21.60 x 775 CBOE Vega=$482k SPX=4564.57 Fwd
  569. >>2492 BABA Dec23 85.0 Calls $0.87 (CboeTheo=0.86)  ASK  BOX 14:42:58.108 IV=34.9% +0.4 C2 5 x $0.85 - $0.87 x 45 EDGX  SPREAD/FLOOR   SSR  Vega=$16k BABA=77.95 Ref
  570. >>2492 BABA Dec23 90.0 Calls $0.35 (CboeTheo=0.37)  BID  BOX 14:42:58.108 IV=37.1% -0.1 MPRL 11 x $0.35 - $0.37 x 8 BOX  SPREAD/FLOOR   SSR  Vega=$9467 BABA=77.95 Ref
  571. >>3816 TEVA Dec23 8.0 Puts $0.05 (CboeTheo=0.06)  MID  MIAX 14:43:02.169 IV=37.0% +3.0 MIAX 1327 x $0.03 - $0.06 x 2 EMLD  ISO/AUCTION  Vega=$1802 TEVA=9.01 Ref
  572. SWEEP DETECTED:
    >>5000 TEVA Dec23 8.0 Puts $0.05 (CboeTheo=0.06)  ASK  [MULTI] 14:43:01.930 IV=37.0% +3.0 CBOE 2573 x $0.03 - $0.05 x 309 GEMX Vega=$2361 TEVA=9.01 Ref
  573. SWEEP DETECTED:
    >>2000 UBER Nov23 24th 57.0 Calls $0.11 (CboeTheo=0.10)  ASK  [MULTI] 14:43:56.856 IV=27.6% -1.2 EMLD 1342 x $0.09 - $0.11 x 1439 EMLD Vega=$2939 UBER=54.28 Ref
  574. >>4000 VRT Jan24 40.0 Calls $5.62 (CboeTheo=5.63)  BID  ISE 14:44:06.226 IV=49.1% -1.6 PHLX 647 x $5.50 - $5.80 x 285 CBOE  SPREAD/CROSS - OPENING  Vega=$25k VRT=43.47 Ref
  575. >>4000 VRT Nov23 40.0 Calls $3.52 (CboeTheo=3.47)  ASK  ISE 14:44:06.226 IV=373.7% +295.4 BOX 6 x $3.40 - $3.60 x 281 PHLX  SPREAD/CROSS  Vega=$278 VRT=43.47 Ref
  576. >>4000 VRT Jan24 40.0 Puts $1.85 (CboeTheo=1.82)  ASK  ISE 14:44:06.226 IV=49.7% -1.0 CBOE 202 x $1.80 - $1.85 x 24 PHLX  SPREAD/CROSS  Vega=$25k VRT=43.47 Ref
  577. SWEEP DETECTED:
    >>2001 GOOG Nov23 24th 134 Puts $0.48 (CboeTheo=0.49)  ASK  [MULTI] 14:44:13.657 IV=18.1% -3.5 AMEX 808 x $0.47 - $0.48 x 501 ARCA  OPENING  Vega=$12k GOOG=136.28 Ref
  578. >>4200 TSLA Nov23 235 Puts $1.30 (CboeTheo=1.35)  ASK  MPRL 14:45:15.122 IV=60.7% +6.3 PHLX 87 x $1.27 - $1.30 x 4559 MPRL Vega=$5080 TSLA=234.15 Ref
  579. SPLIT TICKET:
    >>4587 TSLA Nov23 235 Puts $1.30 (CboeTheo=1.35)  ASK  [MPRL] 14:45:15.120 IV=60.8% +6.4 PHLX 87 x $1.27 - $1.30 x 4587 MPRL Vega=$5552 TSLA=234.15 Ref
  580. SWEEP DETECTED:
    >>2295 PYPL Nov23 57.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 14:47:04.712 IV=44.6% +9.8 EMLD 352 x $0.02 - $0.03 x 562 EMLD Vega=$361 PYPL=56.58 Ref
  581. SWEEP DETECTED:
    >>3206 ITUB Jan25 7.0 Puts $1.15 (CboeTheo=1.19)  BID  [MULTI] 14:47:13.200 IV=27.7% -4.0 ARCA 3206 x $1.15 - $1.20 x 175 BZX  OPENING  Vega=$7911 ITUB=6.20 Ref
  582. >>2298 PSEC Nov23 6.0 Puts $0.25 (CboeTheo=0.28)  BID  AMEX 14:47:19.407 ARCA 2 x $0.25 - $0.30 x 31 PHLX  SPREAD/FLOOR  Vega=$0 PSEC=5.72 Ref
  583. >>2298 PSEC Dec23 6.0 Puts $0.42 (CboeTheo=0.39)  MID  AMEX 14:47:19.406 IV=36.2% +2.4 PHLX 275 x $0.35 - $0.50 x 13 BXO  SPREAD/FLOOR  Vega=$1267 PSEC=5.72 Ref
  584. >>2000 NVDA Nov23 24th 495 Calls $18.94 (CboeTheo=18.82)  ASK  AMEX 14:47:50.934 IV=69.8% +0.6 EMLD 63 x $18.80 - $18.95 x 55 C2  CROSS  Vega=$55k NVDA=493.99 Ref
  585. >>5000 SABR Jul24 3.0 Puts $0.50 (CboeTheo=0.48)  ASK  ARCA 14:48:10.766 IV=83.6% +3.3 EMLD 22 x $0.46 - $0.50 x 853 AMEX  FLOOR  Vega=$4744 SABR=3.88 Ref
  586. SWEEP DETECTED:
    >>2189 SE Nov23 24th 35.5 Puts $0.24 (CboeTheo=0.24)  ASK  [MULTI] 14:49:06.176 IV=46.7% -2.5 EDGX 404 x $0.21 - $0.24 x 394 EDGX  OPENING  Vega=$3000 SE=37.58 Ref
  587. >>5000 COIN Nov23 101 Calls $0.03  ASK  ISE 14:50:43.583 IV=119.5% +28.5 MPRL 70 x $0.02 - $0.03 x 149 BZX  AUCTION  Vega=$655 COIN=98.22 Ref
  588. SWEEP DETECTED:
    >>2195 GOOGL Nov23 135 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 14:52:00.178 IV=22.8% -2.9 EMLD 681 x $0.03 - $0.04 x 438 C2 Vega=$923 GOOGL=134.54 Ref
  589. SWEEP DETECTED:
    >>2100 TSM Nov23 24th 93.0 Puts $0.09 (CboeTheo=0.09)  ASK  [MULTI] 14:52:29.274 IV=30.7% +1.9 C2 522 x $0.08 - $0.09 x 207 MPRL  OPENING  Vega=$3135 TSM=99.56 Ref
  590. SWEEP DETECTED:
    >>2000 ET Nov23 13.5 Calls $0.02 (CboeTheo=0.01)  ASK  [MULTI] 14:53:16.095 IV=30.3% -58.9 EMLD 6812 x $0.01 - $0.02 x 27 MPRL Vega=$146 ET=13.49 Ref
  591. >>3119 CRDO Nov23 17.5 Calls $0.14 (CboeTheo=0.08)  ASK  BOX 14:54:01.119 IV=117.6% +69.1 PHLX 75 x $0.05 - $0.15 x 43 PHLX  SPREAD/FLOOR  Vega=$289 CRDO=17.55 Ref
  592. >>3005 CRDO Jan24 20.0 Calls $0.50 (CboeTheo=0.58)  BID  BOX 14:54:01.119 IV=43.4% -4.4 BOX 11 x $0.50 - $0.65 x 1 NOM  SPREAD/FLOOR - OPENING  Vega=$7407 CRDO=17.55 Ref
  593. SWEEP DETECTED:
    >>Bullish Delta Impact 3936 DAL Nov23 35.0 Calls $0.846 (CboeTheo=0.78)  Above Ask!  [MULTI] 14:54:19.890 IV=122.1% +86.0 CBOE 208 x $0.75 - $0.80 x 4 MPRL
    Delta=91%, EST. IMPACT = 358k Shares ($12.8m) To Buy DAL=35.77 Ref
  594. SWEEP DETECTED:
    >>2500 ET Dec23 14.0 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 14:54:47.949 IV=15.2% -3.1 EMLD 3309 x $0.07 - $0.08 x 4720 EMLD Vega=$2814 ET=13.49 Ref
  595. >>7000 ITUB Jan25 7.0 Puts $1.22 (CboeTheo=1.19)  ASK  AMEX 14:56:16.641 IV=30.5% -1.1 BZX 2500 x $1.15 - $1.25 x 84 BOX  CROSS - OPENING  Vega=$18k ITUB=6.20 Ref
  596. >>4130 TFC Jan24 30.0 Calls $3.02 (CboeTheo=3.05)  BID  CBOE 14:58:23.675 IV=34.4% -0.8 PHLX 361 x $3.00 - $3.20 x 175 PHLX  COB/AUCTION  Vega=$19k TFC=31.84 Ref
  597. >>4130 TFC Jan24 35.0 Calls $0.68 (CboeTheo=0.67)  MID  CBOE 14:58:23.675 IV=31.6% -0.8 PHLX 283 x $0.65 - $0.70 x 1 BZX  COB/AUCTION  Vega=$19k TFC=31.84 Ref
  598. SWEEP DETECTED:
    >>3267 SOFI Mar24 5.0 Puts $0.37 (CboeTheo=0.35)  ASK  [MULTI] 14:58:22.035 IV=81.0% +1.8 BZX 1221 x $0.35 - $0.37 x 161 MPRL  SSR  Vega=$3277 SOFI=6.83 Ref
  599. SWEEP DETECTED:
    >>Bearish Delta Impact 1691 TPX Dec23 40.0 Calls $1.25 (CboeTheo=1.25)  BID  [MULTI] 14:59:01.617 IV=30.3% -0.5 PHLX 64 x $1.25 - $1.35 x 108 PHLX
    Delta=50%, EST. IMPACT = 84k Shares ($3.34m) To Sell TPX=39.69 Ref
  600. SPLIT TICKET:
    >>1000 NANOS Nov23 451 Calls $0.74 (CboeTheo=1.19)  ASK  [CBOE] 14:59:25.250 IV=17.0% +5.5 CBOE 0 x $0.00 - $0.82 x 1000 CBOE  OPENING  Vega=$20 NANOS=451.56 Fwd
  601. >>3220 VRT Nov23 40.0 Calls $3.42 (CboeTheo=3.45)  BID  ARCA 15:00:00.943 AMEX 6 x $3.40 - $3.50 x 3 EDGX  SPREAD/FLOOR  Vega=$0 VRT=43.44 Ref
  602. >>3220 VRT Jan24 40.0 Calls $5.57 (CboeTheo=5.60)  BID  ARCA 15:00:00.943 IV=48.7% -1.9 PHLX 319 x $5.50 - $5.70 x 41 MPRL  SPREAD/FLOOR - OPENING  Vega=$20k VRT=43.44 Ref
  603. >>3220 VRT Jan24 40.0 Puts $1.90 (CboeTheo=1.83)  ASK  ARCA 15:00:00.943 IV=50.3% -0.3 PHLX 261 x $1.80 - $1.90 x 90 PHLX  SPREAD/FLOOR  Vega=$20k VRT=43.44 Ref
  604. SWEEP DETECTED:
    >>2618 RTX Jan24 100 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 15:01:24.387 IV=22.8% -0.7 EMLD 605 x $0.03 - $0.04 x 133 C2  AUCTION  Vega=$3022 RTX=79.58 Ref
  605. SWEEP DETECTED:
    >>3962 ET Dec23 14.0 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 15:02:58.928 IV=15.2% -3.2 EMLD 1770 x $0.07 - $0.08 x 2934 EMLD Vega=$4471 ET=13.49 Ref
  606. SWEEP DETECTED:
    >>2397 INTC Jun24 50.0 Calls $2.485 (CboeTheo=2.46)  Above Ask!  [MULTI] 15:03:50.398 IV=32.6% +0.2 EDGX 749 x $2.45 - $2.48 x 182 C2  52WeekHigh  Vega=$30k INTC=43.52 Ref
  607. >>1340 SPXW Nov23 30th 3300 Puts $0.20 (CboeTheo=0.17)  ASK  CBOE 15:04:18.807 IV=57.2% -0.1 CBOE 738 x $0.15 - $0.20 x 130 CBOE  FLOOR  Vega=$5722 SPX=4522.28 Fwd
  608. SPLIT TICKET:
    >>2000 SPXW Nov23 30th 3300 Puts $0.20 (CboeTheo=0.17)  ASK  [CBOE] 15:04:18.807 IV=57.2% -0.1 CBOE 738 x $0.15 - $0.20 x 130 CBOE  FLOOR  Vega=$8541 SPX=4522.28 Fwd
  609. SPLIT TICKET:
    >>1600 SPXW Dec23 4350 Puts $14.00 (CboeTheo=13.84)  ASK  [CBOE] 15:05:42.628 IV=14.3% -0.1 CBOE 132 x $13.80 - $14.00 x 187 CBOE  LATE - OPENING  Vega=$480k SPX=4530.38 Fwd
  610. SPLIT TICKET:
    >>1600 SPXW Dec23 19th 4590 Calls $31.60 (CboeTheo=31.89)  BID  [CBOE] 15:05:42.628 IV=10.4% CBOE 12 x $31.60 - $31.90 x 11 CBOE  LATE - OPENING  Vega=$793k SPX=4531.49 Fwd
  611. SPLIT TICKET:
    >>4800 SPXW Dec23 3800 Puts $2.00 (CboeTheo=1.95)  ASK  [CBOE] 15:05:42.628 IV=29.8% +0.3 CBOE 284 x $1.95 - $2.00 x 307 CBOE  LATE - OPENING  Vega=$243k SPX=4530.38 Fwd
  612. SWEEP DETECTED:
    >>2522 RIVN Jan24 25.0 Calls $0.20 (CboeTheo=0.26)  BID  [MULTI] 15:05:53.871 IV=65.3% -7.4 C2 1133 x $0.20 - $0.21 x 5 EMLD Vega=$3214 RIVN=16.91 Ref
  613. SWEEP DETECTED:
    >>3554 RIVN Jan24 25.0 Calls $0.20 (CboeTheo=0.26)  BID  [MULTI] 15:06:14.871 IV=65.3% -7.4 C2 737 x $0.20 - $0.21 x 5 EMLD Vega=$4529 RIVN=16.93 Ref
  614. >>5000 PLUG Dec23 5.0 Puts $1.11 (CboeTheo=1.10)  MID  AMEX 15:06:21.284 IV=96.9% +1.8 MPRL 17 x $1.09 - $1.13 x 12 ARCA  SPREAD/CROSS  Vega=$1783 PLUG=4.04 Ref
  615. >>5000 PLUG Dec23 5.0 Calls $0.15 (CboeTheo=0.14)  ASK  AMEX 15:06:21.284 IV=98.9% +1.9 C2 2319 x $0.13 - $0.15 x 1088 EMLD  SPREAD/CROSS  Vega=$1804 PLUG=4.04 Ref
  616. SWEEP DETECTED:
    >>2093 RIVN Jan24 25.0 Calls $0.20 (CboeTheo=0.26)  BID  [MULTI] 15:06:20.372 IV=65.3% -7.4 EMLD 2907 x $0.20 - $0.21 x 5 EMLD Vega=$2667 RIVN=16.93 Ref
  617. >>5000 SCHW Dec23 8th 53.0 Puts $0.38 (CboeTheo=0.40)  BID  AMEX 15:06:52.477 IV=31.1% -0.4 BXO 1 x $0.37 - $0.41 x 9 MPRL  CROSS - OPENING  Vega=$17k SCHW=56.67 Ref
  618. >>2000 ZM Jan24 130 Puts $65.75 (CboeTheo=65.79)  MID  PHLX 15:10:19.779 BZX 78 x $65.55 - $65.95 x 1 CBOE  SPREAD/FLOOR  Vega=$0 ZM=64.22 Ref
  619. >>2000 ZM Jan24 135 Puts $70.75 (CboeTheo=70.79)  ASK  PHLX 15:10:19.779 NOM 51 x $70.50 - $70.90 x 1 AMEX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=64.22 Ref
  620. >>5650 TSLA Jan24 416.67 Puts $182.50 (CboeTheo=181.82)  ASK  PHLX 15:10:26.156 IV=84.8% +26.6 BZX 40 x $180.55 - $184.10 x 40 BZX  FLOOR - OPENING  Vega=$56k TSLA=234.85 Ref
  621. >>5030 TSLA Jan24 450 Puts $215.55 (CboeTheo=215.15)  BID  PHLX 15:10:26.156 IV=90.3% +28.8 BZX 40 x $213.90 - $217.45 x 25 NOM  FLOOR - OPENING  Vega=$38k TSLA=234.85 Ref
  622. >>3350 SCHW Jan24 75.0 Puts $18.30 (CboeTheo=18.33)  BID  PHLX 15:10:29.030 MIAX 3 x $18.25 - $18.40 x 5 BXO  FLOOR - OPENING  Vega=$0 SCHW=56.67 Ref
  623. >>2800 SCHW Jan24 72.5 Puts $15.80 (CboeTheo=15.82)  ASK  PHLX 15:10:29.030 MIAX 4 x $15.65 - $15.90 x 4 CBOE  FLOOR - OPENING  Vega=$0 SCHW=56.67 Ref
  624. SPLIT TICKET:
    >>5200 TSLA Jan24 450 Puts $215.552 (CboeTheo=215.15)  BID  [PHLX] 15:10:26.156 IV=90.3% +28.8 BZX 40 x $213.90 - $217.45 x 25 NOM  FLOOR - OPENING  Vega=$39k TSLA=234.85 Ref
  625. >>2500 ZM Jan24 125 Puts $61.00 (CboeTheo=60.82)  ASK  BOX 15:10:38.553 IV=93.5% +26.9 NOM 51 x $60.50 - $61.05 x 51 NOM  SPREAD/FLOOR - OPENING  Vega=$6119 ZM=64.18 Ref
  626. >>2500 ZM Jan24 130 Puts $66.00 (CboeTheo=65.82)  ASK  BOX 15:10:38.553 IV=98.0% +29.5 BZX 57 x $65.45 - $66.00 x 22 BZX  SPREAD/FLOOR - OPENING  Vega=$5994 ZM=64.18 Ref
  627. >>2500 ENPH Jan24 180 Puts $87.60 (CboeTheo=87.43)  ASK  PHLX 15:10:43.292 IV=92.6% +28.0 EDGX 5 x $87.30 - $87.80 x 5 EDGX  FLOOR - OPENING  Vega=$7515 ENPH=92.56 Ref
  628. >>3000 CVX Jan24 170 Puts $25.15 (CboeTheo=25.16)  MID  PHLX 15:10:49.168 EDGX 5 x $25.05 - $25.25 x 5 EDGX  FLOOR - OPENING  Vega=$0 CVX=144.84 Ref
  629. >>4760 TSLA Jan24 450 Puts $215.25 (CboeTheo=215.52)  BID  PHLX 15:12:03.949 NOM 25 x $213.90 - $217.45 x 25 NOM  FLOOR - OPENING  Vega=$0 TSLA=234.48 Ref
  630. >>2400 TSLA Jan24 416.67 Puts $181.90 (CboeTheo=182.19)  MID  PHLX 15:12:03.949 NOM 25 x $180.55 - $183.25 x 25 NOM  FLOOR - OPENING  Vega=$0 TSLA=234.48 Ref
  631. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $215.252 (CboeTheo=215.52)  BID  [PHLX] 15:12:03.949 NOM 25 x $213.90 - $217.45 x 25 NOM  FLOOR - OPENING  Vega=$0 TSLA=234.48 Ref
  632. >>5010 C Jan24 55.0 Puts $9.75 (CboeTheo=9.80)  BID  BOX 15:12:30.116 BXO 13 x $9.75 - $9.85 x 15 BXO  SPREAD/FLOOR - OPENING  Vega=$0 C=45.20 Ref
  633. >>3840 C Jan24 57.5 Puts $12.25 (CboeTheo=12.30)  BID  BOX 15:12:30.116 BXO 13 x $12.25 - $12.35 x 17 BXO  SPREAD/FLOOR - OPENING  Vega=$0 C=45.20 Ref
  634. >>2010 MS Jan24 100 Puts $19.70 (CboeTheo=19.79)  BID  BOX 15:12:53.763 EDGX 38 x $19.70 - $19.85 x 32 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 MS=80.22 Ref
  635. >>2220 CVS Jan24 80.0 Puts $10.95 (CboeTheo=11.20)  BID  BOX 15:13:07.606 NOM 52 x $10.95 - $11.40 x 50 NOM  SPREAD/FLOOR  Vega=$0 CVS=68.81 Ref
  636. >>2050 ENPH Jan24 180 Puts $87.55 (CboeTheo=87.45)  MID  BOX 15:13:08.926 IV=89.6% +25.0 EDGX 5 x $87.25 - $87.85 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$4760 ENPH=92.55 Ref
  637. >>2050 ENPH Jan24 170 Puts $77.55 (CboeTheo=77.45)  ASK  BOX 15:13:08.926 IV=83.2% +20.5 EDGX 5 x $77.15 - $77.55 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$5040 ENPH=92.55 Ref
  638. >>8000 WFC Jan24 55.0 Puts $12.05 (CboeTheo=12.11)  BID  BOX 15:13:13.562 PHLX 51 x $12.05 - $12.15 x 42 EDGX  SPREAD/FLOOR  Vega=$0 WFC=42.90 Ref
  639. >>8000 WFC Jan24 57.5 Puts $14.55 (CboeTheo=14.61)  BID  BOX 15:13:13.562 BZX 22 x $14.55 - $14.65 x 50 BOX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.90 Ref
  640. >>3000 WFC Jan24 55.0 Puts $12.05 (CboeTheo=12.11)  BID  BOX 15:13:22.857 BOX 95 x $12.05 - $12.15 x 55 EDGX  SPREAD/FLOOR  Vega=$0 WFC=42.90 Ref
  641. >>3000 WFC Jan24 50.0 Puts $7.05 (CboeTheo=7.11)  BID  BOX 15:13:22.857 PHLX 54 x $7.05 - $7.15 x 58 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=42.90 Ref
  642. >>2600 CVX Jan24 170 Puts $25.35 (CboeTheo=25.25)  ASK  BOX 15:13:26.795 IV=28.5% +6.8 BZX 6 x $25.15 - $25.35 x 10 BZX  SPREAD/FLOOR - OPENING  Vega=$17k CVX=144.75 Ref
  643. >>2190 SCHW Jan24 75.0 Puts $18.30 (CboeTheo=18.36)  BID  BOX 15:13:31.064 BOX 4 x $18.30 - $18.40 x 1 ARCA  SPREAD/FLOOR  Vega=$0 SCHW=56.63 Ref
  644. >>2000 PFE Jan24 38.0 Puts $8.20 (CboeTheo=8.15)  ASK  BOX 15:13:33.568 IV=41.2% +11.3 NOM 83 x $8.05 - $8.20 x 6 BXO  SPREAD/FLOOR  Vega=$2867 PFE=29.84 Ref
  645. >>2100 PFE Jan24 40.0 Puts $10.16 (CboeTheo=10.15)  ASK  BOX 15:13:33.568 IV=43.1% +10.2 NOM 7 x $10.10 - $10.20 x 7 NOM  SPREAD/FLOOR  Vega=$1094 PFE=29.84 Ref
  646. >>4000 TSLA Jan24 450 Puts $216.58 (CboeTheo=215.43)  ASK  BOX 15:13:38.890 IV=98.4% +37.0 NOM 25 x $213.90 - $217.45 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$47k TSLA=234.57 Ref
  647. >>4000 TSLA Jan24 416.67 Puts $183.25 (CboeTheo=182.10)  ASK  BOX 15:13:38.890 IV=89.2% +31.1 NOM 25 x $180.55 - $183.25 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$50k TSLA=234.57 Ref
  648. >>3070 WBA Jan24 30.0 Puts $8.85 (CboeTheo=8.80)  ASK  BOX 15:13:52.892 IV=56.8% +8.0 CBOE 3 x $8.75 - $8.85 x 8 BOX  SPREAD/FLOOR  Vega=$3276 WBA=21.20 Ref
  649. >>3000 WBA Jan24 32.5 Puts $11.33 (CboeTheo=11.29)  ASK  BOX 15:13:52.892 IV=64.4% +12.5 MIAX 16 x $11.25 - $11.35 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$2395 WBA=21.20 Ref
  650. SWEEP DETECTED:
    >>3680 M Nov23 14.0 Calls $0.33 (CboeTheo=0.32)  BID  [MULTI] 15:13:55.184 IV=178.0% +82.4 MPRL 5 x $0.33 - $0.35 x 40 ARCA Vega=$151 M=14.30 Ref
  651. >>2520 PFE Jan24 38.0 Puts $8.25 (CboeTheo=8.14)  ASK  BOX 15:14:36.998 IV=44.8% +14.9 C2 1 x $8.10 - $8.25 x 101 BZX  SPREAD/FLOOR - OPENING  Vega=$5006 PFE=29.86 Ref
  652. >>3410 PFE Jan24 40.0 Puts $10.16 (CboeTheo=10.14)  BID  BOX 15:14:36.998 IV=44.7% +11.8 BZX 29 x $10.10 - $10.25 x 257 NOM  SPREAD/FLOOR - OPENING  Vega=$2842 PFE=29.86 Ref
  653. >>4720 PFE Jan24 45.0 Puts $15.25 (CboeTheo=15.14)  ASK  BOX 15:14:36.998 IV=66.7% +25.9 BOX 140 x $15.05 - $15.25 x 95 NOM  SPREAD/FLOOR - OPENING  Vega=$7450 PFE=29.86 Ref
  654. >>2910 TSLA Jan24 416.67 Puts $182.08 (CboeTheo=182.22)  ASK  BOX 15:15:12.521 NOM 25 x $180.55 - $183.25 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=234.45 Ref
  655. >>7000 C Dec23 50.0 Calls $0.12 (CboeTheo=0.12)  BID  PHLX 15:16:47.396 IV=24.9% -1.0 C2 689 x $0.12 - $0.13 x 592 C2  SPREAD/CROSS/TIED  Vega=$14k C=45.20 Ref
  656. SWEEP DETECTED:
    >>2836 CSCO Jan24 50.0 Calls $0.52 (CboeTheo=0.51)  ASK  [MULTI] 15:18:49.778 IV=15.1% -2.0 ARCA 73 x $0.51 - $0.52 x 275 EMLD  ISO   SSR  Vega=$19k CSCO=48.02 Ref
  657. SWEEP DETECTED:
    >>Bullish Delta Impact 874 CXW Dec23 13.0 Calls $0.90 (CboeTheo=0.90)  ASK  [MULTI] 15:20:40.895 IV=32.8% -0.5 PHLX 1091 x $0.85 - $0.90 x 55 BXO
    Delta=73%, EST. IMPACT = 64k Shares ($868k) To Buy CXW=13.66 Ref
  658. >>6369 AMCR Dec23 9.0 Calls $0.37 (CboeTheo=0.42)  BID  ISE 15:21:04.357 AMEX 604 x $0.35 - $0.45 x 50 MPRL  AUCTION - OPENING  Vega=$0 AMCR=9.39 Ref
  659. SPLIT TICKET:
    >>6371 AMCR Dec23 9.0 Calls $0.37 (CboeTheo=0.42)  BID  [ISE] 15:21:04.357 AMEX 604 x $0.35 - $0.45 x 50 MPRL  AUCTION - OPENING  Vega=$0 AMCR=9.39 Ref
  660. >>3068 DAL Nov23 35.0 Calls $0.94 (CboeTheo=0.95)  ASK  PHLX 15:21:32.800 BZX 65 x $0.86 - $0.99 x 65 BZX  AUCTION  Vega=$0 DAL=35.95 Ref
  661. SWEEP DETECTED:
    >>Bullish Delta Impact 4053 DAL Nov23 35.0 Calls $0.936 (CboeTheo=0.89)  Above Ask!  [MULTI] 15:21:32.574 IV=141.3% +105.2 C2 71 x $0.85 - $0.90 x 14 EMLD
    Delta=94%, EST. IMPACT = 381k Shares ($13.7m) To Buy DAL=35.88 Ref
  662. SWEEP DETECTED:
    >>3000 TSLA Nov23 237.5 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:21:34.295 IV=62.0% +8.0 GEMX 77 x $0.03 - $0.04 x 1046 MRX Vega=$937 TSLA=234.85 Ref
  663. >>2817 WBA Dec23 20.0 Calls $1.63 (CboeTheo=1.63)  MID  ISE 15:21:40.016 IV=37.7% -0.7 C2 158 x $1.62 - $1.65 x 59 NOM  AUCTION - OPENING  Vega=$5402 WBA=21.19 Ref
  664. SPLIT TICKET:
    >>2456 BEN Dec23 25.0 Calls $0.37 (CboeTheo=0.41)  MID  [BOX] 15:21:57.058 IV=22.5% -2.0 PHLX 212 x $0.35 - $0.40 x 4 ISE  AUCTION - OPENING  Vega=$6263 BEN=24.36 Ref
  665. SWEEP DETECTED:
    >>Bullish Delta Impact 570 BLCO Dec23 17.5 Calls $0.30 (CboeTheo=0.25)  ASK  [MULTI] 15:22:59.332 IV=49.6% +11.0 ARCA 11 x $0.05 - $0.30 x 188 PHLX  OPENING 
    Delta=25%, EST. IMPACT = 14k Shares ($225k) To Buy BLCO=15.77 Ref
  666. >>1000 VIX Jan24 17th 25.0 Calls $0.76 (CboeTheo=0.75)  ASK  CBOE 15:23:37.893 IV=106.4% +0.6 CBOE 14k x $0.73 - $0.77 x 29k CBOE  FLOOR  Vega=$2007 VIX=16.42 Fwd
  667. SWEEP DETECTED:
    >>2603 AMC Nov23 24th 7.5 Calls $0.32 (CboeTheo=0.31)  ASK  [MULTI] 15:23:37.234 IV=79.8% -13.7 C2 790 x $0.31 - $0.32 x 787 BZX Vega=$1078 AMC=7.47 Ref
  668. >>2487 BTI Mar24 30.0 Puts $0.83 (CboeTheo=0.80)  ASK  MRX 15:23:49.531 IV=20.2% +0.3 ARCA 463 x $0.75 - $0.85 x 463 ARCA  COB/AUCTION - OPENING  Vega=$16k BTI=31.52 Ref
  669. >>2487 BTI Jan24 30.0 Puts $0.46 (CboeTheo=0.49)  BID  MRX 15:23:49.531 IV=17.9% -0.7 PHLX 494 x $0.45 - $0.55 x 457 ARCA  COB/AUCTION  Vega=$11k BTI=31.52 Ref
  670. >>3464 TSLA Nov23 237.5 Calls $0.05 (CboeTheo=0.05)  ASK  C2 15:24:59.683 IV=57.8% +3.7 EMLD 3032 x $0.04 - $0.05 x 3083 C2  ISO  Vega=$1298 TSLA=235.30 Ref
  671. SWEEP DETECTED:
    >>5009 TSLA Nov23 237.5 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 15:24:58.923 IV=55.1% +1.1 C2 6102 x $0.04 - $0.05 x 6704 C2 Vega=$1678 TSLA=235.29 Ref
  672. SWEEP DETECTED:
    >>Bullish Delta Impact 1963 SU Jun24 33.0 Calls $3.50 (CboeTheo=3.42)  ASK  [MULTI] 15:25:22.002 IV=29.7% +0.8 ISE 6 x $3.40 - $3.50 x 644 CBOE  OPENING 
    Delta=61%, EST. IMPACT = 119k Shares ($4.04m) To Buy SU=33.88 Ref
  673. >>Unusual Volume DWAC - 3x market weighted volume: 9421 = 10.8k projected vs 3593 adv, 66% calls, 9% of OI [DWAC 16.09 -0.59 Ref, IV=82.4% +8.6]
  674. >>4300 CSCO Jun24 52.5 Calls $1.60 (CboeTheo=1.62)  BID  AMEX 15:25:51.778 IV=20.2% -0.2 PHLX 324 x $1.59 - $1.65 x 95 MIAX  SPREAD/CROSS   SSR  Vega=$58k CSCO=48.02 Ref
  675. >>4300 CSCO Jan24 47.5 Calls $1.67 (CboeTheo=1.66)  ASK  AMEX 15:25:51.778 IV=16.2% -1.2 NOM 14 x $1.65 - $1.67 x 44 C2  SPREAD/CROSS   SSR  Vega=$32k CSCO=48.02 Ref
  676. >>3000 MET Jan24 70.0 Calls $0.26 (CboeTheo=0.28)  ASK  AMEX 15:28:13.743 IV=19.8% -2.5 C2 193 x $0.20 - $0.30 x 272 EMLD  CROSS  Vega=$15k MET=62.47 Ref
  677. >>2500 TSEM Nov23 27.0 Calls $0.22 (CboeTheo=0.88)  BID  BOX 15:29:02.250 MPRL 7 x $0.20 - $0.35 x 130 PHLX  SPREAD/FLOOR  Vega=$0 TSEM=27.25 Ref
  678. >>2500 TSEM Dec23 30.0 Calls $0.24 (CboeTheo=0.22)  ASK  BOX 15:29:02.250 IV=34.6% -1.3 PHLX 298 x $0.15 - $0.25 x 193 EDGX  SPREAD/FLOOR - OPENING  Vega=$4977 TSEM=27.25 Ref
  679. SPLIT TICKET:
    >>2000 CHPT May24 4.0 Calls $0.20 (CboeTheo=0.19)  MID  [MRX] 15:29:37.710 IV=104.3% +15.0 BOX 106 x $0.18 - $0.20 x 365 AMEX  AUCTION   SSR   52WeekLow  Vega=$962 CHPT=2.02 Ref
  680. SWEEP DETECTED:
    >>Bearish Delta Impact 726 CHRW Dec23 82.5 Calls $1.703 (CboeTheo=1.68)  Below Bid!  [MULTI] 15:29:59.342 IV=21.7% +0.1 ARCA 4 x $1.75 - $1.85 x 32 BZX  ISO - OPENING 
    Delta=49%, EST. IMPACT = 35k Shares ($2.91m) To Sell CHRW=82.24 Ref
  681. >>2000 CHPT May24 4.0 Calls $0.20 (CboeTheo=0.19)  ASK  MRX 15:30:15.051 IV=106.4% +17.1 BOX 90 x $0.18 - $0.20 x 399 AMEX  AUCTION   SSR   52WeekLow  Vega=$975 CHPT=2.02 Ref
  682. SWEEP DETECTED:
    >>2800 U Nov23 24th 32.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:30:26.890 IV=48.1% -5.3 EMLD 989 x $0.09 - $0.10 x 561 EMLD  OPENING  Vega=$2170 U=29.38 Ref
  683. >>2761 VIX Dec23 20th 19.0 Calls $0.61 (CboeTheo=0.59)  BID  CBOE 15:31:25.974 IV=99.4% +3.4 CBOE 2761 x $0.61 - $0.62 x 1544 CBOE Vega=$4034 VIX=15.02 Fwd
  684. SPLIT TICKET:
    >>3797 VIX Dec23 20th 19.0 Calls $0.61 (CboeTheo=0.59)  MID  [CBOE] 15:31:25.917 IV=99.4% +3.4 CBOE 5331 x $0.59 - $0.62 x 1557 CBOE Vega=$5547 VIX=15.02 Fwd
  685. >>2000 CHPT May24 4.0 Calls $0.20 (CboeTheo=0.19)  ASK  MRX 15:32:15.024 IV=106.6% +17.2 BOX 76 x $0.18 - $0.20 x 377 AMEX  AUCTION   SSR   52WeekLow  Vega=$974 CHPT=2.02 Ref
  686. >>2000 CHPT May24 4.0 Calls $0.20 (CboeTheo=0.19)  ASK  MRX 15:32:56.258 IV=106.6% +17.2 BOX 76 x $0.18 - $0.20 x 377 AMEX  AUCTION   SSR   52WeekLow  Vega=$974 CHPT=2.02 Ref
  687. SWEEP DETECTED:
    >>2000 FUBO Dec23 3.5 Calls $0.14 (CboeTheo=0.13)  MID  [MULTI] 15:33:03.230 IV=76.8% -0.2 EMLD 843 x $0.13 - $0.15 x 1670 EDGX Vega=$645 FUBO=3.15 Ref
  688. SWEEP DETECTED:
    >>2000 AGNC Dec23 9.0 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 15:33:50.622 IV=25.2% -2.5 EMLD 2573 x $0.10 - $0.12 x 67 BOX  ISO  Vega=$1610 AGNC=8.69 Ref
  689. >>3180 WW Nov23 10.0 Puts $3.00 (CboeTheo=3.10)  BID  AMEX 15:34:03.679 CBOE 633 x $3.00 - $3.20 x 393 AMEX  SPREAD/FLOOR  Vega=$0 WW=6.91 Ref
  690. >>4240 WW Jan24 5.0 Puts $0.35 (CboeTheo=0.32)  ASK  AMEX 15:34:03.679 IV=108.1% +13.1 AMEX 1070 x $0.25 - $0.35 x 1449 BOX  SPREAD/FLOOR - OPENING  Vega=$3073 WW=6.91 Ref
  691. >>5100 SGML Jan24 30.0 Calls $4.40 (CboeTheo=4.43)  BID  PHLX 15:39:44.515 IV=87.8% +4.2 PHLX 299 x $4.20 - $4.80 x 152 PHLX  SPREAD/CROSS/TIED  Vega=$25k SGML=30.00 Ref
  692. >>5100 SGML Jan24 35.0 Calls $2.65 (CboeTheo=2.65)  ASK  PHLX 15:39:44.515 IV=87.7% +4.0 BOX 10 x $2.45 - $2.80 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$25k SGML=30.00 Ref
  693. SPLIT TICKET:
    >>2281 GOOG Nov23 137 Calls $0.05 (CboeTheo=0.05)  ASK  [BZX] 15:39:54.313 IV=22.6% -1.8 C2 919 x $0.04 - $0.05 x 2169 BZX Vega=$1018 GOOG=136.81 Ref
  694. SPLIT TICKET:
    >>1086 SPXW Nov23 4505 Puts $0.582 (CboeTheo=1.05)  Below Bid!  [CBOE] 15:40:28.491 IV=22.2% +10.0 CBOE 193 x $0.95 - $1.05 x 38 CBOE Vega=$9915 SPX=4508.78 Fwd
  695. SPLIT TICKET:
    >>1057 SPXW Nov23 4520 Calls $0.11 (CboeTheo=0.06)  Above Ask!  [CBOE] 15:40:30.173 IV=23.8% +11.9 CBOE 190 x $0.05 - $0.10 x 958 CBOE  LATE  Vega=$2750 SPX=4508.69 Fwd
  696. SPLIT TICKET:
    >>1056 SPXW Nov23 4530 Calls $0.05 (CboeTheo=0.02)  ASK  [CBOE] 15:40:30.173 IV=35.6% +23.9 CBOE 0 x $0.00 - $0.05 x 1397 CBOE  LATE  Vega=$1147 SPX=4508.69 Fwd
  697. SPLIT TICKET:
    >>1056 SPXW Nov23 4495 Puts $0.08 (CboeTheo=0.14)  Below Bid!  [CBOE] 15:40:30.173 IV=26.3% +13.3 CBOE 305 x $0.15 - $0.20 x 1168 CBOE  LATE  Vega=$2041 SPX=4508.69 Fwd
  698. SWEEP DETECTED:
    >>3347 CSCO Dec23 47.5 Puts $0.62 (CboeTheo=0.61)  ASK  [MULTI] 15:41:52.962 IV=15.9% -1.9 ARCA 14 x $0.61 - $0.62 x 1332 MPRL  SSR  Vega=$17k CSCO=47.80 Ref
  699. >>2000 RIOT Nov23 10.0 Calls $0.46 (CboeTheo=0.44)  ASK  BOX 15:42:27.538 IV=396.7% +295.1 C2 417 x $0.41 - $0.46 x 388 C2  SPREAD/FLOOR  Vega=$41 RIOT=10.44 Ref
  700. >>2000 RIOT Dec23 11.0 Calls $0.84 (CboeTheo=0.85)  BID  BOX 15:42:27.538 IV=91.9% -9.4 EMLD 2045 x $0.83 - $0.87 x 777 EDGX  SPREAD/FLOOR  Vega=$2301 RIOT=10.44 Ref
  701. SWEEP DETECTED:
    >>4450 AAPL Dec23 190 Puts $3.30 (CboeTheo=3.28)  ASK  [MULTI] 15:42:25.958 IV=17.0% -0.4 CBOE 843 x $3.20 - $3.30 x 1055 MIAX Vega=$93k AAPL=189.86 Ref
  702. SWEEP DETECTED:
    >>2002 AMZN Nov23 145 Calls $0.069 (CboeTheo=0.07)  Above Ask!  [MULTI] 15:43:13.179 IV=24.2% -6.0 C2 379 x $0.05 - $0.06 x 66 C2 Vega=$942 AMZN=144.81 Ref
  703. SWEEP DETECTED:
    >>2044 AAPL Dec23 8th 130 Puts $0.05 (CboeTheo=0.04)  ASK  [MULTI] 15:44:51.865 IV=64.1% +2.2 MPRL 127 x $0.04 - $0.05 x 335 EDGX  OPENING  Vega=$1465 AAPL=189.71 Ref
  704. SWEEP DETECTED:
    >>Bearish Delta Impact 2316 HRTX Jan24 1.0 Calls $0.20 (CboeTheo=0.30)  BID  [MULTI] 15:46:10.909 IV=90.3% -52.9 PHLX 1262 x $0.20 - $0.35 x 1 AMEX  OPENING 
    Delta=67%, EST. IMPACT = 154k Shares ($164k) To Sell HRTX=1.06 Ref
  705. >>2499 HRTX Jan24 1.0 Calls $0.20 (CboeTheo=0.30)  ASK  GEMX 15:46:15.059 IV=90.3% -52.9 BZX 1032 x $0.10 - $0.20 x 4931 GEMX  OPENING  Vega=$410 HRTX=1.06 Ref
  706. >>2499 HRTX Jan24 1.0 Calls $0.20 (CboeTheo=0.30)  ASK  GEMX 15:46:19.567 IV=90.3% -52.9 MPRL 68 x $0.15 - $0.20 x 2432 GEMX  OPENING  Vega=$410 HRTX=1.06 Ref
  707. >>2432 HRTX Jan24 1.0 Calls $0.20 (CboeTheo=0.30)  MID  GEMX 15:46:23.757 IV=90.3% -52.9 BOX 2766 x $0.15 - $0.25 x 20 ARCA  OPENING  Vega=$399 HRTX=1.06 Ref
  708. SWEEP DETECTED:
    >>3885 TSLA Nov23 24th 230 Puts $3.30 (CboeTheo=3.27)  ASK  [MULTI] 15:47:05.929 IV=42.0% -1.3 CBOE 815 x $3.20 - $3.30 x 526 EDGX Vega=$47k TSLA=234.66 Ref
  709. SWEEP DETECTED:
    >>4710 FSR Dec23 2.0 Puts $0.19 (CboeTheo=0.17)  ASK  [MULTI] 15:48:25.751 IV=144.3% +14.3 C2 511 x $0.16 - $0.19 x 1900 EDGX  SSR   52WeekLow  Vega=$1011 FSR=2.44 Ref
  710. SWEEP DETECTED:
    >>4384 TSLA Nov23 24th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:49:15.545 IV=197.8% +19.2 EMLD 0 x $0.00 - $0.01 x 5122 C2 Vega=$285 TSLA=234.44 Ref
  711. SWEEP DETECTED:
    >>2348 TSLA Nov23 24th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:49:17.192 IV=197.8% +19.2 ARCA 0 x $0.00 - $0.01 x 653 C2 Vega=$153 TSLA=234.44 Ref
  712. SWEEP DETECTED:
    >>4027 TSLA Nov23 24th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:49:39.936 IV=197.6% +19.1 BZX 0 x $0.00 - $0.01 x 5108 C2 Vega=$262 TSLA=234.25 Ref
  713. SWEEP DETECTED:
    >>Bullish Delta Impact 981 BXMT Nov23 22.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:49:58.147 IV=59.2% +14.3 AMEX 40 x $0.05 - $0.10 x 345 BXO
    Delta=77%, EST. IMPACT = 76k Shares ($1.68m) To Buy BXMT=22.09 Ref
  714. SWEEP DETECTED:
    >>2129 M Nov23 24th 14.0 Calls $0.64 (CboeTheo=0.66)  ASK  [MULTI] 15:50:17.367 IV=47.3% -6.2 AMEX 941 x $0.63 - $0.64 x 2129 EMLD Vega=$1494 M=14.44 Ref
  715. >>2000 AMD Jan25 95.0 Puts $8.80 (CboeTheo=8.67)  ASK  PHLX 15:51:47.605 IV=46.2% +0.1 GEMX 171 x $8.65 - $8.80 x 25 MPRL  SPREAD/CROSS/TIED  Vega=$74k AMD=120.50 Ref
  716. >>2000 AMD Mar24 120 Puts $10.15 (CboeTheo=10.16)  BID  PHLX 15:51:47.605 IV=41.7% -0.2 CBOE 276 x $10.15 - $10.25 x 518 CBOE  SPREAD/CROSS/TIED  Vega=$54k AMD=120.50 Ref
  717. >>2500 BAC Dec23 8th 31.0 Calls $0.23 (CboeTheo=0.21)  ASK  PHLX 15:51:58.487 IV=22.3% -0.1 BZX 587 x $0.21 - $0.23 x 1384 C2  AUCTION  Vega=$5723 BAC=29.98 Ref
  718. SWEEP DETECTED:
    >>Bullish Delta Impact 575 VAL Feb24 75.0 Calls $2.35 (CboeTheo=2.37)  ASK  [MULTI] 15:52:16.159 IV=33.1% -2.1 AMEX 4 x $2.30 - $2.35 x 563 EMLD  OPENING 
    Delta=34%, EST. IMPACT = 20k Shares ($1.34m) To Buy VAL=68.19 Ref
  719. >>2999 GOOG Nov23 24th 139 Calls $0.70 (CboeTheo=0.70)  ASK  ARCA 15:52:56.164 IV=18.8% -0.6 C2 162 x $0.69 - $0.70 x 3001 ARCA  OPENING  Vega=$20k GOOG=137.01 Ref
  720. SWEEP DETECTED:
    >>3034 GOOG Nov23 24th 139 Calls $0.70 (CboeTheo=0.70)  ASK  [MULTI] 15:52:56.164 IV=18.8% -0.6 C2 162 x $0.69 - $0.70 x 3001 ARCA  OPENING  Vega=$20k GOOG=137.01 Ref
  721. >>2997 MSFT Dec23 29th 405 Calls $1.20 (CboeTheo=1.13)  ASK  BOX 15:53:08.443 IV=19.8% +0.9 MPRL 16 x $1.06 - $1.20 x 20 PHLX  SPREAD/FLOOR - OPENING  Vega=$71k MSFT=368.87 Ref
  722. >>2997 MSFT Dec23 29th 415 Calls $0.60 (CboeTheo=0.61)  ASK  BOX 15:53:08.443 IV=20.3% +0.7 ARCA 7 x $0.56 - $0.62 x 6 BOX  SPREAD/FLOOR - OPENING  Vega=$46k MSFT=368.87 Ref
  723. >>5000 SPXW Nov23 22nd 4900 Calls $0.05 (CboeTheo=0.05)  MID  CBOE 15:53:16.112 IV=23.4% +2.0 CBOE 0 x $0.00 - $0.10 x 1287 CBOE  FLOOR - OPENING  Vega=$15k SPX=4516.25 Fwd
  724. SPLIT TICKET:
    >>1500 SPX Mar24 3000 Puts $4.85 (CboeTheo=4.72)  ASK  [CBOE] 15:53:23.474 IV=35.5% -0.1 CBOE 858 x $4.70 - $4.90 x 2840 CBOE  LATE  Vega=$148k SPX=4575.79 Fwd
  725. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 BXMT Nov23 22.0 Calls $0.20 (CboeTheo=0.19)  ASK  [MULTI] 15:53:35.256 IV=89.2% +44.4 BOX 616 x $0.10 - $0.20 x 351 BXO
    Delta=88%, EST. IMPACT = 88k Shares ($1.95m) To Buy BXMT=22.19 Ref
  726. SWEEP DETECTED:
    >>2651 PLTR Nov23 24th 18.5 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:54:09.612 IV=54.3% +1.2 EMLD 1966 x $0.05 - $0.06 x 910 C2  52WeekHigh  Vega=$1169 PLTR=20.45 Ref
  727. SWEEP DETECTED:
    >>2000 M Nov23 24th 16.0 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 15:55:21.590 IV=55.9% -17.8 C2 1272 x $0.04 - $0.05 x 438 GEMX  ISO - OPENING  Vega=$703 M=14.41 Ref
  728. >>3500 META Jan25 350 Calls $54.87 (CboeTheo=54.95)  BID  ARCA 15:55:38.505 IV=36.1% -0.1 PHLX 44 x $54.75 - $55.25 x 29 PHLX  SPREAD/CROSS  Vega=$491k META=334.97 Ref
  729. >>3500 META Jan25 500 Calls $14.42 (CboeTheo=14.31)  ASK  ARCA 15:55:38.505 IV=34.3% -0.0 PHLX 66 x $14.15 - $14.45 x 6 MIAX  SPREAD/CROSS  Vega=$395k META=334.97 Ref
  730. >>5000 SPXW Nov23 22nd 4050 Puts $0.25 (CboeTheo=0.22)  ASK  CBOE 15:55:47.328 IV=35.8% +2.1 CBOE 419 x $0.20 - $0.25 x 345 CBOE  FLOOR - OPENING  Vega=$36k SPX=4517.04 Fwd
  731. >>4570 MGM Nov23 24th 40.0 Puts $0.68 (CboeTheo=0.65)  BID  ARCA 15:56:41.888 IV=27.7% -0.9 ARCA 4570 x $0.68 - $0.70 x 50 BOX  OPENING  Vega=$10k MGM=39.85 Ref
  732. SWEEP DETECTED:
    >>2729 PLTR Nov23 24th 19.0 Puts $0.12 (CboeTheo=0.10)  ASK  [MULTI] 15:57:28.123 IV=54.4% +2.6 EMLD 632 x $0.11 - $0.12 x 550 C2  52WeekHigh  Vega=$1795 PLTR=20.50 Ref
  733. >>14746 CHPT Dec23 1st 2.5 Calls $0.08 (CboeTheo=0.09)  ASK  MIAX 15:57:39.364 IV=141.2% +34.5 CBOE 275 x $0.07 - $0.08 x 322 MPRL  ISO/AUCTION - OPENING   SSR   52WeekLow  Vega=$1930 CHPT=2.02 Ref
  734. SWEEP DETECTED:
    >>Bearish Delta Impact 14999 CHPT Dec23 1st 2.5 Calls $0.08 (CboeTheo=0.09)  BID  [MULTI] 15:57:39.145 IV=141.2% +34.5 GEMX 121 x $0.08 - $0.09 x 516 EDGX  OPENING   SSR   52WeekLow 
    Delta=27%, EST. IMPACT = 407k Shares ($820k) To Sell CHPT=2.02 Ref
  735. >>12553 CHPT Nov23 24th 2.0 Puts $0.13 (CboeTheo=0.15)  BID  MIAX 15:57:47.105 IV=125.2% -62.6 MPRL 254 x $0.13 - $0.14 x 455 MPRL  ISO/AUCTION   SSR   52WeekLow  Vega=$1387 CHPT=2.02 Ref
  736. SWEEP DETECTED:
    >>Bullish Delta Impact 15000 CHPT Nov23 24th 2.0 Puts $0.13 (CboeTheo=0.15)  BID  [MULTI] 15:57:46.571 IV=125.2% -62.6 EMLD 276 x $0.13 - $0.14 x 62 C2  ISO   SSR   52WeekLow 
    Delta=-45%, EST. IMPACT = 668k Shares ($1.35m) To Buy CHPT=2.02 Ref
  737. SWEEP DETECTED:
    >>4216 TSLA Nov23 24th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:58:50.283 IV=197.8% +19.3 AMEX 0 x $0.00 - $0.01 x 6098 C2 Vega=$274 TSLA=234.41 Ref
  738. >>2000 SGEN Dec23 195 Puts $0.85 (CboeTheo=0.87)  MID  BOX 15:59:03.911 IV=26.2% -1.7 ARCA 1 x $0.60 - $1.10 x 1 NOM  SPREAD/FLOOR  Vega=$23k SGEN=211.97 Ref
  739. >>2000 SGEN Dec23 200 Puts $1.25 (CboeTheo=1.35)  BID  BOX 15:59:03.911 IV=23.4% -1.0 GEMX 5 x $1.25 - $1.45 x 5 AMEX  SPREAD/FLOOR  Vega=$30k SGEN=211.97 Ref
  740. >>2000 SGEN Dec23 225 Calls $0.40 (CboeTheo=0.43)  BID  BOX 15:59:03.911 IV=15.5% +0.7 NOM 91 x $0.40 - $0.45 x 191 AMEX  SPREAD/FLOOR - OPENING  Vega=$21k SGEN=211.97 Ref
  741. SPLIT TICKET:
    >>2226 TSLA Nov23 24th 100 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:59:02.028 IV=197.9% +19.3 AMEX 0 x $0.00 - $0.01 x 2735 C2 Vega=$145 TSLA=234.47 Ref
  742. SWEEP DETECTED:
    >>2424 AMZN Dec23 1st 152.5 Calls $0.71 (CboeTheo=0.71)  BID  [MULTI] 15:59:10.640 IV=25.8% -1.0 MPRL 52 x $0.71 - $0.72 x 82 EMLD Vega=$19k AMZN=145.18 Ref
  743. SWEEP DETECTED:
    >>2586 CCJ Nov23 24th 41.5 Puts $0.07 (CboeTheo=0.09)  ASK  [MULTI] 15:59:27.416 IV=36.6% -1.1 BOX 362 x $0.05 - $0.07 x 208 C2  OPENING   52WeekHigh  Vega=$2186 CCJ=44.63 Ref
  744. SWEEP DETECTED:
    >>3407 CCJ Nov23 24th 41.5 Puts $0.088 (CboeTheo=0.09)  Above Ask!  [MULTI] 15:59:34.014 IV=37.7% -0.0 C2 205 x $0.06 - $0.08 x 198 C2  OPENING   52WeekHigh  Vega=$3072 CCJ=44.62 Ref
  745. >>1845 SPXW Nov23 20th 4000 Puts $0.05 (CboeTheo=0.06)  ASK  CBOE 16:07:46.018 IV=43.7% +1.7 CBOE 0 x $0.00 - $0.05 x 100 CBOE  OPENING  Vega=$2871 SPX=4512.69 Fwd
  746. SPLIT TICKET:
    >>1945 SPXW Nov23 20th 4000 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 16:07:46.018 IV=43.7% +1.7 CBOE 0 x $0.00 - $0.05 x 100 CBOE  OPENING  Vega=$3027 SPX=4512.69 Fwd
  747. >>2000 SPXW Dec23 6000 Calls $0.05 (CboeTheo=0.02)  ASK  CBOE 16:11:13.308 IV=30.8% +2.7 CBOE 0 x $0.00 - $0.05 x 1060 CBOE  OPENING  Vega=$5427 SPX=4525.88 Fwd
  748. SPLIT TICKET:
    >>1050 SPX Jan24 4400 Puts $41.72 (CboeTheo=42.10)  BID  [CBOE] 16:13:13.473 IV=13.4% -0.1 CBOE 357 x $41.70 - $42.40 x 309 CBOE  LATE  Vega=$652k SPX=4547.62 Fwd
  749. SPLIT TICKET:
    >>1500 SPXW Nov23 27th 4425 Puts $3.70 (CboeTheo=3.79)  BID  [CBOE] 16:15:17.068 IV=9.9% -0.9 CBOE 99 x $3.60 - $3.90 x 232 CBOE  FLOOR - OPENING  Vega=$218k SPX=4516.32 Fwd

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