- >>Market Color @ALL - OCC reports a total of 776,348 flex contracts traded on Nov 17th, with average daily flex volume of 437,236 over the past month. 60.6% of Friday's flex volume traded on Cboe, 0.6% NYSE-Arca, 0.6% PHLX and 38.2% Amex. Current Flex open interest is 19,384,042 contracts.#flex #marketmover
- >>Market Color .SPX - Cboe SPX 0dte Straddle results for 2023-11-17. Data sourced from datashop.cboe.com shows the at-the-money (4510 strike) straddle was trading near $19.66 on Friday morning when the underlying SPX index was near 4506.96. The index closed at 4514.02 resulting in a final value of $4.02 for this put and call pair, suggesting a net loss of $-15.64 for a long straddle position held into the close.
- >>Market Color SLV - Rev/Con recap for Nov 17th. 484,066 contracts traded Friday in reverse/conversion spreads on 121 underlying securities. 24.2m underlying shares were involved with total notional value of $3.64b. Rev/Con volume leaders included SLV, SPY, QQQ, ACWI and PLUG with implied borrow rates ranging from -71.82% (SIRI) to 55.19% (TSLA). #revcon
- >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for November 20, 2023. 41 trades were executed in VIX overnight, totaling 10781 contracts. #gth
- >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for November 20, 2023. 12448 trades were executed in SPX overnight, totaling 61519 contracts. #gth
- >>Unusual Volume PLTR - 3x market weighted volume: 99.4k = 1.2m projected vs 324.8k adv, 77% calls, 4% of OI [PLTR 21.23 +0.73 Ref]
- >>Unusual Volume TSM - 3x market weighted volume: 15.9k = 194.9k projected vs 58.5k adv, 89% calls, 2% of OI [TSM 99.83 +0.25 Ref]
- >>Unusual Volume MSFT - 3x market weighted volume: 143.0k = 1.8m projected vs 473.3k adv, 65% calls, 6% of OI [MSFT 374.68 +4.83 Ref]
- >>Unusual Volume NIO - 6x market weighted volume: 52.0k = 637.8k projected vs 104.3k adv, 66% calls, 3% of OI [NIO 7.91 +0.52 Ref]
- >>Unusual Volume BA - 3x market weighted volume: 26.5k = 324.6k projected vs 96.0k adv, 79% calls, 4% of OI [BA 213.42 +5.38 Ref]
- >>Unusual Volume PENN - 6x market weighted volume: 11.2k = 137.7k projected vs 19.8k adv, 91% calls, 5% of OI [PENN 25.86 +1.29 Ref]
- >>Unusual Volume DIS - 4x market weighted volume: 57.0k = 698.9k projected vs 170.8k adv, 57% calls, 4% of OI [DIS 94.18 +0.03 Ref]
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
FSR $2.67 +0.24 +9.88%,
NIO $7.91 +0.52 +7.04%,
MARA $10.45 +0.45 +4.50%,
RIOT $10.95 +0.46 +4.39%,
AI $30.54 +1.23 +4.20%,
while the biggest losers include:
NKLA $1.01 -0.03 (-2.88%),
BMY $49.55 -1.29 (-2.54%),
SAVE $12.18 -0.25 (-2.01%),
SOFI $6.70 -0.13 (-1.90%),
LYFT $10.43 -0.15 (-1.42%), - >>Unusual Volume XPEV - 6x market weighted volume: 14.8k = 181.3k projected vs 28.6k adv, 81% calls, 3% of OI [XPEV 18.05 +1.27 Ref]
- >>Unusual Volume FUTU - 6x market weighted volume: 5510 = 67.6k projected vs 10.8k adv, 82% calls, 5% of OI [FUTU 63.56 +3.99 Ref]
- >>Unusual Volume FSR - 3x market weighted volume: 12.5k = 153.3k projected vs 50.8k adv, 83% calls, 2% of OI [FSR 2.67 +0.24 Ref]
- SPLIT TICKET:
>>2100 NCLH Nov23 24th 15.0 Calls $0.25 (CboeTheo=0.23) BID [PHLX] 09:30:02.860 IV=47.6% +7.6 BXO 60 x $0.08 - $0.64 x 77 BOX Vega=$1339 NCLH=14.87 Ref - >>Unusual Volume YPF - 17x market weighted volume: 7581 = 93.0k projected vs 5250 adv, 82% calls, 5% of OI [YPF 15.21 +4.49 Ref]
- >>Unusual Volume BMY - 3x market weighted volume: 13.3k = 162.9k projected vs 43.2k adv, 76% calls, 3% of OI [BMY 49.55 -1.28 Ref]
- >>Unusual Volume LMND - 8x market weighted volume: 5766 = 70.7k projected vs 8331 adv, 97% calls, 5% of OI [LMND 17.52 +1.00 Ref]
- >>Unusual Volume KSS - 5x market weighted volume: 5355 = 65.7k projected vs 13.0k adv, 78% puts, 3% of OI Pre-Earnings [KSS 25.18 -0.38 Ref]
- >>Unusual Volume FUBO - 3x market weighted volume: 8011 = 98.3k projected vs 25.6k adv, 60% calls, 3% of OI [FUBO 3.38 +0.20 Ref]
- >>Unusual Volume CLSK - 14x market weighted volume: 12.1k = 148.4k projected vs 10.4k adv, 100% calls, 5% of OI [CLSK 4.22 +0.28 Ref]
- >>Unusual Volume GPS - 5x market weighted volume: 8116 = 99.6k projected vs 19.7k adv, 54% calls, 3% of OI [GPS 17.77 -0.07 Ref]
- >>Unusual Volume BALL - 6x market weighted volume: 5930 = 72.8k projected vs 11.2k adv, 100% puts, 11% of OI [BALL 52.01 -0.35 Ref]
- >>Unusual Volume NKLA - 6x market weighted volume: 25.1k = 307.8k projected vs 49.4k adv, 92% calls, 2% of OI [NKLA 1.01 -0.03 Ref]
- >>Unusual Volume GRAB - 7x market weighted volume: 8914 = 109.4k projected vs 14.5k adv, 100% calls, 2% of OI [GRAB 3.33 +0.01 Ref]
- SWEEP DETECTED:
>>2770 NIO Dec23 29th 7.0 Puts $0.40 (CboeTheo=0.34) Below Bid! [MULTI] 09:30:16.674 IV=76.8% +10.6 CBOE 66 x $0.42 - $0.46 x 1084 PHLX Vega=$2431 NIO=7.71 Ref - >>Unusual Volume C - 3x market weighted volume: 36.3k = 445.0k projected vs 148.3k adv, 90% calls, 2% of OI [C 45.66 +0.30 Ref]
- SWEEP DETECTED:
>>Bullish Delta Impact 1105 SAN Jan24 3.0 Calls $1.05 (CboeTheo=1.07) ASK [MULTI] 09:30:57.987 IV=44.3% -11.0 AMEX 1710 x $0.90 - $1.05 x 5 BXO
Delta=97%, EST. IMPACT = 107k Shares ($432k) To Buy SAN=4.04 Ref - SWEEP DETECTED:
>>2042 AMZN Nov23 24th 145 Calls $2.112 (CboeTheo=2.12) Below Bid! [MULTI] 09:30:54.084 IV=26.2% +4.4 BOX 25 x $2.12 - $2.15 x 13 BZX Vega=$13k AMZN=145.76 Ref - >>20000 NKLA Nov23 24th 1.0 Calls $0.05 (CboeTheo=0.03) Above Ask! ISE 09:33:08.211 IV=137.9% +52.4 BZX 63 x $0.03 - $0.04 x 2 ARCA ISO/AUCTION - OPENING Vega=$848 NKLA=0.98 Ref
- SWEEP DETECTED:
>>2022 C Nov23 24th 46.5 Calls $0.14 (CboeTheo=0.12) ASK [MULTI] 09:33:10.762 IV=27.0% +5.9 C2 38 x $0.13 - $0.14 x 256 GEMX ISO Vega=$2768 C=45.29 Ref - SWEEP DETECTED:
>>3220 UBER Jan25 57.5 Calls $9.40 (CboeTheo=9.47) ASK [MULTI] 09:33:50.725 IV=39.9% -0.3 MPRL 327 x $9.35 - $9.40 x 8 BXO Vega=$73k UBER=54.31 Ref - SWEEP DETECTED:
>>2006 MSFT Feb24 365 Puts $12.458 (CboeTheo=12.61) Below Bid! [MULTI] 09:33:20.692 IV=25.4% +0.5 CBOE 33 x $12.55 - $12.75 x 78 CBOE ISO Vega=$139k MSFT=373.67 Ref - >>Unusual Volume ABBV - 4x market weighted volume: 8607 = 87.8k projected vs 20.3k adv, 52% calls, 3% of OI [ABBV 138.04 -0.26 Ref]
- SWEEP DETECTED:
>>2000 PARA Jan26 20.0 Calls $2.364 (CboeTheo=2.29) Above Ask! [MULTI] 09:33:44.366 IV=49.2% +0.8 BZX 63 x $2.17 - $2.35 x 23 MPRL Vega=$15k PARA=13.29 Ref - >>5754 TSM Dec23 1st 105 Calls $0.50 (CboeTheo=0.50) ASK PHLX 09:35:02.060 IV=27.4% +1.8 MPRL 9 x $0.47 - $0.51 x 38 BZX AUCTION - OPENING Vega=$28k TSM=100.39 Ref
- SWEEP DETECTED:
>>8648 TSM Dec23 1st 105 Calls $0.502 (CboeTheo=0.53) Below Bid! [MULTI] 09:35:01.892 IV=27.0% +1.4 EDGX 153 x $0.51 - $0.55 x 114 EDGX OPENING Vega=$43k TSM=100.54 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 536 GPRO Apr24 2.0 Calls $1.60 (CboeTheo=1.64) BID [MULTI] 09:36:30.045 IV=59.3% -15.6 BXO 5 x $1.60 - $2.10 x 1 ISE
Delta=95%, EST. IMPACT = 51k Shares ($182k) To Sell GPRO=3.58 Ref - SWEEP DETECTED:
>>2270 CLSK Jan24 10.0 Calls $0.10 (CboeTheo=0.11) ASK [MULTI] 09:35:27.044 IV=143.2% -1.6 PHLX 2590 x $0.05 - $0.10 x 277 EMLD Vega=$712 CLSK=4.08 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1708 FUTU Nov23 24th 64.0 Calls $1.712 (CboeTheo=1.84) Below Bid! [MULTI] 09:37:10.167 IV=74.8% +9.6 CBOE 257 x $1.72 - $2.11 x 62 PHLX ISO - OPENING
Delta=46%, EST. IMPACT = 79k Shares ($4.99m) To Sell FUTU=63.33 Ref - >>6975 TSLA Nov23 24th 250 Calls $0.74 (CboeTheo=0.77) MID BZX 09:38:05.703 IV=52.0% +8.6 ARCA 43 x $0.73 - $0.75 x 30 BZX Vega=$35k TSLA=233.23 Ref
- SWEEP DETECTED:
>>7086 TSLA Nov23 24th 250 Calls $0.74 (CboeTheo=0.75) Above Ask! [MULTI] 09:38:04.361 IV=51.9% +8.5 ARCA 26 x $0.72 - $0.73 x 23 MPRL Vega=$35k TSLA=233.09 Ref - >>Unusual Volume AAP - 7x market weighted volume: 8501 = 75.3k projected vs 10.2k adv, 92% puts, 6% of OI [AAP 50.17 -0.16 Ref]
- SPLIT TICKET:
>>1120 VIX Jan24 17th 18.0 Calls $1.439 (CboeTheo=1.42) MID [CBOE] 09:38:35.990 IV=81.9% +1.7 CBOE 8013 x $1.40 - $1.46 x 30k CBOE AUCTION Vega=$2832 VIX=16.23 Fwd - >>Unusual Volume ARM - 3x market weighted volume: 8999 = 79.7k projected vs 26.6k adv, 79% calls, 7% of OI [ARM 57.98 +2.98 Ref]
- >>1000 VIX Jan24 17th 18.0 Calls $1.43 (CboeTheo=1.42) MID CBOE 09:39:06.879 IV=81.9% +1.7 CBOE 9844 x $1.40 - $1.45 x 3344 CBOE Vega=$2529 VIX=16.23 Fwd
- SWEEP DETECTED:
>>8815 GRAB Jan24 3.5 Calls $0.10 (CboeTheo=0.10) BID [MULTI] 09:39:07.960 IV=33.6% -6.3 BXO 1340 x $0.10 - $0.15 x 2184 PHLX ISO Vega=$4372 GRAB=3.27 Ref - SWEEP DETECTED:
>>2000 INTC Dec23 41.0 Puts $0.388 (CboeTheo=0.39) MID [MULTI] 09:39:20.394 IV=32.9% +1.2 C2 74 x $0.39 - $0.40 x 457 C2 52WeekHigh Vega=$6187 INTC=44.02 Ref - >>3912 VIX Jan24 17th 28.0 Calls $0.58 (CboeTheo=0.57) BID CBOE 09:39:54.714 IV=116.8% +2.9 CBOE 3912 x $0.58 - $0.59 x 14k CBOE Vega=$6524 VIX=16.27 Fwd
- SPLIT TICKET:
>>5000 VIX Jan24 17th 28.0 Calls $0.58 (CboeTheo=0.57) BID [CBOE] 09:39:54.714 IV=116.8% +2.9 CBOE 4702 x $0.58 - $0.59 x 17k CBOE Vega=$8339 VIX=16.27 Fwd - SWEEP DETECTED:
>>2474 NIO Dec23 1st 8.0 Calls $0.298 (CboeTheo=0.31) Below Bid! [MULTI] 09:39:59.346 IV=66.8% -1.7 MPRL 337 x $0.30 - $0.32 x 258 EMLD ISO Vega=$1353 NIO=7.83 Ref - SWEEP DETECTED:
>>2111 NIO Dec23 1st 7.5 Puts $0.208 (CboeTheo=0.23) Below Bid! [MULTI] 09:39:59.346 IV=66.5% +1.4 C2 606 x $0.21 - $0.24 x 1191 EMLD ISO Vega=$1052 NIO=7.83 Ref - >>2313 VIX Jan24 17th 28.0 Calls $0.58 (CboeTheo=0.57) BID CBOE 09:40:07.040 IV=116.5% +2.5 CBOE 2313 x $0.58 - $0.59 x 5292 CBOE Vega=$3866 VIX=16.30 Fwd
- SPLIT TICKET:
>>2813 VIX Jan24 17th 28.0 Calls $0.58 (CboeTheo=0.57) BID [CBOE] 09:40:07.039 IV=116.5% +2.5 CBOE 2313 x $0.58 - $0.59 x 5292 CBOE Vega=$4701 VIX=16.30 Fwd - >>5910 BALL Dec23 47.5 Puts $0.25 (CboeTheo=0.29) BID PHLX 09:41:07.127 IV=29.7% -1.7 ISE 1 x $0.25 - $0.30 x 49 MPRL AUCTION - OPENING Vega=$17k BALL=51.88 Ref
- SWEEP DETECTED:
>>2500 JD Nov23 24th 28.5 Puts $0.45 (CboeTheo=0.45) BID [MULTI] 09:41:41.535 IV=34.4% +1.2 PHLX 481 x $0.45 - $0.50 x 50 BOX ISO - OPENING Vega=$3068 JD=28.43 Ref - SWEEP DETECTED:
>>5345 F Jan24 11.35 Calls $0.18 (CboeTheo=0.18) BID [MULTI] 09:42:18.150 IV=29.0% +0.2 EMLD 2504 x $0.18 - $0.19 x 3457 EMLD ISO Vega=$7349 F=10.35 Ref - >>6696 DIS Jan24 90.0 Calls $6.30 (CboeTheo=6.37) BID PHLX 09:42:29.966 IV=22.5% -0.1 MRX 231 x $6.30 - $6.40 x 81 BZX SPREAD/FLOOR Vega=$85k DIS=94.06 Ref
- >>13392 DIS Jan24 100 Calls $1.54 (CboeTheo=1.50) Above Ask! PHLX 09:42:29.966 IV=22.4% +0.5 GEMX 91 x $1.47 - $1.49 x 200 ARCA SPREAD/FLOOR Vega=$179k DIS=94.06 Ref
- >>13392 DIS Jan24 85.0 Puts $0.65 (CboeTheo=0.67) BID PHLX 09:42:29.967 IV=25.0% -0.1 C2 1079 x $0.65 - $0.68 x 101 CBOE SPREAD/FLOOR Vega=$111k DIS=94.06 Ref
- >>6696 DIS Jan24 80.0 Puts $0.32 (CboeTheo=0.30) Above Ask! PHLX 09:42:29.967 IV=28.6% +0.7 BZX 45 x $0.29 - $0.30 x 320 C2 SPREAD/FLOOR Vega=$33k DIS=94.06 Ref
- SPLIT TICKET:
>>1004 SPXW Nov23 20th 4535 Calls $2.602 (CboeTheo=2.81) Below Bid! [CBOE] 09:42:37.019 IV=14.4% +8.1 CBOE 77 x $2.65 - $2.70 x 2 CBOE Vega=$40k SPX=4523.45 Fwd - SWEEP DETECTED:
>>5300 CLSK Jan24 10.0 Calls $0.15 (CboeTheo=0.11) ASK [MULTI] 09:42:47.177 IV=155.0% +10.2 C2 774 x $0.10 - $0.15 x 4702 PHLX Vega=$2046 CLSK=4.14 Ref - SWEEP DETECTED:
>>2107 GOOGL Nov23 24th 140 Calls $0.12 (CboeTheo=0.13) BID [MULTI] 09:43:05.591 IV=24.1% +4.0 EMLD 1307 x $0.12 - $0.13 x 838 C2 Vega=$4625 GOOGL=134.71 Ref - >>8550 SE Dec23 22nd 31.0 Puts $0.29 (CboeTheo=0.28) MID CBOE 09:43:31.896 IV=53.5% +1.4 MPRL 101 x $0.27 - $0.30 x 100 EDGX FLOOR - OPENING Vega=$17k SE=37.46 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1000 NEXT Jan24 5.0 Calls $0.335 (CboeTheo=0.35) ASK [MULTI] 09:43:56.623 IV=43.5% -3.3 PHLX 2698 x $0.30 - $0.35 x 500 BZX
Delta=51%, EST. IMPACT = 51k Shares ($250k) To Buy NEXT=4.93 Ref - >>Market Color MARA - Bullish option flow detected in Marathon Patent Group (10.59 +0.59) with 50,954 calls trading (2x expected) and implied vol increasing over 2 points to 103.38%. . The Put/Call Ratio is 0.30. Earnings are expected on 02/29. [MARA 10.59 +0.59 Ref, IV=103.4% +2.0] #Bullish
- SWEEP DETECTED:
>>Bearish Delta Impact 1324 RKT Nov23 24th 9.0 Calls $0.113 (CboeTheo=0.15) Below Bid! [MULTI] 09:45:58.750 IV=39.0% -1.6 PHLX 61 x $0.12 - $0.16 x 1 BOX
Delta=44%, EST. IMPACT = 58k Shares ($519k) To Sell RKT=8.94 Ref - SPLIT TICKET:
>>1100 SPX Feb24 4650 Calls $67.50 (CboeTheo=67.77) BID [CBOE] 09:48:30.550 IV=11.4% -0.0 CBOE 381 x $67.20 - $68.10 x 573 CBOE LATE Vega=$939k SPX=4571.85 Fwd - SPLIT TICKET:
>>1100 SPXW Dec23 28th 4500 Calls $91.70 (CboeTheo=91.96) BID [CBOE] 09:48:30.630 IV=11.6% +0.0 CBOE 6 x $91.50 - $92.10 x 6 CBOE LATE - OPENING Vega=$619k SPX=4544.50 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 700 MIR May24 10.0 Calls $0.436 (CboeTheo=0.45) ASK [MULTI] 09:48:32.026 IV=31.5% -2.7 CBOE 3922 x $0.40 - $0.45 x 200 CBOE
Delta=35%, EST. IMPACT = 24k Shares ($213k) To Buy MIR=8.78 Ref - >>3759 ABBV Dec23 110 Calls $28.31 (CboeTheo=28.55) BID BOX 09:49:15.729 ARCA 1 x $28.30 - $28.65 x 5 EDGX SPREAD/CROSS - OPENING Vega=$0 ABBV=138.04 Ref
- >>3759 ABBV Dec23 110 Puts $0.15 (CboeTheo=0.05) ASK BOX 09:49:15.729 IV=45.6% +9.5 ARCA 0 x $0.00 - $0.15 x 246 CBOE SPREAD/CROSS - OPENING Vega=$7853 ABBV=138.04 Ref
- >>Unusual Volume TJX - 3x market weighted volume: 6648 = 43.1k projected vs 12.3k adv, 77% puts, 4% of OI [TJX 88.65 -0.19 Ref, IV=15.7% -0.3]
- >>1000 VIX Dec23 20th 17.0 Calls $0.74 (CboeTheo=0.72) MID CBOE 09:50:18.958 IV=90.6% +4.4 CBOE 27 x $0.72 - $0.76 x 31k CBOE Vega=$1535 VIX=14.73 Fwd
- SWEEP DETECTED:
>>3258 SOFI Mar24 6.0 Puts $0.709 (CboeTheo=0.69) ASK [MULTI] 09:51:24.193 IV=76.8% +1.0 EMLD 368 x $0.68 - $0.71 x 279 CBOE Vega=$4319 SOFI=6.75 Ref - >>6348 AAP Dec23 22nd 42.0 Puts $0.39 (CboeTheo=0.46) Below Bid! BOX 09:53:16.946 IV=50.8% -1.6 MPRL 547 x $0.40 - $0.45 x 6 BOX AUCTION - OPENING Vega=$17k AAP=50.09 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 6550 AAP Dec23 22nd 42.0 Puts $0.39 (CboeTheo=0.46) Below Bid! [MULTI] 09:53:16.798 IV=51.2% -1.3 ARCA 3 x $0.40 - $0.45 x 6 BOX ISO - OPENING
Delta=-10%, EST. IMPACT = 68k Shares ($3.43m) To Buy AAP=50.09 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 621 RYAM Jan24 3.5 Puts $0.40 (CboeTheo=0.41) BID [MULTI] 09:53:20.386 IV=52.7% -1.6 MPRL 37 x $0.40 - $0.50 x 19 BOX
Delta=-58%, EST. IMPACT = 36k Shares ($117k) To Buy RYAM=3.27 Ref - SWEEP DETECTED:
>>2205 TSLA Nov23 24th 220 Puts $0.75 (CboeTheo=0.74) ASK [MULTI] 09:54:53.724 IV=51.4% +7.1 ARCA 6 x $0.74 - $0.75 x 543 C2 Vega=$11k TSLA=234.60 Ref - SWEEP DETECTED:
>>2997 SOFI Dec23 29th 7.0 Calls $0.46 (CboeTheo=0.44) ASK [MULTI] 09:55:33.758 IV=65.1% +2.8 EMLD 3045 x $0.43 - $0.47 x 1119 PHLX OPENING Vega=$2621 SOFI=6.70 Ref - >>3494 VIX Dec23 20th 13.0 Puts $0.28 (CboeTheo=0.28) ASK CBOE 09:56:06.502 IV=55.5% +1.3 CBOE 7690 x $0.27 - $0.28 x 10 CBOE Vega=$4117 VIX=14.67 Fwd
- SPLIT TICKET:
>>3504 VIX Dec23 20th 13.0 Puts $0.28 (CboeTheo=0.28) ASK [CBOE] 09:56:06.502 IV=55.5% +1.3 CBOE 7690 x $0.27 - $0.28 x 10 CBOE Vega=$4128 VIX=14.67 Fwd - >>14407 TAL Jan24 11.0 Calls $0.63 (CboeTheo=0.67) BID ISE 09:56:31.615 IV=54.9% -4.0 PHLX 661 x $0.62 - $0.71 x 188 EDGX CROSS - OPENING Vega=$23k TAL=10.23 Ref
- >>2699 NVDA Jan24 530 Calls $23.10 (CboeTheo=23.22) ASK BZX 09:56:44.147 IV=43.1% +0.4 MPRL 31 x $23.00 - $23.15 x 15 C2 Vega=$212k NVDA=496.05 Ref
- >>2000 JPM Jan25 145 Puts $9.55 (CboeTheo=9.45) ASK PHLX 09:56:54.513 IV=23.5% +0.1 EDGX 93 x $9.35 - $9.55 x 205 PHLX SPREAD/CROSS/TIED Vega=$116k JPM=152.50 Ref
- >>2000 PR Dec23 15.0 Calls $0.10 (CboeTheo=0.16) BID AMEX 09:57:50.400 IV=37.4% -6.7 C2 146 x $0.10 - $0.15 x 128 PHLX FLOOR Vega=$1691 PR=13.45 Ref
- SPLIT TICKET:
>>2500 PR Dec23 15.0 Calls $0.11 (CboeTheo=0.16) BID [AMEX] 09:57:50.400 IV=43.0% -1.1 C2 146 x $0.10 - $0.15 x 128 PHLX FLOOR Vega=$2417 PR=13.45 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 699 RYAM Jan24 3.5 Puts $0.40 (CboeTheo=0.43) BID [MULTI] 09:58:16.107 IV=48.5% -5.9 BOX 615 x $0.40 - $0.50 x 16 BOX
Delta=-61%, EST. IMPACT = 43k Shares ($139k) To Buy RYAM=3.23 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 699 RYAM Jan24 3.5 Puts $0.40 (CboeTheo=0.42) BID [MULTI] 09:58:29.122 IV=49.7% -4.7 BOX 475 x $0.40 - $0.50 x 16 BOX
Delta=-60%, EST. IMPACT = 42k Shares ($136k) To Buy RYAM=3.23 Ref - SWEEP DETECTED:
>>2239 NVDA Dec23 470 Calls $41.118 (CboeTheo=41.70) Below Bid! [MULTI] 09:59:31.586 IV=51.6% +1.4 AMEX 20 x $41.50 - $41.85 x 5 CBOE Vega=$104k NVDA=494.72 Ref - >>Market Color NU - Bearish flow noted in Nu Holdings (8.25 +0.18) with 3,531 puts trading, or 1.5x expected. The Put/Call Ratio is 1.83, while ATM IV is up over 1 point on the day. Earnings are expected on 02/13. [NU 8.25 +0.18 Ref, IV=37.7% +1.0] #Bearish
- >>3000 U Jan24 35.0 Calls $0.83 (CboeTheo=0.85) MID ISE 10:01:10.127 IV=51.4% +1.1 EDGX 255 x $0.80 - $0.87 x 459 EDGX SPREAD/CROSS/TIED Vega=$11k U=29.44 Ref
- >>Unusual Volume TGT - 3x market weighted volume: 35.1k = 183.8k projected vs 60.5k adv, 88% calls, 8% of OI [TGT 129.03 -0.85 Ref, IV=23.6% +0.1]
- SWEEP DETECTED:
>>2474 ACHR Apr24 2.5 Puts $0.05 (CboeTheo=0.07) BID [MULTI] 10:02:05.768 IV=90.5% -7.8 ARCA 1642 x $0.05 - $0.10 x 536 AMEX ISO Vega=$662 ACHR=6.38 Ref - SPLIT TICKET:
>>1050 VIX Dec23 20th 14.5 Puts $1.02 (CboeTheo=1.05) ASK [CBOE] 10:02:39.598 IV=67.3% +0.1 CBOE 19k x $1.01 - $1.02 x 726 CBOE Vega=$1733 VIX=14.70 Fwd - SWEEP DETECTED:
>>2205 NVDA Feb24 550 Calls $24.653 (CboeTheo=24.75) Below Bid! [MULTI] 10:03:55.807 IV=42.5% +0.5 CBOE 26 x $24.70 - $24.90 x 30 CBOE Vega=$206k NVDA=497.70 Ref - >>2000 CLSK Jan24 15.0 Calls $0.05 (CboeTheo=0.06) ASK ARCA 10:04:05.518 IV=160.2% -4.7 ARCA 0 x $0.00 - $0.05 x 2000 ARCA OPENING/COMPLEX Vega=$381 CLSK=4.21 Ref
- SPLIT TICKET:
>>1300 VIX Jan24 17th 50.0 Calls $0.18 (CboeTheo=0.20) BID [CBOE] 10:04:15.071 IV=149.1% +0.6 CBOE 18k x $0.18 - $0.22 x 5922 CBOE Vega=$936 VIX=16.23 Fwd - >>5000 TJX Jan24 82.5 Puts $0.54 (CboeTheo=0.54) ASK AMEX 10:04:52.510 IV=19.5% -0.4 AMEX 91 x $0.50 - $0.55 x 90 MPRL CROSS - OPENING Vega=$42k TJX=88.62 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1951 AVXL Jan24 5.0 Puts $0.60 (CboeTheo=0.53) ASK [MULTI] 10:05:09.687 IV=145.5% +14.8 ARCA 240 x $0.55 - $0.60 x 624 C2
Delta=-19%, EST. IMPACT = 37k Shares ($262k) To Sell AVXL=6.99 Ref - SPLIT TICKET:
>>1537 VIX Dec23 20th 20.0 Calls $0.44 (CboeTheo=0.45) ASK [CBOE] 10:05:39.846 IV=107.5% +3.2 CBOE 37k x $0.43 - $0.44 x 983 CBOE Vega=$1819 VIX=14.73 Fwd - >>3636 AMZN Dec23 117 Calls $29.10 (CboeTheo=29.43) BID BOX 10:06:15.684 ARCA 16 x $29.10 - $29.75 x 14 ARCA SPREAD/CROSS - OPENING Vega=$0 AMZN=145.84 Ref
- >>3636 AMZN Dec23 117 Puts $0.09 (CboeTheo=0.09) BID BOX 10:06:15.684 IV=40.7% MPRL 83 x $0.09 - $0.10 x 1137 C2 SPREAD/CROSS - OPENING Vega=$5798 AMZN=145.84 Ref
- >>1000 SPX Jan24 4000 Calls $562.57 (CboeTheo=566.46) Below Bid! CBOE 10:06:23.570 IV=18.4% -2.0 CBOE 100 x $562.60 - $572.40 x 116 CBOE LATE Vega=$155k SPX=4562.96 Fwd
- >>1000 SPX Jan24 5000 Puts $438.15 (CboeTheo=434.27) ASK CBOE 10:06:24.953 IV=13.6% +2.5 CBOE 116 x $428.70 - $439.10 x 100 CBOE LATE Vega=$211k SPX=4562.97 Fwd
- >>5000 INTC Dec23 45.0 Calls $1.39 (CboeTheo=1.38) ASK PHLX 10:06:31.379 IV=31.8% +1.8 C2 39 x $1.38 - $1.39 x 206 C2 SPREAD/CROSS/TIED 52WeekHigh Vega=$23k INTC=44.60 Ref
- >>1000 SPX Jan24 4000 Calls $562.57 (CboeTheo=566.26) BID CBOE 10:07:00.791 IV=18.5% -1.9 CBOE 15 x $562.00 - $570.80 x 15 CBOE LATE Vega=$159k SPX=4562.75 Fwd
- >>1000 SPX Jan24 5000 Puts $438.15 (CboeTheo=434.75) ASK CBOE 10:07:29.792 IV=13.3% +2.3 CBOE 15 x $430.30 - $438.80 x 30 CBOE LATE Vega=$201k SPX=4562.49 Fwd
- SWEEP DETECTED:
>>2000 CCL Jan24 14.0 Calls $1.50 (CboeTheo=1.53) BID [MULTI] 10:09:49.039 IV=46.8% -1.8 PHLX 587 x $1.50 - $1.55 x 178 C2 Vega=$4425 CCL=14.62 Ref - >>2256 TGT Dec23 29th 130 Calls $3.85 (CboeTheo=3.83) MID AMEX 10:10:54.136 IV=23.3% -0.1 NOM 199 x $3.80 - $3.90 x 40 MPRL COB - OPENING Vega=$38k TGT=129.03 Ref
- >>2256 TGT Nov23 24th 130 Calls $0.87 (CboeTheo=0.91) BID AMEX 10:10:54.136 IV=22.6% +1.7 EDGX 70 x $0.87 - $0.92 x 29 BOX COB Vega=$12k TGT=129.03 Ref
- >>2256 TGT Dec23 29th 140 Calls $0.78 (CboeTheo=0.81) BID AMEX 10:10:54.136 IV=22.4% -0.3 AMEX 103 x $0.77 - $0.83 x 13 ARCA COB - OPENING Vega=$24k TGT=129.03 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 699 RYAM Jan24 3.5 Puts $0.40 (CboeTheo=0.44) ASK [MULTI] 10:12:27.733 IV=45.6% -8.8 PHLX 2603 x $0.35 - $0.40 x 70 ARCA
Delta=-64%, EST. IMPACT = 45k Shares ($143k) To Sell RYAM=3.21 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 957 PLCE Jan24 17.5 Puts $2.25 (CboeTheo=2.05) BID [MULTI] 10:13:24.095 IV=74.6% +3.9 NOM 51 x $2.25 - $2.30 x 95 PHLX SSR
Delta=-47%, EST. IMPACT = 45k Shares ($760k) To Buy PLCE=17.05 Ref - SWEEP DETECTED:
>>3492 SNAP Dec23 12.5 Calls $0.474 (CboeTheo=0.47) MID [MULTI] 10:13:41.357 IV=45.5% C2 57 x $0.46 - $0.47 x 98 C2 OPENING Vega=$4444 SNAP=12.19 Ref - >>Unusual Volume SPR - 3x market weighted volume: 5875 = 26.0k projected vs 8666 adv, 95% calls, 5% of OI [SPR 25.59 +0.83 Ref, IV=42.0% -1.4]
- >>Market Color @STOCK - Heavy first hour option volume is noted in : SAN, DSKE, PLCE, IOVA, MIR, NTLA, EDIT, YPF, CLSK.
- >>Market Color SOFI - Bullish option flow detected in SoFi Technologies (6.71 -0.12) with 46,510 calls trading (1.5x expected) and implied vol increasing almost 2 points to 66.08%. . The Put/Call Ratio is 0.44. Earnings are expected on 01/26. [SOFI 6.71 -0.12 Ref, IV=66.1% +1.7] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 1899 RYAM Jan24 3.5 Puts $0.40 (CboeTheo=0.44) BID [MULTI] 10:16:24.453 IV=45.6% -8.8 BOX 1011 x $0.40 - $0.50 x 489 PHLX
Delta=-65%, EST. IMPACT = 123k Shares ($393k) To Buy RYAM=3.19 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 729 RYAM May24 4.0 Puts $1.00 (CboeTheo=1.06) BID [MULTI] 10:16:32.388 IV=62.0% -6.5 AMEX 198 x $1.00 - $1.25 x 600 PHLX OPENING
Delta=-60%, EST. IMPACT = 43k Shares ($141k) To Buy RYAM=3.25 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 525 GGAL Dec23 15.0 Calls $1.25 (CboeTheo=1.28) BID [MULTI] 10:18:54.888 IV=71.4% -33.9 BOX 199 x $1.25 - $1.40 x 28 NOM Pre-Earnings
Delta=57%, EST. IMPACT = 30k Shares ($456k) To Sell GGAL=15.27 Ref - >>3422 HUN Dec23 23.0 Puts $0.20 (CboeTheo=0.22) MID BOX 10:19:32.064 IV=29.4% -1.7 CBOE 515 x $0.15 - $0.25 x 291 PHLX FLOOR - OPENING Vega=$5980 HUN=24.72 Ref
- >>5133 HUN Dec23 23.0 Puts $0.15 (CboeTheo=0.22) BID BOX 10:19:32.064 IV=26.4% -4.8 CBOE 515 x $0.15 - $0.25 x 291 PHLX FLOOR - OPENING Vega=$8251 HUN=24.72 Ref
- SPLIT TICKET:
>>8555 HUN Dec23 23.0 Puts $0.17 (CboeTheo=0.22) BID [BOX] 10:19:32.064 IV=29.4% -1.7 CBOE 515 x $0.15 - $0.25 x 291 PHLX FLOOR - OPENING Vega=$15k HUN=24.72 Ref - SWEEP DETECTED:
>>4267 FTCH Dec23 1.5 Puts $0.12 (CboeTheo=0.11) ASK [MULTI] 10:19:53.708 IV=132.8% +8.3 EMLD 396 x $0.11 - $0.12 x 634 BZX OPENING Vega=$645 FTCH=1.75 Ref - >>6049 BABA Dec23 29th 70.0 Puts $0.74 (CboeTheo=0.76) MID PHLX 10:20:26.126 IV=33.6% +0.4 NOM 9 x $0.72 - $0.77 x 10 BOX AUCTION - OPENING Vega=$37k BABA=78.21 Ref
- SWEEP DETECTED:
>>5157 FTCH Dec23 1.5 Puts $0.13 (CboeTheo=0.11) ASK [MULTI] 10:20:51.833 IV=139.4% +14.9 NOM 25 x $0.12 - $0.13 x 987 MPRL OPENING Vega=$786 FTCH=1.75 Ref - >>15000 CCJ Dec23 29th 50.0 Calls $0.64 (CboeTheo=0.66) BID BOX 10:21:19.422 IV=37.3% +0.0 MRX 37 x $0.63 - $0.67 x 58 EDGX FLOOR 52WeekHigh Vega=$65k CCJ=44.88 Ref
- >>2737 BURL Nov23 24th 150 Calls $2.80 (CboeTheo=2.82) BID AMEX 10:21:25.541 IV=121.6% +26.2 PHLX 36 x $2.70 - $3.00 x 51 CBOE SPREAD/FLOOR - OPENING Pre-Earnings Vega=$13k BURL=137.12 Ref
- >>2737 BURL Nov23 24th 170 Calls $0.30 (CboeTheo=0.46) BID AMEX 10:21:25.541 IV=113.3% +15.9 EDGX 98 x $0.30 - $0.40 x 32 MPRL SPREAD/FLOOR - OPENING Pre-Earnings Vega=$3939 BURL=137.12 Ref
- >>Unusual Volume MRO - 3x market weighted volume: 10.4k = 41.9k projected vs 13.5k adv, 58% calls, 5% of OI [MRO 26.00 +0.45 Ref, IV=31.2% -0.5]
- SWEEP DETECTED:
>>Bullish Delta Impact 1000 CYH Dec23 3.0 Calls $0.20 (CboeTheo=0.13) ASK [MULTI] 10:23:14.300 IV=81.0% +21.3 MPRL 6 x $0.15 - $0.20 x 151 AMEX OPENING
Delta=48%, EST. IMPACT = 48k Shares ($137k) To Buy CYH=2.88 Ref - SWEEP DETECTED:
>>2999 U Nov23 24th 28.5 Puts $0.21 (CboeTheo=0.24) BID [MULTI] 10:24:16.493 IV=48.2% +3.6 PHLX 539 x $0.21 - $0.24 x 315 BOX OPENING Vega=$2920 U=29.55 Ref - SWEEP DETECTED:
>>4827 PLTR Jan24 18.0 Puts $0.56 (CboeTheo=0.55) ASK [MULTI] 10:25:14.656 IV=56.1% +1.7 C2 177 x $0.55 - $0.56 x 905 C2 ISO 52WeekHigh Vega=$11k PLTR=21.27 Ref - >>2966 VIX Feb24 14th 45.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 10:26:03.719 IV=128.1% +1.0 CBOE 5914 x $0.40 - $0.43 x 15k CBOE Vega=$4344 VIX=16.90 Fwd
- >>2827 VIX Feb24 14th 45.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 10:26:03.719 IV=128.1% +1.0 CBOE 5914 x $0.40 - $0.43 x 15k CBOE Vega=$4140 VIX=16.90 Fwd
- >>2082 VIX Feb24 14th 45.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 10:26:03.719 IV=128.1% +1.0 CBOE 5914 x $0.40 - $0.43 x 15k CBOE Vega=$3049 VIX=16.90 Fwd
- >>1000 VIX Feb24 14th 45.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 10:26:03.719 IV=128.1% +1.0 CBOE 2832 x $0.40 - $0.43 x 15k CBOE Vega=$1465 VIX=16.90 Fwd
- SPLIT TICKET:
>>11707 VIX Feb24 14th 45.0 Calls $0.40 (CboeTheo=0.41) BID [CBOE] 10:26:03.719 IV=128.1% +1.0 CBOE 5914 x $0.40 - $0.43 x 15k CBOE Vega=$17k VIX=16.90 Fwd - SWEEP DETECTED:
>>3286 AAL Dec23 8th 11.0 Puts $0.06 (CboeTheo=0.05) ASK [MULTI] 10:26:05.750 IV=42.0% +1.1 EMLD 537 x $0.05 - $0.06 x 1440 AMEX OPENING Vega=$1670 AAL=12.29 Ref - >>1226 VIX Jan24 17th 55.0 Calls $0.17 (CboeTheo=0.17) MID CBOE 10:26:43.020 IV=157.2% +3.7 CBOE 1025 x $0.15 - $0.18 x 22k CBOE Vega=$824 VIX=16.20 Fwd
- >>10000 SE Jan24 35.0 Puts $1.73 (CboeTheo=1.64) BID PHLX 10:28:23.668 IV=47.4% -1.1 EMLD 522 x $1.72 - $1.76 x 1 ARCA SPREAD/CROSS/TIED - OPENING Vega=$55k SE=37.08 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1001 DTC Dec23 5.0 Calls $0.40 (CboeTheo=0.34) ASK [MULTI] 10:28:44.947 IV=81.5% +17.8 ARCA 50 x $0.35 - $0.40 x 619 PHLX OPENING
Delta=53%, EST. IMPACT = 53k Shares ($260k) To Buy DTC=4.94 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 892 GOOS Jun24 11.0 Calls $1.80 (CboeTheo=1.76) ASK [MULTI] 10:29:27.673 IV=52.3% +1.4 EDGX 177 x $1.70 - $1.80 x 403 MPRL ISO - OPENING
Delta=59%, EST. IMPACT = 53k Shares ($577k) To Buy GOOS=10.88 Ref - >>Market Color JCI - Bearish flow noted in Johnson Controls (52.20 -0.05) with 3,238 puts trading, or 6x expected. The Put/Call Ratio is 6.25, while ATM IV is up nearly 2 points on the day. Earnings are expected on 11/28. [JCI 52.20 -0.05 Ref, IV=33.7% +1.6] #Bearish
- >>3000 SOFI Dec23 29th 7.0 Calls $0.46 (CboeTheo=0.45) BID EMLD 10:32:37.315 IV=64.9% +2.6 EMLD 3000 x $0.46 - $0.47 x 1 ARCA OPENING Vega=$2625 SOFI=6.70 Ref
- SWEEP DETECTED:
>>5003 SOFI Dec23 29th 7.0 Calls $0.46 (CboeTheo=0.45) BID [MULTI] 10:32:37.315 IV=64.9% +2.6 EMLD 3000 x $0.46 - $0.47 x 1 ARCA OPENING Vega=$4378 SOFI=6.70 Ref - SPLIT TICKET:
>>1000 SPX Jan24 4250 Puts $20.20 (CboeTheo=19.95) Above Ask! [CBOE] 10:34:13.459 IV=16.1% +0.2 CBOE 580 x $19.80 - $20.10 x 1857 CBOE LATE Vega=$407k SPX=4560.75 Fwd - SPLIT TICKET:
>>1000 SPX Jan24 4000 Puts $8.60 (CboeTheo=8.66) BID [CBOE] 10:34:13.535 IV=20.5% +0.2 CBOE 305 x $8.60 - $8.80 x 3337 CBOE LATE Vega=$209k SPX=4560.75 Fwd - SWEEP DETECTED:
>>2347 IOVA Dec23 4.0 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 10:34:49.176 IV=119.7% +15.5 CBOE 200 x $0.05 - $0.10 x 379 PHLX OPENING Vega=$628 IOVA=5.64 Ref - >>10000 AAPL Dec23 1st 185 Puts $0.52 (CboeTheo=0.53) BID PHLX 10:35:39.786 IV=18.4% +0.8 BZX 59 x $0.52 - $0.53 x 32 MPRL COB/AUCTION Vega=$83k AAPL=190.62 Ref
- >>10000 AAPL Dec23 1st 175 Puts $0.12 (CboeTheo=0.12) BID PHLX 10:35:39.786 IV=27.5% +1.6 BZX 121 x $0.12 - $0.13 x 95 BZX COB/AUCTION - OPENING Vega=$26k AAPL=190.62 Ref
- SPLIT TICKET:
>>2000 SPX Jan24 3500 Puts $2.95 (CboeTheo=2.88) ASK [CBOE] 10:35:56.950 IV=30.8% +0.4 CBOE 3434 x $2.85 - $3.00 x 2986 CBOE LATE Vega=$143k SPX=4561.31 Fwd - SPLIT TICKET:
>>2000 SPX Dec23 3500 Puts $0.85 (CboeTheo=0.81) MID [CBOE] 10:35:56.950 IV=40.1% +1.6 CBOE 2061 x $0.80 - $0.90 x 6652 CBOE LATE Vega=$40k SPX=4539.58 Fwd - >>4000 WBD Dec23 29th 9.0 Puts $0.10 (CboeTheo=0.10) ASK BOX 10:37:07.548 IV=46.6% -1.1 EMLD 2224 x $0.09 - $0.10 x 1 EMLD FLOOR - OPENING Vega=$2786 WBD=10.60 Ref
- >>16000 WBD Dec23 29th 9.0 Puts $0.09 (CboeTheo=0.10) BID BOX 10:37:07.548 IV=45.1% -2.6 EMLD 2224 x $0.09 - $0.10 x 1 EMLD FLOOR - OPENING Vega=$11k WBD=10.60 Ref
- SPLIT TICKET:
>>20000 WBD Dec23 29th 9.0 Puts $0.092 (CboeTheo=0.10) MID [BOX] 10:37:07.548 IV=46.6% -1.1 EMLD 2224 x $0.09 - $0.10 x 1 EMLD FLOOR - OPENING Vega=$14k WBD=10.60 Ref - >>5000 NET Feb24 85.0 Calls $3.60 (CboeTheo=3.59) MID ISE 10:37:35.131 IV=51.5% +0.3 EDGX 87 x $3.55 - $3.65 x 27 NOM SPREAD/CROSS/TIED - OPENING Vega=$66k NET=72.87 Ref
- SWEEP DETECTED:
>>2000 CHPT Nov23 24th 2.5 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 10:38:19.158 IV=181.1% +13.8 GEMX 681 x $0.02 - $0.03 x 286 MPRL SSR Vega=$105 CHPT=2.02 Ref - SWEEP DETECTED:
>>3789 NYCB Dec23 10.0 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 10:38:20.064 IV=33.7% +1.2 PHLX 5716 x $0.05 - $0.10 x 255 C2 ISO Vega=$2771 NYCB=9.28 Ref - >>Unusual Volume PARA - 3x market weighted volume: 36.7k = 127.0k projected vs 42.3k adv, 56% calls, 6% of OI [PARA 13.69 +0.50 Ref, IV=46.5% +0.4]
- SWEEP DETECTED:
>>4946 PLTR Jan24 18.0 Puts $0.56 (CboeTheo=0.55) ASK [MULTI] 10:38:49.465 IV=55.9% +1.5 EMLD 673 x $0.55 - $0.56 x 1480 EMLD ISO 52WeekHigh Vega=$12k PLTR=21.23 Ref - >>3500 T Jun24 17.0 Calls $0.61 (CboeTheo=0.61) MID BOX 10:39:07.264 IV=21.3% +0.3 BZX 28 x $0.60 - $0.63 x 1 ARCA CROSS Vega=$16k T=15.98 Ref
- >>5000 F Jun25 10.0 Puts $1.55 (CboeTheo=1.57) BID AMEX 10:39:57.923 IV=35.0% -0.7 NOM 122 x $1.54 - $1.59 x 10 BOX CROSS Vega=$23k F=10.29 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 500 NIU Jan24 2.5 Puts $0.45 (CboeTheo=0.43) ASK [MULTI] 10:40:13.987 IV=79.2% +9.4 BOX 8 x $0.35 - $0.45 x 647 CBOE OPENING Post-Earnings / SSR
Delta=-55%, EST. IMPACT = 28k Shares ($63k) To Sell NIU=2.31 Ref - >>4059 KO Jan24 60.0 Calls $0.28 (CboeTheo=0.29) BID EDGX 10:40:25.841 IV=12.4% -0.2 EMLD 334 x $0.28 - $0.30 x 353 C2 AUCTION Vega=$26k KO=57.19 Ref
- >>2000 PFE Dec23 1st 29.5 Puts $0.32 (CboeTheo=0.32) MID AMEX 10:40:26.066 IV=25.9% +0.5 EDGX 1391 x $0.30 - $0.33 x 395 C2 TIED/FLOOR Vega=$3880 PFE=29.96 Ref
- SWEEP DETECTED:
>>5000 KO Jan24 60.0 Calls $0.28 (CboeTheo=0.29) BID [MULTI] 10:40:25.841 IV=12.4% -0.2 EMLD 334 x $0.28 - $0.30 x 353 C2 AUCTION Vega=$32k KO=57.19 Ref - >>Unusual Volume PBR - 3x market weighted volume: 47.9k = 163.4k projected vs 47.9k adv, 51% puts, 3% of OI [PBR 16.25 +0.21 Ref, IV=32.4% +0.1]
- >>3642 PARA Mar24 15.0 Puts $2.17 (CboeTheo=2.21) Below Bid! PHLX 10:41:32.780 IV=48.8% -1.5 BOX 60 x $2.18 - $2.21 x 6 BZX SPREAD/FLOOR Vega=$11k PARA=13.76 Ref
- >>4760 PARA Mar24 12.5 Puts $0.95 (CboeTheo=0.93) ASK PHLX 10:41:32.780 IV=53.0% +1.1 PHLX 117 x $0.92 - $0.95 x 116 CBOE SPREAD/FLOOR Vega=$13k PARA=13.76 Ref
- SWEEP DETECTED:
>>2000 UAL Nov23 24th 41.5 Calls $0.06 (CboeTheo=0.07) BID [MULTI] 10:42:11.738 IV=32.0% +2.4 EMLD 1027 x $0.06 - $0.08 x 2142 EMLD OPENING Vega=$1487 UAL=39.61 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1999 GGAL Dec23 14.0 Calls $1.55 (CboeTheo=1.66) BID [MULTI] 10:43:09.836 IV=64.2% -40.6 PHLX 26 x $1.55 - $1.75 x 27 NOM Pre-Earnings
Delta=69%, EST. IMPACT = 138k Shares ($2.06m) To Sell GGAL=14.95 Ref - SWEEP DETECTED:
>>2184 INTC Dec23 50.0 Calls $0.17 (CboeTheo=0.17) BID [MULTI] 10:44:07.089 IV=33.8% +1.1 C2 323 x $0.17 - $0.18 x 1885 EMLD OPENING 52WeekHigh Vega=$4433 INTC=44.17 Ref - >>2500 MU Dec23 75.0 Puts $1.25 (CboeTheo=1.26) BID AMEX 10:44:24.396 IV=29.9% +0.4 C2 97 x $1.25 - $1.27 x 245 C2 SPREAD/CROSS - OPENING Vega=$18k MU=77.50 Ref
- >>2500 MU Dec23 80.0 Calls $1.45 (CboeTheo=1.45) MID AMEX 10:44:24.396 IV=28.8% +0.4 C2 134 x $1.44 - $1.46 x 144 C2 SPREAD/CROSS Vega=$19k MU=77.50 Ref
- >>Unusual Volume HUT - 3x market weighted volume: 13.5k = 44.6k projected vs 14.5k adv, 50% puts, 5% of OI [HUT 1.98 +0.07 Ref, IV=106.5% -46.5]
- >>Market Color BBY - Bullish option flow detected in Best Buy (68.11 -0.11) with 10,682 calls trading (7x expected) and implied vol increasing over 2 points to 40.63%. . The Put/Call Ratio is 0.46. Earnings are expected on 11/20. Pre-Earnings [BBY 68.11 -0.11 Ref, IV=40.6% +2.1] #Bullish
- >>2987 MSFT Mar24 335 Puts $6.20 (CboeTheo=6.24) BID BOX 10:45:59.053 IV=26.7% -0.1 EDGX 123 x $6.20 - $6.35 x 233 EDGX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$171k MSFT=372.85 Ref
- >>2987 MSFT Mar24 375 Calls $22.15 (CboeTheo=22.03) Above Ask! BOX 10:45:59.053 IV=24.0% +0.1 EDGX 62 x $21.95 - $22.10 x 13 BOX SPREAD/FLOOR 52WeekHigh Vega=$248k MSFT=372.85 Ref
- >>2987 MSFT Mar24 420 Calls $5.75 (CboeTheo=5.80) BID BOX 10:45:59.053 IV=22.2% +0.1 CBOE 185 x $5.75 - $5.90 x 143 EDGX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$192k MSFT=372.85 Ref
- SWEEP DETECTED:
>>2448 GOOGL Nov23 24th 135 Puts $1.01 (CboeTheo=1.05) ASK [MULTI] 10:46:38.559 IV=20.4% +1.9 NOM 44 x $1.00 - $1.01 x 791 ARCA OPENING Vega=$14k GOOGL=135.26 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 GGAL Dec23 14.0 Calls $1.60 (CboeTheo=1.69) BID [MULTI] 10:47:11.309 IV=65.5% -39.2 BXO 250 x $1.60 - $1.80 x 89 PHLX Pre-Earnings
Delta=69%, EST. IMPACT = 69k Shares ($1.04m) To Sell GGAL=15.00 Ref - >>4500 NEM Dec23 35.5 Calls $1.56 (CboeTheo=1.58) BID PHLX 10:47:43.194 IV=28.7% C2 16 x $1.56 - $1.60 x 92 EMLD SPREAD/CROSS/TIED - OPENING Vega=$15k NEM=36.55 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 564 DLO Dec23 20.0 Calls $1.545 (CboeTheo=1.45) Above Ask! [MULTI] 10:48:21.483 IV=94.1% +17.6 ISE 1 x $1.45 - $1.50 x 19 NOM
Delta=48%, EST. IMPACT = 27k Shares ($511k) To Buy DLO=18.96 Ref - SWEEP DETECTED:
>>3864 RIG Feb24 8.0 Calls $0.20 (CboeTheo=0.21) BID [MULTI] 10:48:29.214 IV=46.2% -1.9 EDGX 161 x $0.20 - $0.21 x 74 CBOE AUCTION Vega=$4008 RIG=6.59 Ref - SPLIT TICKET:
>>2084 SPXW Nov23 20th 4450 Puts $0.10 (CboeTheo=0.05) ASK [CBOE] 10:48:45.882 IV=31.0% +23.0 CBOE 1501 x $0.05 - $0.10 x 1690 CBOE Vega=$6003 SPX=4529.94 Fwd - SWEEP DETECTED:
>>3199 HL Mar24 8.0 Calls $0.07 (CboeTheo=0.06) ASK [MULTI] 10:48:44.493 IV=66.1% +3.0 BOX 322 x $0.05 - $0.07 x 900 PHLX ISO - OPENING Vega=$1476 HL=4.58 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1130 LQDA Dec23 7.5 Calls $0.35 (CboeTheo=0.40) BID [MULTI] 10:49:34.571 IV=100.2% -12.3 PHLX 5 x $0.30 - $0.45 x 20 NOM
Delta=35%, EST. IMPACT = 39k Shares ($258k) To Sell LQDA=6.53 Ref - >>1000 SPX Jan24 4000 Puts $8.80 (CboeTheo=8.51) Above Ask! CBOE 10:50:14.488 IV=20.7% +0.4 CBOE 799 x $8.50 - $8.70 x 3950 CBOE FLOOR Vega=$211k SPX=4564.10 Fwd
- >>1000 SPX Jan24 5000 Calls $1.27 (CboeTheo=1.29) BID CBOE 10:50:14.630 IV=10.7% -0.1 CBOE 2963 x $1.25 - $1.35 x 720 CBOE FLOOR Vega=$100k SPX=4564.10 Fwd
- >>4760 PARA Mar24 12.5 Puts $0.96 (CboeTheo=0.95) MID PHLX 10:53:46.564 IV=52.6% +0.7 NOM 67 x $0.95 - $0.97 x 362 MIAX SPREAD/FLOOR Vega=$13k PARA=13.66 Ref
- >>4751 PARA Mar24 15.0 Puts $2.23 (CboeTheo=2.25) Below Bid! PHLX 10:53:46.563 IV=49.5% -0.8 ARCA 69 x $2.24 - $2.27 x 11 MPRL SPREAD/FLOOR Vega=$14k PARA=13.66 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 613 SQSP Dec23 30.0 Calls $0.75 (CboeTheo=0.73) ASK [MULTI] 10:53:58.188 IV=32.0% -1.6 PHLX 134 x $0.70 - $0.75 x 10 BZX OPENING
Delta=43%, EST. IMPACT = 26k Shares ($778k) To Buy SQSP=29.45 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 AMPY Jul24 7.5 Calls $0.55 (CboeTheo=0.58) BID [MULTI] 10:54:07.364 IV=45.4% -2.8 PHLX 824 x $0.55 - $0.65 x 35 BZX OPENING
Delta=41%, EST. IMPACT = 20k Shares ($127k) To Sell AMPY=6.24 Ref - SWEEP DETECTED:
>>3092 TEVA Jan24 12.0 Calls $0.05 (CboeTheo=0.06) ASK [MULTI] 10:54:31.158 IV=42.2% -0.7 BZX 68 x $0.03 - $0.05 x 82 NOM Vega=$1690 TEVA=9.16 Ref - >>15000 PBR Jan24 20.0 Calls $0.03 (CboeTheo=0.03) ASK AMEX 10:55:50.631 IV=31.6% -0.9 ARCA 3200 x $0.02 - $0.03 x 50 ARCA SPREAD/CROSS Vega=$8490 PBR=16.25 Ref
- >>15000 PBR Jan24 20.0 Puts $4.23 (CboeTheo=4.29) BID AMEX 10:55:50.631 CBOE 14 x $4.15 - $4.40 x 36 NOM SPREAD/CROSS Vega=$0 PBR=16.25 Ref
- >>Unusual Volume MLCO - 4x market weighted volume: 8616 = 26.2k projected vs 5438 adv, 100% calls, 7% of OI [MLCO 7.42 +0.17 Ref, IV=57.5% +2.7]
- >>3750 PFE Jan24 33.0 Calls $0.36 (CboeTheo=0.36) MID CBOE 10:56:40.932 IV=24.4% -0.7 C2 256 x $0.35 - $0.37 x 196 C2 FLOOR Vega=$14k PFE=30.11 Ref
- >>5500 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50) ASK CBOE 10:56:51.256 IV=104.7% +1.5 CBOE 16k x $0.48 - $0.53 x 6418 CBOE FLOOR Vega=$13k VIX=18.22 Fwd
- SPLIT TICKET:
>>5800 VIX May24 22nd 60.0 Calls $0.52 (CboeTheo=0.50) ASK [CBOE] 10:56:51.256 IV=104.7% +1.5 CBOE 16k x $0.48 - $0.53 x 6418 CBOE FLOOR Vega=$14k VIX=18.22 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 2378 BZUN Jul24 7.5 Calls $0.20 (CboeTheo=0.21) ASK [MULTI] 10:56:58.639 IV=85.0% -7.5 BXO 44 x $0.15 - $0.20 x 1120 PHLX OPENING
Delta=21%, EST. IMPACT = 51k Shares ($166k) To Buy BZUN=3.27 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 733 BZUN Jul24 5.0 Calls $0.45 (CboeTheo=0.33) ASK [MULTI] 10:57:53.151 IV=82.2% +8.6 PHLX 720 x $0.20 - $0.45 x 248 PHLX OPENING
Delta=41%, EST. IMPACT = 30k Shares ($97k) To Buy BZUN=3.27 Ref - >>2098 ESPR Mar24 2.0 Calls $0.30 (CboeTheo=0.26) BID PHLX 11:00:32.063 IV=160.2% +16.5 BOX 1106 x $0.15 - $0.50 x 4689 PHLX FLOOR Vega=$623 ESPR=1.29 Ref
- SPLIT TICKET:
>>3497 ESPR Mar24 2.0 Calls $0.32 (CboeTheo=0.26) MID [PHLX] 11:00:32.063 IV=160.2% +16.5 BOX 1106 x $0.15 - $0.50 x 4689 PHLX FLOOR - OPENING Vega=$1038 ESPR=1.29 Ref - SPLIT TICKET:
>>1038 VIX Dec23 20th 20.0 Calls $0.45 (CboeTheo=0.43) ASK [CBOE] 11:01:57.295 IV=108.8% +4.4 CBOE 9102 x $0.43 - $0.45 x 11 CBOE Vega=$1234 VIX=14.70 Fwd - SPLIT TICKET:
>>3962 VIX Dec23 20th 20.0 Calls $0.46 (CboeTheo=0.44) ASK [CBOE] 11:02:42.613 IV=109.6% +5.3 CBOE 1202 x $0.44 - $0.46 x 1587 CBOE Vega=$4745 VIX=14.70 Fwd - >>2000 INTC Jan24 50.0 Calls $0.58 (CboeTheo=0.59) BID PHLX 11:04:09.810 IV=29.4% +0.4 C2 1266 x $0.58 - $0.60 x 363 C2 SPREAD/CROSS/TIED 52WeekHigh Vega=$10k INTC=44.55 Ref
- >>3996 MSFT Dec23 29th 405 Calls $1.80 (CboeTheo=1.77) ASK BOX 11:04:42.879 IV=20.0% +0.7 BZX 41 x $1.73 - $1.81 x 23 EDGX FLOOR 52WeekHigh Vega=$116k MSFT=374.65 Ref
- >>1000 VIX Dec23 20th 25.0 Calls $0.25 (CboeTheo=0.25) MID CBOE 11:06:42.927 IV=130.6% +3.3 CBOE 7283 x $0.24 - $0.26 x 7004 CBOE FLOOR Vega=$796 VIX=14.74 Fwd
- SPLIT TICKET:
>>1500 VIX Dec23 20th 25.0 Calls $0.25 (CboeTheo=0.25) MID [CBOE] 11:06:42.839 IV=130.6% +3.3 CBOE 7283 x $0.24 - $0.26 x 6226 CBOE FLOOR Vega=$1194 VIX=14.74 Fwd - >>2300 AMD Dec23 130 Calls $2.47 (CboeTheo=2.46) MID BOX 11:08:09.421 IV=41.4% +1.1 C2 226 x $2.46 - $2.48 x 134 C2 CROSS Vega=$26k AMD=121.84 Ref
- >>4000 MLCO Mar24 8.0 Calls $0.85 (CboeTheo=0.79) ASK ARCA 11:11:21.454 IV=60.0% ARCA 61 x $0.75 - $0.85 x 492 BZX CROSS - OPENING Vega=$6729 MLCO=7.43 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1775 TDS Dec23 22.5 Calls $0.50 (CboeTheo=0.55) BID [MULTI] 11:12:39.550 IV=74.8% -5.1 PHLX 126 x $0.50 - $0.60 x 68 PHLX AUCTION - OPENING
Delta=25%, EST. IMPACT = 44k Shares ($857k) To Sell TDS=19.31 Ref - SWEEP DETECTED:
>>2140 M Dec23 14.0 Calls $1.14 (CboeTheo=1.15) BID [MULTI] 11:14:59.378 IV=44.2% -0.9 C2 68 x $1.14 - $1.17 x 172 CBOE ISO Vega=$2700 M=14.78 Ref - >>2500 BURL Nov23 24th 145 Calls $4.41 (CboeTheo=4.29) ASK ARCA 11:17:13.120 IV=128.1% +32.8 EDGX 28 x $4.20 - $4.50 x 24 EDGX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$14k BURL=136.88 Ref
- >>2500 BURL Nov23 24th 116 Puts $1.10 (CboeTheo=1.19) BID ARCA 11:17:13.118 IV=133.8% +32.5 MPRL 5 x $1.10 - $1.25 x 28 C2 SPREAD/FLOOR - OPENING Pre-Earnings Vega=$6915 BURL=136.88 Ref
- >>5000 BURL Nov23 24th 160 Calls $1.16 (CboeTheo=1.21) BID ARCA 11:17:13.120 IV=122.9% +26.9 CBOE 40 x $1.05 - $1.35 x 62 PHLX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$16k BURL=136.88 Ref
- >>2500 BURL Nov23 24th 170 Calls $0.45 (CboeTheo=0.46) ASK ARCA 11:17:13.121 IV=123.9% +26.6 NOM 53 x $0.35 - $0.45 x 41 BOX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$4457 BURL=136.88 Ref
- SWEEP DETECTED:
>>2141 JBLU Dec23 4.0 Puts $0.20 (CboeTheo=0.20) ASK [MULTI] 11:18:23.871 IV=78.1% +1.8 C2 518 x $0.19 - $0.20 x 379 C2 Vega=$861 JBLU=4.32 Ref - >>3000 V Jan24 200 Puts $0.32 (CboeTheo=0.33) BID AMEX 11:18:53.704 IV=28.9% -0.7 PHLX 41 x $0.32 - $0.36 x 60 EMLD SPREAD/FLOOR 52WeekHigh Vega=$20k V=246.32 Ref
- >>3000 V Jan24 260 Calls $1.72 (CboeTheo=1.68) Above Ask! AMEX 11:18:53.706 IV=13.8% -0.1 BOX 16 x $1.65 - $1.71 x 40 EMLD SPREAD/FLOOR 52WeekHigh Vega=$92k V=246.32 Ref
- >>2900 V Jan25 275 Calls $15.63 (CboeTheo=15.32) Above Ask! AMEX 11:20:46.837 IV=20.2% +0.1 AMEX 10 x $15.30 - $15.60 x 17 MPRL SPREAD/FLOOR - OPENING 52WeekHigh Vega=$302k V=246.04 Ref
- >>Unusual Volume TSEM - 3x market weighted volume: 6106 = 16.2k projected vs 4137 adv, 87% calls, 6% of OI [TSEM 27.88 +0.62 Ref, IV=33.5% +0.9]
- SPLIT TICKET:
>>1000 SPX Feb24 4500 Puts $77.20 (CboeTheo=77.39) BID [CBOE] 11:23:14.955 IV=12.9% +0.0 CBOE 365 x $77.00 - $77.60 x 348 CBOE LATE Vega=$844k SPX=4583.00 Fwd - SPLIT TICKET:
>>2000 SPX Sep24 3900 Puts $67.14 (CboeTheo=67.24) ASK [CBOE] 11:23:14.955 IV=20.8% +0.0 CBOE 96 x $66.80 - $67.40 x 96 CBOE LATE Vega=$1.88m SPX=4693.62 Fwd - SPLIT TICKET:
>>1000 SPX Sep24 4500 Puts $172.84 (CboeTheo=173.32) BID [CBOE] 11:23:15.074 IV=15.9% -0.0 CBOE 15 x $172.30 - $173.50 x 15 CBOE LATE Vega=$1.53m SPX=4693.52 Fwd - SPLIT TICKET:
>>2000 SPX Feb24 4000 Puts $15.99 (CboeTheo=15.99) BID [CBOE] 11:23:15.074 IV=20.1% +0.1 CBOE 535 x $15.90 - $16.10 x 451 CBOE LATE Vega=$669k SPX=4582.90 Fwd - >>Unusual Volume DHR - 3x market weighted volume: 6593 = 17.3k projected vs 5712 adv, 98% calls, 7% of OI [DHR 209.90 +2.12 Ref, IV=22.6% -0.4]
- SPLIT TICKET:
>>1000 SPXW Nov23 27th 4405 Puts $1.40 (CboeTheo=1.36) ASK [CBOE] 11:26:29.629 IV=12.3% +1.8 CBOE 22 x $1.35 - $1.40 x 177 CBOE OPENING Vega=$66k SPX=4536.46 Fwd - SPLIT TICKET:
>>1000 SPXW Nov23 27th 4620 Calls $1.45 (CboeTheo=1.32) ASK [CBOE] 11:26:32.351 IV=8.5% +0.4 CBOE 205 x $1.35 - $1.45 x 426 CBOE OPENING Vega=$89k SPX=4536.28 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1868 EDIT Jan24 10.0 Puts $1.10 (CboeTheo=0.88) ASK [MULTI] 11:26:57.094 IV=93.9% +22.0 GEMX 4 x $1.00 - $1.10 x 92 AMEX
Delta=-33%, EST. IMPACT = 61k Shares ($664k) To Sell EDIT=10.94 Ref - >>8000 LYFT Jan24 10.0 Puts $0.71 (CboeTheo=0.71) MID ISE 11:27:55.136 IV=53.6% -0.3 GEMX 247 x $0.70 - $0.72 x 216 EMLD SPREAD/CROSS/TIED Vega=$13k LYFT=10.27 Ref
- >>3398 INTC Dec23 35.5 Calls $9.21 (CboeTheo=9.24) BID BOX 11:29:04.029 IV=38.8% BZX 28 x $9.20 - $9.30 x 50 MPRL SPREAD/CROSS - OPENING 52WeekHigh Vega=$1137 INTC=44.55 Ref
- >>3398 INTC Dec23 35.5 Puts $0.05 (CboeTheo=0.05) ASK BOX 11:29:04.029 IV=45.9% EMLD 1125 x $0.04 - $0.05 x 1408 EMLD SPREAD/CROSS - OPENING 52WeekHigh Vega=$2331 INTC=44.55 Ref
- >>2500 DKNG Feb24 35.0 Puts $1.82 (CboeTheo=1.83) BID CBOE 11:30:53.781 IV=49.7% +0.0 BOX 12 x $1.81 - $1.85 x 2 BXO SPREAD/CROSS - OPENING 52WeekHigh Vega=$16k DKNG=38.83 Ref
- >>2500 DKNG Jan24 40.0 Calls $2.25 (CboeTheo=2.23) ASK CBOE 11:30:53.781 IV=41.3% +0.3 NOM 20 x $2.21 - $2.27 x 78 CBOE SPREAD/CROSS 52WeekHigh Vega=$16k DKNG=38.83 Ref
- >>2500 DKNG Feb24 45.0 Calls $1.61 (CboeTheo=1.62) BID CBOE 11:30:53.781 IV=45.9% -0.1 BOX 13 x $1.61 - $1.65 x 37 BOX SPREAD/CROSS - OPENING 52WeekHigh Vega=$17k DKNG=38.83 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 4250 Puts $6.05 (CboeTheo=6.07) BID [CBOE] 11:31:09.542 IV=17.3% +0.5 CBOE 515 x $6.00 - $6.20 x 623 CBOE LATE Vega=$163k SPX=4545.85 Fwd - SPLIT TICKET:
>>1200 SPXW Dec23 4340 Puts $10.35 (CboeTheo=10.24) ASK [CBOE] 11:31:09.542 IV=15.0% +0.4 CBOE 289 x $10.20 - $10.40 x 244 CBOE LATE - OPENING Vega=$292k SPX=4545.85 Fwd - SWEEP DETECTED:
>>9100 AAPL Dec23 192.5 Calls $3.00 (CboeTheo=3.05) BID [MULTI] 11:31:09.636 IV=16.2% MIAX 1310 x $3.00 - $3.10 x 1218 EDGX OPENING Vega=$182k AAPL=191.20 Ref - >>2000 ZTO Dec23 22.0 Calls $0.71 (CboeTheo=0.71) BID ARCA 11:32:14.527 IV=25.7% -1.6 PHLX 166 x $0.70 - $0.80 x 191 PHLX CROSS - OPENING Vega=$4569 ZTO=22.15 Ref
- SWEEP DETECTED:
>>3000 AAPL Dec23 180 Puts $0.53 (CboeTheo=0.54) ASK [MULTI] 11:32:37.394 IV=20.0% +0.3 MPRL 144 x $0.52 - $0.53 x 467 C2 Vega=$29k AAPL=191.12 Ref - >>20000 PLUG Mar24 2.0 Puts $0.21 (CboeTheo=0.19) ASK ARCA 11:32:58.238 IV=136.3% +4.0 PHLX 81 x $0.15 - $0.21 x 1371 EMLD SPREAD/CROSS - OPENING Vega=$7844 PLUG=3.96 Ref
- >>10000 PLUG Jan24 2.5 Puts $0.14 (CboeTheo=0.13) MID ARCA 11:32:58.238 IV=120.4% +1.2 BXO 12 x $0.13 - $0.15 x 3593 EMLD SPREAD/CROSS Vega=$3169 PLUG=3.96 Ref
- SWEEP DETECTED:
>>2167 PLUG Dec23 4.5 Calls $0.17 (CboeTheo=0.17) BID [MULTI] 11:35:45.532 IV=88.0% -4.7 C2 116 x $0.17 - $0.18 x 413 ARCA Vega=$805 PLUG=3.95 Ref - >>2487 SPXW Nov23 27th 3850 Puts $0.20 (CboeTheo=0.21) BID CBOE 11:35:56.713 IV=42.3% +5.9 CBOE 600 x $0.20 - $0.25 x 1807 CBOE OPENING Vega=$13k SPX=4537.96 Fwd
- SPLIT TICKET:
>>3747 SPXW Nov23 27th 3850 Puts $0.20 (CboeTheo=0.21) BID [CBOE] 11:35:56.713 IV=42.3% +5.9 CBOE 600 x $0.20 - $0.25 x 1807 CBOE OPENING Vega=$20k SPX=4537.96 Fwd - SWEEP DETECTED:
>>5907 PLTR Dec23 15.0 Puts $0.05 (CboeTheo=0.04) ASK [MULTI] 11:36:56.999 IV=74.5% +7.1 C2 1677 x $0.04 - $0.05 x 1269 C2 52WeekHigh Vega=$2242 PLTR=21.23 Ref - SPLIT TICKET:
>>3500 TSEM Apr24 32.0 Calls $1.375 (CboeTheo=1.22) ASK [ARCA] 11:37:45.856 IV=37.1% +3.5 BOX 110 x $1.15 - $1.40 x 221 PHLX FLOOR Vega=$23k TSEM=27.75 Ref - SWEEP DETECTED:
>>3424 NKLA Nov23 24th 1.0 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 11:38:38.933 IV=121.4% +35.8 BZX 104 x $0.03 - $0.04 x 2150 EMLD ISO - OPENING Vega=$142 NKLA=0.98 Ref - >>2712 ENLC Dec23 13.0 Calls $0.25 (CboeTheo=0.30) BID ARCA 11:39:28.842 IV=21.7% -2.9 PHLX 216 x $0.25 - $0.35 x 12 BXO FLOOR - OPENING Vega=$3642 ENLC=12.87 Ref
- SPLIT TICKET:
>>3391 ENLC Dec23 13.0 Calls $0.26 (CboeTheo=0.30) BID [ARCA] 11:39:28.842 IV=21.7% -2.9 PHLX 216 x $0.25 - $0.35 x 12 BXO FLOOR - OPENING Vega=$4554 ENLC=12.87 Ref - SPLIT TICKET:
>>2000 ALIT May24 10.0 Calls $0.125 (CboeTheo=0.17) BID [BOX] 11:39:48.352 IV=35.2% -4.9 PHLX 475 x $0.10 - $0.20 x 195 PHLX FLOOR - OPENING Vega=$2692 ALIT=7.45 Ref - >>2000 VIX Dec23 20th 12.5 Puts $0.15 (CboeTheo=0.15) ASK CBOE 11:40:07.149 IV=52.0% +0.8 CBOE 33k x $0.13 - $0.15 x 3125 CBOE Vega=$1779 VIX=14.63 Fwd
- >>2499 VIX Dec23 20th 12.5 Puts $0.15 (CboeTheo=0.15) ASK CBOE 11:40:07.146 IV=52.0% +0.8 CBOE 33k x $0.13 - $0.15 x 3125 CBOE Vega=$2223 VIX=14.63 Fwd
- SPLIT TICKET:
>>4499 VIX Dec23 20th 12.5 Puts $0.15 (CboeTheo=0.15) ASK [CBOE] 11:40:07.146 IV=52.0% +0.8 CBOE 33k x $0.13 - $0.15 x 3125 CBOE Vega=$4001 VIX=14.63 Fwd - >>1125 VIX Dec23 20th 12.5 Puts $0.15 (CboeTheo=0.15) ASK CBOE 11:40:16.714 IV=52.0% +0.8 CBOE 33k x $0.13 - $0.15 x 1125 CBOE Vega=$1001 VIX=14.63 Fwd
- >>4498 ON Dec23 50.0 Puts $0.01 (CboeTheo=0.02) BID ISE 11:40:31.982 IV=50.0% -5.9 EMLD 166 x $0.01 - $0.04 x 149 EDGX AUCTION Vega=$923 ON=70.33 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1752 HITI Apr24 2.5 Calls $0.15 (CboeTheo=0.12) ASK [MULTI] 11:40:42.219 IV=122.8% +8.4 CBOE 221 x $0.05 - $0.15 x 562 EDGX
Delta=34%, EST. IMPACT = 59k Shares ($74k) To Buy HITI=1.25 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 718 HITI Apr24 2.5 Calls $0.15 (CboeTheo=0.14) BID [MULTI] 11:40:54.908 IV=116.8% +2.3 BXO 100 x $0.15 - $0.25 x 145 PHLX ISO
Delta=35%, EST. IMPACT = 25k Shares ($31k) To Sell HITI=1.27 Ref - SWEEP DETECTED:
>>8194 F Mar24 14.0 Calls $0.05 (CboeTheo=0.07) BID [MULTI] 11:41:00.200 IV=32.8% -2.9 C2 4852 x $0.05 - $0.06 x 26 EMLD Vega=$6239 F=10.37 Ref - SWEEP DETECTED:
>>4343 F Mar24 14.0 Calls $0.05 (CboeTheo=0.07) BID [MULTI] 11:41:02.693 IV=32.8% -2.9 MPRL 2393 x $0.05 - $0.06 x 2171 EMLD Vega=$3307 F=10.37 Ref - >>3995 MSFT Dec23 29th 405 Calls $1.89 (CboeTheo=1.94) ASK ARCA 11:41:24.760 IV=19.4% -0.0 EDGX 474 x $1.85 - $1.89 x 3995 ARCA 52WeekHigh Vega=$121k MSFT=376.58 Ref
- >>2444 XSP Nov23 30th 413 Puts $0.07 (CboeTheo=0.07) BID CBOE 11:41:48.279 IV=24.9% +2.4 CBOE 2020 x $0.07 - $0.09 x 1746 CBOE LATE Vega=$5834 XSP=453.99 Fwd
- >>2444 XSP Nov23 30th 413 Puts $0.08 (CboeTheo=0.07) MID CBOE 11:41:48.340 IV=25.4% +2.9 CBOE 2020 x $0.07 - $0.09 x 1746 CBOE LATE Vega=$6352 XSP=453.99 Fwd
- SPLIT TICKET:
>>4888 XSP Nov23 30th 413 Puts $0.075 (CboeTheo=0.07) MID [CBOE] 11:41:48.279 IV=24.9% +2.4 CBOE 2020 x $0.07 - $0.09 x 1746 CBOE LATE Vega=$12k XSP=453.99 Fwd - SPLIT TICKET:
>>1150 XSP Dec23 29th 433 Puts $1.619 (CboeTheo=1.59) ASK [CBOE] 11:42:39.741 IV=14.8% +0.2 CBOE 243 x $1.59 - $1.62 x 218 CBOE OPENING Vega=$40k XSP=455.65 Fwd - SPLIT TICKET:
>>2000 XSP Dec23 29th 433 Puts $1.62 (CboeTheo=1.59) BID [CBOE] 11:42:56.768 IV=14.8% +0.3 CBOE 1782 x $1.62 - $1.63 x 1000 CBOE OPENING Vega=$69k XSP=455.67 Fwd - >>1000 XSP Dec23 29th 433 Puts $1.62 (CboeTheo=1.61) BID CBOE 11:44:19.276 IV=14.8% +0.3 CBOE 719 x $1.62 - $1.63 x 218 CBOE OPENING Vega=$34k XSP=455.70 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 433 Puts $1.62 (CboeTheo=1.61) BID [CBOE] 11:44:19.275 IV=14.8% +0.3 CBOE 1719 x $1.62 - $1.63 x 218 CBOE OPENING Vega=$69k XSP=455.70 Fwd - >>Market Color W - Bullish option flow detected in Wayfair (49.70 +2.54) with 11,456 calls trading (2x expected) and implied vol increasing almost 2 points to 67.33%. . The Put/Call Ratio is 0.48. Earnings are expected on 02/21. [W 49.70 +2.54 Ref, IV=67.3% +1.9] #Bullish
- SWEEP DETECTED:
>>2185 PENN Dec23 8th 30.0 Calls $0.181 (CboeTheo=0.17) Above Ask! [MULTI] 11:45:31.806 IV=49.7% -1.3 ARCA 1 x $0.16 - $0.17 x 11 BOX ISO - OPENING Vega=$2743 PENN=26.25 Ref - SWEEP DETECTED:
>>12000 AMC Nov23 24th 9.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:47:58.888 IV=120.1% +22.3 ARCA 45 x $0.02 - $0.03 x 1713 CBOE ISO - OPENING Vega=$1351 AMC=7.41 Ref - SWEEP DETECTED:
>>5000 PARA Dec23 16.0 Calls $0.16 (CboeTheo=0.17) ASK [MULTI] 11:48:56.105 IV=50.8% EMLD 1019 x $0.14 - $0.16 x 467 C2 AUCTION - OPENING Vega=$4675 PARA=13.95 Ref - SWEEP DETECTED:
>>4000 AGNC Dec23 8.5 Puts $0.19 (CboeTheo=0.17) ASK [MULTI] 11:50:31.450 IV=29.2% MPRL 53 x $0.17 - $0.19 x 628 CBOE OPENING Vega=$3482 AGNC=8.76 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1999 GGAL Dec23 14.0 Calls $1.50 (CboeTheo=1.62) BID [MULTI] 11:54:24.194 IV=61.5% -43.2 EDGX 268 x $1.50 - $1.70 x 1 NOM Pre-Earnings
Delta=69%, EST. IMPACT = 138k Shares ($2.06m) To Sell GGAL=14.98 Ref - >>2751 GEL Dec23 12.5 Calls $0.10 (CboeTheo=0.14) BID BOX 11:57:56.600 IV=25.5% -1.9 NOM 50 x $0.10 - $0.20 x 2 ISE FLOOR - OPENING Vega=$2596 GEL=11.77 Ref
- SPLIT TICKET:
>>4585 GEL Dec23 12.5 Calls $0.12 (CboeTheo=0.14) BID [BOX] 11:57:56.600 IV=30.6% +3.2 NOM 50 x $0.10 - $0.20 x 2 ISE FLOOR - OPENING Vega=$4732 GEL=11.77 Ref - SWEEP DETECTED:
>>2140 WDC Dec23 42.5 Puts $0.22 (CboeTheo=0.24) ASK [MULTI] 11:59:00.099 IV=33.4% -1.2 PHLX 414 x $0.21 - $0.22 x 50 ARCA OPENING 52WeekHigh Vega=$4987 WDC=47.05 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 583 BRZE Feb24 60.0 Calls $1.80 (CboeTheo=1.88) Above Ask! [MULTI] 11:59:47.389 IV=44.3% -1.2 BOX 79 x $1.35 - $1.80 x 54 ARCA OPENING 52WeekHigh
Delta=29%, EST. IMPACT = 17k Shares ($865k) To Buy BRZE=51.12 Ref - >>1000 SPXW Nov23 27th 3550 Puts $0.05 (CboeTheo=0.12) BID CBOE 11:59:52.267 IV=54.6% +4.4 CBOE 34 x $0.05 - $0.10 x 1059 CBOE OPENING Vega=$1340 SPX=4537.93 Fwd
- SPLIT TICKET:
>>1285 SPXW Nov23 27th 3550 Puts $0.05 (CboeTheo=0.12) BID [CBOE] 11:59:52.267 IV=54.6% +4.4 CBOE 34 x $0.05 - $0.10 x 1059 CBOE OPENING Vega=$1722 SPX=4537.93 Fwd - >>19971 CHPT Apr24 2.0 Puts $0.50 (CboeTheo=0.50) MID MIAX 12:02:42.607 IV=110.0% +2.1 BOX 23 x $0.49 - $0.51 x 12 CBOE AUCTION - OPENING SSR Vega=$9706 CHPT=2.12 Ref
- SPLIT TICKET:
>>20000 CHPT Apr24 2.0 Puts $0.50 (CboeTheo=0.50) MID [MIAX] 12:02:42.607 IV=110.0% +2.1 BOX 23 x $0.49 - $0.51 x 12 CBOE AUCTION - OPENING SSR Vega=$9720 CHPT=2.12 Ref - >>Unusual Volume LOW - 3x market weighted volume: 13.7k = 31.2k projected vs 10.4k adv, 50% puts, 13% of OI Pre-Earnings [LOW 203.53 -0.17 Ref, IV=26.9% -0.1]
- SWEEP DETECTED:
>>3000 TLRY Jan24 2.5 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 12:03:29.540 IV=99.8% +2.6 ARCA 68 x $0.10 - $0.11 x 2436 MIAX ISO Vega=$761 TLRY=1.83 Ref - SWEEP DETECTED:
>>2399 XPEV Dec23 1st 15.0 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 12:04:52.315 IV=77.4% +10.0 BZX 41 x $0.06 - $0.07 x 1568 EMLD Vega=$952 XPEV=18.30 Ref - >>2899 EDIT Jan24 10.0 Puts $1.25 (CboeTheo=1.01) ASK AMEX 12:05:02.911 IV=97.3% +25.4 AMEX 113 x $0.55 - $1.25 x 78 PHLX FLOOR - OPENING Vega=$4660 EDIT=10.72 Ref
- >>Unusual Volume ADI - 3x market weighted volume: 8455 = 18.9k projected vs 5576 adv, 62% calls, 8% of OI Pre-Earnings [ADI 182.80 -0.25 Ref, IV=28.0% -0.4]
- SWEEP DETECTED:
>>Bullish Delta Impact 3675 YPF Jan24 18.0 Calls $0.55 (CboeTheo=0.50) ASK [MULTI] 12:09:24.492 IV=62.1% -17.2 EMLD 1018 x $0.45 - $0.55 x 654 C2 ISO - OPENING
Delta=27%, EST. IMPACT = 100k Shares ($1.49m) To Buy YPF=14.85 Ref - SWEEP DETECTED:
>>2000 AAPL Dec23 180 Puts $0.51 (CboeTheo=0.52) ASK [MULTI] 12:09:44.504 IV=20.2% +0.4 C2 652 x $0.50 - $0.51 x 1153 C2 Vega=$19k AAPL=191.44 Ref - >>3000 YMM Jan24 10.0 Calls $0.10 (CboeTheo=0.18) BID AMEX 12:09:49.946 IV=44.8% -26.2 AMEX 1750 x $0.05 - $0.20 x 1 EMLD CROSS - OPENING Post-Earnings Vega=$2256 YMM=8.04 Ref
- >>3000 YMM Jan24 7.5 Calls $0.94 (CboeTheo=0.91) BID AMEX 12:10:04.924 IV=46.7% +5.7 AMEX 201 x $0.70 - $1.70 x 197 AMEX CROSS - OPENING Post-Earnings Vega=$3434 YMM=8.04 Ref
- SWEEP DETECTED:
>>3000 SNAP Dec23 13.0 Calls $0.30 (CboeTheo=0.29) ASK [MULTI] 12:12:01.448 IV=47.2% +1.1 BZX 24 x $0.29 - $0.30 x 889 EMLD ISO Vega=$3458 SNAP=12.14 Ref - SWEEP DETECTED:
>>2992 GM Dec23 32.0 Calls $0.14 (CboeTheo=0.14) BID [MULTI] 12:13:04.528 IV=33.5% -0.9 C2 1216 x $0.14 - $0.15 x 1097 C2 Vega=$4545 GM=28.68 Ref - >>2500 CSCO Jun24 45.0 Calls $5.35 (CboeTheo=5.35) MID ARCA 12:13:22.540 IV=23.3% +0.0 PHLX 350 x $5.30 - $5.40 x 86 BOX SPREAD/CROSS Vega=$31k CSCO=47.90 Ref
- >>2500 CSCO Dec23 48.0 Puts $0.74 (CboeTheo=0.74) MID ARCA 12:13:22.540 IV=15.3% C2 153 x $0.73 - $0.76 x 1736 PHLX SPREAD/CROSS - OPENING Vega=$12k CSCO=47.90 Ref
- >>2000 BL Dec23 60.0 Calls $1.29 (CboeTheo=1.20) ASK ARCA 12:14:11.198 IV=37.5% +0.6 PHLX 96 x $1.10 - $1.30 x 55 PHLX CROSS - OPENING Vega=$11k BL=57.37 Ref
- >>Unusual Volume GLW - 8x market weighted volume: 10.6k = 23.2k projected vs 2685 adv, 97% calls, 11% of OI [GLW 28.12 -0.35 Ref, IV=20.3% +0.0]
- >>2000 YMM Mar24 10.0 Calls $0.30 (CboeTheo=0.31) BID AMEX 12:15:00.619 IV=46.0% -4.8 BZX 20 x $0.30 - $0.35 x 1 ARCA CROSS - OPENING Post-Earnings Vega=$3011 YMM=8.04 Ref
- >>Market Color .SPX - S&P500 index option volume at midday totals 1355842 contracts as the index trades near $4535.18 (21.16). Front term atm implied vols are near 11.2% and the CBOE VIX is currently near 13.64 (-0.16).
- >>Market Color PARA - Bullish option flow detected in Paramount Global (14.07 +0.88) with 42,241 calls trading (3x expected) and implied vol increasing over 1 point to 47.30%. . The Put/Call Ratio is 0.58. Earnings are expected on 02/15. [PARA 14.07 +0.88 Ref, IV=47.3% +1.2] #Bullish
- >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 673365 contracts changing hands. Most actives include Plug Power(PLUG), Petrobras(PBR), Exxon Mobil(XOM). The sector ETF, XLE is up 0.395 to 85.085 with 30 day implied volatility relatively flat at 20.8% #sector
- >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 9 to 4 and 1271309 contracts trading marketwide. Most actives include SoFi Technologies(SOFI), Marathon Patent Group(MARA), Coinbase(COIN). The sector ETF, XLF is little changed 0.045 to 35.055 with 30 day implied volatility relatively flat at 13.1%#sector
- >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 5 to 3 and 4192499 contracts changing hands. Most actives include Microsoft(MSFT), Apple(AAPL), Palantir Technologies(PLTR). The sector ETF, XLK is up 1.885 to 184.685 with 30 day implied volatility relatively flat at 16.3% #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 7 to 4 and 3258293 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is up 0.255 to 167.395 with 30 day implied volatility relatively flat at 18.0% ) #sector
- >>Market Color @HLTH - Health Care sector option volume is moderate today, with calls leading puts 5 to 2 and 603842 contracts changing hands. Most actives include Pfizer(PFE), Bristol Myers Squibb(BMY), Eli Lilly(LLY). The sector ETF, XLV is up 0.385 to 128.635 with 30 day implied volatility relatively flat at 11.2% #sector
- >>Market Color @MAT - Basic Materials sector option volume is moderate today, with calls leading puts 7 to 5 and 276531 contracts trading marketwide. Most actives include Vale(VALE), Freeport McMoRan(FCX), US Steel(X). The sector ETF, XLB is up 0.115 to 80.385 with 30 day implied volatility relatively flat at 14.3% #sector
- >>2655 JD Jan25 40.0 Calls $2.47 (CboeTheo=2.40) ASK PHLX 12:15:33.094 IV=43.4% +0.3 BOX 15 x $2.39 - $2.47 x 12 ARCA FLOOR Vega=$30k JD=28.70 Ref
- >>4500 YMM Jun24 10.0 Calls $0.61 (CboeTheo=0.67) BID AMEX 12:17:10.102 IV=46.4% -2.8 AMEX 2229 x $0.55 - $0.80 x 369 AMEX CROSS - OPENING Post-Earnings Vega=$11k YMM=8.06 Ref
- >>2000 YMM Mar24 7.5 Calls $1.26 (CboeTheo=1.27) BID AMEX 12:17:22.316 IV=48.8% -1.3 BZX 5 x $1.25 - $1.35 x 6 BOX CROSS - OPENING/COMPLEX Post-Earnings Vega=$3250 YMM=8.06 Ref
- SWEEP DETECTED:
>>2000 NIO Nov23 24th 7.0 Puts $0.03 (CboeTheo=0.02) ASK [MULTI] 12:17:22.197 IV=83.3% +23.9 BZX 4220 x $0.02 - $0.03 x 3497 EMLD Vega=$274 NIO=7.86 Ref - >>4500 YMM Jun24 7.5 Calls $1.61 (CboeTheo=1.69) BID AMEX 12:17:47.509 IV=48.5% -1.7 AMEX 1261 x $1.50 - $3.30 x 1442 AMEX CROSS Post-Earnings Vega=$9918 YMM=8.10 Ref
- SWEEP DETECTED:
>>2000 F Nov23 24th 11.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 12:18:23.999 IV=34.5% -3.4 EMLD 4000 x $0.01 - $0.02 x 2166 C2 Vega=$279 F=10.38 Ref - >>3756 BTU Dec23 19.0 Puts $0.03 (CboeTheo=0.04) ASK BOX 12:18:44.620 IV=45.1% +0.6 C2 0 x $0.00 - $0.04 x 82 C2 SPREAD/CROSS - OPENING Vega=$1511 BTU=23.60 Ref
- >>3756 BTU Dec23 19.0 Calls $4.65 (CboeTheo=4.72) BID BOX 12:18:44.620 PHLX 10 x $4.65 - $4.75 x 2 NOM SPREAD/CROSS - OPENING Vega=$0 BTU=23.60 Ref
- >>2400 NE Jan24 55.0 Calls $0.35 (CboeTheo=0.40) MID PHLX 12:19:17.957 IV=30.7% -1.6 BOX 27 x $0.30 - $0.40 x 160 GEMX SPREAD/CROSS/TIED Vega=$9730 NE=46.85 Ref
- >>2285 ADI Dec23 29th 195 Calls $1.70 (CboeTheo=1.93) BID CBOE 12:23:04.382 IV=23.9% -1.5 PHLX 321 x $1.70 - $2.00 x 139 PHLX SPREAD/LEGGED/FLOOR - OPENING Pre-Earnings Vega=$41k ADI=182.63 Ref
- SWEEP DETECTED:
>>2500 BAC Jan24 31.0 Calls $0.78 (CboeTheo=0.76) ASK [MULTI] 12:24:12.609 IV=23.9% -0.0 MPRL 6 x $0.77 - $0.78 x 3617 EMLD Vega=$12k BAC=30.02 Ref - SWEEP DETECTED:
>>2501 NVAX Nov23 24th 7.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 12:24:30.095 IV=138.6% +32.3 BZX 84 x $0.01 - $0.03 x 573 AMEX OPENING 52WeekLow Vega=$234 NVAX=5.67 Ref - >>8703 SOFI Dec23 5.5 Calls $1.34 (CboeTheo=1.37) BID BOX 12:25:08.593 IV=71.1% -7.4 MPRL 9 x $1.34 - $1.38 x 26 BXO SPREAD/CROSS - OPENING Vega=$2997 SOFI=6.75 Ref
- >>8703 SOFI Dec23 5.5 Puts $0.09 (CboeTheo=0.11) BID BOX 12:25:08.593 IV=75.1% -3.4 C2 808 x $0.09 - $0.10 x 2602 EMLD SPREAD/CROSS - OPENING Vega=$3200 SOFI=6.75 Ref
- >>4000 CDLX Dec24 5.0 Puts $1.65 (CboeTheo=1.52) ASK AMEX 12:25:12.044 IV=124.5% +7.1 BOX 45 x $1.45 - $1.65 x 12 BXO CROSS - OPENING Vega=$7710 CDLX=8.12 Ref
- >>Unusual Volume FITB - 7x market weighted volume: 11.5k = 24.4k projected vs 3401 adv, 95% calls, 13% of OI [FITB 27.57 +0.01 Ref, IV=27.5% -0.2]
- SWEEP DETECTED:
>>3099 PLTR Dec23 17.0 Puts $0.11 (CboeTheo=0.11) ASK [MULTI] 12:26:56.543 IV=63.2% +4.8 C2 1909 x $0.10 - $0.11 x 820 MPRL 52WeekHigh Vega=$2284 PLTR=21.43 Ref - >>2400 JD Jan25 40.0 Calls $2.48 (CboeTheo=2.39) ASK PHLX 12:27:28.961 IV=43.7% +0.5 BOX 13 x $2.36 - $2.48 x 166 PHLX FLOOR Vega=$27k JD=28.62 Ref
- SWEEP DETECTED:
>>2990 SIRI Jan24 3.5 Puts $0.18 (CboeTheo=0.16) ASK [MULTI] 12:28:10.978 IV=89.4% +3.1 C2 1 x $0.16 - $0.18 x 692 PHLX Vega=$1412 SIRI=5.12 Ref - >>8200 GLW Jan24 30.0 Calls $0.25 (CboeTheo=0.33) BID AMEX 12:29:23.769 IV=17.5% -2.0 AMEX 704 x $0.25 - $0.30 x 154 C2 FLOOR - OPENING Vega=$29k GLW=28.11 Ref
- >>2000 KO Jan24 60.0 Calls $0.25 (CboeTheo=0.26) BID PHLX 12:30:07.991 IV=11.7% -0.9 EMLD 505 x $0.25 - $0.27 x 254 C2 FLOOR Vega=$12k KO=57.24 Ref
- SPLIT TICKET:
>>1000 VIX Apr24 17th 35.0 Calls $0.98 (CboeTheo=0.96) ASK [CBOE] 12:31:08.275 IV=95.0% +1.2 CBOE 6073 x $0.93 - $0.98 x 200 CBOE Vega=$3259 VIX=17.92 Fwd - >>3000 CPNG Dec23 16.5 Puts $0.53 (CboeTheo=0.54) BID PHLX 12:31:44.709 IV=29.1% C2 121 x $0.53 - $0.56 x 193 C2 FLOOR - OPENING Vega=$5129 CPNG=16.38 Ref
- >>Unusual Volume IQ - 3x market weighted volume: 8782 = 18.3k projected vs 5598 adv, 78% calls, 3% of OI Pre-Earnings [IQ 5.30 +0.22 Ref, IV=61.9% +0.0]
- SWEEP DETECTED:
>>4728 CHPT Apr24 7.0 Calls $0.08 (CboeTheo=0.06) ASK [MULTI] 12:32:14.250 IV=122.2% +5.1 PHLX 1783 x $0.04 - $0.08 x 446 EDGX SSR Vega=$1368 CHPT=2.13 Ref - >>1000 VIX Jan24 17th 19.0 Calls $1.24 (CboeTheo=1.23) ASK CBOE 12:32:55.698 IV=86.7% +2.3 CBOE 970 x $1.21 - $1.25 x 5 CBOE Vega=$2443 VIX=16.17 Fwd
- SWEEP DETECTED:
>>2930 PDD Dec23 105 Puts $1.82 (CboeTheo=1.89) ASK [MULTI] 12:33:37.115 IV=55.9% -2.5 PHLX 56 x $1.79 - $1.82 x 606 ARCA 52WeekHigh Vega=$24k PDD=118.36 Ref - SWEEP DETECTED:
>>10396 BAC Feb24 32.0 Calls $0.68 (CboeTheo=0.68) BID [MULTI] 12:33:44.776 IV=22.9% -0.6 EMLD 2047 x $0.68 - $0.69 x 194 C2 OPENING Vega=$55k BAC=30.02 Ref - >>14604 BAC Feb24 32.0 Calls $0.68 (CboeTheo=0.68) ASK ISE 12:33:52.484 IV=22.9% -0.6 EMLD 540 x $0.67 - $0.68 x 296 C2 AUCTION - OPENING Vega=$78k BAC=30.02 Ref
- SWEEP DETECTED:
>>2000 CVE Dec23 18.0 Calls $0.75 (CboeTheo=0.69) ASK [MULTI] 12:34:26.909 IV=31.4% +1.9 PHLX 66 x $0.70 - $0.75 x 219 GEMX Vega=$3636 CVE=18.23 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 967 MANU Dec23 20.0 Calls $0.85 (CboeTheo=0.86) ASK [MULTI] 12:36:09.192 IV=53.2% +0.8 BXO 1 x $0.80 - $0.85 x 430 ISE
Delta=45%, EST. IMPACT = 44k Shares ($849k) To Buy MANU=19.49 Ref - SPLIT TICKET:
>>1850 SPXW Nov23 20th 4500 Puts $0.25 (CboeTheo=0.17) ASK [CBOE] 12:37:22.143 IV=20.7% +14.4 CBOE 509 x $0.20 - $0.25 x 1286 CBOE Vega=$14k SPX=4533.32 Fwd - SWEEP DETECTED:
>>2000 JD Jan24 31.26 Puts $3.35 (CboeTheo=3.31) ASK [MULTI] 12:40:44.405 IV=38.8% +0.5 PHLX 611 x $3.25 - $3.35 x 561 CBOE Vega=$8206 JD=28.57 Ref - >>10020 FITB Jan24 29.0 Calls $0.65 (CboeTheo=0.61) MID PHLX 12:41:02.835 IV=28.7% +0.5 BXO 39 x $0.60 - $0.70 x 239 PHLX AUCTION - OPENING Vega=$40k FITB=27.40 Ref
- >>9980 FITB Jan24 29.0 Calls $0.65 (CboeTheo=0.61) MID PHLX 12:41:02.835 IV=28.7% +0.5 BXO 39 x $0.60 - $0.70 x 239 PHLX AUCTION - OPENING Vega=$40k FITB=27.40 Ref
- SPLIT TICKET:
>>20000 FITB Jan24 29.0 Calls $0.65 (CboeTheo=0.61) MID [PHLX] 12:41:02.835 IV=28.7% +0.5 BXO 39 x $0.60 - $0.70 x 239 PHLX AUCTION - OPENING Vega=$80k FITB=27.40 Ref - >>Market Color MLCO - Bullish option flow detected in Melco Resorts (7.48 +0.22) with 9,817 calls trading (3x expected) and implied vol increasing almost 2 points to 56.54%. . The Put/Call Ratio is 0.02. Earnings are expected on 02/28. [MLCO 7.48 +0.22 Ref, IV=56.5% +1.8] #Bullish
- >>2500 JD Jan25 40.0 Calls $2.39 (CboeTheo=2.35) ASK PHLX 12:45:18.853 IV=43.2% +0.1 MIAX 47 x $2.30 - $2.39 x 79 NOM FLOOR Vega=$28k JD=28.52 Ref
- SWEEP DETECTED:
>>6179 PLTR Nov23 24th 22.0 Calls $0.29 (CboeTheo=0.28) ASK [MULTI] 12:46:59.448 IV=59.3% +5.6 C2 656 x $0.28 - $0.29 x 1095 EMLD 52WeekHigh Vega=$5144 PLTR=21.36 Ref - SWEEP DETECTED:
>>2000 UBER Jan24 70.0 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 12:47:23.800 IV=33.5% +0.2 EDGX 3 x $0.14 - $0.15 x 709 C2 ISO 52WeekHigh Vega=$4850 UBER=54.98 Ref - >>2500 AAP Dec23 1st 48.0 Puts $0.35 (CboeTheo=0.34) ASK BOX 12:50:49.831 IV=49.2% +1.7 EDGX 346 x $0.25 - $0.35 x 264 EDGX SPREAD/FLOOR Vega=$5286 AAP=52.30 Ref
- >>2500 AAP Jan24 42.5 Puts $0.79 (CboeTheo=0.84) ASK BOX 12:50:49.831 IV=51.4% +0.8 CBOE 425 x $0.70 - $0.80 x 297 CBOE SPREAD/FLOOR - OPENING Vega=$11k AAP=52.30 Ref
- >>2000 SBUX Jan24 110 Calls $0.82 (CboeTheo=0.81) MID PHLX 12:54:06.580 IV=15.0% +0.1 MPRL 10 x $0.81 - $0.83 x 96 EDGX SPREAD/CROSS/TIED Vega=$26k SBUX=103.92 Ref
- >>2000 SBUX Jan24 115 Calls $0.23 (CboeTheo=0.23) MID PHLX 12:54:06.580 IV=15.7% +0.7 C2 174 x $0.22 - $0.24 x 658 EMLD SPREAD/CROSS/TIED Vega=$13k SBUX=103.92 Ref
- >>Unusual Volume LUMN - 3x market weighted volume: 19.1k = 36.2k projected vs 12.0k adv, 75% puts, 3% of OI [LUMN 1.39 +0.04 Ref, IV=79.7% -0.6]
- SWEEP DETECTED:
>>2581 AAL Dec23 13.0 Calls $0.21 (CboeTheo=0.21) BID [MULTI] 12:56:40.571 IV=33.8% -0.2 GEMX 119 x $0.21 - $0.22 x 430 GEMX ISO Vega=$2974 AAL=12.35 Ref - SWEEP DETECTED:
>>2000 CCL Dec23 14.0 Puts $0.30 (CboeTheo=0.31) BID [MULTI] 12:58:14.285 IV=41.3% -3.2 EMLD 2617 x $0.30 - $0.31 x 29 NOM Vega=$2638 CCL=14.76 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1917 YPF Jan24 18.0 Calls $0.65 (CboeTheo=0.60) ASK [MULTI] 12:59:51.544 IV=66.1% -13.2 PHLX 354 x $0.55 - $0.65 x 134 PHLX ISO - OPENING
Delta=30%, EST. IMPACT = 57k Shares ($848k) To Buy YPF=14.93 Ref - >>3000 CPNG Dec23 16.5 Puts $0.56 (CboeTheo=0.58) Below Bid! PHLX 13:01:02.074 IV=28.6% BOX 25 x $0.57 - $0.59 x 29 C2 TIED/FLOOR - OPENING Vega=$5087 CPNG=16.30 Ref
- SWEEP DETECTED:
>>2038 PARA Dec23 17.5 Calls $0.07 (CboeTheo=0.08) ASK [MULTI] 13:01:16.705 IV=55.1% -6.1 EMLD 2946 x $0.06 - $0.07 x 635 EMLD Vega=$1157 PARA=14.12 Ref - SPLIT TICKET:
>>1997 SPXW Nov23 20th 4500 Puts $0.20 (CboeTheo=0.23) BID [CBOE] 13:02:15.944 IV=22.6% +16.3 CBOE 773 x $0.20 - $0.25 x 503 CBOE Vega=$11k SPX=4535.93 Fwd - SWEEP DETECTED:
>>2696 KVUE Dec23 1st 20.0 Calls $0.20 (CboeTheo=0.20) BID [MULTI] 13:04:13.590 IV=21.3% +3.2 CBOE 334 x $0.20 - $0.23 x 485 PHLX Vega=$3585 KVUE=19.75 Ref - SWEEP DETECTED:
>>3040 LYFT Dec23 1st 10.5 Calls $0.282 (CboeTheo=0.27) Above Ask! [MULTI] 13:04:53.071 IV=55.2% +4.0 CBOE 1797 x $0.25 - $0.28 x 261 EDGX OPENING Vega=$2117 LYFT=10.21 Ref - >>1000 VIX Jan24 17th 27.0 Calls $0.59 (CboeTheo=0.60) ASK CBOE 13:07:25.630 IV=112.9% +1.2 CBOE 6369 x $0.58 - $0.59 x 500 CBOE Vega=$1703 VIX=16.24 Fwd
- SWEEP DETECTED:
>>3557 LUMN Jun24 1.0 Puts $0.20 (CboeTheo=0.17) ASK [MULTI] 13:07:50.067 IV=106.4% +10.8 PHLX 1611 x $0.11 - $0.20 x 385 C2 Vega=$1058 LUMN=1.39 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 998 GGAL Dec23 14.0 Calls $1.845 (CboeTheo=1.97) Below Bid! [MULTI] 13:09:08.417 IV=60.3% -44.5 PHLX 208 x $1.85 - $2.00 x 64 BZX Pre-Earnings
Delta=76%, EST. IMPACT = 76k Shares ($1.17m) To Sell GGAL=15.47 Ref - >>2156 T Jan24 17.0 Calls $0.15 (CboeTheo=0.14) ASK PHLX 13:11:10.078 IV=17.9% +0.3 EDGX 15 x $0.14 - $0.15 x 3773 GEMX Vega=$4263 T=16.07 Ref
- SWEEP DETECTED:
>>10000 T Jan24 17.0 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 13:11:10.077 IV=17.9% +0.3 EDGX 15 x $0.14 - $0.15 x 3773 GEMX Vega=$20k T=16.07 Ref - >>2500 JD Jan25 40.0 Calls $2.42 (CboeTheo=2.36) ASK PHLX 13:11:28.930 IV=43.4% +0.3 BOX 37 x $2.31 - $2.42 x 32 PHLX FLOOR Vega=$28k JD=28.57 Ref
- >>2801 MSFT Nov23 24th 380 Calls $2.72 (CboeTheo=2.74) ASK ARCA 13:12:06.400 IV=22.2% +3.2 MPRL 33 x $2.71 - $2.72 x 2801 ARCA 52WeekHigh Vega=$44k MSFT=377.78 Ref
- SWEEP DETECTED:
>>2838 MSFT Nov23 24th 380 Calls $2.72 (CboeTheo=2.74) MID [MULTI] 13:12:06.400 IV=22.2% +3.2 MPRL 33 x $2.71 - $2.72 x 2801 ARCA 52WeekHigh Vega=$45k MSFT=377.78 Ref - SWEEP DETECTED:
>>2100 INTC Nov23 24th 45.0 Calls $0.41 (CboeTheo=0.41) BID [MULTI] 13:12:20.127 IV=33.2% +3.7 GEMX 532 x $0.41 - $0.42 x 1349 C2 52WeekHigh Vega=$3797 INTC=44.45 Ref - SWEEP DETECTED:
>>2092 INTC Nov23 24th 45.0 Calls $0.40 (CboeTheo=0.41) BID [MULTI] 13:12:23.219 IV=33.1% +3.6 C2 252 x $0.40 - $0.41 x 590 EMLD 52WeekHigh Vega=$3765 INTC=44.44 Ref - SWEEP DETECTED:
>>2585 C Jan24 55.0 Calls $0.12 (CboeTheo=0.13) BID [MULTI] 13:13:03.862 IV=27.3% +0.2 C2 412 x $0.12 - $0.13 x 599 C2 Vega=$5831 C=45.47 Ref - >>7156 C Jan24 50.0 Calls $0.54 (CboeTheo=0.55) BID PHLX 13:13:07.398 IV=24.9% +0.0 C2 261 x $0.54 - $0.55 x 320 C2 FLOOR Vega=$39k C=45.47 Ref
- SWEEP DETECTED:
>>2000 IOVA Dec23 4.0 Puts $0.15 (CboeTheo=0.13) ASK [MULTI] 13:14:43.963 IV=128.2% +24.0 PHLX 427 x $0.05 - $0.15 x 808 BOX OPENING Vega=$631 IOVA=5.42 Ref - >>Market Color TEVA - Bullish option flow detected in Teva (9.39 +0.34) with 9,273 calls trading (2x expected) and implied vol increasing almost 5 points to 36.96%. . The Put/Call Ratio is 0.21. Earnings are expected on 02/06. [TEVA 9.39 +0.34 Ref, IV=37.0% +4.5] #Bullish
- SWEEP DETECTED:
>>Bearish Delta Impact 1543 LPG Dec23 40.0 Puts $0.80 (CboeTheo=0.74) ASK [MULTI] 13:15:50.578 IV=45.3% +9.9 EDGX 200 x $0.70 - $0.80 x 151 PHLX ISO - OPENING 52WeekHigh
Delta=-25%, EST. IMPACT = 38k Shares ($1.65m) To Sell LPG=42.98 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 ARLP Jan24 20.0 Puts $0.20 (CboeTheo=0.28) BID [MULTI] 13:16:25.112 IV=23.2% -3.4 PHLX 532 x $0.20 - $0.35 x 167 CBOE OPENING
Delta=-18%, EST. IMPACT = 18k Shares ($384k) To Buy ARLP=21.55 Ref - SWEEP DETECTED:
>>2683 BA Jan24 165 Puts $0.20 (CboeTheo=0.20) Above Ask! [MULTI] 13:17:08.415 IV=35.0% +2.3 BZX 53 x $0.18 - $0.20 x 215 C2 Vega=$11k BA=218.37 Ref - >>5382 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK CBOE 13:17:36.280 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 7824 CBOE LATE Vega=$17k VIX=16.92 Fwd
- >>1465 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK CBOE 13:17:36.217 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 6312 CBOE LATE Vega=$4710 VIX=16.92 Fwd
- >>2200 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK CBOE 13:17:36.217 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 6312 CBOE LATE Vega=$7073 VIX=16.92 Fwd
- >>1830 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK CBOE 13:17:36.217 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 6312 CBOE LATE Vega=$5884 VIX=16.92 Fwd
- >>1465 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK CBOE 13:17:36.217 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 7403 CBOE LATE Vega=$4710 VIX=16.92 Fwd
- SPLIT TICKET:
>>13455 VIX Feb24 14th 19.0 Calls $1.81 (CboeTheo=1.79) ASK [CBOE] 13:17:36.217 IV=79.6% +1.1 CBOE 17k x $1.77 - $1.82 x 6312 CBOE LATE Vega=$43k VIX=16.92 Fwd - >>23309 MS Feb24 87.5 Calls $1.01 (CboeTheo=1.03) ASK PHLX 13:18:43.799 IV=21.4% -0.3 MPRL 269 x $0.97 - $1.03 x 101 MPRL AUCTION - OPENING Vega=$275k MS=79.81 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 25113 MS Feb24 87.5 Calls $1.011 (CboeTheo=1.06) Below Bid! [MULTI] 13:18:43.578 IV=21.4% -0.3 BXO 20 x $1.03 - $1.06 x 43 BOX OPENING
Delta=23%, EST. IMPACT = 580k Shares ($46.3m) To Sell MS=79.92 Ref - >>2000 FSR Dec23 5.0 Calls $0.04 (CboeTheo=0.03) ASK AMEX 13:18:49.981 IV=160.0% +7.3 EDGX 2402 x $0.01 - $0.04 x 15 EMLD SPREAD/CROSS SSR 52WeekLow Vega=$229 FSR=2.69 Ref
- >>2000 FSR Dec23 5.0 Puts $2.39 (CboeTheo=2.40) BID AMEX 13:18:49.981 IV=139.5% -13.2 ARCA 18 x $2.33 - $2.51 x 58 ARCA SPREAD/CROSS SSR 52WeekLow Vega=$158 FSR=2.69 Ref
- >>6000 C Jan24 50.0 Calls $0.54 (CboeTheo=0.54) ASK PHLX 13:21:18.916 IV=24.9% +0.0 C2 1101 x $0.53 - $0.54 x 109 MPRL LATE Vega=$33k C=45.45 Ref
- >>5000 FSR Dec23 6.0 Puts $3.34 (CboeTheo=3.39) ASK AMEX 13:21:53.150 AMEX 568 x $2.74 - $3.65 x 114 NOM SPREAD/FLOOR SSR 52WeekLow Vega=$0 FSR=2.67 Ref
- >>5000 FSR Dec23 6.0 Calls $0.01 (CboeTheo=0.02) BID AMEX 13:21:53.150 IV=151.4% -22.4 MPRL 9 x $0.01 - $0.02 x 1 ARCA SPREAD/FLOOR SSR 52WeekLow Vega=$229 FSR=2.67 Ref
- >>2000 MU Dec23 80.0 Calls $1.75 (CboeTheo=1.76) BID PHLX 13:22:33.880 IV=28.0% -0.4 MPRL 31 x $1.75 - $1.77 x 38 MPRL SPREAD/CROSS/TIED 52WeekHigh Vega=$16k MU=78.42 Ref
- >>9997 CCJ Dec23 29th 50.0 Calls $0.59 (CboeTheo=0.60) MID PHLX 13:23:19.005 IV=36.4% -0.8 MPRL 169 x $0.57 - $0.60 x 2 BZX AUCTION 52WeekHigh Vega=$42k CCJ=44.83 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 10000 CCJ Dec23 29th 50.0 Calls $0.59 (CboeTheo=0.57) ASK [MULTI] 13:23:18.880 IV=36.5% -0.8 EDGX 101 x $0.55 - $0.60 x 65 NOM 52WeekHigh
Delta=20%, EST. IMPACT = 204k Shares ($9.12m) To Buy CCJ=44.72 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 850 AOSL Dec23 25.0 Calls $0.15 (CboeTheo=0.21) BID [MULTI] 13:24:13.804 IV=34.5% -6.4 BOX 511 x $0.15 - $0.20 x 5 ISE OPENING
Delta=15%, EST. IMPACT = 13k Shares ($287k) To Sell AOSL=22.59 Ref - >>Unusual Volume JOBY - 3x market weighted volume: 5800 = 9901 projected vs 3000 adv, 96% calls, 5% of OI [JOBY 6.24 +0.10 Ref, IV=63.7% -2.7]
- SWEEP DETECTED:
>>Bearish Delta Impact 660 BIVI Dec23 2.5 Calls $2.50 (CboeTheo=2.72) BID [MULTI] 13:27:45.666 IV=372.2% -67.7 PHLX 182 x $2.50 - $2.70 x 20 PHLX
Delta=85%, EST. IMPACT = 56k Shares ($261k) To Sell BIVI=4.67 Ref - >>2500 CRH Dec23 60.0 Calls $1.45 (CboeTheo=1.31) ASK BOX 13:27:51.147 IV=26.9% +2.9 PHLX 204 x $0.95 - $1.50 x 209 PHLX FLOOR - OPENING Vega=$15k CRH=59.26 Ref
- SWEEP DETECTED:
>>2500 CPNG Dec23 16.5 Calls $0.50 (CboeTheo=0.50) BID [MULTI] 13:29:33.250 IV=29.1% PHLX 643 x $0.50 - $0.52 x 35 C2 OPENING Vega=$4299 CPNG=16.43 Ref - >>2900 DLR Apr24 120 Puts $4.40 (CboeTheo=4.29) ASK ARCA 13:30:16.087 IV=31.7% +0.0 PHLX 162 x $4.10 - $4.50 x 164 CBOE FLOOR - OPENING Vega=$78k DLR=134.81 Ref
- >>4300 KVUE Dec23 19.5 Puts $0.48 (CboeTheo=0.45) ASK ARCA 13:30:35.675 IV=29.4% MIAX 40 x $0.44 - $0.50 x 1054 PHLX FLOOR - OPENING Vega=$8668 KVUE=19.70 Ref
- SWEEP DETECTED:
>>5004 GOOG Dec23 128 Puts $0.40 (CboeTheo=0.39) ASK [MULTI] 13:31:03.616 IV=24.3% C2 319 x $0.39 - $0.40 x 968 EMLD AUCTION - OPENING Vega=$32k GOOG=138.34 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1490 TDS Dec23 17.5 Puts $0.45 (CboeTheo=0.51) BID [MULTI] 13:31:38.947 IV=64.2% -9.5 PHLX 413 x $0.45 - $0.60 x 69 EDGX
Delta=-22%, EST. IMPACT = 33k Shares ($648k) To Buy TDS=19.76 Ref - SWEEP DETECTED:
>>2408 SOFI Dec23 6.0 Puts $0.17 (CboeTheo=0.17) ASK [MULTI] 13:32:38.622 IV=68.0% +0.1 EMLD 4490 x $0.16 - $0.17 x 838 C2 ISO Vega=$1279 SOFI=6.74 Ref - >>2000 TSLA Jan25 190 Puts $23.40 (CboeTheo=23.22) ASK PHLX 13:33:38.696 IV=52.2% -0.1 EDGX 393 x $23.20 - $23.40 x 304 CBOE SPREAD/CROSS/TIED Vega=$153k TSLA=233.98 Ref
- >>2000 TSLA Jun24 230 Puts $28.85 (CboeTheo=28.90) BID PHLX 13:33:38.696 IV=48.6% -0.4 CBOE 35 x $28.85 - $29.00 x 228 AMEX SPREAD/CROSS/TIED Vega=$136k TSLA=233.98 Ref
- >>1388 SPXW Nov23 28th 4380 Puts $1.25 (CboeTheo=1.24) MID CBOE 13:34:39.751 IV=14.0% +2.1 CBOE 543 x $1.20 - $1.30 x 325 CBOE FLOOR - OPENING Vega=$78k SPX=4549.79 Fwd
- SPLIT TICKET:
>>3388 SPXW Nov23 28th 4380 Puts $1.25 (CboeTheo=1.24) MID [CBOE] 13:34:39.751 IV=14.0% +2.1 CBOE 543 x $1.20 - $1.30 x 325 CBOE FLOOR - OPENING Vega=$191k SPX=4549.79 Fwd - SWEEP DETECTED:
>>2688 LUMN Jun24 0.5 Puts $0.074 (CboeTheo=0.06) MID [MULTI] 13:35:53.886 IV=139.3% +18.5 ARCA 6 x $0.07 - $0.08 x 425 AMEX OPENING Vega=$364 LUMN=1.38 Ref - SWEEP DETECTED:
>>5000 LUMN Jun24 0.5 Puts $0.08 (CboeTheo=0.06) ASK [MULTI] 13:36:01.902 IV=147.1% +26.3 PHLX 1446 x $0.01 - $0.08 x 1840 PHLX OPENING Vega=$697 LUMN=1.39 Ref - SWEEP DETECTED:
>>2047 LUMN Jun24 0.5 Puts $0.08 (CboeTheo=0.06) ASK [MULTI] 13:36:27.207 IV=147.1% +26.3 PHLX 200 x $0.01 - $0.08 x 156 CBOE OPENING Vega=$285 LUMN=1.39 Ref - >>29212 VIX Jan24 17th 12.5 Puts $0.12 (CboeTheo=0.12) MID CBOE 13:37:26.968 IV=49.5% +0.0 CBOE 2177 x $0.11 - $0.13 x 10k CBOE AUCTION - OPENING Vega=$28k VIX=16.23 Fwd
- SPLIT TICKET:
>>30000 VIX Jan24 17th 12.5 Puts $0.12 (CboeTheo=0.12) MID [CBOE] 13:37:26.968 IV=49.5% +0.0 CBOE 2177 x $0.11 - $0.13 x 10k CBOE AUCTION - OPENING Vega=$28k VIX=16.23 Fwd - >>2500 BABA Dec23 80.0 Puts $3.40 (CboeTheo=3.43) MID AMEX 13:37:41.062 IV=32.1% -0.3 EDGX 489 x $3.35 - $3.45 x 39 EMLD SPREAD/FLOOR Vega=$20k BABA=78.33 Ref
- >>2500 BABA Dec23 80.0 Calls $2.10 (CboeTheo=2.08) MID AMEX 13:37:41.062 IV=32.7% -0.7 BZX 1 x $2.08 - $2.11 x 70 EDGX SPREAD/FLOOR Vega=$20k BABA=78.33 Ref
- >>2495 CIFR Dec23 3.0 Calls $0.10 (CboeTheo=0.12) MID PHLX 13:38:05.831 IV=97.0% -11.3 PHLX 3623 x $0.05 - $0.15 x 117 EDGX Vega=$559 CIFR=2.54 Ref
- >>2985 EDR Dec23 25.0 Calls $0.60 (CboeTheo=0.57) ASK BOX 13:38:38.084 IV=27.0% -0.3 ARCA 12 x $0.55 - $0.60 x 468 BZX SPREAD/FLOOR Vega=$7690 EDR=24.70 Ref
- >>2985 EDR Mar24 27.0 Calls $0.60 (CboeTheo=0.94) BID BOX 13:38:38.084 IV=22.4% -6.8 AMEX 244 x $0.50 - $1.10 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$15k EDR=24.70 Ref
- SWEEP DETECTED:
>>4750 JOBY Dec23 7.0 Calls $0.15 (CboeTheo=0.19) BID [MULTI] 13:42:19.437 IV=60.2% -9.5 EMLD 1058 x $0.15 - $0.20 x 357 EMLD OPENING Vega=$2582 JOBY=6.25 Ref - >>10000 GOEV Jan25 1.0 Calls $0.09 (CboeTheo=0.12) BID ARCA 13:43:55.803 IV=149.2% -43.8 NOM 10 x $0.08 - $0.12 x 244 ARCA FLOOR Vega=$1263 GOEV=0.37 Ref
- >>Market Color TSEM - Bullish option flow detected in Tower Semiconductor (27.93 +0.68) with 7,186 calls trading (4x expected) and implied vol increasing over 1 point to 33.68%. . The Put/Call Ratio is 0.12. Earnings are expected on 02/14. [TSEM 27.93 +0.68 Ref, IV=33.7% +1.1] #Bullish
- SWEEP DETECTED:
>>5004 F Nov23 24th 11.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 13:45:56.388 IV=34.8% -3.1 EMLD 3786 x $0.01 - $0.02 x 2443 MIAX Vega=$693 F=10.38 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 BIG Jan24 5.0 Calls $0.40 (CboeTheo=0.44) BID [MULTI] 13:47:21.353 IV=95.7% -8.0 EDGX 1310 x $0.40 - $0.45 x 2 ISE
Delta=42%, EST. IMPACT = 42k Shares ($176k) To Sell BIG=4.22 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 3862 YPF Jan24 18.0 Calls $0.70 (CboeTheo=0.62) ASK [MULTI] 13:47:45.104 IV=69.9% -9.4 AMEX 4 x $0.65 - $0.70 x 798 PHLX ISO - OPENING
Delta=30%, EST. IMPACT = 117k Shares ($1.74m) To Buy YPF=14.80 Ref - SWEEP DETECTED:
>>3719 PLTR Feb24 20.0 Puts $1.69 (CboeTheo=1.68) ASK [MULTI] 13:49:13.194 IV=61.1% +0.5 EMLD 701 x $1.67 - $1.69 x 1035 EDGX 52WeekHigh Vega=$14k PLTR=21.48 Ref - SWEEP DETECTED:
>>2500 NIO Jun24 5.0 Puts $0.39 (CboeTheo=0.37) ASK [MULTI] 13:51:49.110 IV=75.3% +1.7 EMLD 603 x $0.36 - $0.39 x 3410 EMLD Vega=$3209 NIO=7.86 Ref - >>2149 FSR Nov23 24th 2.0 Calls $0.54 (CboeTheo=0.59) BID BOX 13:52:13.419 EDGX 703 x $0.49 - $0.70 x 1 GEMX AUCTION - OPENING SSR 52WeekLow Vega=$0 FSR=2.58 Ref
- >>2149 FSR Nov23 24th 2.0 Calls $0.54 (CboeTheo=0.59) BID BOX 13:52:13.419 EDGX 703 x $0.49 - $0.70 x 1 GEMX AUCTION - OPENING SSR 52WeekLow Vega=$0 FSR=2.58 Ref
- SPLIT TICKET:
>>4298 FSR Nov23 24th 2.0 Calls $0.54 (CboeTheo=0.59) BID [BOX] 13:52:13.419 EDGX 703 x $0.49 - $0.70 x 1 GEMX AUCTION - OPENING SSR 52WeekLow Vega=$0 FSR=2.58 Ref - SWEEP DETECTED:
>>2121 GPS Dec23 17.5 Puts $0.36 (CboeTheo=0.34) ASK [MULTI] 13:52:37.273 IV=41.9% EDGX 731 x $0.33 - $0.36 x 642 ARCA OPENING 52WeekHigh Vega=$3437 GPS=18.54 Ref - SPLIT TICKET:
>>3000 FSR Nov23 24th 2.0 Calls $0.55 (CboeTheo=0.57) BID [BOX] 13:52:37.962 AMEX 1312 x $0.55 - $0.69 x 24 MPRL AUCTION - OPENING SSR 52WeekLow Vega=$0 FSR=2.56 Ref - SWEEP DETECTED:
>>2000 FSR Nov23 24th 2.0 Puts $0.05 (CboeTheo=0.03) MID [MULTI] 13:54:47.894 IV=231.3% +88.6 MIAX 839 x $0.05 - $0.05 x 199 BZX OPENING SSR 52WeekLow Vega=$120 FSR=2.54 Ref - >>Unusual Volume TGTX - 3x market weighted volume: 13.3k = 21.1k projected vs 6742 adv, 54% calls, 10% of OI [TGTX 12.78 +0.70 Ref, IV=84.0% +5.6]
- SWEEP DETECTED:
>>2000 FSR Dec23 1st 3.0 Calls $0.09 (CboeTheo=0.09) BID [MULTI] 13:56:53.070 IV=142.6% +13.5 GEMX 197 x $0.09 - $0.12 x 15 ISE ISO - OPENING SSR 52WeekLow Vega=$288 FSR=2.52 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 999 GGAL Dec23 15.0 Calls $0.896 (CboeTheo=0.99) BID [MULTI] 13:59:55.028 IV=56.9% -48.4 CBOE 11 x $0.85 - $1.05 x 253 PHLX Pre-Earnings
Delta=53%, EST. IMPACT = 53k Shares ($798k) To Sell GGAL=14.99 Ref - SWEEP DETECTED:
>>2000 AAL Dec23 13.0 Calls $0.229 (CboeTheo=0.22) Above Ask! [MULTI] 14:00:19.806 IV=33.3% -0.7 EDGX 2173 x $0.21 - $0.22 x 1 NOM Vega=$2351 AAL=12.39 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1004 GGAL Dec23 14.0 Calls $1.40 (CboeTheo=1.55) BID [MULTI] 14:01:04.956 IV=54.9% -49.9 ISE 10 x $1.40 - $1.60 x 62 PHLX Pre-Earnings
Delta=70%, EST. IMPACT = 71k Shares ($1.05m) To Sell GGAL=14.94 Ref - >>2000 DV Mar24 35.0 Calls $1.55 (CboeTheo=1.56) BID ARCA 14:02:59.767 IV=34.6% -0.7 MIAX 73 x $1.50 - $1.65 x 40 BZX CROSS - OPENING Vega=$14k DV=31.93 Ref
- >>2000 AMZN Nov23 24th 150 Calls $0.24 (CboeTheo=0.25) BID MRX 14:05:44.401 IV=22.4% +0.0 C2 1700 x $0.24 - $0.25 x 198 C2 AUCTION Vega=$6997 AMZN=145.99 Ref
- SWEEP DETECTED:
>>2000 AMZN Nov23 24th 150 Calls $0.23 (CboeTheo=0.24) BID [MULTI] 14:06:36.253 IV=22.4% -0.1 C2 1347 x $0.23 - $0.24 x 947 C2 ISO Vega=$6853 AMZN=145.94 Ref - >>10000 VIX May24 22nd 65.0 Calls $0.47 (CboeTheo=0.46) MID CBOE 14:07:05.617 IV=107.1% +1.6 CBOE 13k x $0.44 - $0.49 x 7931 CBOE FLOOR Vega=$22k VIX=18.27 Fwd
- >>5000 C Nov23 24th 45.0 Calls $0.79 (CboeTheo=0.81) BID ARCA 14:08:08.354 IV=20.0% -0.1 EDGX 366 x $0.79 - $0.83 x 608 C2 CROSS Vega=$7711 C=45.60 Ref
- SWEEP DETECTED:
>>8549 AAPL Nov23 24th 195 Calls $0.234 (CboeTheo=0.26) Below Bid! [MULTI] 14:09:01.810 IV=14.7% -0.2 EMLD 895 x $0.24 - $0.25 x 102 MPRL Vega=$43k AAPL=191.75 Ref - >>2000 X Dec23 33.0 Puts $0.79 (CboeTheo=0.81) ASK BOX 14:11:23.254 IV=39.8% -2.4 ARCA 6 x $0.75 - $0.80 x 3 ARCA CROSS Vega=$6458 X=34.35 Ref
- >>2499 TGTX Jan24 10.0 Puts $0.71 (CboeTheo=0.71) ASK ISE 14:11:35.832 IV=98.5% +4.8 ISE 433 x $0.65 - $0.75 x 169 PHLX COB - OPENING Vega=$3661 TGTX=12.78 Ref
- >>2499 TGTX Jan24 12.0 Puts $1.43 (CboeTheo=1.45) BID ISE 14:11:35.832 IV=92.3% +2.4 ISE 309 x $1.40 - $1.50 x 1 BXO COB - OPENING Vega=$4817 TGTX=12.78 Ref
- >>Unusual Volume VALE - 3x market weighted volume: 161.0k = 245.6k projected vs 64.1k adv, 87% calls, 7% of OI [VALE 15.71 +0.56 Ref, IV=30.7% +1.9]
- >>2275 AMZN Jan24 142.5 Calls $8.50 (CboeTheo=8.45) ASK PHLX 14:13:10.316 IV=25.6% -0.3 CBOE 295 x $8.40 - $8.50 x 406 ISE SPREAD/CROSS/TIED Vega=$50k AMZN=145.65 Ref
- >>2275 AMZN Feb24 150 Calls $7.60 (CboeTheo=7.61) BID PHLX 14:13:10.316 IV=29.9% -0.2 EDGX 125 x $7.60 - $7.65 x 301 C2 SPREAD/CROSS/TIED Vega=$65k AMZN=145.65 Ref
- >>2000 INTC Dec23 8th 45.0 Calls $1.13 (CboeTheo=1.11) MID NOM 14:14:21.196 IV=30.5% +1.5 MPRL 36 x $1.11 - $1.14 x 656 C2 52WeekHigh Vega=$7942 INTC=44.70 Ref
- SWEEP DETECTED:
>>3000 F Nov23 24th 10.5 Calls $0.07 (CboeTheo=0.06) BID [MULTI] 14:14:26.473 IV=26.8% -0.3 C2 1402 x $0.07 - $0.08 x 5370 C2 ISO Vega=$1233 F=10.38 Ref - >>Market Color ZIM - Bullish option flow detected in ZIM Integrated Shipping Services (7.13 -0.49) with 5,365 calls trading (1.0x expected) and implied vol increasing over 3 points to 60.47%. . The Put/Call Ratio is 0.54. Earnings are expected on 03/12.ZIM 7.13 -0.49 Ref, IV=60.5% +3.3] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 1016 MDRX Mar24 12.5 Puts $1.101 (CboeTheo=1.14) BID [MULTI] 14:16:11.165 IV=43.1% -1.6 MPRL 1043 x $1.10 - $1.25 x 194 PHLX
Delta=-43%, EST. IMPACT = 44k Shares ($548k) To Buy MDRX=12.49 Ref - SWEEP DETECTED:
>>2500 INTC Nov23 24th 46.0 Calls $0.24 (CboeTheo=0.23) ASK [MULTI] 14:16:40.224 IV=35.8% +4.4 BXO 13 x $0.23 - $0.24 x 835 C2 52WeekHigh Vega=$3743 INTC=44.73 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 567 CSWC Mar24 22.5 Puts $1.75 (CboeTheo=1.80) BID [MULTI] 14:17:48.414 IV=24.5% -1.6 MPRL 138 x $1.75 - $1.85 x 1 BZX
Delta=-60%, EST. IMPACT = 34k Shares ($761k) To Buy CSWC=22.31 Ref - >>2400 NOVA Jan24 10.0 Puts $1.06 (CboeTheo=1.11) BID ARCA 14:21:07.496 IV=91.7% -4.9 AMEX 245 x $1.05 - $1.15 x 104 AMEX SPREAD/FLOOR Vega=$3840 NOVA=11.04 Ref
- >>2400 NOVA Jan24 14.0 Calls $0.61 (CboeTheo=0.65) BID ARCA 14:21:07.496 IV=83.6% -3.7 EMLD 299 x $0.60 - $0.70 x 115 EDGX SPREAD/FLOOR - OPENING Vega=$3756 NOVA=11.04 Ref
- SPLIT TICKET:
>>1100 SPXW Dec23 29th 4600 Calls $48.55 (CboeTheo=48.96) Below Bid! [CBOE] 14:21:10.849 IV=10.6% +0.1 CBOE 51 x $48.60 - $49.00 x 61 CBOE LATE Vega=$642k SPX=4568.23 Fwd - >>2000 WFC May24 45.0 Calls $2.26 (CboeTheo=2.27) BID ARCA 14:21:21.772 IV=24.4% -0.2 BOX 14 x $2.25 - $2.31 x 61 EDGX CROSS - OPENING Vega=$23k WFC=42.80 Ref
- >>2937 PARA Jan24 15.0 Calls $0.76 (CboeTheo=0.72) MID ARCA 14:21:49.407 IV=47.4% +2.0 C2 645 x $0.74 - $0.77 x 66 NOM FLOOR Vega=$6587 PARA=14.13 Ref
- >>2500 INTC Jan24 30.0 Calls $15.09 (CboeTheo=15.12) BID PHLX 14:23:15.541 IV=41.2% -4.6 CBOE 161 x $15.05 - $15.15 x 69 MIAX COB/AUCTION 52WeekHigh Vega=$767 INTC=44.78 Ref
- >>2000 INTC Jan24 40.0 Calls $5.69 (CboeTheo=5.68) BID PHLX 14:23:15.541 IV=32.4% +0.3 EDGX 249 x $5.65 - $5.75 x 474 CBOE COB/AUCTION 52WeekHigh Vega=$8919 INTC=44.78 Ref
- >>2000 INTC Jan24 22.5 Puts $0.03 (CboeTheo=0.02) MID PHLX 14:23:15.541 IV=73.6% +7.5 EMLD 9 x $0.02 - $0.04 x 499 CBOE COB/AUCTION 52WeekHigh Vega=$677 INTC=44.78 Ref
- >>4500 INTC Jan24 37.5 Calls $7.86 (CboeTheo=7.88) ASK PHLX 14:23:15.541 IV=33.5% +0.9 CBOE 336 x $7.80 - $7.90 x 1 EMLD COB/AUCTION 52WeekHigh Vega=$12k INTC=44.78 Ref
- >>2000 INTC Jan24 47.5 Calls $1.27 (CboeTheo=1.26) ASK PHLX 14:23:15.541 IV=29.9% +0.9 C2 500 x $1.26 - $1.27 x 177 C2 COB/AUCTION 52WeekHigh Vega=$14k INTC=44.78 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 3029 TUP Dec23 8th 2.0 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 14:23:21.252 IV=122.4% -3.5 AMEX 1611 x $0.10 - $0.15 x 211 PHLX OPENING
Delta=36%, EST. IMPACT = 108k Shares ($191k) To Sell TUP=1.77 Ref - SPLIT TICKET:
>>2750 RUTW Nov23 22nd 1755 Puts $0.74 (CboeTheo=0.76) BID [CBOE] 14:23:31.448 IV=24.1% +5.3 CBOE 192 x $0.70 - $0.85 x 281 C2 LATE - OPENING Vega=$43k RUT=1806.75 Fwd - SPLIT TICKET:
>>2550 RUTW Nov23 22nd 1760 Puts $1.09 (CboeTheo=1.00) ASK [CBOE] 14:23:31.448 IV=24.2% +5.9 CBOE 72 x $0.95 - $1.10 x 268 CBOE LATE - OPENING Vega=$51k RUT=1806.75 Fwd - >>2500 BABA Dec23 80.0 Calls $2.05 (CboeTheo=2.07) BID AMEX 14:24:08.164 IV=32.1% -1.3 EMLD 230 x $2.05 - $2.10 x 88 EDGX SPREAD/CROSS Vega=$20k BABA=78.33 Ref
- >>2500 BABA Dec23 80.0 Puts $3.42 (CboeTheo=3.42) ASK AMEX 14:24:08.164 IV=32.4% -0.1 EMLD 653 x $3.35 - $3.45 x 171 EDGX SPREAD/CROSS Vega=$20k BABA=78.33 Ref
- >>2000 FCX Dec23 1st 34.0 Puts $0.07 (CboeTheo=0.08) BID MRX 14:25:24.525 IV=31.6% +0.8 EMLD 1024 x $0.07 - $0.09 x 1154 C2 AUCTION - OPENING Vega=$1884 FCX=36.66 Ref
- >>2400 VIX Dec23 20th 75.0 Calls $0.03 (CboeTheo=0.03) MID CBOE 14:26:37.909 IV=221.3% +9.1 CBOE 12k x $0.01 - $0.04 x 31k CBOE Vega=$305 VIX=14.67 Fwd
- SWEEP DETECTED:
>>2233 AAPL Nov23 24th 185 Puts $0.09 (CboeTheo=0.10) ASK [MULTI] 14:26:54.398 IV=20.4% +3.3 C2 1625 x $0.08 - $0.09 x 696 C2 Vega=$5099 AAPL=191.42 Ref - >>2020 CRNT Mar24 2.5 Calls $0.05 (CboeTheo=0.05) BID PHLX 14:27:53.549 IV=32.0% -1.8 EMLD 196 x $0.05 - $0.10 x 236 CBOE SPREAD/FLOOR Vega=$763 CRNT=1.84 Ref
- >>115000 VALE Jan24 17.0 Calls $0.22 (CboeTheo=0.22) ASK AMEX 14:28:07.553 IV=30.0% -0.7 ARCA 1135 x $0.20 - $0.22 x 100 PHLX SPREAD/CROSS Vega=$212k VALE=15.71 Ref
- >>115000 VALE Jan24 17.0 Puts $1.83 (CboeTheo=1.89) BID AMEX 14:28:07.553 IV=26.1% -4.6 PHLX 446 x $1.63 - $2.14 x 788 PHLX SPREAD/CROSS Vega=$161k VALE=15.71 Ref
- >>12000 VALE Jan24 17.0 Calls $0.22 (CboeTheo=0.22) ASK AMEX 14:28:28.833 IV=29.9% -0.8 ARCA 1135 x $0.20 - $0.22 x 8 ARCA SPREAD/CROSS Vega=$22k VALE=15.71 Ref
- >>12000 VALE Jan24 17.0 Puts $1.83 (CboeTheo=1.88) BID AMEX 14:28:28.833 IV=26.7% -4.0 PHLX 446 x $1.63 - $2.14 x 788 PHLX SPREAD/CROSS Vega=$18k VALE=15.71 Ref
- SWEEP DETECTED:
>>2499 GOEV Jan25 1.0 Calls $0.09 (CboeTheo=0.10) BID [MULTI] 14:29:11.883 IV=163.1% -29.9 C2 14k x $0.09 - $0.10 x 983 EMLD Vega=$286 GOEV=0.36 Ref - >>2000 T Jan25 22.0 Calls $0.15 (CboeTheo=0.17) BID BOX 14:30:12.534 IV=21.4% -0.9 PHLX 1525 x $0.15 - $0.20 x 72 BZX AUCTION Vega=$6020 T=16.11 Ref
- >>2453 T Jan25 22.0 Calls $0.15 (CboeTheo=0.17) BID BOX 14:30:12.534 IV=21.4% -0.9 PHLX 1525 x $0.15 - $0.20 x 72 BZX AUCTION Vega=$7384 T=16.11 Ref
- SPLIT TICKET:
>>5000 T Jan25 22.0 Calls $0.15 (CboeTheo=0.17) BID [BOX] 14:30:12.534 IV=21.4% -0.9 PHLX 1525 x $0.15 - $0.20 x 72 BZX AUCTION Vega=$15k T=16.11 Ref - >>2500 C Jan25 47.5 Puts $5.68 (CboeTheo=5.68) ASK ARCA 14:30:47.269 IV=26.5% -0.1 C2 247 x $5.60 - $5.70 x 100 C2 CROSS Vega=$46k C=45.62 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 BMTX Dec23 2.5 Calls $0.40 (CboeTheo=0.34) ASK [MULTI] 14:31:37.730 IV=135.9% +58.8 MRX 0 x $0.00 - $0.40 x 405 CBOE ISO Pre-Earnings
Delta=64%, EST. IMPACT = 32k Shares ($78k) To Buy BMTX=2.46 Ref - SWEEP DETECTED:
>>2496 NVDA Dec23 510 Calls $24.263 (CboeTheo=24.70) Below Bid! [MULTI] 14:32:42.407 IV=50.3% +1.4 BOX 174 x $24.60 - $24.80 x 179 EMLD 52WeekHigh Vega=$132k NVDA=503.96 Ref - SPLIT TICKET:
>>1000 VIX May24 22nd 18.0 Calls $3.15 (CboeTheo=3.12) BID [CBOE] 14:32:56.702 IV=61.5% +1.4 CBOE 777 x $3.15 - $3.20 x 9383 CBOE OPENING Vega=$4861 VIX=18.22 Fwd - SWEEP DETECTED:
>>2089 META Nov23 24th 330 Calls $10.442 (CboeTheo=10.47) Below Bid! [MULTI] 14:33:01.217 IV=24.5% +1.6 MPRL 967 x $10.45 - $10.55 x 61 EDGX 52WeekHigh Vega=$16k META=339.59 Ref - >>2000 GOLD Jan25 15.0 Puts $1.46 (CboeTheo=1.48) BID PHLX 14:33:14.470 IV=31.6% -0.5 BOX 19 x $1.45 - $1.49 x 2 ARCA SPREAD/CROSS/TIED Vega=$12k GOLD=15.80 Ref
- >>2000 GOLD Jan24 13.0 Puts $0.08 (CboeTheo=0.07) ASK PHLX 14:33:14.470 IV=35.7% +2.3 C2 289 x $0.06 - $0.08 x 1209 EMLD SPREAD/CROSS/TIED Vega=$1842 GOLD=15.80 Ref
- >>2500 DOCN Feb24 25.0 Puts $1.40 (CboeTheo=1.36) ASK PHLX 14:33:54.019 IV=57.6% +0.3 MIAX 48 x $1.30 - $1.40 x 33 C2 SPREAD/CROSS/TIED - OPENING Vega=$11k DOCN=28.71 Ref
- >>5000 KSS Nov23 24th 27.0 Puts $2.68 (CboeTheo=2.69) MID ARCA 14:33:54.912 IV=145.0% +33.1 MPRL 6 x $2.66 - $2.69 x 6 MPRL CROSS - OPENING Pre-Earnings Vega=$4929 KSS=25.14 Ref
- >>1105 VIX Jan24 17th 22.0 Calls $0.89 (CboeTheo=0.91) BID CBOE 14:35:13.211 IV=97.7% +1.1 CBOE 1225 x $0.89 - $0.93 x 17k CBOE Vega=$2379 VIX=16.22 Fwd
- SPLIT TICKET:
>>3480 VIX Jan24 17th 22.0 Calls $0.89 (CboeTheo=0.91) BID [CBOE] 14:35:13.211 IV=97.7% +1.1 CBOE 1225 x $0.89 - $0.93 x 17k CBOE Vega=$7491 VIX=16.22 Fwd - >>1393 VIX Dec23 20th 14.0 Puts $0.72 (CboeTheo=0.74) MID CBOE 14:36:33.669 IV=62.8% +1.2 CBOE 11k x $0.71 - $0.73 x 11 CBOE Vega=$2181 VIX=14.67 Fwd
- >>3904 XOM Mar24 120 Calls $1.17 (CboeTheo=1.17) MID AMEX 14:37:44.580 IV=22.3% -0.1 C2 108 x $1.16 - $1.18 x 414 BOX FLOOR - OPENING Vega=$60k XOM=104.81 Ref
- SWEEP DETECTED:
>>2034 BSX Dec23 54.5 Calls $1.10 (CboeTheo=1.13) BID [MULTI] 14:38:16.030 IV=17.3% AMEX 130 x $1.10 - $1.15 x 29 BOX ISO - OPENING Vega=$12k BSX=54.51 Ref - >>2800 WMT Jan24 165 Calls $0.68 (CboeTheo=0.70) BID AMEX 14:38:34.842 IV=12.7% -1.8 C2 395 x $0.68 - $0.69 x 2 NOM FLOOR Vega=$45k WMT=155.68 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1500 YPF Jan24 15.0 Puts $1.50 (CboeTheo=1.52) BID [MULTI] 14:39:35.373 IV=66.4% -6.1 NOM 74 x $1.50 - $1.55 x 24 MPRL
Delta=-43%, EST. IMPACT = 64k Shares ($967k) To Buy YPF=15.10 Ref - >>5000 UBER Dec23 1st 50.0 Puts $0.10 (CboeTheo=0.12) BID PHLX 14:41:25.543 IV=38.1% +2.8 CBOE 240 x $0.10 - $0.13 x 87 MPRL SPREAD/CROSS/TIED - OPENING 52WeekHigh Vega=$6027 UBER=55.16 Ref
- >>5000 UBER Dec23 1st 56.0 Puts $1.70 (CboeTheo=1.69) ASK PHLX 14:41:25.543 IV=33.4% +1.5 C2 123 x $1.65 - $1.70 x 15 MPRL SPREAD/CROSS/TIED - OPENING 52WeekHigh Vega=$19k UBER=55.16 Ref
- SPLIT TICKET:
>>1000 SPXW Nov23 20th 4500 Puts $0.10 (CboeTheo=0.03) ASK [CBOE] 14:41:46.517 IV=40.1% +33.8 CBOE 2 x $0.05 - $0.10 x 2051 CBOE Vega=$1968 SPX=4549.17 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 4340 YPF Jan24 20.0 Calls $0.438 (CboeTheo=0.45) ASK [MULTI] 14:44:34.309 IV=70.7% -12.7 EDGX 320 x $0.40 - $0.45 x 191 C2 ISO
Delta=21%, EST. IMPACT = 92k Shares ($1.39m) To Buy YPF=15.11 Ref - >>Market Color MANU - Bullish option flow detected in Manchester United (19.42 -0.46) with 6,027 calls trading (1.9x expected) and implied vol increasing almost 20 points to 95.55%. . The Put/Call Ratio is 0.45. Earnings are expected on 11/21. [MANU 19.42 -0.46 Ref, IV=95.6% +20.0] #Bullish
- SWEEP DETECTED:
>>2793 GOEV Jan25 1.0 Calls $0.09 (CboeTheo=0.10) MID [MULTI] 14:45:10.118 IV=163.5% -29.5 C2 2000 x $0.08 - $0.10 x 983 EMLD ISO Vega=$318 GOEV=0.36 Ref - SWEEP DETECTED:
>>2248 AZN Dec23 64.0 Calls $1.184 (CboeTheo=1.24) Below Bid! [MULTI] 14:46:10.734 IV=18.4% AMEX 48 x $1.23 - $1.26 x 24 BOX ISO - OPENING Vega=$15k AZN=63.67 Ref - >>2250 SAVE Dec23 10.0 Puts $0.73 (CboeTheo=0.87) BID PHLX 14:46:38.239 IV=155.7% -3.3 EDGX 10 x $0.72 - $0.90 x 21 BZX SPREAD/FLOOR Vega=$2141 SAVE=12.95 Ref
- >>2250 SAVE Jan24 10.0 Puts $2.68 (CboeTheo=2.52) ASK PHLX 14:46:38.239 IV=222.2% +3.6 NOM 2 x $2.48 - $2.68 x 2 ARCA SPREAD/FLOOR Vega=$3556 SAVE=12.95 Ref
- >>2413 CVNA Nov23 24th 30.0 Calls $3.20 (CboeTheo=3.22) ASK ARCA 14:46:59.663 IV=87.0% +4.5 CBOE 96 x $3.10 - $3.20 x 2413 ARCA OPENING Vega=$1894 CVNA=32.95 Ref
- SWEEP DETECTED:
>>5422 VFC Jan24 17.5 Calls $1.05 (CboeTheo=1.01) BID [MULTI] 14:50:37.435 IV=43.1% -1.3 PHLX 842 x $1.05 - $1.15 x 60 NOM Vega=$15k VFC=17.14 Ref - >>4997 BSX Dec23 22nd 57.0 Calls $0.27 (CboeTheo=0.30) BID PHLX 14:50:40.364 IV=15.6% -1.5 MRX 95 x $0.25 - $0.35 x 99 MRX AUCTION Vega=$23k BSX=54.46 Ref
- SPLIT TICKET:
>>4999 BSX Dec23 22nd 57.0 Calls $0.27 (CboeTheo=0.30) BID [PHLX] 14:50:40.364 IV=15.8% -1.3 MRX 95 x $0.25 - $0.35 x 99 MRX AUCTION Vega=$23k BSX=54.46 Ref - SWEEP DETECTED:
>>3865 PLTR Nov23 24th 20.0 Puts $0.09 (CboeTheo=0.09) ASK [MULTI] 14:52:47.237 IV=62.4% +12.5 EMLD 3020 x $0.08 - $0.09 x 1054 EMLD 52WeekHigh Vega=$1820 PLTR=21.52 Ref - SWEEP DETECTED:
>>3702 PLTR Nov23 24th 19.5 Puts $0.06 (CboeTheo=0.05) ASK [MULTI] 14:53:34.647 IV=68.5% +16.8 EMLD 2336 x $0.05 - $0.06 x 1000 EMLD 52WeekHigh Vega=$1295 PLTR=21.48 Ref - SWEEP DETECTED:
>>4665 SOFI Mar24 5.0 Puts $0.39 (CboeTheo=0.38) ASK [MULTI] 14:54:51.087 IV=81.4% +0.6 C2 376 x $0.37 - $0.39 x 1196 EMLD Vega=$4707 SOFI=6.67 Ref - SWEEP DETECTED:
>>4061 PLTR Dec23 1st 20.5 Puts $0.42 (CboeTheo=0.41) ASK [MULTI] 14:55:59.237 IV=56.1% +4.2 C2 540 x $0.41 - $0.42 x 1123 EMLD OPENING 52WeekHigh Vega=$5286 PLTR=21.43 Ref - SWEEP DETECTED:
>>8357 MPW Dec23 8th 4.5 Puts $0.251 (CboeTheo=0.22) Above Ask! [MULTI] 14:57:01.097 IV=83.7% +6.5 C2 469 x $0.21 - $0.25 x 412 PHLX OPENING Vega=$3299 MPW=4.84 Ref - >>5743 MPW Dec23 8th 4.5 Puts $0.27 (CboeTheo=0.22) MID CBOE 14:57:46.437 IV=86.5% +9.3 MIAX 890 x $0.24 - $0.30 x 46 ARCA AUCTION - OPENING Vega=$2277 MPW=4.83 Ref
- SPLIT TICKET:
>>5748 MPW Dec23 8th 4.5 Puts $0.27 (CboeTheo=0.22) MID [CBOE] 14:57:46.437 IV=86.5% +9.3 MIAX 890 x $0.24 - $0.30 x 46 ARCA AUCTION - OPENING Vega=$2279 MPW=4.83 Ref - >>2000 C Jan24 50.0 Calls $0.56 (CboeTheo=0.56) BID PHLX 14:57:58.256 IV=24.6% -0.2 C2 447 x $0.56 - $0.57 x 490 C2 SPREAD/CROSS/TIED Vega=$11k C=45.62 Ref
- >>9293 AAPL Dec23 1st 197.5 Calls $0.35 (CboeTheo=0.38) ASK MIAX 15:04:08.523 IV=14.7% -1.0 C2 938 x $0.34 - $0.35 x 9293 MIAX OPENING Vega=$72k AAPL=191.72 Ref
- >>5000 SOFI Mar24 6.0 Puts $0.72 (CboeTheo=0.72) BID CBOE 15:04:46.712 IV=74.8% -0.9 BXO 38 x $0.72 - $0.73 x 10 ARCA AUCTION Vega=$6633 SOFI=6.62 Ref
- SWEEP DETECTED:
>>3396 AMC Dec23 1st 8.0 Calls $0.20 (CboeTheo=0.21) BID [MULTI] 15:05:14.605 IV=86.8% -5.0 EMLD 1295 x $0.20 - $0.21 x 642 C2 Vega=$1520 AMC=7.30 Ref - SWEEP DETECTED:
>>2269 PLTR Dec23 1st 16.0 Puts $0.03 (CboeTheo=0.03) ASK [MULTI] 15:06:53.658 IV=87.9% +18.3 C2 1879 x $0.02 - $0.03 x 720 C2 OPENING 52WeekHigh Vega=$476 PLTR=21.39 Ref - >>10000 SABR Jan25 3.0 Puts $0.75 (CboeTheo=0.73) ASK ARCA 15:06:56.476 IV=85.7% +1.2 PHLX 514 x $0.64 - $0.78 x 1050 PHLX FLOOR - OPENING Vega=$12k SABR=3.84 Ref
- SWEEP DETECTED:
>>3310 KVUE Dec23 19.5 Puts $0.42 (CboeTheo=0.40) ASK [MULTI] 15:07:24.477 IV=30.2% BOX 27 x $0.39 - $0.42 x 350 EDGX OPENING Vega=$6522 KVUE=19.88 Ref - SWEEP DETECTED:
>>2097 PLTR Dec23 15.5 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 15:07:28.730 IV=76.7% EMLD 621 x $0.07 - $0.08 x 594 EMLD OPENING 52WeekHigh Vega=$1083 PLTR=21.39 Ref - >>Unusual Volume AI - 3x market weighted volume: 148.7k = 194.9k projected vs 64.9k adv, 61% calls, 35% of OI [AI 27.91 -1.40 Ref, IV=94.7% +9.8]
- >>3300 CSCO Dec23 55.0 Puts $6.65 (CboeTheo=6.66) MID PHLX 15:09:34.254 PHLX 88 x $6.60 - $6.70 x 40 PHLX FLOOR - OPENING Vega=$0 CSCO=48.34 Ref
- >>4500 CSCO Dec23 52.5 Puts $4.15 (CboeTheo=4.16) MID PHLX 15:09:34.254 CBOE 105 x $4.10 - $4.20 x 99 BZX FLOOR Vega=$0 CSCO=48.34 Ref
- >>2400 CVX Jan24 180 Puts $35.15 (CboeTheo=35.13) ASK PHLX 15:09:35.386 IV=34.2% +10.4 BZX 26 x $35.00 - $35.25 x 11 BZX FLOOR - OPENING Vega=$6654 CVX=144.87 Ref
- >>2400 CVX Jan24 175 Puts $30.10 (CboeTheo=30.13) BID PHLX 15:09:35.386 BZX 20 x $30.00 - $30.25 x 26 MIAX FLOOR - OPENING Vega=$0 CVX=144.87 Ref
- >>5000 CVX Jan24 170 Puts $25.15 (CboeTheo=25.13) ASK PHLX 15:09:35.386 IV=27.0% +5.7 BZX 23 x $25.00 - $25.25 x 11 BXO FLOOR - OPENING Vega=$17k CVX=144.87 Ref
- >>2500 ENPH Jan24 170 Puts $71.75 (CboeTheo=71.97) BID PHLX 15:09:41.676 EDGX 5 x $71.60 - $72.05 x 3 EDGX FLOOR - OPENING Vega=$0 ENPH=98.03 Ref
- >>3600 ENPH Jan24 180 Puts $81.85 (CboeTheo=81.97) MID PHLX 15:09:41.675 EDGX 5 x $81.65 - $82.05 x 3 EDGX FLOOR - OPENING Vega=$0 ENPH=98.03 Ref
- >>2200 JNJ Jan24 170 Puts $19.85 (CboeTheo=19.89) BID PHLX 15:09:48.999 BZX 11 x $19.80 - $20.00 x 15 ARCA FLOOR Vega=$0 JNJ=150.11 Ref
- >>2800 MS Jan24 95.0 Puts $14.90 (CboeTheo=14.86) ASK PHLX 15:09:55.543 IV=30.2% +7.0 BOX 25 x $14.80 - $14.95 x 13 BXO FLOOR - OPENING Vega=$8572 MS=80.14 Ref
- >>2000 MS Jan24 92.5 Puts $12.35 (CboeTheo=12.36) BID PHLX 15:09:55.543 BOX 28 x $12.30 - $12.45 x 13 BXO FLOOR - OPENING Vega=$0 MS=80.14 Ref
- >>4600 SCHW Jan24 75.0 Puts $18.15 (CboeTheo=18.16) ASK PHLX 15:09:58.990 IV=43.3% +9.6 BZX 15 x $18.05 - $18.20 x 5 MIAX FLOOR - OPENING Vega=$7011 SCHW=56.88 Ref
- >>2300 PYPL Jan24 75.0 Puts $18.05 (CboeTheo=18.02) ASK PHLX 15:09:56.669 IV=43.2% +43.2 PHLX 96 x $17.95 - $18.10 x 103 PHLX FLOOR - OPENING Vega=$3542 PYPL=56.98 Ref
- >>4000 SCHW Jan24 72.5 Puts $15.65 (CboeTheo=15.62) MID PHLX 15:09:58.991 IV=39.1% +8.2 CBOE 23 x $15.60 - $15.70 x 27 BZX FLOOR - OPENING Vega=$6475 SCHW=56.88 Ref
- SPLIT TICKET:
>>3250 MS Jan24 95.0 Puts $14.893 (CboeTheo=14.86) ASK [PHLX] 15:09:55.543 IV=30.2% +7.0 BOX 25 x $14.80 - $14.95 x 13 BXO FLOOR - OPENING Vega=$9950 MS=80.14 Ref - >>5970 TSLA Jan24 450 Puts $215.30 (CboeTheo=214.71) ASK PHLX 15:10:06.349 IV=94.3% +33.0 BOX 50 x $213.10 - $216.80 x 40 BZX FLOOR - OPENING Vega=$51k TSLA=235.29 Ref
- >>6450 TSLA Jan24 416.67 Puts $182.00 (CboeTheo=181.38) MID PHLX 15:10:06.350 IV=85.5% +27.4 NOM 25 x $180.50 - $183.50 x 25 NOM FLOOR - OPENING Vega=$60k TSLA=235.28 Ref
- >>2000 TSLA Jan24 366.67 Puts $131.55 (CboeTheo=131.38) BID PHLX 15:10:06.350 IV=64.2% +11.6 BZX 40 x $130.05 - $133.50 x 25 ARCA FLOOR - OPENING Vega=$11k TSLA=235.28 Ref
- SWEEP DETECTED:
>>2350 FSR Dec23 2.5 Calls $0.28 (CboeTheo=0.29) BID [MULTI] 15:09:56.954 IV=148.0% +17.9 BZX 509 x $0.28 - $0.31 x 659 PHLX OPENING SSR 52WeekLow Vega=$565 FSR=2.35 Ref - SPLIT TICKET:
>>6000 TSLA Jan24 450 Puts $215.30 (CboeTheo=214.71) ASK [PHLX] 15:10:06.349 IV=94.3% +33.0 BOX 50 x $213.10 - $216.80 x 40 BZX FLOOR - OPENING Vega=$51k TSLA=235.29 Ref - >>10000 WFC Jan24 57.5 Puts $14.65 (CboeTheo=14.61) ASK PHLX 15:10:09.868 IV=47.4% +16.8 EDGX 8 x $14.55 - $14.65 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$16k WFC=42.90 Ref
- >>10000 WFC Jan24 55.0 Puts $12.15 (CboeTheo=12.11) ASK PHLX 15:10:09.868 IV=41.8% +14.2 PHLX 106 x $12.05 - $12.15 x 6 BZX SPREAD/FLOOR Vega=$17k WFC=42.90 Ref
- >>4000 ZM Jan24 135 Puts $69.20 (CboeTheo=69.21) MID PHLX 15:10:14.665 EDGX 1 x $69.10 - $69.30 x 2 BZX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$0 ZM=65.79 Ref
- >>4000 ZM Jan24 130 Puts $64.20 (CboeTheo=64.21) BID PHLX 15:10:14.665 BZX 2 x $64.10 - $64.35 x 12 PHLX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$0 ZM=65.79 Ref
- SWEEP DETECTED:
>>2061 AAL Dec23 8th 12.0 Puts $0.19 (CboeTheo=0.20) BID [MULTI] 15:10:08.785 IV=33.7% -0.1 C2 650 x $0.19 - $0.20 x 29 MPRL ISO - OPENING Vega=$2003 AAL=12.39 Ref - SPLIT TICKET:
>>1000 VIX Mar24 20th 19.0 Calls $2.29 (CboeTheo=2.27) BID [CBOE] 15:10:34.592 IV=72.5% +1.3 CBOE 709 x $2.29 - $2.31 x 9491 CBOE Vega=$3946 VIX=17.52 Fwd - >>3000 BAC Jun25 23.0 Puts $1.28 (CboeTheo=1.26) ASK PHLX 15:12:17.177 IV=31.9% +0.0 EDGX 427 x $1.17 - $1.28 x 74 EDGX TIED/FLOOR Vega=$28k BAC=30.23 Ref
- >>1067 SPXW Nov23 21st 4615 Calls $0.25 (CboeTheo=0.27) BID CBOE 15:12:54.241 IV=12.2% +2.9 CBOE 15 x $0.25 - $0.30 x 918 CBOE LATE - OPENING Vega=$16k SPX=4555.80 Fwd
- SPLIT TICKET:
>>1334 SPXW Nov23 21st 4615 Calls $0.25 (CboeTheo=0.27) BID [CBOE] 15:12:54.241 IV=12.2% +2.9 CBOE 15 x $0.25 - $0.30 x 918 CBOE LATE - OPENING Vega=$21k SPX=4555.80 Fwd - SPLIT TICKET:
>>1188 SPXW Nov23 21st 4480 Puts $0.31 (CboeTheo=0.32) BID [CBOE] 15:12:54.241 IV=15.7% +7.2 CBOE 411 x $0.30 - $0.35 x 788 CBOE LATE - OPENING Vega=$17k SPX=4555.80 Fwd - >>2080 ENPH Jan24 180 Puts $81.70 (CboeTheo=81.60) ASK BOX 15:13:30.778 IV=84.5% +20.5 EDGX 5 x $81.35 - $81.80 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$5295 ENPH=98.40 Ref
- >>2080 ENPH Jan24 170 Puts $71.70 (CboeTheo=71.60) ASK BOX 15:13:30.778 IV=77.9% +15.9 EDGX 5 x $71.20 - $71.70 x 1 C2 SPREAD/FLOOR - OPENING Vega=$5605 ENPH=98.41 Ref
- >>2180 AAL Jan24 16.0 Puts $3.55 (CboeTheo=3.60) BID BOX 15:13:41.333 EDGX 274 x $3.55 - $3.65 x 46 NOM SPREAD/FLOOR Vega=$0 AAL=12.39 Ref
- >>2180 AAL Jun24 18.0 Puts $5.55 (CboeTheo=5.61) BID BOX 15:13:41.333 BOX 197 x $5.55 - $5.65 x 30 EDGX SPREAD/FLOOR Vega=$0 AAL=12.39 Ref
- >>2800 SCHW Jan24 75.0 Puts $18.15 (CboeTheo=18.12) ASK BOX 15:13:55.486 IV=45.5% +11.8 EMLD 10 x $18.05 - $18.15 x 22 BZX SPREAD/FLOOR - OPENING Vega=$6259 SCHW=56.91 Ref
- >>2800 SCHW Jan24 70.0 Puts $13.15 (CboeTheo=13.09) ASK BOX 15:13:55.486 IV=36.5% +6.5 MPRL 12 x $13.05 - $13.15 x 17 BZX SPREAD/FLOOR - OPENING Vega=$7168 SCHW=56.91 Ref
- >>3150 PFE Dec23 35.0 Puts $5.00 (CboeTheo=4.96) ASK BOX 15:14:04.761 IV=40.5% +8.4 MPRL 20 x $4.90 - $5.00 x 4 BOX SPREAD/FLOOR - OPENING Vega=$3186 PFE=30.05 Ref
- >>2150 PFE Jan24 35.0 Puts $4.94 (CboeTheo=4.96) BID BOX 15:14:04.761 MRX 33 x $4.90 - $5.05 x 84 BZX SPREAD/FLOOR Vega=$0 PFE=30.05 Ref
- >>2790 PFE Jan24 35.0 Puts $4.95 (CboeTheo=4.96) BID BOX 15:14:04.761 MRX 33 x $4.90 - $5.05 x 84 BZX SPREAD/FLOOR Vega=$0 PFE=30.05 Ref
- >>5870 JNJ Jan24 165 Puts $14.75 (CboeTheo=14.86) BID BOX 15:14:09.182 CBOE 54 x $14.75 - $14.95 x 39 EDGX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.14 Ref
- >>5870 JNJ Jan24 170 Puts $19.75 (CboeTheo=19.86) BID BOX 15:14:09.182 EDGX 39 x $19.75 - $20.00 x 41 EDGX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.14 Ref
- >>3400 TSLA Jan24 450 Puts $212.10 (CboeTheo=213.79) BID BOX 15:14:14.872 BZX 34 x $212.10 - $216.55 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=236.22 Ref
- >>2630 CVX Jan24 165 Puts $20.10 (CboeTheo=20.00) ASK BOX 15:14:20.385 IV=24.7% +4.4 BZX 11 x $19.95 - $20.10 x 15 EDGX SPREAD/FLOOR - OPENING Vega=$18k CVX=145.00 Ref
- >>2850 CVX Jan24 170 Puts $24.95 (CboeTheo=25.00) BID BOX 15:14:20.385 AMEX 6 x $24.95 - $25.10 x 19 MPRL SPREAD/FLOOR - OPENING Vega=$0 CVX=145.00 Ref
- >>2110 CVX Jan24 180 Puts $35.20 (CboeTheo=35.00) ASK BOX 15:14:20.385 IV=38.1% +14.3 BZX 24 x $34.90 - $35.20 x 43 EDGX SPREAD/FLOOR - OPENING Vega=$15k CVX=145.00 Ref
- >>3370 BMY Dec23 57.5 Puts $8.45 (CboeTheo=8.41) ASK BOX 15:14:30.462 IV=38.7% +14.4 BOX 50 x $8.35 - $8.45 x 26 MIAX SPREAD/FLOOR - OPENING 52WeekLow Vega=$4083 BMY=49.09 Ref
- >>3370 BMY Dec23 55.0 Puts $5.95 (CboeTheo=5.92) ASK BOX 15:14:30.462 IV=30.0% +9.2 BXO 50 x $5.85 - $5.95 x 23 MIAX SPREAD/FLOOR - OPENING 52WeekLow Vega=$4868 BMY=49.09 Ref
- >>Market Color NYCB - Bullish option flow detected in New York Community Bancorp (9.30 +0.03) with 4,931 calls trading (3x expected) and implied vol increasing almost 2 points to 33.34%. . The Put/Call Ratio is 0.07. Earnings are expected on 01/29. [NYCB 9.30 +0.03 Ref, IV=33.3% +1.7] #Bullish
- >>8000 TSLA Jan24 450 Puts $214.25 (CboeTheo=213.66) ASK PHLX 15:15:23.130 IV=93.8% +32.5 BOX 56 x $212.10 - $216.10 x 25 ARCA FLOOR - OPENING Vega=$69k TSLA=236.34 Ref
- >>4000 TSLA Jan24 416.67 Puts $180.90 (CboeTheo=180.33) MID PHLX 15:15:23.131 IV=84.5% +26.4 BZX 40 x $179.00 - $182.80 x 25 NOM FLOOR - OPENING Vega=$36k TSLA=236.34 Ref
- >>2000 TSLA Jan24 400 Puts $164.40 (CboeTheo=163.66) ASK PHLX 15:15:23.131 IV=81.3% +25.0 BOX 46 x $162.55 - $166.10 x 25 ARCA FLOOR - OPENING Vega=$21k TSLA=236.34 Ref
- >>2218 GOEV Jan25 1.0 Calls $0.09 (CboeTheo=0.10) BID C2 15:15:27.108 IV=164.3% -28.7 C2 107 x $0.09 - $0.10 x 983 EMLD ISO Vega=$252 GOEV=0.36 Ref
- >>2007 CCJ Dec23 29th 50.0 Calls $0.72 (CboeTheo=0.71) MID PHLX 15:15:46.245 IV=36.9% -0.3 MPRL 65 x $0.70 - $0.73 x 248 MPRL AUCTION 52WeekHigh Vega=$9264 CCJ=45.31 Ref
- >>2977 CCJ Dec23 29th 50.0 Calls $0.72 (CboeTheo=0.71) MID PHLX 15:15:46.245 IV=36.9% -0.3 MPRL 65 x $0.70 - $0.73 x 248 MPRL AUCTION 52WeekHigh Vega=$14k CCJ=45.31 Ref
- SWEEP DETECTED:
>>5000 CCJ Dec23 29th 50.0 Calls $0.72 (CboeTheo=0.70) Above Ask! [MULTI] 15:15:46.126 IV=36.7% -0.6 PHLX 62 x $0.68 - $0.70 x 2 ARCA 52WeekHigh Vega=$23k CCJ=45.28 Ref - SWEEP DETECTED:
>>3293 PLTR Nov23 24th 20.5 Puts $0.22 (CboeTheo=0.23) ASK [MULTI] 15:15:57.049 IV=63.9% +13.5 EMLD 956 x $0.21 - $0.22 x 728 C2 OPENING 52WeekHigh Vega=$2360 PLTR=21.39 Ref - >>2000 TSLA Jan24 416.67 Puts $180.80 (CboeTheo=180.44) BID PHLX 15:17:19.428 IV=81.8% +23.8 BZX 40 x $179.00 - $182.80 x 25 NOM SPREAD/FLOOR - OPENING Vega=$15k TSLA=236.23 Ref
- >>2500 BMY Feb24 55.0 Calls $0.40 (CboeTheo=0.41) BID CBOE 15:17:38.098 IV=21.2% -0.8 MPRL 109 x $0.39 - $0.43 x 170 CBOE FLOOR - OPENING 52WeekLow Vega=$15k BMY=49.15 Ref
- >>10000 C Nov23 24th 45.0 Calls $0.79 (CboeTheo=0.78) ASK ARCA 15:18:46.692 IV=21.5% +1.5 C2 235 x $0.76 - $0.80 x 259 C2 CROSS Vega=$16k C=45.58 Ref
- >>2523 F Dec23 9.5 Puts $0.07 (CboeTheo=0.08) ASK BOX 15:18:54.156 IV=34.4% C2 2562 x $0.06 - $0.07 x 5153 EMLD AUCTION - OPENING Vega=$1560 F=10.39 Ref
- SPLIT TICKET:
>>2800 F Dec23 9.5 Puts $0.07 (CboeTheo=0.08) ASK [BOX] 15:18:54.156 IV=34.4% C2 2562 x $0.06 - $0.07 x 5153 EMLD AUCTION - OPENING Vega=$1732 F=10.39 Ref - SWEEP DETECTED:
>>2303 AI Jan24 75.0 Calls $0.04 (CboeTheo=0.05) BID [MULTI] 15:18:59.945 IV=100.4% +2.4 C2 75 x $0.04 - $0.07 x 12 C2 ISO Vega=$814 AI=27.68 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 631 BMTX Dec23 2.5 Calls $1.00 (CboeTheo=0.69) ASK [MULTI] 15:19:13.584 IV=289.8% +212.6 PHLX 1163 x $0.15 - $1.00 x 224 PHLX Pre-Earnings
Delta=75%, EST. IMPACT = 47k Shares ($130k) To Buy BMTX=2.75 Ref - SWEEP DETECTED:
>>2377 PLTR Nov23 24th 20.5 Puts $0.22 (CboeTheo=0.23) BID [MULTI] 15:19:48.789 IV=63.5% +13.1 C2 557 x $0.22 - $0.23 x 546 EMLD OPENING 52WeekHigh Vega=$1706 PLTR=21.39 Ref - SPLIT TICKET:
>>1500 VIX Dec23 20th 27.0 Calls $0.21 (CboeTheo=0.20) MID [CBOE] 15:21:06.617 IV=139.3% +5.6 CBOE 26k x $0.19 - $0.22 x 30k CBOE AUCTION Vega=$1033 VIX=14.67 Fwd - SWEEP DETECTED:
>>2501 INTC Nov23 24th 46.0 Calls $0.24 (CboeTheo=0.25) BID [MULTI] 15:21:51.956 IV=34.6% +3.2 AMEX 458 x $0.24 - $0.25 x 484 C2 52WeekHigh Vega=$3783 INTC=44.81 Ref - SWEEP DETECTED:
>>2500 INTC Nov23 24th 46.0 Calls $0.24 (CboeTheo=0.25) BID [MULTI] 15:21:54.372 IV=34.6% +3.2 EMLD 350 x $0.24 - $0.25 x 477 C2 52WeekHigh Vega=$3782 INTC=44.81 Ref - SWEEP DETECTED:
>>3955 VFC Jan24 17.5 Calls $1.00 (CboeTheo=0.96) BID [MULTI] 15:23:41.339 IV=42.2% -2.3 PHLX 1576 x $1.00 - $1.10 x 292 EDGX Vega=$11k VFC=17.07 Ref - >>Unusual Volume SYM - 3x market weighted volume: 5477 = 6857 projected vs 2250 adv, 70% calls, 21% of OI Pre-Earnings [SYM 37.17 -0.03 Ref, IV=112.3% +3.8]
- SPLIT TICKET:
>>2000 NVO Dec23 29th 100 Puts $1.80 (CboeTheo=1.83) BID [MIAX] 15:27:02.590 IV=26.5% -1.2 NOM 31 x $1.80 - $1.90 x 22 PHLX ISO/AUCTION - OPENING Vega=$24k NVO=103.61 Ref - >>4000 RIG May24 7.0 Calls $0.77 (CboeTheo=0.78) BID CBOE 15:27:18.280 IV=50.6% -1.3 PHLX 89 x $0.77 - $0.80 x 20 BZX FLOOR - OPENING Vega=$7216 RIG=6.45 Ref
- >>3500 NIO Jun24 7.5 Puts $1.24 (CboeTheo=1.25) MID AMEX 15:27:22.876 IV=65.4% -0.7 CBOE 151 x $1.23 - $1.26 x 2 ARCA CROSS Vega=$7751 NIO=7.83 Ref
- SPLIT TICKET:
>>2947 SPXW Nov23 20th 4540 Puts $0.055 (CboeTheo=0.06) Below Bid! [CBOE] 15:28:39.400 IV=25.2% +18.7 CBOE 300 x $0.10 - $0.15 x 824 CBOE OPENING Vega=$7425 SPX=4556.69 Fwd - SWEEP DETECTED:
>>2000 F Nov23 24th 10.5 Calls $0.07 (CboeTheo=0.07) BID [MULTI] 15:29:19.318 IV=24.5% -2.6 C2 7604 x $0.07 - $0.08 x 1964 EMLD ISO Vega=$836 F=10.41 Ref - >>Market Color ASO - Bearish flow noted in Academy Sports and Outdoors (48.33 -1.36) with 4,689 puts trading, or 3x expected. The Put/Call Ratio is 1.74, while ATM IV is up over 1 point on the day. Earnings are expected on 11/29. [ASO 48.33 -1.36 Ref, IV=58.9% +1.1] #Bearish
- SWEEP DETECTED:
>>3388 BAC Dec23 29th 29.0 Puts $0.44 (CboeTheo=0.44) ASK [MULTI] 15:30:54.049 IV=22.9% -0.2 EMLD 2155 x $0.43 - $0.44 x 1220 EMLD OPENING Vega=$12k BAC=30.14 Ref - >>3500 JNJ Jan24 175 Puts $24.75 (CboeTheo=24.76) MID PHLX 15:30:58.010 CBOE 35 x $24.65 - $24.85 x 31 CBOE SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.24 Ref
- >>3500 JNJ Jan24 170 Puts $19.75 (CboeTheo=19.76) ASK PHLX 15:30:58.010 CBOE 20 x $19.65 - $19.80 x 16 MPRL SPREAD/FLOOR Vega=$0 JNJ=150.24 Ref
- >>3700 ENPH Jan24 180 Puts $81.65 (CboeTheo=81.69) ASK PHLX 15:31:13.137 NOM 26 x $81.05 - $82.00 x 1 C2 FLOOR - OPENING Vega=$0 ENPH=98.31 Ref
- >>2300 ENPH Jan24 170 Puts $71.65 (CboeTheo=71.69) ASK PHLX 15:31:13.137 EDGX 5 x $71.30 - $71.75 x 2 EDGX FLOOR - OPENING Vega=$0 ENPH=98.31 Ref
- >>2600 CVX Jan24 180 Puts $35.05 (CboeTheo=35.05) MID PHLX 15:31:26.035 BZX 12 x $34.95 - $35.15 x 23 BZX FLOOR - OPENING Vega=$0 CVX=144.95 Ref
- >>2600 CVX Jan24 175 Puts $30.05 (CboeTheo=30.05) ASK PHLX 15:31:26.035 CBOE 22 x $29.85 - $30.15 x 23 BZX FLOOR - OPENING Vega=$0 CVX=144.95 Ref
- >>4000 CVX Jan24 170 Puts $25.05 (CboeTheo=25.05) MID PHLX 15:31:26.035 BXO 4 x $24.95 - $25.15 x 24 BZX FLOOR - OPENING Vega=$0 CVX=144.95 Ref
- >>5000 F Dec23 11.0 Calls $0.11 (CboeTheo=0.12) BID ARCA 15:31:47.418 IV=27.8% -0.8 C2 6460 x $0.11 - $0.12 x 4378 C2 CROSS Vega=$4389 F=10.41 Ref
- >>4000 TSLA Jan24 416.67 Puts $180.60 (CboeTheo=180.31) BID PHLX 15:32:08.323 IV=80.7% +22.6 ARCA 25 x $179.00 - $182.50 x 25 ARCA FLOOR - OPENING Vega=$27k TSLA=236.36 Ref
- >>4440 TSLA Jan24 450 Puts $214.10 (CboeTheo=213.64) ASK PHLX 15:32:08.323 IV=92.1% +30.8 BZX 44 x $212.10 - $215.75 x 45 BZX FLOOR - OPENING Vega=$34k TSLA=236.36 Ref
- SPLIT TICKET:
>>4500 TSLA Jan24 450 Puts $214.099 (CboeTheo=213.64) ASK [PHLX] 15:32:08.323 IV=92.1% +30.8 BZX 44 x $212.10 - $215.75 x 45 BZX FLOOR - OPENING Vega=$35k TSLA=236.36 Ref - SWEEP DETECTED:
>>3502 AAPL Dec23 1st 185 Puts $0.35 (CboeTheo=0.35) ASK [MULTI] 15:32:18.097 IV=18.3% +0.7 C2 640 x $0.34 - $0.35 x 472 C2 Vega=$24k AAPL=191.74 Ref - SWEEP DETECTED:
>>4592 AMC Nov23 24th 8.0 Calls $0.06 (CboeTheo=0.06) BID [MULTI] 15:32:30.951 IV=90.7% +9.1 C2 991 x $0.06 - $0.07 x 1702 EMLD Vega=$892 AMC=7.26 Ref - SWEEP DETECTED:
>>5895 AMC Dec23 1st 8.0 Calls $0.19 (CboeTheo=0.19) ASK [MULTI] 15:32:33.219 IV=87.6% -4.2 C2 51 x $0.18 - $0.19 x 1816 ARCA OPENING Vega=$2574 AMC=7.26 Ref - >>2483 M Nov23 24th 14.5 Calls $0.63 (CboeTheo=0.65) MID EMLD 15:33:12.656 IV=47.8% +1.1 NOM 1 x $0.63 - $0.63 x 2483 EMLD Vega=$1203 M=15.02 Ref
- SWEEP DETECTED:
>>2997 M Nov23 24th 14.5 Calls $0.628 (CboeTheo=0.65) BID [MULTI] 15:33:11.539 IV=47.8% +1.1 C2 52 x $0.62 - $0.66 x 1286 PHLX AUCTION Vega=$1452 M=15.02 Ref - SWEEP DETECTED:
>>8125 HOOD Jan24 10.0 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 15:33:19.959 IV=42.5% -2.5 C2 3413 x $0.10 - $0.11 x 141 EMLD ISO Vega=$6319 HOOD=8.15 Ref - SWEEP DETECTED:
>>3005 M Nov23 24th 14.5 Calls $0.607 (CboeTheo=0.64) Below Bid! [MULTI] 15:34:01.597 IV=47.3% +0.6 EMLD 133 x $0.62 - $0.65 x 1316 PHLX ISO Vega=$1462 M=15.01 Ref - >>20000 CHPT Apr24 2.0 Puts $0.50 (CboeTheo=0.50) MID AMEX 15:34:44.797 IV=109.3% +1.4 EDGX 921 x $0.48 - $0.51 x 14 CBOE FLOOR - OPENING SSR Vega=$9704 CHPT=2.12 Ref
- SWEEP DETECTED:
>>2500 ROIV Dec23 10.0 Calls $0.10 (CboeTheo=0.21) BID [MULTI] 15:37:24.941 IV=46.1% -14.3 PHLX 971 x $0.10 - $0.15 x 1 ISE Vega=$1548 ROIV=8.82 Ref - SWEEP DETECTED:
>>2935 TSLA Dec23 1st 200 Puts $0.34 (CboeTheo=0.35) BID [MULTI] 15:39:02.702 IV=55.9% +2.6 EMLD 601 x $0.34 - $0.35 x 11 ISE Vega=$9835 TSLA=236.58 Ref - SWEEP DETECTED:
>>2000 M Dec23 15.5 Calls $0.48 (CboeTheo=0.46) ASK [MULTI] 15:40:32.607 IV=44.5% EMLD 170 x $0.46 - $0.48 x 217 EMLD OPENING Vega=$2994 M=14.98 Ref - SWEEP DETECTED:
>>2000 M Dec23 15.0 Calls $0.67 (CboeTheo=0.69) BID [MULTI] 15:40:33.602 IV=42.3% -3.0 EMLD 153 x $0.67 - $0.70 x 55 CBOE Vega=$3059 M=15.00 Ref - >>4000 ZM Jan24 130 Puts $64.25 (CboeTheo=64.12) ASK BOX 15:40:40.382 IV=95.5% +27.0 NOM 4 x $63.90 - $64.25 x 1 BZX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$8312 ZM=65.88 Ref
- >>4000 ZM Jan24 125 Puts $59.25 (CboeTheo=59.12) ASK BOX 15:40:40.382 IV=91.0% +24.4 BZX 4 x $58.80 - $59.35 x 1 ARCA SPREAD/FLOOR - OPENING Pre-Earnings Vega=$8509 ZM=65.88 Ref
- SWEEP DETECTED:
>>2275 AAPL Nov23 24th 185 Puts $0.09 (CboeTheo=0.10) ASK [MULTI] 15:40:58.453 IV=21.2% +4.1 C2 1801 x $0.08 - $0.09 x 703 C2 Vega=$5050 AAPL=191.69 Ref - >>2660 CVS Jan24 80.0 Puts $11.10 (CboeTheo=11.35) BID BOX 15:41:07.835 BZX 53 x $11.10 - $11.55 x 53 BZX SPREAD/FLOOR Vega=$0 CVS=68.66 Ref
- >>5060 CVX Jan24 170 Puts $25.10 (CboeTheo=24.99) ASK BOX 15:41:15.570 IV=29.1% +7.8 ARCA 11 x $24.95 - $25.10 x 22 NOM SPREAD/FLOOR - OPENING Vega=$33k CVX=145.01 Ref
- >>2330 CVX Jan24 180 Puts $35.10 (CboeTheo=34.99) ASK BOX 15:41:15.570 IV=36.7% +12.8 BZX 12 x $34.90 - $35.20 x 42 EDGX SPREAD/FLOOR - OPENING Vega=$13k CVX=145.01 Ref
- >>2340 CVX Jan24 175 Puts $30.10 (CboeTheo=29.99) ASK BOX 15:41:15.570 IV=33.0% +10.5 BZX 14 x $29.90 - $30.10 x 21 BZX SPREAD/FLOOR - OPENING Vega=$14k CVX=145.01 Ref
- >>14000 WFC Jan24 55.0 Puts $12.05 (CboeTheo=12.09) BID BOX 15:41:46.957 EDGX 9 x $12.05 - $12.15 x 39 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=42.91 Ref
- >>14000 WFC Jan24 57.5 Puts $14.55 (CboeTheo=14.59) BID BOX 15:41:46.957 EDGX 6 x $14.55 - $14.65 x 9 BOX SPREAD/FLOOR - OPENING Vega=$0 WFC=42.91 Ref
- SPLIT TICKET:
>>1200 SPXW Nov23 22nd 4360 Puts $0.15 (CboeTheo=0.18) BID [CBOE] 15:42:53.105 IV=23.9% +9.4 CBOE 183 x $0.15 - $0.20 x 661 CBOE LATE - OPENING Vega=$7645 SPX=4558.42 Fwd - SPLIT TICKET:
>>1500 SPXW Nov23 22nd 4310 Puts $0.10 (CboeTheo=0.15) BID [CBOE] 15:42:53.105 IV=28.2% +10.6 CBOE 1192 x $0.10 - $0.20 x 862 CBOE LATE - OPENING Vega=$5989 SPX=4558.42 Fwd - SPLIT TICKET:
>>2000 SPXW Nov23 22nd 4210 Puts $0.10 (CboeTheo=0.11) BID [CBOE] 15:42:53.105 IV=38.6% +14.1 CBOE 581 x $0.10 - $0.15 x 263 CBOE LATE - OPENING Vega=$5959 SPX=4558.42 Fwd - >>2110 TSLA Jan24 366.67 Puts $129.55 (CboeTheo=130.00) BID BOX 15:42:59.401 MIAX 1 x $129.55 - $130.35 x 13 BZX SPREAD/FLOOR - OPENING Vega=$0 TSLA=236.67 Ref
- >>3780 TSLA Jan24 416.67 Puts $182.50 (CboeTheo=180.00) ASK BOX 15:42:59.401 IV=99.4% +41.3 ARCA 25 x $179.00 - $182.50 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$63k TSLA=236.67 Ref
- >>4390 TSLA Jan24 450 Puts $213.62 (CboeTheo=213.33) BID BOX 15:42:59.401 IV=89.5% +28.2 BZX 33 x $212.10 - $215.50 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$28k TSLA=236.67 Ref
- >>2730 MS Jan24 100 Puts $20.01 (CboeTheo=19.98) ASK BOX 15:43:09.268 IV=36.6% +11.0 CBOE 59 x $19.90 - $20.05 x 28 BOX SPREAD/FLOOR - OPENING Vega=$6500 MS=80.03 Ref
- >>2670 MS Jan24 95.0 Puts $15.04 (CboeTheo=14.97) ASK BOX 15:43:09.268 IV=31.0% +7.8 BOX 28 x $14.90 - $15.05 x 28 BOX SPREAD/FLOOR - OPENING Vega=$9479 MS=80.03 Ref
- >>3530 PFE Jan24 38.0 Puts $8.10 (CboeTheo=7.97) ASK BOX 15:43:24.444 IV=45.9% +16.5 BZX 49 x $7.90 - $8.10 x 81 BZX SPREAD/FLOOR - OPENING Vega=$7357 PFE=30.02 Ref
- >>4770 PFE Jan24 40.0 Puts $9.90 (CboeTheo=9.97) BID BOX 15:43:24.444 BZX 47 x $9.90 - $10.05 x 1 GEMX SPREAD/FLOOR - OPENING Vega=$0 PFE=30.02 Ref
- >>2750 PFE Jan24 45.0 Puts $15.04 (CboeTheo=14.97) ASK BOX 15:43:24.444 IV=64.4% +24.6 NOM 47 x $14.90 - $15.05 x 139 BZX SPREAD/FLOOR - OPENING Vega=$3522 PFE=30.02 Ref
- >>4400 PFE Jan24 45.0 Puts $15.05 (CboeTheo=14.97) ASK BOX 15:43:24.444 IV=65.1% +25.4 NOM 47 x $14.90 - $15.05 x 139 BZX SPREAD/FLOOR - OPENING Vega=$5969 PFE=30.02 Ref
- SWEEP DETECTED:
>>2277 MPW Dec23 8th 4.5 Puts $0.29 (CboeTheo=0.26) ASK [MULTI] 15:43:39.503 IV=89.2% +12.0 EMLD 4 x $0.28 - $0.29 x 14 BOX Vega=$904 MPW=4.84 Ref - >>2130 SQ Jan24 100 Puts $40.80 (CboeTheo=40.74) ASK BOX 15:43:53.680 IV=74.6% +19.5 BXO 40 x $40.60 - $40.80 x 40 BXO SPREAD/FLOOR - OPENING Vega=$3254 SQ=59.26 Ref
- >>2420 SCHW Jan24 70.0 Puts $13.26 (CboeTheo=13.26) ASK BOX 15:43:57.462 IV=33.3% +3.2 BZX 18 x $13.15 - $13.30 x 18 BZX SPREAD/FLOOR - OPENING Vega=$2276 SCHW=56.74 Ref
- >>2180 SCHW Jan24 72.5 Puts $15.65 (CboeTheo=15.76) BID BOX 15:43:57.462 BZX 43 x $15.65 - $15.80 x 13 BZX SPREAD/FLOOR - OPENING Vega=$0 SCHW=56.74 Ref
- >>4320 SCHW Jan24 75.0 Puts $18.20 (CboeTheo=18.30) BID BOX 15:43:57.462 BZX 19 x $18.20 - $18.30 x 19 BZX SPREAD/FLOOR - OPENING Vega=$0 SCHW=56.74 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 8935 ONON Nov23 24th 27.5 Puts $0.20 (CboeTheo=0.15) ASK [MULTI] 15:43:57.444 IV=44.4% +12.1 PHLX 801 x $0.10 - $0.20 x 1440 PHLX OPENING
Delta=-25%, EST. IMPACT = 223k Shares ($6.32m) To Sell ONON=28.32 Ref - >>2000 SE Jan24 70.0 Puts $31.65 (CboeTheo=31.58) ASK BOX 15:44:13.513 IV=86.4% +15.5 BXO 1 x $31.45 - $31.65 x 5 EDGX SPREAD/FLOOR Vega=$2457 SE=38.41 Ref
- SWEEP DETECTED:
>>2274 AGNC Jan24 9.0 Calls $0.23 (CboeTheo=0.21) ASK [MULTI] 15:44:22.592 IV=26.4% +0.6 CBOE 120 x $0.21 - $0.23 x 626 EMLD Vega=$3002 AGNC=8.79 Ref - >>7450 KSS Nov23 24th 18.0 Puts $0.11 (CboeTheo=0.10) ASK PHLX 15:44:30.140 IV=201.6% +53.0 CBOE 427 x $0.07 - $0.11 x 24 PHLX FLOOR - OPENING Pre-Earnings Vega=$1922 KSS=25.11 Ref
- >>2000 T Jan24 15.0 Puts $0.16 (CboeTheo=0.16) ASK AMEX 15:44:41.229 IV=20.7% +0.7 C2 181 x $0.15 - $0.16 x 2348 GEMX SPREAD/CROSS Vega=$3722 T=16.16 Ref
- >>2000 T Jan25 15.0 Puts $1.08 (CboeTheo=1.10) BID AMEX 15:44:41.230 IV=23.3% -0.4 BXO 15 x $1.07 - $1.11 x 15 BXO SPREAD/CROSS Vega=$12k T=16.16 Ref
- SWEEP DETECTED:
>>2607 AAPL Dec23 1st 180 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 15:46:08.917 IV=23.0% +2.1 C2 644 x $0.15 - $0.16 x 1016 C2 Vega=$9422 AAPL=191.76 Ref - >>2350 T Jan25 15.0 Puts $1.08 (CboeTheo=1.10) MID AMEX 15:47:51.099 IV=23.4% -0.3 BZX 55 x $1.05 - $1.12 x 20 NOM SPREAD/CROSS Vega=$14k T=16.16 Ref
- >>2350 T Jan24 15.0 Puts $0.16 (CboeTheo=0.16) ASK AMEX 15:47:51.099 IV=20.8% +0.8 BXO 14 x $0.15 - $0.16 x 1782 GEMX SPREAD/CROSS Vega=$4363 T=16.16 Ref
- >>1000 XSP Dec23 29th 429 Puts $1.14 (CboeTheo=1.14) MID CBOE 15:49:10.669 IV=15.8% +0.5 CBOE 340 x $1.13 - $1.15 x 1000 CBOE Vega=$28k XSP=457.60 Fwd
- >>1500 SPXW Nov23 22nd 3925 Puts $0.05 (CboeTheo=0.08) BID CBOE 15:49:44.514 IV=64.8% +22.0 CBOE 115 x $0.05 - $0.10 x 682 CBOE OPENING Vega=$1563 SPX=4555.49 Fwd
- SPLIT TICKET:
>>1615 SPXW Nov23 22nd 3925 Puts $0.05 (CboeTheo=0.08) BID [CBOE] 15:49:44.514 IV=64.8% +22.0 CBOE 115 x $0.05 - $0.10 x 682 CBOE OPENING Vega=$1683 SPX=4555.49 Fwd - >>2920 AMEH Dec23 40.0 Calls $0.08 (CboeTheo=0.22) BID PHLX 15:49:55.632 IV=37.5% -6.4 PHLX 34 x $0.05 - $0.20 x 42 PHLX AUCTION - OPENING Vega=$3133 AMEH=33.96 Ref
- >>2921 AMEH Dec23 40.0 Calls $0.08 (CboeTheo=0.22) BID PHLX 15:49:55.632 IV=37.5% -6.4 PHLX 34 x $0.05 - $0.20 x 42 PHLX AUCTION - OPENING Vega=$3134 AMEH=33.96 Ref
- SPLIT TICKET:
>>5842 AMEH Dec23 40.0 Calls $0.08 (CboeTheo=0.22) BID [PHLX] 15:49:55.632 IV=37.5% -6.4 PHLX 34 x $0.05 - $0.20 x 42 PHLX AUCTION - OPENING Vega=$6269 AMEH=33.96 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 3317 GGAL Dec23 17.0 Calls $0.35 (CboeTheo=0.30) ASK [MULTI] 15:50:29.681 IV=71.3% -40.2 BOX 10 x $0.20 - $0.35 x 132 EDGX ISO - OPENING Pre-Earnings
Delta=24%, EST. IMPACT = 80k Shares ($1.17m) To Buy GGAL=14.57 Ref - SWEEP DETECTED:
>>3000 F Nov23 24th 10.5 Calls $0.06 (CboeTheo=0.06) BID [MULTI] 15:50:55.370 IV=24.7% -2.4 EMLD 9023 x $0.06 - $0.07 x 3278 C2 Vega=$1203 F=10.38 Ref - SWEEP DETECTED:
>>2145 AAPL Nov23 24th 205 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 15:51:46.182 IV=25.5% +3.2 BOX 0 x $0.00 - $0.01 x 165 BZX OPENING Vega=$849 AAPL=191.51 Ref - SWEEP DETECTED:
>>4001 GOOGL Nov23 24th 135 Puts $0.60 (CboeTheo=0.61) ASK [MULTI] 15:53:00.012 IV=18.9% +0.4 EMLD 713 x $0.59 - $0.60 x 706 ARCA ISO - OPENING Vega=$21k GOOGL=136.03 Ref - SWEEP DETECTED:
>>6252 F Nov23 24th 10.5 Calls $0.05 (CboeTheo=0.06) BID [MULTI] 15:52:57.252 IV=22.9% -4.2 C2 5612 x $0.05 - $0.06 x 2847 EMLD ISO Vega=$2431 F=10.38 Ref - SWEEP DETECTED:
>>3205 ET Dec23 22nd 13.0 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 15:54:47.081 IV=16.8% -0.8 EMLD 1902 x $0.05 - $0.06 x 20 ARCA ISO Vega=$3276 ET=13.56 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 IRBT Dec23 35.0 Calls $0.35 (CboeTheo=0.43) ASK [MULTI] 15:55:42.362 IV=53.4% -5.2 AMEX 126 x $0.20 - $0.35 x 50 ARCA OPENING
Delta=17%, EST. IMPACT = 8345 Shares ($255k) To Buy IRBT=30.50 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 642 IRBT Dec23 35.0 Calls $0.35 (CboeTheo=0.43) ASK [MULTI] 15:55:45.421 IV=53.6% -5.0 AMEX 191 x $0.20 - $0.35 x 25 ISE OPENING
Delta=17%, EST. IMPACT = 11k Shares ($326k) To Buy IRBT=30.49 Ref - >>3000 TSLA Jan24 416.67 Puts $180.85 (CboeTheo=181.21) ASK PHLX 15:56:19.332 BZX 41 x $178.80 - $182.80 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=235.47 Ref
- SPLIT TICKET:
>>1000 XSP Dec23 29th 429 Puts $1.18 (CboeTheo=1.18) ASK [CBOE] 15:57:07.221 IV=15.6% +0.3 CBOE 340 x $1.17 - $1.18 x 605 CBOE Vega=$28k XSP=456.85 Fwd - >>5169 VZ Dec23 37.0 Calls $0.53 (CboeTheo=0.53) BID EDGX 15:58:10.323 IV=15.3% +0.3 C2 639 x $0.53 - $0.55 x 230 C2 COB Vega=$20k VZ=36.73 Ref
- >>5169 VZ Dec23 38.0 Calls $0.20 (CboeTheo=0.17) ASK EDGX 15:58:10.323 IV=15.4% -0.0 EMLD 870 x $0.18 - $0.20 x 1089 C2 COB Vega=$16k VZ=36.73 Ref
- SWEEP DETECTED:
>>2468 T Jan24 17.0 Calls $0.16 (CboeTheo=0.16) BID [MULTI] 15:58:16.575 IV=17.9% +0.4 GEMX 12 x $0.16 - $0.17 x 485 MPRL Vega=$4959 T=16.11 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1602 GGAL Jan24 17.5 Calls $0.60 (CboeTheo=0.52) ASK [MULTI] 15:59:42.038 IV=63.6% -24.0 PHLX 466 x $0.45 - $0.60 x 124 BOX ISO Pre-Earnings
Delta=29%, EST. IMPACT = 47k Shares ($681k) To Buy GGAL=14.60 Ref - >>4000 AAPL Dec23 8th 200 Calls $0.33 (CboeTheo=0.33) ASK MIAX 15:59:51.500 IV=14.8% -0.9 C2 222 x $0.32 - $0.33 x 8948 MIAX OPENING Vega=$34k AAPL=191.43 Ref
- >>4948 AAPL Dec23 8th 200 Calls $0.33 (CboeTheo=0.34) ASK MIAX 15:59:57.535 IV=14.7% -1.0 C2 257 x $0.32 - $0.33 x 4948 MIAX OPENING Vega=$42k AAPL=191.49 Ref
- SPLIT TICKET:
>>2000 SPXW Nov23 30th 3810 Puts $0.30 (CboeTheo=0.28) MID [CBOE] 15:59:58.334 IV=40.2% +4.2 CBOE 384 x $0.25 - $0.35 x 586 CBOE FLOOR - OPENING Vega=$16k SPX=4554.34 Fwd - SPLIT TICKET:
>>1000 XSP Dec23 29th 429 Puts $1.15 (CboeTheo=1.16) ASK [CBOE] 16:00:22.646 IV=15.6% +0.3 CBOE 110 x $1.03 - $1.15 x 808 CBOE Vega=$28k XSP=457.10 Fwd - >>1000 VIX Apr24 17th 20.0 Calls $2.41 (CboeTheo=2.40) BID CBOE 16:00:49.898 IV=70.4% +1.2 CBOE 706 x $2.41 - $2.43 x 16k CBOE Vega=$4478 VIX=18.00 Fwd
- SPLIT TICKET:
>>2038 VIX Apr24 17th 20.0 Calls $2.41 (CboeTheo=2.40) BID [CBOE] 16:00:49.891 IV=70.4% +1.2 CBOE 1706 x $2.41 - $2.43 x 17k CBOE Vega=$9127 VIX=18.00 Fwd - >>1132 VIX Apr24 17th 20.0 Calls $2.42 (CboeTheo=2.39) ASK CBOE 16:01:14.894 IV=70.9% +1.7 CBOE 1032 x $2.36 - $2.43 x 17k CBOE Vega=$5062 VIX=17.97 Fwd
- SPLIT TICKET:
>>1890 VIX Apr24 17th 20.0 Calls $2.42 (CboeTheo=2.39) ASK [CBOE] 16:01:14.894 IV=70.9% +1.7 CBOE 1032 x $2.36 - $2.43 x 17k CBOE Vega=$8452 VIX=17.97 Fwd - SPLIT TICKET:
>>1409 VIX Apr24 17th 20.0 Calls $2.42 (CboeTheo=2.39) BID [CBOE] 16:01:19.914 IV=70.9% +1.7 CBOE 6 x $2.42 - $2.43 x 20k CBOE Vega=$6301 VIX=17.97 Fwd - SPLIT TICKET:
>>1000 SPXW Nov23 24th 4650 Calls $0.30 (CboeTheo=0.29) ASK [CBOE] 16:04:58.183 IV=9.9% +0.5 CBOE 1171 x $0.20 - $0.30 x 364 CBOE Vega=$26k SPX=4549.94 Fwd - SPLIT TICKET:
>>1148 SPXW Nov23 22nd 3700 Puts $0.05 (CboeTheo=0.06) ASK [CBOE] 16:06:03.842 IV=88.0% +29.3 CBOE 0 x $0.00 - $0.05 x 586 CBOE Vega=$900 SPX=4548.82 Fwd - >>6000 DIS Jan24 80.0 Puts $0.32 (CboeTheo=0.24) Above Ask! PHLX 16:11:13.021 IV=29.9% +1.9 PHLX 39 x $0.23 - $0.24 x 138 EMLD LATE Vega=$29k DIS=94.95 Ref
- >>6000 DIS Jan24 90.0 Calls $6.30 (CboeTheo=6.97) Below Bid! PHLX 16:11:31.470 IV=16.5% -6.1 MPRL 9 x $7.00 - $7.10 x 41 PHLX LATE Vega=$59k DIS=94.95 Ref
- >>12000 DIS Jan24 85.0 Puts $0.65 (CboeTheo=0.54) Above Ask! PHLX 16:11:51.940 IV=26.5% +1.4 PHLX 33 x $0.52 - $0.54 x 22 EMLD LATE Vega=$97k DIS=94.95 Ref
- >>2000 DIS Jan24 100 Calls $1.54 (CboeTheo=1.68) Below Bid! PHLX 16:12:27.082 IV=20.5% -1.5 BZX 90 x $1.70 - $1.74 x 41 BOX LATE Vega=$28k DIS=94.95 Ref
- >>12000 DIS Jan24 100 Calls $1.54 (CboeTheo=1.68) Below Bid! PHLX 16:12:42.587 IV=20.5% -1.5 BZX 90 x $1.70 - $1.74 x 41 BOX LATE Vega=$165k DIS=94.95 Ref