OPTION FLOW 11/20/2023

 

  1. >>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
  2. >>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. 
  3. >>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
  4. >>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
  5. >>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
  6. >>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]
  7. >>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]
  8. >>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]
  9. >>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]
  10. >>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]
  11. >>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]
  12. >>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]
  13. >>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%),

  14. >>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]
  15. >>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]
  16. >>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]
  17. 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
  18. >>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]
  19. >>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]
  20. >>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]
  21. >>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]
  22. >>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]
  23. >>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]
  24. >>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]
  25. >>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]
  26. >>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]
  27. >>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]
  28. 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
  29. >>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]
  30. 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
  31. 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
  32. >>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
  33. 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
  34. 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
  35. 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
  36. >>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]
  37. 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
  38. >>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
  39. 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
  40. 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
  41. 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
  42. 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
  43. >>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
  44. 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
  45. >>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]
  46. 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
  47. >>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]
  48. >>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
  49. 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
  50. 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
  51. >>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
  52. 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
  53. 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
  54. 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
  55. >>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
  56. 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
  57. >>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
  58. 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
  59. 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
  60. >>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
  61. >>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
  62. >>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
  63. >>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
  64. 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
  65. 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
  66. 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
  67. >>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
  68. 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
  69. >>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
  70. 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
  71. 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
  72. 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
  73. 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
  74. >>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
  75. >>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
  76. >>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]
  77. >>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
  78. 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
  79. >>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
  80. 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
  81. 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
  82. 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
  83. 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
  84. >>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
  85. 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
  86. >>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
  87. >>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
  88. >>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
  89. >>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
  90. 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
  91. 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
  92. 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
  93. 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
  94. >>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
  95. >>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
  96. >>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]
  97. 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
  98. 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
  99. 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
  100. >>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
  101. 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
  102. >>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
  103. 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
  104. 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
  105. >>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
  106. >>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
  107. >>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
  108. >>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
  109. >>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
  110. >>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
  111. >>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
  112. 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
  113. >>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
  114. >>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
  115. >>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
  116. 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
  117. 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
  118. 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
  119. >>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]
  120. >>Market Color @STOCK - Heavy first hour option volume is noted in : SAN, DSKE, PLCE, IOVA, MIR, NTLA, EDIT, YPF, CLSK. 
  121. >>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
  122. 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
  123. 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
  124. 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
  125. >>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
  126. >>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
  127. 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
  128. 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
  129. >>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
  130. 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
  131. >>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
  132. >>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
  133. >>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
  134. >>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]
  135. 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
  136. 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
  137. 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
  138. >>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
  139. >>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
  140. >>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
  141. >>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
  142. 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
  143. 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
  144. >>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
  145. >>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
  146. 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
  147. 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
  148. >>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
  149. >>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
  150. 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
  151. 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
  152. 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
  153. 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
  154. >>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
  155. >>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
  156. 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
  157. 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
  158. >>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
  159. >>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
  160. 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
  161. >>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
  162. 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
  163. 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
  164. >>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]
  165. 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
  166. >>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
  167. >>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
  168. 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
  169. >>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
  170. >>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
  171. 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
  172. >>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]
  173. >>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
  174. >>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
  175. 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
  176. 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
  177. 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
  178. >>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
  179. >>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
  180. >>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]
  181. >>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
  182. >>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
  183. >>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
  184. >>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
  185. 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
  186. 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
  187. >>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
  188. 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
  189. 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
  190. 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
  191. 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
  192. 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
  193. >>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
  194. >>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
  195. >>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
  196. >>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
  197. 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
  198. 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
  199. 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
  200. >>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
  201. >>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
  202. >>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]
  203. >>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
  204. >>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
  205. 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
  206. 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
  207. 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
  208. >>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
  209. 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
  210. 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
  211. 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
  212. >>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
  213. >>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
  214. >>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
  215. 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
  216. >>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
  217. >>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
  218. 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
  219. 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
  220. >>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
  221. >>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
  222. >>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
  223. >>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
  224. 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
  225. >>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
  226. >>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
  227. >>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
  228. >>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]
  229. 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
  230. 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
  231. 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
  232. 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
  233. >>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]
  234. 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
  235. 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
  236. 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
  237. >>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
  238. >>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
  239. >>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
  240. >>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
  241. >>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
  242. >>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
  243. 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
  244. 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
  245. 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
  246. >>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
  247. 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
  248. >>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
  249. >>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
  250. 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
  251. >>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
  252. 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
  253. 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
  254. 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
  255. 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
  256. >>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
  257. 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
  258. 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
  259. >>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
  260. >>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
  261. 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
  262. >>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
  263. >>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
  264. 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
  265. 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
  266. 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
  267. 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
  268. >>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
  269. >>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
  270. >>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
  271. 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
  272. 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
  273. 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
  274. >>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
  275. 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
  276. >>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
  277. 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
  278. 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
  279. 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
  280. 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
  281. 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
  282. >>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
  283. 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
  284. 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
  285. 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
  286. >>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
  287. 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
  288. >>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
  289. 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
  290. >>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]
  291. 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
  292. 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
  293. >>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
  294. >>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]
  295. 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
  296. 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
  297. >>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
  298. >>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
  299. 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
  300. 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
  301. >>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
  302. >>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
  303. >>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
  304. >>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]
  305. >>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
  306. >>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). 
  307. >>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
  308. >>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
  309. >>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
  310. >>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
  311. >>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
  312. >>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
  313. >>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
  314. >>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
  315. >>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
  316. >>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
  317. 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
  318. >>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
  319. 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
  320. >>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
  321. >>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
  322. >>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
  323. >>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
  324. 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
  325. 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
  326. >>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
  327. >>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
  328. >>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
  329. >>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]
  330. 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
  331. >>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
  332. 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
  333. >>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
  334. >>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
  335. 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
  336. >>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
  337. >>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]
  338. 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
  339. >>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
  340. 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
  341. 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
  342. >>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
  343. 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
  344. 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
  345. 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
  346. 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
  347. >>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
  348. >>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
  349. 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
  350. >>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
  351. >>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
  352. 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
  353. 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
  354. >>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
  355. >>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
  356. >>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
  357. >>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
  358. >>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]
  359. 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
  360. 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
  361. 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
  362. >>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
  363. 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
  364. 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
  365. 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
  366. 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
  367. >>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
  368. 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
  369. 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
  370. >>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
  371. 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
  372. >>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
  373. >>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
  374. 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
  375. 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
  376. 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
  377. 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
  378. >>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
  379. 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
  380. >>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
  381. 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
  382. 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
  383. 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
  384. >>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
  385. >>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
  386. >>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
  387. >>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
  388. >>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
  389. 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
  390. >>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
  391. 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
  392. >>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
  393. >>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
  394. >>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
  395. >>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
  396. >>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
  397. >>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
  398. >>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
  399. 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
  400. 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
  401. >>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]
  402. 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
  403. >>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
  404. 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
  405. >>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
  406. >>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
  407. 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
  408. 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
  409. 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
  410. >>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
  411. >>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
  412. >>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
  413. 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
  414. 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
  415. 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
  416. 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
  417. >>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
  418. 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
  419. >>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
  420. >>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
  421. >>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
  422. >>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
  423. >>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
  424. 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
  425. >>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
  426. >>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
  427. 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
  428. 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
  429. 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
  430. 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
  431. 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
  432. >>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
  433. >>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
  434. 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
  435. 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
  436. 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
  437. 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
  438. >>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]
  439. 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
  440. 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
  441. 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
  442. 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
  443. >>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
  444. >>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
  445. 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
  446. >>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
  447. >>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
  448. 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
  449. >>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
  450. >>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
  451. >>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
  452. >>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]
  453. >>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
  454. >>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
  455. >>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
  456. 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
  457. >>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
  458. 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
  459. 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
  460. 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
  461. >>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
  462. >>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
  463. 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
  464. >>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
  465. >>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
  466. >>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
  467. >>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
  468. >>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
  469. >>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
  470. >>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
  471. 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
  472. 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
  473. 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
  474. >>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
  475. >>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
  476. >>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
  477. >>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
  478. 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
  479. >>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
  480. >>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
  481. >>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
  482. >>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
  483. >>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
  484. 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
  485. >>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
  486. >>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
  487. 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
  488. >>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
  489. 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
  490. 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
  491. 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
  492. 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
  493. >>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
  494. >>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
  495. >>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
  496. >>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
  497. >>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
  498. 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
  499. >>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
  500. >>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
  501. 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
  502. >>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
  503. 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
  504. >>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
  505. >>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
  506. 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
  507. 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
  508. >>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
  509. 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
  510. 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
  511. >>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
  512. >>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
  513. >>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
  514. 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
  515. >>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
  516. 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
  517. 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
  518. 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
  519. 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
  520. 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
  521. 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
  522. >>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
  523. 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
  524. >>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
  525. >>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
  526. >>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
  527. 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
    1. 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
    2. >>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
    3. 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
    4. 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
    5. >>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]
    6. >>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
    7. >>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
    8. >>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
    9. >>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
    10. >>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
    11. >>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
    12. >>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
    13. >>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
    14. >>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
    15. >>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
    16. >>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
    17. >>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
    18. >>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
    19. 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
    20. >>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
    21. >>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
    22. >>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
    23. 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
    24. 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
    25. >>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
    26. >>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
    27. >>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
    28. >>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
    29. 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
    30. 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
    31. >>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
    32. >>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
    33. 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
    34. 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
    35. >>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
    36. >>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
    37. >>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
    38. >>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
    39. >>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
    40. >>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
    41. >>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
    42. >>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
    43. >>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
    44. >>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
    45. >>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
    46. >>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
    47. >>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
    48. >>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
    49. >>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
    50. >>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
    51. >>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
    52. >>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
    53. >>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
    54. >>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
    55. >>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
    56. >>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
    57. >>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
    58. >>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
    59. 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
    60. 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
    61. >>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
    62. >>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
    63. >>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
    64. >>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
    65. 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
    66. 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
    67. 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
    68. 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
    69. 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
    70. 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
    71. 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
    72. 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
    73. >>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]
    74. 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
    75. >>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
    76. >>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
    77. 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
    78. 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
    79. >>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
    80. 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
    81. >>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
    82. >>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
    83. >>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
    84. >>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
    85. >>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
    86. >>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
    87. >>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
    88. >>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
    89. >>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
    90. >>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
    91. 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
    92. 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
    93. 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
    94. 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
    95. >>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
    96. 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
    97. 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
    98. 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
    99. >>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
    100. 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
    101. 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
    102. 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
    103. 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
    104. >>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
    105. >>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
    106. 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
    107. >>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
    108. >>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
    109. >>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
    110. >>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
    111. >>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
    112. >>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
    113. 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
    114. 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
    115. 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
    116. >>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
    117. >>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
    118. >>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
    119. >>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
    120. >>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
    121. >>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
    122. >>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
    123. >>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
    124. >>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
    125. 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
    126. >>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
    127. >>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
    128. >>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
    129. >>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
    130. 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
    131. >>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
    132. 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
    133. >>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
    134. >>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
    135. >>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
    136. 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
    137. >>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
    138. >>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
    139. >>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
    140. >>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
    141. 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
    142. >>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
    143. >>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
    144. 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
    145. 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
    146. 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
    147. 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
    148. 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
    149. 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
    150. 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
    151. 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
    152. 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
    153. >>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
    154. 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
    155. >>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
    156. >>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
    157. 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
    158. 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
    159. >>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
    160. >>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
    161. 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
    162. 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
    163. >>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
    164. 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
    165. >>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
    166. 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
    167. 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
    168. 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
    169. 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
    170. >>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
    171. >>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
    172. >>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
    173. >>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
    174. >>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

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