- >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for November 21, 2023. 12991 trades were executed in SPX overnight, totaling 81741 contracts. #gth
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
AI $29.48 +1.44 +5.14%,
GOLD $16.24 +0.45 +2.85%,
TSLA $240.40 +4.80 +2.04%,
FCX $37.33 +0.68 +1.86%,
VALE $15.89 +0.24 +1.53%,
while the biggest losers include:
FSR $2.16 -0.19 (-8.09%),
SIRI $4.89 -0.25 (-4.86%),
CCL $13.93 -0.64 (-4.39%),
PLUG $3.71 -0.17 (-4.39%),
MARA $10.22 -0.42 (-3.95%), - SWEEP DETECTED:
>>2302 NVDA Nov23 24th 450 Puts $2.592 (CboeTheo=1.73) BID [MULTI] 09:30:00.263 IV=97.8% +11.2 MRX 86 x $2.30 - $3.10 x 1 MRX Pre-Earnings Vega=$21k NVDA=501.29 Ref - >>Unusual Volume NET - 3x market weighted volume: 5258 = 69.6k projected vs 23.0k adv, 85% calls, 3% of OI [NET 74.61 +1.81 Ref]
- >>Unusual Volume ZM - 5x market weighted volume: 41.5k = 550.3k projected vs 96.3k adv, 53% calls, 7% of OI Post-Earnings [ZM 63.48 -2.52 Ref]
- >>Unusual Volume AI - 7x market weighted volume: 40.7k = 539.3k projected vs 71.6k adv, 72% calls, 9% of OI [AI 29.48 +1.44 Ref]
- >>Unusual Volume ADI - 10x market weighted volume: 5270 = 69.8k projected vs 6601 adv, 72% puts, 4% of OI Post-Earnings [ADI 181.07 -2.75 Ref]
- >>Unusual Volume ANF - 16x market weighted volume: 7784 = 103.1k projected vs 6353 adv, 72% calls, 8% of OI Post-Earnings [ANF 67.55 -4.74 Ref]
- >>Unusual Volume CCJ - 3x market weighted volume: 11.8k = 156.2k projected vs 46.3k adv, 95% calls, 3% of OI [CCJ 45.53 +0.18 Ref]
- >>Unusual Volume PDD - 3x market weighted volume: 8547 = 113.2k projected vs 32.0k adv, 77% calls, 2% of OI [PDD 118.57 -0.21 Ref]
- >>Unusual Volume BIDU - 6x market weighted volume: 14.3k = 189.0k projected vs 27.5k adv, 78% calls, 6% of OI Post-Earnings [BIDU 115.00 +3.71 Ref]
- >>Unusual Volume AEO - 16x market weighted volume: 5746 = 76.1k projected vs 4535 adv, 68% calls, 5% of OI Post-Earnings [AEO 16.23 -3.52 Ref]
- >>Unusual Volume JWN - 9x market weighted volume: 5916 = 78.4k projected vs 7957 adv, 60% puts, 4% of OI Pre-Earnings [JWN 14.62 -0.55 Ref]
- >>Unusual Volume LOW - 17x market weighted volume: 15.1k = 199.6k projected vs 11.4k adv, 69% puts, 12% of OI Post-Earnings [LOW 198.66 -5.79 Ref]
- >>Unusual Volume DKS - 18x market weighted volume: 9942 = 131.7k projected vs 6953 adv, 70% calls, 9% of OI Post-Earnings [DKS 131.90 +12.89 Ref]
- >>Unusual Volume KSS - 10x market weighted volume: 13.2k = 174.7k projected vs 16.2k adv, 73% puts, 6% of OI Post-Earnings [KSS 22.48 -2.38 Ref]
- >>Unusual Volume VMW - 12x market weighted volume: 13.7k = 181.0k projected vs 14.6k adv, 76% puts, 6% of OI [VMW 143.00 -6.91 Ref]
- >>Unusual Volume BBY - 12x market weighted volume: 9602 = 127.2k projected vs 10.4k adv, 57% calls, 6% of OI Post-Earnings [BBY 65.56 -2.56 Ref]
- >>Unusual Volume SYM - 32x market weighted volume: 6109 = 80.9k projected vs 2487 adv, 66% calls, 20% of OI Post-Earnings [SYM 44.20 +7.04 Ref]
- >>Unusual Volume M - 3x market weighted volume: 13.6k = 179.5k projected vs 48.9k adv, 78% calls, 3% of OI [M 14.46 -0.49 Ref]
- >>Unusual Volume AVGO - 3x market weighted volume: 8352 = 110.6k projected vs 36.9k adv, 63% calls, 4% of OI [AVGO 979.80 -15.91 Ref]
- >>Unusual Volume GES - 46x market weighted volume: 5466 = 72.4k projected vs 1553 adv, 81% puts, 8% of OI Pre-Earnings [GES 23.90 -0.24 Ref]
- SWEEP DETECTED:
>>Bullish Delta Impact 863 GES Dec23 23.0 Puts $1.068 (CboeTheo=1.40) BID [MULTI] 09:30:13.377 IV=57.4% -15.7 PHLX 467 x $1.05 - $1.90 x 213 PHLX Pre-Earnings
Delta=-39%, EST. IMPACT = 34k Shares ($807k) To Buy GES=23.91 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2186 GES Jan24 23.0 Puts $1.409 (CboeTheo=1.71) BID [MULTI] 09:30:13.378 IV=47.4% -8.8 PHLX 740 x $1.40 - $2.05 x 250 PHLX Pre-Earnings
Delta=-39%, EST. IMPACT = 86k Shares ($2.06m) To Buy GES=23.91 Ref - SWEEP DETECTED:
>>2613 AMZN Nov23 24th 143 Puts $1.00 (CboeTheo=0.99) BID [MULTI] 09:30:18.539 IV=23.5% +1.7 MPRL 672 x $1.00 - $1.01 x 24 EMLD Vega=$14k AMZN=143.49 Ref - SWEEP DETECTED:
>>2000 BAC Jan24 31.0 Calls $0.70 (CboeTheo=0.71) BID [MULTI] 09:32:16.470 IV=23.3% -0.1 EMLD 1142 x $0.70 - $0.71 x 277 C2 Vega=$9143 BAC=29.91 Ref - SWEEP DETECTED:
>>2000 BAC Jan24 32.0 Calls $0.40 (CboeTheo=0.41) BID [MULTI] 09:32:32.188 IV=22.9% -0.1 C2 3066 x $0.40 - $0.41 x 674 EMLD Vega=$7766 BAC=29.91 Ref - SWEEP DETECTED:
>>2335 BAC Dec23 8th 30.0 Puts $0.72 (CboeTheo=0.70) ASK [MULTI] 09:32:32.498 IV=22.4% +0.9 MPRL 7 x $0.71 - $0.72 x 1018 MPRL OPENING Vega=$5915 BAC=29.91 Ref - >>Unusual Volume PLTR - 3x market weighted volume: 88.1k = 1.0m projected vs 343.5k adv, 73% calls, 4% of OI [PLTR 20.89 -0.46 Ref]
- SWEEP DETECTED:
>>2001 PYPL Jan24 60.0 Calls $1.464 (CboeTheo=1.47) Below Bid! [MULTI] 09:33:47.405 IV=29.3% +0.1 BOX 98 x $1.47 - $1.49 x 87 BOX Vega=$17k PYPL=56.36 Ref - >>2406 C Jan24 45.0 Puts $1.62 (CboeTheo=1.63) ASK MIAX 09:34:57.391 IV=25.0% -0.1 EDGX 412 x $1.61 - $1.62 x 2406 MIAX Vega=$17k C=44.99 Ref
- SWEEP DETECTED:
>>2101 MSFT Dec23 29th 355 Puts $2.711 (CboeTheo=2.84) Below Bid! [MULTI] 09:36:08.222 IV=21.9% -0.3 ARCA 63 x $2.75 - $2.84 x 16 C2 OPENING Vega=$69k MSFT=375.33 Ref - >>Unusual Volume NEM - 3x market weighted volume: 10.8k = 107.4k projected vs 35.8k adv, 52% puts, 2% of OI [NEM 37.56 +1.00 Ref]
- SWEEP DETECTED:
>>4643 AAPL Dec23 29th 200 Calls $1.065 (CboeTheo=1.07) Below Bid! [MULTI] 09:36:46.138 IV=14.6% -0.0 MPRL 47 x $1.08 - $1.10 x 34 MPRL Vega=$86k AAPL=191.23 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 547 SYM Dec23 40.0 Calls $6.896 (CboeTheo=7.24) Below Bid! [MULTI] 09:36:52.674 IV=73.4% -52.1 PHLX 78 x $6.90 - $7.40 x 2 ISE ISO Post-Earnings
Delta=79%, EST. IMPACT = 43k Shares ($1.98m) To Sell SYM=45.83 Ref - >>3896 MSFT Dec23 29th 355 Puts $2.70 (CboeTheo=2.76) ASK EMLD 09:36:56.756 IV=21.7% -0.5 NOM 50 x $2.65 - $2.70 x 3896 EMLD OPENING Vega=$128k MSFT=375.25 Ref
- SPLIT TICKET:
>>2000 SPX Jun24 3000 Puts $12.20 (CboeTheo=12.11) BID [CBOE] 09:37:25.492 IV=31.8% -0.0 CBOE 968 x $12.10 - $12.40 x 1752 CBOE FLOOR Vega=$450k SPX=4649.92 Fwd - SWEEP DETECTED:
>>5169 M Dec23 1st 16.0 Calls $0.09 (CboeTheo=0.09) ASK [MULTI] 09:37:39.491 IV=50.1% +4.1 BOX 385 x $0.06 - $0.09 x 315 MPRL OPENING Vega=$2955 M=14.57 Ref - >>Unusual Volume FCX - 3x market weighted volume: 13.4k = 128.8k projected vs 42.9k adv, 93% calls, 2% of OI [FCX 37.38 +0.73 Ref]
- SWEEP DETECTED:
>>2000 INTC Dec23 46.0 Calls $0.82 (CboeTheo=0.81) ASK [MULTI] 09:38:40.742 IV=31.3% +0.3 MIAX 45 x $0.81 - $0.82 x 300 EMLD Vega=$8528 INTC=44.31 Ref - >>3385 PDD Nov23 24th 119 Calls $1.30 (CboeTheo=1.41) ASK ARCA 09:39:04.147 IV=38.7% -0.7 PHLX 36 x $1.12 - $1.30 x 3385 ARCA OPENING Vega=$15k PDD=117.98 Ref
- >>2300 TSLA Dec23 300 Calls $0.71 (CboeTheo=0.72) ASK ARCA 09:39:29.997 IV=51.8% +0.2 MPRL 533 x $0.70 - $0.71 x 2300 ARCA Vega=$16k TSLA=239.32 Ref
- SPLIT TICKET:
>>2500 TSLA Dec23 300 Calls $0.71 (CboeTheo=0.72) ASK [ARCA] 09:39:29.993 IV=51.8% +0.2 MPRL 533 x $0.70 - $0.71 x 2500 ARCA Vega=$18k TSLA=239.30 Ref - SPLIT TICKET:
>>1031 VIX Mar24 20th 14.5 Puts $0.80 (CboeTheo=0.81) ASK [CBOE] 09:39:33.984 IV=54.3% -0.6 CBOE 1466 x $0.79 - $0.80 x 976 CBOE Vega=$3033 VIX=17.55 Fwd - >>Unusual Volume WMT - 3x market weighted volume: 22.3k = 202.8k projected vs 67.2k adv, 87% calls, 4% of OI [WMT 154.97 -0.34 Ref]
- SWEEP DETECTED:
>>2016 AI Dec23 30.0 Calls $2.981 (CboeTheo=2.85) Above Ask! [MULTI] 09:40:22.781 IV=98.3% +0.2 NOM 30 x $2.84 - $2.92 x 51 C2 Vega=$6135 AI=29.87 Ref - SWEEP DETECTED:
>>2000 PLTR Dec23 21.0 Calls $1.60 (CboeTheo=1.59) BID [MULTI] 09:40:38.883 IV=54.8% +1.4 BZX 193 x $1.60 - $1.63 x 364 EDGX 52WeekHigh Vega=$4245 PLTR=21.65 Ref - >>Unusual Volume FUBO - 3x market weighted volume: 9281 = 81.7k projected vs 27.2k adv, 51% calls, 3% of OI [FUBO 3.04 -0.21 Ref]
- SWEEP DETECTED:
>>2092 COIN Nov23 24th 87.0 Puts $0.061 (CboeTheo=0.05) MID [MULTI] 09:41:24.287 IV=91.8% +5.5 BXO 5 x $0.05 - $0.06 x 235 AMEX Vega=$929 COIN=103.97 Ref - SWEEP DETECTED:
>>3023 TSLA Nov23 24th 220 Puts $0.147 (CboeTheo=0.15) Below Bid! [MULTI] 09:42:28.975 IV=53.2% +6.5 MPRL 31 x $0.16 - $0.17 x 311 MRX Vega=$5491 TSLA=240.57 Ref - SWEEP DETECTED:
>>2027 AMD Dec23 1st 120 Calls $3.449 (CboeTheo=3.40) ASK [MULTI] 09:42:52.269 IV=38.9% +1.8 EMLD 12 x $3.40 - $3.45 x 114 BOX AUCTION Vega=$16k AMD=120.37 Ref - SWEEP DETECTED:
>>2000 SPCE Dec23 2.0 Puts $0.12 (CboeTheo=0.13) ASK [MULTI] 09:43:30.143 IV=85.2% -2.8 EDGX 2303 x $0.11 - $0.12 x 200 ARCA Vega=$403 SPCE=2.13 Ref - >>2000 AMD Dec23 1st 120 Calls $3.45 (CboeTheo=3.41) BID ARCA 09:43:52.620 IV=39.5% +2.4 ARCA 2000 x $3.45 - $3.50 x 511 EDGX Vega=$16k AMD=120.32 Ref
- >>2497 NVDA Dec23 1st 400 Calls $103.35 (CboeTheo=104.65) BID BOX 09:44:25.075 ARCA 65 x $103.35 - $105.05 x 13 ARCA SPREAD/CROSS - OPENING Pre-Earnings Vega=$0 NVDA=503.44 Ref
- >>2497 NVDA Dec23 1st 400 Puts $0.51 (CboeTheo=0.52) MID BOX 09:44:25.075 IV=70.8% +2.0 ARCA 1 x $0.50 - $0.52 x 19 NOM SPREAD/CROSS Pre-Earnings Vega=$11k NVDA=503.44 Ref
- >>12799 MARA Jan25 10.0 Calls $4.55 (CboeTheo=4.56) BID ARCA 09:45:11.361 IV=106.4% -1.8 ARCA 13k x $4.55 - $4.65 x 1396 PHLX Vega=$45k MARA=10.19 Ref
- SWEEP DETECTED:
>>12809 MARA Jan25 10.0 Calls $4.55 (CboeTheo=4.56) BID [MULTI] 09:45:11.361 IV=106.4% -1.8 ARCA 13k x $4.55 - $4.65 x 1396 PHLX Vega=$45k MARA=10.19 Ref - >>2800 SAVE Jan24 10.0 Puts $2.40 (CboeTheo=2.65) BID BOX 09:45:15.959 IV=208.2% -9.4 PHLX 409 x $2.40 - $2.84 x 478 PHLX SPREAD/FLOOR ExDiv Vega=$4440 SAVE=13.05 Ref
- >>2800 SAVE Feb24 10.0 Puts $3.30 (CboeTheo=3.23) ASK BOX 09:45:15.959 IV=220.0% -5.6 PHLX 369 x $3.00 - $3.45 x 328 PHLX SPREAD/FLOOR - OPENING ExDiv Vega=$5168 SAVE=13.05 Ref
- >>2400 MARA Jan25 7.5 Calls $5.40 (CboeTheo=5.41) ASK PHLX 09:45:18.852 IV=107.6% -0.1 BZX 18 x $5.25 - $5.50 x 1489 PHLX Vega=$7007 MARA=10.19 Ref
- >>2547 AMZN Dec23 120 Calls $23.45 (CboeTheo=23.76) BID BOX 09:45:53.388 MIAX 27 x $23.45 - $23.95 x 73 PHLX SPREAD/CROSS Vega=$0 AMZN=143.13 Ref
- >>2547 AMZN Dec23 120 Puts $0.14 (CboeTheo=0.14) BID BOX 09:45:53.388 IV=37.0% -1.1 EMLD 45 x $0.14 - $0.15 x 635 C2 SPREAD/CROSS Vega=$6000 AMZN=143.13 Ref
- SWEEP DETECTED:
>>2013 AMD Dec23 1st 120 Calls $3.45 (CboeTheo=3.41) MID [MULTI] 09:45:57.882 IV=39.8% +2.6 BZX 75 x $3.40 - $3.50 x 611 MIAX Vega=$16k AMD=120.27 Ref - >>2500 TEF Mar24 5.0 Calls $0.05 (CboeTheo=0.04) BID BZX 09:46:23.669 IV=21.3% -3.3 BZX 1193 x $0.05 - $0.10 x 10 BZX Vega=$1676 TEF=4.09 Ref
- SWEEP DETECTED:
>>2029 AMD Dec23 1st 120 Calls $3.449 (CboeTheo=3.38) ASK [MULTI] 09:46:51.862 IV=40.5% +3.3 CBOE 406 x $3.35 - $3.45 x 537 MIAX FLOOR Vega=$16k AMD=120.17 Ref - >>2000 PLTR Dec23 21.0 Calls $1.15 (CboeTheo=1.15) BID ARCA 09:47:38.087 IV=54.0% +0.6 ARCA 2000 x $1.15 - $1.16 x 195 C2 52WeekHigh Vega=$4294 PLTR=20.90 Ref
- SPLIT TICKET:
>>1000 SPX Jan24 4400 Puts $36.20 (CboeTheo=36.12) ASK [CBOE] 09:47:40.304 IV=13.7% -0.0 CBOE 533 x $35.90 - $36.30 x 701 CBOE LATE Vega=$574k SPX=4568.53 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4650 Calls $13.75 (CboeTheo=13.79) BID [CBOE] 09:47:40.304 IV=10.4% +0.0 CBOE 491 x $13.70 - $14.00 x 1426 CBOE LATE Vega=$340k SPX=4546.84 Fwd - >>2347 MSFT Dec23 300 Calls $76.60 (CboeTheo=77.20) BID BOX 09:47:47.000 EDGX 23 x $76.60 - $78.20 x 57 ARCA SPREAD/CROSS - OPENING Vega=$0 MSFT=375.80 Ref
- >>2347 MSFT Dec23 300 Puts $0.15 (CboeTheo=0.15) MID BOX 09:47:47.000 IV=39.8% +0.4 EMLD 60 x $0.14 - $0.16 x 191 C2 SPREAD/CROSS Vega=$7043 MSFT=375.80 Ref
- SWEEP DETECTED:
>>2583 SOFI Mar24 6.0 Puts $0.78 (CboeTheo=0.76) ASK [MULTI] 09:48:27.926 IV=76.9% -0.1 EDGX 224 x $0.75 - $0.78 x 6 ARCA Vega=$3422 SOFI=6.51 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1803 MAXN Jan25 5.0 Puts $1.85 (CboeTheo=1.78) ASK [MULTI] 09:48:49.793 IV=93.7% +5.1 PHLX 20 x $1.70 - $1.85 x 612 PHLX OPENING 52WeekLow
Delta=-31%, EST. IMPACT = 56k Shares ($267k) To Sell MAXN=4.79 Ref - SWEEP DETECTED:
>>3067 NEM Jan24 37.5 Puts $1.771 (CboeTheo=1.74) ASK [MULTI] 09:48:50.308 IV=29.7% +1.0 EMLD 160 x $1.73 - $1.78 x 3 ISE Vega=$18k NEM=37.62 Ref - >>2000 MDT Nov23 24th 77.0 Calls $1.36 (CboeTheo=1.38) BID BOX 09:50:10.301 IV=17.2% -25.8 BXO 14 x $1.36 - $1.55 x 181 PHLX FLOOR Post-Earnings Vega=$3700 MDT=78.22 Ref
- SWEEP DETECTED:
>>2500 BABA Nov23 24th 82.0 Calls $0.20 (CboeTheo=0.20) ASK [MULTI] 09:50:25.722 IV=37.1% -0.5 MPRL 125 x $0.19 - $0.20 x 99 MPRL ISO Vega=$4293 BABA=78.88 Ref - >>1000 VIX Dec23 20th 15.0 Puts $1.35 (CboeTheo=1.37) MID CBOE 09:51:08.924 IV=72.7% -0.1 CBOE 33k x $1.32 - $1.37 x 2157 CBOE Vega=$1648 VIX=14.72 Fwd
- SWEEP DETECTED:
>>5000 BAC Dec23 31.0 Calls $0.18 (CboeTheo=0.19) BID [MULTI] 09:51:11.546 IV=21.9% +0.3 EMLD 3794 x $0.18 - $0.19 x 539 C2 ISO Vega=$11k BAC=29.64 Ref - SWEEP DETECTED:
>>3306 SBSW Jan24 5.0 Calls $0.15 (CboeTheo=0.10) ASK [MULTI] 09:51:37.727 IV=59.6% +14.5 PHLX 152 x $0.10 - $0.15 x 979 EDGX SSR 52WeekLow Vega=$1859 SBSW=4.14 Ref - SWEEP DETECTED:
>>3985 AMD Dec23 1st 120 Calls $3.05 (CboeTheo=3.06) BID [MULTI] 09:51:44.390 IV=39.1% +2.0 EDGX 663 x $3.05 - $3.10 x 30 ARCA Vega=$32k AMD=119.62 Ref - >>2059 MSFT Jan24 420 Calls $1.60 (CboeTheo=1.65) BID BOX 09:53:26.327 IV=20.1% +0.2 EMLD 221 x $1.60 - $1.64 x 48 BZX SPREAD/FLOOR Vega=$62k MSFT=375.78 Ref
- >>2000 MCD Dec23 8th 280 Calls $3.30 (CboeTheo=3.07) ASK PHLX 09:54:59.501 IV=14.3% +1.2 CBOE 85 x $2.94 - $3.30 x 266 CBOE SPREAD/CROSS/TIED Vega=$47k MCD=280.16 Ref
- >>Unusual Volume CCL - 3x market weighted volume: 30.1k = 190.8k projected vs 62.0k adv, 86% calls, 2% of OI [CCL 14.23 -0.34 Ref, IV=49.1% +2.6]
- SWEEP DETECTED:
>>2000 M Nov23 24th 16.0 Calls $0.029 (CboeTheo=0.02) MID [MULTI] 09:56:27.447 IV=61.7% +11.6 EMLD 1004 x $0.01 - $0.03 x 520 EDGX AUCTION - OPENING Vega=$321 M=14.55 Ref - >>2500 PLUG Dec23 3.5 Puts $0.29 (CboeTheo=0.28) ASK ISE 09:56:44.076 IV=95.6% +2.7 CBOE 1317 x $0.26 - $0.29 x 548 MPRL AUCTION Vega=$898 PLUG=3.62 Ref
- SWEEP DETECTED:
>>2250 PLUG Dec23 3.5 Puts $0.286 (CboeTheo=0.28) Above Ask! [MULTI] 09:56:40.421 IV=93.9% +1.0 EDGX 1610 x $0.26 - $0.28 x 74 MPRL Vega=$808 PLUG=3.63 Ref - SWEEP DETECTED:
>>2815 PTON Dec23 1st 4.5 Puts $0.03 (CboeTheo=0.05) BID [MULTI] 09:56:42.631 IV=71.5% -17.2 EMLD 3858 x $0.03 - $0.05 x 1011 EMLD Vega=$428 PTON=5.21 Ref - SWEEP DETECTED:
>>2749 PLUG Dec23 3.5 Puts $0.29 (CboeTheo=0.28) ASK [MULTI] 09:56:44.076 IV=95.6% +2.7 CBOE 1317 x $0.26 - $0.29 x 548 MPRL AUCTION Vega=$987 PLUG=3.62 Ref - >>2508 ENB Dec23 35.0 Calls $0.11 (CboeTheo=0.13) BID CBOE 09:56:51.440 IV=13.8% -1.0 PHLX 754 x $0.10 - $0.15 x 254 MPRL CROSS - OPENING Vega=$5768 ENB=33.73 Ref
- SWEEP DETECTED:
>>3750 SNAP Nov23 24th 12.5 Calls $0.05 (CboeTheo=0.06) BID [MULTI] 09:56:50.283 IV=41.1% -1.0 EMLD 2364 x $0.05 - $0.06 x 4326 EMLD Vega=$1196 SNAP=12.07 Ref - >>2500 PLUG Dec23 3.5 Puts $0.30 (CboeTheo=0.28) ASK ISE 09:57:07.032 IV=97.3% +4.4 MPRL 12 x $0.29 - $0.30 x 1069 EMLD AUCTION Vega=$898 PLUG=3.62 Ref
- SWEEP DETECTED:
>>2901 PLTR Dec23 21.0 Calls $1.176 (CboeTheo=1.19) MID [MULTI] 10:00:59.786 IV=53.9% +0.8 EMLD 596 x $1.18 - $1.19 x 10 MPRL 52WeekHigh Vega=$6236 PLTR=20.95 Ref - >>1131 VIX Dec23 20th 17.0 Calls $0.73 (CboeTheo=0.71) ASK CBOE 10:01:17.295 IV=91.4% +2.7 CBOE 11 x $0.71 - $0.73 x 5448 CBOE Vega=$1704 VIX=14.72 Fwd
- SPLIT TICKET:
>>3000 VIX Dec23 20th 17.0 Calls $0.73 (CboeTheo=0.71) ASK [CBOE] 10:01:17.295 IV=91.4% +2.7 CBOE 11 x $0.71 - $0.73 x 4542 CBOE Vega=$4519 VIX=14.72 Fwd - SWEEP DETECTED:
>>2500 M Nov23 24th 14.0 Calls $0.67 (CboeTheo=0.73) BID [MULTI] 10:02:12.048 IV=21.0% -29.6 PHLX 1732 x $0.67 - $0.75 x 111 C2 Vega=$96 M=14.66 Ref - SWEEP DETECTED:
>>2640 F Dec23 1st 10.5 Calls $0.08 (CboeTheo=0.08) ASK [MULTI] 10:02:46.109 IV=27.9% +2.5 EMLD 5121 x $0.07 - $0.08 x 4504 EMLD Vega=$1525 F=10.19 Ref - SWEEP DETECTED:
>>5296 F Dec23 1st 10.0 Puts $0.11 (CboeTheo=0.10) ASK [MULTI] 10:02:47.001 IV=28.8% -1.7 EMLD 2721 x $0.10 - $0.11 x 2889 C2 OPENING Vega=$3291 F=10.19 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 4999 M Nov23 24th 14.0 Calls $0.65 (CboeTheo=0.68) ASK [MULTI] 10:02:55.025 IV=38.9% -11.7 MIAX 206 x $0.62 - $0.65 x 3 GEMX
Delta=88%, EST. IMPACT = 441k Shares ($6.45m) To Buy M=14.62 Ref - SWEEP DETECTED:
>>4974 VALE Dec23 16.0 Calls $0.29 (CboeTheo=0.28) BID [MULTI] 10:03:30.657 IV=32.0% +1.7 ARCA 2489 x $0.29 - $0.30 x 237 EDGX Vega=$7365 VALE=15.86 Ref - >>2000 CSCO Nov23 24th 48.0 Puts $0.22 (CboeTheo=0.24) BID BOX 10:03:43.762 IV=12.5% -1.3 PHLX 2308 x $0.22 - $0.26 x 277 C2 FLOOR Vega=$3612 CSCO=47.98 Ref
- >>6240 ALGM Dec23 25.0 Puts $0.15 (CboeTheo=0.28) BID CBOE 10:03:48.681 IV=39.9% -10.5 PHLX 261 x $0.10 - $0.25 x 282 PHLX FLOOR Vega=$8351 ALGM=28.25 Ref
- SPLIT TICKET:
>>6500 ALGM Dec23 25.0 Puts $0.152 (CboeTheo=0.28) BID [CBOE] 10:03:48.681 IV=39.9% -10.5 PHLX 261 x $0.10 - $0.25 x 282 PHLX FLOOR Vega=$8699 ALGM=28.25 Ref - >>2500 ERO Dec23 12.5 Calls $0.70 (CboeTheo=0.56) ASK AMEX 10:03:55.206 IV=55.3% +12.5 AMEX 407 x $0.25 - $0.90 x 249 AMEX SPREAD/FLOOR - OPENING Vega=$3177 ERO=12.62 Ref
- >>2500 ERO Dec23 15.0 Calls $0.05 (CboeTheo=0.10) BID AMEX 10:03:55.206 IV=48.1% -11.9 C2 0 x $0.00 - $0.15 x 108 AMEX SPREAD/FLOOR - OPENING Vega=$1175 ERO=12.62 Ref
- SWEEP DETECTED:
>>3022 TSLA Nov23 24th 205 Puts $0.03 (CboeTheo=0.04) BID [MULTI] 10:05:23.427 IV=72.2% +12.0 C2 508 x $0.03 - $0.04 x 169 GEMX Vega=$1161 TSLA=242.96 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 775 MAXN Jan25 5.0 Calls $1.75 (CboeTheo=1.72) BID [MULTI] 10:05:29.237 IV=92.2% +3.8 AMEX 628 x $1.75 - $1.95 x 648 PHLX OPENING 52WeekLow
Delta=66%, EST. IMPACT = 52k Shares ($249k) To Sell MAXN=4.83 Ref - SPLIT TICKET:
>>3000 CVE Dec23 19.0 Calls $0.23 (CboeTheo=0.22) ASK [AMEX] 10:06:58.160 IV=32.9% +3.7 PHLX 1571 x $0.15 - $0.25 x 1123 PHLX FLOOR Vega=$4648 CVE=17.96 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 666 SYM Dec23 45.0 Puts $3.199 (CboeTheo=3.04) ASK [MULTI] 10:07:09.966 IV=88.3% -36.0 PHLX 127 x $2.75 - $3.20 x 119 BZX OPENING Post-Earnings
Delta=-37%, EST. IMPACT = 25k Shares ($1.18m) To Sell SYM=47.27 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 540 GLAD Dec23 10.0 Calls $0.30 (CboeTheo=0.28) ASK [MULTI] 10:07:28.756 IV=21.5% +2.6 EDGX 241 x $0.15 - $0.30 x 158 AMEX ISO
Delta=62%, EST. IMPACT = 33k Shares ($337k) To Buy GLAD=10.07 Ref - >>2500 PLTR Mar24 21.0 Calls $2.93 (CboeTheo=2.92) ASK PHLX 10:07:40.412 IV=60.2% +0.0 EDGX 1526 x $2.84 - $2.94 x 370 EMLD SPREAD/CROSS/TIED 52WeekHigh Vega=$11k PLTR=20.89 Ref
- >>2500 PLTR Mar24 21.0 Puts $2.68 (CboeTheo=2.67) ASK PHLX 10:07:40.412 IV=60.1% -0.1 C2 182 x $2.67 - $2.68 x 32 MPRL SPREAD/CROSS/TIED 52WeekHigh Vega=$11k PLTR=20.89 Ref
- SPLIT TICKET:
>>1000 SPX Jan24 4200 Puts $15.57 (CboeTheo=15.61) BID [CBOE] 10:08:44.562 IV=17.0% -0.1 CBOE 854 x $15.50 - $15.80 x 2674 CBOE LATE Vega=$340k SPX=4570.05 Fwd - SPLIT TICKET:
>>1000 SPX Jan24 4850 Calls $6.12 (CboeTheo=6.05) Above Ask! [CBOE] 10:08:44.562 IV=10.2% +0.1 CBOE 2122 x $5.90 - $6.10 x 664 CBOE LATE Vega=$285k SPX=4570.05 Fwd - SWEEP DETECTED:
>>3160 JD Nov23 24th 28.0 Puts $0.25 (CboeTheo=0.19) ASK [MULTI] 10:10:03.358 IV=34.8% +2.7 EMLD 1730 x $0.23 - $0.25 x 2843 MPRL ISO Vega=$3218 JD=28.25 Ref - >>3990 CCL Jun24 27.0 Calls $0.08 (CboeTheo=0.10) MID ISE 10:10:09.613 IV=43.1% -1.4 PHLX 225 x $0.07 - $0.10 x 202 BOX COB Vega=$4396 CCL=14.22 Ref
- >>3990 CCL Jun24 35.0 Calls $0.03 (CboeTheo=0.03) MID ISE 10:10:09.613 IV=49.5% +0.4 EMLD 50 x $0.02 - $0.04 x 1080 AMEX COB Vega=$1979 CCL=14.22 Ref
- >>3990 CCL Jan25 35.0 Calls $0.13 (CboeTheo=0.13) BID ISE 10:10:09.613 IV=42.6% +0.5 EDGX 332 x $0.12 - $0.16 x 907 GEMX COB - OPENING Vega=$7110 CCL=14.22 Ref
- >>3990 CCL Jan25 27.0 Calls $0.42 (CboeTheo=0.41) MID ISE 10:10:09.613 IV=42.5% +0.7 BOX 7 x $0.40 - $0.44 x 111 EDGX COB - OPENING Vega=$15k CCL=14.22 Ref
- SWEEP DETECTED:
>>2184 SOFI Dec23 6.5 Puts $0.38 (CboeTheo=0.38) BID [MULTI] 10:11:01.826 IV=62.9% +1.6 MPRL 2240 x $0.38 - $0.39 x 60 EMLD OPENING Vega=$1455 SOFI=6.56 Ref - >>3500 BALL May24 47.5 Calls $8.60 (CboeTheo=8.71) BID PHLX 10:12:56.779 IV=31.7% -0.8 MIAX 104 x $8.60 - $8.90 x 98 PHLX SPREAD/CROSS/TIED Vega=$40k BALL=53.41 Ref
- >>8000 MTCH Dec23 29th 28.0 Puts $0.30 (CboeTheo=0.31) BID ARCA 10:15:12.183 IV=40.4% -1.6 EMLD 106 x $0.30 - $0.35 x 83 PHLX FLOOR - OPENING Vega=$18k MTCH=31.89 Ref
- >>10000 BAC Jan24 29.0 Calls $1.60 (CboeTheo=1.61) MID ARCA 10:15:21.039 IV=24.5% -0.6 EMLD 935 x $1.59 - $1.62 x 384 C2 CROSS Vega=$45k BAC=29.75 Ref
- SPLIT TICKET:
>>1000 VIX Dec23 20th 15.0 Puts $1.40 (CboeTheo=1.41) ASK [CBOE] 10:16:03.425 IV=73.5% +0.7 CBOE 1231 x $1.39 - $1.40 x 500 CBOE Vega=$1640 VIX=14.65 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 503 GRMN Jan24 120 Calls $3.10 (CboeTheo=3.06) ASK [MULTI] 10:16:08.190 IV=14.5% +0.2 PHLX 83 x $2.95 - $3.10 x 36 BXO
Delta=55%, EST. IMPACT = 28k Shares ($3.32m) To Buy GRMN=120.27 Ref - >>7271 ZM Dec23 60.0 Puts $0.74 (CboeTheo=0.74) BID PHLX 10:16:23.171 IV=36.5% -17.9 NOM 33 x $0.72 - $0.80 x 27 MIAX AUCTION Post-Earnings Vega=$35k ZM=64.26 Ref
- >>3161 HAL Feb24 33.0 Puts $0.65 (CboeTheo=0.66) BID MIAX 10:17:22.440 IV=35.1% -0.2 BZX 9 x $0.65 - $0.68 x 38 MPRL ISO/AUCTION - OPENING Vega=$15k HAL=37.89 Ref
- SPLIT TICKET:
>>3520 HAL Feb24 33.0 Puts $0.65 (CboeTheo=0.66) BID [MIAX] 10:17:22.440 IV=35.1% -0.2 BZX 9 x $0.65 - $0.68 x 38 MPRL ISO/AUCTION - OPENING Vega=$17k HAL=37.89 Ref - >>2284 JD Jan24 25.0 Puts $0.50 (CboeTheo=0.53) MID AMEX 10:17:45.414 IV=39.8% -1.2 EMLD 580 x $0.49 - $0.51 x 467 EDGX CROSS Vega=$7044 JD=28.21 Ref
- >>12015 AMZN Nov23 24th 140 Puts $0.38 (CboeTheo=0.38) ASK MIAX 10:17:51.099 IV=22.6% -2.5 MIAX 706 x $0.37 - $0.38 x 12k MIAX Vega=$48k AMZN=142.24 Ref
- SWEEP DETECTED:
>>12087 AMZN Nov23 24th 140 Puts $0.38 (CboeTheo=0.38) ASK [MULTI] 10:17:50.939 IV=22.7% -2.5 AMEX 895 x $0.37 - $0.38 x 12k MIAX Vega=$48k AMZN=142.25 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 716 CXW Dec23 13.0 Calls $1.00 (CboeTheo=1.01) ASK [MULTI] 10:20:18.252 IV=33.2% -0.5 PHLX 890 x $0.95 - $1.00 x 4 BXO
Delta=78%, EST. IMPACT = 56k Shares ($773k) To Buy CXW=13.81 Ref - SWEEP DETECTED:
>>3349 INTC Nov23 24th 42.0 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 10:21:15.249 IV=36.7% -1.1 C2 1093 x $0.07 - $0.08 x 1836 C2 Vega=$2627 INTC=43.78 Ref - SPLIT TICKET:
>>1000 SPX Jan24 4250 Puts $19.00 (CboeTheo=18.76) ASK [CBOE] 10:21:18.702 IV=16.2% -0.0 CBOE 391 x $18.70 - $19.00 x 464 CBOE LATE Vega=$391k SPX=4569.25 Fwd - SPLIT TICKET:
>>1000 SPX Jan24 4000 Puts $8.00 (CboeTheo=8.11) BID [CBOE] 10:21:18.761 IV=20.6% -0.2 CBOE 1358 x $8.00 - $8.30 x 1056 CBOE LATE Vega=$199k SPX=4569.25 Fwd - >>1120 VIX Jan24 17th 18.0 Calls $1.43 (CboeTheo=1.42) MID CBOE 10:21:30.046 IV=81.8% +1.2 CBOE 30k x $1.40 - $1.45 x 21k CBOE AUCTION Vega=$2818 VIX=16.27 Fwd
- SPLIT TICKET:
>>1450 VIX Jan24 17th 75.0 Calls $0.08 (CboeTheo=0.09) BID [CBOE] 10:21:58.206 IV=168.6% -1.7 CBOE 27k x $0.08 - $0.11 x 31k CBOE Vega=$540 VIX=16.27 Fwd - SPLIT TICKET:
>>1190 VIX Jan24 17th 50.0 Calls $0.18 (CboeTheo=0.19) BID [CBOE] 10:22:05.627 IV=150.1% +0.3 CBOE 7426 x $0.18 - $0.21 x 28k CBOE Vega=$851 VIX=16.27 Fwd - SWEEP DETECTED:
>>2070 TSLA Nov23 24th 255 Calls $0.54 (CboeTheo=0.54) MID [MULTI] 10:22:06.131 IV=46.4% -1.8 EMLD 335 x $0.53 - $0.54 x 394 ARCA Vega=$8832 TSLA=241.13 Ref - SWEEP DETECTED:
>>2374 MDT Dec23 29th 74.0 Puts $0.659 (CboeTheo=0.67) Below Bid! [MULTI] 10:22:14.274 IV=19.4% -2.7 EDGX 59 x $0.66 - $0.93 x 334 PHLX ISO - OPENING Post-Earnings Vega=$18k MDT=77.59 Ref - SPLIT TICKET:
>>1295 VIX Dec23 20th 45.0 Calls $0.05 (CboeTheo=0.06) BID [CBOE] 10:22:18.172 IV=176.1% -2.9 CBOE 12k x $0.05 - $0.07 x 1535 CBOE AUCTION Vega=$283 VIX=14.67 Fwd - SPLIT TICKET:
>>3500 ON Dec23 29th 61.0 Puts $0.62 (CboeTheo=0.63) BID [PHLX] 10:22:47.503 IV=38.2% -0.6 MRX 5 x $0.60 - $0.66 x 3 ARCA AUCTION - OPENING Vega=$17k ON=68.93 Ref - >>1368 SPX Feb24 4080 Puts $19.85 (CboeTheo=19.91) Below Bid! CBOE 10:25:25.529 IV=18.9% -0.1 CBOE 325 x $19.90 - $20.20 x 995 CBOE LATE - OPENING Vega=$540k SPX=4580.45 Fwd
- SPLIT TICKET:
>>1800 SPX Feb24 4080 Puts $19.85 (CboeTheo=19.91) Below Bid! [CBOE] 10:25:25.528 IV=18.9% -0.1 CBOE 325 x $19.90 - $20.20 x 995 CBOE LATE - OPENING Vega=$711k SPX=4580.45 Fwd - >>2500 AMZN Dec23 1st 145 Calls $1.39 (CboeTheo=1.40) BID PHLX 10:27:25.226 IV=27.4% +2.0 ARCA 88 x $1.39 - $1.41 x 4 BZX COB/AUCTION Vega=$22k AMZN=141.71 Ref
- >>2500 AMZN Dec23 1st 150 Calls $0.43 (CboeTheo=0.42) ASK PHLX 10:27:25.226 IV=28.5% +3.4 MPRL 49 x $0.42 - $0.43 x 500 EDGX COB/AUCTION Vega=$13k AMZN=141.71 Ref
- SWEEP DETECTED:
>>2174 SBSW Jul24 2.5 Puts $0.10 (CboeTheo=0.11) BID [MULTI] 10:29:14.137 IV=61.2% -15.1 BZX 32 x $0.10 - $0.15 x 1316 PHLX OPENING SSR 52WeekLow Vega=$1169 SBSW=4.21 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 773 SYM Dec23 45.0 Calls $5.399 (CboeTheo=5.74) Below Bid! [MULTI] 10:29:49.430 IV=81.9% -42.4 PHLX 78 x $5.50 - $5.70 x 73 ARCA Post-Earnings
Delta=65%, EST. IMPACT = 51k Shares ($2.42m) To Sell SYM=47.99 Ref - SPLIT TICKET:
>>2395 GOGL Dec23 7.5 Puts $0.10 (CboeTheo=0.07) ASK [CBOE] 10:29:57.708 IV=47.2% +11.6 MIAX 0 x $0.00 - $0.10 x 915 AMEX AUCTION Post-Earnings Vega=$1266 GOGL=8.51 Ref - >>6077 JWN Dec23 1st 11.5 Puts $0.10 (CboeTheo=0.11) MID AMEX 10:30:21.751 IV=106.6% -5.2 BZX 6 x $0.09 - $0.11 x 266 EDGX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$2204 JWN=14.71 Ref
- >>6077 JWN Dec23 1st 13.5 Puts $0.54 (CboeTheo=0.51) ASK AMEX 10:30:21.751 IV=104.7% +2.4 EDGX 196 x $0.50 - $0.54 x 204 EDGX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$5172 JWN=14.71 Ref
- SWEEP DETECTED:
>>5000 RIOT Nov23 24th 10.0 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 10:32:29.255 IV=81.9% -3.9 EMLD 712 x $0.05 - $0.06 x 1856 EMLD ISO - OPENING Vega=$1130 RIOT=10.84 Ref - SWEEP DETECTED:
>>2263 TSLA Nov23 24th 240 Calls $3.85 (CboeTheo=3.76) ASK [MULTI] 10:32:45.052 IV=43.3% +0.6 BZX 77 x $3.80 - $3.85 x 644 PHLX Vega=$20k TSLA=239.74 Ref - SWEEP DETECTED:
>>2112 SOFI Dec23 6.0 Puts $0.21 (CboeTheo=0.21) ASK [MULTI] 10:32:48.042 IV=65.7% -1.4 EMLD 2214 x $0.20 - $0.21 x 47 BZX Vega=$1197 SOFI=6.50 Ref - >>10000 GT Apr24 15.0 Calls $1.10 (CboeTheo=1.03) ASK AMEX 10:33:12.502 IV=39.3% +1.8 PHLX 81 x $1.00 - $1.10 x 304 PHLX CROSS - OPENING Vega=$36k GT=13.95 Ref
- SWEEP DETECTED:
>>2438 AMZN Dec23 132 Puts $0.86 (CboeTheo=0.84) ASK [MULTI] 10:33:17.410 IV=29.3% -0.0 C2 286 x $0.84 - $0.86 x 665 C2 OPENING Vega=$21k AMZN=141.81 Ref - SWEEP DETECTED:
>>2500 AAL Dec23 1st 11.5 Puts $0.073 (CboeTheo=0.06) MID [MULTI] 10:33:17.815 IV=35.7% -2.8 EMLD 5899 x $0.06 - $0.07 x 447 C2 ISO Vega=$1324 AAL=12.12 Ref - SPLIT TICKET:
>>2700 SPXW Dec23 29th 4275 Puts $12.17 (CboeTheo=12.16) BID [CBOE] 10:33:25.910 IV=15.8% -0.2 CBOE 140 x $12.10 - $12.30 x 264 CBOE LATE Vega=$764k SPX=4549.25 Fwd - >>2500 PG Jan24 155 Calls $1.25 (CboeTheo=1.25) ASK BOX 10:33:32.837 IV=11.7% +0.4 CBOE 73 x $1.20 - $1.26 x 84 CBOE CROSS Vega=$52k PG=149.70 Ref
- SWEEP DETECTED:
>>2000 DXCM Jan24 90.0 Puts $1.15 (CboeTheo=1.15) ASK [MULTI] 10:35:47.914 IV=43.6% -0.3 MRX 219 x $1.05 - $1.15 x 506 C2 ISO Vega=$17k DXCM=108.41 Ref - SWEEP DETECTED:
>>3500 LCID Dec23 1st 4.5 Calls $0.07 (CboeTheo=0.08) BID [MULTI] 10:35:58.503 IV=68.2% +5.2 MPRL 127 x $0.07 - $0.09 x 4150 EMLD Vega=$791 LCID=4.17 Ref - >>1000 VIX Dec23 20th 18.0 Calls $0.60 (CboeTheo=0.59) ASK CBOE 10:36:03.571 IV=97.5% +1.8 CBOE 6076 x $0.58 - $0.60 x 2000 CBOE Vega=$1385 VIX=14.72 Fwd
- SWEEP DETECTED:
>>3000 M Dec23 1st 16.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 10:36:47.311 IV=49.2% +3.1 EMLD 411 x $0.05 - $0.07 x 643 EMLD AUCTION - OPENING Vega=$1505 M=14.47 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 797 THO Jan24 95.0 Puts $2.60 (CboeTheo=2.52) ASK [MULTI] 10:38:32.713 IV=35.4% +0.6 CBOE 35 x $2.45 - $2.60 x 43 MPRL OPENING
Delta=-27%, EST. IMPACT = 22k Shares ($2.23m) To Sell THO=102.21 Ref - >>Unusual Volume NEE - 3x market weighted volume: 22.3k = 81.4k projected vs 25.9k adv, 50% puts, 5% of OI ExDiv [NEE 57.23 -0.11 Ref, IV=26.1% +0.3]
- SWEEP DETECTED:
>>2000 CMCSA Jan24 45.0 Calls $0.39 (CboeTheo=0.42) BID [MULTI] 10:39:28.162 IV=17.8% -0.1 EDGX 267 x $0.39 - $0.42 x 1 ISE Vega=$11k CMCSA=42.45 Ref - SWEEP DETECTED:
>>3498 BAC Dec23 29.0 Calls $1.11 (CboeTheo=1.13) BID [MULTI] 10:40:15.860 IV=22.4% -1.0 BZX 602 x $1.11 - $1.13 x 270 BZX Vega=$8922 BAC=29.82 Ref - >>2386 VALE Dec23 1st 14.0 Calls $1.78 (CboeTheo=1.79) BID ARCA 10:41:13.279 CBOE 1 x $1.73 - $2.21 x 397 PHLX SPREAD/FLOOR Vega=$0 VALE=15.79 Ref
- >>2391 VALE Dec23 8th 14.0 Calls $1.78 (CboeTheo=1.79) BID ARCA 10:41:13.280 ARCA 2 x $1.70 - $1.89 x 61 PHLX SPREAD/FLOOR Vega=$0 VALE=15.79 Ref
- >>2390 VALE Feb24 16.0 Calls $0.66 (CboeTheo=0.67) BID ARCA 10:41:13.281 IV=29.4% +0.5 ARCA 1428 x $0.64 - $0.70 x 4 ARCA SPREAD/FLOOR - OPENING Vega=$7048 VALE=15.79 Ref
- SWEEP DETECTED:
>>3208 SOFI Mar24 6.0 Puts $0.799 (CboeTheo=0.76) ASK [MULTI] 10:41:10.798 IV=78.6% +3.5 EMLD 118 x $0.76 - $0.80 x 158 PHLX Vega=$4251 SOFI=6.53 Ref - >>Unusual Volume DOW - 3x market weighted volume: 9715 = 34.7k projected vs 9621 adv, 95% calls, 4% of OI [DOW 51.80 +0.12 Ref, IV=18.6% -0.2]
- SPLIT TICKET:
>>1000 NANOS Nov23 22nd 454 Calls $0.81 (CboeTheo=0.81) MID [CBOE] 10:42:06.338 IV=11.8% +0.6 CBOE 1000 x $0.73 - $0.00 x 0 OPENING Vega=$101 NANOS=453.01 Fwd - >>4997 EOLS Jan24 10.0 Calls $0.65 (CboeTheo=0.60) BID GEMX 10:42:08.744 IV=50.3% +2.5 PHLX 420 x $0.55 - $0.95 x 28 ISE OPENING Vega=$7728 EOLS=9.75 Ref
- SWEEP DETECTED:
>>2769 SOFI Mar24 5.0 Puts $0.44 (CboeTheo=0.42) ASK [MULTI] 10:43:43.998 IV=83.5% +3.2 CBOE 957 x $0.41 - $0.44 x 37 BXO Vega=$2864 SOFI=6.51 Ref - SWEEP DETECTED:
>>2000 MARA Dec23 8th 10.5 Calls $0.72 (CboeTheo=0.69) ASK [MULTI] 10:44:53.977 IV=101.7% +4.1 ARCA 513 x $0.71 - $0.72 x 106 BZX Vega=$1744 MARA=10.07 Ref - SPLIT TICKET:
>>1000 NANOS Nov23 22nd 454 Calls $0.86 (CboeTheo=0.87) MID [CBOE] 10:45:40.939 IV=11.7% +0.6 CBOE 1000 x $0.78 - $0.00 x 0 OPENING Vega=$102 NANOS=453.16 Fwd - SWEEP DETECTED:
>>4254 AAL Dec23 13.0 Calls $0.13 (CboeTheo=0.14) BID [MULTI] 10:45:49.208 IV=33.3% -0.5 EMLD 3358 x $0.13 - $0.14 x 1657 GEMX ISO Vega=$4021 AAL=12.09 Ref - SPLIT TICKET:
>>1000 NANOS Nov23 24th 454 Calls $1.17 (CboeTheo=1.16) MID [CBOE] 10:46:01.249 IV=8.9% -0.4 CBOE 1000 x $1.09 - $0.00 x 0 OPENING Vega=$168 NANOS=453.26 Fwd - SWEEP DETECTED:
>>2875 KVUE Dec23 19.5 Puts $0.37 (CboeTheo=0.35) BID [MULTI] 10:47:40.558 IV=30.4% +2.0 ARCA 375 x $0.37 - $0.40 x 786 PHLX Vega=$5448 KVUE=20.02 Ref - >>1000 VIX Dec23 20th 17.0 Calls $0.69 (CboeTheo=0.69) MID CBOE 10:48:30.774 IV=89.9% +1.2 CBOE 17k x $0.68 - $0.70 x 12 CBOE LATE Vega=$1484 VIX=14.67 Fwd
- SPLIT TICKET:
>>1000 VIX Dec23 20th 13.5 Puts $0.466 (CboeTheo=0.46) MID [CBOE] 10:48:30.774 IV=59.1% +0.4 CBOE 5167 x $0.45 - $0.48 x 29k CBOE LATE Vega=$1388 VIX=14.67 Fwd - >>5045 PYPL Dec23 44.0 Calls $11.65 (CboeTheo=11.84) BID BOX 10:48:40.391 NOM 53 x $11.65 - $11.90 x 7 BOX SPREAD/CROSS - OPENING Vega=$0 PYPL=55.62 Ref
- >>5045 PYPL Dec23 44.0 Puts $0.03 (CboeTheo=0.04) BID BOX 10:48:40.391 IV=43.0% -3.0 C2 458 x $0.03 - $0.04 x 747 MRX SPREAD/CROSS - OPENING Vega=$2644 PYPL=55.62 Ref
- SWEEP DETECTED:
>>2500 PLUG Jan24 5.0 Calls $0.18 (CboeTheo=0.17) ASK [MULTI] 10:49:30.812 IV=93.7% +4.3 EMLD 924 x $0.16 - $0.18 x 2814 AMEX Vega=$1190 PLUG=3.67 Ref - SWEEP DETECTED:
>>2239 AMC2 Jan24 1.0 Puts $0.28 (CboeTheo=0.27) ASK [MULTI] 10:50:12.633 IV=112.2% +16.5 PHLX 600 x $0.25 - $0.28 x 924 BXO Vega=$253 AMC=6.78 Ref - SWEEP DETECTED:
>>3559 BAC Feb24 33.0 Calls $0.37 (CboeTheo=0.37) BID [MULTI] 10:52:20.689 IV=22.4% +0.0 EMLD 560 x $0.37 - $0.38 x 3491 EMLD OPENING Vega=$15k BAC=29.84 Ref - SWEEP DETECTED:
>>2017 ANET Nov23 24th 222.5 Calls $0.445 (CboeTheo=0.44) Above Ask! [MULTI] 10:53:42.640 IV=36.3% +2.5 BOX 24 x $0.35 - $0.40 x 12 MPRL OPENING Vega=$8005 ANET=213.31 Ref - >>10000 NEE Nov23 24th 65.0 Puts $8.10 (CboeTheo=8.24) BID PHLX 10:53:54.649 BZX 44 x $8.10 - $8.30 x 34 BOX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$0 NEE=57.23 Ref
- >>10000 NEE Nov23 24th 65.0 Calls $0.05 (CboeTheo=0.02) ASK PHLX 10:53:54.649 IV=76.0% +29.4 MRX 0 x $0.00 - $0.05 x 392 PHLX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$3966 NEE=57.23 Ref
- >>2000 AAPL Jan24 195 Calls $3.50 (CboeTheo=3.58) BID BOX 10:54:30.591 IV=15.5% -0.6 C2 50 x $3.50 - $3.55 x 610 C2 FLOOR Vega=$60k AAPL=190.28 Ref
- >>3000 DOW Jan24 55.0 Calls $0.37 (CboeTheo=0.41) MID CBOE 10:56:35.801 IV=17.6% -0.8 C2 669 x $0.36 - $0.39 x 484 EDGX FLOOR Vega=$17k DOW=51.80 Ref
- SWEEP DETECTED:
>>2686 WBA Jun24 15.0 Puts $0.61 (CboeTheo=0.62) BID [MULTI] 10:56:43.925 IV=47.0% +0.4 MPRL 675 x $0.61 - $0.62 x 654 GEMX OPENING Vega=$9288 WBA=20.84 Ref - >>2000 BAC Dec23 29.5 Puts $0.57 (CboeTheo=0.58) BID PHLX 10:56:56.121 IV=22.1% -0.4 EMLD 2642 x $0.57 - $0.58 x 4135 EMLD SPREAD/CROSS/TIED - OPENING Vega=$6009 BAC=29.86 Ref
- >>2000 BAC Dec23 27.0 Puts $0.10 (CboeTheo=0.10) BID PHLX 10:56:56.121 IV=29.1% -0.5 ARCA 1 x $0.10 - $0.11 x 4755 EMLD SPREAD/CROSS/TIED Vega=$2628 BAC=29.86 Ref
- >>2000 SOFI Dec23 9.0 Calls $0.03 (CboeTheo=0.05) BID PHLX 10:57:03.975 IV=74.8% -6.4 EMLD 3725 x $0.03 - $0.04 x 2665 EMLD AUCTION Vega=$407 SOFI=6.53 Ref
- >>2000 AAPL Jan24 195 Calls $3.50 (CboeTheo=3.55) BID BOX 10:57:21.176 IV=15.6% -0.6 EMLD 129 x $3.50 - $3.55 x 674 EDGX FLOOR Vega=$60k AAPL=190.21 Ref
- >>2500 AUPH Dec23 10.0 Calls $1.15 (CboeTheo=1.08) ASK BOX 11:00:01.642 IV=119.6% +11.6 ARCA 5 x $1.10 - $1.15 x 5 AMEX SPREAD/FLOOR Vega=$2512 AUPH=9.86 Ref
- >>2500 AUPH Dec23 12.0 Calls $0.70 (CboeTheo=0.58) ASK BOX 11:00:01.642 IV=137.9% +18.6 MIAX 15 x $0.55 - $0.70 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$2363 AUPH=9.86 Ref
- >>7000 BAC Dec23 28.0 Puts $0.18 (CboeTheo=0.18) BID AMEX 11:00:56.276 IV=25.2% -0.5 EMLD 3977 x $0.18 - $0.19 x 4213 EMLD SPREAD/CROSS Vega=$14k BAC=29.86 Ref
- >>7000 BAC Dec23 28.0 Calls $1.98 (CboeTheo=1.99) MID AMEX 11:00:56.276 IV=24.9% -0.9 BXO 15 x $1.96 - $1.99 x 178 EDGX SPREAD/CROSS Vega=$9704 BAC=29.86 Ref
- >>3500 NYCB Dec23 10.0 Calls $0.10 (CboeTheo=0.10) ASK PHLX 11:01:18.338 IV=38.0% +3.6 GEMX 663 x $0.05 - $0.10 x 21 BZX FLOOR Vega=$2385 NYCB=9.14 Ref
- >>2250 SAVE Dec23 10.0 Puts $0.71 (CboeTheo=0.74) BID BOX 11:01:49.634 IV=158.7% -3.9 CBOE 1 x $0.71 - $0.77 x 22 BZX SPREAD/FLOOR ExDiv Vega=$2088 SAVE=12.93 Ref
- >>2250 SAVE Jan24 10.0 Puts $2.69 (CboeTheo=2.56) ASK BOX 11:01:49.634 IV=227.4% +9.8 NOM 10 x $2.60 - $2.70 x 1 EMLD SPREAD/FLOOR ExDiv Vega=$3536 SAVE=12.93 Ref
- SWEEP DETECTED:
>>2635 F Dec23 1st 10.0 Puts $0.14 (CboeTheo=0.12) ASK [MULTI] 11:02:06.377 IV=29.3% -1.2 C2 1012 x $0.13 - $0.14 x 1449 EMLD Vega=$1691 F=10.13 Ref - SPLIT TICKET:
>>1096 SPXW Feb24 29th 4670 Puts $155.09 (CboeTheo=154.91) ASK [CBOE] 11:02:32.320 IV=11.6% +0.0 CBOE 13 x $154.70 - $155.20 x 29 CBOE LATE - OPENING Vega=$1.00m SPX=4588.08 Fwd - SPLIT TICKET:
>>1096 SPXW Feb24 29th 4460 Puts $74.55 (CboeTheo=74.49) ASK [CBOE] 11:02:32.394 IV=13.7% -0.0 CBOE 84 x $74.20 - $74.70 x 82 CBOE LATE - OPENING Vega=$949k SPX=4588.08 Fwd - SWEEP DETECTED:
>>2548 AAL Jul25 8.0 Puts $0.88 (CboeTheo=0.91) BID [MULTI] 11:02:33.584 IV=53.0% -1.8 EDGX 150 x $0.88 - $1.05 x 233 EDGX ISO Vega=$9194 AAL=12.11 Ref - >>2204 WFC Feb24 47.5 Calls $0.45 (CboeTheo=0.47) BID PHLX 11:04:25.673 IV=21.8% -0.3 AMEX 271 x $0.45 - $0.47 x 146 EMLD FLOOR Vega=$13k WFC=42.70 Ref
- >>3000 BBY Jan24 60.0 Puts $0.73 (CboeTheo=0.78) BID AMEX 11:05:21.608 IV=28.4% -9.2 NOM 35 x $0.71 - $0.77 x 291 CBOE CROSS - OPENING Post-Earnings Vega=$21k BBY=66.80 Ref
- SWEEP DETECTED:
>>4000 AMD Nov23 24th 103 Puts $0.02 (CboeTheo=0.02) BID [MULTI] 11:08:26.517 IV=63.8% -0.5 GEMX 993 x $0.02 - $0.03 x 1587 C2 OPENING Vega=$1062 AMD=118.56 Ref - >>4000 NYCB Jan24 10.0 Calls $0.20 (CboeTheo=0.19) ASK PHLX 11:08:32.227 IV=32.2% +1.9 PHLX 1901 x $0.15 - $0.20 x 1089 EMLD SPREAD/CROSS/TIED Vega=$5055 NYCB=9.13 Ref
- >>2000 NYCB Jan24 9.0 Puts $0.35 (CboeTheo=0.34) BID PHLX 11:08:32.227 IV=30.8% -0.8 MPRL 20 x $0.35 - $0.40 x 523 EDGX SPREAD/CROSS/TIED Vega=$2846 NYCB=9.13 Ref
- SWEEP DETECTED:
>>2339 AG Jan25 5.0 Puts $0.78 (CboeTheo=0.76) ASK [MULTI] 11:09:48.646 IV=52.5% +1.5 EMLD 271 x $0.74 - $0.78 x 21 BOX Vega=$4778 AG=5.58 Ref - >>5000 AAL Jun25 10.0 Puts $1.40 (CboeTheo=1.36) ASK ISE 11:09:58.207 IV=48.2% +0.2 NOM 14 x $1.33 - $1.41 x 578 EDGX SPREAD/CROSS/TIED Vega=$23k AAL=12.12 Ref
- >>2200 SGEN Dec23 215 Puts $3.70 (CboeTheo=4.04) BID BOX 11:10:05.309 IV=13.9% -4.6 PHLX 10 x $3.70 - $4.80 x 10 PHLX SPREAD/FLOOR Vega=$47k SGEN=213.16 Ref
- >>2200 SGEN Dec23 200 Puts $0.80 (CboeTheo=0.81) MID BOX 11:10:05.309 IV=23.2% -1.3 NOM 16 x $0.50 - $1.10 x 10 PHLX SPREAD/FLOOR Vega=$25k SGEN=213.16 Ref
- SWEEP DETECTED:
>>2822 BAC Dec23 8th 30.0 Calls $0.46 (CboeTheo=0.45) ASK [MULTI] 11:10:13.537 IV=21.9% +0.4 EMLD 1016 x $0.44 - $0.46 x 685 EMLD OPENING Vega=$6992 BAC=29.89 Ref - SPLIT TICKET:
>>1275 SPX Dec23 3500 Puts $0.70 (CboeTheo=0.61) ASK [CBOE] 11:12:10.648 IV=40.1% +0.2 CBOE 646 x $0.60 - $0.70 x 5188 CBOE ISO Vega=$22k SPX=4543.22 Fwd - >>5000 C Jan24 50.0 Calls $0.46 (CboeTheo=0.47) BID PHLX 11:13:10.864 IV=24.5% -0.4 C2 570 x $0.46 - $0.47 x 188 C2 SPREAD/CROSS/TIED Vega=$26k C=45.23 Ref
- >>15706 PLUG Jan24 12.5 Calls $0.03 (CboeTheo=0.01) Above Ask! BOX 11:13:17.824 IV=150.7% +21.6 GEMX 2 x $0.01 - $0.02 x 93 MPRL FLOOR Vega=$2056 PLUG=3.65 Ref
- SWEEP DETECTED:
>>15864 PLUG Jan24 12.5 Calls $0.03 (CboeTheo=0.01) Above Ask! [MULTI] 11:13:17.810 IV=142.0% +12.9 GEMX 2 x $0.01 - $0.02 x 33 BZX ISO Vega=$1609 PLUG=3.65 Ref - >>2500 BAC Jun25 20.0 Puts $0.82 (CboeTheo=0.80) ASK PHLX 11:14:10.673 IV=34.4% +0.3 BXO 22 x $0.77 - $0.83 x 122 EDGX SPREAD/CROSS/TIED Vega=$17k BAC=29.86 Ref
- SWEEP DETECTED:
>>3000 M Nov23 24th 15.5 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 11:14:12.230 IV=54.8% +6.9 C2 70 x $0.03 - $0.04 x 1467 EMLD OPENING Vega=$796 M=14.54 Ref - SWEEP DETECTED:
>>2502 T Apr24 13.0 Puts $0.14 (CboeTheo=0.15) MID [MULTI] 11:14:18.731 IV=27.4% -0.6 BOX 37 x $0.13 - $0.15 x 169 ARCA Vega=$4527 T=16.23 Ref - SWEEP DETECTED:
>>4500 NKLA Nov23 24th 1.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:14:58.060 IV=113.5% +12.1 MPRL 111 x $0.02 - $0.03 x 378 MRX Vega=$161 NKLA=0.97 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 665 YOU Jan25 21.45 Calls $3.712 (CboeTheo=3.55) Above Ask! [MULTI] 11:17:07.904 IV=47.8% +0.4 PHLX 243 x $3.40 - $3.60 x 16 ARCA
Delta=56%, EST. IMPACT = 38k Shares ($734k) To Buy YOU=19.56 Ref - >>5000 INTC Dec23 45.0 Calls $0.89 (CboeTheo=0.89) BID ISE 11:17:22.007 IV=30.7% -0.4 C2 203 x $0.89 - $0.90 x 277 C2 SPREAD/CROSS/TIED Vega=$22k INTC=43.66 Ref
- >>2036 CTRA Jun24 18.0 Puts $0.21 (CboeTheo=0.19) ASK ARCA 11:20:15.453 IV=37.3% +0.5 GEMX 6 x $0.15 - $0.25 x 6 GEMX SPREAD/FLOOR - OPENING Vega=$4910 CTRA=26.61 Ref
- SWEEP DETECTED:
>>2135 GM Dec23 1st 28.0 Calls $0.51 (CboeTheo=0.49) ASK [MULTI] 11:20:42.166 IV=34.1% +2.0 NOM 1 x $0.50 - $0.51 x 621 C2 OPENING Vega=$3882 GM=27.75 Ref - >>6000 TSN Apr24 35.0 Puts $0.25 (CboeTheo=0.29) MID ARCA 11:23:13.217 IV=32.4% -1.5 EMLD 289 x $0.20 - $0.30 x 241 EMLD SPREAD/FLOOR - OPENING Vega=$21k TSN=47.51 Ref
- >>3500 TSN Apr24 40.0 Puts $0.79 (CboeTheo=0.81) BID ARCA 11:23:13.217 IV=29.6% -0.6 CBOE 191 x $0.75 - $0.85 x 353 EMLD SPREAD/FLOOR - OPENING Vega=$25k TSN=47.51 Ref
- SWEEP DETECTED:
>>2250 ZM Dec23 1st 72.0 Calls $0.178 (CboeTheo=0.18) ASK [MULTI] 11:24:43.271 IV=40.5% -32.0 BOX 219 x $0.15 - $0.18 x 296 EDGX OPENING Post-Earnings Vega=$4100 ZM=65.48 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1219 GDS Dec23 12.5 Calls $0.25 (CboeTheo=0.21) ASK [MULTI] 11:25:54.552 IV=68.5% +5.3 BZX 2 x $0.20 - $0.25 x 207 EMLD OPENING Pre-Earnings
Delta=24%, EST. IMPACT = 30k Shares ($321k) To Buy GDS=10.81 Ref - SWEEP DETECTED:
>>2837 INTC Nov23 24th 42.0 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 11:27:08.055 IV=37.2% -0.7 C2 607 x $0.06 - $0.07 x 119 BZX Vega=$2037 INTC=43.90 Ref - >>3983 MPW Jan24 5.0 Puts $0.91 (CboeTheo=0.88) ASK NOM 11:27:43.913 IV=81.3% +7.5 NOM 2 x $0.89 - $0.91 x 88 GEMX Vega=$2791 MPW=4.60 Ref
- SWEEP DETECTED:
>>4829 MPW Jan24 5.0 Puts $0.91 (CboeTheo=0.87) ASK [MULTI] 11:27:43.912 IV=81.7% +7.9 NOM 2 x $0.89 - $0.91 x 3983 NOM Vega=$3390 MPW=4.61 Ref - >>3500 DDOG Dec23 70.0 Puts $0.01 (CboeTheo=0.01) MID PHLX 11:27:52.281 IV=63.9% -1.8 C2 0 x $0.00 - $0.02 x 94 C2 AUCTION Vega=$622 DDOG=110.75 Ref
- >>5400 C Dec23 39.0 Puts $0.06 (CboeTheo=0.06) BID PHLX 11:28:12.277 IV=34.0% -0.4 C2 1786 x $0.06 - $0.07 x 2056 C2 SPREAD/CROSS/TIED Vega=$5315 C=45.24 Ref
- >>3600 C Dec23 42.0 Puts $0.18 (CboeTheo=0.19) BID PHLX 11:28:12.277 IV=26.3% -0.3 C2 1318 x $0.18 - $0.19 x 980 C2 SPREAD/CROSS/TIED Vega=$8454 C=45.24 Ref
- >>2000 META Jan25 500 Calls $14.05 (CboeTheo=14.05) MID BOX 11:29:13.698 IV=33.7% +0.0 MIAX 26 x $13.95 - $14.15 x 19 MIAX SPREAD/CROSS Vega=$225k META=336.88 Ref
- SWEEP DETECTED:
>>2000 TSLA Jan24 215 Puts $6.665 (CboeTheo=6.71) Below Bid! [MULTI] 11:29:19.060 IV=47.8% +0.8 C2 98 x $6.70 - $6.75 x 424 EMLD Vega=$59k TSLA=241.86 Ref - >>2300 BABA Jan24 85.0 Calls $2.03 (CboeTheo=2.04) MID PHLX 11:29:28.072 IV=34.3% +0.0 EDGX 158 x $2.02 - $2.05 x 24 NOM SPREAD/CROSS/TIED Vega=$26k BABA=78.88 Ref
- >>10000 AAL Dec25 5.0 Puts $0.60 (CboeTheo=0.59) MID CBOE 11:30:38.566 IV=69.1% -1.0 EDGX 203 x $0.54 - $0.66 x 312 ARCA FLOOR Vega=$24k AAL=12.11 Ref
- >>2572 GOOG Dec23 130 Puts $0.60 (CboeTheo=0.60) MID PHLX 11:34:19.682 IV=23.0% -0.0 EDGX 449 x $0.59 - $0.61 x 703 EDGX SPREAD/CROSS/TIED Vega=$21k GOOG=137.84 Ref
- >>2572 GOOG Dec23 125 Puts $0.24 (CboeTheo=0.24) BID PHLX 11:34:19.682 IV=25.9% -0.1 C2 445 x $0.24 - $0.25 x 612 EMLD SPREAD/CROSS/TIED Vega=$11k GOOG=137.84 Ref
- >>1150 VIX Jan24 17th 17.0 Calls $1.63 (CboeTheo=1.63) BID CBOE 11:34:51.540 IV=76.0% +0.7 CBOE 1150 x $1.62 - $1.66 x 3065 CBOE Vega=$2924 VIX=16.27 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 1793 UNIT Dec23 5.0 Puts $0.15 (CboeTheo=0.15) BID [MULTI] 11:34:56.859 IV=51.9% +2.9 BOX 800 x $0.15 - $0.20 x 207 PHLX
Delta=-31%, EST. IMPACT = 55k Shares ($301k) To Buy UNIT=5.43 Ref - >>2425 BABA Jan24 85.0 Calls $1.98 (CboeTheo=1.99) MID PHLX 11:35:10.063 IV=34.3% -0.0 EDGX 100 x $1.96 - $2.00 x 32 NOM SPREAD/CROSS/TIED Vega=$27k BABA=78.73 Ref
- >>10000 NLY Dec23 15.0 Calls $2.87 (CboeTheo=2.89) BID ARCA 11:35:25.813 IV=36.7% -6.0 BXO 13 x $2.83 - $2.94 x 13 BXO CROSS Vega=$3167 NLY=17.79 Ref
- >>2369 TSLA Nov23 24th 240 Calls $5.10 (CboeTheo=5.13) MID NOM 11:35:40.626 IV=41.7% -0.9 PHLX 561 x $5.05 - $5.15 x 41 ARCA Vega=$21k TSLA=242.27 Ref
- SWEEP DETECTED:
>>2463 TSLA Nov23 24th 240 Calls $5.10 (CboeTheo=5.12) ASK [MULTI] 11:35:39.747 IV=41.8% -0.9 CBOE 175 x $5.05 - $5.10 x 2462 NOM Vega=$22k TSLA=242.26 Ref - >>3000 PLTR Feb24 21.0 Calls $2.27 (CboeTheo=2.27) BID PHLX 11:37:29.360 IV=61.1% +0.3 C2 732 x $2.27 - $2.29 x 160 BOX SPREAD/CROSS/TIED 52WeekHigh Vega=$12k PLTR=20.34 Ref
- >>10000 VALE Jan24 17.0 Puts $1.77 (CboeTheo=1.78) BID AMEX 11:37:43.134 IV=30.2% +0.4 PHLX 358 x $1.60 - $2.01 x 343 PHLX SPREAD/CROSS Vega=$18k VALE=15.86 Ref
- >>10000 VALE Jan24 17.0 Calls $0.27 (CboeTheo=0.26) ASK AMEX 11:37:43.134 IV=31.0% +1.3 PHLX 40 x $0.26 - $0.27 x 108 PHLX SPREAD/CROSS Vega=$20k VALE=15.86 Ref
- SWEEP DETECTED:
>>5850 C Nov23 24th 46.0 Calls $0.11 (CboeTheo=0.11) ASK [MULTI] 11:38:28.994 IV=21.7% +0.5 C2 602 x $0.10 - $0.11 x 2087 EMLD ISO - OPENING Vega=$7300 C=45.23 Ref - >>3138 MU Dec23 72.5 Puts $0.74 (CboeTheo=0.76) BID PHLX 11:38:59.669 IV=30.1% -0.9 EMLD 398 x $0.74 - $0.76 x 214 C2 SPREAD/CROSS/TIED Vega=$18k MU=76.64 Ref
- >>3138 MU Dec23 67.5 Puts $0.21 (CboeTheo=0.20) ASK PHLX 11:38:59.669 IV=35.0% -1.3 C2 365 x $0.20 - $0.21 x 363 C2 SPREAD/CROSS/TIED Vega=$8303 MU=76.64 Ref
- >>9219 JBLU Nov23 24th 4.0 Calls $0.21 (CboeTheo=0.22) MID EDGX 11:39:08.691 IV=54.5% -19.8 BZX 1 x $0.18 - $0.23 x 899 PHLX AUCTION Vega=$943 JBLU=4.18 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 9999 JBLU Nov23 24th 4.0 Calls $0.21 (CboeTheo=0.21) ASK [MULTI] 11:39:08.163 IV=61.9% -12.4 PHLX 1062 x $0.18 - $0.21 x 10 MPRL ISO
Delta=78%, EST. IMPACT = 783k Shares ($3.27m) To Buy JBLU=4.17 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 938 BMTX Dec23 2.5 Calls $0.60 (CboeTheo=0.52) ASK [MULTI] 11:39:36.717 IV=162.0% -51.2 PHLX 180 x $0.35 - $0.60 x 524 PHLX Post-Earnings / SSR
Delta=70%, EST. IMPACT = 65k Shares ($179k) To Buy BMTX=2.73 Ref - SWEEP DETECTED:
>>2000 PLTR Apr24 20.0 Puts $2.70 (CboeTheo=2.69) BID [MULTI] 11:41:44.793 IV=59.4% -0.0 C2 424 x $2.70 - $2.71 x 70 C2 OPENING 52WeekHigh Vega=$9970 PLTR=20.25 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 NN Dec23 5.0 Puts $0.499 (CboeTheo=0.45) ASK [MULTI] 11:42:01.676 IV=62.7% +11.3 BXO 1 x $0.40 - $0.50 x 412 CBOE ISO
Delta=-63%, EST. IMPACT = 31k Shares ($147k) To Sell NN=4.68 Ref - >>10000 PLUG Mar24 2.5 Puts $0.32 (CboeTheo=0.33) MID ISE 11:43:09.926 IV=114.0% -3.1 EMLD 1545 x $0.31 - $0.33 x 14 BXO SPREAD/CROSS/TIED Vega=$5335 PLUG=3.66 Ref
- SWEEP DETECTED:
>>2158 PLTR Nov23 24th 19.5 Puts $0.18 (CboeTheo=0.17) ASK [MULTI] 11:43:16.107 IV=61.6% -7.4 EMLD 3990 x $0.17 - $0.18 x 818 EMLD 52WeekHigh Vega=$1306 PLTR=20.23 Ref - SWEEP DETECTED:
>>2182 CVX Jan24 130 Puts $0.77 (CboeTheo=0.77) BID [MULTI] 11:43:41.656 IV=23.6% -0.2 MPRL 131 x $0.77 - $0.79 x 442 EDGX Vega=$25k CVX=143.97 Ref - SWEEP DETECTED:
>>2643 TXN Jan24 165 Calls $1.343 (CboeTheo=1.36) Below Bid! [MULTI] 11:43:51.998 IV=19.4% -0.3 NOM 24 x $1.35 - $1.41 x 30 PHLX OPENING Vega=$47k TXN=152.88 Ref - >>Market Color @STOCK ->>2000 PLUG Jan24 3.0 Puts $0.27 (CboeTheo=0.26) ASK ISE 11:46:59.933 IV=101.8% +0.6 EMLD 2247 x $0.24 - $0.27 x 742 EDGX SPREAD/CROSS/TIED Vega=$921 PLUG=3.67 Ref
- >>2000 PLUG Jan24 4.5 Calls $0.25 (CboeTheo=0.25) MID ISE 11:46:59.933 IV=88.9% +1.1 EMLD 1426 x $0.24 - $0.26 x 704 EMLD SPREAD/CROSS/TIED - OPENING Vega=$1080 PLUG=3.67 Ref
- SWEEP DETECTED:
>>2085 JBLU Nov23 24th 4.0 Puts $0.03 (CboeTheo=0.03) ASK [MULTI] 11:47:16.651 IV=66.8% -7.5 GEMX 1058 x $0.02 - $0.03 x 61 BZX ISO - OPENING Vega=$230 JBLU=4.21 Ref - SWEEP DETECTED:
>>6691 JBLU Nov23 24th 4.0 Puts $0.04 (CboeTheo=0.03) ASK [MULTI] 11:48:36.601 IV=75.5% +1.2 EMLD 1002 x $0.02 - $0.04 x 1162 C2 ISO - OPENING Vega=$794 JBLU=4.21 Ref - >>5300 AEO Jan24 15.0 Puts $0.37 (CboeTheo=0.37) ASK ARCA 11:49:18.111 IV=40.3% -15.1 MIAX 186 x $0.35 - $0.37 x 4 NOM CROSS Post-Earnings / SSR Vega=$11k AEO=16.74 Ref
- SWEEP DETECTED:
>>3135 VRT Nov23 24th 41.0 Puts $0.276 (CboeTheo=0.25) Above Ask! [MULTI] 11:49:33.850 IV=60.6% -1.4 PHLX 203 x $0.15 - $0.25 x 171 PHLX OPENING 52WeekHigh Vega=$3374 VRT=43.09 Ref - >>20000 AGNC Jan24 8.0 Calls $0.86 (CboeTheo=0.85) ASK PHLX 11:49:48.225 IV=31.7% +0.7 BXO 16 x $0.82 - $0.86 x 5 MPRL SPREAD/CROSS/TIED Vega=$17k AGNC=8.79 Ref
- SPLIT TICKET:
>>2000 TSN Apr24 30.0 Puts $0.11 (CboeTheo=0.10) ASK [PHLX] 11:50:28.886 IV=38.2% -0.2 C2 0 x $0.00 - $0.15 x 305 CBOE AUCTION - OPENING Vega=$3266 TSN=47.56 Ref - >>1863 VIX Dec23 20th 13.5 Puts $0.49 (CboeTheo=0.47) ASK CBOE 11:52:33.564 IV=60.3% +1.6 CBOE 17k x $0.46 - $0.49 x 5520 CBOE Vega=$2615 VIX=14.62 Fwd
- >>1465 VIX Dec23 20th 13.5 Puts $0.49 (CboeTheo=0.47) ASK CBOE 11:52:33.564 IV=60.3% +1.6 CBOE 17k x $0.46 - $0.49 x 5520 CBOE Vega=$2056 VIX=14.62 Fwd
- >>1286 VIX Dec23 20th 13.5 Puts $0.49 (CboeTheo=0.47) ASK CBOE 11:52:33.564 IV=60.3% +1.6 CBOE 17k x $0.46 - $0.49 x 4055 CBOE Vega=$1805 VIX=14.62 Fwd
- SPLIT TICKET:
>>7383 VIX Dec23 20th 13.5 Puts $0.49 (CboeTheo=0.47) ASK [CBOE] 11:52:33.564 IV=60.3% +1.6 CBOE 17k x $0.46 - $0.49 x 5520 CBOE Vega=$10k VIX=14.62 Fwd - SPLIT TICKET:
>>1000 VIX Dec23 20th 12.0 Puts $0.06 (CboeTheo=0.06) ASK [CBOE] 11:52:34.381 IV=48.7% -1.4 CBOE 5052 x $0.05 - $0.06 x 9500 CBOE Vega=$533 VIX=14.62 Fwd - SPLIT TICKET:
>>1000 VIX Dec23 20th 12.0 Puts $0.06 (CboeTheo=0.06) ASK [CBOE] 11:52:44.381 IV=48.7% -1.4 CBOE 5038 x $0.05 - $0.06 x 8500 CBOE Vega=$533 VIX=14.62 Fwd - >>2000 VIX Dec23 20th 12.0 Puts $0.06 (CboeTheo=0.06) ASK CBOE 11:52:56.889 IV=48.7% -1.4 CBOE 3829 x $0.05 - $0.06 x 5750 CBOE Vega=$1066 VIX=14.62 Fwd
- >>5250 VIX Dec23 20th 12.0 Puts $0.06 (CboeTheo=0.06) MID CBOE 11:53:05.790 IV=48.7% -1.4 CBOE 5318 x $0.05 - $0.07 x 11k CBOE Vega=$2798 VIX=14.62 Fwd
- SPLIT TICKET:
>>5750 VIX Dec23 20th 12.0 Puts $0.06 (CboeTheo=0.06) ASK [CBOE] 11:53:05.696 IV=48.7% -1.4 CBOE 5318 x $0.05 - $0.06 x 5250 CBOE Vega=$3064 VIX=14.62 Fwd - >>3996 KSS Dec23 1st 22.5 Puts $0.78 (CboeTheo=0.72) MID CBOE 11:53:16.557 IV=57.1% -50.6 BXO 18 x $0.72 - $0.84 x 61 BOX COB/AUCTION - OPENING Post-Earnings / SSR Vega=$5984 KSS=22.62 Ref
- >>4995 KSS Dec23 1st 20.0 Puts $0.12 (CboeTheo=0.14) ASK CBOE 11:53:16.557 IV=61.8% -56.4 C2 186 x $0.10 - $0.12 x 283 C2 COB/AUCTION - OPENING Post-Earnings / SSR Vega=$3440 KSS=22.62 Ref
- >>3996 KSS Nov23 24th 23.0 Puts $0.77 (CboeTheo=0.77) ASK CBOE 11:53:16.557 IV=66.7% -99.4 PHLX 55 x $0.64 - $0.81 x 22 BOX COB/AUCTION Post-Earnings / SSR Vega=$3288 KSS=22.62 Ref
- >>3996 KSS Nov23 24th 20.5 Puts $0.05 (CboeTheo=0.08) BID CBOE 11:53:16.557 IV=73.7% -106.5 C2 412 x $0.05 - $0.07 x 697 C2 COB/AUCTION Post-Earnings / SSR Vega=$1160 KSS=22.62 Ref
- >>3187 T Jan24 14.0 Puts $0.06 (CboeTheo=0.06) ASK GEMX 11:55:04.854 IV=24.9% +0.1 PHLX 20 x $0.05 - $0.06 x 2226 EMLD Vega=$3146 T=16.18 Ref
- SWEEP DETECTED:
>>9939 T Jan24 14.0 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 11:55:04.854 IV=24.9% +0.1 PHLX 20 x $0.05 - $0.06 x 3179 GEMX Vega=$9810 T=16.18 Ref - >>1480 VIX Dec23 20th 13.0 Puts $0.29 (CboeTheo=0.28) ASK CBOE 11:55:30.109 IV=55.6% +0.6 CBOE 31k x $0.26 - $0.29 x 500 CBOE Vega=$1747 VIX=14.58 Fwd
- >>1094 VIX Dec23 20th 13.0 Puts $0.29 (CboeTheo=0.28) ASK CBOE 11:55:30.109 IV=55.6% +0.6 CBOE 31k x $0.26 - $0.29 x 500 CBOE Vega=$1291 VIX=14.58 Fwd
- SPLIT TICKET:
>>3074 VIX Dec23 20th 13.0 Puts $0.29 (CboeTheo=0.28) ASK [CBOE] 11:55:30.109 IV=55.6% +0.6 CBOE 31k x $0.26 - $0.29 x 500 CBOE Vega=$3628 VIX=14.58 Fwd - >>1200 SPX Mar24 4125 Puts $32.20 (CboeTheo=32.17) ASK CBOE 11:55:52.243 IV=18.2% -0.1 CBOE 240 x $32.00 - $32.30 x 249 CBOE LATE Vega=$673k SPX=4596.65 Fwd
- SPLIT TICKET:
>>1250 SPX Mar24 4400 Puts $68.50 (CboeTheo=68.42) ASK [CBOE] 11:55:52.242 IV=14.7% -0.1 CBOE 563 x $68.10 - $68.60 x 170 CBOE LATE Vega=$1.08m SPX=4596.65 Fwd - SPLIT TICKET:
>>1250 SPX Mar24 3850 Puts $16.99 (CboeTheo=16.91) ASK [CBOE] 11:55:52.242 IV=21.9% -0.2 CBOE 649 x $16.80 - $17.10 x 1295 CBOE LATE Vega=$428k SPX=4596.65 Fwd - SPLIT TICKET:
>>2500 SPX Mar24 4125 Puts $32.20 (CboeTheo=32.17) ASK [CBOE] 11:55:52.242 IV=18.2% -0.1 CBOE 240 x $32.00 - $32.30 x 249 CBOE LATE - OPENING Vega=$1.40m SPX=4596.65 Fwd - SWEEP DETECTED:
>>3918 AGNC Dec23 8.5 Puts $0.17 (CboeTheo=0.15) ASK [MULTI] 11:57:14.387 IV=28.8% +0.9 MIAX 3 x $0.16 - $0.17 x 21 NOM Vega=$3302 AGNC=8.79 Ref - >>5500 AMZN Feb24 130 Puts $3.55 (CboeTheo=3.53) MID BOX 11:57:28.895 IV=34.0% +0.3 CBOE 562 x $3.50 - $3.60 x 807 CBOE CROSS Vega=$119k AMZN=142.72 Ref
- SWEEP DETECTED:
>>4000 FCEL Jan24 2.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 11:57:47.149 IV=110.0% +3.5 EMLD 3280 x $0.02 - $0.04 x 3991 EMLD Vega=$489 FCEL=1.19 Ref - >>8000 CSCO Jan24 47.5 Puts $1.00 (CboeTheo=1.00) MID ARCA 12:00:02.396 IV=15.3% -0.6 C2 274 x $0.99 - $1.02 x 344 EDGX CROSS Vega=$60k CSCO=47.85 Ref
- SPLIT TICKET:
>>1447 SPX Sep24 4350 Puts $137.50 (CboeTheo=136.90) Above Ask! [CBOE] 12:00:44.205 IV=17.2% +0.0 CBOE 27 x $136.70 - $137.40 x 27 CBOE LATE Vega=$2.03m SPX=4693.92 Fwd - SPLIT TICKET:
>>1231 SPX Mar24 4100 Puts $30.163 (CboeTheo=30.13) ASK [CBOE] 12:00:44.205 IV=18.5% -0.2 CBOE 397 x $29.90 - $30.20 x 959 CBOE LATE Vega=$660k SPX=4596.48 Fwd - SPLIT TICKET:
>>1245 SPX Mar24 4000 Puts $23.66 (CboeTheo=23.63) Above Ask! [CBOE] 12:00:44.205 IV=19.8% -0.2 CBOE 453 x $23.40 - $23.60 x 725 CBOE LATE Vega=$558k SPX=4596.48 Fwd - SPLIT TICKET:
>>1447 SPX Sep24 4000 Puts $78.87 (CboeTheo=78.77) ASK [CBOE] 12:00:44.205 IV=20.0% -0.1 CBOE 45 x $78.60 - $79.10 x 78 CBOE LATE Vega=$1.51m SPX=4693.92 Fwd - >>2000 OXY Jan24 62.5 Calls $1.83 (CboeTheo=1.83) MID PHLX 12:00:56.119 IV=23.6% -0.2 C2 192 x $1.82 - $1.84 x 382 EMLD SPREAD/CROSS/TIED Vega=$19k OXY=61.03 Ref
- >>5000 LAZR Jan24 5.0 Calls $0.06 (CboeTheo=0.05) ASK PHLX 12:04:48.826 IV=116.5% +12.1 ARCA 1 x $0.04 - $0.06 x 1514 EDGX SPREAD/CROSS/TIED 52WeekLow Vega=$1058 LAZR=2.63 Ref
- >>5000 LAZR Jan24 5.0 Puts $2.37 (CboeTheo=2.44) BID PHLX 12:04:48.826 ARCA 52 x $2.37 - $2.53 x 2067 EDGX SPREAD/CROSS/TIED 52WeekLow Vega=$0 LAZR=2.63 Ref
- SWEEP DETECTED:
>>3414 BAC Dec23 29.0 Calls $1.07 (CboeTheo=1.09) BID [MULTI] 12:08:08.946 IV=22.3% -1.0 AMEX 1095 x $1.07 - $1.09 x 186 C2 Vega=$8875 BAC=29.77 Ref - >>3000 FSLR Dec23 135 Puts $0.62 (CboeTheo=0.59) ASK ARCA 12:08:30.478 IV=47.4% +0.9 EMLD 34 x $0.56 - $0.66 x 127 MIAX FLOOR - OPENING Vega=$17k FSLR=159.96 Ref
- >>2000 MS Dec23 78.0 Puts $1.15 (CboeTheo=1.10) ASK ARCA 12:08:44.606 IV=20.6% -0.0 BZX 25 x $1.13 - $1.15 x 84 BOX CROSS - OPENING Vega=$16k MS=78.86 Ref
- >>12490 NEM Jan25 55.0 Calls $1.29 (CboeTheo=1.28) ASK CBOE 12:09:09.185 IV=33.8% +0.1 AMEX 61 x $1.25 - $1.29 x 8113 C2 COB/AUCTION Vega=$140k NEM=37.55 Ref
- >>4996 NEM Jan25 80.0 Calls $0.30 (CboeTheo=0.31) BID CBOE 12:09:09.185 IV=38.2% -0.4 C2 3533 x $0.30 - $0.32 x 853 EMLD COB/AUCTION Vega=$23k NEM=37.55 Ref
- >>2498 NEM Jan25 75.0 Calls $0.38 (CboeTheo=0.39) BID CBOE 12:09:09.185 IV=37.3% -0.4 C2 1690 x $0.38 - $0.40 x 146 EMLD COB/AUCTION Vega=$13k NEM=37.55 Ref
- >>4996 NEM Jan25 70.0 Calls $0.49 (CboeTheo=0.51) BID CBOE 12:09:09.185 IV=36.4% -0.3 C2 3275 x $0.49 - $0.52 x 698 EMLD COB/AUCTION Vega=$32k NEM=37.55 Ref
- SWEEP DETECTED:
>>2059 GOOGL Dec23 1st 134 Puts $0.741 (CboeTheo=0.74) Below Bid! [MULTI] 12:09:31.597 IV=19.9% +0.0 C2 135 x $0.75 - $0.76 x 674 EMLD Vega=$16k GOOGL=136.53 Ref - SPLIT TICKET:
>>1500 SPX Jan24 4000 Puts $7.80 (CboeTheo=7.74) MID [CBOE] 12:10:29.692 IV=20.5% -0.3 CBOE 494 x $7.70 - $7.90 x 2755 CBOE LATE Vega=$294k SPX=4569.23 Fwd - SPLIT TICKET:
>>1000 SPX Jan24 3650 Puts $3.50 (CboeTheo=3.44) MID [CBOE] 12:10:29.692 IV=27.6% -0.3 CBOE 4427 x $3.40 - $3.60 x 5125 CBOE LATE Vega=$89k SPX=4569.23 Fwd - >>2009 VIX Jan24 17th 24.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 12:13:58.075 IV=104.6% +0.3 CBOE 2028 x $0.72 - $0.76 x 33k CBOE Vega=$3848 VIX=16.17 Fwd
- >>1000 VIX Jan24 17th 24.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 12:13:58.075 IV=104.6% +0.3 CBOE 2028 x $0.72 - $0.76 x 33k CBOE Vega=$1915 VIX=16.17 Fwd
- SPLIT TICKET:
>>5038 VIX Jan24 17th 24.0 Calls $0.72 (CboeTheo=0.74) BID [CBOE] 12:13:58.075 IV=104.6% +0.3 CBOE 2028 x $0.72 - $0.76 x 33k CBOE Vega=$9649 VIX=16.17 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 500 NN Dec23 4.0 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 12:14:44.072 IV=74.0% -3.9 MRX 0 x $0.00 - $0.10 x 137 CBOE ISO
Delta=-19%, EST. IMPACT = 9453 Shares ($44k) To Sell NN=4.64 Ref - SPLIT TICKET:
>>2250 FITB Jan24 30.0 Calls $0.33 (CboeTheo=0.35) BID [PHLX] 12:15:48.329 IV=26.3% -2.6 PHLX 1118 x $0.30 - $0.40 x 526 EDGX AUCTION - OPENING Vega=$7246 FITB=27.49 Ref - >>Unusual Volume REPL - 3x market weighted volume: 7035 = 16.5k projected vs 4177 adv, 58% calls, 26% of OI
- >>2000 SIRI Dec23 4.0 Puts $0.13 (CboeTheo=0.13) MID NOM 12:18:06.812 IV=86.5% -1.8 BOX 6 x $0.12 - $0.14 x 23 ARCA Vega=$678 SIRI=4.88 Ref
- >>2500 DD Dec23 70.0 Puts $0.75 (CboeTheo=0.70) MID PHLX 12:19:38.398 IV=15.8% +0.2 PHLX 350 x $0.70 - $0.80 x 160 EDGX SPREAD/CROSS/TIED - OPENING Vega=$17k DD=71.00 Ref
- >>2350 AAL Jan24 10.0 Puts $0.13 (CboeTheo=0.14) BID EMLD 12:23:23.800 IV=44.2% -3.1 EMLD 6215 x $0.13 - $0.14 x 4135 GEMX Vega=$2254 AAL=12.06 Ref
- SWEEP DETECTED:
>>11912 AAL Jan24 10.0 Puts $0.13 (CboeTheo=0.14) BID [MULTI] 12:23:23.799 IV=44.2% -3.1 EMLD 6215 x $0.13 - $0.14 x 4135 GEMX Vega=$11k AAL=12.06 Ref - >>10000 ET Jan24 14.0 Calls $0.28 (CboeTheo=0.26) MID PHLX 12:25:07.509 IV=15.3% +0.2 EMLD 935 x $0.27 - $0.29 x 1974 EMLD SPREAD/CROSS/TIED Vega=$22k ET=13.73 Ref
- SWEEP DETECTED:
>>2695 AGNC Jan24 8.0 Puts $0.18 (CboeTheo=0.18) ASK [MULTI] 12:25:55.639 IV=31.8% +0.8 BXO 14 x $0.17 - $0.18 x 8 ARCA ISO Vega=$3008 AGNC=8.79 Ref - SWEEP DETECTED:
>>2000 AGNC Dec23 9.0 Calls $0.11 (CboeTheo=0.10) BID [MULTI] 12:26:07.232 IV=25.4% +1.5 EMLD 1242 x $0.11 - $0.12 x 50 ARCA ISO Vega=$1581 AGNC=8.79 Ref - SWEEP DETECTED:
>>3212 SNAP Nov23 24th 12.5 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 12:26:28.540 IV=42.6% +0.5 C2 2211 x $0.03 - $0.04 x 1411 C2 Vega=$893 SNAP=12.01 Ref - SWEEP DETECTED:
>>7684 PLUG Jan24 2.0 Puts $0.10 (CboeTheo=0.08) ASK [MULTI] 12:27:56.882 IV=135.5% +2.6 EDGX 930 x $0.08 - $0.10 x 3296 EMLD OPENING Vega=$1767 PLUG=3.62 Ref - >>3000 UAL Jun24 35.0 Puts $2.33 (CboeTheo=2.34) BID AMEX 12:30:01.367 IV=40.4% -0.2 MIAX 29 x $2.32 - $2.39 x 16 BOX CROSS Vega=$30k UAL=39.27 Ref
- >>6000 KVUE Feb24 22.5 Calls $0.45 (CboeTheo=0.44) MID CBOE 12:32:28.023 IV=32.0% +0.2 PHLX 184 x $0.42 - $0.47 x 404 PHLX COB/AUCTION Vega=$19k KVUE=19.86 Ref
- >>12000 KVUE Feb24 25.0 Calls $0.13 (CboeTheo=0.14) MID CBOE 12:32:28.023 IV=32.3% -1.0 C2 613 x $0.12 - $0.14 x 127 PHLX COB/AUCTION - OPENING Vega=$20k KVUE=19.86 Ref
- SWEEP DETECTED:
>>8961 SBSW Jul24 2.5 Puts $0.15 (CboeTheo=0.13) ASK [MULTI] 12:32:38.541 IV=70.3% -6.1 EMLD 1181 x $0.05 - $0.15 x 2358 PHLX OPENING SSR 52WeekLow Vega=$5514 SBSW=4.29 Ref - SWEEP DETECTED:
>>2474 BABA Nov23 24th 80.0 Calls $0.56 (CboeTheo=0.57) MID [MULTI] 12:34:06.847 IV=30.4% -3.9 MPRL 49 x $0.55 - $0.57 x 4 ARCA Vega=$6898 BABA=79.16 Ref - SWEEP DETECTED:
>>2506 BABA Nov23 24th 80.0 Calls $0.56 (CboeTheo=0.56) ASK [MULTI] 12:34:13.081 IV=30.6% -3.7 MPRL 10 x $0.55 - $0.56 x 727 ARCA Vega=$6972 BABA=79.14 Ref - SWEEP DETECTED:
>>2133 INTC Dec23 42.5 Puts $0.84 (CboeTheo=0.83) ASK [MULTI] 12:35:18.849 IV=31.2% -0.4 C2 513 x $0.83 - $0.84 x 874 C2 OPENING Vega=$8830 INTC=43.60 Ref - SWEEP DETECTED:
>>5493 AAL Mar24 11.0 Puts $0.51 (CboeTheo=0.52) BID [MULTI] 12:36:11.403 IV=39.9% -1.4 GEMX 1741 x $0.51 - $0.52 x 24 MPRL Vega=$12k AAL=12.08 Ref - >>2000 PLUG Jan25 10.0 Calls $0.37 (CboeTheo=0.36) MID BOX 12:39:43.776 IV=89.5% +1.7 ARCA 124 x $0.36 - $0.39 x 11 BZX CROSS Vega=$2473 PLUG=3.62 Ref
- >>5000 AAL May24 10.0 Puts $0.47 (CboeTheo=0.48) MID PHLX 12:39:45.365 IV=44.1% -1.1 BOX 168 x $0.46 - $0.49 x 403 EDGX TIED/FLOOR Vega=$12k AAL=12.11 Ref
- >>1050 VIX Dec23 20th 14.5 Puts $1.10 (CboeTheo=1.11) MID CBOE 12:41:01.386 IV=68.7% +0.4 CBOE 26k x $1.08 - $1.12 x 9147 CBOE Vega=$1694 VIX=14.52 Fwd
- >>1050 VIX Dec23 20th 14.5 Puts $1.10 (CboeTheo=1.11) MID CBOE 12:42:39.024 IV=68.7% +0.4 CBOE 32k x $1.08 - $1.12 x 4475 CBOE Vega=$1694 VIX=14.52 Fwd
- >>Unusual Volume LAZR - 3x market weighted volume: 21.0k = 45.6k projected vs 13.3k adv, 56% calls, 8% of OI [LAZR 2.69 -0.14 Ref, IV=92.2% +2.6]
- SWEEP DETECTED:
>>2000 C Nov23 24th 46.5 Calls $0.04 (CboeTheo=0.04) BID [MULTI] 12:44:54.496 IV=23.6% +1.0 C2 668 x $0.04 - $0.05 x 1647 EMLD ISO Vega=$1398 C=45.10 Ref - SWEEP DETECTED:
>>2000 PBR Apr24 10.0 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 12:45:01.918 IV=44.4% -0.2 ARCA 1237 x $0.09 - $0.10 x 155 CBOE Vega=$2044 PBR=15.81 Ref - >>2499 JWN Nov23 24th 14.0 Puts $0.51 (CboeTheo=0.51) MID EDGX 12:45:41.505 IV=161.0% +12.2 EDGX 336 x $0.50 - $0.53 x 293 C2 COB/AUCTION - OPENING Pre-Earnings Vega=$1239 JWN=14.81 Ref
- >>2499 JWN Nov23 24th 13.0 Puts $0.18 (CboeTheo=0.23) BID EDGX 12:45:41.505 IV=150.1% +0.6 C2 390 x $0.18 - $0.19 x 12 BZX COB/AUCTION - OPENING Pre-Earnings Vega=$827 JWN=14.81 Ref
- SWEEP DETECTED:
>>2307 AAPL Nov23 24th 192.5 Calls $0.36 (CboeTheo=0.37) ASK [MULTI] 12:49:38.374 IV=14.7% +0.4 C2 1538 x $0.35 - $0.36 x 317 ARCA Vega=$13k AAPL=190.47 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 700 ATHM Feb24 25.0 Calls $3.30 (CboeTheo=3.38) BID [MULTI] 12:52:37.401 IV=34.2% -2.7 PHLX 95 x $3.30 - $3.40 x 10 GEMX OPENING
Delta=75%, EST. IMPACT = 52k Shares ($1.43m) To Sell ATHM=27.28 Ref - SWEEP DETECTED:
>>2247 VRT Nov23 24th 41.0 Puts $0.441 (CboeTheo=0.39) Above Ask! [MULTI] 12:55:23.949 IV=68.9% +6.9 BOX 11 x $0.30 - $0.40 x 100 NOM OPENING 52WeekHigh Vega=$2788 VRT=42.88 Ref - >>10000 PBR Dec23 16.0 Calls $0.28 (CboeTheo=0.29) BID AMEX 12:56:55.115 IV=34.9% -0.5 ARCA 32 x $0.28 - $0.29 x 105 CBOE CROSS Vega=$14k PBR=15.78 Ref
- >>3000 LAZR Jan24 5.0 Puts $2.36 (CboeTheo=2.41) BID AMEX 12:57:52.494 BOX 36 x $2.33 - $2.51 x 1061 EDGX SPREAD/FLOOR 52WeekLow Vega=$0 LAZR=2.69 Ref
- >>3000 LAZR Jan24 5.0 Calls $0.04 (CboeTheo=0.05) BID AMEX 12:57:52.495 IV=104.8% +0.3 ARCA 1 x $0.04 - $0.06 x 334 EDGX SPREAD/FLOOR 52WeekLow Vega=$526 LAZR=2.69 Ref
- >>4254 TSLA Nov23 24th 235 Puts $1.19 (CboeTheo=1.18) ASK MIAX 13:00:27.431 IV=42.3% -0.1 MPRL 20 x $1.17 - $1.19 x 74 ISE COB Vega=$28k TSLA=242.06 Ref
- >>4254 TSLA Nov23 24th 232.5 Puts $0.75 (CboeTheo=0.76) BID MIAX 13:00:27.431 IV=43.0% +0.2 ARCA 3 x $0.75 - $0.76 x 757 C2 COB Vega=$22k TSLA=242.06 Ref
- >>2500 BABA Jan24 90.0 Calls $1.12 (CboeTheo=1.14) BID AMEX 13:01:05.669 IV=35.0% -0.8 EDGX 9 x $1.12 - $1.15 x 194 MPRL SPREAD/CROSS Vega=$22k BABA=79.16 Ref
- >>2500 BABA Jan24 90.0 Puts $12.32 (CboeTheo=12.31) MID AMEX 13:01:05.669 IV=35.3% -0.6 ARCA 38 x $12.25 - $12.40 x 149 PHLX SPREAD/CROSS Vega=$21k BABA=79.16 Ref
- SWEEP DETECTED:
>>5308 RIVN Nov23 24th 15.0 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 13:01:45.313 IV=62.0% -8.8 EMLD 2501 x $0.06 - $0.07 x 2131 EMLD Vega=$1806 RIVN=15.90 Ref - >>2314 RIVN Dec23 1st 14.5 Puts $0.19 (CboeTheo=0.18) ASK CBOE 13:02:16.893 IV=67.4% -4.1 BZX 977 x $0.18 - $0.19 x 402 MIAX OPENING Vega=$1648 RIVN=15.90 Ref
- SWEEP DETECTED:
>>3182 RIVN Dec23 1st 14.5 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 13:02:16.893 IV=67.4% -4.1 BZX 977 x $0.18 - $0.19 x 2562 CBOE OPENING Vega=$2266 RIVN=15.90 Ref - >>2000 HSBC Jan25 40.0 Calls $2.34 (CboeTheo=2.38) BID ARCA 13:04:38.860 IV=21.4% -0.1 ARCA 485 x $2.15 - $2.60 x 485 ARCA CROSS - OPENING Vega=$30k HSBC=38.58 Ref
- >>2000 PBR Dec23 16.0 Calls $0.28 (CboeTheo=0.29) BID AMEX 13:05:28.959 IV=35.7% +0.3 ARCA 31 x $0.28 - $0.30 x 1151 PHLX CROSS Vega=$2821 PBR=15.76 Ref
- SWEEP DETECTED:
>>4996 AGNC Dec23 8th 8.5 Puts $0.14 (CboeTheo=0.13) ASK [MULTI] 13:08:21.669 IV=30.0% +3.3 MIAX 2 x $0.13 - $0.14 x 1593 MPRL OPENING Vega=$3502 AGNC=8.79 Ref - SWEEP DETECTED:
>>2500 RIVN Dec23 13.5 Puts $0.27 (CboeTheo=0.26) ASK [MULTI] 13:09:36.421 IV=72.2% +0.2 MRX 263 x $0.25 - $0.27 x 2472 AMEX OPENING Vega=$2501 RIVN=15.90 Ref - >>2000 DVA Dec23 85.0 Puts $0.30 (CboeTheo=0.29) ASK BOX 13:09:41.633 IV=38.1% -0.9 NOM 59 x $0.20 - $0.30 x 89 PHLX SPREAD/FLOOR Vega=$6827 DVA=97.44 Ref
- >>2000 DVA Dec23 95.0 Puts $1.75 (CboeTheo=1.54) ASK BOX 13:09:41.633 IV=29.9% +1.7 PHLX 203 x $1.50 - $1.75 x 43 PHLX SPREAD/FLOOR Vega=$18k DVA=97.44 Ref
- SWEEP DETECTED:
>>2500 INTC Dec23 1st 42.0 Puts $0.29 (CboeTheo=0.28) ASK [MULTI] 13:12:20.260 IV=30.9% -1.0 MPRL 320 x $0.28 - $0.29 x 1680 EMLD ISO - OPENING Vega=$5429 INTC=43.58 Ref - SWEEP DETECTED:
>>9892 INTC Dec23 1st 41.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 13:14:47.394 IV=32.9% -1.3 EMLD 1288 x $0.14 - $0.15 x 2885 EMLD OPENING Vega=$15k INTC=43.55 Ref - >>2154 VZ Dec23 1st 33.0 Calls $4.18 (CboeTheo=4.25) BID MIAX 13:19:00.860 EDGX 61 x $4.15 - $4.25 x 35 PHLX ISO/AUCTION Vega=$0 VZ=37.16 Ref
- >>3000 PINS Dec23 31.0 Puts $0.74 (CboeTheo=0.74) ASK BOX 13:21:01.537 IV=29.2% -0.7 C2 322 x $0.73 - $0.74 x 11 NOM SPREAD/CROSS - OPENING Vega=$9419 PINS=31.30 Ref
- >>3000 PINS Feb24 31.0 Puts $2.06 (CboeTheo=2.06) MID BOX 13:21:01.537 IV=39.5% -0.4 BOX 107 x $2.05 - $2.08 x 85 C2 SPREAD/CROSS - OPENING Vega=$18k PINS=31.30 Ref
- >>2000 WFC Jan25 40.0 Puts $3.23 (CboeTheo=3.20) ASK AMEX 13:22:57.987 IV=28.0% -0.0 PHLX 373 x $3.15 - $3.25 x 165 PHLX SPREAD/CROSS Vega=$32k WFC=42.52 Ref
- >>2000 WFC Jan25 45.0 Puts $5.40 (CboeTheo=5.41) BID AMEX 13:22:57.987 IV=25.9% -0.2 PHLX 172 x $5.35 - $5.50 x 362 MIAX SPREAD/CROSS Vega=$35k WFC=42.52 Ref
- >>4132 MSFT Jan24 355 Puts $5.10 (CboeTheo=5.08) MID BZX 13:23:17.679 IV=21.5% -0.6 EDGX 333 x $5.05 - $5.15 x 68 MPRL OPENING Vega=$200k MSFT=371.37 Ref
- SWEEP DETECTED:
>>2499 TXN Dec23 130 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 13:23:41.467 IV=30.9% -0.9 MPRL 178 x $0.06 - $0.08 x 687 C2 Vega=$4608 TXN=152.54 Ref - SPLIT TICKET:
>>1119 SPXW Nov23 30th 4180 Puts $0.65 (CboeTheo=0.61) ASK [CBOE] 13:26:39.665 IV=23.0% +0.2 CBOE 129 x $0.60 - $0.65 x 346 CBOE OPENING Vega=$27k SPX=4537.08 Fwd - SWEEP DETECTED:
>>2520 PLTR Nov23 24th 20.0 Puts $0.566 (CboeTheo=0.55) Above Ask! [MULTI] 13:27:13.404 IV=64.4% -0.1 GEMX 233 x $0.55 - $0.56 x 127 MPRL 52WeekHigh Vega=$1834 PLTR=19.82 Ref - SWEEP DETECTED:
>>3210 HOOD Jan24 12.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 13:28:04.367 IV=57.5% +2.5 EMLD 1607 x $0.03 - $0.04 x 465 EMLD Vega=$1188 HOOD=8.00 Ref - SWEEP DETECTED:
>>2928 SOFI Jun24 3.0 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 13:28:06.232 IV=92.3% +2.6 CBOE 1009 x $0.16 - $0.19 x 324 EMLD ISO - OPENING Vega=$1939 SOFI=6.42 Ref - >>3371 SPXW Nov23 29th 4390 Puts $1.50 (CboeTheo=1.49) MID CBOE 13:30:14.598 IV=13.0% -0.1 CBOE 463 x $1.45 - $1.55 x 366 CBOE OPENING Vega=$227k SPX=4538.44 Fwd
- >>Unusual Volume XPO - 4x market weighted volume: 14.5k = 27.5k projected vs 5784 adv, 98% puts, 19% of OI [XPO 89.32 +0.99 Ref, IV=33.1% -0.5]
- SWEEP DETECTED:
>>3000 T Dec23 16.5 Puts $0.41 (CboeTheo=0.43) BID [MULTI] 13:39:06.092 IV=15.1% -1.5 C2 156 x $0.41 - $0.45 x 1303 CBOE ISO - OPENING Vega=$4461 T=16.18 Ref - SWEEP DETECTED:
>>5147 AMZN Dec23 1st 142 Calls $3.35 (CboeTheo=3.30) ASK [MULTI] 13:39:13.003 IV=26.9% +1.0 PHLX 1086 x $3.25 - $3.35 x 1079 CBOE Vega=$47k AMZN=143.22 Ref - SWEEP DETECTED:
>>2430 AMZN Dec23 1st 142 Calls $3.35 (CboeTheo=3.30) ASK [MULTI] 13:39:13.003 IV=26.9% +1.0 PHLX 1086 x $3.25 - $3.35 x 1003 PHLX Vega=$22k AMZN=143.22 Ref - >>2000 BAC Jan25 32.0 Puts $4.15 (CboeTheo=4.17) BID ARCA 13:39:59.875 IV=25.6% -0.2 EMLD 204 x $4.15 - $4.20 x 886 CBOE SPREAD/CROSS Vega=$24k BAC=29.68 Ref
- >>2000 BAC Jan25 28.0 Puts $2.31 (CboeTheo=2.29) MID ARCA 13:39:59.875 IV=27.9% +0.1 EMLD 197 x $2.29 - $2.32 x 757 EMLD SPREAD/CROSS Vega=$23k BAC=29.68 Ref
- SWEEP DETECTED:
>>2500 KVUE Jan24 22.5 Calls $0.27 (CboeTheo=0.27) ASK [MULTI] 13:40:35.651 IV=31.8% +0.5 C2 411 x $0.25 - $0.27 x 373 C2 Vega=$5695 KVUE=19.86 Ref - >>2400 STNE Jan24 12.0 Puts $0.30 (CboeTheo=0.30) ASK ARCA 13:40:56.684 IV=46.8% -0.9 BXO 1501 x $0.25 - $0.30 x 1136 EDGX FLOOR Vega=$3654 STNE=13.78 Ref
- SPLIT TICKET:
>>3000 STNE Jan24 12.0 Puts $0.29 (CboeTheo=0.30) ASK [ARCA] 13:40:56.684 IV=46.8% -0.9 BXO 1501 x $0.25 - $0.30 x 1136 EDGX FLOOR Vega=$4568 STNE=13.78 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 999 MTDR Dec23 57.5 Puts $1.80 (CboeTheo=1.77) BID [MULTI] 13:40:58.177 IV=35.2% -0.1 MPRL 280 x $1.80 - $1.90 x 105 PHLX OPENING
Delta=-44%, EST. IMPACT = 44k Shares ($2.54m) To Buy MTDR=57.90 Ref - >>17000 AMC2 Jan24 1.0 Puts $0.26 (CboeTheo=0.28) BID CBOE 13:41:24.016 IV=81.6% -14.1 BOX 8 x $0.26 - $0.29 x 15 BZX SPREAD/LEGGED/FLOOR Vega=$1558 AMC=6.62 Ref
- >>3660 AMC Jan24 4.0 Puts $0.15 (CboeTheo=0.16) ASK CBOE 13:41:24.149 IV=113.0% -4.2 EDGX 1961 x $0.12 - $0.16 x 1539 EDGX SPREAD/LEGGED/FLOOR Vega=$1570 AMC=6.62 Ref
- >>5400 C Dec23 1st 46.5 Calls $0.21 (CboeTheo=0.22) BID ARCA 13:43:38.379 IV=21.7% -0.2 C2 1410 x $0.21 - $0.22 x 337 C2 SPREAD/CROSS - OPENING Vega=$12k C=45.15 Ref
- >>5400 C Nov23 24th 45.0 Calls $0.41 (CboeTheo=0.42) BID ARCA 13:43:38.379 IV=18.8% -1.7 C2 714 x $0.41 - $0.43 x 145 EDGX SPREAD/CROSS Vega=$8750 C=45.15 Ref
- SWEEP DETECTED:
>>2173 INTC Dec23 1st 43.0 Puts $0.62 (CboeTheo=0.62) ASK [MULTI] 13:45:19.254 IV=30.6% +0.1 EMLD 563 x $0.61 - $0.62 x 433 EMLD Vega=$6035 INTC=43.52 Ref - SWEEP DETECTED:
>>3468 INTC Dec23 1st 43.0 Puts $0.63 (CboeTheo=0.62) ASK [MULTI] 13:45:31.571 IV=30.9% +0.5 ARCA 466 x $0.62 - $0.63 x 347 EMLD OPENING Vega=$9639 INTC=43.52 Ref - SWEEP DETECTED:
>>3779 INTC Dec23 1st 43.0 Puts $0.63 (CboeTheo=0.62) ASK [MULTI] 13:45:32.669 IV=30.8% +0.4 EMLD 591 x $0.62 - $0.63 x 73 C2 OPENING Vega=$11k INTC=43.51 Ref - >>2000 SPLK Feb24 130 Puts $0.25 (CboeTheo=0.53) BID ARCA 13:45:41.588 IV=19.8% -2.2 MPRL 0 x $0.00 - $2.33 x 86 AMEX SPREAD/FLOOR 52WeekHigh Vega=$14k SPLK=151.56 Ref
- SWEEP DETECTED:
>>2032 AAPL Jan25 270 Calls $1.59 (CboeTheo=1.61) BID [MULTI] 13:48:30.417 IV=19.0% -0.0 PHLX 110 x $1.59 - $1.64 x 180 EDGX ISO - OPENING Vega=$74k AAPL=190.47 Ref - >>Unusual Volume DFS - 3x market weighted volume: 6507 = 11.8k projected vs 3455 adv, 87% puts, 11% of OI [DFS 86.14 -0.12 Ref, IV=25.6% +0.3]
- >>7967 AAPL Jan25 270 Calls $1.59 (CboeTheo=1.59) ASK EMLD 13:49:17.644 IV=19.1% +0.0 GEMX 169 x $1.57 - $1.59 x 7967 EMLD OPENING Vega=$289k AAPL=190.42 Ref
- >>3500 XPO Dec23 70.0 Puts $0.15 (CboeTheo=0.11) ASK BOX 13:50:56.794 IV=53.3% +4.8 EDGX 72 x $0.05 - $0.15 x 342 EDGX SPREAD/FLOOR 52WeekHigh Vega=$5685 XPO=89.32 Ref
- >>3500 XPO Dec23 85.0 Puts $1.25 (CboeTheo=1.28) BID BOX 13:50:56.794 IV=33.7% -0.4 C2 59 x $1.25 - $1.35 x 108 EDGX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$26k XPO=89.32 Ref
- >>7000 XPO Dec23 80.0 Puts $0.40 (CboeTheo=0.50) BID BOX 13:50:56.794 IV=35.7% -1.6 EDGX 257 x $0.40 - $0.50 x 232 EDGX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$29k XPO=89.32 Ref
- SWEEP DETECTED:
>>2999 SOFI Mar24 5.0 Puts $0.436 (CboeTheo=0.42) Above Ask! [MULTI] 13:53:53.616 IV=82.2% +1.8 EMLD 245 x $0.41 - $0.43 x 142 PHLX Vega=$3093 SOFI=6.50 Ref - >>2250 GM Jan24 28.0 Puts $1.51 (CboeTheo=1.50) ASK BOX 13:55:03.875 IV=33.4% -0.2 EMLD 128 x $1.50 - $1.51 x 46 MPRL SPREAD/CROSS Vega=$9965 GM=27.82 Ref
- >>2250 GM Jan24 28.0 Calls $1.48 (CboeTheo=1.48) BID BOX 13:55:03.875 IV=33.2% -0.4 C2 310 x $1.48 - $1.49 x 34 MPRL SPREAD/CROSS Vega=$10k GM=27.82 Ref
- >>3000 XP Jan24 19.0 Puts $0.41 (CboeTheo=0.39) ASK AMEX 13:55:16.603 IV=45.4% -0.4 EDGX 602 x $0.35 - $0.45 x 1393 PHLX SPREAD/CROSS Vega=$6890 XP=22.70 Ref
- >>5000 XP Jan24 18.0 Puts $0.24 (CboeTheo=0.26) BID AMEX 13:55:16.603 IV=46.2% -2.4 EMLD 524 x $0.20 - $0.30 x 1781 PHLX SPREAD/CROSS Vega=$8550 XP=22.70 Ref
- >>3000 XP Jan24 22.0 Puts $1.34 (CboeTheo=1.33) BID AMEX 13:55:16.603 IV=40.3% -0.3 PHLX 400 x $1.30 - $1.40 x 876 PHLX SPREAD/CROSS Vega=$10k XP=22.70 Ref
- SWEEP DETECTED:
>>4414 F Dec23 8th 9.5 Puts $0.05 (CboeTheo=0.07) BID [MULTI] 13:56:23.081 IV=31.5% -4.8 EMLD 2171 x $0.05 - $0.06 x 5364 EMLD ISO - OPENING Vega=$2183 F=10.19 Ref - >>3000 JBLU Jan24 5.0 Calls $0.36 (CboeTheo=0.31) Above Ask! PHLX 13:59:37.698 IV=90.6% +7.9 ARCA 200 x $0.31 - $0.32 x 49 MPRL SPREAD/FLOOR Vega=$1971 JBLU=4.22 Ref
- >>3000 JBLU Jan24 4.0 Puts $0.43 (CboeTheo=0.46) Below Bid! PHLX 13:59:37.698 IV=83.8% -6.7 MPRL 19 x $0.45 - $0.48 x 30 BOX SPREAD/FLOOR Vega=$1912 JBLU=4.22 Ref
- SPLIT TICKET:
>>1000 NANOS Nov23 22nd 453 Puts $0.77 (CboeTheo=0.75) MID [CBOE] 13:59:51.519 IV=12.4% +0.9 CBOE 1000 x $0.69 - $0.00 x 0 OPENING Vega=$94 NANOS=454.08 Fwd - >>2000 SOFI Mar24 6.0 Puts $0.80 (CboeTheo=0.77) ASK BOX 13:59:54.897 IV=78.7% +3.6 EMLD 248 x $0.77 - $0.80 x 108 MPRL FLOOR - COMPLEX Vega=$2649 SOFI=6.54 Ref
- >>3150 BABA Dec23 95.0 Puts $16.06 (CboeTheo=16.07) BID CBOE 14:01:03.198 MIAX 18 x $16.00 - $16.15 x 8 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BABA=78.94 Ref
- >>3890 BMY Dec23 55.0 Puts $6.37 (CboeTheo=6.37) ASK CBOE 14:01:23.579 IV=29.0% +4.0 BZX 72 x $6.20 - $6.50 x 52 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$2567 BMY=48.63 Ref
- >>2850 BMY Dec23 57.5 Puts $8.87 (CboeTheo=8.87) MID CBOE 14:01:23.700 IV=37.1% +7.6 EDGX 5 x $8.75 - $9.00 x 50 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$1550 BMY=48.63 Ref
- >>Unusual Volume SWKS - 3x market weighted volume: 6495 = 11.4k projected vs 3152 adv, 80% puts, 9% of OI [SWKS 93.60 -1.14 Ref, IV=25.5% -0.2]
- >>6700 C Jan24 55.0 Puts $9.87 (CboeTheo=9.88) MID CBOE 14:01:58.336 BZX 37 x $9.80 - $9.95 x 16 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 C=45.12 Ref
- >>6830 C Jan24 52.5 Puts $7.37 (CboeTheo=7.38) MID CBOE 14:01:58.464 MPRL 46 x $7.30 - $7.45 x 5 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 C=45.12 Ref
- >>5190 CSCO Dec23 52.5 Puts $4.60 (CboeTheo=4.62) MID CBOE 14:02:18.748 ARCA 23 x $4.55 - $4.65 x 22 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>3740 CSCO Dec23 55.0 Puts $7.10 (CboeTheo=7.12) MID CBOE 14:02:18.828 BZX 35 x $7.05 - $7.15 x 20 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>2500 BAC Jun24 35.0 Calls $0.59 (CboeTheo=0.59) BID PHLX 14:02:33.890 IV=23.0% -0.0 EMLD 2360 x $0.59 - $0.61 x 1626 C2 SPREAD/CROSS/TIED Vega=$17k BAC=29.68 Ref
- >>2500 BAC Jun24 28.0 Puts $1.46 (CboeTheo=1.47) BID PHLX 14:02:33.890 IV=26.7% -0.2 MPRL 50 x $1.46 - $1.48 x 2009 EMLD SPREAD/CROSS/TIED Vega=$20k BAC=29.68 Ref
- >>2090 CVX Dec23 170 Puts $25.94 (CboeTheo=25.98) BID CBOE 14:02:49.743 BXO 2 x $25.75 - $26.20 x 2 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=144.02 Ref
- >>10740 CVX Jan24 170 Puts $25.95 (CboeTheo=25.98) ASK CBOE 14:02:49.743 BXO 19 x $25.60 - $26.10 x 3 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=144.02 Ref
- >>4220 CVX Dec23 160 Puts $15.95 (CboeTheo=15.98) BID CBOE 14:02:49.743 CBOE 6 x $15.85 - $16.10 x 4 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=144.02 Ref
- >>2610 CVX Jan24 165 Puts $20.96 (CboeTheo=20.98) BID CBOE 14:02:49.817 BOX 16 x $20.85 - $21.10 x 4 AMEX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=144.02 Ref
- >>10740 CVX Jan24 160 Puts $15.85 (CboeTheo=15.98) ASK CBOE 14:02:49.817 NOM 51 x $15.65 - $16.00 x 7 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=144.02 Ref
- >>7500 KHC Jan24 35.0 Calls $0.45 (CboeTheo=0.38) MID ARCA 14:03:50.869 IV=14.9% +0.4 ARCA 3 x $0.43 - $0.47 x 537 MIAX CROSS Vega=$38k KHC=34.20 Ref
- >>2610 DFS Jan24 110 Puts $23.82 (CboeTheo=23.86) ASK CBOE 14:04:06.186 MPRL 20 x $23.60 - $23.90 x 12 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 DFS=86.14 Ref
- SWEEP DETECTED:
>>7500 RIVN Jun24 10.0 Puts $0.80 (CboeTheo=0.77) ASK [MULTI] 14:04:15.495 IV=77.2% +1.4 EMLD 256 x $0.76 - $0.80 x 1200 CBOE ISO Vega=$19k RIVN=15.93 Ref - >>2000 LLY Dec23 370 Puts $0.01 (CboeTheo=0.05) BID MIAX 14:04:29.413 IV=57.3% -7.4 MRX 0 x $0.00 - $0.40 x 48 NOM AUCTION - OPENING Vega=$518 LLY=593.68 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2060 EGO Apr24 13.0 Calls $0.761 (CboeTheo=0.80) BID [MULTI] 14:05:01.106 IV=39.0% -1.5 EMLD 60 x $0.75 - $0.80 x 168 EMLD AUCTION
Delta=42%, EST. IMPACT = 86k Shares ($997k) To Sell EGO=11.60 Ref - >>2000 LLY Dec23 350 Puts $0.01 (CboeTheo=0.04) BID MIAX 14:06:10.810 IV=63.7% -6.3 GEMX 0 x $0.00 - $0.05 x 52 PHLX AUCTION - OPENING Vega=$466 LLY=594.43 Ref
- >>2830 ENPH Jan24 170 Puts $72.48 (CboeTheo=72.54) ASK CBOE 14:07:48.511 BZX 27 x $71.45 - $73.15 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ENPH=97.46 Ref
- >>4540 ENPH Jan24 180 Puts $82.55 (CboeTheo=82.54) BID CBOE 14:07:48.663 IV=80.1% +17.3 EDGX 5 x $82.35 - $82.85 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$4471 ENPH=97.46 Ref
- >>2000 MS Jan24 77.5 Puts $2.06 (CboeTheo=2.07) MID AMEX 14:08:11.578 IV=23.2% -0.4 BOX 34 x $2.05 - $2.08 x 28 C2 CROSS Vega=$24k MS=78.72 Ref
- >>Unusual Volume PBR - 3x market weighted volume: 99.5k = 169.8k projected vs 51.3k adv, 72% calls, 6% of OI [PBR 15.82 -0.28 Ref, IV=34.8% +0.7]
- >>2560 F Dec23 22nd 12.0 Puts $1.80 (CboeTheo=1.82) BID CBOE 14:08:28.125 AMEX 1 x $1.80 - $1.83 x 6 BZX SPREAD/LEGGED/FLOOR Vega=$0 F=10.19 Ref
- >>4550 FSLR Dec23 200 Puts $41.63 (CboeTheo=41.58) MID CBOE 14:08:52.613 IV=50.6% +5.2 C2 1 x $41.30 - $41.95 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$9915 FSLR=158.42 Ref
- >>5550 FSLR Dec23 195 Puts $36.60 (CboeTheo=36.60) BID CBOE 14:08:52.677 IV=44.4% +0.6 EDGX 5 x $35.95 - $37.35 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$9150 FSLR=158.42 Ref
- >>2880 HTZ Dec23 15.0 Puts $6.60 (CboeTheo=6.60) MID CBOE 14:09:30.407 IV=113.3% +16.4 ARCA 2 x $6.55 - $6.65 x 6 BXO SPREAD/LEGGED/FLOOR Vega=$272 HTZ=8.40 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 8th 4470 Puts $16.576 (CboeTheo=16.43) Above Ask! [CBOE] 14:10:21.133 IV=11.4% -0.2 CBOE 33 x $16.20 - $16.50 x 107 CBOE OPENING Vega=$314k SPX=4545.75 Fwd - >>2950 JD Jan24 60.0 Puts $32.00 (CboeTheo=31.98) BID CBOE 14:11:07.636 IV=102.4% +34.2 BXO 2 x $31.90 - $32.20 x 55 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$1753 JD=28.02 Ref
- >>4280 JD Dec23 35.0 Puts $6.98 (CboeTheo=6.98) ASK CBOE 14:11:07.728 IV=47.9% +2.0 BZX 78 x $6.90 - $7.00 x 16 MIAX SPREAD/LEGGED/FLOOR Vega=$1349 JD=28.02 Ref
- >>2270 JNJ Jan24 175 Puts $24.30 (CboeTheo=24.34) ASK CBOE 14:12:08.543 MPRL 12 x $24.05 - $24.40 x 16 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=150.66 Ref
- >>5010 JNJ Jan24 170 Puts $19.30 (CboeTheo=19.34) BID CBOE 14:12:08.543 EDGX 5 x $19.25 - $19.45 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=150.66 Ref
- >>9260 JNJ Jan24 165 Puts $14.29 (CboeTheo=14.34) BID CBOE 14:12:08.659 AMEX 6 x $14.20 - $14.40 x 7 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=150.66 Ref
- >>2450 MMM Jan24 120 Puts $26.02 (CboeTheo=26.03) MID CBOE 14:12:47.108 BZX 5 x $25.95 - $26.10 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 MMM=93.97 Ref
- >>2910 MRNA Jan24 120 Puts $42.81 (CboeTheo=42.95) BID CBOE 14:13:16.312 BZX 34 x $41.95 - $43.70 x 80 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 MRNA=77.05 Ref
- >>3000 MET Jan24 60.0 Puts $1.05 (CboeTheo=1.06) MID BOX 14:13:37.311 IV=23.0% -0.1 CBOE 783 x $1.00 - $1.10 x 821 CBOE CROSS Vega=$26k MET=62.59 Ref
- >>3180 MS Jan24 95.0 Puts $16.27 (CboeTheo=16.26) MID CBOE 14:13:52.489 IV=30.4% +7.0 BOX 28 x $16.20 - $16.35 x 14 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$4087 MS=78.73 Ref
- >>3470 PFE Dec23 35.0 Puts $4.80 (CboeTheo=4.80) MID CBOE 14:14:22.685 MPRL 18 x $4.75 - $4.85 x 17 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PFE=30.20 Ref
- >>8860 PYPL Jan24 70.0 Puts $14.39 (CboeTheo=14.40) BID CBOE 14:14:52.351 MIAX 10 x $14.35 - $14.45 x 12 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PYPL=55.59 Ref
- >>6010 PYPL Jan24 75.0 Puts $19.40 (CboeTheo=19.41) MID CBOE 14:14:52.418 MIAX 10 x $19.35 - $19.45 x 10 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PYPL=55.59 Ref
- >>2000 C Jan24 47.5 Calls $1.00 (CboeTheo=1.00) ASK AMEX 14:15:08.417 IV=24.3% -0.2 C2 349 x $0.99 - $1.00 x 324 C2 CROSS Vega=$14k C=45.09 Ref
- >>3020 RTX Jan25 105 Puts $26.63 (CboeTheo=26.66) BID CBOE 14:15:13.399 EDGX 1 x $26.55 - $26.85 x 26 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=78.34 Ref
- >>3250 RTX Jan24 90.0 Puts $11.63 (CboeTheo=11.65) BID CBOE 14:15:13.484 BXO 3 x $11.60 - $11.70 x 4 ISE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 RTX=78.34 Ref
- >>3500 SCHW Jan24 72.5 Puts $16.35 (CboeTheo=16.36) MID CBOE 14:15:31.789 NOM 4 x $16.30 - $16.40 x 4 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=56.13 Ref
- >>3830 SCHW Jan24 70.0 Puts $13.85 (CboeTheo=13.87) MID CBOE 14:15:31.789 MPRL 4 x $13.80 - $13.90 x 1 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=56.13 Ref
- >>4540 SCHW Jan24 75.0 Puts $18.85 (CboeTheo=18.86) MID CBOE 14:15:31.870 MIAX 4 x $18.80 - $18.90 x 3 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=56.13 Ref
- >>3280 SCHW Jan24 67.5 Puts $11.35 (CboeTheo=11.37) MID CBOE 14:15:31.870 BZX 4 x $11.30 - $11.40 x 1 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=56.13 Ref
- >>5230 SE Jan24 70.0 Puts $31.92 (CboeTheo=31.74) BID CBOE 14:15:50.198 IV=95.2% +26.2 EDGX 6 x $31.40 - $32.60 x 19 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$9927 SE=38.27 Ref
- >>3500 C Dec23 45.0 Puts $0.92 (CboeTheo=0.91) ASK ARCA 14:15:59.351 IV=22.6% -0.2 MPRL 18 x $0.91 - $0.92 x 377 C2 CROSS Vega=$16k C=45.09 Ref
- >>3050 SQ Jan24 100 Puts $41.83 (CboeTheo=41.45) BID CBOE 14:16:14.315 IV=89.7% +35.5 PHLX 10 x $41.30 - $42.50 x 25 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$11k SQ=58.55 Ref
- >>2270 SWKS Jan24 110 Puts $16.41 (CboeTheo=16.47) BID CBOE 14:16:34.293 AMEX 1 x $16.40 - $16.50 x 12 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SWKS=93.53 Ref
- >>2520 TGT Jan24 150 Puts $19.90 (CboeTheo=19.89) MID CBOE 14:16:52.734 IV=24.5% +1.7 BOX 2 x $19.80 - $20.00 x 4 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$7773 TGT=130.12 Ref
- SWEEP DETECTED:
>>5502 VRT Dec23 40.0 Puts $1.493 (CboeTheo=1.25) ASK [MULTI] 14:17:10.520 IV=64.0% +9.4 PHLX 75 x $1.20 - $1.50 x 687 PHLX ISO - OPENING 52WeekHigh Vega=$21k VRT=42.86 Ref - >>3980 TSLA Jan24 366.67 Puts $125.40 (CboeTheo=125.01) ASK CBOE 14:17:55.708 IV=64.5% +12.2 NOM 25 x $123.35 - $127.35 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$35k TSLA=241.66 Ref
- >>9410 TSLA Jan24 416.67 Puts $175.12 (CboeTheo=175.01) ASK CBOE 14:17:55.708 IV=75.2% +17.1 NOM 25 x $173.10 - $177.05 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$45k TSLA=241.66 Ref
- >>3040 TSLA Jan24 360 Puts $118.62 (CboeTheo=118.33) ASK CBOE 14:17:55.708 IV=60.9% +9.4 BZX 56 x $116.30 - $120.85 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$24k TSLA=241.66 Ref
- >>10640 TSLA Jan24 450 Puts $208.59 (CboeTheo=208.34) BID CBOE 14:17:55.743 IV=86.8% +25.3 NOM 25 x $206.65 - $210.65 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$64k TSLA=241.66 Ref
- >>3960 TSLA Jan24 400 Puts $158.44 (CboeTheo=158.34) BID CBOE 14:17:55.743 IV=70.3% +14.1 NOM 25 x $157.20 - $159.80 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$19k TSLA=241.66 Ref
- >>3123 HON Feb24 210 Calls $1.05 (CboeTheo=1.18) BID PHLX 14:18:09.035 IV=15.3% -0.7 BOX 131 x $1.05 - $1.20 x 58 BOX FLOOR - OPENING Vega=$70k HON=190.87 Ref
- >>2490 TTD Nov23 24th 79.0 Puts $12.78 (CboeTheo=12.82) MID CBOE 14:18:11.766 BOX 36 x $12.65 - $12.90 x 26 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TTD=66.17 Ref
- >>2110 TXN Jan24 170 Puts $17.36 (CboeTheo=17.37) BID CBOE 14:18:34.285 BXO 11 x $17.25 - $17.50 x 11 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TXN=152.64 Ref
- SWEEP DETECTED:
>>2700 INTC Nov23 24th 43.0 Puts $0.35 (CboeTheo=0.34) ASK [MULTI] 14:18:33.536 IV=34.4% +0.3 C2 145 x $0.34 - $0.35 x 448 C2 ISO Vega=$4065 INTC=43.42 Ref - >>3610 WBA Jan24 30.0 Puts $9.10 (CboeTheo=9.11) MID CBOE 14:18:53.417 NOM 3 x $9.05 - $9.15 x 7 EDGX SPREAD/LEGGED/FLOOR Vega=$0 WBA=20.89 Ref
- >>2510 WBA Jan24 32.5 Puts $11.60 (CboeTheo=11.61) MID CBOE 14:18:53.479 NOM 3 x $11.55 - $11.65 x 7 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WBA=20.89 Ref
- >>18000 WFC Jan24 55.0 Puts $12.45 (CboeTheo=12.46) MID CBOE 14:19:14.316 PHLX 51 x $12.40 - $12.50 x 50 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WFC=42.55 Ref
- >>18000 WFC Jan24 50.0 Puts $7.45 (CboeTheo=7.46) MID CBOE 14:19:14.405 EDGX 38 x $7.40 - $7.50 x 50 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WFC=42.55 Ref
- >>4810 WYNN Jan24 105 Puts $18.33 (CboeTheo=18.33) BID CBOE 14:20:12.327 MPRL 1 x $18.25 - $18.50 x 8 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WYNN=86.67 Ref
- >>5990 WYNN Jan24 110 Puts $23.33 (CboeTheo=23.33) MID CBOE 14:20:12.448 EDGX 2 x $23.25 - $23.40 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WYNN=86.67 Ref
- >>3290 XOM Dec23 115 Puts $10.42 (CboeTheo=10.44) MID CBOE 14:21:30.143 NOM 21 x $10.35 - $10.50 x 18 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 XOM=104.56 Ref
- >>2210 XOM Jan24 125 Puts $20.42 (CboeTheo=20.43) MID CBOE 14:21:30.207 MPRL 22 x $20.35 - $20.50 x 15 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 XOM=104.56 Ref
- >>2210 XOM Jan24 120 Puts $15.42 (CboeTheo=15.44) MID CBOE 14:21:30.207 BZX 18 x $15.35 - $15.50 x 14 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 XOM=104.56 Ref
- >>3460 ZM Jan24 130 Puts $64.10 (CboeTheo=63.97) BID CBOE 14:21:55.439 IV=96.0% +30.8 BXO 3 x $63.75 - $65.25 x 52 BZX SPREAD/LEGGED/FLOOR - OPENING Post-Earnings Vega=$7097 ZM=66.03 Ref
- >>29887 PBR Dec23 15.0 Calls $0.88 (CboeTheo=0.83) ASK BOX 14:23:13.586 IV=46.1% +7.0 ARCA 22 x $0.77 - $0.88 x 13 BXO SPREAD/FLOOR - OPENING Vega=$37k PBR=15.82 Ref
- >>9184 PBR Jan24 10.0 Calls $5.85 (CboeTheo=5.83) ASK BOX 14:23:13.586 IV=113.0% +58.7 C2 60 x $5.80 - $5.85 x 12 BXO SPREAD/FLOOR - OPENING Vega=$11k PBR=15.82 Ref
- >>14810 PBR Dec23 14.0 Calls $1.86 (CboeTheo=1.82) ASK BOX 14:23:13.586 IV=71.2% +29.3 BXO 13 x $1.81 - $1.86 x 12 BXO SPREAD/FLOOR - OPENING Vega=$6143 PBR=15.82 Ref
- >>13187 PBR Jan24 12.0 Calls $3.84 (CboeTheo=3.83) ASK BOX 14:23:13.586 IV=75.8% +32.5 BXO 12 x $3.80 - $3.85 x 12 BXO SPREAD/FLOOR Vega=$20k PBR=15.82 Ref
- >>60997 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) ASK BOX 14:23:13.586 IV=76.5% +33.2 BXO 12 x $3.80 - $3.85 x 12 BXO SPREAD/FLOOR - OPENING Vega=$94k PBR=15.82 Ref
- >>14844 PBR Jan24 13.0 Calls $2.85 (CboeTheo=2.83) ASK BOX 14:23:13.587 IV=59.8% +19.9 BXO 12 x $2.74 - $2.85 x 12 BXO SPREAD/FLOOR - OPENING Vega=$26k PBR=15.82 Ref
- >>63580 PBR Jan24 14.0 Calls $1.84 (CboeTheo=1.82) ASK BOX 14:23:13.587 IV=42.9% +5.7 BZX 145 x $1.81 - $1.85 x 22 BOX SPREAD/FLOOR - OPENING Vega=$128k PBR=15.82 Ref
- SWEEP DETECTED:
>>2030 TSLA Nov23 24th 202.5 Puts $0.02 (CboeTheo=0.03) BID [MULTI] 14:23:16.850 IV=73.7% +10.2 C2 695 x $0.02 - $0.03 x 243 ARCA Vega=$549 TSLA=241.65 Ref - >>2060 MS Jan24 95.0 Puts $16.25 (CboeTheo=16.30) BID BOX 14:26:24.458 EDGX 7 x $16.25 - $16.35 x 14 BXO SPREAD/FLOOR - OPENING Vega=$0 MS=78.69 Ref
- >>2060 MS Jan24 92.5 Puts $13.75 (CboeTheo=13.80) BID BOX 14:26:24.458 BXO 14 x $13.75 - $13.85 x 14 BXO SPREAD/FLOOR - OPENING Vega=$0 MS=78.69 Ref
- >>2100 BMY Dec23 57.5 Puts $8.90 (CboeTheo=8.86) ASK BOX 14:26:29.364 IV=41.7% +12.2 BOX 44 x $8.80 - $8.90 x 6 EDGX SPREAD/FLOOR - OPENING Vega=$2620 BMY=48.65 Ref
- >>2100 BMY Dec23 55.0 Puts $6.40 (CboeTheo=6.36) ASK BOX 14:26:29.364 IV=32.9% +8.0 BOX 44 x $6.30 - $6.40 x 7 EDGX SPREAD/FLOOR Vega=$3089 BMY=48.65 Ref
- >>3340 JD Jan24 60.0 Puts $32.00 (CboeTheo=31.96) ASK BOX 14:26:42.375 IV=104.2% +36.0 BZX 58 x $31.60 - $32.00 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$2309 JD=28.04 Ref
- >>3340 JD Dec23 35.0 Puts $7.00 (CboeTheo=6.97) ASK BOX 14:26:42.375 IV=54.3% +8.4 PHLX 32 x $6.90 - $7.00 x 18 MIAX SPREAD/FLOOR Vega=$2384 JD=28.04 Ref
- >>3410 ENPH Jan24 180 Puts $82.15 (CboeTheo=82.07) ASK BOX 14:26:46.744 IV=84.2% +21.4 BOX 16 x $81.90 - $82.15 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$7254 ENPH=97.92 Ref
- >>3410 ENPH Jan24 170 Puts $72.15 (CboeTheo=72.07) ASK BOX 14:26:46.744 IV=77.6% +17.0 BZX 5 x $71.85 - $72.15 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$7528 ENPH=97.92 Ref
- >>3780 WBA Jan24 32.5 Puts $11.60 (CboeTheo=11.56) ASK BOX 14:26:52.475 IV=67.5% +12.8 EDGX 7 x $11.50 - $11.60 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$2824 WBA=20.93 Ref
- >>3780 WBA Jan24 30.0 Puts $9.10 (CboeTheo=9.07) ASK BOX 14:26:52.475 IV=57.6% +6.7 BXO 28 x $9.00 - $9.10 x 6 EDGX SPREAD/FLOOR - OPENING Vega=$3131 WBA=20.93 Ref
- >>2500 RTX Jan24 90.0 Puts $11.69 (CboeTheo=11.70) BID BOX 14:26:58.649 MPRL 2 x $11.65 - $11.75 x 9 ARCA SPREAD/FLOOR - OPENING Vega=$0 RTX=78.31 Ref
- >>2480 RTX Jan24 95.0 Puts $16.75 (CboeTheo=16.70) ASK BOX 14:26:58.649 IV=33.6% +12.4 MPRL 2 x $16.65 - $16.75 x 8 MPRL SPREAD/FLOOR - OPENING Vega=$7597 RTX=78.31 Ref
- >>2600 SE Jan24 60.0 Puts $21.65 (CboeTheo=21.69) BID BOX 14:27:03.548 CBOE 4 x $21.65 - $21.75 x 4 MPRL SPREAD/FLOOR - OPENING Vega=$0 SE=38.31 Ref
- >>2780 SE Jan24 70.0 Puts $31.77 (CboeTheo=31.69) ASK BOX 14:27:03.548 IV=88.5% +19.6 BOX 113 x $31.40 - $31.90 x 1 ISE SPREAD/FLOOR Vega=$3631 SE=38.31 Ref
- >>4510 AAL Jun24 18.0 Puts $5.80 (CboeTheo=5.84) BID BOX 14:27:14.533 MPRL 40 x $5.80 - $5.90 x 22 MPRL SPREAD/FLOOR Vega=$0 AAL=12.15 Ref
- >>4510 AAL Jan24 16.0 Puts $3.80 (CboeTheo=3.84) BID BOX 14:27:14.533 PHLX 37 x $3.80 - $3.90 x 44 MIAX SPREAD/FLOOR - OPENING Vega=$0 AAL=12.15 Ref
- >>2760 PFE Dec23 35.0 Puts $4.85 (CboeTheo=4.79) ASK BOX 14:27:19.211 IV=41.0% +9.6 BOX 23 x $4.75 - $4.85 x 18 NOM SPREAD/FLOOR Vega=$3006 PFE=30.20 Ref
- >>5510 JNJ Jan24 165 Puts $14.40 (CboeTheo=14.51) BID BOX 14:27:23.770 MPRL 28 x $14.40 - $14.60 x 24 MPRL SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.50 Ref
- >>5510 JNJ Jan24 170 Puts $19.40 (CboeTheo=19.50) BID BOX 14:27:23.770 CBOE 6 x $19.40 - $19.55 x 3 CBOE SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.50 Ref
- >>5790 PYPL Jan24 75.0 Puts $19.35 (CboeTheo=19.39) BID BOX 14:27:28.474 MIAX 8 x $19.35 - $19.45 x 10 MIAX SPREAD/FLOOR - OPENING Vega=$0 PYPL=55.60 Ref
- >>5790 PYPL Jan24 70.0 Puts $14.35 (CboeTheo=14.39) BID BOX 14:27:28.474 NOM 3 x $14.35 - $14.45 x 16 ARCA SPREAD/FLOOR Vega=$0 PYPL=55.60 Ref
- >>4390 CVX Jan24 170 Puts $25.75 (CboeTheo=25.83) BID BOX 14:27:33.290 EDGX 6 x $25.75 - $25.90 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 CVX=144.17 Ref
- >>2110 CVX Dec23 165 Puts $20.90 (CboeTheo=20.83) ASK BOX 14:27:33.290 IV=33.5% +10.1 NOM 37 x $20.70 - $20.90 x 35 NOM SPREAD/FLOOR - OPENING Vega=$6768 CVX=144.17 Ref
- >>6720 TSLA Jan24 450 Puts $206.35 (CboeTheo=208.37) BID BOX 14:27:41.037 ARCA 25 x $206.35 - $210.65 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=241.63 Ref
- >>6000 TSLA Jan24 416.67 Puts $174.27 (CboeTheo=175.04) BID BOX 14:27:41.037 BZX 56 x $172.95 - $177.05 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=241.63 Ref
- >>2690 TSLA Jan24 366.67 Puts $123.35 (CboeTheo=125.04) BID BOX 14:27:41.037 BOX 165 x $123.35 - $127.35 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=241.63 Ref
- >>2690 TSLA Jan24 400 Puts $159.80 (CboeTheo=158.37) ASK BOX 14:27:41.037 IV=84.7% +28.5 BZX 75 x $156.35 - $159.80 x 25 NOM SPREAD/FLOOR - OPENING Vega=$38k TSLA=241.63 Ref
- >>12500 CHPT Jan24 10.0 Puts $8.01 (CboeTheo=8.02) ASK BOX 14:27:45.795 PHLX 836 x $7.95 - $8.05 x 20 PHLX SPREAD/FLOOR Vega=$0 CHPT=1.98 Ref
- >>7500 CHPT Jan24 13.0 Puts $11.05 (CboeTheo=11.02) ASK BOX 14:27:45.795 IV=264.1% +73.6 PHLX 249 x $10.95 - $11.05 x 15 BZX SPREAD/FLOOR Vega=$916 CHPT=1.98 Ref
- >>5000 CHPT Jan24 15.0 Puts $12.95 (CboeTheo=13.02) BID BOX 14:27:45.795 PHLX 130 x $12.95 - $13.05 x 13 CBOE SPREAD/FLOOR Vega=$0 CHPT=1.98 Ref
- >>2000 C Jan25 47.5 Puts $5.86 (CboeTheo=5.88) BID AMEX 14:28:04.706 IV=26.1% -0.3 MPRL 48 x $5.85 - $5.95 x 723 EDGX SPREAD/CROSS Vega=$37k C=45.08 Ref
- >>2000 C Jan25 42.5 Puts $3.64 (CboeTheo=3.58) ASK AMEX 14:28:04.706 IV=28.1% +0.1 EDGX 579 x $3.55 - $3.65 x 673 EDGX SPREAD/CROSS Vega=$34k C=45.08 Ref
- >>2500 NIO Dec23 9.0 Puts $1.64 (CboeTheo=1.62) ASK PHLX 14:30:01.162 IV=76.6% +4.6 MPRL 19 x $1.60 - $1.64 x 308 EDGX SPREAD/CROSS/TIED - OPENING Vega=$1346 NIO=7.49 Ref
- >>2500 NIO Dec23 9.0 Calls $0.13 (CboeTheo=0.14) BID PHLX 14:30:01.162 IV=71.3% -0.7 EMLD 2666 x $0.13 - $0.14 x 4974 EMLD SPREAD/CROSS/TIED Vega=$1305 NIO=7.49 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 859 RVLV Dec23 15.0 Puts $0.95 (CboeTheo=0.85) ASK [MULTI] 14:30:21.431 IV=51.9% +5.6 PHLX 250 x $0.85 - $0.95 x 210 AMEX ISO - OPENING
Delta=-54%, EST. IMPACT = 46k Shares ($679k) To Sell RVLV=14.61 Ref - >>2499 VIX Dec23 20th 13.0 Puts $0.31 (CboeTheo=0.30) ASK CBOE 14:31:56.259 IV=55.6% +0.5 CBOE 34k x $0.28 - $0.32 x 4438 CBOE FLOOR Vega=$3023 VIX=14.47 Fwd
- >>5100 SCHW Jan24 75.0 Puts $19.00 (CboeTheo=18.95) ASK BOX 14:33:34.011 IV=47.4% +1.8 MPRL 4 x $18.90 - $19.00 x 4 BZX SPREAD/FLOOR - OPENING Vega=$10k SCHW=56.05 Ref
- >>5100 SCHW Jan24 70.0 Puts $14.00 (CboeTheo=13.95) ASK BOX 14:33:34.011 IV=38.5% +8.4 ARCA 5 x $13.90 - $14.00 x 4 BZX SPREAD/FLOOR - OPENING Vega=$12k SCHW=56.05 Ref
- >>Unusual Volume DUK - 3x market weighted volume: 8457 = 13.5k projected vs 3681 adv, 76% puts, 11% of OI [DUK 89.64 +0.34 Ref, IV=16.4% +0.0]
- SPLIT TICKET:
>>2443 MREO Jan24 2.5 Calls $0.22 (CboeTheo=0.27) BID [BOX] 14:34:23.427 IV=92.8% -8.8 BOX 3254 x $0.20 - $0.30 x 536 EMLD FLOOR Vega=$884 MREO=2.29 Ref - >>2150 BAC Jan24 30.0 Puts $1.29 (CboeTheo=1.29) MID PHLX 14:34:33.515 IV=23.7% -0.4 EMLD 1394 x $1.28 - $1.30 x 2035 C2 SPREAD/CROSS/TIED Vega=$10k BAC=29.68 Ref
- >>Unusual Volume MMM - 3x market weighted volume: 25.1k = 40.1k projected vs 12.9k adv, 85% puts, 14% of OI [MMM 93.89 -1.09 Ref, IV=20.5% -0.2]
- >>Unusual Volume JNJ - 3x market weighted volume: 67.7k = 108.2k projected vs 33.6k adv, 85% puts, 18% of OI [JNJ 150.59 +0.69 Ref, IV=15.2% -0.5]
- SWEEP DETECTED:
>>5357 BAC Jun24 32.0 Calls $1.39 (CboeTheo=1.40) BID [MULTI] 14:35:49.074 IV=24.0% -0.1 EMLD 2094 x $1.39 - $1.41 x 237 EMLD Vega=$46k BAC=29.68 Ref - >>3646 F Feb24 10.0 Puts $0.53 (CboeTheo=0.53) BID PHLX 14:36:19.504 IV=31.4% -0.2 GEMX 46 x $0.53 - $0.55 x 1727 AMEX SPREAD/CROSS/TIED - OPENING Vega=$7014 F=10.21 Ref
- SWEEP DETECTED:
>>6350 PLUG Jan24 2.0 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 14:36:54.165 IV=133.5% +0.6 C2 1914 x $0.08 - $0.10 x 3562 EMLD OPENING Vega=$1467 PLUG=3.56 Ref - >>2000 SPLK Jan25 140 Puts $1.40 (CboeTheo=0.94) ASK BOX 14:37:14.887 IV=10.0% +1.0 PHLX 20 x $0.42 - $1.55 x 15 NOM FLOOR 52WeekHigh Vega=$81k SPLK=151.59 Ref
- SWEEP DETECTED:
>>2022 AMZN Nov23 24th 144 Calls $0.883 (CboeTheo=0.89) Below Bid! [MULTI] 14:37:24.410 IV=22.3% +1.2 C2 128 x $0.89 - $0.90 x 30 MPRL Vega=$10k AMZN=143.28 Ref - >>1000 VIX Jan24 17th 30.0 Calls $0.46 (CboeTheo=0.46) MID CBOE 14:37:40.979 IV=121.1% +1.5 CBOE 8933 x $0.44 - $0.48 x 34k CBOE Vega=$1434 VIX=16.10 Fwd
- >>2500 CMCSA Jan25 50.0 Calls $1.93 (CboeTheo=1.94) BID AMEX 14:39:37.219 IV=22.3% -0.1 ISE 100 x $1.89 - $1.99 x 1 NOM CROSS Vega=$41k CMCSA=42.49 Ref
- >>Unusual Volume VALE - 3x market weighted volume: 154.3k = 239.3k projected vs 76.6k adv, 73% calls, 7% of OI [VALE 15.91 +0.27 Ref, IV=30.3% -0.6]
- >>4820 TSLA Dec23 1st 260 Calls $1.90 (CboeTheo=1.89) BID EMLD 14:43:35.037 IV=47.8% -1.0 EMLD 4820 x $1.90 - $1.91 x 186 EMLD Vega=$53k TSLA=241.17 Ref
- SWEEP DETECTED:
>>4924 TSLA Dec23 1st 260 Calls $1.90 (CboeTheo=1.89) BID [MULTI] 14:43:35.037 IV=47.8% -1.0 EMLD 4820 x $1.90 - $1.91 x 186 EMLD Vega=$54k TSLA=241.17 Ref - >>2000 GOOG Dec23 120 Calls $19.11 (CboeTheo=19.13) BID AMEX 14:46:25.845 IV=28.8% -0.7 MIAX 23 x $19.00 - $19.60 x 28 MIAX SPREAD/CROSS Vega=$3826 GOOG=138.56 Ref
- >>2000 GOOG Dec23 120 Puts $0.11 (CboeTheo=0.11) ASK AMEX 14:46:25.845 IV=30.3% +0.8 EMLD 476 x $0.10 - $0.11 x 1114 EMLD SPREAD/CROSS Vega=$4597 GOOG=138.56 Ref
- SPLIT TICKET:
>>1036 SPXW Nov23 21st 4410 Puts $0.05 (CboeTheo=0.03) ASK [CBOE] 14:47:49.329 IV=90.6% +67.5 CBOE 0 x $0.00 - $0.05 x 1691 CBOE ISO Vega=$592 SPX=4537.75 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 1500 VNO Dec23 22.5 Puts $1.45 (CboeTheo=1.52) BID [MULTI] 14:47:55.725 IV=43.0% -4.6 PHLX 335 x $1.45 - $1.60 x 1 NOM
Delta=-61%, EST. IMPACT = 92k Shares ($1.99m) To Buy VNO=21.66 Ref - >>8000 ZM Jan24 140 Puts $74.20 (CboeTheo=73.98) ASK PHLX 14:49:10.912 IV=109.0% +40.3 NOM 50 x $73.20 - $74.60 x 50 NOM SPREAD/FLOOR - OPENING Post-Earnings Vega=$20k ZM=66.02 Ref
- >>8000 ZM Jan24 130 Puts $64.20 (CboeTheo=63.98) Above Ask! PHLX 14:49:10.912 IV=100.2% +35.1 BXO 8 x $63.90 - $64.10 x 2 BXO SPREAD/FLOOR - OPENING Post-Earnings Vega=$21k ZM=66.02 Ref
- >>2350 XOM Jan24 125 Puts $20.50 (CboeTheo=20.50) MID PHLX 14:49:12.271 NOM 17 x $20.40 - $20.60 x 22 MIAX FLOOR - OPENING Vega=$0 XOM=104.50 Ref
- >>25000 WFC Jan24 57.5 Puts $14.95 (CboeTheo=14.96) MID PHLX 14:49:19.251 EDGX 37 x $14.90 - $15.00 x 50 BOX SPREAD/FLOOR - OPENING Vega=$0 WFC=42.53 Ref
- >>25000 WFC Jan24 55.0 Puts $12.45 (CboeTheo=12.46) MID PHLX 14:49:19.252 EDGX 39 x $12.40 - $12.50 x 34 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=42.53 Ref
- >>2800 DIS Jan24 125 Puts $30.75 (CboeTheo=30.74) ASK PHLX 14:49:21.637 IV=41.4% +11.9 BXO 4 x $30.65 - $30.80 x 3 BXO SPREAD/FLOOR - OPENING Vega=$4543 DIS=94.27 Ref
- >>2800 DIS Jan24 120 Puts $25.75 (CboeTheo=25.74) ASK PHLX 14:49:21.637 IV=36.5% +8.6 BZX 4 x $25.65 - $25.80 x 4 BZX SPREAD/FLOOR - OPENING Vega=$5200 DIS=94.27 Ref
- >>2600 CVX Jan24 180 Puts $36.00 (CboeTheo=36.01) MID PHLX 14:49:22.788 EDGX 5 x $35.90 - $36.10 x 5 EDGX FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>3400 CVX Jan24 175 Puts $31.00 (CboeTheo=31.00) MID PHLX 14:49:22.788 BZX 5 x $30.90 - $31.10 x 6 EDGX FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>7200 CVX Jan24 170 Puts $26.00 (CboeTheo=26.00) MID PHLX 14:49:22.788 BXO 6 x $25.90 - $26.10 x 5 EDGX FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>4000 CVX Jan24 165 Puts $21.00 (CboeTheo=21.00) MID PHLX 14:49:22.788 NOM 36 x $20.90 - $21.10 x 34 EDGX FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>2500 CVX Dec23 165 Puts $21.00 (CboeTheo=21.00) MID PHLX 14:49:22.788 NOM 43 x $20.90 - $21.10 x 19 NOM FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>2800 CVX Dec23 160 Puts $16.00 (CboeTheo=16.00) MID PHLX 14:49:22.788 NOM 41 x $15.90 - $16.10 x 25 NOM FLOOR - OPENING Vega=$0 CVX=144.00 Ref
- >>4000 PYPL Jan24 87.5 Puts $32.05 (CboeTheo=32.01) ASK PHLX 14:49:27.087 IV=66.0% +19.3 EDGX 4 x $31.95 - $32.05 x 2 BXO FLOOR - OPENING Vega=$5147 PYPL=55.48 Ref
- >>2000 PYPL Jan24 80.0 Puts $24.55 (CboeTheo=24.51) ASK PHLX 14:49:27.087 IV=55.3% +14.4 NOM 11 x $24.45 - $24.55 x 6 NOM FLOOR - OPENING Vega=$2853 PYPL=55.48 Ref
- >>5000 PYPL Jan24 75.0 Puts $19.45 (CboeTheo=19.51) BID PHLX 14:49:27.087 CBOE 7 x $19.45 - $19.55 x 5 NOM FLOOR - OPENING Vega=$0 PYPL=55.48 Ref
- >>7000 CSCO Dec23 55.0 Puts $7.10 (CboeTheo=7.12) MID PHLX 14:49:31.100 CBOE 221 x $7.05 - $7.15 x 124 CBOE FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>10000 CSCO Dec23 52.5 Puts $4.60 (CboeTheo=4.62) MID PHLX 14:49:31.100 PHLX 199 x $4.55 - $4.65 x 57 CBOE FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>9420 TSLA Jan24 450 Puts $208.65 (CboeTheo=208.42) ASK PHLX 14:49:34.153 IV=86.5% +25.0 ARCA 25 x $206.35 - $210.65 x 25 ARCA FLOOR - OPENING Vega=$54k TSLA=241.58 Ref
- >>11250 TSLA Jan24 416.67 Puts $175.10 (CboeTheo=175.09) ASK PHLX 14:49:34.153 IV=71.7% +13.6 ARCA 25 x $173.10 - $177.05 x 25 ARCA FLOOR - OPENING Vega=$25k TSLA=241.58 Ref
- >>3100 TSLA Jan24 400 Puts $157.75 (CboeTheo=158.42) BID PHLX 14:49:34.153 ARCA 25 x $156.35 - $159.80 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=241.58 Ref
- >>4200 TSLA Jan24 366.67 Puts $125.35 (CboeTheo=125.09) MID PHLX 14:49:34.153 IV=62.8% +10.5 ARCA 25 x $123.35 - $127.35 x 25 ARCA FLOOR - OPENING Vega=$32k TSLA=241.58 Ref
- >>3000 TSLA Jan24 360 Puts $118.85 (CboeTheo=118.42) ASK PHLX 14:49:34.154 IV=62.7% +11.2 ARCA 25 x $116.30 - $120.85 x 25 ARCA FLOOR - OPENING Vega=$28k TSLA=241.58 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $208.647 (CboeTheo=208.42) ASK [PHLX] 14:49:34.153 IV=86.5% +25.0 ARCA 25 x $206.35 - $210.65 x 25 ARCA FLOOR - OPENING Vega=$57k TSLA=241.58 Ref - >>5900 MS Jan24 95.0 Puts $16.40 (CboeTheo=16.41) MID PHLX 14:49:36.771 BZX 7 x $16.35 - $16.45 x 17 BXO FLOOR - OPENING Vega=$0 MS=78.59 Ref
- >>3500 MS Jan24 92.5 Puts $13.90 (CboeTheo=13.90) MID PHLX 14:49:36.771 ARCA 25 x $13.85 - $13.95 x 15 BXO FLOOR - OPENING Vega=$0 MS=78.59 Ref
- >>3200 MRNA Jan24 140 Puts $62.60 (CboeTheo=62.70) MID PHLX 14:49:43.556 NOM 44 x $62.00 - $63.20 x 34 BZX FLOOR - OPENING Vega=$0 MRNA=77.31 Ref
- >>3850 MMM Jan24 120 Puts $26.10 (CboeTheo=26.11) ASK PHLX 14:49:46.994 EDGX 5 x $26.00 - $26.15 x 3 EDGX FLOOR - OPENING Vega=$0 MMM=93.89 Ref
- >>2000 MMM Jan24 110 Puts $16.10 (CboeTheo=16.11) ASK PHLX 14:49:46.994 NOM 18 x $16.00 - $16.15 x 3 EDGX FLOOR - OPENING Vega=$0 MMM=93.89 Ref
- >>2000 AMZN Jan24 170 Puts $26.65 (CboeTheo=26.67) MID PHLX 14:49:48.168 BXO 2 x $26.55 - $26.75 x 1 BXO FLOOR - OPENING Vega=$0 AMZN=143.33 Ref
- >>3000 SQ Jan24 125 Puts $66.50 (CboeTheo=66.51) ASK PHLX 14:49:49.245 ARCA 25 x $65.90 - $67.05 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 SQ=58.48 Ref
- >>3000 SQ Jan24 100 Puts $41.50 (CboeTheo=41.51) ASK PHLX 14:49:49.245 BZX 24 x $40.95 - $41.90 x 24 BZX SPREAD/FLOOR - OPENING Vega=$0 SQ=58.48 Ref
- >>3000 JNJ Jan24 175 Puts $24.40 (CboeTheo=24.40) MID PHLX 14:49:51.634 IV=24.8% +7.0 BXO 10 x $24.30 - $24.50 x 22 AMEX FLOOR - OPENING Vega=$6797 JNJ=150.60 Ref
- >>5950 JNJ Jan24 170 Puts $19.40 (CboeTheo=19.40) MID PHLX 14:49:51.634 IV=21.0% +4.5 ARCA 29 x $19.30 - $19.50 x 25 NOM FLOOR - OPENING Vega=$15k JNJ=150.60 Ref
- >>2550 ADM Jan24 87.5 Puts $13.80 (CboeTheo=13.82) MID PHLX 14:49:53.036 BXO 16 x $13.70 - $13.90 x 12 BXO FLOOR - OPENING Vega=$0 ADM=73.67 Ref
- >>2800 ADM Jan24 85.0 Puts $11.30 (CboeTheo=11.32) MID PHLX 14:49:53.036 BXO 12 x $11.20 - $11.40 x 12 BXO FLOOR - OPENING Vega=$0 ADM=73.67 Ref
- >>2800 SE Jan24 70.0 Puts $31.80 (CboeTheo=31.75) ASK PHLX 14:51:37.091 IV=85.8% +16.8 EDGX 5 x $31.60 - $31.80 x 16 BXO FLOOR Vega=$2906 SE=38.24 Ref
- >>2500 SE Jan24 65.0 Puts $26.65 (CboeTheo=26.75) BID PHLX 14:51:37.091 BXO 4 x $26.65 - $26.80 x 5 EDGX FLOOR - OPENING Vega=$0 SE=38.24 Ref
- SPLIT TICKET:
>>2000 SE Jan24 180 Puts $141.357 (CboeTheo=141.76) BID [PHLX] 14:51:37.091 NOM 15 x $141.10 - $141.75 x 2 BXO FLOOR - OPENING Vega=$0 SE=38.24 Ref - >>3200 AA Jan24 45.0 Puts $19.15 (CboeTheo=18.74) Above Ask! PHLX 14:51:51.557 IV=103.4% +42.3 ARCA 10 x $18.70 - $19.00 x 90 NOM SPREAD/FLOOR - OPENING Vega=$7015 AA=26.27 Ref
- >>7500 SCHW Jan24 72.5 Puts $16.50 (CboeTheo=16.54) BID PHLX 14:51:52.720 CBOE 3 x $16.45 - $16.60 x 4 MPRL FLOOR - OPENING Vega=$0 SCHW=55.97 Ref
- >>8700 SCHW Jan24 75.0 Puts $19.00 (CboeTheo=19.04) BID PHLX 14:51:52.720 MPRL 1 x $18.95 - $19.10 x 1 MPRL FLOOR - OPENING Vega=$0 SCHW=55.97 Ref
- >>6850 ENPH Jan24 180 Puts $81.90 (CboeTheo=81.96) BID PHLX 14:51:55.728 EDGX 5 x $81.55 - $82.35 x 5 EDGX FLOOR - OPENING Vega=$0 ENPH=98.05 Ref
- >>4700 ENPH Jan24 170 Puts $71.80 (CboeTheo=71.96) ASK PHLX 14:51:55.728 BZX 5 x $71.35 - $72.10 x 5 EDGX FLOOR - OPENING Vega=$0 ENPH=98.05 Ref
- >>3600 RTX Jan24 95.0 Puts $16.75 (CboeTheo=16.70) ASK PHLX 14:51:57.157 IV=33.2% +12.0 BOX 3 x $16.65 - $16.80 x 3 BZX SPREAD/FLOOR - OPENING Vega=$10k RTX=78.30 Ref
- >>2350 XOM Jan24 125 Puts $20.45 (CboeTheo=20.51) BID PHLX 14:52:08.935 MPRL 22 x $20.40 - $20.55 x 12 GEMX FLOOR - OPENING Vega=$0 XOM=104.48 Ref
- SWEEP DETECTED:
>>3517 SYF Dec23 28.0 Puts $0.40 (CboeTheo=0.40) ASK [MULTI] 14:53:11.040 IV=33.1% +0.8 PHLX 837 x $0.30 - $0.40 x 517 PHLX ISO - OPENING Vega=$8589 SYF=29.39 Ref - SWEEP DETECTED:
>>2467 M Nov23 24th 15.5 Calls $0.07 (CboeTheo=0.05) ASK [MULTI] 14:54:08.979 IV=53.8% +6.0 C2 733 x $0.05 - $0.07 x 1304 EMLD ISO - OPENING Vega=$888 M=14.79 Ref - >>20000 VALE Jan24 17.0 Calls $0.25 (CboeTheo=0.25) BID AMEX 14:55:18.404 IV=29.5% -0.3 PHLX 43 x $0.25 - $0.26 x 4 ARCA SPREAD/CROSS Vega=$39k VALE=15.90 Ref
- >>20000 VALE Jan24 17.0 Puts $1.70 (CboeTheo=1.72) MID AMEX 14:55:18.404 IV=28.3% -1.4 AMEX 39 x $1.66 - $1.75 x 23 BZX SPREAD/CROSS Vega=$35k VALE=15.90 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1971 UNIT Dec23 5.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 14:55:41.397 IV=50.8% +1.7 BOX 9178 x $0.10 - $0.15 x 300 BZX
Delta=-32%, EST. IMPACT = 63k Shares ($337k) To Sell UNIT=5.38 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 LNTH Dec23 65.0 Puts $2.25 (CboeTheo=2.05) Above Ask! [MULTI] 14:56:01.735 IV=57.2% +1.5 BZX 2 x $1.95 - $2.20 x 1 BOX
Delta=-32%, EST. IMPACT = 32k Shares ($2.22m) To Sell LNTH=68.56 Ref - SWEEP DETECTED:
>>2637 TSM Nov23 24th 101 Calls $0.38 (CboeTheo=0.40) BID [MULTI] 14:56:21.333 IV=35.1% +4.1 EDGX 425 x $0.38 - $0.41 x 331 C2 OPENING Vega=$6994 TSM=98.33 Ref - >>4800 VALE Jan25 10.0 Calls $5.85 (CboeTheo=5.92) BID PHLX 14:56:46.029 ARCA 1522 x $5.85 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:56:46.029 IV=53.6% +15.6 ARCA 1522 x $5.85 - $5.95 x 1500 ARCA FLOOR Vega=$23k VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $3.90 (CboeTheo=3.92) ASK PHLX 14:56:46.029 PHLX 986 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$0 VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.85 (CboeTheo=5.92) BID PHLX 14:56:48.279 ARCA 2410 x $5.85 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:56:48.279 IV=53.6% +15.6 ARCA 1522 x $5.85 - $5.95 x 2352 ARCA FLOOR Vega=$23k VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $3.95 (CboeTheo=3.92) ASK PHLX 14:56:48.279 IV=57.9% +16.9 PHLX 986 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$4572 VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.85 (CboeTheo=5.92) BID PHLX 14:56:49.891 ARCA 2410 x $5.85 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.90 (CboeTheo=5.92) MID PHLX 14:56:49.892 ARCA 1522 x $5.85 - $5.95 x 2352 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $3.90 (CboeTheo=3.92) ASK PHLX 14:56:49.892 PHLX 986 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$0 VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) MID PHLX 14:56:51.646 ARCA 2410 x $5.85 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:56:51.646 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2352 ARCA FLOOR Vega=$23k VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $3.95 (CboeTheo=3.92) ASK PHLX 14:56:51.647 IV=57.9% +16.9 PHLX 986 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$4572 VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:56:53.403 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:56:53.403 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2352 ARCA FLOOR Vega=$23k VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $4.00 (CboeTheo=3.92) ASK PHLX 14:56:53.403 IV=60.8% +19.8 PHLX 986 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$4757 VALE=15.91 Ref
- >>2500 AAPL Mar24 175 Puts $2.91 (CboeTheo=2.89) MID AMEX 14:56:56.649 IV=22.9% -0.2 C2 219 x $2.89 - $2.92 x 214 C2 SPREAD/FLOOR Vega=$76k AAPL=190.44 Ref
- >>2500 AAPL Mar24 175 Calls $21.20 (CboeTheo=21.27) ASK AMEX 14:56:56.649 IV=22.6% -0.5 EDGX 570 x $21.10 - $21.25 x 7 BZX SPREAD/FLOOR Vega=$74k AAPL=190.44 Ref
- >>4800 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:56:59.354 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>7800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:56:59.354 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$23k VALE=15.91 Ref
- >>2700 VALE Feb24 12.0 Calls $4.00 (CboeTheo=3.92) ASK PHLX 14:56:59.354 IV=60.8% +19.8 PHLX 1032 x $3.70 - $4.00 x 13 NOM FLOOR Vega=$4757 VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:57:00.689 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>5200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:57:00.689 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$15k VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:57:01.989 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>5200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:57:01.989 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$15k VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:57:03.202 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>5200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:57:03.202 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$15k VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:57:04.492 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>5200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:57:04.492 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$15k VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.90 (CboeTheo=5.92) BID PHLX 14:57:05.792 ARCA 796 x $5.90 - $5.95 x 1500 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>5200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK PHLX 14:57:05.792 IV=53.6% +15.6 ARCA 796 x $5.90 - $5.95 x 2101 ARCA FLOOR Vega=$15k VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.85 (CboeTheo=2.92) BID PHLX 14:57:07.088 PHLX 690 x $2.81 - $2.95 x 320 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.85 (CboeTheo=2.92) BID PHLX 14:57:07.088 PHLX 661 x $2.75 - $3.05 x 779 PHLX FLOOR Vega=$0 VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.89 (CboeTheo=2.92) BID PHLX 14:57:08.333 ARCA 2970 x $2.85 - $2.95 x 320 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.91 (CboeTheo=2.92) BID PHLX 14:57:08.333 ARCA 2396 x $2.85 - $3.00 x 623 PHLX FLOOR Vega=$0 VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.89 (CboeTheo=2.92) BID PHLX 14:57:09.618 ARCA 555 x $2.89 - $2.95 x 320 ARCA FLOOR Vega=$0 VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.90 (CboeTheo=2.92) BID PHLX 14:57:09.619 ARCA 2396 x $2.85 - $3.00 x 623 PHLX FLOOR Vega=$0 VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.92 (CboeTheo=2.92) MID PHLX 14:57:12.200 IV=56.0% +21.2 ARCA 555 x $2.89 - $2.96 x 320 ARCA FLOOR Vega=$13k VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:12.200 IV=86.2% +47.9 ARCA 796 x $2.89 - $3.00 x 784 PHLX FLOOR Vega=$6410 VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.92 (CboeTheo=2.92) MID PHLX 14:57:17.625 IV=56.0% +21.2 ARCA 555 x $2.89 - $2.96 x 320 ARCA FLOOR Vega=$13k VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.92 (CboeTheo=2.92) BID PHLX 14:57:17.625 IV=84.5% +46.2 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$6335 VALE=15.91 Ref
- >>10800 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:21.601 IV=86.2% +47.9 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$6410 VALE=15.91 Ref
- >>7920 VALE Jan24 13.0 Calls $2.93 (CboeTheo=2.92) MID PHLX 14:57:21.601 IV=56.6% +21.8 ARCA 555 x $2.89 - $2.97 x 824 ARCA FLOOR Vega=$13k VALE=15.91 Ref
- >>5280 VALE Jan24 13.0 Calls $2.93 (CboeTheo=2.92) MID PHLX 14:57:30.103 IV=56.6% +21.8 ARCA 555 x $2.89 - $2.97 x 824 ARCA FLOOR Vega=$8740 VALE=15.91 Ref
- >>7200 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:30.103 IV=86.2% +47.9 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$4273 VALE=15.91 Ref
- >>5280 VALE Jan24 13.0 Calls $2.93 (CboeTheo=2.92) MID PHLX 14:57:31.504 IV=56.6% +21.8 ARCA 555 x $2.89 - $2.97 x 824 ARCA FLOOR Vega=$8740 VALE=15.91 Ref
- >>7200 VALE Dec23 13.0 Calls $2.92 (CboeTheo=2.92) BID PHLX 14:57:31.504 IV=84.5% +46.2 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$4224 VALE=15.91 Ref
- >>7200 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:33.028 IV=86.2% +47.9 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$4273 VALE=15.91 Ref
- >>5280 VALE Jan24 13.0 Calls $2.92 (CboeTheo=2.92) BID PHLX 14:57:33.028 IV=56.0% +21.2 ARCA 555 x $2.89 - $2.97 x 1304 ARCA FLOOR Vega=$8684 VALE=15.91 Ref
- >>5280 VALE Jan24 13.0 Calls $2.92 (CboeTheo=2.92) BID PHLX 14:57:34.568 IV=56.0% +21.2 ARCA 555 x $2.89 - $2.97 x 1304 ARCA FLOOR Vega=$8684 VALE=15.91 Ref
- >>7200 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:34.568 IV=86.2% +47.9 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$4273 VALE=15.91 Ref
- >>5280 VALE Jan24 13.0 Calls $2.92 (CboeTheo=2.92) BID PHLX 14:57:37.469 IV=56.0% +21.1 ARCA 555 x $2.89 - $2.97 x 344 ARCA FLOOR Vega=$8680 VALE=15.91 Ref
- >>7200 VALE Dec23 13.0 Calls $2.93 (CboeTheo=2.92) BID PHLX 14:57:37.469 IV=86.0% +47.7 ARCA 796 x $2.89 - $2.99 x 686 PHLX FLOOR Vega=$4267 VALE=15.91 Ref
- >>2000 SPLK Jan25 140 Puts $1.47 (CboeTheo=0.91) ASK BOX 14:58:17.668 IV=10.1% +1.1 PHLX 20 x $0.42 - $1.55 x 15 NOM FLOOR 52WeekHigh Vega=$82k SPLK=151.56 Ref
- SWEEP DETECTED:
>>2129 MSFT Nov23 24th 380 Calls $0.667 (CboeTheo=0.69) Below Bid! [MULTI] 14:58:18.182 IV=21.6% -0.4 MPRL 53 x $0.68 - $0.70 x 138 C2 Vega=$19k MSFT=372.65 Ref - SPLIT TICKET:
>>1000 SPXW Nov23 22nd 4490 Puts $1.05 (CboeTheo=0.95) ASK [CBOE] 15:00:47.404 IV=14.3% +1.9 CBOE 739 x $0.95 - $1.05 x 155 CBOE FLOOR Vega=$34k SPX=4541.26 Fwd - >>1000 VIX Dec23 20th 15.0 Puts $1.50 (CboeTheo=1.54) MID CBOE 15:02:30.699 IV=71.9% -0.9 CBOE 2445 x $1.49 - $1.52 x 200 CBOE Vega=$1598 VIX=14.40 Fwd
- SWEEP DETECTED:
>>2051 AMZN Nov23 24th 146 Calls $0.37 (CboeTheo=0.36) ASK [MULTI] 15:02:40.072 IV=22.7% +1.6 C2 289 x $0.36 - $0.37 x 433 EMLD ISO Vega=$8068 AMZN=143.54 Ref - >>1317 VIX Dec23 20th 17.0 Calls $0.63 (CboeTheo=0.61) MID CBOE 15:03:11.270 IV=92.0% +3.2 CBOE 3806 x $0.61 - $0.64 x 3416 CBOE Vega=$1859 VIX=14.40 Fwd
- >>6947 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 11k CBOE Vega=$9025 VIX=14.40 Fwd
- >>4610 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 11k CBOE Vega=$5989 VIX=14.40 Fwd
- >>4168 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 11k CBOE Vega=$5415 VIX=14.40 Fwd
- >>1526 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 7056 CBOE Vega=$1982 VIX=14.40 Fwd
- >>1526 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 5530 CBOE Vega=$1982 VIX=14.40 Fwd
- >>1420 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 2584 CBOE Vega=$1845 VIX=14.40 Fwd
- >>1000 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK CBOE 15:03:34.666 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 2584 CBOE Vega=$1299 VIX=14.40 Fwd
- SPLIT TICKET:
>>22793 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.51) ASK [CBOE] 15:03:34.665 IV=99.8% +4.1 CBOE 6971 x $0.51 - $0.54 x 11k CBOE Vega=$30k VIX=14.40 Fwd - >>5000 C Jan24 45.0 Calls $2.08 (CboeTheo=2.08) MID AMEX 15:04:32.137 IV=24.8% -0.3 EDGX 47 x $2.07 - $2.09 x 142 C2 SPREAD/CROSS Vega=$36k C=45.09 Ref
- >>5000 C Jan24 45.0 Puts $1.55 (CboeTheo=1.55) BID AMEX 15:04:32.137 IV=24.7% -0.4 NOM 22 x $1.55 - $1.56 x 323 C2 SPREAD/CROSS Vega=$36k C=45.09 Ref
- >>2000 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID CBOE 15:04:59.458 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 20k CBOE FLOOR Vega=$2620 VIX=14.48 Fwd
- >>2500 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID CBOE 15:04:59.458 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 20k CBOE FLOOR Vega=$3275 VIX=14.48 Fwd
- >>2000 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID CBOE 15:04:59.458 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 21k CBOE FLOOR Vega=$2620 VIX=14.48 Fwd
- >>2000 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID CBOE 15:04:59.458 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 20k CBOE FLOOR Vega=$2620 VIX=14.48 Fwd
- >>1000 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID CBOE 15:04:59.515 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 21k CBOE FLOOR Vega=$1310 VIX=14.48 Fwd
- SPLIT TICKET:
>>9800 VIX Dec23 20th 18.0 Calls $0.54 (CboeTheo=0.53) MID [CBOE] 15:04:59.458 IV=98.3% +2.6 CBOE 10 x $0.53 - $0.56 x 20k CBOE FLOOR Vega=$13k VIX=14.48 Fwd - >>4875 WYNN Jan24 110 Puts $23.30 (CboeTheo=23.31) BID PHLX 15:05:47.830 BZX 15 x $23.25 - $23.40 x 1 BXO FLOOR - OPENING Vega=$0 WYNN=86.69 Ref
- >>3950 WYNN Jan24 105 Puts $18.30 (CboeTheo=18.31) BID PHLX 15:05:47.830 BZX 6 x $18.25 - $18.40 x 4 BXO FLOOR - OPENING Vega=$0 WYNN=86.69 Ref
- >>2225 TGT Jan24 150 Puts $19.30 (CboeTheo=19.33) MID PHLX 15:06:00.648 BZX 6 x $19.20 - $19.40 x 3 BXO FLOOR - OPENING Vega=$0 TGT=130.67 Ref
- >>2450 SCHW Jan24 75.0 Puts $19.00 (CboeTheo=19.00) MID PHLX 15:06:12.810 IV=43.5% -2.1 MPRL 1 x $18.95 - $19.05 x 3 MIAX FLOOR - OPENING Vega=$1862 SCHW=56.01 Ref
- >>3525 SCHW Jan24 75.0 Puts $19.05 (CboeTheo=19.00) ASK PHLX 15:06:12.811 IV=47.5% +1.9 MPRL 1 x $18.95 - $19.05 x 3 MIAX FLOOR - OPENING Vega=$7127 SCHW=56.01 Ref
- >>4650 SCHW Jan24 72.5 Puts $16.50 (CboeTheo=16.50) MID PHLX 15:06:12.811 IV=39.4% +8.3 MIAX 4 x $16.45 - $16.55 x 4 ARCA FLOOR - OPENING Vega=$3745 SCHW=56.01 Ref
- >>5150 SCHW Jan24 70.0 Puts $14.00 (CboeTheo=13.99) ASK PHLX 15:06:12.811 IV=35.1% +5.0 MPRL 1 x $13.90 - $14.05 x 4 ARCA FLOOR - OPENING Vega=$4558 SCHW=56.01 Ref
- >>4450 SCHW Jan24 67.5 Puts $11.45 (CboeTheo=11.50) BID PHLX 15:06:12.811 ARCA 2 x $11.40 - $11.55 x 5 MIAX FLOOR - OPENING Vega=$0 SCHW=56.01 Ref
- SPLIT TICKET:
>>5975 SCHW Jan24 75.0 Puts $19.029 (CboeTheo=19.00) ASK [PHLX] 15:06:12.810 IV=43.5% -2.1 MPRL 1 x $18.95 - $19.05 x 3 MIAX FLOOR - OPENING Vega=$4542 SCHW=56.01 Ref - >>14560 TSLA Jan24 450 Puts $208.35 (CboeTheo=208.07) BID PHLX 15:06:26.526 IV=87.1% +25.7 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$94k TSLA=241.93 Ref
- >>6000 TSLA Jan24 416.67 Puts $175.05 (CboeTheo=174.74) BID PHLX 15:06:26.526 IV=78.6% +20.6 NOM 25 x $173.10 - $177.05 x 25 NOM FLOOR - OPENING Vega=$43k TSLA=241.93 Ref
- >>4000 TSLA Jan24 400 Puts $157.80 (CboeTheo=158.07) BID PHLX 15:06:26.526 BZX 69 x $157.00 - $159.80 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.94 Ref
- >>2400 TSLA Jan24 366.67 Puts $125.35 (CboeTheo=124.74) MID PHLX 15:06:26.526 IV=66.7% +14.3 NOM 25 x $123.35 - $127.35 x 25 NOM FLOOR - OPENING Vega=$26k TSLA=241.94 Ref
- SPLIT TICKET:
>>15000 TSLA Jan24 450 Puts $208.351 (CboeTheo=208.07) BID [PHLX] 15:06:26.526 IV=87.1% +25.7 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$97k TSLA=241.93 Ref - >>3325 MS Jan24 95.0 Puts $16.45 (CboeTheo=16.42) ASK PHLX 15:06:53.789 IV=32.1% +8.6 BZX 8 x $16.35 - $16.50 x 22 MPRL FLOOR - OPENING Vega=$7713 MS=78.58 Ref
- >>2300 MS Jan24 92.5 Puts $13.90 (CboeTheo=13.93) BID PHLX 15:06:53.789 BXO 13 x $13.85 - $14.00 x 28 BOX FLOOR - OPENING Vega=$0 MS=78.58 Ref
- >>5150 MS Jan24 90.0 Puts $11.45 (CboeTheo=11.43) ASK PHLX 15:06:53.789 IV=24.9% +3.2 BXO 13 x $11.35 - $11.50 x 28 MPRL FLOOR - OPENING Vega=$14k MS=78.58 Ref
- >>2600 ENPH Jan24 180 Puts $81.95 (CboeTheo=81.75) ASK PHLX 15:07:08.560 IV=88.5% +25.8 BXO 24 x $81.55 - $82.20 x 4 BXO FLOOR - OPENING Vega=$8571 ENPH=98.25 Ref
- >>2775 ENPH Jan24 170 Puts $71.65 (CboeTheo=71.75) ASK PHLX 15:07:08.560 BXO 4 x $71.25 - $72.00 x 4 BXO FLOOR - OPENING Vega=$0 ENPH=98.25 Ref
- >>2000 VOD Dec23 9.0 Calls $0.34 (CboeTheo=0.37) MID PHLX 15:07:20.745 PHLX 2352 x $0.31 - $0.38 x 250 EMLD SPREAD/FLOOR - OPENING Vega=$0 VOD=9.37 Ref
- >>2000 RTX Jan24 95.0 Puts $16.65 (CboeTheo=16.70) BID PHLX 15:07:37.105 BOX 3 x $16.60 - $16.75 x 5 ISE FLOOR - OPENING Vega=$0 RTX=78.31 Ref
- >>3575 RTX Jan24 90.0 Puts $11.65 (CboeTheo=11.70) BID PHLX 15:07:37.105 ISE 9 x $11.60 - $11.75 x 2 NOM FLOOR - OPENING Vega=$0 RTX=78.31 Ref
- >>2025 MMM Jan24 120 Puts $25.95 (CboeTheo=25.90) ASK PHLX 15:07:51.650 IV=39.1% +13.4 BZX 6 x $25.80 - $26.00 x 5 EDGX FLOOR - OPENING Vega=$5674 MMM=94.10 Ref
- SPLIT TICKET:
>>2500 MMM Jan24 120 Puts $25.941 (CboeTheo=25.90) ASK [PHLX] 15:07:51.650 IV=39.1% +13.4 BZX 6 x $25.80 - $26.00 x 5 EDGX FLOOR - OPENING Vega=$7005 MMM=94.10 Ref - >>4175 JNJ Jan24 170 Puts $19.20 (CboeTheo=19.20) MID PHLX 15:08:14.940 IV=21.2% +4.6 BOX 30 x $19.10 - $19.30 x 38 EDGX FLOOR - OPENING Vega=$12k JNJ=150.81 Ref
- >>6825 JNJ Jan24 165 Puts $14.20 (CboeTheo=14.20) MID PHLX 15:08:14.940 IV=17.1% +1.6 MPRL 4 x $14.10 - $14.30 x 25 NOM FLOOR - OPENING Vega=$25k JNJ=150.81 Ref
- SPLIT TICKET:
>>1455 SPX Jan24 3900 Puts $5.90 (CboeTheo=5.80) ASK [CBOE] 15:09:19.735 IV=22.6% -0.2 CBOE 531 x $5.80 - $5.90 x 708 CBOE Vega=$220k SPX=4574.06 Fwd - >>4875 WYNN Jan24 110 Puts $23.35 (CboeTheo=23.37) MID PHLX 15:09:31.512 BZX 14 x $23.25 - $23.45 x 5 EDGX FLOOR - OPENING Vega=$0 WYNN=86.63 Ref
- >>3950 WYNN Jan24 105 Puts $18.35 (CboeTheo=18.37) BID PHLX 15:09:31.512 NOM 3 x $18.30 - $18.50 x 14 EMLD FLOOR - OPENING Vega=$0 WYNN=86.63 Ref
- >>2225 TGT Jan24 150 Puts $19.35 (CboeTheo=19.36) MID PHLX 15:09:43.232 MPRL 19 x $19.25 - $19.45 x 7 BOX FLOOR - OPENING Vega=$0 TGT=130.65 Ref
- >>2450 SCHW Jan24 75.0 Puts $19.00 (CboeTheo=19.00) MID PHLX 15:09:53.968 IV=43.5% -2.1 ARCA 2 x $18.95 - $19.05 x 1 MPRL FLOOR - OPENING Vega=$1858 SCHW=56.01 Ref
- >>3525 SCHW Jan24 75.0 Puts $19.05 (CboeTheo=19.00) ASK PHLX 15:09:53.968 IV=47.4% +1.9 ARCA 2 x $18.95 - $19.05 x 1 MPRL FLOOR - OPENING Vega=$7120 SCHW=56.01 Ref
- >>4650 SCHW Jan24 72.5 Puts $16.50 (CboeTheo=16.50) MID PHLX 15:09:53.968 IV=39.4% +8.2 MPRL 1 x $16.45 - $16.55 x 5 MIAX FLOOR - OPENING Vega=$3736 SCHW=56.01 Ref
- >>5150 SCHW Jan24 70.0 Puts $14.00 (CboeTheo=13.99) ASK PHLX 15:09:53.969 IV=35.1% +4.9 ARCA 12 x $13.90 - $14.05 x 4 BZX FLOOR - OPENING Vega=$4552 SCHW=56.01 Ref
- >>4450 SCHW Jan24 67.5 Puts $11.45 (CboeTheo=11.50) BID PHLX 15:09:53.969 ARCA 5 x $11.40 - $11.55 x 7 ARCA FLOOR - OPENING Vega=$0 SCHW=56.01 Ref
- SPLIT TICKET:
>>5975 SCHW Jan24 75.0 Puts $19.029 (CboeTheo=19.00) ASK [PHLX] 15:09:53.968 IV=43.5% -2.1 ARCA 2 x $18.95 - $19.05 x 1 MPRL FLOOR - OPENING Vega=$4531 SCHW=56.01 Ref - >>3900 TSLA Jan24 416.67 Puts $175.15 (CboeTheo=175.04) ASK PHLX 15:10:05.017 IV=75.1% +17.0 NOM 25 x $173.10 - $177.05 x 25 NOM FLOOR - OPENING Vega=$18k TSLA=241.63 Ref
- >>4100 TSLA Jan24 450 Puts $208.30 (CboeTheo=208.37) BID PHLX 15:10:05.017 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.63 Ref
- >>2060 TSLA Jan24 400 Puts $158.90 (CboeTheo=158.37) ASK PHLX 15:10:05.017 IV=76.7% +20.5 BZX 69 x $157.00 - $159.80 x 25 NOM FLOOR - OPENING Vega=$19k TSLA=241.63 Ref
- SPLIT TICKET:
>>5330 TSLA Jan24 450 Puts $208.312 (CboeTheo=208.37) BID [PHLX] 15:10:05.017 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.63 Ref - >>3860 ENPH Jan24 180 Puts $81.50 (CboeTheo=81.69) BID PHLX 15:10:16.476 EDGX 5 x $81.20 - $82.10 x 14 BXO FLOOR - OPENING Vega=$0 ENPH=98.31 Ref
- >>2670 ENPH Jan24 170 Puts $71.40 (CboeTheo=71.66) BID PHLX 15:10:16.476 EDGX 5 x $71.40 - $71.75 x 5 BXO FLOOR - OPENING Vega=$0 ENPH=98.34 Ref
- >>2700 VALE Feb24 12.0 Calls $4.00 (CboeTheo=3.92) ASK BOX 15:10:43.741 IV=60.7% +19.7 PHLX 207 x $3.80 - $4.00 x 13 NOM SPREAD/FLOOR Vega=$4747 VALE=15.91 Ref
- >>2700 VALE Dec24 10.0 Calls $5.90 (CboeTheo=5.92) BID BOX 15:10:43.741 ARCA 300 x $5.90 - $5.95 x 1500 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>2280 VALE Dec23 13.0 Calls $2.98 (CboeTheo=2.92) ASK BOX 15:10:43.741 IV=94.4% +56.1 AMEX 32 x $2.85 - $2.98 x 35 AMEX SPREAD/FLOOR Vega=$2156 VALE=15.91 Ref
- >>2000 RTX Jan24 95.0 Puts $16.70 (CboeTheo=16.71) MID PHLX 15:10:44.872 ISE 4 x $16.65 - $16.75 x 2 BOX FLOOR - OPENING Vega=$0 RTX=78.28 Ref
- >>3575 RTX Jan24 90.0 Puts $11.70 (CboeTheo=11.71) BID PHLX 15:10:44.873 ISE 4 x $11.65 - $11.80 x 3 BZX FLOOR - OPENING Vega=$0 RTX=78.28 Ref
- >>8400 VALE Jan24 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:10:48.194 ARCA 448 x $2.89 - $2.95 x 796 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>4800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:10:48.194 IV=53.5% +15.5 ARCA 300 x $5.90 - $5.95 x 1500 ARCA SPREAD/FLOOR Vega=$14k VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:10:48.194 IV=52.2% +13.9 ARCA 1522 x $5.85 - $5.95 x 1500 ARCA SPREAD/FLOOR Vega=$15k VALE=15.91 Ref
- >>Unusual Volume HTZ - 3x market weighted volume: 12.6k = 17.8k projected vs 4616 adv, 90% puts, 8% of OI [HTZ 8.50 -0.45 Ref, IV=54.2% +0.7]
- >>8400 VALE Dec23 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:10:48.194 MPRL 34 x $2.86 - $2.97 x 34 MPRL SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>4175 JNJ Jan24 170 Puts $19.15 (CboeTheo=19.17) MID PHLX 15:11:06.506 CBOE 47 x $19.05 - $19.25 x 20 MPRL FLOOR - OPENING Vega=$0 JNJ=150.84 Ref
- >>6825 JNJ Jan24 165 Puts $14.15 (CboeTheo=14.16) MID PHLX 15:11:06.506 BOX 18 x $14.05 - $14.25 x 28 CBOE FLOOR - OPENING Vega=$0 JNJ=150.84 Ref
- >>2100 VALE Feb24 12.0 Calls $3.91 (CboeTheo=3.92) ASK BOX 15:11:06.530 PHLX 230 x $3.80 - $4.00 x 13 NOM SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>2700 VALE Dec24 10.0 Calls $5.85 (CboeTheo=5.92) BID BOX 15:11:06.530 ARCA 322 x $5.85 - $5.95 x 2340 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>2280 VALE Dec23 13.0 Calls $2.95 (CboeTheo=2.92) ASK BOX 15:11:06.530 IV=89.6% +51.3 CBOE 25 x $2.89 - $2.95 x 164 ARCA SPREAD/FLOOR Vega=$1384 VALE=15.91 Ref
- >>8400 VALE Jan24 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:11:10.815 ARCA 448 x $2.89 - $2.95 x 796 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>4800 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:11:10.815 IV=53.5% +15.5 ARCA 322 x $5.85 - $5.95 x 2340 ARCA SPREAD/FLOOR Vega=$14k VALE=15.91 Ref
- >>4800 VALE Jan25 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:11:10.815 IV=52.3% +13.9 ARCA 1522 x $5.85 - $5.95 x 2353 ARCA SPREAD/FLOOR Vega=$15k VALE=15.91 Ref
- >>8400 VALE Dec23 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:11:10.815 CBOE 25 x $2.89 - $2.95 x 164 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>3325 MS Jan24 95.0 Puts $16.50 (CboeTheo=16.48) ASK PHLX 15:11:16.423 IV=32.1% +8.7 EDGX 13 x $16.40 - $16.55 x 28 BOX FLOOR - OPENING Vega=$7676 MS=78.53 Ref
- >>2300 MS Jan24 92.5 Puts $13.95 (CboeTheo=13.97) BID PHLX 15:11:16.423 BXO 13 x $13.90 - $14.05 x 31 MPRL FLOOR - OPENING Vega=$0 MS=78.53 Ref
- >>5150 MS Jan24 90.0 Puts $11.50 (CboeTheo=11.47) ASK PHLX 15:11:16.423 IV=24.9% +3.3 CBOE 17 x $11.40 - $11.55 x 31 MPRL FLOOR - OPENING Vega=$14k MS=78.53 Ref
- >>2000 CVX Jan24 170 Puts $25.90 (CboeTheo=25.89) MID PHLX 15:11:33.351 IV=27.3% +6.0 BXO 6 x $25.80 - $26.00 x 2 BXO FLOOR - OPENING Vega=$4694 CVX=144.10 Ref
- >>5600 VALE Jan24 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:11:37.535 ARCA 448 x $2.89 - $2.95 x 796 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>3200 VALE Dec24 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:11:37.535 IV=53.5% +15.5 ARCA 300 x $5.90 - $5.95 x 2339 ARCA SPREAD/FLOOR Vega=$9398 VALE=15.91 Ref
- >>3200 VALE Jan25 10.0 Calls $5.95 (CboeTheo=5.92) ASK BOX 15:11:37.535 IV=52.3% +13.9 ARCA 1522 x $5.85 - $5.95 x 2353 ARCA SPREAD/FLOOR Vega=$9941 VALE=15.91 Ref
- >>5600 VALE Dec23 13.0 Calls $2.89 (CboeTheo=2.92) BID BOX 15:11:37.535 ARCA 851 x $2.89 - $2.95 x 1688 ARCA SPREAD/FLOOR Vega=$0 VALE=15.91 Ref
- >>2600 ENPH Jan24 180 Puts $81.85 (CboeTheo=81.71) BID PHLX 15:11:40.093 IV=86.6% +23.9 EDGX 5 x $81.50 - $82.45 x 33 BZX FLOOR - OPENING Vega=$7623 ENPH=98.30 Ref
- >>2775 ENPH Jan24 170 Puts $71.70 (CboeTheo=71.71) ASK PHLX 15:11:40.093 BZX 33 x $71.05 - $72.05 x 44 BXO FLOOR - OPENING Vega=$0 ENPH=98.30 Ref
- SPLIT TICKET:
>>2500 MMM Jan24 120 Puts $25.939 (CboeTheo=25.93) ASK [PHLX] 15:11:55.995 IV=37.8% +12.1 ARCA 3 x $25.85 - $26.00 x 5 EDGX FLOOR - OPENING Vega=$5283 MMM=94.07 Ref - >>4080 TSLA Jan24 450 Puts $208.00 (CboeTheo=208.19) BID PHLX 15:12:25.602 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.81 Ref
- >>3900 TSLA Jan24 416.67 Puts $175.45 (CboeTheo=174.86) ASK PHLX 15:12:25.602 IV=82.2% +24.2 NOM 25 x $173.10 - $177.05 x 25 NOM FLOOR - OPENING Vega=$36k TSLA=241.81 Ref
- >>2060 TSLA Jan24 400 Puts $158.65 (CboeTheo=158.19) ASK PHLX 15:12:25.602 IV=75.8% +19.6 BZX 69 x $157.00 - $158.90 x 25 NOM FLOOR - OPENING Vega=$18k TSLA=241.81 Ref
- SPLIT TICKET:
>>5330 TSLA Jan24 450 Puts $208.012 (CboeTheo=208.19) BID [PHLX] 15:12:25.602 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.81 Ref - >>3860 ENPH Jan24 180 Puts $81.75 (CboeTheo=81.72) BID PHLX 15:12:35.205 IV=81.1% +18.3 EDGX 3 x $81.60 - $82.00 x 5 BZX FLOOR - OPENING Vega=$5615 ENPH=98.28 Ref
- >>2670 ENPH Jan24 170 Puts $71.70 (CboeTheo=71.72) ASK PHLX 15:12:35.205 EDGX 5 x $71.50 - $71.80 x 11 BZX FLOOR - OPENING Vega=$0 ENPH=98.28 Ref
- >>3690 MS Jan24 95.0 Puts $16.50 (CboeTheo=16.50) ASK PHLX 15:12:49.247 IV=30.8% +7.3 MIAX 20 x $16.40 - $16.55 x 33 BZX FLOOR - OPENING Vega=$4676 MS=78.50 Ref
- >>2300 MS Jan24 92.5 Puts $13.95 (CboeTheo=13.99) BID PHLX 15:12:49.248 CBOE 23 x $13.90 - $14.05 x 32 BZX FLOOR - OPENING Vega=$0 MS=78.50 Ref
- SPLIT TICKET:
>>3860 MS Jan24 95.0 Puts $16.498 (CboeTheo=16.50) ASK [PHLX] 15:12:49.247 IV=30.8% +7.3 MIAX 20 x $16.40 - $16.55 x 33 BZX FLOOR - OPENING Vega=$4891 MS=78.50 Ref - SPLIT TICKET:
>>1000 VIX Dec23 20th 18.0 Calls $0.56 (CboeTheo=0.54) ASK [CBOE] 15:12:50.443 IV=99.9% +4.2 CBOE 22k x $0.53 - $0.57 x 2769 CBOE ISO Vega=$1322 VIX=14.47 Fwd - >>2260 MRNA Jan24 140 Puts $62.40 (CboeTheo=62.50) BID PHLX 15:13:31.402 BZX 53 x $61.70 - $63.40 x 30 NOM FLOOR - OPENING Vega=$0 MRNA=77.50 Ref
- >>2780 MRNA Jan24 120 Puts $42.35 (CboeTheo=42.50) BID PHLX 15:13:31.402 NOM 32 x $41.85 - $43.00 x 50 BZX FLOOR - OPENING Vega=$0 MRNA=77.50 Ref
- SWEEP DETECTED:
>>3764 TJX Jan24 82.5 Puts $0.43 (CboeTheo=0.46) BID [MULTI] 15:13:48.235 IV=19.1% -0.7 EDGX 302 x $0.43 - $0.47 x 175 EDGX AUCTION Vega=$28k TJX=89.12 Ref - >>1601 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.54) ASK CBOE 15:13:57.300 IV=100.6% +4.9 CBOE 50 x $0.55 - $0.57 x 1474 CBOE ISO Vega=$2125 VIX=14.47 Fwd
- >>1000 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.54) ASK CBOE 15:13:57.566 IV=100.6% +4.9 CBOE 4639 x $0.57 - $0.58 x 3616 CBOE Vega=$1327 VIX=14.47 Fwd
- SPLIT TICKET:
>>5861 VIX Dec23 20th 18.0 Calls $0.568 (CboeTheo=0.54) MID [CBOE] 15:13:56.825 IV=99.9% +4.2 CBOE 50 x $0.55 - $0.57 x 5631 CBOE Vega=$7745 VIX=14.47 Fwd - >>4639 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.54) MID CBOE 15:14:00.577 IV=100.6% +4.9 CBOE 2104 x $0.55 - $0.58 x 5433 CBOE Vega=$6157 VIX=14.47 Fwd
- SWEEP DETECTED:
>>5000 PLTR Nov23 24th 19.5 Puts $0.28 (CboeTheo=0.28) BID [MULTI] 15:14:45.806 IV=67.5% -1.6 EMLD 2555 x $0.28 - $0.29 x 1020 EMLD 52WeekHigh Vega=$3325 PLTR=19.98 Ref - >>Unusual Volume IOVA - 3x market weighted volume: 5703 = 7995 projected vs 2642 adv, 68% calls, 3% of OI [IOVA 5.30 -0.19 Ref, IV=99.1% -3.4]
- >>3000 AMZN Jan24 150 Calls $3.60 (CboeTheo=3.61) BID PHLX 15:15:21.544 IV=24.5% +0.4 C2 298 x $3.60 - $3.65 x 737 CBOE SPREAD/CROSS/TIED Vega=$66k AMZN=143.60 Ref
- >>2000 AMZN Jan24 150 Calls $3.65 (CboeTheo=3.60) ASK PHLX 15:15:28.797 IV=24.7% +0.6 C2 54 x $3.60 - $3.65 x 1069 MIAX SPREAD/CROSS/TIED Vega=$44k AMZN=143.58 Ref
- >>2699 PRGO Dec23 30.0 Calls $1.15 (CboeTheo=1.09) MID PHLX 15:15:42.883 IV=36.7% +1.4 CBOE 5 x $1.10 - $1.20 x 3 BOX AUCTION Vega=$8213 PRGO=30.18 Ref
- SPLIT TICKET:
>>1000 NANOS Nov23 22nd 454 Puts $1.02 (CboeTheo=1.02) MID [CBOE] 15:16:08.798 IV=11.5% +0.3 CBOE 1000 x $0.94 - $0.00 x 0 OPENING Vega=$97 NANOS=454.20 Fwd - SWEEP DETECTED:
>>2685 AAL Jun24 11.0 Puts $0.78 (CboeTheo=0.79) BID [MULTI] 15:16:22.061 IV=40.1% -1.5 ARCA 856 x $0.78 - $0.80 x 541 EMLD Vega=$8484 AAL=12.13 Ref - >>5370 SE Jan24 70.0 Puts $32.05 (CboeTheo=31.70) ASK PHLX 15:17:39.367 IV=103.0% +34.1 EDGX 5 x $31.60 - $32.15 x 20 BZX FLOOR - OPENING Vega=$13k SE=38.30 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 575 DBRG Mar24 12.0 Calls $4.60 (CboeTheo=4.68) ASK [MULTI] 15:18:22.637 IV=47.3% -5.1 PHLX 862 x $4.50 - $4.60 x 7 ISE
Delta=91%, EST. IMPACT = 52k Shares ($844k) To Buy DBRG=16.21 Ref - >>1000 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.56) BID CBOE 15:20:50.475 IV=99.6% +3.9 CBOE 3566 x $0.56 - $0.60 x 30k CBOE FLOOR Vega=$1334 VIX=14.52 Fwd
- >>77605 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.56) BID CBOE 15:20:50.571 IV=99.6% +3.9 CBOE 3566 x $0.56 - $0.60 x 30k CBOE FLOOR Vega=$104k VIX=14.52 Fwd
- SPLIT TICKET:
>>80105 VIX Dec23 20th 18.0 Calls $0.57 (CboeTheo=0.56) BID [CBOE] 15:20:50.475 IV=99.6% +3.9 CBOE 3566 x $0.56 - $0.60 x 30k CBOE FLOOR Vega=$107k VIX=14.52 Fwd - >>2500 KMX Apr24 45.0 Puts $0.91 (CboeTheo=0.90) BID ARCA 15:21:18.316 IV=48.9% -0.2 CBOE 548 x $0.65 - $3.10 x 735 PHLX SPREAD/FLOOR Vega=$16k KMX=64.25 Ref
- >>3000 SPR Dec23 20.0 Puts $0.05 (CboeTheo=0.08) BID CBOE 15:21:58.202 IV=56.4% -5.1 ISE 0 x $0.00 - $2.15 x 1206 EDGX AUCTION Vega=$1489 SPR=25.73 Ref
- SPLIT TICKET:
>>1910 SPX Jan24 3890 Puts $5.90 (CboeTheo=5.76) ASK [CBOE] 15:22:07.035 IV=22.8% -0.2 CBOE 3654 x $5.70 - $5.90 x 756 CBOE OPENING Vega=$286k SPX=4573.45 Fwd - >>2500 AMD Jan25 90.0 Puts $7.35 (CboeTheo=7.29) ASK PHLX 15:22:29.944 IV=46.2% -0.1 MPRL 57 x $7.25 - $7.40 x 218 MIAX SPREAD/CROSS/TIED Vega=$84k AMD=119.01 Ref
- >>2500 AMD Feb24 120 Puts $9.45 (CboeTheo=9.45) BID PHLX 15:22:29.944 IV=41.8% -0.1 BZX 24 x $9.45 - $9.50 x 459 C2 SPREAD/CROSS/TIED - OPENING Vega=$57k AMD=119.00 Ref
- >>2000 CVX Jan24 175 Puts $31.10 (CboeTheo=31.02) ASK PHLX 15:24:23.467 IV=33.4% +10.7 BZX 7 x $30.90 - $31.10 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$9717 CVX=143.97 Ref
- >>3500 CVX Jan24 170 Puts $26.05 (CboeTheo=26.02) ASK PHLX 15:24:23.467 IV=28.2% +6.9 BXO 5 x $25.95 - $26.10 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$13k CVX=143.97 Ref
- >>Unusual Volume XP - 3x market weighted volume: 36.3k = 49.1k projected vs 15.2k adv, 99% puts, 19% of OI [XP 22.62 -0.84 Ref, IV=40.1% +0.1]
- SWEEP DETECTED:
>>Bearish Delta Impact 500 RLMD Jan25 15.0 Calls $0.70 (CboeTheo=0.74) BID [MULTI] 15:25:35.146 IV=132.3% +5.9 ARCA 250 x $0.70 - $0.80 x 44 PHLX OPENING
Delta=45%, EST. IMPACT = 23k Shares ($67k) To Sell RLMD=2.95 Ref - >>3400 HTZ Jan24 15.0 Puts $6.50 (CboeTheo=6.53) BID PHLX 15:25:49.174 NOM 111 x $6.45 - $6.60 x 61 NOM FLOOR - OPENING Vega=$0 HTZ=8.47 Ref
- >>4000 HTZ Dec23 15.0 Puts $6.50 (CboeTheo=6.53) BID PHLX 15:25:49.174 NOM 1 x $6.50 - $6.55 x 1 BOX FLOOR Vega=$0 HTZ=8.47 Ref
- SWEEP DETECTED:
>>2414 NVDA Nov23 24th 550 Calls $3.722 (CboeTheo=3.95) Below Bid! [MULTI] 15:26:58.316 IV=100.7% +11.8 NOM 75 x $3.80 - $3.90 x 5 ARCA Pre-Earnings Vega=$28k NVDA=500.38 Ref - >>3700 ENPH Jan24 180 Puts $81.50 (CboeTheo=81.79) BID PHLX 15:27:04.534 ARCA 37 x $80.25 - $83.35 x 37 ARCA FLOOR - OPENING Vega=$0 ENPH=98.20 Ref
- >>2300 ENPH Jan24 170 Puts $71.65 (CboeTheo=71.79) BID PHLX 15:27:04.534 BXO 56 x $70.55 - $72.95 x 56 BXO FLOOR - OPENING Vega=$0 ENPH=98.20 Ref
- >>5370 SE Jan24 70.0 Puts $31.35 (CboeTheo=31.64) BID PHLX 15:28:37.987 BZX 20 x $31.10 - $31.70 x 4 BXO FLOOR - OPENING Vega=$0 SE=38.35 Ref
- >>20000 NKLA Jan24 1.0 Calls $0.14 (CboeTheo=0.16) BID AMEX 15:29:00.747 IV=108.1% -10.0 MPRL 100 x $0.14 - $0.16 x 247 EMLD FLOOR - OPENING Vega=$2998 NKLA=0.95 Ref
- >>4000 PLTR Mar24 17.0 Puts $1.26 (CboeTheo=1.26) BID PHLX 15:29:24.817 IV=62.7% -1.0 EDGX 443 x $1.26 - $1.27 x 32 MPRL SPREAD/CROSS/TIED 52WeekHigh Vega=$14k PLTR=19.95 Ref
- >>2816 PAGS Feb24 11.0 Calls $0.20 (CboeTheo=0.27) BID ARCA 15:29:30.725 IV=39.2% -3.9 PHLX 1234 x $0.20 - $0.25 x 2 NOM FLOOR - OPENING Vega=$3752 PAGS=9.15 Ref
- SPLIT TICKET:
>>3520 PAGS Feb24 11.0 Calls $0.21 (CboeTheo=0.27) BID [ARCA] 15:29:30.725 IV=39.2% -3.9 PHLX 1234 x $0.20 - $0.25 x 2 NOM FLOOR - OPENING Vega=$4690 PAGS=9.15 Ref - SWEEP DETECTED:
>>2000 IOVA Dec23 5.0 Puts $0.351 (CboeTheo=0.40) Above Ask! [MULTI] 15:29:53.777 IV=88.8% -15.1 PHLX 46 x $0.30 - $0.35 x 149 ISE Vega=$1016 IOVA=5.24 Ref - >>2000 JNJ Jan24 175 Puts $24.15 (CboeTheo=24.20) BID PHLX 15:30:14.724 EDGX 11 x $24.10 - $24.30 x 8 BZX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.79 Ref
- >>2000 JNJ Jan24 170 Puts $19.15 (CboeTheo=19.20) BID PHLX 15:30:14.725 CBOE 10 x $19.10 - $19.30 x 30 BOX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.79 Ref
- SWEEP DETECTED:
>>2998 AAPL Nov23 24th 195 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 15:30:58.335 IV=16.3% +1.4 C2 1539 x $0.08 - $0.09 x 1570 C2 AUCTION Vega=$7105 AAPL=190.53 Ref - >>4300 TSLA Jan24 450 Puts $208.10 (CboeTheo=208.90) BID PHLX 15:31:59.414 NOM 25 x $206.35 - $210.30 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.10 Ref
- >>4000 TSLA Jan24 416.67 Puts $175.20 (CboeTheo=175.57) ASK PHLX 15:31:59.414 NOM 25 x $173.10 - $176.95 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.10 Ref
- >>2000 TSLA Jan24 366.67 Puts $125.60 (CboeTheo=125.57) MID PHLX 15:31:59.414 IV=58.3% +6.0 NOM 25 x $123.85 - $127.35 x 25 NOM FLOOR - OPENING Vega=$5728 TSLA=241.10 Ref
- SPLIT TICKET:
>>4500 TSLA Jan24 450 Puts $208.102 (CboeTheo=208.90) BID [PHLX] 15:31:59.414 NOM 25 x $206.35 - $210.30 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.10 Ref - SWEEP DETECTED:
>>2233 TSLA Nov23 24th 232.5 Puts $0.79 (CboeTheo=0.81) Below Bid! [MULTI] 15:32:47.612 IV=42.0% -0.8 C2 221 x $0.80 - $0.82 x 683 C2 Vega=$12k TSLA=241.04 Ref - >>5000 FSLR Dec23 195 Puts $35.30 (CboeTheo=35.41) BID PHLX 15:35:16.782 BZX 4 x $35.20 - $35.50 x 3 BZX SPREAD/FLOOR - OPENING Vega=$0 FSLR=159.62 Ref
- >>5000 FSLR Nov23 24th 200 Puts $40.30 (CboeTheo=40.38) BID PHLX 15:35:16.782 BXO 3 x $40.25 - $40.50 x 8 BZX SPREAD/FLOOR - OPENING Vega=$0 FSLR=159.62 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:35:33.519 PHLX 248 x $3.80 - $3.90 x 12 BXO FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:35:48.370 PHLX 254 x $3.80 - $3.90 x 11 BXO FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:35:59.798 ARCA 873 x $3.80 - $3.90 x 12 BXO FLOOR Vega=$0 PBR=15.85 Ref
- SWEEP DETECTED:
>>2279 AAPL Nov23 24th 182.5 Puts $0.06 (CboeTheo=0.05) ASK [MULTI] 15:36:17.474 IV=26.0% +0.4 C2 1693 x $0.05 - $0.06 x 932 C2 Vega=$3154 AAPL=190.41 Ref - >>3600 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) BID PHLX 15:36:43.218 IV=76.1% +32.8 PHLX 188 x $3.80 - $4.00 x 266 PHLX FLOOR Vega=$5539 PBR=15.84 Ref
- >>3600 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) BID PHLX 15:36:59.097 IV=76.2% +32.9 PHLX 188 x $3.80 - $3.95 x 1 NOM FLOOR Vega=$5549 PBR=15.84 Ref
- >>3600 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) BID PHLX 15:37:01.092 IV=76.2% +32.9 PHLX 188 x $3.80 - $4.00 x 288 PHLX FLOOR Vega=$5549 PBR=15.84 Ref
- >>7800 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:38:27.029 IV=79.4% +36.1 PHLX 162 x $3.80 - $3.90 x 962 ARCA SPREAD/FLOOR Vega=$12k PBR=15.84 Ref
- >>4800 PBR Jan24 13.0 Calls $2.81 (CboeTheo=2.83) BID BOX 15:38:27.029 BXO 12 x $2.81 - $2.86 x 12 BXO SPREAD/FLOOR - OPENING Vega=$0 PBR=15.84 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:38:27.029 PHLX 130 x $5.80 - $5.90 x 11 BXO SPREAD/FLOOR - OPENING Vega=$0 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $6.00 (CboeTheo=5.83) ASK BOX 15:38:27.029 IV=57.1% +17.4 C2 1 x $5.50 - $6.40 x 2 ARCA SPREAD/FLOOR Vega=$4708 PBR=15.84 Ref
- >>3600 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:38:27.029 MPRL 100 x $5.80 - $6.10 x 1 ARCA SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $5.90 (CboeTheo=5.83) BID PHLX 15:38:29.079 IV=53.0% +13.1 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$7242 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $5.70 (CboeTheo=5.83) BID PHLX 15:38:29.079 C2 1 x $5.50 - $6.40 x 2 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.83) BID PHLX 15:38:29.079 PHLX 159 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.00 (CboeTheo=5.87) BID PHLX 15:38:29.079 IV=51.1% +8.2 MPRL 108 x $5.80 - $8.50 x 48 PHLX FLOOR Vega=$8157 PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.00 (CboeTheo=5.87) BID PHLX 15:38:30.401 IV=51.1% +8.2 MPRL 108 x $5.80 - $6.55 x 1 ARCA FLOOR Vega=$8157 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $5.90 (CboeTheo=5.83) ASK PHLX 15:38:30.401 IV=51.9% +12.3 PHLX 20 x $4.10 - $6.40 x 2 ARCA FLOOR Vega=$4514 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK PHLX 15:38:30.401 IV=79.4% +36.1 ARCA 877 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$4044 PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.83) ASK PHLX 15:38:30.401 IV=62.2% +22.3 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$10k PBR=15.84 Ref
- >>3480 PBR Jan26 10.0 Calls $6.02 (CboeTheo=5.87) BID BOX 15:38:31.231 IV=52.0% +9.0 MPRL 108 x $5.80 - $8.50 x 48 PHLX SPREAD/FLOOR Vega=$8853 PBR=15.84 Ref
- >>7200 PBR Dec23 14.0 Calls $1.82 (CboeTheo=1.84) BID BOX 15:38:31.231 ARCA 181 x $1.82 - $1.88 x 50 BOX SPREAD/FLOOR - OPENING Vega=$0 PBR=15.84 Ref
- >>12120 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:38:31.231 IV=79.4% +36.1 ARCA 877 x $3.80 - $3.90 x 962 ARCA SPREAD/FLOOR Vega=$19k PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.00 (CboeTheo=5.87) BID PHLX 15:38:32.691 IV=51.1% +8.2 MPRL 108 x $5.80 - $6.50 x 1 EDGX FLOOR Vega=$8157 PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.83) ASK PHLX 15:38:32.691 IV=62.2% +22.3 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$10k PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $5.90 (CboeTheo=5.83) ASK PHLX 15:38:32.691 IV=51.9% +12.3 PHLX 20 x $4.10 - $6.35 x 1 C2 FLOOR Vega=$4514 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK PHLX 15:38:32.691 IV=79.4% +36.1 ARCA 877 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$4044 PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.45 (CboeTheo=5.87) BID PHLX 15:38:34.078 IV=65.0% +22.0 MPRL 108 x $5.80 - $8.50 x 48 PHLX FLOOR Vega=$15k PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.83) BID PHLX 15:38:34.078 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $4.70 (CboeTheo=5.83) BID PHLX 15:38:34.078 PHLX 20 x $4.10 - $6.40 x 2 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.83) BID PHLX 15:38:34.079 ARCA 877 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.10 (CboeTheo=5.87) BID PHLX 15:38:35.364 IV=55.0% +12.1 MPRL 108 x $5.80 - $6.50 x 1 BZX FLOOR Vega=$8649 PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.83) ASK PHLX 15:38:35.364 IV=62.2% +22.3 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$10k PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $5.95 (CboeTheo=5.83) ASK PHLX 15:38:35.364 IV=54.5% +14.9 PHLX 20 x $4.10 - $6.30 x 1 CBOE FLOOR Vega=$4677 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK PHLX 15:38:35.364 IV=79.4% +36.1 ARCA 877 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$4044 PBR=15.84 Ref
- >>3280 PBR Jan26 10.0 Calls $6.45 (CboeTheo=5.87) BID PHLX 15:38:36.616 IV=65.0% +22.0 MPRL 108 x $5.80 - $8.50 x 48 PHLX FLOOR Vega=$15k PBR=15.84 Ref
- >>4000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.83) BID PHLX 15:38:36.616 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $4.75 (CboeTheo=5.83) BID PHLX 15:38:36.616 BZX 2 x $4.15 - $6.40 x 2 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>2560 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.83) BID PHLX 15:38:36.616 ARCA 877 x $3.80 - $3.90 x 1284 BOX FLOOR Vega=$0 PBR=15.84 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.83) BID PHLX 15:38:37.903 ARCA 1083 x $5.80 - $5.95 x 1 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>11840 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) MID PHLX 15:38:37.903 IV=76.2% +32.9 ARCA 877 x $3.80 - $3.90 x 1284 BOX FLOOR Vega=$18k PBR=15.84 Ref
- >>3200 PBR Jan24 13.0 Calls $2.81 (CboeTheo=2.83) BID PHLX 15:38:37.903 BXO 12 x $2.81 - $2.86 x 12 BXO FLOOR Vega=$0 PBR=15.84 Ref
- >>4800 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.84) BID PHLX 15:38:37.903 MPRL 154 x $1.83 - $1.86 x 162 BZX FLOOR Vega=$0 PBR=15.84 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.83) BID PHLX 15:38:39.584 ARCA 1083 x $5.80 - $5.95 x 6 AMEX FLOOR Vega=$0 PBR=15.84 Ref
- >>11840 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.83) MID PHLX 15:38:39.584 IV=76.2% +32.9 PHLX 160 x $3.80 - $3.90 x 1284 BOX FLOOR Vega=$18k PBR=15.84 Ref
- >>3200 PBR Jan24 13.0 Calls $2.83 (CboeTheo=2.83) MID PHLX 15:38:39.584 BXO 12 x $2.81 - $2.86 x 12 BXO FLOOR Vega=$0 PBR=15.84 Ref
- >>4800 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.84) BID PHLX 15:38:39.584 ARCA 177 x $1.83 - $1.86 x 174 BXO FLOOR Vega=$0 PBR=15.84 Ref
- >>2000 PBR Jan24 10.0 Calls $5.85 (CboeTheo=5.84) BID PHLX 15:38:40.865 IV=112.0% +57.6 ARCA 2461 x $5.80 - $5.95 x 6 AMEX FLOOR Vega=$2437 PBR=15.85 Ref
- >>11840 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:40.865 IV=78.9% +35.6 PHLX 213 x $3.80 - $3.90 x 1254 BOX FLOOR Vega=$19k PBR=15.85 Ref
- >>3200 PBR Jan24 13.0 Calls $2.92 (CboeTheo=2.84) ASK PHLX 15:38:40.865 IV=63.1% +23.2 BXO 13 x $2.81 - $2.94 x 13 BXO FLOOR Vega=$5730 PBR=15.85 Ref
- >>4800 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) MID PHLX 15:38:40.865 NOM 359 x $1.83 - $1.86 x 176 NOM FLOOR Vega=$0 PBR=15.85 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:42.046 ARCA 2461 x $5.80 - $5.90 x 1 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>11840 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:38:42.046 IV=75.7% +32.4 PHLX 213 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$18k PBR=15.85 Ref
- >>3200 PBR Jan24 13.0 Calls $2.84 (CboeTheo=2.84) BID PHLX 15:38:42.046 BXO 13 x $2.81 - $2.92 x 1857 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>4800 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.85) BID PHLX 15:38:42.046 NOM 359 x $1.83 - $1.86 x 176 NOM FLOOR Vega=$0 PBR=15.85 Ref
- >>2000 PBR Jan24 10.0 Calls $5.90 (CboeTheo=5.84) BID PHLX 15:38:43.336 IV=116.0% +61.7 ARCA 2461 x $5.80 - $6.05 x 57 PHLX FLOOR Vega=$2510 PBR=15.85 Ref
- >>11840 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:43.336 IV=78.9% +35.6 PHLX 213 x $3.80 - $3.90 x 962 ARCA FLOOR Vega=$19k PBR=15.85 Ref
- >>3200 PBR Jan24 13.0 Calls $2.90 (CboeTheo=2.84) ASK PHLX 15:38:43.336 IV=62.0% +22.1 BOX 46 x $2.73 - $2.92 x 1842 ARCA FLOOR Vega=$5686 PBR=15.85 Ref
- >>4800 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) MID PHLX 15:38:43.336 NOM 359 x $1.83 - $1.86 x 176 NOM FLOOR Vega=$0 PBR=15.85 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:44.491 ARCA 2461 x $5.80 - $5.90 x 2005 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>11840 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:38:44.491 IV=75.7% +32.4 PHLX 213 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$18k PBR=15.85 Ref
- >>3200 PBR Jan24 13.0 Calls $2.85 (CboeTheo=2.84) ASK PHLX 15:38:44.491 IV=59.1% +19.2 BXO 28 x $2.73 - $2.90 x 1114 ARCA FLOOR Vega=$5563 PBR=15.85 Ref
- >>4800 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.85) BID PHLX 15:38:44.491 NOM 359 x $1.83 - $1.86 x 176 NOM FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.25 (CboeTheo=5.88) ASK PHLX 15:38:46.160 IV=59.6% +16.6 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:46.160 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.10 (CboeTheo=5.84) BID PHLX 15:38:46.160 PHLX 20 x $4.65 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:46.161 PHLX 213 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.25 (CboeTheo=5.88) ASK PHLX 15:38:47.684 IV=59.6% +16.6 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:47.684 MPRL 100 x $5.80 - $6.05 x 1 C2 FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.10 (CboeTheo=5.84) BID PHLX 15:38:47.684 PHLX 20 x $4.65 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:47.684 ARCA 1516 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.25 (CboeTheo=5.88) ASK PHLX 15:38:48.912 IV=59.6% +16.6 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:48.918 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.10 (CboeTheo=5.84) BID PHLX 15:38:48.927 PHLX 20 x $4.65 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:48.930 ARCA 1356 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.15 (CboeTheo=5.88) BID PHLX 15:38:50.203 IV=56.5% +13.5 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.84) ASK PHLX 15:38:50.203 IV=61.8% +21.9 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$15k PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.90 (CboeTheo=5.84) ASK PHLX 15:38:50.203 IV=51.3% +11.7 PHLX 20 x $4.60 - $6.35 x 1 EDGX FLOOR - OPENING Vega=$5953 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:50.203 IV=78.9% +35.6 ARCA 2643 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$6035 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.15 (CboeTheo=5.88) BID PHLX 15:38:51.434 IV=56.5% +13.5 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.84) ASK PHLX 15:38:51.434 IV=61.8% +21.9 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$15k PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.95 (CboeTheo=5.84) ASK PHLX 15:38:51.434 IV=54.0% +14.4 CBOE 2 x $4.55 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$6997 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:51.434 IV=78.9% +35.6 ARCA 2643 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$6035 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.30 (CboeTheo=5.88) ASK PHLX 15:38:52.747 IV=61.1% +18.1 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$18k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:52.747 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.00 (CboeTheo=5.84) BID PHLX 15:38:52.747 MRX 1 x $4.55 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:52.747 ARCA 2643 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:54.293 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.25 (CboeTheo=5.88) BID PHLX 15:38:54.293 IV=59.6% +16.6 MPRL 108 x $5.80 - $8.50 x 48 PHLX FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.05 (CboeTheo=5.84) BID PHLX 15:38:54.293 PHLX 10 x $4.60 - $6.35 x 10 PHLX FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:54.293 ARCA 2643 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.30 (CboeTheo=5.88) BID PHLX 15:38:55.597 IV=61.1% +18.1 MPRL 108 x $5.80 - $8.50 x 48 PHLX FLOOR - OPENING Vega=$18k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:55.597 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.00 (CboeTheo=5.84) BID PHLX 15:38:55.597 MRX 1 x $4.55 - $6.40 x 2 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:38:55.597 ARCA 2643 x $3.80 - $3.90 x 722 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>7800 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK BOX 15:38:56.978 IV=78.9% +35.6 ARCA 2643 x $3.80 - $3.90 x 722 ARCA SPREAD/FLOOR Vega=$12k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.65 (CboeTheo=2.84) BID BOX 15:38:56.978 MPRL 8 x $2.65 - $2.90 x 1042 ARCA SPREAD/FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID BOX 15:38:56.978 PHLX 145 x $5.80 - $5.90 x 2005 ARCA SPREAD/FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>2400 PBR Dec24 10.0 Calls $6.22 (CboeTheo=5.84) ASK BOX 15:38:56.978 IV=66.1% +26.5 MRX 1 x $4.55 - $6.40 x 2 ARCA SPREAD/FLOOR Vega=$6143 PBR=15.85 Ref
- >>3600 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.84) BID BOX 15:38:56.978 MPRL 100 x $5.80 - $6.10 x 1 ARCA SPREAD/FLOOR Vega=$0 PBR=15.85 Ref
- >>4920 PBR Jan26 10.0 Calls $6.20 (CboeTheo=5.88) MID PHLX 15:38:57.481 IV=58.1% +15.1 MPRL 108 x $5.80 - $6.60 x 2 NOM FLOOR - OPENING Vega=$16k PBR=15.85 Ref
- >>6000 PBR Jan25 10.0 Calls $6.10 (CboeTheo=5.84) ASK PHLX 15:38:57.481 IV=61.8% +21.9 MPRL 100 x $5.80 - $6.10 x 1 ARCA FLOOR - OPENING Vega=$15k PBR=15.85 Ref
- >>3600 PBR Dec24 10.0 Calls $5.85 (CboeTheo=5.84) ASK PHLX 15:38:57.481 IV=48.0% +8.3 MRX 1 x $4.55 - $6.20 x 1317 NOM FLOOR - OPENING Vega=$5201 PBR=15.85 Ref
- >>3840 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:57.481 IV=78.9% +35.6 ARCA 1356 x $3.80 - $3.90 x 210 PHLX FLOOR Vega=$6035 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:38:58.938 ARCA 2345 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:38:58.938 IV=78.9% +35.6 ARCA 1356 x $3.80 - $3.90 x 1505 ARCA FLOOR Vega=$28k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.87 (CboeTheo=2.84) ASK PHLX 15:38:58.938 IV=60.2% +20.4 BOX 199 x $2.66 - $2.90 x 1128 ARCA FLOOR - OPENING Vega=$8422 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.87 (CboeTheo=1.85) MID PHLX 15:38:58.938 IV=69.0% +27.1 NOM 321 x $1.83 - $1.90 x 1 C2 FLOOR - OPENING Vega=$5270 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:00.339 ARCA 2345 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:39:00.339 IV=78.9% +35.6 ARCA 1356 x $3.80 - $3.90 x 1505 ARCA FLOOR Vega=$28k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.88 (CboeTheo=2.84) ASK PHLX 15:39:00.339 IV=60.8% +20.9 BOX 199 x $2.66 - $2.90 x 1128 ARCA FLOOR - OPENING Vega=$8459 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.87 (CboeTheo=1.85) MID PHLX 15:39:00.339 IV=69.0% +27.1 MPRL 186 x $1.84 - $1.89 x 183 MPRL FLOOR - OPENING Vega=$5270 PBR=15.85 Ref
- >>Unusual Volume CME - 3x market weighted volume: 5948 = 7590 projected vs 2522 adv, 83% puts, 10% of OI [CME 215.93 +3.92 Ref, IV=16.2% -0.1]
- >>7200 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) BID BOX 15:39:01.683 MPRL 188 x $1.84 - $1.89 x 183 MPRL SPREAD/FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>12120 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK BOX 15:39:01.683 IV=78.9% +35.6 ARCA 1356 x $3.80 - $3.90 x 1505 ARCA SPREAD/FLOOR Vega=$19k PBR=15.85 Ref
- >>3840 PBR Jan26 10.0 Calls $5.99 (CboeTheo=5.88) BID BOX 15:39:01.683 IV=50.1% +7.1 MPRL 108 x $5.80 - $6.60 x 2 NOM SPREAD/FLOOR - OPENING Vega=$7215 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:01.708 ARCA 2345 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:39:01.708 IV=78.9% +35.6 ARCA 1356 x $3.80 - $3.90 x 1505 ARCA FLOOR Vega=$28k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.88 (CboeTheo=2.84) ASK PHLX 15:39:01.708 IV=60.8% +20.9 BOX 24 x $2.66 - $2.90 x 1128 ARCA FLOOR - OPENING Vega=$8459 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.87 (CboeTheo=1.85) MID PHLX 15:39:01.708 IV=69.0% +27.1 MPRL 188 x $1.84 - $1.89 x 183 MPRL FLOOR - OPENING Vega=$5270 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:03.075 ARCA 2461 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:39:03.075 IV=75.7% +32.4 ARCA 1381 x $3.80 - $3.90 x 1511 ARCA FLOOR Vega=$27k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.84 (CboeTheo=2.84) ASK PHLX 15:39:03.075 BOX 24 x $2.66 - $2.90 x 1239 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) BID PHLX 15:39:03.075 MPRL 191 x $1.84 - $1.89 x 183 MPRL FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:04.503 ARCA 1836 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:39:04.503 IV=75.7% +32.4 ARCA 1083 x $3.80 - $3.90 x 1655 ARCA FLOOR Vega=$27k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.86 (CboeTheo=2.84) ASK PHLX 15:39:04.503 IV=59.7% +19.8 BOX 24 x $2.66 - $2.89 x 894 ARCA FLOOR - OPENING Vega=$8383 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) BID PHLX 15:39:04.503 MPRL 194 x $1.84 - $1.87 x 242 MPRL FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:05.799 ARCA 1836 x $5.80 - $5.90 x 2005 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:39:05.799 IV=75.7% +32.4 ARCA 1083 x $3.80 - $3.90 x 1655 ARCA FLOOR Vega=$27k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.84 (CboeTheo=2.84) ASK PHLX 15:39:05.799 BOX 24 x $2.66 - $2.89 x 849 ARCA FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.85) BID PHLX 15:39:05.799 NOM 322 x $1.83 - $1.87 x 242 MPRL FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:07.225 PHLX 184 x $5.80 - $5.90 x 5 BOX FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:39:07.225 IV=75.8% +32.5 PHLX 220 x $3.80 - $3.90 x 1793 ARCA FLOOR Vega=$27k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.85 (CboeTheo=2.84) ASK PHLX 15:39:07.225 IV=59.2% +19.3 ARCA 2441 x $2.67 - $2.89 x 954 ARCA FLOOR - OPENING Vega=$8351 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.84 (CboeTheo=1.85) BID PHLX 15:39:07.225 NOM 290 x $1.83 - $1.87 x 242 MPRL FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:08.585 ARCA 1836 x $5.80 - $5.90 x 1 EDGX FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.84) ASK PHLX 15:39:08.586 IV=79.0% +35.7 PHLX 220 x $3.80 - $3.90 x 1907 ARCA FLOOR Vega=$28k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.88 (CboeTheo=2.84) ASK PHLX 15:39:08.586 IV=60.9% +21.0 ARCA 2441 x $2.67 - $2.89 x 1040 ARCA FLOOR - OPENING Vega=$8464 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.86 (CboeTheo=1.85) ASK PHLX 15:39:08.586 IV=67.8% +25.9 NOM 290 x $1.83 - $1.87 x 242 MPRL FLOOR - OPENING Vega=$5249 PBR=15.85 Ref
- >>3000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.84) BID PHLX 15:39:09.886 ARCA 1836 x $5.80 - $5.90 x 1 EDGX FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>17760 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.84) MID PHLX 15:39:09.886 IV=75.8% +32.5 PHLX 220 x $3.80 - $3.90 x 1827 ARCA FLOOR Vega=$27k PBR=15.85 Ref
- >>4800 PBR Jan24 13.0 Calls $2.82 (CboeTheo=2.84) ASK PHLX 15:39:09.886 ARCA 2441 x $2.67 - $2.88 x 1 NOM FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>7200 PBR Dec23 14.0 Calls $1.83 (CboeTheo=1.85) BID PHLX 15:39:09.886 NOM 290 x $1.83 - $1.87 x 205 MPRL FLOOR - OPENING Vega=$0 PBR=15.85 Ref
- >>3200 PBR Jan24 13.0 Calls $2.70 (CboeTheo=2.83) BID BOX 15:39:24.557 ARCA 2419 x $2.70 - $3.10 x 3 NOM SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:39:24.557 PHLX 125 x $5.80 - $6.05 x 2 NOM SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>2400 PBR Dec24 10.0 Calls $6.15 (CboeTheo=5.83) ASK BOX 15:39:24.557 IV=63.7% +24.0 PHLX 21 x $4.50 - $6.40 x 2 ARCA SPREAD/FLOOR Vega=$5898 PBR=15.84 Ref
- >>2400 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:39:24.557 MPRL 100 x $5.80 - $6.10 x 1 ARCA SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>5200 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:39:24.557 IV=79.5% +36.2 PHLX 162 x $3.80 - $3.90 x 2284 ARCA SPREAD/FLOOR Vega=$8220 PBR=15.84 Ref
- >>2320 PBR Jan26 10.0 Calls $6.02 (CboeTheo=5.86) BID BOX 15:39:28.661 IV=52.5% +9.5 MPRL 108 x $5.80 - $8.50 x 48 PHLX SPREAD/FLOOR Vega=$6004 PBR=15.84 Ref
- >>4800 PBR Dec23 14.0 Calls $1.82 (CboeTheo=1.84) BID BOX 15:39:28.661 NOM 247 x $1.82 - $1.94 x 8 BXO SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>8080 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:39:28.661 IV=79.5% +36.2 PHLX 162 x $3.80 - $3.90 x 2284 ARCA SPREAD/FLOOR Vega=$13k PBR=15.84 Ref
- >>5400 XP Jun24 17.0 Puts $0.84 (CboeTheo=0.99) BID AMEX 15:39:50.642 IV=48.0% -4.0 ARCA 3 x $0.75 - $1.40 x 12 MPRL SPREAD/CROSS - OPENING Vega=$23k XP=22.59 Ref
- >>2700 XP Jun24 22.0 Puts $2.58 (CboeTheo=2.79) ASK AMEX 15:39:50.642 IV=43.8% -3.6 PHLX 807 x $1.50 - $3.20 x 820 PHLX SPREAD/CROSS - OPENING Vega=$17k XP=22.59 Ref
- >>5000 XP Jun24 22.0 Puts $2.58 (CboeTheo=2.79) ASK AMEX 15:39:50.733 IV=43.8% -3.6 PHLX 807 x $1.50 - $3.20 x 820 PHLX SPREAD/CROSS - OPENING Vega=$32k XP=22.59 Ref
- >>10000 XP Jun24 17.0 Puts $0.84 (CboeTheo=0.99) BID AMEX 15:39:50.733 IV=48.0% -4.0 AMEX 316 x $0.75 - $1.40 x 12 MPRL SPREAD/CROSS - OPENING Vega=$42k XP=22.59 Ref
- >>5200 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:39:51.184 IV=79.5% +36.2 PHLX 162 x $3.80 - $3.90 x 2405 ARCA SPREAD/FLOOR Vega=$8219 PBR=15.84 Ref
- >>3200 PBR Jan24 13.0 Calls $2.78 (CboeTheo=2.83) BID BOX 15:39:51.184 ARCA 890 x $2.78 - $3.05 x 2 BOX SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>2000 PBR Jan24 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:39:51.184 PHLX 126 x $5.80 - $6.05 x 159 PHLX SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>2400 PBR Jan25 10.0 Calls $5.80 (CboeTheo=5.83) BID BOX 15:39:51.184 MPRL 100 x $5.80 - $6.10 x 1 ARCA SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>4800 PBR Dec23 14.0 Calls $1.82 (CboeTheo=1.84) BID BOX 15:39:57.316 NOM 225 x $1.82 - $1.88 x 750 ARCA SPREAD/FLOOR Vega=$0 PBR=15.84 Ref
- >>8080 PBR Jan24 12.0 Calls $3.90 (CboeTheo=3.83) ASK BOX 15:39:57.316 IV=79.5% +36.2 PHLX 163 x $3.80 - $3.90 x 2037 ARCA SPREAD/FLOOR Vega=$13k PBR=15.84 Ref
- >>2320 PBR Jan26 10.0 Calls $6.02 (CboeTheo=5.86) BID BOX 15:39:57.316 IV=52.5% +9.5 MPRL 108 x $5.80 - $8.50 x 48 PHLX SPREAD/FLOOR Vega=$6004 PBR=15.84 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.83) BID PHLX 15:40:36.906 PHLX 163 x $3.80 - $3.90 x 1948 ARCA FLOOR Vega=$0 PBR=15.84 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:40:38.788 ARCA 1796 x $3.80 - $3.90 x 1204 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:40:40.405 ARCA 1888 x $3.80 - $3.90 x 1204 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:40:42.140 ARCA 1888 x $3.80 - $3.90 x 1 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.80 (CboeTheo=3.84) BID PHLX 15:40:44.034 ARCA 1888 x $3.80 - $3.95 x 1 ARCA FLOOR Vega=$0 PBR=15.85 Ref
- >>3600 PBR Jan24 12.0 Calls $3.85 (CboeTheo=3.85) BID PHLX 15:40:48.598 ARCA 2476 x $3.80 - $4.30 x 3 NOM FLOOR Vega=$0 PBR=15.86 Ref
- SWEEP DETECTED:
>>3833 VMW Jan24 140 Puts $0.05 (CboeTheo=0.11) BID [MULTI] 15:41:07.610 IV=2.9% -44.6 NOM 1468 x $0.05 - $0.10 x 500 BOX ISO Vega=$39k VMW=142.72 Ref - >>2850 BMY Dec23 57.5 Puts $8.85 (CboeTheo=8.87) MID PHLX 15:41:29.176 MPRL 17 x $8.80 - $8.90 x 6 EDGX SPREAD/FLOOR - OPENING Vega=$0 BMY=48.63 Ref
- >>2850 BMY Dec23 55.0 Puts $6.35 (CboeTheo=6.37) MID PHLX 15:41:29.177 BOX 50 x $6.30 - $6.40 x 20 MIAX SPREAD/FLOOR - OPENING Vega=$0 BMY=48.63 Ref
- SWEEP DETECTED:
>>4866 M Jan24 20.0 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 15:43:59.657 IV=46.7% -2.1 C2 1348 x $0.08 - $0.09 x 500 C2 Vega=$3997 M=14.93 Ref - >>2000 JD Jan24 25.0 Puts $0.49 (CboeTheo=0.52) BID AMEX 15:44:43.206 IV=39.3% -1.8 EMLD 973 x $0.49 - $0.51 x 689 EMLD SPREAD/CROSS Vega=$6143 JD=28.16 Ref
- >>2000 JD Mar24 25.0 Puts $1.09 (CboeTheo=1.07) ASK AMEX 15:44:43.206 IV=42.2% -0.1 MPRL 65 x $1.06 - $1.09 x 131 EMLD SPREAD/CROSS Vega=$9982 JD=28.16 Ref
- >>2397 VALE Dec23 16.0 Calls $0.28 (CboeTheo=0.28) BID ARCA 15:44:46.210 IV=30.5% +0.3 ARCA 2398 x $0.28 - $0.29 x 31 EMLD Vega=$3551 VALE=15.89 Ref
- SWEEP DETECTED:
>>4069 VALE Dec23 16.0 Calls $0.28 (CboeTheo=0.28) BID [MULTI] 15:44:46.210 IV=30.5% +0.3 ARCA 2398 x $0.28 - $0.29 x 31 EMLD Vega=$6029 VALE=15.89 Ref - SWEEP DETECTED:
>>2148 TSM Nov23 24th 95.0 Puts $0.25 (CboeTheo=0.26) BID [MULTI] 15:46:06.192 IV=36.9% +1.7 C2 547 x $0.25 - $0.27 x 168 C2 OPENING Vega=$4462 TSM=98.31 Ref - >>50000 CHPT Dec23 1.5 Puts $0.08 (CboeTheo=0.08) ASK ARCA 15:46:35.586 IV=144.1% -8.9 EMLD 1252 x $0.07 - $0.08 x 947 C2 CROSS - OPENING Vega=$6465 CHPT=1.98 Ref
- >>10000 CHPT Jan24 2.0 Calls $0.35 (CboeTheo=0.36) BID ARCA 15:46:40.392 IV=111.5% -2.3 GEMX 1 x $0.35 - $0.37 x 1122 EDGX CROSS - OPENING Vega=$3099 CHPT=1.98 Ref
- >>1000 SPXW Nov23 27th 4075 Puts $0.20 (CboeTheo=0.17) ASK CBOE 15:47:15.945 IV=31.7% +2.0 CBOE 836 x $0.15 - $0.20 x 48 CBOE FLOOR - OPENING Vega=$6917 SPX=4540.37 Fwd
- >>6000 C Jan24 47.5 Calls $1.03 (CboeTheo=1.04) BID PHLX 15:47:29.071 IV=24.2% -0.3 C2 355 x $1.03 - $1.04 x 196 C2 SPREAD/CROSS/TIED Vega=$41k C=45.20 Ref
- SWEEP DETECTED:
>>3171 C Dec23 49.0 Calls $0.14 (CboeTheo=0.15) BID [MULTI] 15:47:36.486 IV=23.7% +0.0 C2 860 x $0.14 - $0.15 x 1487 C2 Vega=$7096 C=45.20 Ref - SWEEP DETECTED:
>>2048 C Dec23 50.0 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 15:47:36.486 IV=24.6% -0.3 C2 1235 x $0.08 - $0.09 x 1112 C2 Vega=$3192 C=45.20 Ref - >>2285 TSLA Jan25 40.0 Puts $0.42 (CboeTheo=0.44) BID CBOE 15:48:13.351 IV=80.3% -0.2 EMLD 543 x $0.41 - $0.46 x 309 CBOE COB/TIED Vega=$8607 TSLA=241.19 Ref
- >>2285 TSLA Jan25 40.0 Calls $204.71 (CboeTheo=205.12) ASK CBOE 15:48:13.351 IV=59.6% -21.0 ARCA 45 x $203.05 - $206.30 x 65 ARCA COB/TIED Vega=$1349 TSLA=241.19 Ref
- >>5255 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 7109 x $0.42 - $0.44 x 396 CBOE Vega=$5909 VIX=14.58 Fwd
- >>4999 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 7109 x $0.42 - $0.44 x 396 CBOE Vega=$5621 VIX=14.58 Fwd
- >>1280 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 7109 x $0.42 - $0.44 x 396 CBOE Vega=$1439 VIX=14.58 Fwd
- >>1228 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 5829 x $0.42 - $0.44 x 396 CBOE Vega=$1381 VIX=14.58 Fwd
- >>1228 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 4601 x $0.42 - $0.44 x 396 CBOE Vega=$1381 VIX=14.58 Fwd
- >>1000 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:48:26.527 IV=110.6% +2.7 CBOE 3373 x $0.42 - $0.44 x 396 CBOE Vega=$1124 VIX=14.58 Fwd
- SPLIT TICKET:
>>17363 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID [CBOE] 15:48:26.527 IV=110.6% +2.7 CBOE 7109 x $0.42 - $0.44 x 396 CBOE Vega=$20k VIX=14.58 Fwd - SWEEP DETECTED:
>>2798 F Dec23 9.5 Puts $0.07 (CboeTheo=0.09) BID [MULTI] 15:49:14.327 IV=30.9% -5.0 EMLD 7231 x $0.07 - $0.08 x 5174 C2 ISO Vega=$1803 F=10.21 Ref - SWEEP DETECTED:
>>2000 M Nov23 24th 16.0 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 15:49:40.906 IV=60.6% +10.5 EMLD 729 x $0.02 - $0.04 x 290 EMLD AUCTION - OPENING Vega=$499 M=14.89 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 ABUS Jun24 3.0 Calls $0.20 (CboeTheo=0.25) ASK [MULTI] 15:51:46.212 IV=66.8% -8.2 PHLX 1833 x $0.10 - $0.20 x 776 PHLX
Delta=41%, EST. IMPACT = 21k Shares ($38k) To Buy ABUS=1.83 Ref - >>4400 TSLA Jan24 450 Puts $208.50 (CboeTheo=208.30) MID PHLX 15:52:34.226 IV=85.7% +24.2 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$23k TSLA=241.70 Ref
- >>4000 TSLA Jan24 416.67 Puts $175.20 (CboeTheo=174.98) BID PHLX 15:52:34.226 IV=77.3% +19.3 NOM 25 x $173.10 - $177.50 x 25 NOM FLOOR - OPENING Vega=$24k TSLA=241.70 Ref
- SPLIT TICKET:
>>5000 TSLA Jan24 450 Puts $208.494 (CboeTheo=208.30) MID [PHLX] 15:52:34.226 IV=85.7% +24.2 NOM 25 x $206.35 - $210.65 x 25 NOM FLOOR - OPENING Vega=$26k TSLA=241.70 Ref - SWEEP DETECTED:
>>2257 ARM Nov23 24th 62.0 Calls $0.174 (CboeTheo=0.22) BID [MULTI] 15:53:40.881 IV=50.1% +3.0 MRX 1419 x $0.17 - $0.22 x 284 PHLX Vega=$2583 ARM=58.80 Ref - >>6576 CHPT Jan24 13.0 Puts $10.97 (CboeTheo=11.02) BID AMEX 15:54:02.303 PHLX 1524 x $10.95 - $11.05 x 14 BZX SPREAD/FLOOR Vega=$0 CHPT=1.98 Ref
- >>6576 CHPT Jan24 13.0 Calls $0.01 (CboeTheo=0.01) MID AMEX 15:54:02.304 IV=194.6% +4.1 ARCA 0 x $0.00 - $0.03 x 15 ARCA SPREAD/FLOOR Vega=$281 CHPT=1.98 Ref
- >>4905 CHPT Jan24 15.0 Puts $12.98 (CboeTheo=13.02) BID AMEX 15:54:33.141 PHLX 1336 x $12.95 - $13.05 x 20 PHLX SPREAD/FLOOR Vega=$0 CHPT=1.98 Ref
- >>4905 CHPT Jan24 15.0 Calls $0.02 (CboeTheo=0.01) MID AMEX 15:54:33.141 IV=225.2% +26.9 GEMX 0 x $0.00 - $0.03 x 7 GEMX SPREAD/FLOOR Vega=$322 CHPT=1.98 Ref
- >>5000 SNAP Feb24 15.0 Calls $0.48 (CboeTheo=0.48) BID ISE 15:56:52.007 IV=55.9% -0.1 EMLD 286 x $0.48 - $0.49 x 135 EMLD SPREAD/CROSS/TIED Vega=$9824 SNAP=12.05 Ref
- >>5000 SNAP Apr24 8.0 Puts $0.23 (CboeTheo=0.24) BID ISE 15:56:52.007 IV=59.2% -0.4 EMLD 750 x $0.23 - $0.24 x 149 EMLD SPREAD/CROSS/TIED Vega=$6446 SNAP=12.05 Ref
- >>3100 GTHX Jul24 2.5 Calls $0.57 (CboeTheo=0.55) ASK ISE 15:57:42.825 IV=140.8% -30.6 NOM 4 x $0.40 - $0.65 x 31 PHLX COB - OPENING Vega=$1647 GTHX=1.64 Ref
- >>3100 GTHX Apr24 2.5 Calls $0.45 (CboeTheo=0.87) BID ISE 15:57:42.825 IV=87.5% -76.6 BZX 4 x $0.45 - $0.50 x 10 NOM COB Vega=$1791 GTHX=1.64 Ref
- SWEEP DETECTED:
>>2237 AMD Dec23 1st 110 Puts $0.465 (CboeTheo=0.45) MID [MULTI] 15:58:35.859 IV=41.7% +1.0 C2 252 x $0.45 - $0.46 x 167 MPRL OPENING Vega=$8567 AMD=119.16 Ref - SWEEP DETECTED:
>>2813 AMD Dec23 1st 110 Puts $0.557 (CboeTheo=0.53) Above Ask! [MULTI] 15:59:39.437 IV=44.0% +3.3 C2 32 x $0.53 - $0.55 x 112 MPRL OPENING Vega=$12k AMD=119.17 Ref - SWEEP DETECTED:
>>2073 IOT Dec23 35.0 Calls $0.30 (CboeTheo=0.27) ASK [MULTI] 15:59:47.593 IV=83.8% +5.2 ARCA 505 x $0.25 - $0.30 x 70 BOX ISO Vega=$2806 IOT=26.40 Ref - SWEEP DETECTED:
>>2000 AAPL Nov23 24th 195 Calls $0.07 (CboeTheo=0.08) BID [MULTI] 15:59:51.490 IV=15.4% +0.5 EMLD 428 x $0.07 - $0.08 x 185 EMLD Vega=$4532 AAPL=190.70 Ref - SPLIT TICKET:
>>3500 SPX Feb24 4200 Puts $26.70 (CboeTheo=26.65) MID [CBOE] 16:00:25.059 IV=17.0% -0.2 CBOE 1922 x $26.40 - $27.00 x 944 CBOE LATE Vega=$1.74m SPX=4586.20 Fwd - SPLIT TICKET:
>>3500 SPX Feb24 4050 Puts $17.30 (CboeTheo=17.35) BID [CBOE] 16:00:25.059 IV=19.3% -0.3 CBOE 911 x $17.20 - $17.50 x 576 CBOE LATE Vega=$1.26m SPX=4586.20 Fwd