- SPLIT TICKET:
>>1730 VIX Dec23 20th 18.0 Calls $0.55 (CboeTheo=0.55) ASK [CBOE] 10:52:55.321 IV=99.5% -0.4 CBOE 3478 x $0.54 - $0.55 x 136 CBOE Vega=$2256 VIX=14.53 Fwd - >>10000 NKLA Dec23 1st 1.0 Puts $0.11 (CboeTheo=0.12) BID AMEX 10:54:06.467 IV=75.6% -21.8 EMLD 445 x $0.11 - $0.12 x 579 EMLD FLOOR Vega=$418 NKLA=0.90 Ref
- >>10000 NKLA Dec23 1st 1.0 Puts $0.12 (CboeTheo=0.12) ASK AMEX 10:54:06.467 IV=97.6% +0.3 EMLD 445 x $0.11 - $0.12 x 579 EMLD FLOOR Vega=$483 NKLA=0.90 Ref
- SPLIT TICKET:
>>20000 NKLA Dec23 1st 1.0 Puts $0.115 (CboeTheo=0.12) MID [AMEX] 10:54:06.467 IV=75.6% -21.8 EMLD 445 x $0.11 - $0.12 x 579 EMLD FLOOR Vega=$836 NKLA=0.90 Ref - >>20000 KVUE Feb24 25.0 Calls $0.15 (CboeTheo=0.17) BID ARCA 10:55:51.710 IV=31.9% -1.2 EMLD 105 x $0.15 - $0.17 x 169 C2 SPREAD/FLOOR Vega=$37k KVUE=20.16 Ref
- >>10000 KVUE Feb24 22.5 Calls $0.55 (CboeTheo=0.53) ASK ARCA 10:55:51.710 IV=32.6% +0.9 CBOE 92 x $0.52 - $0.55 x 36 BOX SPREAD/FLOOR Vega=$34k KVUE=20.16 Ref
- SWEEP DETECTED:
>>2420 AAL Nov23 24th 12.5 Calls $0.18 (CboeTheo=0.20) ASK [MULTI] 10:57:29.844 IV=27.0% -3.1 GEMX 110 x $0.17 - $0.18 x 137 MPRL Vega=$851 AAL=12.62 Ref - >>4050 UAL Dec23 40.0 Calls $1.95 (CboeTheo=2.03) Below Bid! CBOE 10:57:53.708 IV=31.1% -0.8 BXO 54 x $2.01 - $2.05 x 216 EMLD SPREAD/LEGGED/FLOOR Vega=$15k UAL=41.05 Ref
- >>8100 UAL Dec23 45.0 Calls $0.24 (CboeTheo=0.25) BID CBOE 10:57:53.792 IV=32.0% -1.1 MPRL 85 x $0.24 - $0.25 x 533 EMLD SPREAD/LEGGED/FLOOR - OPENING Vega=$20k UAL=41.05 Ref
- >>10000 VIX Jan24 17th 12.5 Puts $0.12 (CboeTheo=0.12) MID CBOE 10:58:11.650 IV=49.1% +0.6 CBOE 31k x $0.10 - $0.13 x 4201 CBOE AUCTION Vega=$9436 VIX=16.08 Fwd
- >>2244 VRT Dec23 8th 45.0 Calls $1.05 (CboeTheo=1.15) BID CBOE 10:58:49.539 IV=55.8% -5.6 CBOE 42 x $1.00 - $1.30 x 59 PHLX AUCTION Vega=$7356 VRT=42.50 Ref
- SWEEP DETECTED:
>>2066 GM Dec23 1st 29.0 Calls $0.289 (CboeTheo=0.27) Above Ask! [MULTI] 11:00:21.582 IV=34.1% +0.2 EMLD 54 x $0.27 - $0.28 x 8 MPRL OPENING Vega=$3201 GM=28.18 Ref - SWEEP DETECTED:
>>2318 GM Dec23 1st 29.0 Calls $0.298 (CboeTheo=0.28) Above Ask! [MULTI] 11:01:02.880 IV=34.6% +0.6 EMLD 118 x $0.28 - $0.29 x 8 MPRL OPENING Vega=$3637 GM=28.18 Ref - SWEEP DETECTED:
>>7192 AAL Nov23 24th 12.5 Puts $0.04 (CboeTheo=0.05) ASK [MULTI] 11:01:32.305 IV=28.0% -2.1 C2 4398 x $0.03 - $0.04 x 5337 GEMX OPENING Vega=$2245 AAL=12.70 Ref - SWEEP DETECTED:
>>2291 AAL Jan24 11.0 Puts $0.18 (CboeTheo=0.18) BID [MULTI] 11:03:14.982 IV=40.7% +1.3 EMLD 495 x $0.18 - $0.19 x 4818 EMLD ISO Vega=$2804 AAL=12.70 Ref - >>2554 AAL Jan24 11.0 Puts $0.17 (CboeTheo=0.18) BID GEMX 11:04:00.867 IV=40.0% +0.6 EMLD 3171 x $0.17 - $0.19 x 4050 EMLD ISO Vega=$3066 AAL=12.71 Ref
- >>2051 AAL Jan24 11.0 Puts $0.17 (CboeTheo=0.18) BID EMLD 11:04:00.867 IV=40.0% +0.6 EMLD 3171 x $0.17 - $0.19 x 4050 EMLD ISO Vega=$2462 AAL=12.71 Ref
- SWEEP DETECTED:
>>12709 AAL Jan24 11.0 Puts $0.17 (CboeTheo=0.18) BID [MULTI] 11:04:00.867 IV=40.0% +0.6 EMLD 3171 x $0.17 - $0.19 x 4198 GEMX ISO Vega=$15k AAL=12.71 Ref - >>Unusual Volume KHC - 3x market weighted volume: 12.9k = 32.4k projected vs 10.8k adv, 94% calls, 5% of OI [KHC 34.60 +0.46 Ref, IV=15.0% +0.0]
- SWEEP DETECTED:
>>5154 AAPL Nov23 24th 192.5 Calls $0.39 (CboeTheo=0.41) Below Bid! [MULTI] 11:05:16.143 IV=11.5% -2.9 C2 147 x $0.42 - $0.43 x 57 BZX ISO Vega=$29k AAPL=191.84 Ref - >>1139 VIX Dec23 20th 13.0 Puts $0.33 (CboeTheo=0.32) ASK CBOE 11:07:53.467 IV=58.1% +1.6 CBOE 30k x $0.30 - $0.33 x 1011 CBOE Vega=$1375 VIX=14.48 Fwd
- SPLIT TICKET:
>>2650 VIX Dec23 20th 13.0 Puts $0.33 (CboeTheo=0.32) ASK [CBOE] 11:07:53.467 IV=58.1% +1.6 CBOE 30k x $0.30 - $0.33 x 1011 CBOE Vega=$3199 VIX=14.48 Fwd - >>2250 LEN Jan24 120 Puts $2.70 (CboeTheo=2.67) MID PHLX 11:09:39.652 IV=30.5% +0.6 EMLD 1 x $2.65 - $2.75 x 43 PHLX SPREAD/CROSS/TIED - OPENING Vega=$38k LEN=127.50 Ref
- >>2250 LEN Jan24 115 Puts $1.60 (CboeTheo=1.66) BID PHLX 11:09:39.652 IV=31.7% +0.0 BOX 18 x $1.60 - $1.75 x 216 EDGX SPREAD/CROSS/TIED Vega=$30k LEN=127.50 Ref
- SWEEP DETECTED:
>>3380 TSLA Nov23 24th 250 Calls $0.14 (CboeTheo=0.13) ASK [MULTI] 11:09:50.421 IV=50.3% +8.9 C2 562 x $0.13 - $0.14 x 886 C2 Vega=$5337 TSLA=233.05 Ref - >>19952 TSLA Nov23 24th 255 Calls $0.08 (CboeTheo=0.07) ASK CBOE 11:09:57.587 IV=56.3% +12.5 C2 288 x $0.07 - $0.08 x 9 GEMX COB/AUCTION Vega=$19k TSLA=233.07 Ref
- >>19952 TSLA Dec23 1st 245 Calls $2.73 (CboeTheo=2.75) BID CBOE 11:09:57.587 IV=46.7% +1.3 BZX 53 x $2.73 - $2.75 x 1 ARCA COB/AUCTION - OPENING Vega=$245k TSLA=233.07 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1006 XPO Dec23 85.0 Calls $5.20 (CboeTheo=5.24) BID [MULTI] 11:10:18.810 IV=32.3% -1.4 PHLX 153 x $5.20 - $5.40 x 48 BOX 52WeekHigh
Delta=72%, EST. IMPACT = 73k Shares ($6.45m) To Sell XPO=88.64 Ref - SWEEP DETECTED:
>>3000 RBLX Dec23 1st 39.0 Calls $0.25 (CboeTheo=0.26) ASK [MULTI] 11:13:07.848 IV=37.6% -2.0 EMLD 55 x $0.24 - $0.25 x 1000 ARCA Vega=$5089 RBLX=37.02 Ref - >>14550 NVDA Feb24 460 Calls $51.31 (CboeTheo=51.14) ASK EDGX 11:13:15.890 IV=38.2% -4.0 BOX 15 x $50.90 - $51.40 x 9 BOX COB/AUCTION Post-Earnings Vega=$1.25m NVDA=482.94 Ref
- >>12222 NVDA Dec23 450 Calls $39.78 (CboeTheo=39.95) BID EDGX 11:13:15.890 IV=36.9% -15.0 CBOE 75 x $39.55 - $40.25 x 45 NOM COB/AUCTION Post-Earnings Vega=$420k NVDA=482.94 Ref
- >>2650 PDD Sep24 145 Calls $13.30 (CboeTheo=13.35) BID BOX 11:15:20.448 IV=48.4% -0.6 BOX 25 x $13.25 - $13.55 x 37 MPRL CROSS - OPENING Vega=$112k PDD=117.52 Ref
- >>4276 ZI Jan24 15.0 Calls $0.60 (CboeTheo=0.49) ASK AMEX 11:15:53.571 IV=42.2% +3.1 PHLX 374 x $0.50 - $0.60 x 1296 PHLX FLOOR - OPENING Vega=$9223 ZI=14.02 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 5346 ZI Jan24 15.0 Calls $0.59 (CboeTheo=0.49) ASK [MULTI] 11:15:53.571 IV=42.2% +3.1 PHLX 374 x $0.50 - $0.60 x 1296 PHLX FLOOR - OPENING
Delta=40%, EST. IMPACT = 211k Shares ($2.96m) To Buy ZI=14.02 Ref - >>2000 EYPT Dec23 5.0 Puts $1.47 (CboeTheo=1.50) BID ISE 11:16:27.800 IV=358.3% -33.6 MPRL 63 x $1.45 - $1.55 x 128 ISE SPREAD/CROSS SSR Vega=$968 EYPT=6.11 Ref
- >>2000 EYPT Dec23 2.5 Puts $0.32 (CboeTheo=0.27) Above Ask! ISE 11:16:27.800 IV=369.3% -11.9 BZX 82 x $0.25 - $0.30 x 150 GEMX SPREAD/CROSS - OPENING SSR Vega=$452 EYPT=6.11 Ref
- SWEEP DETECTED:
>>2500 KVUE Dec23 29th 21.5 Calls $0.36 (CboeTheo=0.35) ASK [MULTI] 11:16:58.492 IV=30.5% +0.4 ARCA 7 x $0.33 - $0.36 x 134 C2 OPENING Vega=$5666 KVUE=20.20 Ref - SWEEP DETECTED:
>>2587 KVUE Jan24 22.5 Calls $0.33 (CboeTheo=0.33) BID [MULTI] 11:17:53.490 IV=31.5% -0.6 C2 89 x $0.33 - $0.35 x 31 MPRL Vega=$6490 KVUE=20.20 Ref - SWEEP DETECTED:
>>4558 PLTR Dec23 27.0 Calls $0.06 (CboeTheo=0.05) ASK [MULTI] 11:17:54.870 IV=68.8% +1.5 EMLD 2563 x $0.05 - $0.06 x 923 C2 OPENING Vega=$2224 PLTR=19.77 Ref - >>2000 X Dec23 8th 34.0 Calls $1.40 (CboeTheo=1.34) BID BOX 11:19:02.049 IV=38.1% +4.1 NOM 34 x $1.31 - $1.64 x 188 EDGX FLOOR Vega=$5631 X=34.53 Ref
- >>3250 OKTA Dec23 1st 82.0 Calls $1.47 (CboeTheo=1.41) ASK PHLX 11:19:16.228 IV=99.7% +4.6 CBOE 91 x $1.32 - $1.48 x 81 EDGX SPREAD/FLOOR - OPENING Vega=$12k OKTA=72.17 Ref
- >>3250 OKTA Dec23 1st 89.0 Calls $0.58 (CboeTheo=0.61) BID PHLX 11:19:16.229 IV=100.7% +2.4 C2 35 x $0.58 - $0.61 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$7117 OKTA=72.17 Ref
- >>2200 YPF Jan24 16.0 Calls $0.90 (CboeTheo=0.90) ASK PHLX 11:19:40.520 IV=58.8% -2.1 PHLX 796 x $0.80 - $0.90 x 8 NOM SPREAD/CROSS/TIED - OPENING Vega=$5014 YPF=14.66 Ref
- >>2200 CMCSA Dec23 44.5 Calls $0.20 (CboeTheo=0.21) BID BOX 11:20:48.505 IV=17.7% -0.5 EDGX 540 x $0.19 - $0.23 x 1032 EMLD FLOOR - OPENING Vega=$6636 CMCSA=42.62 Ref
- SPLIT TICKET:
>>1500 VIX Dec23 20th 13.0 Puts $0.34 (CboeTheo=0.32) ASK [CBOE] 11:20:53.105 IV=58.9% +2.5 CBOE 30k x $0.30 - $0.34 x 1481 CBOE Vega=$1821 VIX=14.48 Fwd - >>15000 NKLA Jan24 1.0 Puts $0.22 (CboeTheo=0.23) MID AMEX 11:23:03.736 IV=114.6% -4.4 EMLD 3605 x $0.20 - $0.24 x 299 PHLX FLOOR Vega=$2154 NKLA=0.92 Ref
- SWEEP DETECTED:
>>2168 TAL Jan25 17.0 Calls $0.98 (CboeTheo=1.19) BID [MULTI] 11:24:02.290 IV=57.4% -5.3 PHLX 776 x $0.98 - $1.19 x 795 EDGX OPENING Vega=$8441 TAL=9.77 Ref - SWEEP DETECTED:
>>2000 CFLT Dec23 23.0 Calls $0.14 (CboeTheo=0.18) ASK [MULTI] 11:24:20.300 IV=54.2% -1.6 EDGX 373 x $0.10 - $0.15 x 259 EDGX AUCTION - OPENING Vega=$1922 CFLT=19.28 Ref - >>1850 VIX Jan24 17th 16.0 Calls $1.80 (CboeTheo=1.80) MID CBOE 11:24:50.518 IV=71.2% +0.9 CBOE 9942 x $1.77 - $1.82 x 10k CBOE LATE Vega=$4549 VIX=16.08 Fwd
- >>7500 VIX Apr24 17th 23.0 Calls $1.84 (CboeTheo=1.83) MID CBOE 11:24:50.518 IV=77.9% +0.3 CBOE 5691 x $1.80 - $1.87 x 7923 CBOE LATE - OPENING Vega=$32k VIX=17.77 Fwd
- >>2850 VIX Apr24 17th 18.0 Puts $3.00 (CboeTheo=2.98) ASK CBOE 11:24:50.518 IV=65.7% +0.8 CBOE 13k x $2.92 - $3.00 x 5483 CBOE LATE Vega=$12k VIX=17.77 Fwd
- >>2000 VIX Jan24 17th 19.0 Calls $1.21 (CboeTheo=1.18) ASK CBOE 11:24:50.579 IV=88.5% +1.5 CBOE 21k x $1.16 - $1.21 x 18k CBOE LATE Vega=$4753 VIX=16.08 Fwd
- >>1140 VIX Apr24 17th 18.0 Calls $2.75 (CboeTheo=2.76) MID CBOE 11:24:50.579 IV=65.0% +0.1 CBOE 2056 x $2.72 - $2.78 x 2589 CBOE LATE Vega=$4936 VIX=17.77 Fwd
- >>3000 VIX Jan24 17th 19.0 Calls $1.21 (CboeTheo=1.18) ASK CBOE 11:24:50.648 IV=88.5% +1.5 CBOE 21k x $1.16 - $1.21 x 18k CBOE LATE Vega=$7129 VIX=16.08 Fwd
- >>1110 VIX Jan24 17th 16.0 Puts $1.75 (CboeTheo=1.72) ASK CBOE 11:24:50.648 IV=72.2% +1.5 CBOE 8237 x $1.70 - $1.75 x 33k CBOE LATE Vega=$2728 VIX=16.08 Fwd
- >>1710 VIX Apr24 17th 18.0 Calls $2.75 (CboeTheo=2.76) MID CBOE 11:24:50.648 IV=65.0% +0.1 CBOE 2056 x $2.72 - $2.78 x 3140 CBOE LATE Vega=$7404 VIX=17.77 Fwd
- SPLIT TICKET:
>>5000 VIX Jan24 17th 19.0 Calls $1.21 (CboeTheo=1.18) ASK [CBOE] 11:24:50.579 IV=88.5% +1.5 CBOE 21k x $1.16 - $1.21 x 18k CBOE LATE Vega=$12k VIX=16.08 Fwd - SPLIT TICKET:
>>1850 VIX Jan24 17th 16.0 Puts $1.75 (CboeTheo=1.72) ASK [CBOE] 11:24:50.579 IV=72.2% +1.5 CBOE 8237 x $1.70 - $1.75 x 33k CBOE LATE Vega=$4547 VIX=16.08 Fwd - SPLIT TICKET:
>>2850 VIX Apr24 17th 18.0 Calls $2.75 (CboeTheo=2.76) MID [CBOE] 11:24:50.579 IV=65.0% +0.1 CBOE 2056 x $2.72 - $2.78 x 2589 CBOE LATE Vega=$12k VIX=17.77 Fwd - SWEEP DETECTED:
>>3355 TSLA Nov23 24th 250 Calls $0.12 (CboeTheo=0.13) BID [MULTI] 11:24:54.484 IV=50.3% +8.9 AMEX 891 x $0.12 - $0.13 x 906 BZX Vega=$4745 TSLA=232.56 Ref - SWEEP DETECTED:
>>3000 SNAP Dec23 1st 11.5 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 11:25:36.666 IV=43.9% +1.2 EMLD 652 x $0.08 - $0.09 x 1939 EMLD OPENING Vega=$1576 SNAP=12.20 Ref - >>2505 AMZN Dec23 140 Calls $8.60 (CboeTheo=8.65) BID AMEX 11:26:15.351 IV=25.9% -0.2 EDGX 246 x $8.60 - $8.70 x 84 EDGX SPREAD/FLOOR 52WeekHigh Vega=$27k AMZN=147.01 Ref
- >>9792 AMZN Dec23 150 Calls $2.56 (CboeTheo=2.56) BID AMEX 11:26:15.351 IV=24.6% -0.2 C2 45 x $2.56 - $2.57 x 64 C2 SPREAD/FLOOR 52WeekHigh Vega=$141k AMZN=147.01 Ref
- >>4450 AMZN Dec23 160 Calls $0.42 (CboeTheo=0.43) BID AMEX 11:26:15.352 IV=24.6% -1.3 C2 1077 x $0.42 - $0.43 x 27 MPRL SPREAD/FLOOR 52WeekHigh Vega=$30k AMZN=147.01 Ref
- SPLIT TICKET:
>>2850 SPXW Dec23 22nd 4320 Puts $9.10 (CboeTheo=9.07) MID [CBOE] 11:26:47.978 IV=15.2% +0.1 CBOE 201 x $9.00 - $9.20 x 151 CBOE FLOOR - OPENING Vega=$667k SPX=4570.32 Fwd - SWEEP DETECTED:
>>7188 CCL Nov23 24th 14.5 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 11:29:00.368 IV=35.4% -2.2 C2 1400 x $0.06 - $0.07 x 2467 C2 OPENING Vega=$2768 CCL=14.72 Ref - SPLIT TICKET:
>>2338 SPXW Dec23 22nd 4320 Puts $9.10 (CboeTheo=9.04) MID [CBOE] 11:34:52.358 IV=15.3% +0.2 CBOE 183 x $9.00 - $9.20 x 272 CBOE FLOOR - OPENING Vega=$545k SPX=4572.57 Fwd - SWEEP DETECTED:
>>2084 VOD Jan24 9.0 Calls $0.37 (CboeTheo=0.34) ASK [MULTI] 11:35:35.912 IV=25.5% +4.9 PHLX 447 x $0.33 - $0.38 x 449 MRX OPENING 52WeekLow Vega=$2960 VOD=8.93 Ref - >>1400 SPX Dec23 4750 Calls $2.89 (CboeTheo=2.78) ASK CBOE 11:35:56.340 IV=10.0% -0.4 CBOE 3256 x $2.75 - $2.90 x 1389 CBOE LATE Vega=$212k SPX=4566.31 Fwd
- SPLIT TICKET:
>>4200 SPX Dec23 4750 Calls $2.89 (CboeTheo=2.78) ASK [CBOE] 11:35:56.340 IV=10.0% -0.4 CBOE 3256 x $2.75 - $2.90 x 1389 CBOE LATE Vega=$636k SPX=4566.31 Fwd - SPLIT TICKET:
>>2100 SPX Dec23 4800 Calls $1.36 (CboeTheo=1.29) Above Ask! [CBOE] 11:35:56.406 IV=10.5% -0.4 CBOE 2449 x $1.25 - $1.35 x 606 CBOE LATE Vega=$190k SPX=4566.21 Fwd - SPLIT TICKET:
>>2100 SPX Dec23 4700 Calls $6.82 (CboeTheo=6.68) Above Ask! [CBOE] 11:35:56.406 IV=9.9% -0.5 CBOE 549 x $6.60 - $6.80 x 1341 CBOE LATE Vega=$522k SPX=4566.21 Fwd - >>4000 EDR Feb24 22.5 Puts $0.59 (CboeTheo=0.50) ASK AMEX 11:36:53.179 IV=32.9% +1.9 AMEX 77 x $0.45 - $0.60 x 10 NOM CROSS Vega=$15k EDR=24.64 Ref
- >>2204 SQ Dec23 1st 54.0 Puts $0.09 (CboeTheo=0.11) BID AMEX 11:37:41.367 IV=39.3% -0.7 AMEX 2545 x $0.09 - $0.10 x 461 C2 Vega=$2416 SQ=59.45 Ref
- SPLIT TICKET:
>>2368 SQ Dec23 1st 54.0 Puts $0.09 (CboeTheo=0.11) BID [AMEX] 11:37:41.367 IV=39.3% -0.7 AMEX 2545 x $0.09 - $0.10 x 461 C2 Vega=$2595 SQ=59.45 Ref - SPLIT TICKET:
>>1400 SPX Dec23 4800 Calls $1.25 (CboeTheo=1.28) BID [CBOE] 11:38:07.903 IV=10.4% -0.5 CBOE 1150 x $1.25 - $1.35 x 1175 CBOE Vega=$121k SPX=4565.88 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 500 VTSI Jan24 5.0 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 11:40:32.971 IV=75.7% +0.8 BOX 0 x $0.00 - $0.10 x 12 BOX ISO - OPENING
Delta=-8.8%, EST. IMPACT = 4377 Shares ($32k) To Sell VTSI=7.26 Ref - SPLIT TICKET:
>>2348 PPL Jan24 27.0 Calls $0.32 (CboeTheo=0.35) MID [AMEX] 11:41:41.962 IV=14.9% -0.6 PHLX 83 x $0.30 - $0.35 x 35 BOX FLOOR Vega=$8677 PPL=26.20 Ref - SPLIT TICKET:
>>2000 OKE Jan24 70.0 Calls $0.77 (CboeTheo=0.83) Below Bid! [AMEX] 11:41:45.906 IV=17.2% -0.3 NOM 3 x $0.80 - $0.85 x 23 BZX FLOOR Vega=$18k OKE=66.48 Ref - >>Market Color @STOCK -
- >>2500 TSM Jan24 95.0 Puts $2.27 (CboeTheo=2.26) MID AMEX 11:46:21.437 IV=26.2% -0.9 ARCA 10 x $2.26 - $2.28 x 10 BZX CROSS Vega=$35k TSM=98.75 Ref
- >>2100 F Dec23 1st 8.5 Calls $1.84 (CboeTheo=1.85) ASK ARCA 11:46:47.043 ARCA 45 x $1.82 - $1.84 x 2100 ARCA Vega=$0 F=10.34 Ref
- SWEEP DETECTED:
>>2728 PLTR Nov23 24th 21.0 Puts $1.04 (CboeTheo=1.07) BID [MULTI] 11:47:12.903 IV=40.3% -27.3 MPRL 30 x $1.04 - $1.07 x 256 C2 Vega=$494 PLTR=19.98 Ref - SWEEP DETECTED:
>>2757 F Feb24 9.0 Calls $1.58 (CboeTheo=1.61) ASK [MULTI] 11:47:37.369 IV=32.4% -2.2 EDGX 1952 x $1.15 - $1.58 x 40 MEMX OPENING Vega=$2880 F=10.34 Ref - SPLIT TICKET:
>>3450 SPX Dec23 4705 Calls $6.10 (CboeTheo=6.28) BID [CBOE] 11:47:44.459 IV=9.7% -0.6 CBOE 1421 x $6.00 - $6.30 x 1655 CBOE FLOOR - OPENING Vega=$817k SPX=4568.33 Fwd - SPLIT TICKET:
>>2800 SPX Dec23 4800 Calls $1.35 (CboeTheo=1.25) ASK [CBOE] 11:49:01.730 IV=10.4% -0.5 CBOE 3379 x $1.20 - $1.35 x 3924 CBOE Vega=$254k SPX=4568.50 Fwd - >>2000 SIRI Dec23 6.0 Calls $0.14 (CboeTheo=0.13) ASK AMEX 11:49:08.710 IV=101.4% +2.8 PHLX 18 x $0.08 - $0.14 x 869 PHLX SPREAD/CROSS Vega=$726 SIRI=4.89 Ref
- >>2000 SIRI Dec23 6.0 Puts $1.31 (CboeTheo=1.35) BID AMEX 11:49:08.710 IV=86.5% -12.2 BOX 16 x $1.26 - $1.93 x 320 EDGX SPREAD/CROSS Vega=$619 SIRI=4.89 Ref
- >>5000 SIRI Dec23 6.0 Calls $0.14 (CboeTheo=0.13) ASK AMEX 11:49:41.619 IV=101.4% +2.8 PHLX 18 x $0.08 - $0.14 x 869 PHLX SPREAD/CROSS Vega=$1815 SIRI=4.89 Ref
- >>5000 SIRI Dec23 6.0 Puts $1.32 (CboeTheo=1.35) BID AMEX 11:49:41.619 IV=89.7% -9.0 BOX 15 x $1.28 - $1.79 x 415 PHLX SPREAD/CROSS Vega=$1607 SIRI=4.89 Ref
- >>Unusual Volume XENE - 10x market weighted volume: 7850 = 16.6k projected vs 1599 adv, 88% puts, 24% of OI [XENE 29.40 -0.63 Ref, IV=128.8% -4.0]
- SPLIT TICKET:
>>2800 SPX Dec23 4800 Calls $1.25 (CboeTheo=1.24) BID [CBOE] 11:50:09.721 IV=10.3% -0.6 CBOE 1486 x $1.25 - $1.35 x 1385 CBOE Vega=$244k SPX=4568.31 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 516 MNY Dec23 2.5 Calls $0.15 (CboeTheo=0.10) ASK [MULTI] 11:50:43.072 IV=182.0% -23.7 PHLX 956 x $0.05 - $0.15 x 184 PHLX OPENING
Delta=33%, EST. IMPACT = 17k Shares ($33k) To Buy MNY=1.92 Ref - SWEEP DETECTED:
>>2272 INTC Dec23 44.0 Calls $1.46 (CboeTheo=1.47) ASK [MULTI] 11:53:05.137 IV=29.8% -1.5 C2 568 x $1.45 - $1.46 x 5 BZX Vega=$10k INTC=44.12 Ref - >>2498 COIN Nov23 24th 97.0 Calls $10.36 (CboeTheo=10.31) ASK CBOE 11:53:27.339 IV=79.1% +11.1 BZX 72 x $10.25 - $10.40 x 28 CBOE COB/AUCTION Vega=$2095 COIN=107.21 Ref
- >>2498 COIN Dec23 1st 108 Calls $3.71 (CboeTheo=3.71) BID CBOE 11:53:27.339 IV=59.3% -3.6 C2 42 x $3.65 - $3.80 x 52 BZX COB/AUCTION - OPENING Vega=$17k COIN=107.21 Ref
- >>2250 BABA Jan25 85.0 Calls $11.65 (CboeTheo=11.55) ASK PHLX 11:53:53.989 IV=38.3% +0.2 BOX 22 x $11.45 - $11.65 x 9 BXO SPREAD/CROSS/TIED Vega=$74k BABA=78.78 Ref
- >>2250 DOW Jun24 50.0 Puts $2.96 (CboeTheo=2.91) ASK ARCA 11:54:04.348 IV=23.3% +0.3 CBOE 471 x $2.81 - $2.97 x 527 CBOE CROSS Vega=$33k DOW=51.66 Ref
- SPLIT TICKET:
>>2800 SPX Dec23 4800 Calls $1.20 (CboeTheo=1.23) BID [CBOE] 11:54:16.349 IV=10.2% -0.7 CBOE 1234 x $1.20 - $1.30 x 2416 CBOE Vega=$238k SPX=4567.91 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1000 MUX Feb24 6.0 Calls $1.75 (CboeTheo=1.80) BID [MULTI] 11:54:44.513 IV=59.2% -5.9 PHLX 366 x $1.75 - $1.80 x 6 BXO ISO
Delta=82%, EST. IMPACT = 82k Shares ($614k) To Sell MUX=7.49 Ref - >>Unusual Volume PNT - 3x market weighted volume: 18.7k = 38.8k projected vs 12.9k adv, 51% calls, 9% of OI
- SWEEP DETECTED:
>>3240 NVDA Nov23 24th 630 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 11:56:07.047 IV=109.3% -10.5 NOM 0 x $0.00 - $0.01 x 151 BZX Post-Earnings Vega=$396 NVDA=482.86 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2000 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.59) BID [MULTI] 11:56:31.842 IV=52.0% -7.0 PHLX 1551 x $0.50 - $0.80 x 2 ARCA ISO - OPENING
Delta=42%, EST. IMPACT = 84k Shares ($624k) To Sell MUX=7.39 Ref - SPLIT TICKET:
>>2000 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.59) BID [BOX] 11:57:07.124 IV=52.2% -6.8 BOX 3211 x $0.50 - $0.80 x 769 CBOE ISO - OPENING Vega=$2784 MUX=7.39 Ref - >>2500 BABA Jan24 100 Calls $0.33 (CboeTheo=0.34) BID ISE 11:57:12.586 IV=38.5% -0.5 ARCA 1 x $0.33 - $0.36 x 845 EMLD SPREAD/CROSS/TIED Vega=$10k BABA=78.70 Ref
- SWEEP DETECTED:
>>2037 BA May24 315 Calls $0.84 (CboeTheo=0.74) ASK [MULTI] 11:57:10.844 IV=27.1% +0.6 BOX 75 x $0.68 - $0.84 x 305 PHLX OPENING Vega=$35k BA=221.05 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 985 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.58) BID [MULTI] 11:57:25.016 IV=56.5% -2.5 AMEX 187 x $0.55 - $0.80 x 456 CBOE ISO - OPENING
Delta=43%, EST. IMPACT = 42k Shares ($312k) To Sell MUX=7.37 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 505 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.56) ASK [MULTI] 11:57:30.713 IV=57.6% -1.4 BOX 4233 x $0.50 - $0.55 x 6 BXO OPENING
Delta=43%, EST. IMPACT = 22k Shares ($158k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 610 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) ASK [MULTI] 11:57:34.198 IV=57.5% -1.5 BOX 5272 x $0.50 - $0.55 x 105 BZX OPENING
Delta=43%, EST. IMPACT = 26k Shares ($191k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 759 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) ASK [MULTI] 11:57:44.555 IV=57.5% -1.5 BOX 5172 x $0.50 - $0.55 x 205 BZX OPENING
Delta=43%, EST. IMPACT = 32k Shares ($238k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 505 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) ASK [MULTI] 11:57:47.096 IV=57.5% -1.5 BOX 5172 x $0.50 - $0.55 x 5 BZX OPENING
Delta=43%, EST. IMPACT = 22k Shares ($158k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 609 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) ASK [MULTI] 11:57:52.774 IV=57.5% -1.5 BOX 5322 x $0.50 - $0.55 x 105 BZX OPENING
Delta=43%, EST. IMPACT = 26k Shares ($191k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 506 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) ASK [MULTI] 11:57:56.445 IV=57.5% -1.5 BOX 5322 x $0.50 - $0.55 x 5 BZX OPENING
Delta=43%, EST. IMPACT = 22k Shares ($159k) To Buy MUX=7.33 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2000 MUX Feb24 8.0 Calls $0.55 (CboeTheo=0.57) BID [MULTI] 11:58:38.797 IV=57.5% -1.5 BOX 563 x $0.55 - $0.80 x 344 PHLX ISO - OPENING
Delta=43%, EST. IMPACT = 85k Shares ($627k) To Sell MUX=7.33 Ref - SWEEP DETECTED:
>>3129 NVDA Nov23 24th 630 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 11:59:24.371 IV=108.6% -11.2 BZX 0 x $0.00 - $0.01 x 2969 C2 Post-Earnings Vega=$385 NVDA=483.82 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 5000 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.54) BID [MULTI] 12:00:11.223 IV=55.8% -3.2 BOX 2440 x $0.50 - $0.55 x 149 NOM ISO - OPENING
Delta=41%, EST. IMPACT = 205k Shares ($1.49m) To Sell MUX=7.27 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1500 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.52) BID [MULTI] 12:00:15.287 IV=57.0% -2.0 CBOE 493 x $0.50 - $0.55 x 253 PHLX ISO - OPENING
Delta=41%, EST. IMPACT = 61k Shares ($440k) To Sell MUX=7.23 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 660 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.51) BID [MULTI] 12:00:18.317 IV=57.8% -1.2 NOM 402 x $0.50 - $0.55 x 253 PHLX OPENING
Delta=40%, EST. IMPACT = 27k Shares ($192k) To Sell MUX=7.21 Ref - >>9135 COIN Jan24 95.0 Calls $18.97 (CboeTheo=18.93) ASK CBOE 12:01:03.173 IV=67.8% -0.6 BXO 7 x $18.80 - $19.05 x 10 BOX SPREAD/LEGGED/FLOOR Vega=$129k COIN=107.86 Ref
- >>9135 COIN Jan24 105 Calls $13.27 (CboeTheo=13.13) Above Ask! CBOE 12:01:03.242 IV=67.4% +0.3 EDGX 67 x $13.05 - $13.25 x 48 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$151k COIN=107.86 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2155 MUX Feb24 8.0 Calls $0.50 (CboeTheo=0.46) ASK [MULTI] 12:01:48.892 IV=62.0% +3.0 BOX 13k x $0.40 - $0.50 x 1554 NOM OPENING
Delta=39%, EST. IMPACT = 84k Shares ($603k) To Buy MUX=7.19 Ref - SPLIT TICKET:
>>2314 AAPL Jun24 175 Puts $5.18 (CboeTheo=5.11) ASK [BOX] 12:02:15.089 IV=24.0% +0.1 C2 112 x $5.10 - $5.20 x 1502 PHLX AUCTION Vega=$104k AAPL=191.71 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4800 Calls $1.25 (CboeTheo=1.28) BID [CBOE] 12:02:36.871 IV=10.1% -0.8 CBOE 1595 x $1.25 - $1.35 x 1715 CBOE FLOOR Vega=$88k SPX=4573.27 Fwd - >>4002 AAPL Nov23 24th 185 Calls $6.72 (CboeTheo=6.75) BID BOX 12:03:22.626 CBOE 102 x $6.70 - $6.80 x 94 MIAX COB Vega=$0 AAPL=191.69 Ref
- >>4002 AAPL Dec23 1st 185 Calls $7.05 (CboeTheo=7.10) BID BOX 12:03:22.626 IV=15.4% -1.6 CBOE 122 x $7.05 - $7.15 x 65 EDGX COB Vega=$16k AAPL=191.69 Ref
- >>2500 NKLA Dec23 1st 1.0 Puts $0.11 (CboeTheo=0.11) ASK AMEX 12:04:24.916 IV=104.4% +7.1 EMLD 2107 x $0.09 - $0.11 x 305 EMLD FLOOR Vega=$134 NKLA=0.92 Ref
- >>2500 NKLA Dec23 1st 1.0 Puts $0.10 (CboeTheo=0.11) MID AMEX 12:04:24.916 IV=85.2% -12.1 EMLD 2107 x $0.09 - $0.11 x 305 EMLD FLOOR Vega=$127 NKLA=0.92 Ref
- SPLIT TICKET:
>>5000 NKLA Dec23 1st 1.0 Puts $0.105 (CboeTheo=0.11) MID [AMEX] 12:04:24.916 IV=104.4% +7.1 EMLD 2107 x $0.09 - $0.11 x 305 EMLD FLOOR Vega=$268 NKLA=0.92 Ref - >>6332 XENE Dec23 22.5 Puts $0.80 (CboeTheo=0.97) BID BOX 12:05:06.591 IV=119.1% -15.0 MIAX 22 x $0.80 - $1.40 x 47 PHLX SPREAD/FLOOR - OPENING Vega=$11k XENE=29.11 Ref
- >>3166 XENE Dec23 30.0 Puts $4.50 (CboeTheo=4.53) ASK BOX 12:05:06.591 IV=139.4% -4.1 PHLX 20 x $4.10 - $4.70 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$9230 XENE=29.11 Ref
- SWEEP DETECTED:
>>5000 PLTR Nov23 24th 19.5 Puts $0.11 (CboeTheo=0.11) ASK [MULTI] 12:07:02.021 IV=43.8% -18.9 C2 1514 x $0.10 - $0.11 x 2728 EMLD AUCTION Vega=$2529 PLTR=19.91 Ref - SWEEP DETECTED:
>>2573 SNAP Feb24 9.0 Puts $0.24 (CboeTheo=0.25) BID [MULTI] 12:07:32.150 IV=62.9% +0.1 C2 494 x $0.24 - $0.25 x 871 EMLD OPENING Vega=$3002 SNAP=12.23 Ref - SPLIT TICKET:
>>2500 TSLA Nov23 24th 250 Calls $0.12 (CboeTheo=0.11) ASK [MIAX] 12:11:21.966 IV=48.7% +7.3 C2 1019 x $0.11 - $0.12 x 1095 C2 AUCTION Vega=$3616 TSLA=233.34 Ref - SWEEP DETECTED:
>>2502 TSLA Nov23 24th 240 Calls $0.58 (CboeTheo=0.59) BID [MULTI] 12:15:13.133 IV=39.2% -0.8 C2 417 x $0.58 - $0.60 x 126 C2 AUCTION Vega=$11k TSLA=232.83 Ref - SPLIT TICKET:
>>2200 SPX Dec23 4800 Calls $1.30 (CboeTheo=1.18) Above Ask! [CBOE] 12:16:47.206 IV=10.3% -0.6 CBOE 202 x $1.15 - $1.20 x 454 CBOE FLOOR Vega=$196k SPX=4569.12 Fwd - SWEEP DETECTED:
>>4500 AAL Dec23 11.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 12:21:30.619 IV=38.1% +1.8 EMLD 4648 x $0.09 - $0.10 x 1457 C2 OPENING Vega=$3411 AAL=12.59 Ref - >>10000 PBR Jun24 15.0 Puts $1.62 (CboeTheo=1.65) BID AMEX 12:23:57.646 IV=34.1% -0.7 ARCA 1150 x $1.61 - $1.70 x 1146 ARCA FLOOR - OPENING Vega=$43k PBR=15.22 Ref
- >>1617 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.49) BID CBOE 12:25:19.798 IV=14.0% +0.2 CBOE 1617 x $1.50 - $1.51 x 308 CBOE OPENING Vega=$55k XSP=458.04 Fwd
- SPLIT TICKET:
>>1817 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.49) BID [CBOE] 12:25:19.797 IV=14.0% +0.2 CBOE 1617 x $1.50 - $1.51 x 308 CBOE OPENING Vega=$61k XSP=458.04 Fwd - >>Unusual Volume YPF - 3x market weighted volume: 12.4k = 23.2k projected vs 7742 adv, 84% calls, 7% of OI [YPF 14.61 -0.23 Ref, IV=59.8% -1.5]
- >>1810 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.48) BID CBOE 12:25:31.534 IV=14.0% +0.2 CBOE 1810 x $1.50 - $1.51 x 308 CBOE OPENING Vega=$61k XSP=458.07 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.48) BID [CBOE] 12:25:31.534 IV=14.0% +0.2 CBOE 1810 x $1.50 - $1.51 x 308 CBOE OPENING Vega=$68k XSP=458.07 Fwd - >>1000 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.48) BID CBOE 12:25:52.303 IV=14.1% +0.2 CBOE 792 x $1.50 - $1.52 x 242 CBOE OPENING Vega=$34k XSP=458.13 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 437 Puts $1.50 (CboeTheo=1.48) MID [CBOE] 12:25:52.303 IV=14.1% +0.2 CBOE 208 x $1.47 - $1.52 x 242 CBOE OPENING Vega=$68k XSP=458.13 Fwd - SPLIT TICKET:
>>1000 XSP Dec23 29th 437 Puts $1.49 (CboeTheo=1.48) BID [CBOE] 12:26:29.908 IV=14.0% +0.2 CBOE 767 x $1.49 - $1.50 x 519 CBOE OPENING Vega=$34k XSP=458.17 Fwd - SPLIT TICKET:
>>2000 SU Dec23 1st 33.5 Calls $0.24 (CboeTheo=0.24) ASK [CBOE] 12:27:35.509 IV=29.2% +3.9 MPRL 8 x $0.23 - $0.24 x 86 MPRL OPENING Vega=$3292 SU=32.66 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1022 MNY Jan24 3.0 Calls $0.25 (CboeTheo=0.09) ASK [MULTI] 12:27:39.693 IV=183.3% +34.5 PHLX 257 x $0.05 - $0.25 x 339 MPRL OPENING
Delta=35%, EST. IMPACT = 36k Shares ($74k) To Buy MNY=2.06 Ref - >>2000 NIO Feb24 7.0 Puts $0.62 (CboeTheo=0.63) BID AMEX 12:28:15.678 IV=61.7% -2.5 BOX 311 x $0.62 - $0.64 x 349 EMLD CROSS Vega=$2673 NIO=7.43 Ref
- SWEEP DETECTED:
>>7999 AAL Mar24 15.0 Calls $0.32 (CboeTheo=0.30) ASK [MULTI] 12:30:28.143 IV=36.0% +0.5 BXO 39 x $0.30 - $0.32 x 992 EDGX ISO - OPENING Vega=$17k AAL=12.51 Ref - SWEEP DETECTED:
>>6115 AAL Mar24 13.0 Calls $0.91 (CboeTheo=0.90) ASK [MULTI] 12:30:28.145 IV=36.4% +0.4 MPRL 20 x $0.89 - $0.91 x 2792 EMLD ISO - OPENING Vega=$17k AAL=12.52 Ref - >>2050 AAL Mar24 15.0 Calls $0.32 (CboeTheo=0.31) MID PHLX 12:30:41.508 IV=35.6% +0.2 BZX 886 x $0.30 - $0.33 x 512 MPRL AUCTION Vega=$4506 AAL=12.54 Ref
- SPLIT TICKET:
>>4000 AAL Mar24 15.0 Calls $0.32 (CboeTheo=0.31) MID [PHLX] 12:30:41.508 IV=35.6% +0.2 BZX 886 x $0.30 - $0.33 x 512 MPRL AUCTION Vega=$8792 AAL=12.54 Ref - >>4178 TFC Jan24 30.0 Calls $2.75 (CboeTheo=2.81) BID PHLX 12:32:05.335 IV=32.1% -1.9 PHLX 82 x $2.75 - $2.85 x 77 C2 SPREAD/FLOOR Vega=$18k TFC=31.68 Ref
- >>4178 TFC Jan24 32.5 Calls $1.35 (CboeTheo=1.31) ASK PHLX 12:32:05.335 IV=31.3% +0.1 C2 261 x $1.30 - $1.35 x 162 C2 SPREAD/FLOOR Vega=$21k TFC=31.68 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 NIU Jan24 2.5 Puts $0.35 (CboeTheo=0.30) ASK [MULTI] 12:32:06.402 IV=81.2% +12.0 BZX 60 x $0.30 - $0.35 x 175 PHLX
Delta=-46%, EST. IMPACT = 46k Shares ($113k) To Sell NIU=2.44 Ref - SWEEP DETECTED:
>>2340 KMI Jan24 18.0 Calls $0.18 (CboeTheo=0.19) BID [MULTI] 12:33:40.957 IV=15.1% -0.4 C2 774 x $0.18 - $0.19 x 79 NOM Vega=$5529 KMI=17.21 Ref - >>2100 X Dec23 33.0 Puts $0.79 (CboeTheo=0.75) ASK AMEX 12:35:03.075 IV=42.9% +3.0 ARCA 34 x $0.70 - $0.79 x 5 ARCA CROSS Vega=$6465 X=34.49 Ref
- SWEEP DETECTED:
>>4999 CLF Apr24 25.0 Calls $0.109 (CboeTheo=0.13) Below Bid! [MULTI] 12:36:29.600 IV=36.9% -1.9 PHLX 599 x $0.11 - $0.16 x 1 ARCA Vega=$7375 CLF=16.79 Ref - >>10000 NVDA Dec23 1st 415 Puts $0.14 (CboeTheo=0.14) MID BOX 12:37:02.674 IV=46.3% -22.5 CBOE 210 x $0.12 - $0.15 x 319 C2 SPREAD/CROSS - OPENING Post-Earnings Vega=$24k NVDA=488.44 Ref
- >>10000 NVDA Dec23 1st 415 Calls $73.45 (CboeTheo=74.14) BID BOX 12:37:02.674 NOM 39 x $73.45 - $74.90 x 57 ARCA SPREAD/CROSS - OPENING Post-Earnings Vega=$0 NVDA=488.44 Ref
- SWEEP DETECTED:
>>3053 YPF Jan24 18.0 Calls $0.45 (CboeTheo=0.43) ASK [MULTI] 12:39:01.979 IV=61.2% -1.8 PHLX 80 x $0.40 - $0.45 x 26 BXO ISO Vega=$5568 YPF=14.62 Ref - SWEEP DETECTED:
>>2422 AAL Dec23 11.5 Puts $0.11 (CboeTheo=0.10) ASK [MULTI] 12:39:19.508 IV=38.9% +2.6 EMLD 1939 x $0.10 - $0.11 x 1059 GEMX OPENING Vega=$1904 AAL=12.56 Ref - SWEEP DETECTED:
>>2523 NVDA Nov23 24th 550 Calls $0.04 (CboeTheo=0.05) BID [MULTI] 12:39:59.005 IV=59.7% -39.0 CBOE 272 x $0.04 - $0.05 x 19 MPRL Post-Earnings Vega=$1628 NVDA=489.21 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2400 OLN Dec23 50.0 Calls $0.50 (CboeTheo=0.45) ASK [MULTI] 12:40:04.062 IV=32.5% +2.9 EDGX 120 x $0.40 - $0.50 x 440 PHLX OPENING
Delta=23%, EST. IMPACT = 56k Shares ($2.63m) To Buy OLN=46.74 Ref - SWEEP DETECTED:
>>2167 T Jan24 5th 17.0 Calls $0.09 (CboeTheo=0.11) BID [MULTI] 12:42:11.501 IV=15.0% EMLD 1278 x $0.09 - $0.10 x 200 NOM OPENING Vega=$3460 T=16.12 Ref - >>2000 SPX Dec23 4800 Calls $1.10 (CboeTheo=1.05) ASK CBOE 12:42:46.366 IV=10.2% -0.7 CBOE 564 x $1.05 - $1.10 x 454 CBOE FLOOR Vega=$161k SPX=4565.45 Fwd
- SWEEP DETECTED:
>>2324 PBR Nov23 24th 15.0 Puts $0.11 (CboeTheo=0.09) ASK [MULTI] 12:42:56.754 IV=39.5% +9.6 GEMX 1 x $0.04 - $0.11 x 459 CBOE Vega=$1005 PBR=15.18 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 977 MUX May24 7.0 Puts $0.95 (CboeTheo=1.06) BID [MULTI] 12:43:45.896 IV=53.2% -8.3 MPRL 115 x $0.95 - $1.10 x 692 PHLX OPENING
Delta=-40%, EST. IMPACT = 39k Shares ($277k) To Buy MUX=7.13 Ref - >>5030 SPXW Dec23 22nd 4150 Puts $4.35 (CboeTheo=4.36) BID CBOE 12:45:03.744 IV=19.6% +0.4 CBOE 626 x $4.30 - $4.50 x 1193 CBOE LATE - OPENING Vega=$624k SPX=4568.03 Fwd
- >>3670 SPXW Dec23 22nd 4125 Puts $4.00 (CboeTheo=3.98) MID CBOE 12:45:03.806 IV=20.3% +0.5 CBOE 849 x $3.90 - $4.10 x 1125 CBOE LATE - OPENING Vega=$420k SPX=4568.03 Fwd
- >>1500 SPXW Dec23 22nd 4150 Puts $4.35 (CboeTheo=4.36) BID CBOE 12:45:03.864 IV=19.6% +0.4 CBOE 626 x $4.30 - $4.50 x 1193 CBOE LATE - OPENING Vega=$186k SPX=4568.03 Fwd
- >>1000 SPXW Dec23 22nd 4150 Puts $4.35 (CboeTheo=4.36) BID CBOE 12:45:04.090 IV=19.6% +0.4 CBOE 626 x $4.30 - $4.50 x 1193 CBOE LATE Vega=$124k SPX=4568.03 Fwd
- >>1000 SPXW Dec23 22nd 4125 Puts $4.00 (CboeTheo=3.98) MID CBOE 12:45:04.090 IV=20.3% +0.5 CBOE 953 x $3.90 - $4.10 x 1125 CBOE LATE - OPENING Vega=$114k SPX=4568.03 Fwd
- >>1000 SPXW Dec23 22nd 4150 Puts $4.35 (CboeTheo=4.36) BID CBOE 12:45:04.090 IV=19.6% +0.4 CBOE 626 x $4.30 - $4.50 x 1193 CBOE LATE Vega=$124k SPX=4568.03 Fwd
- >>1000 SPXW Dec23 22nd 4125 Puts $4.00 (CboeTheo=3.98) MID CBOE 12:45:04.090 IV=20.3% +0.5 CBOE 953 x $3.90 - $4.10 x 1125 CBOE LATE - OPENING Vega=$114k SPX=4568.03 Fwd
- >>1360 SPXW Dec23 22nd 4125 Puts $4.00 (CboeTheo=3.98) MID CBOE 12:45:04.149 IV=20.3% +0.5 CBOE 953 x $3.90 - $4.10 x 1125 CBOE LATE - OPENING Vega=$155k SPX=4568.03 Fwd
- SPLIT TICKET:
>>13325 SPXW Dec23 22nd 4150 Puts $4.35 (CboeTheo=4.36) BID [CBOE] 12:45:03.744 IV=19.6% +0.4 CBOE 626 x $4.30 - $4.50 x 1193 CBOE LATE - OPENING Vega=$1.65m SPX=4568.03 Fwd - SPLIT TICKET:
>>11825 SPXW Dec23 22nd 4125 Puts $4.00 (CboeTheo=3.98) MID [CBOE] 12:45:03.806 IV=20.3% +0.5 CBOE 849 x $3.90 - $4.10 x 1125 CBOE LATE - OPENING Vega=$1.35m SPX=4568.03 Fwd - SWEEP DETECTED:
>>2076 CCL Jun24 20.0 Calls $0.67 (CboeTheo=0.66) ASK [MULTI] 12:46:04.036 IV=44.3% +0.3 MPRL 52 x $0.65 - $0.67 x 21 BOX Vega=$7636 CCL=14.71 Ref - SWEEP DETECTED:
>>2000 EDR Dec23 24.0 Puts $0.30 (CboeTheo=0.36) BID [MULTI] 12:49:04.308 IV=25.2% -3.0 PHLX 338 x $0.30 - $0.40 x 29 PHLX Vega=$4316 EDR=24.70 Ref - >>1242 VIX Jan24 17th 40.0 Calls $0.25 (CboeTheo=0.26) ASK CBOE 12:49:39.474 IV=138.4% -0.5 CBOE 21k x $0.24 - $0.25 x 1242 CBOE Vega=$1146 VIX=16.08 Fwd
- SPLIT TICKET:
>>2000 VIX Jan24 17th 40.0 Calls $0.25 (CboeTheo=0.26) ASK [CBOE] 12:49:39.473 IV=138.4% -0.5 CBOE 26k x $0.24 - $0.25 x 1242 CBOE Vega=$1846 VIX=16.08 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1000 MUX May24 6.0 Calls $1.70 (CboeTheo=1.72) BID [MULTI] 12:51:13.587 IV=56.7% -7.2 AMEX 341 x $1.70 - $1.90 x 1 C2 ISO - OPENING
Delta=74%, EST. IMPACT = 74k Shares ($524k) To Sell MUX=7.11 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 731 MUX May24 7.0 Puts $0.95 (CboeTheo=0.98) BID [MULTI] 12:51:13.588 IV=54.2% -7.2 EMLD 596 x $0.90 - $1.25 x 542 PHLX OPENING
Delta=-40%, EST. IMPACT = 29k Shares ($206k) To Buy MUX=7.11 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 MUX May24 6.0 Calls $1.70 (CboeTheo=1.69) BID [MULTI] 12:52:24.396 IV=58.3% -5.5 AMEX 272 x $1.70 - $2.05 x 767 PHLX ISO - OPENING
Delta=73%, EST. IMPACT = 73k Shares ($517k) To Sell MUX=7.08 Ref - SWEEP DETECTED:
>>3500 APP Dec23 35.0 Puts $0.30 (CboeTheo=0.40) BID [MULTI] 12:56:34.448 IV=44.5% -2.9 PHLX 197 x $0.30 - $0.40 x 228 CBOE Vega=$7426 APP=39.34 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 NIU Jan24 2.5 Puts $0.35 (CboeTheo=0.30) ASK [MULTI] 12:58:47.372 IV=82.1% +12.9 C2 52 x $0.30 - $0.35 x 1008 MPRL
Delta=-46%, EST. IMPACT = 46k Shares ($112k) To Sell NIU=2.44 Ref - SWEEP DETECTED:
>>3271 AMD Dec23 135 Calls $1.337 (CboeTheo=1.35) Below Bid! [MULTI] 13:00:09.342 IV=38.9% -3.1 BZX 197 x $1.34 - $1.36 x 340 C2 ISO Vega=$29k AMD=123.53 Ref - SWEEP DETECTED:
>>2899 AMD Dec23 135 Calls $1.295 (CboeTheo=1.33) Below Bid! [MULTI] 13:00:57.850 IV=38.5% -3.5 C2 301 x $1.30 - $1.32 x 99 MPRL Vega=$26k AMD=123.54 Ref - SWEEP DETECTED:
>>2000 GOOGL Dec23 22nd 115 Puts $0.07 (CboeTheo=0.07) BID [MULTI] 13:03:31.855 IV=31.2% -0.0 MPRL 237 x $0.07 - $0.08 x 987 EMLD Vega=$3324 GOOGL=138.31 Ref - >>8122 AAPL Dec24 250 Calls $3.15 (CboeTheo=3.17) ASK MIAX 13:05:09.742 IV=19.2% -0.2 MIAX 229 x $3.10 - $3.15 x 8122 MIAX OPENING Vega=$419k AAPL=191.69 Ref
- SWEEP DETECTED:
>>2855 NU Dec23 8.5 Calls $0.14 (CboeTheo=0.14) ASK [MULTI] 13:05:08.131 IV=34.1% -1.3 EMLD 3378 x $0.13 - $0.14 x 62 C2 OPENING Vega=$2101 NU=8.12 Ref - SWEEP DETECTED:
>>8172 AAPL Dec24 250 Calls $3.15 (CboeTheo=3.17) ASK [MULTI] 13:05:09.742 IV=19.2% -0.2 MIAX 229 x $3.10 - $3.15 x 8122 MIAX OPENING Vega=$422k AAPL=191.69 Ref - >>2600 SPXW Dec23 29th 2900 Puts $0.30 (CboeTheo=0.25) ASK CBOE 13:05:14.480 IV=49.5% +1.4 CBOE 337 x $0.25 - $0.30 x 15 CBOE FLOOR Vega=$19k SPX=4576.25 Fwd
- SPLIT TICKET:
>>4000 SPXW Dec23 29th 2900 Puts $0.30 (CboeTheo=0.25) ASK [CBOE] 13:05:14.388 IV=49.5% +1.4 CBOE 337 x $0.25 - $0.30 x 15 CBOE FLOOR Vega=$29k SPX=4576.25 Fwd - SWEEP DETECTED:
>>2000 C Jan24 45.0 Puts $1.564 (CboeTheo=1.55) Above Ask! [MULTI] 13:06:47.532 IV=24.5% -0.3 C2 723 x $1.54 - $1.56 x 54 MPRL Vega=$14k C=45.02 Ref - >>3900 ROIV Feb24 15.0 Calls $0.10 (CboeTheo=0.09) MID CBOE 13:07:04.066 IV=70.2% +2.6 MRX 0 x $0.00 - $0.20 x 1312 AMEX FLOOR Vega=$2595 ROIV=8.77 Ref
- SPLIT TICKET:
>>4000 ROIV Feb24 15.0 Calls $0.10 (CboeTheo=0.09) MID [CBOE] 13:07:03.950 IV=70.2% +2.6 MRX 0 x $0.00 - $0.20 x 1312 AMEX FLOOR Vega=$2662 ROIV=8.77 Ref - SWEEP DETECTED:
>>2095 C Jan24 55.0 Calls $0.08 (CboeTheo=0.08) BID [MULTI] 13:07:04.697 IV=26.8% +0.0 C2 256 x $0.08 - $0.09 x 908 C2 Vega=$3615 C=45.02 Ref - SWEEP DETECTED:
>>6155 C Jan24 55.0 Calls $0.07 (CboeTheo=0.08) BID [MULTI] 13:07:28.468 IV=26.2% -0.6 C2 852 x $0.07 - $0.08 x 470 C2 Vega=$9857 C=45.01 Ref - >>2361 KHC Dec23 1st 33.0 Calls $1.61 (CboeTheo=1.57) ASK ARCA 13:08:52.491 IV=25.5% +8.1 ISE 7 x $1.53 - $1.66 x 1 AMEX SPREAD/FLOOR Vega=$2093 KHC=34.53 Ref
- >>2361 KHC Jan24 35.0 Calls $0.57 (CboeTheo=0.54) MID ARCA 13:08:52.492 IV=14.9% +0.6 PHLX 75 x $0.56 - $0.58 x 283 EMLD SPREAD/FLOOR Vega=$12k KHC=34.53 Ref
- SWEEP DETECTED:
>>2568 DASH Jan24 55.0 Puts $0.081 (CboeTheo=0.09) BID [MULTI] 13:10:05.760 IV=62.3% -4.2 CBOE 196 x $0.08 - $0.12 x 9 MPRL OPENING Vega=$2545 DASH=94.72 Ref - SPLIT TICKET:
>>1000 SPXW Nov23 24th 4620 Calls $0.25 (CboeTheo=0.20) ASK [CBOE] 13:10:24.902 IV=8.7% -1.8 CBOE 1438 x $0.15 - $0.25 x 898 CBOE Vega=$23k SPX=4559.26 Fwd - SWEEP DETECTED:
>>2598 CSCO Jan24 45.0 Puts $0.25 (CboeTheo=0.25) BID [MULTI] 13:12:38.374 IV=17.1% -0.4 MPRL 287 x $0.25 - $0.27 x 1116 EMLD ISO Vega=$12k CSCO=48.27 Ref - SWEEP DETECTED:
>>2213 KHC Jan24 37.5 Calls $0.07 (CboeTheo=0.11) ASK [MULTI] 13:12:55.117 IV=14.7% -1.9 C2 269 x $0.06 - $0.07 x 393 EMLD Vega=$4769 KHC=34.56 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 501 SNBR Dec23 10.0 Calls $0.90 (CboeTheo=0.85) BID [MULTI] 13:13:51.235 IV=82.1% +0.6 ARCA 500 x $0.90 - $1.00 x 229 PHLX
Delta=57%, EST. IMPACT = 29k Shares ($288k) To Sell SNBR=10.09 Ref - >>2552 AMZN Jan24 135 Calls $14.76 (CboeTheo=14.94) Below Bid! CBOE 13:14:19.766 IV=25.9% -1.3 CBOE 947 x $14.80 - $14.95 x 5 ARCA SPREAD/LEGGED/FLOOR 52WeekHigh Vega=$38k AMZN=147.12 Ref
- >>2552 AMZN Jan24 145 Calls $7.59 (CboeTheo=7.64) Below Bid! CBOE 13:14:19.849 IV=24.6% -0.5 MPRL 417 x $7.60 - $7.70 x 399 EDGX SPREAD/LEGGED/FLOOR 52WeekHigh Vega=$57k AMZN=147.12 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1174 WH Dec23 75.0 Puts $0.40 (CboeTheo=0.37) ASK [MULTI] 13:17:36.310 IV=18.5% +0.8 PHLX 80 x $0.35 - $0.40 x 50 ARCA ISO
Delta=-20%, EST. IMPACT = 23k Shares ($1.81m) To Sell WH=77.78 Ref - >>2700 AMD Dec23 8th 124 Calls $4.00 (CboeTheo=3.97) ASK PHLX 13:17:58.530 IV=40.4% -3.3 C2 437 x $3.95 - $4.00 x 64 EDGX SPREAD/CROSS/TIED - OPENING Vega=$28k AMD=123.31 Ref
- SWEEP DETECTED:
>>5035 TSLA Nov23 24th 280 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 13:19:53.923 IV=84.0% +18.7 EDGX 0 x $0.00 - $0.01 x 590 C2 Vega=$687 TSLA=233.16 Ref - SWEEP DETECTED:
>>5820 TSLA Nov23 24th 285 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 13:23:51.881 IV=90.5% +22.1 AMEX 0 x $0.00 - $0.01 x 5420 C2 OPENING Vega=$744 TSLA=233.62 Ref - >>4700 SPX Dec23 5300 Calls $0.10 (CboeTheo=0.08) MID CBOE 13:24:32.933 IV=20.0% -0.1 CBOE 1497 x $0.05 - $0.15 x 4055 CBOE FLOOR Vega=$34k SPX=4570.35 Fwd
- SPLIT TICKET:
>>5000 SPX Dec23 5300 Calls $0.10 (CboeTheo=0.08) MID [CBOE] 13:24:32.864 IV=20.0% -0.1 CBOE 1497 x $0.05 - $0.15 x 4055 CBOE FLOOR Vega=$36k SPX=4570.35 Fwd - >>3700 SIRI Jan24 4.0 Puts $0.26 (CboeTheo=0.29) BID PHLX 13:29:13.033 IV=69.4% -8.0 BZX 3 x $0.26 - $0.30 x 4 BZX SPREAD/CROSS/TIED Vega=$2249 SIRI=4.95 Ref
- SPLIT TICKET:
>>3370 SPXW Nov23 30th 4410 Puts $1.45 (CboeTheo=1.47) MID [CBOE] 13:30:10.749 IV=13.2% +0.8 CBOE 216 x $1.40 - $1.50 x 723 CBOE FLOOR - OPENING Vega=$220k SPX=4563.76 Fwd - >>2400 ESPR Jan24 2.0 Calls $0.15 (CboeTheo=0.09) ASK ARCA 13:32:34.553 IV=177.4% +34.9 PHLX 1667 x $0.05 - $0.15 x 992 PHLX FLOOR Vega=$434 ESPR=1.21 Ref
- SPLIT TICKET:
>>3000 ESPR Jan24 2.0 Calls $0.14 (CboeTheo=0.09) ASK [ARCA] 13:32:34.553 IV=148.7% +6.1 PHLX 1667 x $0.05 - $0.15 x 992 PHLX FLOOR Vega=$498 ESPR=1.21 Ref - >>Unusual Volume ITUB - 5x market weighted volume: 8803 = 14.1k projected vs 2700 adv, 94% calls, 5% of OI [ITUB 6.34 +0.10 Ref, IV=28.7% -1.3]
- SWEEP DETECTED:
>>2860 HTZ Dec23 10.0 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 13:34:16.681 IV=52.6% -1.9 C2 223 x $0.05 - $0.06 x 698 EMLD OPENING Vega=$1207 HTZ=8.43 Ref - SWEEP DETECTED:
>>2490 TSLA Nov23 24th 255 Calls $0.05 (CboeTheo=0.05) BID [MULTI] 13:35:57.582 IV=51.8% +8.0 C2 772 x $0.05 - $0.06 x 1195 C2 Vega=$1812 TSLA=234.01 Ref - >>2919 RIOT Nov23 24th 11.5 Calls $0.11 (CboeTheo=0.13) MID BZX 13:36:09.006 IV=57.1% -14.0 EMLD 1410 x $0.10 - $0.12 x 2 BZX Vega=$925 RIOT=11.29 Ref
- SWEEP DETECTED:
>>3422 RIOT Nov23 24th 11.5 Calls $0.11 (CboeTheo=0.13) ASK [MULTI] 13:36:08.887 IV=57.1% -14.0 EMLD 1146 x $0.10 - $0.11 x 2920 BZX Vega=$1085 RIOT=11.29 Ref - >>6000 GOOG Jan24 127.5 Puts $0.86 (CboeTheo=0.87) BID AMEX 13:36:19.441 IV=23.6% -0.3 MRX 223 x $0.86 - $0.88 x 304 EMLD SPREAD/CROSS - OPENING Vega=$71k GOOG=140.21 Ref
- >>3000 GOOG Jan24 140 Puts $3.92 (CboeTheo=3.90) MID AMEX 13:36:19.441 IV=20.4% -0.2 MPRL 35 x $3.90 - $3.95 x 600 EDGX SPREAD/CROSS Vega=$66k GOOG=140.21 Ref
- SWEEP DETECTED:
>>2814 AMZN Dec23 1st 155 Calls $0.32 (CboeTheo=0.33) BID [MULTI] 13:38:34.572 IV=25.9% -2.2 C2 452 x $0.32 - $0.33 x 1786 EMLD ISO 52WeekHigh Vega=$13k AMZN=147.16 Ref - >>2500 F Jan26 12.0 Calls $1.34 (CboeTheo=1.35) ASK AMEX 13:39:26.869 IV=34.6% -0.0 NOM 18 x $1.28 - $1.34 x 5 MPRL CROSS Vega=$14k F=10.28 Ref
- >>2150 T Apr24 16.0 Calls $0.92 (CboeTheo=0.92) ASK ARCA 13:43:16.299 IV=21.1% -0.1 ARCA 2150 x $0.92 - $0.93 x 2910 MPRL Vega=$8218 T=16.12 Ref
- SWEEP DETECTED:
>>4999 T Apr24 16.0 Calls $0.92 (CboeTheo=0.92) ASK [MULTI] 13:43:16.228 IV=21.1% -0.1 EMLD 6 x $0.90 - $0.92 x 712 EMLD Vega=$19k T=16.12 Ref - >>5000 ITUB Jan25 7.0 Calls $0.55 (CboeTheo=0.50) MID AMEX 13:49:09.797 IV=32.0% +2.2 PHLX 4754 x $0.25 - $0.85 x 5339 PHLX CROSS Vega=$13k ITUB=6.34 Ref
- >>Unusual Volume ZTO - 3x market weighted volume: 5634 = 8724 projected vs 2898 adv, 99% calls, 4% of OI [ZTO 22.09 +0.01 Ref, IV=24.6% -0.7]
- >>2000 TCOM Mar24 32.0 Puts $1.15 (CboeTheo=1.23) BID PHLX 13:50:45.833 IV=33.2% -0.9 PHLX 420 x $1.15 - $1.30 x 273 PHLX SPREAD/CROSS/TIED - OPENING SSR Vega=$13k TCOM=34.77 Ref
- SPLIT TICKET:
>>1200 SPXW Nov23 30th 3800 Puts $0.20 (CboeTheo=0.18) ASK [CBOE] 13:51:46.571 IV=43.9% +2.9 CBOE 1167 x $0.15 - $0.20 x 19 CBOE FLOOR Vega=$6306 SPX=4561.97 Fwd - >>2290 BMY Dec23 55.0 Puts $6.26 (CboeTheo=6.00) BID CBOE 13:52:05.685 IV=41.9% +16.5 EDGX 5 x $5.95 - $6.85 x 64 NOM SPREAD/LEGGED/FLOOR Vega=$6399 BMY=49.01 Ref
- SWEEP DETECTED:
>>3507 PLTR Dec23 8th 21.5 Calls $0.37 (CboeTheo=0.36) ASK [MULTI] 13:52:06.605 IV=57.0% -0.8 EDGX 1764 x $0.35 - $0.37 x 1090 EMLD OPENING Vega=$4852 PLTR=19.80 Ref - SWEEP DETECTED:
>>3000 CSCO Nov23 24th 48.5 Calls $0.05 (CboeTheo=0.10) ASK [MULTI] 13:52:28.997 IV=8.3% -7.2 C2 1951 x $0.03 - $0.05 x 869 EDGX Vega=$3718 CSCO=48.31 Ref - >>4040 C Jan24 55.0 Puts $10.00 (CboeTheo=10.01) MID CBOE 13:52:34.550 BOX 50 x $9.95 - $10.05 x 14 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 C=44.99 Ref
- >>4090 C Jan24 52.5 Puts $7.50 (CboeTheo=7.50) MID CBOE 13:52:34.638 MPRL 40 x $7.45 - $7.55 x 14 BXO SPREAD/LEGGED/FLOOR Vega=$0 C=44.99 Ref
- SWEEP DETECTED:
>>4400 SQ Feb24 40.0 Puts $0.26 (CboeTheo=0.27) BID [MULTI] 13:52:47.139 IV=51.5% -0.5 EMLD 458 x $0.26 - $0.28 x 709 EMLD ISO Vega=$11k SQ=59.31 Ref - >>3110 CSCO Dec23 52.5 Puts $4.19 (CboeTheo=4.17) ASK CBOE 13:52:56.000 IV=22.3% +3.9 BOX 50 x $4.10 - $4.25 x 93 BZX SPREAD/LEGGED/FLOOR Vega=$3602 CSCO=48.33 Ref
- >>2240 CSCO Dec23 55.0 Puts $6.69 (CboeTheo=6.67) ASK CBOE 13:52:56.100 IV=31.5% +6.8 NOM 75 x $6.60 - $6.75 x 133 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$2002 CSCO=48.33 Ref
- >>5110 CVX Jan24 170 Puts $26.32 (CboeTheo=26.36) MID CBOE 13:53:15.507 NOM 12 x $26.25 - $26.40 x 8 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=143.63 Ref
- >>2310 CVX Jan24 165 Puts $21.34 (CboeTheo=21.36) BID CBOE 13:53:15.616 BZX 18 x $21.25 - $21.45 x 30 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CVX=143.63 Ref
- >>2590 ENPH Jan24 180 Puts $78.44 (CboeTheo=78.37) BID CBOE 13:54:40.791 IV=79.7% +17.4 EDGX 5 x $77.75 - $79.30 x 73 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$5563 ENPH=101.63 Ref
- SWEEP DETECTED:
>>5000 BAC Dec23 27.0 Puts $0.09 (CboeTheo=0.09) BID [MULTI] 13:55:20.863 IV=27.2% -1.0 EMLD 3962 x $0.09 - $0.10 x 3482 EMLD Vega=$6369 BAC=29.62 Ref - >>2740 FSLR Dec23 200 Puts $39.18 (CboeTheo=39.19) MID CBOE 13:55:44.562 EDGX 3 x $39.05 - $39.30 x 4 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 FSLR=160.81 Ref
- >>3340 FSLR Dec23 205 Puts $44.18 (CboeTheo=44.19) MID CBOE 13:55:44.650 EDGX 4 x $44.05 - $44.30 x 4 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 FSLR=160.81 Ref
- >>2940 JNJ Jan24 170 Puts $19.32 (CboeTheo=19.35) MID CBOE 13:58:15.564 BZX 11 x $19.25 - $19.40 x 16 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=150.65 Ref
- >>4460 JNJ Jan24 165 Puts $14.35 (CboeTheo=14.35) MID CBOE 13:58:15.660 NOM 10 x $14.25 - $14.45 x 12 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JNJ=150.65 Ref
- >>6830 INTC Jan24 45.0 Calls $1.67 (CboeTheo=1.68) Below Bid! EDGX 13:58:17.709 IV=28.2% -1.2 C2 436 x $1.68 - $1.69 x 300 ARCA COB/AUCTION Vega=$48k INTC=43.94 Ref
- >>6830 INTC Jan24 40.0 Puts $0.59 (CboeTheo=0.58) ASK EDGX 13:58:17.709 IV=30.9% -0.7 EMLD 646 x $0.58 - $0.59 x 1015 EMLD COB/AUCTION Vega=$33k INTC=43.94 Ref
- >>Unusual Volume HTZ - 3x market weighted volume: 10.4k = 15.8k projected vs 5255 adv, 64% calls, 6% of OI [HTZ 8.46 -0.01 Ref, IV=52.1% -2.1]
- >>2080 PFE Dec23 35.0 Puts $4.70 (CboeTheo=4.71) MID CBOE 14:00:07.531 AMEX 4 x $4.65 - $4.75 x 14 ARCA SPREAD/LEGGED/FLOOR Vega=$0 PFE=30.30 Ref
- >>3980 PYPL Jan24 82.5 Puts $26.14 (CboeTheo=26.17) BID CBOE 14:00:32.143 EDGX 3 x $26.10 - $26.20 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 PYPL=56.34 Ref
- >>2720 PYPL Jan24 75.0 Puts $18.67 (CboeTheo=18.67) MID CBOE 14:00:32.250 IV=42.7% +4.0 PHLX 20 x $18.60 - $18.75 x 28 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$2025 PYPL=56.34 Ref
- >>3339 MARA Nov23 24th 10.5 Calls $0.20 (CboeTheo=0.19) ASK ARCA 14:01:06.412 IV=56.9% -22.7 EMLD 455 x $0.18 - $0.20 x 3340 ARCA Vega=$1059 MARA=10.54 Ref
- SWEEP DETECTED:
>>3344 MARA Nov23 24th 10.5 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 14:01:06.412 IV=56.9% -22.7 EMLD 455 x $0.18 - $0.20 x 3340 ARCA Vega=$1061 MARA=10.54 Ref - >>2090 SCHW Jan24 72.5 Puts $16.70 (CboeTheo=16.71) MID CBOE 14:01:08.655 NOM 13 x $16.65 - $16.75 x 26 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=55.78 Ref
- >>2300 SCHW Jan24 70.0 Puts $14.20 (CboeTheo=14.21) MID CBOE 14:01:08.655 NOM 14 x $14.15 - $14.25 x 17 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=55.78 Ref
- >>2730 SCHW Jan24 75.0 Puts $19.20 (CboeTheo=19.21) MID CBOE 14:01:08.738 NOM 14 x $19.15 - $19.25 x 22 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SCHW=55.78 Ref
- >>3110 SE Jan24 70.0 Puts $32.41 (CboeTheo=32.44) BID CBOE 14:01:27.075 BXO 2 x $32.35 - $32.50 x 12 BZX SPREAD/LEGGED/FLOOR Vega=$0 SE=37.56 Ref
- >>5700 TSLA Jan24 416.67 Puts $182.77 (CboeTheo=182.35) BID CBOE 14:03:09.635 IV=84.3% +27.0 ARCA 25 x $181.30 - $185.05 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$43k TSLA=234.32 Ref
- >>2380 TSLA Jan24 366.67 Puts $132.69 (CboeTheo=132.35) BID CBOE 14:03:09.635 IV=67.9% +16.2 ARCA 25 x $131.15 - $135.10 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$18k TSLA=234.32 Ref
- >>6410 TSLA Jan24 450 Puts $215.72 (CboeTheo=215.68) ASK CBOE 14:03:09.746 IV=85.3% +24.5 ARCA 25 x $213.45 - $217.15 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$16k TSLA=234.32 Ref
- >>2390 TSLA Jan24 400 Puts $166.29 (CboeTheo=165.68) ASK CBOE 14:03:09.746 IV=81.8% +26.2 NOM 25 x $164.95 - $167.15 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$22k TSLA=234.32 Ref
- >>2170 WBA Jan24 30.0 Puts $9.42 (CboeTheo=9.39) ASK CBOE 14:04:03.335 IV=58.6% +7.6 ISE 5 x $9.35 - $9.45 x 8 EDGX SPREAD/LEGGED/FLOOR Vega=$1511 WBA=20.61 Ref
- >>15600 WFC Jan24 55.0 Puts $12.35 (CboeTheo=12.34) MID CBOE 14:04:25.097 IV=40.4% +12.1 MPRL 12 x $12.30 - $12.40 x 25 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$17k WFC=42.66 Ref
- >>15600 WFC Jan24 50.0 Puts $7.35 (CboeTheo=7.33) MID CBOE 14:04:25.221 IV=28.1% +5.5 MPRL 25 x $7.30 - $7.40 x 17 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$22k WFC=42.66 Ref
- SWEEP DETECTED:
>>4316 ZTO Dec23 26.0 Calls $0.10 (CboeTheo=0.08) ASK [MULTI] 14:04:43.927 IV=45.3% +2.7 C2 0 x $0.00 - $0.10 x 256 BOX OPENING Vega=$3981 ZTO=22.09 Ref - SPLIT TICKET:
>>2284 ZTO Dec23 26.0 Calls $0.10 (CboeTheo=0.08) BID [NOM] 14:04:46.936 IV=45.1% +2.5 NOM 61 x $0.10 - $0.15 x 318 PHLX ISO - OPENING Vega=$2113 ZTO=22.11 Ref - SWEEP DETECTED:
>>4402 AAPL Nov23 24th 187.5 Puts $0.04 (CboeTheo=0.05) ASK [MULTI] 14:04:47.671 IV=16.5% -0.1 C2 1879 x $0.03 - $0.04 x 1329 C2 Vega=$6144 AAPL=191.59 Ref - SWEEP DETECTED:
>>3000 TSM Dec23 1st 103 Calls $0.23 (CboeTheo=0.24) BID [MULTI] 14:05:58.666 IV=21.8% -6.4 C2 338 x $0.23 - $0.25 x 208 C2 AUCTION - OPENING Vega=$11k TSM=98.98 Ref - >>2030 ZM Jan24 130 Puts $65.85 (CboeTheo=65.68) BID CBOE 14:06:32.807 IV=101.9% +39.3 BZX 56 x $65.30 - $66.85 x 55 BZX SPREAD/LEGGED/FLOOR Vega=$4643 ZM=64.33 Ref
- SPLIT TICKET:
>>1000 XSP Dec23 29th 433 Puts $1.22 (CboeTheo=1.22) ASK [CBOE] 14:11:44.851 IV=14.9% +0.3 CBOE 718 x $1.21 - $1.22 x 824 CBOE Vega=$29k XSP=458.09 Fwd - >>1000 XSP Dec23 29th 433 Puts $1.22 (CboeTheo=1.22) ASK CBOE 14:12:10.629 IV=14.9% +0.3 CBOE 785 x $1.21 - $1.22 x 1787 CBOE Vega=$29k XSP=458.06 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 433 Puts $1.22 (CboeTheo=1.22) ASK [CBOE] 14:12:10.629 IV=14.9% +0.3 CBOE 785 x $1.21 - $1.22 x 1787 CBOE Vega=$58k XSP=458.06 Fwd - >>1169 XSP Dec23 29th 433 Puts $1.23 (CboeTheo=1.23) ASK CBOE 14:13:54.398 IV=14.9% +0.3 CBOE 18 x $1.22 - $1.23 x 681 CBOE Vega=$34k XSP=457.95 Fwd
- SPLIT TICKET:
>>1850 XSP Dec23 29th 433 Puts $1.23 (CboeTheo=1.23) ASK [CBOE] 14:13:54.398 IV=14.9% +0.3 CBOE 18 x $1.22 - $1.23 x 681 CBOE Vega=$54k XSP=457.95 Fwd - >>2000 XSP Dec23 29th 433 Puts $1.23 (CboeTheo=1.23) MID CBOE 14:15:12.010 IV=14.9% +0.2 CBOE 280 x $1.22 - $1.25 x 280 CBOE Vega=$59k XSP=457.88 Fwd
- SWEEP DETECTED:
>>2806 FSR Jan24 3.5 Puts $1.62 (CboeTheo=1.67) BID [MULTI] 14:15:31.571 IV=121.5% -35.9 BOX 1543 x $1.62 - $1.97 x 100 BZX OPENING SSR 52WeekLow Vega=$529 FSR=2.02 Ref - SWEEP DETECTED:
>>3999 PLUG Mar24 2.5 Puts $0.344 (CboeTheo=0.35) Below Bid! [MULTI] 14:16:07.923 IV=114.8% -0.9 EDGX 10 x $0.35 - $0.37 x 12 BXO Vega=$2157 PLUG=3.50 Ref - >>2700 BAC Dec23 27.0 Puts $0.09 (CboeTheo=0.09) ASK AMEX 14:16:44.134 IV=27.1% -1.1 EMLD 3079 x $0.08 - $0.09 x 1806 EMLD CROSS Vega=$3447 BAC=29.61 Ref
- SWEEP DETECTED:
>>2070 AMZN Dec23 29th 155 Calls $1.773 (CboeTheo=1.76) Above Ask! [MULTI] 14:18:01.014 IV=23.2% -0.6 MPRL 15 x $1.75 - $1.77 x 110 BOX OPENING 52WeekHigh Vega=$33k AMZN=147.03 Ref - SPLIT TICKET:
>>1698 VIX Dec23 20th 25.0 Calls $0.21 (CboeTheo=0.21) BID [CBOE] 14:21:52.944 IV=133.0% -0.8 CBOE 1012 x $0.21 - $0.23 x 7490 CBOE LATE Vega=$1175 VIX=14.52 Fwd - SPLIT TICKET:
>>1698 VIX Dec23 20th 15.0 Calls $1.04 (CboeTheo=1.02) Above Ask! [CBOE] 14:21:52.944 IV=78.1% +1.0 CBOE 22k x $1.00 - $1.03 x 1 CBOE LATE Vega=$2703 VIX=14.52 Fwd - SWEEP DETECTED:
>>3000 XOM Dec23 1st 100 Puts $0.40 (CboeTheo=0.41) BID [MULTI] 14:22:30.076 IV=25.8% +0.4 EMLD 710 x $0.40 - $0.41 x 36 MPRL OPENING Vega=$13k XOM=103.69 Ref - SWEEP DETECTED:
>>2047 PLTR Jan24 36.0 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 14:23:09.783 IV=73.4% +2.7 EMLD 1069 x $0.05 - $0.06 x 323 C2 OPENING Vega=$1120 PLTR=19.70 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1250 BKKT Dec23 1.5 Calls $0.25 (CboeTheo=0.31) BID [MULTI] 14:23:20.590 IV=99.4% -37.7 PHLX 2766 x $0.25 - $0.30 x 250 ISE
Delta=70%, EST. IMPACT = 88k Shares ($145k) To Sell BKKT=1.66 Ref - SWEEP DETECTED:
>>2058 PLTR Jan24 42.0 Calls $0.03 (CboeTheo=0.03) BID [MULTI] 14:23:45.037 IV=80.5% +2.9 MPRL 329 x $0.03 - $0.04 x 912 CBOE ISO Vega=$631 PLTR=19.71 Ref - >>4750 CHPT Jan26 3.0 Calls $0.85 (CboeTheo=0.91) BID CBOE 14:24:17.629 IV=97.9% -5.1 BZX 40 x $0.84 - $0.88 x 25 NOM FLOOR 52WeekLow Vega=$4731 CHPT=1.96 Ref
- SPLIT TICKET:
>>5000 CHPT Jan26 3.0 Calls $0.85 (CboeTheo=0.91) BID [CBOE] 14:24:17.629 IV=97.9% -5.1 BZX 40 x $0.84 - $0.88 x 25 NOM FLOOR 52WeekLow Vega=$4981 CHPT=1.96 Ref - >>6000 STNE Jan25 10.0 Puts $0.95 (CboeTheo=0.95) MID BOX 14:24:20.739 IV=54.3% +0.4 PHLX 267 x $0.90 - $1.00 x 1364 PHLX FLOOR Vega=$23k STNE=14.24 Ref
- >>4000 STNE Jan25 10.0 Puts $1.00 (CboeTheo=0.95) ASK BOX 14:24:20.739 IV=55.7% +1.8 PHLX 267 x $0.90 - $1.00 x 1364 PHLX FLOOR Vega=$15k STNE=14.24 Ref
- SPLIT TICKET:
>>10000 STNE Jan25 10.0 Puts $0.97 (CboeTheo=0.95) ASK [BOX] 14:24:20.739 IV=54.3% +0.4 PHLX 267 x $0.90 - $1.00 x 1364 PHLX FLOOR Vega=$38k STNE=14.24 Ref - SWEEP DETECTED:
>>2000 TSLA Dec23 1st 200 Puts $0.25 (CboeTheo=0.23) Above Ask! [MULTI] 14:24:59.524 IV=53.7% -4.2 C2 845 x $0.23 - $0.24 x 5 BXO ISO Vega=$5238 TSLA=233.25 Ref - SWEEP DETECTED:
>>3203 BABA Mar24 115 Calls $0.432 (CboeTheo=0.46) BID [MULTI] 14:26:07.401 IV=40.2% -1.1 EMLD 242 x $0.43 - $0.47 x 59 BZX OPENING Vega=$18k BABA=78.81 Ref - SWEEP DETECTED:
>>2000 TSLA Dec23 1st 200 Puts $0.258 (CboeTheo=0.24) MID [MULTI] 14:26:43.553 IV=54.2% -3.7 C2 703 x $0.24 - $0.26 x 270 MPRL ISO Vega=$5361 TSLA=233.28 Ref - SWEEP DETECTED:
>>3406 T Jun24 15.0 Puts $0.62 (CboeTheo=0.60) ASK [MULTI] 14:28:00.127 IV=23.2% +0.3 BZX 1550 x $0.61 - $0.62 x 13 BZX Vega=$14k T=16.18 Ref - SWEEP DETECTED:
>>2277 NVDA Nov23 24th 630 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 14:28:52.050 IV=105.1% -14.8 PHLX 0 x $0.00 - $0.01 x 94 GEMX Post-Earnings Vega=$288 NVDA=491.54 Ref - SWEEP DETECTED:
>>2000 TSLA Dec23 1st 200 Puts $0.27 (CboeTheo=0.26) ASK [MULTI] 14:28:52.489 IV=54.7% -3.2 C2 61 x $0.26 - $0.27 x 497 EMLD ISO Vega=$5622 TSLA=233.09 Ref - >>10000 PBR Dec24 12.0 Puts $0.98 (CboeTheo=0.95) MID AMEX 14:30:41.418 IV=37.6% +0.9 ARCA 1131 x $0.94 - $1.01 x 1131 ARCA CROSS - OPENING Vega=$45k PBR=15.29 Ref
- SWEEP DETECTED:
>>2000 TSLA Dec23 1st 200 Puts $0.28 (CboeTheo=0.26) ASK [MULTI] 14:30:58.588 IV=54.9% -3.0 C2 715 x $0.26 - $0.28 x 607 C2 ISO Vega=$5749 TSLA=232.97 Ref - >>2000 BABA Jun24 75.0 Puts $6.04 (CboeTheo=5.97) ASK ARCA 14:31:29.777 IV=36.2% -0.4 EDGX 739 x $5.90 - $6.05 x 9 BXO CROSS Vega=$44k BABA=78.83 Ref
- SWEEP DETECTED:
>>5809 AAPL Dec23 1st 125 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:32:23.226 IV=92.3% +7.5 BOX 0 x $0.00 - $0.01 x 5288 C2 OPENING Vega=$755 AAPL=191.54 Ref - >>2000 AAL Jan26 12.0 Calls $3.63 (CboeTheo=3.35) BID AMEX 14:34:33.060 IV=48.5% +4.0 EDGX 66 x $3.60 - $3.90 x 899 EDGX SPREAD/CROSS - OPENING Vega=$12k AAL=12.21 Ref
- >>2000 AAL Jan26 12.0 Puts $2.57 (CboeTheo=2.52) BID AMEX 14:34:33.060 IV=44.8% +0.2 PHLX 203 x $2.34 - $3.05 x 1647 EDGX SPREAD/CROSS Vega=$13k AAL=12.21 Ref
- >>13500 ARMK Dec23 25.0 Puts $0.05 (CboeTheo=0.11) MID ARCA 14:35:10.159 IV=31.5% -5.5 MRX 0 x $0.00 - $0.10 x 128 PHLX FLOOR Vega=$11k ARMK=28.36 Ref
- >>2711 LCID Dec23 5.0 Puts $0.92 (CboeTheo=0.94) BID AMEX 14:35:38.269 IV=67.4% +6.2 EMLD 13 x $0.92 - $0.94 x 2 BXO SPREAD/CROSS Vega=$651 LCID=4.17 Ref
- >>2711 LCID Dec23 5.0 Calls $0.06 (CboeTheo=0.07) ASK AMEX 14:35:38.269 IV=71.7% -1.1 EMLD 3516 x $0.05 - $0.06 x 879 EMLD SPREAD/CROSS Vega=$704 LCID=4.17 Ref
- SWEEP DETECTED:
>>3176 T Jun24 15.0 Puts $0.61 (CboeTheo=0.61) ASK [MULTI] 14:35:45.429 IV=23.1% +0.1 NOM 43 x $0.59 - $0.61 x 2000 MPRL Vega=$13k T=16.18 Ref - SWEEP DETECTED:
>>7990 AAL Feb24 10.0 Puts $0.21 (CboeTheo=0.19) ASK [MULTI] 14:35:47.718 IV=45.1% +0.3 EMLD 176 x $0.19 - $0.21 x 2258 GEMX ISO Vega=$11k AAL=12.21 Ref - SPLIT TICKET:
>>1700 SPXW Dec23 29th 4625 Calls $37.225 (CboeTheo=36.89) Above Ask! [CBOE] 14:36:35.409 IV=10.1% -0.2 CBOE 47 x $36.90 - $37.20 x 44 CBOE LATE Vega=$938k SPX=4574.68 Fwd - >>1840 VIX Dec23 20th 29.0 Calls $0.15 (CboeTheo=0.15) MID CBOE 14:37:53.302 IV=145.9% -0.8 CBOE 22k x $0.13 - $0.16 x 781 CBOE Vega=$978 VIX=14.67 Fwd
- SWEEP DETECTED:
>>2378 AAPL Dec23 175 Puts $0.25 (CboeTheo=0.24) ASK [MULTI] 14:38:31.819 IV=22.8% +0.2 C2 952 x $0.24 - $0.25 x 814 C2 Vega=$13k AAPL=191.00 Ref - SPLIT TICKET:
>>1151 SPXW Nov23 30th 3800 Puts $0.25 (CboeTheo=0.21) ASK [CBOE] 14:39:41.765 IV=44.4% +3.3 CBOE 175 x $0.20 - $0.25 x 922 CBOE FLOOR Vega=$7188 SPX=4549.48 Fwd - SWEEP DETECTED:
>>5570 AAPL Nov23 24th 172.5 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:39:43.602 IV=51.8% +5.7 BZX 0 x $0.00 - $0.01 x 4625 C2 Vega=$1081 AAPL=190.92 Ref - >>Unusual Volume STEM - 3x market weighted volume: 5649 = 7574 projected vs 2063 adv, 51% puts, 5% of OI [STEM 2.65 +0.01 Ref, IV=89.2% -13.1]
- SWEEP DETECTED:
>>2196 PLTR Dec23 8th 17.5 Puts $0.21 (CboeTheo=0.21) ASK [MULTI] 14:40:08.421 IV=58.0% -2.1 EMLD 3161 x $0.20 - $0.21 x 801 EMLD Vega=$2201 PLTR=19.57 Ref - SWEEP DETECTED:
>>2295 PLTR Dec23 8th 17.5 Puts $0.22 (CboeTheo=0.21) ASK [MULTI] 14:40:12.713 IV=59.0% -1.1 C2 657 x $0.21 - $0.22 x 802 EMLD Vega=$2334 PLTR=19.57 Ref - >>5000 GOOG Dec23 105 Puts $0.02 (CboeTheo=0.02) ASK AMEX 14:40:35.777 IV=44.5% +0.7 C2 571 x $0.01 - $0.02 x 106 EMLD SPREAD/CROSS Vega=$2259 GOOG=139.78 Ref
- >>5000 GOOG Dec23 105 Calls $35.15 (CboeTheo=35.16) BID AMEX 14:40:35.777 IV=41.8% -2.0 ARCA 1 x $33.90 - $36.95 x 1 ARCA SPREAD/CROSS Vega=$1447 GOOG=139.78 Ref
- SWEEP DETECTED:
>>2130 NVDA Nov23 24th 500 Calls $0.679 (CboeTheo=0.70) Below Bid! [MULTI] 14:40:51.509 IV=29.5% -64.9 C2 57 x $0.72 - $0.75 x 32 C2 AUCTION Post-Earnings Vega=$18k NVDA=487.78 Ref - SWEEP DETECTED:
>>2000 TSLA Jan24 366.67 Calls $0.41 (CboeTheo=0.41) ASK [MULTI] 14:41:42.267 IV=53.9% +2.2 C2 397 x $0.40 - $0.41 x 165 EMLD Vega=$11k TSLA=231.96 Ref - SWEEP DETECTED:
>>3529 AAPL Dec23 1st 180 Puts $0.12 (CboeTheo=0.11) ASK [MULTI] 14:41:52.450 IV=22.5% +0.6 C2 453 x $0.11 - $0.12 x 1019 C2 Vega=$10k AAPL=190.97 Ref - SWEEP DETECTED:
>>5089 AAPL Dec23 145 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 14:43:41.169 IV=47.3% +1.0 MPRL 62 x $0.05 - $0.06 x 1143 CBOE Vega=$5552 AAPL=191.16 Ref - SWEEP DETECTED:
>>5000 AGNC Dec23 1st 9.0 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 14:44:26.625 IV=27.0% +3.7 BZX 10 x $0.04 - $0.05 x 534 EMLD OPENING Vega=$2084 AGNC=8.79 Ref - >>2238 LYFT Dec23 1st 11.0 Calls $0.11 (CboeTheo=0.10) ASK AMEX 14:44:37.810 IV=51.9% -2.3 GEMX 841 x $0.10 - $0.11 x 4497 GEMX AUCTION - OPENING Vega=$1119 LYFT=10.31 Ref
- SWEEP DETECTED:
>>2500 LYFT Dec23 1st 11.0 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 14:44:37.709 IV=51.9% -2.3 GEMX 207 x $0.10 - $0.11 x 6026 EMLD OPENING Vega=$1250 LYFT=10.31 Ref - >>2000 PYPL Jan24 75.0 Puts $18.65 (CboeTheo=18.74) BID BOX 14:46:17.031 MIAX 29 x $18.65 - $18.80 x 56 BXO SPREAD/FLOOR Vega=$0 PYPL=56.27 Ref
- >>2000 PYPL Jan24 70.0 Puts $13.65 (CboeTheo=13.74) BID BOX 14:46:17.031 MPRL 28 x $13.65 - $13.80 x 28 BXO SPREAD/FLOOR Vega=$0 PYPL=56.27 Ref
- >>2030 MMM Jan24 120 Puts $24.90 (CboeTheo=24.98) BID BOX 14:46:22.616 EMLD 8 x $24.90 - $25.05 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 MMM=95.03 Ref
- >>2030 MMM Jan24 110 Puts $14.90 (CboeTheo=14.97) BID BOX 14:46:22.616 EMLD 8 x $14.90 - $15.05 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 MMM=95.03 Ref
- >>2000 VZ Jun24 38.0 Calls $1.86 (CboeTheo=1.82) ASK ARCA 14:46:23.227 IV=19.6% +0.4 AMEX 30 x $1.82 - $1.86 x 130 GEMX SPREAD/CROSS Vega=$22k VZ=37.34 Ref
- >>2000 VZ Jan24 38.0 Calls $0.66 (CboeTheo=0.66) MID ARCA 14:46:23.227 IV=15.5% -0.1 C2 354 x $0.65 - $0.67 x 490 GEMX SPREAD/CROSS Vega=$11k VZ=37.34 Ref
- >>2210 MRNA Jan24 120 Puts $42.85 (CboeTheo=42.46) ASK BOX 14:46:36.406 IV=74.9% +18.2 NOM 30 x $41.65 - $42.85 x 171 BOX SPREAD/FLOOR - OPENING Vega=$9695 MRNA=77.54 Ref
- >>2210 MRNA Jan24 140 Puts $62.85 (CboeTheo=62.46) ASK BOX 14:46:36.406 IV=94.5% +29.7 BZX 3 x $62.35 - $63.15 x 30 NOM SPREAD/FLOOR - OPENING Vega=$8607 MRNA=77.54 Ref
- SPLIT TICKET:
>>2500 TELL Apr24 2.5 Calls $0.07 (CboeTheo=0.06) ASK [BOX] 14:46:34.015 IV=203.7% +6.1 ARCA 200 x $0.06 - $0.07 x 1074 MIAX AUCTION 52WeekLow Vega=$280 TELL=0.50 Ref - >>2370 MS Jan24 92.5 Puts $14.10 (CboeTheo=14.15) BID BOX 14:46:46.301 BXO 22 x $14.10 - $14.20 x 13 BXO SPREAD/FLOOR - OPENING Vega=$0 MS=78.34 Ref
- >>2370 MS Jan24 95.0 Puts $16.60 (CboeTheo=16.66) BID BOX 14:46:46.301 MPRL 28 x $16.60 - $16.75 x 27 CBOE SPREAD/FLOOR - OPENING Vega=$0 MS=78.34 Ref
- >>2380 RTX Jan24 95.0 Puts $15.60 (CboeTheo=15.54) ASK BOX 14:46:50.097 IV=31.4% +8.6 MPRL 2 x $15.50 - $15.60 x 4 ISE SPREAD/FLOOR - OPENING Vega=$7507 RTX=79.45 Ref
- >>2380 RTX Jan24 90.0 Puts $10.60 (CboeTheo=10.54) ASK BOX 14:46:50.097 IV=24.0% +3.8 BOX 4 x $10.50 - $10.60 x 13 CBOE SPREAD/FLOOR - OPENING Vega=$8953 RTX=79.45 Ref
- >>3050 WBA Jan24 32.5 Puts $11.90 (CboeTheo=11.87) ASK BOX 14:47:10.439 IV=69.6% +14.9 MPRL 40 x $11.80 - $11.90 x 15 MIAX SPREAD/FLOOR - OPENING Vega=$2200 WBA=20.64 Ref
- >>3050 WBA Jan24 30.0 Puts $9.40 (CboeTheo=9.37) ASK BOX 14:47:10.439 IV=59.7% +8.7 BOX 3 x $9.30 - $9.40 x 1 BOX SPREAD/FLOOR Vega=$2434 WBA=20.64 Ref
- >>3510 BMY Dec23 55.0 Puts $5.90 (CboeTheo=5.84) ASK BOX 14:47:20.376 IV=31.4% +6.1 MPRL 6 x $5.80 - $5.90 x 55 BOX SPREAD/FLOOR - OPENING Vega=$5646 BMY=49.16 Ref
- >>3510 BMY Dec23 57.5 Puts $8.40 (CboeTheo=8.35) ASK BOX 14:47:20.376 IV=40.6% +10.3 MPRL 18 x $8.30 - $8.40 x 7 EDGX SPREAD/FLOOR - OPENING Vega=$4760 BMY=49.16 Ref
- >>3770 ENPH Jan24 180 Puts $79.05 (CboeTheo=79.75) BID BOX 14:47:24.970 ARCA 36 x $79.05 - $79.95 x 25 MPRL SPREAD/FLOOR - OPENING Vega=$0 ENPH=100.25 Ref
- >>3770 ENPH Jan24 170 Puts $69.05 (CboeTheo=69.75) BID BOX 14:47:24.970 ARCA 39 x $68.90 - $70.35 x 31 NOM SPREAD/FLOOR - OPENING Vega=$0 ENPH=100.25 Ref
- >>3930 HTZ Dec23 15.0 Puts $6.55 (CboeTheo=6.63) BID BOX 14:47:29.690 MPRL 4 x $6.55 - $6.65 x 17 CBOE SPREAD/FLOOR Vega=$0 HTZ=8.38 Ref
- >>3930 HTZ Jan24 15.0 Puts $6.55 (CboeTheo=6.62) BID BOX 14:47:29.690 PHLX 226 x $6.55 - $6.65 x 26 CBOE SPREAD/FLOOR - OPENING Vega=$0 HTZ=8.38 Ref
- >>3890 SE Jan24 70.0 Puts $32.15 (CboeTheo=32.51) BID BOX 14:47:40.284 BZX 56 x $31.70 - $32.95 x 107 BZX SPREAD/FLOOR - OPENING Vega=$0 SE=37.48 Ref
- >>2860 SE Jan24 60.0 Puts $22.45 (CboeTheo=22.51) BID BOX 14:47:40.284 MIAX 9 x $22.45 - $22.55 x 4 NOM SPREAD/FLOOR - OPENING Vega=$0 SE=37.48 Ref
- >>2370 PFE Jan24 40.0 Puts $9.60 (CboeTheo=9.70) BID BOX 14:47:47.005 NOM 80 x $9.60 - $9.70 x 1 NOM SPREAD/FLOOR - OPENING Vega=$0 PFE=30.30 Ref
- >>2370 PFE Jan24 38.0 Puts $7.80 (CboeTheo=7.70) ASK BOX 14:47:47.005 IV=43.9% +15.8 NOM 80 x $7.60 - $7.80 x 80 NOM SPREAD/FLOOR - OPENING Vega=$4638 PFE=30.30 Ref
- >>5700 SCHW Jan24 75.0 Puts $19.30 (CboeTheo=19.38) BID BOX 14:47:57.839 MPRL 19 x $19.30 - $19.40 x 2 CBOE SPREAD/FLOOR - OPENING Vega=$0 SCHW=55.62 Ref
- >>5700 SCHW Jan24 70.0 Puts $14.30 (CboeTheo=14.38) BID BOX 14:47:57.839 NOM 14 x $14.30 - $14.45 x 17 BZX SPREAD/FLOOR - OPENING Vega=$0 SCHW=55.62 Ref
- >>6500 JNJ Jan24 170 Puts $19.20 (CboeTheo=19.29) BID BOX 14:48:04.307 ARCA 16 x $19.20 - $19.35 x 9 BZX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.71 Ref
- >>6500 JNJ Jan24 165 Puts $14.20 (CboeTheo=14.29) BID BOX 14:48:04.307 ARCA 31 x $14.20 - $14.35 x 23 BOX SPREAD/FLOOR - OPENING Vega=$0 JNJ=150.71 Ref
- >>5960 CVX Jan24 170 Puts $26.40 (CboeTheo=26.36) ASK BOX 14:48:09.630 IV=29.0% +7.7 BZX 18 x $26.25 - $26.40 x 6 NOM SPREAD/FLOOR - OPENING Vega=$25k CVX=143.64 Ref
- >>2200 CVX Jan24 165 Puts $21.36 (CboeTheo=21.36) ASK BOX 14:48:09.630 MPRL 19 x $21.25 - $21.45 x 30 PHLX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.64 Ref
- >>2510 CVX Jan24 175 Puts $31.45 (CboeTheo=31.36) ASK BOX 14:48:09.630 IV=34.0% +11.2 EDGX 14 x $31.25 - $31.45 x 17 EDGX SPREAD/FLOOR - OPENING Vega=$13k CVX=143.64 Ref
- >>3490 TSLA Jan24 416.67 Puts $183.39 (CboeTheo=184.64) BID BOX 14:48:16.286 NOM 25 x $182.30 - $186.95 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=232.03 Ref
- >>3960 TSLA Jan24 416.67 Puts $183.40 (CboeTheo=184.64) BID BOX 14:48:16.286 NOM 25 x $182.30 - $186.95 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=232.03 Ref
- >>7450 TSLA Jan24 450 Puts $215.40 (CboeTheo=217.97) BID BOX 14:48:16.286 BZX 29 x $215.40 - $218.90 x 52 BXO SPREAD/FLOOR - OPENING Vega=$0 TSLA=232.03 Ref
- >>2720 TSLA Jan24 366.67 Puts $137.00 (CboeTheo=134.64) ASK BOX 14:48:16.286 IV=85.5% +33.7 NOM 25 x $132.15 - $137.00 x 25 NOM SPREAD/FLOOR - OPENING Vega=$46k TSLA=232.03 Ref
- >>2720 TSLA Jan24 400 Puts $166.70 (CboeTheo=167.97) BID BOX 14:48:16.286 ARCA 25 x $166.70 - $169.30 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=232.03 Ref
- SPLIT TICKET:
>>2100 SPXW Nov23 27th 4510 Puts $3.47 (CboeTheo=3.48) ASK [CBOE] 14:50:02.342 IV=7.7% -1.2 CBOE 113 x $3.40 - $3.50 x 32 CBOE LATE - OPENING Vega=$289k SPX=4550.89 Fwd - SPLIT TICKET:
>>2100 SPXW Nov23 30th 4510 Puts $9.52 (CboeTheo=9.67) BID [CBOE] 14:50:02.416 IV=9.4% -0.7 CBOE 16 x $9.50 - $9.70 x 82 CBOE LATE - OPENING Vega=$460k SPX=4552.23 Fwd - >>3500 CSCO Dec23 55.0 Puts $6.85 (CboeTheo=6.86) MID PHLX 14:52:17.714 PHLX 112 x $6.80 - $6.90 x 100 MPRL FLOOR - OPENING Vega=$0 CSCO=48.15 Ref
- >>4500 CSCO Dec23 52.5 Puts $4.35 (CboeTheo=4.36) MID PHLX 14:52:17.714 PHLX 60 x $4.30 - $4.40 x 92 MPRL FLOOR - OPENING Vega=$0 CSCO=48.15 Ref
- >>2400 CVX Jan24 170 Puts $26.15 (CboeTheo=26.21) BID PHLX 14:52:18.624 EDGX 23 x $26.10 - $26.25 x 6 NOM FLOOR - OPENING Vega=$0 CVX=143.78 Ref
- >>2500 ENPH Jan24 180 Puts $79.50 (CboeTheo=79.48) MID PHLX 14:52:23.281 IV=77.9% +15.6 EDGX 5 x $78.90 - $80.10 x 36 MPRL FLOOR - OPENING Vega=$2786 ENPH=100.52 Ref
- >>2200 AMZN Dec23 1st 146 Calls $2.71 (CboeTheo=2.69) MID CBOE 14:52:25.464 IV=25.8% -0.7 NOM 8 x $2.69 - $2.73 x 38 BOX COB/AUCTION 52WeekHigh Vega=$20k AMZN=146.47 Ref
- >>2500 PYPL Jan24 75.0 Puts $18.65 (CboeTheo=18.67) BID PHLX 14:52:37.153 CBOE 84 x $18.60 - $18.75 x 91 MIAX FLOOR - OPENING Vega=$0 PYPL=56.33 Ref
- >>3000 SCHW Jan24 75.0 Puts $19.35 (CboeTheo=19.34) MID PHLX 14:52:40.596 IV=44.1% +9.5 BXO 3 x $19.30 - $19.40 x 25 BZX FLOOR - OPENING Vega=$2165 SCHW=55.66 Ref
- >>2500 SCHW Jan24 72.5 Puts $16.85 (CboeTheo=16.84) MID PHLX 14:52:40.596 IV=40.0% +8.5 BZX 21 x $16.80 - $16.90 x 24 BZX FLOOR - OPENING Vega=$1917 SCHW=55.66 Ref
- >>2400 SE Jan24 70.0 Puts $32.85 (CboeTheo=32.51) ASK PHLX 14:52:41.596 IV=106.1% +36.7 PHLX 10 x $31.30 - $33.75 x 15 NOM FLOOR Vega=$5694 SE=37.49 Ref
- >>5130 TSLA Jan24 450 Puts $217.10 (CboeTheo=217.68) BID PHLX 14:52:47.067 ARCA 25 x $215.40 - $218.90 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=232.32 Ref
- >>5450 TSLA Jan24 416.67 Puts $184.10 (CboeTheo=184.35) BID PHLX 14:52:47.067 ARCA 25 x $182.30 - $186.95 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=232.32 Ref
- SPLIT TICKET:
>>5200 TSLA Jan24 450 Puts $217.099 (CboeTheo=217.68) BID [PHLX] 14:52:47.067 ARCA 25 x $215.40 - $218.90 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=232.32 Ref - >>12000 WFC Jan24 55.0 Puts $12.35 (CboeTheo=12.38) BID PHLX 14:53:04.343 PHLX 279 x $12.30 - $12.45 x 81 EDGX SPREAD/FLOOR Vega=$0 WFC=42.62 Ref
- >>12000 WFC Jan24 57.5 Puts $14.85 (CboeTheo=14.88) BID PHLX 14:53:04.343 BZX 11 x $14.80 - $14.95 x 80 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=42.62 Ref
- >>2000 ZM Jan24 140 Puts $75.85 (CboeTheo=76.08) BID PHLX 14:53:13.452 BZX 53 x $75.30 - $77.25 x 50 ARCA SPREAD/FLOOR - OPENING Vega=$0 ZM=63.91 Ref
- >>2000 ZM Jan24 130 Puts $65.85 (CboeTheo=66.08) ASK PHLX 14:53:13.452 BZX 64 x $65.15 - $66.35 x 53 BZX SPREAD/FLOOR Vega=$0 ZM=63.91 Ref
- >>2500 STEM Jan24 2.5 Calls $0.46 (CboeTheo=0.44) ASK AMEX 14:54:46.224 IV=92.5% +7.9 PHLX 1783 x $0.40 - $0.50 x 1934 PHLX SPREAD/CROSS - OPENING SSR Vega=$986 STEM=2.65 Ref
- >>2500 STEM Jan24 2.5 Puts $0.26 (CboeTheo=0.28) BID AMEX 14:54:46.224 IV=82.2% -2.3 PHLX 1570 x $0.25 - $0.30 x 10 ISE SPREAD/CROSS - OPENING SSR Vega=$987 STEM=2.65 Ref
- SWEEP DETECTED:
>>2261 COIN Nov23 24th 111 Calls $0.979 (CboeTheo=1.06) Below Bid! [MULTI] 14:54:45.749 IV=50.0% -16.3 EDGX 175 x $1.07 - $1.16 x 28 BXO OPENING Vega=$7113 COIN=109.65 Ref - >>2200 MS Jan24 95.0 Puts $16.60 (CboeTheo=16.58) ASK PHLX 14:54:48.809 IV=31.7% +6.6 CBOE 35 x $16.50 - $16.65 x 38 EDGX FLOOR - OPENING Vega=$4207 MS=78.42 Ref
- SPLIT TICKET:
>>2250 MS Jan24 95.0 Puts $16.599 (CboeTheo=16.58) ASK [PHLX] 14:54:48.809 IV=31.7% +6.6 CBOE 35 x $16.50 - $16.65 x 38 EDGX FLOOR - OPENING Vega=$4302 MS=78.42 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 921 UWMC May24 6.0 Calls $0.50 (CboeTheo=0.43) ASK [MULTI] 14:55:07.791 IV=51.2% +4.6 PHLX 645 x $0.35 - $0.50 x 415 PHLX
Delta=44%, EST. IMPACT = 40k Shares ($223k) To Buy UWMC=5.55 Ref - SWEEP DETECTED:
>>3658 AAPL Nov23 24th 185 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 14:56:58.119 IV=24.1% +3.0 EDGX 783 x $0.03 - $0.04 x 884 EMLD Vega=$3824 AAPL=191.34 Ref - >>9700 TSLA Jan24 450 Puts $216.90 (CboeTheo=217.14) ASK PHLX 14:57:16.063 BZX 12 x $215.40 - $218.25 x 2 BZX FLOOR - OPENING Vega=$0 TSLA=232.86 Ref
- >>6000 TSLA Jan24 416.67 Puts $183.65 (CboeTheo=183.81) BID PHLX 14:57:16.063 BZX 21 x $182.30 - $186.15 x 4 BZX FLOOR - OPENING Vega=$0 TSLA=232.86 Ref
- >>2500 TSLA Jan24 400 Puts $166.75 (CboeTheo=167.14) BID PHLX 14:57:16.064 EDGX 1 x $165.45 - $169.30 x 17 BZX FLOOR - OPENING Vega=$0 TSLA=232.86 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $216.899 (CboeTheo=217.14) ASK [PHLX] 14:57:16.063 BZX 12 x $215.40 - $218.25 x 2 BZX FLOOR - OPENING Vega=$0 TSLA=232.86 Ref - SWEEP DETECTED:
>>4700 SOFI Nov23 24th 7.0 Calls $0.03 (CboeTheo=0.07) BID [MULTI] 14:57:58.249 IV=32.7% -16.9 EMLD 5155 x $0.03 - $0.04 x 4024 C2 Vega=$835 SOFI=6.91 Ref - SWEEP DETECTED:
>>2942 GOOGL Nov23 24th 141 Calls $0.03 (CboeTheo=0.04) ASK [MULTI] 14:59:54.077 IV=14.7% -6.0 EMLD 1525 x $0.02 - $0.03 x 875 EMLD OPENING Vega=$3330 GOOGL=138.40 Ref - SWEEP DETECTED:
>>7217 AAPL Nov23 24th 170 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 15:01:16.631 IV=59.7% +8.9 BZX 0 x $0.00 - $0.01 x 6009 C2 Vega=$1237 AAPL=191.35 Ref - >>1999 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:01:47.084 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 1001 CBOE Vega=$6618 SPX=4586.72 Fwd
- >>1000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:01:52.267 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 1 CBOE Vega=$3311 SPX=4586.71 Fwd
- >>1000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:02:37.753 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 4002 CBOE Vega=$3312 SPX=4587.37 Fwd
- >>1000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:02:37.753 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 4002 CBOE Vega=$3312 SPX=4587.37 Fwd
- SPLIT TICKET:
>>2000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK [CBOE] 15:02:37.753 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 4002 CBOE Vega=$6624 SPX=4587.37 Fwd - >>1000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:02:43.090 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 2002 CBOE Vega=$3311 SPX=4586.96 Fwd
- >>1000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK CBOE 15:02:43.090 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 2002 CBOE Vega=$3311 SPX=4586.96 Fwd
- SPLIT TICKET:
>>2000 SPX Jan24 6600 Calls $0.05 (CboeTheo=0.01) ASK [CBOE] 15:02:43.090 IV=27.1% +2.0 CBOE 0 x $0.00 - $0.05 x 2002 CBOE Vega=$6623 SPX=4586.96 Fwd - SPLIT TICKET:
>>1350 SPXW Nov23 29th 4550 Puts $18.50 (CboeTheo=17.08) Above Ask! [CBOE] 15:02:51.755 IV=8.7% -0.7 CBOE 9 x $17.00 - $17.20 x 59 CBOE LATE - OPENING Vega=$338k SPX=4557.24 Fwd - SPLIT TICKET:
>>1350 SPXW Nov23 24th 4550 Puts $7.35 (CboeTheo=5.92) Above Ask! [CBOE] 15:02:51.755 IV=7.4% -2.3 CBOE 127 x $5.70 - $5.90 x 27 CBOE LATE Vega=$179k SPX=4555.98 Fwd - SPLIT TICKET:
>>2025 SPXW Nov23 30th 4450 Puts $2.70 (CboeTheo=2.44) Above Ask! [CBOE] 15:02:51.755 IV=11.4% +0.2 CBOE 155 x $2.40 - $2.50 x 309 CBOE LATE Vega=$215k SPX=4557.90 Fwd - SWEEP DETECTED:
>>2199 AMZN Nov23 24th 150 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 15:04:57.557 IV=18.9% -5.6 C2 1336 x $0.05 - $0.06 x 891 C2 ISO 52WeekHigh Vega=$3308 AMZN=146.80 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 887 CHEF Dec24 35.0 Calls $2.55 (CboeTheo=2.48) BID [MULTI] 15:07:23.502 IV=43.7% +0.7 AMEX 162 x $2.55 - $2.95 x 1 MIAX OPENING
Delta=39%, EST. IMPACT = 34k Shares ($904k) To Sell CHEF=26.47 Ref - >>15000 CHPT Dec23 1st 2.5 Puts $0.57 (CboeTheo=0.56) MID AMEX 15:10:17.483 IV=145.2% +11.7 ARCA 2 x $0.55 - $0.58 x 12 BOX CROSS 52WeekLow Vega=$1196 CHPT=1.96 Ref
- >>1068 SPX Feb24 3400 Puts $4.72 (CboeTheo=4.57) ASK CBOE 15:11:15.566 IV=31.0% +0.4 CBOE 825 x $4.60 - $4.80 x 884 CBOE LATE Vega=$112k SPX=4601.81 Fwd
- >>1068 SPX Feb24 4160 Puts $22.22 (CboeTheo=22.25) BID CBOE 15:11:15.548 IV=17.8% +0.2 CBOE 1397 x $22.10 - $22.50 x 1272 CBOE LATE Vega=$467k SPX=4601.81 Fwd
- SPLIT TICKET:
>>2671 SPX Feb24 4160 Puts $22.22 (CboeTheo=22.25) BID [CBOE] 15:11:15.548 IV=17.8% +0.2 CBOE 1397 x $22.10 - $22.50 x 1272 CBOE LATE Vega=$1.17m SPX=4601.81 Fwd - SPLIT TICKET:
>>2671 SPX Feb24 3400 Puts $4.72 (CboeTheo=4.57) Above Ask! [CBOE] 15:11:15.548 IV=31.0% +0.4 CBOE 825 x $4.60 - $4.70 x 221 CBOE LATE Vega=$281k SPX=4601.81 Fwd - >>3000 WFC Jan24 42.5 Puts $1.38 (CboeTheo=1.38) MID AMEX 15:14:13.309 IV=23.9% -0.1 C2 419 x $1.37 - $1.39 x 411 C2 SPREAD/CROSS Vega=$20k WFC=42.65 Ref
- >>3000 WFC Jan24 42.5 Calls $1.90 (CboeTheo=1.90) MID AMEX 15:14:13.309 IV=23.9% -0.1 MPRL 14 x $1.89 - $1.91 x 54 C2 SPREAD/CROSS Vega=$20k WFC=42.65 Ref
- >>2200 CHPT Jan24 10.0 Puts $8.05 (CboeTheo=8.04) ASK PHLX 15:14:22.181 IV=212.7% +26.9 MIAX 111 x $7.95 - $8.10 x 74 NOM FLOOR 52WeekLow Vega=$174 CHPT=1.96 Ref
- >>3000 TSLA Nov23 24th 225 Puts $0.35 (CboeTheo=0.35) ASK AMEX 15:14:31.457 IV=36.8% -8.9 EMLD 389 x $0.34 - $0.35 x 211 C2 CROSS Vega=$10k TSLA=232.55 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 510 RY Dec23 85.0 Calls $2.90 (CboeTheo=2.87) BID [MULTI] 15:15:27.522 IV=18.0% -1.5 PHLX 100 x $2.90 - $3.20 x 118 CBOE OPENING
Delta=72%, EST. IMPACT = 37k Shares ($3.20m) To Sell RY=87.02 Ref - SPLIT TICKET:
>>2200 SPXW Nov23 24th 4530 Puts $2.00 (CboeTheo=1.86) Above Ask! [CBOE] 15:15:32.674 IV=7.6% -2.4 CBOE 30 x $1.90 - $1.95 x 98 CBOE LATE - OPENING Vega=$185k SPX=4556.59 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 2000 BYND Nov23 24th 6.5 Puts $0.11 (CboeTheo=0.10) ASK [MULTI] 15:17:05.844 IV=63.2% -11.6 C2 66 x $0.08 - $0.11 x 599 C2 OPENING
Delta=-45%, EST. IMPACT = 91k Shares ($594k) To Sell BYND=6.54 Ref - >>12894 VIX Feb24 14th 19.0 Calls $1.80 (CboeTheo=1.79) MID CBOE 15:18:08.159 IV=81.0% +0.7 CBOE 4496 x $1.77 - $1.82 x 5357 CBOE FLOOR Vega=$41k VIX=16.88 Fwd
- SWEEP DETECTED:
>>2115 PFE Dec23 34.0 Calls $0.06 (CboeTheo=0.06) ASK [MULTI] 15:23:07.113 IV=28.4% +0.6 EMLD 1644 x $0.05 - $0.06 x 800 EMLD ISO Vega=$2139 PFE=30.34 Ref - >>2870 WYNN Jan24 110 Puts $22.45 (CboeTheo=22.52) ASK PHLX 15:24:11.768 EDGX 8 x $22.10 - $22.60 x 5 EDGX FLOOR - OPENING Vega=$0 WYNN=87.48 Ref
- >>2170 WYNN Jan24 105 Puts $17.60 (CboeTheo=17.52) MID PHLX 15:24:11.768 IV=32.5% +3.6 CBOE 1 x $17.45 - $17.75 x 7 EDGX FLOOR - OPENING Vega=$8109 WYNN=87.48 Ref
- SPLIT TICKET:
>>2163 GRPN Jan24 5th 11.5 Calls $0.585 (CboeTheo=0.63) ASK [BOX] 15:24:28.478 IV=74.2% BXO 77 x $0.55 - $0.60 x 163 GEMX FLOOR - OPENING Vega=$2918 GRPN=10.29 Ref - >>Unusual Volume DFS - 3x market weighted volume: 8975 = 11.1k projected vs 3652 adv, 93% puts, 15% of OI [DFS 86.45 +0.51 Ref, IV=24.6% -1.0]
- SWEEP DETECTED:
>>2500 PBR Nov23 24th 15.5 Calls $0.09 (CboeTheo=0.06) ASK [MULTI] 15:28:14.864 IV=37.2% -0.8 ARCA 2157 x $0.08 - $0.09 x 196 AMEX OPENING Vega=$1037 PBR=15.30 Ref - >>Unusual Volume UWMC - 3x market weighted volume: 5847 = 7176 projected vs 2315 adv, 77% puts, 6% of OI [UWMC 5.55 -0.07 Ref, IV=38.6% -8.5]
- SWEEP DETECTED:
>>3008 AMZN Nov23 24th 146 Puts $0.45 (CboeTheo=0.47) Below Bid! [MULTI] 15:29:53.643 IV=17.4% -5.6 EDGX 77 x $0.47 - $0.48 x 76 C2 ISO - OPENING 52WeekHigh Vega=$12k AMZN=146.66 Ref - SWEEP DETECTED:
>>2581 IBM Nov23 24th 155 Puts $0.25 (CboeTheo=0.24) ASK [MULTI] 15:30:15.567 IV=8.2% -2.8 EMLD 118 x $0.19 - $0.25 x 374 CBOE OPENING 52WeekHigh Vega=$11k IBM=155.31 Ref - SWEEP DETECTED:
>>2490 NIO Dec23 29th 8.5 Calls $0.27 (CboeTheo=0.27) ASK [MULTI] 15:35:06.987 IV=64.5% -0.0 BZX 44 x $0.26 - $0.27 x 1905 EMLD OPENING Vega=$2081 NIO=7.46 Ref - SWEEP DETECTED:
>>2015 PBR Nov23 24th 15.5 Calls $0.09 (CboeTheo=0.06) ASK [MULTI] 15:35:13.691 IV=37.9% -0.1 CBOE 1179 x $0.04 - $0.09 x 25 BZX OPENING Vega=$830 PBR=15.29 Ref - >>Unusual Volume PLCE - 3x market weighted volume: 5016 = 6066 projected vs 1866 adv, 67% calls, 13% of OI [PLCE 20.30 +0.98 Ref, IV=70.8% -2.0]
- SWEEP DETECTED:
>>2000 FCEL Dec23 29th 1.5 Calls $0.06 (CboeTheo=0.05) ASK [MULTI] 15:37:11.923 IV=109.5% +11.5 EMLD 634 x $0.03 - $0.06 x 3457 EMLD OPENING Vega=$249 FCEL=1.15 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 608 RDW Dec23 1st 2.5 Puts $0.05 (CboeTheo=0.10) ASK [MULTI] 15:38:58.241 IV=39.5% -32.1 C2 0 x $0.00 - $0.05 x 500 ARCA
Delta=-42%, EST. IMPACT = 26k Shares ($65k) To Sell RDW=2.52 Ref - >>2000 SPXW Nov23 27th 3900 Puts $0.10 (CboeTheo=0.10) BID CBOE 15:43:34.529 IV=45.3% +3.8 CBOE 2054 x $0.10 - $0.15 x 1058 CBOE OPENING Vega=$5558 SPX=4558.91 Fwd
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 UWMC Feb24 6.0 Puts $0.90 (CboeTheo=0.89) ASK [MULTI] 15:44:31.040 IV=49.1% +0.1 ARCA 50 x $0.80 - $0.90 x 385 PHLX
Delta=-62%, EST. IMPACT = 62k Shares ($342k) To Sell UWMC=5.55 Ref - >>2480 JNJ Jan24 165 Puts $14.25 (CboeTheo=14.19) ASK PHLX 15:47:35.719 IV=18.4% +3.6 BZX 8 x $14.10 - $14.25 x 10 NOM FLOOR - OPENING Vega=$18k JNJ=150.81 Ref
- >>5000 NKLA Jan24 1.0 Puts $0.21 (CboeTheo=0.22) MID AMEX 15:48:41.895 IV=115.0% -4.0 BZX 205 x $0.20 - $0.22 x 10 BOX FLOOR Vega=$733 NKLA=0.94 Ref
- >>3568 AMZN Nov23 24th 146 Puts $0.50 (CboeTheo=0.52) ASK ARCA 15:50:01.334 IV=16.8% -6.2 BZX 44 x $0.49 - $0.50 x 3593 ARCA OPENING 52WeekHigh Vega=$15k AMZN=146.49 Ref
- SWEEP DETECTED:
>>4225 AMZN Nov23 24th 146 Puts $0.50 (CboeTheo=0.51) ASK [MULTI] 15:50:01.332 IV=16.8% -6.2 PHLX 40 x $0.49 - $0.50 x 3825 ARCA OPENING 52WeekHigh Vega=$18k AMZN=146.50 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 750 BAND Feb24 15.0 Calls $0.25 (CboeTheo=0.32) BID [MULTI] 15:50:56.154 IV=51.1% -6.0 BOX 1768 x $0.25 - $0.65 x 57 PHLX
Delta=18%, EST. IMPACT = 14k Shares ($157k) To Sell BAND=11.39 Ref - >>2250 TSLA Jan24 333.33 Puts $98.80 (CboeTheo=99.46) Below Bid! PHLX 15:51:24.329 BZX 14 x $99.05 - $99.85 x 52 BZX SPREAD/FLOOR - OPENING Vega=$0 TSLA=233.87 Ref
- SWEEP DETECTED:
>>2063 MARA Nov23 24th 10.0 Puts $0.02 (CboeTheo=0.04) ASK [MULTI] 15:51:34.271 IV=79.1% +4.1 EMLD 230 x $0.01 - $0.02 x 310 C2 Vega=$226 MARA=10.90 Ref - SPLIT TICKET:
>>1500 VIX Dec23 20th 27.0 Calls $0.19 (CboeTheo=0.18) ASK [CBOE] 15:53:30.947 IV=142.5% +2.8 CBOE 26k x $0.16 - $0.19 x 2439 CBOE Vega=$940 VIX=14.57 Fwd - >>2738 MARA Dec23 1st 10.5 Puts $0.41 (CboeTheo=0.41) BID MRX 15:54:53.792 IV=89.9% -7.2 C2 1710 x $0.41 - $0.43 x 352 C2 OPENING Vega=$1761 MARA=10.94 Ref
- SWEEP DETECTED:
>>3000 MARA Dec23 1st 10.5 Puts $0.41 (CboeTheo=0.41) BID [MULTI] 15:54:53.792 IV=89.9% -7.2 C2 1710 x $0.41 - $0.43 x 352 C2 OPENING Vega=$1929 MARA=10.94 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 771 RDW Dec23 1st 2.5 Puts $0.05 (CboeTheo=0.12) BID [MULTI] 15:55:26.891 IV=26.2% -45.4 BZX 299 x $0.05 - $0.10 x 10 ARCA
Delta=-55%, EST. IMPACT = 43k Shares ($106k) To Buy RDW=2.49 Ref - SWEEP DETECTED:
>>2765 AAL Feb24 15.0 Puts $2.75 (CboeTheo=2.78) BID [MULTI] 15:57:04.179 IV=33.2% -2.1 BXO 15 x $2.75 - $2.82 x 56 BOX ISO Vega=$2427 AAL=12.28 Ref - >>1116 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID CBOE 15:58:07.595 IV=112.6% +1.1 CBOE 9820 x $0.42 - $0.45 x 17k CBOE Vega=$1233 VIX=14.58 Fwd
- SPLIT TICKET:
>>3000 VIX Dec23 20th 20.0 Calls $0.42 (CboeTheo=0.43) BID [CBOE] 15:58:07.595 IV=112.6% +1.1 CBOE 9820 x $0.42 - $0.45 x 17k CBOE Vega=$3314 VIX=14.58 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 512 OPFI Apr24 5.0 Calls $0.10 (CboeTheo=0.14) BID [MULTI] 15:58:20.804 IV=52.4% -4.2 AMEX 123 x $0.10 - $0.20 x 1 ISE ISO
Delta=18%, EST. IMPACT = 9288 Shares ($33k) To Sell OPFI=3.56 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 APT Feb24 5.0 Calls $0.20 (CboeTheo=0.16) BID [MULTI] 15:59:14.595 IV=35.2% +5.2 AMEX 200 x $0.20 - $0.25 x 209 PHLX
Delta=39%, EST. IMPACT = 20k Shares ($91k) To Sell APT=4.68 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 902 GTHX Jan24 2.5 Calls $0.15 (CboeTheo=0.15) BID [MULTI] 15:59:23.826 IV=145.8% +8.8 ARCA 100 x $0.15 - $0.20 x 11 BXO
Delta=32%, EST. IMPACT = 29k Shares ($48k) To Sell GTHX=1.66 Ref - >>4000 SPXW Nov23 30th 4100 Puts $0.35 (CboeTheo=0.30) ASK CBOE 16:04:51.058 IV=28.6% +1.6 CBOE 70 x $0.30 - $0.35 x 536 CBOE FLOOR Vega=$49k SPX=4558.02 Fwd
- SPLIT TICKET:
>>1000 SPXW Nov23 22nd 4540 Puts $0.45 Above Ask! [CBOE] 16:10:29.615 CBOE 0 x $0.00 - $0.05 x 724 CBOE LATE Vega=$0 SPX=4555.17 Fwd - >>1000 SPXW Nov23 24th 4000 Puts $0.05 (CboeTheo=0.05) MID CBOE 16:22:49.676 IV=57.5% +9.3 CBOE 0 x $0.00 - $0.10 x 542 CBOE EXTEND Vega=$1165 SPX=4556.43 Fwd