OPTION FLOW 12/11/23

byFRANKTRADEZ •
0

 

  1. SPLIT TICKET:
    >>2000 SPX Jan24 4400 Puts $13.70 (CboeTheo=13.50)  ASK  [CBOE] 14:27:26.229 IV=14.6% +0.4 CBOE 2464 x $13.40 - $13.70 x 2064 CBOE  LATE  Vega=$640k SPX=4645.12 Fwd
  2. SWEEP DETECTED:
    >>2421 AAPL Dec23 29th 205 Calls $0.18 (CboeTheo=0.18)  BID  [MULTI] 14:31:20.914 IV=16.6% +2.1 EMLD 495 x $0.18 - $0.19 x 838 C2  ISO  Vega=$13k AAPL=192.81 Ref
  3. >>2485 EDR Dec23 22.5 Puts $0.25 (CboeTheo=0.28)  BID  BOX 14:32:09.773 IV=36.9% -8.8 GEMX 10 x $0.25 - $0.35 x 158 AMEX  SPREAD/FLOOR  Vega=$2294 EDR=22.80 Ref
  4. >>2485 EDR Jan24 24.0 Calls $0.45 (CboeTheo=0.53)  BID  BOX 14:32:09.773 IV=29.1% -2.3 BOX 132 x $0.45 - $0.55 x 87 PHLX  SPREAD/FLOOR - OPENING  Vega=$6749 EDR=22.80 Ref
  5. >>2485 EDR Mar24 22.0 Puts $1.25 (CboeTheo=1.18)  ASK  BOX 14:32:09.773 IV=38.9% +5.6 PHLX 485 x $1.00 - $1.40 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$11k EDR=22.80 Ref
  6. >>2485 EDR Mar24 19.0 Puts $0.35 (CboeTheo=0.50)  BID  BOX 14:32:09.773 IV=39.4% -3.0 PHLX 205 x $0.35 - $0.55 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$6464 EDR=22.80 Ref
  7. >>Unusual Volume HPQ - 3x market weighted volume: 25.8k = 34.2k projected vs 11.3k adv, 76% calls, 11% of OI  ExDiv  [HPQ 30.43 +0.96 Ref, IV=19.6% +0.8]
  8. >>4000 XOM Jan24 115 Puts $15.55 (CboeTheo=15.53)  ASK  PHLX 14:32:55.301 IV=29.1% +4.9 BZX 16 x $15.45 - $15.60 x 22 BZX  FLOOR - OPENING  Vega=$9152 XOM=99.47 Ref
  9. >>2700 XOM Dec23 115 Puts $15.50 (CboeTheo=15.53)  BID  PHLX 14:32:55.301 BOX 23 x $15.45 - $15.60 x 26 BOX  FLOOR - OPENING  Vega=$0 XOM=99.47 Ref
  10. >>3100 JD Jan24 35.0 Puts $9.35 (CboeTheo=9.36)  MID  PHLX 14:33:02.697 BZX 22 x $9.30 - $9.40 x 19 BZX  FLOOR  Vega=$0 JD=25.64 Ref
  11. >>2040 JD Jan24 60.0 Puts $34.35 (CboeTheo=34.35)  MID  PHLX 14:33:02.697 EDGX 5 x $34.30 - $34.40 x 5 EDGX  FLOOR - OPENING  Vega=$0 JD=25.64 Ref
  12. >>2900 WYNN Jan24 110 Puts $24.05 (CboeTheo=24.08)  BID  PHLX 14:33:03.775 BZX 12 x $24.00 - $24.15 x 5 AMEX  FLOOR - OPENING  Vega=$0 WYNN=85.92 Ref
  13. >>3600 WYNN Jan24 105 Puts $19.05 (CboeTheo=19.08)  BID  PHLX 14:33:03.775 BZX 13 x $19.00 - $19.15 x 4 EDGX  FLOOR - OPENING  Vega=$0 WYNN=85.92 Ref
  14. SPLIT TICKET:
    >>2100 JD Jan24 60.0 Puts $34.349 (CboeTheo=34.35)  MID  [PHLX] 14:33:02.697 EDGX 5 x $34.30 - $34.40 x 5 EDGX  FLOOR - OPENING  Vega=$0 JD=25.64 Ref
  15. >>7020 TSLA Jan24 450 Puts $210.20 (CboeTheo=209.59)  BID  PHLX 14:33:16.152 IV=108.4% +44.7 BZX 27 x $208.80 - $211.90 x 25 NOM  FLOOR - OPENING  Vega=$48k TSLA=240.41 Ref
  16. >>6700 TSLA Jan24 416.67 Puts $176.95 (CboeTheo=176.26)  BID  PHLX 14:33:16.153 IV=98.7% +38.8 NOM 25 x $175.30 - $178.65 x 25 NOM  FLOOR - OPENING  Vega=$51k TSLA=240.41 Ref
  17. >>2500 TSLA Jan24 400 Puts $160.60 (CboeTheo=159.59)  ASK  PHLX 14:33:16.153 IV=96.6% +38.8 BZX 27 x $158.50 - $162.30 x 56 BZX  FLOOR - OPENING  Vega=$23k TSLA=240.41 Ref
  18. >>2500 TSLA Jan24 366.67 Puts $127.00 (CboeTheo=126.26)  BID  PHLX 14:33:16.153 IV=80.6% +27.2 ARCA 25 x $125.30 - $128.85 x 25 ARCA  FLOOR - OPENING  Vega=$22k TSLA=240.41 Ref
  19. >>2400 FSLR Dec23 300 Puts $154.55 (CboeTheo=154.45)  ASK  PHLX 14:33:17.287 IV=290.0% +126.3 BOX 10 x $153.85 - $155.20 x 1 BZX  FLOOR - OPENING  Vega=$1089 FSLR=145.55 Ref
  20. >>4300 FSLR Dec23 200 Puts $54.45 (CboeTheo=54.45)  MID  PHLX 14:33:17.287 IV=117.1% +27.9 BOX 10 x $53.80 - $55.10 x 10 BOX  FLOOR - OPENING  Vega=$255 FSLR=145.55 Ref
  21. >>9100 FSLR Dec23 195 Puts $49.60 (CboeTheo=49.45)  ASK  PHLX 14:33:17.287 IV=140.8% +56.8 BZX 38 x $48.70 - $50.25 x 38 BZX  FLOOR - OPENING  Vega=$8642 FSLR=145.55 Ref
  22. SPLIT TICKET:
    >>1005 SPX Dec23 4495 Puts $1.65 (CboeTheo=1.59)  ASK  [CBOE] 14:33:15.376 IV=16.8% +3.3 CBOE 738 x $1.55 - $1.65 x 1188 CBOE Vega=$53k SPX=4622.61 Fwd
  23. SPLIT TICKET:
    >>7100 TSLA Jan24 450 Puts $210.199 (CboeTheo=209.59)  BID  [PHLX] 14:33:16.152 IV=108.4% +44.7 BZX 27 x $208.80 - $211.90 x 25 NOM  FLOOR - OPENING  Vega=$48k TSLA=240.41 Ref
  24. SPLIT TICKET:
    >>3100 FSLR Dec23 300 Puts $154.561 (CboeTheo=154.45)  ASK  [PHLX] 14:33:17.287 IV=290.0% +126.3 BOX 10 x $153.85 - $155.20 x 1 BZX  FLOOR - OPENING  Vega=$1407 FSLR=145.55 Ref
  25. >>3600 ENPH Jan24 180 Puts $76.60 (CboeTheo=76.55)  ASK  PHLX 14:33:24.623 IV=88.1% +17.2 BZX 49 x $75.70 - $77.10 x 5 EDGX  FLOOR - OPENING  Vega=$5145 ENPH=103.45 Ref
  26. >>3200 ENPH Jan24 170 Puts $66.65 (CboeTheo=66.55)  ASK  PHLX 14:33:24.623 IV=83.3% +15.2 EDGX 5 x $66.15 - $67.10 x 5 EDGX  FLOOR - OPENING  Vega=$6730 ENPH=103.45 Ref
  27. >>3400 SE Jan24 180 Puts $142.35 (CboeTheo=142.09)  ASK  PHLX 14:33:26.145 IV=247.6% +113.9 ARCA 15 x $141.70 - $142.95 x 15 ARCA  FLOOR - OPENING   SSR  Vega=$4173 SE=37.91 Ref
  28. >>3600 SE Jan24 70.0 Puts $32.40 (CboeTheo=32.08)  ASK  PHLX 14:33:26.901 IV=120.0% +44.4 ARCA 15 x $31.05 - $33.00 x 19 BZX  FLOOR - OPENING   SSR  Vega=$6456 SE=37.91 Ref
  29. >>2000 PFE Jan24 40.0 Puts $11.45 (CboeTheo=11.46)  MID  PHLX 14:33:45.256 BZX 95 x $11.35 - $11.55 x 89 BZX  FLOOR - OPENING  Vega=$0 PFE=28.54 Ref
  30. >>2100 PFE Jan24 38.0 Puts $9.45 (CboeTheo=9.46)  MID  PHLX 14:33:45.256 BZX 95 x $9.35 - $9.55 x 85 BZX  FLOOR - OPENING  Vega=$0 PFE=28.54 Ref
  31. >>5900 PFE Jan24 35.0 Puts $6.45 (CboeTheo=6.46)  MID  PHLX 14:33:45.256 CBOE 138 x $6.35 - $6.55 x 131 EDGX  FLOOR  Vega=$0 PFE=28.54 Ref
  32. >>2200 CVX Jan24 170 Puts $25.55 (CboeTheo=25.54)  ASK  PHLX 14:33:46.576 IV=30.6% +7.8 BZX 13 x $25.15 - $25.65 x 19 BZX  FLOOR - OPENING  Vega=$4187 CVX=144.46 Ref
  33. >>2400 OXY Jan24 72.5 Puts $15.55 (CboeTheo=15.54)  MID  PHLX 14:33:50.693 IV=42.3% +7.6 BXO 3 x $15.50 - $15.60 x 5 AMEX  FLOOR - OPENING  Vega=$1469 OXY=56.95 Ref
  34. >>2100 MSFT Dec23 405 Puts $35.15 (CboeTheo=35.08)  BID  PHLX 14:33:54.437 IV=45.9% +21.6 BOX 10 x $34.85 - $35.60 x 1 ARCA  FLOOR - OPENING  Vega=$4613 MSFT=369.92 Ref
  35. >>2900 BABA Dec23 85.0 Puts $13.65 (CboeTheo=13.60)  ASK  PHLX 14:33:58.253 IV=89.6% +34.4 EDGX 102 x $13.55 - $13.65 x 112 EDGX  FLOOR   52WeekLow  Vega=$1588 BABA=71.41 Ref
  36. >>2000 AAPL Dec23 205 Puts $12.15 (CboeTheo=12.16)  MID  PHLX 14:34:02.011 MIAX 176 x $12.10 - $12.20 x 52 MIAX  FLOOR - OPENING  Vega=$0 AAPL=192.84 Ref
  37. >>3359 X Dec23 36.0 Calls $0.88 (CboeTheo=0.89)  BID  AMEX 14:35:00.889 IV=50.7% +2.1 MPRL 34 x $0.88 - $0.95 x 30 MPRL  SPREAD/FLOOR  Vega=$5083 X=36.19 Ref
  38. >>3359 X Dec23 40.0 Calls $0.08 (CboeTheo=0.07)  ASK  AMEX 14:35:00.889 IV=64.0% +4.2 ARCA 10 x $0.07 - $0.08 x 42 BZX  SPREAD/FLOOR  Vega=$1852 X=36.19 Ref
  39. >>3359 X Dec23 22nd 36.5 Calls $0.96 (CboeTheo=0.93)  ASK  AMEX 14:35:00.890 IV=42.8% +2.7 BZX 27 x $0.89 - $0.96 x 8 MPRL  SPREAD/FLOOR - OPENING  Vega=$8439 X=36.19 Ref
  40. SWEEP DETECTED:
    >>Bullish Delta Impact 547 EAT Jan24 37.5 Calls $4.50 (CboeTheo=4.47)  ASK  [MULTI] 14:38:13.788 IV=38.7% +3.9 CBOE 50 x $4.30 - $4.50 x 224 PHLX
    Delta=80%, EST. IMPACT = 44k Shares ($1.80m) To Buy EAT=41.16 Ref
  41. >>4500 TSLA Jan24 450 Puts $210.35 (CboeTheo=209.98)  ASK  PHLX 14:39:17.386 IV=104.6% +40.8 NOM 25 x $208.80 - $210.90 x 69 BZX  SPREAD/FLOOR - OPENING  Vega=$24k TSLA=240.02 Ref
  42. >>7500 TSLA Jan24 416.67 Puts $177.00 (CboeTheo=176.65)  ASK  PHLX 14:39:17.386 IV=93.6% +33.7 NOM 25 x $175.30 - $177.70 x 69 BZX  SPREAD/FLOOR - OPENING  Vega=$42k TSLA=240.02 Ref
  43. >>3000 TSLA Jan24 450 Puts $210.30 (CboeTheo=209.98)  ASK  PHLX 14:39:17.386 IV=103.6% +39.8 NOM 25 x $208.80 - $210.90 x 69 BZX  SPREAD/FLOOR - OPENING  Vega=$15k TSLA=240.02 Ref
  44. SWEEP DETECTED:
    >>2000 SIRI Jan24 4.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 14:39:51.813 IV=80.6% +12.4 PHLX 328 x $0.15 - $0.18 x 409 GEMX Vega=$916 SIRI=5.05 Ref
  45. SPLIT TICKET:
    >>2005 VLY Jan24 10.0 Calls $0.46 (CboeTheo=0.46)  BID  [MIAX] 14:39:57.392 IV=35.7% -0.2 PHLX 2374 x $0.45 - $0.50 x 1 NOM  AUCTION  Vega=$2597 VLY=10.06 Ref
  46. SWEEP DETECTED:
    >>Bearish Delta Impact 646 EAT Apr24 45.0 Calls $2.40 (CboeTheo=2.43)  BID  [MULTI] 14:40:15.223 IV=36.0% +0.5 MRX 186 x $2.40 - $2.60 x 144 PHLX  OPENING 
    Delta=42%, EST. IMPACT = 27k Shares ($1.12m) To Sell EAT=41.24 Ref
  47. >>7000 NRG Mar24 48.0 Calls $2.82 (CboeTheo=2.77)  ASK  AMEX 14:40:57.046 IV=27.8% +0.6 PHLX 185 x $2.75 - $2.85 x 86 CBOE  SPREAD/FLOOR - OPENING  Vega=$67k NRG=47.95 Ref
  48. >>2000 NRG Dec23 40.0 Calls $7.94 (CboeTheo=8.02)  BID  AMEX 14:40:57.046 MIAX 46 x $7.90 - $8.10 x 10 BXO  SPREAD/FLOOR  Vega=$0 NRG=47.95 Ref
  49. >>2000 NRG Dec23 40.0 Calls $7.93 (CboeTheo=8.02)  BID  AMEX 14:40:57.046 MIAX 46 x $7.90 - $8.10 x 10 BXO  SPREAD/FLOOR  Vega=$0 NRG=47.95 Ref
  50. >>Unusual Volume EOSE - 3x market weighted volume: 9907 = 12.8k projected vs 4119 adv, 97% calls, 3% of OI [EOSE 1.20 -0.02 Ref, IV=141.2% +1.3]
  51. SWEEP DETECTED:
    >>Bullish Delta Impact 879 ADTN May24 6.0 Calls $1.149 (CboeTheo=1.09)  ASK  [MULTI] 14:42:08.306 IV=58.4% +4.7 PHLX 74 x $1.05 - $1.15 x 100 PHLX  ISO - OPENING 
    Delta=65%, EST. IMPACT = 57k Shares ($356k) To Buy ADTN=6.28 Ref
  52. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  BID  CBOE 14:42:22.258 IV=143.1% +11.7 CBOE 11k x $0.05 - $0.06 x 2504 CBOE Vega=$222 VIX=12.98 Fwd
  53. SPLIT TICKET:
    >>5317 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  BID  [CBOE] 14:42:22.233 IV=143.1% +11.7 CBOE 2250 x $0.06 - $0.07 x 267 CBOE Vega=$1180 VIX=12.98 Fwd
  54. >>Market Color LMND - Bullish option flow detected in Lemonade (18.62 +0.80) with 9,253 calls trading (1.2x expected) and implied vol increasing over 4 points to 68.15%. . The Put/Call Ratio is 0.15. Earnings are expected on 02/21. [LMND 18.62 +0.80 Ref, IV=68.2% +4.2] #Bullish
  55. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:07.617 IV=143.1% +11.7 CBOE 27k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  56. >>1488 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  BID  CBOE 14:45:12.229 IV=143.1% +11.7 CBOE 2400 x $0.06 - $0.07 x 20 CBOE Vega=$330 VIX=12.97 Fwd
  57. SPLIT TICKET:
    >>2550 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:12.220 IV=143.1% +11.7 CBOE 27k x $0.05 - $0.07 x 20 CBOE Vega=$566 VIX=12.97 Fwd
  58. SPLIT TICKET:
    >>1136 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:15.207 IV=143.1% +11.7 CBOE 26k x $0.05 - $0.07 x 20 CBOE Vega=$252 VIX=12.97 Fwd
  59. SPLIT TICKET:
    >>1100 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:50.197 IV=143.1% +11.7 CBOE 25k x $0.05 - $0.07 x 20 CBOE Vega=$244 VIX=12.97 Fwd
  60. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:54.060 IV=143.1% +11.7 CBOE 24k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  61. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:45:56.636 IV=143.1% +11.7 CBOE 23k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  62. SPLIT TICKET:
    >>1100 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:46:07.396 IV=143.1% +11.7 CBOE 21k x $0.05 - $0.07 x 20 CBOE Vega=$244 VIX=12.97 Fwd
  63. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:46:10.852 IV=143.1% +11.7 CBOE 24k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  64. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  ASK  [CBOE] 14:46:26.065 IV=143.1% +11.7 CBOE 24k x $0.05 - $0.06 x 100 CBOE Vega=$222 VIX=12.97 Fwd
  65. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 14:48:22.785 IV=143.1% +11.8 CBOE 21k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  66. SPLIT TICKET:
    >>1100 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:48:22.785 IV=143.1% +11.8 CBOE 21k x $0.05 - $0.07 x 20 CBOE Vega=$244 VIX=12.97 Fwd
  67. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $10.50 (CboeTheo=10.29)  Above Ask!  [CBOE] 14:49:00.757 IV=15.6% +0.5 CBOE 2533 x $10.20 - $10.40 x 730 CBOE  LATE  Vega=$266k SPX=4644.37 Fwd
  68. SPLIT TICKET:
    >>1000 SPX Jan24 4250 Puts $6.30 (CboeTheo=6.38)  BID  [CBOE] 14:49:00.816 IV=17.4% +0.6 CBOE 3943 x $6.30 - $6.50 x 2288 CBOE  LATE  Vega=$181k SPX=4644.37 Fwd
  69. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 14:50:03.261 IV=143.1% +11.8 CBOE 13k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  70. SPLIT TICKET:
    >>1101 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:50:03.261 IV=143.1% +11.8 CBOE 13k x $0.05 - $0.07 x 20 CBOE Vega=$244 VIX=12.97 Fwd
  71. >>3709 RIOT Dec23 13.0 Calls $0.99 (CboeTheo=0.99)  BID  ISE 14:50:27.957 IV=93.0% +0.9 NOM 50 x $0.99 - $1.01 x 347 C2  SPREAD/LEGGED - OPENING   SSR  Vega=$1766 RIOT=13.74 Ref
  72. >>3709 RIOT Dec23 14.0 Calls $0.48 (CboeTheo=0.48)  ASK  ISE 14:50:27.957 IV=101.2% +23.3 C2 85 x $0.47 - $0.48 x 5 ARCA  SPREAD/LEGGED   SSR  Vega=$2137 RIOT=13.74 Ref
  73. >>2400 ORCL Dec23 123 Calls $1.05 (CboeTheo=1.09)  BID  PHLX 14:50:44.607 IV=74.5% +18.0 GEMX 303 x $1.05 - $1.09 x 25 ARCA  SPREAD/FLOOR - OPENING   Pre-Earnings  Vega=$8500 ORCL=115.06 Ref
  74. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 14:50:54.791 IV=143.1% +11.8 CBOE 8836 x $0.05 - $0.07 x 1520 CBOE Vega=$222 VIX=12.97 Fwd
  75. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 14:51:26.439 IV=143.1% +11.8 CBOE 11k x $0.05 - $0.07 x 1520 CBOE Vega=$222 VIX=12.97 Fwd
  76. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 14:51:31.501 IV=143.1% +11.8 CBOE 23k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  77. SWEEP DETECTED:
    >>10507 AAPL Jan24 195 Puts $4.65 (CboeTheo=4.63)  Above Ask!  [MULTI] 14:51:33.770 IV=16.3% +0.4 CBOE 1134 x $4.55 - $4.65 x 1644 CBOE Vega=$260k AAPL=192.97 Ref
  78. >>2100 ENPH Jan24 180 Puts $77.25 (CboeTheo=76.80)  ASK  BOX 14:51:57.056 IV=104.0% +33.2 BZX 33 x $75.40 - $77.75 x 32 BZX  SPREAD/FLOOR - OPENING  Vega=$8160 ENPH=103.20 Ref
  79. >>2100 ENPH Jan24 170 Puts $67.25 (CboeTheo=66.80)  ASK  BOX 14:51:57.056 IV=95.6% +27.5 NOM 25 x $65.95 - $67.25 x 3 GEMX  SPREAD/FLOOR - OPENING  Vega=$8553 ENPH=103.20 Ref
  80. >>2370 SE Jan24 180 Puts $141.70 (CboeTheo=142.43)  BID  BOX 14:52:13.475 ARCA 15 x $141.70 - $142.90 x 15 ARCA  SPREAD/FLOOR - OPENING   SSR  Vega=$0 SE=37.56 Ref
  81. >>2370 SE Jan24 70.0 Puts $31.70 (CboeTheo=32.44)  BID  BOX 14:52:13.475 BOX 823 x $31.60 - $32.95 x 24 BZX  SPREAD/FLOOR   SSR  Vega=$0 SE=37.56 Ref
  82. >>2800 NEE Jan24 77.5 Puts $17.90 (CboeTheo=17.96)  BID  BOX 14:52:28.746 MPRL 8 x $17.90 - $18.10 x 90 NOM  SPREAD/FLOOR - OPENING  Vega=$0 NEE=59.53 Ref
  83. >>2800 NEE Jan24 70.0 Puts $10.40 (CboeTheo=10.46)  BID  BOX 14:52:28.746 BZX 5 x $10.40 - $10.60 x 68 BZX  SPREAD/FLOOR  Vega=$0 NEE=59.53 Ref
  84. SPLIT TICKET:
    >>1042 SPX Dec23 3850 Puts $0.15 (CboeTheo=0.13)  MID  [CBOE] 14:52:28.288 IV=62.4% +16.1 CBOE 6766 x $0.10 - $0.20 x 731 CBOE Vega=$2960 SPX=4620.82 Fwd
  85. >>2950 OXY Jan24 72.5 Puts $15.40 (CboeTheo=15.47)  BID  BOX 14:52:35.896 ARCA 2 x $15.40 - $15.50 x 3 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 OXY=57.02 Ref
  86. >>3430 PBR Jan24 30.0 Puts $15.70 (CboeTheo=15.24)  ASK  BOX 14:52:42.967 IV=170.5% +94.3 BXO 11 x $12.85 - $17.25 x 11 BXO  SPREAD/FLOOR  Vega=$3955 PBR=14.76 Ref
  87. >>3430 PBR Jan24 20.0 Puts $5.70 (CboeTheo=5.25)  ASK  BOX 14:52:42.967 IV=99.2% +60.3 BZX 30 x $4.85 - $5.70 x 28 BZX  SPREAD/FLOOR  Vega=$4874 PBR=14.76 Ref
  88. >>2400 XOM Dec23 115 Puts $15.45 (CboeTheo=15.35)  ASK  BOX 14:52:59.775 IV=78.7% +38.8 MIAX 67 x $15.30 - $15.45 x 127 PHLX  SPREAD/FLOOR - OPENING  Vega=$2301 XOM=99.65 Ref
  89. >>3600 META Jun24 330 Calls $35.60 (CboeTheo=35.58)  BID  AMEX 14:53:06.170 IV=35.2% +0.0 CBOE 7 x $35.55 - $35.75 x 24 BOX  SPREAD/CROSS  Vega=$334k META=325.44 Ref
  90. >>3600 META Jun24 330 Puts $31.40 (CboeTheo=31.39)  ASK  AMEX 14:53:06.170 IV=35.2% +0.0 EDGX 104 x $31.25 - $31.45 x 11 BOX  SPREAD/CROSS  Vega=$333k META=325.44 Ref
  91. >>2300 FSLR Dec23 175 Puts $30.00 (CboeTheo=29.38)  ASK  BOX 14:53:06.945 IV=122.7% +61.2 BZX 2 x $29.25 - $30.00 x 10 BOX  SPREAD/FLOOR - OPENING  Vega=$5614 FSLR=145.63 Ref
  92. >>2980 FSLR Dec23 195 Puts $49.37 (CboeTheo=49.37)  ASK  BOX 14:53:06.945 BXO 16 x $49.05 - $49.50 x 3 EDGX  SPREAD/FLOOR  Vega=$0 FSLR=145.63 Ref
  93. >>2510 FSLR Dec23 200 Puts $53.80 (CboeTheo=54.37)  BID  BOX 14:53:06.945 BOX 10 x $53.80 - $54.50 x 1 C2  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=145.63 Ref
  94. >>4060 TSLA Jan24 450 Puts $208.80 (CboeTheo=210.84)  BID  BOX 14:53:25.949 NOM 25 x $208.80 - $212.60 x 28 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=239.16 Ref
  95. >>2720 TSLA Jan24 416.67 Puts $176.91 (CboeTheo=177.51)  BID  BOX 14:53:25.949 ARCA 26 x $174.90 - $179.10 x 42 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=239.16 Ref
  96. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:53:30.809 IV=143.1% +11.8 CBOE 23k x $0.05 - $0.07 x 20 CBOE Vega=$222 VIX=12.97 Fwd
  97. >>1500 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  BID  CBOE 14:55:26.391 IV=143.1% +11.8 CBOE 1500 x $0.06 - $0.07 x 1571 CBOE Vega=$333 VIX=12.97 Fwd
  98. SWEEP DETECTED:
    >>2443 LUMN Jan24 2.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 14:55:25.918 IV=106.5% +14.1 GEMX 114 x $0.03 - $0.04 x 555 ARCA  ISO  Vega=$288 LUMN=1.36 Ref
  99. SPLIT TICKET:
    >>2500 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:55:26.385 IV=143.1% +11.8 CBOE 27k x $0.05 - $0.07 x 71 CBOE Vega=$555 VIX=12.97 Fwd
  100. SWEEP DETECTED:
    >>2549 SNAP Dec23 16.0 Calls $0.33 (CboeTheo=0.32)  ASK  [MULTI] 14:55:43.413 IV=60.0% +9.1 C2 643 x $0.32 - $0.33 x 1599 EMLD  OPENING   52WeekHigh  Vega=$1688 SNAP=15.84 Ref
  101. >>2000 ZM Jan24 135 Puts $63.05 (CboeTheo=62.76)  MID  PHLX 14:55:50.537 IV=112.3% +42.7 NOM 50 x $62.25 - $63.85 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$4967 ZM=72.24 Ref
  102. >>2000 ZM Jan24 130 Puts $58.05 (CboeTheo=57.76)  ASK  PHLX 14:55:50.537 IV=106.9% +39.8 ARCA 50 x $57.10 - $58.80 x 50 ARCA  SPREAD/FLOOR  Vega=$5091 ZM=72.24 Ref
  103. SWEEP DETECTED:
    >>3500 DKNG Dec23 39.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 14:55:55.252 IV=52.8% +6.4 EMLD 1086 x $0.09 - $0.11 x 2208 EMLD  AUCTION - OPENING  Vega=$2347 DKNG=36.65 Ref
  104. >>2000 WYNN Jan24 110 Puts $23.90 (CboeTheo=23.92)  BID  PHLX 14:56:16.663 EDGX 5 x $23.85 - $24.00 x 11 BZX  FLOOR - OPENING  Vega=$0 WYNN=86.08 Ref
  105. >>13000 WFC Jan24 57.5 Puts $11.45 (CboeTheo=11.47)  MID  PHLX 14:56:22.575 PHLX 377 x $11.40 - $11.50 x 34 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=46.02 Ref
  106. >>13000 WFC Jan24 55.0 Puts $8.95 (CboeTheo=8.97)  MID  PHLX 14:56:22.575 PHLX 469 x $8.90 - $9.00 x 52 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=46.02 Ref
  107. >>2780 TSLA Jan24 450 Puts $210.55 (CboeTheo=210.65)  BID  PHLX 14:56:53.412 BOX 478 x $208.80 - $212.60 x 26 BZX  FLOOR - OPENING  Vega=$0 TSLA=239.34 Ref
  108. >>3400 TSLA Jan24 416.67 Puts $177.35 (CboeTheo=177.32)  ASK  PHLX 14:56:53.412 IV=84.6% +24.7 ARCA 26 x $174.90 - $179.10 x 26 BZX  FLOOR - OPENING  Vega=$5645 TSLA=239.34 Ref
  109. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $210.554 (CboeTheo=210.65)  BID  [PHLX] 14:56:53.412 BOX 478 x $208.80 - $212.60 x 26 BZX  FLOOR - OPENING  Vega=$0 TSLA=239.34 Ref
  110. >>2200 SQ Jan24 125 Puts $56.40 (CboeTheo=56.22)  BID  PHLX 14:56:58.172 IV=104.3% +36.8 BXO 1 x $56.15 - $56.75 x 33 BZX  SPREAD/FLOOR - OPENING  Vega=$4341 SQ=68.78 Ref
  111. >>2200 SQ Jan24 100 Puts $31.40 (CboeTheo=31.23)  ASK  PHLX 14:56:58.172 IV=71.9% +18.3 BXO 34 x $31.10 - $31.40 x 56 BZX  SPREAD/FLOOR - OPENING  Vega=$5412 SQ=68.78 Ref
  112. SWEEP DETECTED:
    >>Bearish Delta Impact 1721 EOSE Jan26 0.5 Calls $0.90 (CboeTheo=0.95)  BID  [MULTI] 14:56:59.575 IV=113.9% -18.6 C2 1000 x $0.90 - $0.95 x 250 NOM
    Delta=90%, EST. IMPACT = 154k Shares ($188k) To Sell EOSE=1.22 Ref
  113. >>2000 SCHW Jan24 75.0 Puts $11.00 (CboeTheo=11.04)  BID  PHLX 14:57:09.174 BZX 8 x $10.95 - $11.25 x 21 ARCA  FLOOR  Vega=$0 SCHW=63.97 Ref
  114. >>2550 FSLR Dec23 200 Puts $54.25 (CboeTheo=54.38)  MID  PHLX 14:57:22.801 CBOE 52 x $53.85 - $54.65 x 24 EDGX  FLOOR - OPENING  Vega=$0 FSLR=145.62 Ref
  115. >>3000 FSLR Dec23 195 Puts $49.50 (CboeTheo=49.38)  ASK  PHLX 14:57:22.801 IV=138.0% +54.1 BOX 30 x $49.10 - $49.75 x 30 BOX  FLOOR  Vega=$2582 FSLR=145.62 Ref
  116. >>2900 ENPH Jan24 180 Puts $76.95 (CboeTheo=77.14)  ASK  PHLX 14:57:28.940 BZX 31 x $75.60 - $77.55 x 1 ARCA  FLOOR - OPENING  Vega=$0 ENPH=102.86 Ref
  117. >>2500 PYPL Jan24 75.0 Puts $15.90 (CboeTheo=15.85)  ASK  PHLX 14:57:39.107 IV=46.3% +5.7 MPRL 8 x $15.80 - $15.90 x 15 NOM  FLOOR - OPENING  Vega=$4336 PYPL=59.16 Ref
  118. >>2050 OXY Jan24 72.5 Puts $15.55 (CboeTheo=15.55)  MID  PHLX 14:57:47.086 BOX 400 x $15.50 - $15.60 x 5 BXO  FLOOR - OPENING  Vega=$0 OXY=56.95 Ref
  119. >>2200 CSCO Dec23 55.0 Puts $5.75 (CboeTheo=5.75)  MID  PHLX 14:57:52.510 IV=50.6% +11.7 PHLX 166 x $5.70 - $5.80 x 179 PHLX  FLOOR - OPENING  Vega=$403 CSCO=49.26 Ref
  120. >>3000 CSCO Dec23 52.5 Puts $3.25 (CboeTheo=3.25)  MID  PHLX 14:57:52.510 IV=32.1% +5.0 PHLX 141 x $3.20 - $3.30 x 125 EDGX  FLOOR - OPENING  Vega=$805 CSCO=49.26 Ref
  121. >>3000 BAC Jan24 40.0 Puts $9.05 (CboeTheo=9.12)  Below Bid!  PHLX 14:57:58.312 ARCA 7 x $9.10 - $9.15 x 90 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.88 Ref
  122. >>3000 BAC Jan24 38.0 Puts $7.05 (CboeTheo=7.12)  Below Bid!  PHLX 14:57:58.312 ARCA 7 x $7.10 - $7.15 x 50 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.88 Ref
  123. >>4000 BABA Dec23 85.0 Puts $13.65 (CboeTheo=13.63)  ASK  PHLX 14:57:59.804 IV=83.2% +28.1 BOX 1039 x $13.55 - $13.70 x 55 MIAX  FLOOR   52WeekLow  Vega=$1492 BABA=71.38 Ref
  124. SPLIT TICKET:
    >>2600 BABA Dec23 115 Puts $43.675 (CboeTheo=43.62)  ASK  [PHLX] 14:57:59.804 IV=194.5% +78.3 BOX 9 x $43.55 - $43.70 x 15 BOX  FLOOR - OPENING   52WeekLow  Vega=$516 BABA=71.38 Ref
  125. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:58:32.843 IV=141.9% +10.6 CBOE 23k x $0.05 - $0.07 x 16 CBOE Vega=$223 VIX=13.02 Fwd
  126. SPLIT TICKET:
    >>1598 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:58:39.988 IV=141.9% +10.6 CBOE 23k x $0.05 - $0.07 x 16 CBOE Vega=$357 VIX=13.02 Fwd
  127. SPLIT TICKET:
    >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 14:59:18.126 IV=141.9% +10.6 CBOE 23k x $0.05 - $0.07 x 1 CBOE Vega=$223 VIX=13.02 Fwd
  128. SWEEP DETECTED:
    >>9887 AMZN Jan24 145 Calls $5.50 (CboeTheo=5.55)  BID  [MULTI] 14:59:23.631 IV=24.7% +0.3 CBOE 1602 x $5.50 - $5.60 x 631 CBOE Vega=$185k AMZN=145.62 Ref
  129. SPLIT TICKET:
    >>2000 TSLA Jan24 366.67 Puts $126.945 (CboeTheo=126.62)  ASK  [PHLX] 14:59:26.093 IV=75.3% +21.9 NOM 70 x $125.00 - $128.85 x 52 BXO  FLOOR - OPENING  Vega=$12k TSLA=240.05 Ref
  130. >>2200 XOM Dec23 115 Puts $15.40 (CboeTheo=15.40)  BID  PHLX 15:00:48.787 MIAX 66 x $15.35 - $15.50 x 104 CBOE  FLOOR - OPENING  Vega=$0 XOM=99.59 Ref
  131. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 EOSE Jan26 0.5 Calls $0.90 (CboeTheo=0.91)  BID  [MULTI] 15:00:51.198 IV=128.2% -4.4 AMEX 818 x $0.90 - $0.95 x 20 ARCA
    Delta=90%, EST. IMPACT = 135k Shares ($159k) To Sell EOSE=1.18 Ref
  132. >>2979 CYTK Jan24 15.0 Puts $2.40 (CboeTheo=2.65)  BID  AMEX 15:02:13.147 IV=311.3% -1.2 NOM 25 x $2.40 - $2.70 x 10 PHLX  SPREAD/FLOOR  Vega=$5491 CYTK=35.35 Ref
  133. >>2979 CYTK Jan24 30.0 Puts $8.10 (CboeTheo=7.73)  Above Ask!  AMEX 15:02:13.147 IV=257.0% +11.3 PHLX 10 x $7.60 - $8.00 x 1 ISE  SPREAD/FLOOR  Vega=$11k CYTK=35.35 Ref
  134. SWEEP DETECTED:
    >>2600 LUMN Jan24 2.0 Calls $0.036 (CboeTheo=0.04)  MID  [MULTI] 15:03:19.914 IV=97.5% +5.1 ARCA 356 x $0.02 - $0.05 x 1294 PHLX Vega=$275 LUMN=1.36 Ref
  135. >>3330 SPXW Dec23 18th 4450 Puts $1.35 (CboeTheo=1.35)  MID  CBOE 15:03:35.601 IV=15.0% +1.8 CBOE 610 x $1.30 - $1.40 x 530 CBOE  OPENING  Vega=$184k SPX=4620.15 Fwd
  136. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $10.50 (CboeTheo=10.38)  ASK  [CBOE] 15:04:16.288 IV=15.5% +0.4 CBOE 1043 x $10.30 - $10.50 x 1769 CBOE  LATE  Vega=$267k SPX=4642.49 Fwd
  137. SPLIT TICKET:
    >>1000 SPX Jan24 4250 Puts $6.40 (CboeTheo=6.43)  MID  [CBOE] 15:04:16.347 IV=17.4% +0.6 CBOE 4476 x $6.30 - $6.50 x 1925 CBOE  LATE  Vega=$182k SPX=4642.49 Fwd
  138. >>2510 KO Jan24 80.0 Puts $21.10 (CboeTheo=21.11)  MID  PHLX 15:04:24.943 PHLX 58 x $21.05 - $21.15 x 39 MIAX  FLOOR - OPENING  Vega=$0 KO=58.90 Ref
  139. >>3720 KO Jan24 62.5 Puts $3.60 (CboeTheo=3.60)  MID  PHLX 15:04:24.943 PHLX 46 x $3.55 - $3.65 x 19 MPRL  FLOOR - OPENING  Vega=$0 KO=58.90 Ref
  140. SWEEP DETECTED:
    >>3071 AAPL Dec23 212.5 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:04:50.395 IV=35.0% +11.1 AMEX 0 x $0.00 - $0.01 x 590 BOX  OPENING  Vega=$920 AAPL=192.78 Ref
  141. >>Unusual Volume ZI - 3x market weighted volume: 21.3k = 25.8k projected vs 8453 adv, 88% calls, 18% of OI [ZI 16.15 +0.51 Ref, IV=44.3% +1.3]
  142. >>1000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$222 VIX=12.98 Fwd
  143. >>2500 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$554 VIX=12.98 Fwd
  144. >>6719 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$1490 VIX=12.98 Fwd
  145. >>5000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$1109 VIX=12.98 Fwd
  146. >>3000 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  CBOE 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$665 VIX=12.98 Fwd
  147. SPLIT TICKET:
    >>18219 VIX Dec23 20th 19.0 Calls $0.06 (CboeTheo=0.07)  MID  [CBOE] 15:05:30.415 IV=143.2% +11.9 CBOE 31k x $0.05 - $0.07 x 1573 CBOE  FLOOR  Vega=$4039 VIX=12.98 Fwd
  148. >>4400 TSLA Jan24 450 Puts $210.25 (CboeTheo=209.39)  BID  PHLX 15:06:15.526 IV=111.7% +47.9 BZX 27 x $208.80 - $211.85 x 25 NOM  FLOOR - OPENING  Vega=$35k TSLA=240.61 Ref
  149. >>3500 TSLA Jan24 416.67 Puts $177.10 (CboeTheo=176.07)  ASK  PHLX 15:06:15.526 IV=102.8% +42.9 BZX 27 x $174.90 - $178.55 x 25 NOM  FLOOR - OPENING  Vega=$32k TSLA=240.60 Ref
  150. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $210.256 (CboeTheo=209.39)  BID  [PHLX] 15:06:15.526 IV=111.7% +47.9 BZX 27 x $208.80 - $211.85 x 25 NOM  FLOOR - OPENING  Vega=$39k TSLA=240.61 Ref
  151. >>3040 XOM Dec23 115 Puts $15.35 (CboeTheo=15.36)  BID  PHLX 15:07:04.011 BOX 41 x $15.30 - $15.45 x 40 MIAX  FLOOR - OPENING  Vega=$0 XOM=99.64 Ref
  152. >>2020 XOM Dec23 110 Puts $10.40 (CboeTheo=10.36)  ASK  PHLX 15:07:04.011 IV=53.1% +21.4 BZX 34 x $10.30 - $10.45 x 73 MIAX  FLOOR - OPENING  Vega=$1653 XOM=99.64 Ref
  153. >>2778 PBR Apr24 17.0 Calls $0.45 (CboeTheo=0.44)  ASK  PHLX 15:08:34.757 IV=32.0% -1.1 BOX 102 x $0.42 - $0.46 x 1023 ARCA  SPREAD/FLOOR  Vega=$8299 PBR=14.76 Ref
  154. >>2778 PBR Apr24 13.0 Puts $0.49 (CboeTheo=0.47)  ASK  PHLX 15:08:34.757 IV=37.2% -1.0 BZX 326 x $0.46 - $0.49 x 1123 ARCA  SPREAD/FLOOR  Vega=$7452 PBR=14.76 Ref
  155. SPLIT TICKET:
    >>1000 SPXW Jan24 3rd 4100 Puts $1.35 (CboeTheo=1.25)  ASK  [CBOE] 15:08:36.574 IV=22.6% +1.3 CBOE 284 x $1.25 - $1.35 x 581 CBOE  ISO - OPENING  Vega=$47k SPX=4634.44 Fwd
  156. >>2540 TSEM Jan24 43.0 Puts $13.90 (CboeTheo=13.91)  BID  PHLX 15:08:53.547 NOM 45 x $13.80 - $14.10 x 51 NOM  FLOOR - OPENING  Vega=$0 TSEM=29.09 Ref
  157. >>2580 TSEM Jan24 38.0 Puts $8.90 (CboeTheo=8.93)  BID  PHLX 15:08:53.547 NOM 43 x $8.80 - $9.10 x 46 NOM  FLOOR - OPENING  Vega=$0 TSEM=29.09 Ref
  158. >>2800 PEP Jan24 185 Puts $17.45 (CboeTheo=17.51)  BID  PHLX 15:09:43.099 PHLX 31 x $17.35 - $17.65 x 31 PHLX  FLOOR - OPENING  Vega=$0 PEP=167.49 Ref
  159. >>4000 VIX Dec23 20th 12.0 Puts $0.12 (CboeTheo=0.12)  MID  CBOE 15:10:40.420 IV=58.2% +5.6 CBOE 32k x $0.10 - $0.13 x 7194 CBOE  FLOOR  Vega=$2131 VIX=12.98 Fwd
  160. >>2000 VIX Dec23 20th 12.0 Puts $0.12 (CboeTheo=0.12)  MID  CBOE 15:10:40.440 IV=58.2% +5.6 CBOE 32k x $0.10 - $0.13 x 7786 CBOE  FLOOR  Vega=$1066 VIX=12.98 Fwd
  161. >>4000 VIX Dec23 20th 12.0 Puts $0.12 (CboeTheo=0.12)  MID  CBOE 15:10:40.500 IV=58.2% +5.6 CBOE 32k x $0.10 - $0.13 x 7786 CBOE  FLOOR  Vega=$2131 VIX=12.98 Fwd
  162. SPLIT TICKET:
    >>10000 VIX Dec23 20th 12.0 Puts $0.12 (CboeTheo=0.12)  MID  [CBOE] 15:10:40.420 IV=58.2% +5.6 CBOE 32k x $0.10 - $0.13 x 7194 CBOE  FLOOR  Vega=$5328 VIX=12.98 Fwd
  163. >>3100 BMY Dec23 60.0 Puts $9.40 (CboeTheo=9.41)  MID  PHLX 15:10:47.481 EDGX 26 x $9.35 - $9.45 x 12 BOX  FLOOR - OPENING  Vega=$0 BMY=50.59 Ref
  164. SWEEP DETECTED:
    >>2508 NVDA Dec23 550 Calls $0.06 (CboeTheo=0.06)  ASK  [MULTI] 15:10:59.617 IV=61.5% +15.7 MPRL 265 x $0.05 - $0.06 x 704 EMLD Vega=$2314 NVDA=466.69 Ref
  165. >>5000 C Sep24 42.0 Calls $8.53 (CboeTheo=8.47)  ASK  ARCA 15:13:11.690 IV=28.8% -0.2 EDGX 480 x $8.40 - $8.55 x 76 ARCA  SPREAD/CROSS - OPENING  Vega=$63k C=48.27 Ref
  166. >>5000 C Sep24 60.0 Calls $1.13 (CboeTheo=1.13)  BID  ARCA 15:13:11.690 IV=25.4% -0.3 C2 199 x $1.13 - $1.16 x 58 C2  SPREAD/CROSS - OPENING  Vega=$61k C=48.27 Ref
  167. >>3000 C Jun24 39.0 Puts $0.76 (CboeTheo=0.75)  ASK  AMEX 15:13:29.397 IV=30.1% -0.6 EMLD 145 x $0.74 - $0.76 x 348 C2  SPREAD/CROSS  Vega=$23k C=48.27 Ref
  168. >>4860 SPXW Jan24 26th 4225 Puts $7.90 (CboeTheo=7.87)  MID  CBOE 15:14:19.263 IV=17.8% +0.4 CBOE 30 x $7.80 - $8.00 x 527 CBOE  LATE - OPENING  Vega=$1.03m SPX=4648.73 Fwd
  169. >>1550 SPXW Jan24 26th 4225 Puts $7.90 (CboeTheo=7.87)  MID  CBOE 15:14:19.305 IV=17.8% +0.4 CBOE 30 x $7.80 - $8.00 x 527 CBOE  LATE - OPENING  Vega=$327k SPX=4648.73 Fwd
  170. >>1070 SPXW Jan24 26th 4250 Puts $8.70 (CboeTheo=8.71)  MID  CBOE 15:14:19.430 IV=17.3% +0.4 CBOE 314 x $8.60 - $8.80 x 360 CBOE  LATE - OPENING  Vega=$245k SPX=4648.73 Fwd
  171. >>1790 SPXW Jan24 26th 4250 Puts $8.70 (CboeTheo=8.71)  MID  CBOE 15:14:19.430 IV=17.3% +0.4 CBOE 314 x $8.60 - $8.80 x 360 CBOE  LATE - OPENING  Vega=$410k SPX=4648.73 Fwd
  172. >>1520 SPXW Jan24 26th 4250 Puts $8.70 (CboeTheo=8.71)  MID  CBOE 15:14:19.718 IV=17.3% +0.4 CBOE 314 x $8.60 - $8.80 x 360 CBOE  LATE - OPENING  Vega=$348k SPX=4648.73 Fwd
  173. >>1550 SPXW Jan24 26th 4250 Puts $8.70 (CboeTheo=8.71)  MID  CBOE 15:14:19.718 IV=17.3% +0.4 CBOE 314 x $8.60 - $8.80 x 360 CBOE  LATE - OPENING  Vega=$355k SPX=4648.73 Fwd
  174. SPLIT TICKET:
    >>14725 SPXW Jan24 26th 4225 Puts $7.90 (CboeTheo=7.87)  MID  [CBOE] 15:14:19.263 IV=17.8% +0.4 CBOE 30 x $7.80 - $8.00 x 527 CBOE  LATE - OPENING  Vega=$3.11m SPX=4648.73 Fwd
  175. SPLIT TICKET:
    >>16025 SPXW Jan24 26th 4250 Puts $8.70 (CboeTheo=8.71)  MID  [CBOE] 15:14:19.406 IV=17.3% +0.4 CBOE 314 x $8.60 - $8.80 x 360 CBOE  LATE - OPENING  Vega=$3.67m SPX=4648.73 Fwd
  176. SWEEP DETECTED:
    >>5038 AMZN Dec23 22nd 136 Puts $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:14:32.460 IV=28.3% +0.8 MPRL 106 x $0.24 - $0.25 x 790 CBOE Vega=$19k AMZN=145.43 Ref
  177. >>Market Color IEP - Bullish option flow detected in Icahn Enterprises (16.38 +0.05) with 6,356 calls trading (3x expected) and implied vol increasing over 1 point to 37.06%. . The Put/Call Ratio is 0.09. Earnings are expected on 02/22.[IEP 16.38 +0.05 Ref, IV=37.1% +1.1] #Bullish
  178. >>10000 X Jan24 42.0 Calls $0.15 (CboeTheo=0.17)  ASK  PHLX 15:15:40.142 IV=31.6% +1.4 PHLX 684 x $0.04 - $0.17 x 128 EDGX  FLOOR - OPENING  Vega=$20k X=36.20 Ref
  179. SPLIT TICKET:
    >>2300 SPXW Dec23 29th 4525 Puts $12.625 (CboeTheo=12.12)  Above Ask!  [CBOE] 15:16:54.301 IV=12.1% +0.6 CBOE 186 x $11.90 - $12.20 x 116 CBOE  LATE  Vega=$648k SPX=4634.16 Fwd
  180. SPLIT TICKET:
    >>2300 SPXW Dec23 29th 4725 Calls $10.70 (CboeTheo=11.23)  Below Bid!  [CBOE] 15:16:54.301 IV=9.9% +0.0 CBOE 72 x $11.10 - $11.30 x 24 CBOE  LATE  Vega=$670k SPX=4634.16 Fwd
  181. SPLIT TICKET:
    >>1531 SPXW Dec23 13th 4000 Puts $0.10 (CboeTheo=0.11)  MID  [CBOE] 15:18:33.855 IV=66.2% +24.5 CBOE 1489 x $0.05 - $0.15 x 2205 CBOE  ISO - OPENING  Vega=$2803 SPX=4620.35 Fwd
  182. SWEEP DETECTED:
    >>Bullish Delta Impact 1008 CRDO Jan24 17.5 Calls $1.50 (CboeTheo=1.46)  ASK  [MULTI] 15:18:54.442 IV=45.4% +1.9 PHLX 108 x $1.45 - $1.50 x 8 MPRL
    Delta=65%, EST. IMPACT = 65k Shares ($1.19m) To Buy CRDO=18.21 Ref
  183. SWEEP DETECTED:
    >>2000 TSLA Dec23 220 Puts $0.33 (CboeTheo=0.32)  ASK  [MULTI] 15:18:58.822 IV=54.6% +7.9 C2 533 x $0.32 - $0.33 x 315 MRX Vega=$5786 TSLA=240.51 Ref
  184. >>11753 ZI Jan24 17.5 Calls $0.50 (CboeTheo=0.40)  ASK  AMEX 15:20:03.231 IV=46.5% +2.8 PHLX 1131 x $0.40 - $0.50 x 589 PHLX  SPREAD/FLOOR - OPENING  Vega=$23k ZI=16.11 Ref
  185. >>5324 ZI Jan24 15.0 Calls $1.60 (CboeTheo=1.56)  BID  AMEX 15:20:03.231 IV=43.1% +2.6 PHLX 225 x $1.60 - $1.70 x 480 MIAX  SPREAD/FLOOR  Vega=$9275 ZI=16.11 Ref
  186. >>2000 TSLA Jan24 205 Puts $2.51 (CboeTheo=2.50)  ASK  PHLX 15:20:50.237 IV=47.5% +0.4 EMLD 185 x $2.49 - $2.51 x 30 BZX  SPREAD/CROSS/TIED  Vega=$33k TSLA=240.50 Ref
  187. SPLIT TICKET:
    >>2670 SPX Aug24 5000 Calls $92.32 (CboeTheo=92.25)  BID  [CBOE] 15:21:04.692 IV=12.1% -0.1 CBOE 101 x $92.10 - $93.30 x 306 CBOE  LATE - OPENING  Vega=$3.67m SPX=4754.36 Fwd
  188. SPLIT TICKET:
    >>1294 SPX Aug24 4450 Calls $415.12 (CboeTheo=415.26)  BID  [CBOE] 15:21:04.754 IV=16.5% -0.1 CBOE 72 x $413.90 - $417.70 x 94 CBOE  LATE  Vega=$1.69m SPX=4754.36 Fwd
  189. SPLIT TICKET:
    >>1707 SPX Aug24 5300 Calls $24.68 (CboeTheo=24.74)  BID  [CBOE] 15:21:04.754 IV=11.0% -0.1 CBOE 75 x $24.50 - $25.20 x 739 CBOE  LATE  Vega=$1.41m SPX=4754.36 Fwd
  190. >>3000 CDE Jan25 3.5 Puts $1.00 (CboeTheo=0.98)  MID  PHLX 15:21:39.779 IV=65.5% +2.5 EDGX 867 x $0.95 - $1.05 x 2180 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$3762 CDE=3.10 Ref
  191. SWEEP DETECTED:
    >>Bearish Delta Impact 2701 BVN Mar24 10.0 Calls $0.667 (CboeTheo=0.72)  BID  [MULTI] 15:22:53.314 IV=44.9% -3.5 MIAX 515 x $0.65 - $0.85 x 1107 PHLX  OPENING 
    Delta=46%, EST. IMPACT = 123k Shares ($1.16m) To Sell BVN=9.38 Ref
  192. SWEEP DETECTED:
    >>Bearish Delta Impact 2558 BVN Mar24 11.0 Calls $0.414 (CboeTheo=0.48)  BID  [MULTI] 15:22:53.314 IV=47.2% -4.2 MIAX 705 x $0.40 - $0.50 x 10 PHLX
    Delta=31%, EST. IMPACT = 80k Shares ($752k) To Sell BVN=9.38 Ref
  193. >>2000 BSX May24 60.0 Calls $1.80 (CboeTheo=1.71)  ASK  PHLX 15:23:04.743 IV=21.3% -0.1 GEMX 367 x $1.65 - $1.80 x 95 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$27k BSX=55.27 Ref
  194. >>4000 PFE Dec23 29.0 Calls $0.14 (CboeTheo=0.15)  BID  PHLX 15:24:51.681 IV=25.5% +2.7 EMLD 3676 x $0.14 - $0.16 x 1634 EDGX  SPREAD/CROSS/TIED  Vega=$4168 PFE=28.55 Ref
  195. >>3455 GEO Mar24 12.0 Calls $0.40 (CboeTheo=0.46)  BID  BOX 15:25:09.877 IV=43.2% -3.0 PHLX 1968 x $0.35 - $0.50 x 583 PHLX  FLOOR  Vega=$6424 GEO=10.29 Ref
  196. SPLIT TICKET:
    >>2193 VIX Dec23 20th 24.0 Calls $0.02 (CboeTheo=0.03)  BID  [CBOE] 15:26:16.033 IV=177.3% +9.6 CBOE 530 x $0.02 - $0.04 x 2700 CBOE  ISO  Vega=$189 VIX=12.95 Fwd
  197. >>Unusual Volume BXP - 3x market weighted volume: 6635 = 7605 projected vs 2000 adv, 52% puts, 14% of OI [BXP 63.97 -0.11 Ref, IV=35.6% +0.6]
  198. >>Market Color IRBT - Bearish flow noted in iRobot (38.75 -0.95) with 3,843 puts trading, or 1.6x expected. The Put/Call Ratio is 1.70, while ATM IV is up over 6 points on the day. Earnings are expected on 02/13.  [IRBT 38.75 -0.95 Ref, IV=64.8% +6.3] #Bearish
  199. >>2100 TSLA Dec23 220 Puts $0.37 (CboeTheo=0.37)  BID  BOX 15:31:24.690 IV=54.5% +7.7 C2 282 x $0.37 - $0.38 x 21 MPRL Vega=$6542 TSLA=239.74 Ref
  200. SWEEP DETECTED:
    >>3000 TSLA Dec23 220 Puts $0.37 (CboeTheo=0.37)  BID  [MULTI] 15:31:24.690 IV=54.5% +7.7 C2 282 x $0.37 - $0.38 x 21 MPRL Vega=$9346 TSLA=239.73 Ref
  201. >>2000 AI Jan24 30.0 Calls $1.53 (CboeTheo=1.49)  ASK  AMEX 15:33:06.223 IV=64.3% +0.4 NOM 9 x $1.52 - $1.53 x 1 ARCA  SPREAD/FLOOR  Vega=$7077 AI=28.05 Ref
  202. >>2000 AI Jan24 30.0 Puts $3.58 (CboeTheo=3.54)  ASK  AMEX 15:33:06.223 IV=64.5% +1.0 EDGX 283 x $3.50 - $3.60 x 21 MIAX  SPREAD/FLOOR  Vega=$7064 AI=28.05 Ref
  203. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 BASE Dec23 20.0 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 15:33:14.871 IV=68.1% +21.4 MRX 0 x $0.00 - $0.10 x 49 NOM  OPENING 
    Delta=-13%, EST. IMPACT = 13k Shares ($275k) To Sell BASE=21.68 Ref
  204. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4050 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 15:35:46.569 IV=80.9% +38.3 CBOE 0 x $0.00 - $0.05 x 833 CBOE  ISO - OPENING  Vega=$811 SPX=4618.27 Fwd
  205. >>9000 C Jan25 60.0 Calls $1.86 (CboeTheo=1.85)  BID  AMEX 15:36:06.093 IV=26.0% -0.2 ARCA 1 x $1.86 - $1.88 x 10 NOM  SPREAD/CROSS  Vega=$147k C=48.17 Ref
  206. >>2000 C Jan25 45.0 Calls $7.41 (CboeTheo=7.32)  ASK  AMEX 15:36:06.093 IV=28.5% +0.0 CBOE 450 x $7.30 - $7.45 x 718 PHLX  SPREAD/CROSS  Vega=$35k C=48.17 Ref
  207. >>6000 C Jan25 45.0 Calls $7.42 (CboeTheo=7.32)  ASK  AMEX 15:36:06.093 IV=28.6% +0.1 CBOE 450 x $7.30 - $7.45 x 718 PHLX  SPREAD/CROSS  Vega=$106k C=48.17 Ref
  208. >>1600 SPX Dec23 4100 Puts $0.25 (CboeTheo=0.25)  BID  CBOE 15:36:22.156 IV=44.8% +11.3 CBOE 1506 x $0.25 - $0.30 x 1058 CBOE  LATE  Vega=$9269 SPX=4620.27 Fwd
  209. >>4981 WMB Dec23 29th 36.0 Calls $0.17 (CboeTheo=0.19)  ASK  ISE 15:37:05.815 IV=18.9% +2.7 MIAX 833 x $0.10 - $0.20 x 629 MIAX  AUCTION  Vega=$11k WMB=34.72 Ref
  210. SWEEP DETECTED:
    >>2474 TSLA Dec23 230 Puts $1.61 (CboeTheo=1.57)  Above Ask!  [MULTI] 15:37:49.500 IV=50.9% +7.8 EMLD 125 x $1.57 - $1.59 x 186 MRX Vega=$18k TSLA=239.47 Ref
  211. >>Unusual Volume VNO - 3x market weighted volume: 6802 = 7605 projected vs 2499 adv, 53% calls, 5% of OI [VNO 27.32 -0.66 Ref, IV=51.0% +0.5]
  212. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $10.30 (CboeTheo=10.07)  Above Ask!  [CBOE] 15:39:46.889 IV=15.5% +0.5 CBOE 2020 x $10.00 - $10.20 x 1153 CBOE  LATE  Vega=$263k SPX=4645.21 Fwd
  213. SPLIT TICKET:
    >>1000 SPX Jan24 4250 Puts $6.20 (CboeTheo=6.24)  BID  [CBOE] 15:39:46.947 IV=17.4% +0.6 CBOE 1599 x $6.20 - $6.40 x 2994 CBOE  LATE  Vega=$179k SPX=4645.21 Fwd
  214. SWEEP DETECTED:
    >>2167 GOOGL Dec23 137 Calls $0.354 (CboeTheo=0.37)  Below Bid!  [MULTI] 15:40:05.746 IV=28.1% +4.3 C2 539 x $0.36 - $0.37 x 676 C2 Vega=$7893 GOOGL=133.07 Ref
  215. SWEEP DETECTED:
    >>2000 GOOG Dec23 139 Calls $0.28 (CboeTheo=0.30)  BID  [MULTI] 15:41:13.282 IV=27.9% +4.0 EMLD 622 x $0.28 - $0.29 x 467 C2 Vega=$6463 GOOG=134.50 Ref
  216. >>3083 VZ Dec23 38.5 Calls $0.07 (CboeTheo=0.06)  ASK  EDGX 15:43:28.244 IV=20.9% +5.5 C2 282 x $0.06 - $0.07 x 2045 EMLD  COB  Vega=$3062 VZ=37.63 Ref
  217. >>3083 VZ Dec23 22nd 39.5 Calls $0.03 (CboeTheo=0.04)  BID  EDGX 15:43:28.244 IV=17.2% +1.9 CBOE 842 x $0.03 - $0.05 x 148 EMLD  COB  Vega=$2647 VZ=37.63 Ref
  218. SWEEP DETECTED:
    >>2179 CRSP Jan24 65.0 Calls $3.10 (CboeTheo=3.15)  BID  [MULTI] 15:44:18.997 IV=60.4% -14.5 PHLX 47 x $3.10 - $3.40 x 39 PHLX  SSR  Vega=$17k CRSP=60.40 Ref
  219. SPLIT TICKET:
    >>1000 SPXW Dec23 13th 4150 Puts $0.10 (CboeTheo=0.13)  BID  [CBOE] 15:44:35.194 IV=50.7% +17.6 CBOE 100 x $0.10 - $0.15 x 637 CBOE Vega=$2333 SPX=4620.34 Fwd
  220. >>2000 C Dec23 51.0 Calls $0.07 (CboeTheo=0.07)  BID  PHLX 15:44:48.728 IV=38.0% +8.3 C2 789 x $0.07 - $0.08 x 758 EMLD  AUCTION - COMPLEX  Vega=$1569 C=48.16 Ref
  221. SPLIT TICKET:
    >>1297 SPXW Dec23 12th 4700 Calls $0.298 (CboeTheo=0.22)  ASK  [CBOE] 15:45:09.878 IV=15.7% +5.8 CBOE 1854 x $0.20 - $0.30 x 918 CBOE Vega=$16k SPX=4619.34 Fwd
  222. SWEEP DETECTED:
    >>2000 BXP Dec23 70.0 Calls $0.15 (CboeTheo=0.18)  ASK  [MULTI] 15:46:40.030 IV=60.1% +12.1 BZX 1997 x $0.10 - $0.15 x 436 MIAX  ISO - OPENING  Vega=$2103 BXP=63.97 Ref
  223. SWEEP DETECTED:
    >>2100 AMZN Jan24 12th 105 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:47:00.199 IV=46.2% +0.6 C2 41 x $0.03 - $0.04 x 689 EMLD  ISO - OPENING  Vega=$1650 AMZN=145.78 Ref
  224. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4800 Calls $0.05 (CboeTheo=0.08)  ASK  [CBOE] 15:48:51.798 IV=26.2% +11.7 CBOE 0 x $0.00 - $0.05 x 944 CBOE Vega=$2317 SPX=4619.61 Fwd
  225. SPLIT TICKET:
    >>1000 SPX Dec23 3850 Puts $0.15 (CboeTheo=0.12)  ASK  [CBOE] 15:50:20.290 IV=62.8% +16.5 CBOE 991 x $0.10 - $0.15 x 100 CBOE Vega=$2822 SPX=4621.75 Fwd
  226. >>2000 SPXW Dec23 3800 Puts $0.10 (CboeTheo=0.10)  MID  CBOE 15:50:44.681 IV=62.4% +14.5 CBOE 994 x $0.05 - $0.15 x 1185 CBOE  FLOOR  Vega=$4072 SPX=4621.13 Fwd
  227. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 CRON Feb24 2.0 Puts $0.15 (CboeTheo=0.19)  BID  [MULTI] 15:50:47.368 IV=45.9% -12.7 PHLX 1565 x $0.15 - $0.20 x 12 EMLD  ISO - OPENING 
    Delta=-45%, EST. IMPACT = 90k Shares ($180k) To Buy CRON=2.00 Ref
  228. SPLIT TICKET:
    >>2000 CRON Feb24 2.0 Puts $0.15 (CboeTheo=0.19)  BID  [BOX] 15:50:59.487 IV=45.9% -12.7 BOX 5339 x $0.15 - $0.25 x 568 EDGX  ISO - OPENING  Vega=$675 CRON=2.00 Ref
  229. SPLIT TICKET:
    >>1500 SPXW Dec23 12th 4460 Puts $0.15 (CboeTheo=0.11)  ASK  [CBOE] 15:51:45.041 IV=27.4% +13.1 CBOE 1468 x $0.05 - $0.15 x 379 CBOE  OPENING  Vega=$7843 SPX=4619.74 Fwd
  230. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4460 Puts $0.15 (CboeTheo=0.11)  ASK  [CBOE] 15:51:55.640 IV=27.4% +13.1 CBOE 739 x $0.10 - $0.15 x 1176 CBOE  OPENING  Vega=$5231 SPX=4619.64 Fwd
  231. >>2199 BB Jan24 26th 4.0 Calls $0.36 (CboeTheo=0.37)  BID  ISE 15:52:02.764 IV=52.1% -0.4 BOX 16 x $0.35 - $0.40 x 5 MIAX  AUCTION - OPENING  Vega=$1235 BB=4.09 Ref
  232. SPLIT TICKET:
    >>4600 SPXW Dec23 29th 3795 Puts $0.45 (CboeTheo=0.43)  MID  [CBOE] 15:52:51.958 IV=34.5% +2.2 CBOE 1643 x $0.40 - $0.50 x 1728 CBOE  LATE - OPENING  Vega=$62k SPX=4633.08 Fwd
  233. SWEEP DETECTED:
    >>2000 INVZ Apr24 2.0 Puts $0.35 (CboeTheo=0.35)  ASK  [MULTI] 15:53:33.710 IV=101.3% +4.8 BOX 1801 x $0.30 - $0.35 x 1032 MPRL  OPENING  Vega=$937 INVZ=2.33 Ref
  234. >>2000 SYK Jan25 350 Calls $12.20 (CboeTheo=11.82)  ASK  PHLX 15:53:50.473 IV=21.9% +0.2 PHLX 73 x $10.50 - $12.70 x 48 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$218k SYK=292.68 Ref
  235. >>2000 SIRI Jan24 7.0 Calls $0.09 (CboeTheo=0.11)  BID  PHLX 15:54:18.641 IV=96.2% -4.3 PHLX 1961 x $0.09 - $0.11 x 1 ARCA  SPREAD/CROSS/TIED  Vega=$687 SIRI=5.01 Ref
  236. >>2000 SIRI Jan24 7.0 Puts $2.23 (CboeTheo=2.40)  BID  PHLX 15:54:18.641 PHLX 5435 x $2.17 - $2.66 x 1598 PHLX  SPREAD/CROSS/TIED  Vega=$0 SIRI=5.01 Ref
  237. SPLIT TICKET:
    >>1069 SPXW Dec23 4680 Calls $7.176 (CboeTheo=7.19)  Above Ask!  [CBOE] 15:54:44.541 IV=13.6% +2.3 CBOE 156 x $6.90 - $7.10 x 17 CBOE Vega=$147k SPX=4622.76 Fwd
  238. >>3298 KO Jan24 5th 60.0 Calls $0.38 (CboeTheo=0.39)  ASK  ARCA 15:55:10.026 IV=10.9% +0.3 PHLX 836 x $0.37 - $0.38 x 3298 ARCA Vega=$19k KO=59.05 Ref
  239. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 SVC Mar24 7.5 Calls $0.65 (CboeTheo=0.63)  ASK  [MULTI] 15:55:14.787 IV=35.7% -0.3 PHLX 671 x $0.55 - $0.65 x 100 ARCA  OPENING 
    Delta=63%, EST. IMPACT = 63k Shares ($490k) To Buy SVC=7.80 Ref
  240. SWEEP DETECTED:
    >>2046 AMD Dec23 22nd 135 Calls $3.401 (CboeTheo=3.43)  BID  [MULTI] 15:55:19.723 IV=39.7% +2.3 MIAX 696 x $3.40 - $3.45 x 2 ARCA  AUCTION   52WeekHigh  Vega=$19k AMD=134.15 Ref
  241. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4460 Puts $0.10 (CboeTheo=0.12)  BID  [CBOE] 15:55:31.626 IV=26.4% +12.1 CBOE 229 x $0.10 - $0.15 x 1079 CBOE  OPENING  Vega=$3946 SPX=4621.19 Fwd
  242. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4875 Calls $0.05 (CboeTheo=0.07)  ASK  [CBOE] 15:56:14.925 IV=35.5% +16.6 CBOE 0 x $0.00 - $0.05 x 700 CBOE  OPENING  Vega=$1748 SPX=4621.41 Fwd
  243. >>2500 LCID Jan24 6.0 Calls $0.14 (CboeTheo=0.14)  ASK  AMEX 15:56:30.406 IV=91.0% +6.5 MPRL 85 x $0.13 - $0.14 x 159 C2  SPREAD/CROSS  Vega=$1072 LCID=4.59 Ref
  244. >>2500 LCID Jan24 6.0 Puts $1.60 (CboeTheo=1.61)  BID  AMEX 15:56:30.406 IV=87.9% +3.1 BZX 51 x $1.58 - $1.64 x 3 BOX  SPREAD/CROSS  Vega=$1032 LCID=4.59 Ref
  245. SWEEP DETECTED:
    >>2205 GOOGL Dec23 138 Calls $0.24 (CboeTheo=0.25)  BID  [MULTI] 15:56:28.812 IV=28.1% +4.2 C2 371 x $0.24 - $0.25 x 573 C2 Vega=$6493 GOOGL=133.21 Ref
  246. SWEEP DETECTED:
    >>2121 VALE Jan24 16.0 Calls $0.17 (CboeTheo=0.19)  BID  [MULTI] 15:56:41.987 IV=28.1% -1.0 MRX 845 x $0.17 - $0.19 x 7 ARCA Vega=$3119 VALE=14.79 Ref
  247. SWEEP DETECTED:
    >>4197 GOOGL Dec23 22nd 142 Calls $0.20 (CboeTheo=0.21)  BID  [MULTI] 15:57:21.413 IV=24.6% +1.8 EMLD 639 x $0.20 - $0.21 x 182 C2  OPENING  Vega=$15k GOOGL=133.28 Ref
  248. >>25000 NKLA Jan25 0.5 Puts $0.19 (CboeTheo=0.20)  MID  PHLX 15:58:32.993 IV=118.6% -5.3 EDGX 3463 x $0.18 - $0.20 x 80 NOM  FLOOR - OPENING  Vega=$4590 NKLA=0.69 Ref
  249. SWEEP DETECTED:
    >>2000 SOFI Dec23 9.0 Calls $0.03 (CboeTheo=0.04)  BID  [MULTI] 15:58:37.567 IV=77.6% +9.4 ARCA 162 x $0.03 - $0.04 x 4681 EMLD  AUCTION  Vega=$301 SOFI=8.07 Ref
  250. SWEEP DETECTED:
    >>2041 GOOGL Dec23 138 Calls $0.24 (CboeTheo=0.25)  ASK  [MULTI] 15:58:46.423 IV=27.6% +3.7 EMLD 153 x $0.23 - $0.24 x 318 ISE Vega=$6069 GOOGL=133.31 Ref
  251. >>2500 NKLA Jan25 0.5 Puts $0.19 (CboeTheo=0.20)  BID  PHLX 15:58:56.123 IV=118.6% -5.3 BOX 133 x $0.19 - $0.20 x 80 NOM  FLOOR  Vega=$459 NKLA=0.69 Ref
  252. >>2500 LCID Jan24 6.0 Calls $0.12 (CboeTheo=0.14)  Below Bid!  PHLX 15:59:10.583 IV=85.2% +0.8 EDGX 71 x $0.13 - $0.14 x 154 C2  SPREAD/FLOOR  Vega=$1027 LCID=4.62 Ref
  253. >>2500 LCID Dec23 5.0 Calls $0.05 (CboeTheo=0.06)  BID  PHLX 15:59:10.583 IV=91.5% +2.7 MRX 786 x $0.05 - $0.06 x 665 BZX  SPREAD/FLOOR  Vega=$349 LCID=4.62 Ref
  254. >>2500 LCID Jan24 6.0 Puts $1.57 (CboeTheo=1.59)  BID  PHLX 15:59:10.583 IV=84.4% -0.4 BXO 20 x $1.57 - $1.63 x 3 MIAX  SPREAD/FLOOR  Vega=$1010 LCID=4.62 Ref
  255. >>2500 LCID Dec23 5.0 Puts $0.45 (CboeTheo=0.46)  BID  PHLX 15:59:10.583 IV=94.8% +11.7 C2 226 x $0.45 - $0.48 x 467 C2  SPREAD/FLOOR  Vega=$357 LCID=4.62 Ref
  256. SWEEP DETECTED:
    >>3000 TSLA Dec23 220 Puts $0.38 (CboeTheo=0.39)  ASK  [MULTI] 15:59:51.738 IV=54.4% +7.7 EMLD 182 x $0.37 - $0.38 x 300 ARCA Vega=$9503 TSLA=239.49 Ref
  257. SPLIT TICKET:
    >>1700 SPX Dec23 4500 Puts $1.57 (CboeTheo=1.46)  ASK  [CBOE] 16:00:15.832 IV=16.4% +3.3 CBOE 703 x $1.50 - $1.60 x 1581 CBOE  LATE  Vega=$87k SPX=4624.21 Fwd
  258. SPLIT TICKET:
    >>1200 SPXW Dec23 29th 4525 Puts $11.67 (CboeTheo=11.84)  Below Bid!  [CBOE] 16:00:15.832 IV=11.8% +0.3 CBOE 22 x $11.80 - $12.00 x 103 CBOE  LATE  Vega=$330k SPX=4635.30 Fwd
  259. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $7.77 (CboeTheo=7.84)  Below Bid!  [CBOE] 16:00:29.730 IV=16.5% +0.6 CBOE 100 x $7.80 - $8.00 x 2859 CBOE  LATE  Vega=$214k SPX=4647.62 Fwd
  260. >>1085 VIX Jan24 17th 23.0 Calls $0.42 (CboeTheo=0.42)  MID  CBOE 16:03:17.418 IV=119.9% +5.5 CBOE 1192 x $0.40 - $0.43 x 1146 CBOE  AUCTION  Vega=$1271 VIX=14.80 Fwd
  261. SPLIT TICKET:
    >>2000 VIX Jan24 17th 23.0 Calls $0.42 (CboeTheo=0.42)  MID  [CBOE] 16:03:17.418 IV=119.9% +5.5 CBOE 1192 x $0.40 - $0.43 x 1146 CBOE  AUCTION  Vega=$2343 VIX=14.80 Fwd
  262. >>1000 SPXW Dec23 21st 3800 Puts $0.25 (CboeTheo=0.21)  ASK  CBOE 16:03:21.886 IV=43.2% +5.5 CBOE 558 x $0.20 - $0.25 x 495 CBOE  LATE  Vega=$6530 SPX=4628.80 Fwd
  263. >>1300 SPXW Dec23 21st 3800 Puts $0.25 (CboeTheo=0.21)  ASK  CBOE 16:03:21.887 IV=43.2% +5.5 CBOE 558 x $0.20 - $0.25 x 495 CBOE  LATE  Vega=$8489 SPX=4628.80 Fwd
  264. SPLIT TICKET:
    >>4500 SPXW Dec23 21st 3800 Puts $0.25 (CboeTheo=0.21)  ASK  [CBOE] 16:03:21.886 IV=43.2% +5.5 CBOE 558 x $0.20 - $0.25 x 495 CBOE  LATE - OPENING  Vega=$29k SPX=4628.80 Fwd
  265. >>1000 VIX Jan24 17th 28.0 Calls $0.26 (CboeTheo=0.27)  ASK  CBOE 16:03:40.042 IV=135.6% +5.0 CBOE 10k x $0.25 - $0.26 x 770 CBOE Vega=$840 VIX=14.80 Fwd
  266. SPLIT TICKET:
    >>1500 SPXW Dec23 12th 4460 Puts $0.05 (CboeTheo=0.09)  BID  [CBOE] 16:04:41.013 IV=24.9% +10.6 CBOE 1660 x $0.05 - $0.15 x 1759 CBOE  OPENING  Vega=$3615 SPX=4622.94 Fwd
  267. >>1000 SPXW Dec23 13th 3850 Puts $0.05 (CboeTheo=0.08)  BID  CBOE 16:19:13.826 IV=78.7% +27.2 CBOE 1010 x $0.05 - $0.10 x 1659 CBOE  EXTEND - OPENING  Vega=$870 SPX=4623.63 Fwd
  268. >>Market Color ZI - Zoominfo ratio spread rolls half million dollar gains into larger upside position. Shares up 54c, or 3.4%, today to $16.18 with call volume 4x normal at 20k contracts and most of the flow printing on the Amex where a trader sold 5424 Jan 15 calls for 1.60 against a buy of 11753 Jan 17.5 calls for 50c. Sale closes a position opened on Nov 22nd for 59c when shares were $14.02 while the purchase is opening. Appears to roll the profits on the long call into a larger upside position. Earnings expected early Feb. (Henry Schwartz (Cboe Global Markets)) [ZI 16.18 +0.51 Ref, IV=43.6% +0.5]

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