OPTION FLOW 12/12/23

byFRANKTRADEZ •
0

 

  1. SWEEP DETECTED:
    >>3051 AAPL Dec23 197.5 Calls $0.119 (CboeTheo=0.14)  MID  [MULTI] 09:44:23.539 IV=20.1% +0.7 C2 596 x $0.12 - $0.13 x 792 C2 Vega=$8205 AAPL=191.96 Ref
  2. >>Market Color CVNA - Bullish option flow detected in Carvana (39.12 -0.71) with 22,538 calls trading (3x expected) and implied vol increasing over 3 points to 96.59%. . The Put/Call Ratio is 0.30. Earnings are expected on 02/22. [CVNA 39.12 -0.71 Ref, IV=96.6% +3.0] #Bullish
  3. >>1000 VIX Jan24 17th 16.0 Puts $2.35 (CboeTheo=2.35)  MID  CBOE 09:46:10.991 IV=82.7% +1.0 CBOE 22k x $2.32 - $2.38 x 28k CBOE  AUCTION  Vega=$1782 VIX=14.62 Fwd
  4. >>2162 RIOT Jan24 14.0 Calls $1.82 (CboeTheo=1.84)  ASK  ARCA 09:46:26.605 IV=103.4% -1.3 MPRL 1949 x $1.80 - $1.82 x 2162 ARCA  SSR  Vega=$3826 RIOT=13.86 Ref
  5. SWEEP DETECTED:
    >>2817 RIOT Jan24 14.0 Calls $1.82 (CboeTheo=1.85)  BID  [MULTI] 09:46:26.565 IV=102.4% -2.3 CBOE 135 x $1.82 - $1.87 x 1 BXO  SSR  Vega=$4992 RIOT=13.88 Ref
  6. SWEEP DETECTED:
    >>Bullish Delta Impact 995 ICVX Jan24 15.0 Puts $0.05 (CboeTheo=0.07)  BID  [MULTI] 09:47:33.355 IV=10.9% -179.0 BOX 226 x $0.05 - $0.10 x 5 ARCA  OPENING 
    Delta=-17%, EST. IMPACT = 17k Shares ($264k) To Buy ICVX=15.45 Ref
  7. >>2000 OXY Dec23 65.0 Calls $0.01 (CboeTheo=0.01)  MID  ARCA 09:47:40.134 IV=65.8% +11.4 PHLX 0 x $0.00 - $0.02 x 10 BOX  SPREAD/FLOOR  Vega=$264 OXY=55.92 Ref
  8. SWEEP DETECTED:
    >>Bearish Delta Impact 507 IDT Jan24 35.0 Calls $0.262 (CboeTheo=0.36)  Below Bid!  [MULTI] 09:47:59.733 IV=32.1% -2.3 MPRL 195 x $0.30 - $0.45 x 49 PHLX
    Delta=18%, EST. IMPACT = 9121 Shares ($287k) To Sell IDT=31.45 Ref
  9. SWEEP DETECTED:
    >>Bearish Delta Impact 503 IDT Jan24 35.0 Calls $0.25 (CboeTheo=0.35)  BID  [MULTI] 09:48:22.018 IV=30.8% -3.6 BOX 1863 x $0.20 - $0.55 x 11 MPRL
    Delta=16%, EST. IMPACT = 8104 Shares ($254k) To Sell IDT=31.36 Ref
  10. SWEEP DETECTED:
    >>2052 PBR Apr24 17.0 Puts $2.739 (CboeTheo=2.70)  ASK  [MULTI] 09:50:07.863 IV=34.3% +1.7 ARCA 1295 x $2.60 - $2.74 x 229 MPRL Vega=$5485 PBR=14.53 Ref
  11. SWEEP DETECTED:
    >>Bullish Delta Impact 2450 INVZ Jan24 2.5 Calls $0.40 (CboeTheo=0.35)  ASK  [MULTI] 09:52:06.770 IV=130.1% +2.7 ARCA 50 x $0.35 - $0.40 x 581 MIAX
    Delta=57%, EST. IMPACT = 140k Shares ($347k) To Buy INVZ=2.48 Ref
  12. SWEEP DETECTED:
    >>3034 TSLA Dec23 22nd 240 Puts $9.40 (CboeTheo=9.48)  Below Bid!  [MULTI] 09:52:43.579 IV=44.2% +0.7 MPRL 501 x $9.50 - $9.60 x 160 EDGX Vega=$47k TSLA=235.07 Ref
  13. SPLIT TICKET:
    >>1100 VIX Jul24 17th 15.0 Calls $4.20 (CboeTheo=4.10)  ASK  [CBOE] 09:53:00.500 IV=52.6% +2.3 CBOE 3 x $4.00 - $4.20 x 5321 CBOE  OPENING  Vega=$4799 VIX=17.90 Fwd
  14. SWEEP DETECTED:
    >>2211 SOFI Jan24 12th 8.0 Puts $0.60 (CboeTheo=0.58)  BID  [MULTI] 09:53:21.406 IV=62.6% +3.1 BZX 5 x $0.60 - $0.61 x 32 NOM  OPENING  Vega=$2040 SOFI=7.92 Ref
  15. >>Unusual Volume SIRI - 3x market weighted volume: 34.8k = 196.5k projected vs 64.9k adv, 71% puts, 3% of OI [SIRI 4.87 -0.15 Ref, IV=115.4% +35.6]
  16. >>2245 CTVA Jan24 47.0 Calls $0.77 (CboeTheo=0.75)  ASK  MIAX 09:53:54.757 IV=23.7% +0.6 PHLX 455 x $0.65 - $0.80 x 156 PHLX  ISO/AUCTION - OPENING  Vega=$12k CTVA=45.20 Ref
  17. SWEEP DETECTED:
    >>2444 TSLA Dec23 22nd 235 Puts $6.50 (CboeTheo=6.43)  ASK  [MULTI] 09:53:57.916 IV=44.2% +0.4 CBOE 768 x $6.40 - $6.50 x 516 MIAX Vega=$38k TSLA=235.49 Ref
  18. >>2433 TSLA Dec23 22nd 240 Puts $9.50 (CboeTheo=9.53)  ASK  NOM 09:54:41.574 IV=43.9% +0.3 BOX 45 x $9.40 - $9.50 x 2499 NOM Vega=$37k TSLA=234.99 Ref
  19. SWEEP DETECTED:
    >>2600 TSLA Dec23 22nd 240 Puts $9.498 (CboeTheo=9.39)  Above Ask!  [MULTI] 09:54:41.473 IV=44.4% +0.9 C2 20 x $9.40 - $9.45 x 102 NOM Vega=$40k TSLA=235.21 Ref
  20. >>2872 NVDA Dec23 500 Calls $0.72 (CboeTheo=0.69)  ASK  ARCA 09:55:02.301 IV=42.7% +0.5 GEMX 30 x $0.70 - $0.72 x 2875 ARCA Vega=$20k NVDA=472.13 Ref
  21. >>1925 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.05)  MID  CBOE 09:56:40.954 IV=56.3% +3.7 CBOE 103 x $0.05 - $0.07 x 7420 CBOE Vega=$700 VIX=12.67 Fwd
  22. SPLIT TICKET:
    >>5000 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.05)  ASK  [CBOE] 09:56:40.690 IV=56.3% +3.7 CBOE 50 x $0.05 - $0.06 x 1575 CBOE  ISO  Vega=$1818 VIX=12.67 Fwd
  23. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 3800 Puts $0.40 (CboeTheo=0.36)  ASK  [CBOE] 09:57:04.267 IV=34.5% +0.3 CBOE 621 x $0.35 - $0.40 x 218 CBOE Vega=$12k SPX=4629.40 Fwd
  24. SWEEP DETECTED:
    >>4843 SOFI Jan24 7.5 Puts $0.43 (CboeTheo=0.40)  ASK  [MULTI] 09:57:14.064 IV=64.5% +3.5 EMLD 2116 x $0.41 - $0.43 x 2009 EMLD  ISO  Vega=$4588 SOFI=7.92 Ref
  25. >>6035 NTR Jan24 12th 48.0 Puts $0.45 (CboeTheo=0.48)  BID  BOX 09:57:33.447 IV=32.5% -3.0 BXO 24 x $0.45 - $0.55 x 56 PHLX  FLOOR - OPENING  Vega=$23k NTR=52.72 Ref
  26. SPLIT TICKET:
    >>2000 SIRI Jan24 5.5 Calls $0.115 (CboeTheo=0.17)  BID  [BOX] 09:57:56.711 IV=67.5% -20.6 PHLX 2788 x $0.09 - $0.20 x 6 GEMX  FLOOR  Vega=$905 SIRI=4.72 Ref
  27. >>Unusual Volume LUMN - 5x market weighted volume: 12.9k = 66.5k projected vs 13.3k adv, 78% puts, 2% of OI [LUMN 1.43 +0.06 Ref, IV=89.7% -1.5]
  28. SWEEP DETECTED:
    >>5000 AMZN Dec23 22nd 155 Calls $0.33 (CboeTheo=0.32)  ASK  [MULTI] 09:59:27.469 IV=26.8% +0.5 C2 38 x $0.32 - $0.33 x 1109 EMLD Vega=$23k AMZN=146.16 Ref
  29. >>2030 AMC Jan25 5.0 Puts $1.31 (CboeTheo=1.38)  BID  BOX 09:59:58.428 IV=95.8% -3.7 NOM 23 x $1.29 - $1.42 x 10 NOM  FLOOR  Vega=$4027 AMC=7.08 Ref
  30. SWEEP DETECTED:
    >>2000 BAC Jun24 40.0 Calls $0.18 (CboeTheo=0.18)  ASK  [MULTI] 10:02:39.276 IV=23.2% +0.0 EMLD 886 x $0.17 - $0.18 x 2137 EMLD  ISO  Vega=$7039 BAC=30.70 Ref
  31. >>2000 INTC Jun24 55.0 Calls $1.36 (CboeTheo=1.35)  MID  ARCA 10:02:56.405 IV=33.3% +0.0 EMLD 16 x $1.35 - $1.37 x 58 C2  SPREAD/CROSS  Vega=$20k INTC=44.09 Ref
  32. SWEEP DETECTED:
    >>2000 INTC Dec23 43.0 Calls $1.48 (CboeTheo=1.51)  BID  [MULTI] 10:05:24.788 IV=47.1% -0.9 EDGX 1079 x $1.48 - $1.52 x 121 ARCA  ISO  Vega=$2769 INTC=44.12 Ref
  33. >>1000 VIX Jan24 17th 16.0 Calls $0.97 (CboeTheo=0.98)  ASK  CBOE 10:05:31.130 IV=82.1% +0.3 CBOE 2367 x $0.96 - $0.97 x 1000 CBOE Vega=$1779 VIX=14.62 Fwd
  34. >>2150 ENPH Dec23 100 Puts $3.35 (CboeTheo=3.21)  ASK  AMEX 10:05:40.939 IV=71.3% +6.3 MPRL 4 x $3.20 - $3.35 x 49 EDGX  CROSS  Vega=$7911 ENPH=98.66 Ref
  35. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 CCCC Dec23 2.5 Calls $0.25  ASK  [MULTI] 10:05:39.910 IV=548.2% +524.1 AMEX 1 x $0.15 - $0.25 x 296 PHLX  OPENING   SSR 
    Delta=43%, EST. IMPACT = 43k Shares ($87k) To Buy CCCC=2.00 Ref
  36. >>7457 SOFI Jan24 14.0 Calls $0.03 (CboeTheo=0.03)  ASK  ARCA 10:06:34.358 IV=89.7% +1.9 EMLD 1022 x $0.02 - $0.03 x 1941 C2  FLOOR  Vega=$1560 SOFI=7.92 Ref
  37. SWEEP DETECTED:
    >>3274 PFE Dec23 29.0 Calls $0.323 (CboeTheo=0.30)  Above Ask!  [MULTI] 10:07:49.936 IV=36.2% +9.9 EMLD 3 x $0.30 - $0.31 x 129 EMLD Vega=$3512 PFE=28.80 Ref
  38. >>2000 CVNA Dec23 25.0 Calls $13.20 (CboeTheo=13.50)  BID  BOX 10:08:06.451 BZX 117 x $13.20 - $13.70 x 46 MPRL  FLOOR  Vega=$0 CVNA=38.45 Ref
  39. >>Unusual Volume AR - 4x market weighted volume: 12.7k = 57.1k projected vs 12.0k adv, 94% calls, 4% of OI [AR 20.59 -0.60 Ref, IV=41.4% +0.9]
  40. >>9143 PFE Dec23 29.0 Calls $0.34 (CboeTheo=0.31)  ASK  CBOE 10:08:20.191 IV=38.2% +11.8 EDGX 354 x $0.30 - $0.34 x 23 BOX  AUCTION - OPENING  Vega=$9856 PFE=28.81 Ref
  41. SPLIT TICKET:
    >>9262 PFE Dec23 29.0 Calls $0.34 (CboeTheo=0.31)  ASK  [CBOE] 10:08:20.191 IV=36.3% +10.0 EDGX 354 x $0.30 - $0.34 x 23 BOX  AUCTION - OPENING  Vega=$9971 PFE=28.81 Ref
  42. SWEEP DETECTED:
    >>2000 SOFI Jan24 12.5 Calls $0.04 (CboeTheo=0.05)  ASK  [MULTI] 10:09:03.572 IV=78.8% +0.1 EMLD 3792 x $0.03 - $0.04 x 771 GEMX Vega=$556 SOFI=7.94 Ref
  43. SWEEP DETECTED:
    >>Bullish Delta Impact 500 CCCC Jan24 2.5 Calls $0.45 (CboeTheo=0.35)  ASK  [MULTI] 10:09:40.827 IV=230.3% +74.0 ARCA 10 x $0.35 - $0.50 x 10 AMEX  ISO   SSR 
    Delta=55%, EST. IMPACT = 27k Shares ($55k) To Buy CCCC=2.02 Ref
  44. SWEEP DETECTED:
    >>2698 FL Dec23 29th 26.0 Puts $0.379 (CboeTheo=0.37)  ASK  [MULTI] 10:11:43.968 IV=46.3% +0.5 PHLX 199 x $0.30 - $0.40 x 521 PHLX  FLOOR - OPENING  Vega=$5015 FL=27.77 Ref
  45. SWEEP DETECTED:
    >>4024 T Dec23 16.5 Calls $0.13 (CboeTheo=0.12)  ASK  [MULTI] 10:11:50.618 IV=27.3% +3.8 EMLD 1451 x $0.11 - $0.13 x 915 EMLD Vega=$2449 T=16.41 Ref
  46. >>5000 SOFI Jan24 14.0 Calls $0.03 (CboeTheo=0.03)  ASK  ARCA 10:12:59.351 IV=90.1% +2.2 EMLD 390 x $0.02 - $0.03 x 2229 C2  LATE  Vega=$1043 SOFI=7.91 Ref
  47. >>10000 LUMN Dec25 1.0 Puts $0.39 (CboeTheo=0.41)  ASK  PHLX 10:13:11.931 IV=99.9% -2.8 PHLX 3517 x $0.22 - $0.42 x 335 PHLX  FLOOR  Vega=$4845 LUMN=1.42 Ref
  48. SWEEP DETECTED:
    >>5419 C Dec23 48.5 Calls $0.30 (CboeTheo=0.30)  BID  [MULTI] 10:14:22.460 IV=30.3% +1.4 C2 2059 x $0.30 - $0.33 x 1066 CBOE  OPENING  Vega=$8971 C=47.85 Ref
  49. SWEEP DETECTED:
    >>Bullish Delta Impact 806 GFS Dec23 55.0 Calls $1.50 (CboeTheo=1.51)  ASK  [MULTI] 10:14:30.008 IV=42.4% +3.1 PHLX 150 x $1.40 - $1.50 x 413 BXO
    Delta=69%, EST. IMPACT = 55k Shares ($3.09m) To Buy GFS=56.03 Ref
  50. >>Unusual Volume DOCU - 3x market weighted volume: 23.9k = 100.0k projected vs 32.8k adv, 81% calls, 7% of OI [DOCU 55.27 +1.55 Ref, IV=33.3% -0.7]
  51. >>2500 META Feb24 300 Calls $40.68 (CboeTheo=40.71)  BID  AMEX 10:14:48.337 IV=38.0% -0.0 EDGX 19 x $40.60 - $40.85 x 62 AMEX  CROSS  Vega=$108k META=329.44 Ref
  52. >>Market Color @STOCK - Heavy first hour option volume is noted in : VYM, GOTU, MBI, CTVA, NTR, CAVA, SAVA, MCHI, CNQ.
  53. >>Market Color PFE - Bullish option flow detected in Pfizer (28.64) with 67,261 calls trading (4x expected) and implied vol increasing over 2 points to 25.96%. . The Put/Call Ratio is 0.23. Earnings are expected on 01/29.  [PFE 28.64 Ref, IV=26.0% +2.3] #Bullish
  54. SWEEP DETECTED:
    >>2004 C Jan24 52.5 Calls $0.35 (CboeTheo=0.35)  ASK  [MULTI] 10:15:05.693 IV=26.4% -0.1 BZX 188 x $0.33 - $0.35 x 254 NOM  AUCTION  Vega=$7927 C=47.84 Ref
  55. >>8400 ALGM Jan24 25.0 Puts $0.35 (CboeTheo=0.46)  BID  AMEX 10:15:09.271 IV=34.5% -4.3 PHLX 261 x $0.35 - $0.50 x 166 PHLX  FLOOR - OPENING  Vega=$21k ALGM=27.17 Ref
  56. >>2100 ALGM Jan24 25.0 Puts $0.40 (CboeTheo=0.46)  BID  AMEX 10:15:09.271 IV=36.5% -2.3 PHLX 261 x $0.35 - $0.50 x 166 PHLX  FLOOR - OPENING  Vega=$5349 ALGM=27.17 Ref
  57. SPLIT TICKET:
    >>10500 ALGM Jan24 25.0 Puts $0.36 (CboeTheo=0.46)  BID  [AMEX] 10:15:09.271 IV=34.5% -4.3 PHLX 261 x $0.35 - $0.50 x 166 PHLX  FLOOR - OPENING  Vega=$26k ALGM=27.17 Ref
  58. >>3800 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.07)  BID  CBOE 10:15:59.046 IV=144.8% +9.4 CBOE 35 x $0.07 - $0.08 x 15k CBOE  52WeekLow  Vega=$905 VIX=12.71 Fwd
  59. >>2800 SNAP Jul24 19.0 Calls $1.77 (CboeTheo=1.82)  BID  PHLX 10:17:31.953 IV=54.2% -1.3 CBOE 830 x $1.77 - $1.83 x 66 GEMX  SPREAD/CROSS/TIED - OPENING  Vega=$14k SNAP=15.87 Ref
  60. SWEEP DETECTED:
    >>2500 BAC Jan24 31.0 Calls $0.91 (CboeTheo=0.91)  ASK  [MULTI] 10:18:57.224 IV=23.8% -0.1 C2 123 x $0.90 - $0.91 x 862 MPRL Vega=$9930 BAC=30.71 Ref
  61. SWEEP DETECTED:
    >>2019 PFE Dec23 29.0 Calls $0.32 (CboeTheo=0.29)  ASK  [MULTI] 10:19:07.013 IV=43.0% +16.7 NOM 205 x $0.30 - $0.32 x 172 C2 Vega=$2109 PFE=28.64 Ref
  62. >>27750 VTNR Apr24 7.5 Puts $4.50 (CboeTheo=4.53)  BID  AMEX 10:20:36.045 PHLX 501 x $4.35 - $4.70 x 284 CBOE  CROSS - OPENING   52WeekLow  Vega=$0 VTNR=2.98 Ref
  63. SWEEP DETECTED:
    >>2000 GOOGL Dec23 143 Calls $0.03 (CboeTheo=0.03)  ASK  [MULTI] 10:22:13.055 IV=38.7% +4.5 EMLD 694 x $0.02 - $0.03 x 406 C2 Vega=$1145 GOOGL=132.22 Ref
  64. SWEEP DETECTED:
    >>2987 GOOGL Dec23 142 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 10:22:59.757 IV=37.2% +4.4 CBOE 1344 x $0.02 - $0.04 x 188 EMLD Vega=$2178 GOOGL=132.25 Ref
  65. >>5000 AR May24 30.0 Calls $0.35 (CboeTheo=0.36)  BID  CBOE 10:23:15.732 IV=43.2% +0.3 C2 89 x $0.34 - $0.38 x 93 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$15k AR=20.59 Ref
  66. >>5000 AR May24 24.0 Calls $1.35 (CboeTheo=1.34)  ASK  CBOE 10:23:15.791 IV=44.2% +0.5 C2 266 x $1.31 - $1.37 x 544 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$26k AR=20.59 Ref
  67. >>2240 MBI Jan24 8.0 Calls $5.80 (CboeTheo=5.71)  ASK  ARCA 10:23:33.994 IV=123.0% +22.4 ARCA 1 x $5.30 - $6.10 x 1 ARCA  CROSS - OPENING  Vega=$1111 MBI=13.69 Ref
  68. >>2500 HOOD May24 14.0 Calls $1.14 (CboeTheo=1.13)  MID  PHLX 10:23:58.049 IV=58.9% +0.3 BOX 186 x $1.12 - $1.16 x 136 BOX  SPREAD/FLOOR  Vega=$7566 HOOD=11.76 Ref
  69. >>2500 HOOD Feb24 13.0 Calls $0.85 (CboeTheo=0.86)  BID  PHLX 10:23:58.049 IV=63.7% -2.5 ARCA 5 x $0.85 - $0.86 x 24 EMLD  SPREAD/FLOOR  Vega=$4912 HOOD=11.76 Ref
  70. SPLIT TICKET:
    >>2000 SPX Feb24 4075 Puts $8.50 (CboeTheo=8.48)  BID  [CBOE] 10:24:09.084 IV=19.9% -0.2 CBOE 929 x $8.40 - $8.70 x 2175 CBOE  LATE  Vega=$435k SPX=4663.46 Fwd
  71. SPLIT TICKET:
    >>2000 SPX Feb24 4450 Puts $33.50 (CboeTheo=33.72)  Below Bid!  [CBOE] 10:24:09.084 IV=14.1% -0.2 CBOE 237 x $33.60 - $34.00 x 1367 CBOE  LATE  Vega=$1.15m SPX=4663.46 Fwd
  72. SWEEP DETECTED:
    >>7112 AMC Dec23 9.0 Calls $0.04 (CboeTheo=0.05)  BID  [MULTI] 10:24:10.423 IV=179.3% -3.2 EMLD 1547 x $0.04 - $0.05 x 631 C2  ISO  Vega=$701 AMC=6.99 Ref
  73. SWEEP DETECTED:
    >>3152 AMC Dec23 9.0 Calls $0.03 (CboeTheo=0.05)  BID  [MULTI] 10:24:27.796 IV=169.2% -13.3 C2 593 x $0.03 - $0.05 x 633 C2  ISO  Vega=$268 AMC=6.97 Ref
  74. >>3500 VIX Dec23 20th 13.0 Puts $0.70 (CboeTheo=0.72)  ASK  CBOE 10:25:15.733 IV=71.0% +4.4 CBOE 5605 x $0.67 - $0.70 x 500 CBOE  FLOOR   52WeekLow  Vega=$2580 VIX=12.70 Fwd
  75. >>5000 VIX Dec23 20th 13.0 Puts $0.70 (CboeTheo=0.72)  ASK  CBOE 10:25:15.793 IV=71.0% +4.4 CBOE 5605 x $0.67 - $0.70 x 500 CBOE  FLOOR   52WeekLow  Vega=$3685 VIX=12.70 Fwd
  76. SPLIT TICKET:
    >>10000 VIX Dec23 20th 13.0 Puts $0.70 (CboeTheo=0.72)  ASK  [CBOE] 10:25:15.672 IV=71.0% +4.4 CBOE 5605 x $0.67 - $0.70 x 500 CBOE  FLOOR   52WeekLow  Vega=$7371 VIX=12.70 Fwd
  77. >>7994 XOM Apr24 105 Calls $3.20 (CboeTheo=3.19)  MID  BOX 10:25:21.172 IV=23.2% +0.2 CBOE 108 x $3.15 - $3.25 x 30 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$176k XOM=98.35 Ref
  78. >>7994 XOM Apr24 95.0 Puts $3.90 (CboeTheo=3.84)  ASK  BOX 10:25:21.172 IV=25.2% +0.3 BZX 129 x $3.80 - $3.90 x 50 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$174k XOM=98.35 Ref
  79. >>Unusual Volume JBLU - 3x market weighted volume: 46.9k = 176.4k projected vs 48.7k adv, 96% calls, 5% of OI [JBLU 5.53 +0.15 Ref, IV=72.6% -7.1]
  80. >>7050 NKLA Dec23 1.0 Calls $0.01 (CboeTheo=0.01)  ASK  CBOE 10:26:45.800 IV=287.9% +7.9 CBOE 0 x $0.00 - $0.01 x 10k C2  TIED/FLOOR  Vega=$93 NKLA=0.70 Ref
  81. >>3500 NKLA Dec23 1.0 Puts $0.33 (CboeTheo=0.31)  ASK  CBOE 10:26:45.858 IV=406.3% +126.2 PHLX 662 x $0.30 - $0.33 x 18 BZX  TIED/FLOOR  Vega=$70 NKLA=0.70 Ref
  82. >>3550 NKLA Dec23 1.0 Puts $0.33 (CboeTheo=0.31)  ASK  CBOE 10:26:45.926 IV=406.3% +126.2 PHLX 662 x $0.30 - $0.33 x 18 BZX  TIED/FLOOR  Vega=$71 NKLA=0.70 Ref
  83. >>4952 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  MPRL 10:26:53.443 IV=155.3% -27.2 C2 7431 x $0.02 - $0.03 x 10 C2 Vega=$338 AMC=6.99 Ref
  84. >>5606 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  NOM 10:26:53.443 IV=155.3% -27.2 C2 6879 x $0.02 - $0.03 x 10 C2 Vega=$383 AMC=6.99 Ref
  85. SWEEP DETECTED:
    >>16542 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  [MULTI] 10:26:53.442 IV=155.3% -27.2 C2 7438 x $0.02 - $0.03 x 10 C2  ISO  Vega=$1130 AMC=6.99 Ref
  86. SWEEP DETECTED:
    >>4327 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  [MULTI] 10:27:14.893 IV=156.0% -26.5 C2 21k x $0.02 - $0.03 x 5150 C2  ISO  Vega=$294 AMC=6.97 Ref
  87. SWEEP DETECTED:
    >>2000 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  [MULTI] 10:27:42.651 IV=156.8% -25.7 C2 22k x $0.02 - $0.03 x 5235 C2  ISO  Vega=$136 AMC=6.96 Ref
  88. >>2349 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  EMLD 10:27:52.883 IV=156.8% -25.7 C2 22k x $0.02 - $0.03 x 5233 C2 Vega=$159 AMC=6.96 Ref
  89. >>2950 ORCL Jan24 97.5 Puts $0.85 (CboeTheo=0.84)  MID  ISE 10:27:53.198 IV=22.4% -12.4 EDGX 694 x $0.83 - $0.88 x 1018 PHLX  AUCTION   Post-Earnings / SSR  Vega=$28k ORCL=103.19 Ref
  90. SWEEP DETECTED:
    >>3322 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  [MULTI] 10:27:52.883 IV=156.8% -25.7 C2 22k x $0.02 - $0.03 x 5233 C2 Vega=$225 AMC=6.96 Ref
  91. >>2349 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  EMLD 10:27:59.215 IV=157.5% -25.0 C2 23k x $0.02 - $0.03 x 5000 C2 Vega=$159 AMC=6.96 Ref
  92. >>1960 VIX Feb24 14th 47.5 Calls $0.21 (CboeTheo=0.22)  BID  CBOE 10:28:15.563 IV=146.1% -0.6 CBOE 22k x $0.21 - $0.24 x 5686 CBOE  LATE   52WeekLow  Vega=$1598 VIX=15.55 Fwd
  93. >>1560 VIX Jan24 17th 28.0 Calls $0.27 (CboeTheo=0.25)  ASK  CBOE 10:28:16.607 IV=140.4% +4.5 CBOE 20k x $0.24 - $0.27 x 23k CBOE  LATE   52WeekLow  Vega=$1304 VIX=14.62 Fwd
  94. >>1400 VIX Jan24 17th 39.0 Calls $0.13 (CboeTheo=0.13)  MID  CBOE 10:28:16.607 IV=164.4% +1.4 CBOE 19k x $0.12 - $0.15 x 31k CBOE  LATE   52WeekLow  Vega=$665 VIX=14.62 Fwd
  95. >>1000 VIX Mar24 20th 47.5 Calls $0.40 (CboeTheo=0.39)  MID  CBOE 10:28:16.607 IV=127.8% +0.8 CBOE 19k x $0.38 - $0.41 x 1241 CBOE  LATE   52WeekLow  Vega=$1500 VIX=16.33 Fwd
  96. >>1000 VIX Mar24 20th 75.0 Calls $0.20 (CboeTheo=0.20)  MID  CBOE 10:28:16.607 IV=145.6% +0.3 CBOE 18k x $0.19 - $0.22 x 3876 CBOE  LATE   52WeekLow  Vega=$886 VIX=16.33 Fwd
  97. SPLIT TICKET:
    >>1800 VIX Jan24 17th 25.0 Calls $0.32 (CboeTheo=0.32)  MID  [CBOE] 10:28:15.560 IV=128.3% +1.1 CBOE 19k x $0.31 - $0.34 x 24k CBOE  LATE   52WeekLow  Vega=$1741 VIX=14.62 Fwd
  98. SPLIT TICKET:
    >>3900 VIX Jan24 17th 28.0 Calls $0.27 (CboeTheo=0.25)  ASK  [CBOE] 10:28:15.560 IV=140.4% +4.5 CBOE 20k x $0.24 - $0.27 x 21k CBOE  LATE   52WeekLow  Vega=$3260 VIX=14.62 Fwd
  99. SPLIT TICKET:
    >>1700 VIX Jan24 17th 32.0 Calls $0.20 (CboeTheo=0.19)  MID  [CBOE] 10:28:15.560 IV=150.5% +2.8 CBOE 32k x $0.18 - $0.21 x 31k CBOE  LATE   52WeekLow  Vega=$1134 VIX=14.62 Fwd
  100. SPLIT TICKET:
    >>3500 VIX Jan24 17th 39.0 Calls $0.13 (CboeTheo=0.13)  MID  [CBOE] 10:28:15.560 IV=164.4% +1.4 CBOE 19k x $0.12 - $0.15 x 31k CBOE  LATE   52WeekLow  Vega=$1663 VIX=14.62 Fwd
  101. SPLIT TICKET:
    >>1100 VIX Mar24 20th 40.0 Calls $0.511 (CboeTheo=0.51)  MID  [CBOE] 10:28:15.560 IV=119.8% +0.4 CBOE 19k x $0.49 - $0.53 x 3095 CBOE  LATE   52WeekLow  Vega=$1966 VIX=16.33 Fwd
  102. SPLIT TICKET:
    >>2500 VIX Mar24 20th 47.5 Calls $0.40 (CboeTheo=0.39)  MID  [CBOE] 10:28:15.560 IV=127.8% +0.8 CBOE 19k x $0.38 - $0.41 x 1241 CBOE  LATE   52WeekLow  Vega=$3749 VIX=16.33 Fwd
  103. SPLIT TICKET:
    >>1100 VIX Mar24 20th 55.0 Calls $0.33 (CboeTheo=0.32)  ASK  [CBOE] 10:28:15.560 IV=134.6% +1.5 CBOE 20k x $0.30 - $0.34 x 17k CBOE  LATE   52WeekLow  Vega=$1424 VIX=16.33 Fwd
  104. SPLIT TICKET:
    >>2500 VIX Mar24 20th 75.0 Calls $0.20 (CboeTheo=0.20)  MID  [CBOE] 10:28:15.560 IV=145.6% +0.3 CBOE 18k x $0.19 - $0.22 x 3876 CBOE  LATE   52WeekLow  Vega=$2215 VIX=16.33 Fwd
  105. SPLIT TICKET:
    >>1200 VIX Feb24 14th 42.5 Calls $0.27 (CboeTheo=0.27)  MID  [CBOE] 10:28:15.560 IV=141.9% +1.2 CBOE 20k x $0.26 - $0.29 x 5745 CBOE  LATE   52WeekLow  Vega=$1173 VIX=15.55 Fwd
  106. SPLIT TICKET:
    >>2800 VIX Feb24 14th 47.5 Calls $0.21 (CboeTheo=0.22)  BID  [CBOE] 10:28:15.560 IV=146.1% -0.6 CBOE 22k x $0.21 - $0.24 x 5686 CBOE  LATE   52WeekLow  Vega=$2283 VIX=15.55 Fwd
  107. SPLIT TICKET:
    >>1100 VIX Feb24 14th 55.0 Calls $0.17 (CboeTheo=0.18)  MID  [CBOE] 10:28:15.560 IV=154.4% +0.1 CBOE 12k x $0.16 - $0.19 x 4440 CBOE  LATE   52WeekLow  Vega=$753 VIX=15.55 Fwd
  108. SWEEP DETECTED:
    >>2926 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.05)  BID  [MULTI] 10:28:23.548 IV=158.4% -24.2 C2 28k x $0.02 - $0.03 x 5000 C2  ISO  Vega=$197 AMC=6.95 Ref
  109. >>Unusual Volume SEDG - 3x market weighted volume: 8367 = 30.0k projected vs 9988 adv, 71% puts, 6% of OI [SEDG 74.25 -5.40 Ref, IV=66.3% +1.1]
  110. >>Market Color RILY - Bearish flow noted in B Riley Financial (24.10 -1.39) with 7,422 puts trading, or 1.5x expected. The Put/Call Ratio is 8.02, while ATM IV is up nearly 4 points on the day. Earnings are expected on 02/27.  [RILY 24.10 -1.39 Ref, IV=151.2% +3.9] #Bearish
  111. >>2500 ORCL Jan24 5th 104 Calls $2.05 (CboeTheo=2.04)  BID  ARCA 10:30:30.494 IV=21.4% -15.8 ARCA 2500 x $2.05 - $2.11 x 49 EDGX  OPENING   Post-Earnings / SSR  Vega=$26k ORCL=103.09 Ref
  112. SWEEP DETECTED:
    >>2508 ORCL Jan24 5th 104 Calls $2.05 (CboeTheo=2.04)  BID  [MULTI] 10:30:30.494 IV=21.4% -15.8 ARCA 2500 x $2.05 - $2.11 x 49 EDGX  OPENING   Post-Earnings / SSR  Vega=$27k ORCL=103.09 Ref
  113. SWEEP DETECTED:
    >>3832 INVZ Apr24 2.0 Puts $0.30 (CboeTheo=0.32)  BID  [MULTI] 10:31:09.423 IV=100.7% -1.6 EDGX 407 x $0.30 - $0.35 x 284 BOX  ISO  Vega=$1782 INVZ=2.50 Ref
  114. SWEEP DETECTED:
    >>Bullish Delta Impact 658 ATHM Jan24 25.0 Puts $0.20 (CboeTheo=0.29)  BID  [MULTI] 10:31:26.103 IV=25.5% -3.5 PHLX 167 x $0.20 - $0.35 x 200 PHLX  OPENING 
    Delta=-17%, EST. IMPACT = 11k Shares ($293k) To Buy ATHM=26.88 Ref
  115. >>2500 JPM Jan25 140 Puts $6.25 (CboeTheo=6.24)  MID  PHLX 10:31:32.465 IV=24.8% -0.1 NOM 1 x $6.20 - $6.30 x 20 BOX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$125k JPM=159.87 Ref
  116. SWEEP DETECTED:
    >>Bullish Delta Impact 500 AMPY Jul24 5.0 Calls $1.30 (CboeTheo=1.27)  ASK  [MULTI] 10:31:46.881 IV=52.0% +1.9 MPRL 24 x $1.25 - $1.30 x 500 MPRL  OPENING   52WeekLow 
    Delta=72%, EST. IMPACT = 36k Shares ($203k) To Buy AMPY=5.62 Ref
  117. SWEEP DETECTED:
    >>2000 BAC Dec23 29th 30.0 Puts $0.22 (CboeTheo=0.22)  MID  [MULTI] 10:32:14.391 IV=20.2% -0.6 EMLD 2846 x $0.21 - $0.23 x 308 C2  AUCTION  Vega=$4400 BAC=30.73 Ref
  118. >>2002 RILY Dec23 17.5 Puts $0.15 (CboeTheo=0.27)  BID  BOX 10:33:22.782 IV=244.4% -6.1 AMEX 97 x $0.15 - $0.30 x 153 PHLX  SPREAD/FLOOR  Vega=$532 RILY=24.56 Ref
  119. >>2002 RILY Dec23 20.0 Puts $0.50 (CboeTheo=0.55)  ASK  BOX 10:33:22.782 IV=240.1% +7.2 PHLX 256 x $0.40 - $0.50 x 2 ISE  SPREAD/FLOOR  Vega=$1107 RILY=24.56 Ref
  120. >>1999 VIX Jan24 17th 16.0 Calls $0.97 (CboeTheo=0.98)  MID  CBOE 10:33:27.713 IV=82.0% +0.3 CBOE 1940 x $0.96 - $0.99 x 1200 CBOE  52WeekLow  Vega=$3557 VIX=14.62 Fwd
  121. SWEEP DETECTED:
    >>2161 PFE Dec23 29.0 Calls $0.34 (CboeTheo=0.33)  ASK  [MULTI] 10:34:33.907 IV=44.2% +17.9 C2 275 x $0.32 - $0.34 x 481 MRX Vega=$2269 PFE=28.66 Ref
  122. >>Unusual Volume LYFT - 4x market weighted volume: 64.3k = 219.2k projected vs 53.0k adv, 96% calls, 10% of OI [LYFT 14.56 +0.20 Ref, IV=58.4% -1.3]
  123. >>3783 X Dec23 36.0 Calls $0.73 (CboeTheo=0.76)  BID  ARCA 10:38:13.452 IV=51.0% -2.1 C2 8 x $0.73 - $0.80 x 36 C2  TIED/FLOOR  Vega=$5120 X=36.05 Ref
  124. >>7000 AAP Jan24 12th 45.0 Puts $0.30 (CboeTheo=0.36)  BID  ARCA 10:38:26.073 IV=54.7% -3.7 C2 13 x $0.30 - $0.40 x 160 CBOE  FLOOR - OPENING  Vega=$16k AAP=56.14 Ref
  125. >>2000 DASH Jan26 150 Calls $13.85 (CboeTheo=13.68)  BID  PHLX 10:38:31.811 IV=41.4% +0.3 PHLX 61 x $13.00 - $14.85 x 168 AMEX  SPREAD/CROSS/TIED - OPENING  Vega=$115k DASH=100.92 Ref
  126. >>2000 DASH Jan26 120 Calls $22.30 (CboeTheo=21.93)  ASK  PHLX 10:38:31.811 IV=43.2% +0.6 AMEX 212 x $20.75 - $23.15 x 154 AMEX  SPREAD/CROSS/TIED - OPENING  Vega=$115k DASH=100.92 Ref
  127. SPLIT TICKET:
    >>1500 VIX Mar24 20th 25.0 Calls $1.11 (CboeTheo=1.09)  ASK  [CBOE] 10:38:31.434 IV=97.5% +1.2 CBOE 4171 x $1.07 - $1.11 x 5363 CBOE  AUCTION   52WeekLow  Vega=$4236 VIX=16.32 Fwd
  128. >>2500 PLUG Mar24 2.5 Puts $0.28 (CboeTheo=0.27)  ASK  MRX 10:39:33.774 IV=128.6% +0.9 BOX 31 x $0.26 - $0.28 x 11 NOM  AUCTION  Vega=$1168 PLUG=3.94 Ref
  129. SWEEP DETECTED:
    >>3513 C Jan24 52.5 Calls $0.35 (CboeTheo=0.35)  BID  [MULTI] 10:39:56.205 IV=26.3% -0.2 MPRL 2142 x $0.35 - $0.36 x 262 C2 Vega=$14k C=47.87 Ref
  130. SPLIT TICKET:
    >>1300 SPXW Dec23 22nd 4125 Puts $0.50 (CboeTheo=0.47)  MID  [CBOE] 10:40:06.204 IV=28.5% +0.8 CBOE 1008 x $0.45 - $0.55 x 1721 CBOE  FLOOR  Vega=$21k SPX=4632.46 Fwd
  131. SPLIT TICKET:
    >>1000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.05)  ASK  [CBOE] 10:40:21.506 IV=55.1% +2.4 CBOE 60 x $0.04 - $0.05 x 25k CBOE  52WeekLow  Vega=$332 VIX=12.72 Fwd
  132. >>40000 JBLU Dec23 22nd 5.5 Calls $0.27 (CboeTheo=0.27)  MID  AMEX 10:40:35.639 IV=68.7% +1.2 EDGX 555 x $0.26 - $0.29 x 386 C2  SPREAD/FLOOR - OPENING  Vega=$15k JBLU=5.53 Ref
  133. >>40000 JBLU Dec23 22nd 6.5 Calls $0.03 (CboeTheo=0.04)  BID  AMEX 10:40:35.639 IV=71.8% -4.5 EMLD 1987 x $0.03 - $0.05 x 485 C2  SPREAD/FLOOR - OPENING  Vega=$6596 JBLU=5.53 Ref
  134. >>15000 JBLU Dec23 29th 5.5 Puts $0.32 (CboeTheo=0.33)  MID  AMEX 10:40:35.640 IV=70.8% +0.9 EDGX 906 x $0.30 - $0.34 x 705 C2  SPREAD/FLOOR - OPENING  Vega=$7132 JBLU=5.53 Ref
  135. >>10000 JBLU Dec23 29th 5.0 Puts $0.15 (CboeTheo=0.14)  ASK  AMEX 10:40:35.640 IV=78.1% +5.9 ARCA 5 x $0.13 - $0.15 x 1529 C2  SPREAD/FLOOR - OPENING  Vega=$3798 JBLU=5.53 Ref
  136. >>5000 JBLU Dec23 29th 5.0 Puts $0.14 (CboeTheo=0.14)  MID  AMEX 10:40:35.641 IV=75.5% +3.2 ARCA 5 x $0.13 - $0.15 x 1529 C2  SPREAD/FLOOR - OPENING  Vega=$1876 JBLU=5.53 Ref
  137. SWEEP DETECTED:
    >>2000 SOFI Dec23 22nd 7.5 Puts $0.12 (CboeTheo=0.13)  BID  [MULTI] 10:40:43.386 IV=58.1% -3.2 EMLD 1260 x $0.12 - $0.13 x 2245 EMLD Vega=$847 SOFI=7.96 Ref
  138. >>1998 VIX Dec23 20th 24.0 Calls $0.03 (CboeTheo=0.03)  MID  CBOE 10:41:42.034 IV=202.9% +12.9 CBOE 2 x $0.02 - $0.04 x 19k CBOE  FLOOR   52WeekLow  Vega=$209 VIX=12.68 Fwd
  139. >>12500 VIX Dec23 20th 24.0 Calls $0.03 (CboeTheo=0.03)  MID  CBOE 10:41:42.137 IV=202.9% +12.9 CBOE 2 x $0.02 - $0.04 x 19k CBOE  FLOOR   52WeekLow  Vega=$1310 VIX=12.68 Fwd
  140. SPLIT TICKET:
    >>14498 VIX Dec23 20th 24.0 Calls $0.03 (CboeTheo=0.03)  MID  [CBOE] 10:41:42.034 IV=202.9% +12.9 CBOE 2 x $0.02 - $0.04 x 19k CBOE  FLOOR   52WeekLow  Vega=$1519 VIX=12.68 Fwd
  141. >>3495 GPCR Jan24 30.0 Puts $3.60 (CboeTheo=2.79)  ASK  ARCA 10:42:01.179 IV=242.6% +28.7 PHLX 98 x $0.60 - $3.80 x 72 PHLX  FLOOR - OPENING  Vega=$12k GPCR=56.62 Ref
  142. SWEEP DETECTED:
    >>3959 SNAP Dec23 15.0 Puts $0.07 (CboeTheo=0.07)  ASK  [MULTI] 10:42:56.648 IV=59.8% -0.2 C2 1072 x $0.06 - $0.07 x 1609 EMLD Vega=$1382 SNAP=15.88 Ref
  143. >>2225 NIO Dec23 7.5 Calls $0.10 (CboeTheo=0.09)  ASK  GEMX 10:43:39.967 IV=75.0% +16.6 C2 451 x $0.09 - $0.10 x 3154 EMLD  ISO  Vega=$539 NIO=7.22 Ref
  144. SWEEP DETECTED:
    >>6000 NIO Dec23 7.5 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 10:43:39.966 IV=75.0% +16.6 C2 451 x $0.09 - $0.10 x 3154 EMLD  ISO  Vega=$1454 NIO=7.22 Ref
  145. SWEEP DETECTED:
    >>2213 AAPL Jan24 195 Calls $3.80 (CboeTheo=3.81)  BID  [MULTI] 10:44:00.078 IV=16.1% -0.3 C2 514 x $3.80 - $3.85 x 374 C2 Vega=$55k AAPL=193.31 Ref
  146. SWEEP DETECTED:
    >>3488 AAL Jan24 18.0 Calls $0.04 (CboeTheo=0.03)  ASK  [MULTI] 10:44:07.299 IV=44.5% +0.4 EMLD 6010 x $0.03 - $0.04 x 1816 EMLD  ISO  Vega=$1689 AAL=13.97 Ref
  147. SWEEP DETECTED:
    >>2500 SOFI Jun24 10.0 Calls $0.98 (CboeTheo=0.96)  ASK  [MULTI] 10:44:56.490 IV=67.6% +1.0 EMLD 234 x $0.95 - $0.98 x 409 EMLD Vega=$5710 SOFI=7.97 Ref
  148. >>Market Color SAVA - Bullish option flow detected in Cassava Sciences (31.64 +3.95) with 12,609 calls trading (9x expected) and implied vol increasing almost 10 points to 102.79%. . The Put/Call Ratio is 0.17. Earnings are expected on 02/27.  [SAVA 31.64 +3.95 Ref, IV=102.8% +9.7] #Bullish
  149. >>1500 VIX Jan24 17th 20.0 Calls $0.52 (CboeTheo=0.54)  BID  CBOE 10:45:15.379 IV=106.3% -0.2 CBOE 4362 x $0.52 - $0.56 x 31k CBOE  FLOOR   52WeekLow  Vega=$2025 VIX=14.60 Fwd
  150. >>1500 VIX Jan24 17th 20.0 Calls $0.53 (CboeTheo=0.54)  BID  CBOE 10:45:15.528 IV=107.0% +0.5 CBOE 4362 x $0.52 - $0.56 x 31k CBOE  FLOOR   52WeekLow  Vega=$2037 VIX=14.60 Fwd
  151. SPLIT TICKET:
    >>7500 VIX Jan24 17th 20.0 Calls $0.525 (CboeTheo=0.54)  BID  [CBOE] 10:45:15.379 IV=106.3% -0.2 CBOE 4362 x $0.52 - $0.56 x 31k CBOE  FLOOR   52WeekLow  Vega=$10k VIX=14.60 Fwd
  152. >>Market Color PFE - Short term Pfizer calls see heavy volume. Shares little changed this morning near $28.60 with 85k calls trading by 11am ET, vs 20k puts, and buyer focused on upside Dec 29 and 29.5 strike calls, trading 36k and 29k contracts respectively. Largest sweeps include a buyer of 9200 Dec 29s for 34c as shares traded $28.81, while the 29.5 call flow includes a 10c buyer of 5k right after the open as shares traded $28.42, followed by a 12c buyer of another 5k a few minutes later. (Henry Schwartz (Cboe Global Markets)) [PFE 28.55 -0.09 Ref, IV=25.9% +2.2]
  153. SWEEP DETECTED:
    >>3630 NIO Dec23 22nd 8.0 Calls $0.13 (CboeTheo=0.13)  ASK  [MULTI] 10:46:14.141 IV=77.4% +12.3 C2 478 x $0.12 - $0.13 x 441 C2 Vega=$1399 NIO=7.24 Ref
  154. SPLIT TICKET:
    >>1400 SPX Mar24 3000 Puts $2.00 (CboeTheo=1.95)  MID  [CBOE] 10:47:40.507 IV=37.0% -0.1 CBOE 867 x $1.95 - $2.05 x 1889 CBOE  FLOOR  Vega=$67k SPX=4679.26 Fwd
  155. SWEEP DETECTED:
    >>Bullish Delta Impact 1244 EC Dec23 12.5 Puts $0.25 (CboeTheo=0.28)  BID  [MULTI] 10:48:16.546 IV=45.8% -7.7 MPRL 106 x $0.25 - $0.30 x 106 C2  AUCTION 
    Delta=-54%, EST. IMPACT = 68k Shares ($841k) To Buy EC=12.41 Ref
  156. SWEEP DETECTED:
    >>2008 AMD Dec23 145 Calls $0.577 (CboeTheo=0.60)  Below Bid!  [MULTI] 10:48:53.803 IV=55.0% +2.2 C2 359 x $0.58 - $0.60 x 146 C2  ISO   52WeekHigh  Vega=$6361 AMD=137.40 Ref
  157. >>25000 LYFT Jan24 15.0 Calls $0.96 (CboeTheo=0.97)  MID  ARCA 10:50:01.815 IV=59.8% +0.0 C2 281 x $0.95 - $0.98 x 625 EDGX  SPREAD/FLOOR  Vega=$47k LYFT=14.54 Ref
  158. >>25000 LYFT Feb24 20.0 Calls $0.45 (CboeTheo=0.43)  Above Ask!  ARCA 10:50:01.815 IV=73.3% +1.4 C2 203 x $0.42 - $0.44 x 223 C2  SPREAD/FLOOR  Vega=$44k LYFT=14.54 Ref
  159. >>25000 LYFT Feb24 25.0 Calls $0.12 (CboeTheo=0.14)  BID  ARCA 10:50:01.815 IV=75.1% -2.2 EMLD 512 x $0.12 - $0.15 x 989 EDGX  SPREAD/FLOOR - OPENING  Vega=$20k LYFT=14.54 Ref
  160. >>1000 VIX Dec23 20th 13.0 Puts $0.73 (CboeTheo=0.77)  BID  CBOE 10:50:46.531 IV=69.3% +2.6 CBOE 19k x $0.73 - $0.77 x 510 CBOE  LATE   52WeekLow  Vega=$723 VIX=12.63 Fwd
  161. >>3950 NCLH Jan24 17.5 Puts $0.59 (CboeTheo=0.58)  ASK  AMEX 10:51:34.286 IV=43.3% -0.5 C2 176 x $0.58 - $0.59 x 392 C2  SPREAD/FLOOR  Vega=$8470 NCLH=18.36 Ref
  162. >>3950 NCLH Jun24 17.0 Puts $1.60 (CboeTheo=1.62)  BID  AMEX 10:51:34.287 IV=47.5% -0.5 PHLX 77 x $1.59 - $1.64 x 403 GEMX  SPREAD/FLOOR - OPENING  Vega=$19k NCLH=18.36 Ref
  163. >>1000 VIX Dec23 20th 13.0 Puts $0.73 (CboeTheo=0.77)  BID  CBOE 10:52:24.409 IV=69.3% +2.6 CBOE 23k x $0.73 - $0.77 x 10 CBOE  LATE   52WeekLow  Vega=$723 VIX=12.62 Fwd
  164. SWEEP DETECTED:
    >>3832 PFE Dec23 29.0 Calls $0.326 (CboeTheo=0.30)  Above Ask!  [MULTI] 10:53:22.540 IV=44.7% +18.3 EMLD 319 x $0.30 - $0.32 x 434 C2 Vega=$3959 PFE=28.61 Ref
  165. >>1000 SPXW Jan24 31st 4520 Puts $33.50 (CboeTheo=33.65)  ASK  CBOE 10:53:43.098 IV=12.6% -0.4 CBOE 34 x $33.30 - $33.60 x 71 CBOE  FLOOR - OPENING  Vega=$557k SPX=4656.77 Fwd
  166. SPLIT TICKET:
    >>5000 SPXW Jan24 31st 4520 Puts $33.50 (CboeTheo=33.65)  ASK  [CBOE] 10:53:43.097 IV=12.6% -0.4 CBOE 34 x $33.30 - $33.60 x 71 CBOE  FLOOR - OPENING  Vega=$2.79m SPX=4656.77 Fwd
  167. >>1355 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.06)  ASK  CBOE 10:54:02.104 IV=52.0% -0.6 CBOE 4859 x $0.04 - $0.05 x 15k CBOE  52WeekLow  Vega=$465 VIX=12.62 Fwd
  168. SPLIT TICKET:
    >>2500 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 10:54:02.104 IV=52.0% -0.6 CBOE 4859 x $0.04 - $0.05 x 15k CBOE  52WeekLow  Vega=$857 VIX=12.62 Fwd
  169. >>7300 ABBV Jan24 155 Calls $2.00 (CboeTheo=1.96)  ASK  ARCA 10:54:10.358 IV=16.2% -0.0 PHLX 55 x $1.94 - $2.00 x 52 PHLX  SPREAD/CROSS  Vega=$133k ABBV=152.00 Ref
  170. >>7300 ABBV Jan24 150 Calls $4.50 (CboeTheo=4.61)  BID  ARCA 10:54:10.358 IV=16.2% -0.7 CBOE 197 x $4.50 - $4.65 x 435 PHLX  SPREAD/CROSS  Vega=$126k ABBV=152.00 Ref
  171. SWEEP DETECTED:
    >>2363 SNAP Dec23 16.0 Calls $0.31 (CboeTheo=0.32)  BID  [MULTI] 10:54:22.825 IV=57.8% -2.4 C2 928 x $0.31 - $0.32 x 200 AMEX  52WeekHigh  Vega=$1410 SNAP=15.91 Ref
  172. >>1477 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.07)  ASK  CBOE 10:54:43.121 IV=48.9% -3.7 CBOE 884 x $0.04 - $0.05 x 9232 CBOE  52WeekLow  Vega=$524 VIX=12.53 Fwd
  173. SPLIT TICKET:
    >>2000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.07)  ASK  [CBOE] 10:54:43.121 IV=48.9% -3.7 CBOE 884 x $0.04 - $0.05 x 9232 CBOE  52WeekLow  Vega=$710 VIX=12.53 Fwd
  174. >>6300 PLUG Mar24 3.0 Puts $0.41 (CboeTheo=0.43)  BID  AMEX 10:54:47.696 IV=116.1% -4.6 PHLX 1271 x $0.41 - $0.44 x 15 MPRL  CROSS - OPENING  Vega=$3734 PLUG=3.94 Ref
  175. SPLIT TICKET:
    >>1000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.07)  ASK  [CBOE] 10:55:39.603 IV=48.9% -3.7 CBOE 2322 x $0.04 - $0.05 x 6718 CBOE  52WeekLow  Vega=$355 VIX=12.53 Fwd
  176. SWEEP DETECTED:
    >>2000 FSR Dec23 1.5 Calls $0.10 (CboeTheo=0.11)  BID  [MULTI] 10:55:54.727 IV=155.4% -25.2 C2 2564 x $0.10 - $0.11 x 913 C2 Vega=$113 FSR=1.52 Ref
  177. >>5000 KVUE Feb24 24.0 Calls $0.34 (CboeTheo=0.36)  BID  PHLX 10:57:30.512 IV=36.1% -1.2 C2 119 x $0.34 - $0.36 x 42 MPRL  SPREAD/CROSS/TIED  Vega=$13k KVUE=20.70 Ref
  178. >>2000 DGX Dec23 140 Calls $1.20 (CboeTheo=1.17)  BID  CBOE 10:57:44.604 IV=20.4% -1.2 ARCA 14 x $1.15 - $1.35 x 9 ARCA  SPREAD/LEGGED/FLOOR  Vega=$10k DGX=140.12 Ref
  179. >>10000 KVUE Jan24 12th 24.0 Calls $0.17 (CboeTheo=0.19)  BID  PHLX 10:58:19.796 IV=42.2% -0.9 PHLX 45 x $0.16 - $0.21 x 74 EDGX  SPREAD/FLOOR - OPENING  Vega=$14k KVUE=20.71 Ref
  180. >>10000 KVUE Jan24 12th 21.5 Calls $0.78 (CboeTheo=0.75)  ASK  PHLX 10:58:19.796 IV=44.1% +1.5 PHLX 33 x $0.74 - $0.79 x 11 BOX  SPREAD/FLOOR - OPENING  Vega=$24k KVUE=20.71 Ref
  181. >>2500 VIX Dec23 20th 13.0 Puts $0.79 (CboeTheo=0.83)  ASK  CBOE 10:59:26.723 IV=69.2% +2.5 CBOE 11k x $0.78 - $0.79 x 1318 CBOE  52WeekLow  Vega=$1754 VIX=12.53 Fwd
  182. >>1000 VIX Dec23 20th 13.0 Puts $0.79 (CboeTheo=0.83)  ASK  CBOE 10:59:26.723 IV=69.2% +2.5 CBOE 11k x $0.78 - $0.79 x 1318 CBOE  52WeekLow  Vega=$702 VIX=12.53 Fwd
  183. SPLIT TICKET:
    >>3818 VIX Dec23 20th 13.0 Puts $0.79 (CboeTheo=0.83)  ASK  [CBOE] 10:59:26.723 IV=69.2% +2.5 CBOE 11k x $0.78 - $0.79 x 1318 CBOE  52WeekLow  Vega=$2679 VIX=12.53 Fwd
  184. SWEEP DETECTED:
    >>9502 CHWY Jan24 27.5 Calls $0.09 (CboeTheo=0.10)  BID  [MULTI] 10:59:31.255 IV=62.5% +0.6 EMLD 2266 x $0.09 - $0.11 x 216 EMLD  OPENING  Vega=$7079 CHWY=19.48 Ref
  185. SWEEP DETECTED:
    >>2186 UBER Dec23 65.0 Calls $0.255 (CboeTheo=0.24)  Above Ask!  [MULTI] 10:59:41.155 IV=41.6% +0.6 GEMX 668 x $0.23 - $0.25 x 272 GEMX  52WeekHigh  Vega=$3524 UBER=62.70 Ref
  186. >>2000 NIO Jan24 6.0 Calls $1.41 (CboeTheo=1.42)  BID  PHLX 10:59:49.694 IV=67.6% -1.3 ARCA 324 x $1.40 - $1.44 x 466 EMLD  SPREAD/FLOOR - OPENING  Vega=$1156 NIO=7.21 Ref
  187. >>2000 NIO Dec23 7.0 Calls $0.31 (CboeTheo=0.31)  BID  PHLX 10:59:49.694 IV=66.9% +2.6 MPRL 9 x $0.31 - $0.32 x 3 BXO  SPREAD/FLOOR  Vega=$473 NIO=7.21 Ref
  188. >>3450 BPMC Jul24 100 Calls $4.10 (CboeTheo=4.71)  BID  BOX 11:01:39.061 IV=35.4% -2.7 AMEX 1 x $2.65 - $6.90 x 1 AMEX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$79k BPMC=81.75 Ref
  189. >>Unusual Volume PRGO - 13x market weighted volume: 10.2k = 28.5k projected vs 2151 adv, 99% calls, 27% of OI [PRGO 28.50 -0.69 Ref, IV=39.8% +0.9]
  190. SWEEP DETECTED:
    >>2646 UBER Dec23 64.0 Calls $0.51 (CboeTheo=0.45)  ASK  [MULTI] 11:02:54.639 IV=43.2% +3.9 BOX 226 x $0.46 - $0.51 x 222 GEMX  52WeekHigh  Vega=$5571 UBER=62.67 Ref
  191. SWEEP DETECTED:
    >>2500 OXY Feb24 50.0 Puts $0.52 (CboeTheo=0.50)  ASK  [MULTI] 11:03:24.594 IV=28.2% +0.1 MPRL 60 x $0.49 - $0.52 x 322 AMEX  ISO  Vega=$14k OXY=55.83 Ref
  192. >>2500 DNA Jan25 2.0 Calls $0.35 (CboeTheo=0.34)  BID  BXO 11:04:04.027 IV=97.0% +0.9 BXO 2500 x $0.35 - $0.40 x 5150 PHLX Vega=$1332 DNA=1.32 Ref
  193. SWEEP DETECTED:
    >>3016 HOOD Jan24 10.0 Puts $0.18 (CboeTheo=0.19)  BID  [MULTI] 11:06:01.312 IV=53.8% -5.3 EMLD 908 x $0.18 - $0.20 x 579 EMLD Vega=$2755 HOOD=11.68 Ref
  194. >>Unusual Volume EOSE - 3x market weighted volume: 5561 = 15.1k projected vs 4803 adv, 95% calls, 2% of OI [EOSE 1.12 -0.07 Ref, IV=134.5% -6.4]
  195. >>3805 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.06)  ASK  CBOE 11:07:35.176 IV=48.9% -3.7 CBOE 835 x $0.04 - $0.05 x 1738 CBOE  52WeekLow  Vega=$1350 VIX=12.53 Fwd
  196. SPLIT TICKET:
    >>5543 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 11:07:35.176 IV=48.9% -3.7 CBOE 835 x $0.04 - $0.05 x 1738 CBOE  52WeekLow  Vega=$1966 VIX=12.53 Fwd
  197. >>1500 VIX Dec23 20th 13.0 Calls $0.36 (CboeTheo=0.35)  MID  CBOE 11:08:07.202 IV=75.5% +3.9 CBOE 12 x $0.34 - $0.37 x 786 CBOE  52WeekLow  Vega=$1063 VIX=12.53 Fwd
  198. SPLIT TICKET:
    >>2828 VIX Dec23 20th 13.0 Calls $0.36 (CboeTheo=0.35)  MID  [CBOE] 11:08:07.202 IV=75.5% +3.9 CBOE 12 x $0.34 - $0.37 x 786 CBOE  52WeekLow  Vega=$2004 VIX=12.53 Fwd
  199. >>8000 BAC Jan25 28.0 Puts $1.86 (CboeTheo=1.86)  MID  PHLX 11:08:22.194 IV=27.9% -0.5 MPRL 72 x $1.85 - $1.87 x 1217 EMLD  SPREAD/CROSS/TIED  Vega=$86k BAC=30.77 Ref
  200. >>8000 BAC Jan25 25.0 Puts $1.11 (CboeTheo=1.13)  BID  PHLX 11:08:22.194 IV=30.1% -0.6 EMLD 479 x $1.11 - $1.14 x 1695 EMLD  SPREAD/CROSS/TIED  Vega=$68k BAC=30.77 Ref
  201. >>1000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:08:52.339 IV=112.7% +9.4 CBOE 32k x $0.13 - $0.16 x 15k CBOE  FLOOR   52WeekLow  Vega=$448 VIX=12.52 Fwd
  202. >>1550 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:00.905 IV=112.7% +9.4 CBOE 32k x $0.13 - $0.16 x 15k CBOE  FLOOR   52WeekLow  Vega=$694 VIX=12.52 Fwd
  203. SPLIT TICKET:
    >>1150 VIX Dec23 20th 13.0 Calls $0.36 (CboeTheo=0.35)  ASK  [CBOE] 11:09:10.023 IV=75.5% +3.9 CBOE 21k x $0.33 - $0.37 x 2286 CBOE  52WeekLow  Vega=$815 VIX=12.52 Fwd
  204. >>2000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:59.911 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$891 VIX=12.50 Fwd
  205. >>2000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:59.911 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$891 VIX=12.50 Fwd
  206. >>2000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:59.910 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$891 VIX=12.50 Fwd
  207. >>2000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:59.911 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$891 VIX=12.50 Fwd
  208. >>1000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:09:59.911 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$446 VIX=12.50 Fwd
  209. >>10000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:10:00.012 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$4455 VIX=12.50 Fwd
  210. >>10000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  CBOE 11:10:00.032 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$4455 VIX=12.50 Fwd
  211. SPLIT TICKET:
    >>29500 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14)  ASK  [CBOE] 11:09:59.910 IV=113.6% +10.2 CBOE 33k x $0.13 - $0.16 x 6891 CBOE  FLOOR   52WeekLow  Vega=$13k VIX=12.50 Fwd
  212. >>4500 BAC Jan24 29.0 Puts $0.31 (CboeTheo=0.31)  ASK  AMEX 11:10:30.571 IV=25.8% -0.3 EMLD 3932 x $0.30 - $0.31 x 3758 EMLD  CROSS - COMPLEX  Vega=$13k BAC=30.75 Ref
  213. >>4000 REI Jan24 1.5 Calls $0.05 (CboeTheo=0.08)  BID  PHLX 11:14:29.095 IV=42.6% -14.4 BOX 1654 x $0.05 - $0.10 x 623 PHLX  FLOOR - OPENING  Vega=$708 REI=1.41 Ref
  214. >>3000 PYPL Jan25 110 Calls $1.51 (CboeTheo=1.56)  MID  AMEX 11:14:33.093 IV=41.9% -0.4 MIAX 387 x $1.43 - $1.59 x 37 MPRL  CROSS  Vega=$42k PYPL=58.31 Ref
  215. SWEEP DETECTED:
    >>2000 COF Jan24 115 Puts $1.65 (CboeTheo=1.67)  BID  [MULTI] 11:15:19.782 IV=26.5% +0.2 CBOE 429 x $1.65 - $1.80 x 248 CBOE  52WeekHigh  Vega=$25k COF=120.56 Ref
  216. SWEEP DETECTED:
    >>2499 ABBV Jan24 160 Calls $0.71 (CboeTheo=0.68)  ASK  [MULTI] 11:16:33.957 IV=16.2% -0.1 C2 99 x $0.65 - $0.71 x 586 PHLX  ISO  Vega=$32k ABBV=152.06 Ref
  217. >>8883 PRGO May24 35.0 Calls $1.32 (CboeTheo=1.18)  ASK  AMEX 11:16:43.962 IV=43.2% +2.1 ARCA 5 x $1.25 - $1.35 x 115 NOM  CROSS - OPENING  Vega=$58k PRGO=28.50 Ref
  218. SPLIT TICKET:
    >>1000 VIX Jan24 17th 19.0 Calls $0.60 (CboeTheo=0.59)  BID  [CBOE] 11:17:42.382 IV=103.7% +2.7 CBOE 669 x $0.60 - $0.61 x 30k CBOE  52WeekLow  Vega=$1442 VIX=14.47 Fwd
  219. >>13000 KVUE Jan24 20.0 Puts $0.80 (CboeTheo=0.74)  ASK  PHLX 11:17:56.034 IV=44.3% +2.5 NOM 53 x $0.77 - $0.80 x 158 BOX  SPREAD/CROSS/TIED  Vega=$33k KVUE=20.68 Ref
  220. SWEEP DETECTED:
    >>Bearish Delta Impact 502 IDT Mar24 40.0 Calls $0.20 (CboeTheo=0.36)  BID  [MULTI] 11:18:05.297 IV=32.2% -5.3 BOX 462 x $0.20 - $0.40 x 46 PHLX
    Delta=9.2%, EST. IMPACT = 4600 Shares ($144k) To Sell IDT=31.34 Ref
  221. SPLIT TICKET:
    >>1000 VIX Jan24 17th 19.0 Calls $0.61 (CboeTheo=0.59)  ASK  [CBOE] 11:18:05.906 IV=104.4% +3.4 CBOE 13k x $0.57 - $0.61 x 28k CBOE  52WeekLow  Vega=$1448 VIX=14.47 Fwd
  222. >>2000 VALE Dec24 15.0 Calls $1.68 (CboeTheo=1.61)  ASK  AMEX 11:19:07.907 IV=34.9% +0.9 EDGX 3 x $1.62 - $1.68 x 38 NOM  SPREAD/FLOOR  Vega=$11k VALE=14.72 Ref
  223. >>2000 VALE Dec24 15.0 Puts $2.32 (CboeTheo=2.26)  ASK  AMEX 11:19:07.907 IV=34.7% +0.6 ARCA 1452 x $2.22 - $2.37 x 59 ARCA  SPREAD/FLOOR  Vega=$11k VALE=14.72 Ref
  224. >>1651 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.07)  ASK  CBOE 11:23:08.008 IV=50.1% -2.6 CBOE 865 x $0.05 - $0.06 x 10k CBOE  52WeekLow  Vega=$639 VIX=12.48 Fwd
  225. SPLIT TICKET:
    >>2000 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.07)  ASK  [CBOE] 11:23:08.008 IV=50.1% -2.6 CBOE 865 x $0.05 - $0.06 x 10k CBOE  52WeekLow  Vega=$774 VIX=12.48 Fwd
  226. >>2000 BABA Dec23 29th 82.0 Calls $0.11 (CboeTheo=0.12)  BID  CBOE 11:25:59.264 IV=40.5% -0.1 BOX 192 x $0.11 - $0.13 x 257 EMLD  COB/AUCTION  Vega=$2998 BABA=71.11 Ref
  227. >>2000 BABA Dec23 29th 85.0 Calls $0.08 (CboeTheo=0.08)  BID  CBOE 11:25:59.264 IV=45.4% -0.7 MPRL 31 x $0.08 - $0.09 x 339 EMLD  COB/AUCTION  Vega=$2214 BABA=71.11 Ref
  228. >>2985 IOT Dec23 35.0 Calls $0.40 (CboeTheo=0.38)  ASK  BOX 11:27:32.332 IV=69.6% +9.7 EDGX 126 x $0.30 - $0.40 x 265 CBOE  SPREAD/FLOOR  Vega=$3277 IOT=33.72 Ref
  229. >>2985 IOT Jan24 40.0 Calls $0.40 (CboeTheo=0.46)  BID  BOX 11:27:32.332 IV=47.2% -0.9 BOX 278 x $0.40 - $0.50 x 281 AMEX  SPREAD/FLOOR  Vega=$7976 IOT=33.72 Ref
  230. >>2208 PEG Mar24 57.5 Puts $0.60 (CboeTheo=0.66)  BID  AMEX 11:27:42.931 IV=19.7% -1.2 BOX 19 x $0.60 - $0.70 x 53 BOX  FLOOR - OPENING  Vega=$18k PEG=62.67 Ref
  231. >>3352 DVN Dec23 40.0 Calls $3.50 (CboeTheo=3.58)  BID  AMEX 11:28:17.642 BZX 29 x $3.50 - $3.60 x 6 MIAX  FLOOR  Vega=$0 DVN=43.57 Ref
  232. SWEEP DETECTED:
    >>3000 FSR Dec23 2.0 Calls $0.01 (CboeTheo=0.01)  BID  [MULTI] 11:28:57.919 IV=224.6% +5.4 GEMX 498 x $0.01 - $0.02 x 209 ARCA Vega=$60 FSR=1.46 Ref
  233. >>25000 CHPT Dec23 2.0 Puts $0.03 (CboeTheo=0.03)  ASK  AMEX 11:32:09.103 IV=112.4% -17.2 EMLD 1258 x $0.02 - $0.03 x 76 BZX  SPREAD/FLOOR  Vega=$1498 CHPT=2.15 Ref
  234. >>12500 CHPT Dec23 22nd 2.0 Puts $0.09 (CboeTheo=0.09)  MID  AMEX 11:32:09.103 IV=113.1% -10.5 EMLD 618 x $0.08 - $0.10 x 312 EMLD  SPREAD/FLOOR - OPENING  Vega=$1590 CHPT=2.15 Ref
  235. >>3000 JBLU Mar24 6.0 Calls $0.81 (CboeTheo=0.82)  MID  PHLX 11:32:12.391 IV=83.3% -1.1 EMLD 589 x $0.80 - $0.83 x 88 EMLD  SPREAD/CROSS/TIED  Vega=$3388 JBLU=5.58 Ref
  236. >>2000 NIO Jan24 6.0 Calls $1.44 (CboeTheo=1.42)  Above Ask!  PHLX 11:32:45.053 IV=72.5% +3.5 NOM 1 x $1.41 - $1.43 x 16 BOX  SPREAD/FLOOR - OPENING  Vega=$1211 NIO=7.21 Ref
  237. >>3000 KVUE Jan24 12th 22.0 Calls $0.60 (CboeTheo=0.57)  ASK  PHLX 11:37:15.184 IV=44.1% +1.6 PHLX 53 x $0.56 - $0.61 x 41 EDGX  FLOOR  Vega=$6779 KVUE=20.68 Ref
  238. SWEEP DETECTED:
    >>Bullish Delta Impact 570 CRVS Jan24 2.0 Calls $0.25 (CboeTheo=0.18)  ASK  [MULTI] 11:37:14.555 IV=202.4% +38.1 BOX 54 x $0.10 - $0.25 x 352 PHLX  SSR 
    Delta=48%, EST. IMPACT = 27k Shares ($40k) To Buy CRVS=1.50 Ref
  239. >>5000 AMZN Feb24 135 Calls $15.82 (CboeTheo=15.89)  BID  AMEX 11:39:27.554 IV=32.9% -0.5 EDGX 190 x $15.80 - $15.90 x 176 PHLX  CROSS  Vega=$97k AMZN=146.25 Ref
  240. SWEEP DETECTED:
    >>2000 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 11:39:50.164 IV=161.8% -20.8 C2 4649 x $0.02 - $0.03 x 2174 NOM Vega=$132 AMC=6.92 Ref
  241. SPLIT TICKET:
    >>1000 NANOS Dec23 20th 463 Puts $2.88 (CboeTheo=2.92)  ASK  [CBOE] 11:40:34.541 IV=10.3% CBOE 0 x $0.00 - $2.98 x 1000 CBOE  OPENING  Vega=$277 NANOS=462.95 Fwd
  242. SPLIT TICKET:
    >>1000 SPX Jan24 4400 Puts $11.00 (CboeTheo=10.84)  ASK  [CBOE] 11:41:28.911 IV=14.2% -0.3 CBOE 1237 x $10.80 - $11.00 x 1084 CBOE  LATE  Vega=$288k SPX=4653.93 Fwd
  243. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $6.30 (CboeTheo=6.40)  Below Bid!  [CBOE] 11:41:28.969 IV=16.1% -0.4 CBOE 860 x $6.40 - $6.50 x 1478 CBOE  LATE  Vega=$191k SPX=4653.93 Fwd
  244. >>3000 PYPL Jan25 110 Calls $1.50 (CboeTheo=1.52)  BID  AMEX 11:41:56.619 IV=41.9% -0.3 EDGX 377 x $1.43 - $1.59 x 408 MIAX  CROSS  Vega=$41k PYPL=58.21 Ref
  245. >>2250 OXY May24 47.5 Puts $1.03 (CboeTheo=1.04)  MID  PHLX 11:42:04.428 IV=30.3% -0.4 BZX 164 x $1.01 - $1.06 x 808 EMLD  TIED/FLOOR - OPENING  Vega=$20k OXY=55.60 Ref
  246. >>2500 CLF Jun24 17.0 Puts $1.72 (CboeTheo=1.73)  ASK  ARCA 11:42:39.195 IV=40.6% -0.5 EDGX 135 x $1.68 - $1.74 x 77 BOX  CROSS  Vega=$12k CLF=17.18 Ref
  247. >>2000 UBER Jan24 55.0 Puts $0.28 (CboeTheo=0.29)  BID  AMEX 11:43:06.540 IV=33.3% +0.0 MPRL 273 x $0.28 - $0.29 x 1207 GEMX  SPREAD/CROSS   52WeekHigh  Vega=$6573 UBER=62.98 Ref
  248. >>2000 UBER Jan24 55.0 Calls $8.63 (CboeTheo=8.60)  ASK  AMEX 11:43:06.540 IV=34.3% +0.5 CBOE 44 x $8.55 - $8.65 x 20 PHLX  SPREAD/CROSS   52WeekHigh  Vega=$6852 UBER=62.98 Ref
  249. >>2250 INTC Jun24 37.0 Puts $1.53 (CboeTheo=1.55)  Below Bid!  PHLX 11:43:32.130 IV=37.7% -0.3 EMLD 97 x $1.54 - $1.56 x 108 EMLD  TIED/FLOOR  Vega=$20k INTC=43.91 Ref
  250. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4630 Puts $33.80 (CboeTheo=34.07)  Below Bid!  [CBOE] 11:44:38.038 IV=9.6% -0.8 CBOE 48 x $34.00 - $34.20 x 8 CBOE  LATE - OPENING  Vega=$398k SPX=4639.85 Fwd
  251. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4625 Puts $4.37 (CboeTheo=4.54)  Below Bid!  [CBOE] 11:44:38.038 IV=13.5% -2.1 CBOE 115 x $4.60 - $4.80 x 111 CBOE  LATE - OPENING  Vega=$40k SPX=4627.44 Fwd
  252. SPLIT TICKET:
    >>1000 SPXW Dec23 12th 4630 Puts $6.67 (CboeTheo=6.96)  Below Bid!  [CBOE] 11:44:38.038 IV=13.0% -2.3 CBOE 40 x $7.10 - $7.30 x 55 CBOE  LATE - OPENING  Vega=$40k SPX=4627.44 Fwd
  253. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4610 Puts $26.00 (CboeTheo=26.29)  Below Bid!  [CBOE] 11:44:38.038 IV=9.8% -0.8 CBOE 64 x $26.20 - $26.40 x 10 CBOE  LATE  Vega=$383k SPX=4639.85 Fwd
  254. SWEEP DETECTED:
    >>2427 UBER Jan24 65.0 Calls $1.71 (CboeTheo=1.73)  BID  [MULTI] 11:45:37.515 IV=29.7% -0.3 BOX 149 x $1.71 - $1.74 x 10 NOM  52WeekHigh  Vega=$19k UBER=62.95 Ref
  255. >>2850 NIO Jan25 5.0 Puts $0.81 (CboeTheo=0.81)  MID  ARCA 11:47:09.090 IV=74.2% +0.2 BOX 14 x $0.79 - $0.83 x 27 ARCA  SPREAD/CROSS  Vega=$5638 NIO=7.24 Ref
  256. >>2850 NIO Jan24 5.0 Puts $0.05 (CboeTheo=0.05)  BID  ARCA 11:47:09.090 IV=80.1% -1.4 EMLD 4260 x $0.05 - $0.06 x 2063 EMLD  SPREAD/CROSS  Vega=$771 NIO=7.24 Ref
  257. >>3312 KKR Dec23 29th 81.0 Calls $0.38 (CboeTheo=0.48)  Below Bid!  PHLX 11:48:40.880 IV=20.3% -3.3 NOM 1 x $0.40 - $0.50 x 66 BXO  AUCTION - OPENING   52WeekHigh  Vega=$16k KKR=77.76 Ref
  258. SWEEP DETECTED:
    >>Bearish Delta Impact 4661 KKR Dec23 29th 81.0 Calls $0.386 (CboeTheo=0.49)  Below Bid!  [MULTI] 11:48:40.722 IV=20.5% -3.2 PHLX 62 x $0.40 - $0.50 x 36 PHLX  OPENING   52WeekHigh 
    Delta=21%, EST. IMPACT = 98k Shares ($7.65m) To Sell KKR=77.83 Ref
  259. >>3500 PFE May24 25.0 Puts $0.71 (CboeTheo=0.71)  MID  PHLX 11:50:45.557 IV=28.9% +0.5 EDGX 293 x $0.70 - $0.73 x 245 BOX  TIED/FLOOR - OPENING  Vega=$19k PFE=28.64 Ref
  260. >>3590 SIRI Jun24 7.0 Calls $0.28 (CboeTheo=0.28)  BID  AMEX 11:52:31.974 IV=82.0% +0.6 GEMX 563 x $0.28 - $0.37 x 1365 BOX  SPREAD/CROSS - OPENING  Vega=$3421 SIRI=5.08 Ref
  261. >>3590 SIRI Jun24 7.0 Puts $3.28 (CboeTheo=3.36)  ASK  AMEX 11:52:31.974 IV=71.3% -10.2 PHLX 2682 x $2.57 - $3.50 x 105 EDGX  SPREAD/CROSS - OPENING  Vega=$2472 SIRI=5.08 Ref
  262. >>5000 SIRI Jun24 7.0 Puts $3.43 (CboeTheo=3.36)  ASK  AMEX 11:52:45.699 IV=90.3% +8.9 CBOE 15 x $2.59 - $3.50 x 105 EDGX  SPREAD/FLOOR - OPENING  Vega=$4399 SIRI=5.08 Ref
  263. >>5000 SIRI Jun24 7.0 Calls $0.28 (CboeTheo=0.28)  MID  AMEX 11:52:45.699 IV=82.0% +0.6 EMLD 4 x $0.20 - $0.36 x 763 BOX  SPREAD/FLOOR - OPENING  Vega=$4764 SIRI=5.08 Ref
  264. >>1443 XSP Mar24 410 Puts $1.67 (CboeTheo=1.65)  ASK  CBOE 11:53:53.344 IV=19.2% -0.2 CBOE 696 x $1.61 - $1.69 x 843 CBOE  FLOOR - OPENING  Vega=$52k XSP=468.22 Fwd
  265. >>Unusual Volume LYV - 3x market weighted volume: 6348 = 13.8k projected vs 3722 adv, 99% calls, 5% of OI [LYV 88.20 +1.11 Ref, IV=27.9% -0.1]
  266. SPLIT TICKET:
    >>1200 SPX Dec24 2300 Puts $10.12 (CboeTheo=10.16)  ASK  [CBOE] 11:54:04.241 IV=36.8% -0.2 CBOE 770 x $10.00 - $10.20 x 1 CBOE  LATE - OPENING  Vega=$220k SPX=4821.45 Fwd
  267. >>5000 SAVE Dec23 15.0 Puts $0.74 (CboeTheo=0.71)  BID  AMEX 11:54:55.030 IV=90.3% +0.6 EMLD 1 x $0.65 - $0.94 x 1 ARCA  CROSS  Vega=$2601 SAVE=14.57 Ref
  268. >>3500 VIX Dec23 20th 12.0 Puts $0.23 (CboeTheo=0.23)  MID  CBOE 11:55:45.273 IV=59.4% +1.6 CBOE 4018 x $0.22 - $0.25 x 6609 CBOE  FLOOR   52WeekLow  Vega=$2277 VIX=12.48 Fwd
  269. >>1500 VIX Dec23 20th 12.0 Puts $0.23 (CboeTheo=0.23)  MID  CBOE 11:55:45.337 IV=59.4% +1.6 CBOE 4018 x $0.22 - $0.25 x 6609 CBOE  FLOOR   52WeekLow  Vega=$976 VIX=12.48 Fwd
  270. >>3500 VIX Dec23 20th 12.0 Puts $0.24 (CboeTheo=0.23)  MID  CBOE 11:55:45.471 IV=60.9% +3.1 CBOE 4018 x $0.22 - $0.25 x 6609 CBOE  FLOOR   52WeekLow  Vega=$2287 VIX=12.48 Fwd
  271. >>1500 VIX Dec23 20th 12.0 Puts $0.24 (CboeTheo=0.23)  MID  CBOE 11:55:45.529 IV=60.9% +3.1 CBOE 4018 x $0.22 - $0.25 x 6609 CBOE  FLOOR   52WeekLow  Vega=$980 VIX=12.48 Fwd
  272. SPLIT TICKET:
    >>10000 VIX Dec23 20th 12.0 Puts $0.235 (CboeTheo=0.23)  MID  [CBOE] 11:55:45.273 IV=59.4% +1.6 CBOE 4018 x $0.22 - $0.25 x 6609 CBOE  FLOOR   52WeekLow  Vega=$6505 VIX=12.48 Fwd
  273. SPLIT TICKET:
    >>5000 SPXW Dec23 26th 3800 Puts $0.30 (CboeTheo=0.27)  ASK  [CBOE] 11:57:07.219 IV=37.2% +1.3 CBOE 1053 x $0.25 - $0.30 x 130 CBOE  FLOOR - OPENING  Vega=$45k SPX=4636.27 Fwd
  274. >>2700 SWTX Jan24 35.0 Calls $1.50 (CboeTheo=1.82)  BID  BOX 11:57:55.527 IV=60.7% -7.6 PHLX 83 x $1.40 - $2.20 x 6 ARCA  FLOOR - OPENING  Vega=$11k SWTX=32.09 Ref
  275. SWEEP DETECTED:
    >>2500 PFE Dec23 29th 29.0 Calls $0.53 (CboeTheo=0.51)  ASK  [MULTI] 11:58:09.471 IV=26.5% +4.6 C2 139 x $0.50 - $0.53 x 1395 AMEX  OPENING  Vega=$6145 PFE=28.62 Ref
  276. SWEEP DETECTED:
    >>3713 AAL Dec23 14.0 Puts $0.18 (CboeTheo=0.17)  ASK  [MULTI] 11:58:11.926 IV=42.5% +2.3 ARCA 1 x $0.17 - $0.18 x 727 EMLD Vega=$1919 AAL=14.09 Ref
  277. >>3025 TSM Jan24 105 Calls $1.97 (CboeTheo=1.94)  MID  PHLX 11:59:13.481 IV=27.4% -0.5 C2 21 x $1.95 - $1.98 x 130 C2  SPREAD/CROSS/TIED  Vega=$36k TSM=100.66 Ref
  278. >>2991 AMD Dec23 29th 145 Calls $2.15 (CboeTheo=2.16)  MID  MIAX 12:01:51.796 IV=37.7% -0.8 NOM 49 x $2.13 - $2.17 x 12 AMEX  COB - OPENING   52WeekHigh  Vega=$32k AMD=138.29 Ref
  279. >>2991 AMD Dec23 29th 155 Calls $0.66 (CboeTheo=0.68)  BID  MIAX 12:01:51.796 IV=41.0% -1.6 MPRL 22 x $0.66 - $0.69 x 22 MPRL  COB - OPENING   52WeekHigh  Vega=$18k AMD=138.29 Ref
  280. SWEEP DETECTED:
    >>2068 EXC Dec23 39.0 Puts $0.20 (CboeTheo=0.15)  ASK  [MULTI] 12:02:05.508 IV=25.4% +3.8 NOM 5 x $0.15 - $0.20 x 946 PHLX  OPENING  Vega=$2747 EXC=39.40 Ref
  281. SPLIT TICKET:
    >>1000 SPXW Dec23 14th 4575 Puts $3.96 (CboeTheo=3.96)  ASK  [CBOE] 12:02:23.664 IV=14.7% -0.3 CBOE 403 x $3.80 - $4.00 x 216 CBOE  LATE  Vega=$85k SPX=4629.71 Fwd
  282. >>4310 INVZ Jan24 5.0 Puts $2.50 (CboeTheo=2.55)  BID  ARCA 12:03:14.280 PHLX 512 x $2.50 - $2.60 x 1 ARCA  CROSS  Vega=$0 INVZ=2.46 Ref
  283. >>2500 EDR Feb24 25.0 Calls $0.85 (CboeTheo=0.81)  ASK  PHLX 12:03:34.323 IV=38.1% +0.6 PHLX 785 x $0.65 - $0.95 x 11 NOM  SPREAD/FLOOR  Vega=$9241 EDR=23.16 Ref
  284. >>2500 EDR Jan24 25.0 Calls $0.35 (CboeTheo=0.36)  ASK  PHLX 12:03:34.323 IV=32.5% -2.1 MIAX 408 x $0.30 - $0.35 x 17 NOM  SPREAD/FLOOR  Vega=$6023 EDR=23.16 Ref
  285. >>3000 WMT Jan24 145 Puts $0.84 (CboeTheo=0.85)  MID  PHLX 12:04:24.356 IV=16.5% -0.1 EDGX 491 x $0.83 - $0.86 x 267 EMLD  SPREAD/CROSS/TIED  Vega=$40k WMT=150.97 Ref
  286. >>Unusual Volume IBM - 3x market weighted volume: 34.7k = 71.3k projected vs 23.6k adv, 68% calls, 9% of OI [IBM 165.43 +1.92 Ref, IV=14.2% +0.6]
  287. >>2700 LYV Jan24 90.0 Calls $2.50 (CboeTheo=2.46)  BID  CBOE 12:08:55.734 IV=26.8% +0.2 ARCA 6 x $2.50 - $2.55 x 18 ARCA  SPREAD/LEGGED/FLOOR  Vega=$31k LYV=88.20 Ref
  288. >>2700 LYV Mar24 92.5 Calls $4.68 (CboeTheo=4.54)  ASK  CBOE 12:08:55.806 IV=33.0% +0.9 CBOE 79 x $4.50 - $4.70 x 21 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$48k LYV=88.20 Ref
  289. >>3070 WKHS Jan25 0.5 Calls $0.12 (CboeTheo=0.13)  BID  PHLX 12:09:29.671 IV=107.3% -9.0 BOX 4238 x $0.12 - $0.13 x 9 MPRL Vega=$434 WKHS=0.37 Ref
  290. >>2498 WKHS Jan25 0.5 Calls $0.12 (CboeTheo=0.13)  BID  BOX 12:09:29.671 IV=107.3% -9.0 BOX 4238 x $0.12 - $0.13 x 9 MPRL Vega=$353 WKHS=0.37 Ref
  291. SWEEP DETECTED:
    >>Bearish Delta Impact 9999 WKHS Jan25 0.5 Calls $0.12 (CboeTheo=0.13)  BID  [MULTI] 12:09:29.670 IV=107.3% -9.0 BOX 4238 x $0.12 - $0.13 x 9 MPRL  OPENING 
    Delta=59%, EST. IMPACT = 594k Shares ($219k) To Sell WKHS=0.37 Ref
  292. >>4670 CCJ Dec23 29th 50.0 Calls $0.37 (CboeTheo=0.34)  MID  PHLX 12:09:34.937 IV=42.0% -0.2 MPRL 70 x $0.33 - $0.42 x 2 ARCA  AUCTION  Vega=$12k CCJ=45.56 Ref
  293. >>4669 CCJ Dec23 29th 50.0 Calls $0.37 (CboeTheo=0.34)  MID  PHLX 12:09:34.937 IV=42.0% -0.2 MPRL 70 x $0.33 - $0.42 x 2 ARCA  AUCTION  Vega=$12k CCJ=45.56 Ref
  294. SWEEP DETECTED:
    >>Bullish Delta Impact 10000 CCJ Dec23 29th 50.0 Calls $0.369 (CboeTheo=0.33)  Above Ask!  [MULTI] 12:09:34.800 IV=42.3% +0.1 C2 100 x $0.33 - $0.36 x 32 PHLX
    Delta=17%, EST. IMPACT = 171k Shares ($7.75m) To Buy CCJ=45.45 Ref
  295. SPLIT TICKET:
    >>1566 SPXW Dec23 14th 4330 Puts $0.298 (CboeTheo=0.23)  ASK  [CBOE] 12:09:41.461 IV=34.8% +4.7 CBOE 1943 x $0.20 - $0.30 x 2036 CBOE  OPENING  Vega=$11k SPX=4626.98 Fwd
  296. SPLIT TICKET:
    >>1796 SPXW Dec23 14th 4330 Puts $0.30 (CboeTheo=0.23)  ASK  [CBOE] 12:10:35.927 IV=35.6% +5.5 CBOE 158 x $0.25 - $0.30 x 1367 CBOE  OPENING  Vega=$14k SPX=4627.38 Fwd
  297. SPLIT TICKET:
    >>1000 SPX Jan24 4400 Puts $11.20 (CboeTheo=11.05)  ASK  [CBOE] 12:11:28.858 IV=14.1% -0.4 CBOE 1744 x $11.00 - $11.30 x 454 CBOE  LATE  Vega=$291k SPX=4649.90 Fwd
  298. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $6.40 (CboeTheo=6.48)  BID  [CBOE] 12:11:28.917 IV=16.0% -0.4 CBOE 3335 x $6.40 - $6.60 x 1047 CBOE  LATE  Vega=$193k SPX=4649.90 Fwd
  299. SWEEP DETECTED:
    >>Bullish Delta Impact 1001 GPRE Dec23 25.0 Calls $0.281 (CboeTheo=0.21)  Above Ask!  [MULTI] 12:11:31.262 IV=56.2% +6.7 BZX 7 x $0.20 - $0.25 x 30 C2  OPENING 
    Delta=31%, EST. IMPACT = 31k Shares ($764k) To Buy GPRE=24.30 Ref
  300. >>2500 EDR Feb24 21.0 Puts $0.64 (CboeTheo=0.70)  ASK  AMEX 12:11:59.498 IV=40.7% -3.2 PHLX 467 x $0.55 - $0.70 x 13 NOM  SPREAD/FLOOR  Vega=$7789 EDR=23.18 Ref
  301. >>2500 EDR Dec23 22.5 Puts $0.10 (CboeTheo=0.16)  BID  AMEX 12:11:59.498 IV=37.7% -3.3 AMEX 381 x $0.10 - $0.20 x 283 C2  SPREAD/FLOOR  Vega=$1580 EDR=23.18 Ref
  302. SWEEP DETECTED:
    >>2999 GM Dec23 34.5 Calls $0.17 (CboeTheo=0.18)  BID  [MULTI] 12:12:22.768 IV=31.3% -2.1 EMLD 1170 x $0.17 - $0.18 x 359 MPRL  OPENING  Vega=$3219 GM=33.88 Ref
  303. >>3000 GM Jan25 45.0 Calls $1.52 (CboeTheo=1.50)  ASK  PHLX 12:13:38.044 IV=29.9% -0.1 MPRL 24 x $1.48 - $1.53 x 609 PHLX  SPREAD/CROSS/TIED  Vega=$35k GM=33.85 Ref
  304. >>Market Color .SPX - S&P500 index option volume at midday totals 1526009 contracts as the index trades near $4630.19 (7.75). Front term atm implied vols are near 10.4% and the CBOE VIX is currently near 11.98 (-0.65). 
  305. >>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 10 to 7 and 630899 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Occidental Petroleum(OXY), Cameco(CCJ). The sector ETF, XLE is down -1.145 to 81.185 with 30 day implied volatility relatively flat at 20.7%#sector
  306. >>Market Color WW - Bullish option flow detected in Weight Watchers (7.00 -0.21) with 5,426 calls trading (1.9x expected) and implied vol increasing over 1 point to 104.67%. . The Put/Call Ratio is 0.07. Earnings are expected on 03/07.  [WW 7.00 -0.21 Ref, IV=104.7% +1.2] #Bullish
  307. >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 8 to 5 and 1163774 contracts changing hands. Most actives include SoFi Technologies(SOFI), Bank of America(BAC), Marathon Patent Group(MARA). The sector ETF, XLF is up 0.225 to 36.575 with 30 day implied volatility lower by -0.8%, near 12.0% ) #sector
  308. >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 2 to 1 and 4396983 contracts trading marketwide. Most actives include Advanced Micro Devices(AMD), NVIDIA(NVDA), Apple(AAPL). The sector ETF, XLK is up 0.325 to 188.615 with 30 day implied volatility lower by -0.7%, near 14.4%  #sector
  309. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 7 to 4 and 2729492 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is down -0.355 to 173.295 with 30 day implied volatility lower by -0.7%, near 16.4%  #sector
  310. >>Market Color @HLTH - Health Care sector option volume is moderate today, with calls leading puts 5 to 2 and 585457 contracts trading marketwide. Most actives include Pfizer(PFE), Seattle Genetics(SGEN), AbbVie(ABBV). The sector ETF, XLV is up 0.645 to 133.585 with 30 day implied volatility up 0.4% at 10.7% #sector
  311. >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 8 to 3 and 171819 contracts changing hands. Most actives include Barrick Gold(GOLD), Vale(VALE), US Steel(X). The sector ETF, XLB is up 0.335 to 82.845 with 30 day implied volatility lower by -0.5%, near 12.9% #sector
  312. SPLIT TICKET:
    >>1750 SPX Dec23 4640 Calls $15.11 (CboeTheo=16.40)  Below Bid!  [CBOE] 12:15:52.895 IV=11.6% -1.8 CBOE 95 x $16.40 - $16.70 x 357 CBOE  LATE  Vega=$283k SPX=4631.30 Fwd
  313. SPLIT TICKET:
    >>1750 SPX Dec23 4650 Calls $11.27 (CboeTheo=12.43)  Below Bid!  [CBOE] 12:15:52.895 IV=11.7% -1.8 CBOE 362 x $12.30 - $12.70 x 550 CBOE  LATE  Vega=$269k SPX=4631.30 Fwd
  314. SWEEP DETECTED:
    >>2000 EOSE May24 1.5 Calls $0.20 (CboeTheo=0.22)  ASK  [MULTI] 12:16:12.830 IV=123.6% -12.6 BOX 9562 x $0.15 - $0.20 x 500 BXO  SSR   52WeekLow  Vega=$531 EOSE=1.04 Ref
  315. >>2500 CCJ Dec23 29th 47.0 Calls $1.07 (CboeTheo=1.03)  ASK  AMEX 12:16:45.063 IV=39.8% +0.4 PHLX 211 x $1.00 - $1.08 x 82 EMLD  FLOOR - OPENING  Vega=$9586 CCJ=45.64 Ref
  316. >>2300 IOVA Mar24 9.0 Calls $0.90 (CboeTheo=0.98)  BID  BOX 12:18:59.611 IV=126.4% -6.3 ISE 25 x $0.90 - $1.05 x 163 PHLX  FLOOR  Vega=$2906 IOVA=6.36 Ref
  317. >>3000 M May24 16.0 Puts $0.60 (CboeTheo=0.55)  ASK  AMEX 12:21:14.300 IV=42.6% -0.2 PHLX 54 x $0.42 - $0.67 x 35 PHLX  SPREAD/CROSS  Vega=$10k M=19.73 Ref
  318. >>3000 M May24 17.0 Puts $0.80 (CboeTheo=0.73)  ASK  AMEX 12:21:14.300 IV=40.2% -0.3 EMLD 1 x $0.62 - $0.87 x 32 PHLX  SPREAD/CROSS  Vega=$12k M=19.73 Ref
  319. >>2498 RUN Jan25 5.0 Puts $0.66 (CboeTheo=0.72)  Below Bid!  BOX 12:21:32.843 IV=96.1% -3.6 ARCA 32 x $0.71 - $0.73 x 2 ARCA  SPREAD/FLOOR  Vega=$4541 RUN=12.38 Ref
  320. >>2498 RUN Jan25 12.5 Calls $4.40 (CboeTheo=4.35)  ASK  BOX 12:21:32.843 IV=85.2% +0.6 PHLX 215 x $4.30 - $4.40 x 57 PHLX  SPREAD/FLOOR - OPENING  Vega=$11k RUN=12.38 Ref
  321. >>2498 RUN Jan25 30.0 Calls $1.10 (CboeTheo=1.13)  BID  BOX 12:21:32.843 IV=76.6% -0.6 BOX 17 x $1.10 - $1.15 x 20 BOX  SPREAD/FLOOR  Vega=$11k RUN=12.38 Ref
  322. >>8437 PARA Jan24 12.5 Puts $0.18 (CboeTheo=0.18)  MID  PHLX 12:22:44.687 IV=58.6% -4.7 MPRL 386 x $0.17 - $0.19 x 83 BZX  AUCTION  Vega=$8291 PARA=15.33 Ref
  323. SWEEP DETECTED:
    >>10060 PARA Jan24 12.5 Puts $0.18 (CboeTheo=0.18)  ASK  [MULTI] 12:22:44.358 IV=58.8% -4.5 EDGX 533 x $0.16 - $0.18 x 58 MPRL Vega=$9866 PARA=15.35 Ref
  324. SWEEP DETECTED:
    >>2000 PINS Jan24 41.0 Calls $0.24 (CboeTheo=0.25)  BID  [MULTI] 12:33:54.367 IV=31.2% -1.1 EMLD 1204 x $0.24 - $0.26 x 357 EMLD  OPENING   52WeekHigh  Vega=$5222 PINS=36.30 Ref
  325. SPLIT TICKET:
    >>2000 VIX Dec23 20th 11.5 Puts $0.055 (CboeTheo=0.07)  MID  [CBOE] 12:34:13.321 IV=45.9% -6.8 CBOE 3326 x $0.05 - $0.06 x 7026 CBOE  FLOOR   52WeekLow  Vega=$733 VIX=12.43 Fwd
  326. SWEEP DETECTED:
    >>2999 PLTR Dec23 19.5 Calls $0.03 (CboeTheo=0.03)  ASK  [MULTI] 12:35:02.835 IV=79.8% +9.0 EMLD 3194 x $0.02 - $0.03 x 2011 EMLD Vega=$558 PLTR=17.27 Ref
  327. >>2100 CRM Jan24 220 Puts $0.36 (CboeTheo=0.41)  MID  AMEX 12:37:02.753 IV=27.7% -0.1 MPRL 56 x $0.35 - $0.38 x 66 EMLD  SPREAD/CROSS  Vega=$15k CRM=255.19 Ref
  328. >>2100 CRM Jan24 220 Calls $36.92 (CboeTheo=37.01)  MID  AMEX 12:37:02.753 IV=27.1% -0.7 BZX 9 x $36.75 - $37.10 x 9 BZX  SPREAD/CROSS  Vega=$14k CRM=255.19 Ref
  329. >>3500 KDP Jan25 37.0 Calls $1.35 (CboeTheo=1.38)  BID  ISE 12:39:05.753 IV=19.0% -0.3 EMLD 160 x $1.35 - $1.45 x 97 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$44k KDP=32.70 Ref
  330. >>2969 AMZN Dec23 144 Puts $0.55 (CboeTheo=0.55)  BID  ARCA 12:39:26.331 IV=28.6% -0.2 ARCA 2969 x $0.55 - $0.56 x 901 CBOE Vega=$13k AMZN=146.62 Ref
  331. >>5992 AMZN Jan25 45.0 Puts $0.16 (CboeTheo=0.18)  MID  ISE 12:39:29.557 IV=51.9% -0.9 EMLD 325 x $0.15 - $0.18 x 211 ARCA  SPREAD/CROSS/TIED  Vega=$15k AMZN=146.62 Ref
  332. >>5992 AMZN Jan25 45.0 Calls $104.63 (CboeTheo=104.75)  ASK  ISE 12:39:29.557 IV=45.4% -7.4 ARCA 18 x $103.75 - $105.15 x 83 BZX  SPREAD/CROSS/TIED  Vega=$6820 AMZN=146.62 Ref
  333. SWEEP DETECTED:
    >>2000 LUV Dec23 29.5 Puts $0.16 (CboeTheo=0.15)  MID  [MULTI] 12:41:11.892 IV=38.2% -0.1 MRX 83 x $0.15 - $0.17 x 397 C2  AUCTION - OPENING  Vega=$1784 LUV=30.20 Ref
  334. SWEEP DETECTED:
    >>2000 C Dec23 22nd 49.0 Calls $0.38 (CboeTheo=0.37)  ASK  [MULTI] 12:41:36.807 IV=22.9% -2.0 MPRL 24 x $0.37 - $0.38 x 378 C2 Vega=$5792 C=48.02 Ref
  335. SWEEP DETECTED:
    >>3999 OPEN Jan25 4.0 Calls $1.15 (CboeTheo=1.14)  ASK  [MULTI] 12:42:36.236 IV=93.7% +0.1 PHLX 24 x $1.10 - $1.15 x 2624 BOX  AUCTION  Vega=$5249 OPEN=3.34 Ref
  336. SWEEP DETECTED:
    >>Bullish Delta Impact 1471 MBI Jan24 13.0 Puts $0.60 (CboeTheo=0.72)  BID  [MULTI] 12:43:02.753 IV=49.8% -5.6 PHLX 699 x $0.60 - $0.75 x 125 PHLX  OPENING 
    Delta=-36%, EST. IMPACT = 54k Shares ($728k) To Buy MBI=13.60 Ref
  337. SWEEP DETECTED:
    >>2000 PLTR Jan24 20.0 Calls $0.37 (CboeTheo=0.36)  ASK  [MULTI] 12:44:42.220 IV=52.6% +0.6 EMLD 1582 x $0.36 - $0.37 x 1911 C2 Vega=$3452 PLTR=17.30 Ref
  338. >>Unusual Volume TUP - 3x market weighted volume: 6260 = 11.4k projected vs 3561 adv, 82% puts, 5% of OI [TUP 1.92 -0.01 Ref, IV=132.1% -6.9]
  339. >>10000 PFE Dec23 22nd 28.0 Puts $0.27 (CboeTheo=0.27)  ASK  PHLX 12:48:26.280 IV=29.7% +6.1 EDGX 596 x $0.25 - $0.27 x 92 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$17k PFE=28.68 Ref
  340. >>2046 TSLA Dec23 22nd 250 Calls $2.00 (CboeTheo=2.02)  ASK  MPRL 12:53:08.964 IV=43.6% -0.6 EDGX 181 x $1.99 - $2.00 x 2046 MPRL Vega=$24k TSLA=234.87 Ref
  341. SWEEP DETECTED:
    >>2175 TSLA Dec23 22nd 250 Calls $2.00 (CboeTheo=2.00)  MID  [MULTI] 12:53:08.568 IV=43.7% -0.5 EDGX 54 x $1.98 - $2.00 x 2138 MPRL Vega=$25k TSLA=234.78 Ref
  342. >>2493 VIX Dec23 20th 20.0 Calls $0.04 (CboeTheo=0.05)  MID  CBOE 12:53:21.839 IV=168.2% +11.9 CBOE 9917 x $0.03 - $0.05 x 1929 CBOE  52WeekLow  Vega=$363 VIX=12.45 Fwd
  343. >>2180 TSLA Dec23 210 Puts $0.11 (CboeTheo=0.12)  BID  AMEX 12:54:36.155 IV=61.5% -0.7 EMLD 772 x $0.11 - $0.12 x 219 EMLD  SPREAD/CROSS  Vega=$2561 TSLA=235.02 Ref
  344. >>2180 TSLA Dec23 210 Calls $25.30 (CboeTheo=25.33)  ASK  AMEX 12:54:36.155 IV=59.2% -7.3 BZX 75 x $25.00 - $25.50 x 57 BOX  SPREAD/CROSS  Vega=$2191 TSLA=235.02 Ref
  345. SWEEP DETECTED:
    >>2650 F Mar24 11.0 Puts $0.63 (CboeTheo=0.63)  BID  [MULTI] 12:56:44.271 IV=31.2% -0.3 BZX 633 x $0.63 - $0.64 x 12 BOX Vega=$5812 F=11.14 Ref
  346. >>2500 SOFI Feb24 7.0 Puts $0.55 (CboeTheo=0.54)  ASK  PHLX 12:59:21.716 IV=76.1% -0.1 EMLD 30 x $0.54 - $0.55 x 106 GEMX  SPREAD/CROSS/TIED  Vega=$2869 SOFI=7.88 Ref
  347. >>2500 SOFI Sep24 10.0 Puts $3.05 (CboeTheo=3.03)  ASK  PHLX 12:59:21.716 IV=66.6% +0.7 CBOE 643 x $3.00 - $3.05 x 50 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$6780 SOFI=7.88 Ref
  348. >>Unusual Volume CYTK - 3x market weighted volume: 8958 = 15.7k projected vs 4873 adv, 54% calls, 7% of OI [CYTK 35.75 +0.25 Ref, IV=222.0% +2.2]
  349. >>3900 AAPL Dec23 180 Puts $0.02 (CboeTheo=0.02)  ASK  PHLX 12:59:54.616 IV=33.8% +0.2 EMLD 678 x $0.01 - $0.02 x 1104 C2  SPREAD/CROSS/TIED  Vega=$1974 AAPL=193.44 Ref
  350. >>3900 AAPL Dec23 180 Calls $13.55 (CboeTheo=13.60)  BID  PHLX 12:59:54.616 MIAX 66 x $13.55 - $13.65 x 96 MIAX  SPREAD/CROSS/TIED  Vega=$0 AAPL=193.44 Ref
  351. >>3800 QCOM Jan24 130 Calls $8.45 (CboeTheo=8.53)  BID  AMEX 13:00:33.373 IV=22.9% -1.0 MIAX 120 x $8.45 - $8.60 x 153 CBOE  SPREAD/CROSS  Vega=$51k QCOM=136.25 Ref
  352. >>3800 QCOM Jan24 130 Puts $1.45 (CboeTheo=1.44)  ASK  AMEX 13:00:33.373 IV=23.5% -0.4 EMLD 72 x $1.42 - $1.45 x 31 C2  SPREAD/CROSS  Vega=$52k QCOM=136.25 Ref
  353. >>8905 DIS Dec23 91.0 Puts $0.52 (CboeTheo=0.52)  ASK  EMLD 13:01:05.423 IV=23.1% -2.5 ARCA 14 x $0.51 - $0.52 x 8905 EMLD  OPENING  Vega=$29k DIS=91.53 Ref
  354. SWEEP DETECTED:
    >>8969 DIS Dec23 91.0 Puts $0.52 (CboeTheo=0.52)  ASK  [MULTI] 13:01:05.423 IV=23.1% -2.5 ARCA 14 x $0.51 - $0.52 x 8905 EMLD  OPENING  Vega=$29k DIS=91.53 Ref
  355. SWEEP DETECTED:
    >>2500 PLUG Mar24 5.0 Calls $0.54 (CboeTheo=0.53)  ASK  [MULTI] 13:01:42.710 IV=115.3% +0.5 MPRL 26 x $0.51 - $0.54 x 1157 EMLD Vega=$1914 PLUG=3.85 Ref
  356. >>2150 TUP Dec23 29th 1.5 Puts $0.05 (CboeTheo=0.08)  BID  MRX 13:02:04.825 IV=130.9% -37.0 EMLD 1120 x $0.05 - $0.10 x 302 MPRL  AUCTION - OPENING  Vega=$213 TUP=1.94 Ref
  357. SWEEP DETECTED:
    >>Bullish Delta Impact 5000 TUP Dec23 29th 1.5 Puts $0.05 (CboeTheo=0.08)  BID  [MULTI] 13:02:04.724 IV=127.8% -40.1 AMEX 2341 x $0.05 - $0.10 x 302 MPRL  ISO - OPENING 
    Delta=-16%, EST. IMPACT = 79k Shares ($152k) To Buy TUP=1.92 Ref
  358. >>4000 PYPL Jan24 60.0 Calls $1.94 (CboeTheo=1.94)  BID  AMEX 13:02:17.999 IV=31.5% -1.1 ARCA 10 x $1.94 - $1.95 x 23 MPRL  SPREAD/CROSS  Vega=$30k PYPL=58.62 Ref
  359. >>4000 PYPL Jan24 60.0 Puts $2.96 (CboeTheo=2.97)  MID  AMEX 13:02:17.999 IV=31.4% -1.2 BXO 8 x $2.95 - $2.98 x 27 MPRL  SPREAD/CROSS  Vega=$30k PYPL=58.62 Ref
  360. >>2755 NOK Dec23 3.5 Puts $0.30 (CboeTheo=0.30)  BID  ARCA 13:04:59.463 IV=78.5% -6.8 ARCA 2755 x $0.30 - $0.31 x 107 ARCA Vega=$174 NOK=3.21 Ref
  361. >>2999 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.07)  ASK  CBOE 13:08:22.622 IV=48.6% -4.0 CBOE 3707 x $0.05 - $0.06 x 2105 CBOE  52WeekLow  Vega=$1176 VIX=12.42 Fwd
  362. >>3000 C Dec23 22nd 49.0 Calls $0.36 (CboeTheo=0.35)  BID  EDGX 13:09:19.813 IV=23.0% -1.9 EMLD 280 x $0.36 - $0.37 x 624 C2 Vega=$8526 C=47.95 Ref
  363. SWEEP DETECTED:
    >>4045 C Dec23 22nd 49.0 Calls $0.36 (CboeTheo=0.35)  BID  [MULTI] 13:09:19.813 IV=23.0% -1.9 EDGX 3200 x $0.36 - $0.37 x 624 C2 Vega=$11k C=47.95 Ref
  364. >>2102 VIX Dec23 20th 11.5 Puts $0.06 (CboeTheo=0.07)  ASK  CBOE 13:09:40.489 IV=48.6% -4.0 CBOE 3707 x $0.05 - $0.06 x 1 CBOE  52WeekLow  Vega=$824 VIX=12.42 Fwd
  365. >>Unusual Volume ZI - 3x market weighted volume: 16.6k = 28.3k projected vs 9423 adv, 92% calls, 13% of OI [ZI 15.88 -0.28 Ref, IV=43.0% -0.6]
  366. SWEEP DETECTED:
    >>2751 SIRI Jan24 3.75 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 13:10:42.239 IV=71.2% -9.2 NOM 500 x $0.05 - $0.06 x 1512 C2 Vega=$778 SIRI=5.13 Ref
  367. SWEEP DETECTED:
    >>3626 SIRI Jan24 3.75 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 13:10:43.714 IV=71.2% -9.2 NOM 500 x $0.05 - $0.06 x 951 MPRL Vega=$1026 SIRI=5.13 Ref
  368. >>1200 SPX Jun24 3400 Puts $13.94 (CboeTheo=13.71)  ASK  CBOE 13:11:40.451 IV=27.0% -0.1 CBOE 1531 x $13.70 - $14.00 x 596 CBOE  LATE  Vega=$336k SPX=4736.12 Fwd
  369. SPLIT TICKET:
    >>2000 SPX Jun24 3700 Puts $22.16 (CboeTheo=22.02)  ASK  [CBOE] 13:11:40.450 IV=23.4% -0.2 CBOE 780 x $21.90 - $22.20 x 540 CBOE  LATE  Vega=$848k SPX=4736.12 Fwd
  370. SPLIT TICKET:
    >>3000 SPX Jun24 3400 Puts $13.94 (CboeTheo=13.71)  ASK  [CBOE] 13:11:40.450 IV=27.0% -0.1 CBOE 1531 x $13.70 - $14.00 x 596 CBOE  LATE  Vega=$840k SPX=4736.12 Fwd
  371. >>25000 INVZ Jan24 1.5 Puts $0.04 (CboeTheo=0.05)  BID  AMEX 13:11:42.767 IV=131.4% +7.9 ARCA 0 x $0.00 - $0.10 x 1291 PHLX  CROSS - OPENING  Vega=$2785 INVZ=2.56 Ref
  372. >>25000 INVZ Jan24 2.0 Puts $0.13 (CboeTheo=0.14)  MID  AMEX 13:11:43.069 IV=117.3% +2.5 PHLX 2341 x $0.10 - $0.15 x 2 BZX  CROSS - OPENING  Vega=$5768 INVZ=2.56 Ref
  373. >>Unusual Volume BOX - 3x market weighted volume: 5057 = 8590 projected vs 2702 adv, 92% calls, 11% of OI [BOX 24.57 +0.21 Ref, IV=23.5% -1.6]
  374. >>2000 CYTK Jan24 60.0 Calls $2.60 (CboeTheo=2.27)  ASK  BOX 13:14:53.050 IV=177.1% +10.1 PHLX 210 x $1.95 - $2.60 x 65 PHLX  SPREAD/FLOOR  Vega=$7660 CYTK=35.66 Ref
  375. >>2000 CYTK Jan24 70.0 Calls $1.15 (CboeTheo=1.02)  ASK  BOX 13:14:53.050 IV=159.4% +6.9 GEMX 6 x $0.80 - $1.20 x 38 PHLX  SPREAD/FLOOR - OPENING  Vega=$5397 CYTK=35.66 Ref
  376. SPLIT TICKET:
    >>1051 VIX Feb24 14th 17.0 Calls $1.45 (CboeTheo=1.45)  BID  [CBOE] 13:15:22.945 IV=82.1% +2.4 CBOE 337 x $1.45 - $1.48 x 15k CBOE  52WeekLow  Vega=$2641 VIX=15.32 Fwd
  377. >>2632 BAC Dec23 31.5 Calls $0.08 (CboeTheo=0.07)  ASK  GEMX 13:15:46.289 IV=26.3% -0.1 EMLD 6702 x $0.07 - $0.08 x 6891 C2  ISO  Vega=$2102 BAC=30.82 Ref
  378. SWEEP DETECTED:
    >>5000 BAC Dec23 31.5 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 13:15:46.278 IV=26.3% -0.1 EMLD 6702 x $0.07 - $0.08 x 6898 C2 Vega=$3994 BAC=30.82 Ref
  379. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 GETY Feb24 3.5 Puts $0.10 (CboeTheo=0.15)  BID  [MULTI] 13:17:43.303 IV=64.8% -27.7 C2 2000 x $0.10 - $0.15 x 100 ARCA  SSR 
    Delta=-14%, EST. IMPACT = 27k Shares ($126k) To Buy GETY=4.66 Ref
  380. >>2000 AI Jan24 30.0 Puts $3.80 (CboeTheo=3.80)  MID  AMEX 13:18:23.296 IV=62.6% +0.2 EDGX 70 x $3.75 - $3.85 x 345 ARCA  SPREAD/FLOOR  Vega=$6647 AI=27.66 Ref
  381. >>2000 AI Jan24 30.0 Calls $1.30 (CboeTheo=1.26)  MID  AMEX 13:18:23.294 IV=64.0% +1.6 MPRL 16 x $1.28 - $1.31 x 34 BOX  SPREAD/FLOOR  Vega=$6698 AI=27.66 Ref
  382. SWEEP DETECTED:
    >>2150 M Jan24 16.0 Calls $3.651 (CboeTheo=3.71)  BID  [MULTI] 13:18:28.495 MPRL 774 x $3.65 - $3.90 x 12 BZX  ISO  Vega=$0 M=19.66 Ref
  383. >>2000 NEM Mar24 40.0 Calls $1.64 (CboeTheo=1.64)  MID  ARCA 13:20:31.907 IV=31.3% -0.1 ARCA 7 x $1.62 - $1.65 x 8 BZX  CROSS  Vega=$15k NEM=37.78 Ref
  384. SWEEP DETECTED:
    >>2810 M Jan24 16.0 Calls $3.503 (CboeTheo=3.62)  BID  [MULTI] 13:20:48.829 EDGX 1079 x $3.50 - $3.70 x 166 CBOE  ISO  Vega=$0 M=19.57 Ref
  385. SWEEP DETECTED:
    >>2471 M Jan24 16.0 Calls $3.45 (CboeTheo=3.54)  BID  [MULTI] 13:22:00.151 MPRL 9 x $3.45 - $3.50 x 16 EDGX  ISO  Vega=$0 M=19.48 Ref
  386. >>2000 WPM Feb24 55.0 Calls $0.35 (CboeTheo=0.34)  MID  CBOE 13:22:11.716 IV=30.3% +0.7 AMEX 151 x $0.30 - $0.40 x 326 PHLX  SPREAD/LEGGED/FLOOR  Vega=$8324 WPM=46.52 Ref
  387. SWEEP DETECTED:
    >>2159 BAC Dec23 29th 32.0 Calls $0.15 (CboeTheo=0.15)  BID  [MULTI] 13:22:18.229 IV=19.6% -1.0 EMLD 1296 x $0.15 - $0.16 x 3779 EMLD Vega=$4198 BAC=30.79 Ref
  388. >>2360 MQ Dec23 8.0 Calls $0.01  BID  ARCA 13:22:40.725 IV=148.5% +74.4 ISE 0 x $0.00 - $0.30 x 1 ISE  SPREAD/FLOOR  Vega=$97 MQ=6.18 Ref
  389. SWEEP DETECTED:
    >>Bearish Delta Impact 2910 NLY Dec23 18.5 Calls $0.20 (CboeTheo=0.19)  BID  [MULTI] 13:23:34.377 IV=29.2% +0.8 EMLD 745 x $0.20 - $0.23 x 23 EMLD  ISO 
    Delta=51%, EST. IMPACT = 147k Shares ($2.73m) To Sell NLY=18.50 Ref
  390. >>3250 AI Jan24 30.0 Calls $1.29 (CboeTheo=1.24)  Above Ask!  PHLX 13:23:47.210 IV=64.0% +1.6 C2 193 x $1.25 - $1.28 x 34 BOX  SPREAD/FLOOR  Vega=$11k AI=27.59 Ref
  391. >>3250 AI Jan24 30.0 Puts $3.80 (CboeTheo=3.81)  BID  PHLX 13:23:47.210 IV=62.3% -0.1 EDGX 80 x $3.80 - $3.90 x 148 MIAX  SPREAD/FLOOR  Vega=$11k AI=27.59 Ref
  392. SWEEP DETECTED:
    >>2067 TOST Jun24 22.0 Calls $0.70 (CboeTheo=0.74)  BID  [MULTI] 13:24:08.111 IV=51.4% -1.3 EMLD 181 x $0.70 - $0.80 x 759 AMEX  ISO  Vega=$7319 TOST=15.38 Ref
  393. SWEEP DETECTED:
    >>2141 TOST Jun24 22.0 Calls $0.70 (CboeTheo=0.74)  MID  [MULTI] 13:24:11.911 IV=51.5% -1.1 AMEX 1249 x $0.65 - $0.75 x 82 NOM Vega=$7568 TOST=15.37 Ref
  394. SWEEP DETECTED:
    >>7432 ZI Jun24 25.0 Calls $0.40 (CboeTheo=0.48)  BID  [MULTI] 13:24:12.418 IV=49.3% -2.0 PHLX 1245 x $0.40 - $0.50 x 449 PHLX  ISO  Vega=$21k ZI=15.88 Ref
  395. >>8159 UNP Jan24 250 Calls $0.75 (CboeTheo=0.98)  Below Bid!  ARCA 13:24:32.273 IV=16.2% -1.8 EDGX 200 x $0.80 - $0.95 x 25 PHLX  FLOOR - OPENING  Vega=$133k UNP=233.59 Ref
  396. SWEEP DETECTED:
    >>5000 BAC Dec23 31.5 Calls $0.08 (CboeTheo=0.07)  ASK  [MULTI] 13:25:53.562 IV=27.0% +0.7 C2 813 x $0.07 - $0.08 x 5312 EMLD Vega=$3935 BAC=30.79 Ref
  397. SPLIT TICKET:
    >>1200 SPX Dec23 4645 Calls $14.30 (CboeTheo=14.21)  BID  [CBOE] 13:27:38.040 IV=12.1% -1.4 CBOE 364 x $14.20 - $14.60 x 356 CBOE  LATE - OPENING  Vega=$190k SPX=4632.97 Fwd
  398. >>1000 VIX Feb24 14th 30.0 Calls $0.50 (CboeTheo=0.49)  MID  CBOE 13:27:42.520 IV=124.5% +4.3 CBOE 301 x $0.48 - $0.51 x 8448 CBOE  52WeekLow  Vega=$1498 VIX=15.32 Fwd
  399. SWEEP DETECTED:
    >>2691 BOX Jun24 35.0 Calls $0.15 (CboeTheo=0.19)  BID  [MULTI] 13:27:45.087 IV=28.5% -2.1 PHLX 626 x $0.15 - $0.25 x 91 CBOE  ISO  Vega=$6873 BOX=24.59 Ref
  400. SWEEP DETECTED:
    >>2501 BOX Jun24 35.0 Calls $0.15 (CboeTheo=0.19)  ASK  [MULTI] 13:27:51.712 IV=28.6% -2.0 BOX 1239 x $0.10 - $0.15 x 2 BZX Vega=$6377 BOX=24.57 Ref
  401. >>1000 VIX Feb24 14th 35.0 Calls $0.37 (CboeTheo=0.37)  BID  CBOE 13:27:59.488 IV=132.6% +3.0 CBOE 7537 x $0.36 - $0.40 x 5731 CBOE  52WeekLow  Vega=$1223 VIX=15.32 Fwd
  402. SPLIT TICKET:
    >>2047 PD May24 30.0 Calls $0.57 (CboeTheo=0.64)  BID  [PHLX] 13:28:25.829 IV=43.0% -1.1 BOX 1545 x $0.55 - $0.70 x 790 CBOE  FLOOR  Vega=$8326 PD=22.04 Ref
  403. SWEEP DETECTED:
    >>2164 SNOW Jun24 290 Calls $3.901 (CboeTheo=4.02)  BID  [MULTI] 13:31:46.818 IV=42.5% -0.8 CBOE 72 x $3.90 - $4.05 x 102 BZX  ISO  Vega=$71k SNOW=193.53 Ref
  404. SWEEP DETECTED:
    >>2670 GEN Apr24 26.0 Calls $0.35 (CboeTheo=0.40)  BID  [MULTI] 13:33:50.512 IV=24.9% -1.3 CBOE 467 x $0.35 - $0.45 x 345 CBOE  ISO  Vega=$10k GEN=22.41 Ref
  405. >>10000 AGNC Mar24 8.0 Puts $0.23 (CboeTheo=0.26)  BID  PHLX 13:36:26.428 IV=31.5% -1.0 BZX 108 x $0.23 - $0.27 x 843 CBOE  SPREAD/CROSS/TIED  Vega=$14k AGNC=8.99 Ref
  406. >>10000 AGNC Mar24 9.0 Calls $0.43 (CboeTheo=0.43)  BID  PHLX 13:36:26.428 IV=28.3% -0.1 MIAX 30 x $0.43 - $0.44 x 36 MPRL  SPREAD/CROSS/TIED  Vega=$17k AGNC=8.99 Ref
  407. >>9905 VIX Dec23 20th 11.5 Puts $0.07 (CboeTheo=0.09)  ASK  CBOE 13:36:45.744 IV=47.7% -5.0 CBOE 5956 x $0.06 - $0.07 x 744 CBOE  52WeekLow  Vega=$4246 VIX=12.32 Fwd
  408. SPLIT TICKET:
    >>10649 VIX Dec23 20th 11.5 Puts $0.07 (CboeTheo=0.09)  ASK  [CBOE] 13:36:45.744 IV=47.7% -5.0 CBOE 5956 x $0.06 - $0.07 x 744 CBOE  52WeekLow  Vega=$4565 VIX=12.32 Fwd
  409. SWEEP DETECTED:
    >>Bullish Delta Impact 588 BASE Dec23 20.0 Puts $0.15 (CboeTheo=0.14)  BID  [MULTI] 13:36:47.243 IV=79.1% +11.0 ARCA 10 x $0.15 - $0.20 x 44 AMEX
    Delta=-17%, EST. IMPACT = 10k Shares ($219k) To Buy BASE=21.37 Ref
  410. SWEEP DETECTED:
    >>2500 PLUG Dec23 4.0 Calls $0.13 (CboeTheo=0.12)  ASK  [MULTI] 13:37:48.129 IV=124.9% +22.0 C2 304 x $0.11 - $0.13 x 741 C2 Vega=$352 PLUG=3.88 Ref
  411. >>13500 TRIP Jan24 19.0 Calls $0.42 (CboeTheo=0.45)  BID  ARCA 13:38:34.878 IV=32.2% -2.4 EDGX 412 x $0.40 - $0.50 x 417 EDGX  SPREAD/FLOOR  Vega=$29k TRIP=18.07 Ref
  412. >>15000 TRIP Feb24 20.0 Calls $0.70 (CboeTheo=0.62)  ASK  ARCA 13:38:34.879 IV=43.8% GEMX 5 x $0.55 - $0.70 x 1 NOM  SPREAD/FLOOR - OPENING  Vega=$43k TRIP=18.07 Ref
  413. >>5000 KVUE Dec23 22nd 22.5 Calls $0.15 (CboeTheo=0.16)  ASK  PHLX 13:39:46.489 IV=47.2% -1.7 EDGX 437 x $0.12 - $0.16 x 797 EDGX  SPREAD/CROSS/TIED  Vega=$4533 KVUE=20.80 Ref
  414. >>2000 AI Jan24 30.0 Puts $3.86 (CboeTheo=3.84)  ASK  AMEX 13:40:04.496 IV=63.3% +0.9 GEMX 1 x $3.80 - $3.90 x 225 MIAX  SPREAD/CROSS  Vega=$6621 AI=27.62 Ref
  415. >>2000 AI Jan24 30.0 Calls $1.26 (CboeTheo=1.24)  BID  AMEX 13:40:04.496 IV=63.4% +1.0 MIAX 98 x $1.26 - $1.29 x 14 MPRL  SPREAD/CROSS  Vega=$6651 AI=27.62 Ref
  416. >>2419 HTGC Apr24 14.0 Puts $0.99 (CboeTheo=0.56)  ASK  C2 13:41:04.177 IV=39.8% +13.3 PHLX 641 x $0.50 - $1.05 x 2189 EMLD  COB - OPENING  Vega=$7845 HTGC=15.45 Ref
  417. >>2419 HTGC Jan24 13.0 Puts $0.03 (CboeTheo=0.07)  MID  C2 13:41:04.177 IV=31.7% -5.3 MPRL 0 x $0.00 - $0.05 x 336 ISE  COB  Vega=$1183 HTGC=15.45 Ref
  418. SWEEP DETECTED:
    >>Bearish Delta Impact 812 CALM Dec23 50.0 Puts $0.85 (CboeTheo=0.72)  ASK  [MULTI] 13:42:13.217 IV=38.1% +5.0 PHLX 41 x $0.75 - $0.85 x 35 AMEX  OPENING 
    Delta=-56%, EST. IMPACT = 45k Shares ($2.25m) To Sell CALM=49.68 Ref
  419. SPLIT TICKET:
    >>1246 VIX Dec23 20th 12.5 Puts $0.63 (CboeTheo=0.62)  ASK  [CBOE] 13:42:21.670 IV=74.3% +12.6 CBOE 19k x $0.60 - $0.64 x 505 CBOE  52WeekLow  Vega=$894 VIX=12.32 Fwd
  420. >>1606 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  ASK  CBOE 13:46:44.465 IV=50.0% -2.6 CBOE 33k x $0.06 - $0.08 x 11k CBOE  52WeekLow  Vega=$718 VIX=12.32 Fwd
  421. SPLIT TICKET:
    >>2000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  ASK  [CBOE] 13:46:44.465 IV=50.0% -2.6 CBOE 33k x $0.06 - $0.08 x 11k CBOE  52WeekLow  Vega=$895 VIX=12.32 Fwd
  422. >>3878 T Jul24 15.0 Puts $0.65 (CboeTheo=0.62)  Above Ask!  EDGX 13:47:16.289 IV=23.9% +0.0 C2 408 x $0.60 - $0.63 x 1017 C2  COB - OPENING  Vega=$17k T=16.43 Ref
  423. >>3878 T Jan24 12.0 Puts $0.01 (CboeTheo=0.01)  MID  EDGX 13:47:16.289 IV=43.2% -1.4 EDGX 0 x $0.00 - $0.02 x 2 EMLD  COB  Vega=$684 T=16.43 Ref
  424. >>9500 SIRI Jun24 4.0 Puts $0.77 (CboeTheo=0.90)  BID  PHLX 13:48:27.645 IV=58.6% -12.7 GEMX 10 x $0.75 - $1.06 x 100 NOM  FLOOR  Vega=$9959 SIRI=5.11 Ref
  425. SWEEP DETECTED:
    >>2500 PFE Dec23 28.5 Calls $0.54 (CboeTheo=0.51)  ASK  [MULTI] 13:50:33.070 IV=45.4% +19.5 MPRL 102 x $0.50 - $0.54 x 362 EDGX  ISO  Vega=$2616 PFE=28.59 Ref
  426. >>2500 BYND Jan24 11.0 Calls $1.35 (CboeTheo=1.28)  ASK  PHLX 13:51:12.023 IV=139.4% +13.5 BXO 1 x $1.21 - $1.38 x 2 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$3167 BYND=10.51 Ref
  427. >>2500 BYND Jan24 11.0 Puts $2.44 (CboeTheo=2.46)  BID  PHLX 13:51:12.023 IV=131.8% +6.0 PHLX 555 x $2.41 - $2.85 x 1348 PHLX  SPREAD/CROSS/TIED  Vega=$3110 BYND=10.51 Ref
  428. >>1302 SPXW Dec23 19th 4485 Puts $1.25 (CboeTheo=1.28)  MID  CBOE 13:54:34.360 IV=13.4% -0.2 CBOE 639 x $1.20 - $1.30 x 596 CBOE  FLOOR - OPENING  Vega=$75k SPX=4637.50 Fwd
  429. SPLIT TICKET:
    >>3302 SPXW Dec23 19th 4485 Puts $1.25 (CboeTheo=1.28)  MID  [CBOE] 13:54:34.360 IV=13.4% -0.2 CBOE 639 x $1.20 - $1.30 x 596 CBOE  FLOOR - OPENING  Vega=$190k SPX=4637.50 Fwd
  430. SWEEP DETECTED:
    >>4168 M Dec23 22nd 20.5 Calls $0.175 (CboeTheo=0.16)  Above Ask!  [MULTI] 13:56:38.863 IV=48.3% -4.7 C2 153 x $0.15 - $0.16 x 62 PHLX  OPENING  Vega=$3684 M=19.20 Ref
  431. >>1000 SPX Mar24 4400 Puts $39.06 (CboeTheo=38.94)  ASK  CBOE 13:58:52.500 IV=15.1% -0.3 CBOE 835 x $38.80 - $39.10 x 746 CBOE  LATE  Vega=$655k SPX=4688.49 Fwd
  432. >>3000 SPX Mar24 3800 Puts $7.59 (CboeTheo=7.51)  BID  CBOE 13:58:52.500 IV=23.5% -0.2 CBOE 1711 x $7.50 - $7.70 x 3057 CBOE  LATE  Vega=$563k SPX=4688.49 Fwd
  433. >>3000 SPX Mar24 4200 Puts $20.91 (CboeTheo=20.85)  ASK  CBOE 13:58:52.560 IV=17.7% -0.2 CBOE 1748 x $20.70 - $21.00 x 1557 CBOE  LATE  Vega=$1.30m SPX=4688.49 Fwd
  434. SPLIT TICKET:
    >>2000 SPX Mar24 4400 Puts $39.06 (CboeTheo=38.94)  ASK  [CBOE] 13:58:52.499 IV=15.1% -0.3 CBOE 835 x $38.80 - $39.10 x 746 CBOE  LATE  Vega=$1.31m SPX=4688.49 Fwd
  435. SPLIT TICKET:
    >>6000 SPX Mar24 3800 Puts $7.59 (CboeTheo=7.51)  BID  [CBOE] 13:58:52.499 IV=23.5% -0.2 CBOE 1711 x $7.50 - $7.70 x 3057 CBOE  LATE  Vega=$1.13m SPX=4688.49 Fwd
  436. SPLIT TICKET:
    >>6000 SPX Mar24 4200 Puts $20.91 (CboeTheo=20.85)  ASK  [CBOE] 13:58:52.499 IV=17.7% -0.2 CBOE 1748 x $20.70 - $21.00 x 1823 CBOE  LATE  Vega=$2.61m SPX=4688.49 Fwd
  437. SWEEP DETECTED:
    >>3000 T Jan24 5th 17.0 Calls $0.13 (CboeTheo=0.11)  ASK  [MULTI] 14:00:03.073 IV=18.6% +1.2 BZX 47 x $0.12 - $0.13 x 543 AMEX  ISO  Vega=$4272 T=16.43 Ref
  438. SWEEP DETECTED:
    >>Bearish Delta Impact 648 HRT Jan24 12.5 Puts $0.15 (CboeTheo=0.16)  ASK  [MULTI] 14:00:05.353 IV=23.0% -14.7 MIAX 12 x $0.10 - $0.15 x 50 ARCA  ISO - OPENING 
    Delta=-26%, EST. IMPACT = 17k Shares ($217k) To Sell HRT=12.95 Ref
  439. >>2000 AI Jan24 30.0 Calls $1.28 (CboeTheo=1.27)  MID  PHLX 14:00:35.318 IV=63.3% +0.9 C2 106 x $1.26 - $1.29 x 145 MRX  SPREAD/CROSS/TIED  Vega=$6687 AI=27.63 Ref
  440. >>2000 AI Jan24 30.0 Puts $3.80 (CboeTheo=3.80)  BID  PHLX 14:00:35.318 IV=62.9% +0.5 EDGX 300 x $3.75 - $3.90 x 366 EDGX  SPREAD/CROSS/TIED  Vega=$6657 AI=27.63 Ref
  441. >>8341 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  ASK  CBOE 14:00:38.259 IV=50.0% -2.6 CBOE 2525 x $0.07 - $0.08 x 9342 CBOE  52WeekLow  Vega=$3728 VIX=12.33 Fwd
  442. >>1000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  ASK  CBOE 14:00:38.259 IV=50.0% -2.6 CBOE 2525 x $0.07 - $0.08 x 9342 CBOE  52WeekLow  Vega=$447 VIX=12.33 Fwd
  443. SPLIT TICKET:
    >>9342 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  ASK  [CBOE] 14:00:38.259 IV=50.0% -2.6 CBOE 2525 x $0.07 - $0.08 x 9342 CBOE  52WeekLow  Vega=$4176 VIX=12.33 Fwd
  444. SWEEP DETECTED:
    >>Bullish Delta Impact 1757 BVN Mar24 11.0 Calls $0.398 (CboeTheo=0.35)  Above Ask!  [MULTI] 14:01:27.309 IV=48.0% -2.0 PHLX 2492 x $0.30 - $0.35 x 59 AMEX  ISO 
    Delta=28%, EST. IMPACT = 50k Shares ($461k) To Buy BVN=9.28 Ref
  445. SWEEP DETECTED:
    >>Bullish Delta Impact 4999 BVN Mar24 11.0 Calls $0.45 (CboeTheo=0.36)  ASK  [MULTI] 14:01:48.907 IV=53.2% +3.2 BOX 869 x $0.30 - $0.45 x 1266 PHLX  ISO 
    Delta=32%, EST. IMPACT = 159k Shares ($1.48m) To Buy BVN=9.29 Ref
  446. SWEEP DETECTED:
    >>4673 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.03)  Above Ask!  [MULTI] 14:02:01.821 IV=127.4% +16.4 AMEX 252 x $0.01 - $0.04 x 14 ARCA Vega=$433 LUMN=1.52 Ref
  447. SWEEP DETECTED:
    >>Bullish Delta Impact 2206 BVN Mar24 11.0 Calls $0.489 (CboeTheo=0.37)  ASK  [MULTI] 14:02:02.836 IV=52.4% +2.5 CBOE 32 x $0.45 - $0.50 x 701 PHLX  ISO 
    Delta=32%, EST. IMPACT = 71k Shares ($660k) To Buy BVN=9.34 Ref
  448. >>4000 AMZN Mar24 185 Calls $0.69 (CboeTheo=0.68)  ASK  AMEX 14:02:19.083 IV=28.3% -0.3 EMLD 671 x $0.67 - $0.69 x 113 EMLD  SPREAD/CROSS - OPENING  Vega=$45k AMZN=146.94 Ref
  449. >>2000 AMZN Mar24 150 Calls $8.46 (CboeTheo=8.46)  BID  AMEX 14:02:19.083 IV=29.6% -0.6 EMLD 139 x $8.45 - $8.50 x 396 EMLD  SPREAD/CROSS  Vega=$60k AMZN=146.94 Ref
  450. SWEEP DETECTED:
    >>2100 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.03)  ASK  [MULTI] 14:02:37.241 IV=136.6% +25.6 PHLX 247 x $0.01 - $0.05 x 1625 NOM Vega=$209 LUMN=1.50 Ref
  451. >>8214 M Dec23 22nd 20.5 Calls $0.19 (CboeTheo=0.17)  MID  PHLX 14:02:48.602 IV=51.6% -1.3 EMLD 216 x $0.16 - $0.21 x 59 MPRL  AUCTION - OPENING  Vega=$7621 M=19.19 Ref
  452. SPLIT TICKET:
    >>2202 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.03)  ASK  [NOM] 14:03:23.075 IV=136.6% +25.6 EMLD 100 x $0.04 - $0.05 x 220 NOM  ISO  Vega=$220 LUMN=1.50 Ref
  453. >>3500 BYND Dec23 10.0 Puts $0.44 (CboeTheo=0.41)  ASK  AMEX 14:05:00.066 IV=177.0% +11.5 ARCA 1 x $0.40 - $0.44 x 193 EDGX  SPREAD/FLOOR  Vega=$1254 BYND=10.60 Ref
  454. >>3500 BYND Dec23 10.0 Calls $0.93 (CboeTheo=0.94)  BID  AMEX 14:05:00.066 IV=166.7% -10.6 EDGX 9 x $0.93 - $0.96 x 29 C2  SPREAD/FLOOR  Vega=$1232 BYND=10.60 Ref
  455. >>3500 BYND Jan24 12.5 Puts $3.60 (CboeTheo=3.57)  BID  AMEX 14:05:00.067 IV=140.7% +11.6 PHLX 461 x $3.50 - $3.75 x 1 NOM  SPREAD/FLOOR  Vega=$4207 BYND=10.60 Ref
  456. >>3500 BYND Jan24 12.5 Calls $0.99 (CboeTheo=0.95)  ASK  AMEX 14:05:00.067 IV=141.7% -1.1 EMLD 1 x $0.92 - $0.99 x 10 ARCA  SPREAD/FLOOR - OPENING  Vega=$4329 BYND=10.60 Ref
  457. >>2500 VIX Dec23 20th 11.5 Puts $0.09 (CboeTheo=0.09)  MID  CBOE 14:05:55.175 IV=52.2% -0.4 CBOE 21k x $0.07 - $0.10 x 8142 CBOE  FLOOR   52WeekLow  Vega=$1159 VIX=12.33 Fwd
  458. SPLIT TICKET:
    >>3500 VIX Dec23 20th 11.5 Puts $0.09 (CboeTheo=0.09)  MID  [CBOE] 14:05:55.117 IV=52.2% -0.4 CBOE 21k x $0.07 - $0.10 x 8142 CBOE  FLOOR   52WeekLow  Vega=$1622 VIX=12.33 Fwd
  459. >>2000 AAPL Dec23 205 Puts $10.75 (CboeTheo=10.81)  BID  BOX 14:06:01.487 BXO 33 x $10.75 - $10.95 x 229 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=194.19 Ref
  460. >>2000 AAPL Dec23 202.5 Puts $8.25 (CboeTheo=8.31)  BID  BOX 14:06:01.487 BXO 32 x $8.25 - $8.40 x 38 BXO  SPREAD/FLOOR - OPENING  Vega=$0 AAPL=194.19 Ref
  461. >>2773 TSLA Dec23 240 Calls $2.80 (CboeTheo=2.79)  ASK  ARCA 14:07:21.281 IV=48.1% -0.9 EDGX 100 x $2.79 - $2.80 x 2959 ARCA Vega=$23k TSLA=236.59 Ref
  462. >>2990 FSLR Dec23 200 Puts $61.80 (CboeTheo=61.99)  BID  BOX 14:07:23.004 BXO 2 x $61.80 - $62.30 x 10 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=138.01 Ref
  463. >>2490 FSLR Dec23 175 Puts $37.20 (CboeTheo=36.99)  ASK  BOX 14:07:23.004 IV=141.6% +63.0 EDGX 125 x $36.15 - $37.20 x 12 BZX  SPREAD/FLOOR - OPENING  Vega=$2630 FSLR=138.01 Ref
  464. SWEEP DETECTED:
    >>2964 TSLA Dec23 240 Calls $2.80 (CboeTheo=2.79)  ASK  [MULTI] 14:07:21.281 IV=48.1% -0.9 EDGX 100 x $2.79 - $2.80 x 2959 ARCA Vega=$25k TSLA=236.59 Ref
  465. >>2600 ENPH Jan24 180 Puts $81.78 (CboeTheo=82.31)  BID  BOX 14:07:56.646 EDGX 5 x $81.70 - $82.45 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=97.69 Ref
  466. SWEEP DETECTED:
    >>Bearish Delta Impact 1954 INVZ Jan24 2.5 Calls $0.40 (CboeTheo=0.43)  BID  [MULTI] 14:08:02.319 IV=107.4% -20.0 BOX 2558 x $0.40 - $0.50 x 905 PHLX
    Delta=61%, EST. IMPACT = 120k Shares ($309k) To Sell INVZ=2.58 Ref
  467. SWEEP DETECTED:
    >>2676 PFE Dec23 29.5 Calls $0.20 (CboeTheo=0.18)  ASK  [MULTI] 14:08:14.278 IV=50.9% +23.4 C2 1051 x $0.18 - $0.20 x 616 EMLD  ISO  Vega=$2271 PFE=28.55 Ref
  468. >>3000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  CBOE 14:09:01.714 IV=50.0% -2.6 CBOE 3933 x $0.08 - $0.10 x 7281 CBOE  FLOOR   52WeekLow  Vega=$1340 VIX=12.33 Fwd
  469. >>1000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  CBOE 14:09:01.771 IV=50.0% -2.6 CBOE 3933 x $0.08 - $0.10 x 7281 CBOE  FLOOR   52WeekLow  Vega=$447 VIX=12.33 Fwd
  470. >>2000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  CBOE 14:09:01.839 IV=50.0% -2.6 CBOE 3933 x $0.08 - $0.10 x 7281 CBOE  FLOOR   52WeekLow  Vega=$894 VIX=12.33 Fwd
  471. >>3500 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  CBOE 14:09:01.897 IV=50.0% -2.6 CBOE 3933 x $0.08 - $0.10 x 8031 CBOE  FLOOR   52WeekLow  Vega=$1564 VIX=12.33 Fwd
  472. SPLIT TICKET:
    >>10000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  [CBOE] 14:09:01.714 IV=50.0% -2.6 CBOE 3933 x $0.08 - $0.10 x 7281 CBOE  FLOOR   52WeekLow  Vega=$4468 VIX=12.33 Fwd
  473. >>2690 CSCO Dec23 52.5 Puts $3.20 (CboeTheo=3.13)  ASK  BOX 14:09:58.698 IV=49.5% +21.2 BZX 27 x $3.10 - $3.20 x 65 BOX  SPREAD/FLOOR - OPENING  Vega=$2015 CSCO=49.38 Ref
  474. SPLIT TICKET:
    >>1000 SPXW Dec23 19th 3750 Puts $0.15 (CboeTheo=0.12)  ASK  [CBOE] 14:10:09.289 IV=52.4% +4.2 CBOE 246 x $0.10 - $0.15 x 401 CBOE  OPENING  Vega=$3501 SPX=4637.25 Fwd
  475. >>2000 ZM Jan24 130 Puts $58.45 (CboeTheo=58.53)  BID  BOX 14:10:35.059 BXO 2 x $58.00 - $59.55 x 50 ARCA  SPREAD/FLOOR  Vega=$0 ZM=71.47 Ref
  476. >>2000 ZM Jan24 135 Puts $63.45 (CboeTheo=63.53)  BID  BOX 14:10:35.059 BZX 2 x $63.45 - $63.65 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=71.47 Ref
  477. >>3216 CRDO Feb24 20.0 Calls $0.85 (CboeTheo=0.89)  BID  CBOE 14:10:42.145 IV=42.7% -1.2 ARCA 32 x $0.85 - $0.95 x 183 PHLX  SPREAD/LEGGED/FLOOR  Vega=$9784 CRDO=18.55 Ref
  478. >>2984 CRDO Dec23 17.5 Calls $1.14 (CboeTheo=1.16)  ASK  CBOE 14:10:42.237 IV=62.1% +5.0 PHLX 204 x $1.05 - $1.20 x 14 EDGX  SPREAD/LEGGED/FLOOR  Vega=$1176 CRDO=18.55 Ref
  479. SWEEP DETECTED:
    >>2139 LCID Jan24 5th 4.5 Calls $0.23 (CboeTheo=0.24)  ASK  [MULTI] 14:11:30.941 IV=81.2% +5.5 EDGX 385 x $0.22 - $0.23 x 213 ARCA  OPENING   SSR  Vega=$896 LCID=4.24 Ref
  480. >>3070 XOM Dec23 110 Puts $12.40 (CboeTheo=12.34)  ASK  BOX 14:11:34.104 IV=73.2% +35.1 MIAX 27 x $12.25 - $12.40 x 14 BZX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$2272 XOM=97.67 Ref
  481. >>2720 XOM Jan24 115 Puts $17.25 (CboeTheo=17.33)  BID  BOX 14:11:34.104 MIAX 54 x $17.25 - $17.40 x 40 MIAX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 XOM=97.67 Ref
  482. SWEEP DETECTED:
    >>Bullish Delta Impact 681 TENB Dec23 40.0 Calls $1.90 (CboeTheo=1.88)  ASK  [MULTI] 14:12:05.545 IV=55.0% -1.8 PHLX 126 x $1.65 - $1.90 x 228 ISE
    Delta=79%, EST. IMPACT = 54k Shares ($2.25m) To Buy TENB=41.65 Ref
  483. SWEEP DETECTED:
    >>2717 AMZN Feb24 180 Calls $0.59 (CboeTheo=0.58)  ASK  [MULTI] 14:12:48.420 IV=29.9% -0.2 C2 470 x $0.57 - $0.59 x 204 BZX  ISO  Vega=$25k AMZN=146.93 Ref
  484. >>2000 SCHW Jan24 75.0 Puts $10.72 (CboeTheo=10.77)  BID  BOX 14:13:06.636 EMLD 7 x $10.70 - $10.80 x 12 BZX  SPREAD/FLOOR  Vega=$0 SCHW=64.27 Ref
  485. >>2840 SLB Jan24 60.0 Puts $10.95 (CboeTheo=10.99)  BID  BOX 14:13:24.628 EDGX 5 x $10.95 - $11.05 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 SLB=49.01 Ref
  486. >>2200 SQ Jan24 125 Puts $55.85 (CboeTheo=55.71)  ASK  BOX 14:13:40.506 IV=102.6% +34.4 PHLX 10 x $55.45 - $55.85 x 1 EDGX  SPREAD/FLOOR - OPENING  Vega=$3990 SQ=69.30 Ref
  487. >>2200 SQ Jan24 100 Puts $30.85 (CboeTheo=30.70)  ASK  BOX 14:13:40.506 IV=70.2% +15.9 BXO 56 x $30.55 - $30.95 x 17 BZX  SPREAD/FLOOR - OPENING  Vega=$4971 SQ=69.30 Ref
  488. >>15000 INTC Jan24 32.5 Puts $0.04 (CboeTheo=0.04)  ASK  AMEX 14:13:50.148 IV=46.5% -1.1 EMLD 1361 x $0.03 - $0.04 x 2353 EMLD  SPREAD/CROSS  Vega=$9024 INTC=44.02 Ref
  489. >>15000 INTC Jan24 32.5 Calls $11.74 (CboeTheo=11.76)  BID  AMEX 14:13:50.148 IV=39.6% -7.9 MEMX 40 x $11.70 - $11.80 x 12 EDGX  SPREAD/CROSS  Vega=$4121 INTC=44.02 Ref
  490. SWEEP DETECTED:
    >>4083 SOFI Dec23 9.0 Calls $0.02 (CboeTheo=0.03)  ASK  [MULTI] 14:14:00.730 IV=90.9% +13.2 EDGX 1457 x $0.01 - $0.02 x 1008 EMLD  ISO  Vega=$407 SOFI=7.92 Ref
  491. >>2000 TSLA Dec23 275 Puts $38.60 (CboeTheo=38.34)  ASK  BOX 14:14:05.028 IV=94.3% +32.7 MIAX 8 x $38.10 - $38.60 x 46 BOX  SPREAD/FLOOR - OPENING  Vega=$3977 TSLA=236.66 Ref
  492. >>2210 PEP Jan24 180 Puts $12.25 (CboeTheo=12.13)  ASK  BOX 14:14:16.341 IV=18.1% +5.3 PHLX 44 x $11.90 - $12.25 x 27 BOX  SPREAD/FLOOR - OPENING  Vega=$18k PEP=167.87 Ref
  493. >>4500 OXY Dec23 63.0 Puts $7.80 (CboeTheo=7.86)  BID  BOX 14:14:21.499 BOX 30 x $7.80 - $7.90 x 28 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 OXY=55.15 Ref
  494. >>4500 OXY Dec23 62.5 Puts $7.30 (CboeTheo=7.36)  BID  BOX 14:14:21.499 BOX 21 x $7.30 - $7.40 x 28 BOX  SPREAD/FLOOR   52WeekLow  Vega=$0 OXY=55.15 Ref
  495. >>2070 WYNN Jan24 110 Puts $23.95 (CboeTheo=23.89)  ASK  BOX 14:14:31.349 IV=46.5% +13.6 EDGX 5 x $23.80 - $23.95 x 2 EDGX  SPREAD/FLOOR - OPENING  Vega=$4480 WYNN=86.11 Ref
  496. >>6470 NEE Jan24 70.0 Puts $10.60 (CboeTheo=10.63)  BID  BOX 14:14:50.776 BZX 4 x $10.60 - $10.80 x 81 NOM  SPREAD/FLOOR - OPENING  Vega=$0 NEE=59.37 Ref
  497. >>2250 NEE Jan24 77.5 Puts $18.14 (CboeTheo=18.14)  BID  BOX 14:14:50.776 IV=45.3% +7.7 BOX 18 x $18.10 - $18.30 x 57 NOM  SPREAD/FLOOR - OPENING  Vega=$1269 NEE=59.37 Ref
  498. SWEEP DETECTED:
    >>2875 AAPL Jan24 220 Calls $0.06 (CboeTheo=0.06)  BID  [MULTI] 14:15:29.200 IV=17.0% -0.8 C2 926 x $0.06 - $0.07 x 1516 C2 Vega=$8334 AAPL=194.16 Ref
  499. >>5000 UAL Jun24 20.0 Puts $0.24 (CboeTheo=0.24)  MID  PHLX 14:16:25.632 IV=61.6% +0.4 BOX 188 x $0.21 - $0.27 x 432 CBOE  SPREAD/CROSS/TIED  Vega=$10k UAL=41.02 Ref
  500. >>5000 UAL Jun24 30.0 Puts $0.95 (CboeTheo=0.93)  MID  PHLX 14:16:25.632 IV=46.6% +0.4 BZX 119 x $0.91 - $0.98 x 336 CBOE  SPREAD/CROSS/TIED  Vega=$30k UAL=41.02 Ref
  501. SWEEP DETECTED:
    >>3636 TSLA Dec23 310 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:16:31.260 IV=98.9% +11.9 EDGX 0 x $0.00 - $0.01 x 3249 C2 Vega=$447 TSLA=236.45 Ref
  502. SWEEP DETECTED:
    >>Bullish Delta Impact 893 SIX Jan24 25.0 Calls $1.85 (CboeTheo=1.66)  ASK  [MULTI] 14:16:39.130 IV=48.8% +5.5 C2 52 x $1.60 - $1.85 x 445 PHLX
    Delta=58%, EST. IMPACT = 52k Shares ($1.32m) To Buy SIX=25.34 Ref
  503. >>4000 HAL Dec25 30.0 Puts $3.85 (CboeTheo=3.86)  BID  PHLX 14:17:01.676 IV=37.1% -0.0 BOX 5 x $3.80 - $3.95 x 7 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$62k HAL=34.38 Ref
  504. SWEEP DETECTED:
    >>Bullish Delta Impact 757 RY Jan24 95.0 Puts $3.20 (CboeTheo=3.31)  BID  [MULTI] 14:17:21.557 IV=12.5% -1.7 GEMX 67 x $3.20 - $3.50 x 41 BOX  OPENING 
    Delta=-80%, EST. IMPACT = 60k Shares ($5.56m) To Buy RY=92.00 Ref
  505. SWEEP DETECTED:
    >>2500 PFE Dec23 29.0 Calls $0.33 (CboeTheo=0.33)  BID  [MULTI] 14:18:35.341 IV=50.1% +23.8 GEMX 499 x $0.33 - $0.34 x 47 ARCA Vega=$2488 PFE=28.52 Ref
  506. >>4500 VIX Feb24 14th 21.0 Calls $0.95 (CboeTheo=0.95)  MID  CBOE 14:19:58.354 IV=100.4% +3.4 CBOE 1311 x $0.93 - $0.96 x 4489 CBOE  FLOOR   52WeekLow  Vega=$9795 VIX=15.27 Fwd
  507. SPLIT TICKET:
    >>5000 VIX Feb24 14th 21.0 Calls $0.95 (CboeTheo=0.95)  MID  [CBOE] 14:19:58.301 IV=100.4% +3.4 CBOE 1311 x $0.93 - $0.96 x 4489 CBOE  FLOOR   52WeekLow  Vega=$11k VIX=15.27 Fwd
  508. SWEEP DETECTED:
    >>2787 TSLA Jan24 230 Puts $9.55 (CboeTheo=9.60)  BID  [MULTI] 14:20:48.985 IV=43.4% -0.9 EDGX 571 x $9.55 - $9.65 x 412 MIAX Vega=$81k TSLA=236.32 Ref
  509. >>1000 SPXW Dec23 29th 3800 Puts $0.45 (CboeTheo=0.40)  MID  CBOE 14:21:05.790 IV=35.7% +1.5 CBOE 1614 x $0.40 - $0.50 x 2606 CBOE  FLOOR  Vega=$13k SPX=4647.31 Fwd
  510. SPLIT TICKET:
    >>3000 SPXW Dec23 29th 3800 Puts $0.45 (CboeTheo=0.40)  MID  [CBOE] 14:21:05.790 IV=35.7% +1.5 CBOE 1614 x $0.40 - $0.50 x 2606 CBOE  FLOOR  Vega=$39k SPX=4647.31 Fwd
  511. >>Unusual Volume AIG - 3x market weighted volume: 6262 = 8925 projected vs 2869 adv, 96% calls, 5% of OI  ExDiv  [AIG 67.25 +1.06 Ref, IV=16.6% -0.7]
  512. >>5000 VIX Jan24 17th 12.0 Puts $0.13 (CboeTheo=0.13)  MID  CBOE 14:27:31.242 IV=49.5% +0.5 CBOE 21k x $0.11 - $0.14 x 29k CBOE  FLOOR   52WeekLow  Vega=$4337 VIX=14.30 Fwd
  513. SPLIT TICKET:
    >>5500 VIX Jan24 17th 12.0 Puts $0.13 (CboeTheo=0.13)  MID  [CBOE] 14:27:31.242 IV=49.5% +0.5 CBOE 21k x $0.11 - $0.14 x 29k CBOE  FLOOR   52WeekLow  Vega=$4770 VIX=14.30 Fwd
  514. SWEEP DETECTED:
    >>Bearish Delta Impact 2363 CLB Jun24 25.0 Calls $0.40 (CboeTheo=0.55)  BID  [MULTI] 14:27:42.476 IV=44.3% -5.2 AMEX 633 x $0.40 - $0.65 x 115 EDGX  ISO   52WeekLow 
    Delta=16%, EST. IMPACT = 39k Shares ($652k) To Sell CLB=16.84 Ref
  515. SWEEP DETECTED:
    >>2000 INTC Dec23 46.0 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 14:27:45.954 IV=51.3% -0.6 EMLD 1380 x $0.19 - $0.20 x 1972 EMLD Vega=$2152 INTC=43.98 Ref
  516. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $5.90 (CboeTheo=5.87)  MID  [CBOE] 14:30:12.723 IV=16.1% -0.4 CBOE 2825 x $5.80 - $6.00 x 2674 CBOE  LATE  Vega=$183k SPX=4660.08 Fwd
  517. SPLIT TICKET:
    >>1500 SPX Jun24 3400 Puts $13.80 (CboeTheo=13.60)  ASK  [CBOE] 14:30:12.723 IV=27.0% -0.1 CBOE 1300 x $13.60 - $13.90 x 1319 CBOE  LATE  Vega=$417k SPX=4740.72 Fwd
  518. SPLIT TICKET:
    >>1500 SPX Jan24 4150 Puts $3.20 (CboeTheo=3.25)  BID  [CBOE] 14:30:12.723 IV=19.3% -0.3 CBOE 4070 x $3.20 - $3.30 x 100 CBOE  LATE  Vega=$159k SPX=4660.08 Fwd
  519. SPLIT TICKET:
    >>1000 SPX Jun24 3700 Puts $21.90 (CboeTheo=21.78)  ASK  [CBOE] 14:30:12.723 IV=23.4% -0.1 CBOE 166 x $21.70 - $22.00 x 1968 CBOE  LATE  Vega=$421k SPX=4740.72 Fwd
  520. SPLIT TICKET:
    >>1900 SPXW Dec23 29th 3800 Puts $0.45 (CboeTheo=0.42)  MID  [CBOE] 14:31:18.430 IV=35.8% +1.5 CBOE 1616 x $0.40 - $0.50 x 2481 CBOE  FLOOR  Vega=$25k SPX=4648.23 Fwd
  521. SWEEP DETECTED:
    >>2453 FSR Jan24 1.5 Puts $0.34 (CboeTheo=0.34)  ASK  [MULTI] 14:31:24.135 IV=168.3% -2.8 NOM 29 x $0.31 - $0.34 x 1827 MPRL Vega=$446 FSR=1.46 Ref
  522. SWEEP DETECTED:
    >>Bullish Delta Impact 504 FLNG Jan24 29.63 Calls $0.29 (CboeTheo=0.23)  ASK  [MULTI] 14:33:03.120 IV=20.1% +0.5 PHLX 174 x $0.15 - $0.30 x 121 BOX  AUCTION - OPENING 
    Delta=27%, EST. IMPACT = 14k Shares ($383k) To Buy FLNG=28.17 Ref
  523. SWEEP DETECTED:
    >>2000 PFE Jan24 28.0 Puts $0.66 (CboeTheo=0.66)  ASK  [MULTI] 14:35:39.873 IV=27.1% +2.7 C2 432 x $0.65 - $0.66 x 102 EMLD Vega=$6958 PFE=28.57 Ref
  524. SPLIT TICKET:
    >>1500 VIX Dec23 20th 14.0 Calls $0.22 (CboeTheo=0.21)  BID  [CBOE] 14:36:03.997 IV=103.4% +16.7 CBOE 898 x $0.22 - $0.23 x 6323 CBOE  52WeekLow  Vega=$805 VIX=12.33 Fwd
  525. >>2001 LCID Jan24 4.0 Puts $0.37 (CboeTheo=0.37)  MID  CBOE 14:39:41.999 IV=86.3% -0.3 CBOE 141 x $0.36 - $0.38 x 88 MPRL  COB   SSR  Vega=$1026 LCID=4.24 Ref
  526. >>2001 LCID Apr24 3.5 Puts $0.54 (CboeTheo=0.55)  MID  CBOE 14:39:41.999 IV=90.4% -0.2 ARCA 6 x $0.52 - $0.56 x 21 BOX  COB   SSR  Vega=$1630 LCID=4.24 Ref
  527. >>5000 ATUS Jun24 2.0 Calls $0.45 (CboeTheo=0.39)  ASK  ARCA 14:39:51.213 IV=85.3% +10.0 PHLX 861 x $0.35 - $0.50 x 4463 PHLX  TIED/FLOOR - OPENING   52WeekLow  Vega=$2652 ATUS=1.90 Ref
  528. >>2500 SLB Feb24 50.0 Calls $2.29 (CboeTheo=2.29)  BID  ARCA 14:42:49.916 IV=30.7% -0.1 NOM 54 x $2.29 - $2.32 x 5 GEMX  CROSS - OPENING  Vega=$21k SLB=49.06 Ref
  529. >>2976 X Dec23 37.0 Calls $0.45 (CboeTheo=0.39)  ASK  PHLX 14:43:01.411 IV=55.1% +4.5 EDGX 119 x $0.37 - $0.46 x 34 NOM  SPREAD/FLOOR  Vega=$3740 X=36.28 Ref
  530. SWEEP DETECTED:
    >>3721 AAL Dec23 14.5 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 14:44:20.547 IV=40.7% -3.9 EMLD 751 x $0.07 - $0.08 x 1108 GEMX  ISO - OPENING  Vega=$1481 AAL=14.10 Ref
  531. SWEEP DETECTED:
    >>2000 AAL Dec23 13.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 14:45:26.499 IV=43.6% +1.7 MPRL 85 x $0.03 - $0.04 x 2839 C2  AUCTION - OPENING  Vega=$577 AAL=14.09 Ref
  532. SPLIT TICKET:
    >>1000 SPXW Jan24 2nd 3900 Puts $0.70 (CboeTheo=0.61)  ASK  [CBOE] 14:47:12.241 IV=30.0% +1.3 CBOE 855 x $0.60 - $0.70 x 36 CBOE  ISO - OPENING  Vega=$22k SPX=4651.03 Fwd
  533. >>3000 TSLA Jan24 450 Puts $214.20 (CboeTheo=213.15)  ASK  PHLX 14:49:46.712 IV=117.8% +51.6 NOM 70 x $211.80 - $215.65 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$25k TSLA=236.84 Ref
  534. >>4500 TSLA Jan24 450 Puts $214.25 (CboeTheo=213.15)  ASK  PHLX 14:49:46.712 IV=118.4% +52.2 NOM 70 x $211.80 - $215.65 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$38k TSLA=236.84 Ref
  535. >>7500 TSLA Jan24 416.67 Puts $180.90 (CboeTheo=179.82)  ASK  PHLX 14:49:46.712 IV=106.8% +44.5 ARCA 25 x $178.65 - $182.25 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$67k TSLA=236.84 Ref
  536. >>3000 F Jun24 11.0 Puts $0.92 (CboeTheo=0.91)  ASK  ARCA 14:53:02.422 IV=31.5% -0.0 EMLD 21 x $0.91 - $0.92 x 1 EMLD  CROSS  Vega=$9252 F=11.14 Ref
  537. >>4100 TSLA Jan24 450 Puts $213.80 (CboeTheo=213.35)  ASK  PHLX 14:53:09.049 IV=109.3% +43.1 NOM 70 x $211.80 - $215.65 x 25 ARCA  FLOOR - OPENING  Vega=$23k TSLA=236.65 Ref
  538. >>3500 TSLA Jan24 416.67 Puts $180.50 (CboeTheo=180.02)  ASK  PHLX 14:53:09.049 IV=98.9% +36.6 ARCA 25 x $178.65 - $182.25 x 25 ARCA  FLOOR - OPENING  Vega=$22k TSLA=236.65 Ref
  539. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $213.791 (CboeTheo=213.35)  ASK  [PHLX] 14:53:09.049 IV=109.3% +43.1 NOM 70 x $211.80 - $215.65 x 25 ARCA  FLOOR - OPENING  Vega=$29k TSLA=236.65 Ref
  540. >>2230 XOM Jan24 115 Puts $16.95 (CboeTheo=16.93)  ASK  PHLX 14:53:10.967 IV=31.1% +6.6 CBOE 66 x $16.85 - $17.00 x 35 CBOE  FLOOR - OPENING   52WeekLow  Vega=$4115 XOM=98.06 Ref
  541. >>2380 NEE Jan24 77.5 Puts $18.30 (CboeTheo=18.27)  MID  PHLX 14:53:12.596 IV=48.9% +11.4 NOM 5 x $18.20 - $18.40 x 38 NOM  FLOOR - OPENING  Vega=$2709 NEE=59.23 Ref
  542. >>3390 SE Jan24 70.0 Puts $31.95 (CboeTheo=31.83)  BID  PHLX 14:53:22.981 IV=110.9% +25.6 BOX 848 x $31.65 - $32.40 x 527 BOX  FLOOR - OPENING   SSR  Vega=$4168 SE=38.17 Ref
  543. >>2660 FSLR Dec23 200 Puts $60.80 (CboeTheo=60.69)  ASK  PHLX 14:53:26.260 IV=185.9% +70.0 EDGX 5 x $60.55 - $60.90 x 1 BXO  FLOOR - OPENING  Vega=$1576 FSLR=139.31 Ref
  544. >>2550 FSLR Dec23 195 Puts $55.85 (CboeTheo=55.69)  ASK  PHLX 14:53:26.260 IV=182.4% +73.2 EDGX 10 x $55.50 - $56.10 x 20 BXO  FLOOR - OPENING  Vega=$1921 FSLR=139.31 Ref
  545. >>2890 ENPH Jan24 180 Puts $80.85 (CboeTheo=80.93)  BID  PHLX 14:53:27.850 EDGX 5 x $80.45 - $81.75 x 27 BZX  FLOOR - OPENING  Vega=$0 ENPH=99.06 Ref
  546. >>2040 NEM Jan24 55.0 Puts $17.35 (CboeTheo=17.36)  MID  PHLX 14:53:32.866 EDGX 51 x $17.30 - $17.40 x 15 BXO  FLOOR - OPENING  Vega=$0 NEM=37.63 Ref
  547. >>2440 CVX Dec23 155 Puts $12.35 (CboeTheo=12.37)  MID  PHLX 14:53:34.567 PHLX 46 x $12.25 - $12.45 x 25 BOX  FLOOR - OPENING  Vega=$0 CVX=142.63 Ref
  548. >>6500 PBR Jun24 12.0 Puts $0.65 (CboeTheo=0.65)  BID  PHLX 14:54:14.715 IV=38.2% -0.0 ARCA 1058 x $0.65 - $0.68 x 1059 ARCA  TIED/FLOOR  Vega=$20k PBR=14.49 Ref
  549. SPLIT TICKET:
    >>1000 SPX Jan24 4400 Puts $9.90 (CboeTheo=9.66)  Above Ask!  [CBOE] 14:55:22.839 IV=14.2% -0.4 CBOE 1854 x $9.60 - $9.80 x 1509 CBOE  LATE  Vega=$272k SPX=4662.42 Fwd
  550. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $5.70 (CboeTheo=5.80)  BID  [CBOE] 14:55:22.896 IV=16.0% -0.4 CBOE 3713 x $5.70 - $5.90 x 2571 CBOE  LATE  Vega=$179k SPX=4662.42 Fwd
  551. >>4000 C Jan24 50.0 Calls $0.81 (CboeTheo=0.82)  BID  PHLX 14:56:25.798 IV=24.3% -1.5 C2 701 x $0.81 - $0.82 x 240 C2  SPREAD/CROSS/TIED  Vega=$23k C=47.91 Ref
  552. >>1000 VIX Feb24 14th 35.0 Calls $0.37 (CboeTheo=0.38)  BID  CBOE 14:57:12.113 IV=133.2% +3.5 CBOE 7429 x $0.36 - $0.40 x 2870 CBOE  52WeekLow  Vega=$1219 VIX=15.27 Fwd
  553. >>2000 ZM Jan24 135 Puts $63.10 (CboeTheo=63.56)  MID  PHLX 14:57:25.291 BZX 53 x $62.50 - $63.70 x 8 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=71.44 Ref
  554. >>2000 ZM Jan24 130 Puts $58.10 (CboeTheo=58.56)  MID  PHLX 14:57:25.291 BZX 56 x $57.50 - $58.70 x 8 PHLX  SPREAD/FLOOR  Vega=$0 ZM=71.44 Ref
  555. >>2000 WYNN Jan24 110 Puts $23.80 (CboeTheo=23.76)  ASK  PHLX 14:57:48.613 IV=45.2% +12.3 ARCA 1 x $23.70 - $23.85 x 13 BZX  FLOOR - OPENING  Vega=$3715 WYNN=86.24 Ref
  556. >>2200 WMT Dec23 165 Puts $13.90 (CboeTheo=13.89)  ASK  PHLX 14:57:51.215 IV=46.1% +10.4 EDGX 55 x $13.80 - $13.95 x 69 BZX  FLOOR - OPENING  Vega=$768 WMT=151.10 Ref
  557. >>13000 WFC Jan24 57.5 Puts $11.00 (CboeTheo=10.99)  MID  PHLX 14:57:55.717 IV=38.5% +8.0 EDGX 84 x $10.95 - $11.05 x 57 PHLX  SPREAD/FLOOR - OPENING  Vega=$7808 WFC=46.51 Ref
  558. >>13000 WFC Jan24 55.0 Puts $8.50 (CboeTheo=8.49)  MID  PHLX 14:57:55.717 IV=31.9% +5.6 MIAX 80 x $8.45 - $8.55 x 99 PHLX  SPREAD/FLOOR - OPENING  Vega=$9294 WFC=46.51 Ref
  559. >>2770 TSLA Jan24 450 Puts $213.90 (CboeTheo=213.63)  ASK  PHLX 14:58:01.841 IV=105.7% +39.6 NOM 70 x $211.80 - $215.65 x 25 ARCA  FLOOR - OPENING  Vega=$12k TSLA=236.37 Ref
  560. >>3400 TSLA Jan24 416.67 Puts $180.40 (CboeTheo=180.30)  BID  PHLX 14:58:01.851 IV=90.6% +28.3 ARCA 25 x $178.65 - $182.25 x 25 ARCA  FLOOR - OPENING  Vega=$10k TSLA=236.37 Ref
  561. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $213.896 (CboeTheo=213.63)  ASK  [PHLX] 14:58:01.841 IV=105.7% +39.6 NOM 70 x $211.80 - $215.65 x 25 ARCA  FLOOR - OPENING  Vega=$14k TSLA=236.37 Ref
  562. >>2800 FSLR Dec23 195 Puts $56.00 (CboeTheo=55.73)  ASK  PHLX 14:58:04.257 IV=194.8% +85.7 BZX 62 x $54.95 - $56.70 x 45 BZX  FLOOR - OPENING  Vega=$2755 FSLR=139.27 Ref
  563. >>2100 FSLR Dec23 175 Puts $35.85 (CboeTheo=35.73)  BID  PHLX 14:58:04.257 IV=127.5% +48.9 BOX 10 x $35.15 - $36.70 x 38 BZX  FLOOR - OPENING  Vega=$1669 FSLR=139.27 Ref
  564. >>2200 SQ Jan24 125 Puts $56.00 (CboeTheo=55.71)  Above Ask!  PHLX 14:58:11.258 IV=109.8% +41.6 BZX 14 x $55.60 - $55.80 x 14 BZX  SPREAD/FLOOR - OPENING  Vega=$5466 SQ=69.30 Ref
  565. >>2200 SQ Jan24 100 Puts $31.00 (CboeTheo=30.70)  Above Ask!  PHLX 14:58:11.258 IV=76.0% +21.7 BZX 14 x $30.60 - $30.95 x 28 BXO  SPREAD/FLOOR - OPENING  Vega=$6718 SQ=69.30 Ref
  566. >>2950 ENPH Jan24 180 Puts $80.75 (CboeTheo=80.91)  MID  PHLX 14:58:12.352 NOM 27 x $80.25 - $81.25 x 5 EDGX  FLOOR - OPENING  Vega=$0 ENPH=99.09 Ref
  567. >>2500 USFD Jan24 40.0 Puts $0.12 (CboeTheo=0.21)  BID  ISE 14:58:15.997 IV=23.8% -5.9 PHLX 205 x $0.10 - $0.20 x 103 PHLX  AUCTION - OPENING  Vega=$5351 USFD=44.24 Ref
  568. >>2000 SCHW Jan24 75.0 Puts $10.65 (CboeTheo=10.73)  BID  PHLX 14:58:16.968 MIAX 19 x $10.60 - $10.75 x 20 BOX  FLOOR  Vega=$0 SCHW=64.31 Ref
  569. >>3200 CVX Dec23 155 Puts $12.45 (CboeTheo=12.45)  ASK  PHLX 14:58:27.461 IV=41.5% +10.8 BZX 20 x $12.35 - $12.50 x 20 BOX  FLOOR - OPENING  Vega=$403 CVX=142.55 Ref
  570. >>2550 CVX Jan24 160 Puts $17.45 (CboeTheo=17.45)  ASK  PHLX 14:58:27.461 IV=23.0% +2.1 BZX 17 x $17.35 - $17.50 x 19 BZX  FLOOR  Vega=$4054 CVX=142.55 Ref
  571. >>3000 BAC Jan24 38.0 Puts $7.25 (CboeTheo=7.26)  MID  PHLX 14:58:41.708 BOX 52 x $7.20 - $7.30 x 26 BZX  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.73 Ref
  572. >>3000 BAC Jan24 40.0 Puts $9.25 (CboeTheo=9.27)  MID  PHLX 14:58:41.708 BZX 46 x $9.20 - $9.30 x 42 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.73 Ref
  573. >>4000 BABA Dec23 85.0 Puts $13.75 (CboeTheo=13.72)  ASK  PHLX 14:58:43.087 IV=98.1% +27.6 MPRL 39 x $13.65 - $13.80 x 122 MIAX  FLOOR  Vega=$1472 BABA=71.28 Ref
  574. >>2350 OXY Jan24 72.5 Puts $17.10 (CboeTheo=17.09)  ASK  PHLX 14:58:44.254 IV=46.8% +12.0 BZX 21 x $17.00 - $17.15 x 13 BZX  FLOOR - OPENING   52WeekLow  Vega=$1280 OXY=55.41 Ref
  575. SPLIT TICKET:
    >>2600 BABA Dec23 115 Puts $43.775 (CboeTheo=43.72)  ASK  [PHLX] 14:58:43.087 IV=227.3% +74.0 BOX 24 x $43.65 - $43.80 x 38 BZX  FLOOR - OPENING  Vega=$517 BABA=71.28 Ref
  576. >>2000 KO Jan24 80.0 Puts $20.65 (CboeTheo=20.70)  BID  BOX 14:58:52.503 MIAX 42 x $20.65 - $20.75 x 60 BZX  SPREAD/FLOOR - OPENING  Vega=$0 KO=59.30 Ref
  577. >>2000 KO Jan24 62.5 Puts $3.15 (CboeTheo=3.19)  BID  BOX 14:58:52.503 EDGX 44 x $3.15 - $3.25 x 46 BZX  SPREAD/FLOOR - OPENING  Vega=$0 KO=59.30 Ref
  578. >>2000 NEE Jan24 77.5 Puts $18.30 (CboeTheo=18.25)  MID  PHLX 14:58:53.254 IV=50.6% +13.1 NOM 3 x $18.20 - $18.40 x 86 NOM  FLOOR - OPENING  Vega=$3156 NEE=59.26 Ref
  579. >>2200 NEE Jan24 70.0 Puts $10.80 (CboeTheo=10.74)  ASK  PHLX 14:58:53.254 IV=34.9% +4.3 NOM 4 x $10.70 - $10.80 x 1 ARCA  FLOOR  Vega=$4499 NEE=59.26 Ref
  580. >>5000 VIX Dec23 20th 15.5 Calls $0.12 (CboeTheo=0.13)  MID  CBOE 14:58:54.800 IV=122.8% +16.0 CBOE 16k x $0.11 - $0.13 x 1620 CBOE  52WeekLow  Vega=$1806 VIX=12.35 Fwd
  581. >>2080 ENPH Jan24 170 Puts $71.10 (CboeTheo=70.92)  MID  BOX 14:58:57.534 IV=95.1% +26.7 EDGX 5 x $69.70 - $72.50 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$5381 ENPH=99.08 Ref
  582. >>2080 ENPH Jan24 180 Puts $81.10 (CboeTheo=80.92)  ASK  BOX 14:58:57.534 IV=103.2% +32.0 AMEX 1 x $80.55 - $81.10 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$5144 ENPH=99.08 Ref
  583. >>2600 NEE Jan24 77.5 Puts $18.20 (CboeTheo=18.25)  BID  BOX 14:59:16.074 NOM 4 x $18.20 - $18.40 x 89 BZX  SPREAD/FLOOR - OPENING  Vega=$0 NEE=59.24 Ref
  584. >>2600 NEE Jan24 70.0 Puts $10.70 (CboeTheo=10.76)  BID  BOX 14:59:16.074 NOM 4 x $10.70 - $10.90 x 86 NOM  SPREAD/FLOOR  Vega=$0 NEE=59.24 Ref
  585. >>2380 PFE Jan24 35.0 Puts $6.20 (CboeTheo=6.42)  BID  BOX 14:59:20.947 BZX 113 x $6.10 - $6.50 x 80 BZX  SPREAD/FLOOR  Vega=$0 PFE=28.59 Ref
  586. >>2520 CVX Jan24 160 Puts $17.42 (CboeTheo=17.47)  BID  BOX 14:59:26.405 EDGX 25 x $17.35 - $17.55 x 31 EDGX  SPREAD/FLOOR  Vega=$0 CVX=142.53 Ref
  587. >>3010 ORCL Dec23 120 Puts $18.75 (CboeTheo=18.64)  ASK  BOX 14:59:30.998 IV=102.9% +27.5 BOX 43 x $18.55 - $18.75 x 36 BOX  SPREAD/FLOOR - OPENING   Post-Earnings / SSR  Vega=$2313 ORCL=101.35 Ref
  588. >>2400 XOM Jan24 115 Puts $16.85 (CboeTheo=16.93)  BID  BOX 14:59:35.641 CBOE 60 x $16.85 - $17.00 x 48 PHLX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$0 XOM=98.06 Ref
  589. >>3500 PBR Jan24 20.0 Puts $5.55 (CboeTheo=5.50)  ASK  BOX 14:59:40.424 IV=64.4% +24.3 BOX 1168 x $5.45 - $5.55 x 24 BZX  SPREAD/FLOOR  Vega=$2017 PBR=14.49 Ref
  590. >>3500 PBR Jan24 30.0 Puts $15.55 (CboeTheo=15.51)  BID  BOX 14:59:40.424 IV=123.7% +46.3 BXO 11 x $15.40 - $17.25 x 31 NOM  SPREAD/FLOOR  Vega=$1407 PBR=14.49 Ref
  591. SPLIT TICKET:
    >>1175 SPXW Dec23 20th 3900 Puts $0.25 (CboeTheo=0.23)  ASK  [CBOE] 14:59:42.679 IV=43.0% +3.4 CBOE 799 x $0.20 - $0.25 x 759 CBOE  OPENING  Vega=$7582 SPX=4641.52 Fwd
  592. >>2600 OXY Jan24 65.0 Puts $9.61 (CboeTheo=9.63)  ASK  BOX 14:59:47.581 EDGX 358 x $9.55 - $9.65 x 62 EMLD  SPREAD/FLOOR   52WeekLow  Vega=$0 OXY=55.37 Ref
  593. >>2220 OXY Jan24 72.5 Puts $17.15 (CboeTheo=17.14)  ASK  BOX 14:59:47.581 IV=48.5% +13.7 CBOE 59 x $17.05 - $17.15 x 12 BOX  SPREAD/FLOOR - OPENING   52WeekLow  Vega=$2030 OXY=55.37 Ref
  594. >>4070 TSLA Jan24 450 Puts $215.58 (CboeTheo=213.51)  ASK  BOX 14:59:57.856 IV=128.6% +62.4 NOM 70 x $211.80 - $215.65 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$46k TSLA=236.49 Ref
  595. >>4070 TSLA Jan24 416.67 Puts $182.25 (CboeTheo=180.18)  ASK  BOX 14:59:57.856 IV=116.8% +54.5 ARCA 25 x $178.65 - $182.25 x 62 BOX  SPREAD/FLOOR - OPENING  Vega=$48k TSLA=236.49 Ref
  596. >>2240 FSLR Dec23 175 Puts $35.95 (CboeTheo=35.56)  ASK  BOX 15:00:03.107 IV=151.5% +72.9 BOX 30 x $35.15 - $35.95 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$3304 FSLR=139.44 Ref
  597. >>2310 FSLR Dec23 195 Puts $55.47 (CboeTheo=55.55)  BID  BOX 15:00:03.107 EDGX 11 x $54.95 - $56.40 x 6 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=139.44 Ref
  598. >>2030 FSLR Dec23 200 Puts $59.95 (CboeTheo=60.55)  BID  BOX 15:00:03.107 EDGX 45 x $59.95 - $61.05 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=139.44 Ref
  599. >>1250 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09)  BID  CBOE 15:00:42.487 IV=51.1% -1.6 CBOE 1364 x $0.08 - $0.09 x 1026 CBOE  FLOOR   52WeekLow  Vega=$552 VIX=12.35 Fwd
  600. >>1250 VIX Dec23 20th 11.5 Puts $0.09 (CboeTheo=0.09)  ASK  CBOE 15:00:42.603 IV=53.3% +0.7 CBOE 1364 x $0.08 - $0.09 x 1026 CBOE  FLOOR   52WeekLow  Vega=$573 VIX=12.35 Fwd
  601. SPLIT TICKET:
    >>2500 VIX Dec23 20th 11.5 Puts $0.085 (CboeTheo=0.09)  MID  [CBOE] 15:00:42.487 IV=51.1% -1.6 CBOE 1364 x $0.08 - $0.09 x 1026 CBOE  FLOOR   52WeekLow  Vega=$1105 VIX=12.35 Fwd
  602. SPLIT TICKET:
    >>1000 SPX Jan24 4450 Puts $13.24 (CboeTheo=12.94)  Above Ask!  [CBOE] 15:02:39.568 IV=13.3% -0.4 CBOE 1068 x $12.90 - $13.20 x 2903 CBOE  LATE  Vega=$331k SPX=4664.45 Fwd
  603. SPLIT TICKET:
    >>1000 SPX Jan24 4300 Puts $5.74 (CboeTheo=5.79)  BID  [CBOE] 15:02:39.631 IV=16.1% -0.3 CBOE 4318 x $5.70 - $5.90 x 2377 CBOE  LATE  Vega=$179k SPX=4664.45 Fwd
  604. SPLIT TICKET:
    >>3000 JCI Dec23 52.5 Calls $0.35 (CboeTheo=0.34)  ASK  [MIAX] 15:02:57.291 IV=27.1% -45.4 ISE 5 x $0.30 - $0.35 x 35 MPRL  ISO/AUCTION   Post-Earnings  Vega=$5271 JCI=52.22 Ref
  605. SWEEP DETECTED:
    >>2000 JCI Dec23 52.5 Calls $0.35 (CboeTheo=0.32)  ASK  [MULTI] 15:03:17.738 IV=28.1% -44.4 ISE 5 x $0.30 - $0.35 x 329 MIAX  ISO   Post-Earnings  Vega=$3503 JCI=52.18 Ref
  606. >>Unusual Volume CNC - 3x market weighted volume: 5006 = 6299 projected vs 2091 adv, 51% puts, 7% of OI [CNC 76.72 +2.46 Ref, IV=24.0% -1.6]
  607. SPLIT TICKET:
    >>2000 TSLA Jan24 366.67 Puts $130.458 (CboeTheo=129.62)  ASK  [PHLX] 15:04:25.625 IV=84.7% +28.7 BZX 27 x $128.60 - $132.00 x 56 BZX  FLOOR - OPENING  Vega=$18k TSLA=237.04 Ref
  608. >>2350 PEP Jan24 185 Puts $16.65 (CboeTheo=16.68)  BID  PHLX 15:04:32.036 EDGX 58 x $16.55 - $16.80 x 41 EDGX  FLOOR - OPENING  Vega=$0 PEP=168.32 Ref
  609. >>2000 FSLR Dec23 200 Puts $60.40 (CboeTheo=60.32)  ASK  PHLX 15:04:48.888 IV=178.4% +62.4 EDGX 10 x $60.05 - $60.55 x 10 EDGX  SPREAD/FLOOR - OPENING  Vega=$973 FSLR=139.68 Ref
  610. >>2500 FSLR Dec23 195 Puts $55.40 (CboeTheo=55.32)  ASK  PHLX 15:04:48.888 IV=167.7% +58.5 EDGX 10 x $54.80 - $55.90 x 1 CBOE  SPREAD/FLOOR - OPENING  Vega=$1271 FSLR=139.68 Ref
  611. SWEEP DETECTED:
    >>2397 PLTR Jan24 18.0 Calls $0.97 (CboeTheo=0.97)  BID  [MULTI] 15:04:48.476 IV=50.2% -0.2 EMLD 2253 x $0.97 - $0.98 x 1066 EMLD  ISO  Vega=$5409 PLTR=17.52 Ref
  612. >>2225 CVX Dec23 155 Puts $12.30 (CboeTheo=12.30)  BID  PHLX 15:04:53.016 EDGX 77 x $12.20 - $12.45 x 68 EDGX  FLOOR  Vega=$0 CVX=142.69 Ref
  613. SWEEP DETECTED:
    >>3000 PLTR Jan24 13.0 Puts $0.08 (CboeTheo=0.08)  BID  [MULTI] 15:05:19.821 IV=61.5% -0.3 EMLD 1438 x $0.08 - $0.09 x 1196 EMLD  ISO  Vega=$1813 PLTR=17.52 Ref
  614. >>10000 BABA Jan24 80.0 Calls $0.64 (CboeTheo=0.65)  MID  ARCA 15:05:27.277 IV=35.8% +0.0 EMLD 407 x $0.63 - $0.65 x 26 MPRL  SPREAD/FLOOR  Vega=$56k BABA=71.25 Ref
  615. >>10000 BABA Feb24 80.0 Calls $1.48 (CboeTheo=1.45)  ASK  ARCA 15:05:27.277 IV=36.3% +0.5 EMLD 149 x $1.43 - $1.48 x 54 MPRL  SPREAD/FLOOR  Vega=$95k BABA=71.25 Ref
  616. >>5465 JPM Feb24 150 Puts $1.51 (CboeTheo=1.52)  BID  PHLX 15:08:21.110 IV=20.0% -0.3 C2 79 x $1.51 - $1.54 x 90 EMLD  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$104k JPM=160.27 Ref
  617. >>5465 JPM Feb24 165 Calls $2.92 (CboeTheo=2.88)  ASK  PHLX 15:08:21.110 IV=16.9% -0.1 C2 16 x $2.89 - $2.92 x 5 ARCA  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$142k JPM=160.27 Ref
  618. >>5465 JPM Jan24 155 Calls $7.00 (CboeTheo=7.15)  BID  PHLX 15:08:21.110 IV=17.7% -1.1 PHLX 236 x $7.00 - $7.15 x 267 PHLX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$86k JPM=160.27 Ref
  619. >>5465 JPM Jan24 140 Puts $0.24 (CboeTheo=0.23)  ASK  PHLX 15:08:21.110 IV=25.1% +0.4 C2 701 x $0.22 - $0.24 x 590 EMLD  SPREAD/CROSS/TIED   52WeekHigh  Vega=$28k JPM=160.27 Ref
  620. SPLIT TICKET:
    >>1000 SPXW Jan24 2nd 3900 Puts $0.75 (CboeTheo=0.64)  ASK  [CBOE] 15:08:33.111 IV=30.4% +1.8 CBOE 664 x $0.65 - $0.75 x 211 CBOE  ISO - OPENING  Vega=$23k SPX=4656.53 Fwd
  621. >>2499 ZM Mar24 100 Calls $0.34 (CboeTheo=0.35)  BID  C2 15:08:35.585 IV=38.3% -1.2 EMLD 996 x $0.34 - $0.36 x 16 BXO  ISO  Vega=$11k ZM=71.62 Ref
  622. >>2499 ZM Mar24 100 Calls $0.34 (CboeTheo=0.35)  BID  C2 15:08:35.585 IV=38.3% -1.2 EMLD 996 x $0.34 - $0.36 x 16 BXO  ISO  Vega=$11k ZM=71.62 Ref
  623. SWEEP DETECTED:
    >>7500 ZM Mar24 100 Calls $0.34 (CboeTheo=0.35)  BID  [MULTI] 15:08:35.585 IV=38.3% -1.2 C2 5193 x $0.34 - $0.36 x 16 BXO Vega=$34k ZM=71.62 Ref
  624. >>2500 SAVE Jan24 20.0 Calls $1.69 (CboeTheo=1.64)  Above Ask!  AMEX 15:08:52.770 IV=179.6% +5.0 NOM 11 x $1.60 - $1.67 x 1 AMEX  SPREAD/FLOOR  Vega=$4428 SAVE=14.39 Ref
  625. >>5000 SAVE Jan24 25.0 Calls $0.57 (CboeTheo=0.63)  Below Bid!  AMEX 15:08:52.770 IV=150.7% +4.7 NOM 11 x $0.58 - $0.68 x 21 EDGX  SPREAD/FLOOR  Vega=$6186 SAVE=14.39 Ref
  626. SWEEP DETECTED:
    >>3366 M Jan24 16.0 Calls $3.251 (CboeTheo=3.36)  BID  [MULTI] 15:08:51.350 AMEX 332 x $3.25 - $3.85 x 585 PHLX  ISO  Vega=$0 M=19.29 Ref
  627. >>4519 COF Mar24 105 Puts $1.95 (CboeTheo=1.85)  MID  ARCA 15:08:54.026 IV=33.1% +0.4 NOM 200 x $1.90 - $2.00 x 30 BOX  FLOOR   52WeekHigh  Vega=$70k COF=120.61 Ref
  628. >>3750 CYTK Jan24 45.0 Calls $6.20 (CboeTheo=6.24)  ASK  PHLX 15:16:00.471 IV=203.0% +1.7 PHLX 134 x $5.80 - $6.30 x 1 NOM  SPREAD/FLOOR  Vega=$17k CYTK=35.40 Ref
  629. >>3750 CYTK Jan24 55.0 Calls $3.30 (CboeTheo=3.23)  ASK  PHLX 15:16:00.471 IV=181.2% +2.9 NOM 28 x $3.00 - $3.40 x 35 PHLX  SPREAD/FLOOR  Vega=$15k CYTK=35.40 Ref
  630. SWEEP DETECTED:
    >>Bearish Delta Impact 939 CCCC Dec23 2.5 Calls $0.35 (CboeTheo=0.45)  BID  [MULTI] 15:16:50.644 IV=342.3% +318.2 AMEX 93 x $0.35 - $0.45 x 8 ARCA  OPENING   SSR 
    Delta=59%, EST. IMPACT = 56k Shares ($144k) To Sell CCCC=2.58 Ref
  631. >>3000 APPS Jan24 7.5 Calls $0.27 (CboeTheo=0.27)  BID  BOX 15:17:04.997 IV=70.2% -1.1 MPRL 16 x $0.26 - $0.30 x 12 BOX  CROSS  Vega=$2256 APPS=6.53 Ref
  632. SPLIT TICKET:
    >>5000 SPXW Jan24 9th 3800 Puts $0.95 (CboeTheo=0.89)  MID  [CBOE] 15:18:41.503 IV=30.7% +1.4 CBOE 1183 x $0.90 - $1.00 x 793 CBOE  FLOOR - OPENING  Vega=$141k SPX=4659.46 Fwd
  633. SPLIT TICKET:
    >>1250 SPX Jan24 4450 Puts $13.01 (CboeTheo=13.03)  BID  [CBOE] 15:19:54.289 IV=13.3% -0.4 CBOE 1165 x $13.00 - $13.20 x 1831 CBOE  LATE  Vega=$410k SPX=4666.77 Fwd
  634. SPLIT TICKET:
    >>1250 SPX May24 4600 Puts $109.36 (CboeTheo=110.06)  Below Bid!  [CBOE] 15:19:54.352 IV=13.9% -0.2 CBOE 65 x $109.50 - $110.10 x 98 CBOE  LATE  Vega=$1.42m SPX=4730.11 Fwd
  635. >>2000 SIRI Mar24 9.0 Puts $4.43 (CboeTheo=4.59)  BID  AMEX 15:20:42.386 PHLX 2018 x $3.70 - $6.00 x 1283 PHLX  SPREAD/FLOOR  Vega=$0 SIRI=5.18 Ref
  636. >>2000 SIRI Mar24 9.0 Calls $0.05 (CboeTheo=0.15)  BID  AMEX 15:20:42.386 IV=80.9% -34.8 ARCA 15 x $0.05 - $0.24 x 1484 PHLX  SPREAD/FLOOR  Vega=$642 SIRI=5.18 Ref
  637. SPLIT TICKET:
    >>1464 SPX Jan24 4450 Puts $13.13 (CboeTheo=13.02)  ASK  [CBOE] 15:20:50.139 IV=13.4% -0.3 CBOE 2328 x $12.90 - $13.20 x 1722 CBOE  LATE  Vega=$481k SPX=4666.96 Fwd
  638. SPLIT TICKET:
    >>1464 SPX Jan24 4300 Puts $5.93 (CboeTheo=5.92)  ASK  [CBOE] 15:20:50.196 IV=16.3% -0.1 CBOE 4757 x $5.80 - $6.00 x 1079 CBOE  LATE  Vega=$266k SPX=4666.96 Fwd
  639. SWEEP DETECTED:
    >>Bullish Delta Impact 500 SRG Jan25 12.0 Calls $0.55 (CboeTheo=0.53)  ASK  [MULTI] 15:20:50.707 IV=35.0% +1.2 BZX 58 x $0.50 - $0.55 x 40 GEMX
    Delta=31%, EST. IMPACT = 16k Shares ($140k) To Buy SRG=8.96 Ref
  640. >>1500 SPX Dec23 4450 Puts $0.60 (CboeTheo=0.60)  MID  CBOE 15:21:08.024 IV=23.5% +4.1 CBOE 3159 x $0.55 - $0.65 x 2927 CBOE  FLOOR  Vega=$29k SPX=4644.55 Fwd
  641. SWEEP DETECTED:
    >>3175 TSLA Dec23 22nd 240 Calls $5.537 (CboeTheo=5.59)  Below Bid!  [MULTI] 15:21:52.111 IV=41.8% -1.6 EDGX 73 x $5.60 - $5.65 x 450 EDGX Vega=$50k TSLA=237.40 Ref
  642. SWEEP DETECTED:
    >>Bullish Delta Impact 2506 COUR Jun24 30.0 Calls $0.40 (CboeTheo=0.50)  ASK  [MULTI] 15:21:54.390 IV=39.2% -4.9 BOX 1872 x $0.35 - $0.40 x 27 BXO
    Delta=15%, EST. IMPACT = 38k Shares ($783k) To Buy COUR=20.80 Ref
  643. SWEEP DETECTED:
    >>Bullish Delta Impact 1992 SST Feb24 2.5 Calls $0.20 (CboeTheo=0.12)  ASK  [MULTI] 15:22:55.456 IV=103.1% +15.4 AMEX 517 x $0.05 - $0.20 x 485 CBOE  OPENING   Pre-Earnings / SSR 
    Delta=40%, EST. IMPACT = 80k Shares ($162k) To Buy SST=2.02 Ref
  644. >>4792 CYTK May24 45.0 Calls $8.50 (CboeTheo=8.37)  ASK  BOX 15:23:30.628 IV=120.4% +2.7 NOM 52 x $7.90 - $8.70 x 62 PHLX  SPREAD/FLOOR - OPENING  Vega=$44k CYTK=35.38 Ref
  645. >>4792 CYTK Jan24 45.0 Calls $5.90 (CboeTheo=6.28)  BID  BOX 15:23:30.628 IV=196.6% -4.7 NOM 95 x $5.90 - $6.40 x 95 PHLX  SPREAD/FLOOR  Vega=$22k CYTK=35.38 Ref
  646. SWEEP DETECTED:
    >>2500 PARA Dec23 16.0 Calls $0.14 (CboeTheo=0.16)  BID  [MULTI] 15:23:39.781 IV=73.1% +9.7 EDGX 440 x $0.14 - $0.16 x 708 EMLD  ISO  Vega=$1089 PARA=15.27 Ref
  647. SWEEP DETECTED:
    >>3150 AAPL Dec23 197.5 Calls $0.31 (CboeTheo=0.31)  BID  [MULTI] 15:24:29.742 IV=17.5% -1.9 C2 907 x $0.31 - $0.32 x 801 C2  AUCTION  Vega=$15k AAPL=194.52 Ref
  648. >>2000 SIRI Mar24 9.0 Puts $4.61 (CboeTheo=4.58)  BID  AMEX 15:24:33.718 IV=108.4% -7.3 PHLX 3069 x $3.70 - $6.00 x 1000 CBOE  SPREAD/CROSS  Vega=$1106 SIRI=5.20 Ref
  649. >>2000 SIRI Mar24 9.0 Calls $0.24 (CboeTheo=0.15)  ASK  AMEX 15:24:33.718 IV=118.6% +3.0 ARCA 15 x $0.05 - $0.24 x 1251 PHLX  SPREAD/CROSS  Vega=$1324 SIRI=5.20 Ref
  650. SWEEP DETECTED:
    >>2949 TSLA Dec23 22nd 240 Calls $5.30 (CboeTheo=5.26)  ASK  [MULTI] 15:24:38.305 IV=41.5% -2.0 CBOE 500 x $5.20 - $5.30 x 464 MIAX Vega=$46k TSLA=236.87 Ref
  651. >>15000 AMZN Feb24 170 Calls $1.49 (CboeTheo=1.51)  BID  ARCA 15:26:27.810 IV=29.5% -0.5 EMLD 640 x $1.49 - $1.51 x 87 C2  CROSS  Vega=$235k AMZN=147.31 Ref
  652. SWEEP DETECTED:
    >>Bullish Delta Impact 1193 CLNE Dec23 3.0 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 15:26:47.615 IV=106.0% -21.9 PHLX 1376 x $0.15 - $0.25 x 122 EMLD  OPENING   SSR   52WeekLow 
    Delta=77%, EST. IMPACT = 92k Shares ($294k) To Buy CLNE=3.21 Ref
  653. SWEEP DETECTED:
    >>Bullish Delta Impact 788 SAVA Dec23 22nd 30.0 Calls $1.796 (CboeTheo=1.51)  ASK  [MULTI] 15:26:55.445 IV=121.7% +7.4 NOM 2 x $1.35 - $1.82 x 51 PHLX  AUCTION - OPENING 
    Delta=44%, EST. IMPACT = 34k Shares ($1.00m) To Buy SAVA=29.07 Ref
  654. >>2250 LEN Jan24 125 Puts $1.00 (CboeTheo=1.03)  MID  PHLX 15:27:23.626 IV=34.8% -0.6 EDGX 79 x $0.95 - $1.05 x 38 EDGX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$21k LEN=140.80 Ref
  655. >>2250 LEN Jan24 130 Puts $1.75 (CboeTheo=1.72)  ASK  PHLX 15:27:23.636 IV=33.2% -0.2 EDGX 85 x $1.65 - $1.75 x 59 EDGX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$29k LEN=140.80 Ref
  656. SWEEP DETECTED:
    >>2290 INTC Dec23 42.5 Puts $0.22 (CboeTheo=0.22)  ASK  [MULTI] 15:28:23.552 IV=48.0% -2.1 EMLD 1567 x $0.21 - $0.22 x 2380 EMLD Vega=$2597 INTC=44.02 Ref
  657. SWEEP DETECTED:
    >>4039 CLF Dec23 29th 18.0 Calls $0.30 (CboeTheo=0.28)  ASK  [MULTI] 15:29:00.091 IV=37.0% -0.1 EDGX 318 x $0.27 - $0.30 x 663 EDGX  OPENING  Vega=$5554 CLF=17.30 Ref
  658. SPLIT TICKET:
    >>1192 SPXW Dec23 12th 4625 Puts $0.10 (CboeTheo=0.04)  ASK  [CBOE] 15:29:20.275 IV=27.0% +11.4 CBOE 1718 x $0.05 - $0.10 x 1185 CBOE  OPENING  Vega=$2856 SPX=4643.30 Fwd
  659. >>2000 EVH Jan24 25.0 Puts $0.20 (CboeTheo=0.27)  MID  MIAX 15:30:56.350 IV=42.7% -4.7 NOM 15 x $0.15 - $0.25 x 72 CBOE  ISO/AUCTION  Vega=$3365 EVH=29.40 Ref
  660. >>2881 CGC Jan26 2.0 Calls $0.23 (CboeTheo=0.24)  BID  ARCA 15:31:24.486 IV=118.7% -2.5 ARCA 2899 x $0.23 - $0.35 x 137 PHLX Vega=$995 CGC=0.69 Ref
  661. SWEEP DETECTED:
    >>3151 CGC Jan26 2.0 Calls $0.23 (CboeTheo=0.24)  BID  [MULTI] 15:31:24.486 IV=118.7% -2.5 ARCA 2899 x $0.23 - $0.35 x 137 PHLX  OPENING  Vega=$1088 CGC=0.69 Ref
  662. >>3300 BYND Dec23 17.0 Calls $0.03 (CboeTheo=0.04)  BID  CBOE 15:35:45.318 IV=265.6% +21.0 C2 625 x $0.03 - $0.04 x 169 C2  TIED/FLOOR - OPENING  Vega=$234 BYND=10.64 Ref
  663. >>2000 BYND Dec23 17.0 Puts $6.49 (CboeTheo=6.47)  ASK  CBOE 15:35:45.409 IV=301.0% +61.2 EDGX 5 x $6.40 - $6.50 x 40 BOX  TIED/FLOOR - OPENING  Vega=$216 BYND=10.64 Ref
  664. SWEEP DETECTED:
    >>2682 TSLA Dec23 22nd 240 Calls $5.356 (CboeTheo=5.39)  Below Bid!  [MULTI] 15:36:09.849 IV=41.6% -1.8 NOM 44 x $5.40 - $5.45 x 482 EDGX Vega=$42k TSLA=237.03 Ref
  665. SPLIT TICKET:
    >>1394 SPXW Dec23 13th 4760 Calls $0.10 (CboeTheo=0.09)  ASK  [CBOE] 15:36:26.347 IV=19.2% +2.5 CBOE 1375 x $0.05 - $0.10 x 576 CBOE  OPENING  Vega=$7425 SPX=4642.28 Fwd
  666. >>Unusual Volume AYX - 3x market weighted volume: 7381 = 8554 projected vs 2848 adv, 97% calls, 6% of OI [AYX 45.08 +0.58 Ref, IV=43.8% +1.4]
  667. >>2000 RYTM Apr24 55.0 Calls $1.50 (CboeTheo=1.72)  BID  ARCA 15:37:02.716 IV=53.2% -3.2 PHLX 289 x $1.00 - $4.00 x 224 PHLX  FLOOR - OPENING   52WeekHigh  Vega=$15k RYTM=40.70 Ref
  668. SWEEP DETECTED:
    >>2013 BAC Dec23 31.0 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 15:37:03.695 IV=23.7% -1.6 EMLD 3090 x $0.16 - $0.17 x 4886 EMLD  ISO  Vega=$2146 BAC=30.75 Ref
  669. SPLIT TICKET:
    >>1495 SPXW Dec23 13th 4750 Calls $0.15 (CboeTheo=0.11)  ASK  [CBOE] 15:37:28.496 IV=18.8% +2.5 CBOE 2193 x $0.05 - $0.15 x 767 CBOE Vega=$11k SPX=4641.37 Fwd
  670. >>1487 VIX Dec23 20th 17.0 Puts $4.60 (CboeTheo=4.68)  BID  CBOE 15:37:50.090 IV=91.2% -33.9 CBOE 6943 x $4.60 - $4.70 x 3852 CBOE  52WeekLow  Vega=$76 VIX=12.40 Fwd
  671. >>1456 VIX Dec23 20th 17.0 Puts $4.60 (CboeTheo=4.68)  MID  CBOE 15:37:50.229 IV=91.2% -33.9 CBOE 1830 x $4.50 - $4.70 x 974 CBOE  52WeekLow  Vega=$74 VIX=12.40 Fwd
  672. >>1433 VIX Dec23 20th 17.0 Puts $4.60 (CboeTheo=4.68)  ASK  CBOE 15:37:50.394 IV=91.2% -33.9 CBOE 3408 x $4.55 - $4.60 x 1882 CBOE  52WeekLow  Vega=$73 VIX=12.40 Fwd
  673. SPLIT TICKET:
    >>10163 VIX Dec23 20th 17.0 Puts $4.60 (CboeTheo=4.68)  BID  [CBOE] 15:37:50.024 IV=91.2% -33.9 CBOE 10k x $4.60 - $4.70 x 5753 CBOE  52WeekLow  Vega=$517 VIX=12.40 Fwd
  674. >>1000 VIX Feb24 14th 30.0 Calls $0.51 (CboeTheo=0.50)  ASK  CBOE 15:38:19.310 IV=125.7% +5.6 CBOE 301 x $0.48 - $0.52 x 6287 CBOE  ISO   52WeekLow  Vega=$1505 VIX=15.28 Fwd
  675. SPLIT TICKET:
    >>1000 VIX Feb24 14th 35.0 Calls $0.38 (CboeTheo=0.38)  MID  [CBOE] 15:38:28.812 IV=134.0% +4.4 CBOE 615 x $0.35 - $0.40 x 4935 CBOE  52WeekLow  Vega=$1235 VIX=15.28 Fwd
  676. SWEEP DETECTED:
    >>2004 CVE Jun24 17.0 Calls $1.15 (CboeTheo=1.17)  BID  [MULTI] 15:38:45.902 IV=34.4% -0.4 NOM 15 x $1.15 - $1.25 x 585 PHLX  OPENING  Vega=$8909 CVE=15.78 Ref
  677. SPLIT TICKET:
    >>2500 SPX Dec23 4600 Puts $5.15 (CboeTheo=5.63)  Below Bid!  [CBOE] 15:39:11.620 IV=12.1% -1.6 CBOE 950 x $5.30 - $5.50 x 146 CBOE  LATE  Vega=$282k SPX=4641.94 Fwd
  678. SPLIT TICKET:
    >>2500 SPX Dec23 4640 Calls $20.85 (CboeTheo=19.97)  Above Ask!  [CBOE] 15:39:11.620 IV=12.4% -1.1 CBOE 252 x $19.80 - $20.40 x 340 CBOE  LATE  Vega=$401k SPX=4641.94 Fwd
  679. SPLIT TICKET:
    >>1800 SPX Mar24 4695 Puts $109.50 (CboeTheo=110.24)  Below Bid!  [CBOE] 15:39:11.620 IV=11.6% CBOE 137 x $109.90 - $110.50 x 86 CBOE  LATE - OPENING  Vega=$1.68m SPX=4693.68 Fwd
  680. SPLIT TICKET:
    >>1800 SPX Mar24 4695 Calls $109.50 (CboeTheo=108.95)  Above Ask!  [CBOE] 15:39:11.620 IV=11.8% CBOE 73 x $108.60 - $109.20 x 102 CBOE  LATE - OPENING  Vega=$1.68m SPX=4693.68 Fwd
  681. SPLIT TICKET:
    >>1000 VIX Feb24 14th 30.0 Calls $0.51 (CboeTheo=0.50)  ASK  [CBOE] 15:39:26.603 IV=125.7% +5.6 CBOE 2615 x $0.48 - $0.51 x 1159 CBOE  AUCTION   52WeekLow  Vega=$1505 VIX=15.28 Fwd
  682. >>1000 VIX Feb24 14th 35.0 Calls $0.38 (CboeTheo=0.38)  MID  CBOE 15:39:35.499 IV=134.0% +4.4 CBOE 14k x $0.37 - $0.40 x 6352 CBOE  52WeekLow  Vega=$1235 VIX=15.28 Fwd
  683. >>3091 NU Jul24 10.0 Calls $0.47 (CboeTheo=0.46)  ASK  PHLX 15:40:43.442 IV=38.2% -0.7 ARCA 126 x $0.44 - $0.47 x 76 BOX  FLOOR  Vega=$7226 NU=8.19 Ref
  684. >>2145 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.08)  ASK  CBOE 15:40:46.499 IV=140.4% +19.9 CBOE 5270 x $0.07 - $0.08 x 2407 CBOE  52WeekLow  Vega=$560 VIX=12.42 Fwd
  685. >>1243 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.08)  ASK  CBOE 15:40:46.499 IV=140.4% +19.9 CBOE 5270 x $0.07 - $0.08 x 2407 CBOE  52WeekLow  Vega=$325 VIX=12.42 Fwd
  686. >>1111 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.08)  ASK  CBOE 15:40:46.499 IV=140.4% +19.9 CBOE 5270 x $0.07 - $0.08 x 2407 CBOE  52WeekLow  Vega=$290 VIX=12.42 Fwd
  687. SPLIT TICKET:
    >>5795 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.08)  ASK  [CBOE] 15:40:46.499 IV=140.4% +19.9 CBOE 5270 x $0.07 - $0.08 x 2407 CBOE  52WeekLow  Vega=$1513 VIX=12.42 Fwd
  688. >>2217 CCL Dec23 29th 21.0 Calls $0.11 (CboeTheo=0.11)  BID  GEMX 15:40:58.124 IV=56.7% -1.5 EMLD 4422 x $0.11 - $0.12 x 312 EMLD  OPENING  Vega=$1631 CCL=17.89 Ref
  689. SWEEP DETECTED:
    >>10013 CCL Dec23 29th 21.0 Calls $0.11 (CboeTheo=0.11)  BID  [MULTI] 15:40:58.124 IV=56.7% -1.5 EMLD 4422 x $0.11 - $0.12 x 312 EMLD  OPENING  Vega=$7365 CCL=17.89 Ref
  690. >>25000 NKLA Dec23 1.0 Puts $0.30 (CboeTheo=0.31)  BID  AMEX 15:41:51.332 IV=277.4% -2.8 BZX 118 x $0.30 - $0.31 x 6 C2  CROSS  Vega=$300 NKLA=0.71 Ref
  691. SWEEP DETECTED:
    >>Bullish Delta Impact 650 AYX Dec23 45.0 Calls $0.945 (CboeTheo=0.84)  ASK  [MULTI] 15:42:47.806 IV=52.7% +8.6 PHLX 29 x $0.80 - $0.95 x 89 PHLX
    Delta=54%, EST. IMPACT = 35k Shares ($1.59m) To Buy AYX=45.06 Ref
  692. SPLIT TICKET:
    >>2182 VIX Dec23 20th 14.0 Calls $0.22 (CboeTheo=0.23)  BID  [CBOE] 15:42:50.317 IV=99.6% +12.9 CBOE 993 x $0.22 - $0.23 x 17 CBOE  52WeekLow  Vega=$1192 VIX=12.42 Fwd
  693. SWEEP DETECTED:
    >>3000 RBLX Dec23 44.0 Calls $0.16 (CboeTheo=0.17)  ASK  [MULTI] 15:43:00.954 IV=50.6% -2.4 C2 204 x $0.15 - $0.16 x 886 EMLD  OPENING  Vega=$2829 RBLX=41.95 Ref
  694. >>2000 PFE Jan24 35.0 Calls $0.03 (CboeTheo=0.04)  BID  AMEX 15:44:08.349 IV=31.0% +0.1 C2 898 x $0.03 - $0.04 x 1727 EMLD  SPREAD/CROSS  Vega=$1276 PFE=28.59 Ref
  695. >>2000 PFE Jan24 31.0 Calls $0.28 (CboeTheo=0.28)  BID  AMEX 15:44:08.349 IV=26.8% +2.3 EMLD 1020 x $0.28 - $0.29 x 1424 C2  SPREAD/CROSS  Vega=$5379 PFE=28.59 Ref
  696. >>5000 CCL Dec23 18.0 Calls $0.27 (CboeTheo=0.26)  ASK  AMEX 15:44:29.453 IV=49.9% -4.5 GEMX 46 x $0.26 - $0.27 x 50 ARCA  CROSS  Vega=$3228 CCL=17.88 Ref
  697. >>1408 VIX Jan24 17th 19.0 Calls $0.58 (CboeTheo=0.59)  ASK  CBOE 15:45:04.272 IV=103.4% +2.4 CBOE 17k x $0.56 - $0.58 x 1714 CBOE  52WeekLow  Vega=$1997 VIX=14.42 Fwd
  698. SPLIT TICKET:
    >>4538 VIX Jan24 17th 19.0 Calls $0.58 (CboeTheo=0.59)  ASK  [CBOE] 15:45:04.187 IV=103.4% +2.4 CBOE 15k x $0.56 - $0.58 x 4538 CBOE  52WeekLow  Vega=$6436 VIX=14.42 Fwd
  699. >>5500 WFC Jan25 35.0 Puts $1.25 (CboeTheo=1.24)  ASK  ARCA 15:45:20.403 IV=31.9% -0.1 PHLX 135 x $1.21 - $1.26 x 95 BOX  SPREAD/CROSS  Vega=$59k WFC=46.41 Ref
  700. >>2750 WFC Jan25 45.0 Puts $3.80 (CboeTheo=3.81)  BID  ARCA 15:45:20.403 IV=26.5% -0.4 MPRL 8 x $3.80 - $3.85 x 424 EMLD  SPREAD/CROSS  Vega=$49k WFC=46.41 Ref
  701. SPLIT TICKET:
    >>1000 VIX Jan24 17th 14.5 Puts $1.35 (CboeTheo=1.31)  BID  [CBOE] 15:45:35.603 IV=73.9% +3.6 CBOE 14k x $1.35 - $1.36 x 3451 CBOE  52WeekLow  Vega=$1785 VIX=14.45 Fwd
  702. SPLIT TICKET:
    >>2000 SPX Jun24 4100 Puts $44.00 (CboeTheo=44.56)  Below Bid!  [CBOE] 15:45:46.327 IV=19.1% -0.2 CBOE 305 x $44.40 - $44.80 x 50 CBOE  LATE  Vega=$1.45m SPX=4746.26 Fwd
  703. SPLIT TICKET:
    >>1000 SPX Jun24 4500 Puts $100.64 (CboeTheo=101.78)  Below Bid!  [CBOE] 15:45:46.327 IV=15.2% -0.2 CBOE 230 x $101.40 - $102.20 x 247 CBOE  LATE  Vega=$1.16m SPX=4746.26 Fwd
  704. SPLIT TICKET:
    >>1000 SPX Jun24 3400 Puts $13.50 (CboeTheo=13.67)  Below Bid!  [CBOE] 15:45:46.327 IV=26.9% -0.1 CBOE 550 x $13.70 - $14.00 x 1865 CBOE  LATE  Vega=$274k SPX=4746.26 Fwd
  705. >>1000 VIX Feb24 14th 30.0 Calls $0.50 (CboeTheo=0.51)  MID  CBOE 15:45:58.936 IV=124.3% +4.2 CBOE 758 x $0.49 - $0.52 x 15k CBOE  ISO   52WeekLow  Vega=$1499 VIX=15.35 Fwd
  706. SPLIT TICKET:
    >>1000 VIX Feb24 14th 35.0 Calls $0.38 (CboeTheo=0.39)  ASK  [CBOE] 15:46:11.603 IV=133.3% +3.7 CBOE 20k x $0.37 - $0.38 x 737 CBOE  52WeekLow  Vega=$1240 VIX=15.35 Fwd
  707. >>4486 NOVA Jan25 5.0 Puts $1.27 (CboeTheo=1.19)  ASK  MIAX 15:46:20.708 IV=117.9% +2.8 EDGX 237 x $1.15 - $1.30 x 489 PHLX  AUCTION  Vega=$8966 NOVA=10.44 Ref
  708. SWEEP DETECTED:
    >>2000 RBLX Dec23 44.0 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 15:46:55.100 IV=52.0% -1.0 EMLD 131 x $0.19 - $0.20 x 506 EMLD  OPENING  Vega=$2080 RBLX=42.10 Ref
  709. >>3100 VZ Apr24 38.0 Puts $2.36 (CboeTheo=2.34)  ASK  ARCA 15:46:59.042 IV=18.2% -0.3 CBOE 176 x $2.30 - $2.36 x 111 EDGX  CROSS - OPENING  Vega=$25k VZ=37.22 Ref
  710. SWEEP DETECTED:
    >>2136 C Dec23 48.5 Calls $0.27 (CboeTheo=0.26)  ASK  [MULTI] 15:47:16.790 IV=27.3% -1.6 C2 1392 x $0.26 - $0.27 x 290 EMLD  ISO  Vega=$3447 C=47.97 Ref
  711. SWEEP DETECTED:
    >>2099 C Jan24 47.5 Calls $1.954 (CboeTheo=1.97)  BID  [MULTI] 15:47:47.793 IV=24.1% -1.7 ARCA 70 x $1.95 - $1.98 x 10 NOM  ISO  Vega=$13k C=48.03 Ref
  712. SWEEP DETECTED:
    >>2000 INVZ Apr24 2.0 Puts $0.35 (CboeTheo=0.30)  ASK  [MULTI] 15:50:06.142 IV=115.8% +13.6 BOX 5455 x $0.25 - $0.35 x 124 EDGX  ISO  Vega=$932 INVZ=2.63 Ref
  713. SWEEP DETECTED:
    >>2700 CGC Jan25 2.0 Calls $0.12 (CboeTheo=0.14)  BID  [MULTI] 15:50:48.705 IV=119.8% -11.1 ARCA 1007 x $0.12 - $0.25 x 442 AMEX Vega=$673 CGC=0.68 Ref
  714. SWEEP DETECTED:
    >>Bullish Delta Impact 907 MBI Feb24 14.0 Puts $1.30 (CboeTheo=1.36)  BID  [MULTI] 15:50:53.922 IV=46.4% +2.5 C2 462 x $1.30 - $1.40 x 50 NOM  OPENING 
    Delta=-52%, EST. IMPACT = 47k Shares ($638k) To Buy MBI=13.59 Ref
  715. >>6900 BAC Dec23 22nd 31.0 Calls $0.30 (CboeTheo=0.32)  BID  ARCA 15:51:11.545 IV=19.3% -2.5 C2 3922 x $0.30 - $0.31 x 107 ARCA  SPREAD/CROSS - OPENING  Vega=$14k BAC=30.73 Ref
  716. >>6900 BAC Dec23 22nd 32.0 Calls $0.08 (CboeTheo=0.08)  BID  ARCA 15:51:11.545 IV=21.5% -1.1 C2 930 x $0.08 - $0.09 x 2517 EMLD  SPREAD/CROSS - OPENING  Vega=$8223 BAC=30.73 Ref
  717. >>2494 AMD Dec23 22nd 142 Calls $1.90 (CboeTheo=1.90)  BID  ARCA 15:51:30.063 IV=39.2% -2.0 MPRL 1 x $1.89 - $1.90 x 2494 ARCA  52WeekHigh  Vega=$21k AMD=137.53 Ref
  718. SWEEP DETECTED:
    >>2961 AMD Dec23 22nd 142 Calls $1.902 (CboeTheo=1.93)  Below Bid!  [MULTI] 15:51:29.192 IV=39.1% -2.1 MPRL 5 x $1.92 - $1.93 x 2 ARCA  52WeekHigh  Vega=$25k AMD=137.60 Ref
  719. SWEEP DETECTED:
    >>3482 NVDA Jan24 5th 430 Calls $49.874 (CboeTheo=49.20)  Above Ask!  [MULTI] 15:51:38.719 IV=35.6% +1.2 BOX 30 x $49.00 - $49.65 x 55 CBOE  OPENING  Vega=$85k NVDA=475.13 Ref
  720. >>3250 VSAT Jan25 10.0 Puts $0.70 (CboeTheo=0.62)  ASK  ARCA 15:52:18.634 IV=75.8% +2.6 PHLX 121 x $0.50 - $0.70 x 255 PHLX  SPREAD/FLOOR - OPENING  Vega=$9819 VSAT=23.68 Ref
  721. SPLIT TICKET:
    >>1000 VIX Dec23 20th 14.0 Calls $0.22 (CboeTheo=0.23)  MID  [CBOE] 15:53:29.033 IV=99.6% +12.9 CBOE 10 x $0.21 - $0.23 x 3075 CBOE  52WeekLow  Vega=$546 VIX=12.42 Fwd
  722. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 GETY May24 3.0 Puts $0.15 (CboeTheo=0.29)  BID  [MULTI] 15:54:57.137 IV=64.8% -24.4 BOX 1999 x $0.15 - $0.20 x 185 EDGX  OPENING   SSR 
    Delta=-12%, EST. IMPACT = 25k Shares ($115k) To Buy GETY=4.69 Ref
  723. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 GETY May24 3.0 Puts $0.15 (CboeTheo=0.29)  BID  [MULTI] 15:55:02.914 IV=65.2% -24.0 PHLX 1270 x $0.15 - $0.20 x 185 EDGX  OPENING   SSR 
    Delta=-12%, EST. IMPACT = 24k Shares ($114k) To Buy GETY=4.71 Ref
  724. >>2000 GPCR Jan24 80.0 Calls $6.97 (CboeTheo=6.54)  ASK  ISE 15:55:12.550 IV=186.6% +26.4 CBOE 111 x $4.80 - $8.00 x 146 PHLX  SPREAD/CROSS - OPENING  Vega=$14k GPCR=56.47 Ref
  725. >>2000 GPCR Jan24 100 Calls $1.62 (CboeTheo=2.78)  BID  ISE 15:55:12.550 IV=138.9% -11.9 CBOE 106 x $0.60 - $3.10 x 50 PHLX  SPREAD/CROSS - OPENING  Vega=$8518 GPCR=56.47 Ref
  726. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 GETY May24 3.0 Puts $0.15 (CboeTheo=0.29)  BID  [MULTI] 15:55:11.388 IV=66.2% -23.0 MIAX 1443 x $0.15 - $0.20 x 135 BXO  OPENING   SSR 
    Delta=-12%, EST. IMPACT = 24k Shares ($113k) To Buy GETY=4.75 Ref
  727. >>7500 AAL Mar24 17.0 Calls $0.28 (CboeTheo=0.27)  ASK  ARCA 15:55:22.032 IV=37.7% +0.2 EDGX 475 x $0.25 - $0.29 x 38 BZX  SPREAD/FLOOR - OPENING  Vega=$15k AAL=14.04 Ref
  728. >>7500 AAL Mar24 17.0 Calls $0.27 (CboeTheo=0.27)  MID  ARCA 15:55:22.029 IV=37.2% -0.3 EDGX 475 x $0.25 - $0.29 x 38 BZX  SPREAD/FLOOR - OPENING  Vega=$15k AAL=14.04 Ref
  729. >>12000 AAL Mar24 15.0 Calls $0.73 (CboeTheo=0.75)  BID  ARCA 15:55:22.029 IV=36.4% -0.4 BZX 34 x $0.72 - $0.76 x 6 GEMX  SPREAD/FLOOR  Vega=$34k AAL=14.04 Ref
  730. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 GETY May24 3.0 Puts $0.15 (CboeTheo=0.29)  BID  [MULTI] 15:55:21.994 IV=66.6% -22.6 C2 3690 x $0.15 - $0.20 x 135 BXO  OPENING   SSR 
    Delta=-12%, EST. IMPACT = 24k Shares ($113k) To Buy GETY=4.78 Ref
  731. SWEEP DETECTED:
    >>Bullish Delta Impact 1099 GLYC Jan24 2.5 Calls $0.20 (CboeTheo=0.17)  ASK  [MULTI] 15:55:46.610 IV=171.4% +24.5 EMLD 0 x $0.00 - $0.20 x 242 PHLX  ISO - OPENING 
    Delta=39%, EST. IMPACT = 43k Shares ($76k) To Buy GLYC=1.77 Ref
  732. >>2500 WMT Jan24 150 Puts $1.90 (CboeTheo=1.89)  MID  PHLX 15:55:52.994 IV=14.7% -0.1 GEMX 55 x $1.89 - $1.91 x 17 MPRL  SPREAD/CROSS/TIED  Vega=$46k WMT=151.34 Ref
  733. >>2500 WMT Jan24 150 Calls $4.15 (CboeTheo=4.14)  ASK  PHLX 15:55:52.994 IV=14.7% -0.3 EDGX 332 x $4.05 - $4.15 x 5 NOM  SPREAD/CROSS/TIED  Vega=$46k WMT=151.34 Ref
  734. SWEEP DETECTED:
    >>2185 BAC Jan24 32.0 Calls $0.49 (CboeTheo=0.49)  BID  [MULTI] 15:56:01.592 IV=22.6% -0.9 C2 462 x $0.49 - $0.50 x 2079 EMLD  ISO  Vega=$7995 BAC=30.75 Ref
  735. SPLIT TICKET:
    >>2990 SPXW Dec23 13th 3975 Puts $0.05 (CboeTheo=0.08)  ASK  [CBOE] 15:56:59.867 IV=95.1% +24.8 CBOE 0 x $0.00 - $0.05 x 616 CBOE  LATE - OPENING  Vega=$2087 SPX=4642.69 Fwd
  736. SWEEP DETECTED:
    >>2000 AMD Jan24 145 Puts $10.55 (CboeTheo=10.46)  ASK  [MULTI] 15:57:07.173 IV=37.0% -0.1 MIAX 247 x $10.40 - $10.55 x 454 MIAX  OPENING   52WeekHigh  Vega=$33k AMD=137.62 Ref
  737. >>2000 IRBT Jan24 35.0 Puts $1.40 (CboeTheo=1.70)  BID  AMEX 15:57:38.040 IV=62.8% -7.7 NOM 1 x $1.40 - $1.65 x 1 ISE  SPREAD/FLOOR - OPENING  Vega=$8204 IRBT=38.71 Ref
  738. >>2000 IRBT Feb24 35.0 Puts $3.90 (CboeTheo=3.42)  ASK  AMEX 15:57:38.040 IV=93.2% +4.3 NOM 10 x $3.50 - $4.00 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$12k IRBT=38.71 Ref
  739. >>2000 IRBT Feb24 23.0 Puts $1.00 (CboeTheo=0.93)  BID  AMEX 15:57:38.041 IV=115.5% -4.8 NOM 10 x $0.80 - $3.00 x 25 AMEX  SPREAD/FLOOR - OPENING  Vega=$5439 IRBT=38.71 Ref
  740. SPLIT TICKET:
    >>1000 SPX Dec23 4500 Puts $0.70 (CboeTheo=0.76)  ASK  [CBOE] 15:58:22.089 IV=18.7% +2.2 CBOE 4823 x $0.65 - $0.70 x 500 CBOE Vega=$26k SPX=4644.33 Fwd
  741. SWEEP DETECTED:
    >>2221 GM Jan24 28.0 Puts $0.07 (CboeTheo=0.07)  ASK  [MULTI] 15:59:26.380 IV=34.5% -1.0 EDGX 865 x $0.06 - $0.07 x 705 C2 Vega=$2330 GM=33.44 Ref
  742. SPLIT TICKET:
    >>1000 SPXW Dec23 13th 4310 Puts $0.15 (CboeTheo=0.10)  ASK  [CBOE] 16:04:45.434 IV=54.3% +18.2 CBOE 2651 x $0.05 - $0.15 x 932 CBOE  OPENING  Vega=$2871 SPX=4647.08 Fwd
  743. SPLIT TICKET:
    >>1000 SPXW Dec23 13th 4315 Puts $0.15 (CboeTheo=0.10)  ASK  [CBOE] 16:04:49.534 IV=53.5% +18.0 CBOE 2562 x $0.05 - $0.15 x 515 CBOE  OPENING  Vega=$2906 SPX=4647.08 Fwd
  744. SPLIT TICKET:
    >>1000 SPXW Dec23 13th 4330 Puts $0.15 (CboeTheo=0.10)  ASK  [CBOE] 16:05:18.991 IV=51.3% +17.3 CBOE 277 x $0.10 - $0.15 x 530 CBOE  OPENING  Vega=$3015 SPX=4647.18 Fwd
  745. SPLIT TICKET:
    >>1000 SPXW Dec23 13th 4325 Puts $0.15 (CboeTheo=0.10)  ASK  [CBOE] 16:05:22.809 IV=52.0% +17.5 CBOE 460 x $0.10 - $0.15 x 28 CBOE  OPENING  Vega=$2978 SPX=4646.98 Fwd
  746. >>1000 SPXW Dec23 26th 3800 Puts $0.40 (CboeTheo=0.36)  ASK  CBOE 16:09:20.773 IV=39.3% +3.3 CBOE 755 x $0.35 - $0.40 x 533 CBOE  FLOOR  Vega=$11k SPX=4654.44 Fwd
  747. SPLIT TICKET:
    >>5000 SPXW Dec23 26th 3800 Puts $0.40 (CboeTheo=0.36)  ASK  [CBOE] 16:09:20.773 IV=39.3% +3.3 CBOE 755 x $0.35 - $0.40 x 533 CBOE  FLOOR - OPENING  Vega=$54k SPX=4654.44 Fwd
  748. >>1916 VIX Feb24 14th 16.0 Calls $1.71 (CboeTheo=1.69)  ASK  CBOE 16:12:22.433 IV=78.7% +4.5 CBOE 1916 x $1.71 - $1.73 x 250 CBOE  52WeekLow  Vega=$4845 VIX=15.33 Fwd
  749. SPLIT TICKET:
    >>5874 VIX Feb24 14th 16.0 Calls $1.71 (CboeTheo=1.69)  ASK  [CBOE] 16:12:22.181 IV=78.7% +4.5 CBOE 15k x $1.66 - $1.71 x 7534 CBOE  52WeekLow  Vega=$15k VIX=15.33 Fwd
  750. SPLIT TICKET:
    >>7277 VIX Jan24 17th 14.5 Calls $1.27 (CboeTheo=1.24)  ASK  [CBOE] 16:12:49.210 IV=74.4% +5.2 CBOE 6400 x $1.23 - $1.27 x 7480 CBOE  OPENING   52WeekLow  Vega=$13k VIX=14.38 Fwd
  751. SPLIT TICKET:
    >>6902 VIX Jan24 17th 14.5 Puts $1.40 (CboeTheo=1.37)  ASK  [CBOE] 16:14:12.218 IV=74.8% +4.5 CBOE 24k x $1.35 - $1.40 x 24k CBOE  52WeekLow  Vega=$12k VIX=14.38 Fwd
  752. >>3234 VIX Jan24 17th 14.5 Puts $1.40 (CboeTheo=1.37)  ASK  CBOE 16:14:16.236 IV=74.8% +4.5 CBOE 350 x $1.36 - $1.41 x 2628 CBOE  52WeekLow  Vega=$5753 VIX=14.38 Fwd

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