- SWEEP DETECTED:
>>4308 PFE Mar24 29.0 Calls $0.479 (CboeTheo=0.47) ASK [MULTI] 09:41:37.358 IV=27.7% +0.4 EDGX 89 x $0.45 - $0.48 x 238 AMEX OPENING 52WeekLow Vega=$18k PFE=26.02 Ref - >>2000 PNT Jan24 12.5 Puts $0.15 (CboeTheo=0.18) MID PHLX 09:43:33.907 IV=42.6% -3.2 BZX 50 x $0.10 - $0.20 x 171 BOX FLOOR 52WeekHigh Vega=$2079 PNT=14.12 Ref
- >>5000 BUR Jan24 12.5 Puts $0.35 (CboeTheo=0.22) ASK BOX 09:44:22.364 IV=54.4% +11.6 CBOE 572 x $0.10 - $0.35 x 388 CBOE FLOOR - OPENING Vega=$6768 BUR=13.97 Ref
- SWEEP DETECTED:
>>2040 PFE Mar24 29.0 Calls $0.44 (CboeTheo=0.42) ASK [MULTI] 09:44:55.763 IV=27.8% +0.5 EMLD 2 x $0.41 - $0.44 x 53 MPRL 52WeekLow Vega=$8009 PFE=25.82 Ref - >>Market Color UPST - Bullish option flow detected in Upstart Holdings (35.65 +0.15) with 31,641 calls trading (3x expected) and implied vol increasing over 2 points to 95.13%. . The Put/Call Ratio is 0.10. Earnings are expected on 02/13. [UPST 35.65 +0.15 Ref, IV=95.1% +2.1] #Bullish
- >>3749 VIX Feb24 14th 11.0 Puts $0.04 (CboeTheo=0.05) BID CBOE 09:45:03.986 IV=46.4% +0.1 CBOE 7215 x $0.04 - $0.06 x 1 CBOE OPENING Vega=$1787 VIX=15.40 Fwd
- >>1909 VIX Feb24 14th 11.0 Puts $0.04 (CboeTheo=0.05) BID CBOE 09:45:03.986 IV=46.4% +0.1 CBOE 5459 x $0.04 - $0.06 x 1 CBOE Vega=$910 VIX=15.40 Fwd
- >>1756 VIX Feb24 14th 11.0 Puts $0.04 (CboeTheo=0.05) BID CBOE 09:45:03.986 IV=46.4% +0.1 CBOE 5459 x $0.04 - $0.06 x 1 CBOE Vega=$837 VIX=15.40 Fwd
- >>1050 VIX Feb24 14th 11.0 Puts $0.04 (CboeTheo=0.05) BID CBOE 09:45:03.986 IV=46.4% +0.1 CBOE 5459 x $0.04 - $0.06 x 1 CBOE Vega=$501 VIX=15.40 Fwd
- SPLIT TICKET:
>>12873 VIX Feb24 14th 11.0 Puts $0.04 (CboeTheo=0.05) BID [CBOE] 09:45:03.986 IV=46.4% +0.1 CBOE 7215 x $0.04 - $0.06 x 1 CBOE OPENING Vega=$6137 VIX=15.40 Fwd - SPLIT TICKET:
>>1200 SPXW Dec23 14th 4585 Puts $1.99 (CboeTheo=2.07) Below Bid! [CBOE] 09:45:04.579 IV=17.4% +3.2 CBOE 210 x $2.05 - $2.15 x 340 CBOE LATE - OPENING Vega=$56k SPX=4647.91 Fwd - SPLIT TICKET:
>>1500 SPXW Dec23 14th 4575 Puts $1.40 (CboeTheo=1.47) Below Bid! [CBOE] 09:45:04.646 IV=17.9% +3.2 CBOE 187 x $1.45 - $1.55 x 868 CBOE LATE Vega=$56k SPX=4647.91 Fwd - >>3000 CYTK Jan24 65.0 Calls $1.05 (CboeTheo=1.24) BID PHLX 09:45:26.058 IV=147.3% -9.2 CBOE 14 x $0.75 - $1.95 x 40 MPRL FLOOR Vega=$7901 CYTK=35.28 Ref
- SPLIT TICKET:
>>1088 XSP Feb24 440 Puts $2.45 (CboeTheo=2.42) ASK [CBOE] 09:46:11.925 IV=15.1% +0.3 CBOE 109 x $2.38 - $2.49 x 284 CBOE Vega=$52k XSP=468.60 Fwd - SWEEP DETECTED:
>>2000 AAPL Jan24 205 Calls $1.097 (CboeTheo=1.10) MID [MULTI] 09:46:34.062 IV=14.7% +0.0 MRX 208 x $1.10 - $1.11 x 30 MPRL Vega=$37k AAPL=196.09 Ref - >>Unusual Volume TSM - 3x market weighted volume: 25.0k = 181.2k projected vs 58.3k adv, 58% puts, 3% of OI ExDiv [TSM 101.81 +0.20 Ref, IV=23.8% +0.3]
- SPLIT TICKET:
>>1136 SPXW Dec23 14th 4705 Calls $2.14 (CboeTheo=1.93) Above Ask! [CBOE] 09:46:42.223 IV=16.4% +3.3 CBOE 462 x $1.85 - $1.95 x 114 CBOE LATE - OPENING Vega=$58k SPX=4647.23 Fwd - SWEEP DETECTED:
>>4134 C Dec23 51.0 Calls $0.05 (CboeTheo=0.05) BID [MULTI] 09:47:12.968 IV=44.4% +6.4 C2 1252 x $0.05 - $0.06 x 83 C2 ISO Vega=$2130 C=48.34 Ref - >>14937 ET Jan24 14.0 Calls $0.06 (CboeTheo=0.07) BID BOX 09:47:51.253 IV=14.6% -0.9 EDGX 1943 x $0.06 - $0.08 x 738 C2 CROSS Vega=$17k ET=13.34 Ref
- >>1470 VIX Jan24 17th 20.0 Calls $0.52 (CboeTheo=0.52) MID CBOE 09:49:00.831 IV=110.6% +0.3 CBOE 34k x $0.50 - $0.54 x 1021 CBOE Vega=$1925 VIX=14.42 Fwd
- SWEEP DETECTED:
>>3001 T Jan24 17.0 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 09:49:06.821 IV=19.1% +0.3 EMLD 161 x $0.10 - $0.12 x 146 PHLX Vega=$4289 T=16.16 Ref - SWEEP DETECTED:
>>2969 MPW Dec23 4.5 Puts $0.06 (CboeTheo=0.06) BID [MULTI] 09:49:20.102 IV=74.4% -3.7 AMEX 279 x $0.06 - $0.07 x 13 ARCA ISO Vega=$391 MPW=4.61 Ref - >>2500 Z Aug24 40.0 Puts $2.87 (CboeTheo=2.86) ASK PHLX 09:49:56.324 IV=46.3% +0.2 PHLX 125 x $2.73 - $2.93 x 53 BOX COB/AUCTION - OPENING Vega=$30k Z=48.18 Ref
- >>2500 Z Jan24 35.0 Puts $0.08 (CboeTheo=0.09) MID PHLX 09:49:56.324 IV=54.0% -1.0 EDGX 237 x $0.06 - $0.10 x 192 EDGX COB/AUCTION Vega=$2261 Z=48.18 Ref
- >>2500 Z Aug24 35.0 Puts $1.65 (CboeTheo=1.65) BID PHLX 09:49:56.324 IV=48.6% +0.3 PHLX 204 x $1.51 - $1.81 x 298 PHLX COB/AUCTION - OPENING Vega=$22k Z=48.18 Ref
- >>2500 Z Jan24 40.0 Puts $0.26 (CboeTheo=0.27) MID PHLX 09:49:56.324 IV=44.8% -0.5 PHLX 61 x $0.24 - $0.28 x 104 EDGX COB/AUCTION Vega=$5779 Z=48.18 Ref
- >>2498 MPW Jan24 4.0 Puts $0.18 (CboeTheo=0.16) MID ISE 09:50:10.171 IV=78.6% +4.9 MPRL 788 x $0.16 - $0.19 x 567 BOX AUCTION Vega=$1134 MPW=4.61 Ref
- SWEEP DETECTED:
>>5000 MPW Jan24 4.0 Puts $0.18 (CboeTheo=0.16) ASK [MULTI] 09:50:10.054 IV=74.1% +0.4 PHLX 2871 x $0.14 - $0.19 x 39 BZX Vega=$2223 MPW=4.61 Ref - >>1000 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:50:24.913 IV=122.0% +9.4 CBOE 46 x $0.14 - $0.16 x 1159 CBOE FLOOR Vega=$416 VIX=12.47 Fwd
- >>1512 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.216 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$629 VIX=12.47 Fwd
- >>1512 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.216 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$629 VIX=12.47 Fwd
- >>1512 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.216 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$629 VIX=12.47 Fwd
- >>1512 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.216 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$629 VIX=12.47 Fwd
- >>1512 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.217 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$629 VIX=12.47 Fwd
- >>6040 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK CBOE 09:51:29.275 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$2513 VIX=12.47 Fwd
- >>3000 PFE Mar24 27.5 Calls $0.80 (CboeTheo=0.82) BID ARCA 09:51:29.769 IV=26.9% -0.9 MPRL 10 x $0.80 - $0.82 x 59 MPRL SPREAD/CROSS - OPENING 52WeekLow Vega=$15k PFE=25.95 Ref
- >>3000 PFE Mar24 25.0 Puts $1.04 (CboeTheo=1.05) BID ARCA 09:51:29.769 IV=28.5% -1.3 BXO 28 x $1.04 - $1.06 x 33 MPRL SPREAD/CROSS 52WeekLow Vega=$15k PFE=25.95 Ref
- SPLIT TICKET:
>>14100 VIX Dec23 20th 15.0 Calls $0.16 (CboeTheo=0.14) ASK [CBOE] 09:51:29.216 IV=122.0% +9.4 CBOE 121 x $0.14 - $0.16 x 1522 CBOE FLOOR Vega=$5866 VIX=12.47 Fwd - >>3500 SPX Mar24 2400 Puts $0.70 (CboeTheo=0.65) MID CBOE 09:51:42.438 IV=48.5% +0.2 CBOE 1639 x $0.65 - $0.75 x 1442 CBOE FLOOR Vega=$56k SPX=4700.06 Fwd
- SPLIT TICKET:
>>4000 SPX Mar24 2400 Puts $0.70 (CboeTheo=0.65) MID [CBOE] 09:51:42.375 IV=48.5% +0.2 CBOE 1639 x $0.65 - $0.75 x 1442 CBOE FLOOR Vega=$64k SPX=4700.06 Fwd - SWEEP DETECTED:
>>2000 X Dec23 36.0 Puts $0.263 (CboeTheo=0.29) Above Ask! [MULTI] 09:52:25.456 IV=71.1% +11.9 PHLX 95 x $0.19 - $0.26 x 50 ARCA 52WeekHigh Vega=$1729 X=37.45 Ref - >>4000 HOOD Jan26 8.0 Puts $1.30 (CboeTheo=1.33) BID MIAX 09:52:50.068 IV=55.6% -0.7 PHLX 10 x $1.30 - $1.35 x 1 ARCA COB - OPENING Vega=$17k HOOD=11.40 Ref
- >>4000 HOOD Feb24 9.0 Puts $0.24 (CboeTheo=0.22) ASK MIAX 09:52:50.068 IV=61.6% +0.7 EDGX 283 x $0.21 - $0.24 x 238 EDGX COB Vega=$4342 HOOD=11.40 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 783 ASTL Jan25 7.5 Puts $0.90 (CboeTheo=0.95) BID [MULTI] 09:53:24.967 IV=39.7% -1.7 BOX 25 x $0.90 - $1.00 x 21 BOX
Delta=-33%, EST. IMPACT = 26k Shares ($209k) To Buy ASTL=8.03 Ref - SWEEP DETECTED:
>>2000 CGC Dec23 29th 1.0 Calls $0.02 (CboeTheo=0.01) ASK [MULTI] 09:53:26.851 IV=238.4% +73.6 ARCA 4 x $0.01 - $0.02 x 275 PHLX SSR Vega=$58 CGC=0.55 Ref - SWEEP DETECTED:
>>2020 XOM Jan24 110 Calls $0.22 (CboeTheo=0.23) BID [MULTI] 09:53:44.867 IV=23.2% +0.2 ARCA 210 x $0.22 - $0.24 x 1210 C2 ISO Vega=$8947 XOM=97.73 Ref - >>1965 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.07) MID CBOE 09:54:03.243 IV=58.6% +2.0 CBOE 28k x $0.06 - $0.09 x 12k CBOE Vega=$790 VIX=12.47 Fwd
- >>5000 VIX Jan24 17th 12.0 Puts $0.14 (CboeTheo=0.13) ASK CBOE 09:55:18.162 IV=53.6% +4.2 CBOE 32k x $0.11 - $0.15 x 34k CBOE FLOOR Vega=$4310 VIX=14.47 Fwd
- SWEEP DETECTED:
>>4905 LCID Jan25 3.0 Puts $0.96 (CboeTheo=0.91) ASK [MULTI] 09:56:15.713 IV=101.2% +5.1 BZX 12 x $0.85 - $0.96 x 1509 PHLX SSR Vega=$5589 LCID=4.17 Ref - >>2000 NIO Dec23 7.0 Calls $0.18 (CboeTheo=0.20) BID MIAX 09:56:33.996 IV=64.4% -0.1 C2 107 x $0.18 - $0.19 x 47 EMLD COB/AUCTION Vega=$435 NIO=7.07 Ref
- >>2000 NIO Jan24 6.0 Calls $1.29 (CboeTheo=1.28) ASK MIAX 09:56:33.996 IV=69.3% +0.7 ARCA 512 x $1.26 - $1.30 x 596 EMLD COB/AUCTION Vega=$1230 NIO=7.07 Ref
- >>2939 NIO Dec23 7.0 Calls $0.18 (CboeTheo=0.20) BID MIAX 09:56:33.996 IV=64.4% -0.1 C2 107 x $0.18 - $0.19 x 47 EMLD COB/AUCTION Vega=$639 NIO=7.07 Ref
- >>2939 NIO Jan24 6.0 Calls $1.29 (CboeTheo=1.28) ASK MIAX 09:56:33.996 IV=69.3% +0.7 ARCA 512 x $1.26 - $1.30 x 596 EMLD COB/AUCTION Vega=$1807 NIO=7.07 Ref
- >>2440 TSLA Dec23 22nd 240 Puts $10.50 (CboeTheo=10.56) ASK NOM 09:57:11.160 IV=42.4% +1.0 NOM 172 x $10.45 - $10.50 x 2440 NOM Vega=$33k TSLA=232.59 Ref
- SWEEP DETECTED:
>>2400 AAL Jan24 13.0 Calls $1.105 (CboeTheo=1.12) Below Bid! [MULTI] 09:57:38.788 IV=37.7% -0.1 BZX 833 x $1.11 - $1.14 x 1136 EDGX Vega=$3618 AAL=13.71 Ref - >>Unusual Volume AGNC - 3x market weighted volume: 14.6k = 81.4k projected vs 22.5k adv, 99% calls, 3% of OI [AGNC 8.97 +0.03 Ref, IV=24.0% +0.1]
- >>Unusual Volume NLY - 6x market weighted volume: 7444 = 41.0k projected vs 6760 adv, 87% calls, 3% of OI [NLY 18.61 +0.23 Ref, IV=22.5% -0.4]
- SWEEP DETECTED:
>>3927 AAL Feb24 15.0 Calls $0.43 (CboeTheo=0.44) BID [MULTI] 09:59:30.172 IV=37.3% -0.1 EMLD 490 x $0.43 - $0.45 x 2521 EDGX ISO Vega=$8251 AAL=13.66 Ref - >>2000 TSM Dec23 90.0 Puts $0.03 (CboeTheo=0.02) ASK BOX 09:59:55.634 IV=72.2% +17.5 MRX 0 x $0.00 - $0.03 x 107 CBOE FLOOR ExDiv Vega=$610 TSM=102.03 Ref
- >>2000 M Dec23 19.5 Puts $1.21 (CboeTheo=1.19) ASK ARCA 10:00:34.092 IV=78.5% +16.6 PHLX 368 x $1.13 - $1.22 x 224 PHLX SPREAD/FLOOR ExDiv Vega=$765 M=18.55 Ref
- >>2100 M Jan24 18.0 Puts $0.88 (CboeTheo=0.82) Above Ask! ARCA 10:00:34.093 IV=47.8% +5.8 EDGX 139 x $0.81 - $0.87 x 179 EDGX SPREAD/FLOOR ExDiv Vega=$4773 M=18.55 Ref
- >>4290 TSM Jan25 70.0 Puts $1.88 (CboeTheo=1.87) ASK MIAX 10:01:38.598 IV=34.7% +0.2 CBOE 38 x $1.83 - $1.88 x 164 ARCA COB/AUCTION - OPENING ExDiv Vega=$77k TSM=101.78 Ref
- >>4290 TSM Jan25 155 Calls $1.40 (CboeTheo=1.39) BID MIAX 10:01:38.598 IV=26.9% +0.1 AMEX 6 x $1.39 - $1.44 x 53 BOX COB/AUCTION - OPENING ExDiv Vega=$90k TSM=101.78 Ref
- >>4290 TSM Jan24 70.0 Puts $0.05 (CboeTheo=0.06) BID MIAX 10:01:38.598 IV=51.5% -1.7 C2 168 x $0.05 - $0.07 x 136 EDGX COB/AUCTION ExDiv Vega=$3424 TSM=101.78 Ref
- SWEEP DETECTED:
>>2430 C Dec23 49.0 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 10:02:58.206 IV=33.3% +4.1 NOM 163 x $0.19 - $0.20 x 526 C2 Vega=$3036 C=48.15 Ref - SPLIT TICKET:
>>2000 NOVA Jan25 5.0 Puts $1.201 (CboeTheo=1.21) BID [MIAX] 10:03:21.628 IV=113.9% -0.7 EDGX 254 x $1.15 - $1.30 x 1 BXO AUCTION Vega=$3993 NOVA=10.27 Ref - >>17687 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:04:03.679 IV=98.1% -1.2 CBOE 27k x $1.71 - $1.77 x 300 CBOE AUCTION Vega=$8994 VIX=12.47 Fwd
- SPLIT TICKET:
>>18500 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID [CBOE] 10:04:03.679 IV=98.1% -1.2 CBOE 27k x $1.71 - $1.77 x 300 CBOE AUCTION Vega=$9407 VIX=12.47 Fwd - >>2471 HOOD Dec23 14.0 Calls $0.02 (CboeTheo=0.02) ASK MIAX 10:04:23.726 IV=142.3% +16.8 EMLD 241 x $0.01 - $0.02 x 9 ARCA COB Vega=$196 HOOD=11.44 Ref
- >>2471 HOOD Dec23 29th 12.5 Calls $0.24 (CboeTheo=0.26) BID MIAX 10:04:23.726 IV=62.3% -2.2 BZX 540 x $0.24 - $0.25 x 9 NOM COB Vega=$2004 HOOD=11.44 Ref
- >>3500 VIX Dec23 20th 12.5 Puts $0.55 (CboeTheo=0.55) MID CBOE 10:05:14.073 IV=78.1% +2.5 CBOE 10 x $0.54 - $0.57 x 1 CBOE AUCTION Vega=$2405 VIX=12.47 Fwd
- >>5000 PLTR May24 15.0 Puts $1.47 (CboeTheo=1.47) BID PHLX 10:05:34.668 IV=62.3% -0.3 EMLD 1650 x $1.47 - $1.48 x 385 EMLD TIED/FLOOR - OPENING Vega=$19k PLTR=17.30 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1500 CRON Apr24 2.0 Calls $0.20 (CboeTheo=0.22) BID [MULTI] 10:05:40.942 IV=53.0% -3.8 PHLX 466 x $0.20 - $0.25 x 464 PHLX
Delta=51%, EST. IMPACT = 76k Shares ($143k) To Sell CRON=1.88 Ref - >>3596 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:05:51.015 IV=98.1% -1.2 CBOE 5995 x $1.72 - $1.78 x 14k CBOE Vega=$1828 VIX=12.47 Fwd
- >>3326 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:05:51.015 IV=98.1% -1.2 CBOE 5995 x $1.72 - $1.78 x 14k CBOE Vega=$1691 VIX=12.47 Fwd
- >>2455 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:05:51.015 IV=98.1% -1.2 CBOE 5995 x $1.72 - $1.78 x 14k CBOE Vega=$1248 VIX=12.47 Fwd
- >>1000 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:05:51.015 IV=98.1% -1.2 CBOE 2540 x $1.72 - $1.78 x 14k CBOE Vega=$508 VIX=12.47 Fwd
- >>1477 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID CBOE 10:05:51.041 IV=98.1% -1.2 CBOE 1213 x $1.70 - $1.72 x 1477 CBOE Vega=$751 VIX=12.47 Fwd
- SPLIT TICKET:
>>14999 VIX Dec23 20th 14.0 Puts $1.72 (CboeTheo=1.75) BID [CBOE] 10:05:51.015 IV=98.1% -1.2 CBOE 5995 x $1.72 - $1.78 x 14k CBOE Vega=$7625 VIX=12.47 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 2000 PAAS Jan24 15.0 Puts $0.95 (CboeTheo=0.98) BID [MULTI] 10:06:52.187 IV=34.2% -2.4 EDGX 259 x $0.95 - $1.00 x 52 MRX ISO
Delta=-62%, EST. IMPACT = 124k Shares ($1.78m) To Buy PAAS=14.39 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 508 STTK Dec23 5.0 Calls $0.35 (CboeTheo=0.20) ASK [MULTI] 10:07:03.333 IV=539.6% +236.1 NOM 50 x $0.20 - $0.35 x 10 AMEX ISO - OPENING 52WeekHigh
Delta=38%, EST. IMPACT = 19k Shares ($76k) To Buy STTK=3.98 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 622 TH Jan24 10.0 Calls $0.55 (CboeTheo=0.51) ASK [MULTI] 10:07:17.264 IV=50.7% -0.8 BXO 620 x $0.50 - $0.55 x 2 NOM SSR 52WeekLow
Delta=49%, EST. IMPACT = 30k Shares ($296k) To Buy TH=9.77 Ref - SWEEP DETECTED:
>>2013 AAPL Dec23 22nd 200 Calls $0.68 (CboeTheo=0.67) ASK [MULTI] 10:08:10.446 IV=15.3% +0.4 EMLD 264 x $0.67 - $0.68 x 526 C2 Vega=$20k AAPL=196.25 Ref - >>2000 AAPL Dec23 197.5 Calls $0.72 (CboeTheo=0.72) Below Bid! BOX 10:08:30.272 IV=19.3% +2.1 EDGX 4 x $0.73 - $0.74 x 670 C2 SPREAD/FLOOR Vega=$12k AAPL=196.28 Ref
- >>2000 AAPL Dec23 22nd 197.5 Calls $1.52 (CboeTheo=1.51) ASK BOX 10:08:30.272 IV=15.4% +0.7 MPRL 9 x $1.51 - $1.52 x 138 EMLD SPREAD/FLOOR Vega=$25k AAPL=196.28 Ref
- >>Unusual Volume LYFT - 7x market weighted volume: 80.3k = 386.4k projected vs 55.1k adv, 99% calls, 12% of OI [LYFT 14.07 +0.10 Ref, IV=57.7% -0.2]
- SWEEP DETECTED:
>>2830 PFE Jan24 28.0 Calls $0.25 (CboeTheo=0.26) BID [MULTI] 10:08:57.171 IV=24.3% -2.8 CBOE 530 x $0.25 - $0.27 x 323 MRX ISO - OPENING 52WeekLow Vega=$7139 PFE=26.14 Ref - SWEEP DETECTED:
>>2834 PFE Dec23 26.5 Calls $0.22 (CboeTheo=0.25) ASK [MULTI] 10:09:20.827 IV=44.5% -6.1 AMEX 2175 x $0.21 - $0.22 x 178 ARCA OPENING 52WeekLow Vega=$2186 PFE=26.14 Ref - >>2000 Z Aug24 30.0 Puts $0.89 (CboeTheo=0.86) MID BOX 10:09:31.813 IV=51.9% +0.8 BXO 35 x $0.85 - $0.93 x 72 MPRL FLOOR - OPENING Vega=$12k Z=48.34 Ref
- SWEEP DETECTED:
>>3634 MPW Jan24 5.0 Puts $0.68 (CboeTheo=0.64) Above Ask! [MULTI] 10:10:37.426 IV=66.0% +6.5 C2 394 x $0.64 - $0.66 x 10 BZX Vega=$1969 MPW=4.53 Ref - >>5000 CALM Jan24 55.0 Calls $1.90 (CboeTheo=1.78) ASK AMEX 10:11:18.418 IV=38.8% +2.0 EDGX 22 x $1.70 - $2.00 x 2 AMEX SPREAD/FLOOR - OPENING Vega=$33k CALM=52.94 Ref
- >>5210 CALM Dec23 52.5 Calls $1.00 (CboeTheo=1.10) BID AMEX 10:11:18.418 IV=42.9% -13.5 BOX 23 x $1.00 - $1.15 x 1 ISE SPREAD/FLOOR Vega=$8284 CALM=52.94 Ref
- >>4949 MPW Jan24 4.0 Puts $0.22 (CboeTheo=0.18) ASK AMEX 10:11:47.257 IV=80.9% +7.2 BOX 751 x $0.19 - $0.23 x 132 EDGX AUCTION Vega=$2360 MPW=4.50 Ref
- >>5000 AMZN Feb24 135 Calls $17.20 (CboeTheo=17.36) BID AMEX 10:12:09.172 IV=32.7% -0.6 EDGX 391 x $17.20 - $17.35 x 50 EDGX CROSS 52WeekHigh Vega=$90k AMZN=148.14 Ref
- >>2100 AMD Jun24 90.0 Puts $1.55 (CboeTheo=1.54) MID BOX 10:12:13.902 IV=47.1% +0.4 MPRL 35 x $1.53 - $1.58 x 59 BZX SPREAD/FLOOR Vega=$27k AMD=138.05 Ref
- SPLIT TICKET:
>>2000 SPXW Mar24 28th 4425 Puts $48.93 (CboeTheo=48.97) ASK [CBOE] 10:13:02.218 IV=15.4% +0.3 CBOE 123 x $48.60 - $49.20 x 147 CBOE LATE - OPENING Vega=$1.48m SPX=4710.65 Fwd - SPLIT TICKET:
>>2000 SPXW Mar24 28th 4950 Calls $28.00 (CboeTheo=27.93) BID [CBOE] 10:13:02.218 IV=10.5% +0.1 CBOE 83 x $27.80 - $28.30 x 96 CBOE LATE - OPENING Vega=$1.44m SPX=4710.65 Fwd - >>Unusual Volume JBLU - 3x market weighted volume: 35.9k = 161.5k projected vs 53.1k adv, 93% calls, 4% of OI [JBLU 5.25 -0.28 Ref, IV=81.7% +0.5]
- >>10000 AGNC Jan24 5th 9.5 Calls $0.03 (CboeTheo=0.07) MID ARCA 10:13:42.001 IV=21.4% -7.6 C2 696 x $0.02 - $0.04 x 30 ARCA CROSS - OPENING Vega=$4828 AGNC=8.97 Ref
- >>5000 VIX Jan24 17th 12.0 Puts $0.13 (CboeTheo=0.12) MID CBOE 10:13:52.436 IV=53.1% +3.7 CBOE 31k x $0.11 - $0.15 x 38k CBOE FLOOR Vega=$4163 VIX=14.52 Fwd
- >>5000 NLY Jan24 5th 19.0 Calls $0.19 (CboeTheo=0.21) MID BOX 10:14:00.820 IV=22.5% -2.4 C2 219 x $0.17 - $0.20 x 178 EMLD CROSS - OPENING Vega=$7236 NLY=18.61 Ref
- SWEEP DETECTED:
>>2248 PFE Jan24 5th 26.0 Calls $0.741 (CboeTheo=0.76) BID [MULTI] 10:14:00.897 IV=24.6% -4.6 ARCA 16 x $0.74 - $0.81 x 1254 EDGX OPENING 52WeekLow Vega=$5849 PFE=26.07 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 13th 4515 Puts $0.05 (CboeTheo=0.05) ASK [CBOE] 10:14:01.927 IV=42.3% +18.2 CBOE 0 x $0.00 - $0.05 x 586 CBOE Vega=$1292 SPX=4649.40 Fwd - >>2000 PNT Jan24 12.5 Puts $0.15 (CboeTheo=0.16) ASK PHLX 10:14:19.511 IV=44.6% -1.2 NOM 110 x $0.10 - $0.15 x 37 BZX FLOOR 52WeekHigh Vega=$2040 PNT=14.02 Ref
- >>10000 KVUE Jan24 20.0 Puts $0.87 (CboeTheo=0.83) ASK PHLX 10:14:45.456 IV=46.8% +2.3 PHLX 137 x $0.84 - $0.87 x 24 ARCA SPREAD/CROSS/TIED Vega=$25k KVUE=20.66 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2263 CLNE Jan24 4.0 Calls $0.10 (CboeTheo=0.08) ASK [MULTI] 10:14:42.955 IV=69.9% -1.9 EMLD 653 x $0.05 - $0.10 x 263 MPRL SSR
Delta=25%, EST. IMPACT = 57k Shares ($191k) To Buy CLNE=3.34 Ref - >>Market Color @STOCK - Heavy first hour option volume is noted in : CLNE, ACAD, CALM, GOTU, MATV, JBHT, LYFT, MUB, CRON.>>Market Color JBLU - Bullish option flow detected in JetBlue (5.29 -0.25) with 63,602 calls trading (6x expected) and implied vol increasing over 2 points to 83.37%. . The Put/Call Ratio is 0.04. Earnings are expected on 01/29. [JBLU 5.29 -0.25 Ref, IV=83.4% +2.2] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 630 BUR Jan24 15.0 Calls $0.50 (CboeTheo=0.40) ASK [MULTI] 10:15:25.600 IV=49.7% +7.1 BOX 11 x $0.35 - $0.50 x 128 CBOE
Delta=36%, EST. IMPACT = 23k Shares ($318k) To Buy BUR=13.99 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 562 STTK Dec23 5.0 Calls $0.544 (CboeTheo=0.45) Above Ask! [MULTI] 10:15:40.110 IV=614.6% +311.2 ISE 162 x $0.45 - $0.50 x 29 ISE OPENING 52WeekHigh
Delta=44%, EST. IMPACT = 25k Shares ($102k) To Buy STTK=4.12 Ref - >>2450 BUR Jan24 12.5 Puts $0.40 (CboeTheo=0.27) ASK BOX 10:15:47.197 IV=57.5% +14.8 MPRL 37 x $0.25 - $0.40 x 120 CBOE FLOOR - OPENING Vega=$3407 BUR=13.97 Ref
- >>2450 BUR Jan24 12.5 Puts $0.35 (CboeTheo=0.27) ASK BOX 10:15:47.197 IV=53.9% +11.1 MPRL 37 x $0.25 - $0.40 x 120 CBOE FLOOR - OPENING Vega=$3325 BUR=13.97 Ref
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>>4900 BUR Jan24 12.5 Puts $0.375 (CboeTheo=0.27) ASK [BOX] 10:15:47.197 IV=57.5% +14.8 MPRL 37 x $0.25 - $0.40 x 120 CBOE FLOOR - OPENING Vega=$6815 BUR=13.97 Ref - SWEEP DETECTED:
>>4002 UBER Jan24 60.0 Puts $1.378 (CboeTheo=1.34) Above Ask! [MULTI] 10:16:59.273 IV=30.8% +0.4 MPRL 27 x $1.34 - $1.37 x 68 EDGX Vega=$29k UBER=62.10 Ref - >>2397 JBLU Mar24 5.0 Calls $1.02 (CboeTheo=0.99) ASK MPRL 10:17:43.137 IV=87.1% +1.8 MPRL 2397 x $1.02 - $1.03 x 239 NOM Vega=$2370 JBLU=5.18 Ref
- SWEEP DETECTED:
>>5012 JBLU Mar24 5.0 Calls $1.016 (CboeTheo=0.99) Above Ask! [MULTI] 10:17:43.099 IV=86.7% +1.4 MPRL 10 x $0.99 - $1.01 x 361 C2 ISO Vega=$4954 JBLU=5.17 Ref - >>2100 MBLY Jan24 34.0 Puts $0.30 (CboeTheo=0.32) MID BOX 10:17:56.785 IV=44.3% -1.9 MRX 200 x $0.25 - $0.35 x 364 CBOE FLOOR Vega=$4948 MBLY=39.98 Ref
- >>2500 X Dec23 36.0 Calls $1.89 (CboeTheo=1.80) Above Ask! ARCA 10:17:57.281 IV=71.3% +12.2 PHLX 111 x $1.70 - $1.85 x 94 EDGX SPREAD/FLOOR 52WeekHigh Vega=$2116 X=37.59 Ref
- >>2500 X Dec23 22nd 37.5 Calls $1.21 (CboeTheo=1.22) ASK ARCA 10:17:57.281 IV=47.5% +4.3 MPRL 8 x $1.14 - $1.25 x 14 BXO SPREAD/FLOOR - OPENING 52WeekHigh Vega=$5949 X=37.59 Ref
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>>3500 MBLY Jan24 34.0 Puts $0.28 (CboeTheo=0.32) BID [BOX] 10:17:56.785 IV=44.3% -1.9 MRX 200 x $0.25 - $0.35 x 364 CBOE FLOOR Vega=$8247 MBLY=39.98 Ref - SWEEP DETECTED:
>>2018 TSLA Dec23 22nd 240 Puts $9.908 (CboeTheo=10.03) Below Bid! [MULTI] 10:18:07.068 IV=42.4% +1.1 CBOE 262 x $9.95 - $10.05 x 134 EMLD Vega=$28k TSLA=233.43 Ref - >>2500 PFE Sep24 30.0 Calls $1.05 (CboeTheo=1.10) BID PHLX 10:18:35.245 IV=26.2% -0.5 CBOE 798 x $1.01 - $1.12 x 75 CBOE SPREAD/CROSS/TIED - OPENING 52WeekLow Vega=$20k PFE=26.20 Ref
- >>3007 SQ Dec23 70.0 Calls $0.36 (CboeTheo=0.37) Below Bid! PHLX 10:19:01.938 IV=51.9% +7.1 MPRL 11 x $0.37 - $0.39 x 11 MPRL AUCTION Vega=$4882 SQ=67.81 Ref
- >>3006 SQ Dec23 70.0 Calls $0.36 (CboeTheo=0.37) Below Bid! PHLX 10:19:01.938 IV=51.9% +7.1 MPRL 11 x $0.37 - $0.39 x 11 MPRL AUCTION Vega=$4881 SQ=67.81 Ref
- SWEEP DETECTED:
>>8517 SQ Dec23 70.0 Calls $0.358 (CboeTheo=0.34) Above Ask! [MULTI] 10:19:01.787 IV=53.0% +8.3 EMLD 153 x $0.33 - $0.35 x 245 EDGX Vega=$14k SQ=67.69 Ref - >>2156 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 4600 x $0.68 - $0.72 x 16k CBOE Vega=$3302 VIX=14.52 Fwd
- >>11186 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 18k x $0.68 - $0.72 x 16k CBOE Vega=$17k VIX=14.52 Fwd
- >>5868 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 18k x $0.68 - $0.72 x 16k CBOE Vega=$8988 VIX=14.52 Fwd
- >>4496 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 13k x $0.68 - $0.72 x 16k CBOE Vega=$6887 VIX=14.52 Fwd
- >>3694 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 9756 x $0.68 - $0.72 x 16k CBOE Vega=$5658 VIX=14.52 Fwd
- >>3000 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 9756 x $0.68 - $0.72 x 16k CBOE Vega=$4595 VIX=14.52 Fwd
- >>1729 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 2871 x $0.68 - $0.72 x 16k CBOE Vega=$2648 VIX=14.52 Fwd
- >>1000 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID CBOE 10:20:27.417 IV=97.7% +0.5 CBOE 2871 x $0.68 - $0.72 x 16k CBOE Vega=$1532 VIX=14.52 Fwd
- SPLIT TICKET:
>>35000 VIX Jan24 17th 18.0 Calls $0.68 (CboeTheo=0.70) BID [CBOE] 10:20:27.417 IV=97.7% +0.5 CBOE 4600 x $0.68 - $0.72 x 16k CBOE Vega=$54k VIX=14.52 Fwd - SWEEP DETECTED:
>>3416 JBLU Mar24 5.0 Calls $1.08 (CboeTheo=1.02) Above Ask! [MULTI] 10:20:31.418 IV=90.6% +5.3 BOX 71 x $1.04 - $1.08 x 598 PHLX ISO Vega=$3378 JBLU=5.22 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1067 STTK Dec23 7.5 Calls $0.20 (CboeTheo=0.15) ASK [MULTI] 10:20:34.867 IV=688.7% +303.7 NOM 400 x $0.15 - $0.20 x 208 ISE OPENING 52WeekHigh
Delta=21%, EST. IMPACT = 22k Shares ($90k) To Buy STTK=4.12 Ref - >>1777 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.02) BID CBOE 10:22:21.476 IV=266.2% +17.2 CBOE 185 x $0.02 - $0.03 x 22k CBOE Vega=$110 VIX=12.52 Fwd
- SPLIT TICKET:
>>2000 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.02) BID [CBOE] 10:22:21.476 IV=266.2% +17.2 CBOE 185 x $0.02 - $0.03 x 22k CBOE Vega=$124 VIX=12.52 Fwd - SPLIT TICKET:
>>1500 VIX Dec23 20th 20.0 Calls $0.03 (CboeTheo=0.04) BID [CBOE] 10:22:23.667 IV=168.7% -3.5 CBOE 14k x $0.03 - $0.05 x 757 CBOE Vega=$174 VIX=12.52 Fwd - >>1990 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 10:22:36.066 IV=266.2% +17.2 CBOE 3147 x $0.01 - $0.03 x 24k CBOE Vega=$124 VIX=12.52 Fwd
- >>2499 COIN Jan24 20.0 Puts $0.01 (CboeTheo=0.01) ASK ARCA 10:23:24.498 IV=201.1% +0.5 PHLX 0 x $0.00 - $0.01 x 3840 ARCA Vega=$153 COIN=140.33 Ref
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>>3840 COIN Jan24 20.0 Puts $0.01 (CboeTheo=0.01) ASK [ARCA] 10:23:24.498 IV=201.1% +0.5 PHLX 0 x $0.00 - $0.01 x 3840 ARCA Vega=$235 COIN=140.33 Ref - >>2000 TSLA Jan24 230 Calls $15.45 (CboeTheo=15.50) BID BOX 10:23:32.214 IV=43.3% +0.2 MIAX 149 x $15.45 - $15.60 x 383 PHLX SPREAD/FLOOR Vega=$58k TSLA=233.62 Ref
- >>2000 TSLA Feb24 230 Calls $21.55 (CboeTheo=21.52) ASK BOX 10:23:32.214 IV=47.2% +0.4 PHLX 518 x $21.45 - $21.60 x 263 PHLX SPREAD/FLOOR Vega=$77k TSLA=233.62 Ref
- >>25000 LYFT Jan24 15.0 Calls $0.70 (CboeTheo=0.70) MID ARCA 10:23:43.926 IV=58.2% +0.7 C2 51 x $0.69 - $0.71 x 123 C2 SPREAD/FLOOR Vega=$44k LYFT=14.05 Ref
- >>50000 LYFT Feb24 25.0 Calls $0.09 (CboeTheo=0.11) MID ARCA 10:23:43.926 IV=75.5% -2.8 EMLD 1961 x $0.08 - $0.11 x 206 EMLD SPREAD/FLOOR - OPENING Vega=$33k LYFT=14.05 Ref
- >>50000 LYFT Feb24 20.0 Calls $0.35 (CboeTheo=0.33) ASK ARCA 10:23:43.926 IV=73.4% +1.0 EDGX 98 x $0.32 - $0.35 x 108 GEMX SPREAD/FLOOR - OPENING Vega=$76k LYFT=14.05 Ref
- SWEEP DETECTED:
>>5000 COIN Jan24 20.0 Puts $0.01 (CboeTheo=0.01) BID [MULTI] 10:27:58.933 IV=201.0% +0.5 C2 11k x $0.01 - $0.03 x 28 BZX ISO Vega=$307 COIN=140.29 Ref - >>15000 JBLU Jan24 6.0 Calls $0.34 (CboeTheo=0.34) MID PHLX 10:28:09.071 IV=88.5% +4.6 C2 595 x $0.33 - $0.36 x 740 EDGX SPREAD/FLOOR Vega=$9623 JBLU=5.25 Ref
- >>30000 JBLU Jan24 8.0 Calls $0.09 (CboeTheo=0.09) MID PHLX 10:28:09.071 IV=98.8% +1.9 CBOE 1525 x $0.08 - $0.11 x 1083 MIAX SPREAD/FLOOR - OPENING Vega=$10k JBLU=5.25 Ref
- >>Market Color AEO - Bearish flow noted in American Eagle (20.30 -0.32) with 2,899 puts trading, or 1.8x expected. The Put/Call Ratio is 3.08, while ATM IV is up over 2 points on the day. Earnings are expected on 02/27. [AEO 20.30 -0.32 Ref, IV=39.6% +2.0] #Bearish
- >>Unusual Volume IRBT - 3x market weighted volume: 5488 = 20.9k projected vs 6749 adv, 76% puts, 5% of OI [IRBT 38.92 +0.20 Ref, IV=63.5% +14.6]
- SWEEP DETECTED:
>>2999 GM Dec23 22nd 34.0 Calls $0.35 (CboeTheo=0.36) BID [MULTI] 10:32:04.154 IV=25.8% -0.8 EMLD 602 x $0.35 - $0.37 x 220 EMLD OPENING Vega=$6083 GM=33.48 Ref - SWEEP DETECTED:
>>10000 COIN Jan24 20.0 Puts $0.01 (CboeTheo=0.01) BID [MULTI] 10:33:06.917 IV=200.8% +0.3 C2 19k x $0.01 - $0.03 x 103 BZX Vega=$614 COIN=140.05 Ref - SWEEP DETECTED:
>>2000 NIO Jan24 7.5 Calls $0.45 (CboeTheo=0.44) ASK [MULTI] 10:34:14.182 IV=64.9% +2.3 EMLD 2 x $0.44 - $0.45 x 1828 EDGX Vega=$1804 NIO=7.12 Ref - SWEEP DETECTED:
>>10000 COIN Jan24 20.0 Puts $0.01 (CboeTheo=0.01) BID [MULTI] 10:34:27.680 IV=200.7% +0.2 C2 24k x $0.01 - $0.03 x 157 BZX Vega=$614 COIN=139.78 Ref - SWEEP DETECTED:
>>6095 HOOD Dec23 12.0 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 10:34:29.810 IV=92.5% +5.8 GEMX 94 x $0.10 - $0.11 x 1432 EMLD Vega=$1679 HOOD=11.36 Ref - >>2000 MMM Dec23 105 Calls $0.06 (CboeTheo=0.09) BID ARCA 10:34:49.833 IV=27.5% +2.5 EMLD 10 x $0.06 - $0.09 x 21 BOX SPREAD/FLOOR Vega=$2075 MMM=101.53 Ref
- SWEEP DETECTED:
>>2000 TSLA Dec23 300 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 10:35:01.182 IV=108.8% +17.6 AMEX 0 x $0.00 - $0.01 x 1388 C2 Vega=$219 TSLA=233.26 Ref - SPLIT TICKET:
>>1000 SPXW Jan24 4300 Puts $5.99 (CboeTheo=6.02) Below Bid! [CBOE] 10:35:15.831 IV=16.7% +0.2 CBOE 165 x $6.00 - $6.20 x 711 CBOE LATE Vega=$179k SPX=4674.45 Fwd - SPLIT TICKET:
>>1200 SPXW Jan24 4420 Puts $11.06 (CboeTheo=11.10) BID [CBOE] 10:35:15.831 IV=14.3% +0.3 CBOE 387 x $11.00 - $11.30 x 238 CBOE LATE - OPENING Vega=$344k SPX=4674.45 Fwd - >>Unusual Volume SIRI - 3x market weighted volume: 56.8k = 204.6k projected vs 68.2k adv, 52% puts, 5% of OI [SIRI 5.26 -0.04 Ref, IV=69.2% -0.7]
- >>1189 VIX Jan24 17th 17.0 Calls $0.78 (CboeTheo=0.80) BID CBOE 10:36:55.367 IV=90.4% -1.0 CBOE 27k x $0.77 - $0.82 x 17k CBOE Vega=$1944 VIX=14.52 Fwd
- SPLIT TICKET:
>>3500 VIX Jan24 17th 17.0 Calls $0.78 (CboeTheo=0.80) ASK [CBOE] 10:36:55.367 IV=90.4% -1.0 CBOE 34k x $0.77 - $0.78 x 2939 CBOE Vega=$5721 VIX=14.52 Fwd - >>Unusual Volume SWN - 3x market weighted volume: 5202 = 18.6k projected vs 5727 adv, 98% calls, 2% of OI [SWN 6.08 -0.03 Ref, IV=37.6% +0.8]
- >>6000 BAC Jan24 29.0 Puts $0.28 (CboeTheo=0.28) BID AMEX 10:37:42.851 IV=25.4% +0.2 C2 932 x $0.28 - $0.29 x 3747 EMLD CROSS Vega=$17k BAC=30.80 Ref
- SWEEP DETECTED:
>>3000 AAPL Dec23 170 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 10:38:01.568 IV=69.0% +14.2 AMEX 0 x $0.00 - $0.01 x 1122 BZX ISO Vega=$459 AAPL=196.62 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1937 RKT Mar24 11.0 Calls $0.99 (CboeTheo=0.96) ASK [MULTI] 10:39:24.638 IV=49.6% +2.4 AMEX 10 x $0.97 - $0.99 x 1855 NOM
Delta=52%, EST. IMPACT = 101k Shares ($1.09m) To Buy RKT=10.83 Ref - >>2000 EXC Jan24 40.0 Calls $0.85 (CboeTheo=0.84) BID AMEX 10:39:49.052 IV=16.1% +0.2 PHLX 112 x $0.85 - $0.90 x 19 MPRL TIED/FLOOR Vega=$10k EXC=39.84 Ref
- >>8018 TAL Jan24 15.0 Calls $0.28 (CboeTheo=0.31) BID ISE 10:40:14.453 IV=61.5% -1.8 PHLX 364 x $0.28 - $0.33 x 157 CBOE CROSS - OPENING Vega=$9533 TAL=12.56 Ref
- >>5500 SIRI Jan24 8.0 Puts $3.02 (CboeTheo=3.02) BID AMEX 10:41:20.299 IV=100.3% +2.0 ARCA 1 x $2.81 - $3.25 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$1542 SIRI=5.29 Ref
- >>5500 SIRI Jan24 8.0 Calls $0.03 (CboeTheo=0.07) MID AMEX 10:41:20.300 IV=84.4% -13.9 EDGX 1808 x $0.02 - $0.05 x 50 EMLD SPREAD/FLOOR Vega=$1040 SIRI=5.29 Ref
- >>5500 SIRI Dec23 8.0 Puts $2.75 (CboeTheo=2.74) ASK AMEX 10:41:20.300 IV=297.1% +61.2 ARCA 21 x $2.71 - $2.76 x 18 BOX SPREAD/FLOOR Vega=$223 SIRI=5.29 Ref
- >>5500 SIRI Dec23 8.0 Calls $0.01 (CboeTheo=0.01) MID AMEX 10:41:20.300 IV=261.2% +25.4 ARCA 0 x $0.00 - $0.02 x 20 ARCA SPREAD/FLOOR Vega=$139 SIRI=5.29 Ref
- >>2500 SIRI Mar24 9.0 Calls $0.03 (CboeTheo=0.13) Below Bid! PHLX 10:41:27.800 IV=73.4% -27.7 ARCA 15 x $0.05 - $0.22 x 1286 PHLX SPREAD/FLOOR Vega=$602 SIRI=5.29 Ref
- >>2500 SIRI Dec23 8.0 Calls $0.20 (CboeTheo=0.01) Above Ask! PHLX 10:41:27.800 IV=513.3% +277.5 ARCA 0 x $0.00 - $0.02 x 20 ARCA SPREAD/FLOOR Vega=$291 SIRI=5.29 Ref
- >>2500 SIRI Mar24 9.0 Puts $4.35 (CboeTheo=4.56) BID PHLX 10:41:27.800 PHLX 3524 x $3.35 - $6.90 x 1000 CBOE SPREAD/FLOOR Vega=$0 SIRI=5.29 Ref
- >>2500 SIRI Dec23 8.0 Puts $3.05 (CboeTheo=2.74) Above Ask! PHLX 10:41:27.800 IV=610.0% +374.2 ARCA 21 x $2.71 - $2.76 x 21 ARCA SPREAD/FLOOR Vega=$338 SIRI=5.29 Ref
- >>Unusual Volume CVE - 3x market weighted volume: 6427 = 22.2k projected vs 7362 adv, 91% calls, 3% of OI ExDiv [CVE 16.04 +0.28 Ref, IV=31.2% -0.8]
- >>3000 MSFT Feb24 420 Calls $2.72 (CboeTheo=2.75) BID ARCA 10:42:20.282 IV=22.7% +0.4 CBOE 75 x $2.72 - $2.77 x 40 BOX SPREAD/CROSS Vega=$116k MSFT=375.27 Ref
- >>5250 BAC Jan26 35.0 Calls $3.30 (CboeTheo=3.33) BID ARCA 10:43:43.096 IV=25.5% +0.0 BZX 52 x $3.30 - $3.45 x 20 BOX SPREAD/CROSS - OPENING Vega=$88k BAC=30.82 Ref
- >>3500 BAC Jan26 25.0 Puts $1.97 (CboeTheo=1.94) ASK ARCA 10:43:43.096 IV=30.2% +0.3 BOX 22 x $1.67 - $2.02 x 110 BZX SPREAD/CROSS Vega=$43k BAC=30.82 Ref
- >>3500 BAC Jan26 25.0 Puts $1.96 (CboeTheo=1.94) ASK ARCA 10:43:43.096 IV=30.1% +0.3 BOX 22 x $1.67 - $2.02 x 110 BZX SPREAD/CROSS Vega=$43k BAC=30.82 Ref
- >>2403 CVE Jan24 16.0 Calls $0.60 (CboeTheo=0.50) ASK PHLX 10:43:43.496 IV=34.0% +2.5 PHLX 429 x $0.50 - $0.60 x 2404 PHLX OPENING ExDiv Vega=$4813 CVE=15.87 Ref
- SWEEP DETECTED:
>>4361 CVE Jan24 16.0 Calls $0.60 (CboeTheo=0.50) ASK [MULTI] 10:43:43.495 IV=34.0% +2.5 PHLX 429 x $0.50 - $0.60 x 2404 PHLX OPENING ExDiv Vega=$8736 CVE=15.87 Ref - >>3650 NVDA Jan24 505 Calls $12.90 (CboeTheo=12.84) ASK ARCA 10:44:48.159 IV=33.2% +0.5 CBOE 31 x $12.80 - $12.90 x 182 CBOE SPREAD/FLOOR Vega=$216k NVDA=483.38 Ref
- >>Market Color SWN - Bullish option flow detected in Southwestern Energy (6.11 +0.01) with 10,554 calls trading (7x expected) and implied vol increasing almost 2 points to 38.48%. . The Put/Call Ratio is 0.01. Earnings are expected on 02/29.[SWN 6.11 +0.01 Ref, IV=38.5% +1.8] #Bullish
- SWEEP DETECTED:
>>2455 ORCL Dec23 100 Puts $0.51 (CboeTheo=0.58) Below Bid! [MULTI] 10:45:04.367 IV=30.7% -6.0 ARCA 31 x $0.53 - $0.58 x 115 ARCA SSR Vega=$7042 ORCL=100.99 Ref - SWEEP DETECTED:
>>2084 ORCL Dec23 100 Puts $0.395 (CboeTheo=0.54) Below Bid! [MULTI] 10:45:06.383 IV=29.4% -7.4 BOX 14 x $0.46 - $0.54 x 52 EDGX SSR Vega=$5818 ORCL=101.09 Ref - >>3832 MRSN Jan26 3.0 Puts $1.55 (CboeTheo=1.79) ASK ARCA 10:45:47.620 IV=84.8% -23.1 PHLX 1588 x $0.15 - $2.45 x 1 EDGX CROSS - OPENING Vega=$4086 MRSN=2.00 Ref
- >>2000 IRBT Mar24 25.0 Puts $1.35 (CboeTheo=1.98) BID AMEX 10:45:58.771 IV=96.8% -9.3 PHLX 195 x $0.40 - $2.55 x 12 PHLX SPREAD/FLOOR - OPENING Vega=$7754 IRBT=38.75 Ref
- >>2000 IRBT Feb24 48.0 Calls $1.80 (CboeTheo=1.28) BID AMEX 10:46:49.980 IV=68.1% +8.7 ARCA 4 x $0.50 - $3.30 x 818 AMEX SPREAD/FLOOR - OPENING Vega=$11k IRBT=38.75 Ref
- >>2000 IRBT Mar24 15.0 Puts $0.60 (CboeTheo=0.77) ASK AMEX 10:46:49.980 IV=139.1% +1.5 NOM 10 x $0.35 - $0.60 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$3488 IRBT=38.75 Ref
- >>4000 IRBT Mar24 25.0 Puts $1.35 (CboeTheo=1.98) BID AMEX 10:46:49.981 IV=96.8% -9.3 AMEX 399 x $0.40 - $2.55 x 12 PHLX SPREAD/FLOOR - OPENING Vega=$16k IRBT=38.75 Ref
- >>2000 IRBT Mar24 35.0 Puts $4.20 (CboeTheo=4.17) BID AMEX 10:46:49.981 IV=85.5% +2.8 AMEX 489 x $3.00 - $7.00 x 649 AMEX SPREAD/FLOOR - OPENING Vega=$14k IRBT=38.75 Ref
- >>2000 TSM Mar24 100 Puts $4.30 (CboeTheo=4.27) ASK PHLX 10:47:01.682 IV=27.5% +0.3 C2 84 x $4.25 - $4.30 x 90 EMLD SPREAD/CROSS/TIED ExDiv Vega=$39k TSM=101.80 Ref
- >>2500 SIRI Dec23 6.0 Puts $0.74 (CboeTheo=0.78) Below Bid! AMEX 10:48:52.215 IV=71.8% -60.1 CBOE 12 x $0.75 - $0.80 x 46 C2 SPREAD/FLOOR Vega=$29 SIRI=5.29 Ref
- >>2500 SIRI Dec23 6.0 Calls $0.03 (CboeTheo=0.04) ASK AMEX 10:48:52.215 IV=134.5% +2.6 MPRL 239 x $0.02 - $0.03 x 1034 C2 SPREAD/FLOOR Vega=$203 SIRI=5.29 Ref
- >>2500 SIRI Mar24 9.0 Puts $4.23 (CboeTheo=4.57) BID AMEX 10:48:52.216 PHLX 3524 x $3.35 - $6.90 x 1000 CBOE SPREAD/FLOOR Vega=$0 SIRI=5.29 Ref
- >>2500 SIRI Mar24 9.0 Calls $0.05 (CboeTheo=0.13) BID AMEX 10:48:52.216 IV=81.0% -20.2 ARCA 15 x $0.05 - $0.21 x 1277 PHLX SPREAD/FLOOR Vega=$805 SIRI=5.29 Ref
- SWEEP DETECTED:
>>4209 AAPL Jan24 190 Puts $1.504 (CboeTheo=1.48) Above Ask! [MULTI] 10:50:03.982 IV=17.1% +0.5 C2 200 x $1.48 - $1.49 x 256 EMLD ISO Vega=$82k AAPL=196.38 Ref - >>1000 VIX Jan24 17th 16.0 Puts $2.43 (CboeTheo=2.45) BID CBOE 10:50:15.079 IV=83.4% -1.7 CBOE 9803 x $2.42 - $2.47 x 5636 CBOE AUCTION Vega=$1720 VIX=14.48 Fwd
- >>3329 AAPL Dec23 29th 185 Puts $0.21 (CboeTheo=0.20) ASK MPRL 10:50:34.016 IV=19.2% +1.4 EMLD 1159 x $0.20 - $0.21 x 3696 MPRL Vega=$18k AAPL=196.29 Ref
- SWEEP DETECTED:
>>4998 AAPL Dec23 29th 185 Puts $0.21 (CboeTheo=0.20) ASK [MULTI] 10:50:34.012 IV=19.2% +1.4 EMLD 1175 x $0.20 - $0.21 x 4186 MPRL Vega=$26k AAPL=196.30 Ref - SWEEP DETECTED:
>>3200 AAPL Jan24 12th 175 Puts $0.21 (CboeTheo=0.19) ASK [MULTI] 10:50:43.565 IV=23.9% +1.7 EMLD 88 x $0.20 - $0.21 x 551 C2 OPENING Vega=$16k AAPL=196.22 Ref - SPLIT TICKET:
>>2500 SIRI Dec23 29th 5.0 Puts $0.22 (CboeTheo=0.21) ASK [BOX] 10:51:05.031 IV=67.5% +1.7 ARCA 1 x $0.19 - $0.23 x 5 GEMX AUCTION - OPENING Vega=$1041 SIRI=5.29 Ref - >>3000 AFRM Jan25 35.0 Puts $9.75 (CboeTheo=9.80) BID PHLX 10:51:13.220 IV=85.9% +0.0 MIAX 54 x $9.75 - $9.90 x 125 EDGX SPREAD/CROSS/TIED - OPENING Vega=$41k AFRM=39.87 Ref
- >>2500 AFRM Jan25 60.0 Puts $26.45 (CboeTheo=26.59) BID PHLX 10:51:13.220 IV=81.4% -0.5 MIAX 557 x $26.30 - $26.80 x 256 EDGX SPREAD/CROSS/TIED - OPENING Vega=$41k AFRM=39.87 Ref
- SWEEP DETECTED:
>>5000 SWN Jan24 7.0 Calls $0.08 (CboeTheo=0.06) ASK [MULTI] 10:52:03.601 IV=44.3% +5.8 ARCA 737 x $0.07 - $0.08 x 1218 CBOE Vega=$2593 SWN=6.08 Ref - >>Unusual Volume BITF - 3x market weighted volume: 13.5k = 43.4k projected vs 14.4k adv, 95% calls, 5% of OI [BITF 2.70 +0.21 Ref, IV=145.8% +2.8]
- SWEEP DETECTED:
>>2231 BP Jan24 40.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 10:52:44.124 IV=24.6% +0.6 EMLD 200 x $0.03 - $0.04 x 686 C2 Vega=$2175 BP=34.49 Ref - >>2499 JBI Dec23 12.5 Puts $1.70 (CboeTheo=1.66) BID MIAX 10:53:07.487 IV=138.6% +33.4 PHLX 159 x $1.35 - $2.70 x 131 BOX AUCTION - OPENING Vega=$390 JBI=10.86 Ref
- SWEEP DETECTED:
>>2668 AAPL Dec23 29th 185 Puts $0.224 (CboeTheo=0.21) MID [MULTI] 10:53:14.937 IV=19.4% +1.5 EMLD 711 x $0.21 - $0.22 x 248 EMLD Vega=$14k AAPL=196.28 Ref - SPLIT TICKET:
>>2026 LCID Sep24 3.5 Puts $1.00 (CboeTheo=0.94) ASK [MIAX] 10:53:14.915 IV=98.3% +5.4 PHLX 128 x $0.91 - $1.02 x 66 NOM AUCTION - OPENING SSR Vega=$2293 LCID=4.25 Ref - SWEEP DETECTED:
>>2500 SIRI Dec23 29th 5.0 Puts $0.22 (CboeTheo=0.21) BID [MULTI] 10:53:21.648 IV=67.4% +1.6 ARCA 1875 x $0.22 - $0.23 x 6 CBOE OPENING Vega=$1041 SIRI=5.29 Ref - >>1200 VIX Jan24 17th 19.0 Calls $0.59 (CboeTheo=0.58) ASK CBOE 10:54:15.587 IV=104.4% -0.3 CBOE 31k x $0.56 - $0.59 x 500 CBOE LATE Vega=$1699 VIX=14.48 Fwd
- >>2000 PARA Jan24 15.0 Puts $1.16 (CboeTheo=1.15) ASK PHLX 10:54:26.357 IV=55.6% +1.6 CBOE 209 x $1.12 - $1.18 x 263 C2 AUCTION ExDiv Vega=$3740 PARA=14.74 Ref
- >>8000 PARA Jan24 12.5 Puts $0.25 (CboeTheo=0.23) MID PHLX 10:54:28.699 IV=57.7% +0.8 C2 726 x $0.23 - $0.26 x 208 C2 AUCTION ExDiv Vega=$9240 PARA=14.71 Ref
- >>1200 VIX Jan24 17th 19.0 Calls $0.58 (CboeTheo=0.58) MID CBOE 10:55:25.083 IV=103.7% -1.0 CBOE 31k x $0.56 - $0.59 x 500 CBOE LATE Vega=$1691 VIX=14.48 Fwd
- SPLIT TICKET:
>>1800 SPX Mar24 4000 Puts $12.04 (CboeTheo=11.98) BID [CBOE] 10:55:47.777 IV=21.0% +0.3 CBOE 1873 x $11.90 - $12.20 x 2643 CBOE LATE Vega=$499k SPX=4706.46 Fwd - >>2500 SIRI Dec23 6.0 Puts $0.71 (CboeTheo=0.76) Below Bid! AMEX 10:56:41.240 C2 14 x $0.73 - $0.78 x 64 C2 SPREAD/FLOOR Vega=$0 SIRI=5.30 Ref
- >>2500 SIRI Dec23 6.0 Calls $0.02 (CboeTheo=0.04) BID AMEX 10:56:41.240 IV=118.4% -13.5 C2 232 x $0.02 - $0.03 x 1242 C2 SPREAD/FLOOR Vega=$171 SIRI=5.30 Ref
- >>2500 SIRI Mar24 9.0 Puts $4.22 (CboeTheo=4.56) BID AMEX 10:56:41.241 PHLX 3524 x $3.35 - $6.90 x 1001 CBOE SPREAD/FLOOR Vega=$0 SIRI=5.30 Ref
- >>2500 SIRI Mar24 9.0 Calls $0.06 (CboeTheo=0.13) BID AMEX 10:56:41.242 IV=83.7% -17.5 ARCA 15 x $0.05 - $0.21 x 1245 PHLX SPREAD/FLOOR Vega=$886 SIRI=5.30 Ref
- >>2363 AAPL Dec23 29th 185 Puts $0.23 (CboeTheo=0.22) MID NOM 10:57:25.003 IV=19.7% +1.8 MPRL 508 x $0.22 - $0.24 x 1005 CBOE Vega=$13k AAPL=196.31 Ref
- >>1000 VIX Dec23 20th 12.5 Puts $0.53 (CboeTheo=0.54) BID CBOE 10:58:57.774 IV=75.5% -0.2 CBOE 4946 x $0.52 - $0.56 x 6530 CBOE FLOOR Vega=$685 VIX=12.48 Fwd
- >>3000 VIX Dec23 20th 13.5 Calls $0.26 (CboeTheo=0.27) MID CBOE 10:59:03.479 IV=90.8% -1.3 CBOE 15k x $0.25 - $0.28 x 26k CBOE AUCTION Vega=$1755 VIX=12.48 Fwd
- >>2865 VIX Dec23 20th 13.5 Calls $0.27 (CboeTheo=0.27) MID CBOE 10:59:07.048 IV=92.5% +0.4 CBOE 15k x $0.25 - $0.28 x 28k CBOE AUCTION Vega=$1687 VIX=12.48 Fwd
- SPLIT TICKET:
>>3000 VIX Dec23 20th 13.5 Calls $0.27 (CboeTheo=0.27) MID [CBOE] 10:59:07.048 IV=92.5% +0.4 CBOE 15k x $0.25 - $0.28 x 28k CBOE AUCTION Vega=$1767 VIX=12.48 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 732 CALM Dec23 55.0 Calls $0.40 (CboeTheo=0.36) ASK [MULTI] 10:59:57.261 IV=59.8% -15.2 MPRL 25 x $0.25 - $0.40 x 89 PHLX ISO
Delta=27%, EST. IMPACT = 20k Shares ($1.06m) To Buy CALM=53.35 Ref - >>2250 BABA Dec23 85.0 Puts $14.48 (CboeTheo=14.48) MID AMEX 11:01:16.117 IV=101.1% +19.3 CBOE 36 x $14.40 - $14.55 x 28 EDGX SPREAD/FLOOR Vega=$229 BABA=70.53 Ref
- >>4500 BABA Dec23 85.0 Calls $0.01 (CboeTheo=0.01) ASK AMEX 11:01:16.120 IV=94.2% +12.3 AMEX 0 x $0.00 - $0.01 x 1000 PHLX SPREAD/FLOOR Vega=$447 BABA=70.53 Ref
- >>4500 BABA Jan24 80.0 Puts $10.67 (CboeTheo=10.66) ASK AMEX 11:01:16.123 IV=36.3% +0.4 EDGX 236 x $10.55 - $10.75 x 516 EDGX SPREAD/FLOOR Vega=$19k BABA=70.53 Ref
- >>4500 BABA Jan24 80.0 Calls $0.52 (CboeTheo=0.52) BID AMEX 11:01:16.126 IV=36.0% +0.0 ARCA 13 x $0.52 - $0.53 x 50 MPRL SPREAD/FLOOR Vega=$22k BABA=70.53 Ref
- >>2250 BABA Dec23 85.0 Puts $14.49 (CboeTheo=14.48) ASK AMEX 11:01:16.127 IV=108.5% +26.7 CBOE 36 x $14.40 - $14.55 x 28 EDGX SPREAD/FLOOR Vega=$404 BABA=70.53 Ref
- SPLIT TICKET:
>>1000 SPX Mar24 3450 Puts $4.00 (CboeTheo=3.87) ASK [CBOE] 11:03:15.470 IV=29.6% +0.3 CBOE 3229 x $3.80 - $4.00 x 3081 CBOE FLOOR Vega=$98k SPX=4707.64 Fwd - >>5400 UMC Jan24 7.5 Calls $0.65 (CboeTheo=0.62) ASK PHLX 11:03:39.196 IV=37.9% +4.5 PHLX 382 x $0.50 - $0.70 x 975 PHLX SPREAD/CROSS/TIED Vega=$4673 UMC=7.94 Ref
- >>3000 BAC Jan24 30.0 Puts $0.52 (CboeTheo=0.51) ASK AMEX 11:05:00.680 IV=24.3% +0.6 ARCA 108 x $0.51 - $0.52 x 3457 EMLD SPREAD/CROSS Vega=$11k BAC=30.84 Ref
- >>3000 BAC Jan24 32.0 Calls $0.51 (CboeTheo=0.51) BID AMEX 11:05:00.680 IV=22.7% +0.1 EMLD 1837 x $0.51 - $0.52 x 2856 EMLD SPREAD/CROSS Vega=$11k BAC=30.84 Ref
- >>2300 IOVA Mar24 9.0 Calls $1.15 (CboeTheo=1.20) BID BOX 11:05:21.242 IV=128.2% -4.8 BOX 34 x $1.15 - $1.30 x 27 PHLX FLOOR Vega=$3183 IOVA=6.92 Ref
- SPLIT TICKET:
>>1500 SPX Dec23 4275 Puts $0.35 (CboeTheo=0.29) ASK [CBOE] 11:05:53.409 IV=47.7% +8.1 CBOE 75 x $0.30 - $0.35 x 2688 CBOE FLOOR Vega=$10k SPX=4654.72 Fwd - SWEEP DETECTED:
>>2000 TSLA Dec23 22nd 227.5 Puts $4.20 (CboeTheo=4.15) ASK [MULTI] 11:06:09.293 IV=43.2% +0.9 EDGX 440 x $4.10 - $4.20 x 495 EDGX OPENING Vega=$28k TSLA=231.86 Ref - >>2316 AAPL Dec23 180 Calls $16.27 (CboeTheo=16.34) BID BOX 11:07:28.995 MIAX 268 x $16.25 - $16.40 x 218 MIAX SPREAD/FLOOR Vega=$0 AAPL=196.22 Ref
- >>4050 AAPL Jan24 200 Calls $2.72 (CboeTheo=2.72) BID BOX 11:07:28.995 IV=15.3% +0.3 C2 150 x $2.72 - $2.74 x 106 EDGX SPREAD/FLOOR Vega=$99k AAPL=196.22 Ref
- >>3000 WBA Jan25 15.0 Puts $0.97 (CboeTheo=0.94) ASK ARCA 11:07:44.768 IV=48.4% +0.8 CBOE 187 x $0.90 - $0.98 x 320 PHLX CROSS Vega=$15k WBA=23.14 Ref
- >>10000 KVUE Jan24 25.0 Calls $0.14 (CboeTheo=0.16) ASK PHLX 11:07:58.257 IV=43.7% -1.8 PHLX 43 x $0.11 - $0.15 x 4 ARCA FLOOR Vega=$12k KVUE=20.68 Ref
- >>2000 KVUE Jan24 21.0 Calls $1.14 (CboeTheo=1.10) MID PHLX 11:07:58.257 IV=46.5% +0.1 EDGX 101 x $1.12 - $1.15 x 8 ARCA FLOOR Vega=$5274 KVUE=20.68 Ref
- >>3234 MSFT Dec23 300 Calls $74.61 (CboeTheo=74.55) ASK AMEX 11:08:16.252 IV=114.6% +35.6 BOX 30 x $74.40 - $74.80 x 30 BOX SPREAD/CROSS Vega=$1559 MSFT=374.35 Ref
- >>3234 MSFT Dec23 300 Puts $0.01 ASK AMEX 11:08:16.252 IV=95.8% +16.8 BOX 0 x $0.00 - $0.01 x 230 C2 SPREAD/CROSS Vega=$412 MSFT=374.35 Ref
- >>7565 PFE Jan24 26th 24.0 Puts $0.21 (CboeTheo=0.20) MID PHLX 11:08:44.316 IV=25.2% -6.0 PHLX 41 x $0.17 - $0.25 x 44 PHLX FLOOR - OPENING 52WeekLow Vega=$17k PFE=26.18 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 SVC Mar24 7.5 Calls $0.70 (CboeTheo=0.74) ASK [MULTI] 11:09:18.460 IV=34.2% +0.5 BXO 9 x $0.65 - $0.70 x 50 BOX
Delta=67%, EST. IMPACT = 33k Shares ($262k) To Buy SVC=7.88 Ref - >>9385 ORCL Mar24 90.0 Puts $1.23 (CboeTheo=1.24) ASK PHLX 11:09:52.482 IV=28.5% -0.1 BZX 4 x $0.91 - $1.29 x 30 BOX AUCTION - OPENING SSR Vega=$115k ORCL=102.27 Ref
- SWEEP DETECTED:
>>9999 ORCL Mar24 90.0 Puts $1.231 (CboeTheo=1.26) Below Bid! [MULTI] 11:09:51.723 IV=28.4% -0.2 AMEX 66 x $1.24 - $1.28 x 25 BOX ISO - OPENING SSR Vega=$124k ORCL=102.13 Ref - >>2250 CRM Jan24 270 Calls $2.61 (CboeTheo=2.57) ASK BOX 11:10:27.523 IV=20.1% -0.1 EDGX 36 x $2.56 - $2.61 x 12 NOM SPREAD/FLOOR Vega=$62k CRM=257.30 Ref
- >>3000 BAC Jan24 30.0 Puts $0.51 (CboeTheo=0.51) BID CBOE 11:11:29.562 IV=24.1% +0.3 EMLD 674 x $0.51 - $0.52 x 2570 EMLD TIED/FLOOR Vega=$11k BAC=30.84 Ref
- >>3000 BAC Jan24 30.0 Calls $1.55 (CboeTheo=1.54) ASK CBOE 11:11:29.586 IV=24.4% +0.6 EMLD 352 x $1.53 - $1.55 x 263 EMLD TIED/FLOOR Vega=$11k BAC=30.84 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 563 LQDA Jan24 7.5 Calls $0.65 (CboeTheo=0.65) ASK [MULTI] 11:11:30.568 IV=91.2% -14.9 BOX 45 x $0.60 - $0.65 x 50 ARCA
Delta=48%, EST. IMPACT = 27k Shares ($191k) To Buy LQDA=7.08 Ref - >>3000 SNAP Mar24 13.0 Puts $0.61 (CboeTheo=0.61) BID PHLX 11:12:21.633 IV=60.8% +0.5 MPRL 36 x $0.61 - $0.62 x 374 C2 TIED/FLOOR - OPENING 52WeekHigh Vega=$6673 SNAP=15.96 Ref
- SWEEP DETECTED:
>>3483 LYFT Feb24 10.0 Puts $0.25 (CboeTheo=0.25) BID [MULTI] 11:12:28.787 IV=75.6% +0.9 EMLD 158 x $0.25 - $0.26 x 860 GEMX Vega=$3726 LYFT=14.12 Ref - SPLIT TICKET:
>>1931 SPX Mar24 3750 Puts $6.90 (CboeTheo=6.79) MID [CBOE] 11:13:12.703 IV=24.7% +0.3 CBOE 1250 x $6.80 - $7.00 x 3235 CBOE FLOOR Vega=$326k SPX=4705.11 Fwd - SWEEP DETECTED:
>>2073 MSFT Dec23 22nd 375 Puts $5.00 (CboeTheo=4.94) ASK [MULTI] 11:13:22.763 IV=19.5% +2.0 MPRL 48 x $4.90 - $5.00 x 430 CBOE OPENING Vega=$49k MSFT=373.68 Ref - >>2500 SHOP Jun24 75.0 Calls $10.05 (CboeTheo=10.01) ASK BOX 11:13:33.376 IV=47.7% +0.3 CBOE 47 x $9.95 - $10.05 x 49 EDGX SPREAD/CROSS - OPENING Vega=$52k SHOP=72.91 Ref
- >>2500 SHOP Jun24 105 Calls $2.26 (CboeTheo=2.30) BID BOX 11:13:33.376 IV=45.4% -0.1 EMLD 30 x $2.26 - $2.30 x 19 EDGX SPREAD/CROSS Vega=$37k SHOP=72.91 Ref
- >>2500 DM May24 1.0 Puts $0.45 (CboeTheo=0.44) ASK ISE 11:14:46.444 IV=114.8% +11.9 NOM 500 x $0.40 - $0.45 x 1364 AMEX SPREAD/CROSS/TIED Vega=$402 DM=0.65 Ref
- SPLIT TICKET:
>>1200 SPX Jun24 5200 Calls $22.80 (CboeTheo=22.88) BID [CBOE] 11:14:57.560 IV=10.6% +0.0 CBOE 531 x $22.60 - $23.10 x 605 CBOE LATE Vega=$909k SPX=4757.45 Fwd - SPLIT TICKET:
>>2400 SPX Jun24 3800 Puts $25.70 (CboeTheo=25.74) MID [CBOE] 11:14:57.560 IV=22.5% +0.2 CBOE 251 x $25.60 - $25.80 x 1 CBOE LATE Vega=$1.15m SPX=4757.45 Fwd - SWEEP DETECTED:
>>2974 AAL Jan24 12th 13.5 Puts $0.44 (CboeTheo=0.43) ASK [MULTI] 11:15:40.838 IV=37.4% +0.6 BZX 100 x $0.42 - $0.44 x 367 AMEX OPENING Vega=$4534 AAL=13.76 Ref - >>1000 VIX Dec23 20th 12.5 Puts $0.56 (CboeTheo=0.53) ASK CBOE 11:15:56.776 IV=79.8% +4.2 CBOE 3984 x $0.52 - $0.57 x 26k CBOE FLOOR Vega=$685 VIX=12.47 Fwd
- >>1000 VIX Dec23 20th 12.5 Puts $0.56 (CboeTheo=0.53) ASK CBOE 11:15:56.776 IV=79.8% +4.2 CBOE 3984 x $0.52 - $0.57 x 26k CBOE FLOOR Vega=$685 VIX=12.47 Fwd
- >>1000 VIX Dec23 20th 12.5 Puts $0.56 (CboeTheo=0.53) ASK CBOE 11:15:56.776 IV=79.8% +4.2 CBOE 3984 x $0.52 - $0.57 x 26k CBOE FLOOR Vega=$685 VIX=12.47 Fwd
- SPLIT TICKET:
>>4000 VIX Dec23 20th 12.5 Puts $0.56 (CboeTheo=0.53) ASK [CBOE] 11:15:56.776 IV=79.8% +4.2 CBOE 3984 x $0.52 - $0.57 x 26k CBOE FLOOR Vega=$2738 VIX=12.47 Fwd - SWEEP DETECTED:
>>2570 BABA Dec23 22nd 74.0 Calls $0.28 (CboeTheo=0.30) BID [MULTI] 11:17:54.256 IV=33.8% +1.4 MPRL 301 x $0.28 - $0.30 x 276 MPRL Vega=$6572 BABA=70.42 Ref - SWEEP DETECTED:
>>2500 GT Jan24 15.0 Calls $0.15 (CboeTheo=0.22) BID [MULTI] 11:18:07.124 IV=28.1% -3.0 BOX 1745 x $0.15 - $0.20 x 105 EMLD Vega=$3315 GT=13.87 Ref - SWEEP DETECTED:
>>2000 PFE Mar24 27.5 Calls $0.851 (CboeTheo=0.85) MID [MULTI] 11:18:22.464 IV=26.7% -1.0 EMLD 14 x $0.84 - $0.85 x 235 AMEX OPENING 52WeekLow Vega=$9917 PFE=26.09 Ref - >>1000 XSP Dec23 389 Puts $0.02 (CboeTheo=0.02) BID CBOE 11:19:53.419 IV=82.7% +13.7 CBOE 569 x $0.02 - $0.03 x 1650 CBOE Vega=$268 XSP=465.41 Fwd
- SPLIT TICKET:
>>1569 XSP Dec23 389 Puts $0.02 (CboeTheo=0.02) BID [CBOE] 11:19:53.419 IV=82.7% +13.7 CBOE 569 x $0.02 - $0.03 x 1650 CBOE Vega=$420 XSP=465.41 Fwd - >>2000 KVUE Dec23 19.0 Puts $0.02 (CboeTheo=0.03) MID BOX 11:21:06.026 IV=66.2% -3.3 MRX 0 x $0.00 - $0.05 x 678 PHLX SPREAD/FLOOR Vega=$312 KVUE=20.70 Ref
- >>2000 KVUE Dec23 19.5 Puts $0.03 (CboeTheo=0.05) ASK BOX 11:21:06.026 IV=54.5% -3.6 MRX 0 x $0.00 - $0.04 x 417 PHLX SPREAD/FLOOR Vega=$466 KVUE=20.70 Ref
- SWEEP DETECTED:
>>2213 AAPL Feb24 190 Puts $3.80 (CboeTheo=3.76) ASK [MULTI] 11:21:49.553 IV=21.5% +0.5 EDGX 432 x $3.75 - $3.80 x 304 MIAX Vega=$65k AAPL=196.03 Ref - >>2500 META Feb24 300 Calls $44.70 (CboeTheo=44.74) BID AMEX 11:23:18.191 IV=38.3% +0.2 MPRL 33 x $44.70 - $44.90 x 116 EDGX CROSS Vega=$101k META=334.63 Ref
- SWEEP DETECTED:
>>2520 META Feb24 300 Calls $44.70 (CboeTheo=44.74) MID [MULTI] 11:23:18.061 IV=38.3% +0.2 BZX 122 x $44.70 - $44.70 x 20 EMLD Vega=$102k META=334.63 Ref - SPLIT TICKET:
>>1200 SPXW Dec23 13th 4600 Puts $0.70 (CboeTheo=0.65) ASK [CBOE] 11:23:31.163 IV=30.3% +15.8 CBOE 106 x $0.65 - $0.70 x 1153 CBOE ISO Vega=$14k SPX=4652.25 Fwd - SPLIT TICKET:
>>3000 UEC Dec23 6.0 Calls $0.13 (CboeTheo=0.13) MID [PHLX] 11:23:57.790 IV=69.4% -48.7 NOM 25 x $0.10 - $0.15 x 934 PHLX FLOOR - OPENING SSR Vega=$546 UEC=5.94 Ref - >>5160 AAPL Dec23 22nd 185 Calls $11.20 (CboeTheo=11.23) BID BOX 11:25:41.547 IV=20.1% +0.8 CBOE 58 x $11.15 - $11.30 x 60 MEMX COB Vega=$13k AAPL=195.78 Ref
- >>5160 AAPL Dec23 185 Calls $10.90 (CboeTheo=10.93) BID BOX 11:25:41.547 IV=23.7% -3.5 CBOE 44 x $10.90 - $11.00 x 226 MIAX COB Vega=$293 AAPL=195.78 Ref
- SPLIT TICKET:
>>2190 VIX Feb24 14th 13.0 Puts $0.49 (CboeTheo=0.50) BID [CBOE] 11:26:59.531 IV=58.4% +0.6 CBOE 1534 x $0.49 - $0.52 x 13k CBOE OPENING Vega=$3988 VIX=15.37 Fwd - >>2000 RIOT Jan24 15.0 Calls $1.60 (CboeTheo=1.61) MID BOX 11:27:34.911 IV=102.1% +1.4 MIAX 141 x $1.58 - $1.62 x 26 MPRL SPREAD/FLOOR Vega=$3641 RIOT=14.30 Ref
- >>2000 RIOT Dec23 11.0 Calls $3.35 (CboeTheo=3.32) ASK BOX 11:27:34.911 IV=201.6% +66.1 PHLX 150 x $3.25 - $3.35 x 77 BZX SPREAD/FLOOR Vega=$191 RIOT=14.30 Ref
- >>9000 KVUE Feb24 17.5 Puts $0.33 (CboeTheo=0.32) ASK PHLX 11:27:51.457 IV=44.1% +0.9 PHLX 349 x $0.29 - $0.34 x 372 EMLD SPREAD/CROSS/TIED Vega=$19k KVUE=20.73 Ref
- >>9000 KVUE Feb24 20.0 Puts $1.02 (CboeTheo=1.00) MID PHLX 11:27:51.457 IV=40.9% +1.4 EDGX 7 x $1.00 - $1.03 x 7 ARCA SPREAD/CROSS/TIED Vega=$30k KVUE=20.73 Ref
- SPLIT TICKET:
>>1600 SPX Jan24 4700 Calls $47.15 (CboeTheo=47.40) Below Bid! [CBOE] 11:28:17.612 IV=9.9% +0.0 CBOE 517 x $47.20 - $47.70 x 162 CBOE LATE Vega=$934k SPX=4675.25 Fwd - >>4000 SNAP Apr24 14.0 Calls $3.40 (CboeTheo=3.36) ASK BOX 11:28:27.484 IV=58.9% +1.7 C2 347 x $3.35 - $3.40 x 373 CBOE FLOOR 52WeekHigh Vega=$13k SNAP=16.00 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3000 GSM Jan24 6.0 Calls $0.50 (CboeTheo=0.46) ASK [MULTI] 11:28:29.495 IV=48.7% +9.8 PHLX 584 x $0.40 - $0.50 x 271 ISE OPENING
Delta=62%, EST. IMPACT = 187k Shares ($1.16m) To Buy GSM=6.21 Ref - SPLIT TICKET:
>>1450 SPXW Dec23 13th 4735 Calls $0.10 (CboeTheo=0.11) BID [CBOE] 11:28:41.501 IV=32.7% +16.9 CBOE 975 x $0.10 - $0.15 x 2288 CBOE Vega=$3966 SPX=4652.34 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 1400 GSM Jan24 6.0 Calls $0.55 (CboeTheo=0.48) ASK [MULTI] 11:30:38.835 IV=52.9% +14.0 PHLX 140 x $0.45 - $0.55 x 1528 PHLX OPENING 52WeekHigh
Delta=63%, EST. IMPACT = 88k Shares ($549k) To Buy GSM=6.24 Ref - >>3000 MO Jan24 40.0 Puts $0.49 (CboeTheo=0.49) MID PHLX 11:30:47.668 IV=13.6% -0.1 EMLD 268 x $0.48 - $0.51 x 87 EMLD SPREAD/CROSS/TIED Vega=$15k MO=41.24 Ref
- >>2000 EMR Dec23 92.5 Calls $0.17 (CboeTheo=0.22) BID ARCA 11:31:00.529 IV=21.3% -0.3 PHLX 92 x $0.15 - $0.25 x 504 PHLX SPREAD/FLOOR Vega=$4065 EMR=91.16 Ref
- >>2000 EMR Jan24 92.5 Calls $1.60 (CboeTheo=1.50) ASK ARCA 11:31:00.528 IV=16.8% +1.7 NOM 15 x $1.50 - $1.60 x 409 PHLX SPREAD/FLOOR Vega=$23k EMR=91.16 Ref
- >>3800 KO Dec23 58.0 Calls $1.62 (CboeTheo=1.64) BID BOX 11:32:11.183 BOX 26 x $1.62 - $1.68 x 12 BZX FLOOR - OPENING Vega=$0 KO=59.60 Ref
- >>9365 VIX Dec23 20th 13.0 Puts $0.93 (CboeTheo=0.92) ASK CBOE 11:34:17.947 IV=86.0% +4.9 CBOE 4409 x $0.89 - $0.94 x 16k CBOE AUCTION Vega=$6065 VIX=12.43 Fwd
- SPLIT TICKET:
>>10000 VIX Dec23 20th 13.0 Puts $0.93 (CboeTheo=0.92) ASK [CBOE] 11:34:17.947 IV=86.0% +4.9 CBOE 4409 x $0.89 - $0.94 x 16k CBOE AUCTION Vega=$6476 VIX=12.43 Fwd - >>5000 PFE Feb24 23.0 Puts $0.29 (CboeTheo=0.27) ASK BOX 11:35:00.594 IV=31.6% -2.5 MPRL 162 x $0.27 - $0.29 x 263 EDGX SPREAD/FLOOR - OPENING 52WeekLow Vega=$13k PFE=26.25 Ref
- >>5000 PFE Feb24 24.0 Puts $0.45 (CboeTheo=0.45) BID BOX 11:35:00.594 IV=29.4% -2.9 PHLX 94 x $0.45 - $0.47 x 464 CBOE SPREAD/FLOOR - OPENING 52WeekLow Vega=$17k PFE=26.25 Ref
- >>5000 PFE Feb24 34.0 Calls $0.04 (CboeTheo=0.04) ASK BOX 11:35:00.594 IV=32.0% +3.4 EMLD 952 x $0.03 - $0.04 x 1312 C2 SPREAD/FLOOR - OPENING 52WeekLow Vega=$4047 PFE=26.25 Ref
- >>5000 PFE Feb24 29.0 Calls $0.30 (CboeTheo=0.31) MID BOX 11:35:00.594 IV=26.4% -1.5 PHLX 2001 x $0.29 - $0.32 x 322 EMLD SPREAD/FLOOR - OPENING 52WeekLow Vega=$16k PFE=26.25 Ref
- >>2400 X Dec23 36.0 Calls $2.09 (CboeTheo=2.19) BID BOX 11:37:28.287 PHLX 392 x $2.01 - $2.21 x 123 EDGX FLOOR 52WeekHigh Vega=$0 X=38.09 Ref
- >>10000 VIX Dec23 20th 29.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 11:38:45.059 IV=260.9% +18.3 CBOE 0 x $0.00 - $0.03 x 18k CBOE FLOOR Vega=$628 VIX=12.43 Fwd
- >>Unusual Volume JMIA - 5x market weighted volume: 9794 = 24.1k projected vs 4311 adv, 78% puts, 11% of OI [JMIA 3.25 -0.10 Ref, IV=69.1% -1.5]
- >>2000 AI Dec23 32.5 Puts $5.35 (CboeTheo=5.35) MID ARCA 11:39:19.885 IV=111.4% +20.9 NOM 4 x $5.30 - $5.40 x 22 MIAX FLOOR Vega=$218 AI=27.19 Ref
- SPLIT TICKET:
>>1500 SPXW Dec23 29th 3835 Puts $0.55 (CboeTheo=0.52) MID [CBOE] 11:40:07.353 IV=36.5% +1.3 CBOE 2350 x $0.50 - $0.60 x 2024 CBOE FLOOR - OPENING Vega=$22k SPX=4661.76 Fwd - >>2700 PARA Jan24 17.5 Calls $0.39 (CboeTheo=0.41) BID PHLX 11:41:15.352 IV=63.5% +0.3 EDGX 254 x $0.38 - $0.42 x 300 PHLX SPREAD/CROSS/TIED ExDiv Vega=$4008 PARA=14.84 Ref
- >>5000 KVUE Feb24 25.0 Calls $0.22 (CboeTheo=0.25) BID PHLX 11:44:52.896 IV=37.2% -1.1 C2 68 x $0.22 - $0.24 x 5 EDGX SPREAD/CROSS/TIED Vega=$9989 KVUE=20.71 Ref
- >>Market Color CLF - Bullish option flow detected in Cleveland-Cliffs (17.59 +0.33) with 25,213 calls trading (3x expected) and implied vol increasing almost 2 points to 38.10%. . The Put/Call Ratio is 0.41. Earnings are expected on 02/12. [CLF 17.59 +0.33 Ref, IV=38.1% +1.8] #Bullish
- >>2250 AAPL Sep24 160 Puts $3.45 (CboeTheo=3.40) ASK BOX 11:45:14.639 IV=27.2% +0.2 MIAX 267 x $3.35 - $3.45 x 32 GEMX SPREAD/CROSS Vega=$85k AAPL=196.07 Ref
- >>4500 TSLA Dec23 240 Calls $0.86 (CboeTheo=0.85) ASK AMEX 11:46:41.181 IV=54.8% +9.0 C2 309 x $0.85 - $0.86 x 72 C2 SPREAD/CROSS Vega=$20k TSLA=230.03 Ref
- >>4500 TSLA Dec23 240 Puts $10.66 (CboeTheo=10.70) BID AMEX 11:46:41.181 IV=53.8% +7.6 EDGX 74 x $10.60 - $10.75 x 28 BOX SPREAD/CROSS Vega=$20k TSLA=230.03 Ref
- >>10000 VIX Dec23 20th 29.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 11:47:12.973 IV=261.0% +18.4 CBOE 0 x $0.00 - $0.03 x 18k CBOE LATE Vega=$628 VIX=12.43 Fwd
- >>Unusual Volume ETSY - 3x market weighted volume: 27.8k = 66.2k projected vs 22.1k adv, 59% calls, 10% of OI [ETSY 81.81 -4.00 Ref, IV=45.1% +2.1]
- >>8000 FTCH Jan25 0.5 Puts $0.25 (CboeTheo=0.17) ASK ARCA 11:50:45.979 IV=164.3% +44.3 EMLD 0 x $0.00 - $0.30 x 356 PHLX FLOOR - OPENING SSR Vega=$1332 FTCH=0.68 Ref
- >>2000 FTCH Jan25 0.5 Puts $0.30 (CboeTheo=0.17) Above Ask! ARCA 11:50:45.981 IV=196.4% +76.4 EMLD 0 x $0.00 - $0.25 x 51 ARCA FLOOR - OPENING SSR Vega=$288 FTCH=0.68 Ref
- SPLIT TICKET:
>>10000 FTCH Jan25 0.5 Puts $0.26 (CboeTheo=0.17) ASK [ARCA] 11:50:45.979 IV=164.3% +44.3 EMLD 0 x $0.00 - $0.30 x 356 PHLX FLOOR - OPENING SSR Vega=$1665 FTCH=0.68 Ref - SWEEP DETECTED:
>>5947 BAC Dec23 22nd 31.5 Calls $0.18 (CboeTheo=0.19) BID [MULTI] 11:50:52.156 IV=20.0% -0.9 EMLD 3503 x $0.18 - $0.19 x 3615 EMLD OPENING Vega=$10k BAC=30.89 Ref - >>3300 META Jan25 550 Calls $7.75 (CboeTheo=7.84) BID PHLX 11:51:40.660 IV=34.0% +0.1 ARCA 35 x $7.75 - $7.90 x 25 ARCA SPREAD/CROSS/TIED Vega=$272k META=334.50 Ref
- SPLIT TICKET:
>>1072 SPXW Dec23 20th 3850 Puts $0.25 (CboeTheo=0.23) ASK [CBOE] 11:53:38.934 IV=49.2% +3.6 CBOE 762 x $0.20 - $0.25 x 283 CBOE Vega=$6057 SPX=4653.48 Fwd - SPLIT TICKET:
>>1633 VIX Dec23 20th 16.0 Calls $0.10 (CboeTheo=0.09) BID [CBOE] 11:53:45.341 IV=133.9% +9.8 CBOE 4355 x $0.10 - $0.11 x 9858 CBOE Vega=$492 VIX=12.43 Fwd - >>7000 JMIA Jan24 2.5 Puts $0.10 (CboeTheo=0.06) ASK ARCA 11:53:53.986 IV=99.4% +15.9 EMLD 268 x $0.03 - $0.10 x 3135 PHLX CROSS - OPENING Vega=$1765 JMIA=3.25 Ref
- >>1000 VIX Dec23 20th 16.0 Calls $0.10 (CboeTheo=0.09) BID CBOE 11:54:00.226 IV=133.9% +9.8 CBOE 2355 x $0.10 - $0.11 x 9722 CBOE Vega=$301 VIX=12.43 Fwd
- >>7500 F Jan24 10.0 Puts $0.10 (CboeTheo=0.11) ASK AMEX 11:54:09.504 IV=30.4% -4.2 EMLD 6103 x $0.09 - $0.10 x 8760 EMLD FLOOR Vega=$6676 F=10.87 Ref
- >>5000 GM Jan24 30.0 Puts $0.18 (CboeTheo=0.19) BID AMEX 11:54:12.553 IV=28.5% -1.3 C2 1892 x $0.18 - $0.20 x 1724 C2 SPREAD/CROSS Vega=$11k GM=33.09 Ref
- >>5000 GM Jan24 30.0 Calls $3.46 (CboeTheo=3.47) ASK AMEX 11:54:12.553 IV=28.4% -1.4 PHLX 426 x $3.40 - $3.50 x 195 EMLD SPREAD/CROSS Vega=$11k GM=33.09 Ref
- >>2000 VIX Dec23 20th 16.0 Calls $0.10 (CboeTheo=0.09) MID CBOE 11:54:48.003 IV=133.9% +9.8 CBOE 328 x $0.09 - $0.11 x 14k CBOE Vega=$603 VIX=12.43 Fwd
- >>2000 BA Jan24 275 Calls $1.00 (CboeTheo=1.02) BID ARCA 11:55:11.953 IV=23.5% -0.5 ARCA 8 x $1.00 - $1.05 x 157 AMEX SPREAD/CROSS - OPENING 52WeekHigh Vega=$32k BA=248.99 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 26th 4125 Puts $0.70 (CboeTheo=0.66) MID [CBOE] 11:55:32.792 IV=27.2% +1.3 CBOE 875 x $0.65 - $0.75 x 1936 CBOE FLOOR - OPENING Vega=$23k SPX=4657.36 Fwd - SWEEP DETECTED:
>>2000 UNP Jan24 255 Calls $0.35 (CboeTheo=0.40) ASK [MULTI] 11:56:56.729 IV=17.8% -0.9 EDGX 201 x $0.20 - $0.35 x 400 PHLX ISO Vega=$20k UNP=231.84 Ref - >>2500 AAPL Jan25 140 Puts $2.78 (CboeTheo=2.77) ASK BOX 11:58:48.255 IV=30.3% +0.0 BZX 74 x $2.74 - $2.78 x 107 EMLD SPREAD/CROSS Vega=$82k AAPL=195.94 Ref
- SWEEP DETECTED:
>>5000 AAPL Dec23 29th 185 Puts $0.248 (CboeTheo=0.24) Above Ask! [MULTI] 11:59:06.021 IV=19.5% +1.6 EMLD 1273 x $0.23 - $0.24 x 193 EMLD Vega=$28k AAPL=195.99 Ref - >>Market Color CARR - Bearish flow noted in Carrier Global (54.64 -1.69) with 2,694 puts trading, or 1.5x expected. The Put/Call Ratio is 7.32, while ATM IV is up over 1 point on the day. Earnings are expected on 02/05. [CARR 54.64 -1.69 Ref, IV=27.0% +1.1] #Bearish
- SWEEP DETECTED:
>>2993 C Jan24 52.5 Calls $0.35 (CboeTheo=0.36) BID [MULTI] 12:00:44.675 IV=25.5% -0.1 C2 603 x $0.35 - $0.36 x 1482 C2 Vega=$12k C=48.15 Ref - SWEEP DETECTED:
>>2196 KVUE Dec23 22.0 Calls $0.06 (CboeTheo=0.04) ASK [MULTI] 12:01:13.614 IV=65.7% +13.7 NOM 0 x $0.00 - $0.06 x 498 PHLX Vega=$707 KVUE=20.68 Ref - SWEEP DETECTED:
>>2491 F Dec23 22nd 11.5 Calls $0.03 (CboeTheo=0.05) BID [MULTI] 12:01:27.116 IV=29.6% +2.0 C2 2762 x $0.03 - $0.04 x 8210 C2 Vega=$888 F=10.86 Ref - SWEEP DETECTED:
>>2606 PDD Dec23 22nd 152.5 Calls $1.228 (CboeTheo=1.32) Below Bid! [MULTI] 12:04:32.481 IV=34.1% -0.8 MRX 82 x $1.28 - $1.34 x 107 EDGX OPENING Vega=$20k PDD=147.10 Ref - >>Unusual Volume PG - 3x market weighted volume: 20.2k = 44.6k projected vs 13.5k adv, 64% puts, 7% of OI [PG 147.57 +1.64 Ref, IV=12.3% -0.2]
- SWEEP DETECTED:
>>Bullish Delta Impact 4000 DOMO Feb24 7.0 Puts $0.158 (CboeTheo=0.25) BID [MULTI] 12:06:45.385 IV=59.3% -7.2 BOX 316 x $0.15 - $0.25 x 190 PHLX AUCTION - OPENING
Delta=-14%, EST. IMPACT = 55k Shares ($484k) To Buy DOMO=8.83 Ref - SWEEP DETECTED:
>>2000 CGC Jan24 0.5 Calls $0.071 (CboeTheo=0.09) Below Bid! [MULTI] 12:06:53.548 IV=141.4% -6.8 ARCA 5 x $0.08 - $0.10 x 637 AMEX SSR Vega=$124 CGC=0.51 Ref - SWEEP DETECTED:
>>2499 AAL Feb24 12.0 Puts $0.29 (CboeTheo=0.28) ASK [MULTI] 12:07:29.057 IV=43.2% +0.3 BOX 202 x $0.27 - $0.29 x 281 C2 Vega=$3987 AAL=13.71 Ref - SWEEP DETECTED:
>>2499 CARR Dec23 52.5 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 12:08:19.975 IV=48.2% -6.8 EDGX 661 x $0.05 - $0.15 x 386 EDGX ISO Vega=$2400 CARR=54.58 Ref - >>2000 NEM Jan24 50.0 Calls $0.05 (CboeTheo=0.05) ASK AMEX 12:10:42.132 IV=41.9% -1.6 EDGX 250 x $0.04 - $0.05 x 1 ARCA AUCTION Vega=$1593 NEM=38.09 Ref
- SPLIT TICKET:
>>4400 SPXW Jan24 3rd 3850 Puts $0.75 (CboeTheo=0.68) MID [CBOE] 12:12:27.755 IV=32.5% +1.2 CBOE 873 x $0.70 - $0.80 x 1352 CBOE FLOOR - OPENING Vega=$96k SPX=4662.23 Fwd - >>5574 F Jan24 10.0 Puts $0.10 (CboeTheo=0.11) ASK BOX 12:12:57.550 IV=30.3% -4.4 C2 8362 x $0.09 - $0.10 x 7919 C2 AUCTION Vega=$4970 F=10.86 Ref
- SWEEP DETECTED:
>>7500 F Jan24 10.0 Puts $0.10 (CboeTheo=0.11) ASK [MULTI] 12:12:57.550 IV=30.3% -4.4 C2 8362 x $0.09 - $0.10 x 7919 C2 AUCTION Vega=$6687 F=10.86 Ref - >>Market Color .SPX - S&P500 index option volume at midday totals 1121577 contracts as the index trades near $4647.37 (3.67). Front term atm implied vols are near 10.5% and the CBOE VIX is currently near 12.33 (0.26).
- >>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 5 to 2 and 468562 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Occidental Petroleum(OXY), Devon Energy(DVN). The sector ETF, XLE is little changed -0.075 to 81.125 with 30 day implied volatility relatively flat at 19.9% #sector
- >>Market Color WW - Bullish option flow detected in Weight Watchers (6.65 -0.21) with 5,870 calls trading (2x expected) and implied vol increasing over 8 points to 109.73%. . The Put/Call Ratio is 0.36. Earnings are expected on 03/07. [WW 6.65 -0.21 Ref, IV=109.7% +8.4] #Bullish
- >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 2 to 1 and 1152736 contracts trading marketwide. Most actives include Marathon Patent Group(MARA), Coinbase(COIN), Bank of America(BAC). The sector ETF, XLF is little changed 0.015 to 36.625 with 30 day implied volatility relatively flat at 12.2% #sector
- >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 9 to 4 and 4267533 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Advanced Micro Devices(AMD). The sector ETF, XLK is up 0.315 to 189.855 with 30 day implied volatility relatively flat at 14.8% #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively light today, with calls leading puts 8 to 5 and 2954800 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is down -1.095 to 173.095 with 30 day implied volatility relatively flat at 16.2% #sector
- >>Market Color @HLTH - Health Care sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 944639 contracts trading marketwide. Most actives include Pfizer(PFE), Moderna(MRNA), Eli Lilly(LLY). The sector ETF, XLV is up 0.755 to 134.265 with 30 day implied volatility relatively flat at 11.0% #sector
- >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 370101 contracts trading marketwide. Most actives include US Steel(X), Cleveland-Cliffs(CLF), Freeport McMoRan(FCX). The sector ETF, XLB is down -0.765 to 82.225 with 30 day implied volatility relatively flat at 13.0% #sector
- >>4000 MQ Feb24 7.0 Calls $0.21 (CboeTheo=0.22) BID AMEX 12:15:54.229 IV=44.3% -1.0 EDGX 224 x $0.20 - $0.25 x 272 PHLX CROSS - OPENING Vega=$3715 MQ=6.21 Ref
- SPLIT TICKET:
>>1000 NANOS Dec23 20th 461 Calls $5.04 (CboeTheo=5.03) MID [CBOE] 12:17:47.479 IV=10.6% +0.9 CBOE 1000 x $4.94 - $0.00 x 0 OPENING 52WeekHigh Vega=$225 NANOS=464.80 Fwd - SWEEP DETECTED:
>>3040 C Dec23 48.5 Calls $0.28 (CboeTheo=0.27) ASK [MULTI] 12:17:56.863 IV=30.5% +1.7 MPRL 8 x $0.27 - $0.28 x 661 C2 ISO Vega=$4255 C=48.06 Ref - >>Unusual Volume IOVA - 3x market weighted volume: 9307 = 19.8k projected vs 6585 adv, 97% calls, 4% of OI [IOVA 6.67 +0.28 Ref, IV=101.6% +4.3]
- >>2000 MQ Feb24 7.0 Calls $0.21 (CboeTheo=0.22) BID AMEX 12:18:42.367 IV=44.3% -1.0 EDGX 243 x $0.20 - $0.25 x 113 PHLX LATE - OPENING Vega=$1857 MQ=6.21 Ref
- SWEEP DETECTED:
>>2000 PFE Jun24 30.0 Calls $0.82 (CboeTheo=0.80) ASK [MULTI] 12:19:12.824 IV=26.6% +0.2 BZX 207 x $0.80 - $0.82 x 319 AMEX 52WeekLow Vega=$13k PFE=26.43 Ref - >>2300 TSLA Jan24 230 Calls $14.05 (CboeTheo=14.01) ASK PHLX 12:19:45.123 IV=44.3% +1.2 PHLX 41 x $13.95 - $14.10 x 522 PHLX SPREAD/FLOOR Vega=$67k TSLA=230.71 Ref
- >>2300 TSLA Jan24 230 Puts $11.95 (CboeTheo=11.95) MID PHLX 12:19:45.123 IV=44.1% +1.0 EDGX 204 x $11.90 - $12.00 x 491 EDGX SPREAD/FLOOR Vega=$67k TSLA=230.71 Ref
- >>2300 TSLA Dec23 230 Puts $3.40 (CboeTheo=3.44) BID PHLX 12:19:45.123 IV=53.7% +6.2 BXO 1 x $3.40 - $3.45 x 491 EDGX SPREAD/FLOOR Vega=$16k TSLA=230.71 Ref
- >>2300 TSLA Dec23 230 Calls $4.30 (CboeTheo=4.30) ASK PHLX 12:19:45.123 IV=54.3% +7.2 EDGX 351 x $4.25 - $4.30 x 20 EMLD SPREAD/FLOOR Vega=$16k TSLA=230.71 Ref
- >>8666 PG Feb24 140 Puts $1.38 (CboeTheo=1.42) BID AMEX 12:21:14.475 IV=17.5% +0.1 NOM 2 x $1.38 - $1.41 x 56 EDGX FLOOR - OPENING Vega=$160k PG=147.57 Ref
- SWEEP DETECTED:
>>2277 PFE Jun24 30.0 Calls $0.81 (CboeTheo=0.79) ASK [MULTI] 12:21:53.024 IV=26.8% +0.4 BXO 10 x $0.76 - $0.81 x 10 BXO 52WeekLow Vega=$15k PFE=26.34 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1063 OPI Mar24 5.0 Puts $0.40 (CboeTheo=0.32) ASK [MULTI] 12:22:12.771 IV=65.6% +9.2 ARCA 24 x $0.30 - $0.40 x 39 BZX OPENING
Delta=-29%, EST. IMPACT = 31k Shares ($180k) To Sell OPI=5.84 Ref - >>Unusual Volume W - 3x market weighted volume: 37.4k = 78.3k projected vs 22.5k adv, 52% calls, 10% of OI [W 50.76 -1.30 Ref, IV=67.8% +1.4]
- SWEEP DETECTED:
>>2091 HOOD Feb24 12.0 Calls $0.86 (CboeTheo=0.83) ASK [MULTI] 12:24:18.067 IV=60.7% +1.2 BZX 8 x $0.84 - $0.86 x 231 EMLD Vega=$3920 HOOD=11.18 Ref - SWEEP DETECTED:
>>2013 BAC Dec23 31.0 Calls $0.18 (CboeTheo=0.19) BID [MULTI] 12:25:59.405 IV=24.6% +0.5 C2 6017 x $0.18 - $0.19 x 354 C2 Vega=$1879 BAC=30.86 Ref - SWEEP DETECTED:
>>2717 PFE Jun24 35.0 Calls $0.21 (CboeTheo=0.21) ASK [MULTI] 12:26:17.758 IV=27.4% +1.2 NOM 63 x $0.20 - $0.21 x 45 NOM 52WeekLow Vega=$8887 PFE=26.43 Ref - >>21238 AMD Dec23 95.0 Calls $42.16 (CboeTheo=42.28) BID BOX 12:27:25.832 BOX 24 x $42.15 - $42.30 x 40 BZX SPREAD/CROSS Vega=$0 AMD=137.21 Ref
- >>21238 AMD Dec23 95.0 Puts $0.01 ASK BOX 12:27:25.832 IV=169.4% +44.6 BZX 0 x $0.00 - $0.01 x 414 MIAX SPREAD/CROSS Vega=$1378 AMD=137.21 Ref
- SWEEP DETECTED:
>>5533 PFE Jun24 35.0 Calls $0.219 (CboeTheo=0.21) MID [MULTI] 12:27:25.465 IV=27.6% +1.5 NOM 90 x $0.20 - $0.22 x 148 EMLD 52WeekLow Vega=$19k PFE=26.45 Ref - >>20000 CCJ Dec23 29th 52.0 Calls $0.14 (CboeTheo=0.14) MID ISE 12:30:02.407 IV=44.3% +0.4 C2 53 x $0.13 - $0.16 x 17 C2 AUCTION - OPENING Vega=$28k CCJ=45.22 Ref
- SWEEP DETECTED:
>>2500 DKNG Dec23 38.0 Calls $0.106 (CboeTheo=0.11) MID [MULTI] 12:31:40.826 IV=51.8% +3.2 EMLD 862 x $0.11 - $0.12 x 547 EMLD ISO Vega=$1647 DKNG=36.41 Ref - >>4000 BAC Jan24 33.0 Calls $0.26 (CboeTheo=0.26) BID AMEX 12:34:24.444 IV=22.8% -0.0 EMLD 3656 x $0.26 - $0.27 x 4768 EMLD CROSS Vega=$12k BAC=30.84 Ref
- >>1000 VIX Dec23 20th 11.5 Puts $0.08 (CboeTheo=0.09) BID CBOE 12:36:38.265 IV=59.0% +2.5 CBOE 3 x $0.08 - $0.09 x 1782 CBOE FLOOR Vega=$399 VIX=12.47 Fwd
- >>2573 SPX Jan24 4400 Puts $10.00 (CboeTheo=9.99) MID CBOE 12:36:57.736 IV=14.7% +0.3 CBOE 2244 x $9.90 - $10.10 x 314 CBOE LATE Vega=$684k SPX=4671.51 Fwd
- SPLIT TICKET:
>>6473 SPX Jan24 4400 Puts $10.00 (CboeTheo=9.99) MID [CBOE] 12:36:57.676 IV=14.7% +0.3 CBOE 2573 x $9.90 - $10.10 x 314 CBOE LATE Vega=$1.72m SPX=4671.51 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1123 OPI Mar24 5.0 Puts $0.40 (CboeTheo=0.42) ASK [MULTI] 12:37:03.931 IV=63.0% +6.6 MRX 0 x $0.00 - $0.45 x 83 BOX OPENING
Delta=-30%, EST. IMPACT = 34k Shares ($196k) To Sell OPI=5.79 Ref - >>2373 CYTK Jan24 40.0 Calls $7.80 (CboeTheo=7.86) ASK PHLX 12:37:18.639 IV=215.8% -1.2 AMEX 7 x $7.40 - $7.90 x 10 PHLX SPREAD/FLOOR Vega=$10k CYTK=34.83 Ref
- >>3164 CYTK Jan24 50.0 Calls $4.00 (CboeTheo=4.36) BID PHLX 12:37:18.639 IV=183.6% -6.5 MPRL 14 x $4.00 - $4.40 x 30 PHLX SPREAD/FLOOR Vega=$13k CYTK=34.83 Ref
- >>3164 CYTK Jan24 60.0 Calls $1.80 (CboeTheo=2.09) BID PHLX 12:37:18.640 IV=162.3% -4.5 BZX 72 x $1.80 - $2.10 x 222 PHLX SPREAD/FLOOR Vega=$10k CYTK=34.83 Ref
- >>6000 W Dec23 40.0 Calls $10.76 (CboeTheo=10.78) BID AMEX 12:37:26.217 ARCA 1 x $10.75 - $10.90 x 10 BOX SPREAD/FLOOR Vega=$0 W=50.76 Ref
- >>6000 W Jan24 40.0 Puts $0.82 (CboeTheo=0.81) ASK AMEX 12:37:26.220 IV=73.8% +0.1 EDGX 343 x $0.76 - $0.82 x 107 EDGX SPREAD/FLOOR Vega=$20k W=50.76 Ref
- >>6000 W Jan24 40.0 Calls $11.79 (CboeTheo=11.81) ASK AMEX 12:37:26.221 IV=73.1% -0.7 PHLX 22 x $11.65 - $11.85 x 19 BZX SPREAD/FLOOR - OPENING Vega=$20k W=50.76 Ref
- >>6000 W Dec23 40.0 Puts $0.01 (CboeTheo=0.01) MID AMEX 12:37:26.215 IV=126.6% +7.7 MRX 0 x $0.00 - $0.03 x 8 EMLD SPREAD/FLOOR Vega=$417 W=50.76 Ref
- >>2500 SIRI Jan24 8.0 Puts $3.01 (CboeTheo=3.05) BID AMEX 12:38:47.640 IV=74.2% -24.1 BZX 55 x $2.69 - $3.50 x 55 BZX SPREAD/FLOOR - OPENING Vega=$275 SIRI=5.26 Ref
- >>2500 SIRI Jan24 8.0 Calls $0.04 (CboeTheo=0.06) ASK AMEX 12:38:47.641 IV=90.9% -7.4 EDGX 1823 x $0.01 - $0.05 x 50 EMLD SPREAD/FLOOR Vega=$546 SIRI=5.26 Ref
- >>2500 SIRI Dec23 8.0 Puts $2.78 (CboeTheo=2.77) BID AMEX 12:38:47.641 IV=304.0% +68.2 CBOE 5 x $2.75 - $2.91 x 4 MPRL SPREAD/FLOOR Vega=$96 SIRI=5.26 Ref
- >>2500 SIRI Dec23 8.0 Calls $0.01 (CboeTheo=0.01) ASK AMEX 12:38:47.641 IV=269.4% +33.6 ISE 0 x $0.00 - $0.01 x 20 GEMX SPREAD/FLOOR Vega=$62 SIRI=5.26 Ref
- >>3000 BABA Mar24 70.0 Calls $5.25 (CboeTheo=5.19) ASK PHLX 12:42:32.331 IV=36.3% +0.2 EDGX 741 x $5.15 - $5.25 x 204 EMLD SPREAD/CROSS/TIED - OPENING Vega=$42k BABA=70.25 Ref
- >>3000 BABA Mar24 90.0 Calls $0.86 (CboeTheo=0.86) BID PHLX 12:42:32.331 IV=40.1% +0.2 EMLD 10 x $0.86 - $0.87 x 65 BOX SPREAD/CROSS/TIED Vega=$23k BABA=70.25 Ref
- SPLIT TICKET:
>>1873 VIX Dec23 20th 16.0 Calls $0.11 (CboeTheo=0.10) ASK [CBOE] 12:43:09.352 IV=135.8% +11.8 CBOE 2 x $0.10 - $0.11 x 98 CBOE Vega=$593 VIX=12.47 Fwd - SWEEP DETECTED:
>>2500 CMCSA Dec23 43.5 Calls $0.14 (CboeTheo=0.16) BID [MULTI] 12:44:46.546 IV=25.0% -1.6 PHLX 1878 x $0.14 - $0.20 x 848 PHLX Vega=$2789 CMCSA=42.98 Ref - >>2000 X Dec23 35.0 Puts $0.05 (CboeTheo=0.04) ASK BOX 12:44:55.409 IV=73.2% +9.5 CBOE 5 x $0.02 - $0.05 x 16 BXO FLOOR 52WeekHigh Vega=$656 X=38.23 Ref
- >>Market Color CVE - Bullish option flow detected in Cenovus Energy (15.91 +0.16) with 11,968 calls trading (3x expected) and implied vol increasing over 1 point to 33.09%. . The Put/Call Ratio is 0.06. Earnings are expected on 02/14. ExDiv [CVE 15.91 +0.16 Ref, IV=33.1% +1.0] #Bullish
- >>2761 VIX Jan24 17th 18.0 Calls $0.65 (CboeTheo=0.65) MID CBOE 12:45:35.019 IV=96.8% -0.4 CBOE 351 x $0.64 - $0.66 x 1865 CBOE Vega=$4159 VIX=14.48 Fwd
- >>2000 GM Feb24 32.0 Puts $1.09 (CboeTheo=1.09) MID ARCA 12:47:17.953 IV=30.6% +0.6 C2 351 x $1.08 - $1.10 x 254 C2 CROSS - OPENING Vega=$10k GM=33.02 Ref
- >>5400 UPS Jan25 175 Calls $8.20 (CboeTheo=8.07) ASK BOX 12:49:52.716 IV=23.6% +0.2 ARCA 6 x $8.05 - $8.25 x 6 MIAX CROSS - OPENING Vega=$318k UPS=154.41 Ref
- >>2314 VIX Dec23 20th 21.0 Calls $0.04 (CboeTheo=0.04) MID CBOE 12:50:12.326 IV=194.0% +12.4 CBOE 1115 x $0.03 - $0.05 x 25k CBOE AUCTION Vega=$300 VIX=12.47 Fwd
- >>4628 VIX Dec23 20th 28.0 Calls $0.01 (CboeTheo=0.02) BID CBOE 12:50:52.787 IV=232.1% -4.0 CBOE 3441 x $0.01 - $0.03 x 3948 CBOE AUCTION Vega=$184 VIX=12.47 Fwd
- >>2000 DOW Jun24 45.0 Puts $1.32 (CboeTheo=1.34) BID PHLX 12:52:10.670 IV=25.5% -0.3 PHLX 61 x $1.31 - $1.35 x 409 ARCA SPREAD/FLOOR Vega=$22k DOW=50.76 Ref
- >>3333 VIX Dec23 20th 42.5 Calls $0.02 (CboeTheo=0.01) ASK CBOE 12:52:53.584 IV=355.1% +40.7 CBOE 0 x $0.00 - $0.02 x 12k CBOE AUCTION Vega=$169 VIX=12.47 Fwd
- >>4242 VIX Dec23 20th 42.5 Calls $0.01 (CboeTheo=0.01) MID CBOE 12:52:59.394 IV=330.1% +15.6 CBOE 0 x $0.00 - $0.02 x 12k CBOE AUCTION Vega=$130 VIX=12.47 Fwd
- >>7575 VIX Jan24 17th 45.0 Calls $0.09 (CboeTheo=0.09) MID CBOE 12:55:10.814 IV=176.4% -0.4 CBOE 26k x $0.08 - $0.11 x 29k CBOE AUCTION Vega=$2632 VIX=14.48 Fwd
- >>6000 UPS Jan25 175 Calls $8.25 (CboeTheo=8.06) ASK BOX 12:56:26.619 IV=23.6% +0.3 EDGX 47 x $7.95 - $8.35 x 40 PHLX CROSS - OPENING Vega=$354k UPS=154.49 Ref
- >>3000 TSLA Dec23 220 Puts $0.75 (CboeTheo=0.77) Below Bid! AMEX 12:56:52.498 IV=60.7% +7.7 GEMX 446 x $0.76 - $0.77 x 77 C2 SPREAD/FLOOR Vega=$12k TSLA=231.19 Ref
- >>3000 TSLA Dec23 220 Calls $12.10 (CboeTheo=12.11) MID AMEX 12:56:52.501 IV=60.9% +7.8 EDGX 211 x $12.00 - $12.20 x 247 PHLX SPREAD/FLOOR Vega=$12k TSLA=231.19 Ref
- >>3000 TSLA Jan24 220 Puts $7.54 (CboeTheo=7.58) Below Bid! AMEX 12:56:52.503 IV=44.7% +0.6 ARCA 1 x $7.55 - $7.60 x 604 EDGX SPREAD/FLOOR Vega=$80k TSLA=231.19 Ref
- >>3000 TSLA Jan24 220 Calls $20.10 (CboeTheo=20.10) BID AMEX 12:56:52.504 IV=44.9% +0.8 EDGX 172 x $20.05 - $20.20 x 355 EDGX SPREAD/FLOOR Vega=$80k TSLA=231.19 Ref
- >>30168 VIX Jan24 17th 47.5 Calls $0.08 (CboeTheo=0.09) MID CBOE 12:57:47.857 IV=179.8% -0.7 CBOE 22k x $0.07 - $0.10 x 29k CBOE AUCTION Vega=$9515 VIX=14.48 Fwd
- >>2267 VIX Jan24 17th 28.0 Calls $0.24 (CboeTheo=0.23) MID CBOE 12:58:48.355 IV=140.7% +0.2 CBOE 1 x $0.23 - $0.25 x 19k CBOE AUCTION Vega=$1741 VIX=14.48 Fwd
- SPLIT TICKET:
>>2525 VIX Jan24 17th 28.0 Calls $0.24 (CboeTheo=0.23) MID [CBOE] 12:58:48.355 IV=140.7% +0.2 CBOE 1 x $0.23 - $0.25 x 19k CBOE AUCTION Vega=$1939 VIX=14.48 Fwd - SPLIT TICKET:
>>1400 SPXW Dec23 13th 4720 Calls $0.15 (CboeTheo=0.14) BID [CBOE] 13:02:52.041 IV=38.9% +24.2 CBOE 1651 x $0.15 - $0.20 x 1448 CBOE Vega=$4274 SPX=4645.59 Fwd - >>1000 VIX Jan24 17th 47.5 Calls $0.09 (CboeTheo=0.09) MID CBOE 13:03:23.081 IV=182.9% +2.4 CBOE 17k x $0.07 - $0.10 x 30k CBOE Vega=$340 VIX=14.48 Fwd
- >>2000 T Jan24 16.0 Puts $0.38 (CboeTheo=0.38) BID AMEX 13:04:55.717 IV=19.5% +0.5 C2 507 x $0.38 - $0.40 x 690 EMLD CROSS Vega=$4043 T=16.21 Ref
- >>26209 VIX Apr24 17th 60.0 Calls $0.39 (CboeTheo=0.38) MID CBOE 13:05:19.184 IV=127.3% +1.5 CBOE 7696 x $0.37 - $0.40 x 2272 CBOE AUCTION Vega=$42k VIX=16.73 Fwd
- SWEEP DETECTED:
>>Bearish Delta Impact 1488 IEP Jan25 15.0 Puts $3.90 (CboeTheo=3.58) ASK [MULTI] 13:05:45.073 IV=53.2% +4.1 PHLX 20 x $2.40 - $3.90 x 519 PHLX OPENING 52WeekLow
Delta=-52%, EST. IMPACT = 78k Shares ($1.18m) To Sell IEP=15.19 Ref - SWEEP DETECTED:
>>2029 SLB Dec23 47.5 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 13:06:36.611 IV=37.2% +0.9 GEMX 505 x $0.13 - $0.15 x 601 C2 Vega=$2097 SLB=48.63 Ref - SPLIT TICKET:
>>2000 SPXW Dec23 22nd 4500 Puts $2.85 (CboeTheo=2.86) BID [CBOE] 13:07:50.392 IV=13.9% +0.7 CBOE 710 x $2.80 - $2.95 x 465 CBOE LATE Vega=$199k SPX=4651.68 Fwd - >>2300 M Jan24 19.0 Puts $1.32 (CboeTheo=1.33) BID PHLX 13:08:10.579 IV=45.3% +4.5 NOM 2 x $1.32 - $1.37 x 3 ARCA SPREAD/CROSS/TIED ExDiv Vega=$5359 M=18.61 Ref
- >>3963 VIX Dec23 20th 19.0 Calls $0.05 (CboeTheo=0.05) MID CBOE 13:08:44.217 IV=170.3% +8.1 CBOE 22k x $0.04 - $0.07 x 23k CBOE LATE Vega=$655 VIX=12.47 Fwd
- >>1098 VIX Jan24 17th 14.5 Puts $1.30 (CboeTheo=1.30) MID CBOE 13:08:44.276 IV=72.6% -2.1 CBOE 32k x $1.27 - $1.32 x 23k CBOE LATE Vega=$1938 VIX=14.48 Fwd
- >>4305 VIX Jan24 17th 22.0 Calls $0.39 (CboeTheo=0.40) MID CBOE 13:08:44.276 IV=117.3% -1.1 CBOE 20k x $0.38 - $0.41 x 14k CBOE LATE Vega=$4780 VIX=14.48 Fwd
- >>1845 VIX Jan24 17th 22.0 Calls $0.39 (CboeTheo=0.40) MID CBOE 13:08:44.277 IV=117.3% -1.1 CBOE 20k x $0.38 - $0.41 x 14k CBOE LATE Vega=$2049 VIX=14.48 Fwd
- >>2558 VIX Jan24 17th 22.0 Calls $0.40 (CboeTheo=0.40) MID CBOE 13:08:44.406 IV=118.2% -0.2 CBOE 20k x $0.38 - $0.41 x 14k CBOE LATE Vega=$2868 VIX=14.48 Fwd
- >>1097 VIX Jan24 17th 22.0 Calls $0.40 (CboeTheo=0.40) MID CBOE 13:08:44.406 IV=118.2% -0.2 CBOE 20k x $0.38 - $0.41 x 14k CBOE LATE Vega=$1230 VIX=14.48 Fwd
- SPLIT TICKET:
>>1569 VIX Jan24 17th 14.5 Puts $1.30 (CboeTheo=1.30) MID [CBOE] 13:08:44.276 IV=72.6% -2.1 CBOE 32k x $1.27 - $1.32 x 23k CBOE LATE Vega=$2770 VIX=14.48 Fwd - SPLIT TICKET:
>>9805 VIX Jan24 17th 22.0 Calls $0.394 (CboeTheo=0.40) MID [CBOE] 13:08:44.276 IV=117.3% -1.1 CBOE 20k x $0.38 - $0.41 x 14k CBOE LATE Vega=$11k VIX=14.48 Fwd - >>2500 RILY Dec23 20.0 Puts $1.90 (CboeTheo=2.11) BID BOX 13:08:47.963 IV=231.5% -41.6 PHLX 167 x $1.90 - $2.30 x 37 PHLX SPREAD/FLOOR SSR Vega=$1432 RILY=19.07 Ref
- >>2500 RILY Dec23 19.0 Puts $1.45 (CboeTheo=1.56) BID BOX 13:08:47.963 IV=254.9% -6.9 PHLX 351 x $1.35 - $1.65 x 10 BXO SPREAD/FLOOR - OPENING SSR Vega=$1446 RILY=19.07 Ref
- >>2700 AAPL Dec23 190 Calls $6.40 (CboeTheo=6.31) Above Ask! ARCA 13:09:30.040 IV=30.8% +10.1 CBOE 225 x $6.25 - $6.35 x 125 CBOE SPREAD/FLOOR Vega=$6420 AAPL=196.10 Ref
- >>2700 AAPL Jan24 26th 195 Calls $5.80 (CboeTheo=5.82) BID ARCA 13:09:30.042 IV=16.3% +0.2 PHLX 417 x $5.80 - $5.95 x 609 PHLX SPREAD/FLOOR - OPENING Vega=$71k AAPL=196.10 Ref
- >>Unusual Volume WW - 3x market weighted volume: 12.5k = 22.9k projected vs 7473 adv, 78% calls, 7% of OI [WW 6.83 -0.04 Ref, IV=108.3% +7.0]
- >>2500 UBER Apr24 30.0 Puts $0.08 (CboeTheo=0.07) MID BOX 13:12:06.436 IV=58.3% +2.0 ARCA 156 x $0.05 - $0.11 x 873 CBOE FLOOR Vega=$2535 UBER=61.85 Ref
- >>4305 VIX Jan24 17th 22.0 Calls $0.39 (CboeTheo=0.40) MID CBOE 13:13:39.653 IV=117.3% -1.1 CBOE 21k x $0.38 - $0.41 x 13k CBOE LATE Vega=$4779 VIX=14.48 Fwd
- >>1098 VIX Jan24 17th 14.5 Puts $1.30 (CboeTheo=1.30) MID CBOE 13:13:39.653 IV=72.6% -2.1 CBOE 32k x $1.27 - $1.32 x 22k CBOE LATE Vega=$1938 VIX=14.48 Fwd
- >>2558 VIX Jan24 17th 22.0 Calls $0.40 (CboeTheo=0.40) MID CBOE 13:13:39.653 IV=118.2% -0.2 CBOE 21k x $0.38 - $0.41 x 13k CBOE LATE Vega=$2868 VIX=14.48 Fwd
- SPLIT TICKET:
>>6863 VIX Jan24 17th 22.0 Calls $0.394 (CboeTheo=0.40) MID [CBOE] 13:13:39.653 IV=117.3% -1.1 CBOE 21k x $0.38 - $0.41 x 13k CBOE LATE Vega=$7619 VIX=14.48 Fwd - >>Market Color AZN - Bullish option flow detected in AstraZeneca (64.98 +1.01) with 4,353 calls trading (2x expected) and implied vol increasing over 1 point to 20.12%. . The Put/Call Ratio is 0.32. Earnings are expected on 02/07. [AZN 64.98 +1.01 Ref, IV=20.1% +1.1] #Bullish
- SWEEP DETECTED:
>>2870 MARA Dec23 15.5 Calls $0.62 (CboeTheo=0.59) ASK [MULTI] 13:17:14.282 IV=108.0% -1.9 BZX 5 x $0.61 - $0.62 x 300 EMLD Vega=$1348 MARA=15.70 Ref - SWEEP DETECTED:
>>2500 CGC Jan26 2.0 Calls $0.18 (CboeTheo=0.18) ASK [MULTI] 13:17:29.380 IV=127.7% +6.5 MPRL 3999 x $0.17 - $0.18 x 250 NOM SSR Vega=$667 CGC=0.50 Ref - SPLIT TICKET:
>>1000 NANOS Dec23 13th 464 Puts $0.91 (CboeTheo=0.92) MID [CBOE] 13:18:29.147 IV=30.7% +17.6 CBOE 1000 x $0.83 - $0.00 x 0 OPENING 52WeekHigh Vega=$35 NANOS=464.37 Fwd - >>3163 CYTK Jan24 50.0 Calls $4.00 (CboeTheo=3.87) MID PHLX 13:18:42.234 IV=182.0% -8.2 AMEX 31 x $3.80 - $4.20 x 27 CBOE LATE Vega=$13k CYTK=34.84 Ref
- >>3163 CYTK Jan24 60.0 Calls $1.80 (CboeTheo=1.90) BID PHLX 13:19:04.879 IV=161.1% -5.7 PHLX 4 x $1.80 - $2.00 x 12 BOX LATE Vega=$11k CYTK=34.84 Ref
- >>2372 CYTK Jan24 40.0 Calls $7.80 (CboeTheo=7.84) ASK PHLX 13:19:33.462 IV=213.7% -3.4 NOM 5 x $7.50 - $8.00 x 79 PHLX LATE Vega=$10k CYTK=34.78 Ref
- >>3000 AAPL Dec23 190 Calls $6.65 (CboeTheo=6.62) ASK ARCA 13:21:53.376 IV=29.0% +8.4 MIAX 254 x $6.55 - $6.65 x 63 MIAX SPREAD/FLOOR Vega=$5742 AAPL=196.41 Ref
- >>3000 AAPL Feb24 200 Calls $5.70 (CboeTheo=5.71) BID ARCA 13:21:53.376 IV=19.5% +0.1 CBOE 770 x $5.70 - $5.75 x 39 MEMX SPREAD/FLOOR Vega=$99k AAPL=196.41 Ref
- SPLIT TICKET:
>>2000 TSLA Dec23 295 Calls $0.01 (CboeTheo=0.01) ASK [C2] 13:21:53.641 IV=109.5% +22.6 AMEX 0 x $0.00 - $0.01 x 1272 C2 Vega=$216 TSLA=230.69 Ref - SWEEP DETECTED:
>>2000 BP Dec23 33.5 Puts $0.03 (CboeTheo=0.05) BID [MULTI] 13:26:08.418 IV=29.1% -1.2 C2 2553 x $0.03 - $0.04 x 570 C2 OPENING Vega=$845 BP=34.52 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2879 WW Dec23 22nd 7.0 Calls $0.40 (CboeTheo=0.33) ASK [MULTI] 13:26:37.980 IV=109.9% +25.2 EMLD 367 x $0.30 - $0.40 x 408 MIAX OPENING
Delta=48%, EST. IMPACT = 139k Shares ($944k) To Buy WW=6.79 Ref - >>3067 AMZN Mar24 90.0 Puts $0.12 (CboeTheo=0.13) BID PHLX 13:27:45.505 IV=45.3% -0.7 CBOE 803 x $0.12 - $0.14 x 777 EMLD SPREAD/CROSS/TIED 52WeekHigh Vega=$6339 AMZN=147.09 Ref
- >>3000 DBX Jan24 12th 30.0 Calls $0.23 (CboeTheo=0.27) BID ARCA 13:28:21.690 IV=21.5% -0.7 EDGX 155 x $0.20 - $0.30 x 114 EDGX CROSS - OPENING 52WeekHigh Vega=$7573 DBX=28.50 Ref
- SWEEP DETECTED:
>>3000 BAC Jan24 25.0 Puts $0.05 (CboeTheo=0.05) ASK [MULTI] 13:29:04.246 IV=38.1% +1.5 EMLD 3954 x $0.04 - $0.05 x 4266 EMLD ISO Vega=$2254 BAC=30.84 Ref - >>5045 SOFI Feb24 12.0 Calls $0.20 (CboeTheo=0.19) MID MIAX 13:30:51.726 IV=82.3% +2.9 NOM 100 x $0.18 - $0.21 x 2635 NOM ISO/AUCTION - OPENING Vega=$4144 SOFI=7.91 Ref
- >>Unusual Volume CCI - 3x market weighted volume: 6982 = 12.2k projected vs 3953 adv, 85% calls, 9% of OI ExDiv [CCI 112.97 -0.99 Ref, IV=21.9% +0.3]
- SWEEP DETECTED:
>>10000 SOFI Feb24 12.0 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 13:30:51.535 IV=82.3% +2.9 EMLD 536 x $0.18 - $0.20 x 637 CBOE ISO - OPENING Vega=$8214 SOFI=7.91 Ref - >>25000 NKLA Jan24 2.0 Puts $1.29 (CboeTheo=1.30) BID AMEX 13:30:55.183 PHLX 1098 x $1.26 - $1.35 x 1494 EDGX FLOOR Vega=$0 NKLA=0.73 Ref
- >>30000 UEC Jan24 5.5 Puts $0.15 (CboeTheo=0.17) BID PHLX 13:31:04.119 IV=52.4% -10.4 MIAX 1097 x $0.15 - $0.20 x 547 PHLX SPREAD/CROSS/TIED - OPENING SSR Vega=$18k UEC=6.11 Ref
- >>15000 UEC Jan24 7.0 Calls $0.15 (CboeTheo=0.18) BID PHLX 13:31:04.119 IV=55.3% +2.6 ISE 10 x $0.15 - $0.20 x 1941 PHLX SPREAD/CROSS/TIED - OPENING SSR Vega=$9393 UEC=6.11 Ref
- >>3284 SPXW Dec23 20th 4490 Puts $1.65 (CboeTheo=1.67) MID CBOE 13:32:04.960 IV=14.5% +1.0 CBOE 826 x $1.60 - $1.70 x 347 CBOE OPENING Vega=$214k SPX=4647.49 Fwd
- >>4100 PFE Sep24 22.5 Puts $1.06 (CboeTheo=1.05) MID ISE 13:33:08.936 IV=29.7% -0.9 AMEX 80 x $1.03 - $1.08 x 88 NOM SPREAD/CROSS/TIED 52WeekLow Vega=$28k PFE=26.30 Ref
- SWEEP DETECTED:
>>2089 WW Dec23 7.5 Calls $0.25 (CboeTheo=0.14) ASK [MULTI] 13:35:04.553 IV=175.3% +61.7 CBOE 148 x $0.20 - $0.25 x 179 AMEX Vega=$441 WW=7.17 Ref - >>5000 FCX Jan24 42.0 Calls $0.26 (CboeTheo=0.26) BID PHLX 13:35:50.059 IV=31.9% -0.0 ISE 1 x $0.26 - $0.27 x 72 EMLD SPREAD/CROSS/TIED Vega=$14k FCX=37.34 Ref
- >>5000 FCX Jan24 38.0 Calls $1.20 (CboeTheo=1.19) ASK PHLX 13:35:50.059 IV=30.6% -0.6 C2 384 x $1.18 - $1.20 x 27 C2 SPREAD/CROSS/TIED Vega=$24k FCX=37.34 Ref
- SWEEP DETECTED:
>>2750 AAPL Dec23 190 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 13:36:35.072 IV=28.9% +8.7 MRX 520 x $0.08 - $0.09 x 607 EMLD Vega=$4422 AAPL=196.88 Ref - >>Unusual Volume DKS - 3x market weighted volume: 18.8k = 31.8k projected vs 10.6k adv, 91% calls, 17% of OI ExDiv [DKS 137.10 -0.55 Ref, IV=26.8% +0.1]
- >>Unusual Volume MCHP - 3x market weighted volume: 5095 = 8644 projected vs 2861 adv, 84% puts, 5% of OI [MCHP 88.17 -1.05 Ref, IV=26.9% -0.0]
- >>Unusual Volume GILD - 3x market weighted volume: 14.8k = 24.9k projected vs 8057 adv, 73% calls, 7% of OI ExDiv [GILD 81.20 +0.38 Ref, IV=18.3% -1.1]
- SWEEP DETECTED:
>>Bearish Delta Impact 3000 MGA Mar24 55.0 Puts $4.369 (CboeTheo=4.11) Above Ask! [MULTI] 13:42:01.143 IV=30.9% +1.3 BZX 52 x $4.00 - $4.30 x 166 PHLX ISO - OPENING
Delta=-56%, EST. IMPACT = 167k Shares ($8.87m) To Sell MGA=52.94 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 6000 CLF Dec23 29th 17.0 Puts $0.354 (CboeTheo=0.32) Above Ask! [MULTI] 13:43:58.985 IV=39.9% +3.1 EMLD 270 x $0.31 - $0.34 x 86 BZX ISO - OPENING
Delta=-34%, EST. IMPACT = 202k Shares ($3.53m) To Sell CLF=17.52 Ref - >>Market Color RDFN - Bullish option flow detected in Redfin (7.53 -0.22) with 3,602 calls trading (1.2x expected) and implied vol increasing over 1 point to 72.63%. . The Put/Call Ratio is 0.15. Earnings are expected on 02/15. [RDFN 7.53 -0.22 Ref, IV=72.6% +1.4] #Bullish
- SWEEP DETECTED:
>>2387 AAPL Dec23 202.5 Calls $0.069 (CboeTheo=0.07) MID [MULTI] 13:45:50.356 IV=22.5% +1.3 C2 666 x $0.07 - $0.08 x 1135 C2 Vega=$3931 AAPL=196.76 Ref - SWEEP DETECTED:
>>2275 CGC Jan25 7.0 Calls $0.02 (CboeTheo=0.02) BID [MULTI] 13:46:00.652 IV=132.4% +2.2 MPRL 2826 x $0.02 - $0.03 x 401 PHLX ISO SSR Vega=$202 CGC=0.50 Ref - SWEEP DETECTED:
>>2000 FTCH Dec23 1.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 13:46:19.852 IV=480.1% -14.9 MPRL 48 x $0.02 - $0.04 x 137 BOX SSR Vega=$39 FTCH=0.75 Ref - >>2000 GILD Dec23 83.0 Puts $2.53 (CboeTheo=2.60) BID AMEX 13:46:30.419 BOX 38 x $2.49 - $2.78 x 47 BOX SPREAD/CROSS - OPENING ExDiv Vega=$0 GILD=81.19 Ref
- >>2000 GILD Dec23 83.0 Calls $0.08 (CboeTheo=0.11) ASK AMEX 13:46:30.419 IV=29.8% +2.6 C2 437 x $0.03 - $0.08 x 317 EDGX SPREAD/CROSS - OPENING ExDiv Vega=$2131 GILD=81.19 Ref
- >>1797 VIX Dec23 20th 11.5 Puts $0.10 (CboeTheo=0.09) ASK CBOE 13:47:11.061 IV=64.2% +7.6 CBOE 6 x $0.09 - $0.10 x 4862 CBOE ISO Vega=$767 VIX=12.48 Fwd
- SPLIT TICKET:
>>2500 VIX Dec23 20th 11.5 Puts $0.10 (CboeTheo=0.09) ASK [CBOE] 13:47:11.061 IV=64.2% +7.6 CBOE 6 x $0.09 - $0.10 x 4862 CBOE ISO Vega=$1067 VIX=12.48 Fwd - >>2000 CMCSA Jun24 45.0 Calls $2.21 (CboeTheo=2.18) ASK PHLX 13:47:38.526 IV=23.0% +0.1 MPRL 64 x $2.16 - $2.22 x 14 BOX SPREAD/CROSS/TIED Vega=$24k CMCSA=42.91 Ref
- >>2000 CMCSA Jan24 40.0 Puts $0.28 (CboeTheo=0.29) MID PHLX 13:47:38.526 IV=22.9% +0.0 EDGX 275 x $0.27 - $0.30 x 178 EMLD SPREAD/CROSS/TIED Vega=$6871 CMCSA=42.91 Ref
- >>2500 FCX Jan24 42.0 Calls $0.25 (CboeTheo=0.27) BID PHLX 13:47:43.861 IV=31.0% -1.0 EMLD 538 x $0.25 - $0.27 x 93 BZX SPREAD/CROSS/TIED Vega=$6733 FCX=37.45 Ref
- >>2500 FCX Jan24 38.0 Calls $1.23 (CboeTheo=1.23) MID PHLX 13:47:43.861 IV=30.1% -1.1 C2 336 x $1.22 - $1.24 x 17 C2 SPREAD/CROSS/TIED Vega=$12k FCX=37.45 Ref
- >>2500 TSM Dec23 105 Calls $0.07 (CboeTheo=0.07) BID AMEX 13:48:05.272 IV=34.9% +3.8 C2 302 x $0.07 - $0.08 x 313 C2 SPREAD/CROSS ExDiv Vega=$2405 TSM=101.06 Ref
- >>2500 TSM Dec23 105 Puts $4.37 (CboeTheo=4.40) ASK AMEX 13:48:05.272 CBOE 68 x $4.25 - $4.40 x 23 CBOE SPREAD/CROSS - OPENING ExDiv Vega=$0 TSM=101.06 Ref
- >>Unusual Volume DVN - 3x market weighted volume: 66.5k = 106.6k projected vs 35.5k adv, 78% calls, 11% of OI ExDiv [DVN 43.47 +0.12 Ref, IV=26.8% -0.6]
- SPLIT TICKET:
>>1000 SPXW Dec23 13th 4550 Puts $0.10 (CboeTheo=0.08) ASK [CBOE] 13:50:08.122 IV=54.9% +35.4 CBOE 3222 x $0.05 - $0.10 x 92 CBOE ISO Vega=$1617 SPX=4645.76 Fwd - SWEEP DETECTED:
>>2470 PARA Dec23 15.5 Calls $0.18 (CboeTheo=0.16) ASK [MULTI] 13:50:17.303 IV=82.7% +15.2 C2 793 x $0.15 - $0.18 x 924 EMLD OPENING ExDiv Vega=$992 PARA=15.03 Ref - >>Unusual Volume AU - 3x market weighted volume: 6091 = 9520 projected vs 2701 adv, 91% calls, 5% of OI [AU 16.79 -0.07 Ref, IV=42.6% +1.5]
- >>7000 CCL Jun24 12.5 Puts $0.47 (CboeTheo=0.46) ASK PHLX 13:52:20.142 IV=52.5% +0.0 EMLD 297 x $0.45 - $0.47 x 436 EMLD SPREAD/CROSS/TIED Vega=$18k CCL=17.71 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 3095 MCHP Dec23 87.5 Puts $0.691 (CboeTheo=0.52) ASK [MULTI] 13:54:44.116 IV=35.3% +1.7 ARCA 524 x $0.65 - $0.70 x 220 EDGX OPENING
Delta=-39%, EST. IMPACT = 120k Shares ($10.6m) To Sell MCHP=88.11 Ref - >>9000 UBER Apr24 35.0 Puts $0.15 (CboeTheo=0.13) ASK ARCA 13:56:05.309 IV=51.7% +1.2 CBOE 679 x $0.07 - $0.18 x 1205 CBOE CROSS Vega=$16k UBER=61.52 Ref
- >>4500 FSR Jan25 7.0 Puts $5.77 (CboeTheo=5.77) ASK AMEX 13:57:11.287 IV=141.4% -6.9 AMEX 4393 x $4.55 - $6.00 x 619 EDGX SPREAD/FLOOR 52WeekLow Vega=$1983 FSR=1.36 Ref
- >>2622 VIX Dec23 20th 11.5 Puts $0.10 (CboeTheo=0.14) ASK CBOE 14:00:43.662 IV=58.2% +1.7 CBOE 25 x $0.07 - $0.10 x 59 CBOE Vega=$1170 VIX=12.33 Fwd
- SPLIT TICKET:
>>2681 VIX Dec23 20th 11.5 Puts $0.10 (CboeTheo=0.14) ASK [CBOE] 14:00:43.662 IV=58.2% +1.7 CBOE 25 x $0.07 - $0.10 x 59 CBOE Vega=$1197 VIX=12.33 Fwd - >>10000 TSM Jan24 125 Calls $0.13 (CboeTheo=0.12) ASK ARCA 14:00:59.623 IV=33.9% +1.0 EMLD 26 x $0.10 - $0.14 x 6 EMLD SPREAD/CROSS ExDiv Vega=$24k TSM=101.42 Ref
- >>10000 TSM Jan24 95.0 Puts $1.25 (CboeTheo=1.24) MID ARCA 14:00:59.623 IV=29.3% +0.4 C2 21 x $1.22 - $1.27 x 13 BZX SPREAD/CROSS ExDiv Vega=$97k TSM=101.42 Ref
- >>10000 TSM Dec23 125 Calls $0.02 (CboeTheo=0.01) ASK ARCA 14:00:59.623 IV=112.8% +25.8 MPRL 0 x $0.00 - $0.02 x 1 MPRL SPREAD/CROSS ExDiv Vega=$1596 TSM=101.42 Ref
- >>10000 TSM Dec23 95.0 Puts $0.03 (CboeTheo=0.03) BID ARCA 14:00:59.623 IV=42.1% +5.9 EMLD 20 x $0.03 - $0.04 x 26 EMLD SPREAD/CROSS ExDiv Vega=$4623 TSM=101.42 Ref
- SPLIT TICKET:
>>1500 VIX Dec23 20th 11.5 Puts $0.10 (CboeTheo=0.14) MID [CBOE] 14:01:06.208 IV=58.2% +1.7 CBOE 2 x $0.08 - $0.11 x 6066 CBOE FLOOR Vega=$669 VIX=12.33 Fwd - SWEEP DETECTED:
>>2102 MPW Dec23 22nd 5.0 Calls $0.05 (CboeTheo=0.06) ASK [MULTI] 14:01:14.816 IV=63.4% -1.2 ARCA 7 x $0.04 - $0.05 x 206 ARCA Vega=$433 MPW=4.58 Ref - SWEEP DETECTED:
>>2145 AFRM Dec23 37.0 Puts $0.27 (CboeTheo=0.31) BID [MULTI] 14:01:45.668 IV=107.6% +12.0 AMEX 286 x $0.27 - $0.30 x 186 GEMX OPENING Vega=$1548 AFRM=40.08 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 654 CWH Dec23 24.0 Calls $0.45 (CboeTheo=0.39) ASK [MULTI] 14:03:23.117 IV=60.5% +18.7 PHLX 416 x $0.25 - $0.45 x 12 BOX
Delta=52%, EST. IMPACT = 34k Shares ($812k) To Buy CWH=24.03 Ref - >>4500 VIX Mar24 20th 30.0 Calls $0.83 (CboeTheo=0.82) BID CBOE 14:03:44.343 IV=109.6% +1.6 CBOE 1 x $0.81 - $0.99 x 1872 CBOE LATE Vega=$11k VIX=16.12 Fwd
- SPLIT TICKET:
>>1050 VIX Mar24 20th 16.0 Calls $2.45 (CboeTheo=2.37) BID [CBOE] 14:03:44.278 IV=73.5% +3.7 CBOE 450 x $2.34 - $2.63 x 10k CBOE LATE Vega=$3368 VIX=16.12 Fwd - SPLIT TICKET:
>>5000 VIX Mar24 20th 30.0 Calls $0.83 (CboeTheo=0.82) BID [CBOE] 14:03:44.343 IV=109.6% +1.6 CBOE 1 x $0.81 - $0.99 x 1872 CBOE LATE Vega=$12k VIX=16.12 Fwd - SPLIT TICKET:
>>1050 VIX Mar24 20th 16.0 Puts $2.20 (CboeTheo=2.25) BID [CBOE] 14:03:44.343 IV=69.6% -0.2 CBOE 13k x $1.98 - $2.51 x 12k CBOE LATE Vega=$3374 VIX=16.12 Fwd - SWEEP DETECTED:
>>2226 T Dec23 16.0 Calls $0.34 (CboeTheo=0.33) ASK [MULTI] 14:04:21.316 IV=37.0% +7.4 MIAX 402 x $0.30 - $0.34 x 322 AMEX Vega=$924 T=16.25 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1268 RKT Mar24 12.0 Calls $0.71 (CboeTheo=0.69) Above Ask! [MULTI] 14:04:51.553 IV=48.6% +1.3 MIAX 277 x $0.66 - $0.70 x 2 MPRL
Delta=41%, EST. IMPACT = 53k Shares ($581k) To Buy RKT=11.07 Ref - SWEEP DETECTED:
>>6730 T Dec23 16.0 Calls $0.37 (CboeTheo=0.33) ASK [MULTI] 14:04:57.724 IV=42.4% +12.8 MIAX 1134 x $0.30 - $0.37 x 933 MIAX Vega=$2878 T=16.27 Ref - SWEEP DETECTED:
>>2565 INTC Dec23 45.0 Calls $0.37 (CboeTheo=0.36) ASK [MULTI] 14:05:24.085 IV=55.7% +6.4 EDGX 2295 x $0.35 - $0.37 x 729 C2 Vega=$3052 INTC=44.02 Ref - SWEEP DETECTED:
>>2125 T Dec23 16.5 Calls $0.10 (CboeTheo=0.07) ASK [MULTI] 14:05:58.692 IV=37.5% +10.7 MPRL 97 x $0.07 - $0.10 x 321 EDGX Vega=$956 T=16.29 Ref - SWEEP DETECTED:
>>7500 VZ Dec23 36.5 Calls $0.399 (CboeTheo=0.38) Above Ask! [MULTI] 14:06:27.874 IV=25.4% +3.0 C2 224 x $0.36 - $0.39 x 252 C2 OPENING Vega=$8005 VZ=36.67 Ref - >>Unusual Volume M - 3x market weighted volume: 181.2k = 250.7k projected vs 82.2k adv, 76% calls, 24% of OI ExDiv [M 18.98 -0.07 Ref, IV=48.6% +3.9]
- SWEEP DETECTED:
>>2321 VZ Dec23 37.0 Calls $0.17 (CboeTheo=0.15) BID [MULTI] 14:06:43.294 IV=25.4% +6.1 C2 624 x $0.17 - $0.18 x 81 EDGX Vega=$2421 VZ=36.72 Ref - >>2679 VZ Dec23 37.0 Calls $0.17 (CboeTheo=0.16) MID PHLX 14:06:49.804 IV=24.7% +5.4 BZX 386 x $0.15 - $0.18 x 50 MPRL AUCTION Vega=$2814 VZ=36.73 Ref
- >>6525 T Dec23 16.5 Calls $0.12 (CboeTheo=0.09) ASK CBOE 14:07:37.478 IV=38.8% +12.0 EDGX 423 x $0.09 - $0.12 x 253 ARCA AUCTION Vega=$3054 T=16.32 Ref
- SWEEP DETECTED:
>>6530 T Dec23 16.5 Calls $0.12 (CboeTheo=0.09) ASK [MULTI] 14:07:37.478 IV=38.8% +12.0 EDGX 423 x $0.09 - $0.12 x 253 ARCA AUCTION Vega=$3056 T=16.32 Ref - SWEEP DETECTED:
>>2897 PLTR Dec23 18.0 Calls $0.17 (CboeTheo=0.17) ASK [MULTI] 14:09:39.561 IV=61.4% +1.3 EDGX 1822 x $0.16 - $0.17 x 2354 EMLD Vega=$1395 PLTR=17.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 7001 XP Feb24 28.0 Calls $0.498 (CboeTheo=0.45) ASK [MULTI] 14:10:12.442 IV=45.9% +0.6 EDGX 182 x $0.40 - $0.50 x 693 CBOE AUCTION - OPENING
Delta=21%, EST. IMPACT = 149k Shares ($3.46m) To Buy XP=23.26 Ref - >>2230 GME Dec23 22nd 27.0 Calls $0.09 (CboeTheo=0.06) ASK AMEX 14:10:33.142 IV=190.1% +22.5 MPRL 175 x $0.07 - $0.09 x 2551 AMEX ISO - OPENING Vega=$585 GME=15.79 Ref
- SWEEP DETECTED:
>>5000 GME Dec23 22nd 27.0 Calls $0.09 (CboeTheo=0.06) ASK [MULTI] 14:10:33.141 IV=190.1% +22.5 MPRL 175 x $0.07 - $0.09 x 2551 AMEX ISO - OPENING Vega=$1312 GME=15.79 Ref - >>Unusual Volume AEP - 3x market weighted volume: 5893 = 7888 projected vs 2408 adv, 85% calls, 5% of OI [AEP 81.97 +1.98 Ref, IV=17.2% -1.2]
- SWEEP DETECTED:
>>6056 LYFT Dec23 14.5 Calls $0.341 (CboeTheo=0.30) Above Ask! [MULTI] 14:11:19.048 IV=76.4% +3.1 BOX 528 x $0.29 - $0.32 x 174 BOX OPENING Vega=$2650 LYFT=14.46 Ref - SWEEP DETECTED:
>>2000 BAC Dec23 22nd 32.0 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 14:12:40.196 IV=19.8% -2.5 EMLD 5790 x $0.15 - $0.16 x 646 EMLD Vega=$3231 BAC=31.29 Ref - SWEEP DETECTED:
>>2175 ZI Jan24 5th 17.0 Calls $0.35 (CboeTheo=0.29) ASK [MULTI] 14:13:09.056 IV=47.7% +4.9 BZX 15 x $0.25 - $0.35 x 1464 PHLX Vega=$3050 ZI=15.84 Ref - SWEEP DETECTED:
>>3500 NEM Dec23 39.5 Calls $0.22 (CboeTheo=0.21) ASK [MULTI] 14:13:16.605 IV=36.8% +1.3 PHLX 300 x $0.18 - $0.22 x 598 C2 OPENING Vega=$3695 NEM=38.95 Ref - SWEEP DETECTED:
>>2806 C Dec23 48.5 Calls $0.47 (CboeTheo=0.49) BID [MULTI] 14:13:38.061 IV=25.6% -3.2 EDGX 569 x $0.47 - $0.49 x 232 C2 ISO Vega=$4051 C=48.65 Ref - >>2500 KVUE Dec23 20.5 Puts $0.08 (CboeTheo=0.11) MID AMEX 14:14:05.904 IV=32.5% -4.7 PHLX 932 x $0.06 - $0.10 x 16 MPRL SPREAD/FLOOR Vega=$1279 KVUE=20.82 Ref
- >>2500 KVUE Dec23 21.0 Calls $0.12 (CboeTheo=0.15) BID AMEX 14:14:05.904 IV=30.8% -7.3 PHLX 709 x $0.12 - $0.16 x 98 C2 SPREAD/FLOOR Vega=$1486 KVUE=20.82 Ref
- >>2500 KVUE Dec23 22nd 21.0 Calls $0.63 (CboeTheo=0.59) BID AMEX 14:14:05.905 IV=53.3% +8.3 BOX 6 x $0.60 - $0.68 x 7 BOX SPREAD/FLOOR Vega=$3277 KVUE=20.82 Ref
- >>2500 KVUE Dec23 22nd 22.5 Calls $0.15 (CboeTheo=0.20) Below Bid! AMEX 14:14:05.905 IV=49.7% -1.3 NOM 71 x $0.16 - $0.19 x 131 AMEX SPREAD/FLOOR Vega=$2149 KVUE=20.82 Ref
- >>Unusual Volume RKT - 3x market weighted volume: 23.8k = 31.3k projected vs 10.4k adv, 95% calls, 16% of OI [RKT 11.52 +0.71 Ref, IV=44.3% +0.0]
- SWEEP DETECTED:
>>3499 VALE Dec23 29th 15.5 Calls $0.08 (CboeTheo=0.10) ASK [MULTI] 14:14:57.573 IV=25.0% -3.6 PHLX 438 x $0.06 - $0.08 x 412 EMLD OPENING Vega=$3006 VALE=14.74 Ref - >>Market Color SOFI - Bullish option flow detected in SoFi Technologies (8.28 +0.33) with 109,767 calls trading (1.0x expected) and implied vol increasing almost 3 points to 62.88%. . The Put/Call Ratio is 0.21. Earnings are expected on 01/26. [SOFI 8.28 +0.33 Ref, IV=62.9% +2.9] #Bullish
- SWEEP DETECTED:
>>Bearish Delta Impact 1029 OPI Mar24 5.0 Puts $0.40 (CboeTheo=0.42) ASK [MULTI] 14:18:17.233 IV=68.5% +12.2 MRX 0 x $0.00 - $0.45 x 211 PHLX OPENING
Delta=-27%, EST. IMPACT = 28k Shares ($168k) To Sell OPI=6.00 Ref - >>8472 KVUE Jan24 20.0 Puts $0.82 (CboeTheo=0.77) Above Ask! AMEX 14:18:41.842 IV=48.2% +3.7 ARCA 84 x $0.78 - $0.81 x 54 ARCA SPREAD/FLOOR Vega=$21k KVUE=20.86 Ref
- >>16944 KVUE Jan24 17.5 Puts $0.19 (CboeTheo=0.22) MID AMEX 14:18:41.843 IV=49.9% +0.4 PHLX 686 x $0.17 - $0.21 x 79 PHLX SPREAD/FLOOR Vega=$22k KVUE=20.86 Ref
- >>2100 CHPT Dec23 29th 2.5 Calls $0.10 (CboeTheo=0.11) ASK ARCA 14:18:47.669 IV=93.8% -15.0 MPRL 18 x $0.09 - $0.10 x 2104 ARCA Vega=$378 CHPT=2.28 Ref
- SWEEP DETECTED:
>>2113 CHPT Dec23 29th 2.5 Calls $0.10 (CboeTheo=0.11) ASK [MULTI] 14:18:47.669 IV=93.8% -15.0 MPRL 18 x $0.09 - $0.10 x 2104 ARCA Vega=$380 CHPT=2.28 Ref - >>2894 GME Dec23 22nd 27.0 Calls $0.13 (CboeTheo=0.08) ASK BOX 14:19:48.922 IV=202.7% +35.1 MPRL 42 x $0.10 - $0.13 x 1664 MPRL AUCTION - OPENING Vega=$936 GME=15.86 Ref
- SPLIT TICKET:
>>3000 GME Dec23 22nd 27.0 Calls $0.13 (CboeTheo=0.08) ASK [BOX] 14:19:48.922 IV=202.7% +35.1 MPRL 42 x $0.10 - $0.13 x 1664 MPRL AUCTION - OPENING Vega=$971 GME=15.86 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 4035 IRT Jan24 15.0 Calls $0.30 (CboeTheo=0.31) ASK [MULTI] 14:20:43.484 IV=21.2% -2.8 C2 65 x $0.25 - $0.30 x 55 EMLD OPENING
Delta=44%, EST. IMPACT = 179k Shares ($2.66m) To Buy IRT=14.88 Ref - >>1110 SPX Feb24 4750 Calls $68.11 (CboeTheo=69.84) Below Bid! CBOE 14:20:54.268 IV=10.6% -0.0 CBOE 617 x $69.60 - $70.40 x 139 CBOE LATE Vega=$865k SPX=4717.14 Fwd
- SPLIT TICKET:
>>1250 SPX May24 4750 Calls $160.644 (CboeTheo=162.50) Below Bid! [CBOE] 14:20:54.229 IV=12.6% +0.1 CBOE 48 x $161.90 - $162.90 x 51 CBOE LATE Vega=$1.51m SPX=4765.28 Fwd - SPLIT TICKET:
>>2775 SPX Feb24 4750 Calls $68.11 (CboeTheo=69.84) Below Bid! [CBOE] 14:20:54.229 IV=10.6% -0.0 CBOE 617 x $69.60 - $70.40 x 139 CBOE LATE Vega=$2.16m SPX=4717.14 Fwd - SWEEP DETECTED:
>>2500 M Dec23 22nd 18.0 Puts $0.23 (CboeTheo=0.24) BID [MULTI] 14:22:35.881 IV=47.9% -0.7 EDGX 171 x $0.23 - $0.25 x 141 EMLD OPENING ExDiv Vega=$2410 M=18.98 Ref - SWEEP DETECTED:
>>3000 SNAP Dec23 15.5 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 14:22:57.240 IV=61.3% +5.2 MPRL 324 x $0.06 - $0.07 x 1718 EMLD 52WeekHigh Vega=$938 SNAP=16.18 Ref - >>2270 HL Jan25 10.0 Calls $0.15 (CboeTheo=0.20) BID PHLX 14:25:08.849 IV=50.3% -4.8 PHLX 2270 x $0.15 - $0.21 x 1351 PHLX Vega=$2609 HL=4.74 Ref
- SWEEP DETECTED:
>>3915 HL Jan25 10.0 Calls $0.15 (CboeTheo=0.20) BID [MULTI] 14:25:08.849 IV=50.3% -4.8 PHLX 2270 x $0.15 - $0.21 x 1351 PHLX Vega=$4500 HL=4.74 Ref - SWEEP DETECTED:
>>2000 C Dec23 22nd 50.0 Calls $0.22 (CboeTheo=0.23) BID [MULTI] 14:25:10.963 IV=21.8% -2.8 EMLD 807 x $0.22 - $0.23 x 121 MPRL ISO Vega=$4724 C=48.62 Ref - SWEEP DETECTED:
>>2249 BAC Dec23 31.0 Calls $0.51 (CboeTheo=0.50) MID [MULTI] 14:26:13.861 IV=27.8% +3.7 EMLD 1290 x $0.49 - $0.52 x 972 NOM Vega=$1765 BAC=31.39 Ref - >>Unusual Volume AZN - 3x market weighted volume: 13.6k = 16.5k projected vs 4472 adv, 90% calls, 11% of OI [AZN 65.61 +1.62 Ref, IV=19.9% +0.9]
- >>5000 SAVE Jan24 20.0 Calls $1.75 (CboeTheo=1.71) ASK PHLX 14:27:06.242 IV=184.3% +4.8 ARCA 1 x $1.67 - $1.75 x 4 EDGX SPREAD/FLOOR Vega=$8808 SAVE=14.38 Ref
- >>15000 SAVE Jan24 25.0 Calls $0.55 (CboeTheo=0.63) Below Bid! PHLX 14:27:06.242 IV=150.3% -1.7 MPRL 13 x $0.60 - $0.66 x 2 NOM SPREAD/FLOOR Vega=$18k SAVE=14.38 Ref
- >>10000 SAVE Jan24 32.5 Calls $0.04 (CboeTheo=0.05) BID PHLX 14:27:06.242 IV=117.0% +5.7 ARCA 3 x $0.04 - $0.05 x 21 ARCA SPREAD/FLOOR - OPENING Vega=$2519 SAVE=14.38 Ref
- >>24999 NKLA Jan25 2.0 Puts $1.37 (CboeTheo=1.36) ASK MIAX 14:27:37.562 IV=119.5% -2.1 NOM 1 x $1.33 - $1.39 x 1 NOM ISO/AUCTION Vega=$7415 NKLA=0.78 Ref
- SWEEP DETECTED:
>>2000 BAC Dec23 31.5 Calls $0.20 (CboeTheo=0.20) BID [MULTI] 14:28:30.651 IV=25.0% -2.4 EMLD 7316 x $0.20 - $0.21 x 2 NOM Vega=$1881 BAC=31.41 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1792 RKT Dec23 11.5 Calls $0.205 (CboeTheo=0.15) Above Ask! [MULTI] 14:28:32.585 IV=68.4% +5.6 NOM 1 x $0.17 - $0.20 x 77 CBOE OPENING
Delta=46%, EST. IMPACT = 82k Shares ($940k) To Buy RKT=11.43 Ref - >>2281 RKT Dec23 11.5 Calls $0.22 (CboeTheo=0.18) ASK CBOE 14:28:47.174 IV=65.9% +3.1 BZX 35 x $0.18 - $0.22 x 2 NOM AUCTION - OPENING Vega=$790 RKT=11.48 Ref
- SWEEP DETECTED:
>>2948 JBLU Dec23 22nd 5.0 Puts $0.07 (CboeTheo=0.07) BID [MULTI] 14:29:01.669 IV=70.3% -1.8 EMLD 94 x $0.07 - $0.09 x 193 EMLD OPENING Vega=$708 JBLU=5.46 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2006 CLNE Mar24 5.0 Calls $0.15 (CboeTheo=0.13) ASK [MULTI] 14:29:40.009 IV=75.2% +0.7 PHLX 3060 x $0.05 - $0.15 x 1612 PHLX SSR
Delta=24%, EST. IMPACT = 47k Shares ($164k) To Buy CLNE=3.46 Ref - >>2960 FSLR Dec23 195 Puts $52.85 (CboeTheo=52.90) BID PHLX 14:30:41.687 BXO 2 x $52.35 - $53.75 x 2 BXO FLOOR - OPENING Vega=$0 FSLR=142.10 Ref
- >>2460 ENPH Jan24 180 Puts $78.25 (CboeTheo=78.26) BID PHLX 14:30:48.036 BZX 64 x $77.50 - $79.40 x 25 ARCA FLOOR - OPENING Vega=$0 ENPH=101.73 Ref
- >>2450 SLB Jan24 60.0 Puts $10.70 (CboeTheo=11.10) Below Bid! PHLX 14:30:56.911 ARCA 6 x $11.00 - $11.35 x 70 PHLX SPREAD/FLOOR - OPENING Vega=$0 SLB=48.91 Ref
- >>2500 RTX Jan24 105 Puts $22.15 (CboeTheo=22.11) MID PHLX 14:30:59.789 IV=45.1% +16.5 ISE 2 x $22.05 - $22.25 x 29 ARCA FLOOR - OPENING Vega=$4787 RTX=82.89 Ref
- >>3300 RTX Jan24 95.0 Puts $12.15 (CboeTheo=12.11) MID PHLX 14:30:59.992 IV=29.3% +6.9 ISE 2 x $12.05 - $12.25 x 1 BOX FLOOR - OPENING Vega=$8463 RTX=82.89 Ref
- >>2200 QCOM Jan24 165 Puts $27.40 (CboeTheo=27.54) BID PHLX 14:31:03.860 BZX 63 x $27.20 - $27.75 x 13 BXO SPREAD/FLOOR - OPENING Vega=$0 QCOM=137.46 Ref
- >>2200 QCOM Jan24 160 Puts $22.40 (CboeTheo=22.54) BID PHLX 14:31:05.238 BZX 62 x $22.30 - $22.75 x 59 BZX SPREAD/FLOOR - OPENING Vega=$0 QCOM=137.46 Ref
- >>4969 PCT Jan24 4.0 Puts $0.70 (CboeTheo=0.62) ASK BOX 14:31:28.635 IV=178.1% +16.3 AMEX 2167 x $0.55 - $0.70 x 1266 PHLX SPREAD/FLOOR - OPENING Vega=$2509 PCT=4.61 Ref
- >>4969 PCT Dec23 22nd 4.5 Puts $0.50 (CboeTheo=0.52) BID BOX 14:31:28.635 IV=189.4% -15.2 MPRL 16 x $0.50 - $0.55 x 12 ARCA SPREAD/FLOOR Vega=$1400 PCT=4.61 Ref
- SWEEP DETECTED:
>>2000 SOFI Dec23 22nd 7.5 Puts $0.068 (CboeTheo=0.07) Above Ask! [MULTI] 14:31:51.197 IV=59.8% -1.1 EMLD 4605 x $0.05 - $0.06 x 289 ARCA Vega=$596 SOFI=8.24 Ref - SWEEP DETECTED:
>>2000 KGC Jan24 6.0 Calls $0.18 (CboeTheo=0.16) ASK [MULTI] 14:31:53.422 IV=35.7% +0.5 GEMX 20 x $0.17 - $0.18 x 48 ARCA Vega=$1430 KGC=5.78 Ref - SWEEP DETECTED:
>>5934 INTC Dec23 44.5 Calls $0.61 (CboeTheo=0.62) BID [MULTI] 14:32:47.877 IV=56.1% +7.0 EDGX 1068 x $0.61 - $0.63 x 565 ARCA OPENING Vega=$7831 INTC=44.18 Ref - >>2700 PEP Jan24 185 Puts $14.30 (CboeTheo=14.24) ASK PHLX 14:33:05.888 IV=19.1% +5.2 EDGX 31 x $14.15 - $14.40 x 31 PHLX FLOOR - OPENING Vega=$16k PEP=170.76 Ref
- SPLIT TICKET:
>>2999 U Feb24 40.0 Calls $1.48 (CboeTheo=1.46) BID [BZX] 14:33:10.737 IV=57.3% -0.9 BZX 1200 x $1.48 - $1.49 x 119 EDGX Vega=$15k U=34.17 Ref - >>4560 TSLA Jan24 450 Puts $217.10 (CboeTheo=216.62) ASK PHLX 14:33:18.392 IV=112.9% +45.3 ARCA 25 x $214.70 - $218.75 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$26k TSLA=233.38 Ref
- >>2600 TSLA Jan24 400 Puts $166.85 (CboeTheo=166.62) BID PHLX 14:33:18.392 IV=91.2% +30.1 BZX 25 x $165.45 - $168.30 x 27 BZX SPREAD/FLOOR - OPENING Vega=$11k TSLA=233.38 Ref
- >>2400 TSLA Jan24 366.67 Puts $134.05 (CboeTheo=133.29) ASK PHLX 14:33:18.392 IV=87.3% +30.8 ARCA 25 x $130.70 - $135.45 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$20k TSLA=233.38 Ref
- SWEEP DETECTED:
>>2468 AAPL Dec23 202.5 Calls $0.07 (CboeTheo=0.07) BID [MULTI] 14:33:36.021 IV=21.0% -0.2 EMLD 869 x $0.07 - $0.08 x 932 C2 Vega=$4255 AAPL=197.25 Ref - >>5000 KVUE Jan24 21.0 Puts $1.27 (CboeTheo=1.22) ASK BOX 14:34:22.287 IV=46.9% +3.2 EDGX 82 x $1.23 - $1.27 x 53 ARCA SPREAD/CROSS Vega=$13k KVUE=20.84 Ref
- >>5000 KVUE Jan24 17.5 Puts $0.18 (CboeTheo=0.23) BID BOX 14:34:22.287 IV=48.8% -0.7 MPRL 21 x $0.18 - $0.20 x 156 MPRL SPREAD/CROSS Vega=$6254 KVUE=20.84 Ref
- >>5000 KVUE Jan24 24.0 Calls $0.27 (CboeTheo=0.30) MID BOX 14:34:22.287 IV=43.5% -0.8 PHLX 452 x $0.26 - $0.29 x 2 BZX SPREAD/CROSS Vega=$8901 KVUE=20.84 Ref
- SWEEP DETECTED:
>>2956 GPS Jun24 13.0 Puts $0.36 (CboeTheo=0.38) MID [MULTI] 14:34:25.115 IV=56.3% -1.9 C2 1706 x $0.35 - $0.38 x 56 MPRL OPENING Vega=$6638 GPS=20.96 Ref - SPLIT TICKET:
>>1559 SPXW Dec23 20th 3850 Puts $0.25 (CboeTheo=0.21) ASK [CBOE] 14:34:33.904 IV=51.1% +5.5 CBOE 1178 x $0.15 - $0.25 x 336 CBOE OPENING Vega=$8501 SPX=4684.48 Fwd - SWEEP DETECTED:
>>3000 AAPL Dec23 202.5 Calls $0.06 (CboeTheo=0.08) BID [MULTI] 14:35:03.293 IV=20.0% -1.1 EMLD 785 x $0.06 - $0.07 x 260 MPRL Vega=$4834 AAPL=197.36 Ref - SWEEP DETECTED:
>>2157 AAPL Dec23 202.5 Calls $0.06 (CboeTheo=0.08) BID [MULTI] 14:35:39.818 IV=20.3% -0.9 C2 634 x $0.06 - $0.07 x 90 MPRL AUCTION Vega=$3810 AAPL=197.47 Ref - >>1705 VIX Jan24 17th 17.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 14:35:49.429 IV=90.2% -1.3 CBOE 835 x $0.72 - $0.76 x 29k CBOE Vega=$2698 VIX=14.36 Fwd
- >>1301 VIX Jan24 17th 17.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 14:35:49.429 IV=90.2% -1.3 CBOE 835 x $0.72 - $0.76 x 29k CBOE Vega=$2058 VIX=14.36 Fwd
- >>1173 VIX Jan24 17th 17.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 14:35:49.429 IV=90.2% -1.3 CBOE 363 x $0.72 - $0.76 x 29k CBOE Vega=$1856 VIX=14.36 Fwd
- SPLIT TICKET:
>>5000 VIX Jan24 17th 17.0 Calls $0.72 (CboeTheo=0.74) BID [CBOE] 14:35:49.429 IV=90.2% -1.3 CBOE 835 x $0.72 - $0.76 x 29k CBOE Vega=$7911 VIX=14.36 Fwd - SWEEP DETECTED:
>>3598 GPS Jun24 13.0 Puts $0.36 (CboeTheo=0.38) BID [MULTI] 14:36:04.221 IV=56.3% -1.9 C2 2058 x $0.35 - $0.41 x 99 C2 OPENING Vega=$8080 GPS=20.96 Ref - >>2624 TSLA Dec23 29th 235 Calls $7.85 (CboeTheo=7.87) ASK ARCA 14:36:08.005 IV=39.7% +0.3 CBOE 7613 x $7.80 - $7.85 x 2628 ARCA Vega=$51k TSLA=234.40 Ref
- SPLIT TICKET:
>>2628 TSLA Dec23 29th 235 Calls $7.85 (CboeTheo=7.87) ASK [ARCA] 14:36:08.005 IV=39.7% +0.3 CBOE 7613 x $7.80 - $7.85 x 2628 ARCA Vega=$52k TSLA=234.40 Ref - SWEEP DETECTED:
>>2101 AAPL Dec23 202.5 Calls $0.06 (CboeTheo=0.08) BID [MULTI] 14:36:11.934 IV=19.5% -1.6 AMEX 373 x $0.06 - $0.07 x 272 EMLD Vega=$3446 AAPL=197.50 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 3500 UNIT Jan24 5.0 Puts $0.15 (CboeTheo=0.19) BID [MULTI] 14:36:13.794 IV=48.1% -2.5 C2 540 x $0.15 - $0.20 x 60 PHLX ExDiv
Delta=-27%, EST. IMPACT = 96k Shares ($531k) To Buy UNIT=5.55 Ref - SWEEP DETECTED:
>>2000 BAC Dec23 22nd 32.0 Calls $0.235 (CboeTheo=0.22) Above Ask! [MULTI] 14:37:39.708 IV=20.4% -1.9 C2 4764 x $0.22 - $0.23 x 233 C2 Vega=$3677 BAC=31.52 Ref - SPLIT TICKET:
>>1501 SPXW Dec23 13th 4710 Calls $1.633 (CboeTheo=1.54) Above Ask! [CBOE] 14:38:34.980 IV=36.8% +22.6 CBOE 43 x $1.45 - $1.55 x 201 CBOE Vega=$20k SPX=4686.86 Fwd - SPLIT TICKET:
>>1312 SPXW Dec23 13th 4710 Calls $1.911 (CboeTheo=1.56) Above Ask! [CBOE] 14:38:42.069 IV=38.1% +23.9 CBOE 68 x $1.65 - $1.75 x 61 CBOE Vega=$18k SPX=4687.05 Fwd - SWEEP DETECTED:
>>2518 TSLA Dec23 29th 235 Calls $8.00 (CboeTheo=8.02) BID [MULTI] 14:39:13.906 IV=39.4% +0.1 CBOE 4726 x $8.00 - $8.10 x 147 PHLX Vega=$49k TSLA=234.77 Ref - >>2120 JD Mar24 40.0 Puts $15.00 (CboeTheo=15.04) BID BOX 14:39:53.121 MIAX 16 x $15.00 - $15.10 x 17 MIAX SPREAD/FLOOR - OPENING Vega=$0 JD=24.96 Ref
- >>2120 JD Dec23 30.0 Puts $5.00 (CboeTheo=5.04) BID BOX 14:39:53.121 EMLD 128 x $5.00 - $5.10 x 177 EMLD SPREAD/FLOOR Vega=$0 JD=24.96 Ref
- >>2140 WYNN Jan24 110 Puts $23.00 (CboeTheo=23.07) BID BOX 14:39:59.765 EDGX 5 x $23.00 - $23.15 x 9 BZX SPREAD/FLOOR - OPENING Vega=$0 WYNN=86.94 Ref
- >>2140 WYNN Jan24 105 Puts $18.00 (CboeTheo=18.07) BID BOX 14:39:59.765 EDGX 4 x $18.00 - $18.40 x 12 BZX SPREAD/FLOOR - OPENING Vega=$0 WYNN=86.94 Ref
- >>2040 NEE Jan24 70.0 Puts $8.51 (CboeTheo=8.53) ASK BOX 14:40:08.864 BOX 368 x $8.40 - $8.60 x 25 CBOE SPREAD/FLOOR Vega=$0 NEE=61.48 Ref
- >>2500 WMT Dec23 160 Puts $7.40 (CboeTheo=7.26) ASK BOX 14:40:18.965 IV=44.2% +15.4 EDGX 14 x $7.20 - $7.40 x 21 EDGX SPREAD/FLOOR - OPENING Vega=$4371 WMT=152.74 Ref
- >>2500 WMT Jan24 165 Puts $12.40 (CboeTheo=12.26) ASK BOX 14:40:18.965 IV=20.3% +3.9 EDGX 36 x $12.20 - $12.40 x 66 EDGX SPREAD/FLOOR - OPENING Vega=$19k WMT=152.74 Ref
- >>2640 ORCL Dec23 120 Puts $17.65 (CboeTheo=17.72) BID BOX 14:40:27.962 MPRL 21 x $17.65 - $17.80 x 32 BOX SPREAD/FLOOR - OPENING SSR Vega=$0 ORCL=102.28 Ref
- >>2640 ORCL Dec23 115 Puts $12.65 (CboeTheo=12.72) BID BOX 14:40:27.962 BOX 58 x $12.65 - $12.80 x 65 EDGX SPREAD/FLOOR SSR Vega=$0 ORCL=102.28 Ref
- SPLIT TICKET:
>>1213 SPXW Dec23 13th 4715 Calls $1.956 (CboeTheo=1.83) Above Ask! [CBOE] 14:40:24.731 IV=40.0% +25.4 CBOE 57 x $1.75 - $1.85 x 34 CBOE Vega=$17k SPX=4691.33 Fwd - >>2790 NEM Jan24 55.0 Puts $15.75 (CboeTheo=15.77) BID BOX 14:40:32.582 EDGX 97 x $15.75 - $15.85 x 118 EDGX SPREAD/FLOOR - OPENING Vega=$0 NEM=39.23 Ref
- >>2790 NEM Jan24 50.0 Puts $10.75 (CboeTheo=10.77) BID BOX 14:40:32.582 BOX 19 x $10.75 - $10.85 x 123 EDGX SPREAD/FLOOR - OPENING Vega=$0 NEM=39.23 Ref
- >>2000 PFE Dec23 30.0 Puts $3.60 (CboeTheo=3.57) ASK BOX 14:40:43.985 IV=102.5% +50.5 CBOE 243 x $3.50 - $3.60 x 104 CBOE SPREAD/FLOOR 52WeekLow Vega=$431 PFE=26.43 Ref
- >>2000 PFE Jan24 38.0 Puts $11.50 (CboeTheo=11.56) BID BOX 14:40:43.985 BZX 10 x $11.50 - $11.70 x 82 BZX SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 PFE=26.43 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 957 GDS Mar24 10.0 Calls $0.65 (CboeTheo=0.56) ASK [MULTI] 14:40:46.416 IV=70.1% +4.8 PHLX 301 x $0.50 - $0.65 x 342 CBOE OPENING 52WeekLow
Delta=38%, EST. IMPACT = 37k Shares ($306k) To Buy GDS=8.36 Ref - >>2380 MRNA Jan24 120 Puts $43.50 (CboeTheo=43.06) ASK BOX 14:40:49.385 IV=92.5% +31.6 BXO 2 x $42.95 - $43.50 x 57 BZX SPREAD/FLOOR - OPENING Vega=$8281 MRNA=76.94 Ref
- >>2340 MRNA Jan24 140 Puts $63.67 (CboeTheo=63.06) ASK BOX 14:40:49.385 IV=121.4% +51.3 BZX 4 x $62.75 - $64.20 x 60 BZX SPREAD/FLOOR - OPENING Vega=$8320 MRNA=76.94 Ref
- >>3230 SPCE Jan24 10.0 Puts $7.65 (CboeTheo=7.67) BID BOX 14:40:59.327 MPRL 44 x $7.65 - $7.75 x 1918 PHLX SPREAD/FLOOR Vega=$0 SPCE=2.33 Ref
- >>3230 SPCE Jan24 8.0 Puts $5.65 (CboeTheo=5.67) BID BOX 14:40:59.327 MPRL 52 x $5.65 - $5.70 x 21 EDGX SPREAD/FLOOR Vega=$0 SPCE=2.33 Ref
- >>3250 SE Jan24 70.0 Puts $32.31 (CboeTheo=32.35) BID BOX 14:41:04.869 ARCA 40 x $31.75 - $33.00 x 40 ARCA SPREAD/FLOOR - OPENING Vega=$0 SE=37.65 Ref
- >>3380 FSLR Dec23 195 Puts $52.30 (CboeTheo=51.91) ASK BOX 14:41:15.063 IV=232.4% +98.0 EDGX 10 x $51.70 - $52.30 x 40 BXO SPREAD/FLOOR - OPENING Vega=$3514 FSLR=143.09 Ref
- >>2500 RILY Dec23 19.0 Puts $1.36 (CboeTheo=1.43) BID BOX 14:41:21.560 IV=271.9% +10.1 PHLX 307 x $1.15 - $1.60 x 238 PHLX SPREAD/FLOOR - OPENING SSR Vega=$1429 RILY=19.47 Ref
- >>2500 RILY Dec23 17.0 Puts $0.70 (CboeTheo=0.71) ASK BOX 14:41:21.560 IV=300.1% +14.4 PHLX 98 x $0.55 - $0.75 x 6 BXO SPREAD/FLOOR - OPENING SSR Vega=$1141 RILY=19.47 Ref
- >>3620 SLB Dec23 57.5 Puts $8.45 (CboeTheo=8.51) BID BOX 14:41:24.864 NOM 44 x $8.45 - $8.55 x 12 NOM SPREAD/FLOOR - OPENING Vega=$0 SLB=48.99 Ref
- >>3620 SLB Jan24 60.0 Puts $10.95 (CboeTheo=11.01) BID BOX 14:41:24.864 EDGX 7 x $10.95 - $11.10 x 35 NOM SPREAD/FLOOR - OPENING Vega=$0 SLB=48.99 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1582 OLN Dec23 50.0 Calls $0.20 (CboeTheo=0.27) BID [MULTI] 14:41:24.859 IV=34.1% -10.6 EDGX 272 x $0.20 - $0.35 x 529 PHLX
Delta=27%, EST. IMPACT = 42k Shares ($2.07m) To Sell OLN=49.16 Ref - >>3350 NEE Jan24 70.0 Puts $8.46 (CboeTheo=8.45) ASK BOX 14:41:29.389 IV=27.2% -1.9 NOM 87 x $8.30 - $8.50 x 4 NOM SPREAD/FLOOR Vega=$4897 NEE=61.55 Ref
- >>2200 NEE Jan24 80.0 Puts $18.50 (CboeTheo=18.45) ASK BOX 14:41:29.389 IV=50.9% +12.9 NOM 88 x $18.30 - $18.50 x 1 BOX SPREAD/FLOOR - OPENING Vega=$3582 NEE=61.55 Ref
- >>3300 AZN Jan24 12th 68.0 Calls $0.64 (CboeTheo=0.66) BID PHLX 14:41:29.882 IV=19.2% +0.2 BOX 43 x $0.63 - $0.75 x 94 PHLX SPREAD/FLOOR - OPENING Vega=$21k AZN=65.55 Ref
- >>3300 AZN Dec23 67.0 Calls $0.08 (CboeTheo=0.09) ASK PHLX 14:41:29.882 IV=25.2% -5.3 CBOE 265 x $0.05 - $0.09 x 219 MRX SPREAD/FLOOR Vega=$3532 AZN=65.55 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1250 SIMO Jan24 55.0 Puts $0.20 (CboeTheo=0.40) ASK [MULTI] 14:41:29.698 IV=21.4% -3.0 PHLX 185 x $0.15 - $0.20 x 50 ARCA OPENING
Delta=-10%, EST. IMPACT = 13k Shares ($763k) To Sell SIMO=59.59 Ref - >>3750 ENPH Jan24 180 Puts $78.65 (CboeTheo=77.53) ASK BOX 14:41:33.627 IV=122.2% +48.2 EDGX 82 x $76.60 - $78.65 x 27 NOM SPREAD/FLOOR - OPENING Vega=$21k ENPH=102.47 Ref
- >>3750 ENPH Jan24 170 Puts $68.65 (CboeTheo=67.53) ASK BOX 14:41:33.627 IV=113.0% +41.9 NOM 25 x $66.20 - $68.85 x 25 NOM SPREAD/FLOOR - OPENING Vega=$22k ENPH=102.47 Ref
- >>3980 FSLR Dec23 195 Puts $52.35 (CboeTheo=52.06) ASK BOX 14:41:42.979 IV=222.0% +87.6 NOM 12 x $51.20 - $52.40 x 1 AMEX SPREAD/FLOOR - OPENING Vega=$3488 FSLR=142.94 Ref
- >>3980 FSLR Dec23 200 Puts $57.35 (CboeTheo=57.06) ASK BOX 14:41:42.979 IV=236.5% +94.3 BZX 32 x $56.50 - $57.35 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$3344 FSLR=142.94 Ref
- >>4800 PBR Jan24 30.0 Puts $15.80 (CboeTheo=15.37) ASK BOX 14:41:47.702 IV=174.1% +91.6 BXO 11 x $13.05 - $17.70 x 11 BXO SPREAD/FLOOR - OPENING Vega=$5226 PBR=14.63 Ref
- >>4800 PBR Jan24 20.0 Puts $5.80 (CboeTheo=5.37) ASK BOX 14:41:47.702 IV=101.7% +57.7 BOX 2023 x $4.30 - $5.80 x 14 BZX SPREAD/FLOOR Vega=$6453 PBR=14.63 Ref
- >>3000 BAC Jul24 35.0 Calls $1.22 (CboeTheo=1.24) BID AMEX 14:41:50.324 IV=22.7% -0.0 PHLX 1558 x $1.22 - $1.26 x 113 NOM SPREAD/CROSS - OPENING Vega=$27k BAC=31.68 Ref
- >>3000 BAC Jul24 26.0 Puts $0.61 (CboeTheo=0.60) MID AMEX 14:41:50.324 IV=29.8% +1.0 EMLD 908 x $0.59 - $0.62 x 660 EDGX SPREAD/CROSS - OPENING Vega=$17k BAC=31.68 Ref
- >>4820 NEE Jan24 77.5 Puts $15.80 (CboeTheo=15.90) BID BOX 14:41:55.940 EDGX 6 x $15.80 - $16.00 x 14 CBOE SPREAD/FLOOR - OPENING Vega=$0 NEE=61.59 Ref
- >>4820 NEE Jan24 70.0 Puts $8.30 (CboeTheo=8.41) BID BOX 14:41:55.940 BOX 13 x $8.30 - $8.50 x 10 PHLX SPREAD/FLOOR Vega=$0 NEE=61.59 Ref
- >>2950 AMZN Dec23 146 Puts $0.40 (CboeTheo=0.38) BID ARCA 14:42:05.147 IV=29.4% +1.9 ARCA 2952 x $0.40 - $0.41 x 1043 EMLD 52WeekHigh Vega=$9678 AMZN=148.49 Ref
- >>2080 JD Dec23 30.0 Puts $4.95 (CboeTheo=4.98) BID BOX 14:42:06.752 EMLD 108 x $4.95 - $5.00 x 80 EDGX SPREAD/FLOOR Vega=$0 JD=25.02 Ref
- >>4030 JD Dec23 30.0 Puts $4.96 (CboeTheo=4.98) BID BOX 14:42:06.752 EMLD 108 x $4.95 - $5.00 x 80 EDGX SPREAD/FLOOR Vega=$0 JD=25.02 Ref
- >>2470 JD Jan24 33.76 Puts $8.80 (CboeTheo=8.74) ASK BOX 14:42:06.752 IV=62.3% +9.2 BZX 9 x $8.70 - $8.80 x 8 NOM SPREAD/FLOOR - OPENING Vega=$2406 JD=25.02 Ref
- >>3640 JD Jan24 60.0 Puts $34.90 (CboeTheo=34.97) BID BOX 14:42:06.752 BZX 49 x $34.90 - $35.05 x 50 ARCA SPREAD/FLOOR - OPENING Vega=$0 JD=25.02 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 531 PERI Jan24 35.0 Calls $0.70 (CboeTheo=0.64) ASK [MULTI] 14:42:03.800 IV=42.2% -2.9 BOX 11 x $0.50 - $0.70 x 226 CBOE
Delta=28%, EST. IMPACT = 15k Shares ($479k) To Buy PERI=31.94 Ref - SWEEP DETECTED:
>>2975 AMZN Dec23 146 Puts $0.40 (CboeTheo=0.38) BID [MULTI] 14:42:05.147 IV=29.4% +1.9 ARCA 2952 x $0.40 - $0.41 x 1043 EMLD 52WeekHigh Vega=$9760 AMZN=148.49 Ref - >>5000 OXY Dec23 60.0 Puts $3.25 (CboeTheo=3.34) BID BOX 14:42:12.507 PHLX 132 x $3.25 - $3.35 x 6 BXO SPREAD/FLOOR Vega=$0 OXY=56.67 Ref
- >>5000 OXY Dec23 62.5 Puts $5.75 (CboeTheo=5.83) BID BOX 14:42:12.507 BOX 26 x $5.75 - $5.90 x 41 BOX SPREAD/FLOOR - OPENING Vega=$0 OXY=56.67 Ref
- >>2980 CVX Jan24 170 Puts $26.30 (CboeTheo=26.42) BID BOX 14:42:18.019 EDGX 16 x $26.30 - $26.50 x 16 EDGX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.58 Ref
- >>5010 CVX Dec23 155 Puts $11.30 (CboeTheo=11.42) BID BOX 14:42:18.019 PHLX 30 x $11.30 - $11.50 x 19 BOX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.58 Ref
- >>5010 CVX Dec23 150 Puts $6.30 (CboeTheo=6.42) BID BOX 14:42:18.019 PHLX 57 x $6.30 - $6.50 x 41 BOX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.58 Ref
- >>2980 CVX Jan24 160 Puts $16.30 (CboeTheo=16.42) BID BOX 14:42:18.019 BZX 16 x $16.30 - $16.50 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.58 Ref
- >>4500 XOM Dec23 105 Puts $6.45 (CboeTheo=6.51) BID BOX 14:42:24.110 PHLX 41 x $6.45 - $6.60 x 51 PHLX SPREAD/FLOOR Vega=$0 XOM=98.48 Ref
- >>2660 XOM Dec23 115 Puts $16.45 (CboeTheo=16.51) BID BOX 14:42:24.110 BZX 31 x $16.45 - $16.60 x 26 BOX SPREAD/FLOOR - OPENING Vega=$0 XOM=98.48 Ref
- >>3900 XOM Jan24 115 Puts $16.54 (CboeTheo=16.51) ASK BOX 14:42:24.110 IV=31.1% +4.9 BZX 21 x $16.45 - $16.60 x 26 CBOE SPREAD/FLOOR - OPENING Vega=$8166 XOM=98.48 Ref
- >>4160 XOM Dec23 110 Puts $11.60 (CboeTheo=11.52) ASK BOX 14:42:24.110 IV=85.7% +36.5 MIAX 45 x $11.45 - $11.60 x 36 BZX SPREAD/FLOOR - OPENING Vega=$2890 XOM=98.48 Ref
- SWEEP DETECTED:
>>2553 TSLA Dec23 29th 235 Calls $8.14 (CboeTheo=8.19) Below Bid! [MULTI] 14:42:29.956 IV=39.2% -0.1 EMLD 406 x $8.15 - $8.25 x 227 EMLD Vega=$50k TSLA=235.14 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1503 GGAL Jan25 20.0 Calls $3.50 (CboeTheo=4.01) BID [MULTI] 14:42:30.534 IV=54.8% -6.2 NOM 32 x $3.50 - $4.70 x 1088 PHLX OPENING
Delta=56%, EST. IMPACT = 84k Shares ($1.50m) To Sell GGAL=17.73 Ref - >>4000 TSLA Dec23 270 Puts $37.40 (CboeTheo=34.90) ASK BOX 14:42:32.700 IV=177.3% +113.5 NOM 71 x $34.10 - $37.40 x 71 NOM SPREAD/FLOOR Vega=$18k TSLA=235.10 Ref
- >>2570 TSLA Dec23 262.5 Puts $26.85 (CboeTheo=27.40) BID BOX 14:42:32.700 NOM 70 x $26.85 - $27.95 x 48 BOX SPREAD/FLOOR - OPENING Vega=$0 TSLA=235.10 Ref
- >>2540 TSLA Jan24 333.33 Puts $96.20 (CboeTheo=98.23) BID BOX 14:42:32.700 ARCA 25 x $96.20 - $101.05 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=235.10 Ref
- >>2320 TSLA Jan24 360 Puts $123.25 (CboeTheo=124.90) BID BOX 14:42:32.700 ARCA 25 x $123.25 - $127.25 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=235.10 Ref
- >>2010 TSLA Jan24 366.67 Puts $134.38 (CboeTheo=131.57) ASK BOX 14:42:32.700 IV=104.3% +47.8 ARCA 25 x $129.65 - $134.45 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$29k TSLA=235.10 Ref
- >>6320 TSLA Jan24 450 Puts $212.95 (CboeTheo=214.90) BID BOX 14:42:32.700 ARCA 25 x $212.95 - $217.70 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$0 TSLA=235.10 Ref
- >>2540 TSLA Jan24 400 Puts $166.75 (CboeTheo=164.90) ASK BOX 14:42:32.700 IV=110.8% +49.7 BZX 33 x $163.20 - $166.75 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$29k TSLA=235.10 Ref
- >>5000 SIRI Mar24 9.0 Puts $4.14 (CboeTheo=4.54) BID AMEX 14:42:37.121 PHLX 3092 x $3.35 - $6.90 x 68 BZX SPREAD/FLOOR Vega=$0 SIRI=5.38 Ref
- >>5000 SIRI Mar24 9.0 Calls $0.05 (CboeTheo=0.14) BID AMEX 14:42:37.122 IV=80.1% -21.1 ARCA 15 x $0.05 - $0.21 x 783 PHLX SPREAD/FLOOR Vega=$1629 SIRI=5.38 Ref
- >>5000 SIRI Dec23 8.0 Puts $2.62 (CboeTheo=2.65) BID AMEX 14:42:37.123 CBOE 7 x $2.61 - $2.67 x 6 CBOE SPREAD/FLOOR Vega=$0 SIRI=5.38 Ref
- >>5000 SIRI Dec23 8.0 Calls $0.02 (CboeTheo=0.01) ASK AMEX 14:42:37.123 IV=293.9% +58.1 AMEX 0 x $0.00 - $0.02 x 13 ARCA SPREAD/FLOOR Vega=$192 SIRI=5.38 Ref
- >>15000 BABA Dec23 85.0 Puts $14.30 (CboeTheo=14.25) ASK BOX 14:42:38.345 IV=126.7% +44.9 CBOE 180 x $14.15 - $14.30 x 168 EDGX SPREAD/FLOOR - OPENING Vega=$5247 BABA=70.75 Ref
- >>15000 BABA Dec23 80.0 Puts $9.30 (CboeTheo=9.25) ASK BOX 14:42:38.345 IV=91.3% +31.3 BOX 1095 x $9.15 - $9.30 x 141 EDGX SPREAD/FLOOR Vega=$6633 BABA=70.75 Ref
- >>10000 XOM Jan24 110 Puts $11.60 (CboeTheo=11.51) ASK BOX 14:42:43.858 IV=26.2% +3.2 CBOE 28 x $11.40 - $11.60 x 22 CBOE SPREAD/FLOOR - OPENING Vega=$42k XOM=98.50 Ref
- >>5000 XOM Dec23 105 Puts $6.54 (CboeTheo=6.50) ASK BOX 14:42:43.858 IV=49.2% +15.0 CBOE 92 x $6.40 - $6.55 x 40 CBOE SPREAD/FLOOR Vega=$3148 XOM=98.50 Ref
- >>10500 XOM Dec23 105 Puts $6.55 (CboeTheo=6.50) ASK BOX 14:42:43.858 IV=50.8% +16.5 CBOE 92 x $6.40 - $6.55 x 40 CBOE SPREAD/FLOOR Vega=$7400 XOM=98.50 Ref
- >>5500 XOM Dec23 102 Puts $3.45 (CboeTheo=3.52) BID BOX 14:42:43.858 AMEX 74 x $3.45 - $3.55 x 66 BZX SPREAD/FLOOR - OPENING Vega=$0 XOM=98.50 Ref
- >>7800 TSLA Dec23 270 Puts $34.37 (CboeTheo=35.04) BID BOX 14:42:49.362 NOM 71 x $34.10 - $37.40 x 71 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=234.96 Ref
- >>2200 TSLA Dec23 270 Puts $34.38 (CboeTheo=35.04) BID BOX 14:42:49.362 NOM 71 x $34.10 - $37.40 x 71 NOM SPREAD/FLOOR Vega=$0 TSLA=234.96 Ref
- >>10000 TSLA Dec23 260 Puts $25.25 (CboeTheo=25.05) ASK BOX 14:42:49.362 IV=80.9% +26.3 AMEX 9 x $24.55 - $25.25 x 1 MIAX SPREAD/FLOOR - OPENING Vega=$18k TSLA=234.96 Ref
- >>6600 TSLA Dec23 265 Puts $31.10 (CboeTheo=30.04) ASK BOX 14:42:49.362 IV=126.4% +67.4 BOX 48 x $29.60 - $31.10 x 91 BOX SPREAD/FLOOR - OPENING Vega=$22k TSLA=234.96 Ref
- >>6600 TSLA Jan24 416.67 Puts $184.10 (CboeTheo=181.71) ASK BOX 14:42:49.362 IV=122.0% +58.6 ARCA 25 x $179.65 - $184.10 x 25 ARCA SPREAD/FLOOR - OPENING Vega=$81k TSLA=234.96 Ref
- >>2110 PFE Jan24 40.0 Puts $13.65 (CboeTheo=13.54) ASK BOX 14:42:54.393 IV=83.9% +40.4 BZX 92 x $13.45 - $13.65 x 81 BZX SPREAD/FLOOR - OPENING 52WeekLow Vega=$2245 PFE=26.45 Ref
- >>5000 PFE Dec23 29.0 Puts $2.58 (CboeTheo=2.55) ASK BOX 14:42:54.393 IV=79.9% +32.5 PHLX 66 x $2.50 - $2.58 x 22 CBOE SPREAD/FLOOR 52WeekLow Vega=$1272 PFE=26.45 Ref
- >>2110 PFE Dec23 30.5 Puts $4.10 (CboeTheo=4.05) ASK BOX 14:42:54.393 IV=121.4% +67.2 BOX 26 x $4.00 - $4.10 x 24 MPRL SPREAD/FLOOR - OPENING 52WeekLow Vega=$530 PFE=26.45 Ref
- >>3230 PFE Dec23 31.0 Puts $4.60 (CboeTheo=4.55) ASK BOX 14:42:54.393 IV=132.0% +75.3 BOX 26 x $4.50 - $4.60 x 8 BOX SPREAD/FLOOR - OPENING 52WeekLow Vega=$768 PFE=26.45 Ref
- >>6290 PFE Dec23 32.5 Puts $6.00 (CboeTheo=6.04) BID BOX 14:42:54.393 BOX 26 x $6.00 - $6.10 x 4 NOM SPREAD/FLOOR 52WeekLow Vega=$0 PFE=26.45 Ref
- >>5000 PFE Jan24 31.0 Puts $4.50 (CboeTheo=4.54) BID BOX 14:42:54.393 PHLX 44 x $4.50 - $4.60 x 29 CBOE SPREAD/FLOOR 52WeekLow Vega=$0 PFE=26.45 Ref
- >>3230 PFE Jan24 32.0 Puts $5.50 (CboeTheo=5.54) BID BOX 14:42:54.393 AMEX 649 x $5.50 - $5.65 x 170 EDGX SPREAD/FLOOR 52WeekLow Vega=$0 PFE=26.45 Ref
- >>5140 PFE Jan24 33.0 Puts $6.60 (CboeTheo=6.54) ASK BOX 14:42:54.393 IV=48.3% +19.7 CBOE 113 x $6.50 - $6.60 x 113 PHLX SPREAD/FLOOR 52WeekLow Vega=$5607 PFE=26.45 Ref
- SWEEP DETECTED:
>>2734 PLTR Dec23 19.0 Calls $0.05 (CboeTheo=0.05) ASK [MULTI] 14:42:55.841 IV=69.2% -2.7 EMLD 4038 x $0.04 - $0.05 x 343 MPRL Vega=$714 PLTR=17.80 Ref - SWEEP DETECTED:
>>2297 QD Jan24 2.0 Calls $0.10 (CboeTheo=0.12) MID [MULTI] 14:42:42.136 IV=34.5% -14.5 PHLX 5842 x $0.05 - $0.15 x 10 ARCA ISO Vega=$571 QD=2.04 Ref - >>18000 PFE Dec23 30.0 Puts $3.60 (CboeTheo=3.55) ASK BOX 14:42:59.628 IV=110.4% +58.4 EDGX 197 x $3.50 - $3.60 x 256 PHLX SPREAD/FLOOR 52WeekLow Vega=$4801 PFE=26.45 Ref
- >>18000 PFE Jan24 35.0 Puts $8.60 (CboeTheo=8.54) ASK BOX 14:42:59.628 IV=57.9% +25.7 BXO 22 x $8.50 - $8.60 x 22 BXO SPREAD/FLOOR 52WeekLow Vega=$18k PFE=26.45 Ref
- >>6200 FSLR Dec23 200 Puts $56.80 (CboeTheo=56.67) ASK PHLX 14:43:11.367 IV=210.6% +68.4 EDGX 31 x $56.35 - $56.95 x 22 EDGX FLOOR - OPENING Vega=$3279 FSLR=143.32 Ref
- >>8000 FSLR Dec23 195 Puts $51.85 (CboeTheo=51.68) ASK PHLX 14:43:11.367 IV=205.4% +71.0 EDGX 26 x $51.15 - $52.25 x 34 EDGX FLOOR - OPENING Vega=$5343 FSLR=143.32 Ref
- >>2500 FSLR Dec23 175 Puts $31.75 (CboeTheo=31.68) BID PHLX 14:43:11.367 IV=129.7% +30.2 EDGX 19 x $31.35 - $32.20 x 34 EDGX FLOOR - OPENING Vega=$1361 FSLR=143.32 Ref
- >>4300 WYNN Jan24 110 Puts $22.75 (CboeTheo=22.72) ASK PHLX 14:43:31.266 IV=43.1% +10.1 EDGX 39 x $22.55 - $22.85 x 46 PHLX FLOOR - OPENING Vega=$7012 WYNN=87.28 Ref
- >>3300 WYNN Jan24 105 Puts $17.75 (CboeTheo=17.72) MID PHLX 14:43:31.266 IV=36.0% +6.1 EDGX 41 x $17.65 - $17.85 x 58 EDGX FLOOR - OPENING Vega=$6206 WYNN=87.28 Ref
- >>3900 WMT Jan24 165 Puts $12.25 (CboeTheo=12.21) ASK PHLX 14:43:33.115 IV=18.3% +1.9 EDGX 33 x $12.15 - $12.30 x 41 EDGX FLOOR - OPENING Vega=$19k WMT=152.78 Ref
- >>2400 WMT Dec23 165 Puts $12.20 (CboeTheo=12.21) BID PHLX 14:43:33.115 EDGX 35 x $12.15 - $12.30 x 46 EDGX FLOOR - OPENING Vega=$0 WMT=152.78 Ref
- >>5000 WMT Dec23 160 Puts $7.25 (CboeTheo=7.22) ASK PHLX 14:43:33.115 IV=36.1% +7.3 EDGX 47 x $7.05 - $7.30 x 34 EDGX FLOOR - OPENING Vega=$4889 WMT=152.78 Ref
- >>30000 WFC Jan24 57.5 Puts $10.30 (CboeTheo=10.36) BID PHLX 14:43:34.928 AMEX 1 x $10.30 - $10.40 x 58 BZX SPREAD/FLOOR - OPENING Vega=$0 WFC=47.15 Ref
- >>30000 WFC Jan24 55.0 Puts $7.80 (CboeTheo=7.86) BID PHLX 14:43:34.928 AMEX 1 x $7.80 - $7.90 x 26 NOM SPREAD/FLOOR - OPENING Vega=$0 WFC=47.15 Ref
- >>8000 ZM Jan24 135 Puts $64.80 (CboeTheo=64.44) ASK PHLX 14:43:36.602 IV=121.4% +46.7 BZX 63 x $63.55 - $65.00 x 62 BZX SPREAD/FLOOR - OPENING Vega=$21k ZM=70.56 Ref
- >>8000 ZM Jan24 130 Puts $59.80 (CboeTheo=59.44) ASK PHLX 14:43:36.602 IV=115.8% +43.8 ARCA 50 x $59.10 - $60.35 x 53 BZX SPREAD/FLOOR - OPENING Vega=$21k ZM=70.56 Ref
- SWEEP DETECTED:
>>2960 TSLA Dec23 29th 247.5 Calls $3.55 (CboeTheo=3.50) ASK [MULTI] 14:43:45.188 IV=39.8% +0.4 MIAX 455 x $3.45 - $3.55 x 409 MIAX OPENING Vega=$51k TSLA=235.25 Ref - >>2000 Z Jan24 65.0 Puts $14.55 (CboeTheo=14.59) ASK PHLX 14:43:59.451 NOM 83 x $14.20 - $14.70 x 35 MPRL SPREAD/FLOOR - OPENING Vega=$0 Z=50.45 Ref
- >>2000 Z Jan24 60.0 Puts $9.55 (CboeTheo=9.75) BID PHLX 14:43:59.546 NOM 56 x $9.40 - $9.80 x 58 NOM SPREAD/FLOOR - OPENING Vega=$0 Z=50.45 Ref
- >>2700 YUMC Jan24 65.0 Puts $24.90 (CboeTheo=25.51) BID PHLX 14:44:03.651 BXO 11 x $24.70 - $26.60 x 11 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 YUMC=39.49 Ref
- >>2700 YUMC Jan24 55.0 Puts $14.90 (CboeTheo=15.51) Below Bid! PHLX 14:44:03.728 BOX 163 x $15.40 - $16.30 x 67 PHLX SPREAD/FLOOR - OPENING 52WeekLow Vega=$0 YUMC=39.49 Ref
- >>2000 VEEV Dec23 210 Puts $34.90 (CboeTheo=34.85) ASK PHLX 14:44:09.834 IV=111.8% +72.7 BOX 104 x $33.90 - $35.20 x 1 GEMX FLOOR - OPENING Vega=$1004 VEEV=175.15 Ref
- >>2200 VEEV Dec23 200 Puts $24.90 (CboeTheo=24.85) MID PHLX 14:44:09.835 IV=85.8% +48.1 AMEX 1 x $24.70 - $25.10 x 5 MRX FLOOR - OPENING Vega=$1351 VEEV=175.15 Ref
- >>2000 XOM Jan24 130 Puts $31.50 (CboeTheo=31.48) ASK PHLX 14:44:13.147 IV=49.4% +13.9 BZX 28 x $31.35 - $31.60 x 26 BZX FLOOR - OPENING Vega=$3026 XOM=98.53 Ref
- >>2200 XOM Jan24 120 Puts $21.50 (CboeTheo=21.48) ASK PHLX 14:44:13.147 IV=37.6% +8.0 PHLX 41 x $21.40 - $21.55 x 14 GEMX FLOOR - OPENING Vega=$3995 XOM=98.53 Ref
- >>5800 XOM Jan24 115 Puts $16.50 (CboeTheo=16.48) ASK PHLX 14:44:13.147 IV=31.0% +4.8 CBOE 25 x $16.40 - $16.55 x 17 BZX FLOOR - OPENING Vega=$12k XOM=98.53 Ref
- >>2500 XOM Dec23 120 Puts $21.45 (CboeTheo=21.48) BID PHLX 14:44:13.147 PHLX 41 x $21.40 - $21.55 x 28 BOX FLOOR - OPENING Vega=$0 XOM=98.53 Ref
- >>3000 XOM Dec23 115 Puts $16.50 (CboeTheo=16.48) ASK PHLX 14:44:13.147 IV=98.4% +35.2 CBOE 82 x $16.40 - $16.55 x 28 BOX FLOOR - OPENING Vega=$925 XOM=98.53 Ref
- >>12000 XOM Dec23 110 Puts $11.45 (CboeTheo=11.47) BID PHLX 14:44:13.147 CBOE 76 x $11.40 - $11.55 x 28 BOX FLOOR - OPENING Vega=$0 XOM=98.53 Ref
- >>5400 XOM Dec23 106 Puts $7.50 (CboeTheo=7.47) ASK PHLX 14:44:13.147 IV=52.9% +15.7 PHLX 30 x $7.40 - $7.55 x 28 BOX FLOOR - OPENING Vega=$2685 XOM=98.53 Ref
- >>15000 XOM Dec23 105 Puts $6.45 (CboeTheo=6.47) BID PHLX 14:44:13.147 MIAX 80 x $6.40 - $6.55 x 26 BOX FLOOR - OPENING Vega=$0 XOM=98.53 Ref
- >>4000 XOM Dec23 104 Puts $5.50 (CboeTheo=5.48) ASK PHLX 14:44:13.147 IV=41.5% +9.8 PHLX 40 x $5.40 - $5.55 x 22 BOX FLOOR - OPENING Vega=$2396 XOM=98.53 Ref
- >>15000 INVZ Jan26 2.0 Puts $0.85 (CboeTheo=0.79) BID AMEX 14:44:13.591 IV=100.3% +6.3 BOX 9 x $0.70 - $1.10 x 9 BOX CROSS - OPENING SSR Vega=$14k INVZ=2.52 Ref
- >>2000 EW Jan24 90.0 Puts $14.90 (CboeTheo=14.76) ASK PHLX 14:44:17.102 IV=40.4% +7.9 MPRL 2 x $13.70 - $15.90 x 2 MPRL SPREAD/FLOOR - OPENING Vega=$6694 EW=75.25 Ref
- >>2000 EW Jan24 85.0 Puts $9.90 (CboeTheo=9.84) BID PHLX 14:44:17.102 IV=30.4% +2.2 AMEX 3 x $8.40 - $11.50 x 3 AMEX SPREAD/FLOOR - OPENING Vega=$7978 EW=75.25 Ref
- SPLIT TICKET:
>>1000 NANOS Dec23 467 Puts $0.98 (CboeTheo=0.97) ASK [CBOE] 14:44:27.999 IV=14.0% +2.3 CBOE 0 x $0.00 - $1.07 x 1000 CBOE OPENING 52WeekHigh Vega=$125 NANOS=469.47 Fwd - >>5000 PYPL Jan24 75.0 Puts $14.30 (CboeTheo=14.29) BID PHLX 14:44:32.352 IV=40.0% -1.0 BZX 21 x $14.25 - $14.40 x 10 EDGX FLOOR - OPENING Vega=$5418 PYPL=60.71 Ref
- >>3000 PYPL Dec23 67.5 Puts $6.80 (CboeTheo=6.80) MID PHLX 14:44:33.652 IV=71.5% +2.8 MPRL 20 x $6.75 - $6.85 x 46 BOX FLOOR - OPENING Vega=$716 PYPL=60.72 Ref
- >>8500 ENPH Jan24 180 Puts $77.25 (CboeTheo=77.35) BID PHLX 14:44:40.034 BOX 120 x $76.20 - $78.60 x 94 BOX FLOOR - OPENING Vega=$0 ENPH=102.66 Ref
- >>6000 ENPH Jan24 170 Puts $67.40 (CboeTheo=67.35) MID PHLX 14:44:40.034 IV=84.5% +13.4 BZX 34 x $66.40 - $68.40 x 33 BZX FLOOR - OPENING Vega=$9067 ENPH=102.66 Ref
- >>5000 PLL Jan24 75.0 Puts $49.90 (CboeTheo=49.41) BID PHLX 14:44:43.946 IV=216.5% +83.9 ARCA 1 x $49.00 - $51.30 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$7257 PLL=25.59 Ref
- >>5000 PLL Jan24 70.0 Puts $44.90 (CboeTheo=44.41) ASK PHLX 14:44:43.946 IV=206.5% +78.5 EMLD 1 x $43.50 - $46.00 x 101 EDGX SPREAD/FLOOR - OPENING Vega=$7425 PLL=25.59 Ref
- >>18250 PFE Jan24 35.0 Puts $8.55 (CboeTheo=8.54) ASK PHLX 14:44:50.122 IV=50.1% +17.9 BZX 110 x $8.45 - $8.60 x 118 C2 FLOOR 52WeekLow Vega=$6950 PFE=26.45 Ref
- >>13000 PFE Dec23 32.5 Puts $6.05 (CboeTheo=6.04) MID PHLX 14:44:50.122 IV=123.8% +55.1 EDGX 98 x $6.00 - $6.10 x 85 CBOE FLOOR - OPENING 52WeekLow Vega=$783 PFE=26.45 Ref
- >>2350 PEP Jan24 185 Puts $14.05 (CboeTheo=14.04) ASK PHLX 14:45:00.137 IV=17.8% +4.0 EDGX 40 x $13.90 - $14.15 x 39 EDGX FLOOR - OPENING Vega=$9217 PEP=170.97 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1622 HOG Dec23 33.0 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 14:44:58.299 IV=41.6% +5.6 PHLX 145 x $0.10 - $0.20 x 189 PHLX OPENING
Delta=31%, EST. IMPACT = 51k Shares ($1.64m) To Buy HOG=32.45 Ref - SWEEP DETECTED:
>>4736 AMD Jan24 140 Calls $6.05 (CboeTheo=6.11) BID [MULTI] 14:45:00.489 IV=35.5% -0.6 MIAX 765 x $6.05 - $6.15 x 141 MIAX Vega=$84k AMD=138.67 Ref - >>Market Color T - Bullish option flow detected in AT&T (16.49 +0.08) with 68,548 calls trading (1.6x expected) and implied vol increasing almost 2 points to 20.25%. . The Put/Call Ratio is 0.33. Earnings are expected on 01/23. [T 16.49 +0.08 Ref, IV=20.2% +1.9] #Bullish
- >>2200 CLOV Dec23 29th 1.0 Calls $0.04 (CboeTheo=0.04) ASK ARCA 14:45:40.211 IV=69.3% -7.6 C2 2858 x $0.02 - $0.04 x 2200 ARCA OPENING Vega=$174 CLOV=0.97 Ref
- >>2200 OXY Jan24 80.0 Puts $23.20 (CboeTheo=23.22) BID PHLX 14:45:40.389 BXO 11 x $23.15 - $23.30 x 13 NOM FLOOR - OPENING Vega=$0 OXY=56.78 Ref
- >>8000 OXY Jan24 72.5 Puts $15.75 (CboeTheo=15.71) ASK PHLX 14:45:40.389 IV=47.0% +9.4 CBOE 57 x $15.65 - $15.80 x 23 BZX FLOOR - OPENING Vega=$11k OXY=56.78 Ref
- >>4500 OXY Jan24 70.0 Puts $13.20 (CboeTheo=13.21) BID PHLX 14:45:40.390 CBOE 101 x $13.15 - $13.30 x 39 MIAX FLOOR - OPENING Vega=$0 OXY=56.78 Ref
- >>4900 OXY Dec23 63.0 Puts $6.25 (CboeTheo=6.22) ASK PHLX 14:45:40.390 IV=77.4% +17.6 BZX 44 x $6.15 - $6.30 x 23 NOM FLOOR - OPENING Vega=$1712 OXY=56.78 Ref
- >>3500 OXY Dec23 62.5 Puts $5.70 (CboeTheo=5.72) BID PHLX 14:45:40.390 MIAX 51 x $5.65 - $5.80 x 66 MIAX FLOOR Vega=$0 OXY=56.78 Ref
- >>9970 TSLA Jan24 450 Puts $214.90 (CboeTheo=214.41) ASK PHLX 14:45:45.067 IV=111.7% +44.1 NOM 25 x $212.95 - $216.80 x 42 BZX FLOOR - OPENING Vega=$58k TSLA=235.59 Ref
- >>10900 TSLA Jan24 416.67 Puts $181.50 (CboeTheo=181.09) BID PHLX 14:45:45.068 IV=99.5% +36.1 NOM 25 x $179.65 - $183.45 x 42 BZX FLOOR - OPENING Vega=$62k TSLA=235.59 Ref
- >>4000 TSLA Jan24 400 Puts $164.95 (CboeTheo=164.41) BID PHLX 14:45:45.068 IV=95.7% +34.5 BZX 42 x $163.20 - $166.80 x 25 NOM FLOOR - OPENING Vega=$26k TSLA=235.59 Ref
- >>3800 TSLA Jan24 366.67 Puts $131.55 (CboeTheo=131.09) MID PHLX 14:45:45.068 IV=81.8% +25.4 NOM 25 x $129.65 - $133.45 x 25 NOM FLOOR - OPENING Vega=$25k TSLA=235.59 Ref
- >>2600 TSLA Jan24 360 Puts $124.95 (CboeTheo=124.42) ASK PHLX 14:45:45.068 IV=80.1% +24.7 BZX 41 x $122.90 - $126.80 x 42 BZX FLOOR - OPENING Vega=$19k TSLA=235.59 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $214.90 (CboeTheo=214.41) ASK [PHLX] 14:45:45.067 IV=111.7% +44.1 NOM 25 x $212.95 - $216.80 x 42 BZX FLOOR - OPENING Vega=$58k TSLA=235.59 Ref - >>3600 ORCL Dec23 120 Puts $17.85 (CboeTheo=17.82) MID PHLX 14:45:49.018 IV=103.4% +32.8 BOX 32 x $17.70 - $18.00 x 82 EDGX FLOOR - OPENING SSR Vega=$1216 ORCL=102.18 Ref
- >>5900 ORCL Dec23 115 Puts $12.85 (CboeTheo=12.82) ASK PHLX 14:45:49.019 IV=80.0% +20.3 EDGX 56 x $12.70 - $12.90 x 57 EDGX FLOOR - OPENING SSR Vega=$2430 ORCL=102.18 Ref
- >>2100 DLTR Jan24 150 Puts $20.55 (CboeTheo=20.45) BID PHLX 14:45:53.875 IV=31.9% +4.1 BOX 20 x $20.30 - $21.00 x 79 MIAX FLOOR - OPENING Vega=$9421 DLTR=129.56 Ref
- >>2000 DLTR Dec23 135 Puts $5.35 (CboeTheo=5.50) BID PHLX 14:45:53.875 BOX 22 x $5.15 - $6.00 x 59 MIAX FLOOR - OPENING Vega=$0 DLTR=129.56 Ref
- SPLIT TICKET:
>>1076 VIX Dec23 20th 12.0 Puts $0.30 (CboeTheo=0.31) BID [CBOE] 14:45:53.035 IV=67.2% +4.5 CBOE 576 x $0.30 - $0.32 x 16 CBOE Vega=$681 VIX=12.33 Fwd - >>3000 NEM Jan24 57.5 Puts $18.30 (CboeTheo=18.17) Above Ask! PHLX 14:45:55.641 IV=76.8% +19.0 EDGX 130 x $18.10 - $18.25 x 140 EDGX SPREAD/FLOOR - OPENING Vega=$4605 NEM=39.34 Ref
- >>4500 NEM Jan24 55.0 Puts $15.65 (CboeTheo=15.66) BID PHLX 14:45:55.642 PHLX 107 x $15.60 - $15.75 x 92 EDGX SPREAD/FLOOR - OPENING Vega=$0 NEM=39.34 Ref
- >>Unusual Volume MRK - 3x market weighted volume: 50.5k = 52.6k projected vs 17.5k adv, 93% calls, 14% of OI ExDiv [MRK 106.28 +1.92 Ref, IV=16.9% -0.1]
- SPLIT TICKET:
>>2200 DLTR Jan24 150 Puts $20.552 (CboeTheo=20.45) BID [PHLX] 14:45:53.875 IV=31.9% +4.1 BOX 20 x $20.30 - $21.00 x 79 MIAX FLOOR - OPENING Vega=$9869 DLTR=129.56 Ref - >>2000 TMUS Jan24 195 Puts $34.80 (CboeTheo=34.80) ASK PHLX 14:46:01.935 BZX 34 x $34.55 - $35.00 x 13 BXO SPREAD/FLOOR - OPENING Vega=$0 TMUS=160.19 Ref
- >>2000 TMUS Jan24 190 Puts $29.80 (CboeTheo=29.80) ASK PHLX 14:46:01.935 BZX 34 x $29.60 - $29.95 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$0 TMUS=160.19 Ref
- >>4200 CVX Jan24 170 Puts $26.35 (CboeTheo=26.33) MID PHLX 14:46:09.795 IV=32.3% +7.8 BZX 11 x $26.25 - $26.45 x 24 BZX FLOOR - OPENING Vega=$8972 CVX=143.66 Ref
- >>2200 CVX Jan24 165 Puts $21.40 (CboeTheo=21.33) ASK PHLX 14:46:09.795 IV=29.5% +7.0 PHLX 20 x $21.25 - $21.50 x 19 CBOE FLOOR - OPENING Vega=$9183 CVX=143.66 Ref
- >>8500 CVX Jan24 160 Puts $16.35 (CboeTheo=16.33) BID PHLX 14:46:09.795 IV=22.8% +1.6 MPRL 11 x $16.25 - $16.50 x 29 CBOE FLOOR - OPENING Vega=$25k CVX=143.66 Ref
- >>2200 CVX Dec23 160 Puts $16.35 (CboeTheo=16.33) BID PHLX 14:46:09.795 IV=68.3% +19.2 BZX 24 x $16.25 - $16.50 x 47 PHLX FLOOR - OPENING Vega=$824 CVX=143.66 Ref
- >>6300 CVX Dec23 155 Puts $11.35 (CboeTheo=11.34) MID PHLX 14:46:09.795 IV=51.0% +12.1 BOX 30 x $11.25 - $11.45 x 28 BOX FLOOR - OPENING Vega=$3001 CVX=143.66 Ref
- >>4050 CVX Dec23 150 Puts $6.35 (CboeTheo=6.34) MID PHLX 14:46:09.795 IV=32.1% +3.3 BOX 41 x $6.25 - $6.45 x 28 BOX FLOOR - OPENING Vega=$2810 CVX=143.66 Ref
- >>2800 NEE Jan24 80.0 Puts $18.20 (CboeTheo=18.14) ASK PHLX 14:46:12.073 IV=49.5% +11.5 NOM 92 x $18.00 - $18.30 x 57 BZX FLOOR - OPENING Vega=$4571 NEE=61.85 Ref
- >>6600 NEE Jan24 77.5 Puts $15.70 (CboeTheo=15.64) ASK PHLX 14:46:12.073 IV=44.6% +8.7 BOX 302 x $15.50 - $15.80 x 85 NOM FLOOR - OPENING Vega=$12k NEE=61.85 Ref
- >>6450 NEE Jan24 70.0 Puts $8.10 (CboeTheo=8.15) BID PHLX 14:46:12.074 NOM 91 x $8.00 - $8.30 x 88 NOM FLOOR - OPENING Vega=$0 NEE=61.85 Ref
- >>2500 NEE Dec23 65.0 Puts $3.10 (CboeTheo=3.17) MID PHLX 14:46:12.074 CBOE 91 x $3.00 - $3.20 x 39 EDGX FLOOR - OPENING Vega=$0 NEE=61.85 Ref
- >>Unusual Volume ARCC - 3x market weighted volume: 8585 = 8894 projected vs 2657 adv, 76% calls, 5% of OI ExDiv [ARCC 20.15 +0.03 Ref, IV=13.1% +0.0]
- >>6000 SQ Jan24 125 Puts $55.20 (CboeTheo=55.08) ASK PHLX 14:46:14.314 IV=101.2% +34.4 NOM 25 x $54.30 - $55.80 x 25 NOM SPREAD/FLOOR - OPENING Vega=$10k SQ=69.92 Ref
- >>6000 SQ Jan24 100 Puts $30.20 (CboeTheo=30.08) ASK PHLX 14:46:14.314 IV=68.5% +16.4 PHLX 58 x $29.90 - $30.20 x 56 BZX SPREAD/FLOOR - OPENING Vega=$13k SQ=69.92 Ref
- >>2760 CSCO Dec23 55.0 Puts $5.50 (CboeTheo=5.48) MID PHLX 14:46:16.286 IV=70.7% +18.4 BOX 13 x $5.45 - $5.55 x 98 MPRL FLOOR - OPENING Vega=$569 CSCO=49.52 Ref
- >>3450 CSCO Dec23 52.5 Puts $2.99 (CboeTheo=2.98) BID PHLX 14:46:16.286 IV=39.3% +4.9 BZX 49 x $2.95 - $3.05 x 106 ARCA FLOOR - OPENING Vega=$613 CSCO=49.52 Ref
- >>2000 SLB Jan24 65.0 Puts $15.95 (CboeTheo=15.96) ASK PHLX 14:46:18.529 EDGX 267 x $15.40 - $16.00 x 6 ARCA FLOOR - OPENING Vega=$0 SLB=49.05 Ref
- >>5100 SLB Dec23 57.5 Puts $8.45 (CboeTheo=8.46) MID PHLX 14:46:18.529 AMEX 1 x $8.40 - $8.50 x 16 BOX FLOOR - OPENING Vega=$0 SLB=49.05 Ref
- SPLIT TICKET:
>>2900 CSCO Dec23 55.0 Puts $5.498 (CboeTheo=5.48) MID [PHLX] 14:46:16.286 IV=70.7% +18.4 BOX 13 x $5.45 - $5.55 x 98 MPRL FLOOR - OPENING Vega=$597 CSCO=49.52 Ref - >>2900 CHTR Jan24 440 Puts $62.80 (CboeTheo=62.87) BID PHLX 14:46:27.866 IV=29.9% -3.1 EDGX 8 x $60.70 - $65.70 x 9 EDGX FLOOR - OPENING Vega=$12k CHTR=377.21 Ref
- >>2500 CHTR Dec23 420 Puts $42.70 (CboeTheo=42.79) ASK PHLX 14:46:27.866 ARCA 1 x $40.40 - $44.80 x 1 ARCA FLOOR - OPENING Vega=$0 CHTR=377.21 Ref
- >>3400 MS Jan24 100 Puts $14.45 (CboeTheo=14.45) ASK PHLX 14:46:29.537 IV=29.8% +4.1 MPRL 28 x $14.35 - $14.50 x 28 MIAX FLOOR - OPENING Vega=$2726 MS=85.55 Ref
- >>4500 MS Jan24 95.0 Puts $9.45 (CboeTheo=9.46) ASK PHLX 14:46:29.538 IV=21.8% -1.0 MPRL 44 x $9.35 - $9.50 x 17 BXO FLOOR - OPENING Vega=$4596 MS=85.55 Ref
- SPLIT TICKET:
>>4100 MS Jan24 100 Puts $14.441 (CboeTheo=14.45) ASK [PHLX] 14:46:29.537 MPRL 28 x $14.35 - $14.50 x 28 MIAX FLOOR - OPENING Vega=$0 MS=85.55 Ref - >>1000 SPXW Dec23 29th 3875 Puts $0.60 (CboeTheo=0.57) MID CBOE 14:47:00.288 IV=36.8% +3.0 CBOE 999 x $0.55 - $0.65 x 382 CBOE FLOOR Vega=$16k SPX=4706.86 Fwd
- >>1000 SPXW Dec23 29th 3875 Puts $0.60 (CboeTheo=0.57) MID CBOE 14:47:00.289 IV=36.8% +3.0 CBOE 999 x $0.55 - $0.65 x 382 CBOE FLOOR Vega=$16k SPX=4706.86 Fwd
- >>1000 SPXW Dec23 29th 3875 Puts $0.60 (CboeTheo=0.57) MID CBOE 14:47:00.289 IV=36.8% +3.0 CBOE 999 x $0.55 - $0.65 x 382 CBOE FLOOR Vega=$16k SPX=4706.86 Fwd
- SPLIT TICKET:
>>6300 SPXW Dec23 29th 3875 Puts $0.60 (CboeTheo=0.57) MID [CBOE] 14:47:00.288 IV=36.8% +3.0 CBOE 999 x $0.55 - $0.65 x 382 CBOE FLOOR - OPENING Vega=$101k SPX=4706.86 Fwd - >>3500 MRNA Jan24 140 Puts $63.40 (CboeTheo=63.24) ASK PHLX 14:47:05.660 IV=105.5% +35.4 BXO 7 x $62.95 - $63.50 x 1 EDGX FLOOR - OPENING Vega=$6929 MRNA=76.77 Ref
- >>2650 MRNA Jan24 120 Puts $43.25 (CboeTheo=43.24) BID PHLX 14:47:05.660 IV=73.1% +12.1 BXO 2 x $43.10 - $43.65 x 76 BZX FLOOR - OPENING Vega=$2203 MRNA=76.77 Ref
- >>10000 BAC Jan24 40.0 Puts $8.20 (CboeTheo=8.22) BID PHLX 14:47:11.471 CBOE 39 x $8.20 - $8.30 x 220 MIAX SPREAD/FLOOR - OPENING Vega=$0 BAC=31.78 Ref
- >>10000 BAC Jan24 38.0 Puts $6.20 (CboeTheo=6.22) BID PHLX 14:47:11.471 CBOE 56 x $6.20 - $6.30 x 226 MIAX SPREAD/FLOOR - OPENING Vega=$0 BAC=31.78 Ref
- >>2100 RTX Jan24 95.0 Puts $11.95 (CboeTheo=11.96) BID PHLX 14:47:13.741 ARCA 6 x $11.90 - $12.05 x 3 ISE FLOOR - OPENING Vega=$0 RTX=83.05 Ref
- >>12000 BABA Dec23 85.0 Puts $14.05 (CboeTheo=14.06) BID PHLX 14:47:15.589 CBOE 73 x $14.00 - $14.15 x 148 EDGX FLOOR - OPENING Vega=$0 BABA=70.94 Ref
- >>12000 BABA Dec23 80.0 Puts $9.05 (CboeTheo=9.06) MID PHLX 14:47:15.589 BZX 183 x $9.00 - $9.10 x 225 BZX FLOOR Vega=$0 BABA=70.94 Ref
- >>10000 DB Jan24 13.0 Calls $0.40 (CboeTheo=0.36) MID AMEX 14:47:21.180 IV=23.9% +2.1 AMEX 502 x $0.35 - $0.45 x 653 PHLX AUCTION Vega=$16k DB=12.96 Ref
- >>2200 LVS Jan24 60.0 Puts $11.70 (CboeTheo=11.66) ASK PHLX 14:47:22.341 IV=42.5% +10.1 BZX 13 x $11.60 - $11.75 x 17 NOM SPREAD/FLOOR - OPENING Vega=$2820 LVS=48.34 Ref
- >>2000 AMZN Jan24 170 Puts $21.50 (CboeTheo=21.28) ASK PHLX 14:47:23.916 IV=31.8% +7.0 ARCA 63 x $20.85 - $21.60 x 69 ARCA SPREAD/FLOOR - OPENING 52WeekHigh Vega=$14k AMZN=148.72 Ref
- >>2000 AMZN Dec23 160 Puts $11.50 (CboeTheo=11.28) Above Ask! PHLX 14:47:23.916 IV=68.5% +28.3 BOX 80 x $11.20 - $11.40 x 82 BOX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$3351 AMZN=148.72 Ref
- >>2650 ADM Jan24 87.5 Puts $13.20 (CboeTheo=13.19) MID PHLX 14:47:38.212 IV=31.3% +7.4 MPRL 5 x $13.10 - $13.30 x 15 ARCA FLOOR - OPENING Vega=$3352 ADM=74.31 Ref
- >>2400 ADM Jan24 85.0 Puts $10.70 (CboeTheo=10.69) MID PHLX 14:47:38.212 IV=26.8% +4.8 MPRL 7 x $10.60 - $10.80 x 14 BXO FLOOR - OPENING Vega=$3414 ADM=74.31 Ref
- >>2850 KO Jan24 80.0 Puts $20.15 (CboeTheo=20.16) BID PHLX 14:47:39.770 PHLX 193 x $20.10 - $20.25 x 344 PHLX FLOOR - OPENING Vega=$0 KO=59.84 Ref
- >>2600 KO Jan24 65.0 Puts $5.15 (CboeTheo=5.16) MID PHLX 14:47:39.770 EDGX 115 x $5.10 - $5.20 x 98 EDGX FLOOR - OPENING Vega=$0 KO=59.84 Ref
- >>2000 AA Jan24 50.0 Puts $24.80 (CboeTheo=24.49) BID PHLX 14:47:41.335 IV=140.3% +50.1 EDGX 347 x $23.90 - $26.00 x 73 BOX SPREAD/FLOOR - OPENING Vega=$2687 AA=25.51 Ref
- >>3200 AA Jan24 45.0 Puts $19.95 (CboeTheo=19.49) BID PHLX 14:47:41.336 IV=133.4% +54.5 EDGX 274 x $19.15 - $20.85 x 84 PHLX SPREAD/FLOOR - OPENING Vega=$5354 AA=25.51 Ref
- >>3950 JNJ Jan24 170 Puts $15.05 (CboeTheo=15.03) ASK PHLX 14:47:42.920 IV=20.4% +3.8 BZX 11 x $14.90 - $15.15 x 30 MPRL FLOOR - OPENING Vega=$15k JNJ=154.97 Ref
- >>2000 JNJ Dec23 160 Puts $5.05 (CboeTheo=5.06) MID PHLX 14:47:42.920 IV=24.4% +8.3 BOX 12 x $4.95 - $5.15 x 30 BXO FLOOR - OPENING Vega=$1960 JNJ=154.97 Ref
- >>15908 PFE Jan24 27.0 Puts $1.00 (CboeTheo=0.98) ASK BOX 14:48:26.265 IV=24.0% -3.2 EDGX 244 x $0.97 - $1.00 x 938 EDGX SPREAD/FLOOR 52WeekLow Vega=$53k PFE=26.50 Ref
- >>15908 PFE Jan24 26th 27.0 Puts $1.18 (CboeTheo=1.21) ASK BOX 14:48:26.265 IV=21.6% -2.9 BOX 15 x $1.05 - $1.24 x 5 NOM SPREAD/FLOOR - OPENING 52WeekLow Vega=$55k PFE=26.50 Ref
- >>15907 PFE Jan24 27.0 Puts $1.00 (CboeTheo=0.98) ASK BOX 14:48:26.265 IV=24.0% -3.2 EDGX 244 x $0.97 - $1.00 x 938 EDGX SPREAD/FLOOR 52WeekLow Vega=$53k PFE=26.50 Ref
- >>15907 PFE Jan24 26th 27.0 Puts $1.17 (CboeTheo=1.21) ASK BOX 14:48:26.265 IV=21.3% -3.2 BOX 15 x $1.05 - $1.24 x 5 NOM SPREAD/FLOOR - OPENING 52WeekLow Vega=$55k PFE=26.50 Ref
- SWEEP DETECTED:
>>2888 RIVN Jan24 15.0 Puts $0.237 (CboeTheo=0.24) Below Bid! [MULTI] 14:49:29.484 IV=71.0% +2.1 EDGX 108 x $0.24 - $0.27 x 425 CBOE Vega=$3250 RIVN=19.32 Ref - >>3150 VTR Feb24 50.0 Calls $0.95 (CboeTheo=0.88) ASK PHLX 14:49:53.453 IV=21.6% +0.3 PHLX 1421 x $0.75 - $0.95 x 50 MPRL FLOOR - OPENING Vega=$23k VTR=47.96 Ref
- SWEEP DETECTED:
>>2000 SNAP Dec23 16.0 Puts $0.14 (CboeTheo=0.14) ASK [MULTI] 14:51:34.188 IV=58.7% +1.1 C2 1097 x $0.13 - $0.14 x 716 C2 52WeekHigh Vega=$857 SNAP=16.36 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1086 FTAI Feb24 50.0 Calls $0.602 (CboeTheo=0.71) BID [MULTI] 14:51:54.055 IV=28.1% -2.0 PHLX 183 x $0.60 - $0.75 x 12 BOX OPENING
Delta=21%, EST. IMPACT = 23k Shares ($1.03m) To Sell FTAI=44.66 Ref - SWEEP DETECTED:
>>2957 SOFI Dec23 29th 8.0 Calls $0.79 (CboeTheo=0.78) ASK [MULTI] 14:52:46.493 IV=61.0% +3.7 EMLD 1284 x $0.77 - $0.79 x 594 C2 Vega=$1745 SOFI=8.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 529 KBH Dec23 57.0 Calls $1.00 (CboeTheo=0.88) ASK [MULTI] 14:54:17.956 IV=47.6% +8.9 EMLD 111 x $0.85 - $1.00 x 151 PHLX OPENING 52WeekHigh
Delta=57%, EST. IMPACT = 30k Shares ($1.74m) To Buy KBH=57.31 Ref - SWEEP DETECTED:
>>2247 RIOT Dec23 16.5 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 14:54:25.286 IV=110.9% -11.0 EMLD 1831 x $0.07 - $0.09 x 509 C2 Vega=$583 RIOT=15.04 Ref - SWEEP DETECTED:
>>2921 AGNC Jan24 5th 9.5 Calls $0.10 (CboeTheo=0.09) ASK [MULTI] 14:55:02.219 IV=23.2% -5.8 BZX 49 x $0.08 - $0.10 x 385 MPRL OPENING Vega=$2329 AGNC=9.26 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 XPOF Apr24 10.0 Calls $2.20 (CboeTheo=2.05) ASK [MULTI] 14:55:27.322 IV=73.7% +6.8 PHLX 177 x $2.00 - $2.20 x 120 PHLX OPENING
Delta=66%, EST. IMPACT = 33k Shares ($348k) To Buy XPOF=10.61 Ref - SWEEP DETECTED:
>>2474 AMZN Dec23 146 Puts $0.33 (CboeTheo=0.32) MID [MULTI] 14:55:35.981 IV=28.4% +0.9 ARCA 2 x $0.33 - $0.34 x 850 C2 52WeekHigh Vega=$7558 AMZN=148.68 Ref - >>2000 SE Jan24 180 Puts $142.10 (CboeTheo=142.09) ASK PHLX 14:55:51.618 IV=220.0% +72.2 BZX 37 x $141.75 - $142.30 x 44 BZX FLOOR - OPENING Vega=$514 SE=37.91 Ref
- >>5150 SE Jan24 70.0 Puts $32.00 (CboeTheo=32.09) BID PHLX 14:55:51.618 EDGX 7 x $31.90 - $32.20 x 4 BXO FLOOR - OPENING Vega=$0 SE=37.91 Ref
- >>2700 SE Jan24 65.0 Puts $26.95 (CboeTheo=27.09) BID PHLX 14:55:51.618 AMEX 87 x $26.75 - $27.60 x 88 AMEX FLOOR - OPENING Vega=$0 SE=37.91 Ref
- >>2200 SE Jan24 60.0 Puts $22.15 (CboeTheo=22.09) ASK PHLX 14:55:51.619 IV=83.1% +10.6 MPRL 6 x $22.05 - $22.15 x 8 CBOE FLOOR - OPENING Vega=$2145 SE=37.91 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 742 XPOF Apr24 10.0 Calls $2.25 (CboeTheo=2.09) ASK [MULTI] 14:55:51.228 IV=74.6% +7.7 PHLX 357 x $2.00 - $2.25 x 154 PHLX OPENING
Delta=66%, EST. IMPACT = 49k Shares ($522k) To Buy XPOF=10.65 Ref - >>2224 PYPL Jan24 100 Calls $0.03 (CboeTheo=0.02) ASK PHLX 14:56:27.420 IV=61.3% -1.3 MPRL 120 x $0.01 - $0.03 x 2536 MPRL AUCTION - COMPLEX Vega=$1012 PYPL=61.05 Ref
- SWEEP DETECTED:
>>2000 APO Dec23 29th 88.0 Puts $0.25 (CboeTheo=0.35) BID [MULTI] 14:56:53.883 IV=24.3% -1.8 PHLX 30 x $0.25 - $0.35 x 147 PHLX OPENING 52WeekHigh Vega=$7461 APO=93.41 Ref - SWEEP DETECTED:
>>3326 F Jan24 13.0 Calls $0.04 (CboeTheo=0.06) ASK [MULTI] 14:57:11.828 IV=31.1% -3.8 GEMX 3759 x $0.03 - $0.04 x 489 MPRL Vega=$1867 F=11.22 Ref - >>4000 KLTR Mar24 2.0 Calls $0.10 (CboeTheo=0.17) BID BOX 14:57:16.560 IV=45.4% -18.9 PHLX 800 x $0.05 - $0.35 x 327 PHLX FLOOR - OPENING Vega=$1397 KLTR=1.79 Ref
- SWEEP DETECTED:
>>2509 CVE Jun24 17.0 Calls $1.30 (CboeTheo=1.33) BID [MULTI] 14:57:41.922 IV=34.0% -0.7 BOX 23 x $1.30 - $1.40 x 464 AMEX ExDiv Vega=$11k CVE=16.11 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 4815 Calls $0.55 (CboeTheo=0.49) ASK [CBOE] 14:58:57.504 IV=16.1% -0.3 CBOE 291 x $0.50 - $0.55 x 189 CBOE Vega=$24k SPX=4703.27 Fwd - >>3993 CGC Jan26 2.0 Calls $0.17 (CboeTheo=0.19) BID MPRL 14:59:13.551 IV=118.8% -2.4 MPRL 3993 x $0.17 - $0.24 x 679 BOX SSR Vega=$1138 CGC=0.53 Ref
- SWEEP DETECTED:
>>4003 CGC Jan26 2.0 Calls $0.17 (CboeTheo=0.19) BID [MULTI] 14:59:13.551 IV=118.8% -2.4 MPRL 3993 x $0.17 - $0.24 x 679 BOX SSR Vega=$1141 CGC=0.53 Ref - >>1200 SPXW Dec23 13th 4690 Puts $1.92 (CboeTheo=0.35) Below Bid! CBOE 14:59:37.114 IV=29.9% +15.8 CBOE 119 x $2.05 - $2.15 x 177 CBOE LATE - OPENING Vega=$18k SPX=4701.51 Fwd
- >>1200 SPXW Dec23 13th 4670 Puts $0.37 (CboeTheo=0.07) MID CBOE 14:59:37.114 IV=37.6% +23.3 CBOE 3 x $0.35 - $0.40 x 898 CBOE LATE - OPENING Vega=$6184 SPX=4701.51 Fwd
- >>1200 SPXW Dec23 13th 4685 Puts $1.18 (CboeTheo=0.18) Below Bid! CBOE 14:59:37.114 IV=31.2% +16.4 CBOE 364 x $1.25 - $1.35 x 326 CBOE LATE - OPENING Vega=$14k SPX=4701.51 Fwd
- >>1200 SPXW Dec23 13th 4680 Puts $0.71 (CboeTheo=0.11) Below Bid! CBOE 14:59:37.114 IV=32.4% +17.7 CBOE 38 x $0.80 - $0.85 x 72 CBOE LATE - OPENING Vega=$10k SPX=4701.51 Fwd
- SPLIT TICKET:
>>3500 SPXW Dec23 13th 4690 Puts $1.92 (CboeTheo=0.35) Below Bid! [CBOE] 14:59:37.111 IV=29.9% +15.8 CBOE 119 x $2.05 - $2.15 x 177 CBOE LATE - OPENING Vega=$53k SPX=4701.51 Fwd - SPLIT TICKET:
>>3500 SPXW Dec23 13th 4670 Puts $0.37 (CboeTheo=0.07) MID [CBOE] 14:59:37.111 IV=37.6% +23.3 CBOE 3 x $0.35 - $0.40 x 898 CBOE LATE - OPENING Vega=$18k SPX=4701.51 Fwd - SPLIT TICKET:
>>3500 SPXW Dec23 13th 4685 Puts $1.18 (CboeTheo=0.18) Below Bid! [CBOE] 14:59:37.111 IV=31.2% +16.4 CBOE 364 x $1.25 - $1.35 x 326 CBOE LATE - OPENING Vega=$41k SPX=4701.51 Fwd - SPLIT TICKET:
>>3506 SPXW Dec23 13th 4680 Puts $0.71 (CboeTheo=0.11) Below Bid! [CBOE] 14:59:37.111 IV=32.4% +17.7 CBOE 38 x $0.80 - $0.85 x 72 CBOE LATE - OPENING Vega=$30k SPX=4701.51 Fwd - SWEEP DETECTED:
>>2552 AMZN Dec23 146 Puts $0.35 (CboeTheo=0.34) ASK [MULTI] 14:59:37.702 IV=28.5% +1.0 MPRL 88 x $0.34 - $0.35 x 281 C2 AUCTION 52WeekHigh Vega=$7994 AMZN=148.58 Ref - >>10000 INVZ Jan26 2.0 Puts $0.80 (CboeTheo=0.79) ASK AMEX 14:59:53.286 IV=94.9% +0.9 PHLX 3378 x $0.10 - $1.00 x 1 ARCA CROSS - OPENING SSR Vega=$9673 INVZ=2.52 Ref
- SWEEP DETECTED:
>>2000 BHC Jan25 4.0 Puts $0.43 (CboeTheo=0.44) BID [MULTI] 14:59:51.512 IV=74.3% -1.1 PHLX 1060 x $0.43 - $0.81 x 35 BOX Vega=$2878 BHC=7.41 Ref - SPLIT TICKET:
>>2000 SPX Dec23 4200 Puts $0.30 (CboeTheo=0.24) MID [CBOE] 15:00:00.296 IV=63.0% +16.7 CBOE 729 x $0.25 - $0.35 x 2625 CBOE FLOOR Vega=$9300 SPX=4701.92 Fwd - >>Unusual Volume VLY - 3x market weighted volume: 8107 = 7729 projected vs 2197 adv, 99% calls, 6% of OI [VLY 10.28 +0.57 Ref, IV=38.3% +0.3]
- >>Unusual Volume VEEV - 3x market weighted volume: 17.9k = 17.1k projected vs 4951 adv, 94% puts, 27% of OI [VEEV 175.90 +0.74 Ref, IV=25.2% -0.2]
- >>2496 TUP Dec23 29th 2.0 Calls $0.20 (CboeTheo=0.20) ASK BZX 15:01:04.846 IV=123.5% +0.3 BOX 7039 x $0.15 - $0.20 x 503 BZX OPENING Vega=$412 TUP=1.99 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3002 TUP Dec23 29th 2.0 Calls $0.20 (CboeTheo=0.20) ASK [MULTI] 15:01:04.846 IV=123.5% +0.3 BOX 7039 x $0.15 - $0.20 x 503 BZX OPENING
Delta=54%, EST. IMPACT = 163k Shares ($325k) To Buy TUP=1.99 Ref - >>2600 JNJ Jan24 170 Puts $15.15 (CboeTheo=15.18) MID PHLX 15:03:00.753 ARCA 6 x $15.05 - $15.25 x 18 BOX FLOOR - OPENING Vega=$0 JNJ=154.82 Ref
- >>Unusual Volume HAS - 3x market weighted volume: 10.5k = 9849 projected vs 3278 adv, 61% puts, 12% of OI [HAS 50.38 +2.00 Ref, IV=32.3% +0.5]
- >>3000 FUBO Jan24 10.0 Puts $6.95 (CboeTheo=6.59) Above Ask! PHLX 15:03:35.728 IV=314.9% +164.9 EDGX 352 x $6.55 - $6.65 x 85 BZX SPREAD/FLOOR Vega=$1095 FUBO=3.41 Ref
- >>1288 SPXW Dec23 29th 5000 Calls $0.40 (CboeTheo=0.28) ASK CBOE 15:03:50.334 IV=11.9% -0.1 CBOE 1037 x $0.25 - $0.40 x 1279 CBOE Vega=$43k SPX=4717.47 Fwd
- SPLIT TICKET:
>>3050 SPXW Dec23 29th 5000 Calls $0.378 (CboeTheo=0.28) Above Ask! [CBOE] 15:03:50.334 IV=11.7% -0.3 CBOE 1037 x $0.25 - $0.35 x 741 CBOE Vega=$93k SPX=4717.47 Fwd - SWEEP DETECTED:
>>2207 OPEN Feb24 6.0 Calls $0.162 (CboeTheo=0.19) MID [MULTI] 15:04:27.681 IV=94.7% -7.6 EDGX 1606 x $0.16 - $0.17 x 40 GEMX OPENING Vega=$1118 OPEN=4.04 Ref - SWEEP DETECTED:
>>2440 LCID Dec23 22nd 5.0 Calls $0.10 (CboeTheo=0.10) ASK [MULTI] 15:04:38.937 IV=90.9% -13.6 PHLX 3492 x $0.07 - $0.10 x 949 C2 SSR Vega=$579 LCID=4.56 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 873 OPI Mar24 5.0 Puts $0.35 (CboeTheo=0.37) Below Bid! [MULTI] 15:04:58.235 IV=69.7% +13.3 PHLX 33 x $0.35 - $0.40 x 185 PHLX OPENING
Delta=-23%, EST. IMPACT = 20k Shares ($129k) To Buy OPI=6.28 Ref - >>1000 VIX Dec23 20th 12.0 Puts $0.31 (CboeTheo=0.31) MID CBOE 15:06:04.541 IV=65.8% +3.1 CBOE 1936 x $0.30 - $0.33 x 1488 CBOE Vega=$638 VIX=12.27 Fwd
- SWEEP DETECTED:
>>5786 SQ Dec23 76.0 Calls $0.045 (CboeTheo=0.06) MID [MULTI] 15:06:13.751 IV=56.6% +1.5 EMLD 282 x $0.05 - $0.06 x 77 MPRL Vega=$2818 SQ=70.52 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4310 Puts $0.30 (CboeTheo=0.30) BID [CBOE] 15:06:35.317 IV=50.8% +14.7 CBOE 2818 x $0.30 - $0.40 x 3176 CBOE ISO Vega=$5607 SPX=4709.98 Fwd - SWEEP DETECTED:
>>2000 BAC Dec23 29th 33.0 Calls $0.24 (CboeTheo=0.23) ASK [MULTI] 15:06:58.238 IV=20.4% -1.0 C2 1085 x $0.23 - $0.24 x 528 EMLD OPENING Vega=$4621 BAC=32.09 Ref - >>3612 MARA Jan24 12.5 Calls $4.90 (CboeTheo=4.87) MID ISE 15:07:29.481 IV=111.9% +9.2 EDGX 393 x $4.85 - $4.95 x 164 MIAX COB Vega=$4610 MARA=16.79 Ref
- >>3612 MARA Jan24 11.0 Calls $6.10 (CboeTheo=6.12) MID ISE 15:07:29.481 IV=113.4% +6.6 PHLX 386 x $6.05 - $6.15 x 175 CBOE COB Vega=$3066 MARA=16.79 Ref
- SWEEP DETECTED:
>>3105 RIVN Jan24 20.0 Puts $1.819 (CboeTheo=1.83) Below Bid! [MULTI] 15:07:46.608 IV=63.6% -1.0 BZX 634 x $1.82 - $1.85 x 665 EDGX ISO Vega=$7670 RIVN=19.45 Ref - SPLIT TICKET:
>>4000 SPXW Dec23 28th 3900 Puts $0.60 (CboeTheo=0.55) ASK [CBOE] 15:08:28.196 IV=37.3% +3.8 CBOE 386 x $0.55 - $0.60 x 350 CBOE FLOOR - OPENING Vega=$63k SPX=4718.44 Fwd - SWEEP DETECTED:
>>2499 M Dec23 29th 18.0 Puts $0.20 (CboeTheo=0.26) ASK [MULTI] 15:10:41.735 IV=43.6% -0.2 EDGX 705 x $0.15 - $0.20 x 50 ARCA OPENING ExDiv Vega=$2821 M=19.50 Ref - >>8740 PFE Jan24 12th 27.0 Puts $0.93 (CboeTheo=0.91) BID PHLX 15:11:05.240 IV=24.4% -4.1 PHLX 55 x $0.88 - $1.06 x 442 EDGX COB/AUCTION - OPENING 52WeekLow Vega=$26k PFE=26.54 Ref
- >>8740 PFE Jan24 5th 27.0 Puts $0.85 (CboeTheo=0.84) MID PHLX 15:11:05.240 IV=24.1% -3.2 C2 370 x $0.82 - $0.88 x 1072 PHLX COB/AUCTION 52WeekLow Vega=$23k PFE=26.54 Ref
- >>4993 VIX Dec23 20th 11.5 Puts $0.11 (CboeTheo=0.11) MID CBOE 15:11:55.994 IV=56.4% -0.1 CBOE 26k x $0.09 - $0.12 x 10k CBOE Vega=$2351 VIX=12.23 Fwd
- SPLIT TICKET:
>>5007 VIX Dec23 20th 11.5 Puts $0.11 (CboeTheo=0.11) MID [CBOE] 15:11:55.994 IV=56.4% -0.1 CBOE 26k x $0.09 - $0.12 x 10k CBOE Vega=$2357 VIX=12.23 Fwd - SWEEP DETECTED:
>>2790 AAPL Dec23 175 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 15:12:10.274 IV=60.8% +15.1 EDGX 0 x $0.00 - $0.01 x 1000 EDGX Vega=$474 AAPL=197.40 Ref - >>5070 AMZN Dec23 150 Calls $0.82 (CboeTheo=0.86) Below Bid! ARCA 15:13:35.151 IV=27.1% -0.5 C2 293 x $0.84 - $0.86 x 88 C2 SPREAD/FLOOR 52WeekHigh Vega=$22k AMZN=149.01 Ref
- >>6352 AMZN Jan24 165 Calls $0.57 (CboeTheo=0.58) Below Bid! ARCA 15:13:35.150 IV=23.6% -0.4 BZX 28 x $0.58 - $0.59 x 272 MPRL SPREAD/FLOOR 52WeekHigh Vega=$58k AMZN=149.01 Ref
- SPLIT TICKET:
>>1033 SPX Dec23 4810 Calls $0.448 (CboeTheo=0.37) ASK [CBOE] 15:14:07.984 IV=16.3% -0.3 CBOE 1128 x $0.35 - $0.45 x 2055 CBOE Vega=$21k SPX=4701.97 Fwd - >>2298 MPW Apr24 5.0 Puts $0.77 (CboeTheo=0.81) BID EDGX 15:14:11.218 IV=63.1% -4.8 PHLX 1404 x $0.76 - $0.82 x 574 EDGX AUCTION Vega=$2594 MPW=5.00 Ref
- >>2312 MPW Apr24 5.0 Puts $0.77 (CboeTheo=0.81) BID EDGX 15:14:11.218 IV=63.1% -4.8 PHLX 1404 x $0.76 - $0.82 x 574 EDGX AUCTION Vega=$2609 MPW=5.00 Ref
- SWEEP DETECTED:
>>5000 MPW Apr24 5.0 Puts $0.768 (CboeTheo=0.81) BID [MULTI] 15:14:11.111 IV=61.4% -6.5 PHLX 2428 x $0.75 - $0.82 x 56 EDGX ISO Vega=$5649 MPW=5.00 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 993 LSPD Jan24 17.5 Calls $0.60 (CboeTheo=0.53) ASK [MULTI] 15:14:43.976 IV=42.0% +2.4 EDGX 297 x $0.50 - $0.60 x 554 MPRL
Delta=41%, EST. IMPACT = 40k Shares ($672k) To Buy LSPD=16.68 Ref - >>1200 VIX Jan24 17th 20.0 Calls $0.46 (CboeTheo=0.45) ASK CBOE 15:14:47.799 IV=109.5% -0.8 CBOE 4 x $0.44 - $0.46 x 8116 CBOE FLOOR Vega=$1477 VIX=14.22 Fwd
- >>2000 VIX Jan24 17th 20.0 Calls $0.46 (CboeTheo=0.45) ASK CBOE 15:14:47.860 IV=109.5% -0.8 CBOE 4 x $0.44 - $0.46 x 11k CBOE FLOOR Vega=$2462 VIX=14.22 Fwd
- SPLIT TICKET:
>>5000 VIX Jan24 17th 20.0 Calls $0.46 (CboeTheo=0.45) ASK [CBOE] 15:14:47.799 IV=109.5% -0.8 CBOE 4 x $0.44 - $0.46 x 8116 CBOE FLOOR Vega=$6155 VIX=14.22 Fwd - >>2000 AMD Feb24 130 Calls $14.86 (CboeTheo=14.89) BID AMEX 15:14:53.151 IV=41.3% -0.1 PHLX 128 x $14.80 - $14.95 x 10 BOX SPREAD/CROSS Vega=$41k AMD=138.16 Ref
- >>2000 AMD Feb24 130 Puts $5.36 (CboeTheo=5.35) ASK AMEX 15:14:53.151 IV=41.5% -0.1 CBOE 320 x $5.30 - $5.40 x 64 GEMX SPREAD/CROSS Vega=$41k AMD=138.16 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 898 LSPD Jan24 17.5 Calls $0.65 (CboeTheo=0.57) ASK [MULTI] 15:15:00.113 IV=42.2% +2.6 EDGX 87 x $0.55 - $0.65 x 181 PHLX
Delta=43%, EST. IMPACT = 38k Shares ($641k) To Buy LSPD=16.75 Ref - SPLIT TICKET:
>>2499 MAT Jan24 20.0 Puts $1.15 (CboeTheo=1.12) ASK [PHLX] 15:15:00.807 IV=27.6% -0.3 PHLX 727 x $1.00 - $1.15 x 72 PHLX AUCTION - OPENING Vega=$5502 MAT=19.14 Ref - >>Market Color RKT - Bullish option flow detected in Rocket Companies (11.61 +0.81) with 31,722 calls trading (4x expected) and implied vol increasing over 4 points to 48.39%. . The Put/Call Ratio is 0.05. Earnings are expected on 02/29. [RKT 11.61 +0.81 Ref, IV=48.4% +4.1] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 648 LSPD Jan24 17.5 Calls $0.65 (CboeTheo=0.57) ASK [MULTI] 15:15:09.044 IV=42.4% +2.8 PHLX 187 x $0.55 - $0.65 x 72 PHLX
Delta=43%, EST. IMPACT = 28k Shares ($462k) To Buy LSPD=16.75 Ref - >>2530 VLY Jan24 10.0 Calls $0.60 (CboeTheo=0.60) BID PHLX 15:15:26.687 IV=35.7% +1.9 BOX 3998 x $0.60 - $0.70 x 10 GEMX FLOOR Vega=$3153 VLY=10.23 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 3165 VLY Jan24 10.0 Calls $0.61 (CboeTheo=0.60) BID [MULTI] 15:15:26.687 IV=35.7% +1.9 BOX 3998 x $0.60 - $0.70 x 10 GEMX FLOOR
Delta=61%, EST. IMPACT = 193k Shares ($1.98m) To Sell VLY=10.23 Ref - >>10480 TSLA Jan24 450 Puts $211.45 (CboeTheo=211.74) ASK PHLX 15:15:30.813 NOM 25 x $209.00 - $213.55 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.26 Ref
- >>10100 TSLA Jan24 416.67 Puts $177.75 (CboeTheo=178.41) BID PHLX 15:15:30.813 NOM 25 x $175.65 - $180.10 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.26 Ref
- >>3550 TSLA Jan24 400 Puts $162.80 (CboeTheo=161.74) ASK PHLX 15:15:30.813 IV=100.7% +39.6 ARCA 25 x $160.65 - $163.55 x 25 ARCA FLOOR - OPENING Vega=$32k TSLA=238.26 Ref
- >>3950 TSLA Jan24 366.67 Puts $128.35 (CboeTheo=128.41) ASK PHLX 15:15:30.813 NOM 25 x $125.70 - $130.45 x 37 BZX FLOOR - OPENING Vega=$0 TSLA=238.26 Ref
- >>3000 TSLA Jan24 360 Puts $121.70 (CboeTheo=121.74) ASK PHLX 15:15:30.813 NOM 25 x $119.25 - $123.80 x 40 BZX FLOOR - OPENING Vega=$0 TSLA=238.26 Ref
- >>3600 TSLA Jan24 333.33 Puts $94.45 (CboeTheo=95.07) BID PHLX 15:15:30.813 NOM 25 x $92.35 - $96.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.26 Ref
- >>2650 VEEV Dec23 210 Puts $35.10 (CboeTheo=34.08) Above Ask! PHLX 15:15:32.378 IV=176.3% +137.2 EDGX 5 x $33.70 - $34.70 x 9 BOX SPREAD/FLOOR - OPENING Vega=$6218 VEEV=175.93 Ref
- >>2750 VEEV Dec23 200 Puts $24.60 (CboeTheo=24.08) Above Ask! PHLX 15:15:32.379 IV=118.6% +81.0 MIAX 5 x $23.90 - $24.40 x 5 MIAX SPREAD/FLOOR - OPENING Vega=$5473 VEEV=175.93 Ref
- >>3700 CVX Jan24 170 Puts $26.20 (CboeTheo=26.21) MID PHLX 15:15:33.609 BZX 12 x $26.10 - $26.30 x 5 EDGX FLOOR - OPENING Vega=$0 CVX=143.79 Ref
- >>2450 CVX Jan24 165 Puts $21.20 (CboeTheo=21.21) MID PHLX 15:15:33.609 BZX 13 x $21.10 - $21.30 x 11 BOX FLOOR - OPENING Vega=$0 CVX=143.79 Ref
- >>5925 FSLR Dec23 200 Puts $55.80 (CboeTheo=55.65) ASK PHLX 15:15:34.805 IV=213.0% +70.9 BOX 30 x $54.85 - $56.25 x 32 BZX FLOOR - OPENING Vega=$3562 FSLR=144.35 Ref
- >>10075 FSLR Dec23 195 Puts $50.80 (CboeTheo=50.65) MID PHLX 15:15:34.806 IV=199.2% +64.9 EDGX 25 x $50.40 - $51.20 x 24 EDGX FLOOR - OPENING Vega=$6354 FSLR=144.35 Ref
- >>2650 FSLR Dec23 190 Puts $45.95 (CboeTheo=45.65) ASK PHLX 15:15:34.806 IV=203.6% +77.2 EDGX 31 x $45.25 - $46.35 x 41 EDGX FLOOR - OPENING Vega=$2547 FSLR=144.35 Ref
- >>2550 FSLR Dec23 175 Puts $30.60 (CboeTheo=30.65) ASK PHLX 15:15:34.806 EDGX 23 x $30.10 - $31.00 x 14 CBOE FLOOR - OPENING Vega=$0 FSLR=144.35 Ref
- SPLIT TICKET:
>>10500 TSLA Jan24 450 Puts $211.45 (CboeTheo=211.74) ASK [PHLX] 15:15:30.813 NOM 25 x $209.00 - $213.55 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.26 Ref - >>2500 PEP Jan24 185 Puts $13.15 (CboeTheo=13.13) BID PHLX 15:15:37.107 IV=17.1% +3.2 EDGX 43 x $13.05 - $13.65 x 82 PHLX FLOOR - OPENING Vega=$11k PEP=171.87 Ref
- SPLIT TICKET:
>>6200 FSLR Dec23 200 Puts $55.798 (CboeTheo=55.65) ASK [PHLX] 15:15:34.805 IV=213.0% +70.9 BOX 30 x $54.85 - $56.25 x 32 BZX FLOOR - OPENING Vega=$3727 FSLR=144.35 Ref - SWEEP DETECTED:
>>2000 BAC Jan24 33.0 Calls $0.61 (CboeTheo=0.60) ASK [MULTI] 15:15:34.406 IV=23.4% +0.6 EMLD 4665 x $0.60 - $0.61 x 1188 EMLD Vega=$7796 BAC=31.96 Ref - >>2000 RTX Jan24 105 Puts $21.90 (CboeTheo=21.89) BID PHLX 15:15:41.775 IV=42.7% +14.1 BOX 1 x $21.85 - $22.00 x 4 ARCA FLOOR - OPENING Vega=$2556 RTX=83.11 Ref
- >>2500 RTX Jan24 95.0 Puts $11.90 (CboeTheo=11.88) BID PHLX 15:15:41.775 IV=27.4% +5.0 ISE 3 x $11.85 - $12.00 x 2 ARCA FLOOR - OPENING Vega=$4378 RTX=83.11 Ref
- >>2600 FSLR Dec23 195 Puts $50.55 (CboeTheo=50.66) ASK PHLX 15:15:44.079 BZX 50 x $50.05 - $51.00 x 21 C2 FLOOR - OPENING Vega=$0 FSLR=144.34 Ref
- >>2300 CVX Dec23 155 Puts $11.20 (CboeTheo=11.20) MID PHLX 15:15:46.401 IV=44.7% +5.7 BOX 26 x $11.10 - $11.30 x 30 PHLX FLOOR - OPENING Vega=$216 CVX=143.80 Ref
- >>2000 TSLA Jan24 366.67 Puts $128.05 (CboeTheo=128.52) BID PHLX 15:15:47.618 NOM 25 x $125.70 - $130.45 x 37 BZX SPREAD/FLOOR - OPENING Vega=$0 TSLA=238.15 Ref
- SWEEP DETECTED:
>>2000 BAC Dec23 31.5 Calls $0.57 (CboeTheo=0.58) BID [MULTI] 15:15:45.360 IV=26.5% -0.9 MPRL 2000 x $0.57 - $0.58 x 456 EMLD Vega=$1417 BAC=31.98 Ref - >>2350 XOM Jan24 115 Puts $16.45 (CboeTheo=16.48) BID PHLX 15:15:49.943 BZX 22 x $16.40 - $16.55 x 30 PHLX FLOOR - OPENING Vega=$0 XOM=98.53 Ref
- >>9700 TSLA Jan24 450 Puts $212.10 (CboeTheo=211.86) ASK PHLX 15:15:51.042 IV=105.0% +37.5 NOM 25 x $209.00 - $213.55 x 25 NOM FLOOR - OPENING Vega=$41k TSLA=238.14 Ref
- >>7000 TSLA Jan24 416.67 Puts $179.20 (CboeTheo=178.53) ASK PHLX 15:15:51.042 IV=101.9% +38.6 BXO 50 x $177.75 - $180.10 x 25 ARCA FLOOR - OPENING Vega=$50k TSLA=238.14 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $212.099 (CboeTheo=211.86) ASK [PHLX] 15:15:51.042 IV=105.0% +37.5 NOM 25 x $209.00 - $213.55 x 25 NOM FLOOR - OPENING Vega=$43k TSLA=238.14 Ref - >>2500 GSM Jan25 7.0 Calls $1.30 (CboeTheo=1.25) ASK CBOE 15:15:55.074 IV=51.6% +2.4 BOX 13 x $1.20 - $1.35 x 2123 PHLX CROSS - OPENING 52WeekHigh Vega=$6568 GSM=6.46 Ref
- >>2500 SAVE Jan24 5.0 Puts $0.30 (CboeTheo=0.26) Above Ask! PHLX 15:16:32.463 IV=257.5% +11.3 BOX 1000 x $0.25 - $0.28 x 20 C2 SPREAD/FLOOR Vega=$1070 SAVE=14.38 Ref
- >>5000 SAVE Dec23 14.0 Puts $0.13 (CboeTheo=0.21) Below Bid! PHLX 15:16:32.464 IV=65.7% -12.7 EMLD 10 x $0.14 - $0.25 x 8 BZX SPREAD/FLOOR - OPENING Vega=$1839 SAVE=14.38 Ref
- SPLIT TICKET:
>>1000 SPX Mar24 4875 Calls $52.00 (CboeTheo=50.94) Above Ask! [CBOE] 15:16:58.373 IV=10.7% +0.3 CBOE 155 x $50.50 - $51.20 x 70 CBOE FLOOR Vega=$857k SPX=4749.50 Fwd - SPLIT TICKET:
>>1250 SPXW Dec23 20th 3900 Puts $0.30 (CboeTheo=0.26) ASK [CBOE] 15:17:20.797 IV=49.8% +6.3 CBOE 1053 x $0.20 - $0.30 x 501 CBOE Vega=$8112 SPX=4699.59 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 1000 OLN Dec23 50.0 Calls $0.30 (CboeTheo=0.36) BID [MULTI] 15:17:28.584 IV=33.6% -11.1 EDGX 254 x $0.30 - $0.40 x 842 CBOE
Delta=36%, EST. IMPACT = 36k Shares ($1.78m) To Sell OLN=49.51 Ref - SWEEP DETECTED:
>>2317 BAC Jan24 33.0 Calls $0.60 (CboeTheo=0.59) ASK [MULTI] 15:17:31.529 IV=23.6% +0.8 C2 770 x $0.59 - $0.60 x 3116 C2 AUCTION Vega=$8971 BAC=31.91 Ref - SWEEP DETECTED:
>>2001 PTON Dec23 6.0 Calls $0.128 (CboeTheo=0.11) Above Ask! [MULTI] 15:18:24.555 IV=103.0% +2.6 EMLD 31 x $0.11 - $0.12 x 38 MPRL Vega=$338 PTON=5.86 Ref - SPLIT TICKET:
>>1525 VIX Dec23 20th 16.0 Calls $0.10 (CboeTheo=0.09) ASK [CBOE] 15:19:42.211 IV=140.4% +16.3 CBOE 978 x $0.08 - $0.10 x 313 CBOE Vega=$443 VIX=12.27 Fwd - >>1397 SPXW Dec23 13th 4695 Puts $3.10 (CboeTheo=4.26) Below Bid! CBOE 15:19:51.898 IV=20.8% +6.7 CBOE 55 x $4.30 - $4.50 x 48 CBOE LATE - OPENING Vega=$23k SPX=4695.64 Fwd
- >>1397 SPXW Dec23 14th 4680 Puts $6.50 (CboeTheo=7.06) Below Bid! CBOE 15:19:51.898 IV=13.3% +0.5 CBOE 148 x $7.10 - $7.40 x 115 CBOE LATE - OPENING Vega=$123k SPX=4696.84 Fwd
- SPLIT TICKET:
>>1956 SPXW Dec23 13th 4695 Puts $3.123 (CboeTheo=4.32) Below Bid! [CBOE] 15:19:51.189 IV=27.8% +13.6 CBOE 36 x $4.20 - $4.40 x 34 CBOE OPENING Vega=$32k SPX=4695.52 Fwd - SPLIT TICKET:
>>1921 SPXW Dec23 14th 4680 Puts $6.50 (CboeTheo=7.06) Below Bid! [CBOE] 15:19:51.848 IV=13.3% +0.5 CBOE 103 x $7.10 - $7.30 x 45 CBOE LATE - OPENING Vega=$169k SPX=4696.84 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4825 Calls $0.30 (CboeTheo=0.25) ASK [CBOE] 15:20:03.815 IV=17.8% +0.2 CBOE 3890 x $0.20 - $0.30 x 405 CBOE Vega=$14k SPX=4696.62 Fwd - SWEEP DETECTED:
>>5215 AAPL Dec23 190 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 15:20:17.255 IV=27.8% +7.6 C2 890 x $0.05 - $0.06 x 1712 EDGX Vega=$6528 AAPL=197.07 Ref - >>Unusual Volume BDX - 3x market weighted volume: 5660 = 4876 projected vs 1492 adv, 93% puts, 14% of OI [BDX 239.38 +2.71 Ref, IV=15.8% -0.0]
- SWEEP DETECTED:
>>Bullish Delta Impact 500 PPC Mar24 29.0 Calls $1.15 (CboeTheo=1.02) ASK [MULTI] 15:21:16.424 IV=32.6% +3.0 BOX 101 x $1.00 - $1.15 x 141 PHLX ISO 52WeekHigh
Delta=40%, EST. IMPACT = 20k Shares ($540k) To Buy PPC=26.96 Ref - >>9417 RBLX Dec23 42.5 Calls $1.25 (CboeTheo=1.27) BID BOX 15:21:20.105 IV=43.9% -5.8 BXO 7 x $1.25 - $1.30 x 113 BZX SPREAD/FLOOR Vega=$9175 RBLX=43.55 Ref
- >>9417 RBLX Dec23 29th 46.0 Calls $0.64 (CboeTheo=0.62) ASK BOX 15:21:20.105 IV=40.8% -0.3 BOX 64 x $0.61 - $0.64 x 245 EMLD SPREAD/FLOOR - OPENING Vega=$29k RBLX=43.55 Ref
- SWEEP DETECTED:
>>6478 INTC Dec23 44.0 Puts $0.52 (CboeTheo=0.53) BID [MULTI] 15:22:34.777 IV=51.6% +2.9 EDGX 986 x $0.52 - $0.54 x 715 C2 OPENING Vega=$8373 INTC=44.33 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 500 STKL Dec23 5.0 Calls $0.15 (CboeTheo=0.24) BID [MULTI] 15:22:49.781 IV=45.2% -56.2 BOX 17 x $0.15 - $0.25 x 350 BOX
Delta=78%, EST. IMPACT = 39k Shares ($199k) To Sell STKL=5.12 Ref - >>8000 SNAP Dec23 10.0 Puts $0.01 ASK AMEX 15:23:38.945 IV=287.5% +88.3 BXO 0 x $0.00 - $0.01 x 185 C2 SPREAD/FLOOR 52WeekHigh Vega=$218 SNAP=16.38 Ref
- >>8000 SNAP Jan24 10.0 Puts $0.02 (CboeTheo=0.02) BID AMEX 15:23:38.948 IV=75.1% +3.6 C2 1066 x $0.02 - $0.03 x 733 C2 SPREAD/FLOOR 52WeekHigh Vega=$1490 SNAP=16.38 Ref
- >>8000 SNAP Dec23 10.0 Calls $6.36 (CboeTheo=6.38) BID AMEX 15:23:38.951 EDGX 227 x $6.35 - $6.40 x 233 EDGX SPREAD/FLOOR 52WeekHigh Vega=$0 SNAP=16.38 Ref
- >>8000 SNAP Jan24 10.0 Calls $6.43 (CboeTheo=6.46) BID AMEX 15:23:38.953 PHLX 552 x $6.40 - $6.50 x 591 CBOE SPREAD/FLOOR 52WeekHigh Vega=$0 SNAP=16.38 Ref
- SPLIT TICKET:
>>1300 SPX Dec23 4825 Calls $0.35 (CboeTheo=0.25) ASK [CBOE] 15:23:54.542 IV=18.8% +1.2 CBOE 1398 x $0.25 - $0.35 x 1838 CBOE Vega=$19k SPX=4691.76 Fwd - >>8000 NEE Jan24 65.0 Calls $0.90 (CboeTheo=0.91) BID PHLX 15:24:16.209 IV=23.4% -1.4 PHLX 200 x $0.90 - $1.00 x 128 BXO FLOOR Vega=$57k NEE=62.11 Ref
- >>2000 NEE Jan24 65.0 Calls $0.95 (CboeTheo=0.91) MID PHLX 15:24:16.954 IV=24.1% -0.7 PHLX 200 x $0.90 - $1.00 x 101 MIAX FLOOR Vega=$14k NEE=62.10 Ref
- SPLIT TICKET:
>>10000 NEE Jan24 65.0 Calls $0.91 (CboeTheo=0.91) BID [PHLX] 15:24:16.209 IV=23.4% -1.4 PHLX 200 x $0.90 - $1.00 x 128 BXO FLOOR Vega=$71k NEE=62.11 Ref - >>4263 STLA Jan26 32.0 Calls $1.05 (CboeTheo=0.96) BID BOX 15:25:41.919 IV=29.4% +1.0 PHLX 96 x $0.90 - $2.95 x 401 PHLX FLOOR - OPENING 52WeekHigh Vega=$40k STLA=22.82 Ref
- SWEEP DETECTED:
>>2193 AMZN Dec23 146 Puts $0.51 (CboeTheo=0.52) BID [MULTI] 15:25:45.136 IV=27.9% +0.4 C2 403 x $0.51 - $0.52 x 21 BZX ISO 52WeekHigh Vega=$8045 AMZN=147.78 Ref - SPLIT TICKET:
>>1328 SPX Dec23 4830 Calls $0.349 (CboeTheo=0.26) ASK [CBOE] 15:26:03.110 IV=20.0% +2.0 CBOE 1390 x $0.25 - $0.35 x 1344 CBOE Vega=$19k SPX=4686.98 Fwd - >>5200 SPCE Jan24 10.0 Puts $7.60 (CboeTheo=7.62) BID PHLX 15:26:22.360 BXO 7 x $7.60 - $7.65 x 6 EDGX FLOOR - OPENING Vega=$0 SPCE=2.38 Ref
- >>4800 SPCE Jan24 8.0 Puts $5.60 (CboeTheo=5.62) BID PHLX 15:26:22.361 MIAX 16 x $5.60 - $5.65 x 13 MIAX FLOOR Vega=$0 SPCE=2.38 Ref
- >>2300 F Dec23 15.0 Puts $3.85 (CboeTheo=3.84) ASK PHLX 15:27:06.048 IV=195.4% +61.3 BOX 32 x $3.80 - $3.85 x 4 MEMX SPREAD/FLOOR - OPENING Vega=$115 F=11.16 Ref
- >>2300 F Dec23 12.0 Puts $0.85 (CboeTheo=0.85) ASK PHLX 15:27:06.048 IV=62.4% +16.2 EMLD 49 x $0.82 - $0.86 x 44 PHLX SPREAD/FLOOR Vega=$245 F=11.16 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4850 Calls $0.30 (CboeTheo=0.21) ASK [CBOE] 15:27:12.021 IV=21.9% +2.5 CBOE 1712 x $0.20 - $0.30 x 721 CBOE Vega=$12k SPX=4687.09 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4750 Calls $1.49 (CboeTheo=1.44) ASK [CBOE] 15:27:12.765 IV=13.4% +0.6 CBOE 316 x $1.40 - $1.55 x 386 CBOE LATE Vega=$50k SPX=4687.08 Fwd - SPLIT TICKET:
>>1001 SPX Dec23 4700 Calls $10.54 (CboeTheo=10.16) Above Ask! [CBOE] 15:27:12.765 IV=12.5% +0.4 CBOE 472 x $10.00 - $10.50 x 225 CBOE LATE Vega=$124k SPX=4687.08 Fwd - >>4712 CHWY Dec23 20.0 Puts $0.64 (CboeTheo=0.63) MID ISE 15:27:37.197 IV=109.0% +23.1 BZX 21 x $0.62 - $0.65 x 42 ARCA AUCTION Vega=$2812 CHWY=20.02 Ref
- SWEEP DETECTED:
>>2360 CHWY Dec23 22nd 19.5 Puts $0.62 (CboeTheo=0.60) ASK [MULTI] 15:28:40.457 IV=69.6% +6.5 BZX 35 x $0.59 - $0.62 x 482 EMLD OPENING Vega=$2834 CHWY=20.00 Ref - SWEEP DETECTED:
>>2466 AMZN Dec23 146 Puts $0.401 (CboeTheo=0.41) Below Bid! [MULTI] 15:29:26.284 IV=28.2% +0.7 BZX 71 x $0.41 - $0.42 x 660 C2 52WeekHigh Vega=$8292 AMZN=148.22 Ref - >>1000 SPXW Jan24 5th 3900 Puts $1.00 (CboeTheo=0.96) BID CBOE 15:29:37.458 IV=31.7% +2.4 CBOE 350 x $1.00 - $1.05 x 492 CBOE FLOOR - OPENING Vega=$28k SPX=4707.00 Fwd
- >>1100 SPXW Jan24 5th 3900 Puts $1.00 (CboeTheo=0.96) BID CBOE 15:29:37.458 IV=31.7% +2.4 CBOE 350 x $1.00 - $1.05 x 492 CBOE FLOOR - OPENING Vega=$31k SPX=4707.00 Fwd
- SPLIT TICKET:
>>4000 SPXW Jan24 5th 3900 Puts $1.00 (CboeTheo=0.96) BID [CBOE] 15:29:37.458 IV=31.7% +2.4 CBOE 350 x $1.00 - $1.05 x 492 CBOE FLOOR - OPENING Vega=$112k SPX=4707.00 Fwd - SPLIT TICKET:
>>1490 SPXW Dec23 29th 3875 Puts $0.75 (CboeTheo=0.67) ASK [CBOE] 15:29:51.004 IV=37.6% +3.8 CBOE 350 x $0.70 - $0.75 x 824 CBOE Vega=$28k SPX=4702.75 Fwd - SPLIT TICKET:
>>1150 SPXW Dec23 22nd 3900 Puts $0.50 (CboeTheo=0.44) ASK [CBOE] 15:30:25.757 IV=46.2% +5.2 CBOE 1658 x $0.40 - $0.50 x 635 CBOE Vega=$12k SPX=4696.94 Fwd - SWEEP DETECTED:
>>3006 AMZN Dec23 146 Puts $0.403 (CboeTheo=0.42) Below Bid! [MULTI] 15:30:26.622 IV=27.9% +0.4 GEMX 136 x $0.41 - $0.42 x 248 EMLD 52WeekHigh Vega=$10k AMZN=148.18 Ref - >>8000 ZM Dec23 81.0 Puts $10.34 (CboeTheo=10.21) BID CBOE 15:31:21.567 IV=111.5% +47.1 BOX 10 x $10.10 - $10.60 x 76 AMEX SPREAD/LEGGED/FLOOR - OPENING Vega=$4898 ZM=70.79 Ref
- >>8000 ZM Jan24 130 Puts $59.34 (CboeTheo=59.21) ASK CBOE 15:31:21.639 IV=104.1% +32.1 BZX 55 x $58.85 - $59.50 x 54 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$13k ZM=70.79 Ref
- >>2360 AA Jan24 45.0 Puts $19.23 (CboeTheo=19.21) ASK CBOE 15:31:25.494 IV=92.5% +13.6 EDGX 391 x $18.45 - $19.75 x 132 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$885 AA=25.79 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4350 Puts $0.45 (CboeTheo=0.37) ASK [CBOE] 15:31:44.059 IV=46.5% +13.9 CBOE 463 x $0.40 - $0.45 x 100 CBOE Vega=$8298 SPX=4691.14 Fwd - >>Unusual Volume BWA - 3x market weighted volume: 5650 = 4544 projected vs 1424 adv, 96% puts, 33% of OI [BWA 33.41 +0.47 Ref, IV=27.1% +0.5]
- >>2110 ADM Jan24 87.5 Puts $12.40 (CboeTheo=12.40) MID CBOE 15:31:57.190 BXO 14 x $12.30 - $12.50 x 14 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$0 ADM=75.10 Ref
- >>2500 PEP Jan24 185 Puts $13.05 (CboeTheo=13.02) MID CBOE 15:32:34.395 IV=17.3% +3.4 EDGX 46 x $12.90 - $13.20 x 45 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$13k PEP=171.98 Ref
- >>Unusual Volume CHTR - 3x market weighted volume: 16.4k = 13.2k projected vs 3995 adv, 88% puts, 20% of OI [CHTR 380.35 +13.29 Ref, IV=27.0% -0.2]
- >>2298 STWD Jan25 18.0 Calls $3.55 (CboeTheo=3.48) ASK ARCA 15:33:08.140 IV=30.6% +1.4 PHLX 660 x $3.40 - $3.60 x 37 PHLX CROSS Vega=$13k STWD=21.11 Ref
- >>31140 PFE Dec23 30.0 Puts $3.40 (CboeTheo=3.38) MID CBOE 15:33:24.804 IV=93.5% +41.4 PHLX 227 x $3.35 - $3.45 x 290 CBOE SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$5833 PFE=26.62 Ref
- >>21690 PFE Dec23 32.5 Puts $5.90 (CboeTheo=5.88) ASK CBOE 15:33:24.885 IV=141.4% +72.8 CBOE 113 x $5.85 - $5.90 x 32 BXO SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$3030 PFE=26.62 Ref
- >>3760 PFE Dec23 31.0 Puts $4.40 (CboeTheo=4.38) MID CBOE 15:33:24.885 IV=113.5% +56.9 BOX 26 x $4.35 - $4.45 x 8 AMEX SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$615 PFE=26.62 Ref
- >>2710 PFE Dec23 30.5 Puts $3.90 (CboeTheo=3.88) ASK CBOE 15:33:24.885 IV=103.7% +49.5 BZX 31 x $3.85 - $3.90 x 8 NOM SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$473 PFE=26.62 Ref
- >>11480 TSLA Jan24 416.67 Puts $179.86 (CboeTheo=178.99) ASK CBOE 15:34:05.072 IV=105.0% +41.6 BZX 29 x $178.20 - $181.45 x 42 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$92k TSLA=237.68 Ref
- >>3270 TSLA Jan24 360 Puts $123.08 (CboeTheo=122.32) ASK CBOE 15:34:05.072 IV=81.6% +26.1 BZX 29 x $121.25 - $124.80 x 42 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$28k TSLA=237.68 Ref
- >>4230 TSLA Jan24 333.33 Puts $96.56 (CboeTheo=95.65) MID CBOE 15:34:05.072 IV=71.2% +19.7 ARCA 25 x $94.90 - $98.20 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$43k TSLA=237.68 Ref
- >>2100 TSLA Dec23 275 Puts $38.51 (CboeTheo=37.33) ASK CBOE 15:34:05.072 IV=149.9% +81.4 NOM 71 x $36.60 - $39.80 x 47 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$6848 TSLA=237.68 Ref
- >>11220 TSLA Jan24 450 Puts $213.19 (CboeTheo=212.49) MID CBOE 15:34:05.307 IV=114.0% +46.4 NOM 25 x $211.55 - $214.85 x 25 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$77k TSLA=237.51 Ref
- >>4130 TSLA Jan24 400 Puts $163.23 (CboeTheo=162.49) ASK CBOE 15:34:05.307 IV=97.4% +36.2 ARCA 25 x $161.40 - $164.80 x 25 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$32k TSLA=237.51 Ref
- >>4290 TSLA Jan24 366.67 Puts $129.56 (CboeTheo=129.16) MID CBOE 15:34:05.307 IV=79.6% +23.2 ARCA 25 x $127.60 - $131.50 x 26 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$27k TSLA=237.51 Ref
- >>2950 BAC Jan24 40.0 Puts $8.20 (CboeTheo=8.16) MID CBOE 15:34:10.433 IV=46.6% +12.7 EMLD 32 x $8.15 - $8.25 x 180 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$2952 BAC=31.84 Ref
- >>2950 BAC Jan24 38.0 Puts $6.20 (CboeTheo=6.17) ASK CBOE 15:34:10.557 IV=38.3% +8.7 BXO 18 x $6.15 - $6.20 x 20 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$3371 BAC=31.84 Ref
- >>4600 ORCL Dec23 120 Puts $17.28 (CboeTheo=17.24) ASK CBOE 15:34:28.448 IV=105.0% +34.5 EDGX 66 x $17.15 - $17.35 x 94 NOM SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$1943 ORCL=102.77 Ref
- >>9930 ORCL Dec23 115 Puts $12.29 (CboeTheo=12.23) ASK CBOE 15:34:28.562 IV=82.5% +22.8 BOX 38 x $12.15 - $12.40 x 35 EDGX SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$5630 ORCL=102.77 Ref
- >>1041 SPX Dec23 5200 Calls $0.05 (CboeTheo=0.03) ASK CBOE 15:34:35.478 IV=48.6% +8.7 CBOE 0 x $0.00 - $0.05 x 2109 CBOE Vega=$1435 SPX=4693.15 Fwd
- SPLIT TICKET:
>>2000 SPX Dec23 5200 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 15:34:35.478 IV=48.6% +8.7 CBOE 0 x $0.00 - $0.05 x 2109 CBOE Vega=$2758 SPX=4693.15 Fwd - SWEEP DETECTED:
>>2162 TOST Dec23 16.0 Calls $0.30 (CboeTheo=0.27) ASK [MULTI] 15:34:36.185 IV=66.3% +12.3 BOX 567 x $0.20 - $0.30 x 1417 AMEX Vega=$1029 TOST=15.96 Ref - >>1039 SPX Dec23 5200 Calls $0.05 (CboeTheo=0.03) ASK CBOE 15:34:44.270 IV=48.6% +8.7 CBOE 0 x $0.00 - $0.05 x 110 CBOE Vega=$1433 SPX=4693.33 Fwd
- SPLIT TICKET:
>>1999 SPX Dec23 5200 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 15:34:44.270 IV=48.6% +8.7 CBOE 0 x $0.00 - $0.05 x 110 CBOE Vega=$2757 SPX=4693.33 Fwd - SPLIT TICKET:
>>1236 SPXW Dec23 19th 3850 Puts $0.30 (CboeTheo=0.27) ASK [CBOE] 15:34:48.144 IV=56.9% +8.9 CBOE 1000 x $0.20 - $0.30 x 458 CBOE OPENING Vega=$7016 SPX=4694.40 Fwd - SWEEP DETECTED:
>>2000 EOSE May24 1.5 Puts $0.45 (CboeTheo=0.49) BID [MULTI] 15:35:04.143 IV=118.2% -12.3 CBOE 413 x $0.45 - $0.55 x 2530 PHLX OPENING SSR Vega=$707 EOSE=1.50 Ref - >>5000 MPW Jan24 5.0 Puts $0.41 (CboeTheo=0.39) BID PHLX 15:35:17.856 IV=67.2% +7.7 EMLD 50 x $0.41 - $0.42 x 123 PHLX SPREAD/FLOOR Vega=$3152 MPW=5.01 Ref
- >>5000 MPW Jan24 4.0 Puts $0.10 (CboeTheo=0.12) Below Bid! PHLX 15:35:17.896 IV=76.4% +2.7 C2 6 x $0.11 - $0.12 x 1 ARCA SPREAD/FLOOR Vega=$1814 MPW=5.01 Ref
- >>11830 OXY Dec23 62.5 Puts $5.50 (CboeTheo=5.51) MID CBOE 15:35:17.974 CBOE 51 x $5.45 - $5.55 x 41 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 OXY=56.99 Ref
- >>5260 OXY Jan24 72.5 Puts $15.51 (CboeTheo=15.51) BID CBOE 15:35:18.114 IV=43.0% +5.4 BZX 32 x $15.45 - $15.60 x 46 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$3116 OXY=56.99 Ref
- >>2470 OXY Jun24 72.5 Puts $15.50 (CboeTheo=15.51) MID CBOE 15:35:18.114 BXO 1 x $15.45 - $15.55 x 3 AMEX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 OXY=56.99 Ref
- >>3030 OXY Jan24 70.0 Puts $12.95 (CboeTheo=13.01) BID CBOE 15:35:18.114 CBOE 77 x $12.95 - $13.10 x 38 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 OXY=56.99 Ref
- >>3040 OXY Dec23 63.0 Puts $6.00 (CboeTheo=6.01) MID CBOE 15:35:18.115 BZX 28 x $5.95 - $6.05 x 23 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 OXY=56.99 Ref
- SPLIT TICKET:
>>2000 SPX Dec23 5200 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 15:35:27.183 IV=48.5% +8.5 CBOE 0 x $0.00 - $0.05 x 4145 CBOE Vega=$2768 SPX=4695.32 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 873 SFIX Dec23 4.0 Calls $0.29 (CboeTheo=0.30) ASK [MULTI] 15:35:27.109 IV=92.1% +19.0 PHLX 2376 x $0.24 - $0.29 x 871 ARCA
Delta=83%, EST. IMPACT = 73k Shares ($309k) To Buy SFIX=4.26 Ref - >>3970 BIDU Dec23 125 Puts $13.11 (CboeTheo=13.09) ASK CBOE 15:35:53.628 IV=75.4% +20.6 MPRL 30 x $12.95 - $13.20 x 7 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$1758 BIDU=111.92 Ref
- >>2090 BIDU Jan24 140 Puts $28.05 (CboeTheo=28.08) BID CBOE 15:35:53.789 BXO 4 x $27.95 - $28.40 x 35 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BIDU=111.92 Ref
- >>2460 BIDU Dec23 130 Puts $18.09 (CboeTheo=18.08) BID CBOE 15:35:53.789 IV=89.9% +22.5 PHLX 5 x $18.00 - $18.20 x 12 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$516 BIDU=111.92 Ref
- >>2760 NVO Dec23 105 Puts $6.05 (CboeTheo=6.15) ASK CBOE 15:36:00.029 ARCA 33 x $5.70 - $6.30 x 34 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NVO=98.86 Ref
- >>Unusual Volume RDFN - 3x market weighted volume: 25.6k = 20.2k projected vs 6726 adv, 75% calls, 14% of OI [RDFN 8.43 +0.68 Ref, IV=76.1% +5.0]
- >>7470 BABA Jan24 90.0 Calls $0.17 (CboeTheo=0.17) ASK AMEX 15:36:34.295 IV=43.0% +0.1 EMLD 1895 x $0.16 - $0.17 x 190 MPRL COB Vega=$17k BABA=71.25 Ref
- >>7470 BABA Jan24 80.0 Calls $0.62 (CboeTheo=0.61) Above Ask! AMEX 15:36:34.295 IV=36.0% +0.0 ARCA 8 x $0.60 - $0.61 x 617 EDGX COB Vega=$41k BABA=71.25 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4900 Calls $0.30 (CboeTheo=0.22) ASK [CBOE] 15:36:46.504 IV=26.3% +3.7 CBOE 1439 x $0.20 - $0.30 x 2462 CBOE Vega=$9957 SPX=4698.11 Fwd - >>2630 NVCR Dec23 30.0 Puts $16.79 (CboeTheo=16.80) BID CBOE 15:37:22.489 BOX 10 x $16.70 - $16.90 x 6 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NVCR=13.21 Ref
- >>2180 NVCR Jan24 45.0 Puts $31.69 (CboeTheo=31.81) ASK CBOE 15:37:22.583 PHLX 10 x $30.80 - $32.30 x 10 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NVCR=13.21 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 988 JMIA Dec23 29th 3.5 Calls $0.19 (CboeTheo=0.17) ASK [MULTI] 15:37:51.387 IV=75.4% +9.8 BXO 191 x $0.18 - $0.19 x 29 GEMX OPENING
Delta=49%, EST. IMPACT = 48k Shares ($166k) To Buy JMIA=3.44 Ref - >>3000 NEM Jan24 55.0 Puts $15.11 (CboeTheo=15.10) BID CBOE 15:37:53.632 IV=56.8% +3.4 MPRL 12 x $15.05 - $15.20 x 63 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$1928 NEM=39.91 Ref
- >>2660 NEM Jan24 50.0 Puts $10.11 (CboeTheo=10.10) ASK CBOE 15:37:53.713 IV=42.8% -0.7 BXO 11 x $10.05 - $10.15 x 1 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$2116 NEM=39.91 Ref
- SWEEP DETECTED:
>>2185 SWN Jan24 7.0 Calls $0.06 (CboeTheo=0.07) BID [MULTI] 15:37:55.191 IV=38.9% +0.4 MPRL 409 x $0.06 - $0.10 x 417 PHLX Vega=$1048 SWN=6.14 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4920 Calls $0.25 (CboeTheo=0.20) ASK [CBOE] 15:38:10.397 IV=27.8% +3.8 CBOE 341 x $0.20 - $0.25 x 247 CBOE Vega=$8278 SPX=4699.33 Fwd - >>2570 SRPT Dec23 110 Puts $18.18 (CboeTheo=18.06) ASK CBOE 15:38:17.697 IV=139.9% +23.8 BOX 40 x $17.40 - $18.50 x 2 BXO SPREAD/LEGGED/FLOOR - OPENING Vega=$1767 SRPT=91.98 Ref
- >>2570 SRPT Dec23 120 Puts $28.18 (CboeTheo=28.03) ASK CBOE 15:38:17.872 IV=192.2% +55.2 GEMX 5 x $27.40 - $28.80 x 5 GEMX SPREAD/LEGGED/FLOOR - OPENING Vega=$1426 SRPT=91.98 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4750 Calls $2.67 (CboeTheo=2.72) BID [CBOE] 15:38:39.496 IV=13.4% +0.6 CBOE 1080 x $2.60 - $2.80 x 951 CBOE LATE Vega=$70k SPX=4699.53 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4700 Calls $15.17 (CboeTheo=15.88) Below Bid! [CBOE] 15:38:39.496 IV=11.9% -0.2 CBOE 562 x $15.70 - $16.10 x 125 CBOE LATE Vega=$130k SPX=4699.53 Fwd - >>35570 BABA Dec23 85.0 Puts $13.72 (CboeTheo=13.72) MID CBOE 15:39:01.791 IV=100.8% +19.0 EDGX 115 x $13.65 - $13.80 x 129 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$3653 BABA=71.28 Ref
- >>2010 BABA Dec23 79.0 Puts $7.72 (CboeTheo=7.73) MID CBOE 15:39:01.792 IV=63.6% +8.2 BOX 37 x $7.65 - $7.80 x 36 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$303 BABA=71.28 Ref
- >>3470 BABA Dec23 78.0 Puts $6.72 (CboeTheo=6.73) MID CBOE 15:39:01.792 IV=56.8% +6.1 BOX 37 x $6.65 - $6.80 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$576 BABA=71.28 Ref
- >>44280 BABA Dec23 80.0 Puts $8.72 (CboeTheo=8.73) MID CBOE 15:39:01.857 IV=70.1% +10.1 EDGX 39 x $8.65 - $8.80 x 37 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$6133 BABA=71.28 Ref
- >>2730 XOM Dec23 120 Puts $21.03 (CboeTheo=21.00) ASK CBOE 15:39:24.722 IV=119.3% +43.4 EDGX 58 x $20.95 - $21.05 x 47 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$722 XOM=99.00 Ref
- >>8540 XOM Dec23 115 Puts $16.03 (CboeTheo=16.00) ASK CBOE 15:39:24.722 IV=96.6% +33.4 MIAX 52 x $15.95 - $16.05 x 47 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$2655 XOM=99.00 Ref
- >>13210 XOM Dec23 110 Puts $11.03 (CboeTheo=11.01) ASK CBOE 15:39:24.722 IV=72.0% +22.7 EDGX 54 x $10.95 - $11.05 x 30 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$5160 XOM=99.00 Ref
- >>6120 XOM Dec23 106 Puts $7.03 (CboeTheo=7.00) MID CBOE 15:39:24.722 IV=50.4% +13.3 BOX 20 x $6.95 - $7.10 x 20 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$3142 XOM=99.00 Ref
- >>32080 XOM Dec23 105 Puts $6.03 (CboeTheo=6.01) ASK CBOE 15:39:24.900 IV=44.7% +10.4 PHLX 78 x $5.95 - $6.05 x 48 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$18k XOM=99.00 Ref
- SWEEP DETECTED:
>>2972 SABR Jan24 5.0 Calls $0.15 (CboeTheo=0.13) ASK [MULTI] 15:39:25.201 IV=70.0% -0.6 BXO 36 x $0.13 - $0.15 x 425 AMEX Vega=$1373 SABR=4.28 Ref - SWEEP DETECTED:
>>2016 BAC Dec23 31.5 Puts $0.09 (CboeTheo=0.09) ASK [MULTI] 15:39:27.958 IV=26.9% +1.0 EMLD 5142 x $0.08 - $0.09 x 3860 EMLD OPENING Vega=$1499 BAC=31.93 Ref - >>3180 NEE Jan24 80.0 Puts $17.60 (CboeTheo=17.61) MID CBOE 15:39:35.193 CBOE 23 x $17.50 - $17.70 x 13 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=62.40 Ref
- >>6890 NEE Jan24 77.5 Puts $15.10 (CboeTheo=15.11) MID CBOE 15:39:35.193 PHLX 10 x $15.00 - $15.20 x 20 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=62.40 Ref
- >>12550 NEE Jan24 70.0 Puts $7.59 (CboeTheo=7.64) BID CBOE 15:39:35.360 PHLX 10 x $7.50 - $7.70 x 31 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$0 NEE=62.40 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4975 Calls $0.20 (CboeTheo=0.13) ASK [CBOE] 15:39:49.114 IV=32.6% +5.3 CBOE 2996 x $0.10 - $0.20 x 1114 CBOE Vega=$6059 SPX=4700.36 Fwd - >>10000 VIX Dec23 20th 11.5 Puts $0.12 (CboeTheo=0.13) MID CBOE 15:40:01.260 IV=54.2% -2.4 CBOE 12 x $0.11 - $0.13 x 18k CBOE Vega=$4962 VIX=12.13 Fwd
- SPLIT TICKET:
>>10012 VIX Dec23 20th 11.5 Puts $0.12 (CboeTheo=0.13) MID [CBOE] 15:40:01.260 IV=54.2% -2.4 CBOE 12 x $0.11 - $0.13 x 18k CBOE Vega=$4968 VIX=12.13 Fwd - >>3200 SLB Dec23 57.5 Puts $8.37 (CboeTheo=8.38) BID CBOE 15:40:19.545 EDGX 5 x $8.35 - $8.45 x 39 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SLB=49.12 Ref
- >>3170 SLB Dec23 52.5 Puts $3.37 (CboeTheo=3.40) BID CBOE 15:40:19.545 EDGX 5 x $3.35 - $3.45 x 35 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SLB=49.12 Ref
- >>2830 SLB Jan24 62.5 Puts $13.37 (CboeTheo=13.38) MID CBOE 15:40:19.626 NOM 37 x $13.30 - $13.45 x 18 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SLB=49.12 Ref
- >>4370 SLB Jan24 60.0 Puts $10.87 (CboeTheo=10.88) ASK CBOE 15:40:19.626 PHLX 140 x $10.25 - $10.95 x 6 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SLB=49.12 Ref
- >>3240 MS Jan24 95.0 Puts $9.38 (CboeTheo=9.38) MID CBOE 15:40:59.976 IV=22.9% +0.1 PHLX 36 x $9.30 - $9.45 x 31 MIAX SPREAD/LEGGED/FLOOR - OPENING Vega=$6823 MS=85.64 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 AMPY Jan24 5.0 Calls $0.85 (CboeTheo=0.85) ASK [MULTI] 15:41:41.197 IV=49.0% +7.2 PHLX 1266 x $0.75 - $0.85 x 218 MPRL
Delta=84%, EST. IMPACT = 42k Shares ($241k) To Buy AMPY=5.75 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4920 Calls $0.30 (CboeTheo=0.22) ASK [CBOE] 15:41:51.776 IV=28.1% +4.2 CBOE 4053 x $0.20 - $0.30 x 200 CBOE Vega=$9410 SPX=4701.68 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 14th 4950 Calls $0.15 (CboeTheo=0.13) ASK [CBOE] 15:42:14.355 IV=37.9% +8.9 CBOE 490 x $0.10 - $0.15 x 1069 CBOE OPENING Vega=$3997 SPX=4702.86 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 14th 4550 Puts $0.40 (CboeTheo=0.35) ASK [CBOE] 15:42:20.276 IV=29.2% +12.8 CBOE 345 x $0.35 - $0.40 x 1055 CBOE Vega=$10k SPX=4702.16 Fwd - >>2100 ORCL Dec23 111 Puts $8.10 (CboeTheo=8.14) BID CBOE 15:42:23.544 BOX 32 x $8.05 - $8.20 x 40 BOX SPREAD/LEGGED/FLOOR - OPENING SSR Vega=$0 ORCL=102.86 Ref
- >>5150 MRNA Jan24 120 Puts $42.03 (CboeTheo=41.85) ASK CBOE 15:42:44.407 IV=81.2% +20.3 BZX 4 x $41.75 - $42.25 x 39 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$13k MRNA=78.16 Ref
- >>2590 MRNA Jan24 140 Puts $62.17 (CboeTheo=61.85) BID CBOE 15:42:44.488 IV=109.7% +39.6 BZX 8 x $61.50 - $62.90 x 40 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$7094 MRNA=78.16 Ref
- >>2360 MRNA Jan24 110 Puts $31.87 (CboeTheo=31.86) ASK CBOE 15:42:44.488 IV=59.5% +1.4 BZX 33 x $31.45 - $32.25 x 6 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$2735 MRNA=78.16 Ref
- >>12690 PFE Dec23 29.5 Puts $2.84 (CboeTheo=2.83) BID CBOE 15:42:49.176 IV=76.2% +26.4 BOX 24 x $2.80 - $2.94 x 21 ARCA SPREAD/LEGGED/FLOOR - OPENING 52WeekLow Vega=$2051 PFE=26.68 Ref
- >>12690 PFE Dec23 29.0 Puts $2.34 (CboeTheo=2.33) ASK CBOE 15:42:49.239 IV=65.6% +18.2 PHLX 197 x $2.30 - $2.36 x 127 PHLX SPREAD/LEGGED/FLOOR 52WeekLow Vega=$2279 PFE=26.68 Ref
- >>25000 CHPT Dec23 22nd 2.0 Puts $0.03 (CboeTheo=0.04) MID AMEX 15:42:51.442 IV=110.8% -1.4 EDGX 629 x $0.02 - $0.04 x 1136 EMLD SPREAD/FLOOR - OPENING Vega=$2025 CHPT=2.40 Ref
- >>12500 CHPT Dec23 29th 2.5 Puts $0.26 (CboeTheo=0.25) MID AMEX 15:42:51.443 IV=100.2% -8.6 PHLX 23 x $0.25 - $0.28 x 33 CBOE SPREAD/FLOOR - OPENING Vega=$2489 CHPT=2.40 Ref
- >>12500 CHPT Dec23 29th 2.5 Puts $0.27 (CboeTheo=0.25) MID AMEX 15:42:51.443 IV=105.2% -3.6 PHLX 23 x $0.25 - $0.28 x 33 CBOE SPREAD/FLOOR - OPENING Vega=$2493 CHPT=2.40 Ref
- SPLIT TICKET:
>>1292 SPXW Dec23 14th 4850 Calls $0.30 (CboeTheo=0.25) ASK [CBOE] 15:42:57.347 IV=26.5% +4.5 CBOE 539 x $0.25 - $0.30 x 918 CBOE OPENING Vega=$12k SPX=4702.11 Fwd - SWEEP DETECTED:
>>Bullish Delta Impact 837 AMTX Jan24 5.0 Calls $0.45 (CboeTheo=0.39) ASK [MULTI] 15:43:04.177 IV=107.4% +14.4 ISE 5 x $0.35 - $0.45 x 386 CBOE
Delta=46%, EST. IMPACT = 38k Shares ($176k) To Buy AMTX=4.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1500 ENVX Jan25 15.0 Calls $3.70 (CboeTheo=3.62) ASK [MULTI] 15:43:05.564 IV=83.9% +1.9 PHLX 938 x $3.50 - $3.70 x 1072 PHLX
Delta=61%, EST. IMPACT = 92k Shares ($1.15m) To Buy ENVX=12.57 Ref - SWEEP DETECTED:
>>2353 AFRM Dec23 42.5 Puts $0.82 (CboeTheo=0.79) ASK [MULTI] 15:43:25.483 IV=110.6% +12.1 MPRL 13 x $0.79 - $0.82 x 581 EDGX OPENING 52WeekHigh Vega=$2792 AFRM=43.91 Ref - >>18000 LCID Jan25 4.0 Puts $1.44 (CboeTheo=1.43) ASK PHLX 15:43:29.032 IV=93.8% +1.6 PHLX 20 x $1.37 - $1.46 x 577 PHLX SPREAD/FLOOR SSR Vega=$25k LCID=4.46 Ref
- >>18000 LCID Sep24 3.0 Puts $0.66 (CboeTheo=0.68) BID PHLX 15:43:29.033 IV=96.0% +0.0 PHLX 436 x $0.65 - $0.73 x 360 EDGX SPREAD/FLOOR SSR Vega=$18k LCID=4.46 Ref
- >>19620 TSLA Dec23 270 Puts $32.19 (CboeTheo=32.04) ASK CBOE 15:43:32.660 IV=92.9% +29.2 BOX 47 x $31.90 - $32.30 x 47 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$26k TSLA=237.96 Ref
- >>18880 TSLA Dec23 265 Puts $27.19 (CboeTheo=27.05) ASK CBOE 15:43:32.737 IV=81.6% +22.6 AMEX 8 x $26.85 - $27.30 x 47 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$28k TSLA=237.96 Ref
- >>3000 FL Dec23 29th 27.0 Puts $0.34 (CboeTheo=0.35) ASK PHLX 15:43:44.392 IV=40.9% +2.1 PHLX 127 x $0.30 - $0.35 x 366 EMLD AUCTION - OPENING Vega=$5488 FL=28.59 Ref
- SWEEP DETECTED:
>>5001 INTC Dec23 46.0 Calls $0.23 (CboeTheo=0.23) BID [MULTI] 15:43:58.415 IV=54.4% +2.3 C2 1663 x $0.23 - $0.24 x 372 EMLD Vega=$5011 INTC=44.55 Ref - >>2690 WMT Dec23 165 Puts $11.50 (CboeTheo=11.52) MID CBOE 15:44:01.227 EDGX 24 x $11.40 - $11.60 x 15 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WMT=153.49 Ref
- >>6070 WMT Dec23 160 Puts $6.50 (CboeTheo=6.52) BID CBOE 15:44:01.227 EDGX 7 x $6.40 - $6.65 x 9 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WMT=153.49 Ref
- >>7540 WMT Jan24 165 Puts $11.50 (CboeTheo=11.52) MID CBOE 15:44:01.311 EDGX 19 x $11.40 - $11.60 x 18 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WMT=153.49 Ref
- >>30250 BABA Dec23 85.0 Puts $13.65 (CboeTheo=13.68) MID PHLX 15:44:04.451 EDGX 102 x $13.60 - $13.70 x 78 EDGX FLOOR - OPENING Vega=$0 BABA=71.33 Ref
- >>33400 BABA Dec23 80.0 Puts $8.65 (CboeTheo=8.69) MID PHLX 15:44:04.452 PHLX 127 x $8.60 - $8.70 x 93 EMLD FLOOR - OPENING Vega=$0 BABA=71.33 Ref
- SWEEP DETECTED:
>>2768 MPW Apr24 5.0 Puts $0.752 (CboeTheo=0.79) Below Bid! [MULTI] 15:44:10.002 IV=63.6% -4.3 BOX 319 x $0.76 - $0.81 x 140 MIAX ISO Vega=$3136 MPW=5.04 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 4485 Puts $0.55 (CboeTheo=0.59) BID [CBOE] 15:44:42.744 IV=29.5% +10.0 CBOE 710 x $0.55 - $0.65 x 532 CBOE LATE Vega=$14k SPX=4701.39 Fwd - SPLIT TICKET:
>>1500 SPXW Dec23 4420 Puts $0.50 (CboeTheo=0.50) BID [CBOE] 15:44:42.744 IV=36.8% +11.8 CBOE 424 x $0.50 - $0.55 x 270 CBOE LATE - OPENING Vega=$17k SPX=4701.39 Fwd - SPLIT TICKET:
>>2000 SPXW Dec23 4280 Puts $0.40 (CboeTheo=0.39) BID [CBOE] 15:44:42.744 IV=51.8% +14.8 CBOE 80 x $0.40 - $0.45 x 496 CBOE LATE - OPENING Vega=$14k SPX=4701.39 Fwd - SPLIT TICKET:
>>3000 SPXW Dec23 4175 Puts $0.30 (CboeTheo=0.32) BID [CBOE] 15:44:42.744 IV=61.9% +16.2 CBOE 391 x $0.30 - $0.35 x 80 CBOE LATE - OPENING Vega=$14k SPX=4701.39 Fwd - SPLIT TICKET:
>>1000 SPX Mar24 4875 Calls $52.00 (CboeTheo=52.29) BID [CBOE] 15:45:13.220 IV=10.5% +0.1 CBOE 84 x $51.90 - $52.60 x 100 CBOE FLOOR Vega=$862k SPX=4754.29 Fwd - >>3080 LIN Dec23 425 Puts $16.52 (CboeTheo=16.55) BID CBOE 15:45:44.989 IV=28.5% -9.4 BOX 13 x $15.80 - $17.80 x 13 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$4575 LIN=408.50 Ref
- >>2080 BP Jan24 39.0 Puts $3.92 (CboeTheo=3.93) MID CBOE 15:45:47.727 EDGX 18 x $3.90 - $3.95 x 14 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BP=35.08 Ref
- SWEEP DETECTED:
>>2499 INTC Dec23 46.0 Calls $0.21 (CboeTheo=0.23) BID [MULTI] 15:45:53.153 IV=53.1% +1.0 EMLD 586 x $0.21 - $0.22 x 794 C2 Vega=$2432 INTC=44.52 Ref - >>9998 VIX Dec23 20th 11.0 Puts $0.02 (CboeTheo=0.02) MID CBOE 15:46:06.881 IV=48.4% -2.4 CBOE 4343 x $0.01 - $0.03 x 23k CBOE FLOOR - OPENING Vega=$1946 VIX=12.17 Fwd
- SPLIT TICKET:
>>2480 ACI Jan24 20.0 Puts $0.225 (CboeTheo=0.17) ASK [AMEX] 15:46:17.723 IV=37.1% +3.9 BOX 1000 x $0.05 - $0.25 x 4 PHLX FLOOR Vega=$4015 ACI=22.45 Ref - >>4310 BROS Jan24 50.0 Puts $20.72 (CboeTheo=20.49) BID CBOE 15:46:20.884 IV=109.3% +37.8 PHLX 381 x $19.20 - $23.00 x 285 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$6091 BROS=29.52 Ref
- >>4310 BROS Jan24 40.0 Puts $10.72 (CboeTheo=10.49) ASK CBOE 15:46:20.946 IV=72.7% +17.9 PHLX 335 x $10.10 - $11.00 x 402 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$7529 BROS=29.52 Ref
- >>2370 LI Dec23 40.0 Puts $5.45 (CboeTheo=5.44) MID CBOE 15:46:53.440 IV=98.8% +21.1 AMEX 7 x $5.40 - $5.50 x 14 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$338 LI=34.56 Ref
- >>2660 BWA Jan24 40.0 Puts $6.53 (CboeTheo=6.61) ASK CBOE 15:46:53.790 PHLX 305 x $5.40 - $6.70 x 14 EMLD SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BWA=33.41 Ref
- >>2660 BWA Jan24 45.0 Puts $11.53 (CboeTheo=11.60) BID CBOE 15:46:53.852 MPRL 7 x $11.50 - $11.70 x 14 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 BWA=33.41 Ref
- SWEEP DETECTED:
>>2192 AGNC Jan24 5th 9.5 Calls $0.17 (CboeTheo=0.14) ASK [MULTI] 15:46:55.543 IV=24.0% -5.0 MPRL 169 x $0.15 - $0.17 x 136 EMLD OPENING Vega=$1961 AGNC=9.40 Ref - >>5500 AMZN Feb24 180 Calls $0.67 (CboeTheo=0.67) MID PHLX 15:47:08.899 IV=29.9% -0.1 EMLD 299 x $0.66 - $0.68 x 43 MPRL SPREAD/CROSS/TIED 52WeekHigh Vega=$54k AMZN=148.29 Ref
- >>5500 AMZN Feb24 190 Calls $0.24 (CboeTheo=0.26) BID PHLX 15:47:08.899 IV=29.8% -0.6 CBOE 1060 x $0.24 - $0.27 x 1374 CBOE SPREAD/CROSS/TIED - OPENING 52WeekHigh Vega=$28k AMZN=148.29 Ref
- >>8800 BABA Dec23 85.0 Puts $13.65 (CboeTheo=13.67) BID PHLX 15:47:10.272 MIAX 131 x $13.60 - $13.75 x 125 MIAX SPREAD/FLOOR Vega=$0 BABA=71.33 Ref
- >>8800 BABA Dec23 80.0 Puts $8.65 (CboeTheo=8.68) BID PHLX 15:47:10.272 MIAX 111 x $8.60 - $8.75 x 124 PHLX SPREAD/FLOOR Vega=$0 BABA=71.33 Ref
- SWEEP DETECTED:
>>2354 AMZN Dec23 145 Puts $0.23 (CboeTheo=0.22) ASK [MULTI] 15:47:35.923 IV=29.1% +1.5 C2 605 x $0.21 - $0.23 x 564 C2 52WeekHigh Vega=$5900 AMZN=148.32 Ref - >>2420 CHTR Dec23 420 Puts $39.55 (CboeTheo=39.90) ASK CBOE 15:47:43.868 AMEX 1 x $36.90 - $41.70 x 1 AMEX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CHTR=380.17 Ref
- >>3130 CHTR Dec23 410 Puts $29.62 (CboeTheo=29.98) BID CBOE 15:47:43.940 EDGX 5 x $27.80 - $32.20 x 5 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CHTR=380.17 Ref
- >>5410 KO Jan24 62.5 Puts $2.55 (CboeTheo=2.56) MID CBOE 15:47:47.593 BZX 14 x $2.52 - $2.58 x 8 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 KO=59.95 Ref
- >>3920 KO Jan24 80.0 Puts $20.05 (CboeTheo=20.05) MID CBOE 15:47:47.716 BZX 57 x $20.00 - $20.10 x 14 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 KO=59.95 Ref
- >>2690 TSEM Jan24 38.0 Puts $7.89 (CboeTheo=7.91) BID CBOE 15:47:58.948 MPRL 14 x $7.80 - $8.00 x 4 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSEM=30.09 Ref
- >>2640 TSEM Jan24 43.0 Puts $12.89 (CboeTheo=12.90) ASK CBOE 15:47:59.061 PHLX 356 x $12.60 - $13.00 x 5 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 TSEM=30.09 Ref
- >>2250 CSCO Dec23 52.5 Puts $2.86 (CboeTheo=2.88) BID CBOE 15:48:15.271 BOX 35 x $2.84 - $2.92 x 25 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 CSCO=49.62 Ref
- >>4300 JNJ Jan24 170 Puts $14.52 (CboeTheo=14.51) ASK CBOE 15:48:22.499 IV=19.5% +3.0 BZX 13 x $14.40 - $14.60 x 5 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$15k JNJ=155.50 Ref
- >>6030 JNJ Jan24 165 Puts $9.52 (CboeTheo=9.52) MID CBOE 15:48:22.585 IV=14.4% -0.4 ARCA 10 x $9.40 - $9.65 x 5 ARCA SPREAD/LEGGED/FLOOR - OPENING Vega=$26k JNJ=155.50 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4900 Calls $0.55 (CboeTheo=0.40) ASK [CBOE] 15:48:29.206 IV=28.3% +5.7 CBOE 5176 x $0.40 - $0.55 x 1292 CBOE Vega=$15k SPX=4700.21 Fwd - >>2500 BAC Jan26 23.0 Puts $1.37 (CboeTheo=1.34) Above Ask! PHLX 15:48:41.606 IV=31.6% +0.5 EMLD 5 x $1.30 - $1.36 x 5 ISE TIED/FLOOR Vega=$26k BAC=31.93 Ref
- >>2220 CVX Jan24 165 Puts $20.55 (CboeTheo=20.54) MID CBOE 15:48:44.403 IV=26.8% +4.3 EDGX 25 x $20.45 - $20.65 x 13 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$5605 CVX=144.47 Ref
- >>2360 CVX Dec23 160 Puts $15.55 (CboeTheo=15.54) MID CBOE 15:48:44.403 IV=65.9% +16.7 BZX 31 x $15.45 - $15.65 x 30 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$906 CVX=144.47 Ref
- >>6980 CVX Dec23 155 Puts $10.55 (CboeTheo=10.54) MID CBOE 15:48:44.403 IV=48.3% +9.4 PHLX 40 x $10.45 - $10.65 x 30 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$3459 CVX=144.47 Ref
- >>8700 CVX Jan24 160 Puts $15.55 (CboeTheo=15.54) MID CBOE 15:48:44.403 IV=21.9% +0.7 NOM 13 x $15.45 - $15.65 x 13 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$26k CVX=144.47 Ref
- >>4310 CVX Jan24 170 Puts $25.55 (CboeTheo=25.54) MID CBOE 15:48:44.470 IV=31.4% +7.0 EDGX 5 x $25.45 - $25.65 x 12 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$9450 CVX=144.47 Ref
- >>2090 CVX Dec23 165 Puts $20.55 (CboeTheo=20.54) MID CBOE 15:48:44.470 IV=82.3% +23.7 PHLX 40 x $20.45 - $20.65 x 30 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$668 CVX=144.47 Ref
- >>14320 CVX Dec23 150 Puts $5.55 (CboeTheo=5.54) MID CBOE 15:48:44.470 IV=29.0% +0.1 PHLX 42 x $5.45 - $5.65 x 30 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$11k CVX=144.47 Ref
- SPLIT TICKET:
>>1132 SPXW Dec23 29th 3855 Puts $0.75 (CboeTheo=0.68) ASK [CBOE] 15:48:52.309 IV=38.8% +4.3 CBOE 350 x $0.70 - $0.75 x 634 CBOE OPENING Vega=$20k SPX=4710.52 Fwd - >>1000 SPXW Dec23 5500 Calls $0.05 (CboeTheo=0.04) MID CBOE 15:48:55.380 IV=67.0% +15.8 CBOE 0 x $0.00 - $0.10 x 579 CBOE OPENING Vega=$1039 SPX=4700.61 Fwd
- >>2070 DIS Jan24 120 Puts $27.27 (CboeTheo=27.26) BID CBOE 15:49:40.621 IV=46.1% +11.3 EDGX 1 x $27.20 - $27.55 x 9 EMLD SPREAD/LEGGED/FLOOR - OPENING Vega=$2684 DIS=92.74 Ref
- >>3360 DLTR Dec23 140 Puts $9.96 (CboeTheo=9.71) ASK CBOE 15:50:17.341 IV=71.2% +28.1 BOX 26 x $9.05 - $10.60 x 22 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$5411 DLTR=130.29 Ref
- >>3328 WBD Apr24 10.0 Puts $0.46 (CboeTheo=0.47) BID MIAX 15:50:26.127 IV=47.5% -0.4 EDGX 29 x $0.46 - $0.48 x 54 PHLX ISO/AUCTION Vega=$6793 WBD=11.84 Ref
- SPLIT TICKET:
>>4500 WBD Apr24 10.0 Puts $0.46 (CboeTheo=0.47) BID [MIAX] 15:50:26.127 IV=47.5% -0.4 EDGX 29 x $0.46 - $0.48 x 54 PHLX ISO/AUCTION Vega=$9185 WBD=11.84 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 724 HRT Feb24 12.5 Puts $0.15 (CboeTheo=0.16) ASK [MULTI] 15:50:53.609 IV=21.2% -2.8 C2 1 x $0.10 - $0.15 x 50 ARCA OPENING
Delta=-23%, EST. IMPACT = 17k Shares ($217k) To Sell HRT=13.02 Ref - >>6690 TSLA Jan24 450 Puts $211.75 (CboeTheo=211.86) BID PHLX 15:51:00.664 BZX 42 x $209.85 - $213.90 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.14 Ref
- >>8000 TSLA Jan24 416.67 Puts $178.65 (CboeTheo=178.53) ASK PHLX 15:51:00.665 IV=91.4% +28.0 BZX 42 x $176.45 - $180.55 x 25 NOM FLOOR - OPENING Vega=$26k TSLA=238.14 Ref
- >>2600 TSLA Jan24 400 Puts $161.20 (CboeTheo=161.85) BID PHLX 15:51:00.665 BXO 2 x $160.65 - $163.10 x 29 BZX FLOOR - OPENING Vega=$0 TSLA=238.14 Ref
- >>2750 TSLA Jan24 366.67 Puts $128.40 (CboeTheo=128.52) BID PHLX 15:51:00.665 BZX 42 x $126.50 - $130.60 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.15 Ref
- >>2150 TSLA Jan24 360 Puts $122.05 (CboeTheo=121.86) ASK PHLX 15:51:00.665 IV=72.7% +17.3 BZX 42 x $119.80 - $123.95 x 25 NOM FLOOR - OPENING Vega=$10k TSLA=238.15 Ref
- >>2350 TSLA Jan24 333.33 Puts $95.05 (CboeTheo=95.18) BID PHLX 15:51:00.665 BZX 42 x $93.20 - $97.25 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.15 Ref
- SPLIT TICKET:
>>6700 TSLA Jan24 450 Puts $211.75 (CboeTheo=211.86) BID [PHLX] 15:51:00.664 BZX 42 x $209.85 - $213.90 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=238.14 Ref - SWEEP DETECTED:
>>3523 INTC Dec23 45.0 Calls $0.436 (CboeTheo=0.43) Above Ask! [MULTI] 15:51:14.485 IV=51.2% +1.8 C2 673 x $0.42 - $0.43 x 162 C2 Vega=$4426 INTC=44.39 Ref - >>3170 JD Jan24 60.0 Puts $34.75 (CboeTheo=34.79) BID CBOE 15:51:32.602 EDGX 5 x $34.75 - $34.95 x 122 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 JD=25.20 Ref
- >>2690 JD Dec23 32.5 Puts $7.37 (CboeTheo=7.30) Above Ask! CBOE 15:51:32.602 IV=204.9% +108.4 MIAX 46 x $7.25 - $7.35 x 28 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$564 JD=25.20 Ref
- >>6400 JD Dec23 30.0 Puts $4.80 (CboeTheo=4.80) MID CBOE 15:51:32.709 IV=108.4% +30.3 PHLX 41 x $4.75 - $4.85 x 58 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$412 JD=25.20 Ref
- >>2896 CIM Dec23 5.0 Calls $0.10 (CboeTheo=0.26) BID PHLX 15:51:43.341 PHLX 2896 x $0.10 - $0.20 x 381 PHLX Vega=$0 CIM=5.13 Ref
- SWEEP DETECTED:
>>7418 CIM Dec23 5.0 Calls $0.10 (CboeTheo=0.26) BID [MULTI] 15:51:43.340 PHLX 2896 x $0.10 - $0.20 x 292 PHLX Vega=$0 CIM=5.13 Ref - >>6900 MSFT Dec23 360 Calls $12.30 (CboeTheo=12.47) BID AMEX 15:51:48.987 IV=19.6% -5.0 EDGX 61 x $12.15 - $12.60 x 42 BOX SPREAD/FLOOR Vega=$6042 MSFT=372.08 Ref
- >>6900 MSFT Dec23 360 Puts $0.20 (CboeTheo=0.19) ASK AMEX 15:51:48.989 IV=28.9% +3.7 C2 173 x $0.19 - $0.20 x 50 C2 SPREAD/FLOOR Vega=$23k MSFT=372.07 Ref
- >>2000 HAS Apr24 45.0 Puts $2.10 (CboeTheo=2.04) ASK ARCA 15:51:59.857 IV=37.2% +0.8 CBOE 187 x $1.95 - $2.15 x 439 PHLX SPREAD/FLOOR - OPENING Vega=$20k HAS=49.81 Ref
- >>2000 HAS Apr24 40.0 Puts $0.90 (CboeTheo=0.93) ASK ARCA 15:51:59.858 IV=39.1% +0.0 EDGX 230 x $0.80 - $0.95 x 183 EDGX SPREAD/FLOOR - OPENING Vega=$13k HAS=49.81 Ref
- >>8450 IMO Dec23 70.0 Puts $15.91 (CboeTheo=15.33) BID CBOE 15:52:17.981 IV=262.7% +130.3 NOM 56 x $15.10 - $17.80 x 76 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$6981 IMO=54.67 Ref
- >>8710 IMO Dec23 60.0 Puts $5.90 (CboeTheo=5.35) ASK CBOE 15:52:18.119 IV=137.5% +62.4 BOX 35 x $5.20 - $6.00 x 44 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$9844 IMO=54.67 Ref
- SWEEP DETECTED:
>>2026 SOFI Dec23 9.0 Calls $0.16 (CboeTheo=0.15) ASK [MULTI] 15:52:21.943 IV=75.2% -2.5 MPRL 1002 x $0.15 - $0.16 x 1704 EMLD Vega=$531 SOFI=8.91 Ref - >>3840 WYNN Jan24 105 Puts $17.11 (CboeTheo=17.13) BID CBOE 15:52:36.524 BZX 6 x $17.05 - $17.30 x 14 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WYNN=87.87 Ref
- >>5110 WYNN Jan24 110 Puts $22.11 (CboeTheo=22.13) BID CBOE 15:52:36.652 BZX 14 x $22.05 - $22.30 x 19 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$0 WYNN=87.87 Ref
- >>4760 ENPH Jan24 170 Puts $62.35 (CboeTheo=62.31) MID CBOE 15:52:39.640 IV=76.0% +4.9 BZX 4 x $61.75 - $62.95 x 31 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$6704 ENPH=107.69 Ref
- >>6970 ENPH Jan24 180 Puts $72.37 (CboeTheo=72.32) BID CBOE 15:52:39.767 IV=85.4% +11.3 BZX 31 x $71.65 - $73.15 x 33 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$11k ENPH=107.69 Ref
- >>9710 FSLR Dec23 195 Puts $49.16 (CboeTheo=48.96) BID CBOE 15:53:09.399 IV=201.1% +66.7 EDGX 10 x $48.70 - $49.65 x 30 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$7309 FSLR=146.04 Ref
- >>2330 FSLR Dec23 175 Puts $29.14 (CboeTheo=28.97) ASK CBOE 15:53:09.513 IV=135.5% +36.0 EDGX 21 x $28.80 - $29.25 x 23 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$2160 FSLR=146.04 Ref
- >>5650 FSLR Dec23 200 Puts $54.00 (CboeTheo=53.96) ASK CBOE 15:53:09.513 IV=183.4% +41.2 BZX 32 x $53.55 - $54.35 x 32 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$1746 FSLR=146.04 Ref
- >>2420 FSLR Dec23 190 Puts $44.40 (CboeTheo=43.96) ASK CBOE 15:53:09.513 IV=210.5% +84.2 EDGX 18 x $43.85 - $44.65 x 31 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$2895 FSLR=146.04 Ref
- >>2500 WFC Jan25 35.0 Puts $1.12 (CboeTheo=1.11) ASK PHLX 15:53:22.796 IV=32.2% +0.4 PHLX 256 x $1.09 - $1.13 x 5 BXO TIED/FLOOR Vega=$25k WFC=47.67 Ref
- >>1000 SPX Dec23 5500 Calls $0.05 (CboeTheo=0.02) MID CBOE 15:53:43.420 IV=72.3% +17.7 CBOE 0 x $0.00 - $0.10 x 125 CBOE Vega=$958 SPX=4698.67 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 603 ODD Dec23 40.0 Calls $1.508 (CboeTheo=1.63) Above Ask! [MULTI] 15:53:54.714 IV=64.9% -7.6 PHLX 41 x $1.35 - $1.50 x 50 ARCA
Delta=74%, EST. IMPACT = 45k Shares ($1.84m) To Buy ODD=41.24 Ref - >>1500 SPX Dec23 5600 Calls $0.05 (CboeTheo=0.02) MID CBOE 15:53:58.122 IV=79.8% +20.7 CBOE 0 x $0.00 - $0.10 x 1427 CBOE Vega=$1316 SPX=4698.77 Fwd
- SWEEP DETECTED:
>>4733 CIM Dec23 5.0 Calls $0.10 (CboeTheo=0.24) BID [MULTI] 15:53:56.246 BOX 1595 x $0.10 - $0.20 x 1254 PHLX Vega=$0 CIM=5.12 Ref - SPLIT TICKET:
>>1700 SPX Dec23 5600 Calls $0.05 (CboeTheo=0.02) MID [CBOE] 15:53:58.122 IV=79.8% +20.7 CBOE 0 x $0.00 - $0.10 x 1427 CBOE Vega=$1491 SPX=4698.77 Fwd - SPLIT TICKET:
>>1001 SPX Dec23 4850 Calls $0.80 (CboeTheo=0.65) ASK [CBOE] 15:54:11.177 IV=23.9% +4.5 CBOE 1436 x $0.70 - $0.80 x 1216 CBOE Vega=$22k SPX=4698.67 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4860 Calls $0.80 (CboeTheo=0.60) ASK [CBOE] 15:54:20.204 IV=25.1% +5.6 CBOE 120 x $0.70 - $0.80 x 1042 CBOE Vega=$21k SPX=4699.19 Fwd - >>3800 PBR Jan24 30.0 Puts $15.45 (CboeTheo=15.27) ASK PHLX 15:54:24.325 IV=146.3% +63.8 BXO 11 x $13.80 - $16.55 x 12 BXO FLOOR Vega=$2912 PBR=14.73 Ref
- >>5200 PBR Jan24 30.0 Puts $15.40 (CboeTheo=15.27) ASK PHLX 15:54:24.325 IV=139.3% +56.8 BXO 11 x $13.80 - $16.55 x 12 BXO FLOOR - OPENING Vega=$3465 PBR=14.73 Ref
- >>10000 PBR Jan24 20.0 Puts $5.35 (CboeTheo=5.26) ASK PHLX 15:54:24.325 IV=68.3% +24.3 BXO 11 x $5.20 - $5.35 x 11 BXO FLOOR Vega=$7583 PBR=14.73 Ref
- SPLIT TICKET:
>>9000 PBR Jan24 30.0 Puts $15.421 (CboeTheo=15.27) ASK [PHLX] 15:54:24.325 IV=146.3% +63.8 BXO 11 x $13.80 - $16.55 x 12 BXO FLOOR - OPENING Vega=$6896 PBR=14.73 Ref - >>2000 META Dec23 300 Calls $34.12 (CboeTheo=34.25) BID AMEX 15:54:27.218 EDGX 30 x $33.85 - $34.45 x 40 BXO SPREAD/CROSS Vega=$0 META=334.02 Ref
- >>2000 META Dec23 300 Puts $0.05 (CboeTheo=0.04) ASK AMEX 15:54:27.218 IV=62.6% +9.6 C2 156 x $0.04 - $0.05 x 208 C2 SPREAD/CROSS Vega=$1322 META=334.02 Ref
- >>2000 MSFT Dec23 360 Calls $12.83 (CboeTheo=13.11) BID AMEX 15:54:51.338 BOX 10 x $12.00 - $15.00 x 1 AMEX SPREAD/CROSS Vega=$0 MSFT=372.73 Ref
- >>2000 MSFT Dec23 360 Puts $0.18 (CboeTheo=0.18) ASK AMEX 15:54:51.338 IV=29.4% +4.3 BOX 76 x $0.17 - $0.18 x 23 C2 SPREAD/CROSS Vega=$6196 MSFT=372.73 Ref
- >>3500 PFE Sep24 25.0 Puts $1.77 (CboeTheo=1.77) MID AMEX 15:54:52.750 IV=28.0% -1.0 ARCA 6 x $1.75 - $1.78 x 1 EDGX CROSS 52WeekLow Vega=$29k PFE=26.66 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4250 Puts $0.35 (CboeTheo=0.34) BID [CBOE] 15:54:59.324 IV=58.5% +17.3 CBOE 158 x $0.35 - $0.45 x 985 CBOE ISO Vega=$5600 SPX=4700.74 Fwd - SWEEP DETECTED:
>>2500 BAC Dec23 31.0 Calls $1.03 (CboeTheo=1.06) BID [MULTI] 15:55:04.414 IV=24.7% +0.6 MPRL 100 x $1.03 - $1.06 x 1 MPRL Vega=$528 BAC=32.01 Ref - >>2000 F Jan24 11.35 Puts $0.42 (CboeTheo=0.40) ASK MPRL 15:55:27.253 IV=26.9% +1.5 MPRL 1604 x $0.41 - $0.42 x 2075 MPRL Vega=$2841 F=11.23 Ref
- SWEEP DETECTED:
>>7594 F Jan24 11.35 Puts $0.42 (CboeTheo=0.40) ASK [MULTI] 15:55:27.234 IV=26.9% +1.5 C2 427 x $0.41 - $0.42 x 2780 EMLD Vega=$11k F=11.23 Ref - >>1651 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.24) MID CBOE 15:55:36.309 IV=15.6% +1.7 CBOE 344 x $0.18 - $0.21 x 2000 CBOE Vega=$13k XSP=471.20 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.24) ASK [CBOE] 15:55:36.308 IV=15.6% +1.7 CBOE 344 x $0.18 - $0.20 x 2000 CBOE Vega=$16k XSP=471.20 Fwd - >>1629 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.24) ASK CBOE 15:56:04.058 IV=15.6% +1.7 CBOE 506 x $0.18 - $0.20 x 220 CBOE Vega=$13k XSP=471.18 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.24) ASK [CBOE] 15:56:04.057 IV=15.6% +1.7 CBOE 506 x $0.18 - $0.20 x 1849 CBOE Vega=$16k XSP=471.18 Fwd - >>5950 SU Dec23 34.0 Puts $3.51 (CboeTheo=3.52) BID CBOE 15:56:16.963 IV=68.2% +8.4 BOX 31 x $3.45 - $3.60 x 31 BOX SPREAD/LEGGED/FLOOR - OPENING Vega=$510 SU=30.50 Ref
- >>5950 SU Jan24 35.0 Puts $4.51 (CboeTheo=4.53) ASK CBOE 15:56:17.130 IV=27.8% -5.0 BZX 31 x $4.45 - $4.55 x 22 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$3633 SU=30.50 Ref
- >>2000 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.24) MID CBOE 15:56:24.356 IV=15.6% +1.7 CBOE 344 x $0.18 - $0.23 x 344 CBOE Vega=$16k XSP=471.19 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 2058 FSLR Jan24 160 Calls $3.242 (CboeTheo=3.17) Above Ask! [MULTI] 15:56:41.843 IV=41.8% -1.1 EDGX 97 x $3.10 - $3.20 x 26 PHLX
Delta=28%, EST. IMPACT = 59k Shares ($8.56m) To Buy FSLR=146.01 Ref - SPLIT TICKET:
>>1000 VIX Feb24 14th 20.0 Calls $0.95 (CboeTheo=0.98) BID [CBOE] 15:56:47.551 IV=96.0% -0.3 CBOE 14k x $0.95 - $0.99 x 7012 CBOE Vega=$2173 VIX=15.07 Fwd - >>3700 SQ Jan24 100 Puts $29.79 (CboeTheo=29.79) BID CBOE 15:56:55.794 IV=58.7% +6.5 BXO 2 x $29.70 - $29.95 x 1 CBOE SPREAD/LEGGED/FLOOR - OPENING Vega=$1961 SQ=70.22 Ref
- >>20000 CCJ Dec23 29th 52.0 Calls $0.15 (CboeTheo=0.15) MID BOX 15:57:01.121 IV=42.5% -1.4 MPRL 121 x $0.14 - $0.16 x 177 EMLD FLOOR - OPENING Vega=$30k CCJ=45.67 Ref
- >>4472 ORCL Dec23 22nd 105 Calls $0.75 (CboeTheo=0.76) ASK NOM 15:57:09.201 IV=23.0% -5.0 BOX 143 x $0.74 - $0.75 x 14 ARCA OPENING SSR Vega=$26k ORCL=102.95 Ref
- >>5000 MARA Jan24 16.0 Calls $2.63 (CboeTheo=2.60) BID AMEX 15:57:24.211 IV=108.1% +2.7 EDGX 194 x $2.62 - $2.68 x 135 PHLX SPREAD/FLOOR Vega=$10k MARA=16.70 Ref
- >>5000 MARA Jan24 17.5 Calls $2.07 (CboeTheo=2.00) Above Ask! AMEX 15:57:24.211 IV=112.2% +3.0 EDGX 124 x $2.00 - $2.05 x 22 ARCA SPREAD/FLOOR Vega=$11k MARA=16.70 Ref
- >>1000 SPX Jan24 3850 Puts $1.55 (CboeTheo=1.43) ASK CBOE 15:57:46.019 IV=28.6% +1.7 CBOE 1732 x $1.40 - $1.55 x 3431 CBOE Vega=$45k SPX=4727.41 Fwd
- >>2000 SPX Jan24 3850 Puts $1.55 (CboeTheo=1.43) ASK CBOE 15:57:46.035 IV=28.6% +1.7 CBOE 2019 x $1.55 - $1.65 x 175 CBOE Vega=$90k SPX=4727.41 Fwd
- SPLIT TICKET:
>>6500 SPX Jan24 3850 Puts $1.55 (CboeTheo=1.43) ASK [CBOE] 15:57:46.019 IV=28.6% +1.7 CBOE 1732 x $1.40 - $1.55 x 3431 CBOE Vega=$293k SPX=4727.41 Fwd - >>2000 XSP Dec23 29th 444 Puts $0.20 (CboeTheo=0.23) MID CBOE 15:57:51.504 IV=15.7% +1.9 CBOE 344 x $0.18 - $0.23 x 344 CBOE Vega=$16k XSP=471.48 Fwd
- >>7190 SE Jan24 70.0 Puts $32.45 (CboeTheo=32.47) BID CBOE 15:58:29.925 BZX 34 x $32.15 - $32.95 x 47 BZX SPREAD/LEGGED/FLOOR - OPENING Vega=$0 SE=37.52 Ref
- >>4500 MSFT Dec23 350 Calls $24.00 (CboeTheo=24.04) BID AMEX 15:58:33.317 IV=32.4% -0.5 EDGX 45 x $23.80 - $24.70 x 351 BOX SPREAD/CROSS Vega=$1206 MSFT=373.79 Ref
- >>4500 MSFT Dec23 350 Puts $0.06 (CboeTheo=0.05) ASK AMEX 15:58:33.317 IV=41.3% +6.9 EMLD 12 x $0.05 - $0.06 x 520 CBOE SPREAD/CROSS Vega=$4941 MSFT=373.79 Ref
- SWEEP DETECTED:
>>2539 ORCL Dec23 22nd 107 Calls $0.39 (CboeTheo=0.38) ASK [MULTI] 15:59:02.099 IV=25.0% -4.5 BOX 184 x $0.35 - $0.39 x 398 EDGX OPENING SSR Vega=$11k ORCL=102.97 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2700 ELAN Jan24 12.0 Calls $1.85 (CboeTheo=2.00) BID [MULTI] 15:59:38.726 IV=38.3% -5.0 PHLX 959 x $1.85 - $2.00 x 43 ARCA
Delta=88%, EST. IMPACT = 238k Shares ($3.26m) To Sell ELAN=13.71 Ref - SWEEP DETECTED:
>>2048 HOOD Jan25 20.0 Calls $1.099 (CboeTheo=1.03) ASK [MULTI] 15:59:56.289 IV=55.1% +0.8 PHLX 1140 x $0.91 - $1.10 x 319 BOX Vega=$9155 HOOD=12.01 Ref - SPLIT TICKET:
>>2000 SPX Dec23 5000 Calls $0.35 (CboeTheo=0.31) MID [CBOE] 16:00:44.991 IV=36.8% +9.4 CBOE 2627 x $0.30 - $0.40 x 187 CBOE FLOOR Vega=$17k SPX=4708.09 Fwd - >>9000 MARA Mar24 8.0 Puts $0.28 (CboeTheo=0.32) BID AMEX 16:01:08.308 IV=112.7% -0.2 GEMX 118 x $0.28 - $0.31 x 167 EDGX LATE Vega=$8489 MARA=16.69 Ref
- >>6000 MARA Mar24 12.0 Puts $1.19 (CboeTheo=1.18) ASK AMEX 16:01:08.310 IV=106.8% +2.3 PHLX 64 x $1.12 - $1.22 x 112 EDGX LATE - OPENING Vega=$13k MARA=16.69 Ref
- >>2000 MARA Mar24 15.0 Puts $2.42 (CboeTheo=2.45) BID AMEX 16:01:08.310 IV=104.1% -0.5 BOX 28 x $2.42 - $2.50 x 75 PHLX LATE - OPENING Vega=$5965 MARA=16.69 Ref
- >>3000 MARA Mar24 10.0 Puts $0.69 (CboeTheo=0.64) Above Ask! AMEX 16:01:08.309 IV=112.8% +5.7 EDGX 69 x $0.61 - $0.64 x 1 NOM LATE Vega=$4897 MARA=16.69 Ref
- SPLIT TICKET:
>>2850 SPX Dec23 4800 Calls $1.34 (CboeTheo=1.61) ASK [CBOE] 16:02:29.883 IV=17.4% +1.5 CBOE 449 x $1.20 - $1.35 x 464 CBOE LATE Vega=$112k SPX=4709.49 Fwd - SPLIT TICKET:
>>1900 SPX Dec23 4875 Calls $0.65 (CboeTheo=0.72) BID [CBOE] 16:02:29.883 IV=24.9% +3.8 CBOE 121 x $0.65 - $0.75 x 268 CBOE LATE Vega=$35k SPX=4709.49 Fwd - >>2800 SPXW Dec23 4605 Puts $1.10 (CboeTheo=1.06) ASK CBOE 16:03:21.901 IV=17.8% +4.9 CBOE 353 x $1.00 - $1.10 x 204 CBOE LATE - OPENING Vega=$97k SPX=4709.27 Fwd
- >>1400 SPXW Dec23 18th 4585 Puts $1.11 (CboeTheo=1.06) ASK CBOE 16:03:21.901 IV=13.1% +2.5 CBOE 251 x $1.05 - $1.15 x 201 CBOE LATE - OPENING Vega=$72k SPX=4709.94 Fwd
- SPLIT TICKET:
>>4200 SPXW Dec23 4605 Puts $1.10 (CboeTheo=1.06) ASK [CBOE] 16:03:21.901 IV=17.8% +4.9 CBOE 353 x $1.00 - $1.10 x 204 CBOE LATE - OPENING Vega=$146k SPX=4709.27 Fwd - SPLIT TICKET:
>>2100 SPXW Dec23 18th 4585 Puts $1.11 (CboeTheo=1.06) ASK [CBOE] 16:03:21.901 IV=13.1% +2.5 CBOE 251 x $1.05 - $1.15 x 201 CBOE LATE - OPENING Vega=$108k SPX=4709.94 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4175 Puts $0.30 (CboeTheo=0.27) ASK [CBOE] 16:03:37.760 IV=67.6% +20.0 CBOE 3578 x $0.20 - $0.30 x 495 CBOE FLOOR Vega=$4363 SPX=4709.58 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4750 Calls $3.90 (CboeTheo=4.15) BID [CBOE] 16:06:04.310 IV=13.5% +0.7 CBOE 803 x $3.90 - $4.30 x 1216 CBOE Vega=$84k SPX=4707.58 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4475 Puts $0.60 (CboeTheo=0.52) ASK [CBOE] 16:06:38.683 IV=34.3% +12.9 CBOE 1166 x $0.50 - $0.60 x 739 CBOE Vega=$13k SPX=4707.38 Fwd - SPLIT TICKET:
>>1353 SPXW Dec23 14th 3800 Puts $0.05 (CboeTheo=0.05) MID [CBOE] 16:07:24.185 IV=128.6% +41.5 CBOE 0 x $0.00 - $0.10 x 1389 CBOE Vega=$720 SPX=4707.62 Fwd - >>1000 SPXW Dec23 29th 4800 Calls $10.10 (CboeTheo=10.18) BID CBOE 16:07:50.706 IV=9.4% +0.5 CBOE 26 x $10.00 - $10.40 x 142 CBOE Vega=$284k SPX=4718.86 Fwd
- >>3500 MSFT Dec23 350 Calls $24.00 (CboeTheo=24.08) BID AMEX 16:08:18.427 MPRL 36 x $23.55 - $25.00 x 28 BOX LATE Vega=$0 MSFT=373.83 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4265 Puts $0.50 (CboeTheo=0.39) ASK [CBOE] 16:08:26.974 IV=60.1% +20.1 CBOE 221 x $0.40 - $0.50 x 875 CBOE Vega=$7235 SPX=4708.24 Fwd - >>3500 MSFT Dec23 350 Puts $0.06 (CboeTheo=0.05) ASK AMEX 16:08:35.475 IV=41.6% +7.2 ARCA 130 x $0.04 - $0.06 x 106 ARCA LATE Vega=$3820 MSFT=373.94 Ref
- >>1000 SPX Dec23 5000 Calls $0.25 (CboeTheo=0.23) BID CBOE 16:08:38.564 IV=35.4% +8.0 CBOE 1133 x $0.20 - $0.35 x 1407 CBOE FLOOR Vega=$6708 SPX=4708.15 Fwd
- >>2500 SPX Dec23 4100 Puts $0.30 (CboeTheo=0.32) BID CBOE 16:09:47.238 IV=76.7% +22.8 CBOE 560 x $0.30 - $0.40 x 1367 CBOE FLOOR Vega=$9789 SPX=4707.95 Fwd
- >>1609 SPXW Dec23 14th 3800 Puts $0.05 (CboeTheo=0.05) MID CBOE 16:09:57.018 IV=128.7% +41.6 CBOE 0 x $0.00 - $0.10 x 1256 CBOE Vega=$855 SPX=4708.07 Fwd
- SPLIT TICKET:
>>1169 SPXW Dec23 14th 3800 Puts $0.05 (CboeTheo=0.04) ASK [CBOE] 16:12:33.978 IV=129.1% +42.0 CBOE 0 x $0.00 - $0.05 x 175 CBOE Vega=$620 SPX=4709.91 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 14th 4500 Puts $0.40 (CboeTheo=0.34) ASK [CBOE] 16:14:01.725 IV=39.0% +18.2 CBOE 1142 x $0.30 - $0.40 x 853 CBOE Vega=$8217 SPX=4709.46 Fwd - >>2000 SPXW Dec23 14th 3800 Puts $0.05 (CboeTheo=0.04) MID CBOE 16:16:06.325 IV=129.1% +42.0 CBOE 0 x $0.00 - $0.10 x 390 CBOE EXTEND Vega=$1060 SPX=4708.61 Fwd