OPTION FLOW 12/14/23

byFRANKTRADEZ •
0

 

  1. >>Market Color @ALL - OCC reports a total of 866,220 flex contracts traded on Dec 13th, with average daily flex volume of 575,608 over the past month. 52.3% of Wednesday's flex volume traded on Cboe, 0.5% NYSE-Arca, 5.5% PHLX and 41.7% Amex. Current Flex open interest is 22,570,054 contracts.  #flex #marketmover
  2. SPLIT TICKET:
    >>2000 SPXW Dec23 14th 4775 Calls $0.95 (CboeTheo=0.92)  ASK  [CBOE] 08:48:25.983 IV=22.5% +5.4 CBOE 381 x $0.85 - $0.95 x 333 CBOE  OPENING  Vega=$38k SPX=4729.84 Fwd
  3. >>Market Color TSLA - Most profitable opening equity option purchase made in the prior session was a buy of 2628 Tesla 12/29 235 calls for $7.85 at 14:36 when underlying shares were trading $234.4. These calls closed near $10.11 for mark-to-market profit of 29%, or $594K on the $2.1M outlay. TSLA shares closed up 2.28 at $239.29  [TSLA 239.29 +2.28 Ref]
  4. >>Market Color HYG - Rev/Con recap for Dec 13th. 380,550 contracts traded Wednesday in reverse/conversion spreads on 94 underlying securities. 19.0m underlying shares were involved with total notional value of $3.81b. Rev/Con volume leaders included HYG, AMD, SPY, MSFT and EEM with implied borrow rates ranging from -58.89% (BYND) to 133.89% (GOEV).  #revcon
  5. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for December 14, 2023. 63 trades were executed in VIX overnight, totaling 714 contracts.  #gth
  6. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for December 14, 2023. 22021 trades were executed in SPX overnight, totaling 176471 contracts.  #gth
  7. SPLIT TICKET:
    >>1000 SPXW Dec23 14th 4740 Calls $8.384 (CboeTheo=8.30)  Above Ask!  [CBOE] 09:10:12.494 IV=21.2% +5.8 CBOE 43 x $8.00 - $8.20 x 4 CBOE Vega=$51k SPX=4733.35 Fwd
  8. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    MRNA $93.56 +14.97 +19.05%,
    CHPT $2.77 +0.38 +15.83%,
    ENPH $119.95 +12.34 +11.47%,
    PLUG $4.80 +0.49 +11.37%,
    CVNA $49.72 +4.65 +10.32%,

    while the biggest losers include:
    LLY $585.39 -12.11 (-2.03%),
    ORCL $101.87 -1.12 (-1.09%),
    WMT $152.52 -1.53 (-0.99%),
    MSFT $371.08 -3.29 (-0.88%),
    NFLX $476.02 -3.96 (-0.83%),

  9. >>Unusual Volume F - 3x market weighted volume: 75.9k = 456.2k projected vs 134.4k adv, 91% calls, 3% of OI [F 11.73 +0.49 Ref]
  10. >>Unusual Volume SOFI - 4x market weighted volume: 143.4k = 861.6k projected vs 209.6k adv, 76% calls, 6% of OI [SOFI 9.74 +0.81 Ref]
  11. >>Unusual Volume SEDG - 3x market weighted volume: 6507 = 39.1k projected vs 10.4k adv, 82% calls, 4% of OI [SEDG 91.53 +8.91 Ref]
  12. >>Unusual Volume OXY - 3x market weighted volume: 34.1k = 204.8k projected vs 65.9k adv, 84% calls, 4% of OI [OXY 59.32 +2.10 Ref]
  13. >>Unusual Volume OPEN - 8x market weighted volume: 27.6k = 166.0k projected vs 18.6k adv, 78% calls, 6% of OI [OPEN 4.74 +0.62 Ref]
  14. >>Unusual Volume MRNA - 4x market weighted volume: 40.5k = 243.1k projected vs 53.9k adv, 79% calls, 9% of OI [MRNA 92.08 +13.48 Ref]
  15. >>Unusual Volume ADBE - 6x market weighted volume: 37.3k = 224.4k projected vs 34.7k adv, 65% calls, 11% of OI  Post-Earnings  [ADBE 585.83 -38.44 Ref]
  16. >>Unusual Volume FUBO - 3x market weighted volume: 12.0k = 72.1k projected vs 21.2k adv, 87% calls, 4% of OI [FUBO 3.75 +0.34 Ref]
  17. >>Unusual Volume LMND - 3x market weighted volume: 6351 = 38.2k projected vs 11.7k adv, 93% calls, 5% of OI [LMND 20.31 +1.71 Ref]
  18. >>Unusual Volume GS - 3x market weighted volume: 13.3k = 80.0k projected vs 25.5k adv, 84% calls, 4% of OI [GS 376.62 +13.89 Ref]
  19. >>Unusual Volume CZR - 8x market weighted volume: 13.5k = 81.0k projected vs 9610 adv, 89% calls, 6% of OI [CZR 49.31 +2.49 Ref]
  20. >>Unusual Volume TOST - 3x market weighted volume: 7676 = 46.1k projected vs 12.1k adv, 93% calls, 4% of OI [TOST 17.36 +1.28 Ref]
  21. SPLIT TICKET:
    >>1000 NANOS Dec23 22nd 474 Calls $2.35 (CboeTheo=2.13)  ASK  [CBOE] 09:30:03.919 IV=10.5% CBOE 1000 x $2.25 - $2.35 x 1000 CBOE  OPENING   52WeekHigh  Vega=$280 NANOS=472.63 Fwd
  22. >>Unusual Volume SPCE - 3x market weighted volume: 9986 = 60.0k projected vs 17.9k adv, 87% calls, 2% of OI [SPCE 2.65 +0.20 Ref]
  23. >>Unusual Volume BITF - 3x market weighted volume: 8741 = 52.5k projected vs 16.2k adv, 92% calls, 3% of OI [BITF 3.12 +0.17 Ref]
  24. >>Unusual Volume LUMN - 3x market weighted volume: 8486 = 51.0k projected vs 16.0k adv, 98% calls, 2% of OI [LUMN 1.81 +0.23 Ref]
  25. >>Unusual Volume SPWR - 3x market weighted volume: 5291 = 31.8k projected vs 10.6k adv, 82% calls, 2% of OI [SPWR 5.91 +0.69 Ref]
  26. >>Unusual Volume NYCB - 17x market weighted volume: 13.0k = 78.1k projected vs 4481 adv, 98% calls, 6% of OI [NYCB 11.46 +0.86 Ref]
  27. SWEEP DETECTED:
    >>2002 GOOGL Dec23 135 Calls $0.33 (CboeTheo=0.32)  MID  [MULTI] 09:30:23.493 IV=31.4% +4.5 MPRL 28 x $0.32 - $0.34 x 60 BZX Vega=$4863 GOOGL=133.08 Ref
  28. >>Unusual Volume FYBR - 24x market weighted volume: 10.1k = 60.7k projected vs 2432 adv, 100% calls, 7% of OI [FYBR 25.25 +1.69 Ref]
  29. >>Unusual Volume KBR - 43x market weighted volume: 7104 = 42.7k projected vs 984 adv, 100% calls, 17% of OI [KBR 54.48 +0.48 Ref]
  30. SWEEP DETECTED:
    >>2668 BAC Dec23 32.0 Calls $0.801 (CboeTheo=0.91)  Below Bid!  [MULTI] 09:30:39.543 AMEX 401 x $0.82 - $0.91 x 110 BZX Vega=$0 BAC=32.83 Ref
  31. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 CPE Dec23 31.0 Calls $0.75 (CboeTheo=0.39)  ASK  [MULTI] 09:30:51.262 IV=99.1% +36.3 ISE 529 x $0.30 - $0.75 x 341 PHLX  ISO - OPENING 
    Delta=52%, EST. IMPACT = 52k Shares ($1.62m) To Buy CPE=31.03 Ref
  32. >>Unusual Volume PCT - 3x market weighted volume: 6066 = 36.4k projected vs 12.0k adv, 96% calls, 2% of OI [PCT 5.50 +0.59 Ref]
  33. SPLIT TICKET:
    >>1000 NANOS Dec23 22nd 473 Puts $2.92 (CboeTheo=2.87)  ASK  [CBOE] 09:31:00.647 IV=10.6% CBOE 0 x $0.00 - $3.02 x 1000 CBOE  OPENING   52WeekHigh  Vega=$284 NANOS=473.20 Fwd
  34. SWEEP DETECTED:
    >>2132 BAC Dec23 32.0 Calls $0.837 (CboeTheo=0.92)  Below Bid!  [MULTI] 09:30:54.225 IV=20.9% -7.3 MPRL 91 x $0.85 - $0.90 x 20 MPRL Vega=$197 BAC=32.84 Ref
  35. SWEEP DETECTED:
    >>Bullish Delta Impact 1632 OLPX Mar24 3.0 Calls $0.20 (CboeTheo=0.21)  ASK  [MULTI] 09:30:52.633 IV=68.3% -2.5 PHLX 1066 x $0.15 - $0.20 x 581 BXO  ISO - OPENING 
    Delta=39%, EST. IMPACT = 63k Shares ($163k) To Buy OLPX=2.58 Ref
  36. SWEEP DETECTED:
    >>2268 OPEN Dec23 4.5 Puts $0.12 (CboeTheo=0.07)  ASK  [MULTI] 09:31:07.153 IV=183.9% +45.5 PHLX 25 x $0.06 - $0.12 x 467 PHLX  OPENING  Vega=$230 OPEN=4.69 Ref
  37. SWEEP DETECTED:
    >>Bullish Delta Impact 575 TREE Dec23 30.0 Calls $0.349 (CboeTheo=0.10)  ASK  [MULTI] 09:31:24.174 IV=168.6% +46.6 BZX 21 x $0.20 - $0.35 x 164 AMEX  OPENING 
    Delta=23%, EST. IMPACT = 13k Shares ($366k) To Buy TREE=27.67 Ref
  38. SPLIT TICKET:
    >>1000 SPX Mar24 4875 Calls $64.397 (CboeTheo=64.80)  Below Bid!  [CBOE] 09:30:59.699 IV=10.8% +0.3 CBOE 25 x $64.50 - $65.30 x 70 CBOE Vega=$902k SPX=4783.81 Fwd
  39. SWEEP DETECTED:
    >>4386 F Dec23 12.0 Calls $0.02 (CboeTheo=0.06)  ASK  [MULTI] 09:31:36.263 IV=52.8% -1.2 EMLD 5449 x $0.01 - $0.02 x 1988 MPRL Vega=$593 F=11.55 Ref
  40. SPLIT TICKET:
    >>1597 SPX Dec23 4850 Calls $0.30 (CboeTheo=0.31)  BID  [CBOE] 09:31:12.514 IV=21.9% -0.3 CBOE 1606 x $0.30 - $0.40 x 434 CBOE Vega=$17k SPX=4732.00 Fwd
  41. SPLIT TICKET:
    >>1000 NANOS Dec23 22nd 474 Puts $3.17 (CboeTheo=3.18)  BID  [CBOE] 09:32:06.649 IV=10.3% CBOE 419 x $3.17 - $3.27 x 1000 CBOE  OPENING   52WeekHigh  Vega=$284 NANOS=473.55 Fwd
  42. SPLIT TICKET:
    >>1236 SPX Dec23 5000 Calls $0.05 (CboeTheo=0.10)  BID  [CBOE] 09:31:38.800 IV=36.1% +0.7 CBOE 270 x $0.05 - $0.15 x 1402 CBOE Vega=$2134 SPX=4734.80 Fwd
  43. SWEEP DETECTED:
    >>3151 INTC Jan24 5th 50.0 Calls $0.27 (CboeTheo=0.26)  MID  [MULTI] 09:32:12.928 IV=33.3% -0.8 MPRL 201 x $0.26 - $0.28 x 130 EDGX  OPENING   52WeekHigh  Vega=$8255 INTC=45.53 Ref
  44. SWEEP DETECTED:
    >>2999 SOFI Dec23 10.5 Calls $0.038 (CboeTheo=0.02)  Above Ask!  [MULTI] 09:32:49.430 IV=135.0% +17.3 EMLD 4744 x $0.02 - $0.03 x 107 MPRL Vega=$272 SOFI=9.39 Ref
  45. >>Unusual Volume BAC - 3x market weighted volume: 108.4k = 589.5k projected vs 196.5k adv, 83% calls, 3% of OI [BAC 33.41 +1.38 Ref]
  46. SWEEP DETECTED:
    >>2056 WBD Dec23 12.5 Calls $0.10 (CboeTheo=0.07)  ASK  [MULTI] 09:32:56.013 IV=60.9% -8.8 EDGX 1223 x $0.07 - $0.10 x 863 MPRL Vega=$554 WBD=12.32 Ref
  47. SPLIT TICKET:
    >>1000 VIX Jan24 17th 14.0 Puts $1.12 (CboeTheo=1.11)  ASK  [CBOE] 09:32:55.543 IV=69.5% +2.1 CBOE 3270 x $1.09 - $1.13 x 2576 CBOE  FLOOR  Vega=$1693 VIX=14.12 Fwd
  48. SWEEP DETECTED:
    >>3000 BLUE Jan24 3.5 Calls $0.50 (CboeTheo=0.55)  BID  [MULTI] 09:33:03.789 IV=132.2% -11.5 PHLX 2648 x $0.50 - $0.55 x 3 ARCA Vega=$1255 BLUE=3.34 Ref
  49. SWEEP DETECTED:
    >>2050 F Dec23 22nd 12.0 Calls $0.069 (CboeTheo=0.06)  Above Ask!  [MULTI] 09:33:25.056 IV=28.8% -0.7 C2 6171 x $0.05 - $0.06 x 50 ARCA  AUCTION  Vega=$1056 F=11.57 Ref
  50. SWEEP DETECTED:
    >>2097 INTC Jan24 5th 47.0 Calls $0.90 (CboeTheo=0.89)  MID  [MULTI] 09:33:01.049 IV=31.5% +0.3 BZX 25 x $0.89 - $0.92 x 462 MPRL  OPENING   52WeekHigh  Vega=$9022 INTC=45.61 Ref
  51. SWEEP DETECTED:
    >>5121 CCL Apr24 19.0 Calls $2.10 (CboeTheo=2.05)  ASK  [MULTI] 09:33:09.515 IV=47.4% +1.4 PHLX 171 x $2.00 - $2.10 x 43 PHLX  ISO - OPENING  Vega=$22k CCL=18.68 Ref
  52. >>Unusual Volume TMUS - 4x market weighted volume: 12.6k = 64.7k projected vs 14.3k adv, 98% puts, 3% of OI [TMUS 157.82 -1.73 Ref]
  53. SWEEP DETECTED:
    >>2531 CVX Jan24 130 Puts $0.27 (CboeTheo=0.27)  ASK  [MULTI] 09:34:08.358 IV=25.2% +0.8 BOX 171 x $0.24 - $0.27 x 444 EDGX Vega=$13k CVX=146.43 Ref
  54. SWEEP DETECTED:
    >>4066 AMD Dec23 131 Puts $0.057 (CboeTheo=0.08)  MID  [MULTI] 09:34:16.545 IV=57.0% +11.4 EMLD 237 x $0.06 - $0.07 x 294 C2  OPENING  Vega=$2506 AMD=139.33 Ref
  55. SWEEP DETECTED:
    >>4188 NYCB Dec23 10.0 Calls $1.35 (CboeTheo=1.42)  BID  [MULTI] 09:34:23.084 ARCA 178 x $1.35 - $1.40 x 11 MIAX Vega=$0 NYCB=11.42 Ref
  56. SWEEP DETECTED:
    >>2400 OPEN Feb24 5.5 Calls $0.48 (CboeTheo=0.46)  ASK  [MULTI] 09:34:49.293 IV=96.7% +2.3 AMEX 239 x $0.45 - $0.49 x 1 BXO Vega=$1847 OPEN=4.66 Ref
  57. SWEEP DETECTED:
    >>2777 INTC Jan24 5th 50.0 Calls $0.327 (CboeTheo=0.30)  Above Ask!  [MULTI] 09:34:17.242 IV=34.0% -0.0 EMLD 293 x $0.30 - $0.32 x 20 MPRL  ISO - OPENING   52WeekHigh  Vega=$7870 INTC=45.73 Ref
  58. >>5000 CZR Dec23 47.0 Calls $2.00 (CboeTheo=2.36)  Below Bid!  AMEX 09:35:02.042 PHLX 282 x $2.04 - $2.42 x 40 PHLX  FLOOR  Vega=$0 CZR=49.12 Ref
  59. SPLIT TICKET:
    >>1000 NANOS Dec23 22nd 474 Puts $3.23 (CboeTheo=3.26)  ASK  [CBOE] 09:35:07.755 IV=10.3% CBOE 0 x $0.00 - $3.33 x 1000 CBOE  OPENING   52WeekHigh  Vega=$284 NANOS=473.41 Fwd
  60. >>3754 F Dec23 12.0 Calls $0.03 (CboeTheo=0.06)  ASK  BOX 09:35:50.204 IV=59.0% +4.9 EMLD 1541 x $0.02 - $0.03 x 3476 EMLD  AUCTION  Vega=$597 F=11.56 Ref
  61. SWEEP DETECTED:
    >>Bearish Delta Impact 500 TK Jul24 5.0 Calls $2.10 (CboeTheo=2.12)  BID  [MULTI] 09:35:21.794 IV=41.3% -0.1 BXO 52 x $2.10 - $2.15 x 11 NOM  OPENING 
    Delta=90%, EST. IMPACT = 45k Shares ($303k) To Sell TK=6.71 Ref
  62. SPLIT TICKET:
    >>3950 F Dec23 12.0 Calls $0.03 (CboeTheo=0.06)  ASK  [BOX] 09:35:50.204 IV=59.0% +4.9 EMLD 1541 x $0.02 - $0.03 x 3476 EMLD  AUCTION  Vega=$628 F=11.56 Ref
  63. SWEEP DETECTED:
    >>Bullish Delta Impact 699 PHM Apr24 70.0 Calls $33.124 (CboeTheo=31.83)  ASK  [MULTI] 09:35:02.354 IV=60.3% +20.3 ARCA 13 x $29.50 - $33.50 x 36 BZX  OPENING   52WeekHigh 
    Delta=89%, EST. IMPACT = 62k Shares ($6.25m) To Buy PHM=100.38 Ref
  64. SWEEP DETECTED:
    >>3137 CCL Apr24 19.0 Calls $2.11 (CboeTheo=2.06)  ASK  [MULTI] 09:36:34.829 IV=47.8% +1.8 PHLX 1106 x $1.96 - $2.11 x 313 AMEX  ISO - OPENING  Vega=$14k CCL=18.68 Ref
  65. >>9803 FYBR Jan24 20.0 Calls $5.20 (CboeTheo=5.10)  MID  PHLX 09:35:55.738 IV=74.2% +10.4 PHLX 100 x $4.90 - $5.50 x 346 PHLX  AUCTION  Vega=$18k FYBR=24.58 Ref
  66. SWEEP DETECTED:
    >>Bearish Delta Impact 9999 FYBR Jan24 20.0 Calls $5.20 (CboeTheo=5.32)  BID  [MULTI] 09:35:55.554 IV=61.1% -2.6 MIAX 28 x $5.20 - $5.50 x 47 ISE
    Delta=89%, EST. IMPACT = 892k Shares ($22.2m) To Sell FYBR=24.83 Ref
  67. SWEEP DETECTED:
    >>2000 DAL Jan24 35.0 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 09:38:11.008 IV=41.5% +1.9 EDGX 970 x $0.14 - $0.17 x 551 EDGX Vega=$3535 DAL=41.98 Ref
  68. >>13480 SOFI Dec23 5.0 Puts $0.01  BID  CBOE 09:38:18.486 IV=496.4% +240.6 C2 0 x $0.00 - $0.04 x 1837 AMEX  ISO/AUCTION - COMPLEX  Vega=$198 SOFI=9.53 Ref
  69. SPLIT TICKET:
    >>3000 INTC Dec23 22nd 43.0 Calls $3.00 (CboeTheo=3.17)  ASK  [ARCA] 09:37:38.860 CBOE 1901 x $2.97 - $3.00 x 200 ARCA  52WeekHigh  Vega=$0 INTC=45.97 Ref
  70. >>1000 SPX Dec23 4850 Calls $0.40 (CboeTheo=0.26)  Above Ask!  CBOE 09:36:28.329 IV=23.1% +1.0 CBOE 3039 x $0.25 - $0.35 x 1138 CBOE  LATE  Vega=$13k SPX=4730.37 Fwd
  71. >>1000 SPX Dec23 4050 Puts $0.05 (CboeTheo=0.08)  BID  CBOE 09:36:28.329 IV=95.3% +14.9 CBOE 232 x $0.05 - $0.10 x 2232 CBOE  LATE  Vega=$698 SPX=4730.37 Fwd
  72. SPLIT TICKET:
    >>4500 SPX Dec23 4850 Calls $0.40 (CboeTheo=0.26)  Above Ask!  [CBOE] 09:36:28.307 IV=23.1% +1.0 CBOE 3039 x $0.25 - $0.35 x 1138 CBOE  LATE  Vega=$57k SPX=4730.37 Fwd
  73. SPLIT TICKET:
    >>4500 SPX Dec23 4050 Puts $0.05 (CboeTheo=0.08)  BID  [CBOE] 09:36:28.307 IV=95.3% +14.9 CBOE 232 x $0.05 - $0.10 x 2232 CBOE  LATE  Vega=$3143 SPX=4730.37 Fwd
  74. >>Unusual Volume NLY - 3x market weighted volume: 5660 = 22.5k projected vs 7501 adv, 93% calls, 3% of OI [NLY 19.91 +0.64 Ref]
  75. >>3660 SLB Jan24 12th 47.0 Puts $0.37 (CboeTheo=0.42)  BID  PHLX 09:39:47.360 IV=28.5% -0.4 MPRL 27 x $0.37 - $0.44 x 79 EDGX  SPREAD/FLOOR - OPENING  Vega=$13k SLB=50.45 Ref
  76. >>3660 SLB Dec23 22nd 50.0 Puts $0.59 (CboeTheo=0.49)  ASK  PHLX 09:39:47.360 IV=26.8% +1.8 MPRL 310 x $0.50 - $0.59 x 67 C2  SPREAD/FLOOR  Vega=$11k SLB=50.45 Ref
  77. SWEEP DETECTED:
    >>2184 GOOGL Dec23 22nd 137 Calls $0.50 (CboeTheo=0.49)  Above Ask!  [MULTI] 09:39:05.288 IV=23.3% +1.1 C2 253 x $0.48 - $0.50 x 179 C2  ISO - OPENING  Vega=$12k GOOGL=132.67 Ref
  78. >>4920 VIX Feb24 14th 22.0 Calls $0.80 (CboeTheo=0.80)  MID  CBOE 09:39:06.263 IV=104.5% +0.4 CBOE 1 x $0.78 - $0.81 x 1276 CBOE  AUCTION  Vega=$9739 VIX=15.07 Fwd
  79. SPLIT TICKET:
    >>2000 GOTU Dec23 4.0 Puts $0.05 (CboeTheo=0.07)  BID  [BOX] 09:40:08.837 IV=132.1% -18.9 AMEX 652 x $0.05 - $0.10 x 358 PHLX  AUCTION  Vega=$158 GOTU=4.24 Ref
  80. SWEEP DETECTED:
    >>Bullish Delta Impact 2162 CZR Dec23 47.0 Calls $2.00 (CboeTheo=2.22)  ASK  [MULTI] 09:39:51.248 IV=57.7% +1.3 PHLX 682 x $1.58 - $2.00 x 400 C2
    Delta=90%, EST. IMPACT = 194k Shares ($9.47m) To Buy CZR=48.95 Ref
  81. SWEEP DETECTED:
    >>2000 F Dec23 29th 13.0 Calls $0.03 (CboeTheo=0.03)  Above Ask!  [MULTI] 09:40:31.675 IV=33.2% -9.0 EMLD 5529 x $0.01 - $0.02 x 55 NOM Vega=$593 F=11.64 Ref
  82. >>2000 XSP Dec23 29th 461 Puts $0.64 (CboeTheo=0.59)  ASK  CBOE 09:40:42.101 IV=11.5% +0.8 CBOE 522 x $0.59 - $0.65 x 806 CBOE  OPENING  Vega=$40k XSP=473.92 Fwd
  83. >>2000 KBR Mar24 52.5 Calls $4.10 (CboeTheo=4.25)  BID  ARCA 09:39:08.119 IV=24.6% -1.3 PHLX 21 x $3.90 - $4.40 x 32 PHLX  SPREAD/FLOOR  Vega=$20k KBR=54.34 Ref
  84. >>5000 KBR Mar24 60.0 Calls $1.04 (CboeTheo=0.98)  ASK  ARCA 09:39:08.120 IV=24.9% +0.6 PHLX 155 x $0.45 - $1.05 x 32 PHLX  SPREAD/FLOOR - OPENING  Vega=$45k KBR=54.34 Ref
  85. SWEEP DETECTED:
    >>2000 INTC Dec23 45.0 Calls $1.15 (CboeTheo=1.18)  BID  [MULTI] 09:39:14.704 IV=59.9% +8.6 AMEX 327 x $1.15 - $1.19 x 2 ARCA  52WeekHigh  Vega=$1882 INTC=45.84 Ref
  86. >>Unusual Volume NOVA - 3x market weighted volume: 6640 = 25.6k projected vs 8511 adv, 68% calls, 2% of OI [NOVA 13.83 +1.92 Ref]
  87. >>1416 XSP Dec23 29th 461 Puts $0.61 (CboeTheo=0.59)  MID  CBOE 09:40:57.186 IV=11.3% +0.6 CBOE 338 x $0.57 - $0.64 x 338 CBOE  AUCTION - OPENING  Vega=$28k XSP=473.98 Fwd
  88. SPLIT TICKET:
    >>2000 XSP Dec23 29th 461 Puts $0.613 (CboeTheo=0.59)  MID  [CBOE] 09:40:57.186 IV=11.3% +0.6 CBOE 338 x $0.57 - $0.64 x 338 CBOE  AUCTION - OPENING  Vega=$39k XSP=473.98 Fwd
  89. SWEEP DETECTED:
    >>2663 WFC Jan24 52.5 Calls $0.377 (CboeTheo=0.36)  Above Ask!  [MULTI] 09:40:07.376 IV=23.0% +0.4 C2 1347 x $0.34 - $0.37 x 318 BOX  ISO   52WeekHigh  Vega=$12k WFC=48.92 Ref
  90. >>1367 XSP Dec23 29th 461 Puts $0.62 (CboeTheo=0.59)  ASK  CBOE 09:41:13.752 IV=11.4% +0.7 CBOE 338 x $0.57 - $0.64 x 474 CBOE  AUCTION - OPENING  Vega=$27k XSP=474.02 Fwd
  91. SPLIT TICKET:
    >>2000 XSP Dec23 29th 461 Puts $0.62 (CboeTheo=0.59)  ASK  [CBOE] 09:41:13.752 IV=11.4% +0.7 CBOE 338 x $0.57 - $0.64 x 474 CBOE  AUCTION - OPENING  Vega=$40k XSP=474.02 Fwd
  92. SWEEP DETECTED:
    >>3412 NYCB Dec23 10.0 Calls $1.25 (CboeTheo=1.32)  BID  [MULTI] 09:40:31.868 PHLX 796 x $1.25 - $1.40 x 51 BOX Vega=$0 NYCB=11.31 Ref
  93. SWEEP DETECTED:
    >>Bullish Delta Impact 1244 CZR Dec23 47.0 Calls $1.90 (CboeTheo=2.00)  ASK  [MULTI] 09:41:00.257 IV=72.1% +15.8 EDGX 195 x $1.74 - $1.90 x 80 C2
    Delta=80%, EST. IMPACT = 100k Shares ($4.87m) To Buy CZR=48.72 Ref
  94. SWEEP DETECTED:
    >>Bullish Delta Impact 995 SLG Jan24 50.0 Calls $3.20 (CboeTheo=3.10)  ASK  [MULTI] 09:40:39.538 IV=53.8% +3.7 MIAX 66 x $2.80 - $3.20 x 274 AMEX  OPENING   52WeekHigh 
    Delta=52%, EST. IMPACT = 52k Shares ($2.57m) To Buy SLG=49.44 Ref
  95. >>5500 WYNN Jan24 75.0 Puts $0.28 (CboeTheo=0.26)  ASK  PHLX 09:41:22.196 IV=39.2% +3.1 EDGX 128 x $0.17 - $0.29 x 166 AMEX  FLOOR  Vega=$18k WYNN=90.09 Ref
  96. SWEEP DETECTED:
    >>2074 TSLA Dec23 250 Calls $1.25 (CboeTheo=1.26)  ASK  [MULTI] 09:41:24.600 IV=57.9% +7.3 BOX 49 x $1.23 - $1.25 x 1902 BZX Vega=$9589 TSLA=244.09 Ref
  97. >>Unusual Volume AGNC - 3x market weighted volume: 19.3k = 72.1k projected vs 23.4k adv, 53% puts, 3% of OI [AGNC 9.81 +0.44 Ref]
  98. SWEEP DETECTED:
    >>2023 TSLA Dec23 250 Calls $1.25 (CboeTheo=1.27)  MID  [MULTI] 09:41:32.076 IV=57.8% +7.2 C2 243 x $1.24 - $1.25 x 1962 BZX  AUCTION  Vega=$9395 TSLA=244.16 Ref
  99. >>2200 PLTR Dec23 18.0 Puts $0.13 (CboeTheo=0.15)  ASK  BOX 09:42:23.047 IV=70.1% +13.1 EMLD 1955 x $0.12 - $0.13 x 57 EMLD  SPREAD/CROSS  Vega=$799 PLTR=18.45 Ref
  100. >>2200 PLTR Jan24 18.0 Puts $0.89 (CboeTheo=0.88)  ASK  BOX 09:42:23.047 IV=49.9% +0.8 EMLD 1123 x $0.88 - $0.89 x 137 EMLD  SPREAD/CROSS  Vega=$4928 PLTR=18.45 Ref
  101. SWEEP DETECTED:
    >>2000 NVTA Jun24 1.0 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 09:42:41.070 IV=126.3% +11.5 BOX 13k x $0.10 - $0.15 x 1800 ARCA Vega=$375 NVTA=0.65 Ref
  102. SWEEP DETECTED:
    >>3586 BAC Dec23 33.5 Calls $0.14 (CboeTheo=0.13)  ASK  [MULTI] 09:41:59.332 IV=37.4% +5.7 C2 346 x $0.13 - $0.14 x 1358 C2  OPENING  Vega=$2470 BAC=33.10 Ref
  103. SWEEP DETECTED:
    >>2684 AMD Dec23 135 Puts $0.20 (CboeTheo=0.20)  ASK  [MULTI] 09:42:19.743 IV=52.7% +9.6 BZX 20 x $0.19 - $0.20 x 329 C2  52WeekHigh  Vega=$3871 AMD=140.51 Ref
  104. SWEEP DETECTED:
    >>2000 BAC Jan24 35.0 Calls $0.45 (CboeTheo=0.42)  ASK  [MULTI] 09:42:41.407 IV=25.0% +1.1 BZX 48 x $0.44 - $0.45 x 438 C2 Vega=$7175 BAC=33.16 Ref
  105. SWEEP DETECTED:
    >>2000 F Dec23 29th 13.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 09:43:56.183 IV=37.2% -5.0 EMLD 2255 x $0.03 - $0.04 x 1763 EMLD  ISO  Vega=$851 F=11.72 Ref
  106. SWEEP DETECTED:
    >>2000 PLTR Jan24 25.0 Calls $0.12 (CboeTheo=0.12)  ASK  [MULTI] 09:43:56.620 IV=62.1% -1.6 EMLD 2829 x $0.11 - $0.12 x 870 C2 Vega=$1754 PLTR=18.50 Ref
  107. SPLIT TICKET:
    >>2300 SPX Mar24 4650 Puts $67.50 (CboeTheo=66.75)  Above Ask!  [CBOE] 09:40:15.900 IV=13.0% +0.4 CBOE 589 x $66.30 - $66.90 x 187 CBOE  FLOOR  Vega=$1.97m SPX=4780.93 Fwd
  108. >>1060 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  CBOE 09:40:20.917 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 462 CBOE  LATE  Vega=$27k SPX=4729.18 Fwd
  109. >>1060 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  CBOE 09:40:20.917 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$3920 SPX=4729.18 Fwd
  110. >>1060 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  CBOE 09:40:20.917 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE  Vega=$21k SPX=4729.18 Fwd
  111. >>1060 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 09:40:20.917 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$4569 SPX=4729.18 Fwd
  112. >>5040 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  CBOE 09:40:20.917 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 462 CBOE  LATE - OPENING  Vega=$128k SPX=4729.18 Fwd
  113. >>5040 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  CBOE 09:40:20.917 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$19k SPX=4729.18 Fwd
  114. >>5040 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  CBOE 09:40:21.020 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE - OPENING  Vega=$98k SPX=4729.18 Fwd
  115. >>5040 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 09:40:21.020 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$22k SPX=4729.18 Fwd
  116. >>1590 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  CBOE 09:40:21.118 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 356 CBOE  LATE - OPENING  Vega=$40k SPX=4729.18 Fwd
  117. >>1590 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  CBOE 09:40:21.118 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$5880 SPX=4729.18 Fwd
  118. >>1590 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  CBOE 09:40:21.118 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE - OPENING  Vega=$31k SPX=4729.18 Fwd
  119. >>1590 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 09:40:21.118 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$6854 SPX=4729.18 Fwd
  120. >>1590 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  CBOE 09:40:21.119 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 356 CBOE  LATE - OPENING  Vega=$40k SPX=4729.18 Fwd
  121. >>1590 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  CBOE 09:40:21.119 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$5880 SPX=4729.18 Fwd
  122. >>1590 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  CBOE 09:40:21.119 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE - OPENING  Vega=$31k SPX=4729.18 Fwd
  123. >>1590 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 09:40:21.119 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$6854 SPX=4729.18 Fwd
  124. >>1590 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  CBOE 09:40:21.119 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 356 CBOE  LATE - OPENING  Vega=$40k SPX=4729.18 Fwd
  125. >>1590 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  CBOE 09:40:21.119 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$5880 SPX=4729.18 Fwd
  126. >>1590 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  CBOE 09:40:21.119 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE - OPENING  Vega=$31k SPX=4729.18 Fwd
  127. >>1590 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  CBOE 09:40:21.119 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$6854 SPX=4729.18 Fwd
  128. SPLIT TICKET:
    >>12600 SPXW Dec23 4635 Puts $0.85 (CboeTheo=0.80)  ASK  [CBOE] 09:40:20.917 IV=19.5% +3.4 CBOE 1209 x $0.75 - $0.85 x 462 CBOE  LATE - OPENING  Vega=$320k SPX=4729.18 Fwd
  129. SPLIT TICKET:
    >>12600 SPXW Dec23 4400 Puts $0.17 (CboeTheo=0.20)  BID  [CBOE] 09:40:20.917 IV=46.9% +5.4 CBOE 1656 x $0.15 - $0.25 x 1805 CBOE  LATE  Vega=$47k SPX=4729.18 Fwd
  130. SPLIT TICKET:
    >>12600 SPXW Dec23 4620 Puts $0.62 (CboeTheo=0.58)  Above Ask!  [CBOE] 09:40:20.917 IV=20.9% +3.9 CBOE 803 x $0.55 - $0.60 x 61 CBOE  LATE - OPENING  Vega=$244k SPX=4729.18 Fwd
  131. SPLIT TICKET:
    >>12600 SPXW Dec23 4415 Puts $0.20 (CboeTheo=0.20)  MID  [CBOE] 09:40:20.917 IV=45.7% +7.8 CBOE 1725 x $0.15 - $0.25 x 1651 CBOE  LATE  Vega=$54k SPX=4729.18 Fwd
  132. SWEEP DETECTED:
    >>2075 TFC Jan24 35.0 Calls $2.95 (CboeTheo=3.05)  BID  [MULTI] 09:43:51.034 IV=29.6% +1.3 PHLX 219 x $2.95 - $3.10 x 103 C2 Vega=$7188 TFC=37.26 Ref
  133. SWEEP DETECTED:
    >>Bullish Delta Impact 1621 CENX Jan24 9.0 Calls $0.70 (CboeTheo=0.60)  ASK  [MULTI] 09:40:35.466 IV=63.1% +2.5 PHLX 1229 x $0.60 - $0.70 x 423 PHLX  OPENING 
    Delta=54%, EST. IMPACT = 87k Shares ($777k) To Buy CENX=8.95 Ref
  134. >>3157 NIO Dec23 22nd 7.5 Calls $0.47 (CboeTheo=0.52)  MID  NOM 09:44:36.415 IV=54.1% -7.3 PHLX 2903 x $0.46 - $0.48 x 1 ARCA Vega=$1235 NIO=7.84 Ref
  135. SWEEP DETECTED:
    >>3462 NIO Dec23 22nd 7.5 Calls $0.473 (CboeTheo=0.52)  MID  [MULTI] 09:44:36.415 IV=54.1% -7.3 PHLX 2903 x $0.46 - $0.48 x 1 ARCA Vega=$1355 NIO=7.84 Ref
  136. >>2000 VIX Jan24 17th 15.0 Puts $1.79 (CboeTheo=1.78)  MID  CBOE 09:44:46.236 IV=77.6% +0.9 CBOE 1874 x $1.77 - $1.81 x 4096 CBOE  AUCTION  Vega=$3428 VIX=14.22 Fwd
  137. SWEEP DETECTED:
    >>5793 CHPT Dec23 2.5 Calls $0.32 (CboeTheo=0.31)  ASK  [MULTI] 09:44:53.476 IV=220.3% +100.7 MPRL 481 x $0.30 - $0.32 x 920 EDGX Vega=$256 CHPT=2.79 Ref
  138. >>4000 PDD Feb24 155 Calls $6.10 (CboeTheo=6.19)  BID  EDGX 09:41:07.501 IV=33.6% -0.8 MRX 5 x $6.05 - $6.50 x 10 NOM  52WeekHigh  Vega=$98k PDD=148.32 Ref
  139. SWEEP DETECTED:
    >>Bearish Delta Impact 5914 PDD Feb24 155 Calls $6.10 (CboeTheo=6.19)  BID  [MULTI] 09:41:07.501 IV=33.6% -0.8 MRX 5 x $6.05 - $6.50 x 10 NOM  OPENING   52WeekHigh 
    Delta=43%, EST. IMPACT = 255k Shares ($37.8m) To Sell PDD=148.32 Ref
  140. >>Market Color NIO - Bullish option flow detected in NIO (7.96 +0.53) with 76,122 calls trading (4x expected) and implied vol increasing almost 2 points to 63.71%. . The Put/Call Ratio is 0.12. Earnings are expected on 02/28. [NIO 7.96 +0.53 Ref, IV=63.7% +1.8] #Bullish
  141. >>1389 SPX Jan24 3930 Puts $1.40 (CboeTheo=1.30)  ASK  CBOE 09:41:40.446 IV=26.7% +0.4 CBOE 2978 x $1.25 - $1.40 x 2161 CBOE  OPENING  Vega=$62k SPX=4754.42 Fwd
  142. >>3000 OPEN Jan24 5th 3.5 Puts $0.07 (CboeTheo=0.07)  MID  PHLX 09:45:44.711 IV=108.1% +15.9 C2 220 x $0.05 - $0.08 x 412 EDGX  AUCTION - OPENING  Vega=$634 OPEN=4.71 Ref
  143. >>2310 KKR Dec23 29th 81.0 Calls $2.60 (CboeTheo=2.52)  BID  PHLX 09:45:15.499 IV=24.2% +2.3 PHLX 79 x $2.30 - $3.10 x 22 AMEX  AUCTION   52WeekHigh  Vega=$14k KKR=82.52 Ref
  144. >>2306 KKR Dec23 29th 81.0 Calls $2.60 (CboeTheo=2.52)  BID  PHLX 09:45:15.499 IV=24.2% +2.3 PHLX 79 x $2.30 - $3.10 x 22 AMEX  AUCTION   52WeekHigh  Vega=$14k KKR=82.52 Ref
  145. SWEEP DETECTED:
    >>Bullish Delta Impact 4521 PCT Jan24 7.5 Calls $0.55 (CboeTheo=0.48)  ASK  [MULTI] 09:44:58.502 IV=167.6% +13.2 EDGX 672 x $0.45 - $0.55 x 1430 PHLX
    Delta=37%, EST. IMPACT = 167k Shares ($904k) To Buy PCT=5.42 Ref
  146. SPLIT TICKET:
    >>4595 SPX Jan24 3930 Puts $1.40 (CboeTheo=1.30)  ASK  [CBOE] 09:41:40.446 IV=26.7% +0.4 CBOE 2978 x $1.25 - $1.40 x 2161 CBOE  OPENING  Vega=$204k SPX=4754.42 Fwd
  147. SPLIT TICKET:
    >>4637 KKR Dec23 29th 81.0 Calls $2.60 (CboeTheo=2.52)  BID  [PHLX] 09:45:15.499 IV=24.0% +2.1 PHLX 79 x $2.30 - $3.10 x 22 AMEX  AUCTION   52WeekHigh  Vega=$28k KKR=82.52 Ref
  148. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $6.868 (CboeTheo=7.07)  Below Bid!  [CBOE] 09:41:43.153 IV=14.3% -0.1 CBOE 162 x $6.90 - $7.30 x 164 CBOE Vega=$87k SPX=4731.96 Fwd
  149. SWEEP DETECTED:
    >>3320 LI Dec23 33.0 Puts $0.05 (CboeTheo=0.02)  ASK  [MULTI] 09:42:43.396 IV=86.0% +26.6 EMLD 197 x $0.02 - $0.05 x 404 EMLD  OPENING  Vega=$873 LI=35.63 Ref
  150. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 FRO Dec23 19.0 Puts $0.15 (CboeTheo=0.19)  ASK  [MULTI] 09:46:57.206 IV=59.1% -4.1 PHLX 456 x $0.05 - $0.15 x 248 PHLX
    Delta=-33%, EST. IMPACT = 67k Shares ($1.29m) To Sell FRO=19.25 Ref
  151. >>9982 CZR Jan24 55.0 Calls $0.95 (CboeTheo=0.86)  MID  MIAX 09:47:05.502 IV=40.9% -2.1 AMEX 1 x $0.91 - $1.00 x 44 PHLX  COB/AUCTION - OPENING  Vega=$51k CZR=49.92 Ref
  152. >>9982 CZR Dec23 29th 55.0 Calls $0.38 (CboeTheo=0.38)  ASK  MIAX 09:47:05.502 IV=44.9% -2.0 BOX 9 x $0.33 - $0.41 x 93 EDGX  COB/AUCTION - OPENING  Vega=$25k CZR=49.92 Ref
  153. >>Unusual Volume PNC - 4x market weighted volume: 7009 = 22.4k projected vs 5033 adv, 88% calls, 8% of OI [PNC 152.56 +6.24 Ref, IV=23.9% +1.4]
  154. >>3000 VIX Jun24 18th 12.0 Puts $0.28 (CboeTheo=0.27)  ASK  CBOE 09:47:33.978 IV=44.2% +0.3 CBOE 4739 x $0.25 - $0.29 x 10 CBOE  AUCTION - OPENING  Vega=$6294 VIX=17.18 Fwd
  155. >>2213 F Mar24 13.0 Calls $0.30 (CboeTheo=0.29)  BID  MIAX 09:47:54.138 IV=31.1% -0.4 CBOE 1046 x $0.30 - $0.32 x 3 EMLD  AUCTION  Vega=$4426 F=11.77 Ref
  156. >>1536 SPXW Dec23 14th 4775 Calls $0.60 (CboeTheo=0.60)  BID  CBOE 09:43:33.741 IV=20.7% +3.6 CBOE 4 x $0.60 - $0.65 x 1057 CBOE Vega=$23k SPX=4732.66 Fwd
  157. SPLIT TICKET:
    >>1721 SPXW Dec23 14th 4775 Calls $0.60 (CboeTheo=0.61)  BID  [CBOE] 09:43:33.325 IV=20.6% +3.6 CBOE 1743 x $0.60 - $0.65 x 1094 CBOE Vega=$26k SPX=4732.86 Fwd
  158. >>11461 TMUS Jan24 140 Puts $0.37 (CboeTheo=0.30)  BID  PHLX 09:43:55.962 IV=26.4% +1.3 CBOE 57 x $0.25 - $0.74 x 370 EDGX  FLOOR  Vega=$74k TMUS=157.60 Ref
  159. >>2000 MRNA Mar24 90.0 Calls $12.50 (CboeTheo=12.34)  ASK  BOX 09:48:26.800 IV=59.3% +2.7 CBOE 184 x $12.10 - $12.70 x 72 PHLX  FLOOR  Vega=$36k MRNA=92.14 Ref
  160. SPLIT TICKET:
    >>2795 HOOD Dec23 29th 15.0 Calls $0.13 (CboeTheo=0.16)  BID  [CBOE] 09:48:46.140 IV=86.4% -2.4 PHLX 1423 x $0.09 - $0.24 x 719 MIAX  AUCTION - OPENING  Vega=$1548 HOOD=12.16 Ref
  161. SPLIT TICKET:
    >>1125 SPX Mar24 4500 Puts $38.76 (CboeTheo=38.26)  Above Ask!  [CBOE] 09:44:26.359 IV=14.8% +0.5 CBOE 685 x $38.00 - $38.50 x 1261 CBOE  LATE  Vega=$746k SPX=4787.42 Fwd
  162. >>3000 IGT Dec23 29.0 Calls $0.20 (CboeTheo=0.17)  ASK  ISE 09:48:43.733 IV=53.8% -11.9 PHLX 224 x $0.11 - $0.27 x 2 ARCA  AUCTION  Vega=$1858 IGT=28.55 Ref
  163. SWEEP DETECTED:
    >>2156 C Jan24 75.0 Calls $0.03 (CboeTheo=0.04)  ASK  [MULTI] 09:49:11.892 IV=50.7% -3.3 C2 1128 x $0.02 - $0.03 x 530 NOM Vega=$1091 C=51.17 Ref
  164. SWEEP DETECTED:
    >>2612 C Dec23 51.0 Calls $0.565 (CboeTheo=0.54)  Below Bid!  [MULTI] 09:49:12.208 IV=39.2% +3.2 C2 130 x $0.57 - $0.61 x 50 NOM  ISO  Vega=$3115 C=51.17 Ref
  165. SWEEP DETECTED:
    >>Bullish Delta Impact 1628 TTD Dec23 72.5 Calls $4.50 (CboeTheo=4.52)  ASK  [MULTI] 09:44:40.222 IV=62.8% +22.9 ISE 5 x $4.40 - $4.50 x 966 ARCA  ISO 
    Delta=97%, EST. IMPACT = 158k Shares ($12.2m) To Buy TTD=76.99 Ref
  166. >>6691 C Dec23 22nd 52.0 Calls $0.55 (CboeTheo=0.55)  MID  EDGX 09:49:24.880 IV=29.5% +3.0 MPRL 44 x $0.54 - $0.57 x 249 CBOE  OPENING  Vega=$19k C=51.06 Ref
  167. SPLIT TICKET:
    >>2500 SIRI Dec23 22nd 5.5 Puts $0.29 (CboeTheo=0.25)  ASK  [BOX] 09:49:14.455 IV=83.5% +9.1 CBOE 336 x $0.24 - $0.30 x 55 EDGX  AUCTION - OPENING  Vega=$821 SIRI=5.56 Ref
  168. SWEEP DETECTED:
    >>Bullish Delta Impact 666 OBE Jan24 7.5 Calls $0.25 (CboeTheo=0.19)  ASK  [MULTI] 09:49:32.906 IV=46.2% +5.7 CBOE 1080 x $0.10 - $0.25 x 51 AMEX
    Delta=38%, EST. IMPACT = 25k Shares ($179k) To Buy OBE=7.04 Ref
  169. >>5314 DT Jan24 45.0 Puts $0.10 (CboeTheo=0.13)  ASK  BOX 09:49:44.203 IV=38.5% -4.9 MPRL 0 x $0.00 - $0.10 x 161 PHLX  FLOOR  Vega=$7621 DT=55.22 Ref
  170. >>2000 HAS Apr24 55.0 Calls $2.65 (CboeTheo=2.61)  ASK  ARCA 09:49:44.356 IV=33.7% +0.7 BXO 24 x $2.50 - $2.70 x 80 CBOE  SPREAD/FLOOR  Vega=$23k HAS=51.24 Ref
  171. >>4000 HAS Apr24 45.0 Puts $1.75 (CboeTheo=1.71)  ASK  ARCA 09:49:44.356 IV=37.4% +0.4 BOX 11 x $1.65 - $1.80 x 194 PHLX  SPREAD/FLOOR  Vega=$37k HAS=51.24 Ref
  172. >>4000 HAS Apr24 40.0 Puts $0.70 (CboeTheo=0.78)  BID  ARCA 09:49:44.356 IV=38.8% +0.0 EDGX 226 x $0.70 - $0.80 x 15 BOX  SPREAD/FLOOR  Vega=$23k HAS=51.24 Ref
  173. SWEEP DETECTED:
    >>2221 QS Jan24 10.0 Calls $0.15 (CboeTheo=0.13)  ASK  [MULTI] 09:50:21.128 IV=77.9% -1.3 EDGX 1273 x $0.12 - $0.15 x 507 EDGX Vega=$1350 QS=7.62 Ref
  174. >>5000 CCL Jan24 12th 21.0 Calls $0.40 (CboeTheo=0.38)  ASK  BOX 09:50:33.764 IV=50.5% +1.5 EDGX 384 x $0.37 - $0.41 x 281 EDGX  SPREAD/FLOOR - OPENING  Vega=$8768 CCL=18.89 Ref
  175. >>2500 CCL Dec23 29th 17.5 Calls $1.71 (CboeTheo=1.74)  BID  BOX 09:50:33.764 IV=53.4% +0.2 EDGX 419 x $1.71 - $1.82 x 1408 PHLX  SPREAD/FLOOR  Vega=$2862 CCL=18.89 Ref
  176. SWEEP DETECTED:
    >>Bullish Delta Impact 632 IGT Dec23 28.0 Calls $0.78 (CboeTheo=0.69)  ASK  [MULTI] 09:50:49.191 IV=63.0% +13.0 PHLX 99 x $0.57 - $0.78 x 140 PHLX  ISO 
    Delta=72%, EST. IMPACT = 45k Shares ($1.30m) To Buy IGT=28.54 Ref
  177. SWEEP DETECTED:
    >>5330 JBLU Dec23 22nd 5.5 Puts $0.10 (CboeTheo=0.11)  BID  [MULTI] 09:50:50.209 IV=65.3% -1.7 EDGX 735 x $0.10 - $0.14 x 940 EDGX  OPENING  Vega=$1549 JBLU=5.80 Ref
  178. >>2000 TLRY Jan25 2.0 Calls $0.72 (CboeTheo=0.72)  ASK  ARCA 09:51:18.750 IV=88.6% -3.3 EMLD 10 x $0.70 - $0.72 x 2000 ARCA Vega=$1449 TLRY=2.00 Ref
  179. >>2000 F Dec23 29th 13.0 Calls $0.04 (CboeTheo=0.04)  ASK  CBOE 09:51:18.514 IV=37.4% -4.8 EMLD 4507 x $0.03 - $0.04 x 8047 EMLD  AUCTION - COMPLEX  Vega=$848 F=11.72 Ref
  180. >>2365 D Jan24 50.0 Calls $1.80 (CboeTheo=1.62)  ASK  BOX 09:51:34.498 IV=22.3% +3.8 EDGX 513 x $1.65 - $1.80 x 267 BOX  FLOOR  Vega=$15k D=50.41 Ref
  181. >>2000 F Dec23 29th 13.0 Calls $0.04 (CboeTheo=0.04)  ASK  PHLX 09:51:39.407 IV=37.4% -4.8 EMLD 4505 x $0.03 - $0.04 x 7858 EMLD  AUCTION - COMPLEX  Vega=$848 F=11.72 Ref
  182. >>2000 F Dec23 29th 13.0 Calls $0.04 (CboeTheo=0.04)  ASK  PHLX 09:51:52.080 IV=37.4% -4.8 EMLD 4442 x $0.03 - $0.04 x 7595 EMLD  AUCTION - COMPLEX  Vega=$848 F=11.72 Ref
  183. SWEEP DETECTED:
    >>2106 BP Dec23 29th 36.5 Calls $0.29 (CboeTheo=0.27)  ASK  [MULTI] 09:51:52.744 IV=20.4% +0.6 BXO 21 x $0.27 - $0.29 x 105 EDGX  OPENING  Vega=$5459 BP=35.63 Ref
  184. SWEEP DETECTED:
    >>3392 TSLA Feb24 100 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 09:51:56.273 IV=88.3% +2.7 BZX 289 x $0.11 - $0.13 x 516 C2  ISO - OPENING  Vega=$4426 TSLA=245.14 Ref
  185. >>4000 BAC Dec23 33.0 Calls $0.49 (CboeTheo=0.48)  MID  ARCA 09:52:07.045 IV=38.2% +6.7 C2 1449 x $0.47 - $0.50 x 513 C2  SPREAD/CROSS  Vega=$2852 BAC=33.33 Ref
  186. >>4000 BAC Dec23 31.5 Calls $1.82 (CboeTheo=1.85)  BID  ARCA 09:52:07.045 EMLD 62 x $1.82 - $1.94 x 132 PHLX  SPREAD/CROSS  Vega=$0 BAC=33.33 Ref
  187. >>2825 C Dec23 22nd 52.0 Calls $0.55 (CboeTheo=0.53)  BID  EMLD 09:52:10.078 IV=30.3% +3.8 EMLD 2825 x $0.55 - $0.56 x 1 NOM  OPENING  Vega=$8115 C=51.00 Ref
  188. SWEEP DETECTED:
    >>2925 C Dec23 22nd 52.0 Calls $0.55 (CboeTheo=0.53)  BID  [MULTI] 09:52:10.078 IV=30.3% +3.8 EMLD 2825 x $0.55 - $0.56 x 1 NOM  OPENING  Vega=$8403 C=51.00 Ref
  189. SWEEP DETECTED:
    >>3931 NU Jan24 9.0 Calls $0.19 (CboeTheo=0.17)  ASK  [MULTI] 09:52:10.236 IV=30.4% +0.7 BZX 20 x $0.18 - $0.19 x 212 GEMX  ISO  Vega=$3993 NU=8.62 Ref
  190. >>4251 DT Jan24 45.0 Puts $0.10 (CboeTheo=0.14)  ASK  BOX 09:52:24.909 IV=38.1% -5.2 ARCA 0 x $0.00 - $0.10 x 248 EDGX  FLOOR  Vega=$6135 DT=55.11 Ref
  191. SPLIT TICKET:
    >>5314 DT Jan24 45.0 Puts $0.09 (CboeTheo=0.14)  ASK  [BOX] 09:52:24.909 IV=33.8% -9.6 ARCA 0 x $0.00 - $0.10 x 248 EDGX  FLOOR  Vega=$5171 DT=55.11 Ref
  192. >>2000 F Dec23 29th 13.0 Calls $0.04 (CboeTheo=0.04)  ASK  CBOE 09:52:34.721 IV=37.7% -4.5 EMLD 4363 x $0.03 - $0.04 x 5884 C2  AUCTION - COMPLEX  Vega=$843 F=11.71 Ref
  193. >>6918 NU Jan24 9.0 Calls $0.20 (CboeTheo=0.18)  ASK  MIAX 09:52:54.111 IV=31.0% +1.3 C2 143 x $0.19 - $0.20 x 8 ARCA  ISO/AUCTION  Vega=$7085 NU=8.62 Ref
  194. SWEEP DETECTED:
    >>4340 XOM Jan24 120 Calls $0.07 (CboeTheo=0.08)  BID  [MULTI] 09:52:57.247 IV=27.0% -1.2 GEMX 167 x $0.07 - $0.08 x 126 MPRL Vega=$7986 XOM=100.30 Ref
  195. >>10000 BAC Jan24 37.0 Calls $0.19 (CboeTheo=0.17)  ASK  ISE 09:53:06.460 IV=27.5% +1.1 C2 2243 x $0.17 - $0.19 x 1521 C2  AUCTION - OPENING  Vega=$23k BAC=33.30 Ref
  196. SWEEP DETECTED:
    >>3681 AGNC Dec23 22nd 9.5 Puts $0.06 (CboeTheo=0.04)  ASK  [MULTI] 09:49:18.680 IV=33.4% +9.9 C2 203 x $0.03 - $0.06 x 753 CBOE  OPENING  Vega=$1587 AGNC=9.88 Ref
  197. >>2500 JBI Dec23 12.5 Puts $1.45 (CboeTheo=1.46)  ASK  PHLX 09:54:01.323 EDGX 548 x $0.80 - $1.65 x 53 BOX  SPREAD/CROSS/TIED  Vega=$0 JBI=11.04 Ref
  198. SPLIT TICKET:
    >>1500 SPX Jun24 4400 Puts $67.13 (CboeTheo=68.31)  Below Bid!  [CBOE] 09:49:40.117 IV=16.8% +0.2 CBOE 30 x $68.30 - $68.80 x 178 CBOE  LATE  Vega=$1.45m SPX=4836.91 Fwd
  199. SPLIT TICKET:
    >>1200 SPX Mar24 4700 Puts $77.70 (CboeTheo=79.57)  Below Bid!  [CBOE] 09:49:40.117 IV=12.3% +0.2 CBOE 169 x $79.30 - $79.80 x 330 CBOE  LATE  Vega=$1.08m SPX=4785.68 Fwd
  200. SWEEP DETECTED:
    >>2000 LCID Dec23 5.0 Calls $0.175 (CboeTheo=0.16)  Above Ask!  [MULTI] 09:54:35.171 IV=145.9% +45.0 C2 996 x $0.15 - $0.17 x 96 C2 Vega=$235 LCID=5.00 Ref
  201. SWEEP DETECTED:
    >>Bearish Delta Impact 597 CPE Dec23 29.0 Calls $3.10 (CboeTheo=2.91)  BID  [MULTI] 09:55:01.213 IV=155.8% +99.9 BZX 23 x $3.10 - $3.30 x 370 PHLX  OPENING 
    Delta=86%, EST. IMPACT = 51k Shares ($1.63m) To Sell CPE=31.84 Ref
  202. SWEEP DETECTED:
    >>2000 C Dec23 51.0 Calls $0.435 (CboeTheo=0.40)  Below Bid!  [MULTI] 09:55:05.906 IV=39.0% +3.0 C2 165 x $0.44 - $0.47 x 75 C2  ISO  Vega=$2400 C=50.94 Ref
  203. >>Unusual Volume CFLT - 3x market weighted volume: 6989 = 19.1k projected vs 6181 adv, 98% calls, 5% of OI [CFLT 25.45 +1.62 Ref, IV=54.1% +2.9]
  204. >>2920 UAL Dec23 22nd 43.5 Calls $0.91 (CboeTheo=0.86)  ASK  BOX 09:55:39.186 IV=37.9% +1.9 BOX 29 x $0.86 - $0.91 x 160 PHLX  SPREAD/FLOOR - OPENING  Vega=$7590 UAL=43.29 Ref
  205. >>2920 UAL Dec23 22nd 44.5 Calls $0.49 (CboeTheo=0.50)  BID  BOX 09:55:39.186 IV=36.4% -0.8 C2 64 x $0.49 - $0.53 x 490 EDGX  SPREAD/FLOOR - OPENING  Vega=$6876 UAL=43.29 Ref
  206. >>2920 UAL Dec23 29th 45.0 Calls $0.61 (CboeTheo=0.58)  MID  BOX 09:55:39.186 IV=34.9% +0.3 MPRL 34 x $0.58 - $0.63 x 117 CBOE  SPREAD/FLOOR - OPENING  Vega=$9248 UAL=43.29 Ref
  207. >>Unusual Volume HPQ - 3x market weighted volume: 13.1k = 35.7k projected vs 11.9k adv, 97% calls, 6% of OI [HPQ 31.04 +0.89 Ref, IV=20.5% +1.7]
  208. >>10995 HIMS Jan24 9.0 Puts $0.60 (CboeTheo=0.51)  ASK  PHLX 09:55:48.213 IV=48.0% +5.4 PHLX 1821 x $0.45 - $0.60 x 540 PHLX  SPREAD/CROSS/TIED  Vega=$12k HIMS=8.84 Ref
  209. SWEEP DETECTED:
    >>2959 AGNC Dec23 29th 9.5 Puts $0.15 (CboeTheo=0.09)  ASK  [MULTI] 09:52:27.095 IV=30.6% +8.3 MPRL 8 x $0.11 - $0.15 x 76 AMEX  OPENING  Vega=$2185 AGNC=9.81 Ref
  210. SWEEP DETECTED:
    >>2076 X Jan24 20.0 Puts $0.04 (CboeTheo=0.03)  BID  [MULTI] 09:56:21.631 IV=96.0% +9.0 GEMX 24 x $0.04 - $0.05 x 133 MPRL  52WeekHigh  Vega=$648 X=38.69 Ref
  211. >>4000 PDD Feb24 160 Calls $4.60 (CboeTheo=4.55)  ASK  EDGX 09:53:35.789 IV=33.6% -0.7 PHLX 274 x $4.50 - $4.60 x 4000 EDGX  52WeekHigh  Vega=$93k PDD=148.75 Ref
  212. SPLIT TICKET:
    >>4082 PDD Feb24 160 Calls $4.60 (CboeTheo=4.55)  ASK  [EDGX] 09:53:35.789 IV=33.6% -0.7 PHLX 274 x $4.50 - $4.60 x 4000 EDGX  52WeekHigh  Vega=$95k PDD=148.75 Ref
  213. SPLIT TICKET:
    >>1770 SPX Mar24 4785 Calls $108.20 (CboeTheo=109.53)  Below Bid!  [CBOE] 09:53:49.461 IV=11.5% CBOE 51 x $108.90 - $109.60 x 20 CBOE  LATE - OPENING  Vega=$1.67m SPX=4783.64 Fwd
  214. SPLIT TICKET:
    >>3000 SPX Jul24 4600 Puts $117.10 (CboeTheo=117.33)  BID  [CBOE] 09:53:49.461 IV=15.4% +0.3 CBOE 20 x $116.70 - $117.70 x 56 CBOE  LATE  Vega=$3.85m SPX=4849.87 Fwd
  215. SPLIT TICKET:
    >>3000 SPX Jul24 5100 Calls $75.00 (CboeTheo=76.29)  Below Bid!  [CBOE] 09:53:49.461 IV=11.4% +0.1 CBOE 35 x $75.40 - $76.50 x 40 CBOE  LATE - OPENING  Vega=$3.83m SPX=4849.87 Fwd
  216. SPLIT TICKET:
    >>1770 SPX Mar24 4785 Puts $111.20 (CboeTheo=110.87)  Above Ask!  [CBOE] 09:53:49.461 IV=11.7% CBOE 108 x $110.10 - $110.80 x 41 CBOE  LATE - OPENING  Vega=$1.67m SPX=4783.64 Fwd
  217. SWEEP DETECTED:
    >>2065 PYPL Jan24 57.5 Puts $0.544 (CboeTheo=0.56)  Below Bid!  [MULTI] 09:57:04.410 IV=34.0% +1.4 EMLD 480 x $0.55 - $0.56 x 1 EDGX Vega=$9747 PYPL=63.58 Ref
  218. >>2500 META Jun24 160 Puts $0.75 (CboeTheo=0.73)  MID  ISE 09:57:15.406 IV=53.0% +0.3 NOM 14 x $0.71 - $0.79 x 210 CBOE  SPREAD/CROSS/TIED  Vega=$23k META=332.73 Ref
  219. SPLIT TICKET:
    >>2498 GOOS Dec23 12.0 Calls $1.05 (CboeTheo=1.08)  BID  [PHLX] 09:57:14.914 C2 1 x $1.05 - $1.15 x 100 BXO  AUCTION  Vega=$0 GOOS=13.06 Ref
  220. SWEEP DETECTED:
    >>2288 NYCB Dec23 10.0 Calls $1.351 (CboeTheo=1.39)  BID  [MULTI] 09:57:16.847 MPRL 685 x $1.35 - $1.40 x 1 ISE  ISO  Vega=$0 NYCB=11.38 Ref
  221. >>2265 AMC Jan24 5th 7.0 Calls $0.68 (CboeTheo=0.69)  ASK  GEMX 09:57:48.243 IV=83.0% -4.1 PHLX 623 x $0.64 - $0.70 x 3 ARCA Vega=$1557 AMC=7.17 Ref
  222. SWEEP DETECTED:
    >>2000 AMC Dec23 9.0 Calls $0.02 (CboeTheo=0.02)  ASK  [MULTI] 09:57:51.467 IV=227.4% +35.3 EMLD 1662 x $0.01 - $0.02 x 450 ARCA  ISO  Vega=$91 AMC=7.17 Ref
  223. SPLIT TICKET:
    >>2181 FTCH Jan24 0.5 Puts $0.106 (CboeTheo=0.10)  ASK  [BOX] 09:58:11.878 IV=251.9% -12.4 PHLX 842 x $0.02 - $0.11 x 1331 EDGX  AUCTION   Pre-Earnings / SSR  Vega=$137 FTCH=0.69 Ref
  224. SPLIT TICKET:
    >>2400 SPXW Dec23 29th 3910 Puts $0.55 (CboeTheo=0.50)  MID  [CBOE] 09:55:47.486 IV=37.1% +0.6 CBOE 1135 x $0.50 - $0.60 x 1105 CBOE  FLOOR - OPENING  Vega=$35k SPX=4741.77 Fwd
  225. >>2202 AMD Dec23 140 Puts $1.10 (CboeTheo=1.10)  ASK  ARCA 09:58:32.264 IV=49.8% +5.6 NOM 53 x $1.09 - $1.10 x 2202 ARCA  52WeekHigh  Vega=$6974 AMD=141.24 Ref
  226. SPLIT TICKET:
    >>2239 AMD Dec23 140 Puts $1.10 (CboeTheo=1.10)  ASK  [ARCA] 09:58:32.261 IV=49.8% +5.6 NOM 20 x $1.09 - $1.10 x 2239 ARCA  ISO - OPENING   52WeekHigh  Vega=$7092 AMD=141.23 Ref
  227. SWEEP DETECTED:
    >>Bearish Delta Impact 3248 DAL Jan24 38.0 Calls $4.753 (CboeTheo=4.84)  BID  [MULTI] 09:59:21.729 IV=36.0% +0.8 PHLX 542 x $4.75 - $4.80 x 21 ARCA
    Delta=85%, EST. IMPACT = 275k Shares ($11.6m) To Sell DAL=42.19 Ref
  228. SWEEP DETECTED:
    >>2689 CMCSA Jan24 37.5 Puts $0.10 (CboeTheo=0.08)  ASK  [MULTI] 09:59:46.976 IV=34.2% +3.9 EDGX 114 x $0.05 - $0.10 x 148 AMEX Vega=$3933 CMCSA=44.65 Ref
  229. SWEEP DETECTED:
    >>2504 RIOT Jan24 24.0 Calls $0.44 (CboeTheo=0.42)  ASK  [MULTI] 09:59:58.643 IV=121.4% +1.1 AMEX 495 x $0.39 - $0.44 x 557 EDGX  OPENING  Vega=$3037 RIOT=15.34 Ref
  230. SWEEP DETECTED:
    >>2046 CMCSA Jan24 37.5 Puts $0.11 (CboeTheo=0.08)  ASK  [MULTI] 10:00:00.975 IV=34.9% +4.6 BOX 139 x $0.05 - $0.11 x 130 C2 Vega=$3138 CMCSA=44.66 Ref
  231. >>Market Color AGNC - Bearish flow noted in AGNC Investment Corp. (9.80 +0.43) with 19,809 puts trading, or 10x expected. The Put/Call Ratio is 1.59, while ATM IV is up over 1 point on the day. Earnings are expected on 02/05. [AGNC 9.80 +0.43 Ref, IV=25.6% +1.1] #Bearish
  232. >>3500 SPX Oct24 2400 Puts $7.85 (CboeTheo=7.80)  MID  CBOE 09:58:34.945 IV=37.5% +0.1 CBOE 100 x $7.70 - $8.00 x 288 CBOE  LATE - OPENING  Vega=$517k SPX=4890.26 Fwd
  233. SWEEP DETECTED:
    >>Bearish Delta Impact 834 TEAM Apr24 230 Calls $21.218 (CboeTheo=21.66)  Below Bid!  [MULTI] 10:00:41.381 IV=42.6% -0.4 MPRL 108 x $21.30 - $21.70 x 6 ARCA  OPENING   52WeekHigh 
    Delta=53%, EST. IMPACT = 45k Shares ($9.95m) To Sell TEAM=223.28 Ref
  234. SWEEP DETECTED:
    >>2160 CG Jan24 45.0 Calls $0.30 (CboeTheo=0.36)  ASK  [MULTI] 10:00:48.231 IV=24.8% -8.8 PHLX 2123 x $0.15 - $0.30 x 286 AMEX  OPENING   52WeekHigh  Vega=$7483 CG=41.59 Ref
  235. SWEEP DETECTED:
    >>Bearish Delta Impact 1819 GOOS Feb24 12.0 Puts $0.75 (CboeTheo=0.70)  ASK  [MULTI] 10:01:01.616 IV=59.9% +3.8 BZX 244 x $0.70 - $0.75 x 409 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 56k Shares ($737k) To Sell GOOS=13.13 Ref
  236. SWEEP DETECTED:
    >>2002 BAC Jan24 34.0 Calls $0.88 (CboeTheo=0.88)  ASK  [MULTI] 10:01:15.884 IV=25.7% +2.3 C2 771 x $0.87 - $0.88 x 100 BXO Vega=$8347 BAC=33.34 Ref
  237. >>2000 HOOD Dec23 29th 15.0 Calls $0.11 (CboeTheo=0.14)  Below Bid!  BOX 10:01:22.422 IV=80.4% -8.4 ARCA 200 x $0.12 - $0.15 x 475 BZX  OPENING  Vega=$1006 HOOD=12.17 Ref
  238. SWEEP DETECTED:
    >>4256 HOOD Dec23 29th 15.0 Calls $0.112 (CboeTheo=0.14)  Below Bid!  [MULTI] 10:01:22.420 IV=80.3% -8.6 ARCA 200 x $0.12 - $0.15 x 79 NOM  OPENING  Vega=$2143 HOOD=12.18 Ref
  239. SWEEP DETECTED:
    >>Bearish Delta Impact 1692 FSLR Jan24 160 Calls $11.746 (CboeTheo=12.04)  Below Bid!  [MULTI] 10:01:30.289 IV=45.0% +2.8 PHLX 94 x $11.75 - $12.35 x 43 PHLX
    Delta=61%, EST. IMPACT = 103k Shares ($16.9m) To Sell FSLR=163.96 Ref
  240. SWEEP DETECTED:
    >>2000 F Dec23 13.0 Calls $0.01 (CboeTheo=0.02)  ASK  [MULTI] 10:01:32.516 IV=87.1% +3.0 CBOE 0 x $0.00 - $0.01 x 1860 BZX Vega=$126 F=11.88 Ref
  241. >>1328 VIX Dec23 20th 15.0 Puts $2.87 (CboeTheo=2.88)  BID  CBOE 10:01:50.314 IV=123.3% +0.0 CBOE 336 x $2.86 - $2.92 x 7468 CBOE  AUCTION  Vega=$397 VIX=12.22 Fwd
  242. SPLIT TICKET:
    >>2000 VIX Dec23 20th 15.0 Puts $2.87 (CboeTheo=2.88)  BID  [CBOE] 10:01:50.314 IV=123.3% +0.0 CBOE 336 x $2.86 - $2.92 x 7468 CBOE  AUCTION  Vega=$599 VIX=12.22 Fwd
  243. >>2500 PNC Jun24 175 Calls $3.50 (CboeTheo=3.29)  ASK  ARCA 10:02:22.231 IV=23.5% +1.0 PHLX 155 x $3.10 - $3.60 x 56 PHLX  SPREAD/FLOOR  Vega=$87k PNC=152.57 Ref
  244. >>2500 PNC Jun24 155 Calls $10.10 (CboeTheo=10.31)  Below Bid!  ARCA 10:02:22.231 IV=24.5% +0.4 NOM 9 x $10.20 - $10.80 x 133 PHLX  SPREAD/FLOOR  Vega=$108k PNC=152.57 Ref
  245. SWEEP DETECTED:
    >>Bullish Delta Impact 799 SIMO Dec23 60.0 Calls $0.10 (CboeTheo=1.20)  ASK  [MULTI] 10:03:21.301 IV=11.3% -11.9 PHLX 249 x $0.05 - $0.10 x 6 ARCA
    Delta=37%, EST. IMPACT = 30k Shares ($1.77m) To Buy SIMO=59.88 Ref
  246. >>18750 CHPT Dec23 3.0 Calls $0.07 (CboeTheo=0.05)  ASK  AMEX 10:03:35.937 IV=232.1% +14.8 EDGX 1591 x $0.05 - $0.07 x 772 EDGX  TIED/FLOOR - OPENING  Vega=$1082 CHPT=2.77 Ref
  247. >>6250 CHPT Dec23 3.0 Calls $0.06 (CboeTheo=0.05)  MID  AMEX 10:03:35.937 IV=214.5% -2.8 EDGX 1591 x $0.05 - $0.07 x 772 EDGX  TIED/FLOOR  Vega=$351 CHPT=2.77 Ref
  248. >>2000 CC Dec23 31.0 Calls $0.65 (CboeTheo=0.57)  ASK  ARCA 10:03:46.674 IV=57.8% -2.9 CBOE 93 x $0.50 - $0.65 x 28 BOX  SPREAD/FLOOR - OPENING  Vega=$1371 CC=31.36 Ref
  249. SPLIT TICKET:
    >>2000 XOM Jan24 135 Calls $0.02 (CboeTheo=0.02)  ASK  [MIAX] 10:04:01.552 IV=35.6% -1.4 MPRL 501 x $0.01 - $0.02 x 233 C2  AUCTION  Vega=$1143 XOM=100.58 Ref
  250. SWEEP DETECTED:
    >>Bearish Delta Impact 4768 FL Jan24 30.0 Puts $1.15 (CboeTheo=1.02)  ASK  [MULTI] 10:04:20.296 IV=39.8% +4.0 PHLX 1252 x $1.00 - $1.15 x 884 PHLX  OPENING 
    Delta=-39%, EST. IMPACT = 187k Shares ($5.79m) To Sell FL=30.89 Ref
  251. >>3359 ACIC May24 7.5 Puts $0.85 (CboeTheo=0.82)  BID  GEMX 10:04:22.856 IV=72.6% +0.7 CBOE 7 x $0.80 - $1.20 x 2 CBOE  OPENING  Vega=$6329 ACIC=9.11 Ref
  252. SWEEP DETECTED:
    >>3047 AAPL Dec23 192.5 Puts $0.05 (CboeTheo=0.03)  ASK  [MULTI] 10:04:32.143 IV=32.0% +8.0 EMLD 690 x $0.04 - $0.05 x 1068 C2  52WeekHigh  Vega=$2826 AAPL=199.18 Ref
  253. SWEEP DETECTED:
    >>2008 PLTR Jan24 25.0 Calls $0.12 (CboeTheo=0.12)  BID  [MULTI] 10:05:01.787 IV=64.1% +0.4 ARCA 1998 x $0.12 - $0.13 x 3809 EMLD  ISO  Vega=$1719 PLTR=18.29 Ref
  254. >>2000 INTC Jan24 44.0 Puts $0.89 (CboeTheo=0.89)  MID  ARCA 10:05:25.113 IV=30.8% +0.4 BZX 20 x $0.88 - $0.90 x 441 C2  CROSS   52WeekHigh  Vega=$10k INTC=45.87 Ref
  255. >>4957 HOOD Jan24 14.0 Calls $0.40 (CboeTheo=0.39)  Above Ask!  BOX 10:05:41.116 IV=64.3% -0.3 EMLD 435 x $0.37 - $0.39 x 139 EMLD  SPREAD/FLOOR  Vega=$6505 HOOD=12.18 Ref
  256. >>4957 HOOD Jan24 12.0 Calls $0.93 (CboeTheo=0.94)  BID  BOX 10:05:41.116 IV=53.3% -2.6 BOX 43 x $0.93 - $0.96 x 52 EMLD  SPREAD/FLOOR  Vega=$7438 HOOD=12.18 Ref
  257. SWEEP DETECTED:
    >>Bearish Delta Impact 1089 MT Jan24 27.0 Puts $0.893 (CboeTheo=0.82)  ASK  [MULTI] 10:05:47.096 IV=29.0% +3.6 MIAX 163 x $0.80 - $0.90 x 102 PHLX  OPENING 
    Delta=-46%, EST. IMPACT = 50k Shares ($1.35m) To Sell MT=27.04 Ref
  258. SWEEP DETECTED:
    >>2515 VFC Jan24 20.0 Puts $1.10 (CboeTheo=0.96)  ASK  [MULTI] 10:06:26.753 IV=46.2% +5.9 PHLX 674 x $0.95 - $1.10 x 427 PHLX Vega=$6289 VFC=20.06 Ref
  259. SWEEP DETECTED:
    >>3055 BHC Jan24 6.0 Puts $0.143 (CboeTheo=0.14)  Above Ask!  [MULTI] 10:06:36.846 IV=78.8% +1.6 EDGX 50 x $0.07 - $0.13 x 46 BOX Vega=$1523 BHC=7.75 Ref
  260. SWEEP DETECTED:
    >>2186 PENN Dec23 27.5 Calls $0.14 (CboeTheo=0.14)  ASK  [MULTI] 10:06:38.636 IV=73.8% -3.6 BXO 22 x $0.11 - $0.14 x 157 EDGX Vega=$1009 PENN=26.56 Ref
  261. SWEEP DETECTED:
    >>Bearish Delta Impact 1507 SPHR Feb24 40.0 Calls $1.425 (CboeTheo=1.49)  Below Bid!  [MULTI] 10:06:46.924 IV=57.5% -1.3 CBOE 53 x $1.45 - $1.60 x 85 PHLX  OPENING 
    Delta=31%, EST. IMPACT = 47k Shares ($1.61m) To Sell SPHR=34.09 Ref
  262. >>2500 META Feb24 300 Calls $41.25 (CboeTheo=41.26)  ASK  ARCA 10:07:20.936 IV=38.2% +0.2 EDGX 77 x $41.10 - $41.35 x 36 EDGX  CROSS  Vega=$105k META=330.60 Ref
  263. >>3976 HAS Apr24 45.0 Puts $1.83 (CboeTheo=1.74)  ASK  ARCA 10:07:23.328 IV=37.7% +0.8 CBOE 36 x $1.75 - $1.85 x 177 PHLX  SPREAD/FLOOR  Vega=$37k HAS=51.10 Ref
  264. >>3976 HAS Apr24 40.0 Puts $0.74 (CboeTheo=0.80)  BID  ARCA 10:07:23.328 IV=39.1% +0.3 CBOE 720 x $0.70 - $0.85 x 87 CBOE  SPREAD/FLOOR  Vega=$24k HAS=51.10 Ref
  265. >>3900 CELH Jan24 50.0 Calls $4.60 (CboeTheo=4.61)  MID  PHLX 10:07:30.991 IV=45.8% +1.4 PHLX 701 x $4.50 - $4.70 x 54 PHLX  SPREAD/FLOOR - OPENING  Vega=$23k CELH=52.61 Ref
  266. >>2340 CELH Dec23 50.0 Calls $2.75 (CboeTheo=2.76)  BID  PHLX 10:07:30.994 IV=71.7% +14.7 EDGX 41 x $2.65 - $2.90 x 95 PHLX  SPREAD/FLOOR  Vega=$1363 CELH=52.62 Ref
  267. >>3900 CELH Jan24 50.0 Puts $1.70 (CboeTheo=1.74)  BID  PHLX 10:07:30.995 IV=45.2% +0.8 MPRL 30 x $1.70 - $1.80 x 545 PHLX  SPREAD/FLOOR  Vega=$23k CELH=52.62 Ref
  268. >>3900 CELH Dec23 50.0 Puts $0.10 (CboeTheo=0.12)  MID  PHLX 10:07:30.995 IV=68.6% +13.8 EMLD 671 x $0.05 - $0.15 x 987 MIAX  SPREAD/FLOOR  Vega=$2121 CELH=52.62 Ref
  269. >>3222 FSLR Jan24 160 Calls $11.00 (CboeTheo=10.72)  ASK  PHLX 10:08:07.077 IV=47.6% +5.4 BOX 60 x $10.50 - $11.00 x 26 BOX  SPREAD/FLOOR  Vega=$64k FSLR=161.80 Ref
  270. SWEEP DETECTED:
    >>5000 AGNC Dec23 29th 9.5 Puts $0.16 (CboeTheo=0.13)  ASK  [MULTI] 10:10:20.697 IV=32.0% +9.8 EDGX 225 x $0.12 - $0.16 x 1241 EMLD  OPENING  Vega=$3706 AGNC=9.82 Ref
  271. >>2000 CFLT Jan24 27.0 Calls $1.15 (CboeTheo=1.22)  ASK  AMEX 10:10:39.379 IV=54.1% -4.5 PHLX 315 x $1.05 - $1.15 x 211 EDGX  SPREAD/CROSS - OPENING  Vega=$6225 CFLT=25.42 Ref
  272. >>3000 CFLT Dec23 20.0 Calls $5.30 (CboeTheo=5.42)  BID  AMEX 10:10:39.379 BOX 23 x $5.30 - $5.50 x 19 BOX  SPREAD/CROSS  Vega=$0 CFLT=25.42 Ref
  273. SWEEP DETECTED:
    >>3203 JBLU Dec23 22nd 5.5 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 10:11:05.163 IV=63.5% -3.5 EDGX 773 x $0.08 - $0.10 x 50 ARCA  OPENING  Vega=$938 JBLU=5.79 Ref
  274. >>3932 BHC Jan24 6.0 Puts $0.16 (CboeTheo=0.14)  ASK  CBOE 10:11:12.014 IV=83.7% +6.5 EDGX 326 x $0.08 - $0.16 x 1 BXO  AUCTION  Vega=$2110 BHC=7.71 Ref
  275. >>1039 SPXW Dec23 14th 4775 Calls $0.35 (CboeTheo=0.31)  MID  CBOE 10:11:10.450 IV=21.4% +4.3 CBOE 1080 x $0.30 - $0.40 x 1577 CBOE Vega=$10k SPX=4727.31 Fwd
  276. SPLIT TICKET:
    >>1283 SPXW Dec23 14th 4775 Calls $0.35 (CboeTheo=0.31)  BID  [CBOE] 10:11:09.465 IV=21.3% +4.2 CBOE 1283 x $0.35 - $0.40 x 1594 CBOE Vega=$13k SPX=4727.51 Fwd
  277. SPLIT TICKET:
    >>3942 BHC Jan24 6.0 Puts $0.16 (CboeTheo=0.14)  ASK  [CBOE] 10:11:12.014 IV=81.8% +4.6 EDGX 326 x $0.08 - $0.16 x 1 BXO  AUCTION  Vega=$2072 BHC=7.72 Ref
  278. SPLIT TICKET:
    >>1796 SPXW Jan24 4100 Puts $2.15 (CboeTheo=2.14)  BID  [CBOE] 10:11:39.446 IV=22.6% +0.4 CBOE 196 x $2.15 - $2.25 x 1041 CBOE  LATE  Vega=$126k SPX=4751.61 Fwd
  279. SWEEP DETECTED:
    >>2000 PLTR Dec23 19.0 Calls $0.09 (CboeTheo=0.10)  ASK  [MULTI] 10:11:43.675 IV=81.7% +11.5 EMLD 852 x $0.08 - $0.09 x 1459 EMLD Vega=$586 PLTR=18.20 Ref
  280. >>1000 SPXW Jan24 12th 3900 Puts $1.15 (CboeTheo=1.13)  BID  CBOE 10:12:41.703 IV=29.7% +0.3 CBOE 209 x $1.15 - $1.20 x 36 CBOE  LATE - OPENING  Vega=$34k SPX=4746.53 Fwd
  281. SPLIT TICKET:
    >>5900 SPXW Jan24 12th 3900 Puts $1.15 (CboeTheo=1.13)  BID  [CBOE] 10:12:41.631 IV=29.7% +0.3 CBOE 209 x $1.15 - $1.20 x 36 CBOE  LATE - OPENING  Vega=$201k SPX=4746.53 Fwd
  282. SWEEP DETECTED:
    >>Bearish Delta Impact 2377 MET Dec23 67.5 Calls $0.25 (CboeTheo=0.40)  BID  [MULTI] 10:12:48.991 IV=22.3% -4.5 CBOE 508 x $0.25 - $0.35 x 1393 PHLX
    Delta=40%, EST. IMPACT = 95k Shares ($6.41m) To Sell MET=67.24 Ref
  283. >>11000 M Jan24 17.0 Calls $3.20 (CboeTheo=3.12)  ASK  MIAX 10:13:03.659 IV=55.4% +7.6 EDGX 186 x $3.05 - $3.20 x 194 EDGX  AUCTION  Vega=$17k M=19.79 Ref
  284. >>Unusual Volume SABR - 3x market weighted volume: 14.1k = 30.1k projected vs 8872 adv, 96% calls, 5% of OI [SABR 4.41 +0.10 Ref, IV=72.8% +2.7]
  285. >>3200 GPS Feb24 23.0 Calls $0.78 (CboeTheo=0.74)  ASK  PHLX 10:13:49.703 IV=39.8% +0.2 MPRL 18 x $0.73 - $0.78 x 536 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$11k GPS=21.28 Ref
  286. >>10000 BAC Jan24 37.0 Calls $0.16 (CboeTheo=0.16)  ASK  ISE 10:13:52.476 IV=27.0% +0.7 EMLD 5011 x $0.15 - $0.16 x 937 C2  COB/AUCTION - OPENING  Vega=$21k BAC=33.15 Ref
  287. >>10000 BAC Jan24 38.0 Calls $0.10 (CboeTheo=0.10)  ASK  ISE 10:13:52.476 IV=28.3% +0.3 EMLD 5552 x $0.09 - $0.10 x 2135 EMLD  COB/AUCTION  Vega=$16k BAC=33.15 Ref
  288. SWEEP DETECTED:
    >>4017 C Dec23 22nd 51.0 Calls $0.69 (CboeTheo=0.69)  BID  [MULTI] 10:13:59.509 IV=25.9% +1.8 C2 2288 x $0.69 - $0.71 x 186 C2  OPENING  Vega=$12k C=50.72 Ref
  289. SWEEP DETECTED:
    >>3948 SOFI Feb24 14.0 Calls $0.31 (CboeTheo=0.29)  ASK  [MULTI] 10:14:03.048 IV=85.2% +3.3 EMLD 3094 x $0.27 - $0.31 x 433 BOX  ISO  Vega=$4359 SOFI=9.54 Ref
  290. >>2500 SIRI Jun24 5.5 Puts $1.60 (CboeTheo=1.87)  BID  BOX 10:14:07.602 IV=44.7% -28.9 CBOE 395 x $1.34 - $2.10 x 1 BZX  FLOOR - OPENING  Vega=$1976 SIRI=5.43 Ref
  291. >>Market Color @STOCK - Heavy first hour option volume is noted in : FIGS, DT, KBR, GOTU, MHK, CZR, HAS, NYCB, HIMS.>>Market Color MRNA - Bullish option flow detected in Moderna (88.81 +10.21) with 62,319 calls trading (14x expected) and implied vol increasing over 1 point to 58.06%. . The Put/Call Ratio is 0.37. Earnings are expected on 02/21. [MRNA 88.81 +10.21 Ref, IV=58.1% +1.2] #Bullish
  292. >>2000 STKL Dec23 5.0 Calls $0.15 (CboeTheo=0.25)  BID  CBOE 10:15:45.801 PHLX 490 x $0.15 - $0.30 x 278 BOX  CROSS  Vega=$0 STKL=5.20 Ref
  293. >>2000 UAL Jun24 55.0 Calls $1.39 (CboeTheo=1.42)  BID  AMEX 10:16:28.496 IV=35.3% -0.2 CBOE 291 x $1.39 - $1.48 x 98 PHLX  SPREAD/FLOOR - OPENING  Vega=$20k UAL=43.20 Ref
  294. >>3975 C Dec23 22nd 52.0 Calls $0.39 (CboeTheo=0.37)  ASK  BOX 10:17:29.875 IV=29.7% +3.2 MPRL 7 x $0.37 - $0.39 x 6919 CBOE  AUCTION - OPENING  Vega=$10k C=50.56 Ref
  295. >>5408 C Dec23 22nd 52.0 Calls $0.39 (CboeTheo=0.37)  ASK  BOX 10:17:29.875 IV=29.7% +3.2 MPRL 7 x $0.37 - $0.39 x 6919 CBOE  AUCTION - OPENING  Vega=$14k C=50.56 Ref
  296. SWEEP DETECTED:
    >>10000 C Dec23 22nd 52.0 Calls $0.39 (CboeTheo=0.37)  ASK  [MULTI] 10:17:29.875 IV=29.7% +3.2 MPRL 7 x $0.37 - $0.39 x 6919 CBOE  AUCTION - OPENING  Vega=$26k C=50.56 Ref
  297. >>4000 F Feb24 11.0 Calls $1.08 (CboeTheo=1.12)  BID  BOX 10:17:49.154 IV=30.1% -1.8 EDGX 615 x $1.08 - $1.12 x 262 EDGX  SPREAD/FLOOR  Vega=$6009 F=11.77 Ref
  298. >>4000 F Feb24 12.0 Calls $0.54 (CboeTheo=0.54)  MID  BOX 10:17:49.154 IV=31.9% +0.3 EMLD 157 x $0.53 - $0.55 x 3638 GEMX  SPREAD/FLOOR  Vega=$7639 F=11.77 Ref
  299. SPLIT TICKET:
    >>1796 SPXW Jan24 3500 Puts $0.80 (CboeTheo=0.76)  MID  [CBOE] 10:18:09.141 IV=37.8% +0.9 CBOE 360 x $0.75 - $0.85 x 1510 CBOE  LATE  Vega=$38k SPX=4742.46 Fwd
  300. SWEEP DETECTED:
    >>4706 C Dec23 52.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 10:18:12.123 IV=45.3% +1.9 C2 66 x $0.09 - $0.11 x 997 EDGX  OPENING  Vega=$3413 C=50.59 Ref
  301. SWEEP DETECTED:
    >>4164 NYCB Dec23 10.0 Calls $1.182 (CboeTheo=1.22)  MID  [MULTI] 10:18:15.680 EDGX 1504 x $1.15 - $1.20 x 120 ISE Vega=$0 NYCB=11.21 Ref
  302. SWEEP DETECTED:
    >>2000 LVS Dec23 49.0 Puts $0.48 (CboeTheo=0.45)  BID  [MULTI] 10:19:24.207 IV=37.9% +7.2 ARCA 196 x $0.48 - $0.50 x 384 PHLX Vega=$2285 LVS=48.91 Ref
  303. SWEEP DETECTED:
    >>3948 KVUE Feb24 24.0 Calls $0.44 (CboeTheo=0.46)  BID  [MULTI] 10:19:36.803 IV=37.7% -0.8 PHLX 476 x $0.44 - $0.49 x 116 PHLX Vega=$11k KVUE=21.07 Ref
  304. SWEEP DETECTED:
    >>2243 PYPL Jan24 5th 68.0 Calls $0.676 (CboeTheo=0.65)  Above Ask!  [MULTI] 10:19:54.506 IV=34.7% -0.1 MPRL 117 x $0.65 - $0.67 x 112 MPRL  OPENING  Vega=$11k PYPL=63.23 Ref
  305. SPLIT TICKET:
    >>1479 SPX Feb24 4760 Puts $84.24 (CboeTheo=86.69)  Below Bid!  [CBOE] 10:20:04.573 IV=10.8% +0.0 CBOE 211 x $86.30 - $87.00 x 246 CBOE  LATE - OPENING  Vega=$1.16m SPX=4761.48 Fwd
  306. SWEEP DETECTED:
    >>2500 KVUE Feb24 24.0 Calls $0.42 (CboeTheo=0.47)  BID  [MULTI] 10:20:23.960 IV=36.9% -1.7 PHLX 116 x $0.42 - $0.50 x 369 PHLX Vega=$6862 KVUE=21.07 Ref
  307. >>Unusual Volume TAL - 4x market weighted volume: 14.5k = 28.8k projected vs 6591 adv, 99% calls, 10% of OI [TAL 13.16 +0.71 Ref, IV=64.8% -0.9]
  308. >>2020 VNT Dec23 35.0 Calls $0.05 (CboeTheo=0.09)  BID  ARCA 10:21:37.091 IV=17.7% -5.5 BOX 640 x $0.05 - $0.15 x 10 BOX  SPREAD/FLOOR   52WeekHigh  Vega=$1290 VNT=34.73 Ref
  309. SWEEP DETECTED:
    >>Bearish Delta Impact 5660 INVZ Jan24 3.0 Calls $0.30 (CboeTheo=0.33)  BID  [MULTI] 10:21:37.494 IV=107.9% -21.3 PHLX 1151 x $0.30 - $0.35 x 10 BZX  ISO   SSR 
    Delta=49%, EST. IMPACT = 275k Shares ($775k) To Sell INVZ=2.81 Ref
  310. >>4990 VZ Dec23 37.5 Calls $0.35 (CboeTheo=0.33)  ASK  PHLX 10:22:41.025 IV=28.3% +5.1 C2 169 x $0.31 - $0.36 x 392 PHLX  COB/AUCTION - OPENING  Vega=$4215 VZ=37.67 Ref
  311. >>2495 VZ Dec23 36.5 Calls $1.18 (CboeTheo=1.23)  BID  PHLX 10:22:41.025 BOX 30 x $1.18 - $1.24 x 23 MIAX  COB/AUCTION  Vega=$0 VZ=37.67 Ref
  312. >>4990 VZ Dec23 37.5 Calls $0.35 (CboeTheo=0.33)  ASK  PHLX 10:22:41.025 IV=28.3% +5.1 C2 169 x $0.31 - $0.36 x 392 PHLX  COB/AUCTION - OPENING  Vega=$4215 VZ=37.67 Ref
  313. >>2495 VZ Dec23 36.5 Calls $1.18 (CboeTheo=1.23)  BID  PHLX 10:22:41.025 BOX 30 x $1.18 - $1.24 x 23 MIAX  COB/AUCTION  Vega=$0 VZ=37.67 Ref
  314. SWEEP DETECTED:
    >>6703 BAC Jan24 35.0 Calls $0.48 (CboeTheo=0.46)  ASK  [MULTI] 10:22:41.103 IV=25.5% +1.6 C2 737 x $0.46 - $0.48 x 2733 C2 Vega=$24k BAC=33.20 Ref
  315. >>5000 CLF Dec23 18.5 Puts $0.14 (CboeTheo=0.14)  ASK  AMEX 10:22:54.623 IV=63.3% +12.6 MPRL 56 x $0.12 - $0.14 x 104 EDGX  SPREAD/FLOOR  Vega=$1944 CLF=18.84 Ref
  316. >>5000 CLF Dec23 22nd 18.5 Puts $0.34 (CboeTheo=0.32)  Above Ask!  AMEX 10:22:54.623 IV=44.5% +1.6 EMLD 72 x $0.31 - $0.32 x 22 C2  SPREAD/FLOOR - OPENING  Vega=$5378 CLF=18.84 Ref
  317. >>2089 NFLX Dec23 500 Calls $0.10 (CboeTheo=0.15)  ASK  EMLD 10:23:19.234 IV=46.3% +8.9 MPRL 57 x $0.09 - $0.10 x 2089 EMLD Vega=$3098 NFLX=472.96 Ref
  318. SWEEP DETECTED:
    >>2000 GOTU Jan25 3.0 Puts $0.60 (CboeTheo=0.64)  BID  [MULTI] 10:23:17.800 IV=82.0% -1.8 PHLX 1700 x $0.60 - $0.70 x 1268 PHLX  OPENING  Vega=$2398 GOTU=4.29 Ref
  319. SWEEP DETECTED:
    >>2325 NFLX Dec23 500 Calls $0.10 (CboeTheo=0.15)  ASK  [MULTI] 10:23:19.231 IV=46.3% +8.9 MPRL 57 x $0.09 - $0.10 x 2089 EMLD Vega=$3448 NFLX=472.96 Ref
  320. >>3000 BAC Jan24 35.0 Calls $0.49 (CboeTheo=0.47)  BID  ARCA 10:23:44.907 IV=25.5% +1.5 C2 331 x $0.49 - $0.50 x 93 NOM  CROSS  Vega=$11k BAC=33.24 Ref
  321. >>3399 AA Dec23 29th 30.0 Calls $0.73 (CboeTheo=0.72)  ASK  BZX 10:24:00.057 IV=51.9% +1.0 PHLX 379 x $0.70 - $0.73 x 92 EMLD Vega=$7541 AA=28.73 Ref
  322. SWEEP DETECTED:
    >>2500 BAC Jan24 33.0 Calls $1.313 (CboeTheo=1.30)  Above Ask!  [MULTI] 10:24:44.125 IV=25.5% +2.0 C2 1394 x $1.29 - $1.31 x 29 ARCA Vega=$10k BAC=33.27 Ref
  323. >>10000 SNAP Feb24 18.0 Calls $1.41 (CboeTheo=1.42)  MID  ISE 10:25:03.405 IV=62.6% +0.5 EDGX 378 x $1.40 - $1.43 x 393 C2  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$28k SNAP=16.93 Ref
  324. >>10000 SNAP Feb24 15.0 Calls $2.95 (CboeTheo=2.96)  MID  ISE 10:25:03.405 IV=64.4% +1.4 EDGX 357 x $2.93 - $2.97 x 157 EDGX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$23k SNAP=16.93 Ref
  325. SWEEP DETECTED:
    >>2500 M Dec23 22nd 19.0 Puts $0.22 (CboeTheo=0.22)  BID  [MULTI] 10:25:07.564 IV=48.1% +1.9 BOX 231 x $0.22 - $0.25 x 382 EDGX  OPENING  Vega=$2377 M=19.88 Ref
  326. >>3500 PRTA Jan24 30.0 Calls $14.92 (CboeTheo=14.01)  BID  ARCA 10:26:03.264 IV=238.0% +24.7 PHLX 20 x $13.50 - $17.30 x 50 PHLX  SPREAD/FLOOR - OPENING  Vega=$13k PRTA=38.84 Ref
  327. >>3500 PRTA Dec23 35.0 Puts $1.32 (CboeTheo=2.65)  BID  ARCA 10:26:03.259 IV=329.6% -147.7 AMEX 83 x $0.60 - $2.50 x 48 PHLX  SPREAD/FLOOR  Vega=$2597 PRTA=38.84 Ref
  328. >>3500 PRTA Dec23 35.0 Calls $5.68 (CboeTheo=6.49)  ASK  ARCA 10:26:03.260 IV=397.6% -79.8 PHLX 105 x $3.30 - $7.10 x 31 PHLX  SPREAD/FLOOR  Vega=$2712 PRTA=38.84 Ref
  329. >>3500 PRTA Dec23 45.0 Calls $1.32 (CboeTheo=2.65)  BID  ARCA 10:26:03.261 IV=367.7% -122.5 PHLX 163 x $0.30 - $3.00 x 77 PHLX  SPREAD/FLOOR  Vega=$2697 PRTA=38.84 Ref
  330. >>3500 PRTA Jan24 30.0 Puts $6.18 (CboeTheo=5.28)  ASK  ARCA 10:26:03.262 IV=237.6% +24.3 PHLX 10 x $4.50 - $7.20 x 30 PHLX  SPREAD/FLOOR - OPENING  Vega=$13k PRTA=38.84 Ref
  331. >>3500 PRTA Jan24 45.0 Calls $10.00 (CboeTheo=7.87)  ASK  ARCA 10:26:03.263 IV=252.5% +44.9 PHLX 10 x $7.50 - $11.50 x 46 PHLX  SPREAD/FLOOR - OPENING  Vega=$17k PRTA=38.84 Ref
  332. SWEEP DETECTED:
    >>2721 PNT Jan24 12.5 Puts $0.101 (CboeTheo=0.15)  BID  [MULTI] 10:26:06.269 IV=38.0% -11.5 PHLX 647 x $0.10 - $0.15 x 10 ARCA Vega=$2420 PNT=13.99 Ref
  333. SPLIT TICKET:
    >>1300 SPX Jan24 4850 Calls $21.00 (CboeTheo=20.82)  ASK  [CBOE] 10:26:48.038 IV=9.7% +0.2 CBOE 910 x $20.60 - $21.00 x 357 CBOE Vega=$626k SPX=4749.16 Fwd
  334. SPLIT TICKET:
    >>2500 GOOS Dec23 12.0 Calls $0.951 (CboeTheo=1.02)  BID  [PHLX] 10:26:53.469 CBOE 281 x $0.95 - $1.10 x 78 BOX  AUCTION  Vega=$0 GOOS=12.99 Ref
  335. SWEEP DETECTED:
    >>Bearish Delta Impact 1797 MHK Jan24 105 Calls $6.10 (CboeTheo=6.23)  BID  [MULTI] 10:27:08.064 IV=31.2% +0.7 C2 38 x $6.10 - $6.60 x 32 PHLX
    Delta=65%, EST. IMPACT = 116k Shares ($12.5m) To Sell MHK=107.75 Ref
  336. >>2500 GOOS Dec23 12.0 Calls $0.95 (CboeTheo=0.98)  BID  PHLX 10:27:33.220 PHLX 133 x $0.90 - $1.05 x 75 BOX  AUCTION  Vega=$0 GOOS=12.95 Ref
  337. >>3908 C Dec23 51.0 Calls $0.37 (CboeTheo=0.37)  BID  CBOE 10:27:35.650 IV=35.0% -1.0 C2 1370 x $0.37 - $0.39 x 13 NOM  ISO  Vega=$4633 C=50.87 Ref
  338. SWEEP DETECTED:
    >>5000 C Dec23 51.0 Calls $0.37 (CboeTheo=0.37)  BID  [MULTI] 10:27:35.650 IV=35.0% -1.0 C2 1370 x $0.37 - $0.39 x 13 NOM  ISO  Vega=$5927 C=50.87 Ref
  339. >>Unusual Volume GT - 3x market weighted volume: 12.5k = 23.1k projected vs 7678 adv, 99% calls, 6% of OI [GT 15.12 +0.59 Ref, IV=39.1% +7.5]
  340. >>5000 F Jan25 24.35 Calls $0.06 (CboeTheo=0.05)  ASK  AMEX 10:28:21.307 IV=35.5% +0.0 MPRL 85 x $0.04 - $0.06 x 5129 AMEX Vega=$5401 F=11.80 Ref
  341. SWEEP DETECTED:
    >>6000 F Jan25 24.35 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 10:28:21.307 IV=35.5% +0.0 MPRL 85 x $0.04 - $0.06 x 5129 AMEX Vega=$6481 F=11.80 Ref
  342. >>3266 SABR Jan24 4.5 Calls $0.34 (CboeTheo=0.34)  BID  CBOE 10:28:25.060 IV=67.2% +3.4 MPRL 70 x $0.34 - $0.36 x 328 AMEX  COB/AUCTION  Vega=$1808 SABR=4.40 Ref
  343. >>3266 SABR Jan24 5.5 Calls $0.12 (CboeTheo=0.11)  ASK  CBOE 10:28:25.060 IV=76.9% +4.5 ARCA 4 x $0.09 - $0.13 x 1545 AMEX  COB/AUCTION - OPENING  Vega=$1349 SABR=4.39 Ref
  344. SWEEP DETECTED:
    >>2000 WBD Dec23 29th 11.0 Puts $0.06 (CboeTheo=0.07)  ASK  [MULTI] 10:29:35.772 IV=51.9% +7.9 MPRL 220 x $0.05 - $0.06 x 934 EMLD Vega=$866 WBD=12.58 Ref
  345. SWEEP DETECTED:
    >>3000 BAC Jun24 40.0 Calls $0.48 (CboeTheo=0.48)  BID  [MULTI] 10:29:52.057 IV=22.7% +0.5 EMLD 2449 x $0.48 - $0.50 x 21 MPRL  ISO  Vega=$19k BAC=33.33 Ref
  346. >>Market Color FL - Bearish flow noted in Foot Locker (30.38 +1.84) with 6,291 puts trading, or 3x expected. The Put/Call Ratio is 1.64, while ATM IV is up over 2 points on the day. Earnings are expected on 02/22. [FL 30.38 +1.84 Ref, IV=41.6% +2.0] #Bearish
  347. SWEEP DETECTED:
    >>2207 KVUE Dec23 21.0 Puts $0.18 (CboeTheo=0.27)  ASK  [MULTI] 10:30:14.124 IV=41.1% +6.3 EDGX 78 x $0.15 - $0.18 x 256 MPRL Vega=$1079 KVUE=21.07 Ref
  348. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4475 Puts $1.80 (CboeTheo=1.76)  ASK  [CBOE] 10:30:42.923 IV=15.0% +0.4 CBOE 635 x $1.70 - $1.80 x 575 CBOE Vega=$77k SPX=4733.61 Fwd
  349. >>3000 GXO Jan24 60.0 Puts $2.50 (CboeTheo=1.65)  ASK  BOX 10:31:23.832 IV=35.8% +11.9 NOM 18 x $1.60 - $2.50 x 165 BOX  SPREAD/FLOOR - OPENING  Vega=$23k GXO=60.16 Ref
  350. >>3000 GXO Jan24 55.0 Puts $0.80 (CboeTheo=0.57)  BID  BOX 10:31:23.832 IV=37.1% +7.7 BOX 23 x $0.20 - $2.85 x 56 BOX  SPREAD/FLOOR - OPENING  Vega=$16k GXO=60.16 Ref
  351. >>3000 GXO Jan24 65.0 Calls $0.55 (CboeTheo=0.53)  ASK  BOX 10:31:23.832 IV=26.4% -3.4 PHLX 173 x $0.30 - $0.55 x 31 BOX  SPREAD/FLOOR - OPENING  Vega=$16k GXO=60.16 Ref
  352. SWEEP DETECTED:
    >>2000 BAC Jun24 40.0 Calls $0.48 (CboeTheo=0.49)  BID  [MULTI] 10:31:36.176 IV=22.8% +0.5 EMLD 1237 x $0.48 - $0.50 x 587 C2 Vega=$13k BAC=33.31 Ref
  353. SWEEP DETECTED:
    >>Bullish Delta Impact 1952 ALLY Dec23 34.0 Calls $0.65 (CboeTheo=0.59)  ASK  [MULTI] 10:31:47.833 IV=61.5% +8.5 PHLX 149 x $0.55 - $0.65 x 426 CBOE  ISO   52WeekHigh 
    Delta=60%, EST. IMPACT = 117k Shares ($4.03m) To Buy ALLY=34.30 Ref
  354. SPLIT TICKET:
    >>1044 SPXW Dec23 3875 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 10:32:06.311 IV=107.8% +17.3 CBOE 781 x $0.05 - $0.10 x 1599 CBOE  OPENING  Vega=$662 SPX=4725.65 Fwd
  355. SWEEP DETECTED:
    >>3119 F Jan25 24.35 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 10:32:10.104 IV=35.6% +0.1 EMLD 592 x $0.05 - $0.06 x 1037 EMLD Vega=$3361 F=11.79 Ref
  356. >>2640 INTC Sep24 45.0 Puts $4.25 (CboeTheo=4.18)  ASK  PHLX 10:33:31.113 IV=36.4% +1.2 CBOE 119 x $4.15 - $4.25 x 265 EDGX  SPREAD/FLOOR   52WeekHigh  Vega=$40k INTC=47.02 Ref
  357. >>3960 INTC Sep24 45.0 Puts $4.20 (CboeTheo=4.18)  MID  PHLX 10:33:31.114 IV=36.1% +0.9 CBOE 119 x $4.15 - $4.25 x 265 EDGX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$60k INTC=47.02 Ref
  358. >>6600 INTC Jun24 45.0 Puts $3.40 (CboeTheo=3.37)  ASK  PHLX 10:33:31.114 IV=36.1% +1.2 CBOE 312 x $3.35 - $3.40 x 16 EMLD  SPREAD/FLOOR   52WeekHigh  Vega=$83k INTC=47.02 Ref
  359. >>9700 VIX Dec23 20th 14.0 Puts $1.85 (CboeTheo=1.88)  BID  CBOE 10:33:40.337 IV=98.8% -14.4 CBOE 8322 x $1.85 - $1.91 x 540 CBOE  LATE  Vega=$3777 VIX=12.27 Fwd
  360. >>29100 VIX Dec23 20th 12.0 Puts $0.30 (CboeTheo=0.29)  MID  CBOE 10:33:40.398 IV=68.5% +0.8 CBOE 36 x $0.28 - $0.31 x 28k CBOE  LATE  Vega=$17k VIX=12.27 Fwd
  361. SPLIT TICKET:
    >>10000 VIX Dec23 20th 14.0 Puts $1.85 (CboeTheo=1.88)  BID  [CBOE] 10:33:40.337 IV=98.8% -14.4 CBOE 8322 x $1.85 - $1.91 x 540 CBOE  LATE  Vega=$3894 VIX=12.27 Fwd
  362. SPLIT TICKET:
    >>30000 VIX Dec23 20th 12.0 Puts $0.30 (CboeTheo=0.29)  MID  [CBOE] 10:33:40.337 IV=68.5% +0.8 CBOE 36 x $0.28 - $0.31 x 28k CBOE  LATE  Vega=$18k VIX=12.27 Fwd
  363. >>2000 DOCU Jan24 60.0 Puts $3.74 (CboeTheo=3.70)  ASK  ARCA 10:34:08.593 IV=32.5% -0.0 PHLX 102 x $3.60 - $3.75 x 334 PHLX  CROSS  Vega=$13k DOCU=57.40 Ref
  364. >>5800 BAC Jan24 32.0 Puts $0.47 (CboeTheo=0.48)  ASK  PHLX 10:34:17.707 IV=26.0% +2.2 EMLD 3545 x $0.46 - $0.47 x 31 NOM  SPREAD/CROSS/TIED  Vega=$20k BAC=33.35 Ref
  365. >>2398 RUN Dec23 17.0 Calls $0.90 (CboeTheo=0.91)  BID  NOM 10:34:50.966 IV=142.4% +10.8 EDGX 311 x $0.87 - $1.00 x 34 MPRL  OPENING  Vega=$894 RUN=17.56 Ref
  366. >>Unusual Volume ACI - 3x market weighted volume: 7512 = 13.0k projected vs 4337 adv, 96% calls, 5% of OI [ACI 22.57 +0.14 Ref, IV=40.7% +3.3]
  367. SWEEP DETECTED:
    >>4997 TSLA Dec23 22nd 230 Puts $0.851 (CboeTheo=0.88)  Below Bid!  [MULTI] 10:35:36.611 IV=44.8% +3.0 C2 182 x $0.86 - $0.87 x 1 C2 Vega=$35k TSLA=249.41 Ref
  368. >>7704 TAL Jan24 16.0 Calls $0.28 (CboeTheo=0.33)  BID  ISE 10:35:50.990 IV=65.2% +0.4 EDGX 986 x $0.26 - $0.37 x 597 PHLX  CROSS - OPENING   52WeekHigh  Vega=$9081 TAL=13.16 Ref
  369. SPLIT TICKET:
    >>4000 BAC Jan24 30.0 Calls $3.74 (CboeTheo=3.75)  ASK  [MIAX] 10:36:39.750 IV=29.4% +3.5 BZX 233 x $3.70 - $3.75 x 440 CBOE  AUCTION  Vega=$7670 BAC=33.40 Ref
  370. >>2250 PTON Jan24 5th 5.5 Puts $0.12 (CboeTheo=0.14)  BID  ARCA 10:37:00.470 IV=74.2% +0.4 EMLD 1071 x $0.12 - $0.15 x 819 EMLD  SPREAD/FLOOR  Vega=$920 PTON=6.41 Ref
  371. >>3000 PTON Jan24 5th 6.0 Puts $0.30 (CboeTheo=0.29)  ASK  ARCA 10:37:00.471 IV=78.9% +5.5 EMLD 773 x $0.27 - $0.31 x 552 EMLD  SPREAD/FLOOR - OPENING  Vega=$1716 PTON=6.41 Ref
  372. >>4500 PTON Dec23 22nd 5.5 Puts $0.04 (CboeTheo=0.06)  BID  ARCA 10:37:00.472 IV=83.8% +2.8 EMLD 1259 x $0.03 - $0.07 x 587 PHLX  SPREAD/FLOOR  Vega=$766 PTON=6.41 Ref
  373. >>Unusual Volume REI - 8x market weighted volume: 5467 = 9337 projected vs 1041 adv, 94% calls, 6% of OI [REI 1.56 +0.07 Ref, IV=66.4% +18.0]
  374. SWEEP DETECTED:
    >>2342 PYPL Jan24 65.0 Calls $1.844 (CboeTheo=1.88)  Below Bid!  [MULTI] 10:37:23.952 IV=32.3% +0.2 MPRL 664 x $1.85 - $1.87 x 132 BZX  ISO  Vega=$18k PYPL=62.97 Ref
  375. >>7380 VLY Mar24 12.0 Calls $0.45 (CboeTheo=0.38)  ASK  PHLX 10:38:19.920 IV=38.7% +2.1 PHLX 1474 x $0.30 - $0.45 x 727 PHLX  SPREAD/FLOOR - OPENING  Vega=$15k VLY=10.80 Ref
  376. >>3163 VLY Jan24 10.0 Calls $1.05 (CboeTheo=1.11)  BID  PHLX 10:38:19.920 IV=39.4% +2.9 PHLX 1852 x $1.00 - $1.15 x 1 MPRL  SPREAD/FLOOR  Vega=$3318 VLY=10.80 Ref
  377. SWEEP DETECTED:
    >>2865 PLTR Dec23 22nd 18.0 Puts $0.62 (CboeTheo=0.61)  ASK  [MULTI] 10:38:20.707 IV=53.8% +3.4 MPRL 35 x $0.61 - $0.62 x 708 C2 Vega=$3073 PLTR=17.89 Ref
  378. SPLIT TICKET:
    >>2500 DNA Jan25 5.5 Calls $0.10 (CboeTheo=0.12)  BID  [BOX] 10:39:13.552 IV=87.6% -7.5 PHLX 2178 x $0.10 - $0.15 x 10 ARCA  AUCTION - OPENING  Vega=$1091 DNA=1.64 Ref
  379. SWEEP DETECTED:
    >>3701 GOOGL Dec23 140 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 10:39:46.451 IV=53.5% +17.0 BZX 759 x $0.02 - $0.03 x 467 EDGX  ISO  Vega=$1065 GOOGL=130.68 Ref
  380. SPLIT TICKET:
    >>2000 HAL Jan24 5th 37.0 Calls $0.59 (CboeTheo=0.56)  ASK  [MIAX] 10:40:06.539 IV=29.3% +0.0 MPRL 93 x $0.55 - $0.60 x 87 GEMX  AUCTION - OPENING  Vega=$6574 HAL=35.77 Ref
  381. SWEEP DETECTED:
    >>Bullish Delta Impact 10000 GT Apr24 16.0 Calls $1.05 (CboeTheo=0.98)  ASK  [MULTI] 10:40:26.815 IV=39.1% +2.0 AMEX 104 x $0.95 - $1.05 x 943 PHLX  OPENING 
    Delta=46%, EST. IMPACT = 458k Shares ($6.84m) To Buy GT=14.93 Ref
  382. >>1000 SPXW Dec23 29th 4250 Puts $1.00 (CboeTheo=0.97)  MID  CBOE 10:41:04.353 IV=23.8% +0.2 CBOE 1572 x $0.95 - $1.05 x 1101 CBOE Vega=$34k SPX=4732.45 Fwd
  383. >>2464 F Dec23 12.0 Calls $0.05 (CboeTheo=0.13)  BID  EDGX 10:41:10.318 IV=45.7% -8.4 C2 7822 x $0.05 - $0.06 x 5236 C2 Vega=$558 F=11.79 Ref
  384. >>2112 F Dec23 12.0 Calls $0.05 (CboeTheo=0.13)  BID  MRX 10:41:10.319 IV=45.7% -8.4 C2 7822 x $0.05 - $0.06 x 5236 C2 Vega=$478 F=11.79 Ref
  385. SWEEP DETECTED:
    >>7500 F Dec23 12.0 Calls $0.05 (CboeTheo=0.13)  BID  [MULTI] 10:41:10.318 IV=45.7% -8.4 C2 7822 x $0.05 - $0.06 x 5236 C2 Vega=$1699 F=11.79 Ref
  386. >>5000 GOOS Dec23 12.0 Calls $0.90 (CboeTheo=0.95)  MID  ARCA 10:41:33.115 PHLX 377 x $0.85 - $0.95 x 3 MPRL  FLOOR  Vega=$0 GOOS=12.90 Ref
  387. SWEEP DETECTED:
    >>Bearish Delta Impact 620 CPE Dec23 29.0 Calls $2.90 (CboeTheo=2.89)  BID  [MULTI] 10:42:13.706 IV=109.3% +53.3 BXO 221 x $2.90 - $3.30 x 484 PHLX  OPENING 
    Delta=93%, EST. IMPACT = 58k Shares ($1.84m) To Sell CPE=31.81 Ref
  388. SPLIT TICKET:
    >>1000 SPX Feb24 4300 Puts $11.90 (CboeTheo=11.76)  ASK  [CBOE] 10:42:48.235 IV=17.4% +0.3 CBOE 421 x $11.70 - $11.90 x 1788 CBOE Vega=$296k SPX=4761.59 Fwd
  389. >>6500 VIX Dec23 20th 32.0 Calls $0.01 (CboeTheo=0.02)  MID  CBOE 10:43:05.207 IV=289.4% +0.7 CBOE 0 x $0.00 - $0.03 x 21k CBOE  AUCTION  Vega=$214 VIX=12.23 Fwd
  390. SPLIT TICKET:
    >>1000 VIX Dec23 20th 15.0 Calls $0.10 (CboeTheo=0.10)  MID  [CBOE] 10:44:14.104 IV=124.5% -0.5 CBOE 4541 x $0.09 - $0.12 x 28k CBOE Vega=$302 VIX=12.23 Fwd
  391. SWEEP DETECTED:
    >>2011 F Dec23 12.0 Puts $0.29 (CboeTheo=0.35)  ASK  [MULTI] 10:44:32.763 IV=52.0% +1.7 EMLD 2017 x $0.27 - $0.29 x 1591 EMLD Vega=$452 F=11.77 Ref
  392. SWEEP DETECTED:
    >>Bullish Delta Impact 875 QURE Jan24 9.0 Calls $0.692 (CboeTheo=0.57)  ASK  [MULTI] 10:44:47.710 IV=116.6% +14.4 PHLX 454 x $0.50 - $0.70 x 96 PHLX  OPENING 
    Delta=42%, EST. IMPACT = 36k Shares ($282k) To Buy QURE=7.76 Ref
  393. SWEEP DETECTED:
    >>3477 PLUG Dec23 5.0 Calls $0.083 (CboeTheo=0.10)  Below Bid!  [MULTI] 10:44:55.507 IV=145.3% -27.4 C2 647 x $0.09 - $0.10 x 483 C2 Vega=$360 PLUG=4.83 Ref
  394. >>Market Color CCL - Bullish option flow detected in Carnival (18.98 +0.71) with 42,770 calls trading (2x expected) and implied vol increasing over 1 point to 49.61%. . The Put/Call Ratio is 0.26. Earnings are expected on 12/20. [CCL 18.98 +0.71 Ref, IV=49.6% +1.3] #Bullish
  395. >>2000 RBLX Dec23 29th 45.0 Calls $1.11 (CboeTheo=1.10)  MID  ISE 10:45:05.995 IV=40.1% -0.1 C2 69 x $1.09 - $1.13 x 51 CBOE  AUCTION  Vega=$7105 RBLX=44.14 Ref
  396. >>7500 LCID Dec23 5.0 Puts $0.22 (CboeTheo=0.23)  ASK  AMEX 10:45:09.050 IV=152.3% +18.5 ARCA 9 x $0.21 - $0.22 x 312 C2  SPREAD/CROSS  Vega=$849 LCID=4.92 Ref
  397. >>7500 LCID Dec23 5.0 Calls $0.14 (CboeTheo=0.15)  MID  AMEX 10:45:09.050 IV=154.5% +53.6 C2 174 x $0.13 - $0.15 x 1134 C2  SPREAD/CROSS  Vega=$850 LCID=4.92 Ref
  398. SWEEP DETECTED:
    >>2191 CMCSA Jan24 37.5 Puts $0.07 (CboeTheo=0.09)  BID  [MULTI] 10:45:11.297 IV=32.4% +2.1 BOX 123 x $0.07 - $0.11 x 244 PHLX Vega=$2621 CMCSA=44.80 Ref
  399. >>10000 CVNA Feb24 35.0 Puts $2.24 (CboeTheo=2.22)  ASK  PHLX 10:46:41.156 IV=107.2% +5.0 PHLX 977 x $1.95 - $2.33 x 421 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$50k CVNA=49.65 Ref
  400. >>10000 CVNA Feb24 25.0 Puts $0.69 (CboeTheo=0.70)  BID  PHLX 10:46:41.156 IV=121.2% +5.9 PHLX 214 x $0.60 - $0.85 x 912 CBOE  SPREAD/CROSS/TIED  Vega=$23k CVNA=49.65 Ref
  401. >>2000 ZIM Jan24 12.5 Puts $4.55 (CboeTheo=4.55)  ASK  AMEX 10:46:50.688 IV=84.1% -6.9 AMEX 405 x $4.45 - $4.60 x 200 AMEX  SPREAD/FLOOR  Vega=$591 ZIM=8.00 Ref
  402. >>2000 ZIM Jan24 12.5 Calls $0.05 (CboeTheo=0.05)  BID  AMEX 10:46:50.688 IV=84.7% -6.2 ARCA 20 x $0.05 - $0.10 x 1967 AMEX  SPREAD/FLOOR  Vega=$611 ZIM=8.00 Ref
  403. >>4000 U Jan24 32.0 Calls $6.03 (CboeTheo=6.07)  MID  ISE 10:46:51.511 IV=54.9% +1.0 EDGX 303 x $5.95 - $6.10 x 92 EDGX  SPREAD/CROSS/TIED  Vega=$11k U=37.27 Ref
  404. >>4000 U Jan24 40.0 Calls $1.56 (CboeTheo=1.60)  MID  ISE 10:46:51.511 IV=54.3% +0.2 ARCA 140 x $1.54 - $1.58 x 109 ARCA  SPREAD/CROSS/TIED  Vega=$18k U=37.27 Ref
  405. >>2500 PLUG Jan24 5.0 Calls $0.51 (CboeTheo=0.52)  BID  BOX 10:47:09.613 IV=98.9% +0.1 NOM 612 x $0.51 - $0.53 x 35 EDGX  FLOOR  Vega=$1502 PLUG=4.80 Ref
  406. SWEEP DETECTED:
    >>2000 INTC Dec23 45.0 Calls $1.58 (CboeTheo=1.61)  ASK  [MULTI] 10:47:10.487 IV=51.4% +0.1 MPRL 237 x $1.57 - $1.58 x 150 ARCA  52WeekHigh  Vega=$1194 INTC=46.47 Ref
  407. >>10000 FCX Jan24 38.0 Puts $0.50 (CboeTheo=0.47)  ASK  PHLX 10:47:16.526 IV=33.5% +2.3 C2 201 x $0.47 - $0.50 x 128 C2  SPREAD/CROSS/TIED  Vega=$36k FCX=41.26 Ref
  408. >>1000 VIX Dec23 20th 35.0 Calls $0.01 (CboeTheo=0.01)  BID  CBOE 10:48:09.058 IV=312.2% +6.2 CBOE 250 x $0.01 - $0.02 x 5 CBOE Vega=$31 VIX=12.23 Fwd
  409. SPLIT TICKET:
    >>1549 VIX Dec23 20th 35.0 Calls $0.01 (CboeTheo=0.01)  BID  [CBOE] 10:48:09.058 IV=312.2% +6.2 CBOE 250 x $0.01 - $0.02 x 5 CBOE Vega=$48 VIX=12.23 Fwd
  410. SWEEP DETECTED:
    >>2323 PLUG Dec23 5.0 Puts $0.30 (CboeTheo=0.30)  ASK  [MULTI] 10:48:33.034 IV=154.2% -18.5 BXO 34 x $0.28 - $0.30 x 539 BOX Vega=$236 PLUG=4.79 Ref
  411. >>9000 VIX Jan24 17th 19.0 Calls $0.52 (CboeTheo=0.53)  BID  CBOE 10:48:37.148 IV=103.4% -0.6 CBOE 34k x $0.51 - $0.55 x 30k CBOE  FLOOR  Vega=$12k VIX=14.33 Fwd
  412. SWEEP DETECTED:
    >>2500 PLUG Jan24 3.5 Puts $0.15 (CboeTheo=0.16)  ASK  [MULTI] 10:48:55.900 IV=112.8% +6.7 EMLD 2034 x $0.13 - $0.15 x 398 EMLD Vega=$861 PLUG=4.79 Ref
  413. SPLIT TICKET:
    >>1000 SPX Feb24 4300 Puts $12.10 (CboeTheo=11.94)  ASK  [CBOE] 10:49:00.128 IV=17.4% +0.3 CBOE 1709 x $11.90 - $12.10 x 234 CBOE Vega=$299k SPX=4758.32 Fwd
  414. >>1000 VIX Dec23 20th 35.0 Calls $0.01 (CboeTheo=0.01)  BID  CBOE 10:49:11.360 IV=312.2% +6.2 CBOE 250 x $0.01 - $0.02 x 5 CBOE Vega=$31 VIX=12.23 Fwd
  415. SPLIT TICKET:
    >>1549 VIX Dec23 20th 35.0 Calls $0.01 (CboeTheo=0.01)  BID  [CBOE] 10:49:11.360 IV=312.2% +6.2 CBOE 250 x $0.01 - $0.02 x 5 CBOE Vega=$48 VIX=12.23 Fwd
  416. SWEEP DETECTED:
    >>2184 MPW Jan24 5.0 Puts $0.299 (CboeTheo=0.27)  Above Ask!  [MULTI] 10:49:29.066 IV=79.7% +15.9 MPRL 33 x $0.27 - $0.28 x 5 ISE Vega=$1316 MPW=5.54 Ref
  417. >>6250 ACI Apr24 25.0 Calls $0.80 (CboeTheo=0.75)  ASK  AMEX 10:49:44.098 IV=27.9% -0.3 PHLX 40 x $0.20 - $1.20 x 70 PHLX  FLOOR - OPENING  Vega=$31k ACI=22.57 Ref
  418. >>2288 PLUG Mar24 5.0 Calls $0.95 (CboeTheo=0.99)  Below Bid!  BOX 10:49:53.312 IV=109.3% -3.6 GEMX 440 x $0.96 - $1.00 x 220 NOM  FLOOR  Vega=$2132 PLUG=4.79 Ref
  419. SWEEP DETECTED:
    >>2500 PLUG Mar24 5.0 Calls $0.951 (CboeTheo=0.99)  BID  [MULTI] 10:49:53.305 IV=110.4% -2.6 EDGX 381 x $0.95 - $1.00 x 60 BXO  ISO  Vega=$2328 PLUG=4.79 Ref
  420. SWEEP DETECTED:
    >>2338 CHPT Dec23 3.0 Puts $0.30 (CboeTheo=0.31)  ASK  [MULTI] 10:50:02.492 IV=218.1% +0.8 EDGX 1411 x $0.28 - $0.30 x 1371 MPRL  ISO - OPENING  Vega=$124 CHPT=2.75 Ref
  421. >>2640 INTC Sep24 45.0 Puts $4.20 (CboeTheo=4.37)  Below Bid!  PHLX 10:50:05.243 IV=34.7% -0.4 PHLX 10 x $4.35 - $4.40 x 137 CBOE  SPREAD/FLOOR   52WeekHigh  Vega=$40k INTC=46.48 Ref
  422. SWEEP DETECTED:
    >>2000 NVDA Feb24 330 Puts $0.73 (CboeTheo=0.72)  ASK  [MULTI] 10:50:19.224 IV=46.9% +0.9 C2 76 x $0.70 - $0.73 x 220 MPRL  ISO  Vega=$20k NVDA=480.20 Ref
  423. >>1447 SPXW Dec23 29th 4250 Puts $1.00 (CboeTheo=0.97)  MID  CBOE 10:50:41.572 IV=23.8% +0.3 CBOE 1174 x $0.95 - $1.05 x 951 CBOE Vega=$50k SPX=4733.56 Fwd
  424. >>1530 VIX Jan24 17th 27.0 Calls $0.23 (CboeTheo=0.23)  MID  CBOE 10:50:55.628 IV=138.3% +1.2 CBOE 22k x $0.21 - $0.25 x 21k CBOE  LATE  Vega=$1142 VIX=14.27 Fwd
  425. >>1615 VIX Jan24 17th 28.0 Calls $0.21 (CboeTheo=0.21)  MID  CBOE 10:50:55.628 IV=141.0% -0.4 CBOE 3112 x $0.20 - $0.23 x 21k CBOE  LATE  Vega=$1128 VIX=14.27 Fwd
  426. >>3060 VIX Jan24 17th 29.0 Calls $0.18 (CboeTheo=0.20)  BID  CBOE 10:50:55.628 IV=141.7% -3.6 CBOE 31k x $0.18 - $0.21 x 26k CBOE  LATE  Vega=$1930 VIX=14.27 Fwd
  427. >>1615 VIX Jan24 17th 31.0 Calls $0.17 (CboeTheo=0.17)  MID  CBOE 10:50:55.628 IV=149.6% +0.2 CBOE 1676 x $0.16 - $0.19 x 28k CBOE  LATE  Vega=$951 VIX=14.27 Fwd
  428. >>1530 VIX Jan24 17th 35.0 Calls $0.13 (CboeTheo=0.13)  MID  CBOE 10:50:55.628 IV=158.8% -0.8 CBOE 18k x $0.12 - $0.15 x 27k CBOE  LATE  Vega=$727 VIX=14.27 Fwd
  429. >>1530 VIX Jan24 17th 36.0 Calls $0.13 (CboeTheo=0.13)  MID  CBOE 10:50:55.628 IV=162.5% +1.7 CBOE 28k x $0.11 - $0.14 x 27k CBOE  LATE  Vega=$717 VIX=14.27 Fwd
  430. >>1445 VIX Jan24 17th 37.0 Calls $0.12 (CboeTheo=0.12)  MID  CBOE 10:50:55.628 IV=163.9% -0.9 CBOE 4957 x $0.11 - $0.14 x 28k CBOE  LATE  Vega=$638 VIX=14.27 Fwd
  431. >>1530 VIX Jan24 17th 38.0 Calls $0.11 (CboeTheo=0.11)  MID  CBOE 10:50:55.628 IV=165.0% +0.0 CBOE 20k x $0.10 - $0.13 x 28k CBOE  LATE  Vega=$633 VIX=14.27 Fwd
  432. >>1445 VIX Jan24 17th 40.0 Calls $0.11 (CboeTheo=0.10)  MID  CBOE 10:50:55.628 IV=171.6% +2.7 CBOE 18 x $0.10 - $0.12 x 28k CBOE  LATE  Vega=$584 VIX=14.27 Fwd
  433. >>2975 VIX Feb24 14th 42.5 Calls $0.25 (CboeTheo=0.26)  BID  CBOE 10:50:55.628 IV=145.2% -0.9 CBOE 3320 x $0.25 - $0.28 x 13k CBOE  LATE  Vega=$2690 VIX=15.18 Fwd
  434. >>1870 VIX Feb24 14th 55.0 Calls $0.17 (CboeTheo=0.17)  MID  CBOE 10:50:55.628 IV=159.8% -0.3 CBOE 4883 x $0.16 - $0.19 x 13k CBOE  LATE  Vega=$1238 VIX=15.18 Fwd
  435. >>1955 VIX Feb24 14th 60.0 Calls $0.15 (CboeTheo=0.15)  MID  CBOE 10:50:55.628 IV=164.5% -0.1 CBOE 3644 x $0.14 - $0.17 x 23k CBOE  LATE  Vega=$1165 VIX=15.18 Fwd
  436. >>1577 VIX Jan24 17th 24.0 Calls $0.30 (CboeTheo=0.30)  MID  CBOE 10:50:55.720 IV=127.9% +3.3 CBOE 18k x $0.28 - $0.31 x 21k CBOE  LATE  Vega=$1436 VIX=14.27 Fwd
  437. >>1328 VIX Jan24 17th 30.0 Calls $0.18 (CboeTheo=0.18)  MID  CBOE 10:50:55.720 IV=146.6% -0.5 CBOE 27k x $0.17 - $0.20 x 29k CBOE  LATE  Vega=$821 VIX=14.27 Fwd
  438. SPLIT TICKET:
    >>1900 VIX Jan24 17th 24.0 Calls $0.30 (CboeTheo=0.30)  MID  [CBOE] 10:50:55.626 IV=127.9% +3.3 CBOE 18k x $0.28 - $0.31 x 19k CBOE  LATE  Vega=$1730 VIX=14.27 Fwd
  439. SPLIT TICKET:
    >>1600 VIX Jan24 17th 30.0 Calls $0.18 (CboeTheo=0.18)  MID  [CBOE] 10:50:55.626 IV=146.6% -0.5 CBOE 27k x $0.17 - $0.20 x 28k CBOE  LATE  Vega=$990 VIX=14.27 Fwd
  440. SPLIT TICKET:
    >>1100 VIX Mar24 20th 40.0 Calls $0.495 (CboeTheo=0.49)  MID  [CBOE] 10:50:55.626 IV=122.1% -0.5 CBOE 14k x $0.47 - $0.51 x 21k CBOE  LATE  Vega=$1879 VIX=16.02 Fwd
  441. SPLIT TICKET:
    >>1100 VIX Mar24 20th 55.0 Calls $0.31 (CboeTheo=0.31)  MID  [CBOE] 10:50:55.626 IV=136.3% -0.6 CBOE 3338 x $0.29 - $0.33 x 24k CBOE  LATE  Vega=$1343 VIX=16.02 Fwd
  442. SPLIT TICKET:
    >>1800 VIX Jan24 17th 27.0 Calls $0.23 (CboeTheo=0.23)  MID  [CBOE] 10:50:55.626 IV=138.3% +1.2 CBOE 22k x $0.21 - $0.25 x 21k CBOE  LATE  Vega=$1343 VIX=14.27 Fwd
  443. SPLIT TICKET:
    >>1900 VIX Jan24 17th 28.0 Calls $0.21 (CboeTheo=0.21)  MID  [CBOE] 10:50:55.626 IV=141.0% -0.4 CBOE 3112 x $0.20 - $0.23 x 20k CBOE  LATE  Vega=$1327 VIX=14.27 Fwd
  444. SPLIT TICKET:
    >>3600 VIX Jan24 17th 29.0 Calls $0.18 (CboeTheo=0.20)  BID  [CBOE] 10:50:55.626 IV=141.7% -3.6 CBOE 31k x $0.18 - $0.21 x 26k CBOE  LATE  Vega=$2270 VIX=14.27 Fwd
  445. SPLIT TICKET:
    >>1900 VIX Jan24 17th 31.0 Calls $0.17 (CboeTheo=0.17)  MID  [CBOE] 10:50:55.626 IV=149.6% +0.2 CBOE 1676 x $0.16 - $0.19 x 28k CBOE  LATE  Vega=$1119 VIX=14.27 Fwd
  446. SPLIT TICKET:
    >>1800 VIX Jan24 17th 35.0 Calls $0.13 (CboeTheo=0.13)  MID  [CBOE] 10:50:55.626 IV=158.8% -0.8 CBOE 18k x $0.12 - $0.15 x 27k CBOE  LATE  Vega=$855 VIX=14.27 Fwd
  447. SPLIT TICKET:
    >>1800 VIX Jan24 17th 36.0 Calls $0.13 (CboeTheo=0.13)  MID  [CBOE] 10:50:55.626 IV=162.5% +1.7 CBOE 28k x $0.11 - $0.14 x 27k CBOE  LATE  Vega=$843 VIX=14.27 Fwd
  448. SPLIT TICKET:
    >>1700 VIX Jan24 17th 37.0 Calls $0.12 (CboeTheo=0.12)  MID  [CBOE] 10:50:55.626 IV=163.9% -0.9 CBOE 4957 x $0.11 - $0.14 x 28k CBOE  LATE  Vega=$750 VIX=14.27 Fwd
  449. SPLIT TICKET:
    >>1800 VIX Jan24 17th 38.0 Calls $0.11 (CboeTheo=0.11)  MID  [CBOE] 10:50:55.626 IV=165.0% +0.0 CBOE 20k x $0.10 - $0.13 x 28k CBOE  LATE  Vega=$745 VIX=14.27 Fwd
  450. SPLIT TICKET:
    >>1700 VIX Jan24 17th 40.0 Calls $0.11 (CboeTheo=0.10)  MID  [CBOE] 10:50:55.626 IV=171.6% +2.7 CBOE 18 x $0.10 - $0.12 x 28k CBOE  LATE  Vega=$687 VIX=14.27 Fwd
  451. SPLIT TICKET:
    >>1100 VIX Feb24 14th 40.0 Calls $0.28 (CboeTheo=0.28)  MID  [CBOE] 10:50:55.626 IV=142.1% -0.4 CBOE 14k x $0.27 - $0.30 x 21k CBOE  LATE  Vega=$1081 VIX=15.18 Fwd
  452. SPLIT TICKET:
    >>3500 VIX Feb24 14th 42.5 Calls $0.25 (CboeTheo=0.26)  BID  [CBOE] 10:50:55.626 IV=145.2% -0.9 CBOE 3320 x $0.25 - $0.28 x 13k CBOE  LATE  Vega=$3165 VIX=15.18 Fwd
  453. SPLIT TICKET:
    >>2200 VIX Feb24 14th 55.0 Calls $0.17 (CboeTheo=0.17)  MID  [CBOE] 10:50:55.626 IV=159.8% -0.3 CBOE 7446 x $0.16 - $0.19 x 11k CBOE  LATE  Vega=$1457 VIX=15.18 Fwd
  454. SPLIT TICKET:
    >>2300 VIX Feb24 14th 60.0 Calls $0.15 (CboeTheo=0.15)  MID  [CBOE] 10:50:55.626 IV=164.5% -0.1 CBOE 3294 x $0.14 - $0.17 x 21k CBOE  LATE  Vega=$1370 VIX=15.18 Fwd
  455. >>1000 SPX Feb24 4325 Puts $12.52 (CboeTheo=12.84)  Below Bid!  CBOE 10:51:11.740 IV=16.9% +0.3 CBOE 1802 x $12.70 - $12.90 x 300 CBOE  LATE  Vega=$311k SPX=4763.76 Fwd
  456. SWEEP DETECTED:
    >>3021 TSLA Dec23 22nd 225 Puts $0.56 (CboeTheo=0.55)  ASK  [MULTI] 10:51:12.795 IV=45.7% +3.1 GEMX 520 x $0.54 - $0.56 x 557 EMLD Vega=$16k TSLA=247.79 Ref
  457. SPLIT TICKET:
    >>1000 SPX Jan24 4450 Puts $7.63 (CboeTheo=7.27)  Above Ask!  [CBOE] 10:51:13.091 IV=14.7% +0.3 CBOE 1709 x $7.20 - $7.40 x 1752 CBOE  LATE  Vega=$227k SPX=4747.76 Fwd
  458. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $4.63 (CboeTheo=4.51)  Above Ask!  [CBOE] 10:51:13.149 IV=16.7% +0.1 CBOE 3112 x $4.40 - $4.60 x 2044 CBOE  LATE  Vega=$152k SPX=4747.76 Fwd
  459. >>4350 VFC Dec23 19.0 Calls $1.35 (CboeTheo=1.41)  BID  ARCA 10:51:47.158 EDGX 12 x $1.35 - $1.45 x 32 NOM  CROSS  Vega=$0 VFC=20.36 Ref
  460. >>4000 REI Jan24 1.5 Calls $0.20 (CboeTheo=0.17)  ASK  PHLX 10:52:22.629 IV=78.9% +21.2 PHLX 3690 x $0.10 - $0.20 x 769 PHLX  FLOOR  Vega=$746 REI=1.56 Ref
  461. >>2000 BL Feb24 65.0 Calls $3.79 (CboeTheo=3.64)  ASK  AMEX 10:52:45.034 IV=43.7% +1.7 PHLX 20 x $3.40 - $3.80 x 1 NOM  CROSS - OPENING  Vega=$21k BL=62.55 Ref
  462. SWEEP DETECTED:
    >>5067 BAC Jan24 34.0 Calls $0.87 (CboeTheo=0.86)  ASK  [MULTI] 10:53:18.016 IV=25.3% +1.9 BZX 160 x $0.86 - $0.87 x 1138 C2 Vega=$21k BAC=33.37 Ref
  463. >>Unusual Volume IP - 6x market weighted volume: 12.7k = 19.4k projected vs 2874 adv, 98% calls, 12% of OI [IP 37.99 +1.08 Ref, IV=22.0% +0.4]
  464. >>1000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$285 VIX=12.17 Fwd
  465. >>2850 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$812 VIX=12.17 Fwd
  466. >>3000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$854 VIX=12.17 Fwd
  467. >>20000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$5696 VIX=12.17 Fwd
  468. >>3500 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$997 VIX=12.17 Fwd
  469. >>5000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$1424 VIX=12.17 Fwd
  470. >>6000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$1709 VIX=12.17 Fwd
  471. >>3000 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  CBOE 10:54:32.916 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$854 VIX=12.17 Fwd
  472. SPLIT TICKET:
    >>44850 VIX Dec23 20th 15.0 Calls $0.09 (CboeTheo=0.10)  MID  [CBOE] 10:54:32.915 IV=123.0% -1.9 CBOE 23k x $0.08 - $0.11 x 30k CBOE  FLOOR  Vega=$13k VIX=12.17 Fwd
  473. >>3000 AAL Jan24 26th 13.5 Puts $0.36 (CboeTheo=0.38)  Below Bid!  PHLX 10:55:06.862 IV=39.8% +0.1 BZX 48 x $0.37 - $0.39 x 24 ARCA  TIED/FLOOR - OPENING  Vega=$4995 AAL=14.44 Ref
  474. SWEEP DETECTED:
    >>4283 BAC Jan24 34.0 Calls $0.88 (CboeTheo=0.86)  ASK  [MULTI] 10:55:23.603 IV=25.4% +2.0 ARCA 12 x $0.87 - $0.88 x 515 C2 Vega=$18k BAC=33.38 Ref
  475. >>3000 ACI Jul24 20.0 Puts $1.55 (CboeTheo=2.07)  BID  BOX 10:55:30.186 IV=37.0% -13.8 CBOE 51 x $0.10 - $5.00 x 80 PHLX  FLOOR - OPENING  Vega=$18k ACI=22.59 Ref
  476. SWEEP DETECTED:
    >>Bearish Delta Impact 600 LQDA Apr24 10.0 Calls $1.25 (CboeTheo=1.35)  BID  [MULTI] 10:55:51.152 IV=120.3% -3.6 PHLX 321 x $1.25 - $1.35 x 230 GEMX
    Delta=47%, EST. IMPACT = 28k Shares ($202k) To Sell LQDA=7.18 Ref
  477. >>3491 VIX Feb24 14th 15.0 Calls $1.90 (CboeTheo=1.87)  ASK  CBOE 10:56:05.011 IV=74.0% +0.8 CBOE 1 x $1.85 - $1.90 x 13k CBOE  LATE  Vega=$8469 VIX=15.18 Fwd
  478. >>17715 VIX Jan24 17th 18.0 Calls $0.60 (CboeTheo=0.60)  MID  CBOE 10:56:05.011 IV=98.5% +2.4 CBOE 13k x $0.58 - $0.62 x 31k CBOE  LATE  Vega=$25k VIX=14.27 Fwd
  479. >>4783 VIX Jan24 17th 14.5 Puts $1.39 (CboeTheo=1.40)  MID  CBOE 10:56:05.011 IV=73.4% +1.6 CBOE 367 x $1.37 - $1.41 x 22k CBOE  LATE  Vega=$8257 VIX=14.27 Fwd
  480. >>4340 VIX Feb24 14th 20.0 Calls $0.98 (CboeTheo=0.99)  BID  CBOE 10:56:05.104 IV=96.6% -0.3 CBOE 3098 x $0.97 - $1.01 x 6497 CBOE  LATE  Vega=$9514 VIX=15.18 Fwd
  481. >>4783 VIX Jan24 17th 14.5 Calls $1.19 (CboeTheo=1.17)  ASK  CBOE 10:56:05.104 IV=74.7% +2.0 CBOE 412 x $1.14 - $1.19 x 22k CBOE  LATE  Vega=$8256 VIX=14.27 Fwd
  482. >>3491 VIX Feb24 14th 15.0 Puts $1.70 (CboeTheo=1.70)  ASK  CBOE 10:56:05.104 IV=72.9% +0.6 CBOE 8479 x $1.66 - $1.71 x 4675 CBOE  LATE  Vega=$8472 VIX=15.18 Fwd
  483. >>6920 VIX Feb24 14th 20.0 Calls $0.99 (CboeTheo=0.99)  MID  CBOE 10:56:05.240 IV=97.0% +0.1 CBOE 3098 x $0.97 - $1.01 x 7924 CBOE  LATE  Vega=$15k VIX=15.18 Fwd
  484. SPLIT TICKET:
    >>11260 VIX Feb24 14th 20.0 Calls $0.986 (CboeTheo=0.99)  MID  [CBOE] 10:56:05.104 IV=96.6% -0.3 CBOE 3098 x $0.97 - $1.01 x 6497 CBOE  LATE  Vega=$25k VIX=15.18 Fwd
  485. SWEEP DETECTED:
    >>Bullish Delta Impact 500 BERY Jan24 70.0 Calls $2.05 (CboeTheo=2.06)  ASK  [MULTI] 10:56:32.599 IV=22.7% +0.4 PHLX 20 x $2.00 - $2.05 x 263 BZX  52WeekHigh 
    Delta=52%, EST. IMPACT = 26k Shares ($1.83m) To Buy BERY=69.69 Ref
  486. >>4000 BAC Jun25 23.0 Puts $0.90 (CboeTheo=0.86)  ASK  PHLX 10:57:11.441 IV=33.1% +1.2 PHLX 264 x $0.79 - $0.90 x 151 PHLX  TIED/FLOOR  Vega=$31k BAC=33.34 Ref
  487. SWEEP DETECTED:
    >>2500 CVNA Jan24 20.0 Puts $0.07 (CboeTheo=0.12)  BID  [MULTI] 10:57:30.631 IV=135.8% +0.6 EDGX 320 x $0.07 - $0.12 x 172 MRX Vega=$937 CVNA=50.33 Ref
  488. SWEEP DETECTED:
    >>2000 INTC Dec23 43.0 Calls $3.32 (CboeTheo=3.40)  Below Bid!  [MULTI] 10:57:36.000 NOM 14 x $3.35 - $3.75 x 76 MIAX  ISO   52WeekHigh  Vega=$0 INTC=46.37 Ref
  489. SWEEP DETECTED:
    >>3441 CLF Dec23 19.0 Calls $0.16 (CboeTheo=0.17)  BID  [MULTI] 10:57:50.452 IV=57.3% +3.0 C2 592 x $0.16 - $0.18 x 7 ARCA Vega=$1427 CLF=18.79 Ref
  490. SWEEP DETECTED:
    >>3508 MSFT Jan24 360 Puts $4.80 (CboeTheo=4.90)  BID  [MULTI] 10:58:09.286 IV=20.4% +0.4 MIAX 460 x $4.80 - $4.90 x 207 EMLD Vega=$144k MSFT=369.29 Ref
  491. >>55000 CHPT Dec23 2.5 Calls $0.30 (CboeTheo=0.32)  ASK  PHLX 10:58:12.141 IV=183.3% +63.6 EMLD 334 x $0.29 - $0.30 x 100 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$2068 CHPT=2.77 Ref
  492. >>55000 CHPT Feb24 3.0 Calls $0.40 (CboeTheo=0.41)  BID  PHLX 10:58:12.141 IV=106.7% -4.1 EDGX 367 x $0.40 - $0.44 x 10 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$25k CHPT=2.77 Ref
  493. SWEEP DETECTED:
    >>2871 RIG Feb24 7.0 Calls $0.26 (CboeTheo=0.24)  ASK  [MULTI] 10:59:14.662 IV=51.2% +1.8 BXO 27 x $0.24 - $0.26 x 113 BOX  ISO  Vega=$2710 RIG=6.17 Ref
  494. SWEEP DETECTED:
    >>2628 RIG Feb24 6.0 Calls $0.66 (CboeTheo=0.62)  ASK  [MULTI] 10:59:14.662 IV=53.0% +2.4 BOX 350 x $0.62 - $0.66 x 398 EDGX  ISO  Vega=$2609 RIG=6.17 Ref
  495. SWEEP DETECTED:
    >>2497 FYBR Jan24 20.0 Puts $0.256 (CboeTheo=0.36)  BID  [MULTI] 10:59:21.062 IV=64.1% +0.3 PHLX 526 x $0.25 - $0.30 x 300 EDGX Vega=$3786 FYBR=24.93 Ref
  496. >>17128 RIG Feb24 7.0 Calls $0.29 (CboeTheo=0.26)  ASK  PHLX 10:59:35.480 IV=52.0% +2.7 EMLD 139 x $0.25 - $0.30 x 76 NOM  FLOOR - OPENING  Vega=$17k RIG=6.24 Ref
  497. SWEEP DETECTED:
    >>2000 CHWY Dec23 20.5 Puts $0.42 (CboeTheo=0.41)  BID  [MULTI] 11:00:03.308 IV=101.4% -13.6 PHLX 567 x $0.39 - $0.47 x 176 AMEX  OPENING  Vega=$946 CHWY=20.63 Ref
  498. SWEEP DETECTED:
    >>2962 NU Mar24 10.0 Calls $0.18 (CboeTheo=0.21)  BID  [MULTI] 11:00:15.956 IV=34.5% -2.6 C2 2074 x $0.18 - $0.21 x 64 EDGX  OPENING  Vega=$3880 NU=8.54 Ref
  499. >>32500 SOFI Mar24 6.0 Puts $0.21 (CboeTheo=0.22)  MID  PHLX 11:00:18.824 IV=83.1% +2.2 EMLD 1126 x $0.20 - $0.22 x 187 EMLD  SPREAD/FLOOR  Vega=$26k SOFI=9.38 Ref
  500. >>32500 SOFI Mar24 5.0 Puts $0.11 (CboeTheo=0.11)  MID  PHLX 11:00:18.824 IV=90.9% +3.4 EMLD 1462 x $0.10 - $0.12 x 2879 EMLD  SPREAD/FLOOR  Vega=$16k SOFI=9.38 Ref
  501. >>3000 CELH Jan24 46.67 Puts $1.05 (CboeTheo=1.05)  MID  AMEX 11:01:01.480 IV=47.6% +0.7 GEMX 488 x $1.00 - $1.10 x 740 AMEX  CROSS  Vega=$15k CELH=51.57 Ref
  502. SPLIT TICKET:
    >>1000 SPX Feb24 3375 Puts $1.55 (CboeTheo=1.44)  ASK  [CBOE] 11:01:13.680 IV=34.5% +0.7 CBOE 3624 x $1.40 - $1.55 x 3906 CBOE  ISO  Vega=$40k SPX=4766.92 Fwd
  503. SPLIT TICKET:
    >>2250 VIX Dec23 20th 20.0 Calls $0.02 (CboeTheo=0.04)  BID  [CBOE] 11:02:05.609 IV=180.0% -16.5 CBOE 17k x $0.02 - $0.05 x 14k CBOE Vega=$179 VIX=12.22 Fwd
  504. >>5753 T Dec23 16.5 Calls $0.24 (CboeTheo=0.24)  ASK  ARCA 11:02:11.538 IV=32.4% +0.5 C2 1050 x $0.22 - $0.24 x 5753 ARCA Vega=$1854 T=16.68 Ref
  505. >>2500 C Apr24 50.0 Calls $3.71 (CboeTheo=3.72)  BID  ARCA 11:02:12.257 IV=25.3% +1.1 C2 251 x $3.70 - $3.75 x 16 NOM  CROSS - OPENING  Vega=$29k C=50.88 Ref
  506. SWEEP DETECTED:
    >>5786 T Dec23 16.5 Calls $0.24 (CboeTheo=0.24)  ASK  [MULTI] 11:02:11.538 IV=32.4% +0.5 C2 1050 x $0.22 - $0.24 x 5753 ARCA Vega=$1864 T=16.68 Ref
  507. SWEEP DETECTED:
    >>2283 PNT Jan24 12.5 Puts $0.10 (CboeTheo=0.17)  BID  [MULTI] 11:02:37.004 IV=37.0% -12.5 BZX 714 x $0.10 - $0.15 x 469 MPRL Vega=$2049 PNT=14.18 Ref
  508. SWEEP DETECTED:
    >>Bullish Delta Impact 1754 CYH Jan24 3.0 Calls $0.30 (CboeTheo=0.25)  ASK  [MULTI] 11:03:21.571 IV=88.0% +17.6 GEMX 8 x $0.20 - $0.30 x 214 PHLX
    Delta=54%, EST. IMPACT = 94k Shares ($272k) To Buy CYH=2.90 Ref
  509. SPLIT TICKET:
    >>1300 SPXW Dec23 19th 4550 Puts $0.65 (CboeTheo=0.61)  ASK  [CBOE] 11:03:43.331 IV=15.7% +1.1 CBOE 1407 x $0.55 - $0.65 x 434 CBOE  OPENING  Vega=$40k SPX=4727.77 Fwd
  510. >>5250 F Jan25 10.0 Puts $0.77 (CboeTheo=0.77)  ASK  PHLX 11:04:32.094 IV=34.1% +0.2 MEMX 104 x $0.76 - $0.77 x 192 ARCA  TIED/FLOOR  Vega=$20k F=11.78 Ref
  511. >>3000 SPXW Dec23 29th 4250 Puts $1.00 (CboeTheo=0.97)  MID  CBOE 11:04:39.366 IV=23.9% +0.3 CBOE 1297 x $0.95 - $1.05 x 1318 CBOE  FLOOR  Vega=$103k SPX=4734.04 Fwd
  512. SPLIT TICKET:
    >>1000 SPX Mar24 3500 Puts $3.90 (CboeTheo=3.78)  ASK  [CBOE] 11:05:08.652 IV=29.7% +0.4 CBOE 949 x $3.80 - $3.90 x 175 CBOE  FLOOR  Vega=$96k SPX=4777.26 Fwd
  513. SPLIT TICKET:
    >>2500 CCJ Dec23 29th 45.0 Puts $1.32 (CboeTheo=1.28)  ASK  [PHLX] 11:05:17.326 IV=39.0% +0.6 ARCA 23 x $1.10 - $1.37 x 153 PHLX  AUCTION - OPENING  Vega=$9144 CCJ=45.15 Ref
  514. >>2000 DOCN Jan24 40.0 Calls $0.75 (CboeTheo=0.70)  ASK  ISE 11:05:42.107 IV=49.9% -4.4 PHLX 234 x $0.60 - $0.75 x 69 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$7046 DOCN=35.32 Ref
  515. >>Unusual Volume RKT - 3x market weighted volume: 25.1k = 35.6k projected vs 11.9k adv, 97% calls, 16% of OI [RKT 12.74 +0.94 Ref, IV=43.5% -3.7]
  516. >>2087 CNK Feb24 14.0 Puts $3.22 (CboeTheo=0.18)  ASK  PHLX 11:06:50.695 IV=170.8% EMLD 0 x $0.00 - $4.60 x 707 PHLX  COB/AUCTION - OPENING  Vega=$4777 CNK=15.55 Ref
  517. >>4174 CNK Feb24 11.0 Puts $1.38 (CboeTheo=0.05)  BID  PHLX 11:06:50.695 IV=151.5% ISE 0 x $0.00 - $4.80 x 634 PHLX  COB/AUCTION - OPENING  Vega=$7333 CNK=15.54 Ref
  518. SWEEP DETECTED:
    >>Bullish Delta Impact 1205 IP Apr24 35.0 Calls $4.092 (CboeTheo=3.97)  ASK  [MULTI] 11:07:34.080 IV=28.1% +2.1 PHLX 125 x $3.80 - $4.10 x 125 PHLX  OPENING 
    Delta=72%, EST. IMPACT = 87k Shares ($3.27m) To Buy IP=37.70 Ref
  519. >>3000 BAC Mar24 32.0 Puts $0.90 (CboeTheo=0.91)  BID  PHLX 11:07:47.056 IV=24.3% +1.5 EMLD 1986 x $0.90 - $0.92 x 906 C2  SPREAD/CROSS/TIED - OPENING  Vega=$18k BAC=33.41 Ref
  520. >>3000 BAC Mar24 33.0 Calls $1.97 (CboeTheo=1.97)  BID  PHLX 11:07:47.055 IV=23.9% +1.6 EMLD 641 x $1.96 - $2.01 x 1928 EDGX  SPREAD/CROSS/TIED  Vega=$19k BAC=33.41 Ref
  521. >>10000 IP Feb24 40.0 Calls $1.20 (CboeTheo=0.78)  BID  ARCA 11:08:20.464 IV=30.4% C2 115 x $0.80 - $2.85 x 166 PHLX  FLOOR - OPENING  Vega=$60k IP=37.98 Ref
  522. SWEEP DETECTED:
    >>2350 SNAP Jan24 23.0 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 11:08:33.075 IV=56.7% -0.9 EMLD 1615 x $0.06 - $0.07 x 1044 C2  52WeekHigh  Vega=$1492 SNAP=17.00 Ref
  523. SPLIT TICKET:
    >>1660 SPX Jan24 4575 Puts $15.95 (CboeTheo=16.14)  Below Bid!  [CBOE] 11:08:40.053 IV=12.2% +0.2 CBOE 1699 x $16.00 - $16.40 x 2031 CBOE  LATE  Vega=$629k SPX=4746.83 Fwd
  524. SPLIT TICKET:
    >>1000 SPX May24 4650 Puts $101.20 (CboeTheo=101.99)  Below Bid!  [CBOE] 11:08:40.053 IV=14.0% +0.2 CBOE 233 x $101.40 - $102.20 x 104 CBOE  LATE  Vega=$1.12m SPX=4810.61 Fwd
  525. SWEEP DETECTED:
    >>4768 AAPL Dec23 29th 182.5 Puts $0.12 (CboeTheo=0.11)  ASK  [MULTI] 11:08:46.686 IV=23.4% +1.1 NOM 25 x $0.11 - $0.12 x 956 C2  OPENING   52WeekHigh  Vega=$15k AAPL=198.63 Ref
  526. SWEEP DETECTED:
    >>Bullish Delta Impact 1510 MGA Mar24 55.0 Puts $2.105 (CboeTheo=2.28)  Below Bid!  [MULTI] 11:09:02.214 IV=31.6% +1.7 GEMX 5 x $2.20 - $2.35 x 62 PHLX
    Delta=-34%, EST. IMPACT = 51k Shares ($2.94m) To Buy MGA=57.89 Ref
  527. SWEEP DETECTED:
    >>3933 AGNC Dec23 29th 9.5 Puts $0.16 (CboeTheo=0.12)  ASK  [MULTI] 11:09:36.862 IV=34.3% +12.0 ARCA 21 x $0.12 - $0.16 x 228 PHLX  OPENING  Vega=$2871 AGNC=9.86 Ref
  528. SWEEP DETECTED:
    >>Bearish Delta Impact 611 LYV Jan24 85.0 Calls $8.90 (CboeTheo=9.10)  BID  [MULTI] 11:10:55.246 IV=29.3% +0.7 PHLX 51 x $8.90 - $9.20 x 42 MIAX  ISO 
    Delta=85%, EST. IMPACT = 52k Shares ($4.83m) To Sell LYV=92.75 Ref
  529. >>2500 CNK Feb24 14.0 Puts $1.50 (CboeTheo=0.19)  Above Ask!  ARCA 11:11:34.824 IV=96.2% PHLX 1943 x $0.30 - $1.00 x 1245 PHLX  SPREAD/FLOOR - OPENING  Vega=$5753 CNK=15.54 Ref
  530. >>2500 CNK Feb24 11.0 Puts $0.50 (CboeTheo=0.05)  BID  ARCA 11:11:34.825 IV=97.0% C2 0 x $0.00 - $3.50 x 846 PHLX  SPREAD/FLOOR - OPENING  Vega=$3516 CNK=15.54 Ref
  531. >>2500 CNK Feb24 11.0 Puts $0.50 (CboeTheo=0.05)  BID  ARCA 11:11:34.824 IV=97.0% C2 0 x $0.00 - $3.50 x 846 PHLX  SPREAD/FLOOR - OPENING  Vega=$3516 CNK=15.54 Ref
  532. SWEEP DETECTED:
    >>2100 KMI Jan24 5th 18.0 Calls $0.16 (CboeTheo=0.17)  BID  [MULTI] 11:11:36.429 IV=13.8% -1.0 EDGX 125 x $0.16 - $0.19 x 377 C2  ISO  Vega=$3531 KMI=17.77 Ref
  533. >>1175 VIX Mar24 20th 70.0 Calls $0.21 (CboeTheo=0.22)  MID  CBOE 11:12:06.606 IV=144.7% -1.2 CBOE 6141 x $0.20 - $0.23 x 15k CBOE  LATE  Vega=$1072 VIX=16.09 Fwd
  534. SPLIT TICKET:
    >>1875 VIX Mar24 20th 70.0 Calls $0.21 (CboeTheo=0.22)  MID  [CBOE] 11:12:06.124 IV=144.7% -1.2 CBOE 6141 x $0.20 - $0.23 x 12k CBOE  LATE  Vega=$1710 VIX=16.09 Fwd
  535. SWEEP DETECTED:
    >>2529 INTC Dec23 46.0 Calls $0.40 (CboeTheo=0.40)  BID  [MULTI] 11:12:39.310 IV=48.9% -5.5 C2 60 x $0.40 - $0.41 x 136 C2  52WeekHigh  Vega=$2626 INTC=45.73 Ref
  536. SWEEP DETECTED:
    >>2011 INTC Jan24 5th 47.0 Calls $0.81 (CboeTheo=0.80)  MID  [MULTI] 11:13:56.373 IV=30.7% -0.5 CBOE 15 x $0.79 - $0.82 x 121 BOX  OPENING   52WeekHigh  Vega=$8465 INTC=45.47 Ref
  537. SWEEP DETECTED:
    >>2726 INTC Dec23 46.0 Calls $0.28 (CboeTheo=0.29)  BID  [MULTI] 11:14:01.432 IV=47.3% -7.1 MPRL 57 x $0.28 - $0.30 x 346 C2  52WeekHigh  Vega=$2638 INTC=45.46 Ref
  538. SWEEP DETECTED:
    >>2300 C Dec23 22nd 50.0 Calls $1.271 (CboeTheo=1.32)  BID  [MULTI] 11:14:01.938 IV=23.9% +1.4 MIAX 645 x $1.27 - $1.32 x 253 C2  ISO  Vega=$6131 C=50.84 Ref
  539. SWEEP DETECTED:
    >>2500 INTC Dec23 46.0 Calls $0.25 (CboeTheo=0.26)  Below Bid!  [MULTI] 11:14:24.031 IV=46.6% -7.8 MPRL 19 x $0.26 - $0.27 x 68 MPRL  52WeekHigh  Vega=$2379 INTC=45.42 Ref
  540. SPLIT TICKET:
    >>1311 VIX Jan24 17th 17.0 Calls $0.71 (CboeTheo=0.72)  ASK  [CBOE] 11:14:32.370 IV=90.3% -0.8 CBOE 1452 x $0.70 - $0.71 x 1234 CBOE Vega=$2047 VIX=14.38 Fwd
  541. SWEEP DETECTED:
    >>Bullish Delta Impact 819 VSAT Jan24 29.0 Calls $1.20 (CboeTheo=1.07)  ASK  [MULTI] 11:15:01.678 IV=61.7% +2.7 EMLD 255 x $1.00 - $1.20 x 256 PHLX  ISO - OPENING 
    Delta=37%, EST. IMPACT = 31k Shares ($816k) To Buy VSAT=26.57 Ref
  542. >>3000 VSAT Jan24 35.0 Calls $0.25 (CboeTheo=0.28)  ASK  PHLX 11:15:06.464 IV=63.1% -5.0 PHLX 329 x $0.10 - $0.25 x 10 NOM  FLOOR - OPENING  Vega=$4703 VSAT=26.64 Ref
  543. SWEEP DETECTED:
    >>3373 PTON Jan24 5th 6.5 Calls $0.46 (CboeTheo=0.44)  BID  [MULTI] 11:15:24.857 IV=83.5% +8.7 ARCA 1687 x $0.46 - $0.49 x 473 EDGX  OPENING  Vega=$2105 PTON=6.35 Ref
  544. >>8829 IP Feb24 40.0 Calls $1.20 (CboeTheo=0.87)  Above Ask!  ARCA 11:15:45.345 IV=29.5% PHLX 40 x $0.80 - $1.05 x 55 ARCA  LATE - OPENING  Vega=$54k IP=37.81 Ref
  545. SWEEP DETECTED:
    >>4682 CCL Apr24 14.0 Puts $0.38 (CboeTheo=0.39)  BID  [MULTI] 11:16:00.986 IV=52.5% +1.4 EMLD 472 x $0.38 - $0.40 x 231 EMLD Vega=$10k CCL=19.00 Ref
  546. SWEEP DETECTED:
    >>2353 CCL Apr24 14.0 Puts $0.38 (CboeTheo=0.39)  BID  [MULTI] 11:16:10.053 IV=52.4% +1.3 GEMX 155 x $0.38 - $0.40 x 156 EMLD Vega=$5202 CCL=18.99 Ref
  547. >>2000 ONON Jul24 37.5 Calls $2.44 (CboeTheo=2.37)  ASK  AMEX 11:16:17.727 IV=46.8% +0.5 PHLX 172 x $2.30 - $2.45 x 147 BOX  CROSS  Vega=$18k ONON=30.48 Ref
  548. SWEEP DETECTED:
    >>2000 AAPL Dec23 197.5 Puts $0.51 (CboeTheo=0.50)  Above Ask!  [MULTI] 11:16:44.199 IV=20.3% +1.5 BZX 39 x $0.49 - $0.50 x 210 C2  52WeekHigh  Vega=$8303 AAPL=198.50 Ref
  549. >>2000 W Jan24 65.0 Calls $4.98 (CboeTheo=4.82)  MID  ISE 11:17:18.651 IV=73.2% +3.0 BZX 2 x $4.90 - $5.05 x 87 EDGX  SPREAD/CROSS/TIED  Vega=$16k W=62.86 Ref
  550. >>2000 W Jan24 55.0 Calls $10.38 (CboeTheo=10.31)  BID  ISE 11:17:18.651 IV=73.1% +5.1 BZX 3 x $10.25 - $10.55 x 134 MIAX  SPREAD/CROSS/TIED  Vega=$12k W=62.86 Ref
  551. >>4000 BAC Feb24 32.0 Puts $0.68 (CboeTheo=0.69)  BID  PHLX 11:17:52.537 IV=24.8% +1.6 C2 1467 x $0.68 - $0.70 x 1663 C2  SPREAD/CROSS/TIED - OPENING  Vega=$19k BAC=33.37 Ref
  552. SWEEP DETECTED:
    >>Bearish Delta Impact 998 MAC Jan24 17.0 Puts $1.47 (CboeTheo=1.42)  Above Ask!  [MULTI] 11:18:23.480 IV=39.2% -3.2 BXO 12 x $1.35 - $1.45 x 212 MPRL  OPENING   52WeekHigh 
    Delta=-68%, EST. IMPACT = 68k Shares ($1.08m) To Sell MAC=15.89 Ref
  553. >>3382 MMM Jan24 110 Calls $1.55 (CboeTheo=1.47)  ASK  PHLX 11:19:58.421 IV=20.6% +0.3 CBOE 103 x $1.45 - $1.62 x 1 ARCA  FLOOR  Vega=$42k MMM=106.44 Ref
  554. SWEEP DETECTED:
    >>2129 META Dec23 22nd 332.5 Calls $5.50 (CboeTheo=5.57)  BID  [MULTI] 11:20:22.479 IV=26.5% +0.4 CBOE 396 x $5.50 - $5.60 x 22 ARCA  OPENING  Vega=$42k META=332.50 Ref
  555. >>2364 D Jan24 50.0 Calls $1.80 (CboeTheo=1.51)  Above Ask!  BOX 11:21:01.761 IV=24.2% +5.8 EDGX 657 x $1.55 - $1.70 x 161 BOX  LATE  Vega=$15k D=50.27 Ref
  556. SWEEP DETECTED:
    >>Bearish Delta Impact 1168 VST Jan24 30.0 Calls $8.00 (CboeTheo=8.02)  BID  [MULTI] 11:21:21.666 IV=39.0% -7.9 ARCA 1067 x $8.00 - $8.20 x 333 PHLX  52WeekHigh 
    Delta=99%, EST. IMPACT = 116k Shares ($4.39m) To Sell VST=37.98 Ref
  557. SWEEP DETECTED:
    >>2319 PFE Jun24 35.0 Calls $0.23 (CboeTheo=0.22)  BID  [MULTI] 11:21:45.190 IV=28.4% +0.8 ARCA 600 x $0.23 - $0.24 x 39 MPRL Vega=$7805 PFE=26.34 Ref
  558. SWEEP DETECTED:
    >>Bullish Delta Impact 3005 EVGO Jan24 4.0 Calls $0.25 (CboeTheo=0.21)  ASK  [MULTI] 11:22:04.318 IV=95.4% +10.0 ISE 95 x $0.20 - $0.25 x 1642 PHLX
    Delta=39%, EST. IMPACT = 118k Shares ($419k) To Buy EVGO=3.56 Ref
  559. SWEEP DETECTED:
    >>2500 HIVE Mar24 11.0 Calls $0.10 (CboeTheo=0.07)  ASK  [MULTI] 11:22:13.699 IV=136.9% +9.8 MPRL 90 x $0.05 - $0.10 x 3272 PHLX  ISO - OPENING  Vega=$859 HIVE=3.71 Ref
  560. >>1175 VIX Mar24 20th 75.0 Calls $0.21 (CboeTheo=0.20)  ASK  CBOE 11:23:30.973 IV=149.4% +0.5 CBOE 4 x $0.19 - $0.21 x 13k CBOE  FLOOR  Vega=$1053 VIX=16.13 Fwd
  561. >>5000 AMZN Feb24 135 Calls $17.18 (CboeTheo=17.16)  ASK  ARCA 11:24:50.954 IV=33.4% +0.1 BZX 39 x $17.10 - $17.20 x 215 PHLX  CROSS   52WeekHigh  Vega=$90k AMZN=148.11 Ref
  562. >>16380 PTEN Jan24 10.0 Puts $0.10 (CboeTheo=0.17)  BID  AMEX 11:25:38.994 IV=40.5% -4.5 EMLD 1292 x $0.10 - $0.20 x 639 PHLX  FLOOR  Vega=$13k PTEN=11.40 Ref
  563. >>4095 PTEN Jan24 10.0 Puts $0.15 (CboeTheo=0.17)  MID  AMEX 11:25:38.994 IV=46.6% +1.6 EMLD 1292 x $0.10 - $0.20 x 639 PHLX  FLOOR  Vega=$3605 PTEN=11.40 Ref
  564. SPLIT TICKET:
    >>20475 PTEN Jan24 10.0 Puts $0.11 (CboeTheo=0.17)  BID  [AMEX] 11:25:38.994 IV=40.5% -4.5 EMLD 1292 x $0.10 - $0.20 x 639 PHLX  FLOOR  Vega=$16k PTEN=11.40 Ref
  565. SWEEP DETECTED:
    >>Bearish Delta Impact 4330 INVZ Jan24 3.0 Calls $0.35 (CboeTheo=0.37)  BID  [MULTI] 11:25:53.125 IV=108.3% -20.9 PHLX 721 x $0.35 - $0.45 x 730 BOX  ISO   SSR 
    Delta=53%, EST. IMPACT = 227k Shares ($665k) To Sell INVZ=2.92 Ref
  566. >>3000 LI Jan24 36.0 Calls $1.87 (CboeTheo=1.87)  MID  ARCA 11:25:59.946 IV=46.1% +1.1 NOM 40 x $1.86 - $1.89 x 72 PHLX  CROSS - OPENING  Vega=$13k LI=35.41 Ref
  567. >>8800 GOOGL Dec23 29th 134 Calls $1.20 (CboeTheo=1.22)  BID  PHLX 11:26:43.768 IV=22.1% +2.0 BOX 21 x $1.20 - $1.23 x 31 CBOE  COB/AUCTION - OPENING  Vega=$85k GOOGL=130.73 Ref
  568. >>8800 GOOGL Dec23 29th 140 Calls $0.30 (CboeTheo=0.30)  ASK  PHLX 11:26:43.768 IV=24.6% +3.2 BOX 74 x $0.29 - $0.30 x 186 C2  COB/AUCTION - OPENING  Vega=$42k GOOGL=130.73 Ref
  569. SWEEP DETECTED:
    >>2514 NIO Jun24 5.0 Puts $0.38 (CboeTheo=0.35)  ASK  [MULTI] 11:28:00.812 IV=76.9% +3.1 CBOE 110 x $0.33 - $0.38 x 422 EDGX Vega=$3050 NIO=7.71 Ref
  570. SWEEP DETECTED:
    >>2599 CCL Dec23 29th 21.0 Calls $0.27 (CboeTheo=0.26)  ASK  [MULTI] 11:28:48.336 IV=57.5% +3.1 BOX 455 x $0.24 - $0.27 x 603 C2 Vega=$3024 CCL=19.02 Ref
  571. SWEEP DETECTED:
    >>3503 C Jan24 55.0 Calls $0.55 (CboeTheo=0.53)  ASK  [MULTI] 11:32:29.187 IV=28.1% +1.2 C2 241 x $0.53 - $0.55 x 627 EMLD Vega=$17k C=50.88 Ref
  572. SWEEP DETECTED:
    >>5047 C Dec23 52.5 Calls $0.09 (CboeTheo=0.10)  ASK  [MULTI] 11:33:21.190 IV=47.6% +0.5 C2 337 x $0.08 - $0.09 x 882 EDGX Vega=$3176 C=50.88 Ref
  573. >>2000 AEM Jan24 55.0 Calls $1.90 (CboeTheo=1.86)  MID  EDGX 11:33:45.316 IV=27.6% +0.1 AMEX 10 x $1.85 - $1.95 x 84 EDGX  AUCTION  Vega=$14k AEM=54.70 Ref
  574. >>Unusual Volume SHEL - 3x market weighted volume: 11.6k = 14.5k projected vs 4267 adv, 60% calls, 6% of OI [SHEL 65.34 +1.12 Ref, IV=18.3% +0.3]
  575. SWEEP DETECTED:
    >>2809 SAVE Dec23 22nd 12.5 Puts $0.22 (CboeTheo=0.23)  BID  [MULTI] 11:35:56.343 IV=132.0% +6.7 PHLX 50 x $0.21 - $0.34 x 10 ARCA  OPENING  Vega=$1385 SAVE=15.35 Ref
  576. SPLIT TICKET:
    >>1400 SPX Dec23 4750 Calls $3.90 (CboeTheo=3.15)  Above Ask!  [CBOE] 11:36:16.616 IV=14.8% +0.4 CBOE 343 x $3.10 - $3.30 x 935 CBOE  LATE  Vega=$95k SPX=4720.42 Fwd
  577. SPLIT TICKET:
    >>1400 SPX Dec23 4775 Calls $1.20 (CboeTheo=1.02)  Above Ask!  [CBOE] 11:36:16.616 IV=15.8% +1.0 CBOE 2206 x $0.95 - $1.10 x 3020 CBOE  LATE  Vega=$49k SPX=4720.42 Fwd
  578. SWEEP DETECTED:
    >>2000 SOFI Dec23 10.5 Calls $0.03 (CboeTheo=0.03)  ASK  [MULTI] 11:36:20.830 IV=141.7% +24.1 EMLD 6975 x $0.02 - $0.03 x 1610 EMLD  AUCTION  Vega=$174 SOFI=9.38 Ref
  579. SWEEP DETECTED:
    >>Bullish Delta Impact 5000 PNT Jan24 12.5 Puts $0.10 (CboeTheo=0.14)  BID  [MULTI] 11:36:27.496 IV=37.3% -12.2 NOM 3560 x $0.10 - $0.15 x 320 BOX
    Delta=-12%, EST. IMPACT = 59k Shares ($839k) To Buy PNT=14.21 Ref
  580. >>2200 SQ Feb24 80.0 Calls $3.55 (CboeTheo=3.55)  MID  ISE 11:36:40.270 IV=42.7% +0.3 CBOE 328 x $3.50 - $3.60 x 254 CBOE  SPREAD/CROSS/TIED  Vega=$27k SQ=74.72 Ref
  581. SPLIT TICKET:
    >>1009 SPXW Dec23 14th 4640 Puts $0.10 (CboeTheo=0.06)  ASK  [CBOE] 11:36:44.019 IV=32.0% +14.5 CBOE 2038 x $0.05 - $0.10 x 697 CBOE Vega=$2796 SPX=4719.18 Fwd
  582. >>2250 FYBR Jan24 20.0 Puts $0.30 (CboeTheo=0.34)  BID  BOX 11:37:14.947 IV=63.6% -0.1 ARCA 412 x $0.30 - $0.35 x 12 C2  FLOOR  Vega=$3423 FYBR=24.86 Ref
  583. >>2250 FYBR Jan24 20.0 Puts $0.35 (CboeTheo=0.34)  ASK  BOX 11:37:14.947 IV=66.8% +3.1 ARCA 412 x $0.30 - $0.35 x 12 C2  FLOOR  Vega=$3623 FYBR=24.86 Ref
  584. SPLIT TICKET:
    >>4500 FYBR Jan24 20.0 Puts $0.325 (CboeTheo=0.34)  MID  [BOX] 11:37:14.947 IV=63.6% -0.1 ARCA 412 x $0.30 - $0.35 x 12 C2  FLOOR  Vega=$6846 FYBR=24.86 Ref
  585. SPLIT TICKET:
    >>3900 FYBR Jan24 20.0 Puts $0.325 (CboeTheo=0.34)  ASK  [BOX] 11:38:15.932 IV=63.5% -0.2 PHLX 9580 x $0.25 - $0.35 x 2 ARCA  FLOOR  Vega=$5937 FYBR=24.84 Ref
  586. SWEEP DETECTED:
    >>Bullish Delta Impact 1697 AMTX Dec23 5.0 Calls $0.25 (CboeTheo=0.19)  ASK  [MULTI] 11:38:37.703 IV=256.3% +100.8 PHLX 1209 x $0.05 - $0.25 x 986 PHLX
    Delta=48%, EST. IMPACT = 82k Shares ($403k) To Buy AMTX=4.92 Ref
  587. >>3000 SCHW Dec23 29th 69.0 Calls $2.04 (CboeTheo=2.01)  BID  PHLX 11:38:43.124 IV=24.2% +1.1 BOX 87 x $2.00 - $2.19 x 310 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$16k SCHW=70.04 Ref
  588. >>3000 SCHW Dec23 29th 65.0 Puts $0.17 (CboeTheo=0.18)  ASK  PHLX 11:38:43.124 IV=28.5% +5.2 MPRL 130 x $0.14 - $0.17 x 132 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$7091 SCHW=70.04 Ref
  589. >>2000 CBAY Jan24 21.0 Calls $0.90 (CboeTheo=1.01)  BID  BOX 11:38:48.854 IV=49.6% -1.9 BOX 59 x $0.90 - $1.20 x 411 PHLX  FLOOR  Vega=$4957 CBAY=20.04 Ref
  590. >>18000 GE Mar24 105 Calls $18.85 (CboeTheo=18.88)  ASK  AMEX 11:39:31.148 IV=29.3% -0.1 NOM 54 x $18.40 - $19.00 x 6 CBOE  CROSS  Vega=$232k GE=121.34 Ref
  591. SPLIT TICKET:
    >>1000 SPX Feb24 4400 Puts $17.40 (CboeTheo=17.33)  ASK  [CBOE] 11:39:32.419 IV=15.8% +0.4 CBOE 1842 x $17.20 - $17.50 x 1824 CBOE  LATE  Vega=$392k SPX=4758.84 Fwd
  592. SPLIT TICKET:
    >>1000 SPX Jan24 4400 Puts $5.80 (CboeTheo=5.88)  BID  [CBOE] 11:39:32.481 IV=15.5% +0.1 CBOE 3342 x $5.80 - $6.00 x 326 CBOE  LATE  Vega=$185k SPX=4743.01 Fwd
  593. >>2000 TSLA Dec23 250 Calls $2.67 (CboeTheo=2.67)  BID  AMEX 11:39:40.054 IV=54.8% +4.2 NOM 1 x $2.67 - $2.70 x 206 EMLD  SPREAD/CROSS  Vega=$11k TSLA=249.01 Ref
  594. >>2000 TSLA Dec23 250 Puts $3.67 (CboeTheo=3.63)  MID  AMEX 11:39:40.054 IV=55.4% +4.3 MPRL 1 x $3.65 - $3.70 x 456 EDGX  SPREAD/CROSS  Vega=$11k TSLA=249.01 Ref
  595. >>2250 AU Dec23 18.0 Calls $0.30 (CboeTheo=0.41)  ASK  ISE 11:40:00.049 IV=73.5% +17.6 PHLX 793 x $0.15 - $0.30 x 1330 PHLX  CROSS  Vega=$927 AU=18.00 Ref
  596. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ALTO Dec23 3.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 11:39:58.934 IV=144.2% +2.7 ARCA 0 x $0.00 - $0.05 x 436 MPRL
    Delta=33%, EST. IMPACT = 33k Shares ($96k) To Buy ALTO=2.88 Ref
  597. SWEEP DETECTED:
    >>3180 CVX Jan24 130 Puts $0.21 (CboeTheo=0.20)  ASK  [MULTI] 11:40:09.921 IV=26.1% +1.8 C2 138 x $0.19 - $0.21 x 435 EMLD Vega=$14k CVX=148.60 Ref
  598. >>4000 SCHW Jan24 55.0 Puts $0.16 (CboeTheo=0.14)  ASK  ARCA 11:40:45.557 IV=46.3% +6.4 MPRL 283 x $0.13 - $0.16 x 606 CBOE  SPREAD/FLOOR  Vega=$7422 SCHW=70.17 Ref
  599. >>4820 SCHW Jan24 57.5 Puts $0.20 (CboeTheo=0.19)  ASK  ARCA 11:40:45.557 IV=41.2% +5.3 EMLD 59 x $0.18 - $0.20 x 143 CBOE  SPREAD/FLOOR  Vega=$11k SCHW=70.17 Ref
  600. >>4805 SCHW Mar24 52.5 Puts $0.41 (CboeTheo=0.37)  ASK  ARCA 11:40:45.558 IV=41.2% +3.7 NOM 1 x $0.37 - $0.41 x 294 CBOE  SPREAD/FLOOR  Vega=$21k SCHW=70.17 Ref
  601. >>2000 PCT Dec23 3.0 Calls $2.50 (CboeTheo=2.53)  BID  EDGX 11:40:54.146 GEMX 5 x $2.50 - $2.60 x 16 MPRL  CROSS  Vega=$0 PCT=5.53 Ref
  602. >>2000 SQ Jan24 65.0 Calls $10.66 (CboeTheo=10.71)  BID  ISE 11:40:54.731 IV=41.9% +0.6 EDGX 101 x $10.65 - $10.75 x 53 CBOE  SPREAD/CROSS/TIED  Vega=$9739 SQ=74.64 Ref
  603. >>2000 SQ Jan24 80.0 Calls $2.00 (CboeTheo=1.98)  ASK  ISE 11:40:54.731 IV=41.1% -0.2 EDGX 252 x $1.97 - $2.00 x 40 MPRL  SPREAD/CROSS/TIED  Vega=$17k SQ=74.64 Ref
  604. SWEEP DETECTED:
    >>Bullish Delta Impact 1974 ALTO Dec23 3.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 11:41:03.076 IV=139.0% -2.6 BOX 0 x $0.00 - $0.05 x 555 C2  OPENING 
    Delta=34%, EST. IMPACT = 67k Shares ($195k) To Buy ALTO=2.90 Ref
  605. SPLIT TICKET:
    >>1000 SPX Jan24 4450 Puts $7.70 (CboeTheo=7.44)  Above Ask!  [CBOE] 11:42:17.918 IV=14.7% +0.3 CBOE 798 x $7.40 - $7.60 x 2961 CBOE  LATE  Vega=$229k SPX=4746.38 Fwd
  606. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $4.60 (CboeTheo=4.61)  MID  [CBOE] 11:42:17.986 IV=16.6% +0.0 CBOE 4305 x $4.50 - $4.70 x 1811 CBOE  LATE  Vega=$152k SPX=4746.38 Fwd
  607. SPLIT TICKET:
    >>2750 SPX Mar24 3800 Puts $6.80 (CboeTheo=6.63)  ASK  [CBOE] 11:43:31.628 IV=24.9% +0.5 CBOE 1450 x $6.60 - $6.80 x 2070 CBOE Vega=$458k SPX=4775.93 Fwd
  608. >>8100 HEAR Dec23 11.0 Calls $0.43 (CboeTheo=0.36)  ASK  BOX 11:43:46.625 IV=91.8% +39.0 PHLX 185 x $0.25 - $0.45 x 41 EDGX  SPREAD/FLOOR  Vega=$1780 HEAR=11.30 Ref
  609. >>2500 LTHM Jan24 17.5 Calls $1.15 (CboeTheo=1.17)  BID  BOX 11:43:57.317 IV=61.8% -2.0 PHLX 738 x $1.15 - $1.20 x 2 ISE  FLOOR  Vega=$5346 LTHM=17.02 Ref
  610. SWEEP DETECTED:
    >>Bullish Delta Impact 1014 TPIC Feb24 5.0 Calls $0.399 (CboeTheo=0.38)  ASK  [MULTI] 11:44:25.346 IV=133.5% -6.1 ARCA 65 x $0.35 - $0.40 x 270 PHLX  ISO - OPENING 
    Delta=39%, EST. IMPACT = 39k Shares ($139k) To Buy TPIC=3.52 Ref
  611. SWEEP DETECTED:
    >>Bullish Delta Impact 768 TPIC May24 5.0 Calls $0.85 (CboeTheo=0.75)  ASK  [MULTI] 11:44:25.348 IV=136.0% +14.0 AMEX 6 x $0.60 - $0.85 x 286 PHLX  ISO - OPENING 
    Delta=53%, EST. IMPACT = 41k Shares ($145k) To Buy TPIC=3.53 Ref
  612. SWEEP DETECTED:
    >>2115 BAC Dec23 29th 35.0 Calls $0.24 (CboeTheo=0.23)  ASK  [MULTI] 11:44:32.332 IV=23.9% -0.9 C2 2293 x $0.23 - $0.24 x 831 C2  OPENING  Vega=$4683 BAC=33.74 Ref
  613. SWEEP DETECTED:
    >>Bullish Delta Impact 2336 EBIX Jan24 5th 5.5 Calls $0.877 (CboeTheo=0.70)  Above Ask!  [MULTI] 11:44:41.027 IV=188.8% +22.1 EDGX 146 x $0.65 - $0.80 x 34 ARCA  ISO - OPENING 
    Delta=53%, EST. IMPACT = 125k Shares ($638k) To Buy EBIX=5.12 Ref
  614. >>7000 CVX Feb24 140 Puts $2.47 (CboeTheo=2.43)  ASK  PHLX 11:44:44.515 IV=24.1% +1.0 BOX 14 x $2.42 - $2.48 x 16 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$141k CVX=148.75 Ref
  615. >>7000 CVX Feb24 135 Puts $1.43 (CboeTheo=1.42)  BID  PHLX 11:44:44.515 IV=25.0% +0.9 ARCA 55 x $1.42 - $1.47 x 5 MRX  SPREAD/CROSS/TIED  Vega=$110k CVX=148.75 Ref
  616. >>Market Color RIG - Bullish option flow detected in Transocean (6.28 +0.32) with 39,417 calls trading (4x expected) and implied vol increasing almost 2 points to 49.02%. . The Put/Call Ratio is 0.09. Earnings are expected on 02/20. [RIG 6.28 +0.32 Ref, IV=49.0% +2.0] #Bullish
  617. SWEEP DETECTED:
    >>2507 NWL Jan24 10.0 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 11:46:15.944 IV=46.4% -4.4 PHLX 183 x $0.20 - $0.25 x 408 AMEX Vega=$2571 NWL=9.18 Ref
  618. SWEEP DETECTED:
    >>5470 BAC Dec23 34.5 Calls $0.11 (CboeTheo=0.09)  ASK  [MULTI] 11:47:12.322 IV=42.6% -7.9 C2 4136 x $0.10 - $0.11 x 2636 EMLD  OPENING  Vega=$3253 BAC=33.88 Ref
  619. >>5413 GT Jan25 10.0 Puts $0.55 (CboeTheo=0.51)  ASK  ISE 11:47:20.317 IV=47.8% +2.7 PHLX 13 x $0.50 - $0.55 x 113 PHLX  SPREAD/CROSS/TIED  Vega=$17k GT=15.21 Ref
  620. >>6590 XP Dec23 25.0 Calls $0.70 (CboeTheo=0.77)  MID  ARCA 11:49:21.625 IV=60.5% -5.8 EMLD 252 x $0.65 - $0.75 x 387 PHLX  SPREAD/CROSS  Vega=$3103 XP=25.54 Ref
  621. >>6590 XP Dec23 23.0 Calls $2.56 (CboeTheo=2.58)  ASK  ARCA 11:49:21.625 BOX 30 x $2.50 - $2.60 x 10 BOX  SPREAD/CROSS  Vega=$0 XP=25.54 Ref
  622. >>Unusual Volume ET - 3x market weighted volume: 68.9k = 81.5k projected vs 26.7k adv, 96% calls, 6% of OI [ET 13.88 +0.35 Ref, IV=15.6% -0.2]
  623. >>3900 C Sep24 47.0 Puts $2.67 (CboeTheo=2.68)  BID  AMEX 11:51:58.041 IV=26.8% +0.8 EMLD 95 x $2.66 - $2.70 x 32 BZX  CROSS  Vega=$60k C=50.89 Ref
  624. SPLIT TICKET:
    >>1537 SPX Dec23 4775 Calls $1.30 (CboeTheo=1.26)  ASK  [CBOE] 11:52:28.628 IV=14.7% -0.0 CBOE 564 x $1.20 - $1.30 x 976 CBOE Vega=$59k SPX=4726.76 Fwd
  625. >>Unusual Volume CHPT - 3x market weighted volume: 337.2k = 395.4k projected vs 122.7k adv, 95% calls, 30% of OI [CHPT 2.87 +0.47 Ref, IV=111.3% +6.2]
  626. >>2400 SHEL Jun24 57.5 Puts $1.20 (CboeTheo=1.24)  BID  CBOE 11:52:55.339 IV=23.1% -0.2 MPRL 34 x $1.20 - $1.25 x 42 C2  SPREAD/LEGGED/FLOOR - OPENING  Vega=$30k SHEL=65.33 Ref
  627. >>2400 SHEL Jun24 72.5 Calls $1.40 (CboeTheo=1.33)  ASK  CBOE 11:52:55.446 IV=19.5% +0.3 CBOE 216 x $1.25 - $1.40 x 536 ARCA  SPREAD/LEGGED/FLOOR - OPENING  Vega=$37k SHEL=65.33 Ref
  628. >>2000 EBIX Dec23 15.0 Calls $0.01  BID  CBOE 11:53:02.695 IV=767.1% +127.9 BZX 0 x $0.00 - $0.05 x 250 BZX  AUCTION  Vega=$22 EBIX=5.25 Ref
  629. SPLIT TICKET:
    >>1000 SPX Dec23 4750 Calls $4.21 (CboeTheo=4.20)  Above Ask!  [CBOE] 11:53:08.277 IV=13.6% -0.9 CBOE 1 x $4.00 - $4.10 x 159 CBOE  LATE  Vega=$72k SPX=4726.20 Fwd
  630. SPLIT TICKET:
    >>1000 SPX Dec23 4700 Puts $3.09 (CboeTheo=3.22)  Below Bid!  [CBOE] 11:53:08.277 IV=12.7% -0.4 CBOE 1080 x $3.10 - $3.30 x 153 CBOE  LATE  Vega=$65k SPX=4726.20 Fwd
  631. SPLIT TICKET:
    >>1629 SPX Dec23 4775 Calls $1.40 (CboeTheo=1.36)  ASK  [CBOE] 11:53:38.030 IV=14.8% +0.1 CBOE 1543 x $1.25 - $1.40 x 802 CBOE Vega=$65k SPX=4727.55 Fwd
  632. >>2000 CTVA Jan24 50.0 Calls $0.65 (CboeTheo=0.63)  MID  BOX 11:54:11.317 IV=24.6% -3.7 BZX 56 x $0.60 - $0.70 x 192 PHLX  FLOOR - OPENING  Vega=$10k CTVA=47.44 Ref
  633. SWEEP DETECTED:
    >>2250 AMD Feb24 105 Puts $0.76 (CboeTheo=0.75)  ASK  [MULTI] 11:54:18.394 IV=46.3% +0.3 NOM 30 x $0.74 - $0.76 x 261 MIAX  ISO   52WeekHigh  Vega=$16k AMD=137.71 Ref
  634. >>2074 TFC Jan24 35.0 Calls $2.79 (CboeTheo=2.83)  BID  CBOE 11:54:53.558 IV=31.3% +3.0 PHLX 116 x $2.75 - $2.90 x 347 MIAX  AUCTION  Vega=$7719 TFC=37.00 Ref
  635. SWEEP DETECTED:
    >>2000 CGC Jan24 1.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 11:55:12.565 IV=159.7% +3.0 EMLD 521 x $0.02 - $0.03 x 338 BZX  SSR  Vega=$87 CGC=0.56 Ref
  636. >>4750 BAC Sep24 32.0 Puts $1.84 (CboeTheo=1.83)  ASK  PHLX 11:56:34.682 IV=25.9% +1.1 EMLD 586 x $1.81 - $1.84 x 191 EMLD  SPREAD/CROSS/TIED  Vega=$50k BAC=33.88 Ref
  637. SWEEP DETECTED:
    >>2000 BABA Jan24 12th 105 Calls $0.109 (CboeTheo=0.08)  ASK  [MULTI] 11:57:05.433 IV=63.6% +1.6 CBOE 850 x $0.01 - $0.11 x 630 EDGX  OPENING  Vega=$2390 BABA=73.08 Ref
  638. >>3600 PACB Jan24 11.0 Calls $0.60 (CboeTheo=0.53)  ASK  PHLX 11:57:58.750 IV=77.7% +0.8 CBOE 1800 x $0.50 - $0.65 x 1202 CBOE  SPREAD/FLOOR - OPENING  Vega=$4355 PACB=9.94 Ref
  639. >>3600 PACB Dec23 10.0 Calls $0.15 (CboeTheo=0.35)  BID  PHLX 11:57:58.750 IV=79.3% -52.2 ARCA 8 x $0.15 - $0.20 x 5 MRX  SPREAD/FLOOR  Vega=$809 PACB=9.94 Ref
  640. >>3000 RUN Jan24 17.5 Calls $2.58 (CboeTheo=2.55)  ASK  AMEX 11:58:17.107 IV=96.5% +7.6 ARCA 17 x $2.52 - $2.58 x 141 EMLD  SPREAD/FLOOR  Vega=$6560 RUN=18.20 Ref
  641. >>5000 RUN Jan24 22.5 Calls $1.03 (CboeTheo=0.97)  Above Ask!  AMEX 11:58:17.107 IV=102.7% +11.1 MPRL 17 x $0.98 - $1.01 x 47 EDGX  SPREAD/FLOOR - OPENING  Vega=$10k RUN=18.20 Ref
  642. >>Unusual Volume HPP - 3x market weighted volume: 6202 = 7061 projected vs 2353 adv, 95% calls, 13% of OI [HPP 8.99 +0.91 Ref, IV=70.8% +7.6]
  643. >>3680 KSS Feb24 25.0 Puts $0.90 (CboeTheo=0.85)  ASK  ARCA 11:59:42.217 IV=55.4% BXO 12 x $0.81 - $0.92 x 12 BXO  CROSS - OPENING  Vega=$13k KSS=29.09 Ref
  644. >>5000 T Dec23 16.5 Calls $0.25 (CboeTheo=0.25)  ASK  ARCA 12:00:05.009 IV=31.1% -0.8 C2 2319 x $0.23 - $0.25 x 5000 ARCA Vega=$1482 T=16.70 Ref
  645. >>Unusual Volume WAL - 3x market weighted volume: 12.7k = 14.4k projected vs 4605 adv, 88% calls, 13% of OI [WAL 65.53 +4.90 Ref, IV=41.2% +2.3]
  646. SWEEP DETECTED:
    >>2140 AMD Jan24 100 Puts $0.13 (CboeTheo=0.11)  ASK  [MULTI] 12:00:32.059 IV=50.2% +2.8 C2 401 x $0.11 - $0.13 x 943 EMLD  52WeekHigh  Vega=$3865 AMD=137.79 Ref
  647. >>3055 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.03)  ASK  C2 12:00:43.692 IV=276.3% -46.0 C2 1940 x $0.01 - $0.02 x 2465 EMLD  ISO  Vega=$50 NKLA=0.90 Ref
  648. >>3000 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.03)  ASK  C2 12:00:43.692 IV=276.3% -46.0 C2 1940 x $0.01 - $0.02 x 2465 EMLD  ISO  Vega=$49 NKLA=0.90 Ref
  649. SWEEP DETECTED:
    >>12769 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.03)  ASK  [MULTI] 12:00:43.692 IV=276.3% -46.0 C2 1940 x $0.01 - $0.02 x 11k C2  ISO  Vega=$209 NKLA=0.90 Ref
  650. SWEEP DETECTED:
    >>5440 AAPL Jan24 170 Puts $0.17 (CboeTheo=0.16)  ASK  [MULTI] 12:01:18.315 IV=26.3% +0.4 EMLD 173 x $0.16 - $0.17 x 744 AMEX  52WeekHigh  Vega=$22k AAPL=197.70 Ref
  651. >>2498 CCCC Jan24 5.0 Puts $0.85 (CboeTheo=0.84)  BID  ISE 12:01:31.100 IV=235.7% +22.0 ISE 393 x $0.85 - $0.90 x 1621 C2  OPENING  Vega=$1549 CCCC=7.42 Ref
  652. >>5200 OPEN Feb24 4.5 Calls $0.88 (CboeTheo=0.90)  ASK  AMEX 12:02:11.207 IV=95.8% +2.8 PHLX 3987 x $0.81 - $0.91 x 1 NOM  SPREAD/FLOOR - OPENING  Vega=$3872 OPEN=4.72 Ref
  653. >>3000 OPEN Feb24 3.5 Calls $1.53 (CboeTheo=1.51)  ASK  AMEX 12:02:11.207 IV=107.4% +9.0 GEMX 8 x $1.48 - $1.53 x 6 GEMX  SPREAD/FLOOR  Vega=$1563 OPEN=4.72 Ref
  654. >>1305 SPX Jan24 3915 Puts $1.45 (CboeTheo=1.34)  ASK  CBOE 12:02:36.324 IV=27.3% +0.5 CBOE 5112 x $1.30 - $1.45 x 3419 CBOE  OPENING  Vega=$58k SPX=4751.48 Fwd
  655. SPLIT TICKET:
    >>4886 SPX Jan24 3915 Puts $1.45 (CboeTheo=1.34)  ASK  [CBOE] 12:02:36.324 IV=27.3% +0.5 CBOE 5112 x $1.30 - $1.45 x 2148 CBOE  OPENING  Vega=$218k SPX=4751.48 Fwd
  656. SWEEP DETECTED:
    >>Bullish Delta Impact 2750 WW Jan24 12th 9.0 Calls $0.55 (CboeTheo=0.50)  ASK  [MULTI] 12:04:02.577 IV=113.0% -3.3 AMEX 1659 x $0.45 - $0.55 x 420 AMEX  OPENING 
    Delta=38%, EST. IMPACT = 105k Shares ($810k) To Buy WW=7.72 Ref
  657. >>3944 STNE Jan24 12.0 Calls $5.15 (CboeTheo=5.22)  BID  ARCA 12:04:23.057 IV=56.0% -15.3 EDGX 388 x $5.10 - $5.30 x 214 EDGX  SPREAD/FLOOR   52WeekHigh  Vega=$930 STNE=17.11 Ref
  658. >>5256 STNE Jan24 15.0 Calls $2.41 (CboeTheo=2.38)  ASK  ARCA 12:04:23.056 IV=49.2% +4.8 EDGX 215 x $2.35 - $2.45 x 91 PHLX  SPREAD/FLOOR   52WeekHigh  Vega=$7269 STNE=17.11 Ref
  659. SWEEP DETECTED:
    >>2273 GM Jan24 31.0 Calls $5.00 (CboeTheo=5.02)  ASK  [MULTI] 12:04:47.988 IV=30.0% +1.0 PHLX 1195 x $4.95 - $5.00 x 50 ARCA  ISO  Vega=$2884 GM=35.74 Ref
  660. SWEEP DETECTED:
    >>3000 MARA Dec23 22nd 16.0 Puts $0.445 (CboeTheo=0.45)  Below Bid!  [MULTI] 12:05:02.113 IV=104.3% +1.2 MPRL 40 x $0.45 - $0.49 x 448 EDGX Vega=$2522 MARA=17.52 Ref
  661. >>1613 VIX Dec23 20th 28.0 Calls $0.02 (CboeTheo=0.02)  BID  CBOE 12:05:05.635 IV=279.2% +16.2 CBOE 1099 x $0.02 - $0.03 x 14k CBOE Vega=$94 VIX=12.18 Fwd
  662. >>18500 ET Jan24 14.0 Calls $0.26 (CboeTheo=0.22)  Above Ask!  BOX 12:05:06.204 IV=16.3% +2.5 EMLD 191 x $0.23 - $0.24 x 17 ARCA  SPREAD/FLOOR  Vega=$32k ET=13.88 Ref
  663. >>18500 ET Jan24 26th 14.5 Calls $0.10 (CboeTheo=0.13)  BID  BOX 12:05:06.204 IV=15.0% -5.3 BZX 21 x $0.10 - $0.12 x 64 BZX  SPREAD/FLOOR - OPENING  Vega=$28k ET=13.88 Ref
  664. SPLIT TICKET:
    >>2000 VIX Dec23 20th 28.0 Calls $0.02 (CboeTheo=0.02)  BID  [CBOE] 12:05:05.635 IV=279.2% +16.2 CBOE 1099 x $0.02 - $0.03 x 14k CBOE Vega=$116 VIX=12.18 Fwd
  665. SWEEP DETECTED:
    >>2639 MARA Dec23 22nd 16.0 Puts $0.43 (CboeTheo=0.45)  BID  [MULTI] 12:05:44.786 IV=101.9% -1.2 MPRL 60 x $0.43 - $0.45 x 481 GEMX Vega=$2201 MARA=17.52 Ref
  666. >>1049 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.01)  ASK  CBOE 12:06:02.426 IV=298.2% +19.0 CBOE 0 x $0.00 - $0.02 x 437 CBOE Vega=$58 VIX=12.18 Fwd
  667. >>2000 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.01)  ASK  CBOE 12:06:02.426 IV=298.2% +19.0 CBOE 0 x $0.00 - $0.02 x 1486 CBOE Vega=$111 VIX=12.18 Fwd
  668. >>1060 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.01)  ASK  CBOE 12:06:02.426 IV=298.2% +19.0 CBOE 0 x $0.00 - $0.02 x 1486 CBOE Vega=$59 VIX=12.18 Fwd
  669. SPLIT TICKET:
    >>4546 VIX Dec23 20th 30.0 Calls $0.02 (CboeTheo=0.01)  ASK  [CBOE] 12:06:02.426 IV=298.2% +19.0 CBOE 0 x $0.00 - $0.02 x 437 CBOE Vega=$252 VIX=12.18 Fwd
  670. SWEEP DETECTED:
    >>2250 SOFI Sep24 17.0 Calls $0.66 (CboeTheo=0.67)  BID  [MULTI] 12:06:03.259 IV=65.8% +0.4 MPRL 255 x $0.66 - $0.68 x 110 BZX  OPENING  Vega=$6118 SOFI=9.51 Ref
  671. >>5000 T Dec23 16.5 Calls $0.26 (CboeTheo=0.27)  ASK  EMLD 12:06:33.369 IV=26.9% -4.9 BZX 33 x $0.25 - $0.26 x 5000 EMLD Vega=$1251 T=16.72 Ref
  672. >>2000 WBA Feb24 27.5 Calls $1.27 (CboeTheo=1.22)  ASK  CBOE 12:07:19.910 IV=45.9% GEMX 83 x $1.20 - $1.30 x 12 BOX  SPREAD/CROSS - OPENING  Vega=$8200 WBA=25.64 Ref
  673. >>2000 WBA Apr24 25.0 Calls $2.93 (CboeTheo=2.93)  BID  CBOE 12:07:19.910 IV=43.6% -0.4 CBOE 124 x $2.93 - $3.00 x 225 EDGX  SPREAD/CROSS  Vega=$12k WBA=25.64 Ref
  674. SWEEP DETECTED:
    >>2024 NEM Dec23 42.0 Calls $0.14 (CboeTheo=0.15)  ASK  [MULTI] 12:07:30.298 IV=41.1% -7.6 NOM 5 x $0.13 - $0.14 x 376 EDGX  ISO  Vega=$1511 NEM=41.31 Ref
  675. SWEEP DETECTED:
    >>2086 NEM Dec23 42.0 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 12:07:34.000 IV=41.8% -6.9 NOM 5 x $0.14 - $0.15 x 248 NOM  ISO  Vega=$1591 NEM=41.34 Ref
  676. >>55000 CHPT Feb24 3.0 Calls $0.45 (CboeTheo=0.45)  MID  AMEX 12:07:41.143 IV=107.3% -3.4 ARCA 2 x $0.44 - $0.46 x 68 PHLX  SPREAD/FLOOR - OPENING  Vega=$26k CHPT=2.87 Ref
  677. >>25000 CHPT Dec23 3.0 Calls $0.07 (CboeTheo=0.10)  BID  AMEX 12:07:41.144 IV=191.4% -25.9 EDGX 535 x $0.07 - $0.08 x 33 ARCA  SPREAD/FLOOR - OPENING  Vega=$1512 CHPT=2.87 Ref
  678. >>55000 CHPT Dec23 2.5 Calls $0.37 (CboeTheo=0.40)  Below Bid!  AMEX 12:07:41.145 IV=158.7% +39.1 BXO 3 x $0.38 - $0.40 x 25 MPRL  SPREAD/FLOOR - OPENING  Vega=$1023 CHPT=2.87 Ref
  679. SWEEP DETECTED:
    >>2145 TSLA Dec23 225 Puts $0.06 (CboeTheo=0.06)  BID  [MULTI] 12:07:44.353 IV=85.5% +30.5 EMLD 779 x $0.06 - $0.07 x 1099 EMLD Vega=$1114 TSLA=250.04 Ref
  680. SWEEP DETECTED:
    >>2110 O Dec23 57.5 Calls $0.70 (CboeTheo=1.02)  ASK  [MULTI] 12:09:06.365 IV=30.0% +7.0 EDGX 356 x $0.60 - $0.70 x 445 AMEX  OPENING  Vega=$2428 O=58.02 Ref
  681. SWEEP DETECTED:
    >>3001 C Jun24 52.5 Calls $3.248 (CboeTheo=3.19)  ASK  [MULTI] 12:09:28.141 IV=25.6% +1.5 C2 2657 x $3.20 - $3.25 x 415 CBOE  ISO  Vega=$43k C=50.98 Ref
  682. SWEEP DETECTED:
    >>2714 MARA Dec23 22nd 16.5 Puts $0.57 (CboeTheo=0.59)  MID  [MULTI] 12:09:28.261 IV=102.0% -6.2 NOM 12 x $0.57 - $0.57 x 1849 ARCA  OPENING  Vega=$2510 MARA=17.61 Ref
  683. SWEEP DETECTED:
    >>3008 PLTR Dec23 19.0 Calls $0.06 (CboeTheo=0.09)  BID  [MULTI] 12:09:30.785 IV=75.2% +5.0 EMLD 4088 x $0.06 - $0.07 x 625 EMLD Vega=$736 PLTR=18.16 Ref
  684. SWEEP DETECTED:
    >>2985 TSLA Dec23 225 Puts $0.06 (CboeTheo=0.06)  BID  [MULTI] 12:09:59.768 IV=86.0% +31.0 EMLD 559 x $0.06 - $0.07 x 795 EMLD Vega=$1543 TSLA=250.20 Ref
  685. SWEEP DETECTED:
    >>Bullish Delta Impact 600 CAKE Jan24 35.0 Calls $1.00 (CboeTheo=0.82)  ASK  [MULTI] 12:10:11.612 IV=31.3% +3.5 CBOE 105 x $0.85 - $1.00 x 70 PHLX
    Delta=43%, EST. IMPACT = 26k Shares ($878k) To Buy CAKE=34.09 Ref
  686. >>Unusual Volume CMA - 3x market weighted volume: 8303 = 9104 projected vs 2946 adv, 81% calls, 12% of OI [CMA 57.13 +4.79 Ref, IV=38.8% +3.0]
  687. >>5000 C Jun24 52.5 Calls $3.30 (CboeTheo=3.28)  MID  EDGX 12:10:32.862 IV=25.5% +1.4 ARCA 35 x $3.25 - $3.35 x 90 PHLX Vega=$72k C=51.11 Ref
  688. >>5000 IGT Feb24 31.0 Calls $0.70 (CboeTheo=0.68)  BID  AMEX 12:10:47.516 IV=34.2% PHLX 400 x $0.53 - $0.94 x 250 PHLX  SPREAD/FLOOR - OPENING  Vega=$20k IGT=28.11 Ref
  689. >>5000 IGT Apr24 31.0 Calls $1.40 (CboeTheo=1.40)  MID  AMEX 12:10:47.515 IV=35.6% +0.5 BOX 21 x $1.37 - $1.42 x 116 PHLX  SPREAD/FLOOR - OPENING  Vega=$32k IGT=28.11 Ref
  690. SWEEP DETECTED:
    >>2002 C Jun24 52.5 Calls $3.30 (CboeTheo=3.28)  MID  [MULTI] 12:11:03.079 IV=25.6% +1.5 BOX 106 x $3.25 - $3.35 x 267 PHLX Vega=$29k C=51.08 Ref
  691. >>Unusual Volume ZION - 3x market weighted volume: 14.4k = 15.7k projected vs 5217 adv, 51% puts, 8% of OI [ZION 45.88 +4.05 Ref, IV=44.4% +4.7]
  692. SPLIT TICKET:
    >>3000 SPX Dec23 4825 Calls $0.45 (CboeTheo=0.39)  ASK  [CBOE] 12:11:30.687 IV=20.3% +0.7 CBOE 2489 x $0.35 - $0.45 x 859 CBOE Vega=$45k SPX=4731.35 Fwd
  693. >>1021 SPXW Dec23 14th 4750 Calls $1.25 (CboeTheo=1.29)  ASK  CBOE 12:12:11.779 IV=17.1% +1.0 CBOE 473 x $1.20 - $1.25 x 1 CBOE Vega=$24k SPX=4732.08 Fwd
  694. SPLIT TICKET:
    >>1116 SPXW Dec23 14th 4750 Calls $1.25 (CboeTheo=1.26)  ASK  [CBOE] 12:12:10.435 IV=17.2% +1.2 CBOE 324 x $1.20 - $1.25 x 1099 CBOE Vega=$26k SPX=4731.89 Fwd
  695. >>2000 AAPL Feb24 190 Puts $3.10 (CboeTheo=3.07)  ASK  PHLX 12:12:26.787 IV=21.2% +0.2 CBOE 1295 x $3.05 - $3.10 x 22 MPRL  SPREAD/CROSS/TIED   52WeekHigh  Vega=$56k AAPL=198.00 Ref
  696. >>2000 AAPL Feb24 200 Calls $6.30 (CboeTheo=6.31)  MID  PHLX 12:12:26.787 IV=19.3% +0.2 EDGX 880 x $6.25 - $6.35 x 209 EMLD  SPREAD/CROSS/TIED   52WeekHigh  Vega=$66k AAPL=198.00 Ref
  697. >>1000 SPXW Jan24 5th 3900 Puts $0.85 (CboeTheo=0.80)  MID  CBOE 12:12:58.320 IV=32.9% +0.3 CBOE 791 x $0.80 - $0.90 x 626 CBOE  LATE  Vega=$24k SPX=4746.86 Fwd
  698. SPLIT TICKET:
    >>5900 SPXW Jan24 5th 3900 Puts $0.85 (CboeTheo=0.80)  MID  [CBOE] 12:12:58.234 IV=32.9% +0.3 CBOE 791 x $0.80 - $0.90 x 626 CBOE  LATE - OPENING  Vega=$141k SPX=4746.86 Fwd
  699. SWEEP DETECTED:
    >>2070 PFE Jun24 22.5 Puts $0.69 (CboeTheo=0.71)  BID  [MULTI] 12:13:06.549 IV=29.7% +0.0 NOM 6 x $0.69 - $0.72 x 10 BZX  ISO  Vega=$11k PFE=26.34 Ref
  700. >>2000 GXO Jan24 65.0 Calls $0.55 (CboeTheo=0.62)  MID  BOX 12:13:09.489 IV=25.5% -4.3 ARCA 6 x $0.50 - $0.60 x 17 BOX  SPREAD/FLOOR - OPENING  Vega=$11k GXO=60.40 Ref
  701. >>2000 GXO Jan24 60.0 Puts $1.75 (CboeTheo=1.61)  ASK  BOX 12:13:09.489 IV=27.4% +3.4 ARCA 10 x $1.60 - $1.75 x 20 PHLX  SPREAD/FLOOR - OPENING  Vega=$15k GXO=60.40 Ref
  702. >>2000 GXO Jan24 55.0 Puts $0.25 (CboeTheo=0.53)  BID  BOX 12:13:09.489 IV=25.7% -3.8 PHLX 62 x $0.25 - $0.45 x 47 BOX  SPREAD/FLOOR - OPENING  Vega=$7071 GXO=60.40 Ref
  703. >>3478 Z Aug24 40.0 Puts $2.06 (CboeTheo=1.89)  Above Ask!  PHLX 12:14:28.364 IV=49.8% +2.3 BOX 21 x $1.85 - $1.92 x 2 BOX  COB/AUCTION  Vega=$36k Z=54.73 Ref
  704. >>3478 Z Aug24 45.0 Puts $3.32 (CboeTheo=3.11)  Above Ask!  PHLX 12:14:28.364 IV=47.9% +2.2 PHLX 27 x $3.05 - $3.20 x 25 CBOE  COB/AUCTION - OPENING  Vega=$46k Z=54.73 Ref
  705. SWEEP DETECTED:
    >>Bullish Delta Impact 2040 HPP Jun24 5.0 Calls $4.40 (CboeTheo=4.33)  ASK  [MULTI] 12:14:29.148 IV=80.4% +14.1 MIAX 2 x $4.30 - $4.40 x 34 BZX
    Delta=91%, EST. IMPACT = 186k Shares ($1.67m) To Buy HPP=8.99 Ref
  706. >>Market Color AA - Bullish option flow detected in Alcoa (29.07 +3.09) with 28,220 calls trading (5x expected) and implied vol increasing over 5 points to 54.09%. . The Put/Call Ratio is 0.46. Earnings are expected on 01/17.AA 29.07 +3.09 Ref, IV=54.1% +5.4] #Bullish
  707. >>Market Color .SPX - S&P500 index option volume at midday totals 2455359 contracts as the index trades near $4733.86 (26.77). Front term atm implied vols are near 10.1% and the CBOE VIX is currently near 12.03 (-0.16). 
  708. >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 1333930 contracts changing hands. Most actives include Exxon Mobil(XOM), Occidental Petroleum(OXY), Plug Power(PLUG). The sector ETF, XLE is up 2.195 to 84.525 with 30 day implied volatility relatively flat at 19.5%  #sector
  709. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 3 to 1 and 3861259 contracts changing hands. Most actives include SoFi Technologies(SOFI), Bank of America(BAC), Citi(C). The sector ETF, XLF is up 0.475 to 37.675 with 30 day implied volatility relatively flat at 12.1%  #sector
  710. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 6388237 contracts trading marketwide. Most actives include Apple(AAPL), NVIDIA(NVDA), Advanced Micro Devices(AMD). The sector ETF, XLK is little changed -0.005 to 191.205 with 30 day implied volatility relatively flat at 14.5%  #sector
  711. >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 5722424 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), Ford(F). The sector ETF, XLY is up 2.885 to 179.355 with 30 day implied volatility relatively flat at 16.2%  #sector
  712. >>Market Color @HLTH - Health Care sector option volume is relatively heavy today, with calls leading puts 5 to 2 and 1103517 contracts changing hands. Most actives include Pfizer(PFE), Moderna(MRNA), C4 Therapeutics(CCCC). The sector ETF, XLV is down -0.245 to 135.725 with 30 day implied volatility relatively flat at 11.0%  #sector
  713. >>Market Color @MAT - Basic Materials sector option volume is relatively heavy today, with calls leading puts 3 to 1 and 581913 contracts trading marketwide. Most actives include Freeport McMoRan(FCX), Cleveland-Cliffs(CLF), Barrick Gold(GOLD). The sector ETF, XLB is up 1.625 to 85.625 with 30 day implied volatility relatively flat at 12.7%  #sector
  714. >>4000 WAL Jan24 65.0 Calls $3.70 (CboeTheo=3.75)  BID  BOX 12:15:16.768 IV=39.6% +3.1 BOX 23 x $3.70 - $3.90 x 50 PHLX  SPREAD/CROSS - OPENING  Vega=$32k WAL=65.52 Ref
  715. >>4000 WAL Jan24 60.0 Calls $7.20 (CboeTheo=7.18)  ASK  BOX 12:15:16.768 IV=44.9% +7.5 BZX 28 x $7.00 - $7.20 x 2 GEMX  SPREAD/CROSS  Vega=$25k WAL=65.52 Ref
  716. >>2000 BAC Jan25 28.0 Puts $1.28 (CboeTheo=1.26)  Above Ask!  AMEX 12:15:34.538 IV=29.5% +1.2 ARCA 4 x $1.25 - $1.27 x 252 BZX  FLOOR  Vega=$19k BAC=33.95 Ref
  717. >>3000 IGT Dec23 29.0 Calls $0.14 (CboeTheo=0.10)  ASK  ISE 12:15:37.130 IV=69.7% +4.0 EDGX 8 x $0.03 - $0.22 x 2 C2  AUCTION  Vega=$1435 IGT=28.09 Ref
  718. SWEEP DETECTED:
    >>2254 AMZN Jan24 155 Puts $8.30 (CboeTheo=8.24)  ASK  [MULTI] 12:15:52.424 IV=23.9% +1.0 MPRL 105 x $8.20 - $8.30 x 451 CBOE  52WeekHigh  Vega=$36k AMZN=148.14 Ref
  719. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 CENX Jan24 10.0 Calls $0.457 (CboeTheo=0.43)  BID  [MULTI] 12:16:08.109 IV=57.7% -2.3 C2 135 x $0.45 - $0.50 x 340 PHLX
    Delta=41%, EST. IMPACT = 41k Shares ($383k) To Sell CENX=9.37 Ref
  720. SWEEP DETECTED:
    >>5000 F Dec23 12.0 Calls $0.07 (CboeTheo=0.15)  BID  [MULTI] 12:16:25.436 IV=44.1% -9.9 EMLD 4069 x $0.07 - $0.08 x 4001 GEMX Vega=$1256 F=11.88 Ref
  721. SWEEP DETECTED:
    >>2027 WBA Jan24 35.0 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 12:16:28.395 IV=56.3% -1.9 C2 1919 x $0.10 - $0.12 x 406 EDGX Vega=$1885 WBA=25.82 Ref
  722. >>6603 NYCB Jan24 11.0 Puts $0.35 (CboeTheo=0.30)  ASK  CBOE 12:16:52.725 IV=37.7% +7.0 ARCA 51 x $0.30 - $0.35 x 1761 PHLX  SPREAD/CROSS/TIED  Vega=$8824 NYCB=11.38 Ref
  723. SWEEP DETECTED:
    >>2422 WBA Jan24 35.0 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 12:18:08.743 IV=56.8% -1.4 C2 258 x $0.10 - $0.11 x 156 MPRL Vega=$2235 WBA=25.75 Ref
  724. SWEEP DETECTED:
    >>3132 TSLA Feb24 200 Puts $3.50 (CboeTheo=3.49)  ASK  [MULTI] 12:18:40.507 IV=52.3% +2.3 EMLD 376 x $3.45 - $3.50 x 306 EMLD  ISO  Vega=$66k TSLA=250.86 Ref
  725. SWEEP DETECTED:
    >>2000 GME Dec23 23.0 Calls $0.03 (CboeTheo=0.07)  BID  [MULTI] 12:19:03.483 IV=240.4% +14.1 EMLD 1122 x $0.03 - $0.04 x 1 ARCA  OPENING  Vega=$150 GME=17.75 Ref
  726. SWEEP DETECTED:
    >>3500 BAC Dec23 22nd 32.0 Calls $1.98 (CboeTheo=1.96)  MID  [MULTI] 12:19:33.451 IV=29.4% +7.7 CBOE 62 x $1.95 - $2.00 x 528 PHLX  AUCTION  Vega=$2941 BAC=33.88 Ref
  727. SWEEP DETECTED:
    >>3998 WBA Jan24 35.0 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 12:19:41.728 IV=56.6% -1.6 C2 1339 x $0.10 - $0.11 x 280 C2 Vega=$3701 WBA=25.79 Ref
  728. SWEEP DETECTED:
    >>2999 PLTR Dec23 19.0 Calls $0.06 (CboeTheo=0.07)  BID  [MULTI] 12:20:22.162 IV=76.1% +5.9 EMLD 2159 x $0.06 - $0.07 x 937 EMLD Vega=$728 PLTR=18.16 Ref
  729. SWEEP DETECTED:
    >>Bearish Delta Impact 5000 NLY Dec23 22nd 20.0 Puts $0.18 (CboeTheo=0.15)  ASK  [MULTI] 12:21:18.024 IV=28.6% -0.8 MPRL 56 x $0.15 - $0.18 x 471 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 157k Shares ($3.21m) To Sell NLY=20.38 Ref
  730. SPLIT TICKET:
    >>1710 VIX Dec23 20th 13.0 Calls $0.23 (CboeTheo=0.22)  MID  [CBOE] 12:23:22.307 IV=88.6% +1.4 CBOE 101 x $0.22 - $0.24 x 33k CBOE Vega=$897 VIX=12.12 Fwd
  731. >>10000 VLY Jan24 11.0 Calls $0.65 (CboeTheo=0.61)  BID  BOX 12:23:32.609 IV=39.3% +4.9 PHLX 723 x $0.60 - $0.75 x 2202 PHLX  SPREAD/CROSS - OPENING  Vega=$14k VLY=11.12 Ref
  732. >>10000 VLY Jan24 10.0 Calls $1.50 (CboeTheo=1.38)  ASK  BOX 12:23:32.609 IV=57.5% +21.0 PHLX 1183 x $1.30 - $1.50 x 1580 PHLX  SPREAD/CROSS  Vega=$11k VLY=11.12 Ref
  733. SWEEP DETECTED:
    >>2028 TWLO Dec23 29th 69.0 Puts $0.17 (CboeTheo=0.20)  BID  [MULTI] 12:25:19.608 IV=34.7% +0.2 BOX 57 x $0.17 - $0.21 x 136 EDGX  OPENING  Vega=$4348 TWLO=76.22 Ref
  734. SWEEP DETECTED:
    >>2907 MCHP Dec23 90.0 Puts $0.20 (CboeTheo=0.23)  ASK  [MULTI] 12:27:01.789 IV=44.3% +10.1 EDGX 287 x $0.10 - $0.20 x 436 C2  OPENING  Vega=$3765 MCHP=92.22 Ref
  735. SWEEP DETECTED:
    >>2479 AMD Jan24 145 Puts $10.10 (CboeTheo=10.03)  ASK  [MULTI] 12:28:18.897 IV=36.4% +0.9 EDGX 318 x $9.95 - $10.10 x 356 EDGX  52WeekHigh  Vega=$40k AMD=138.01 Ref
  736. SPLIT TICKET:
    >>1000 VIX Dec23 20th 11.0 Puts $0.02 (CboeTheo=0.02)  BID  [CBOE] 12:29:13.329 IV=50.2% +1.8 CBOE 995 x $0.02 - $0.03 x 2661 CBOE Vega=$185 VIX=12.12 Fwd
  737. SWEEP DETECTED:
    >>2606 C Sep24 60.0 Calls $1.928 (CboeTheo=1.87)  ASK  [MULTI] 12:29:56.711 IV=26.0% +1.4 MPRL 22 x $1.89 - $1.93 x 175 ARCA  ISO  Vega=$40k C=51.24 Ref
  738. >>Market Color WYNN - Bearish flow noted in Wynn Resorts (90.52 +2.50) with 17,079 puts trading, or 1.1x expected. The Put/Call Ratio is 1.62, while ATM IV is up over 1 point on the day. Earnings are expected on 02/07. [WYNN 90.52 +2.50 Ref, IV=30.0% +1.0] #Bearish
  739. >>Unusual Volume EXC - 3x market weighted volume: 6057 = 6244 projected vs 2029 adv, 87% puts, 6% of OI [EXC 40.45 -0.55 Ref, IV=21.1% +3.0]
  740. >>7500 SAVE Jan24 25.0 Calls $0.72 (CboeTheo=0.73)  BID  AMEX 12:30:38.709 IV=151.9% -0.5 NOM 15 x $0.72 - $0.75 x 45 ARCA  AUCTION  Vega=$11k SAVE=15.32 Ref
  741. >>4199 CHWY Dec23 20.0 Puts $0.27 (CboeTheo=0.26)  ASK  ISE 12:30:45.508 IV=102.2% -16.0 GEMX 819 x $0.23 - $0.28 x 538 CBOE  AUCTION  Vega=$1771 CHWY=20.46 Ref
  742. >>8000 SAVE Dec23 12.5 Puts $0.02 (CboeTheo=0.02)  ASK  PHLX 12:30:54.052 IV=192.5% +57.5 ARCA 8 x $0.01 - $0.02 x 471 NOM  AUCTION  Vega=$474 SAVE=15.30 Ref
  743. >>3195 C Sep24 60.0 Calls $2.05 (CboeTheo=1.99)  ASK  NOM 12:31:22.045 IV=26.4% +1.8 BZX 10 x $2.01 - $2.06 x 37 BZX Vega=$50k C=51.42 Ref
  744. SWEEP DETECTED:
    >>3397 C Sep24 60.0 Calls $2.05 (CboeTheo=1.99)  MID  [MULTI] 12:31:21.996 IV=26.4% +1.8 NOM 3247 x $2.05 - $2.06 x 37 BZX Vega=$53k C=51.43 Ref
  745. >>4944 SAVE Jan24 32.5 Calls $0.06 (CboeTheo=0.06)  MID  PHLX 12:31:40.205 IV=116.4% +3.5 BZX 50 x $0.02 - $0.10 x 8 NOM  AUCTION - COMPLEX  Vega=$1705 SAVE=15.36 Ref
  746. SWEEP DETECTED:
    >>2037 KVUE Feb24 24.0 Calls $0.42 (CboeTheo=0.44)  BID  [MULTI] 12:32:51.036 IV=36.7% -1.8 MPRL 81 x $0.42 - $0.47 x 56 PHLX Vega=$5593 KVUE=21.11 Ref
  747. SWEEP DETECTED:
    >>Bearish Delta Impact 561 GD Dec23 255 Puts $3.011 (CboeTheo=3.08)  Above Ask!  [MULTI] 12:32:53.136 IV=23.3% +7.1 PHLX 30 x $2.60 - $3.00 x 25 BOX  OPENING 
    Delta=-78%, EST. IMPACT = 44k Shares ($11.0m) To Sell GD=252.41 Ref
  748. >>18415 ET Jan24 14.0 Calls $0.26 (CboeTheo=0.22)  Above Ask!  BOX 12:33:14.187 IV=16.6% +2.8 NOM 234 x $0.22 - $0.23 x 35 ARCA  LATE  Vega=$32k ET=13.86 Ref
  749. >>18415 ET Jan24 26th 14.5 Calls $0.10 (CboeTheo=0.12)  BID  BOX 12:33:25.176 IV=15.5% -4.8 ARCA 55 x $0.10 - $0.11 x 1 ARCA  LATE - OPENING  Vega=$28k ET=13.86 Ref
  750. SWEEP DETECTED:
    >>3411 C Sep24 60.0 Calls $2.033 (CboeTheo=1.97)  Above Ask!  [MULTI] 12:33:30.922 IV=26.2% +1.6 EMLD 20 x $1.98 - $2.01 x 26 C2  ISO  Vega=$53k C=51.35 Ref
  751. SWEEP DETECTED:
    >>2419 TSLA Dec23 280 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 12:33:45.807 IV=80.7% -0.0 C2 1105 x $0.04 - $0.05 x 695 EMLD Vega=$1172 TSLA=252.66 Ref
  752. SPLIT TICKET:
    >>1200 SPX Jun24 4625 Puts $108.27 (CboeTheo=108.31)  ASK  [CBOE] 12:34:13.971 IV=14.7% +0.2 CBOE 261 x $107.80 - $108.60 x 314 CBOE  LATE  Vega=$1.46m SPX=4838.40 Fwd
  753. SPLIT TICKET:
    >>1200 SPX Jun24 4400 Puts $67.44 (CboeTheo=67.25)  ASK  [CBOE] 12:34:13.971 IV=16.8% +0.2 CBOE 152 x $67.10 - $67.70 x 330 CBOE  LATE  Vega=$1.16m SPX=4838.40 Fwd
  754. SWEEP DETECTED:
    >>Bullish Delta Impact 849 GPRE Dec23 29.0 Calls $0.35 (CboeTheo=0.08)  ASK  [MULTI] 12:34:19.579 IV=98.7% -3.3 BZX 44 x $0.25 - $0.40 x 8 C2  OPENING 
    Delta=34%, EST. IMPACT = 29k Shares ($826k) To Buy GPRE=28.23 Ref
  755. >>9792 KVUE Dec23 21.0 Puts $0.14 (CboeTheo=0.22)  MID  MIAX 12:34:29.956 IV=39.7% +4.9 EMLD 567 x $0.13 - $0.16 x 52 ARCA  COB/AUCTION - OPENING  Vega=$4532 KVUE=21.11 Ref
  756. >>9792 KVUE Dec23 19.5 Puts $0.02 (CboeTheo=0.01)  ASK  MIAX 12:34:29.956 IV=85.0% +18.5 GEMX 0 x $0.00 - $0.02 x 10 ARCA  COB/AUCTION  Vega=$1165 KVUE=21.11 Ref
  757. SWEEP DETECTED:
    >>Bearish Delta Impact 2499 MAT Jan24 20.0 Puts $1.093 (CboeTheo=1.00)  Above Ask!  [MULTI] 12:34:28.606 IV=29.0% +0.9 AMEX 168 x $0.95 - $1.05 x 81 AMEX  ISO 
    Delta=-62%, EST. IMPACT = 154k Shares ($2.98m) To Sell MAT=19.34 Ref
  758. >>4055 C Sep24 60.0 Calls $2.08 (CboeTheo=2.05)  BID  NOM 12:34:41.773 IV=26.5% +1.8 NOM 4055 x $2.08 - $2.09 x 69 PHLX Vega=$63k C=51.48 Ref
  759. SWEEP DETECTED:
    >>4370 C Sep24 60.0 Calls $2.079 (CboeTheo=2.04)  Above Ask!  [MULTI] 12:34:41.632 IV=26.4% +1.8 EMLD 4330 x $2.06 - $2.07 x 23 C2 Vega=$68k C=51.46 Ref
  760. >>8098 RIVN Jan24 20.0 Calls $3.13 (CboeTheo=3.11)  MID  CBOE 12:35:09.251 IV=69.9% +6.0 ISE 346 x $3.10 - $3.15 x 100 BZX  COB/AUCTION  Vega=$19k RIVN=22.07 Ref
  761. >>8098 RIVN Jan24 15.0 Calls $7.27 (CboeTheo=7.29)  BID  CBOE 12:35:09.251 IV=79.9% +9.6 CBOE 259 x $7.25 - $7.35 x 447 EDGX  COB/AUCTION  Vega=$5512 RIVN=22.07 Ref
  762. SWEEP DETECTED:
    >>5535 TSLA Jan24 293.33 Calls $3.10 (CboeTheo=3.15)  BID  [MULTI] 12:35:38.088 IV=45.3% +0.5 PHLX 931 x $3.10 - $3.15 x 36 MPRL Vega=$113k TSLA=252.19 Ref
  763. >>3000 PINS Jan24 36.0 Calls $1.81 (CboeTheo=1.79)  MID  PHLX 12:35:53.838 IV=29.0% +0.5 EMLD 29 x $1.79 - $1.82 x 66 EMLD  SPREAD/CROSS/TIED   52WeekHigh  Vega=$13k PINS=36.70 Ref
  764. >>3000 PINS Jan24 35.0 Puts $0.61 (CboeTheo=0.58)  ASK  PHLX 12:35:53.838 IV=29.9% +1.0 C2 59 x $0.58 - $0.61 x 339 BOX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$12k PINS=36.70 Ref
  765. SWEEP DETECTED:
    >>Bullish Delta Impact 1433 SPR Apr24 30.0 Calls $2.65 (CboeTheo=2.61)  ASK  [MULTI] 12:36:08.501 IV=45.9% +0.8 ARCA 1 x $2.60 - $2.65 x 55 AMEX
    Delta=50%, EST. IMPACT = 72k Shares ($2.05m) To Buy SPR=28.43 Ref
  766. >>5000 ARRY Apr24 17.5 Puts $1.90 (CboeTheo=1.90)  ASK  PHLX 12:37:19.054 IV=70.6% +2.1 PHLX 134 x $1.80 - $1.95 x 55 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$20k ARRY=19.91 Ref
  767. SPLIT TICKET:
    >>1000 SPX Jan24 4750 Calls $63.08 (CboeTheo=62.14)  Above Ask!  [CBOE] 12:37:40.016 IV=10.1% +0.3 CBOE 205 x $61.90 - $62.50 x 202 CBOE  LATE  Vega=$591k SPX=4756.17 Fwd
  768. >>2000 VZ Jan24 42.0 Calls $0.04 (CboeTheo=0.04)  ASK  CBOE 12:38:16.385 IV=20.4% -2.4 C2 1599 x $0.03 - $0.04 x 703 C2  AUCTION  Vega=$2357 VZ=37.88 Ref
  769. SWEEP DETECTED:
    >>3000 C Jan24 52.5 Calls $1.34 (CboeTheo=1.33)  ASK  [MULTI] 12:39:54.646 IV=27.5% +2.4 C2 271 x $1.32 - $1.34 x 242 C2 Vega=$19k C=51.20 Ref
  770. SWEEP DETECTED:
    >>2100 CCCC Jan24 9.0 Calls $1.00 (CboeTheo=1.16)  BID  [MULTI] 12:40:21.811 IV=208.9% AMEX 2422 x $1.00 - $1.10 x 225 ARCA  OPENING  Vega=$1708 CCCC=6.70 Ref
  771. >>2900 F Jan25 9.35 Puts $0.56 (CboeTheo=0.56)  MID  PHLX 12:40:25.646 IV=35.1% +0.1 EMLD 1805 x $0.54 - $0.57 x 1547 EMLD  SPREAD/CROSS/TIED  Vega=$9704 F=11.91 Ref
  772. >>2000 BAC Jan24 33.0 Puts $0.60 (CboeTheo=0.61)  BID  AMEX 12:40:54.357 IV=25.6% +2.3 EMLD 856 x $0.60 - $0.61 x 1560 C2  SPREAD/CROSS  Vega=$7698 BAC=33.96 Ref
  773. >>2000 BAC Jan24 33.0 Calls $1.76 (CboeTheo=1.76)  MID  AMEX 12:40:54.357 IV=25.8% +2.4 EMLD 1588 x $1.75 - $1.77 x 70 NOM  SPREAD/CROSS  Vega=$7677 BAC=33.96 Ref
  774. SPLIT TICKET:
    >>2000 PLTR Dec23 19.0 Calls $0.07 (CboeTheo=0.09)  MID  [PHLX] 12:41:20.230 IV=75.0% +4.8 EDGX 3890 x $0.07 - $0.08 x 8 NOM Vega=$565 PLTR=18.30 Ref
  775. >>5000 MSFT Jan24 320 Puts $0.54 (CboeTheo=0.55)  BID  AMEX 12:41:55.399 IV=27.0% -0.4 EDGX 187 x $0.54 - $0.56 x 58 MRX  SPREAD/CROSS  Vega=$54k MSFT=367.46 Ref
  776. >>5000 MSFT Jan24 320 Calls $49.99 (CboeTheo=49.90)  ASK  AMEX 12:41:55.399 IV=28.0% +0.5 ARCA 46 x $49.80 - $50.05 x 10 MIAX  SPREAD/CROSS  Vega=$59k MSFT=367.46 Ref
  777. SWEEP DETECTED:
    >>2000 PLTR Dec23 19.0 Calls $0.07 (CboeTheo=0.09)  BID  [MULTI] 12:42:17.263 IV=72.7% +2.5 EMLD 3362 x $0.07 - $0.08 x 667 EMLD Vega=$538 PLTR=18.27 Ref
  778. >>4000 F Jun25 9.35 Calls $3.17 (CboeTheo=3.17)  ASK  AMEX 12:42:35.852 IV=35.3% -0.4 PHLX 2415 x $3.05 - $3.25 x 294 AMEX  SPREAD/CROSS  Vega=$15k F=11.91 Ref
  779. >>4000 F Jun25 9.35 Puts $0.80 (CboeTheo=0.80)  ASK  AMEX 12:42:35.852 IV=35.4% -0.2 ARCA 11 x $0.78 - $0.80 x 5 ARCA  SPREAD/CROSS  Vega=$16k F=11.91 Ref
  780. >>5000 RKT Jun24 10.0 Puts $0.59 (CboeTheo=0.57)  ASK  PHLX 12:42:55.797 IV=53.5% +4.0 PHLX 20 x $0.54 - $0.59 x 5 ISE  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$12k RKT=13.21 Ref
  781. >>Unusual Volume AYX - 3x market weighted volume: 9355 = 9232 projected vs 3047 adv, 61% calls, 7% of OI [AYX 47.66 +1.69 Ref, IV=45.9% +0.9]
  782. SWEEP DETECTED:
    >>3675 T Dec23 17.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 12:44:05.300 IV=35.1% +1.1 C2 3911 x $0.03 - $0.05 x 778 C2 Vega=$1120 T=16.77 Ref
  783. SWEEP DETECTED:
    >>2000 GERN Dec23 2.5 Puts $0.309 (CboeTheo=0.34)  MID  [MULTI] 12:44:06.539 NOM 1 x $0.30 - $0.30 x 25 ISE Vega=$0 GERN=2.17 Ref
  784. >>2000 SBGI Dec24 15.0 Calls $2.40 (CboeTheo=2.31)  ASK  ARCA 12:44:59.393 IV=62.2% +1.7 PHLX 2154 x $0.20 - $2.70 x 462 PHLX  FLOOR - OPENING  Vega=$9790 SBGI=13.29 Ref
  785. >>Market Color SEDG - Bullish option flow detected in SolarEdge (95.95 +13.34) with 28,171 calls trading (9x expected) and implied vol increasing over 8 points to 75.91%. . The Put/Call Ratio is 0.45. Earnings are expected on 02/12.[SEDG 95.95 +13.34 Ref, IV=75.9% +8.1] #Bullish
  786. >>2500 VIX Jan24 17th 12.5 Puts $0.27 (CboeTheo=0.27)  MID  CBOE 12:45:05.073 IV=54.6% -0.4 CBOE 11k x $0.26 - $0.29 x 24k CBOE  AUCTION  Vega=$2963 VIX=14.25 Fwd
  787. >>2284 T Dec23 16.5 Calls $0.32 (CboeTheo=0.31)  MID  CBOE 12:45:53.274 IV=37.3% +5.5 ARCA 3215 x $0.30 - $0.34 x 1975 ARCA  COB/AUCTION  Vega=$627 T=16.77 Ref
  788. SWEEP DETECTED:
    >>2500 AMD Jan24 145 Puts $9.70 (CboeTheo=9.60)  ASK  [MULTI] 12:46:32.012 IV=36.6% +1.2 MIAX 346 x $9.55 - $9.70 x 604 MIAX  52WeekHigh  Vega=$41k AMD=138.72 Ref
  789. >>2500 BAC Jan24 32.0 Puts $0.34 (CboeTheo=0.34)  BID  ARCA 12:46:51.974 IV=26.4% +2.6 C2 572 x $0.34 - $0.35 x 1879 C2  CROSS - COMPLEX  Vega=$7707 BAC=33.95 Ref
  790. SWEEP DETECTED:
    >>Bullish Delta Impact 4999 PNT Jan24 12.5 Puts $0.10 (CboeTheo=0.17)  BID  [MULTI] 12:46:50.263 IV=36.6% -12.8 C2 3410 x $0.10 - $0.15 x 1770 BOX
    Delta=-12%, EST. IMPACT = 60k Shares ($851k) To Buy PNT=14.18 Ref
  791. SPLIT TICKET:
    >>1910 RUT Jan24 1740 Puts $1.84 (CboeTheo=1.70)  ASK  [CBOE] 12:47:08.779 IV=25.4% +2.6 BZX 20 x $1.70 - $1.90 x 141 CBOE  LATE  Vega=$85k RUT=2015.72 Fwd
  792. SPLIT TICKET:
    >>1415 RUT Jun24 2100 Puts $133.16 (CboeTheo=133.53)  ASK  [CBOE] 12:47:08.839 IV=18.4% +0.9 C2 10 x $132.40 - $133.90 x 10 C2  LATE  Vega=$806k RUT=2048.86 Fwd
  793. >>1310 SPX Jan24 3900 Puts $1.50 (CboeTheo=1.39)  ASK  CBOE 12:47:59.709 IV=28.0% +0.9 CBOE 1717 x $1.50 - $1.65 x 100 CBOE Vega=$59k SPX=4757.62 Fwd
  794. SPLIT TICKET:
    >>5345 SPX Jan24 3900 Puts $1.50 (CboeTheo=1.39)  ASK  [CBOE] 12:47:59.684 IV=28.0% +0.9 CBOE 5541 x $1.35 - $1.50 x 872 CBOE Vega=$239k SPX=4757.62 Fwd
  795. >>5000 GM Sep24 30.0 Puts $1.27 (CboeTheo=1.27)  MID  ARCA 12:48:16.438 IV=32.5% +0.8 MPRL 14 x $1.26 - $1.28 x 30 EMLD  SPREAD/CROSS  Vega=$44k GM=35.70 Ref
  796. >>5000 GM Sep24 40.0 Calls $2.40 (CboeTheo=2.41)  BID  ARCA 12:48:16.438 IV=28.8% +0.2 MPRL 69 x $2.40 - $2.44 x 70 EMLD  SPREAD/CROSS  Vega=$61k GM=35.70 Ref
  797. SWEEP DETECTED:
    >>Bearish Delta Impact 2053 MAT Jan24 20.0 Puts $1.20 (CboeTheo=1.12)  ASK  [MULTI] 12:51:03.695 IV=31.5% +3.4 AMEX 237 x $1.05 - $1.20 x 480 PHLX  ISO 
    Delta=-63%, EST. IMPACT = 130k Shares ($2.49m) To Sell MAT=19.20 Ref
  798. >>4000 MS Feb24 90.0 Puts $3.10 (CboeTheo=3.03)  ASK  ARCA 12:51:11.327 IV=23.8% +2.6 MIAX 246 x $3.00 - $3.10 x 100 MIAX  CROSS - OPENING  Vega=$60k MS=91.05 Ref
  799. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 RITM Feb24 11.0 Calls $0.35 (CboeTheo=0.31)  ASK  [MULTI] 12:51:12.706 IV=23.7% +4.7 PHLX 959 x $0.25 - $0.35 x 691 PHLX  52WeekHigh 
    Delta=47%, EST. IMPACT = 94k Shares ($1.03m) To Buy RITM=10.96 Ref
  800. SWEEP DETECTED:
    >>4730 KVUE Feb24 21.0 Calls $1.534 (CboeTheo=1.53)  Below Bid!  [MULTI] 12:51:20.300 IV=38.6% -0.8 PHLX 616 x $1.54 - $1.59 x 36 PHLX Vega=$16k KVUE=21.20 Ref
  801. SWEEP DETECTED:
    >>2061 AAPL Dec23 192.5 Puts $0.05 (CboeTheo=0.06)  ASK  [MULTI] 12:51:34.749 IV=30.0% +6.0 EMLD 938 x $0.04 - $0.05 x 804 C2  52WeekHigh  Vega=$1975 AAPL=198.29 Ref
  802. >>9508 WBA Jan24 35.0 Calls $0.09 (CboeTheo=0.12)  BID  AMEX 12:51:45.927 IV=56.3% -1.8 EMLD 1073 x $0.09 - $0.11 x 397 EDGX  FLOOR - OPENING  Vega=$8208 WBA=25.62 Ref
  803. >>2000 TSLA Dec23 29th 240 Puts $3.30 (CboeTheo=3.26)  ASK  PHLX 12:52:10.525 IV=41.2% +2.2 CBOE 1028 x $3.20 - $3.30 x 433 EDGX  SPREAD/CROSS/TIED  Vega=$33k TSLA=252.49 Ref
  804. >>2000 TSLA Dec23 29th 260 Calls $5.50 (CboeTheo=5.53)  BID  PHLX 12:52:10.525 IV=40.8% +0.7 MPRL 49 x $5.50 - $5.55 x 370 MIAX  SPREAD/CROSS/TIED  Vega=$40k TSLA=252.49 Ref
  805. SWEEP DETECTED:
    >>2394 TSLA Dec23 237.5 Puts $0.12 (CboeTheo=0.15)  BID  [MULTI] 12:52:16.292 IV=61.3% +10.1 GEMX 477 x $0.12 - $0.13 x 2427 ARCA  AUCTION  Vega=$2673 TSLA=252.66 Ref
  806. SWEEP DETECTED:
    >>3252 AAL Jan24 5th 15.0 Calls $0.34 (CboeTheo=0.35)  BID  [MULTI] 12:53:51.641 IV=33.6% +0.3 EMLD 789 x $0.34 - $0.35 x 17 MPRL  OPENING  Vega=$4555 AAL=14.62 Ref
  807. SPLIT TICKET:
    >>1500 VIX Feb24 14th 13.5 Calls $2.43 (CboeTheo=2.39)  ASK  [CBOE] 12:53:56.111 IV=64.2% +1.8 CBOE 910 x $2.37 - $2.43 x 7540 CBOE  OPENING  Vega=$3156 VIX=15.13 Fwd
  808. SWEEP DETECTED:
    >>2000 TSLA Dec23 237.5 Puts $0.121 (CboeTheo=0.15)  Below Bid!  [MULTI] 12:54:23.119 IV=60.5% +9.2 MPRL 39 x $0.13 - $0.14 x 726 EMLD Vega=$2383 TSLA=252.12 Ref
  809. SWEEP DETECTED:
    >>2675 TSLA Dec23 237.5 Puts $0.12 (CboeTheo=0.15)  BID  [MULTI] 12:54:54.902 IV=59.6% +8.3 GEMX 464 x $0.12 - $0.13 x 58 C2 Vega=$3050 TSLA=252.08 Ref
  810. >>Unusual Volume CALM - 3x market weighted volume: 10.9k = 10.3k projected vs 2654 adv, 98% calls, 39% of OI [CALM 54.95 +1.02 Ref, IV=40.6% +1.4]
  811. SWEEP DETECTED:
    >>2000 TSLA Dec23 237.5 Puts $0.12 (CboeTheo=0.17)  BID  [MULTI] 12:55:59.528 IV=57.2% +5.9 C2 591 x $0.12 - $0.13 x 80 BZX Vega=$2349 TSLA=251.32 Ref
  812. SWEEP DETECTED:
    >>2031 TSLA Dec23 250 Calls $3.849 (CboeTheo=3.81)  Above Ask!  [MULTI] 12:55:59.737 IV=53.8% +3.2 CBOE 294 x $3.75 - $3.80 x 1 GEMX Vega=$11k TSLA=251.34 Ref
  813. SWEEP DETECTED:
    >>3169 T Jan25 13.0 Puts $0.48 (CboeTheo=0.46)  ASK  [MULTI] 12:57:07.614 IV=27.6% +0.4 PHLX 756 x $0.30 - $0.48 x 181 EDGX Vega=$13k T=16.77 Ref
  814. SWEEP DETECTED:
    >>2500 F Dec23 12.0 Puts $0.17 (CboeTheo=0.26)  ASK  [MULTI] 12:58:08.572 IV=45.7% -4.6 EMLD 3664 x $0.16 - $0.17 x 4876 EMLD Vega=$643 F=11.91 Ref
  815. SWEEP DETECTED:
    >>2049 F Jan24 11.35 Puts $0.18 (CboeTheo=0.16)  BID  [MULTI] 12:58:18.849 IV=28.9% +3.2 C2 466 x $0.18 - $0.19 x 4148 EMLD  ISO  Vega=$2520 F=11.91 Ref
  816. SWEEP DETECTED:
    >>Bullish Delta Impact 503 IPI Mar24 26.0 Calls $1.25 (CboeTheo=1.13)  ASK  [MULTI] 12:58:22.461 IV=48.2% +2.6 PHLX 32 x $1.05 - $1.25 x 25 PHLX  OPENING 
    Delta=37%, EST. IMPACT = 19k Shares ($431k) To Buy IPI=22.98 Ref
  817. SPLIT TICKET:
    >>1415 RUT Jun24 2100 Puts $136.40 (CboeTheo=138.15)  Below Bid!  [CBOE] 12:59:10.894 IV=18.1% +0.6 CBOE 46 x $137.20 - $138.90 x 46 C2  LATE  Vega=$798k RUT=2039.64 Fwd
  818. SPLIT TICKET:
    >>1910 RUT Jan24 1740 Puts $1.87 (CboeTheo=1.75)  ASK  [CBOE] 12:59:10.894 IV=24.8% +2.0 CBOE 239 x $1.70 - $1.95 x 134 CBOE  LATE  Vega=$88k RUT=2006.68 Fwd
  819. >>5000 WFC Jan24 45.0 Calls $5.69 (CboeTheo=5.71)  BID  AMEX 12:59:27.151 IV=27.6% +3.1 PHLX 145 x $5.65 - $5.75 x 71 CBOE  SPREAD/CROSS   52WeekHigh  Vega=$13k WFC=50.27 Ref
  820. >>5000 WFC Jan24 45.0 Puts $0.19 (CboeTheo=0.20)  BID  AMEX 12:59:27.151 IV=28.3% +3.5 ARCA 26 x $0.19 - $0.20 x 814 C2  SPREAD/CROSS   52WeekHigh  Vega=$13k WFC=50.27 Ref
  821. >>Market Color BBY - Bearish flow noted in Best Buy (77.01 +4.64) with 13,155 puts trading, or 3x expected. The Put/Call Ratio is 1.62, while ATM IV is up over 1 point on the day. Earnings are expected on 02/28.[BBY 77.01 +4.64 Ref, IV=25.1% +1.3] #Bearish
  822. >>2000 VIX Dec23 20th 11.0 Puts $0.02 (CboeTheo=0.02)  MID  CBOE 13:00:04.417 IV=55.1% +6.7 CBOE 25 x $0.01 - $0.03 x 7650 CBOE  FLOOR  Vega=$348 VIX=12.27 Fwd
  823. SWEEP DETECTED:
    >>2152 C Jan24 47.5 Puts $0.47 (CboeTheo=0.46)  ASK  [MULTI] 13:00:07.511 IV=28.2% +3.3 C2 417 x $0.46 - $0.47 x 361 C2 Vega=$9292 C=50.98 Ref
  824. SWEEP DETECTED:
    >>5000 CHWY Apr24 30.0 Calls $0.687 (CboeTheo=0.66)  Above Ask!  [MULTI] 13:00:40.381 IV=60.9% +0.9 EMLD 94 x $0.63 - $0.68 x 92 PHLX  OPENING  Vega=$17k CHWY=20.27 Ref
  825. SWEEP DETECTED:
    >>Bearish Delta Impact 729 ALTO Jan24 3.0 Calls $0.25 (CboeTheo=0.22)  BID  [MULTI] 13:03:03.914 IV=79.2% +17.2 CBOE 6 x $0.25 - $0.30 x 5 PHLX
    Delta=51%, EST. IMPACT = 37k Shares ($106k) To Sell ALTO=2.88 Ref
  826. >>1609 VIX Dec23 20th 15.0 Calls $0.11 (CboeTheo=0.10)  BID  CBOE 13:03:21.682 IV=123.0% -2.0 CBOE 1609 x $0.11 - $0.12 x 2335 CBOE Vega=$518 VIX=12.37 Fwd
  827. >>2498 PARA Jan25 12.5 Puts $1.45 (CboeTheo=1.42)  ASK  BOX 13:05:17.819 IV=55.6% +1.0 BXO 1 x $1.40 - $1.45 x 1 BXO  FLOOR  Vega=$12k PARA=16.50 Ref
  828. SPLIT TICKET:
    >>2000 PLTR Dec23 19.0 Calls $0.04 (CboeTheo=0.06)  BID  [MIAX] 13:05:23.301 IV=76.6% +6.4 EMLD 2325 x $0.04 - $0.05 x 4008 EMLD  AUCTION  Vega=$382 PLTR=18.00 Ref
  829. >>5000 PFE Jun24 27.5 Calls $1.60 (CboeTheo=1.59)  BID  ARCA 13:05:34.277 IV=27.8% +1.1 MPRL 28 x $1.59 - $1.64 x 10 BZX  SPREAD/CROSS - OPENING  Vega=$37k PFE=26.30 Ref
  830. >>5000 PFE Jun24 32.5 Calls $0.45 (CboeTheo=0.44)  ASK  ARCA 13:05:34.277 IV=28.1% +1.6 EMLD 81 x $0.43 - $0.45 x 92 C2  SPREAD/CROSS  Vega=$24k PFE=26.30 Ref
  831. >>5000 PFE Jun24 21.0 Puts $0.44 (CboeTheo=0.43)  ASK  ARCA 13:05:34.277 IV=31.4% +0.3 MPRL 6 x $0.43 - $0.44 x 55 MPRL  SPREAD/CROSS - OPENING  Vega=$20k PFE=26.30 Ref
  832. >>Unusual Volume HASI - 3x market weighted volume: 5722 = 5207 projected vs 1444 adv, 63% calls, 12% of OI [HASI 29.66 +1.79 Ref, IV=49.4% -1.4]
  833. >>3000 WMT Jan24 165 Calls $0.28 (CboeTheo=0.28)  MID  PHLX 13:06:55.657 IV=16.3% +1.8 BOX 245 x $0.27 - $0.30 x 768 EDGX  SPREAD/CROSS/TIED  Vega=$23k WMT=152.45 Ref
  834. >>3000 WMT Jan24 145 Puts $0.62 (CboeTheo=0.62)  MID  PHLX 13:06:55.657 IV=17.0% +0.1 MPRL 312 x $0.60 - $0.63 x 407 EMLD  SPREAD/CROSS/TIED  Vega=$34k WMT=152.45 Ref
  835. SPLIT TICKET:
    >>2000 PLTR Dec23 19.0 Calls $0.04 (CboeTheo=0.03)  BID  [EMLD] 13:07:11.869 IV=77.3% +7.1 EMLD 2135 x $0.04 - $0.05 x 4414 EMLD Vega=$380 PLTR=18.00 Ref
  836. SPLIT TICKET:
    >>2700 TOST Jan25 12.5 Puts $1.48 (CboeTheo=1.43)  ASK  [BOX] 13:08:37.655 IV=57.9% +0.5 AMEX 434 x $1.40 - $1.50 x 59 BXO  FLOOR  Vega=$13k TOST=16.95 Ref
  837. >>2487 ARR Jan25 5.0 Puts $0.30 (CboeTheo=0.33)  BID  ARCA 13:08:56.009 IV=87.9% +1.7 ARCA 12 x $0.30 - $0.35 x 3681 BOX Vega=$3299 ARR=19.90 Ref
  838. >>2487 ARR Jan25 5.0 Puts $0.30 (CboeTheo=0.33)  BID  ARCA 13:08:56.009 IV=87.9% +1.7 ARCA 12 x $0.30 - $0.35 x 3681 BOX Vega=$3299 ARR=19.90 Ref
  839. SPLIT TICKET:
    >>6733 ARR Jan25 5.0 Puts $0.30 (CboeTheo=0.33)  BID  [ARCA] 13:08:56.009 IV=87.9% +1.7 ARCA 12 x $0.30 - $0.35 x 3681 BOX Vega=$8931 ARR=19.90 Ref
  840. >>5000 CALM Jan24 55.0 Calls $2.90 (CboeTheo=2.85)  ASK  AMEX 13:09:59.710 IV=40.0% +1.5 BZX 44 x $2.80 - $2.95 x 23 BOX  SPREAD/FLOOR - OPENING  Vega=$34k CALM=54.92 Ref
  841. >>5000 CALM Jan24 60.0 Calls $1.15 (CboeTheo=1.06)  ASK  AMEX 13:09:59.710 IV=40.5% +1.5 MPRL 66 x $1.00 - $1.15 x 92 MIAX  SPREAD/FLOOR - OPENING  Vega=$29k CALM=54.92 Ref
  842. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 AYX Dec23 50.0 Calls $0.999 (CboeTheo=0.02)  ASK  [MULTI] 13:10:26.006 IV=172.6% +85.1 PHLX 370 x $0.05 - $1.00 x 360 PHLX
    Delta=34%, EST. IMPACT = 34k Shares ($1.65m) To Buy AYX=47.92 Ref
  843. SWEEP DETECTED:
    >>2120 AGNC Mar24 9.0 Puts $0.328 (CboeTheo=0.32)  Above Ask!  [MULTI] 13:11:52.800 IV=31.8% +3.6 EMLD 25 x $0.31 - $0.32 x 235 NOM Vega=$3553 AGNC=9.89 Ref
  844. SWEEP DETECTED:
    >>2332 F Mar24 10.0 Calls $2.15 (CboeTheo=2.16)  Above Ask!  [MULTI] 13:12:24.992 IV=34.5% +2.5 EMLD 3491 x $2.09 - $2.14 x 2 ARCA Vega=$2505 F=11.96 Ref
  845. >>5000 VIX Dec23 20th 16.0 Calls $0.08 (CboeTheo=0.08)  MID  CBOE 13:13:34.899 IV=139.6% -2.9 CBOE 13k x $0.07 - $0.09 x 100 CBOE  AUCTION  Vega=$1236 VIX=12.38 Fwd
  846. >>2498 BAC Jan24 33.0 Calls $1.69 (CboeTheo=1.69)  ASK  ARCA 13:13:46.937 IV=25.6% +2.2 MPRL 794 x $1.68 - $1.69 x 2498 ARCA Vega=$9688 BAC=33.87 Ref
  847. >>2000 AMZN Jan25 180 Calls $9.83 (CboeTheo=9.77)  ASK  EDGX 13:14:08.227 IV=29.7% +0.3 BZX 40 x $9.75 - $9.85 x 71 MIAX  AUCTION   52WeekHigh  Vega=$116k AMZN=145.94 Ref
  848. >>2499 BAC Jan24 33.0 Calls $1.68 (CboeTheo=1.69)  BID  BOX 13:14:32.327 IV=25.4% +1.9 EDGX 387 x $1.68 - $1.70 x 437 C2  AUCTION  Vega=$9678 BAC=33.87 Ref
  849. SWEEP DETECTED:
    >>2450 RIVN Jan24 20.0 Puts $0.94 (CboeTheo=0.95)  Below Bid!  [MULTI] 13:14:38.938 IV=68.0% +4.7 BXO 94 x $0.94 - $0.96 x 160 ARCA  ISO  Vega=$5765 RIVN=21.95 Ref
  850. SWEEP DETECTED:
    >>2000 BGC Jan24 7.0 Calls $0.10 (CboeTheo=0.09)  ASK  [MULTI] 13:14:56.939 IV=41.2% +3.4 ISE 20 x $0.05 - $0.10 x 107 PHLX  ISO  Vega=$1197 BGC=6.26 Ref
  851. SWEEP DETECTED:
    >>3500 GM Jan24 31.0 Calls $5.002 (CboeTheo=5.05)  BID  [MULTI] 13:14:58.596 IV=29.0% +0.0 PHLX 178 x $5.00 - $5.05 x 200 ARCA  AUCTION  Vega=$4002 GM=35.78 Ref
  852. >>Market Color SLB - Bullish option flow detected in Schlumberger (52.42 +3.23) with 27,522 calls trading (5x expected) and implied vol increasing over 2 points to 29.95%. . The Put/Call Ratio is 0.44. Earnings are expected on 01/18. [SLB 52.42 +3.23 Ref, IV=30.0% +2.3] #Bullish
  853. >>4700 APLS Jan24 40.0 Calls $10.10 (CboeTheo=10.15)  ASK  PHLX 13:15:09.022 IV=81.8% -18.2 PHLX 521 x $9.00 - $10.40 x 133 PHLX  SPREAD/CROSS/TIED - OPENING   SSR  Vega=$19k APLS=48.31 Ref
  854. >>2480 BAC Jan24 33.0 Calls $1.70 (CboeTheo=1.70)  ASK  ARCA 13:15:17.588 IV=25.5% +2.1 C2 886 x $1.69 - $1.70 x 2480 ARCA Vega=$9589 BAC=33.88 Ref
  855. SWEEP DETECTED:
    >>2492 F Dec23 12.0 Puts $0.11 (CboeTheo=0.20)  BID  [MULTI] 13:15:34.379 IV=41.4% -8.9 C2 4620 x $0.11 - $0.12 x 356 MPRL  ISO  Vega=$665 F=12.01 Ref
  856. SWEEP DETECTED:
    >>7500 BAC Jan24 36.0 Calls $0.451 (CboeTheo=0.45)  MID  [MULTI] 13:15:36.736 IV=26.4% +1.5 C2 424 x $0.44 - $0.45 x 1027 C2  AUCTION  Vega=$27k BAC=33.90 Ref
  857. >>23000 TEVA Feb24 10.0 Calls $0.90 (CboeTheo=0.85)  ASK  PHLX 13:16:13.989 IV=41.1% +2.2 PHLX 426 x $0.83 - $0.90 x 393 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$38k TEVA=10.31 Ref
  858. >>3000 PFE Mar24 27.5 Calls $0.96 (CboeTheo=0.95)  MID  ARCA 13:16:21.410 IV=27.5% +1.3 EMLD 5 x $0.95 - $0.97 x 25 NOM  CROSS  Vega=$15k PFE=26.30 Ref
  859. >>Unusual Volume ZI - 3x market weighted volume: 39.5k = 35.0k projected vs 10.8k adv, 93% calls, 30% of OI [ZI 18.60 +1.52 Ref, IV=47.8% +1.7]
  860. >>2500 BAC Jan24 33.0 Calls $1.74 (CboeTheo=1.74)  ASK  ARCA 13:17:41.307 IV=25.7% +2.2 C2 532 x $1.73 - $1.74 x 2500 ARCA Vega=$9614 BAC=33.94 Ref
  861. SWEEP DETECTED:
    >>5000 BAC Jan24 36.0 Calls $0.47 (CboeTheo=0.47)  ASK  [MULTI] 13:17:57.476 IV=26.5% +1.5 EMLD 1342 x $0.46 - $0.47 x 2318 EMLD Vega=$18k BAC=33.97 Ref
  862. >>6000 C Jan25 55.0 Calls $4.20 (CboeTheo=4.25)  BID  AMEX 13:18:07.038 IV=26.2% +0.8 EDGX 209 x $4.20 - $4.30 x 133 EDGX  SPREAD/CROSS  Vega=$123k C=51.05 Ref
  863. >>6000 C Jan25 55.0 Puts $7.47 (CboeTheo=7.43)  ASK  AMEX 13:18:07.038 IV=26.7% +1.3 PHLX 259 x $7.35 - $7.50 x 544 PHLX  SPREAD/CROSS  Vega=$121k C=51.05 Ref
  864. SWEEP DETECTED:
    >>2312 BAC Jan24 34.0 Calls $1.17 (CboeTheo=1.18)  BID  [MULTI] 13:18:29.498 IV=25.5% +2.1 C2 1003 x $1.17 - $1.19 x 798 C2 Vega=$9814 BAC=33.95 Ref
  865. >>2225 INTC Jan25 55.0 Calls $3.75 (CboeTheo=3.71)  ASK  PHLX 13:18:39.602 IV=34.0% +0.6 MPRL 64 x $3.70 - $3.75 x 213 ARCA  SPREAD/CROSS/TIED   52WeekHigh  Vega=$40k INTC=45.16 Ref
  866. SWEEP DETECTED:
    >>2331 BAC Jan24 33.0 Calls $1.74 (CboeTheo=1.76)  BID  [MULTI] 13:18:41.225 IV=25.4% +1.9 MPRL 24 x $1.74 - $1.75 x 5 MIAX Vega=$8918 BAC=33.95 Ref
  867. >>4476 WBD Apr24 10.0 Puts $0.38 (CboeTheo=0.39)  ASK  BOX 13:19:01.873 IV=49.7% +1.5 MPRL 88 x $0.36 - $0.38 x 117 EDGX  FLOOR  Vega=$8377 WBD=12.47 Ref
  868. SWEEP DETECTED:
    >>2500 BAC Jan24 36.0 Calls $0.47 (CboeTheo=0.47)  ASK  [MULTI] 13:19:22.732 IV=26.5% +1.5 EMLD 805 x $0.46 - $0.47 x 881 EMLD Vega=$9062 BAC=33.97 Ref
  869. SWEEP DETECTED:
    >>2000 BAC Dec23 34.0 Calls $0.27 (CboeTheo=0.26)  ASK  [MULTI] 13:20:14.661 IV=39.0% -5.2 C2 78 x $0.26 - $0.27 x 1317 C2 Vega=$1506 BAC=33.95 Ref
  870. SWEEP DETECTED:
    >>2000 AGNC Mar24 11.0 Calls $0.12 (CboeTheo=0.15)  BID  [MULTI] 13:20:51.449 IV=26.0% -4.2 AMEX 222 x $0.12 - $0.14 x 490 GEMX Vega=$2619 AGNC=9.90 Ref
  871. SWEEP DETECTED:
    >>4183 TSLA Dec23 29th 265 Calls $3.85 (CboeTheo=3.87)  BID  [MULTI] 13:20:55.625 IV=41.8% +0.9 CBOE 672 x $3.85 - $3.95 x 282 PHLX Vega=$75k TSLA=251.70 Ref
  872. >>2498 BAC Jan24 33.0 Calls $1.73 (CboeTheo=1.75)  BID  BOX 13:21:09.830 IV=25.3% +1.8 CBOE 710 x $1.73 - $1.76 x 62 BZX  AUCTION  Vega=$9565 BAC=33.95 Ref
  873. SWEEP DETECTED:
    >>2251 MSFT Dec23 29th 372.5 Calls $3.45 (CboeTheo=3.49)  BID  [MULTI] 13:23:24.092 IV=20.2% +2.3 EDGX 506 x $3.45 - $3.55 x 588 EDGX  OPENING  Vega=$62k MSFT=365.36 Ref
  874. SWEEP DETECTED:
    >>2132 INTC Feb24 46.0 Calls $2.50 (CboeTheo=2.48)  ASK  [MULTI] 13:23:32.597 IV=36.6% +1.0 BOX 117 x $2.47 - $2.50 x 459 EDGX  52WeekHigh  Vega=$16k INTC=45.10 Ref
  875. SWEEP DETECTED:
    >>4047 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.03)  BID  [MULTI] 13:23:43.088 IV=238.9% -83.4 C2 3056 x $0.02 - $0.03 x 222 EMLD Vega=$70 NKLA=0.93 Ref
  876. >>2000 WFC Jan24 50.0 Calls $1.94 (CboeTheo=1.94)  BID  AMEX 13:25:11.431 IV=24.7% +2.1 ARCA 107 x $1.94 - $1.96 x 12 MPRL  SPREAD/CROSS   52WeekHigh  Vega=$12k WFC=50.44 Ref
  877. >>2000 WFC Mar24 50.0 Calls $2.79 (CboeTheo=2.79)  BID  AMEX 13:25:11.431 IV=23.9% +2.1 C2 122 x $2.78 - $2.83 x 243 PHLX  SPREAD/CROSS   52WeekHigh  Vega=$20k WFC=50.44 Ref
  878. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 CENX Jan24 10.0 Calls $0.364 (CboeTheo=0.38)  BID  [MULTI] 13:25:09.652 IV=54.5% -5.6 PHLX 2699 x $0.35 - $0.45 x 551 PHLX
    Delta=36%, EST. IMPACT = 36k Shares ($331k) To Sell CENX=9.21 Ref
  879. >>2000 WOLF Mar24 50.0 Calls $4.40 (CboeTheo=4.39)  MID  ISE 13:25:25.246 IV=70.7% +0.9 PHLX 702 x $4.30 - $4.50 x 11 BXO  SPREAD/CROSS/TIED - OPENING  Vega=$18k WOLF=44.37 Ref
  880. >>2000 WOLF Jan24 40.0 Calls $6.25 (CboeTheo=6.17)  MID  ISE 13:25:25.246 IV=65.0% +5.3 PHLX 234 x $6.10 - $6.40 x 307 PHLX  SPREAD/CROSS/TIED  Vega=$9089 WOLF=44.37 Ref
  881. >>2000 TSLA Dec23 29th 240 Puts $3.20 (CboeTheo=3.72)  Below Bid!  PHLX 13:26:06.181 IV=37.9% -1.1 EMLD 296 x $3.70 - $3.75 x 363 EDGX  LATE  Vega=$33k TSLA=250.74 Ref
  882. SWEEP DETECTED:
    >>Bullish Delta Impact 545 LSPD May24 18.0 Calls $2.60 (CboeTheo=2.46)  ASK  [MULTI] 13:26:43.773 IV=52.8% +3.7 PHLX 905 x $2.10 - $2.60 x 171 PHLX  OPENING 
    Delta=59%, EST. IMPACT = 32k Shares ($577k) To Buy LSPD=17.90 Ref
  883. SPLIT TICKET:
    >>3161 ALLY Jan25 35.0 Calls $5.15 (CboeTheo=5.14)  BID  [BOX] 13:26:51.045 IV=36.5% +0.9 EMLD 65 x $5.10 - $5.30 x 30 PHLX  FLOOR   52WeekHigh  Vega=$43k ALLY=34.63 Ref
  884. SPLIT TICKET:
    >>3224 SPXW Dec23 21st 4600 Puts $2.35 (CboeTheo=2.37)  BID  [CBOE] 13:27:19.113 IV=12.0% +0.3 CBOE 2 x $2.35 - $2.45 x 195 CBOE  FLOOR - OPENING  Vega=$301k SPX=4716.36 Fwd
  885. SWEEP DETECTED:
    >>2395 TSLA Dec23 262.5 Calls $0.31 (CboeTheo=0.32)  BID  [MULTI] 13:28:34.629 IV=62.0% -0.7 EMLD 364 x $0.31 - $0.33 x 556 GEMX Vega=$5060 TSLA=249.98 Ref
  886. SWEEP DETECTED:
    >>2760 SE Jan24 5th 31.0 Puts $0.13 (CboeTheo=0.12)  ASK  [MULTI] 13:28:45.938 IV=54.6% +3.1 EMLD 372 x $0.10 - $0.13 x 589 EMLD  OPENING  Vega=$3006 SE=37.86 Ref
  887. >>2000 VIX Dec23 20th 16.0 Calls $0.08 (CboeTheo=0.08)  MID  CBOE 13:29:30.455 IV=137.9% -4.5 CBOE 16k x $0.07 - $0.09 x 1597 CBOE Vega=$498 VIX=12.42 Fwd
  888. >>3989 PFE Jan24 30.0 Calls $0.08 (CboeTheo=0.08)  BID  MIAX 13:29:52.891 IV=28.2% +2.1 C2 6008 x $0.08 - $0.09 x 1300 EMLD  COB/AUCTION  Vega=$5034 PFE=26.20 Ref
  889. >>3989 PFE Jan24 29.0 Calls $0.15 (CboeTheo=0.14)  ASK  MIAX 13:29:52.891 IV=26.8% +2.4 C2 496 x $0.14 - $0.15 x 8684 C2  COB/AUCTION  Vega=$7451 PFE=26.20 Ref
  890. >>Market Color MPW - Bearish flow noted in Medical Properties Trust (5.58 +0.60) with 53,482 puts trading, or 3x expected. The Put/Call Ratio is 1.94, while ATM IV is up over 8 points on the day. Earnings are expected on 02/21. [MPW 5.58 +0.60 Ref, IV=73.1% +8.1] #Bearish
  891. SPLIT TICKET:
    >>1300 SPX Jul24 4500 Puts $100.12 (CboeTheo=99.96)  BID  [CBOE] 13:31:03.211 IV=16.2% +0.2 CBOE 347 x $99.70 - $100.70 x 595 CBOE  LATE  Vega=$1.55m SPX=4829.92 Fwd
  892. SPLIT TICKET:
    >>1300 SPX Sep24 4900 Puts $242.38 (CboeTheo=242.60)  BID  [CBOE] 13:31:03.211 IV=13.5% +0.2 CBOE 173 x $241.80 - $243.00 x 133 CBOE  LATE - OPENING  Vega=$2.12m SPX=4857.95 Fwd
  893. SPLIT TICKET:
    >>1300 SPX Sep24 4500 Puts $126.05 (CboeTheo=125.97)  MID  [CBOE] 13:31:03.211 IV=16.7% +0.2 CBOE 199 x $125.60 - $126.50 x 1 CBOE  LATE  Vega=$1.79m SPX=4857.95 Fwd
  894. SPLIT TICKET:
    >>1300 SPX Jul24 4900 Puts $220.40 (CboeTheo=220.40)  ASK  [CBOE] 13:31:03.211 IV=12.7% +0.2 CBOE 215 x $219.40 - $221.00 x 137 CBOE  LATE - OPENING  Vega=$1.87m SPX=4829.92 Fwd
  895. >>7370 ZI Jan24 17.5 Calls $1.70 (CboeTheo=1.70)  BID  CBOE 13:31:56.865 IV=43.0% -1.0 CBOE 165 x $1.70 - $1.80 x 207 EMLD  SPREAD/LEGGED/FLOOR  Vega=$15k ZI=18.61 Ref
  896. >>7370 ZI Jan24 20.0 Calls $0.65 (CboeTheo=0.57)  Above Ask!  CBOE 13:31:56.974 IV=48.7% +3.1 CBOE 391 x $0.55 - $0.60 x 11 MPRL  SPREAD/LEGGED/FLOOR - OPENING  Vega=$16k ZI=18.61 Ref
  897. SPLIT TICKET:
    >>1389 SPX Dec23 4750 Calls $2.15 (CboeTheo=2.07)  ASK  [CBOE] 13:31:58.025 IV=14.7% +0.3 CBOE 1247 x $1.95 - $2.15 x 721 CBOE Vega=$69k SPX=4712.61 Fwd
  898. >>2000 MS Jun24 105 Calls $1.53 (CboeTheo=1.53)  ASK  BOX 13:32:03.681 IV=21.0% +0.6 BZX 24 x $1.48 - $1.53 x 10 MPRL  CROSS  Vega=$38k MS=91.11 Ref
  899. SPLIT TICKET:
    >>1000 SPX Jan24 4650 Puts $31.20 (CboeTheo=30.95)  Above Ask!  [CBOE] 13:32:06.111 IV=11.1% +0.3 CBOE 1721 x $30.40 - $31.00 x 642 CBOE  LATE  Vega=$516k SPX=4734.85 Fwd
  900. SWEEP DETECTED:
    >>2286 PFE Feb24 25.0 Puts $0.77 (CboeTheo=0.77)  ASK  [MULTI] 13:33:20.496 IV=28.5% +0.7 PHLX 221 x $0.76 - $0.77 x 200 C2  OPENING  Vega=$9152 PFE=26.12 Ref
  901. >>3093 AAPL Dec23 200 Calls $0.14 (CboeTheo=0.16)  BID  ISE 13:33:27.058 IV=22.9% +4.3 ISE 3093 x $0.14 - $0.15 x 682 C2  SPREAD/LEGGED   52WeekHigh  Vega=$6792 AAPL=196.93 Ref
  902. >>3093 AAPL Dec23 202.5 Calls $0.04 (CboeTheo=0.06)  ASK  ISE 13:33:27.058 IV=27.3% +7.9 C2 1136 x $0.03 - $0.04 x 3119 ISE  SPREAD/LEGGED   52WeekHigh  Vega=$2727 AAPL=196.94 Ref
  903. >>Unusual Volume STNE - 3x market weighted volume: 36.1k = 30.8k projected vs 10.2k adv, 92% calls, 10% of OI [STNE 17.10 +0.52 Ref, IV=40.5% +0.9]
  904. >>Unusual Volume JCI - 3x market weighted volume: 27.6k = 23.6k projected vs 7803 adv, 97% calls, 18% of OI  ExDiv  [JCI 54.51 +1.22 Ref, IV=21.9% +1.1]
  905. SWEEP DETECTED:
    >>2853 OXY Jan24 5th 71.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 13:34:11.649 IV=36.5% -1.3 EDGX 804 x $0.03 - $0.05 x 675 EMLD  OPENING  Vega=$2624 OXY=59.15 Ref
  906. SWEEP DETECTED:
    >>3445 PFE Feb24 25.0 Puts $0.77 (CboeTheo=0.77)  ASK  [MULTI] 13:35:53.588 IV=28.4% +0.6 C2 180 x $0.76 - $0.77 x 400 EDGX  OPENING  Vega=$14k PFE=26.12 Ref
  907. >>3000 ABT Feb24 105 Calls $5.71 (CboeTheo=5.62)  ASK  ARCA 13:36:18.418 IV=20.0% +1.1 BOX 68 x $5.60 - $5.80 x 102 PHLX  SPREAD/FLOOR  Vega=$49k ABT=108.22 Ref
  908. >>15000 ABT Feb24 115 Calls $1.08 (CboeTheo=1.08)  Above Ask!  ARCA 13:36:18.418 IV=17.8% +0.3 BOX 28 x $1.01 - $1.07 x 41 PHLX  SPREAD/FLOOR - OPENING  Vega=$213k ABT=108.22 Ref
  909. >>4000 ABT Feb24 105 Calls $5.72 (CboeTheo=5.62)  ASK  ARCA 13:36:18.419 IV=20.1% +1.2 BOX 68 x $5.60 - $5.80 x 102 PHLX  SPREAD/FLOOR  Vega=$65k ABT=108.22 Ref
  910. >>10000 PBR Apr24 12.0 Puts $0.20 (CboeTheo=0.21)  MID  PHLX 13:36:55.963 IV=38.3% -0.1 ARCA 1023 x $0.19 - $0.22 x 1023 ARCA  SPREAD/CROSS/TIED  Vega=$17k PBR=15.24 Ref
  911. >>3250 F Jan25 14.35 Puts $3.02 (CboeTheo=3.03)  MID  ARCA 13:38:03.990 IV=30.8% -0.7 MPRL 32 x $2.99 - $3.05 x 36 ARCA  CROSS  Vega=$14k F=11.96 Ref
  912. >>19000 NKLA Dec23 22nd 1.0 Puts $0.14 (CboeTheo=0.15)  BID  AMEX 13:38:06.968 IV=140.8% -18.7 MPRL 5 x $0.14 - $0.15 x 37 EDGX  TIED/FLOOR  Vega=$937 NKLA=0.91 Ref
  913. >>2000 ACI Jul24 20.0 Puts $1.55 (CboeTheo=1.38)  BID  PHLX 13:38:08.199 IV=41.9% -8.9 C2 19 x $1.20 - $2.00 x 10 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$12k ACI=22.61 Ref
  914. >>2000 NCLH Jan24 5th 20.0 Calls $1.20 (CboeTheo=1.21)  BID  ARCA 13:38:35.772 IV=44.5% +2.4 CBOE 26 x $1.19 - $1.24 x 18 BOX  FLOOR  Vega=$3838 NCLH=20.52 Ref
  915. >>25000 NKLA Dec23 29th 0.5 Calls $0.42 (CboeTheo=0.41)  ASK  AMEX 13:38:43.763 IV=238.9% +81.8 PHLX 3953 x $0.22 - $0.43 x 2 ARCA  CROSS  Vega=$528 NKLA=0.91 Ref
  916. >>3000 KVUE Jan24 21.0 Calls $1.30 (CboeTheo=1.24)  ASK  PHLX 13:40:38.176 IV=46.6% +1.5 PHLX 31 x $1.26 - $1.30 x 96 ARCA  SPREAD/CROSS/TIED  Vega=$7862 KVUE=21.04 Ref
  917. >>26600 PBR Jan24 13.0 Puts $0.06 (CboeTheo=0.06)  MID  ARCA 13:40:45.143 IV=37.0% +0.9 ARCA 1023 x $0.05 - $0.07 x 1023 ARCA  CROSS  Vega=$18k PBR=15.23 Ref
  918. >>8000 CIM Jun24 6.0 Calls $0.20 (CboeTheo=0.18)  ASK  BOX 13:41:22.460 IV=35.2% +1.5 PHLX 4647 x $0.10 - $0.25 x 2149 PHLX  FLOOR - OPENING  Vega=$9773 CIM=5.14 Ref
  919. >>2000 CIM Jun24 6.0 Calls $0.25 (CboeTheo=0.18)  ASK  BOX 13:41:22.460 IV=39.2% +5.6 PHLX 4647 x $0.10 - $0.25 x 2149 PHLX  FLOOR - OPENING  Vega=$2544 CIM=5.14 Ref
  920. SPLIT TICKET:
    >>10000 CIM Jun24 6.0 Calls $0.21 (CboeTheo=0.18)  ASK  [BOX] 13:41:22.460 IV=35.2% +1.5 PHLX 4647 x $0.10 - $0.25 x 2149 PHLX  FLOOR - OPENING  Vega=$12k CIM=5.14 Ref
  921. >>6000 SOFI Sep24 17.0 Calls $0.61 (CboeTheo=0.63)  BID  BOX 13:41:31.014 IV=65.2% -0.3 BZX 105 x $0.61 - $0.64 x 151 EMLD  FLOOR - OPENING  Vega=$16k SOFI=9.36 Ref
  922. SWEEP DETECTED:
    >>Bullish Delta Impact 1462 CIM Jun24 5.0 Calls $0.60 (CboeTheo=0.52)  ASK  [MULTI] 13:41:30.804 IV=40.9% +5.8 PHLX 938 x $0.50 - $0.60 x 255 EMLD  OPENING 
    Delta=58%, EST. IMPACT = 84k Shares ($434k) To Buy CIM=5.14 Ref
  923. SWEEP DETECTED:
    >>3015 VNET Mar24 2.0 Puts $0.20 (CboeTheo=0.22)  BID  [MULTI] 13:42:28.511 IV=115.8% -7.2 BOX 1211 x $0.20 - $0.25 x 94 MIAX Vega=$1107 VNET=2.96 Ref
  924. SWEEP DETECTED:
    >>2000 MARA Jan24 5th 12.5 Puts $0.17 (CboeTheo=0.17)  ASK  [MULTI] 13:42:48.506 IV=108.3% +4.2 EMLD 986 x $0.15 - $0.17 x 955 EMLD  OPENING  Vega=$1215 MARA=17.73 Ref
  925. SWEEP DETECTED:
    >>2000 MARA Jan24 9.0 Puts $0.10 (CboeTheo=0.11)  ASK  [MULTI] 13:43:15.013 IV=129.7% +3.2 MPRL 1 x $0.09 - $0.10 x 1695 EMLD Vega=$780 MARA=17.66 Ref
  926. SPLIT TICKET:
    >>2000 HOOD Dec23 29th 13.0 Calls $0.31 (CboeTheo=0.30)  ASK  [BOX] 13:43:51.063 IV=69.4% -2.7 MPRL 1 x $0.29 - $0.31 x 483 EDGX  AUCTION  Vega=$1717 HOOD=11.96 Ref
  927. >>2000 VIX Dec23 20th 11.5 Puts $0.05 (CboeTheo=0.05)  MID  CBOE 13:44:16.104 IV=56.0% -2.5 CBOE 26k x $0.04 - $0.06 x 110 CBOE  AUCTION  Vega=$613 VIX=12.50 Fwd
  928. SWEEP DETECTED:
    >>Bullish Delta Impact 526 AYX Dec23 47.5 Calls $0.90 (CboeTheo=0.75)  ASK  [MULTI] 13:44:17.665 IV=57.3% -7.8 PHLX 179 x $0.80 - $0.90 x 259 BXO
    Delta=64%, EST. IMPACT = 34k Shares ($1.62m) To Buy AYX=48.02 Ref
  929. SWEEP DETECTED:
    >>2995 GIS Jan24 62.5 Puts $0.554 (CboeTheo=0.60)  BID  [MULTI] 13:44:58.368 IV=26.1% -1.6 C2 310 x $0.55 - $0.60 x 2 ISE  AUCTION - OPENING  Vega=$17k GIS=67.39 Ref
  930. >>Market Color GE - Bullish option flow detected in General Electric (121.06 -0.12) with 23,361 calls trading (5x expected) and implied vol increasing almost 2 points to 21.00%. . The Put/Call Ratio is 0.17. Earnings are expected on 01/22.[GE 121.06 -0.12 Ref, IV=21.0% +1.8] #Bullish
  931. >>2000 SPLK Jan25 140 Puts $1.10 (CboeTheo=0.97)  ASK  PHLX 13:45:50.877 IV=9.6% +0.7 AMEX 92 x $0.07 - $1.45 x 15 AMEX  SPREAD/FLOOR  Vega=$73k SPLK=151.74 Ref
  932. >>4097 LYFT Dec23 14.5 Calls $0.60 (CboeTheo=0.60)  ASK  ARCA 13:46:04.724 IV=79.1% +5.7 MIAX 145 x $0.56 - $0.60 x 4097 ARCA Vega=$962 LYFT=15.02 Ref
  933. SWEEP DETECTED:
    >>5976 TSLA Dec23 22nd 257.5 Calls $3.30 (CboeTheo=3.36)  BID  [MULTI] 13:46:27.723 IV=43.7% +0.4 PHLX 861 x $3.30 - $3.40 x 176 MIAX  OPENING  Vega=$80k TSLA=249.03 Ref
  934. SPLIT TICKET:
    >>1217 XSP Dec24 380 Puts $6.15 (CboeTheo=6.09)  ASK  [CBOE] 13:48:09.955 IV=22.4% +0.1 CBOE 412 x $6.03 - $6.15 x 1140 CBOE  OPENING  Vega=$110k XSP=489.23 Fwd
  935. SWEEP DETECTED:
    >>Bearish Delta Impact 1998 DHC Mar24 3.5 Calls $0.25 (CboeTheo=0.29)  BID  [MULTI] 13:48:23.828 IV=70.9% -10.4 BOX 288 x $0.25 - $0.35 x 1 ISE  OPENING 
    Delta=40%, EST. IMPACT = 81k Shares ($240k) To Sell DHC=2.98 Ref
  936. >>2496 STNE Jan24 25.0 Calls $0.01 (CboeTheo=0.05)  BID  BOX 13:48:36.496 IV=50.8% -13.0 GEMX 0 x $0.00 - $0.05 x 209 EDGX  COB/AUCTION   52WeekHigh  Vega=$421 STNE=17.09 Ref
  937. >>4994 STNE Jan24 20.0 Calls $0.13 (CboeTheo=0.19)  MID  CBOE 13:48:36.496 IV=40.3% -6.0 BZX 173 x $0.10 - $0.15 x 751 EDGX  COB/AUCTION   52WeekHigh  Vega=$5696 STNE=17.09 Ref
  938. >>4994 STNE Jan24 25.0 Calls $0.03 (CboeTheo=0.05)  MID  CBOE 13:48:36.496 IV=59.0% -4.7 GEMX 0 x $0.00 - $0.05 x 209 EDGX  COB/AUCTION   52WeekHigh  Vega=$1708 STNE=17.09 Ref
  939. >>2496 STNE Jan24 20.0 Calls $0.11 (CboeTheo=0.19)  BID  BOX 13:48:36.496 IV=38.5% -7.8 BZX 30 x $0.10 - $0.15 x 747 EDGX  COB/AUCTION   52WeekHigh  Vega=$2659 STNE=17.09 Ref
  940. >>2496 STNE Jan24 20.0 Calls $0.13 (CboeTheo=0.19)  MID  ISE 13:48:36.498 IV=40.3% -6.0 BZX 30 x $0.10 - $0.15 x 747 EDGX  COB/AUCTION   52WeekHigh  Vega=$2847 STNE=17.09 Ref
  941. >>2496 STNE Jan24 25.0 Calls $0.03 (CboeTheo=0.05)  MID  ISE 13:48:36.498 IV=59.0% -4.7 GEMX 0 x $0.00 - $0.05 x 209 EDGX  COB/AUCTION   52WeekHigh  Vega=$854 STNE=17.09 Ref
  942. SPLIT TICKET:
    >>1300 SPX Dec23 4000 Calls $731.00 (CboeTheo=708.72)  Above Ask!  [CBOE] 13:48:40.202 IV=257.9% +257.9 CBOE 11 x $707.10 - $708.70 x 11 CBOE  LATE  Vega=$44k SPX=4708.73 Fwd
  943. SPLIT TICKET:
    >>1300 SPX Jan24 5000 Calls $3.10 (CboeTheo=2.36)  Above Ask!  [CBOE] 13:48:40.202 IV=10.6% +0.6 CBOE 1310 x $2.30 - $2.45 x 1607 CBOE  LATE  Vega=$219k SPX=4730.75 Fwd
  944. SPLIT TICKET:
    >>1300 SPX Dec23 5000 Puts $268.70 (CboeTheo=291.31)  Below Bid!  [CBOE] 13:48:40.202 CBOE 142 x $287.80 - $298.10 x 10 CBOE  LATE  Vega=$0 SPX=4708.73 Fwd
  945. SPLIT TICKET:
    >>1300 SPX Jan24 4000 Puts $1.72 (CboeTheo=2.04)  Below Bid!  [CBOE] 13:48:40.202 IV=24.6% -0.3 CBOE 5570 x $2.00 - $2.15 x 1684 CBOE  LATE  Vega=$72k SPX=4730.75 Fwd
  946. SPLIT TICKET:
    >>1300 SPX Jan24 4000 Calls $751.04 (CboeTheo=728.76)  Above Ask!  [CBOE] 13:48:40.880 IV=40.8% +16.1 CBOE 115 x $723.90 - $733.30 x 115 CBOE  LATE  Vega=$302k SPX=4730.75 Fwd
  947. SPLIT TICKET:
    >>1300 SPX Dec23 5000 Calls $0.05 (CboeTheo=0.08)  BID  [CBOE] 13:48:40.880 IV=43.6% +8.1 CBOE 1395 x $0.05 - $0.10 x 1396 CBOE  LATE  Vega=$1854 SPX=4708.73 Fwd
  948. SPLIT TICKET:
    >>1300 SPX Jan24 5000 Puts $247.78 (CboeTheo=270.13)  Below Bid!  [CBOE] 13:48:40.880 CBOE 115 x $265.50 - $274.40 x 115 CBOE  LATE  Vega=$0 SPX=4730.75 Fwd
  949. SPLIT TICKET:
    >>1300 SPX Dec23 4000 Puts $0.05 (CboeTheo=0.07)  BID  [CBOE] 13:48:40.880 IV=109.9% +26.6 CBOE 240 x $0.05 - $0.10 x 1347 CBOE  LATE  Vega=$786 SPX=4708.73 Fwd
  950. >>24737 NKLA Dec23 29th 0.5 Calls $0.42 (CboeTheo=0.41)  ASK  AMEX 13:49:11.469 IV=234.1% +77.0 EDGX 2365 x $0.35 - $0.43 x 54 BZX  LATE  Vega=$492 NKLA=0.91 Ref
  951. SPLIT TICKET:
    >>1500 SPX Mar24 5500 Calls $0.70 (CboeTheo=0.68)  MID  [CBOE] 13:50:13.049 IV=11.8% +0.1 CBOE 790 x $0.65 - $0.75 x 1229 CBOE  LATE - OPENING  Vega=$97k SPX=4758.00 Fwd
  952. SWEEP DETECTED:
    >>4831 BAC Dec23 34.0 Calls $0.20 (CboeTheo=0.21)  MID  [MULTI] 13:51:45.065 IV=36.4% -7.8 MPRL 2337 x $0.20 - $0.21 x 377 BZX Vega=$3513 BAC=33.84 Ref
  953. >>10000 BAC Jan25 35.0 Puts $3.72 (CboeTheo=3.71)  ASK  AMEX 13:52:02.808 IV=25.4% +1.0 C2 1855 x $3.65 - $3.75 x 3030 PHLX  SPREAD/CROSS  Vega=$135k BAC=33.80 Ref
  954. >>10000 BAC Jan25 35.0 Calls $3.40 (CboeTheo=3.39)  BID  AMEX 13:52:02.808 IV=25.4% +0.8 NOM 81 x $3.40 - $3.45 x 911 C2  SPREAD/CROSS  Vega=$137k BAC=33.80 Ref
  955. SPLIT TICKET:
    >>1103 SPXW Dec23 14th 4735 Calls $0.20 (CboeTheo=0.02)  BID  [CBOE] 13:52:16.574 IV=26.5% +11.6 CBOE 1339 x $0.20 - $0.25 x 3 CBOE Vega=$6331 SPX=4699.13 Fwd
  956. SPLIT TICKET:
    >>1242 SPXW Dec23 14th 4730 Calls $0.35 (CboeTheo=0.34)  BID  [CBOE] 13:52:24.968 IV=25.6% +10.9 CBOE 1254 x $0.35 - $0.40 x 944 CBOE Vega=$9198 SPX=4698.24 Fwd
  957. >>1000 VIX Dec23 20th 28.0 Calls $0.02 (CboeTheo=0.02)  MID  CBOE 13:53:06.532 IV=270.8% +7.9 CBOE 1817 x $0.01 - $0.03 x 2818 CBOE Vega=$60 VIX=12.57 Fwd
  958. SWEEP DETECTED:
    >>2250 CPNG Jan24 5th 16.5 Puts $0.38 (CboeTheo=0.34)  ASK  [MULTI] 13:53:32.699 IV=30.8% +3.3 PHLX 1134 x $0.34 - $0.38 x 158 EDGX  AUCTION - OPENING  Vega=$3582 CPNG=16.72 Ref
  959. SPLIT TICKET:
    >>1180 SPX Mar24 4760 Calls $105.80 (CboeTheo=104.33)  Above Ask!  [CBOE] 13:54:25.205 IV=11.8% +0.2 CBOE 82 x $103.80 - $104.40 x 71 CBOE  LATE  Vega=$1.11m SPX=4749.11 Fwd
  960. SPLIT TICKET:
    >>2000 SPX Apr24 4600 Puts $81.63 (CboeTheo=82.89)  Below Bid!  [CBOE] 13:54:25.205 IV=13.9% +0.1 CBOE 658 x $82.40 - $83.20 x 475 CBOE  LATE  Vega=$1.97m SPX=4769.59 Fwd
  961. SPLIT TICKET:
    >>2000 SPX Apr24 4950 Calls $55.35 (CboeTheo=54.64)  Above Ask!  [CBOE] 13:54:25.205 IV=11.1% +0.3 CBOE 256 x $54.10 - $54.80 x 164 CBOE  LATE  Vega=$1.93m SPX=4769.59 Fwd
  962. SPLIT TICKET:
    >>1180 SPX Mar24 4760 Puts $112.80 (CboeTheo=115.06)  Below Bid!  [CBOE] 13:54:25.205 IV=11.4% -0.0 CBOE 10 x $114.50 - $115.20 x 101 CBOE  LATE  Vega=$1.11m SPX=4749.11 Fwd
  963. >>2000 GOOGL Dec23 130 Puts $1.04 (CboeTheo=1.02)  ASK  AMEX 13:54:43.251 IV=33.0% +5.9 C2 110 x $1.02 - $1.04 x 178 C2  SPREAD/FLOOR  Vega=$5692 GOOGL=129.79 Ref
  964. >>2000 GOOGL Dec23 130 Calls $0.84 (CboeTheo=0.84)  MID  AMEX 13:54:43.258 IV=32.6% +5.2 C2 237 x $0.83 - $0.85 x 160 C2  SPREAD/FLOOR  Vega=$5693 GOOGL=129.79 Ref
  965. >>2000 GOOGL Jan24 120 Puts $0.72 (CboeTheo=0.71)  BID  AMEX 13:54:43.262 IV=25.1% +0.2 EMLD 579 x $0.72 - $0.73 x 378 C2  SPREAD/FLOOR  Vega=$18k GOOGL=129.79 Ref
  966. >>14000 RNG Feb24 40.0 Calls $1.10 (CboeTheo=1.03)  ASK  PHLX 13:56:04.435 IV=53.7% -3.5 BOX 188 x $0.90 - $1.10 x 1 NOM  SPREAD/FLOOR - OPENING  Vega=$65k RNG=33.53 Ref
  967. >>7000 RNG Jan24 35.0 Calls $1.60 (CboeTheo=1.58)  MID  PHLX 13:56:04.435 IV=50.9% -3.3 ARCA 5 x $1.55 - $1.65 x 1 ARCA  SPREAD/FLOOR  Vega=$29k RNG=33.53 Ref
  968. SWEEP DETECTED:
    >>2010 AAPL Dec23 200 Calls $0.11 (CboeTheo=0.13)  ASK  [MULTI] 13:56:03.047 IV=23.6% +5.0 C2 626 x $0.10 - $0.11 x 774 C2  52WeekHigh  Vega=$3756 AAPL=196.56 Ref
  969. >>2000 NVRO Feb24 22.5 Calls $2.00 (CboeTheo=2.01)  BID  CBOE 13:57:46.205 IV=56.5% -0.3 MPRL 1 x $2.00 - $2.15 x 12 BOX  SPREAD/CROSS  Vega=$7363 NVRO=22.04 Ref
  970. >>2000 NVRO Feb24 25.0 Calls $1.18 (CboeTheo=1.09)  ASK  CBOE 13:57:46.205 IV=58.1% +1.7 AMEX 6 x $1.10 - $1.20 x 8 BOX  SPREAD/CROSS - OPENING  Vega=$6973 NVRO=22.04 Ref
  971. >>10000 BAC Jan24 30.0 Puts $0.14 (CboeTheo=0.13)  ASK  PHLX 13:58:16.190 IV=30.2% +4.2 EMLD 218 x $0.13 - $0.14 x 4017 EMLD  SPREAD/CROSS/TIED  Vega=$18k BAC=33.72 Ref
  972. >>2489 CCCC Jan24 5.0 Puts $1.10 (CboeTheo=1.12)  MID  ISE 13:58:23.982 IV=201.1% -12.6 AMEX 1046 x $1.05 - $1.15 x 1 ISE  OPENING  Vega=$1524 CCCC=5.36 Ref
  973. >>2532 DKNG Jan24 30.0 Puts $0.20 (CboeTheo=0.19)  ASK  PHLX 13:58:43.364 IV=47.4% +0.7 EMLD 2255 x $0.18 - $0.20 x 638 EMLD  SPREAD/CROSS/TIED  Vega=$4284 DKNG=36.49 Ref
  974. SWEEP DETECTED:
    >>Bearish Delta Impact 1790 ENVX Dec23 13.0 Calls $0.75 (CboeTheo=0.84)  BID  [MULTI] 13:58:49.722 IV=88.0% -12.5 CBOE 285 x $0.75 - $0.85 x 137 EDGX
    Delta=87%, EST. IMPACT = 155k Shares ($2.12m) To Sell ENVX=13.71 Ref
  975. SWEEP DETECTED:
    >>Bullish Delta Impact 500 AXTI Aug24 5.0 Calls $0.15 (CboeTheo=0.12)  ASK  [MULTI] 13:59:09.051 IV=39.1% C2 0 x $0.00 - $0.15 x 553 BOX  OPENING 
    Delta=36%, EST. IMPACT = 18k Shares ($46k) To Buy AXTI=2.59 Ref
  976. SWEEP DETECTED:
    >>3400 DKNG Dec23 39.5 Calls $0.03  ASK  [MULTI] 14:01:02.157 IV=83.2% +31.7 EMLD 1510 x $0.01 - $0.03 x 849 AMEX  FLOOR  Vega=$655 DKNG=36.49 Ref
  977. SWEEP DETECTED:
    >>Bearish Delta Impact 2000 FSM Feb24 3.5 Calls $0.60 (CboeTheo=0.55)  Below Bid!  [MULTI] 14:01:28.258 IV=56.5% ARCA 200 x $0.60 - $0.65 x 210 MIAX  OPENING 
    Delta=73%, EST. IMPACT = 145k Shares ($566k) To Sell FSM=3.91 Ref
  978. >>3000 MET Jan24 72.5 Calls $0.24 (CboeTheo=0.23)  ASK  AMEX 14:02:31.589 IV=19.5% -0.1 CBOE 493 x $0.15 - $0.25 x 510 CBOE  CROSS  Vega=$13k MET=67.06 Ref
  979. SWEEP DETECTED:
    >>Bearish Delta Impact 5643 PNT Jan24 12.5 Puts $0.10 (CboeTheo=0.16)  ASK  [MULTI] 14:03:19.002 IV=37.0% -12.5 CBOE 976 x $0.05 - $0.10 x 3175 C2
    Delta=-12%, EST. IMPACT = 69k Shares ($965k) To Sell PNT=13.97 Ref
  980. SWEEP DETECTED:
    >>2344 PLUG Jan24 5.0 Puts $0.81 (CboeTheo=0.79)  ASK  [MULTI] 14:03:48.160 IV=106.0% +7.2 C2 765 x $0.79 - $0.81 x 429 NOM Vega=$1369 PLUG=4.69 Ref
  981. SWEEP DETECTED:
    >>2250 SHOP Jan24 102 Calls $0.06 (CboeTheo=0.10)  BID  [MULTI] 14:04:21.336 IV=41.9% -3.0 EMLD 465 x $0.06 - $0.07 x 1217 C2  ISO   52WeekHigh  Vega=$2456 SHOP=76.20 Ref
  982. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4500 Puts $2.997 (CboeTheo=2.88)  Above Ask!  [CBOE] 14:04:26.650 IV=14.3% +0.3 CBOE 439 x $2.85 - $2.95 x 2 CBOE Vega=$110k SPX=4716.53 Fwd
  983. >>Unusual Volume TPR - 3x market weighted volume: 13.8k = 10.7k projected vs 3383 adv, 71% calls, 11% of OI [TPR 36.76 +2.23 Ref, IV=28.7% +2.6]
  984. SWEEP DETECTED:
    >>2168 TFC Jan24 35.0 Calls $3.101 (CboeTheo=3.18)  BID  [MULTI] 14:05:59.155 IV=32.1% +3.8 PHLX 47 x $3.10 - $3.20 x 37 MPRL Vega=$7685 TFC=37.41 Ref
  985. >>Unusual Volume SYF - 4x market weighted volume: 23.0k = 17.9k projected vs 4049 adv, 76% puts, 14% of OI [SYF 37.69 +0.85 Ref, IV=31.0% +2.0]
  986. >>2300 GOOGL Dec23 130 Calls $1.11 (CboeTheo=1.12)  MID  PHLX 14:06:18.295 IV=32.3% +4.9 EMLD 221 x $1.10 - $1.13 x 179 C2  SPREAD/CROSS/TIED  Vega=$6482 GOOGL=130.34 Ref
  987. >>2300 GOOGL Dec23 130 Puts $0.76 (CboeTheo=0.76)  ASK  PHLX 14:06:18.295 IV=32.5% +5.4 C2 106 x $0.75 - $0.76 x 1 C2  SPREAD/CROSS/TIED  Vega=$6484 GOOGL=130.34 Ref
  988. >>3500 KVUE May24 26.0 Calls $0.35 (CboeTheo=0.39)  MID  PHLX 14:07:42.783 IV=30.2% -1.8 PHLX 1184 x $0.30 - $0.41 x 146 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$12k KVUE=20.95 Ref
  989. SWEEP DETECTED:
    >>2081 PFE Feb24 25.0 Puts $0.77 (CboeTheo=0.77)  ASK  [MULTI] 14:10:19.485 IV=28.4% +0.6 BZX 19 x $0.76 - $0.77 x 200 EDGX Vega=$8335 PFE=26.11 Ref
  990. SPLIT TICKET:
    >>1000 SPXW Dec23 4850 Calls $0.40 (CboeTheo=0.31)  ASK  [CBOE] 14:11:52.332 IV=25.8% +4.7 CBOE 1833 x $0.30 - $0.40 x 1226 CBOE Vega=$12k SPX=4708.07 Fwd
  991. SWEEP DETECTED:
    >>Bullish Delta Impact 2755 TPR Jan24 37.5 Calls $1.044 (CboeTheo=0.92)  ASK  [MULTI] 14:11:51.968 IV=28.7% +2.0 CBOE 119 x $0.95 - $1.05 x 164 EDGX  AUCTION - OPENING 
    Delta=44%, EST. IMPACT = 121k Shares ($4.43m) To Buy TPR=36.63 Ref
  992. SWEEP DETECTED:
    >>2000 PLTR Jan24 25.0 Calls $0.11 (CboeTheo=0.11)  ASK  [MULTI] 14:12:14.748 IV=65.7% +2.1 ARCA 2024 x $0.10 - $0.11 x 753 C2 Vega=$1586 PLTR=18.00 Ref
  993. SPLIT TICKET:
    >>1000 SPXW Dec23 4585 Puts $0.65 (CboeTheo=0.59)  ASK  [CBOE] 14:12:21.105 IV=25.5% +5.8 CBOE 1702 x $0.55 - $0.65 x 1187 CBOE Vega=$17k SPX=4709.17 Fwd
  994. SWEEP DETECTED:
    >>Bearish Delta Impact 583 ISPR Jan24 7.5 Puts $0.80 (CboeTheo=0.74)  ASK  [MULTI] 14:12:41.925 IV=123.7% +7.2 AMEX 436 x $0.65 - $0.80 x 27 BZX  OPENING   SSR 
    Delta=-29%, EST. IMPACT = 17k Shares ($150k) To Sell ISPR=8.86 Ref
  995. >>1800 VIX Dec23 20th 19.0 Calls $0.05 (CboeTheo=0.04)  MID  CBOE 14:13:57.934 IV=185.8% -0.7 CBOE 5207 x $0.03 - $0.06 x 15k CBOE Vega=$273 VIX=12.45 Fwd
  996. >>6613 CG Jan24 40.0 Puts $0.85 (CboeTheo=0.78)  Above Ask!  ARCA 14:14:13.086 IV=31.2% +8.4 AMEX 201 x $0.70 - $0.80 x 41 BOX  FLOOR - OPENING   52WeekHigh  Vega=$31k CG=41.66 Ref
  997. >>2000 TSLA Jan25 90.0 Puts $2.24 (CboeTheo=2.23)  ASK  ARCA 14:14:14.981 IV=64.3% +0.6 BZX 185 x $2.20 - $2.25 x 117 PHLX  CROSS - COMPLEX  Vega=$33k TSLA=248.13 Ref
  998. >>Market Color GT - Bullish option flow detected in Goodyear Tire (15.02 +0.49) with 17,718 calls trading (4x expected) and implied vol increasing almost 3 points to 34.08%. . The Put/Call Ratio is 0.34. Earnings are expected on 02/15. [GT 15.02 +0.49 Ref, IV=34.1% +2.5] #Bullish
  999. >>2449 SOFI Feb24 10.0 Calls $0.94 (CboeTheo=0.95)  BID  PHLX 14:15:15.192 IV=77.0% +2.4 NOM 269 x $0.94 - $0.96 x 157 EMLD  AUCTION  Vega=$3795 SOFI=9.27 Ref
  1000. SWEEP DETECTED:
    >>2500 SOFI Feb24 10.0 Calls $0.94 (CboeTheo=0.95)  BID  [MULTI] 14:15:15.090 IV=77.0% +2.4 MPRL 26 x $0.94 - $0.96 x 67 BOX Vega=$3874 SOFI=9.27 Ref
  1001. >>25000 CHPT Feb24 3.5 Calls $0.27 (CboeTheo=0.28)  MID  BOX 14:15:45.274 IV=104.9% -8.3 EDGX 700 x $0.26 - $0.28 x 70 NOM  FLOOR - OPENING  Vega=$11k CHPT=2.83 Ref
  1002. SWEEP DETECTED:
    >>3000 DAL Dec23 44.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 14:15:45.002 IV=52.4% +5.3 EMLD 1152 x $0.04 - $0.05 x 667 EMLD  OPENING  Vega=$1150 DAL=42.33 Ref
  1003. >>1000 SPX Mar24 4400 Puts $32.25 (CboeTheo=30.69)  Above Ask!  CBOE 14:16:19.561 IV=16.2% +0.6 CBOE 370 x $30.50 - $30.90 x 952 CBOE  LATE  Vega=$578k SPX=4762.23 Fwd
  1004. SPLIT TICKET:
    >>2000 SPX Mar24 4550 Puts $52.50 (CboeTheo=49.97)  Above Ask!  [CBOE] 14:16:19.557 IV=14.3% +0.6 CBOE 213 x $49.70 - $50.30 x 889 CBOE  LATE  Vega=$1.52m SPX=4762.23 Fwd
  1005. SPLIT TICKET:
    >>2000 SPX Mar24 4250 Puts $20.93 (CboeTheo=19.88)  Above Ask!  [CBOE] 14:16:19.557 IV=18.3% +0.6 CBOE 169 x $19.80 - $20.00 x 937 CBOE  LATE  Vega=$855k SPX=4762.23 Fwd
  1006. SPLIT TICKET:
    >>4000 SPX Mar24 4400 Puts $32.25 (CboeTheo=30.69)  Above Ask!  [CBOE] 14:16:19.557 IV=16.2% +0.6 CBOE 370 x $30.50 - $30.90 x 952 CBOE  LATE  Vega=$2.31m SPX=4762.23 Fwd
  1007. SWEEP DETECTED:
    >>Bullish Delta Impact 5506 FIGS Apr24 10.0 Calls $0.35 (CboeTheo=0.29)  ASK  [MULTI] 14:16:25.133 IV=59.8% +8.3 PHLX 190 x $0.25 - $0.35 x 1936 PHLX  OPENING 
    Delta=27%, EST. IMPACT = 147k Shares ($1.08m) To Buy FIGS=7.32 Ref
  1008. SWEEP DETECTED:
    >>2627 BAC Dec23 22nd 36.0 Calls $0.07 (CboeTheo=0.07)  BID  [MULTI] 14:17:14.614 IV=30.9% -4.3 EMLD 1707 x $0.07 - $0.08 x 4615 EMLD  AUCTION - OPENING  Vega=$2343 BAC=33.84 Ref
  1009. SWEEP DETECTED:
    >>2371 GOOGL Dec23 135 Calls $0.065 (CboeTheo=0.08)  Below Bid!  [MULTI] 14:18:02.036 IV=36.7% +9.9 MPRL 218 x $0.07 - $0.08 x 339 MRX Vega=$2146 GOOGL=130.84 Ref
  1010. SWEEP DETECTED:
    >>5172 T Jan24 5th 16.5 Calls $0.448 (CboeTheo=0.42)  Above Ask!  [MULTI] 14:18:11.864 IV=20.2% -1.0 CBOE 322 x $0.40 - $0.43 x 14 ARCA Vega=$8192 T=16.62 Ref
  1011. SWEEP DETECTED:
    >>2000 CCL Jul24 21.0 Calls $2.02 (CboeTheo=2.03)  ASK  [MULTI] 14:19:39.734 IV=45.2% +0.5 EDGX 390 x $2.00 - $2.02 x 200 ARCA  OPENING  Vega=$12k CCL=18.82 Ref
  1012. >>2000 PFE Jan25 30.0 Calls $1.64 (CboeTheo=1.62)  BID  PHLX 14:20:29.565 IV=28.2% +0.7 BZX 22 x $1.64 - $1.70 x 29 NOM  SPREAD/CROSS/TIED  Vega=$20k PFE=26.14 Ref
  1013. SWEEP DETECTED:
    >>3000 VZ Jan24 5th 39.0 Calls $0.25 (CboeTheo=0.24)  ASK  [MULTI] 14:20:50.583 IV=16.7% -0.1 EMLD 1184 x $0.22 - $0.25 x 562 EMLD  OPENING  Vega=$9333 VZ=37.86 Ref
  1014. >>12500 SYF Jun24 25.0 Puts $0.31 (CboeTheo=0.32)  ASK  CBOE 14:21:13.666 IV=41.3% +0.3 AMEX 441 x $0.25 - $0.35 x 123 PHLX  SPREAD/CROSS/TIED   52WeekHigh  Vega=$40k SYF=37.69 Ref
  1015. >>12500 SYF Jun24 30.0 Puts $0.82 (CboeTheo=0.87)  BID  CBOE 14:21:13.666 IV=36.1% -0.4 PHLX 126 x $0.80 - $0.90 x 20 GEMX  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$78k SYF=37.69 Ref
  1016. >>1594 SPXW Dec23 14th 4730 Calls $0.75 (CboeTheo=0.31)  ASK  CBOE 14:21:29.017 IV=22.3% +7.7 CBOE 181 x $0.70 - $0.75 x 95 CBOE Vega=$20k SPX=4712.15 Fwd
  1017. >>2500 CMCSA Jun24 47.5 Calls $1.95 (CboeTheo=1.93)  MID  ISE 14:21:48.298 IV=22.9% +0.8 BOX 13 x $1.92 - $1.98 x 57 PHLX  SPREAD/CROSS/TIED  Vega=$31k CMCSA=44.45 Ref
  1018. >>9450 FSR Dec23 6.0 Puts $4.45 (CboeTheo=4.46)  MID  AMEX 14:24:41.503 PHLX 438 x $4.40 - $4.50 x 112 MIAX  SPREAD/FLOOR  Vega=$0 FSR=1.54 Ref
  1019. >>9450 FSR Dec23 6.0 Calls $0.01  ASK  AMEX 14:24:41.505 PHLX 0 x $0.00 - $0.01 x 57 ARCA  SPREAD/FLOOR  Vega=$0 FSR=1.54 Ref
  1020. >>9450 FSR Jan24 3.0 Puts $1.50 (CboeTheo=1.52)  BID  AMEX 14:24:41.508 IV=162.7% -29.3 EDGX 3184 x $1.46 - $1.56 x 1 NOM  SPREAD/FLOOR  Vega=$1051 FSR=1.54 Ref
  1021. >>3544 FSR Jan24 3.0 Calls $0.06 (CboeTheo=0.07)  BID  AMEX 14:24:41.511 IV=172.3% -19.7 EDGX 2478 x $0.05 - $0.10 x 50 NOM  SPREAD/FLOOR  Vega=$435 FSR=1.54 Ref
  1022. >>5906 FSR Jan24 3.0 Calls $0.07 (CboeTheo=0.07)  BID  AMEX 14:24:41.513 IV=180.3% -11.8 NOM 1 x $0.06 - $0.10 x 50 NOM  SPREAD/FLOOR  Vega=$770 FSR=1.54 Ref
  1023. >>2000 TSLA Jan24 225 Calls $30.28 (CboeTheo=30.34)  BID  AMEX 14:24:47.855 IV=45.0% +1.7 EDGX 233 x $30.25 - $30.45 x 64 BOX  SPREAD/CROSS  Vega=$44k TSLA=249.83 Ref
  1024. >>2000 TSLA Jan24 225 Puts $4.30 (CboeTheo=4.25)  ASK  AMEX 14:24:47.855 IV=45.5% +2.1 EDGX 220 x $4.25 - $4.30 x 474 MIAX  SPREAD/CROSS  Vega=$44k TSLA=249.83 Ref
  1025. >>2200 VIX Apr24 17th 17.0 Puts $2.87 (CboeTheo=2.87)  ASK  CBOE 14:25:15.644 IV=69.3% -0.3 CBOE 2878 x $2.83 - $2.89 x 1665 CBOE  LATE  Vega=$8254 VIX=16.55 Fwd
  1026. >>1100 VIX Apr24 17th 17.0 Puts $2.87 (CboeTheo=2.87)  ASK  CBOE 14:25:15.712 IV=69.3% -0.3 CBOE 3128 x $2.83 - $2.89 x 2295 CBOE  LATE  Vega=$4127 VIX=16.55 Fwd
  1027. >>5000 VIX Apr24 17th 30.0 Calls $0.96 (CboeTheo=0.97)  BID  CBOE 14:25:15.776 IV=98.6% -0.5 CBOE 3977 x $0.95 - $0.99 x 2250 CBOE  LATE  Vega=$14k VIX=16.55 Fwd
  1028. >>5000 VIX Apr24 17th 25.0 Puts $9.53 (CboeTheo=9.58)  BID  CBOE 14:25:15.776 IV=89.0% -0.4 CBOE 6011 x $9.50 - $9.60 x 1363 CBOE  LATE  Vega=$16k VIX=16.55 Fwd
  1029. >>2500 VIX Apr24 17th 30.0 Calls $0.96 (CboeTheo=0.97)  BID  CBOE 14:25:15.776 IV=98.6% -0.5 CBOE 3977 x $0.95 - $0.99 x 2250 CBOE  LATE  Vega=$7221 VIX=16.55 Fwd
  1030. >>2500 VIX Apr24 17th 25.0 Puts $9.53 (CboeTheo=9.58)  BID  CBOE 14:25:15.776 IV=89.0% -0.4 CBOE 6011 x $9.50 - $9.60 x 1363 CBOE  LATE  Vega=$8245 VIX=16.55 Fwd
  1031. >>2000 VIX Apr24 17th 17.0 Calls $2.43 (CboeTheo=2.43)  MID  CBOE 14:25:15.976 IV=69.4% +0.4 CBOE 2595 x $2.40 - $2.46 x 682 CBOE  LATE  Vega=$7504 VIX=16.55 Fwd
  1032. >>1000 VIX Apr24 17th 17.0 Calls $2.43 (CboeTheo=2.43)  MID  CBOE 14:25:15.976 IV=69.4% +0.4 CBOE 2595 x $2.40 - $2.46 x 682 CBOE  LATE  Vega=$3752 VIX=16.55 Fwd
  1033. SPLIT TICKET:
    >>3740 VIX Apr24 17th 17.0 Puts $2.87 (CboeTheo=2.87)  ASK  [CBOE] 14:25:15.644 IV=69.3% -0.3 CBOE 2878 x $2.83 - $2.89 x 1665 CBOE  LATE  Vega=$14k VIX=16.55 Fwd
  1034. SPLIT TICKET:
    >>8500 VIX Apr24 17th 25.0 Puts $9.53 (CboeTheo=9.58)  BID  [CBOE] 14:25:15.775 IV=89.0% -0.4 CBOE 6011 x $9.50 - $9.60 x 1363 CBOE  LATE - OPENING  Vega=$28k VIX=16.55 Fwd
  1035. SPLIT TICKET:
    >>3740 VIX Apr24 17th 17.0 Calls $2.429 (CboeTheo=2.43)  MID  [CBOE] 14:25:15.775 IV=69.1% +0.2 CBOE 2595 x $2.40 - $2.46 x 682 CBOE  LATE  Vega=$14k VIX=16.55 Fwd
  1036. SPLIT TICKET:
    >>8500 VIX Apr24 17th 30.0 Calls $0.96 (CboeTheo=0.97)  BID  [CBOE] 14:25:15.775 IV=98.6% -0.5 CBOE 3977 x $0.95 - $0.99 x 2250 CBOE  LATE  Vega=$25k VIX=16.55 Fwd
  1037. SWEEP DETECTED:
    >>5000 F Dec23 12.0 Calls $0.13 (CboeTheo=0.23)  BID  [MULTI] 14:25:49.864 IV=42.5% -11.6 C2 6712 x $0.13 - $0.14 x 4841 EMLD Vega=$1298 F=12.04 Ref
  1038. SWEEP DETECTED:
    >>5001 ABR Jan24 12.5 Puts $0.25 (CboeTheo=0.22)  ASK  [MULTI] 14:26:09.641 IV=67.9% +5.8 AMEX 10 x $0.20 - $0.25 x 254 AMEX Vega=$5000 ABR=15.72 Ref
  1039. >>2625 NVDA Jan24 400 Puts $1.58 (CboeTheo=1.61)  BID  AMEX 14:27:45.006 IV=39.7% +1.4 CBOE 94 x $1.58 - $1.60 x 47 MPRL  SPREAD/CROSS  Vega=$48k NVDA=479.80 Ref
  1040. >>2625 NVDA Jan24 400 Calls $83.80 (CboeTheo=83.83)  ASK  AMEX 14:27:45.006 IV=39.7% +1.3 BXO 14 x $83.55 - $83.95 x 24 PHLX  SPREAD/CROSS  Vega=$47k NVDA=479.80 Ref
  1041. >>2625 NVDA Jan24 400 Puts $1.58 (CboeTheo=1.61)  BID  AMEX 14:27:45.358 IV=39.7% +1.4 AMEX 128 x $1.58 - $1.60 x 134 MPRL  SPREAD/CROSS  Vega=$48k NVDA=479.80 Ref
  1042. >>2625 NVDA Jan24 400 Calls $83.80 (CboeTheo=83.83)  ASK  AMEX 14:27:45.358 IV=39.7% +1.3 CBOE 38 x $83.55 - $83.95 x 27 PHLX  SPREAD/CROSS  Vega=$47k NVDA=479.80 Ref
  1043. >>Unusual Volume ETRN - 3x market weighted volume: 34.7k = 25.6k projected vs 7777 adv, 100% calls, 14% of OI [ETRN 9.98 +0.04 Ref, IV=32.6% -1.8]
  1044. SPLIT TICKET:
    >>1000 SPX Mar24 3500 Puts $4.20 (CboeTheo=4.05)  ASK  [CBOE] 14:29:55.834 IV=29.8% +0.6 CBOE 212 x $4.10 - $4.20 x 261 CBOE  FLOOR  Vega=$101k SPX=4765.25 Fwd
  1045. >>9500 TH Jan24 17.5 Calls $0.01 (CboeTheo=0.04)  BID  ARCA 14:30:17.864 IV=85.0% -16.6 EMLD 0 x $0.00 - $0.20 x 672 AMEX  SPREAD/FLOOR   SSR   52WeekLow  Vega=$939 TH=9.27 Ref
  1046. SWEEP DETECTED:
    >>4424 GM Jan24 32.0 Puts $0.15 (CboeTheo=0.14)  ASK  [MULTI] 14:31:42.769 IV=30.0% +2.8 MPRL 270 x $0.14 - $0.15 x 1655 C2 Vega=$8462 GM=35.94 Ref
  1047. SWEEP DETECTED:
    >>2000 F Dec23 12.0 Calls $0.13 (CboeTheo=0.22)  ASK  [MULTI] 14:31:49.111 IV=44.6% -9.5 EMLD 6564 x $0.12 - $0.13 x 6797 EMLD  ISO  Vega=$520 F=12.03 Ref
  1048. >>4988 AAL Dec23 13.0 Calls $1.51 (CboeTheo=1.55)  BID  BOX 14:31:57.245 EDGX 36 x $1.51 - $1.55 x 45 MIAX  SPREAD/FLOOR  Vega=$0 AAL=14.53 Ref
  1049. >>4988 AAL Jan24 16.0 Calls $0.24 (CboeTheo=0.23)  ASK  BOX 14:31:57.245 IV=38.7% +1.5 EMLD 3653 x $0.22 - $0.24 x 2292 EDGX  SPREAD/FLOOR  Vega=$7192 AAL=14.53 Ref
  1050. >>2794 RBLX Dec23 29th 50.0 Calls $0.17 (CboeTheo=0.19)  BID  CBOE 14:34:21.062 IV=43.5% -1.8 C2 332 x $0.17 - $0.18 x 271 EMLD  SPREAD/LEGGED/FLOOR - OPENING  Vega=$4375 RBLX=44.27 Ref
  1051. >>2794 RBLX Dec23 29th 48.0 Calls $0.37 (CboeTheo=0.38)  MID  CBOE 14:34:21.166 IV=41.5% -1.2 EMLD 476 x $0.36 - $0.38 x 471 EMLD  SPREAD/LEGGED/FLOOR  Vega=$6846 RBLX=44.27 Ref
  1052. SPLIT TICKET:
    >>2000 HOOD Dec23 13.0 Calls $0.06 (CboeTheo=0.05)  ASK  [PHLX] 14:34:25.191 IV=131.5% +25.9 C2 525 x $0.05 - $0.06 x 185 MPRL  AUCTION  Vega=$294 HOOD=12.01 Ref
  1053. >>Unusual Volume ELAN - 3x market weighted volume: 10.3k = 7573 projected vs 2502 adv, 85% calls, 16% of OI [ELAN 13.56 -0.10 Ref, IV=42.5% +0.5]
  1054. >>3468 VALE Jan24 14.0 Puts $0.16 (CboeTheo=0.16)  ASK  ARCA 14:34:52.568 IV=29.6% -0.2 BZX 343 x $0.15 - $0.16 x 3540 ARCA Vega=$4600 VALE=15.02 Ref
  1055. SWEEP DETECTED:
    >>4245 VALE Jan24 14.0 Puts $0.16 (CboeTheo=0.16)  ASK  [MULTI] 14:34:52.568 IV=29.6% -0.2 BZX 343 x $0.15 - $0.16 x 3540 ARCA Vega=$5630 VALE=15.02 Ref
  1056. >>Unusual Volume LEN - 3x market weighted volume: 26.2k = 19.2k projected vs 6379 adv, 53% calls, 18% of OI  Pre-Earnings  [LEN 154.93 +9.77 Ref, IV=32.4% +1.1]
  1057. SWEEP DETECTED:
    >>2500 F Dec23 12.0 Puts $0.08 (CboeTheo=0.18)  BID  [MULTI] 14:39:00.254 IV=41.9% -8.4 EMLD 4595 x $0.08 - $0.09 x 3790 C2 Vega=$635 F=12.06 Ref
  1058. SWEEP DETECTED:
    >>Bullish Delta Impact 1158 MOS Dec23 38.0 Puts $0.99 (CboeTheo=1.00)  BID  [MULTI] 14:40:17.442 IV=51.8% +3.5 ARCA 74 x $0.99 - $1.01 x 117 BOX  OPENING 
    Delta=-79%, EST. IMPACT = 91k Shares ($3.40m) To Buy MOS=37.12 Ref
  1059. SWEEP DETECTED:
    >>Bullish Delta Impact 1639 HRT Feb24 12.5 Puts $0.10 (CboeTheo=0.14)  BID  [MULTI] 14:40:47.098 IV=17.2% -4.1 MPRL 63 x $0.10 - $1.50 x 60 PHLX  OPENING 
    Delta=-19%, EST. IMPACT = 32k Shares ($415k) To Buy HRT=13.10 Ref
  1060. SWEEP DETECTED:
    >>Bearish Delta Impact 579 HRT Feb24 12.5 Puts $0.10 (CboeTheo=0.14)  ASK  [MULTI] 14:40:53.990 IV=17.2% -4.1 C2 1 x $0.05 - $0.10 x 50 ARCA
    Delta=-19%, EST. IMPACT = 11k Shares ($147k) To Sell HRT=13.10 Ref
  1061. >>2000 SIRI Jan24 6.0 Calls $0.32 (CboeTheo=0.29)  MID  BOX 14:41:07.289 IV=81.6% +1.4 ARCA 7 x $0.29 - $0.34 x 37 BZX  SPREAD/FLOOR  Vega=$1288 SIRI=5.58 Ref
  1062. >>2000 SIRI Dec23 5.0 Calls $0.57 (CboeTheo=0.60)  BID  BOX 14:41:07.289 C2 801 x $0.57 - $0.60 x 2 ARCA  SPREAD/FLOOR  Vega=$0 SIRI=5.58 Ref
  1063. SWEEP DETECTED:
    >>2351 MO Dec23 42.5 Puts $0.40 (CboeTheo=0.37)  ASK  [MULTI] 14:41:31.612 IV=24.4% +8.2 NOM 4 x $0.37 - $0.40 x 639 PHLX Vega=$1879 MO=42.20 Ref
  1064. >>2294 AAPL Dec23 180 Puts $0.01 (CboeTheo=0.01)  ASK  ARCA 14:42:57.596 IV=65.7% +13.3 BZX 0 x $0.00 - $0.01 x 3183 C2  COMPLEX   52WeekHigh  Vega=$342 AAPL=197.32 Ref
  1065. SWEEP DETECTED:
    >>4340 AAPL Dec23 180 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 14:42:57.596 IV=65.7% +13.3 BZX 0 x $0.00 - $0.01 x 3183 C2  52WeekHigh  Vega=$648 AAPL=197.32 Ref
  1066. SWEEP DETECTED:
    >>2000 SNAP Dec23 22nd 15.5 Puts $0.10 (CboeTheo=0.10)  BID  [MULTI] 14:43:19.738 IV=52.1% +4.9 C2 2114 x $0.10 - $0.11 x 1361 EMLD  52WeekHigh  Vega=$1148 SNAP=16.75 Ref
  1067. >>2440 ETRN Jan24 11.0 Calls $0.10 (CboeTheo=0.14)  BID  AMEX 14:43:31.611 IV=31.7% -6.7 C2 1094 x $0.10 - $0.15 x 222 C2  COB  Vega=$2112 ETRN=9.98 Ref
  1068. >>2440 ETRN Feb24 11.0 Calls $0.30 (CboeTheo=0.27)  ASK  AMEX 14:43:31.611 IV=39.8% +1.4 PHLX 248 x $0.20 - $0.30 x 1328 PHLX  COB  Vega=$3556 ETRN=9.98 Ref
  1069. >>5000 ETRN Feb24 11.0 Calls $0.30 (CboeTheo=0.29)  ASK  ISE 14:43:35.153 IV=38.3% -0.1 MPRL 112 x $0.25 - $0.30 x 10 EMLD  SPREAD/LEGGED  Vega=$7394 ETRN=10.05 Ref
  1070. >>5000 ETRN Jan24 11.0 Calls $0.10 (CboeTheo=0.15)  BID  ISE 14:43:35.153 IV=30.2% -8.3 GEMX 217 x $0.10 - $0.15 x 25 EMLD  SPREAD/LEGGED  Vega=$4448 ETRN=10.05 Ref
  1071. >>3000 BAC Jan24 28.0 Puts $0.07 (CboeTheo=0.06)  ASK  PHLX 14:43:51.860 IV=37.5% +6.5 ARCA 1 x $0.06 - $0.07 x 4399 EMLD  SPREAD/CROSS/TIED  Vega=$2948 BAC=33.91 Ref
  1072. >>2000 BAC Jan24 29.0 Puts $0.09 (CboeTheo=0.09)  ASK  PHLX 14:43:51.860 IV=33.7% +5.5 EMLD 1022 x $0.08 - $0.09 x 3083 EMLD  SPREAD/CROSS/TIED  Vega=$2513 BAC=33.91 Ref
  1073. >>Market Color ACI - Bullish option flow detected in Albertsons (22.56 +0.13) with 16,298 calls trading (7x expected) and implied vol increasing almost 4 points to 41.40%. . The Put/Call Ratio is 0.51. Earnings are expected on 01/08.  [ACI 22.56 +0.13 Ref, IV=41.4% +4.0] #Bullish
  1074. >>5000 LCID Dec23 5.0 Calls $0.25 (CboeTheo=0.28)  ASK  AMEX 14:46:15.370 IV=142.9% +42.0 C2 43 x $0.24 - $0.25 x 61 C2  SPREAD/FLOOR  Vega=$504 LCID=5.17 Ref
  1075. >>5000 LCID Jan24 5.0 Puts $0.50 (CboeTheo=0.52)  BID  AMEX 14:46:15.373 IV=85.6% +6.0 PHLX 1131 x $0.50 - $0.52 x 1 EMLD  SPREAD/FLOOR  Vega=$3109 LCID=5.17 Ref
  1076. >>2500 LCID Dec23 5.0 Puts $0.08 (CboeTheo=0.12)  MID  AMEX 14:46:15.367 IV=133.1% -0.7 EMLD 2253 x $0.07 - $0.09 x 762 C2  SPREAD/FLOOR  Vega=$250 LCID=5.17 Ref
  1077. >>5000 LCID Jan24 5.0 Calls $0.62 (CboeTheo=0.60)  ASK  AMEX 14:46:15.376 IV=91.3% +11.9 C2 46 x $0.59 - $0.62 x 311 EDGX  SPREAD/FLOOR  Vega=$3099 LCID=5.17 Ref
  1078. >>2500 LCID Dec23 5.0 Puts $0.09 (CboeTheo=0.12)  ASK  AMEX 14:46:15.377 IV=143.1% +9.3 MPRL 60 x $0.08 - $0.09 x 762 C2  SPREAD/FLOOR  Vega=$253 LCID=5.17 Ref
  1079. SWEEP DETECTED:
    >>4454 PNT Dec23 12.5 Puts $0.045 (CboeTheo=0.18)  ASK  [MULTI] 14:46:46.359 IV=97.9% -40.3 EMLD 0 x $0.00 - $0.05 x 1045 MIAX Vega=$256 PNT=13.74 Ref
  1080. >>5000 VALE Jan24 14.0 Puts $0.16 (CboeTheo=0.16)  BID  PHLX 14:47:17.482 IV=29.1% -0.7 BZX 326 x $0.16 - $0.17 x 2342 ARCA  SPREAD/CROSS/TIED  Vega=$6672 VALE=14.98 Ref
  1081. SWEEP DETECTED:
    >>4405 F Jan24 11.35 Puts $0.14 (CboeTheo=0.15)  BID  [MULTI] 14:48:36.556 IV=28.3% +2.6 EMLD 1750 x $0.14 - $0.15 x 7309 EMLD  ISO  Vega=$4973 F=12.07 Ref
  1082. >>4000 TFC Jan24 32.5 Puts $0.20 (CboeTheo=0.24)  BID  AMEX 14:48:56.897 IV=37.4% +4.1 GEMX 28 x $0.20 - $0.25 x 163 C2  CROSS  Vega=$8020 TFC=37.49 Ref
  1083. >>2540 ETRN Feb24 11.0 Calls $0.23 (CboeTheo=0.28)  Below Bid!  ISE 14:49:09.610 IV=34.0% -4.4 PHLX 1520 x $0.25 - $0.35 x 654 PHLX  COB/AUCTION  Vega=$3576 ETRN=10.03 Ref
  1084. >>2540 ETRN Jan24 11.0 Calls $0.13 (CboeTheo=0.15)  MID  ISE 14:49:09.610 IV=34.3% -4.1 PHLX 1463 x $0.10 - $0.15 x 11 ISE  COB/AUCTION  Vega=$2395 ETRN=10.03 Ref
  1085. >>2000 F Dec23 22nd 12.5 Calls $0.09 (CboeTheo=0.09)  ASK  AMEX 14:49:21.817 IV=33.4% -10.7 C2 7847 x $0.08 - $0.09 x 4225 C2  CROSS  Vega=$1164 F=12.07 Ref
  1086. >>1730 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.07)  BID  CBOE 14:49:55.721 IV=162.6% +4.0 CBOE 1730 x $0.08 - $0.09 x 28k CBOE Vega=$390 VIX=12.42 Fwd
  1087. SPLIT TICKET:
    >>2515 VIX Dec23 20th 17.0 Calls $0.08 (CboeTheo=0.07)  BID  [CBOE] 14:49:55.720 IV=162.6% +4.0 CBOE 1730 x $0.08 - $0.09 x 26k CBOE Vega=$567 VIX=12.42 Fwd
  1088. >>3000 C Jan24 42.5 Puts $0.10 (CboeTheo=0.10)  ASK  AMEX 14:50:10.116 IV=34.2% +3.4 C2 922 x $0.09 - $0.10 x 2157 C2  CROSS  Vega=$4576 C=50.48 Ref
  1089. >>2166 AGNC Jan25 10.0 Calls $0.75 (CboeTheo=0.75)  BID  MIAX 14:50:15.022 IV=29.9% +0.0 BZX 9 x $0.75 - $0.79 x 3 ISE  AUCTION  Vega=$7358 AGNC=9.90 Ref
  1090. SPLIT TICKET:
    >>3000 AGNC Jan25 10.0 Calls $0.75 (CboeTheo=0.75)  BID  [MIAX] 14:50:15.022 IV=29.9% +0.0 BZX 9 x $0.75 - $0.79 x 3 ISE  AUCTION  Vega=$10k AGNC=9.90 Ref
  1091. >>Unusual Volume GPN - 3x market weighted volume: 5577 = 3928 projected vs 1302 adv, 86% calls, 15% of OI [GPN 123.44 -5.57 Ref, IV=42.2% +19.5]
  1092. >>3000 TSLA Jan24 450 Puts $199.65 (CboeTheo=199.22)  ASK  PHLX 14:53:09.000 IV=101.8% +33.8 NOM 25 x $197.85 - $201.10 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$17k TSLA=250.78 Ref
  1093. >>4500 TSLA Jan24 450 Puts $199.70 (CboeTheo=199.22)  ASK  PHLX 14:53:09.000 IV=102.7% +34.6 NOM 25 x $197.85 - $201.10 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$27k TSLA=250.78 Ref
  1094. >>7500 TSLA Jan24 416.67 Puts $166.35 (CboeTheo=165.89)  ASK  PHLX 14:53:09.000 IV=91.2% +27.5 NOM 25 x $164.45 - $167.80 x 55 BZX  SPREAD/FLOOR - OPENING  Vega=$47k TSLA=250.78 Ref
  1095. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 NOV Jan24 20.0 Calls $0.949 (CboeTheo=0.84)  ASK  [MULTI] 14:54:59.056 IV=35.7% +5.5 PHLX 349 x $0.85 - $0.95 x 371 PHLX
    Delta=54%, EST. IMPACT = 81k Shares ($1.63m) To Buy NOV=20.02 Ref
  1096. >>3040 NOV Jan24 20.0 Calls $0.95 (CboeTheo=0.89)  MID  CBOE 14:55:15.244 IV=33.5% +3.4 PHLX 158 x $0.90 - $1.00 x 65 PHLX  AUCTION - OPENING  Vega=$7578 NOV=20.10 Ref
  1097. >>3550 BAC Dec23 22nd 32.0 Calls $2.03 (CboeTheo=2.03)  ASK  ARCA 14:55:33.957 IV=26.4% +4.7 ARCA 22 x $2.00 - $2.03 x 3550 ARCA Vega=$2199 BAC=33.95 Ref
  1098. SWEEP DETECTED:
    >>Bearish Delta Impact 559 PRTA Dec23 35.0 Puts $2.046 (CboeTheo=1.80)  ASK  [MULTI] 14:55:51.587 IV=464.0% -13.3 GEMX 15 x $1.25 - $2.10 x 44 AMEX
    Delta=-30%, EST. IMPACT = 17k Shares ($645k) To Sell PRTA=38.74 Ref
  1099. >>4000 LCID Jan25 3.0 Puts $0.77 (CboeTheo=0.78)  ASK  ISE 14:56:19.114 IV=97.8% +0.4 PHLX 45 x $0.72 - $0.80 x 1 EMLD  AUCTION  Vega=$4740 LCID=5.17 Ref
  1100. >>2750 CAH Jan24 105 Calls $1.20 (CboeTheo=1.20)  BID  PHLX 14:56:24.359 IV=18.1% +0.7 PHLX 41 x $1.20 - $1.30 x 34 PHLX  SPREAD/CROSS/TIED  Vega=$32k CAH=102.19 Ref
  1101. >>4999 VZ Dec23 29th 37.0 Puts $0.21 (CboeTheo=0.21)  ASK  BOX 14:56:40.950 IV=18.0% +1.4 EMLD 158 x $0.20 - $0.21 x 75 NOM  SPREAD/FLOOR - OPENING  Vega=$12k VZ=37.81 Ref
  1102. >>4999 VZ Dec23 29th 37.5 Puts $0.34 (CboeTheo=0.35)  BID  BOX 14:56:40.950 IV=16.8% +0.4 EMLD 235 x $0.34 - $0.35 x 30 MPRL  SPREAD/FLOOR - OPENING  Vega=$15k VZ=37.81 Ref
  1103. >>2000 F Dec23 22nd 12.5 Calls $0.09 (CboeTheo=0.09)  BID  AMEX 14:56:45.693 IV=32.5% -11.6 C2 1824 x $0.09 - $0.10 x 4522 EMLD  CROSS  Vega=$1177 F=12.10 Ref
  1104. SWEEP DETECTED:
    >>Bullish Delta Impact 509 FOUR Dec23 67.5 Calls $1.95 (CboeTheo=1.65)  ASK  [MULTI] 14:58:26.881 IV=105.9% +60.8 EDGX 1 x $1.90 - $1.95 x 3 BXO  OPENING 
    Delta=59%, EST. IMPACT = 30k Shares ($2.04m) To Buy FOUR=68.23 Ref
  1105. SWEEP DETECTED:
    >>2128 GPS Dec23 29th 22.5 Calls $0.22 (CboeTheo=0.24)  BID  [MULTI] 14:58:37.028 IV=36.8% -0.1 EMLD 795 x $0.22 - $0.24 x 161 MRX  OPENING  Vega=$2898 GPS=21.25 Ref
  1106. >>4600 TSLA Jan24 450 Puts $199.40 (CboeTheo=199.06)  MID  PHLX 14:58:52.521 IV=100.1% +32.0 NOM 25 x $197.85 - $200.95 x 25 NOM  FLOOR - OPENING  Vega=$24k TSLA=250.94 Ref
  1107. >>4000 TSLA Jan24 416.67 Puts $166.10 (CboeTheo=165.73)  ASK  PHLX 14:58:52.521 IV=89.7% +26.0 BZX 39 x $164.05 - $167.65 x 25 NOM  FLOOR - OPENING  Vega=$23k TSLA=250.94 Ref
  1108. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $199.404 (CboeTheo=199.06)  MID  [PHLX] 14:58:52.521 IV=100.1% +32.0 NOM 25 x $197.85 - $200.95 x 25 NOM  FLOOR - OPENING  Vega=$26k TSLA=250.94 Ref
  1109. >>Unusual Volume FOUR - 3x market weighted volume: 7085 = 4924 projected vs 1639 adv, 96% calls, 13% of OI [FOUR 73.67 +6.01 Ref, IV=61.9% +21.1]
  1110. SWEEP DETECTED:
    >>Bullish Delta Impact 601 FOUR Dec23 65.0 Calls $4.399 (CboeTheo=3.87)  ASK  [MULTI] 14:59:48.145 IV=146.7% +92.0 ISE 5 x $3.60 - $4.40 x 9 ARCA  ISO 
    Delta=76%, EST. IMPACT = 46k Shares ($3.15m) To Buy FOUR=68.61 Ref
  1111. >>3000 PATH May24 30.0 Calls $1.80 (CboeTheo=1.84)  BID  PHLX 14:59:59.512 IV=48.1% -0.7 C2 912 x $1.80 - $1.90 x 549 PHLX  TIED/FLOOR   52WeekHigh  Vega=$19k PATH=25.41 Ref
  1112. >>Market Color SYF - Bearish flow noted in Synchrony (37.70 +0.88) with 29,962 puts trading, or 15x expected. The Put/Call Ratio is 4.77, while ATM IV is up nearly 2 points on the day. Earnings are expected on 01/22. [SYF 37.70 +0.88 Ref, IV=30.5% +1.6] #Bearish
  1113. >>5886 MARA Dec23 22nd 16.0 Calls $2.28 (CboeTheo=2.28)  MID  ISE 15:00:24.185 IV=101.7% +0.8 EDGX 324 x $2.24 - $2.31 x 40 BZX  COB - OPENING  Vega=$4418 MARA=17.95 Ref
  1114. >>5886 MARA Dec23 14.0 Calls $3.96 (CboeTheo=3.96)  ASK  ISE 15:00:24.185 IV=216.1% +81.8 BOX 35 x $3.90 - $4.00 x 962 ISE  COB  Vega=$207 MARA=17.95 Ref
  1115. >>5000 LAMR Dec23 120 Calls $0.05 (CboeTheo=0.02)  MID  PHLX 15:00:38.707 IV=89.8% +17.1 ARCA 0 x $0.00 - $0.10 x 37 BOX  SPREAD/CROSS/TIED - OPENING   ExDiv   52WeekHigh  Vega=$1792 LAMR=110.48 Ref
  1116. >>5000 LAMR Dec23 120 Puts $10.70 (CboeTheo=10.96)  BID  PHLX 15:00:38.707 BOX 31 x $10.60 - $12.10 x 30 BOX  SPREAD/CROSS/TIED - OPENING   ExDiv   52WeekHigh  Vega=$0 LAMR=110.48 Ref
  1117. SWEEP DETECTED:
    >>2000 NIO Dec23 22nd 8.0 Calls $0.25 (CboeTheo=0.25)  MID  [MULTI] 15:00:37.684 IV=66.8% -0.5 EMLD 2889 x $0.24 - $0.26 x 435 EMLD Vega=$925 NIO=7.86 Ref
  1118. >>3220 SE Jan24 70.0 Puts $33.05 (CboeTheo=33.08)  ASK  PHLX 15:01:10.642 ARCA 26 x $32.65 - $33.35 x 13 BZX  FLOOR - OPENING  Vega=$0 SE=36.91 Ref
  1119. SWEEP DETECTED:
    >>Bullish Delta Impact 751 GIL Jan24 35.0 Calls $0.65 (CboeTheo=0.53)  ASK  [MULTI] 15:01:10.545 IV=27.1% +4.9 PHLX 787 x $0.30 - $0.65 x 224 NOM
    Delta=35%, EST. IMPACT = 27k Shares ($891k) To Buy GIL=33.53 Ref
  1120. >>2310 PFE Jan24 40.0 Puts $13.95 (CboeTheo=13.89)  ASK  PHLX 15:01:23.440 IV=81.1% +30.9 ARCA 1 x $13.85 - $13.95 x 4 BXO  FLOOR - OPENING  Vega=$1774 PFE=26.11 Ref
  1121. >>2000 ZM Dec23 81.0 Puts $8.97 (CboeTheo=9.01)  BID  CBOE 15:03:38.784 ARCA 2 x $8.95 - $9.05 x 8 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 ZM=71.99 Ref
  1122. >>2000 ZM Jan24 130 Puts $57.97 (CboeTheo=58.01)  MID  CBOE 15:03:38.859 NOM 50 x $57.75 - $58.20 x 1 CBOE  SPREAD/LEGGED/FLOOR  Vega=$0 ZM=71.99 Ref
  1123. >>3000 PFE Jun25 32.0 Puts $7.20 (CboeTheo=7.33)  BID  PHLX 15:04:25.045 IV=26.8% -0.0 BXO 10 x $7.15 - $7.55 x 101 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$31k PFE=26.09 Ref
  1124. >>3316 SIRI Dec23 5.0 Calls $0.60 (CboeTheo=0.62)  BID  PHLX 15:04:34.873 C2 515 x $0.59 - $0.64 x 9 MPRL  AUCTION  Vega=$0 SIRI=5.61 Ref
  1125. >>11880 BABA Dec23 85.0 Puts $12.34 (CboeTheo=12.36)  ASK  CBOE 15:05:12.828 EDGX 115 x $12.25 - $12.40 x 77 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 BABA=72.64 Ref
  1126. >>12280 BABA Dec23 80.0 Puts $7.34 (CboeTheo=7.36)  BID  CBOE 15:05:12.894 BOX 603 x $7.30 - $7.40 x 79 EMLD  SPREAD/LEGGED/FLOOR  Vega=$0 BABA=72.64 Ref
  1127. >>Unusual Volume FI - 3x market weighted volume: 8602 = 5919 projected vs 1750 adv, 64% puts, 13% of OI [FI 134.93 -0.29 Ref, IV=14.5% +1.1]
  1128. >>2500 CCJ Dec23 29th 45.0 Puts $0.92 (CboeTheo=0.91)  MID  PHLX 15:05:53.244 IV=41.3% +2.9 BOX 164 x $0.89 - $0.95 x 35 MPRL  COB/AUCTION - OPENING  Vega=$8636 CCJ=46.30 Ref
  1129. >>2500 CCJ Dec23 29th 47.0 Puts $1.85 (CboeTheo=1.83)  MID  PHLX 15:05:53.244 IV=40.8% +2.5 MPRL 8 x $1.80 - $1.89 x 41 BZX  COB/AUCTION - OPENING  Vega=$9309 CCJ=46.30 Ref
  1130. SPLIT TICKET:
    >>1000 SPXW Dec23 4800 Calls $0.80 (CboeTheo=0.82)  ASK  [CBOE] 15:06:57.830 IV=18.9% +1.9 CBOE 555 x $0.75 - $0.80 x 247 CBOE Vega=$24k SPX=4716.96 Fwd
  1131. >>2000 WMT Dec23 160 Puts $7.45 (CboeTheo=7.48)  MID  CBOE 15:07:12.426 BZX 19 x $7.35 - $7.55 x 20 CBOE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 WMT=152.53 Ref
  1132. >>2500 WMT Jan24 165 Puts $12.45 (CboeTheo=12.47)  MID  CBOE 15:07:12.498 CBOE 37 x $12.35 - $12.55 x 46 CBOE  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 WMT=152.53 Ref
  1133. >>2300 FSLR Dec23 200 Puts $39.10 (CboeTheo=40.00)  BID  BOX 15:07:30.619 EDGX 66 x $39.05 - $40.35 x 4 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=160.03 Ref
  1134. >>2300 FSLR Dec23 195 Puts $34.10 (CboeTheo=35.02)  BID  BOX 15:07:30.619 BOX 12 x $34.10 - $35.20 x 12 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=160.03 Ref
  1135. >>2120 SE Jan24 70.0 Puts $32.60 (CboeTheo=32.84)  BID  BOX 15:07:35.856 ARCA 30 x $32.35 - $32.90 x 5 EDGX  SPREAD/FLOOR  Vega=$0 SE=37.16 Ref
  1136. >>2000 ZM Jan24 135 Puts $63.10 (CboeTheo=63.21)  BID  PHLX 15:07:38.006 BZX 53 x $62.50 - $63.90 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$0 ZM=71.79 Ref
  1137. >>2000 ZM Jan24 130 Puts $58.10 (CboeTheo=58.21)  BID  PHLX 15:07:38.006 PHLX 8 x $57.65 - $58.65 x 1 ARCA  SPREAD/FLOOR  Vega=$0 ZM=71.79 Ref
  1138. >>5000 PBR Jan24 30.0 Puts $15.25 (CboeTheo=14.87)  ASK  BOX 15:07:40.429 IV=165.2% +84.0 BZX 12 x $14.30 - $15.45 x 1 BZX  SPREAD/FLOOR  Vega=$5299 PBR=15.13 Ref
  1139. >>5000 PBR Jan24 20.0 Puts $5.25 (CboeTheo=4.87)  ASK  BOX 15:07:40.429 IV=91.8% +49.5 BZX 13 x $4.40 - $5.25 x 1 MPRL  SPREAD/FLOOR  Vega=$6744 PBR=15.13 Ref
  1140. >>2760 TSLA Jan24 450 Puts $198.55 (CboeTheo=199.08)  BID  PHLX 15:07:45.347 ARCA 25 x $197.05 - $200.20 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=250.92 Ref
  1141. >>3500 TSLA Jan24 416.67 Puts $165.40 (CboeTheo=165.75)  ASK  PHLX 15:07:45.347 ARCA 26 x $163.70 - $166.90 x 25 NOM  FLOOR - OPENING  Vega=$0 TSLA=250.92 Ref
  1142. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $198.554 (CboeTheo=199.08)  BID  [PHLX] 15:07:45.347 ARCA 25 x $197.05 - $200.20 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=250.92 Ref
  1143. >>5000 BABA Dec23 85.0 Puts $12.50 (CboeTheo=12.45)  ASK  BOX 15:07:52.935 IV=153.2% +52.7 EDGX 68 x $12.35 - $12.50 x 68 MIAX  SPREAD/FLOOR  Vega=$1302 BABA=72.56 Ref
  1144. >>5000 BABA Dec23 80.0 Puts $7.50 (CboeTheo=7.45)  ASK  BOX 15:07:52.935 IV=103.4% +103.4 EDGX 110 x $7.35 - $7.50 x 58 EDGX  SPREAD/FLOOR  Vega=$1724 BABA=72.56 Ref
  1145. >>3730 TSLA Jan24 416.67 Puts $164.52 (CboeTheo=165.71)  BID  BOX 15:07:58.893 ARCA 26 x $163.70 - $166.90 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=250.96 Ref
  1146. >>4230 TSLA Jan24 450 Puts $197.05 (CboeTheo=199.04)  BID  BOX 15:07:58.893 ARCA 25 x $197.05 - $200.20 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=250.96 Ref
  1147. SWEEP DETECTED:
    >>2853 C Dec23 22nd 52.0 Calls $0.32 (CboeTheo=0.33)  BID  [MULTI] 15:07:59.582 IV=28.8% +2.3 C2 840 x $0.32 - $0.33 x 1129 EMLD  OPENING  Vega=$6900 C=50.42 Ref
  1148. >>10000 PFE Dec23 30.0 Puts $3.95 (CboeTheo=3.92)  ASK  BOX 15:08:03.535 IV=154.5% +77.5 NOM 85 x $3.85 - $3.95 x 57 BXO  SPREAD/FLOOR  Vega=$1419 PFE=26.09 Ref
  1149. >>5000 PFE Dec23 32.5 Puts $6.45 (CboeTheo=6.42)  ASK  BOX 15:08:03.535 IV=221.8% +117.4 BOX 26 x $6.35 - $6.45 x 20 MPRL  SPREAD/FLOOR  Vega=$553 PFE=26.09 Ref
  1150. >>15000 PFE Jan24 35.0 Puts $8.95 (CboeTheo=8.91)  ASK  BOX 15:08:03.535 IV=58.1% +20.5 NOM 99 x $8.80 - $8.95 x 14 BXO  SPREAD/FLOOR  Vega=$12k PFE=26.09 Ref
  1151. >>2600 BABA Dec23 115 Puts $42.40 (CboeTheo=42.45)  BID  PHLX 15:08:04.468 BOX 8 x $42.35 - $42.50 x 8 BOX  FLOOR - OPENING  Vega=$0 BABA=72.56 Ref
  1152. >>4000 BABA Dec23 85.0 Puts $12.40 (CboeTheo=12.45)  MID  PHLX 15:08:04.468 BZX 69 x $12.35 - $12.45 x 61 BZX  FLOOR  Vega=$0 BABA=72.56 Ref
  1153. SPLIT TICKET:
    >>3500 HOOD Jun24 25.0 Calls $0.33 (CboeTheo=0.30)  ASK  [BOX] 15:08:46.004 IV=70.5% +2.4 ARCA 5 x $0.30 - $0.33 x 28 ARCA  AUCTION  Vega=$6590 HOOD=12.07 Ref
  1154. >>5630 HBAN Jan24 14.0 Calls $0.11 (CboeTheo=0.12)  BID  BOX 15:09:03.459 IV=24.7% -6.9 PHLX 1132 x $0.10 - $0.15 x 21 MPRL  SPREAD/FLOOR - OPENING   ExDiv  Vega=$6585 HBAN=13.16 Ref
  1155. >>3390 TSLA Jan24 450 Puts $198.56 (CboeTheo=199.09)  BID  CBOE 15:09:17.051 BOX 507 x $197.05 - $200.20 x 27 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=250.91 Ref
  1156. >>5050 TSLA Jan24 416.67 Puts $165.36 (CboeTheo=165.76)  ASK  CBOE 15:09:17.125 BZX 27 x $163.70 - $166.90 x 26 BZX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$0 TSLA=250.91 Ref
  1157. SWEEP DETECTED:
    >>Bearish Delta Impact 3000 PCT Feb24 4.0 Calls $1.80 (CboeTheo=1.88)  BID  [MULTI] 15:09:30.879 IV=143.8% -6.4 PHLX 1016 x $1.80 - $1.90 x 43 NOM
    Delta=77%, EST. IMPACT = 230k Shares ($1.21m) To Sell PCT=5.25 Ref
  1158. SWEEP DETECTED:
    >>2416 MSFT Jan24 360 Puts $6.15 (CboeTheo=6.10)  ASK  [MULTI] 15:10:28.730 IV=20.3% +0.3 CBOE 263 x $6.05 - $6.15 x 522 CBOE Vega=$105k MSFT=365.16 Ref
  1159. >>1989 VIX Dec23 20th 24.0 Calls $0.02 (CboeTheo=0.03)  MID  CBOE 15:10:46.698 IV=234.4% +2.1 CBOE 21k x $0.01 - $0.03 x 596 CBOE Vega=$131 VIX=12.32 Fwd
  1160. >>2230 SE Jan24 70.0 Puts $32.56 (CboeTheo=32.70)  BID  CBOE 15:11:27.710 EDGX 5 x $32.55 - $32.75 x 10 BZX  SPREAD/LEGGED/FLOOR  Vega=$0 SE=37.30 Ref
  1161. >>3300 KO Jan24 26th 61.0 Calls $0.35 (CboeTheo=0.33)  ASK  AMEX 15:12:06.987 IV=11.8% +0.7 NOM 10 x $0.33 - $0.35 x 244 GEMX  FLOOR  Vega=$22k KO=58.91 Ref
  1162. >>2500 TSLA Dec23 250 Calls $3.58 (CboeTheo=3.56)  BID  AMEX 15:12:23.974 IV=54.7% +4.1 EDGX 466 x $3.55 - $3.65 x 602 PHLX  SPREAD/CROSS  Vega=$13k TSLA=251.17 Ref
  1163. >>2500 TSLA Dec23 250 Puts $2.38 (CboeTheo=2.36)  MID  AMEX 15:12:23.974 IV=54.8% +3.7 EDGX 54 x $2.36 - $2.39 x 15 MPRL  SPREAD/CROSS  Vega=$13k TSLA=251.17 Ref
  1164. >>6000 NCLH Jan24 19.0 Puts $0.52 (CboeTheo=0.49)  ASK  PHLX 15:13:01.735 IV=45.8% +3.6 EDGX 1099 x $0.49 - $0.52 x 142 C2  SPREAD/FLOOR - OPENING  Vega=$13k NCLH=20.45 Ref
  1165. >>12000 NCLH Jan24 16.0 Puts $0.07 (CboeTheo=0.08)  BID  PHLX 15:13:01.735 IV=50.6% +2.9 C2 930 x $0.07 - $0.08 x 548 C2  SPREAD/FLOOR - OPENING  Vega=$8011 NCLH=20.45 Ref
  1166. SWEEP DETECTED:
    >>2125 T Dec23 29th 17.0 Calls $0.15 (CboeTheo=0.14)  ASK  [MULTI] 15:13:11.933 IV=20.9% +0.2 ARCA 7 x $0.13 - $0.15 x 222 AMEX Vega=$2613 T=16.62 Ref
  1167. SWEEP DETECTED:
    >>3801 AAPL Dec23 200 Calls $0.25 (CboeTheo=0.26)  MID  [MULTI] 15:13:20.034 IV=22.2% +3.6 MRX 441 x $0.25 - $0.26 x 14 ISE  52WeekHigh  Vega=$11k AAPL=197.90 Ref
  1168. >>1200 VIX Jan24 17th 18.0 Calls $0.55 (CboeTheo=0.58)  BID  CBOE 15:13:32.541 IV=96.1% +0.0 CBOE 30k x $0.55 - $0.59 x 20k CBOE  LATE  Vega=$1664 VIX=14.22 Fwd
  1169. >>1200 VIX Jan24 17th 18.0 Calls $0.55 (CboeTheo=0.58)  BID  CBOE 15:13:32.541 IV=96.1% +0.0 CBOE 30k x $0.55 - $0.59 x 20k CBOE  LATE  Vega=$1664 VIX=14.22 Fwd
  1170. >>1380 VIX Jan24 17th 18.0 Calls $0.55 (CboeTheo=0.58)  BID  CBOE 15:13:32.541 IV=96.1% +0.0 CBOE 30k x $0.55 - $0.59 x 20k CBOE  LATE  Vega=$1914 VIX=14.22 Fwd
  1171. SPLIT TICKET:
    >>2730 VIX Jan24 17th 14.5 Calls $1.10 (CboeTheo=1.13)  BID  [CBOE] 15:13:32.329 IV=71.2% -1.5 CBOE 4085 x $1.10 - $1.14 x 6052 CBOE  LATE  Vega=$4688 VIX=14.22 Fwd
  1172. SPLIT TICKET:
    >>11000 VIX Jan24 17th 18.0 Calls $0.554 (CboeTheo=0.58)  BID  [CBOE] 15:13:32.540 IV=96.1% +0.0 CBOE 30k x $0.55 - $0.59 x 20k CBOE  LATE  Vega=$15k VIX=14.22 Fwd
  1173. SPLIT TICKET:
    >>2860 VIX Jan24 17th 14.5 Puts $1.40 (CboeTheo=1.40)  BID  [CBOE] 15:13:32.540 IV=72.7% +1.0 CBOE 1450 x $1.39 - $1.43 x 13k CBOE  LATE  Vega=$4911 VIX=14.22 Fwd
  1174. SWEEP DETECTED:
    >>2961 XOM Jan24 97.5 Puts $1.12 (CboeTheo=1.13)  BID  [MULTI] 15:14:15.039 IV=22.5% +0.7 EMLD 649 x $1.12 - $1.14 x 451 C2  ISO  Vega=$30k XOM=101.47 Ref
  1175. SWEEP DETECTED:
    >>4000 XOM Dec23 100 Puts $0.10 (CboeTheo=0.13)  BID  [MULTI] 15:14:46.015 IV=26.0% +3.1 EMLD 1430 x $0.10 - $0.11 x 368 MPRL  ISO  Vega=$4921 XOM=101.50 Ref
  1176. SWEEP DETECTED:
    >>2000 FCEL Dec23 22nd 2.0 Calls $0.02 (CboeTheo=0.02)  BID  [MULTI] 15:14:56.524 IV=140.4% -35.6 EMLD 942 x $0.02 - $0.03 x 190 C2  OPENING  Vega=$100 FCEL=1.56 Ref
  1177. >>Market Color OKTA - Bullish option flow detected in Okta (81.00 +2.36) with 19,324 calls trading (1.6x expected) and implied vol increasing over 4 points to 41.14%. . The Put/Call Ratio is 0.25. Earnings are expected on 02/27. [OKTA 81.00 +2.36 Ref, IV=41.1% +4.1] #Bullish
  1178. SWEEP DETECTED:
    >>2167 IONQ Dec23 15.0 Calls $0.25 (CboeTheo=0.29)  ASK  [MULTI] 15:15:00.702 IV=121.7% -11.5 EDGX 562 x $0.20 - $0.25 x 310 EDGX Vega=$654 IONQ=14.70 Ref
  1179. >>2000 SNAP Jan24 20.0 Calls $0.23 (CboeTheo=0.23)  BID  PHLX 15:15:27.301 IV=51.0% +2.4 EMLD 809 x $0.23 - $0.24 x 877 C2  SPREAD/CROSS/TIED   52WeekHigh  Vega=$2722 SNAP=16.86 Ref
  1180. >>3200 FSLR Dec23 195 Puts $35.05 (CboeTheo=35.03)  BID  CBOE 15:15:58.966 IV=167.2% +23.0 AMEX 20 x $34.65 - $35.65 x 14 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$1042 FSLR=160.01 Ref
  1181. >>2240 FSLR Dec23 200 Puts $40.05 (CboeTheo=40.01)  ASK  CBOE 15:15:59.060 IV=187.1% +33.7 EDGX 72 x $39.50 - $40.40 x 15 EDGX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$710 FSLR=160.02 Ref
  1182. >>Unusual Volume LYV - 3x market weighted volume: 15.8k = 10.6k projected vs 3542 adv, 85% calls, 11% of OI [LYV 93.04 +4.98 Ref, IV=29.8% +1.5]
  1183. >>2210 F Dec23 12.0 Calls $0.15 (CboeTheo=0.25)  BID  EMLD 15:17:17.795 IV=42.0% -12.1 EMLD 5929 x $0.15 - $0.16 x 3374 C2 Vega=$549 F=12.07 Ref
  1184. >>2114 F Dec23 12.0 Calls $0.15 (CboeTheo=0.25)  BID  GEMX 15:17:17.796 IV=42.0% -12.1 C2 3204 x $0.15 - $0.16 x 3374 C2 Vega=$525 F=12.07 Ref
  1185. SWEEP DETECTED:
    >>4863 TSLA Dec23 22nd 252.5 Calls $5.95 (CboeTheo=5.86)  ASK  [MULTI] 15:17:16.884 IV=43.6% +1.4 CBOE 601 x $5.85 - $5.95 x 856 PHLX  OPENING  Vega=$72k TSLA=251.03 Ref
  1186. SWEEP DETECTED:
    >>7734 F Dec23 12.0 Calls $0.15 (CboeTheo=0.25)  BID  [MULTI] 15:17:17.795 IV=42.0% -12.1 EMLD 5929 x $0.15 - $0.16 x 3374 C2 Vega=$1920 F=12.07 Ref
  1187. >>2420 PFE Dec23 29.5 Puts $3.44 (CboeTheo=3.46)  BID  CBOE 15:17:26.901 NOM 103 x $3.40 - $3.50 x 142 PHLX  SPREAD/LEGGED/FLOOR  Vega=$0 PFE=26.05 Ref
  1188. >>2420 PFE Dec23 29.0 Puts $2.94 (CboeTheo=2.96)  MID  CBOE 15:17:26.967 MPRL 3 x $2.92 - $2.97 x 7 AMEX  SPREAD/LEGGED/FLOOR  Vega=$0 PFE=26.05 Ref
  1189. SWEEP DETECTED:
    >>Bullish Delta Impact 723 CGNT Jan24 5.0 Puts $0.10 (CboeTheo=0.14)  BID  [MULTI] 15:17:36.905 IV=72.9% -2.0 ARCA 90 x $0.10 - $0.15 x 89 CBOE  SSR   52WeekHigh 
    Delta=-13%, EST. IMPACT = 9088 Shares ($58k) To Buy CGNT=6.36 Ref
  1190. >>5500 PFE Dec23 30.0 Puts $3.95 (CboeTheo=3.95)  MID  CBOE 15:17:50.087 IV=122.4% +45.4 C2 155 x $3.90 - $4.00 x 268 PHLX  SPREAD/LEGGED/FLOOR  Vega=$278 PFE=26.05 Ref
  1191. >>4420 PFE Dec23 32.5 Puts $6.45 (CboeTheo=6.45)  MID  CBOE 15:17:50.167 IV=179.6% +75.1 EDGX 130 x $6.40 - $6.50 x 260 PHLX  SPREAD/LEGGED/FLOOR  Vega=$165 PFE=26.05 Ref
  1192. >>2000 KO Dec23 59.0 Calls $0.16 (CboeTheo=0.19)  ASK  BOX 15:18:25.373 IV=18.1% -0.6 ARCA 27 x $0.14 - $0.16 x 1496 C2  FLOOR  Vega=$2439 KO=58.83 Ref
  1193. SPLIT TICKET:
    >>2500 KO Dec23 59.0 Calls $0.158 (CboeTheo=0.19)  MID  [BOX] 15:18:25.373 IV=17.2% -1.4 ARCA 27 x $0.14 - $0.16 x 1496 C2  FLOOR  Vega=$3040 KO=58.83 Ref
  1194. SPLIT TICKET:
    >>1000 SPX Mar24 3550 Puts $4.40 (CboeTheo=4.31)  MID  [CBOE] 15:19:25.296 IV=28.9% +0.5 CBOE 289 x $4.30 - $4.50 x 3951 CBOE  FLOOR  Vega=$108k SPX=4770.13 Fwd
  1195. >>6160 ORCL Dec23 115 Puts $14.57 (CboeTheo=14.56)  MID  CBOE 15:19:32.097 IV=112.6% +112.6 BOX 15 x $14.50 - $14.65 x 32 BOX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$1085 ORCL=100.45 Ref
  1196. >>5290 ORCL Dec23 110 Puts $9.57 (CboeTheo=9.56)  MID  CBOE 15:19:32.181 IV=80.2% +36.0 BOX 23 x $9.50 - $9.65 x 32 BOX  SPREAD/LEGGED/FLOOR  Vega=$1221 ORCL=100.45 Ref
  1197. >>3360 FI Dec23 29th 130 Puts $0.35 (CboeTheo=0.33)  ASK  BOX 15:20:44.175 IV=18.0% +1.1 MPRL 77 x $0.20 - $0.35 x 337 NOM  FLOOR - OPENING   52WeekHigh  Vega=$21k FI=134.93 Ref
  1198. >>2240 FI Dec23 29th 130 Puts $0.40 (CboeTheo=0.33)  Above Ask!  BOX 15:20:44.175 IV=18.8% +1.9 MPRL 77 x $0.20 - $0.35 x 337 NOM  FLOOR - OPENING   52WeekHigh  Vega=$15k FI=134.93 Ref
  1199. SWEEP DETECTED:
    >>Bearish Delta Impact 5905 FI Dec23 29th 130 Puts $0.369 (CboeTheo=0.33)  Above Ask!  [MULTI] 15:20:44.163 IV=18.0% +1.2 CBOE 9 x $0.20 - $0.35 x 69 NOM  ISO - OPENING   52WeekHigh 
    Delta=-14%, EST. IMPACT = 82k Shares ($11.1m) To Sell FI=134.94 Ref
  1200. >>8308 DKNG Dec23 22nd 40.0 Calls $0.15 (CboeTheo=0.14)  ASK  BOX 15:21:04.969 IV=48.7% +8.0 EMLD 950 x $0.13 - $0.15 x 759 EDGX  SPREAD/FLOOR  Vega=$9135 DKNG=36.59 Ref
  1201. >>8308 DKNG Jan24 12th 40.0 Calls $0.58 (CboeTheo=0.61)  Below Bid!  BOX 15:21:04.969 IV=40.4% +1.4 EDGX 10 x $0.60 - $0.64 x 13 ARCA  SPREAD/FLOOR  Vega=$27k DKNG=36.59 Ref
  1202. >>2384 KMI Dec23 18.0 Calls $0.03 (CboeTheo=0.03)  ASK  BOX 15:21:35.978 IV=32.7% +3.3 EMLD 492 x $0.01 - $0.03 x 349 C2  SPREAD/FLOOR  Vega=$601 KMI=17.70 Ref
  1203. >>2384 KMI Jun24 19.0 Calls $0.33 (CboeTheo=0.34)  BID  BOX 15:21:35.978 IV=16.2% -0.4 C2 152 x $0.33 - $0.36 x 425 C2  SPREAD/FLOOR - OPENING  Vega=$10k KMI=17.70 Ref
  1204. SWEEP DETECTED:
    >>2305 M Dec23 22nd 20.5 Calls $0.28 (CboeTheo=0.26)  ASK  [MULTI] 15:21:43.228 IV=52.1% +2.5 MPRL 57 x $0.26 - $0.28 x 425 EDGX Vega=$2349 M=19.61 Ref
  1205. >>3120 MQ Jun24 8.0 Calls $0.55 (CboeTheo=0.51)  ASK  PHLX 15:23:30.906 IV=54.4% +2.5 BOX 21 x $0.45 - $0.55 x 1463 PHLX  SPREAD/FLOOR - OPENING  Vega=$5524 MQ=6.41 Ref
  1206. >>2080 MQ Jun24 8.0 Calls $0.50 (CboeTheo=0.51)  MID  PHLX 15:23:30.906 IV=51.6% -0.4 BOX 21 x $0.45 - $0.55 x 1463 PHLX  SPREAD/FLOOR - OPENING  Vega=$3641 MQ=6.41 Ref
  1207. >>5200 MQ Jun24 10.0 Calls $0.15 (CboeTheo=0.19)  BID  PHLX 15:23:30.906 IV=47.9% -3.5 PHLX 987 x $0.15 - $0.25 x 2182 PHLX  SPREAD/FLOOR - OPENING  Vega=$5725 MQ=6.41 Ref
  1208. >>2600 GOOGL Dec23 125 Puts $0.03 (CboeTheo=0.02)  ASK  AMEX 15:23:40.258 IV=49.2% +10.4 ARCA 4 x $0.02 - $0.03 x 1269 CBOE  CROSS  Vega=$1042 GOOGL=131.66 Ref
  1209. SWEEP DETECTED:
    >>2375 AGNC Jan25 12.0 Calls $0.24 (CboeTheo=0.26)  BID  [MULTI] 15:23:48.386 IV=28.0% -1.6 EDGX 148 x $0.24 - $0.27 x 5 ARCA  ISO  Vega=$5901 AGNC=9.85 Ref
  1210. SWEEP DETECTED:
    >>Bearish Delta Impact 830 AVXL Dec23 29th 9.0 Calls $0.55 (CboeTheo=0.57)  BID  [MULTI] 15:24:05.666 IV=87.6% +2.6 BOX 136 x $0.55 - $0.70 x 8 ARCA  OPENING 
    Delta=49%, EST. IMPACT = 41k Shares ($361k) To Sell AVXL=8.82 Ref
  1211. >>20000 ACI Apr24 27.0 Calls $0.93 (CboeTheo=0.28)  ASK  CBOE 15:24:23.934 IV=40.4% +10.8 ARCA 0 x $0.00 - $1.20 x 13 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$94k ACI=22.64 Ref
  1212. >>20000 ACI Apr24 23.0 Calls $2.38 (CboeTheo=1.65)  BID  CBOE 15:24:24.010 IV=42.7% +13.8 BZX 25 x $1.60 - $5.00 x 70 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$106k ACI=22.64 Ref
  1213. SWEEP DETECTED:
    >>Bullish Delta Impact 500 BZH Jan24 34.0 Calls $1.45 (CboeTheo=1.35)  ASK  [MULTI] 15:24:55.132 IV=42.8% +2.0 PHLX 75 x $1.30 - $1.45 x 84 PHLX  OPENING 
    Delta=46%, EST. IMPACT = 23k Shares ($765k) To Buy BZH=33.05 Ref
  1214. >>2200 NCLH Jan24 12th 16.0 Puts $0.04 (CboeTheo=0.07)  BID  ISE 15:25:06.462 IV=50.3% +0.2 C2 352 x $0.04 - $0.06 x 372 EMLD  COB/AUCTION - OPENING  Vega=$976 NCLH=20.45 Ref
  1215. >>2000 TSLA Dec23 240 Calls $12.00 (CboeTheo=11.97)  MID  PHLX 15:25:13.351 IV=59.5% +10.3 BOX 26 x $11.90 - $12.10 x 33 MPRL  SPREAD/CROSS/TIED  Vega=$3442 TSLA=251.74 Ref
  1216. >>2000 TSLA Dec23 240 Puts $0.20 (CboeTheo=0.20)  ASK  PHLX 15:25:13.351 IV=57.9% +8.4 EMLD 344 x $0.19 - $0.20 x 862 EMLD  SPREAD/CROSS/TIED  Vega=$3241 TSLA=251.74 Ref
  1217. >>3000 VIX Dec23 20th 25.0 Calls $0.03 (CboeTheo=0.03)  MID  CBOE 15:25:58.782 IV=260.2% +5.3 CBOE 20k x $0.01 - $0.04 x 9052 CBOE Vega=$250 VIX=12.32 Fwd
  1218. SPLIT TICKET:
    >>3368 VIX Dec23 20th 25.0 Calls $0.03 (CboeTheo=0.03)  MID  [CBOE] 15:25:58.782 IV=260.2% +5.3 CBOE 20k x $0.01 - $0.04 x 9052 CBOE Vega=$280 VIX=12.32 Fwd
  1219. >>5000 NCLH Jan24 12th 16.0 Puts $0.04 (CboeTheo=0.07)  BID  PHLX 15:26:21.983 IV=50.3% +0.2 C2 320 x $0.04 - $0.06 x 334 EMLD  SPREAD/FLOOR - OPENING  Vega=$2217 NCLH=20.45 Ref
  1220. >>2500 NCLH Jan24 12th 19.0 Puts $0.45 (CboeTheo=0.42)  ASK  PHLX 15:26:21.983 IV=47.0% +4.8 EMLD 122 x $0.42 - $0.46 x 174 PHLX  SPREAD/FLOOR - OPENING  Vega=$4674 NCLH=20.45 Ref
  1221. >>2000 HPP Jun24 7.5 Puts $0.75 (CboeTheo=0.79)  BID  PHLX 15:27:08.378 IV=60.7% +6.6 BZX 19 x $0.75 - $0.90 x 227 CBOE  SPREAD/CROSS/TIED - OPENING  Vega=$4117 HPP=8.96 Ref
  1222. >>3900 ARRY Jan24 17.5 Calls $2.60 (CboeTheo=2.63)  BID  ARCA 15:27:38.111 IV=61.6% -4.5 PHLX 1748 x $2.50 - $2.80 x 407 PHLX  SPREAD/FLOOR  Vega=$7705 ARRY=19.38 Ref
  1223. >>3900 ARRY Jan24 20.0 Calls $1.40 (CboeTheo=1.30)  ASK  ARCA 15:27:38.111 IV=67.4% +1.3 CBOE 65 x $1.30 - $1.40 x 61 C2  SPREAD/FLOOR  Vega=$9464 ARRY=19.38 Ref
  1224. >>Unusual Volume WGO - 3x market weighted volume: 5274 = 3418 projected vs 1108 adv, 50% puts, 13% of OI [WGO 74.07 +4.10 Ref, IV=39.4% +4.0]
  1225. SPLIT TICKET:
    >>1000 SPXW Dec23 4850 Calls $0.45 (CboeTheo=0.36)  ASK  [CBOE] 15:28:10.730 IV=25.1% +4.0 CBOE 20 x $0.40 - $0.45 x 691 CBOE Vega=$13k SPX=4719.14 Fwd
  1226. SWEEP DETECTED:
    >>3500 C Jan24 47.5 Puts $0.53 (CboeTheo=0.54)  BID  [MULTI] 15:28:23.375 IV=27.2% +2.3 C2 662 x $0.53 - $0.55 x 669 C2 Vega=$16k C=50.45 Ref
  1227. >>Market Color ABR - Bearish flow noted in Arbor Realty (15.64 +0.76) with 18,509 puts trading, or 1.8x expected. The Put/Call Ratio is 1.71, while ATM IV is up over 3 points on the day. Earnings are expected on 02/15. [ABR 15.64 +0.76 Ref, IV=47.5% +3.2] #Bearish
  1228. SWEEP DETECTED:
    >>Bearish Delta Impact 778 GOL Apr24 2.99 Puts $0.65 (CboeTheo=0.64)  ASK  [MULTI] 15:33:04.567 IV=94.7% +11.8 PHLX 195 x $0.60 - $0.65 x 275 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 24k Shares ($89k) To Sell GOL=3.63 Ref
  1229. >>Unusual Volume CRH - 3x market weighted volume: 7283 = 4659 projected vs 1492 adv, 93% calls, 43% of OI [CRH 67.31 +1.25 Ref, IV=24.3% +0.5]
  1230. >>6720 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  ASK  CBOE 15:33:49.041 IV=181.5% +12.7 CBOE 1842 x $0.05 - $0.07 x 6140 CBOE Vega=$1294 VIX=12.38 Fwd
  1231. >>4473 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  ASK  CBOE 15:33:49.041 IV=181.5% +12.7 CBOE 1842 x $0.05 - $0.07 x 6140 CBOE Vega=$861 VIX=12.38 Fwd
  1232. >>3464 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  ASK  CBOE 15:33:49.041 IV=181.5% +12.7 CBOE 1842 x $0.05 - $0.07 x 6140 CBOE Vega=$667 VIX=12.38 Fwd
  1233. >>1500 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  ASK  CBOE 15:33:49.041 IV=181.5% +12.7 CBOE 1842 x $0.05 - $0.07 x 2676 CBOE Vega=$289 VIX=12.38 Fwd
  1234. SPLIT TICKET:
    >>17333 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  ASK  [CBOE] 15:33:49.041 IV=181.5% +12.7 CBOE 1842 x $0.05 - $0.07 x 6140 CBOE Vega=$3338 VIX=12.38 Fwd
  1235. SWEEP DETECTED:
    >>2269 PLTR Dec23 19.0 Calls $0.06 (CboeTheo=0.05)  ASK  [MULTI] 15:34:14.678 IV=78.8% +8.6 EMLD 3283 x $0.05 - $0.06 x 720 C2 Vega=$526 PLTR=18.18 Ref
  1236. SWEEP DETECTED:
    >>2957 AMZN Dec23 165 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:34:54.411 IV=82.5% +26.5 EDGX 0 x $0.00 - $0.01 x 3337 C2  52WeekHigh  Vega=$349 AMZN=147.21 Ref
  1237. SWEEP DETECTED:
    >>2563 AMZN Dec23 128 Puts $0.01  ASK  [MULTI] 15:35:56.200 IV=101.3% +26.6 MPRL 0 x $0.00 - $0.01 x 1618 C2  52WeekHigh  Vega=$249 AMZN=147.37 Ref
  1238. >>2500 CHPT Jan26 3.0 Calls $1.32 (CboeTheo=1.39)  BID  AMEX 15:36:55.554 IV=93.7% -7.6 NOM 10 x $1.30 - $1.46 x 44 ARCA  SPREAD/FLOOR  Vega=$3154 CHPT=2.91 Ref
  1239. >>7500 CHPT Jan26 10.0 Calls $0.44 (CboeTheo=0.44)  MID  AMEX 15:36:55.557 IV=85.2% -5.8 ARCA 10 x $0.43 - $0.45 x 2 ARCA  SPREAD/FLOOR  Vega=$11k CHPT=2.91 Ref
  1240. SWEEP DETECTED:
    >>3450 TSLA Dec23 22nd 110 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:37:10.419 IV=178.5% +23.2 C2 0 x $0.00 - $0.01 x 3012 C2  OPENING  Vega=$251 TSLA=251.15 Ref
  1241. >>6200 NCLH Jan24 16.0 Puts $0.07 (CboeTheo=0.08)  BID  PHLX 15:37:25.471 IV=50.5% +2.8 EMLD 510 x $0.07 - $0.08 x 151 GEMX  LATE - OPENING  Vega=$4142 NCLH=20.45 Ref
  1242. >>5000 LCID Jan24 4.0 Puts $0.20 (CboeTheo=0.19)  ASK  BOX 15:37:46.436 IV=104.6% +22.2 MPRL 17 x $0.18 - $0.20 x 6 GEMX  FLOOR  Vega=$2137 LCID=5.17 Ref
  1243. SWEEP DETECTED:
    >>2450 TSLA Dec23 182.5 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:37:54.523 IV=203.5% +69.8 C2 0 x $0.00 - $0.01 x 2177 C2  OPENING  Vega=$141 TSLA=251.19 Ref
  1244. >>1200 SPXW Jan24 12th 4350 Puts $3.76 (CboeTheo=3.71)  ASK  CBOE 15:38:10.648 IV=17.4% +0.6 CBOE 1027 x $3.60 - $3.80 x 497 CBOE  LATE - OPENING  Vega=$148k SPX=4735.81 Fwd
  1245. >>1000 SPXW Jan24 12th 4550 Puts $11.02 (CboeTheo=10.95)  BID  CBOE 15:38:10.709 IV=12.7% +0.3 CBOE 157 x $10.90 - $11.20 x 209 CBOE  LATE  Vega=$292k SPX=4735.81 Fwd
  1246. SPLIT TICKET:
    >>2000 SPXW Jan24 12th 4550 Puts $11.02 (CboeTheo=10.95)  BID  [CBOE] 15:38:10.648 IV=12.7% +0.3 CBOE 157 x $10.90 - $11.20 x 209 CBOE  LATE - OPENING  Vega=$584k SPX=4735.81 Fwd
  1247. SPLIT TICKET:
    >>1500 SPXW Jan24 12th 4250 Puts $2.78 (CboeTheo=2.74)  MID  [CBOE] 15:38:10.648 IV=20.2% +0.8 CBOE 680 x $2.70 - $2.85 x 945 CBOE  LATE  Vega=$134k SPX=4735.81 Fwd
  1248. SPLIT TICKET:
    >>1500 SPXW Jan24 12th 4450 Puts $5.83 (CboeTheo=5.79)  BID  [CBOE] 15:38:10.648 IV=14.9% +0.3 CBOE 49 x $5.80 - $5.90 x 24 CBOE  LATE  Vega=$276k SPX=4735.81 Fwd
  1249. SPLIT TICKET:
    >>2000 SPXW Jan24 12th 4350 Puts $3.76 (CboeTheo=3.71)  ASK  [CBOE] 15:38:10.648 IV=17.4% +0.6 CBOE 1027 x $3.60 - $3.80 x 497 CBOE  LATE - OPENING  Vega=$247k SPX=4735.81 Fwd
  1250. SWEEP DETECTED:
    >>Bearish Delta Impact 1279 TIXT Jan24 7.5 Calls $0.90 (CboeTheo=1.05)  BID  [MULTI] 15:39:32.302 IV=48.1% -18.6 AMEX 1087 x $0.90 - $1.15 x 74 AMEX
    Delta=75%, EST. IMPACT = 96k Shares ($780k) To Sell TIXT=8.14 Ref
  1251. >>1000 VIX Dec23 20th 36.0 Calls $0.02 (CboeTheo=0.01)  BID  CBOE 15:39:50.369 IV=347.3% +35.8 CBOE 1996 x $0.02 - $0.03 x 5205 CBOE Vega=$50 VIX=12.35 Fwd
  1252. SWEEP DETECTED:
    >>2179 TSLA Dec23 22nd 180 Puts $0.06 (CboeTheo=0.05)  ASK  [MULTI] 15:40:05.689 IV=90.8% +16.7 NOM 105 x $0.05 - $0.06 x 553 EMLD  OPENING  Vega=$1302 TSLA=250.87 Ref
  1253. >>3100 NCLH Jan24 19.0 Puts $0.52 (CboeTheo=0.50)  BID  PHLX 15:40:47.611 IV=45.8% +3.6 NOM 1 x $0.52 - $0.53 x 421 C2  LATE - OPENING  Vega=$6595 NCLH=20.45 Ref
  1254. SWEEP DETECTED:
    >>2513 VZ Dec23 37.0 Calls $0.86 (CboeTheo=0.89)  BID  [MULTI] 15:40:45.989 IV=30.2% +6.9 AMEX 109 x $0.86 - $0.90 x 20 NOM Vega=$782 VZ=37.84 Ref
  1255. SWEEP DETECTED:
    >>2105 DAL Dec23 44.0 Calls $0.08 (CboeTheo=0.06)  ASK  [MULTI] 15:41:00.391 IV=60.5% +13.4 C2 433 x $0.06 - $0.08 x 223 PHLX  AUCTION - OPENING  Vega=$966 DAL=42.34 Ref
  1256. SWEEP DETECTED:
    >>7352 INTC Dec23 44.0 Puts $0.12 (CboeTheo=0.14)  ASK  [MULTI] 15:41:24.963 IV=51.9% +0.7 EDGX 1414 x $0.10 - $0.12 x 1306 C2  52WeekHigh  Vega=$4614 INTC=45.12 Ref
  1257. SWEEP DETECTED:
    >>2381 GM Jan24 32.0 Puts $0.14 (CboeTheo=0.14)  ASK  [MULTI] 15:42:09.393 IV=30.8% +3.6 C2 1622 x $0.13 - $0.14 x 478 C2 Vega=$4303 GM=36.20 Ref
  1258. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 GOL Apr24 2.99 Puts $0.70 (CboeTheo=0.65)  ASK  [MULTI] 15:42:36.273 IV=101.3% +18.5 PHLX 195 x $0.60 - $0.70 x 327 PHLX  OPENING 
    Delta=-31%, EST. IMPACT = 31k Shares ($112k) To Sell GOL=3.62 Ref
  1259. >>3000 PFE Mar24 24.0 Puts $0.63 (CboeTheo=0.63)  MID  PHLX 15:42:40.062 IV=28.6% -0.1 EMLD 564 x $0.62 - $0.65 x 303 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$13k PFE=26.05 Ref
  1260. >>2500 LCID Jan24 4.0 Puts $0.20 (CboeTheo=0.20)  MID  ISE 15:42:48.696 IV=103.3% +20.9 C2 134 x $0.18 - $0.21 x 257 C2  CROSS  Vega=$1072 LCID=5.13 Ref
  1261. SWEEP DETECTED:
    >>2000 GOOGL Dec23 126 Puts $0.04 (CboeTheo=0.03)  ASK  [MULTI] 15:42:47.209 IV=43.8% +7.9 EMLD 631 x $0.02 - $0.04 x 1409 EMLD Vega=$1074 GOOGL=131.44 Ref
  1262. SPLIT TICKET:
    >>2000 AAPL Dec23 180 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:43:02.474 IV=68.5% +16.2 MIAX 0 x $0.00 - $0.01 x 1386 C2  52WeekHigh  Vega=$287 AAPL=197.78 Ref
  1263. SPLIT TICKET:
    >>2000 ENVX Jan24 12.5 Puts $0.68 (CboeTheo=0.64)  ASK  [BOX] 15:43:38.563 IV=75.4% +6.6 EDGX 392 x $0.60 - $0.70 x 824 AMEX  FLOOR  Vega=$2945 ENVX=13.91 Ref
  1264. >>5000 CVX Jun24 115 Puts $1.15 (CboeTheo=1.20)  BID  PHLX 15:44:13.147 IV=28.3% +0.3 PHLX 21 x $1.14 - $1.22 x 10 BOX  SPREAD/CROSS/TIED  Vega=$80k CVX=149.52 Ref
  1265. >>2000 LUV Jan24 30.0 Puts $1.40 (CboeTheo=1.39)  ASK  PHLX 15:44:22.827 IV=33.7% +0.4 MIAX 35 x $1.38 - $1.40 x 18 MPRL  SPREAD/CROSS/TIED  Vega=$7384 LUV=29.75 Ref
  1266. >>5000 HES Jun24 115 Puts $4.60 (CboeTheo=4.66)  ASK  PHLX 15:44:33.021 IV=40.9% -0.6 PHLX 41 x $3.80 - $4.60 x 15 AMEX  SPREAD/CROSS/TIED   ExDiv  Vega=$133k HES=142.81 Ref
  1267. SWEEP DETECTED:
    >>2017 PLTR Dec23 18.5 Calls $0.15 (CboeTheo=0.13)  ASK  [MULTI] 15:44:33.862 IV=75.5% +13.7 EMLD 1167 x $0.14 - $0.15 x 593 EMLD  AUCTION  Vega=$700 PLTR=18.14 Ref
  1268. SWEEP DETECTED:
    >>Bearish Delta Impact 500 SDGR Jan24 35.0 Calls $2.80 (CboeTheo=2.86)  BID  [MULTI] 15:44:42.837 IV=55.5% -2.4 PHLX 48 x $2.80 - $3.00 x 34 BOX
    Delta=58%, EST. IMPACT = 29k Shares ($1.03m) To Sell SDGR=35.45 Ref
  1269. SPLIT TICKET:
    >>1501 VIX Dec23 20th 24.0 Calls $0.04 (CboeTheo=0.03)  MID  [CBOE] 15:45:07.087 IV=258.2% +25.9 CBOE 18k x $0.02 - $0.05 x 2195 CBOE Vega=$155 VIX=12.35 Fwd
  1270. >>15000 PLUG Mar24 4.5 Puts $0.88 (CboeTheo=0.88)  MID  PHLX 15:46:15.149 IV=113.8% -0.2 BOX 17 x $0.87 - $0.89 x 45 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$13k PLUG=4.83 Ref
  1271. >>1800 SPXW Dec23 20th 4500 Puts $0.90 (CboeTheo=0.89)  MID  CBOE 15:46:27.566 IV=18.4% +1.8 CBOE 738 x $0.85 - $0.95 x 499 CBOE  FLOOR - OPENING  Vega=$63k SPX=4717.81 Fwd
  1272. SWEEP DETECTED:
    >>2034 SNAP Dec23 16.0 Calls $0.95 (CboeTheo=1.00)  BID  [MULTI] 15:47:08.500 IV=65.6% +7.4 GEMX 43 x $0.95 - $0.98 x 321 C2  52WeekHigh  Vega=$190 SNAP=16.93 Ref
  1273. SWEEP DETECTED:
    >>Bullish Delta Impact 1862 CYH Jan24 3.0 Calls $0.45 (CboeTheo=0.42)  ASK  [MULTI] 15:47:16.979 IV=105.5% +35.1 BZX 1 x $0.40 - $0.45 x 745 PHLX
    Delta=62%, EST. IMPACT = 115k Shares ($347k) To Buy CYH=3.02 Ref
  1274. SWEEP DETECTED:
    >>2000 F Dec23 12.0 Calls $0.14 (CboeTheo=0.24)  ASK  [MULTI] 15:47:39.113 IV=42.7% -11.4 C2 6913 x $0.13 - $0.14 x 2553 EMLD  ISO  Vega=$499 F=12.05 Ref
  1275. SWEEP DETECTED:
    >>3685 PLTR Dec23 17.0 Puts $0.03 (CboeTheo=0.03)  ASK  [MULTI] 15:47:43.564 IV=87.9% +24.7 EMLD 2905 x $0.02 - $0.03 x 536 C2 Vega=$521 PLTR=18.14 Ref
  1276. SPLIT TICKET:
    >>1500 SPXW Dec23 29th 4150 Puts $1.10 (CboeTheo=1.11)  BID  [CBOE] 15:47:46.504 IV=28.6% +1.3 CBOE 576 x $1.10 - $1.20 x 490 CBOE Vega=$47k SPX=4724.53 Fwd
  1277. SWEEP DETECTED:
    >>Bullish Delta Impact 832 CYH Jan24 3.0 Calls $0.447 (CboeTheo=0.43)  ASK  [MULTI] 15:47:49.667 IV=103.1% +32.7 PHLX 22 x $0.15 - $0.45 x 505 PHLX
    Delta=62%, EST. IMPACT = 52k Shares ($157k) To Buy CYH=3.04 Ref
  1278. SWEEP DETECTED:
    >>3578 TSLA Dec23 180 Puts $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:48:04.741 IV=209.8% +69.9 EMLD 0 x $0.00 - $0.01 x 3162 C2 Vega=$201 TSLA=250.09 Ref
  1279. >>1273 SPX Jan24 3895 Puts $1.90 (CboeTheo=1.79)  BID  CBOE 15:48:12.479 IV=28.6% +1.4 CBOE 337 x $1.90 - $2.00 x 100 CBOE  OPENING  Vega=$67k SPX=4737.33 Fwd
  1280. SPLIT TICKET:
    >>5438 SPX Jan24 3895 Puts $1.90 (CboeTheo=1.79)  ASK  [CBOE] 15:48:12.451 IV=28.6% +1.4 CBOE 1476 x $1.75 - $1.90 x 2037 CBOE  OPENING  Vega=$285k SPX=4737.33 Fwd
  1281. SWEEP DETECTED:
    >>3218 TSLA Dec23 22nd 272.5 Calls $0.98 (CboeTheo=1.01)  BID  [MULTI] 15:48:25.053 IV=46.7% -1.5 EDGX 432 x $0.98 - $1.00 x 27 EMLD  OPENING  Vega=$24k TSLA=250.19 Ref
  1282. >>1800 SPXW Dec23 20th 4500 Puts $0.90 (CboeTheo=0.89)  MID  CBOE 15:48:29.158 IV=18.3% +1.7 CBOE 579 x $0.85 - $0.95 x 730 CBOE  FLOOR - OPENING  Vega=$63k SPX=4716.92 Fwd
  1283. >>2000 CRH Mar24 70.0 Calls $2.85 (CboeTheo=2.50)  ASK  BOX 15:48:43.881 IV=27.1% +2.2 BOX 136 x $1.85 - $2.85 x 118 BOX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$27k CRH=67.31 Ref
  1284. >>2000 CRH Mar24 70.0 Calls $2.85 (CboeTheo=2.50)  ASK  BOX 15:48:43.881 IV=27.1% +2.2 BOX 136 x $1.85 - $2.85 x 118 BOX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$27k CRH=67.31 Ref
  1285. >>2000 CRH Mar24 65.0 Calls $5.43 (CboeTheo=5.18)  ASK  BOX 15:48:43.881 IV=27.9% +2.6 MIAX 80 x $4.40 - $5.50 x 11 BOX  SPREAD/FLOOR   52WeekHigh  Vega=$25k CRH=67.31 Ref
  1286. >>2000 CRH Mar24 65.0 Calls $5.44 (CboeTheo=5.18)  ASK  BOX 15:48:43.881 IV=28.0% +2.7 MIAX 80 x $4.40 - $5.50 x 11 BOX  SPREAD/FLOOR   52WeekHigh  Vega=$25k CRH=67.31 Ref
  1287. >>5000 PBR Jan24 20.0 Puts $4.50 (CboeTheo=4.83)  ASK  PHLX 15:48:57.575 BZX 29 x $3.50 - $5.25 x 1 MPRL  SPREAD/FLOOR  Vega=$0 PBR=15.16 Ref
  1288. >>5000 PBR Jan24 30.0 Puts $14.50 (CboeTheo=14.84)  BID  PHLX 15:48:57.575 BZX 13 x $13.65 - $16.60 x 21 PHLX  SPREAD/FLOOR  Vega=$0 PBR=15.16 Ref
  1289. SWEEP DETECTED:
    >>Bearish Delta Impact 713 MCK Dec23 440 Puts $1.50 (CboeTheo=1.79)  ASK  [MULTI] 15:49:00.224 IV=27.9% -8.7 MIAX 10 x $1.05 - $1.50 x 85 NOM  OPENING 
    Delta=-34%, EST. IMPACT = 24k Shares ($10.8m) To Sell MCK=442.52 Ref
  1290. SPLIT TICKET:
    >>1815 VIX Dec23 20th 26.0 Calls $0.04 (CboeTheo=0.03)  ASK  [CBOE] 15:49:00.796 IV=282.2% +33.8 CBOE 2840 x $0.02 - $0.04 x 250 CBOE Vega=$177 VIX=12.38 Fwd
  1291. >>1408 VIX Dec23 20th 18.0 Calls $0.07 (CboeTheo=0.06)  MID  CBOE 15:49:06.220 IV=181.6% +12.9 CBOE 537 x $0.06 - $0.08 x 868 CBOE Vega=$271 VIX=12.38 Fwd
  1292. >>2000 F Dec23 12.0 Calls $0.15 (CboeTheo=0.25)  ASK  PHLX 15:49:30.587 IV=47.1% -7.0 MEMX 55 x $0.14 - $0.15 x 4862 EMLD  AUCTION  Vega=$501 F=12.05 Ref
  1293. SWEEP DETECTED:
    >>2005 GM Jan24 33.0 Puts $0.23 (CboeTheo=0.22)  ASK  [MULTI] 15:51:00.136 IV=29.4% +3.1 C2 518 x $0.22 - $0.23 x 259 MPRL Vega=$4971 GM=36.26 Ref
  1294. SPLIT TICKET:
    >>1500 SPXW Dec23 4350 Puts $0.35 (CboeTheo=0.28)  ASK  [CBOE] 15:51:13.361 IV=63.4% +17.2 CBOE 1173 x $0.25 - $0.35 x 757 CBOE  ISO  Vega=$7428 SPX=4718.40 Fwd
  1295. SWEEP DETECTED:
    >>2597 MSFT Dec23 372.5 Calls $0.40 (CboeTheo=0.39)  BID  [MULTI] 15:51:27.535 IV=29.9% +6.7 NOM 88 x $0.40 - $0.41 x 85 C2 Vega=$11k MSFT=365.97 Ref
  1296. SPLIT TICKET:
    >>1000 SPXW Dec23 4850 Calls $0.45 (CboeTheo=0.35)  ASK  [CBOE] 15:51:29.700 IV=25.4% +4.3 CBOE 859 x $0.35 - $0.45 x 709 CBOE Vega=$13k SPX=4718.60 Fwd
  1297. >>3000 C Mar24 50.0 Puts $2.29 (CboeTheo=2.29)  BID  PHLX 15:53:34.460 IV=24.9% +1.5 MPRL 32 x $2.29 - $2.32 x 9 BZX  SPREAD/CROSS/TIED  Vega=$30k C=50.27 Ref
  1298. SWEEP DETECTED:
    >>4282 NCLH Jan24 24.0 Calls $0.21 (CboeTheo=0.20)  BID  [MULTI] 15:53:38.600 IV=45.7% +1.8 BZX 88 x $0.21 - $0.22 x 7 ARCA  OPENING  Vega=$6420 NCLH=20.34 Ref
  1299. SWEEP DETECTED:
    >>2000 F Jan24 5th 13.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:53:51.712 IV=31.6% -6.1 C2 6263 x $0.09 - $0.10 x 2990 C2  ISO - OPENING  Vega=$1678 F=12.10 Ref
  1300. >>2500 SIRI Jan24 8.0 Puts $2.64 (CboeTheo=2.66)  ASK  AMEX 15:55:51.782 IV=91.4% -6.6 PHLX 2563 x $2.41 - $2.82 x 1263 CBOE  SPREAD/FLOOR  Vega=$819 SIRI=5.70 Ref
  1301. >>2500 SIRI Jan24 8.0 Calls $0.10 (CboeTheo=0.10)  BID  AMEX 15:55:51.782 IV=97.7% -0.3 MPRL 6 x $0.10 - $0.15 x 1 ARCA  SPREAD/FLOOR  Vega=$941 SIRI=5.70 Ref
  1302. >>2500 SIRI Dec23 8.0 Puts $2.35 (CboeTheo=2.31)  ASK  AMEX 15:55:51.784 IV=424.3% +176.6 PHLX 30 x $2.03 - $2.56 x 19 MPRL  SPREAD/FLOOR  Vega=$113 SIRI=5.70 Ref
  1303. >>2500 SIRI Dec23 8.0 Calls $0.01 (CboeTheo=0.01)  ASK  AMEX 15:55:51.784 IV=323.5% +75.8 GEMX 0 x $0.00 - $0.01 x 20 GEMX  SPREAD/FLOOR  Vega=$49 SIRI=5.70 Ref
  1304. SWEEP DETECTED:
    >>Bearish Delta Impact 500 RH Feb24 280 Calls $46.80 (CboeTheo=49.66)  BID  [MULTI] 15:56:15.558 IV=38.8% -3.0 PHLX 68 x $46.80 - $49.90 x 8 AMEX
    Delta=83%, EST. IMPACT = 41k Shares ($13.2m) To Sell RH=318.52 Ref
  1305. SWEEP DETECTED:
    >>Bullish Delta Impact 2679 CYH Jan24 3.0 Calls $0.50 (CboeTheo=0.47)  ASK  [MULTI] 15:56:27.328 IV=110.6% +40.2 ISE 1 x $0.45 - $0.50 x 460 PHLX  OPENING 
    Delta=64%, EST. IMPACT = 172k Shares ($523k) To Buy CYH=3.04 Ref
  1306. SWEEP DETECTED:
    >>Bullish Delta Impact 1159 CYH Mar24 3.0 Calls $0.699 (CboeTheo=0.60)  ASK  [MULTI] 15:56:34.913 IV=106.9% +25.1 CBOE 403 x $0.50 - $0.70 x 214 CBOE  OPENING 
    Delta=64%, EST. IMPACT = 74k Shares ($227k) To Buy CYH=3.06 Ref
  1307. SWEEP DETECTED:
    >>Bearish Delta Impact 999 STWD Jan24 21.0 Calls $0.895 (CboeTheo=0.89)  BID  [MULTI] 15:56:38.149 IV=21.6% +2.0 BOX 1759 x $0.85 - $1.00 x 20 PHLX
    Delta=76%, EST. IMPACT = 76k Shares ($1.64m) To Sell STWD=21.72 Ref
  1308. SWEEP DETECTED:
    >>Bearish Delta Impact 788 EBS Dec23 2.5 Calls $0.05 (CboeTheo=0.14)  BID  [MULTI] 15:57:00.510 IV=37.9% -194.6 PHLX 1143 x $0.05 - $0.20 x 101 PHLX
    Delta=81%, EST. IMPACT = 64k Shares ($163k) To Sell EBS=2.54 Ref
  1309. SPLIT TICKET:
    >>2500 SPXW Dec23 21st 3950 Puts $0.40 (CboeTheo=0.40)  MID  [CBOE] 15:57:04.297 IV=49.2% +3.5 CBOE 790 x $0.35 - $0.45 x 865 CBOE  FLOOR - OPENING  Vega=$21k SPX=4719.83 Fwd
  1310. SWEEP DETECTED:
    >>Bullish Delta Impact 1137 HOG Dec23 36.0 Calls $0.20 (CboeTheo=0.34)  ASK  [MULTI] 15:57:53.633 IV=45.1% -20.4 EDGX 287 x $0.10 - $0.20 x 151 EMLD  OPENING 
    Delta=35%, EST. IMPACT = 40k Shares ($1.43m) To Buy HOG=35.66 Ref
  1311. >>2000 XSP Dec23 29th 455 Puts $0.35 (CboeTheo=0.38)  BID  CBOE 15:58:22.552 IV=12.6% +0.3 CBOE 488 x $0.33 - $0.41 x 388 CBOE Vega=$27k XSP=472.70 Fwd
  1312. SPLIT TICKET:
    >>2000 AAPL Dec23 180 Puts $0.01 (CboeTheo=0.01)  ASK  [C2] 15:58:25.410 IV=69.0% +16.7 BOX 0 x $0.00 - $0.01 x 5008 C2  52WeekHigh  Vega=$285 AAPL=197.81 Ref
  1313. SWEEP DETECTED:
    >>2966 TSLA Dec23 250 Calls $3.25 (CboeTheo=3.18)  ASK  [MULTI] 15:58:30.589 IV=55.5% +4.9 PHLX 214 x $3.15 - $3.25 x 422 EDGX Vega=$16k TSLA=250.58 Ref
  1314. >>14200 PFE Jan24 35.0 Puts $8.90 (CboeTheo=8.90)  ASK  PHLX 15:58:43.982 NOM 93 x $8.80 - $8.95 x 1 AMEX  FLOOR  Vega=$0 PFE=26.09 Ref
  1315. >>11000 PFE Jan24 33.0 Puts $6.90 (CboeTheo=6.91)  BID  PHLX 15:58:43.983 EDGX 1 x $6.90 - $7.00 x 72 BZX  FLOOR  Vega=$0 PFE=26.09 Ref
  1316. >>2000 XSP Dec23 29th 455 Puts $0.36 (CboeTheo=0.38)  MID  CBOE 15:58:45.473 IV=12.8% +0.5 CBOE 308 x $0.33 - $0.40 x 288 CBOE Vega=$27k XSP=472.84 Fwd
  1317. SWEEP DETECTED:
    >>3000 WW Jan24 10.0 Calls $0.45 (CboeTheo=0.47)  BID  [MULTI] 15:59:08.138 IV=110.6% -5.0 C2 376 x $0.45 - $0.50 x 55 EMLD Vega=$2604 WW=7.84 Ref
  1318. >>2000 RH Feb24 350 Calls $12.25 (CboeTheo=12.27)  ASK  BOX 15:59:13.180 IV=43.3% +1.9 MPRL 7 x $12.00 - $12.40 x 5 MIAX  SPREAD/FLOOR - OPENING  Vega=$99k RH=317.36 Ref
  1319. >>2000 RH Feb24 380 Calls $5.70 (CboeTheo=6.06)  BID  BOX 15:59:13.180 IV=42.8% -0.3 PHLX 25 x $5.70 - $6.10 x 5 MIAX  SPREAD/FLOOR - OPENING  Vega=$74k RH=317.36 Ref
  1320. SWEEP DETECTED:
    >>Bullish Delta Impact 2499 STWD Jan24 21.0 Calls $0.90 (CboeTheo=0.91)  ASK  [MULTI] 15:59:20.214 IV=20.6% +1.0 BOX 1502 x $0.85 - $0.90 x 249 ARCA
    Delta=78%, EST. IMPACT = 194k Shares ($4.22m) To Buy STWD=21.75 Ref
  1321. SWEEP DETECTED:
    >>3000 RIVN Dec23 23.5 Calls $0.19 (CboeTheo=0.18)  ASK  [MULTI] 15:59:23.359 IV=119.2% -17.5 BZX 66 x $0.18 - $0.19 x 679 EDGX  OPENING  Vega=$1100 RIVN=22.41 Ref
  1322. >>3479 INTC Jan24 5th 48.0 Calls $0.57 (CboeTheo=0.55)  Above Ask!  MIAX 15:59:29.097 IV=33.9% +2.1 EMLD 313 x $0.54 - $0.56 x 31 MPRL  COB - OPENING   52WeekHigh  Vega=$13k INTC=45.20 Ref
  1323. >>6958 INTC Jan24 5th 52.0 Calls $0.14 (CboeTheo=0.15)  BID  MIAX 15:59:29.097 IV=37.9% +0.9 MPRL 776 x $0.14 - $0.15 x 7 MPRL  COB - OPENING   52WeekHigh  Vega=$11k INTC=45.20 Ref
  1324. >>2000 XSP Dec23 29th 455 Puts $0.35 (CboeTheo=0.38)  MID  CBOE 15:59:34.079 IV=12.8% +0.5 CBOE 288 x $0.33 - $0.36 x 2000 CBOE Vega=$26k XSP=473.01 Fwd
  1325. SWEEP DETECTED:
    >>3000 C Jan24 49.0 Calls $2.50 (CboeTheo=2.53)  BID  [MULTI] 15:59:38.837 IV=26.0% +1.5 BOX 78 x $2.50 - $2.55 x 23 ARCA  ISO  Vega=$17k C=50.24 Ref
  1326. SWEEP DETECTED:
    >>Bullish Delta Impact 561 NXST Dec23 155 Calls $3.50 (CboeTheo=4.59)  ASK  [MULTI] 15:59:40.942 IV=54.2% -3.9 C2 3 x $2.90 - $3.50 x 68 NOM
    Delta=73%, EST. IMPACT = 41k Shares ($6.50m) To Buy NXST=157.78 Ref
  1327. SWEEP DETECTED:
    >>2000 UBER Dec23 63.0 Puts $0.923 (CboeTheo=0.93)  Above Ask!  [MULTI] 15:59:37.364 IV=47.3% +6.7 BZX 56 x $0.86 - $0.92 x 7 MPRL Vega=$2511 UBER=62.49 Ref
  1328. >>1566 XSP Dec23 29th 455 Puts $0.35 (CboeTheo=0.38)  ASK  CBOE 15:59:47.029 IV=12.8% +0.5 CBOE 0 x $0.00 - $0.35 x 434 CBOE Vega=$21k XSP=473.05 Fwd
  1329. SPLIT TICKET:
    >>2000 XSP Dec23 29th 455 Puts $0.35 (CboeTheo=0.38)  ASK  [CBOE] 15:59:47.029 IV=12.8% +0.5 CBOE 0 x $0.00 - $0.35 x 434 CBOE Vega=$26k XSP=473.05 Fwd
  1330. SWEEP DETECTED:
    >>Bullish Delta Impact 743 WHR Dec23 123 Calls $1.321 (CboeTheo=1.24)  Above Ask!  [MULTI] 15:59:55.430 IV=56.5% +6.6 AMEX 23 x $1.05 - $1.30 x 19 BOX  OPENING 
    Delta=47%, EST. IMPACT = 35k Shares ($4.28m) To Buy WHR=122.63 Ref
  1331. SPLIT TICKET:
    >>1116 SPX Jun24 4400 Puts $69.40 (CboeTheo=68.26)  Above Ask!  [CBOE] 16:00:18.337 IV=16.8% +0.2 CBOE 461 x $68.00 - $68.90 x 115 CBOE  LATE  Vega=$1.09m SPX=4826.49 Fwd
  1332. SPLIT TICKET:
    >>1116 SPX Jun24 4000 Puts $32.00 (CboeTheo=31.73)  Above Ask!  [CBOE] 16:00:18.337 IV=20.8% +0.2 CBOE 186 x $31.60 - $31.90 x 327 CBOE  LATE  Vega=$647k SPX=4826.49 Fwd
  1333. >>1000 SPXW Dec23 27th 3900 Puts $0.65 (CboeTheo=0.60)  ASK  CBOE 16:01:55.926 IV=40.9% +2.6 CBOE 1042 x $0.55 - $0.70 x 732 CBOE  LATE - OPENING  Vega=$15k SPX=4728.96 Fwd
  1334. >>1100 SPXW Dec23 27th 3900 Puts $0.65 (CboeTheo=0.60)  ASK  CBOE 16:01:55.926 IV=40.9% +2.6 CBOE 1042 x $0.55 - $0.70 x 732 CBOE  LATE - OPENING  Vega=$17k SPX=4728.96 Fwd
  1335. >>1000 SPXW Dec23 27th 3900 Puts $0.65 (CboeTheo=0.60)  ASK  CBOE 16:01:55.926 IV=40.9% +2.6 CBOE 1042 x $0.55 - $0.70 x 732 CBOE  LATE - OPENING  Vega=$15k SPX=4728.96 Fwd
  1336. SPLIT TICKET:
    >>5300 SPXW Dec23 27th 3900 Puts $0.65 (CboeTheo=0.60)  ASK  [CBOE] 16:01:55.926 IV=40.9% +2.6 CBOE 1042 x $0.55 - $0.70 x 732 CBOE  LATE - OPENING  Vega=$80k SPX=4728.96 Fwd
  1337. >>1150 VIX Mar24 20th 47.5 Calls $0.35 (CboeTheo=0.36)  MID  CBOE 16:04:36.300 IV=129.3% -1.1 CBOE 21k x $0.33 - $0.37 x 1647 CBOE Vega=$1548 VIX=15.80 Fwd
  1338. SPLIT TICKET:
    >>1000 SPXW Dec23 4590 Puts $0.60 (CboeTheo=0.56)  ASK  [CBOE] 16:06:56.347 IV=27.1% +7.9 CBOE 1020 x $0.50 - $0.60 x 657 CBOE Vega=$15k SPX=4719.85 Fwd
  1339. >>1054 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  MID  CBOE 16:09:54.710 IV=122.7% +30.1 CBOE 0 x $0.00 - $0.10 x 1745 CBOE Vega=$585 SPX=4719.20 Fwd
  1340. SPLIT TICKET:
    >>1200 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  ASK  [CBOE] 16:09:54.674 IV=122.7% +30.1 CBOE 0 x $0.00 - $0.05 x 1054 CBOE Vega=$666 SPX=4719.20 Fwd
  1341. SPLIT TICKET:
    >>1003 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  MID  [CBOE] 16:10:13.018 IV=122.7% +30.1 CBOE 0 x $0.00 - $0.10 x 1745 CBOE Vega=$557 SPX=4719.20 Fwd
  1342. SPLIT TICKET:
    >>1000 SPX Mar24 3750 Puts $6.40 (CboeTheo=6.14)  ASK  [CBOE] 16:13:55.746 IV=25.7% +0.6 CBOE 1004 x $6.10 - $6.40 x 1521 CBOE Vega=$155k SPX=4770.64 Fwd
  1343. >>1060 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  MID  CBOE 16:13:57.998 IV=122.8% +30.2 CBOE 0 x $0.00 - $0.10 x 1590 CBOE Vega=$588 SPX=4718.85 Fwd
  1344. SPLIT TICKET:
    >>1210 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  BID  [CBOE] 16:13:57.199 IV=122.8% +30.2 CBOE 150 x $0.05 - $0.10 x 1590 CBOE Vega=$671 SPX=4718.85 Fwd
  1345. >>1026 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  MID  CBOE 16:14:18.313 IV=122.8% +30.2 CBOE 0 x $0.00 - $0.10 x 1262 CBOE Vega=$569 SPX=4718.60 Fwd
  1346. SPLIT TICKET:
    >>1200 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.06)  MID  [CBOE] 16:14:18.294 IV=122.8% +30.2 CBOE 0 x $0.00 - $0.10 x 1262 CBOE Vega=$665 SPX=4718.60 Fwd
  1347. >>1000 SPXW Dec23 3850 Puts $0.05 (CboeTheo=0.10)  ASK  CBOE 16:41:08.618 IV=123.8% +31.2 CBOE 0 x $0.00 - $0.05 x 1000 CBOE  EXTEND  Vega=$550 SPX=4716.94 Fwd

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