OPTION FLOW 12/4/23

byFRANKTRADEZ •
0

 

  1. SPLIT TICKET:
    >>1499 SPXW Dec23 4th 4635 Calls $0.15 (CboeTheo=0.09)  ASK  [CBOE] 08:51:28.581 IV=22.8% +15.7 CBOE 258 x $0.10 - $0.15 x 890 CBOE Vega=$7937 SPX=4569.52 Fwd
  2. >>Market Color DELL - Most profitable opening equity option purchase made in the prior session was a buy of 2000 Dell Technologies 12/15 71 calls for $1.55 at 10:04 when underlying shares were trading $70.6399. These calls closed near $2.25 for mark-to-market profit of 45%, or $140K on the $310K outlay. DELL shares closed down 3.94 at $71.93 [DELL 71.93 -3.94 Ref]
  3. SPLIT TICKET:
    >>1000 SPXW Dec23 4th 4620 Calls $0.15 (CboeTheo=0.19)  BID  [CBOE] 09:03:10.511 IV=19.8% +12.9 CBOE 1230 x $0.15 - $0.20 x 912 CBOE Vega=$5942 SPX=4565.61 Fwd
  4. >>Market Color IWM - Rev/Con recap for Dec 1st. 443,952 contracts traded Friday in reverse/conversion spreads on 101 underlying securities. 22.2m underlying shares were involved with total notional value of $2.10b. Rev/Con volume leaders included IWM, F, EEM, SOFI and BABA with implied borrow rates ranging from -161.47% (VFS) to 35.0% (PATH).  #revcon
  5. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for December 04, 2023. 47 trades were executed in VIX overnight, totaling 267 contracts.  #gth
  6. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for December 04, 2023. 20272 trades were executed in SPX overnight, totaling 93971 contracts.  #gth
  7. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    RIOT $15.42 +1.65 +11.98%,
    CVNA $39.22 +4.02 +11.42%,
    MARA $14.96 +1.26 +9.20%,
    COIN $143.06 +9.30 +6.95%,
    SAVE $15.92 +0.96 +6.42%,

    while the biggest losers include:
    FSR $1.65 -0.08 (-4.62%),
    PLTR $19.41 -0.86 (-4.24%),
    SIRI $4.70 -0.18 (-3.69%),
    TTD $69.48 -2.11 (-2.95%),
    SMCI $261.75 -7.88 (-2.92%),>>Unusual Volume CLSK - 11x market weighted volume: 27.5k = 242.1k projected vs 20.5k adv, 90% calls, 10% of OI [CLSK 8.93 +1.28 Ref]
  8. >>Unusual Volume UBER - 4x market weighted volume: 85.6k = 752.9k projected vs 160.2k adv, 81% calls, 5% of OI [UBER 60.38 +3.04 Ref]
  9. >>Unusual Volume CRM - 3x market weighted volume: 24.1k = 212.2k projected vs 55.6k adv, 54% calls, 5% of OI [CRM 253.53 -6.47 Ref]
  10. >>Unusual Volume CCL - 4x market weighted volume: 30.3k = 266.5k projected vs 59.4k adv, 84% calls, 2% of OI [CCL 16.23 +0.47 Ref]
  11. >>Unusual Volume NEGG - 16x market weighted volume: 5311 = 46.7k projected vs 2861 adv, 89% calls, 12% of OI [NEGG 1.93 +0.12 Ref]
  12. >>Unusual Volume SPOT - 15x market weighted volume: 14.4k = 127.0k projected vs 8048 adv, 67% calls, 10% of OI [SPOT 199.32 +18.64 Ref]
  13. >>Unusual Volume MARA - 3x market weighted volume: 80.9k = 711.9k projected vs 233.8k adv, 76% calls, 7% of OI [MARA 14.96 +1.26 Ref]
  14. >>Unusual Volume HOOD - 5x market weighted volume: 41.8k = 367.8k projected vs 62.3k adv, 94% calls, 7% of OI [HOOD 9.60 +0.28 Ref]
  15. >>Unusual Volume CVNA - 3x market weighted volume: 30.4k = 267.2k projected vs 87.2k adv, 74% calls, 5% of OI [CVNA 39.22 +4.02 Ref]
  16. >>Unusual Volume BITF - 24x market weighted volume: 17.4k = 153.2k projected vs 6131 adv, 97% calls, 7% of OI [BITF 1.82 +0.17 Ref]
  17. >>Unusual Volume PATH - 5x market weighted volume: 11.8k = 103.7k projected vs 17.4k adv, 53% calls, 5% of OI [PATH 24.34 -0.70 Ref]
  18. >>Unusual Volume BYND - 8x market weighted volume: 24.2k = 213.2k projected vs 25.4k adv, 93% calls, 5% of OI [BYND 8.53 +0.96 Ref]
  19. >>Unusual Volume CMCSA - 5x market weighted volume: 10.4k = 91.2k projected vs 16.6k adv, 98% puts, 2% of OI [CMCSA 42.96 +0.75 Ref]
  20. >>Unusual Volume NKLA - 4x market weighted volume: 28.7k = 252.1k projected vs 52.3k adv, 93% puts, 2% of OI [NKLA 1.03 +0.01 Ref]
  21. >>Unusual Volume USB - 4x market weighted volume: 5425 = 47.7k projected vs 11.8k adv, 54% calls, 2% of OI [USB 39.73 +0.34 Ref]
  22. >>Unusual Volume FSLR - 3x market weighted volume: 12.7k = 111.7k projected vs 36.0k adv, 60% puts, 4% of OI [FSLR 160.89 +0.60 Ref]
  23. >>Unusual Volume ALK - 25x market weighted volume: 6317 = 55.6k projected vs 2222 adv, 70% calls, 10% of OI [ALK 33.58 -6.15 Ref]
  24. >>Unusual Volume GTLB - 16x market weighted volume: 7242 = 63.7k projected vs 3777 adv, 57% calls, 11% of OI  Pre-Earnings  [GTLB 53.83 +1.35 Ref]
  25. >>Unusual Volume HA - 54x market weighted volume: 10.9k = 96.2k projected vs 1766 adv, 65% puts, 16% of OI [HA 13.78 +8.91 Ref]
  26. >>Unusual Volume PTON - 3x market weighted volume: 10.9k = 96.1k projected vs 27.7k adv, 91% calls, 2% of OI [PTON 6.49 +0.27 Ref]
  27. >>Unusual Volume PDD - 3x market weighted volume: 18.2k = 160.4k projected vs 53.3k adv, 86% calls, 3% of OI [PDD 141.97 -3.30 Ref]
  28. >>2000 HA Jan25 3.0 Puts $0.05 (CboeTheo=0.32)  MID  BOX 09:30:02.187 IV=77.0% -13.4 BOX 13k x $0.05 - $0.05 x 4000 BOX  COMPLEX  Vega=$789 HA=13.56 Ref
  29. SPLIT TICKET:
    >>2000 HA Jan25 3.0 Puts $0.05 (CboeTheo=0.32)  MID  [BOX] 09:30:02.187 IV=77.0% -13.4 BOX 13k x $0.05 - $0.05 x 4000 BOX Vega=$789 HA=13.56 Ref
  30. >>Unusual Volume EYPT - 16x market weighted volume: 6541 = 57.5k projected vs 3545 adv, 74% puts, 10% of OI
  31. >>Unusual Volume AEM - 9x market weighted volume: 5584 = 49.1k projected vs 5201 adv, 96% calls, 3% of OI [AEM 53.36 -1.03 Ref]
  32. >>Unusual Volume FUBO - 3x market weighted volume: 9458 = 83.2k projected vs 27.7k adv, 72% calls, 3% of OI [FUBO 3.48 +0.15 Ref]
  33. >>Unusual Volume Z - 4x market weighted volume: 14.2k = 125.3k projected vs 26.5k adv, 50% calls, 3% of OI [Z 43.86 +0.50 Ref]
  34. >>1000 VIX Dec23 20th 12.0 Puts $0.07 (CboeTheo=0.08)  MID  CBOE 09:31:53.564 IV=56.3% +3.6 CBOE 31k x $0.05 - $0.08 x 1252 CBOE  FLOOR  Vega=$473 VIX=13.97 Fwd
  35. SWEEP DETECTED:
    >>2093 UAL Dec23 8th 43.0 Calls $0.05 (CboeTheo=0.05)  BID  [MULTI] 09:32:04.972 IV=44.6% +8.4 EMLD 28 x $0.05 - $0.09 x 3 ARCA  OPENING  Vega=$1127 UAL=39.84 Ref
  36. SWEEP DETECTED:
    >>2000 JD Dec23 8th 29.0 Calls $0.02 (CboeTheo=0.06)  BID  [MULTI] 09:31:28.177 IV=43.8% +4.0 MRX 120 x $0.02 - $0.04 x 54 MPRL  ISO - OPENING  Vega=$516 JD=26.64 Ref
  37. >>Unusual Volume RIOT - 3x market weighted volume: 48.9k = 388.5k projected vs 129.5k adv, 80% calls, 7% of OI [RIOT 15.62 +1.85 Ref]
  38. >>Unusual Volume QS - 3x market weighted volume: 5680 = 45.1k projected vs 14.8k adv, 57% calls, 2% of OI [QS 6.92 +0.10 Ref]
  39. >>Unusual Volume KHC - 3x market weighted volume: 5794 = 44.1k projected vs 14.7k adv, 96% calls, 2% of OI [KHC 35.70 +0.17 Ref]
  40. SWEEP DETECTED:
    >>3635 CRM Dec23 8th 260 Calls $0.911 (CboeTheo=1.14)  Below Bid!  [MULTI] 09:33:20.090 IV=29.1% +4.2 BZX 8 x $1.08 - $1.20 x 20 MRX Vega=$31k CRM=253.84 Ref
  41. SPLIT TICKET:
    >>2000 NVO Jan24 95.0 Puts $1.84 (CboeTheo=1.61)  ASK  [BOX] 09:32:36.623 IV=30.6% +2.2 MIAX 153 x $1.30 - $2.00 x 158 EDGX  FLOOR  Vega=$23k NVO=100.79 Ref
  42. >>Unusual Volume UAL - 3x market weighted volume: 14.6k = 111.3k projected vs 35.6k adv, 51% puts, 2% of OI [UAL 40.68 +0.44 Ref]
  43. SWEEP DETECTED:
    >>2821 HOOD Jan24 5th 10.0 Calls $0.34 (CboeTheo=0.32)  ASK  [MULTI] 09:33:50.586 IV=48.3% +3.6 BOX 324 x $0.30 - $0.34 x 942 MPRL Vega=$3038 HOOD=9.46 Ref
  44. SWEEP DETECTED:
    >>2402 UBER Dec23 8th 60.0 Calls $0.846 (CboeTheo=0.88)  Below Bid!  [MULTI] 09:33:53.399 IV=41.2% -8.8 PHLX 103 x $0.85 - $0.87 x 10 EMLD  52WeekHigh  Vega=$6116 UBER=59.51 Ref
  45. SWEEP DETECTED:
    >>2501 NVDA Jan24 650 Calls $0.195 (CboeTheo=0.20)  Above Ask!  [MULTI] 09:33:55.577 IV=39.8% +2.7 EMLD 74 x $0.16 - $0.19 x 28 NOM  ISO   ExDiv  Vega=$11k NVDA=457.70 Ref
  46. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 GTLB Dec23 8th 55.0 Calls $3.239 (CboeTheo=2.92)  Above Ask!  [MULTI] 09:34:09.313 IV=177.1% +43.4 ARCA 91 x $2.80 - $3.20 x 102 AMEX  OPENING   Pre-Earnings 
    Delta=46%, EST. IMPACT = 46k Shares ($2.45m) To Buy GTLB=52.87 Ref
  47. SWEEP DETECTED:
    >>2653 UBER Dec23 55.0 Calls $4.85 (CboeTheo=4.79)  BID  [MULTI] 09:34:26.135 IV=40.4% -0.4 CBOE 8 x $4.85 - $4.90 x 336 BOX  52WeekHigh  Vega=$5695 UBER=59.49 Ref
  48. >>3242 VIX Dec23 20th 28.0 Calls $0.12 (CboeTheo=0.11)  MID  CBOE 09:35:40.464 IV=188.6% +18.2 CBOE 6099 x $0.10 - $0.13 x 25k CBOE Vega=$1120 VIX=13.98 Fwd
  49. >>3600 PLTR Dec23 8th 21.0 Calls $0.11 (CboeTheo=0.13)  BID  MRX 09:35:44.802 IV=63.2% +6.6 EMLD 335 x $0.11 - $0.12 x 1 NOM  AUCTION  Vega=$1881 PLTR=19.57 Ref
  50. >>3600 PLTR Dec23 8th 21.0 Calls $0.11 (CboeTheo=0.13)  BID  MRX 09:36:25.024 IV=62.2% +5.7 C2 33 x $0.11 - $0.12 x 384 MPRL  AUCTION  Vega=$1897 PLTR=19.59 Ref
  51. SWEEP DETECTED:
    >>Bullish Delta Impact 1146 GNW Dec23 6.0 Calls $0.15 (CboeTheo=0.17)  ASK  [MULTI] 09:36:26.781 IV=21.3% -6.2 BOX 2587 x $0.10 - $0.15 x 1132 PHLX
    Delta=66%, EST. IMPACT = 75k Shares ($457k) To Buy GNW=6.09 Ref
  52. SWEEP DETECTED:
    >>5000 BITF May24 3.0 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 09:37:43.685 IV=123.0% -4.3 PHLX 1731 x $0.30 - $0.35 x 25 AMEX  OPENING  Vega=$2342 BITF=1.82 Ref
  53. >>5073 MSFT Dec23 22nd 375 Calls $3.50 (CboeTheo=3.60)  ASK  MIAX 09:38:32.216 IV=19.2% +0.7 MPRL 22 x $3.45 - $3.50 x 5073 MIAX  OPENING  Vega=$154k MSFT=366.93 Ref
  54. SWEEP DETECTED:
    >>5441 BITF May24 3.0 Calls $0.30 (CboeTheo=0.32)  BID  [MULTI] 09:38:39.578 IV=123.9% -3.5 C2 3585 x $0.30 - $0.40 x 2549 PHLX  OPENING  Vega=$2534 BITF=1.81 Ref
  55. >>4913 AMZN Dec23 117 Calls $27.36 (CboeTheo=27.74)  BID  BOX 09:38:58.651 BZX 65 x $27.35 - $28.05 x 112 BZX  SPREAD/CROSS - OPENING  Vega=$0 AMZN=144.44 Ref
  56. >>4913 AMZN Dec23 117 Puts $0.04 (CboeTheo=0.03)  ASK  BOX 09:38:58.651 IV=52.2% +3.3 C2 484 x $0.03 - $0.04 x 754 C2  SPREAD/CROSS - OPENING  Vega=$3151 AMZN=144.44 Ref
  57. >>2314 USB Jan24 35.0 Puts $0.45 (CboeTheo=0.52)  BID  AMEX 09:39:06.787 IV=35.3% -0.0 C2 450 x $0.45 - $0.50 x 151 C2  FLOOR  Vega=$8050 USB=39.47 Ref
  58. SWEEP DETECTED:
    >>2637 GOOG Dec23 8th 134 Calls $0.39 (CboeTheo=0.40)  ASK  [MULTI] 09:39:23.699 IV=24.6% +5.5 C2 546 x $0.38 - $0.39 x 1016 ARCA  OPENING  Vega=$11k GOOG=130.89 Ref
  59. >>11073 VIX Dec23 20th 13.0 Puts $0.39 (CboeTheo=0.40)  MID  CBOE 09:39:25.817 IV=70.4% +7.5 CBOE 500 x $0.37 - $0.40 x 20k CBOE  AUCTION  Vega=$11k VIX=14.00 Fwd
  60. >>2000 VIX Dec23 20th 13.0 Puts $0.39 (CboeTheo=0.40)  MID  CBOE 09:39:25.817 IV=70.4% +7.5 CBOE 500 x $0.37 - $0.40 x 20k CBOE  AUCTION  Vega=$1980 VIX=14.00 Fwd
  61. SPLIT TICKET:
    >>15000 VIX Dec23 20th 13.0 Puts $0.39 (CboeTheo=0.40)  MID  [CBOE] 09:39:25.817 IV=70.4% +7.5 CBOE 500 x $0.37 - $0.40 x 20k CBOE  AUCTION  Vega=$15k VIX=14.00 Fwd
  62. >>3033 BYND Dec23 8th 9.0 Calls $0.92 (CboeTheo=0.89)  BID  EMLD 09:39:36.729 IV=291.1% +142.7 EMLD 3033 x $0.92 - $0.93 x 1967 NOM Vega=$1129 BYND=8.69 Ref
  63. SPLIT TICKET:
    >>3234 BYND Dec23 8th 9.0 Calls $0.92 (CboeTheo=0.89)  BID  [EMLD] 09:39:36.264 IV=291.1% +142.7 EMLD 3234 x $0.92 - $0.95 x 10 BZX Vega=$1203 BYND=8.69 Ref
  64. >>2090 PATH Dec23 8th 23.0 Puts $0.25 (CboeTheo=0.21)  BID  EMLD 09:40:00.300 IV=67.0% +7.6 EMLD 2090 x $0.25 - $0.30 x 1219 CBOE  OPENING  Vega=$1689 PATH=24.14 Ref
  65. SWEEP DETECTED:
    >>2070 AEM Dec23 55.0 Calls $0.60 (CboeTheo=0.66)  BID  [MULTI] 09:40:11.987 IV=31.3% +1.9 C2 291 x $0.60 - $0.70 x 315 C2 Vega=$7006 AEM=53.42 Ref
  66. >>2563 JPM Dec23 125 Calls $31.96 (CboeTheo=32.18)  BID  BOX 09:40:27.617 BXO 20 x $31.95 - $32.85 x 33 BZX  SPREAD/CROSS - OPENING  Vega=$0 JPM=156.95 Ref
  67. >>2563 JPM Dec23 125 Puts $0.02 (CboeTheo=0.01)  ASK  BOX 09:40:27.617 IV=50.9% +6.4 BZX 0 x $0.00 - $0.02 x 25 BZX  SPREAD/CROSS  Vega=$988 JPM=156.95 Ref
  68. >>4898 PDD Dec23 8th 146 Calls $1.00 (CboeTheo=1.10)  ASK  MIAX 09:40:44.657 IV=37.5% +2.1 BZX 9 x $0.94 - $1.00 x 4898 MIAX  OPENING  Vega=$26k PDD=142.45 Ref
  69. >>Unusual Volume CGC - 3x market weighted volume: 6486 = 38.0k projected vs 12.4k adv, 96% calls, 2% of OI [CGC 0.62 +0.01 Ref]
  70. >>25000 NKLA Dec23 1.0 Puts $0.06 (CboeTheo=0.07)  MID  AMEX 09:40:59.684 IV=105.2% +6.4 EMLD 2172 x $0.05 - $0.07 x 892 C2  FLOOR - OPENING  Vega=$1747 NKLA=1.03 Ref
  71. SWEEP DETECTED:
    >>2000 SOFI Dec23 29th 10.5 Calls $0.07 (CboeTheo=0.07)  ASK  [MULTI] 09:41:32.907 IV=71.7% +3.6 NOM 100 x $0.06 - $0.07 x 2406 MPRL  OPENING  Vega=$779 SOFI=8.09 Ref
  72. SWEEP DETECTED:
    >>Bullish Delta Impact 1531 PLBY Jan25 2.5 Calls $0.15 (CboeTheo=0.11)  ASK  [MULTI] 09:41:44.119 IV=144.0% +18.3 BXO 4 x $0.10 - $0.15 x 30 ISE  FLOOR 
    Delta=42%, EST. IMPACT = 64k Shares ($41k) To Buy PLBY=0.64 Ref
  73. SWEEP DETECTED:
    >>2248 CLSK Jan24 35.0 Calls $0.05 (CboeTheo=0.09)  BID  [MULTI] 09:42:26.366 IV=169.7% -7.6 PHLX 2980 x $0.05 - $0.10 x 506 ISE  52WeekHigh  Vega=$488 CLSK=9.20 Ref
  74. >>8299 CMCSA Dec23 8th 42.0 Puts $0.16 (CboeTheo=0.18)  BID  MIAX 09:42:39.921 IV=25.0% +3.2 MPRL 321 x $0.15 - $0.20 x 107 PHLX  ISO/AUCTION  Vega=$12k CMCSA=42.80 Ref
  75. SWEEP DETECTED:
    >>8996 CMCSA Dec23 8th 42.0 Puts $0.16 (CboeTheo=0.18)  BID  [MULTI] 09:42:39.393 IV=24.8% +3.1 MPRL 25 x $0.16 - $0.20 x 202 EDGX  ISO  Vega=$13k CMCSA=42.78 Ref
  76. SWEEP DETECTED:
    >>2000 HOOD Jan24 12.0 Calls $0.17 (CboeTheo=0.15)  ASK  [MULTI] 09:42:53.432 IV=57.6% +4.7 MPRL 293 x $0.15 - $0.17 x 576 EDGX Vega=$1789 HOOD=9.63 Ref
  77. >>3280 ONON Jan24 32.5 Calls $0.95 (CboeTheo=0.95)  ASK  CBOE 09:43:05.686 IV=39.4% +0.7 MIAX 782 x $0.90 - $0.95 x 5 EMLD Vega=$13k ONON=30.37 Ref
  78. SWEEP DETECTED:
    >>3290 ONON Jan24 32.5 Calls $0.95 (CboeTheo=0.95)  ASK  [MULTI] 09:43:05.686 IV=39.4% +0.7 MIAX 782 x $0.90 - $0.95 x 5 EMLD Vega=$13k ONON=30.37 Ref
  79. >>3241 AMD Dec23 96.0 Puts $0.06 (CboeTheo=0.07)  BID  BOX 09:43:14.778 IV=56.7% +2.2 C2 896 x $0.06 - $0.07 x 22 C2  SPREAD/CROSS - OPENING  Vega=$2523 AMD=118.62 Ref
  80. >>3241 AMD Dec23 96.0 Calls $22.85 (CboeTheo=22.90)  BID  BOX 09:43:14.778 IV=50.3% -4.2 BXO 4 x $22.85 - $23.05 x 5 EDGX  SPREAD/CROSS - OPENING  Vega=$1370 AMD=118.62 Ref
  81. SWEEP DETECTED:
    >>2210 PDD Dec23 8th 145 Calls $1.039 (CboeTheo=1.13)  Below Bid!  [MULTI] 09:44:09.698 IV=37.0% +1.5 AMEX 100 x $1.08 - $1.25 x 143 EDGX  OPENING  Vega=$12k PDD=141.86 Ref
  82. SPLIT TICKET:
    >>1000 SPXW Dec23 4th 4525 Puts $0.35 (CboeTheo=0.35)  BID  [CBOE] 09:44:43.817 IV=19.8% +10.9 CBOE 1384 x $0.35 - $0.40 x 516 CBOE Vega=$11k SPX=4567.92 Fwd
  83. SWEEP DETECTED:
    >>2124 ET Jan24 12.0 Calls $2.005 (CboeTheo=2.06)  BID  [MULTI] 09:44:46.527 MPRL 16 x $2.00 - $2.08 x 19 BZX  ISO  Vega=$0 ET=13.93 Ref
  84. >>Market Color PLTR - Bullish option flow detected in Palantir Technologies (19.29 -0.98) with 68,213 calls trading (1.6x expected) and implied vol increasing almost 2 points to 51.55%. . The Put/Call Ratio is 0.47. Earnings are expected on 02/09. [PLTR 19.29 -0.98 Ref, IV=51.5% +1.8] #Bullish
  85. SWEEP DETECTED:
    >>2000 PDD Dec23 8th 144 Calls $1.23 (CboeTheo=1.38)  BID  [MULTI] 09:45:18.088 IV=34.7% +0.8 PHLX 288 x $1.23 - $1.49 x 154 PHLX  OPENING  Vega=$11k PDD=141.75 Ref
  86. >>6935 Z Dec23 34.5 Puts $0.35 (CboeTheo=0.04)  ASK  BOX 09:45:34.900 IV=107.5% +50.4 MPRL 0 x $0.00 - $0.36 x 483 EDGX  SPREAD/CROSS - OPENING  Vega=$8404 Z=43.83 Ref
  87. >>6935 Z Dec23 34.5 Calls $9.10 (CboeTheo=9.43)  BID  BOX 09:45:34.900 BZX 62 x $9.10 - $10.00 x 62 BZX  SPREAD/CROSS - OPENING  Vega=$0 Z=43.83 Ref
  88. >>3000 AMH Dec23 35.0 Calls $1.20 (CboeTheo=0.89)  ASK  BOX 09:46:03.761 IV=31.0% +8.8 PHLX 114 x $0.80 - $1.40 x 258 BOX  FLOOR  Vega=$6481 AMH=35.80 Ref
  89. >>Unusual Volume RILY - 3x market weighted volume: 11.2k = 56.0k projected vs 17.1k adv, 94% puts, 9% of OI [RILY 22.68 +2.52 Ref, IV=179.6% +10.7]
  90. SPLIT TICKET:
    >>2000 CFLT Dec23 23.0 Calls $1.12 (CboeTheo=1.46)  Below Bid!  [ARCA] 09:46:31.977 IV=51.9% -2.5 PHLX 506 x $1.15 - $1.35 x 1419 PHLX  FLOOR  Vega=$3173 CFLT=23.42 Ref
  91. SPLIT TICKET:
    >>1000 SPXW Dec23 4th 4525 Puts $0.25 (CboeTheo=0.28)  BID  [CBOE] 09:47:15.680 IV=19.6% +10.7 CBOE 1523 x $0.25 - $0.30 x 127 CBOE Vega=$8436 SPX=4570.38 Fwd
  92. SWEEP DETECTED:
    >>Bearish Delta Impact 800 HA Jan24 10.0 Calls $4.10 (CboeTheo=4.20)  BID  [MULTI] 09:48:23.763 IV=56.5% -60.9 CBOE 93 x $4.10 - $4.20 x 3 ARCA  52WeekHigh 
    Delta=96%, EST. IMPACT = 77k Shares ($1.08m) To Sell HA=14.01 Ref
  93. >>6214 UAL Jun24 30.0 Puts $1.03 (CboeTheo=1.00)  ASK  MIAX 09:48:33.745 IV=46.2% +1.3 AMEX 46 x $0.98 - $1.03 x 48 EMLD  COB/AUCTION  Vega=$39k UAL=40.63 Ref
  94. >>6214 UAL Jun24 20.0 Puts $0.25 (CboeTheo=0.26)  BID  MIAX 09:48:33.745 IV=60.3% +0.2 EMLD 41 x $0.25 - $0.26 x 220 MPRL  COB/AUCTION  Vega=$13k UAL=40.63 Ref
  95. SWEEP DETECTED:
    >>2000 CCL Jan24 15.0 Puts $0.55 (CboeTheo=0.55)  ASK  [MULTI] 09:48:52.446 IV=49.5% +2.7 BZX 82 x $0.54 - $0.55 x 82 EMLD  ISO  Vega=$3920 CCL=16.25 Ref
  96. SWEEP DETECTED:
    >>2499 SOFI Dec23 10.5 Calls $0.04 (CboeTheo=0.06)  ASK  [MULTI] 09:48:53.432 IV=89.8% -4.0 EMLD 8279 x $0.03 - $0.04 x 1928 EMLD  OPENING  Vega=$511 SOFI=8.23 Ref
  97. SWEEP DETECTED:
    >>2184 TSLA Jun24 195 Puts $13.70 (CboeTheo=13.60)  ASK  [MULTI] 09:48:59.187 IV=51.4% +0.5 MIAX 350 x $13.55 - $13.70 x 488 PHLX Vega=$114k TSLA=237.27 Ref
  98. SWEEP DETECTED:
    >>8424 AAL Feb24 15.0 Calls $0.40 (CboeTheo=0.38)  ASK  [MULTI] 09:49:05.807 IV=38.1% +1.9 C2 442 x $0.38 - $0.40 x 862 EDGX  ISO - OPENING  Vega=$18k AAL=13.35 Ref
  99. SWEEP DETECTED:
    >>2377 UBER Dec23 57.0 Puts $0.31 (CboeTheo=0.32)  BID  [MULTI] 09:49:19.683 IV=37.2% -3.2 CBOE 109 x $0.31 - $0.34 x 152 EDGX  52WeekHigh  Vega=$5932 UBER=60.81 Ref
  100. SWEEP DETECTED:
    >>3785 VFC Dec23 19.0 Calls $0.70 (CboeTheo=0.61)  ASK  [MULTI] 09:49:28.222 IV=54.8% +9.3 PHLX 342 x $0.60 - $0.70 x 1264 PHLX  OPENING  Vega=$5017 VFC=18.98 Ref
  101. >>Unusual Volume FIVN - 5x market weighted volume: 5000 = 23.2k projected vs 4560 adv, 100% calls, 9% of OI [FIVN 80.12 +0.54 Ref, IV=44.0% +3.1]
  102. >>5000 TECK Jan24 50.0 Calls $0.09 (CboeTheo=0.08)  ASK  ARCA 09:50:26.057 IV=41.4% +4.0 PHLX 117 x $0.01 - $0.09 x 107 BOX  FLOOR  Vega=$6295 TECK=38.13 Ref
  103. >>Unusual Volume AAL - 3x market weighted volume: 79.2k = 359.0k projected vs 101.7k adv, 58% puts, 3% of OI [AAL 13.29 +0.27 Ref, IV=35.6% +2.8]
  104. SPLIT TICKET:
    >>2000 VIX Dec23 20th 12.0 Puts $0.07 (CboeTheo=0.06)  ASK  [CBOE] 09:50:41.543 IV=58.6% +5.9 CBOE 150 x $0.06 - $0.07 x 2551 CBOE Vega=$925 VIX=14.10 Fwd
  105. >>Unusual Volume CHWY - 3x market weighted volume: 18.9k = 85.6k projected vs 28.5k adv, 51% puts, 5% of OI [CHWY 19.17 +0.85 Ref, IV=93.4% +4.1]
  106. >>2000 VIX Dec23 20th 12.5 Puts $0.18 (CboeTheo=0.17)  MID  CBOE 09:51:03.379 IV=64.3% +6.4 CBOE 572 x $0.17 - $0.20 x 32k CBOE Vega=$1488 VIX=14.10 Fwd
  107. SWEEP DETECTED:
    >>Bearish Delta Impact 836 MUX Feb24 8.0 Puts $1.05 (CboeTheo=1.07)  ASK  [MULTI] 09:51:02.305 IV=55.5% -1.5 PHLX 373 x $1.00 - $1.05 x 103 BXO  OPENING 
    Delta=-57%, EST. IMPACT = 47k Shares ($349k) To Sell MUX=7.39 Ref
  108. >>2848 PYPL Dec23 47.5 Calls $12.70 (CboeTheo=12.80)  BID  BOX 09:51:47.323 MPRL 9 x $12.70 - $13.00 x 54 ARCA  SPREAD/CROSS - OPENING  Vega=$0 PYPL=60.19 Ref
  109. >>2848 PYPL Dec23 47.5 Puts $0.04 (CboeTheo=0.02)  ASK  BOX 09:51:47.323 IV=65.0% +12.8 EDGX 373 x $0.01 - $0.05 x 680 EDGX  SPREAD/CROSS  Vega=$1234 PYPL=60.19 Ref
  110. >>3924 DAL Dec23 30.5 Puts $0.06 (CboeTheo=0.03)  ASK  BOX 09:53:40.565 IV=73.9% +18.3 MPRL 0 x $0.00 - $0.07 x 559 EDGX  SPREAD/CROSS - OPENING  Vega=$1838 DAL=38.55 Ref
  111. >>3924 DAL Dec23 30.5 Calls $7.15 (CboeTheo=8.13)  BID  BOX 09:53:40.565 BZX 116 x $7.15 - $8.95 x 116 BZX  SPREAD/CROSS - OPENING  Vega=$0 DAL=38.55 Ref
  112. SWEEP DETECTED:
    >>3000 BAC Dec23 32.0 Calls $0.21 (CboeTheo=0.21)  ASK  [MULTI] 09:54:04.498 IV=25.6% +2.8 EMLD 1657 x $0.20 - $0.21 x 1579 C2 Vega=$5310 BAC=30.98 Ref
  113. SWEEP DETECTED:
    >>3728 BITF May24 3.0 Calls $0.301 (CboeTheo=0.33)  BID  [MULTI] 09:54:23.666 IV=122.3% -5.0 PHLX 1044 x $0.30 - $0.35 x 50 ARCA  ISO - OPENING  Vega=$1748 BITF=1.79 Ref
  114. >>26733 PBR Jan24 13.0 Puts $0.12 (CboeTheo=0.12)  MID  AMEX 09:54:51.070 IV=37.3% +0.7 ARCA 2046 x $0.11 - $0.13 x 2046 ARCA  FLOOR  Vega=$28k PBR=15.01 Ref
  115. SPLIT TICKET:
    >>2519 VIX Jan24 17th 24.0 Calls $0.65 (CboeTheo=0.66)  ASK  [CBOE] 09:55:46.199 IV=118.9% +3.3 CBOE 15k x $0.64 - $0.65 x 2077 CBOE Vega=$4010 VIX=15.85 Fwd
  116. SWEEP DETECTED:
    >>2500 X Dec23 8th 35.0 Puts $0.20 (CboeTheo=0.23)  BID  [MULTI] 09:55:49.106 IV=42.1% +0.8 PHLX 165 x $0.20 - $0.30 x 4 EMLD  52WeekHigh  Vega=$2846 X=36.20 Ref
  117. SWEEP DETECTED:
    >>3000 CGC Jan24 1.0 Calls $0.04 (CboeTheo=0.04)  BID  [MULTI] 09:55:56.712 IV=153.9% -1.9 EMLD 986 x $0.04 - $0.05 x 457 EMLD Vega=$209 CGC=0.63 Ref
  118. SWEEP DETECTED:
    >>2001 GOOGL Dec23 8th 133 Calls $0.276 (CboeTheo=0.30)  MID  [MULTI] 09:56:48.081 IV=24.6% +5.6 C2 128 x $0.28 - $0.29 x 481 C2 Vega=$6874 GOOGL=129.31 Ref
  119. SWEEP DETECTED:
    >>Bearish Delta Impact 876 GPRE Dec23 25.0 Calls $1.212 (CboeTheo=1.27)  BID  [MULTI] 09:58:39.457 IV=46.5% +2.6 BOX 16 x $1.20 - $1.25 x 72 PHLX
    Delta=65%, EST. IMPACT = 57k Shares ($1.47m) To Sell GPRE=25.70 Ref
  120. >>Unusual Volume TLRY - 3x market weighted volume: 14.9k = 58.9k projected vs 19.6k adv, 96% calls, 2% of OI [TLRY 1.96 +0.07 Ref, IV=94.6% +0.2]
  121. SWEEP DETECTED:
    >>2000 BYND Dec23 8th 14.0 Calls $0.15 (CboeTheo=0.18)  Below Bid!  [MULTI] 09:59:35.148 IV=317.4% +105.2 EDGX 124 x $0.16 - $0.19 x 221 EDGX  OPENING  Vega=$391 BYND=8.94 Ref
  122. >>Market Color SBUX - Bearish flow noted in Starbucks (98.08 -1.12) with 6,329 puts trading, or 1.3x expected. The Put/Call Ratio is 1.99, while ATM IV is up over 1 point on the day. Earnings are expected on 01/31.  [SBUX 98.08 -1.12 Ref, IV=17.7% +1.5] #Bearish
  123. >>9000 UBER Dec23 58.0 Calls $3.39 (CboeTheo=3.42)  BID  CBOE 10:00:32.528 IV=36.4% -4.1 MIAX 286 x $3.35 - $3.45 x 184 CBOE  SPREAD/LEGGED/FLOOR   52WeekHigh  Vega=$28k UBER=60.80 Ref
  124. >>9000 UBER Dec23 60.0 Calls $2.07 (CboeTheo=2.07)  ASK  CBOE 10:00:32.596 IV=37.2% -2.9 ARCA 65 x $2.05 - $2.07 x 2 BZX  SPREAD/LEGGED/FLOOR   52WeekHigh  Vega=$37k UBER=60.80 Ref
  125. >>2420 SLB Jan24 5th 48.0 Puts $0.49 (CboeTheo=0.52)  BID  MIAX 10:01:08.159 IV=29.2% -0.5 EMLD 12 x $0.49 - $0.54 x 27 EMLD  ISO/AUCTION - OPENING   ExDiv  Vega=$10k SLB=51.59 Ref
  126. >>2141 SLB Jan24 5th 48.0 Puts $0.49 (CboeTheo=0.52)  BID  MIAX 10:01:08.159 IV=29.2% -0.5 EMLD 12 x $0.49 - $0.54 x 27 EMLD  ISO/AUCTION - OPENING   ExDiv  Vega=$9026 SLB=51.59 Ref
  127. SPLIT TICKET:
    >>6050 SLB Jan24 5th 48.0 Puts $0.492 (CboeTheo=0.52)  BID  [MIAX] 10:01:08.159 IV=29.4% -0.3 EMLD 12 x $0.49 - $0.54 x 27 EMLD  ISO/AUCTION - OPENING   ExDiv  Vega=$26k SLB=51.59 Ref
  128. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ERJ Jan24 17.5 Calls $1.85 (CboeTheo=1.85)  ASK  [MULTI] 10:01:17.491 IV=36.2% +1.8 PHLX 829 x $1.75 - $1.85 x 8 CBOE  52WeekHigh 
    Delta=75%, EST. IMPACT = 38k Shares ($713k) To Buy ERJ=18.89 Ref
  129. >>9323 RILY Dec23 20.0 Puts $1.90 (CboeTheo=1.99)  BID  BOX 10:01:22.543 IV=202.3% +21.9 AMEX 84 x $1.90 - $2.10 x 50 CBOE  SPREAD/FLOOR  Vega=$13k RILY=22.66 Ref
  130. >>4000 RILY Jan24 10.0 Puts $0.85 (CboeTheo=0.99)  BID  BOX 10:01:22.543 IV=215.9% -3.9 AMEX 169 x $0.85 - $1.00 x 10 ISE  SPREAD/FLOOR  Vega=$4594 RILY=22.66 Ref
  131. >>4630 RILY Jan24 20.0 Puts $4.11 (CboeTheo=4.27)  BID  BOX 10:01:22.543 IV=173.7% +5.7 BXO 1 x $4.10 - $4.70 x 8 C2  SPREAD/FLOOR  Vega=$13k RILY=22.66 Ref
  132. >>4000 RILY Dec23 10.0 Puts $0.25 (CboeTheo=0.26)  ASK  BOX 10:01:22.543 IV=313.9% +36.6 BZX 39 x $0.20 - $0.25 x 50 ARCA  SPREAD/FLOOR  Vega=$1372 RILY=22.66 Ref
  133. SWEEP DETECTED:
    >>2000 SOFI Dec23 8th 7.5 Puts $0.07 (CboeTheo=0.09)  BID  [MULTI] 10:01:27.602 IV=76.1% +16.1 EMLD 509 x $0.07 - $0.08 x 547 C2 Vega=$468 SOFI=8.04 Ref
  134. >>Unusual Volume BBWI - 8x market weighted volume: 12.1k = 45.4k projected vs 5438 adv, 97% calls, 12% of OI [BBWI 35.29 +1.40 Ref, IV=36.8% +2.0]
  135. SWEEP DETECTED:
    >>2100 MARA Dec23 8th 14.0 Puts $0.32 (CboeTheo=0.34)  BID  [MULTI] 10:02:41.276 IV=129.4% +33.4 EDGX 685 x $0.32 - $0.34 x 57 MPRL  OPENING  Vega=$1076 MARA=15.33 Ref
  136. SWEEP DETECTED:
    >>2711 AAL Jun24 12.0 Puts $0.84 (CboeTheo=0.82)  ASK  [MULTI] 10:03:22.101 IV=41.7% +1.9 PHLX 112 x $0.82 - $0.84 x 61 ARCA Vega=$9038 AAL=13.38 Ref
  137. SWEEP DETECTED:
    >>3000 AAL Dec23 11.0 Puts $0.03 (CboeTheo=0.02)  ASK  [MULTI] 10:04:38.627 IV=66.7% +11.4 GEMX 563 x $0.01 - $0.03 x 1340 C2 Vega=$679 AAL=13.30 Ref
  138. >>5250 CHWY Dec23 8th 18.0 Puts $0.94 (CboeTheo=0.93)  ASK  AMEX 10:04:46.169 IV=185.6% +40.8 C2 132 x $0.91 - $0.95 x 191 EDGX  CROSS - OPENING  Vega=$3963 CHWY=19.25 Ref
  139. >>2600 FIVN Dec23 85.0 Calls $1.06 (CboeTheo=1.06)  BID  ARCA 10:04:59.476 IV=49.7% +0.4 PHLX 115 x $0.95 - $1.20 x 5 BXO  SPREAD/FLOOR  Vega=$12k FIVN=79.98 Ref
  140. >>7000 T Jan24 5th 17.0 Puts $0.47 (CboeTheo=0.49)  BID  ARCA 10:05:17.474 IV=16.3% -0.4 PHLX 296 x $0.45 - $0.51 x 137 EMLD  CROSS - OPENING  Vega=$13k T=16.68 Ref
  141. >>Unusual Volume SU - 3x market weighted volume: 5901 = 21.1k projected vs 6657 adv, 90% puts, 2% of OI [SU 32.78 -0.20 Ref, IV=26.0% +1.3]
  142. >>14000 AAL Jun24 6.0 Puts $0.05 (CboeTheo=0.11)  BID  AMEX 10:05:33.628 IV=60.5% -9.0 PHLX 2533 x $0.01 - $0.17 x 1825 PHLX  SPREAD/FLOOR  Vega=$6762 AAL=13.26 Ref
  143. >>14000 AAL Jun24 10.0 Puts $0.40 (CboeTheo=0.39)  ASK  AMEX 10:05:33.628 IV=46.9% +1.6 PHLX 158 x $0.37 - $0.41 x 13 BXO  SPREAD/FLOOR  Vega=$32k AAL=13.26 Ref
  144. SWEEP DETECTED:
    >>2034 ZM Mar24 100 Calls $0.26 (CboeTheo=0.24)  ASK  [MULTI] 10:07:50.879 IV=39.4% +3.2 ARCA 50 x $0.22 - $0.26 x 180 MPRL  ISO - OPENING  Vega=$7589 ZM=67.95 Ref
  145. SWEEP DETECTED:
    >>Bearish Delta Impact 2076 STZ Dec23 8th 235 Puts $0.47 (CboeTheo=0.39)  Above Ask!  [MULTI] 10:07:56.399 IV=24.4% +4.8 PHLX 30 x $0.30 - $0.45 x 37 MPRL  ISO - OPENING 
    Delta=-14%, EST. IMPACT = 29k Shares ($7.00m) To Sell STZ=241.49 Ref
  146. SWEEP DETECTED:
    >>Bullish Delta Impact 697 GPRE Dec23 26.0 Calls $0.70 (CboeTheo=0.65)  ASK  [MULTI] 10:08:03.086 IV=47.5% +4.9 MPRL 10 x $0.65 - $0.70 x 50 PHLX
    Delta=46%, EST. IMPACT = 32k Shares ($812k) To Buy GPRE=25.59 Ref
  147. SWEEP DETECTED:
    >>2204 MOS Dec23 32.5 Puts $0.07 (CboeTheo=0.10)  ASK  [MULTI] 10:09:01.217 IV=42.5% -0.9 C2 487 x $0.05 - $0.07 x 405 C2  ISO  Vega=$1691 MOS=36.58 Ref
  148. >>4400 ALK Jan24 27.5 Puts $0.45 (CboeTheo=0.47)  ASK  BOX 10:09:32.745 IV=51.3% -3.7 PHLX 433 x $0.40 - $0.45 x 5 ISE  FLOOR - OPENING   SSR  Vega=$11k ALK=32.79 Ref
  149. >>6600 ALK Jan24 27.5 Puts $0.40 (CboeTheo=0.47)  BID  BOX 10:09:32.745 IV=49.3% -5.6 PHLX 433 x $0.40 - $0.45 x 5 ISE  FLOOR - OPENING   SSR  Vega=$16k ALK=32.79 Ref
  150. SPLIT TICKET:
    >>11000 ALK Jan24 27.5 Puts $0.42 (CboeTheo=0.47)  MID  [BOX] 10:09:32.745 IV=51.3% -3.7 PHLX 433 x $0.40 - $0.45 x 5 ISE  FLOOR - OPENING   SSR  Vega=$28k ALK=32.79 Ref
  151. SWEEP DETECTED:
    >>2588 AFRM Dec23 8th 48.0 Calls $0.157 (CboeTheo=0.17)  MID  [MULTI] 10:09:33.114 IV=125.6% +17.8 MPRL 124 x $0.16 - $0.17 x 204 C2  52WeekHigh  Vega=$1509 AFRM=38.95 Ref
  152. >>7500 ETRN Jan24 11.0 Calls $0.25 (CboeTheo=0.25)  MID  ARCA 10:09:40.585 IV=35.5% +1.4 PHLX 315 x $0.20 - $0.30 x 2 NOM  SPREAD/FLOOR - OPENING  Vega=$9773 ETRN=10.21 Ref
  153. >>7500 ETRN Apr24 11.0 Calls $0.70 (CboeTheo=0.62)  MID  ARCA 10:09:40.585 IV=39.5% +4.6 BZX 50 x $0.65 - $0.75 x 281 EDGX  SPREAD/FLOOR - OPENING  Vega=$18k ETRN=10.21 Ref
  154. >>7500 ETRN Apr24 13.0 Calls $0.23 (CboeTheo=0.24)  MID  ARCA 10:09:40.586 IV=38.6% +0.8 EMLD 22 x $0.20 - $0.25 x 48 BOX  SPREAD/FLOOR - OPENING  Vega=$13k ETRN=10.21 Ref
  155. >>Unusual Volume T - 3x market weighted volume: 54.9k = 184.4k projected vs 61.5k adv, 83% calls, 3% of OI [T 16.64 -0.12 Ref, IV=18.0% +0.7]
  156. SPLIT TICKET:
    >>1000 SPXW Dec23 11th 3600 Puts $0.10 (CboeTheo=0.09)  ASK  [CBOE] 10:09:57.108 IV=55.7% +7.0 CBOE 498 x $0.05 - $0.10 x 175 CBOE  OPENING  Vega=$2360 SPX=4568.70 Fwd
  157. SWEEP DETECTED:
    >>Bullish Delta Impact 1223 CLB Jun24 25.0 Calls $0.85 (CboeTheo=0.77)  ASK  [MULTI] 10:14:04.151 IV=48.7% +1.9 EDGX 547 x $0.65 - $0.85 x 446 MPRL  ISO - OPENING 
    Delta=26%, EST. IMPACT = 32k Shares ($573k) To Buy CLB=17.98 Ref
  158. SWEEP DETECTED:
    >>2002 BMY Jan24 52.5 Calls $0.72 (CboeTheo=0.76)  BID  [MULTI] 10:14:42.734 IV=21.9% +0.3 AMEX 551 x $0.72 - $0.74 x 20 MPRL Vega=$12k BMY=50.38 Ref
  159. >>Market Color @STOCK - Heavy first hour option volume is noted in : IMPP, AMH, ETRN, BITF, BBWI, GTLB, HCP, HIVE, ALT. 
  160. >>Market Color BABA - Bullish option flow detected in Alibaba (73.06 -0.92) with 57,477 calls trading (1.3x expected) and implied vol increasing almost 2 points to 33.23%. . The Put/Call Ratio is 0.27. Earnings are expected on 02/21.  [BABA 73.06 -0.92 Ref, IV=33.2% +1.5] #Bullish
  161. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 CRON Jan24 2.5 Calls $0.10 (CboeTheo=0.06)  ASK  [MULTI] 10:16:58.098 IV=72.8% +19.1 PHLX 1083 x $0.05 - $0.10 x 726 EDGX
    Delta=32%, EST. IMPACT = 64k Shares ($137k) To Buy CRON=2.13 Ref
  162. >>2000 GM Jun24 18.0 Puts $0.08 (CboeTheo=0.08)  ASK  ISE 10:17:03.496 IV=44.2% +1.0 EMLD 265 x $0.06 - $0.08 x 4246 AMEX  SPREAD/LEGGED - OPENING  Vega=$2285 GM=32.95 Ref
  163. >>9961 BBWI Jan24 37.5 Calls $1.09 (CboeTheo=1.05)  BID  BOX 10:17:07.046 IV=37.3% +2.6 PHLX 300 x $1.05 - $1.15 x 119 PHLX  AUCTION - OPENING  Vega=$47k BBWI=35.27 Ref
  164. SPLIT TICKET:
    >>10000 BBWI Jan24 37.5 Calls $1.09 (CboeTheo=1.05)  MID  [BOX] 10:17:07.046 IV=37.5% +2.8 PHLX 300 x $1.05 - $1.15 x 119 PHLX  AUCTION - OPENING  Vega=$47k BBWI=35.28 Ref
  165. >>5000 CHPT Dec23 2.5 Calls $0.12 (CboeTheo=0.13)  MID  AMEX 10:17:20.900 IV=153.7% +3.0 EMLD 1559 x $0.11 - $0.13 x 1 BZX  SPREAD/FLOOR - OPENING  Vega=$707 CHPT=2.17 Ref
  166. >>20000 CHPT Dec23 3.5 Calls $0.03 (CboeTheo=0.03)  BID  AMEX 10:17:20.900 IV=188.3% +15.5 C2 232 x $0.03 - $0.04 x 799 EMLD  SPREAD/FLOOR  Vega=$1352 CHPT=2.17 Ref
  167. >>5000 CHPT Dec23 2.5 Calls $0.13 (CboeTheo=0.13)  ASK  AMEX 10:17:20.900 IV=160.8% +10.1 EMLD 1559 x $0.11 - $0.13 x 1 BZX  SPREAD/FLOOR - OPENING  Vega=$715 CHPT=2.17 Ref
  168. >>2384 AAL Feb24 12.0 Puts $0.40 (CboeTheo=0.40)  BID  ARCA 10:17:23.349 IV=42.8% +2.4 ARCA 2384 x $0.40 - $0.41 x 1302 EDGX Vega=$4483 AAL=13.37 Ref
  169. SWEEP DETECTED:
    >>2500 AAL Feb24 12.0 Puts $0.40 (CboeTheo=0.40)  BID  [MULTI] 10:17:23.349 IV=42.8% +2.4 ARCA 2384 x $0.40 - $0.41 x 1302 EDGX Vega=$4701 AAL=13.37 Ref
  170. SWEEP DETECTED:
    >>Bullish Delta Impact 980 APPS Dec23 5.5 Calls $0.29 (CboeTheo=0.26)  ASK  [MULTI] 10:17:24.648 IV=75.4% +15.8 EMLD 161 x $0.26 - $0.29 x 259 AMEX  OPENING 
    Delta=53%, EST. IMPACT = 52k Shares ($284k) To Buy APPS=5.50 Ref
  171. >>2528 ALB Jan24 12th 95.0 Puts $1.08 (CboeTheo=1.10)  BID  MIAX 10:17:47.727 IV=60.1% +0.6 MPRL 13 x $1.05 - $1.15 x 1 EMLD  AUCTION - OPENING  Vega=$17k ALB=120.97 Ref
  172. >>Unusual Volume ZM - 3x market weighted volume: 113.3k = 334.3k projected vs 98.0k adv, 80% puts, 22% of OI [ZM 67.41 -2.88 Ref, IV=31.2% +2.1]
  173. >>3999 MARA Dec23 14.0 Calls $1.77 (CboeTheo=1.76)  MID  MIAX 10:19:17.751 IV=115.6% +18.6 C2 40 x $1.75 - $1.79 x 257 EDGX  COB  Vega=$3794 MARA=15.03 Ref
  174. >>3999 MARA Dec23 8th 13.0 Calls $2.20 (CboeTheo=2.16)  MID  MIAX 10:19:17.751 IV=135.5% +43.2 CBOE 116 x $2.15 - $2.25 x 1018 CBOE  COB  Vega=$1474 MARA=15.03 Ref
  175. >>2000 FUBO Dec23 3.5 Puts $0.20 (CboeTheo=0.21)  BID  MRX 10:19:33.322 IV=83.6% +4.3 BZX 397 x $0.20 - $0.21 x 1235 MPRL  AUCTION - OPENING  Vega=$489 FUBO=3.50 Ref
  176. SWEEP DETECTED:
    >>2010 FUBO Dec23 3.5 Puts $0.20 (CboeTheo=0.21)  BID  [MULTI] 10:19:33.274 IV=87.7% +8.3 BZX 397 x $0.20 - $0.21 x 844 C2  OPENING  Vega=$491 FUBO=3.50 Ref
  177. >>4000 SU Dec23 33.0 Puts $0.75 (CboeTheo=0.71)  Above Ask!  AMEX 10:20:30.586 IV=29.1% +4.2 PHLX 68 x $0.70 - $0.73 x 9 BZX  FLOOR  Vega=$9154 SU=32.80 Ref
  178. >>2800 GOOGL Jan24 5th 122 Puts $1.05 (CboeTheo=1.05)  BID  ISE 10:20:31.132 IV=23.7% +0.4 BOX 175 x $1.05 - $1.07 x 170 MPRL  AUCTION - OPENING  Vega=$30k GOOGL=128.47 Ref
  179. >>2000 CVX Jan24 145 Calls $4.85 (CboeTheo=4.82)  MID  AMEX 10:21:05.436 IV=21.2% +1.0 EDGX 241 x $4.80 - $4.90 x 75 C2  FLOOR  Vega=$41k CVX=144.88 Ref
  180. SWEEP DETECTED:
    >>Bearish Delta Impact 1806 BYND Dec23 7.5 Calls $1.90 (CboeTheo=1.97)  BID  [MULTI] 10:21:53.831 IV=189.2% +43.5 PHLX 606 x $1.90 - $1.99 x 94 BOX
    Delta=75%, EST. IMPACT = 136k Shares ($1.23m) To Sell BYND=9.04 Ref
  181. SWEEP DETECTED:
    >>2000 FL Dec23 31.0 Calls $0.595 (CboeTheo=0.54)  ASK  [MULTI] 10:22:38.149 IV=50.4% +7.1 EDGX 950 x $0.50 - $0.60 x 1150 EDGX  AUCTION - OPENING  Vega=$3879 FL=29.77 Ref
  182. >>13766 AMZN Dec23 8th 140 Puts $0.38 (CboeTheo=0.39)  ASK  NOM 10:22:43.362 IV=28.0% +3.1 C2 716 x $0.37 - $0.38 x 8 ARCA  OPENING  Vega=$54k AMZN=144.03 Ref
  183. >>8550 GOOGL Jan25 220 Calls $1.05 (CboeTheo=1.02)  ASK  CBOE 10:23:15.064 IV=27.8% +1.0 BZX 24 x $0.98 - $1.05 x 154 CBOE  FLOOR  Vega=$164k GOOGL=128.31 Ref
  184. SWEEP DETECTED:
    >>3185 AAPL Jan24 160 Puts $0.25 (CboeTheo=0.25)  ASK  [MULTI] 10:23:55.970 IV=27.2% -0.4 C2 468 x $0.24 - $0.25 x 920 C2 Vega=$17k AAPL=188.69 Ref
  185. SPLIT TICKET:
    >>1984 SPX Dec23 4700 Calls $3.183 (CboeTheo=3.20)  Below Bid!  [CBOE] 10:24:10.600 IV=12.0% +1.4 CBOE 1105 x $3.20 - $3.40 x 2475 CBOE Vega=$244k SPX=4561.79 Fwd
  186. SWEEP DETECTED:
    >>2445 AMZN Dec23 8th 139 Puts $0.33 (CboeTheo=0.31)  ASK  [MULTI] 10:25:22.009 IV=29.3% +3.6 C2 70 x $0.32 - $0.33 x 968 C2  OPENING  Vega=$8642 AMZN=143.60 Ref
  187. SWEEP DETECTED:
    >>5000 BAC Dec23 30.0 Calls $1.14 (CboeTheo=1.16)  BID  [MULTI] 10:25:24.671 IV=25.7% +1.9 PHLX 3997 x $1.14 - $1.19 x 2018 PHLX Vega=$8509 BAC=30.88 Ref
  188. SPLIT TICKET:
    >>1000 VIX Feb24 14th 27.0 Calls $0.90 (CboeTheo=0.91)  ASK  [CBOE] 10:25:28.615 IV=111.3% +2.1 CBOE 13k x $0.89 - $0.90 x 804 CBOE Vega=$2268 VIX=16.72 Fwd
  189. >>18607 KVUE Feb24 25.0 Calls $0.29 (CboeTheo=0.33)  BID  PHLX 10:26:39.708 IV=37.3% -0.9 EDGX 879 x $0.29 - $0.34 x 146 PHLX  SPREAD/CROSS/TIED  Vega=$45k KVUE=20.80 Ref
  190. >>3935 VRT Dec23 47.0 Calls $0.55 (CboeTheo=0.62)  BID  MIAX 10:26:47.031 IV=51.4% +2.4 EDGX 158 x $0.50 - $0.65 x 249 PHLX  AUCTION - OPENING  Vega=$9583 VRT=43.91 Ref
  191. SPLIT TICKET:
    >>3976 VRT Dec23 47.0 Calls $0.55 (CboeTheo=0.62)  BID  [MIAX] 10:26:47.031 IV=51.4% +2.4 EDGX 158 x $0.50 - $0.65 x 249 PHLX  AUCTION - OPENING  Vega=$9683 VRT=43.91 Ref
  192. >>2762 AMC Dec23 8th 9.0 Calls $0.10 (CboeTheo=0.09)  MID  EDGX 10:26:53.367 IV=209.9% +42.2 ARCA 93 x $0.09 - $0.11 x 1489 EMLD Vega=$456 AMC=6.86 Ref
  193. SPLIT TICKET:
    >>2764 AMC Dec23 8th 9.0 Calls $0.10 (CboeTheo=0.09)  BID  [EDGX] 10:26:53.367 IV=209.9% +42.2 EDGX 2762 x $0.10 - $0.11 x 1489 EMLD Vega=$456 AMC=6.86 Ref
  194. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 COF Dec23 107 Calls $8.165 (CboeTheo=8.44)  Below Bid!  [MULTI] 10:27:31.531 IV=17.7% -11.9 MPRL 4 x $8.20 - $8.50 x 5 MPRL
    Delta=99%, EST. IMPACT = 99k Shares ($11.4m) To Sell COF=114.87 Ref
  195. >>2518 EL Jan24 125 Calls $16.12 (CboeTheo=16.17)  ASK  CBOE 10:27:36.605 IV=37.3% +4.0 CBOE 12 x $15.90 - $16.30 x 50 CBOE  SPREAD/LEGGED/FLOOR  Vega=$34k EL=137.96 Ref
  196. >>2500 EL Jan24 140 Calls $6.34 (CboeTheo=6.12)  BID  CBOE 10:27:36.659 IV=34.2% +3.3 CBOE 35 x $6.20 - $6.50 x 70 PHLX  SPREAD/LEGGED/FLOOR  Vega=$49k EL=137.97 Ref
  197. >>2240 DIS Dec23 8th 90.0 Puts $0.31 (CboeTheo=0.32)  ASK  EMLD 10:27:41.525 IV=22.3% +2.6 GEMX 253 x $0.30 - $0.31 x 9951 EMLD  OPENING  Vega=$6913 DIS=91.75 Ref
  198. >>2207 DIS Dec23 8th 90.0 Puts $0.31 (CboeTheo=0.32)  ASK  EMLD 10:27:44.380 IV=22.3% +2.6 MPRL 334 x $0.29 - $0.31 x 7711 EMLD  OPENING  Vega=$6806 DIS=91.76 Ref
  199. >>2250 DIS Dec23 8th 90.0 Puts $0.31 (CboeTheo=0.32)  ASK  EMLD 10:27:45.142 IV=22.4% +2.7 MPRL 333 x $0.29 - $0.31 x 5504 EMLD  OPENING  Vega=$6934 DIS=91.76 Ref
  200. SWEEP DETECTED:
    >>4496 DIS Dec23 8th 90.0 Puts $0.31 (CboeTheo=0.32)  ASK  [MULTI] 10:27:44.378 IV=22.3% +2.6 C2 147 x $0.29 - $0.31 x 7711 EMLD  OPENING  Vega=$14k DIS=91.76 Ref
  201. >>3254 DIS Dec23 8th 90.0 Puts $0.31 (CboeTheo=0.32)  ASK  EMLD 10:27:50.247 IV=22.3% +2.6 C2 168 x $0.29 - $0.31 x 3254 EMLD  OPENING  Vega=$10k DIS=91.76 Ref
  202. >>3458 BBWI Jan24 37.5 Calls $1.05 (CboeTheo=0.99)  MID  BOX 10:27:50.315 IV=37.2% +2.4 BZX 59 x $1.00 - $1.10 x 55 ARCA  FLOOR - OPENING  Vega=$16k BBWI=35.16 Ref
  203. >>5186 BBWI Jan24 37.5 Calls $1.00 (CboeTheo=0.99)  BID  BOX 10:27:50.315 IV=36.1% +1.4 BZX 59 x $1.00 - $1.10 x 55 ARCA  FLOOR - OPENING  Vega=$24k BBWI=35.16 Ref
  204. SPLIT TICKET:
    >>8644 BBWI Jan24 37.5 Calls $1.02 (CboeTheo=0.99)  BID  [BOX] 10:27:50.315 IV=37.2% +2.4 BZX 59 x $1.00 - $1.10 x 55 ARCA  FLOOR - OPENING  Vega=$40k BBWI=35.16 Ref
  205. >>Unusual Volume BE - 3x market weighted volume: 6354 = 16.7k projected vs 5472 adv, 64% calls, 5% of OI [BE 15.65 +0.28 Ref, IV=60.5% +0.7]
  206. >>1423 VIX Jan24 17th 50.0 Calls $0.17 (CboeTheo=0.16)  MID  CBOE 10:29:10.016 IV=172.2% +6.7 CBOE 9246 x $0.15 - $0.18 x 20k CBOE Vega=$850 VIX=15.92 Fwd
  207. SWEEP DETECTED:
    >>Bullish Delta Impact 4547 BBWI Dec23 8th 36.0 Calls $0.396 (CboeTheo=0.31)  ASK  [MULTI] 10:29:47.088 IV=51.5% +11.7 EDGX 457 x $0.30 - $0.40 x 1107 PHLX  OPENING 
    Delta=33%, EST. IMPACT = 148k Shares ($5.18m) To Buy BBWI=35.03 Ref
  208. >>Market Color SU - Bearish flow noted in Suncor (32.73 -0.24) with 5,493 puts trading, or 7x expected. The Put/Call Ratio is 4.56, while ATM IV is up over 1 point on the day. Earnings are expected on 02/21.[SU 32.73 -0.24 Ref, IV=25.8% +1.1] #Bearish
  209. >>2499 BAM Apr24 30.0 Puts $0.59 (CboeTheo=0.61)  BID  MIAX 10:30:50.499 IV=31.1% -1.1 NOM 34 x $0.55 - $0.65 x 82 ARCA  AUCTION - OPENING  Vega=$13k BAM=35.37 Ref
  210. SWEEP DETECTED:
    >>2964 UA Jan24 7.5 Puts $0.249 (CboeTheo=0.21)  ASK  [MULTI] 10:30:58.022 IV=45.5% +3.5 PHLX 3103 x $0.15 - $0.25 x 757 PHLX Vega=$2891 UA=8.09 Ref
  211. >>2000 BBY Mar24 85.0 Calls $1.15 (CboeTheo=1.07)  ASK  ARCA 10:31:26.215 IV=27.1% +1.1 AMEX 14 x $1.05 - $1.15 x 5 MRX  SPREAD/FLOOR  Vega=$23k BBY=74.62 Ref
  212. >>2000 BBY Mar24 75.0 Calls $4.35 (CboeTheo=4.28)  MID  ARCA 10:31:26.215 IV=28.5% +1.1 BOX 48 x $4.25 - $4.45 x 38 BOX  SPREAD/FLOOR  Vega=$31k BBY=74.62 Ref
  213. SWEEP DETECTED:
    >>2883 PLTR Dec23 8th 18.5 Puts $0.357 (CboeTheo=0.36)  MID  [MULTI] 10:32:44.480 IV=63.2% +7.7 EDGX 2152 x $0.35 - $0.36 x 20 GEMX Vega=$2239 PLTR=18.82 Ref
  214. SWEEP DETECTED:
    >>Bearish Delta Impact 540 SBLK Jan24 22.0 Puts $1.10 (CboeTheo=1.06)  ASK  [MULTI] 10:32:50.290 IV=27.8% +3.2 PHLX 204 x $0.95 - $1.10 x 70 PHLX  ISO - OPENING 
    Delta=-56%, EST. IMPACT = 30k Shares ($654k) To Sell SBLK=21.51 Ref
  215. >>14368 ZM Jan24 80.0 Puts $12.56 (CboeTheo=12.75)  BID  EDGX 10:32:54.081 MPRL 2 x $12.55 - $12.90 x 65 BZX  COB/AUCTION  Vega=$0 ZM=67.38 Ref
  216. >>4462 ZM Mar24 80.0 Puts $13.55 (CboeTheo=13.52)  ASK  EDGX 10:32:54.081 IV=37.9% +2.4 MIAX 292 x $13.25 - $13.55 x 81 MIAX  COB/AUCTION - OPENING  Vega=$45k ZM=67.38 Ref
  217. >>3450 ZM Jan24 80.0 Puts $12.56 (CboeTheo=12.75)  BID  EDGX 10:32:54.081 MPRL 2 x $12.55 - $12.90 x 65 BZX  COB/AUCTION  Vega=$0 ZM=67.38 Ref
  218. >>43553 ZM Mar24 80.0 Puts $13.55 (CboeTheo=13.52)  ASK  EDGX 10:32:54.081 IV=37.9% +2.4 MIAX 292 x $13.25 - $13.55 x 81 MIAX  COB/AUCTION - OPENING  Vega=$443k ZM=67.38 Ref
  219. >>21552 ZM Jan24 80.0 Puts $12.57 (CboeTheo=12.75)  BID  EDGX 10:32:54.081 MPRL 2 x $12.55 - $12.90 x 65 BZX  COB/AUCTION  Vega=$0 ZM=67.38 Ref
  220. SWEEP DETECTED:
    >>2545 MSFT Dec23 29th 370 Calls $5.42 (CboeTheo=5.62)  Below Bid!  [MULTI] 10:33:42.009 IV=19.1% +0.6 EDGX 411 x $5.55 - $5.65 x 101 EMLD  OPENING  Vega=$96k MSFT=364.41 Ref
  221. SPLIT TICKET:
    >>1000 SPX Jan24 4350 Puts $21.90 (CboeTheo=21.70)  ASK  [CBOE] 10:34:46.400 IV=15.2% +0.1 CBOE 1784 x $21.60 - $22.00 x 782 CBOE  LATE  Vega=$411k SPX=4578.20 Fwd
  222. SPLIT TICKET:
    >>1000 SPX Jan24 4150 Puts $9.00 (CboeTheo=9.10)  BID  [CBOE] 10:34:46.500 IV=18.8% -0.0 CBOE 3211 x $9.00 - $9.30 x 2726 CBOE  LATE  Vega=$219k SPX=4578.20 Fwd
  223. >>2250 KO Jan24 12th 60.0 Calls $0.56 (CboeTheo=0.58)  BID  AMEX 10:34:53.428 IV=11.4% +0.1 BOX 10 x $0.56 - $0.61 x 14 BOX  FLOOR - OPENING  Vega=$17k KO=58.90 Ref
  224. SPLIT TICKET:
    >>1422 SPXW Dec23 11th 3850 Puts $0.20 (CboeTheo=0.15)  ASK  [CBOE] 10:34:59.186 IV=43.0% +4.9 CBOE 2740 x $0.15 - $0.20 x 397 CBOE  OPENING  Vega=$7544 SPX=4553.68 Fwd
  225. >>2635 EBIX Dec23 8th 3.5 Puts $0.05 (CboeTheo=0.11)  BID  PHLX 10:36:28.990 IV=160.0% -38.1 BOX 7836 x $0.05 - $0.15 x 71 PHLX  OPENING  Vega=$251 EBIX=4.20 Ref
  226. SWEEP DETECTED:
    >>2800 EBIX Dec23 8th 3.5 Puts $0.05 (CboeTheo=0.11)  BID  [MULTI] 10:36:28.990 IV=160.0% -38.1 BOX 7836 x $0.05 - $0.15 x 71 PHLX  OPENING  Vega=$267 EBIX=4.20 Ref
  227. SWEEP DETECTED:
    >>2908 TFC Jan24 32.5 Calls $2.126 (CboeTheo=2.17)  Below Bid!  [MULTI] 10:37:53.127 IV=33.5% +0.2 PHLX 230 x $2.15 - $2.20 x 6 ARCA Vega=$13k TFC=33.30 Ref
  228. >>2500 DDOG Apr24 100 Puts $4.90 (CboeTheo=4.83)  ASK  ARCA 10:38:12.658 IV=44.7% +1.2 MPRL 46 x $4.80 - $4.90 x 97 MIAX  CROSS - OPENING  Vega=$54k DDOG=115.70 Ref
  229. SWEEP DETECTED:
    >>Bearish Delta Impact 1528 BYON Mar24 20.0 Calls $5.031 (CboeTheo=5.21)  BID  [MULTI] 10:38:21.890 IV=80.8% -2.5 PHLX 820 x $5.00 - $5.40 x 256 PHLX  ISO 
    Delta=69%, EST. IMPACT = 105k Shares ($2.36m) To Sell BYON=22.39 Ref
  230. SWEEP DETECTED:
    >>2000 MOS Dec23 32.5 Puts $0.09 (CboeTheo=0.11)  ASK  [MULTI] 10:38:32.921 IV=43.9% +0.4 C2 480 x $0.05 - $0.09 x 333 EDGX  ISO  Vega=$1764 MOS=36.42 Ref
  231. SWEEP DETECTED:
    >>Bearish Delta Impact 2001 BYON Mar24 20.0 Calls $4.808 (CboeTheo=5.11)  Below Bid!  [MULTI] 10:38:49.101 IV=82.9% -0.4 AMEX 6 x $5.00 - $5.30 x 350 PHLX  ISO 
    Delta=69%, EST. IMPACT = 137k Shares ($3.05m) To Sell BYON=22.22 Ref
  232. SWEEP DETECTED:
    >>2001 AMD Dec23 8th 125 Calls $0.384 (CboeTheo=0.37)  MID  [MULTI] 10:39:18.607 IV=52.8% +14.4 C2 212 x $0.37 - $0.38 x 204 MPRL Vega=$5089 AMD=116.58 Ref
  233. SWEEP DETECTED:
    >>2041 CHPT Dec23 8th 2.5 Calls $0.12 (CboeTheo=0.09)  ASK  [MULTI] 10:40:13.635 IV=238.4% +73.4 MPRL 37 x $0.11 - $0.12 x 287 GEMX  ISO  Vega=$181 CHPT=2.21 Ref
  234. SWEEP DETECTED:
    >>2046 LCID Dec23 8th 4.5 Calls $0.168 (CboeTheo=0.13)  Above Ask!  [MULTI] 10:40:42.049 IV=101.5% +23.9 MIAX 2 x $0.15 - $0.16 x 10 EMLD Vega=$388 LCID=4.43 Ref
  235. SWEEP DETECTED:
    >>Bullish Delta Impact 1500 ORGN Jan24 1.0 Calls $0.10 (CboeTheo=0.04)  ASK  [MULTI] 10:41:04.147 IV=181.6% +70.6 ARCA 0 x $0.00 - $0.10 x 2323 PHLX  OPENING 
    Delta=43%, EST. IMPACT = 64k Shares ($45k) To Buy ORGN=0.70 Ref
  236. SWEEP DETECTED:
    >>4297 AAL Jan24 5th 11.5 Puts $0.09 (CboeTheo=0.08)  ASK  [MULTI] 10:41:27.782 IV=43.1% +5.1 EMLD 797 x $0.08 - $0.09 x 1943 MRX  OPENING  Vega=$3141 AAL=13.34 Ref
  237. >>3000 SAVE Feb24 30.0 Calls $0.19 (CboeTheo=0.19)  MID  ISE 10:42:11.243 IV=89.6% -5.6 AMEX 51 x $0.16 - $0.22 x 10 EMLD  CROSS  Vega=$3117 SAVE=15.72 Ref
  238. >>2000 EDR Dec23 22.5 Puts $0.15 (CboeTheo=0.19)  MID  ISE 10:42:36.666 IV=41.0% -0.4 AMEX 125 x $0.10 - $0.20 x 635 EDGX  CROSS  Vega=$2075 EDR=24.12 Ref
  239. >>2633 MARA Jan24 9.0 Calls $5.75 (CboeTheo=5.76)  BID  CBOE 10:42:53.389 IV=113.9% +8.2 PHLX 372 x $5.70 - $5.85 x 990 PHLX  COB  Vega=$2086 MARA=14.46 Ref
  240. >>2633 MARA Jan24 10.0 Calls $4.95 (CboeTheo=4.92)  MID  CBOE 10:42:53.389 IV=113.4% +12.3 CBOE 269 x $4.90 - $5.00 x 724 PHLX  COB  Vega=$2871 MARA=14.46 Ref
  241. >>4456 MSFT Dec23 29th 370 Calls $5.20 (CboeTheo=5.27)  BID  NOM 10:43:28.453 IV=18.6% +0.1 CBOE 368 x $5.15 - $5.30 x 48 MPRL  OPENING  Vega=$167k MSFT=364.04 Ref
  242. >>10000 BBWI Jan24 37.5 Calls $1.15 (CboeTheo=1.21)  BID  BOX 10:44:32.417 IV=36.2% +1.5 EDGX 273 x $1.15 - $1.25 x 65 PHLX  FLOOR - OPENING  Vega=$48k BBWI=35.53 Ref
  243. >>Market Color AMC - Bullish option flow detected in AMC Entertainment (6.88 +0.01) with 59,082 calls trading (1.4x expected) and implied vol increasing almost 6 points to 103.28%. . The Put/Call Ratio is 0.28. Earnings are expected on 02/27.  [AMC 6.88 +0.01 Ref, IV=103.3% +5.6] #Bullish
  244. >>9943 F Dec23 22nd 12.0 Puts $1.25 (CboeTheo=1.28)  Below Bid!  BOX 10:45:10.949 NOM 50 x $1.26 - $1.28 x 30 NOM  COB  Vega=$0 F=10.74 Ref
  245. >>9943 F Jan24 11.35 Puts $0.78 (CboeTheo=0.76)  ASK  BOX 10:45:10.949 IV=29.1% +2.0 EMLD 2007 x $0.75 - $0.78 x 2296 ARCA  COB  Vega=$14k F=10.74 Ref
  246. SWEEP DETECTED:
    >>2850 DLTR Dec23 22nd 135 Calls $0.777 (CboeTheo=0.85)  Below Bid!  [MULTI] 10:45:10.220 IV=25.5% +0.6 BZX 50 x $0.78 - $0.88 x 33 NOM  OPENING  Vega=$23k DLTR=128.00 Ref
  247. >>3000 EDR Dec23 22.5 Puts $0.15 (CboeTheo=0.18)  MID  ISE 10:45:36.143 IV=41.6% +0.2 AMEX 127 x $0.10 - $0.20 x 260 EDGX  CROSS  Vega=$3089 EDR=24.16 Ref
  248. SWEEP DETECTED:
    >>2849 TLRY Jan24 2.5 Calls $0.15 (CboeTheo=0.16)  ASK  [MULTI] 10:46:38.803 IV=101.9% -1.7 GEMX 2 x $0.14 - $0.15 x 134 EMLD Vega=$775 TLRY=2.04 Ref
  249. >>5500 CVNA Feb24 25.0 Puts $1.36 (CboeTheo=1.45)  BID  BOX 10:46:45.412 IV=110.9% +8.2 PHLX 72 x $1.36 - $1.62 x 387 CBOE  SPREAD/FLOOR  Vega=$19k CVNA=40.28 Ref
  250. >>5500 CVNA Feb24 15.0 Puts $0.49 (CboeTheo=0.35)  BID  BOX 10:46:45.412 IV=149.9% +24.9 EDGX 220 x $0.15 - $0.90 x 402 EDGX  SPREAD/FLOOR  Vega=$7745 CVNA=40.28 Ref
  251. >>11000 CVNA Feb24 20.0 Puts $0.68 (CboeTheo=0.74)  BID  BOX 10:46:45.412 IV=120.9% +9.7 BOX 50 x $0.68 - $0.85 x 222 EDGX  SPREAD/FLOOR - OPENING  Vega=$23k CVNA=40.28 Ref
  252. >>2036 FSR Jan24 3.0 Calls $0.12 (CboeTheo=0.12)  MID  GEMX 10:47:32.208 IV=165.2% +4.6 GEMX 20 x $0.11 - $0.14 x 24 BZX  SSR  Vega=$403 FSR=1.75 Ref
  253. >>2000 AAL Jan24 12.0 Puts $0.23 (CboeTheo=0.23)  BID  AMEX 10:47:52.574 IV=41.6% +2.5 C2 515 x $0.23 - $0.25 x 2739 EDGX  SPREAD/CROSS  Vega=$2649 AAL=13.39 Ref
  254. >>2000 AAL Sep24 12.0 Puts $1.09 (CboeTheo=1.07)  ASK  AMEX 10:47:52.574 IV=42.1% +1.7 CBOE 219 x $1.06 - $1.10 x 10 GEMX  SPREAD/CROSS  Vega=$8112 AAL=13.39 Ref
  255. >>4991 INTC Dec23 43.0 Calls $0.57 (CboeTheo=0.56)  ASK  MIAX 10:49:02.378 IV=35.2% +3.7 C2 483 x $0.56 - $0.57 x 3321 EMLD  COB/AUCTION  Vega=$13k INTC=41.77 Ref
  256. >>4991 INTC Dec23 45.0 Calls $0.16 (CboeTheo=0.16)  BID  MIAX 10:49:02.378 IV=35.3% +4.1 C2 5196 x $0.16 - $0.17 x 2505 C2  COB/AUCTION  Vega=$7784 INTC=41.77 Ref
  257. >>Unusual Volume XPO - 3x market weighted volume: 6274 = 14.0k projected vs 4645 adv, 98% calls, 8% of OI [XPO 88.64 -1.67 Ref, IV=36.5% +1.5]
  258. SWEEP DETECTED:
    >>2485 PFE Jan24 31.0 Calls $0.56 (CboeTheo=0.57)  BID  [MULTI] 10:49:35.952 IV=24.2% -0.9 EMLD 1761 x $0.56 - $0.58 x 135 MPRL Vega=$9686 PFE=29.61 Ref
  259. >>2500 F Jan24 11.35 Puts $0.75 (CboeTheo=0.73)  ASK  MRX 10:49:53.440 IV=28.8% +1.7 ARCA 15 x $0.73 - $0.75 x 18 BZX  AUCTION  Vega=$3478 F=10.79 Ref
  260. >>2500 AMZN Jun24 150 Puts $14.91 (CboeTheo=14.90)  ASK  AMEX 10:50:30.837 IV=30.9% +0.5 BOX 74 x $14.80 - $14.95 x 314 EDGX  SPREAD/CROSS  Vega=$104k AMZN=143.21 Ref
  261. >>2500 AMZN Jun24 150 Calls $12.12 (CboeTheo=12.12)  BID  AMEX 10:50:30.837 IV=30.9% +0.4 CBOE 226 x $12.10 - $12.20 x 149 EDGX  SPREAD/CROSS  Vega=$106k AMZN=143.21 Ref
  262. SWEEP DETECTED:
    >>4247 AMD Dec23 135 Calls $0.14 (CboeTheo=0.13)  MID  [MULTI] 10:50:47.231 IV=45.5% +8.9 BZX 7 x $0.13 - $0.14 x 611 EDGX Vega=$7565 AMD=116.67 Ref
  263. >>4000 RIOT Dec23 14.0 Calls $1.35 (CboeTheo=1.35)  BID  ISE 10:52:02.678 IV=104.0% +9.0 ARCA 50 x $1.35 - $1.37 x 207 C2  SPREAD/LEGGED  Vega=$3882 RIOT=14.55 Ref
  264. >>4000 RIOT Dec23 8th 13.0 Calls $1.72 (CboeTheo=1.70)  ASK  ISE 10:52:02.678 IV=113.2% +21.5 MIAX 186 x $1.68 - $1.72 x 50 NOM  SPREAD/LEGGED  Vega=$1536 RIOT=14.55 Ref
  265. >>25000 GOOGL Mar24 115 Puts $2.27 (CboeTheo=2.27)  BID  ARCA 10:52:53.902 IV=29.3% +0.2 MPRL 31 x $2.27 - $2.30 x 387 C2  TIED/FLOOR - OPENING  Vega=$469k GOOGL=128.13 Ref
  266. >>Unusual Volume MLCO - 3x market weighted volume: 6847 = 15.1k projected vs 5000 adv, 98% calls, 5% of OI [MLCO 7.15 +0.19 Ref, IV=54.1% +1.6]
  267. >>2079 MRVL Jan24 5th 45.0 Puts $0.33 (CboeTheo=0.33)  MID  CBOE 10:53:01.375 IV=37.1% +0.8 BZX 22 x $0.33 - $0.33 x 2079 CBOE  OPENING  Vega=$6214 MRVL=50.85 Ref
  268. SWEEP DETECTED:
    >>3093 MRVL Jan24 5th 45.0 Puts $0.33 (CboeTheo=0.33)  BID  [MULTI] 10:53:01.337 IV=37.0% +0.7 ARCA 22 x $0.33 - $0.34 x 3 MIAX  OPENING  Vega=$9253 MRVL=50.84 Ref
  269. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 BYON Mar24 20.0 Calls $4.50 (CboeTheo=4.76)  BID  [MULTI] 10:53:05.585 IV=78.8% -4.5 BOX 1053 x $4.50 - $5.10 x 900 PHLX  ISO 
    Delta=67%, EST. IMPACT = 101k Shares ($2.18m) To Sell BYON=21.69 Ref
  270. >>3056 MRVL Jan24 5th 45.0 Puts $0.32 (CboeTheo=0.33)  MID  ISE 10:53:30.820 IV=36.8% +0.5 BXO 84 x $0.31 - $0.34 x 5 ISE  AUCTION - OPENING  Vega=$9020 MRVL=50.87 Ref
  271. SWEEP DETECTED:
    >>4407 TSLA Dec23 8th 230 Puts $3.20 (CboeTheo=3.12)  ASK  [MULTI] 10:54:47.217 IV=50.6% +7.2 CBOE 715 x $3.10 - $3.20 x 679 AMEX  AUCTION  Vega=$41k TSLA=234.22 Ref
  272. SWEEP DETECTED:
    >>Bearish Delta Impact 500 STKL Dec23 5.0 Calls $0.35 (CboeTheo=0.39)  BID  [MULTI] 10:55:41.920 IV=56.5% -6.8 BOX 289 x $0.35 - $0.40 x 1 ARCA
    Delta=70%, EST. IMPACT = 35k Shares ($185k) To Sell STKL=5.25 Ref
  273. SWEEP DETECTED:
    >>2000 M Jan24 17.0 Calls $1.26 (CboeTheo=1.29)  BID  [MULTI] 10:56:22.808 IV=44.3% +0.6 EDGX 281 x $1.26 - $1.31 x 40 MPRL Vega=$4788 M=17.39 Ref
  274. SWEEP DETECTED:
    >>2315 M Jan24 17.0 Calls $1.26 (CboeTheo=1.29)  BID  [MULTI] 10:57:09.122 IV=44.5% +0.8 BOX 56 x $1.26 - $1.31 x 50 MPRL Vega=$5543 M=17.39 Ref
  275. >>2050 MDB Dec23 240 Puts $0.06 (CboeTheo=0.05)  BID  ISE 10:57:21.421 IV=117.8% +8.4 MPRL 0 x $0.00 - $0.14 x 32 ARCA  AUCTION  Vega=$1095 MDB=421.19 Ref
  276. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 4875 Calls $0.40 (CboeTheo=0.43)  BID  [CBOE] 10:58:04.688 IV=10.7% +0.7 CBOE 1025 x $0.40 - $0.50 x 1516 CBOE Vega=$39k SPX=4563.59 Fwd
  277. >>2900 UBER Mar24 60.0 Calls $4.85 (CboeTheo=4.85)  MID  BOX 10:58:29.923 IV=35.8% -0.3 PHLX 607 x $4.80 - $4.90 x 378 CBOE  CROSS   52WeekHigh  Vega=$36k UBER=59.74 Ref
  278. SWEEP DETECTED:
    >>2000 C Jan24 52.5 Calls $0.32 (CboeTheo=0.33)  BID  [MULTI] 10:58:42.206 IV=26.0% +1.0 C2 1072 x $0.32 - $0.33 x 82 MPRL Vega=$7940 C=47.08 Ref
  279. SPLIT TICKET:
    >>1000 SPXW Dec23 29th 5000 Calls $0.10 (CboeTheo=0.14)  BID  [CBOE] 10:59:08.174 IV=12.2% +0.9 CBOE 734 x $0.10 - $0.15 x 638 CBOE Vega=$12k SPX=4564.80 Fwd
  280. >>2900 NEM Dec23 42.5 Calls $0.29 (CboeTheo=0.29)  BID  ARCA 10:59:33.496 IV=35.0% +3.4 MPRL 241 x $0.28 - $0.32 x 1777 EMLD  CROSS  Vega=$6012 NEM=40.30 Ref
  281. >>2800 BABA Jun24 95.0 Calls $2.35 (CboeTheo=2.30)  ASK  PHLX 10:59:58.013 IV=37.5% +0.8 MPRL 5 x $2.29 - $2.37 x 11 BOX  SPREAD/CROSS/TIED  Vega=$46k BABA=73.11 Ref
  282. >>2800 BABA Jun24 75.0 Calls $7.55 (CboeTheo=7.51)  BID  PHLX 10:59:58.013 IV=36.6% +0.1 NOM 1 x $7.50 - $7.65 x 86 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$59k BABA=73.11 Ref
  283. >>Market Color MOS - Bearish flow noted in Mosaic (36.48 -0.41) with 5,099 puts trading, or 4x expected. The Put/Call Ratio is 6.06, while ATM IV is up over 1 point on the day. Earnings are expected on 02/21. [MOS 36.48 -0.41 Ref, IV=32.2% +1.2] #Bearish
  284. >>2000 CBAY Apr24 23.0 Calls $1.50 (CboeTheo=1.76)  BID  ARCA 11:00:24.243 IV=49.7% -5.3 AMEX 125 x $1.40 - $1.80 x 21 GEMX  FLOOR - OPENING   52WeekHigh  Vega=$9513 CBAY=19.98 Ref
  285. SWEEP DETECTED:
    >>3441 BAC Dec23 8th 31.0 Calls $0.31 (CboeTheo=0.30)  ASK  [MULTI] 11:02:05.525 IV=30.2% +7.1 GEMX 147 x $0.30 - $0.31 x 1222 C2 Vega=$4479 BAC=30.77 Ref
  286. >>Unusual Volume TMUS - 4x market weighted volume: 27.9k = 57.9k projected vs 13.6k adv, 55% calls, 6% of OI [TMUS 153.35 +1.10 Ref, IV=16.3% +1.4]
  287. >>2470 XPO Dec23 95.0 Calls $0.60 (CboeTheo=0.58)  Above Ask!  BOX 11:04:21.363 IV=40.7% +4.4 EDGX 120 x $0.45 - $0.55 x 108 EDGX  SPREAD/FLOOR  Vega=$10k XPO=88.64 Ref
  288. >>2470 XPO Dec23 90.0 Calls $1.80 (CboeTheo=1.82)  BID  BOX 11:04:21.363 IV=37.8% +2.7 BOX 30 x $1.80 - $1.90 x 7 BZX  SPREAD/FLOOR  Vega=$15k XPO=88.64 Ref
  289. >>4999 NCLH Dec23 17.0 Calls $0.63 (CboeTheo=0.62)  ASK  EDGX 11:04:36.218 IV=50.9% +7.4 EMLD 761 x $0.61 - $0.63 x 13 MPRL  COB/AUCTION  Vega=$5937 NCLH=17.02 Ref
  290. >>9998 NCLH Jan24 5th 20.0 Calls $0.15 (CboeTheo=0.15)  BID  EDGX 11:04:36.218 IV=45.3% +2.5 EDGX 682 x $0.14 - $0.18 x 1012 CBOE  COB/AUCTION - OPENING  Vega=$11k NCLH=17.02 Ref
  291. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 RITM Jan24 10.0 Calls $0.60 (CboeTheo=0.56)  ASK  [MULTI] 11:05:18.024 IV=22.9% +3.8 BZX 3 x $0.55 - $0.60 x 45 PHLX  52WeekHigh 
    Delta=79%, EST. IMPACT = 79k Shares ($824k) To Buy RITM=10.47 Ref
  292. >>2133 BAC Dec23 8th 34.0 Calls $0.01 (CboeTheo=0.01)  BID  MIAX 11:05:29.115 IV=44.2% +11.4 C2 663 x $0.01 - $0.02 x 966 C2  AUCTION - OPENING  Vega=$346 BAC=30.75 Ref
  293. SWEEP DETECTED:
    >>2225 CVX Jan24 125 Puts $0.29 (CboeTheo=0.28)  ASK  [MULTI] 11:05:59.569 IV=26.9% +1.1 MPRL 259 x $0.27 - $0.29 x 574 EMLD  ISO  Vega=$12k CVX=144.78 Ref
  294. >>2200 UBER Jan25 40.0 Puts $1.84 (CboeTheo=1.86)  BID  PHLX 11:06:49.127 IV=43.1% -0.3 EDGX 385 x $1.81 - $1.91 x 38 BXO  SPREAD/CROSS/TIED   52WeekHigh  Vega=$27k UBER=59.37 Ref
  295. SWEEP DETECTED:
    >>Bearish Delta Impact 2500 RKT Dec23 8th 9.5 Puts $0.16 (CboeTheo=0.15)  ASK  [MULTI] 11:07:16.606 IV=55.6% +12.8 EMLD 533 x $0.12 - $0.16 x 309 EMLD  OPENING 
    Delta=-38%, EST. IMPACT = 96k Shares ($925k) To Sell RKT=9.65 Ref
  296. SPLIT TICKET:
    >>4604 VIX Feb24 14th 20.0 Calls $1.53 (CboeTheo=1.55)  BID  [CBOE] 11:07:59.001 IV=91.2% +0.1 CBOE 3744 x $1.53 - $1.58 x 6058 CBOE Vega=$13k VIX=16.63 Fwd
  297. SWEEP DETECTED:
    >>2280 NVDA Jan24 600 Calls $0.51 (CboeTheo=0.52)  ASK  [MULTI] 11:09:15.398 IV=37.8% +3.7 EMLD 66 x $0.50 - $0.51 x 254 MPRL  ExDiv  Vega=$22k NVDA=451.80 Ref
  298. >>3500 AAL Sep24 15.0 Puts $2.51 (CboeTheo=2.52)  MID  PHLX 11:09:20.080 IV=37.5% +0.8 GEMX 5 x $2.50 - $2.53 x 2 ARCA  TIED/FLOOR - OPENING  Vega=$16k AAL=13.36 Ref
  299. >>Market Color ZM - Cboe Open-Close data confirms massive roll in Zoom Video Communications. Over 120k contracts have traded in Zoom this morning with puts leading calls 3:1 as shares trade down -2.97 or -4.23%, near $67.31. Bulk of the volume printed on EDGX at 10:32am when a customer paid $13.55 for 48500 March 80 puts (opening) and sold 40k Jan 80 puts for an avg price near $12.565. Appears to re-roll the largest put block in Zoom out 3 months. Trade history shows the original long put position dates back to late 2022 when shares were near $70. (Henry Schwartz (Cboe Global Markets)) [ZM 67.48 -2.81 Ref, IV=31.1% +2.1]
  300. SWEEP DETECTED:
    >>2059 MSFT Jan24 420 Calls $0.435 (CboeTheo=0.43)  Above Ask!  [MULTI] 11:11:48.285 IV=21.2% +2.1 MPRL 117 x $0.41 - $0.43 x 41 MPRL  ISO  Vega=$25k MSFT=364.32 Ref
  301. >>3495 AMC Dec23 8th 7.5 Calls $0.21 (CboeTheo=0.21)  ASK  CBOE 11:13:25.150 IV=140.3% +13.3 EMLD 706 x $0.20 - $0.21 x 9 EMLD Vega=$946 AMC=6.94 Ref
  302. SWEEP DETECTED:
    >>3533 AMC Dec23 8th 7.5 Calls $0.21 (CboeTheo=0.21)  ASK  [MULTI] 11:13:25.150 IV=140.3% +13.3 EMLD 706 x $0.20 - $0.21 x 3495 CBOE Vega=$956 AMC=6.94 Ref
  303. SWEEP DETECTED:
    >>2000 PLUG Jan24 2.5 Puts $0.10 (CboeTheo=0.08)  ASK  [MULTI] 11:13:54.715 IV=144.9% +13.2 GEMX 500 x $0.09 - $0.10 x 1134 EMLD Vega=$466 PLUG=4.58 Ref
  304. >>5000 AAL Feb24 13.0 Puts $0.70 (CboeTheo=0.70)  BID  AMEX 11:14:16.933 IV=40.0% +1.8 MPRL 34 x $0.70 - $0.72 x 1697 EDGX  CROSS  Vega=$11k AAL=13.40 Ref
  305. >>21000 AIV Dec23 7.5 Calls $0.30 (CboeTheo=0.34)  ASK  PHLX 11:15:49.802 IV=82.0% -2.4 GEMX 0 x $0.00 - $0.35 x 1 NOM  FLOOR  Vega=$10k AIV=7.21 Ref
  306. >>31500 AIV Dec23 7.5 Calls $0.25 (CboeTheo=0.34)  ASK  PHLX 11:15:49.802 IV=71.9% -12.6 GEMX 0 x $0.00 - $0.35 x 1 NOM  FLOOR  Vega=$16k AIV=7.21 Ref
  307. SWEEP DETECTED:
    >>2000 INTC Jun24 27.0 Puts $0.39 (CboeTheo=0.38)  ASK  [MULTI] 11:15:47.968 IV=44.3% -0.7 MEMX 13 x $0.38 - $0.39 x 599 EDGX Vega=$7269 INTC=41.97 Ref
  308. SPLIT TICKET:
    >>52500 AIV Dec23 7.5 Calls $0.27 (CboeTheo=0.34)  ASK  [PHLX] 11:15:49.802 IV=82.0% -2.4 GEMX 0 x $0.00 - $0.35 x 1 NOM  FLOOR  Vega=$26k AIV=7.21 Ref
  309. >>4112 AAPL Dec23 29th 190 Calls $2.40 (CboeTheo=2.55)  BID  EMLD 11:17:08.256 IV=15.5% -0.3 BZX 800 x $2.37 - $2.40 x 4112 EMLD Vega=$80k AAPL=187.76 Ref
  310. SWEEP DETECTED:
    >>10062 AAPL Dec23 29th 190 Calls $2.453 (CboeTheo=2.59)  Below Bid!  [MULTI] 11:17:08.051 IV=16.2% +0.4 MPRL 644 x $2.56 - $2.59 x 234 EMLD  OPENING  Vega=$196k AAPL=187.84 Ref
  311. SWEEP DETECTED:
    >>2275 AMZN Jan24 120 Puts $0.35 (CboeTheo=0.35)  ASK  [MULTI] 11:17:24.658 IV=32.9% +0.1 C2 939 x $0.34 - $0.35 x 276 EMLD  ISO  Vega=$12k AMZN=143.75 Ref
  312. SWEEP DETECTED:
    >>3001 AMZN Dec23 155 Calls $0.21 (CboeTheo=0.20)  ASK  [MULTI] 11:17:39.767 IV=27.8% +4.7 C2 313 x $0.20 - $0.21 x 1717 C2  ISO  Vega=$10k AMZN=143.75 Ref
  313. SWEEP DETECTED:
    >>3752 AAL Jan24 13.0 Puts $0.49 (CboeTheo=0.51)  BID  [MULTI] 11:17:57.313 IV=37.7% +2.0 EDGX 633 x $0.49 - $0.51 x 406 C2  ISO  Vega=$6747 AAL=13.39 Ref
  314. >>10315 TMUS Dec23 150 Calls $4.11 (CboeTheo=4.17)  BID  CBOE 11:18:15.774 IV=17.7% +1.7 PHLX 148 x $4.10 - $4.25 x 18 BXO  SPREAD/LEGGED/FLOOR   52WeekHigh  Vega=$84k TMUS=153.23 Ref
  315. >>10315 TMUS Jan24 140 Puts $0.55 (CboeTheo=0.59)  BID  CBOE 11:18:15.774 IV=21.6% +0.9 EDGX 110 x $0.55 - $0.60 x 34 EDGX  SPREAD/LEGGED/FLOOR - OPENING   52WeekHigh  Vega=$100k TMUS=153.23 Ref
  316. >>12896 TMUS Jan24 165 Calls $0.57 (CboeTheo=0.58)  BID  CBOE 11:18:15.774 IV=16.3% +0.2 PHLX 158 x $0.56 - $0.62 x 60 EDGX  SPREAD/LEGGED/FLOOR - OPENING   52WeekHigh  Vega=$155k TMUS=153.23 Ref
  317. >>12896 TMUS Jan24 155 Calls $3.38 (CboeTheo=3.32)  ASK  CBOE 11:18:15.909 IV=17.0% +1.2 AMEX 117 x $3.25 - $3.40 x 42 PHLX  SPREAD/LEGGED/FLOOR - OPENING   52WeekHigh  Vega=$280k TMUS=153.23 Ref
  318. >>4492 TMUS Dec23 135 Puts $0.07 (CboeTheo=0.07)  Above Ask!  CBOE 11:18:16.080 IV=36.1% +4.4 MPRL 0 x $0.00 - $0.06 x 141 EDGX  SPREAD/LEGGED/FLOOR   52WeekHigh  Vega=$6039 TMUS=153.23 Ref
  319. SWEEP DETECTED:
    >>Bearish Delta Impact 1677 AIV Dec23 7.5 Calls $0.20 (CboeTheo=0.33)  BID  [MULTI] 11:18:42.778 IV=62.0% -22.5 PHLX 490 x $0.20 - $0.25 x 200 NOM
    Delta=39%, EST. IMPACT = 65k Shares ($469k) To Sell AIV=7.22 Ref
  320. >>4000 M May24 20.0 Calls $1.41 (CboeTheo=1.34)  Above Ask!  ARCA 11:19:47.702 IV=49.4% +3.2 EMLD 170 x $1.33 - $1.40 x 251 EMLD  SPREAD/FLOOR - OPENING  Vega=$18k M=17.45 Ref
  321. >>4000 M May24 17.0 Puts $2.00 (CboeTheo=2.00)  BID  ARCA 11:19:47.702 IV=49.5% +1.8 CBOE 106 x $1.98 - $2.06 x 394 EMLD  SPREAD/FLOOR - OPENING  Vega=$18k M=17.45 Ref
  322. SWEEP DETECTED:
    >>2268 PLTR Dec23 8th 18.5 Puts $0.53 (CboeTheo=0.53)  ASK  [MULTI] 11:21:06.637 IV=65.0% +9.4 EMLD 1103 x $0.52 - $0.53 x 753 EMLD Vega=$1794 PLTR=18.45 Ref
  323. SWEEP DETECTED:
    >>3503 AMAT Dec23 160 Calls $0.235 (CboeTheo=0.26)  Above Ask!  [MULTI] 11:21:35.460 IV=32.3% +4.7 C2 136 x $0.21 - $0.23 x 140 BZX  ISO  Vega=$12k AMAT=146.40 Ref
  324. SWEEP DETECTED:
    >>2000 BABA Mar24 90.0 Calls $1.39 (CboeTheo=1.36)  ASK  [MULTI] 11:22:02.706 IV=38.9% +1.2 EDGX 450 x $1.35 - $1.39 x 513 EMLD  ISO  Vega=$21k BABA=73.11 Ref
  325. >>1520 SPX Jun25 3650 Puts $96.37 (CboeTheo=96.73)  BID  CBOE 11:22:04.284 IV=22.9% +0.1 CBOE 137 x $95.60 - $97.20 x 113 CBOE  LATE - OPENING  Vega=$1.84m SPX=4813.07 Fwd
  326. SPLIT TICKET:
    >>3799 SPX Jun25 3650 Puts $96.37 (CboeTheo=96.73)  BID  [CBOE] 11:22:04.223 IV=22.9% +0.1 CBOE 137 x $95.60 - $97.20 x 113 CBOE  LATE - OPENING  Vega=$4.61m SPX=4813.07 Fwd
  327. SPLIT TICKET:
    >>3171 SPX Jun25 3450 Puts $75.393 (CboeTheo=75.77)  BID  [CBOE] 11:22:04.223 IV=24.1% +0.1 CBOE 218 x $74.90 - $76.20 x 95 CBOE  LATE  Vega=$3.25m SPX=4813.07 Fwd
  328. >>2000 GPS Sep24 20.0 Puts $2.80 (CboeTheo=2.79)  MID  ARCA 11:23:20.192 IV=48.1% +0.4 PHLX 1202 x $2.70 - $2.89 x 304 PHLX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$14k GPS=20.93 Ref
  329. >>2000 GPS Sep24 25.0 Calls $2.20 (CboeTheo=2.12)  ASK  ARCA 11:23:20.192 IV=46.7% +1.5 EDGX 484 x $2.08 - $2.21 x 348 PHLX  SPREAD/FLOOR - OPENING   52WeekHigh  Vega=$14k GPS=20.93 Ref
  330. >>2550 OXY Jan24 12th 55.0 Puts $0.57 (CboeTheo=0.60)  Below Bid!  ARCA 11:23:27.138 IV=23.8% -0.2 EDGX 1 x $0.59 - $0.64 x 61 EMLD  FLOOR - OPENING  Vega=$14k OXY=58.19 Ref
  331. >>2550 OXY Jan24 12th 55.0 Puts $0.58 (CboeTheo=0.60)  Below Bid!  ARCA 11:23:27.138 IV=24.0% -0.1 EDGX 1 x $0.59 - $0.64 x 61 EMLD  FLOOR - OPENING  Vega=$14k OXY=58.19 Ref
  332. SPLIT TICKET:
    >>5100 OXY Jan24 12th 55.0 Puts $0.575 (CboeTheo=0.60)  Below Bid!  [ARCA] 11:23:27.138 IV=23.8% -0.2 EDGX 1 x $0.59 - $0.64 x 61 EMLD  FLOOR - OPENING  Vega=$29k OXY=58.19 Ref
  333. >>2287 PLTR Dec23 20.0 Calls $0.27 (CboeTheo=0.28)  BID  AMEX 11:24:15.141 IV=58.6% +6.6 EMLD 2826 x $0.27 - $0.28 x 2418 EMLD  AUCTION  Vega=$2372 PLTR=18.52 Ref
  334. SWEEP DETECTED:
    >>2302 PLTR Dec23 20.0 Calls $0.27 (CboeTheo=0.28)  BID  [MULTI] 11:24:14.369 IV=59.6% +7.5 EMLD 3332 x $0.27 - $0.28 x 1941 EMLD  AUCTION  Vega=$2408 PLTR=18.52 Ref
  335. >>3000 XOM Feb24 95.0 Puts $1.72 (CboeTheo=1.72)  BID  ARCA 11:25:32.138 IV=25.6% +0.4 EDGX 221 x $1.71 - $1.76 x 379 EDGX  CROSS - OPENING  Vega=$43k XOM=102.31 Ref
  336. SWEEP DETECTED:
    >>Bearish Delta Impact 1014 EGO Jan25 15.0 Calls $1.90 (CboeTheo=1.93)  BID  [MULTI] 11:26:34.911 IV=42.7% -0.1 BOX 17 x $1.90 - $2.00 x 80 PHLX
    Delta=52%, EST. IMPACT = 53k Shares ($683k) To Sell EGO=12.99 Ref
  337. >>1859 VIX Mar24 20th 22.0 Calls $1.75 (CboeTheo=1.74)  ASK  CBOE 11:26:45.832 IV=88.0% +2.2 CBOE 1724 x $1.70 - $1.76 x 4263 CBOE Vega=$6573 VIX=17.25 Fwd
  338. SPLIT TICKET:
    >>2400 VIX Mar24 20th 22.0 Calls $1.75 (CboeTheo=1.74)  BID  [CBOE] 11:26:45.831 IV=88.0% +2.2 CBOE 2042 x $1.75 - $1.76 x 4263 CBOE Vega=$8486 VIX=17.25 Fwd
  339. SPLIT TICKET:
    >>1251 SPXW Dec23 4th 4575 Calls $0.80 (CboeTheo=0.80)  ASK  [CBOE] 11:28:25.820 IV=16.3% +9.5 CBOE 443 x $0.70 - $0.80 x 1457 CBOE Vega=$24k SPX=4553.38 Fwd
  340. SPLIT TICKET:
    >>1420 SPX Dec23 4560 Calls $39.00 (CboeTheo=39.16)  BID  [CBOE] 11:29:20.984 IV=12.3% +0.8 CBOE 389 x $39.00 - $39.60 x 516 CBOE  LATE  Vega=$446k SPX=4560.56 Fwd
  341. SPLIT TICKET:
    >>3550 SPX Dec23 4470 Puts $12.20 (CboeTheo=12.10)  ASK  [CBOE] 11:29:20.984 IV=13.9% +0.6 CBOE 517 x $12.00 - $12.20 x 444 CBOE  LATE  Vega=$798k SPX=4560.56 Fwd
  342. SPLIT TICKET:
    >>3550 SPX Dec23 4640 Calls $10.40 (CboeTheo=10.65)  BID  [CBOE] 11:29:20.984 IV=11.8% +1.1 CBOE 818 x $10.40 - $10.70 x 1088 CBOE  LATE  Vega=$810k SPX=4560.56 Fwd
  343. SPLIT TICKET:
    >>1420 SPX Dec23 4560 Puts $39.00 (CboeTheo=38.61)  Above Ask!  [CBOE] 11:29:20.984 IV=12.5% +1.0 CBOE 187 x $38.50 - $38.80 x 207 CBOE  LATE  Vega=$446k SPX=4560.56 Fwd
  344. >>Market Color PENN - Bearish flow noted in Penn National (25.31 -0.27) with 3,427 puts trading, or 1.4x expected. The Put/Call Ratio is 1.77, while ATM IV is up over 2 points on the day. Earnings are expected on 01/31.  [PENN 25.31 -0.27 Ref, IV=44.1% +2.3] #Bearish
  345. >>2400 M Jan24 17.0 Calls $1.27 (CboeTheo=1.28)  BID  ISE 11:30:29.428 IV=44.4% +0.7 C2 111 x $1.25 - $1.32 x 1635 CBOE  AUCTION  Vega=$5743 M=17.40 Ref
  346. SWEEP DETECTED:
    >>2000 CGC Apr24 2.0 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 11:31:27.609 IV=138.3% -15.8 MPRL 1144 x $0.04 - $0.05 x 100 MIAX Vega=$216 CGC=0.69 Ref
  347. SWEEP DETECTED:
    >>3580 CGC Apr24 2.0 Calls $0.04 (CboeTheo=0.06)  BID  [MULTI] 11:31:43.202 IV=138.5% -15.6 MPRL 1160 x $0.04 - $0.05 x 111 MIAX Vega=$386 CGC=0.69 Ref
  348. >>Unusual Volume HAS - 3x market weighted volume: 6037 = 11.0k projected vs 3643 adv, 86% puts, 9% of OI [HAS 49.35 +0.89 Ref, IV=31.9% +1.8]
  349. SPLIT TICKET:
    >>2300 GE Apr24 130 Calls $4.55 (CboeTheo=4.63)  BID  [ARCA] 11:32:53.143 IV=23.1% +0.2 BOX 69 x $4.55 - $4.70 x 89 AMEX  FLOOR - OPENING  Vega=$66k GE=121.69 Ref
  350. >>5081 AIV Dec23 10.0 Calls $0.05 (CboeTheo=0.05)  ASK  PHLX 11:33:07.098 IV=124.3% +4.4 AMEX 0 x $0.00 - $0.05 x 4 AMEX  FLOOR  Vega=$934 AIV=7.16 Ref
  351. >>5000 VFC Jan25 22.5 Calls $2.80 (CboeTheo=2.84)  BID  AMEX 11:33:10.214 IV=48.2% +0.2 PHLX 986 x $2.75 - $2.90 x 60 NOM  CROSS - OPENING  Vega=$39k VFC=18.88 Ref
  352. SPLIT TICKET:
    >>3000 VIX Mar24 20th 20.0 Calls $2.00 (CboeTheo=2.02)  BID  [CBOE] 11:33:44.842 IV=81.4% +0.1 CBOE 464 x $2.00 - $2.05 x 6504 CBOE Vega=$11k VIX=17.21 Fwd
  353. SWEEP DETECTED:
    >>3307 NCLH Jan24 20.0 Calls $0.29 (CboeTheo=0.28)  ASK  [MULTI] 11:34:28.863 IV=44.9% +3.3 C2 724 x $0.27 - $0.29 x 726 C2 Vega=$5767 NCLH=17.18 Ref
  354. >>40000 CHPT Jan24 2.5 Calls $0.21 (CboeTheo=0.21)  MID  AMEX 11:34:45.534 IV=120.4% +1.7 ARCA 82 x $0.20 - $0.22 x 112 MPRL  FLOOR - OPENING  Vega=$11k CHPT=2.08 Ref
  355. >>4750 PLUG Mar24 3.5 Puts $0.49 (CboeTheo=0.50)  MID  PHLX 11:34:54.838 IV=110.4% -2.3 PHLX 815 x $0.48 - $0.50 x 66 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$3430 PLUG=4.51 Ref
  356. SWEEP DETECTED:
    >>2186 NCLH Dec23 18.0 Calls $0.34 (CboeTheo=0.32)  ASK  [MULTI] 11:35:52.818 IV=52.6% +9.0 C2 991 x $0.32 - $0.34 x 317 BOX Vega=$2420 NCLH=17.23 Ref
  357. >>1644 VIX Mar24 20th 20.0 Calls $1.99 (CboeTheo=2.01)  BID  CBOE 11:37:24.288 IV=81.1% -0.2 CBOE 434 x $1.97 - $2.04 x 3048 CBOE Vega=$5968 VIX=17.21 Fwd
  358. SPLIT TICKET:
    >>3500 VIX Mar24 20th 20.0 Calls $1.99 (CboeTheo=2.01)  BID  [CBOE] 11:37:24.263 IV=81.1% -0.2 CBOE 200 x $1.99 - $2.04 x 4950 CBOE Vega=$13k VIX=17.21 Fwd
  359. >>7579 WFC Apr24 47.5 Calls $1.76 (CboeTheo=1.74)  ASK  CBOE 11:37:44.464 IV=23.7% +0.6 ARCA 44 x $1.71 - $1.76 x 15 MPRL  COB/AUCTION - OPENING  Vega=$81k WFC=44.83 Ref
  360. >>7579 WFC Apr24 50.0 Calls $0.96 (CboeTheo=0.96)  MID  CBOE 11:37:44.464 IV=22.8% +0.4 BOX 1 x $0.94 - $0.97 x 15 BZX  COB/AUCTION - OPENING  Vega=$69k WFC=44.83 Ref
  361. >>2550 AMD Dec23 8th 91.0 Puts $0.01 (CboeTheo=0.01)  ASK  PHLX 11:39:35.718 IV=89.1% +16.1 AMEX 0 x $0.00 - $0.01 x 415 C2  AUCTION  Vega=$299 AMD=117.67 Ref
  362. >>5000 INTC Dec23 45.0 Calls $0.21 (CboeTheo=0.21)  ASK  MIAX 11:39:43.760 IV=35.5% +4.2 C2 1316 x $0.20 - $0.21 x 292 C2  COB/AUCTION  Vega=$9029 INTC=42.12 Ref
  363. >>5000 INTC Dec23 43.0 Calls $0.69 (CboeTheo=0.68)  ASK  MIAX 11:39:43.760 IV=35.1% +3.5 C2 737 x $0.68 - $0.69 x 70 EMLD  COB/AUCTION  Vega=$14k INTC=42.12 Ref
  364. >>2443 GM Jan25 50.0 Calls $0.76 (CboeTheo=0.76)  BID  CBOE 11:39:58.463 IV=29.6% +0.4 MPRL 94 x $0.76 - $0.78 x 27 BXO  AUCTION  Vega=$21k GM=33.22 Ref
  365. SWEEP DETECTED:
    >>3999 GM Jan25 50.0 Calls $0.76 (CboeTheo=0.76)  MID  [MULTI] 11:39:58.341 IV=29.6% +0.4 MPRL 38 x $0.75 - $0.78 x 51 MPRL Vega=$35k GM=33.22 Ref
  366. >>8000 NIO Jun24 6.0 Puts $0.74 (CboeTheo=0.75)  MID  AMEX 11:43:48.431 IV=70.0% +1.5 BOX 18 x $0.73 - $0.76 x 301 EMLD  CROSS - OPENING   Pre-Earnings  Vega=$14k NIO=7.26 Ref
  367. >>46270 TSM Jun24 115 Calls $2.26 (CboeTheo=2.13)  ASK  PHLX 11:44:01.766 IV=25.8% +1.1 BZX 7 x $2.06 - $2.38 x 29 BZX  FLOOR - OPENING  Vega=$1.01m TSM=96.17 Ref
  368. >>14000 WBD Apr24 15.0 Calls $0.34 (CboeTheo=0.37)  BID  ARCA 11:44:09.716 IV=45.2% -0.9 NOM 103 x $0.34 - $0.36 x 20 BZX  FLOOR  Vega=$29k WBD=11.36 Ref
  369. >>Market Color TSM - Bullish option flow detected in Taiwan Semi (96.56 -1.98) with 66,552 calls trading (4x expected) and implied vol increasing almost 2 points to 23.54%. . The Put/Call Ratio is 0.14. Earnings are expected on 01/10.  [TSM 96.56 -1.98 Ref, IV=23.5% +2.0] #Bullish
  370. >>2000 F Dec23 8th 11.0 Puts $0.30 (CboeTheo=0.28)  ASK  MPRL 11:45:26.525 IV=35.7% +1.4 BOX 886 x $0.28 - $0.30 x 2610 MPRL  OPENING  Vega=$810 F=10.78 Ref
  371. SWEEP DETECTED:
    >>5035 F Dec23 8th 11.0 Puts $0.30 (CboeTheo=0.28)  BID  [MULTI] 11:45:26.473 IV=35.6% +1.4 ARCA 5 x $0.30 - $0.31 x 452 EDGX  OPENING  Vega=$2037 F=10.77 Ref
  372. >>12791 WFC Feb24 47.5 Calls $1.00 (CboeTheo=0.95)  Above Ask!  EDGX 11:45:48.816 IV=23.0% +1.3 MPRL 16 x $0.98 - $0.99 x 12 EMLD  COB/AUCTION - OPENING  Vega=$95k WFC=45.03 Ref
  373. >>12791 WFC Feb24 40.0 Puts $0.42 (CboeTheo=0.45)  BID  EDGX 11:45:48.816 IV=26.9% -0.2 ISE 874 x $0.42 - $0.44 x 29 BZX  COB/AUCTION - OPENING  Vega=$59k WFC=45.03 Ref
  374. >>2500 WBD Apr24 10.0 Puts $0.64 (CboeTheo=0.63)  ASK  ARCA 11:46:23.077 IV=49.2% +0.9 C2 217 x $0.62 - $0.64 x 424 EDGX  FLOOR  Vega=$5697 WBD=11.37 Ref
  375. >>2000 PAYO May24 5.0 Puts $0.50 (CboeTheo=0.54)  BID  BOX 11:46:25.240 IV=46.9% -3.3 PHLX 1118 x $0.40 - $0.80 x 1341 PHLX  SPREAD/FLOOR - OPENING  Vega=$2628 PAYO=5.21 Ref
  376. >>2500 PAYO May24 4.0 Puts $0.20 (CboeTheo=0.24)  BID  BOX 11:46:25.240 IV=53.5% -5.4 EMLD 0 x $0.00 - $0.45 x 945 PHLX  SPREAD/FLOOR - OPENING  Vega=$2209 PAYO=5.21 Ref
  377. SWEEP DETECTED:
    >>4630 GOOGL Dec23 8th 132 Calls $0.27 (CboeTheo=0.27)  ASK  [MULTI] 11:46:43.218 IV=24.9% +5.6 C2 473 x $0.26 - $0.27 x 1449 C2  OPENING  Vega=$15k GOOGL=128.28 Ref
  378. SWEEP DETECTED:
    >>3251 TSLA Dec23 220 Puts $2.13 (CboeTheo=2.14)  BID  [MULTI] 11:46:59.996 IV=48.9% +3.3 GEMX 301 x $2.13 - $2.15 x 134 C2 Vega=$36k TSLA=236.19 Ref
  379. >>Unusual Volume VSCO - 3x market weighted volume: 5295 = 9024 projected vs 2865 adv, 86% calls, 10% of OI [VSCO 27.36 -1.17 Ref, IV=57.8% +2.4]
  380. SWEEP DETECTED:
    >>2501 TSLA Jan24 210 Puts $4.95 (CboeTheo=4.94)  ASK  [MULTI] 11:47:30.414 IV=47.5% +0.9 EMLD 118 x $4.90 - $4.95 x 144 MIAX Vega=$60k TSLA=236.46 Ref
  381. SWEEP DETECTED:
    >>Bearish Delta Impact 1111 CMRE Dec23 10.0 Calls $0.55 (CboeTheo=0.60)  BID  [MULTI] 11:47:35.193 IV=22.6% -14.4 PHLX 173 x $0.55 - $0.65 x 3 MIAX  ISO 
    Delta=91%, EST. IMPACT = 101k Shares ($1.06m) To Sell CMRE=10.54 Ref
  382. SWEEP DETECTED:
    >>Bullish Delta Impact 505 AIV Dec23 7.5 Puts $0.50 (CboeTheo=0.57)  BID  [MULTI] 11:49:29.029 IV=62.8% -21.7 MIAX 5 x $0.50 - $0.75 x 397 BOX
    Delta=-62%, EST. IMPACT = 32k Shares ($228k) To Buy AIV=7.21 Ref
  383. >>2500 SAVE Dec23 8th 16.5 Calls $0.65 (CboeTheo=0.63)  ASK  BOX 11:49:47.175 IV=132.4% +17.8 EMLD 1 x $0.60 - $0.65 x 8 AMEX  SPREAD/FLOOR - OPENING  Vega=$1671 SAVE=15.89 Ref
  384. >>2500 SAVE Dec23 8th 15.0 Calls $1.45 (CboeTheo=1.35)  ASK  BOX 11:49:47.175 IV=140.6% +32.2 BOX 704 x $0.88 - $1.54 x 76 BZX  SPREAD/FLOOR  Vega=$1527 SAVE=15.89 Ref
  385. SWEEP DETECTED:
    >>Bullish Delta Impact 1276 JOAN May24 2.5 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 11:50:24.231 IV=81.7% -27.2 BOX 3009 x $0.05 - $0.10 x 51 PHLX  OPENING   Pre-Earnings 
    Delta=39%, EST. IMPACT = 50k Shares ($50k) To Buy JOAN=0.99 Ref
  386. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 EU Jul24 5.0 Calls $0.401 (CboeTheo=0.45)  BID  [MULTI] 11:52:54.442 IV=54.7% -4.3 BOX 113 x $0.40 - $0.50 x 10 NOM  ISO   52WeekHigh 
    Delta=40%, EST. IMPACT = 40k Shares ($163k) To Sell EU=4.03 Ref
  387. SWEEP DETECTED:
    >>2200 GDDY Dec23 22nd 96.5 Puts $0.25 (CboeTheo=0.35)  BID  [MULTI] 11:53:00.165 IV=22.7% BOX 121 x $0.25 - $0.35 x 15 CBOE  OPENING   52WeekHigh  Vega=$9153 GDDY=102.56 Ref
  388. SWEEP DETECTED:
    >>2056 COIN Dec23 120 Puts $1.36 (CboeTheo=1.43)  ASK  [MULTI] 11:53:12.248 IV=87.2% +18.6 BZX 172 x $1.35 - $1.36 x 84 PHLX  52WeekHigh  Vega=$10k COIN=141.75 Ref
  389. >>3000 CCL Jan24 19.0 Calls $0.33 (CboeTheo=0.33)  MID  ISE 11:53:59.826 IV=48.2% +3.0 EMLD 2310 x $0.32 - $0.35 x 607 EDGX  AUCTION  Vega=$5226 CCL=16.30 Ref
  390. >>6000 HPE Jan26 17.0 Calls $2.85 (CboeTheo=2.77)  ASK  ARCA 11:54:19.075 IV=30.4% +0.8 BOX 18 x $2.75 - $2.90 x 44 BOX  SPREAD/CROSS - OPENING  Vega=$53k HPE=16.70 Ref
  391. >>6000 HPE Jan26 22.0 Calls $1.18 (CboeTheo=1.19)  BID  ARCA 11:54:19.075 IV=27.6% -0.1 BOX 361 x $1.10 - $1.30 x 17 MPRL  SPREAD/CROSS - OPENING  Vega=$51k HPE=16.70 Ref
  392. >>2000 HOOD Dec23 8th 10.0 Calls $0.10 (CboeTheo=0.11)  ASK  EMLD 11:54:56.105 IV=64.6% +13.3 AMEX 1514 x $0.09 - $0.10 x 6642 EMLD Vega=$665 HOOD=9.54 Ref
  393. SWEEP DETECTED:
    >>2065 CCL Jan24 20.0 Calls $0.19 (CboeTheo=0.19)  BID  [MULTI] 11:56:09.335 IV=48.6% +2.8 C2 174 x $0.19 - $0.20 x 1516 EMLD Vega=$2728 CCL=16.27 Ref
  394. SWEEP DETECTED:
    >>2049 DOW Feb24 55.0 Calls $1.23 (CboeTheo=1.20)  ASK  [MULTI] 11:56:19.108 IV=22.5% +0.6 BOX 105 x $1.20 - $1.23 x 274 CBOE Vega=$18k DOW=52.13 Ref
  395. >>2738 HOOD Dec23 8th 10.0 Calls $0.10 (CboeTheo=0.11)  ASK  EMLD 11:57:22.519 IV=63.8% +12.6 C2 4503 x $0.09 - $0.10 x 4129 EMLD Vega=$915 HOOD=9.54 Ref
  396. SPLIT TICKET:
    >>4129 HOOD Dec23 8th 10.0 Calls $0.10 (CboeTheo=0.11)  ASK  [EMLD] 11:57:22.519 IV=63.8% +12.6 C2 4503 x $0.09 - $0.10 x 4129 EMLD Vega=$1380 HOOD=9.54 Ref
  397. SWEEP DETECTED:
    >>Bullish Delta Impact 800 VKTX Dec23 13.0 Calls $2.099 (CboeTheo=2.01)  ASK  [MULTI] 11:59:48.834 IV=100.4% +38.2 PHLX 90 x $2.00 - $2.10 x 475 PHLX
    Delta=79%, EST. IMPACT = 63k Shares ($934k) To Buy VKTX=14.73 Ref
  398. >>Market Color RKT - Bearish flow noted in Rocket Companies (9.66 -0.21) with 3,128 puts trading, or 4x expected. The Put/Call Ratio is 2.55, while ATM IV is up over 2 points on the day. Earnings are expected on 02/29. [RKT 9.66 -0.21 Ref, IV=43.2% +2.1] #Bearish
  399. >>2000 VSCO Dec23 31.0 Calls $0.15 (CboeTheo=0.20)  BID  ARCA 12:02:08.045 IV=57.0% +2.1 PHLX 263 x $0.15 - $0.25 x 624 PHLX  FLOOR - OPENING  Vega=$1913 VSCO=27.35 Ref
  400. >>5000 BAC Jan25 25.0 Puts $1.16 (CboeTheo=1.15)  ASK  ARCA 12:02:34.532 IV=30.7% +0.2 ARCA 49 x $1.14 - $1.16 x 1628 EMLD  SPREAD/CROSS  Vega=$43k BAC=30.89 Ref
  401. >>5000 BAC Jan26 25.0 Puts $1.98 (CboeTheo=1.97)  BID  ARCA 12:02:34.532 IV=30.1% +0.1 EDGX 228 x $1.83 - $2.62 x 1216 EDGX  SPREAD/CROSS  Vega=$63k BAC=30.89 Ref
  402. SWEEP DETECTED:
    >>2000 AAL Jan25 5.0 Puts $0.23 (CboeTheo=0.21)  ASK  [MULTI] 12:02:49.019 IV=72.1% +2.6 ARCA 100 x $0.22 - $0.23 x 130 AMEX Vega=$2515 AAL=13.43 Ref
  403. >>3000 BAC Dec23 30.0 Puts $0.20 (CboeTheo=0.20)  BID  AMEX 12:03:34.050 IV=25.9% +1.6 C2 108 x $0.20 - $0.21 x 4449 EMLD  CROSS  Vega=$5075 BAC=30.89 Ref
  404. SWEEP DETECTED:
    >>3000 CGC Jan25 1.5 Calls $0.18 (CboeTheo=0.20)  BID  [MULTI] 12:04:25.315 IV=139.7% -10.5 AMEX 513 x $0.18 - $0.20 x 10 ARCA Vega=$722 CGC=0.68 Ref
  405. SWEEP DETECTED:
    >>4167 NVDA Dec23 8th 620 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:04:35.390 IV=91.3% +23.7 NOM 0 x $0.00 - $0.01 x 4054 C2  OPENING   ExDiv  Vega=$625 NVDA=454.49 Ref
  406. >>6650 KVUE Feb24 22.5 Calls $0.81 (CboeTheo=0.83)  BID  CBOE 12:04:59.175 IV=36.8% -0.9 PHLX 74 x $0.80 - $0.85 x 3 ARCA  FLOOR  Vega=$23k KVUE=20.82 Ref
  407. SPLIT TICKET:
    >>8303 KVUE Feb24 22.5 Calls $0.81 (CboeTheo=0.83)  BID  [CBOE] 12:04:59.175 IV=36.8% -0.9 PHLX 74 x $0.80 - $0.85 x 3 ARCA  FLOOR  Vega=$29k KVUE=20.82 Ref
  408. SWEEP DETECTED:
    >>4157 NVDA Dec23 8th 620 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:05:14.440 IV=91.2% +23.6 NOM 0 x $0.00 - $0.01 x 4051 C2  OPENING   ExDiv  Vega=$624 NVDA=454.66 Ref
  409. SWEEP DETECTED:
    >>4108 NVDA Dec23 8th 630 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:05:35.258 IV=95.6% +25.3 AMEX 0 x $0.00 - $0.01 x 4065 C2  OPENING   ExDiv  Vega=$592 NVDA=454.48 Ref
  410. SWEEP DETECTED:
    >>2184 NVDA Dec23 8th 620 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:06:05.995 IV=91.3% +23.7 NOM 0 x $0.00 - $0.01 x 2075 C2  OPENING   ExDiv  Vega=$328 NVDA=454.63 Ref
  411. >>4000 HOOD Dec23 8th 10.5 Calls $0.05 (CboeTheo=0.06)  ASK  EMLD 12:06:26.375 IV=75.2% +15.2 CBOE 9349 x $0.04 - $0.05 x 7353 EMLD  OPENING  Vega=$890 HOOD=9.56 Ref
  412. SWEEP DETECTED:
    >>3353 HOOD Dec23 8th 10.5 Calls $0.05 (CboeTheo=0.05)  ASK  [MULTI] 12:06:54.522 IV=75.8% +15.8 CBOE 11k x $0.04 - $0.05 x 3353 EMLD  OPENING  Vega=$743 HOOD=9.55 Ref
  413. SWEEP DETECTED:
    >>6426 CCL Jan24 20.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 12:07:12.802 IV=48.6% +2.7 EMLD 718 x $0.20 - $0.21 x 624 C2 Vega=$8745 CCL=16.34 Ref
  414. >>40000 CHPT Jan24 2.5 Calls $0.21 (CboeTheo=0.21)  BID  AMEX 12:08:25.523 IV=119.8% +1.1 ARCA 76 x $0.21 - $0.23 x 41 BXO  FLOOR - OPENING  Vega=$11k CHPT=2.08 Ref
  415. SWEEP DETECTED:
    >>4055 NVDA Dec23 8th 630 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 12:08:56.821 IV=95.1% +24.8 AMEX 0 x $0.00 - $0.01 x 4969 C2  OPENING   ExDiv  Vega=$588 NVDA=455.38 Ref
  416. SWEEP DETECTED:
    >>3833 CCL Jan24 20.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 12:10:40.279 IV=48.6% +2.7 ARCA 12 x $0.20 - $0.21 x 443 EDGX Vega=$5216 CCL=16.34 Ref
  417. >>Unusual Volume GDDY - 3x market weighted volume: 6958 = 11.0k projected vs 3649 adv, 69% puts, 15% of OI [GDDY 102.69 +0.69 Ref, IV=20.3% +2.4]
  418. SWEEP DETECTED:
    >>2000 BCS Jan24 7.0 Puts $0.20 (CboeTheo=0.14)  ASK  [MULTI] 12:11:21.608 IV=34.9% +5.9 PHLX 1644 x $0.10 - $0.20 x 6372 PHLX  ISO  Vega=$1862 BCS=7.33 Ref
  419. SWEEP DETECTED:
    >>2321 XOM Dec23 100 Puts $0.71 (CboeTheo=0.72)  BID  [MULTI] 12:12:29.329 IV=25.3% +2.1 BOX 248 x $0.71 - $0.73 x 451 C2  ISO  Vega=$14k XOM=102.67 Ref
  420. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4580 Calls $6.10 (CboeTheo=6.35)  Below Bid!  [CBOE] 12:13:13.662 IV=12.0% +3.8 CBOE 223 x $6.20 - $6.40 x 68 CBOE  LATE - OPENING  Vega=$92k SPX=4564.61 Fwd
  421. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4545 Puts $5.70 (CboeTheo=5.50)  Above Ask!  [CBOE] 12:13:13.662 IV=13.0% +4.3 CBOE 149 x $5.40 - $5.60 x 236 CBOE  LATE  Vega=$87k SPX=4564.61 Fwd
  422. >>3000 GM Jan24 33.0 Puts $1.11 (CboeTheo=1.12)  BID  AMEX 12:13:36.200 IV=28.1% +1.2 C2 109 x $1.11 - $1.13 x 110 BOX  SPREAD/CROSS  Vega=$14k GM=33.22 Ref
  423. >>3000 GM Jan24 33.0 Calls $1.57 (CboeTheo=1.57)  MID  AMEX 12:13:36.200 IV=28.2% +1.1 MPRL 5 x $1.56 - $1.58 x 25 MPRL  SPREAD/CROSS  Vega=$14k GM=33.22 Ref
  424. >>Market Color .SPX - S&P500 index option volume at midday totals 1650229 contracts as the index trades near $4565.76 (-28.87). Front term atm implied vols are near 11.1% and the CBOE VIX is currently near 13.22 (0.59). 
  425. >>Market Color @ENER - Energy sector option volume is moderate today, with calls leading puts 3 to 2 and 617727 contracts trading marketwide. Most actives include Plug Power(PLUG), Exxon Mobil(XOM), Petrobras(PBR). The sector ETF, XLE is down -0.215 to 84.805 with 30 day implied volatility up 0.5% at 19.9% #sector
  426. >>Market Color PTON - Bullish option flow detected in Peloton Interactive (6.34 +0.12) with 24,068 calls trading (2x expected) and implied vol increasing almost 5 points to 78.72%. . The Put/Call Ratio is 0.22. Earnings are expected on 01/30.[PTON 6.34 +0.12 Ref, IV=78.7% +4.7] #Bullish
  427. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 7 to 3 and 2483620 contracts changing hands. Most actives include Marathon Patent Group(MARA), Coinbase(COIN), SPDR Gold Trust(GLD). The sector ETF, XLF is little changed -0.075 to 36.095 with 30 day implied volatility up 0.8% at 13.2% #sector
  428. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 5002183 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Microsoft(MSFT). The sector ETF, XLK is down -2.745 to 182.835 with 30 day implied volatility up 0.7% at 16.0% #sector
  429. >>Market Color @CYC - Consumer Cyclicals sector option volume is moderate today, with calls leading puts 7 to 4 and 3358574 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), Carvana(CVNA). The sector ETF, XLY is down -0.305 to 170.785 with 30 day implied volatility up 0.7% at 17.5%  #sector
  430. >>Market Color @HLTH - Health Care sector option volume is moderate today, with calls leading puts 5 to 2 and 612987 contracts trading marketwide. Most actives include Pfizer(PFE), Tilray(TLRY), Novavax(NVAX). The sector ETF, XLV is up 0.165 to 131.995 with 30 day implied volatility up 0.5% at 11.7%  #sector
  431. >>Market Color @MAT - Basic Materials sector option volume is moderate today, with calls leading puts 7 to 4 and 294754 contracts trading marketwide. Most actives include Cleveland-Cliffs(CLF), Newmont Mining(NEM), Freeport McMoRan(FCX). The sector ETF, XLB is down -0.815 to 82.535 with 30 day implied volatility up 0.7% at 14.2%  #sector
  432. SWEEP DETECTED:
    >>3649 CCL Jan24 20.0 Calls $0.20 (CboeTheo=0.20)  BID  [MULTI] 12:15:25.848 IV=48.7% +2.8 EMLD 330 x $0.20 - $0.21 x 554 EMLD Vega=$4959 CCL=16.32 Ref
  433. SWEEP DETECTED:
    >>2499 CCL Jan24 20.0 Calls $0.20 (CboeTheo=0.20)  MID  [MULTI] 12:15:44.348 IV=48.6% +2.7 C2 3238 x $0.19 - $0.21 x 65 EMLD Vega=$3401 CCL=16.34 Ref
  434. >>2000 GM Jan24 33.0 Calls $1.58 (CboeTheo=1.57)  ASK  AMEX 12:15:46.708 IV=28.6% +1.5 BOX 33 x $1.54 - $1.58 x 120 BZX  SPREAD/CROSS  Vega=$9270 GM=33.20 Ref
  435. >>2000 GM Jan24 33.0 Puts $1.12 (CboeTheo=1.13)  BID  AMEX 12:15:46.708 IV=28.2% +1.3 C2 110 x $1.12 - $1.13 x 42 EMLD  SPREAD/CROSS  Vega=$9264 GM=33.20 Ref
  436. >>2525 SAVE Dec23 8th 15.0 Puts $0.50 (CboeTheo=0.45)  ASK  BOX 12:16:41.297 IV=132.9% +24.5 AMEX 2 x $0.36 - $0.59 x 7 EMLD  FLOOR - OPENING  Vega=$1528 SAVE=15.88 Ref
  437. SWEEP DETECTED:
    >>Bullish Delta Impact 500 RDW Dec23 22nd 2.5 Puts $0.05 (CboeTheo=0.05)  BID  [MULTI] 12:17:13.470 IV=58.2% -0.6 BXO 110 x $0.05 - $0.10 x 570 NOM
    Delta=-23%, EST. IMPACT = 12k Shares ($31k) To Buy RDW=2.71 Ref
  438. >>2000 M Jun24 25.0 Calls $0.66 (CboeTheo=0.67)  BID  PHLX 12:17:48.995 IV=49.3% +1.5 BOX 234 x $0.66 - $0.70 x 103 NOM  SPREAD/CROSS/TIED - OPENING  Vega=$7475 M=17.54 Ref
  439. >>3300 AAPL Jan24 170 Puts $0.54 (CboeTheo=0.54)  ASK  AMEX 12:19:54.898 IV=22.3% -0.3 BZX 23 x $0.53 - $0.54 x 629 C2  SPREAD/FLOOR  Vega=$34k AAPL=188.29 Ref
  440. >>3300 AAPL Jan24 170 Calls $20.05 (CboeTheo=20.11)  Below Bid!  AMEX 12:19:54.899 IV=21.6% -1.0 BXO 35 x $20.10 - $20.25 x 32 BXO  SPREAD/FLOOR  Vega=$31k AAPL=188.29 Ref
  441. >>3300 AAPL Dec23 180 Puts $0.37 (CboeTheo=0.36)  Above Ask!  AMEX 12:19:54.900 IV=21.8% +0.6 C2 1044 x $0.35 - $0.36 x 764 C2  SPREAD/FLOOR  Vega=$21k AAPL=188.29 Ref
  442. SWEEP DETECTED:
    >>2753 AAL Dec23 22nd 12.0 Puts $0.07 (CboeTheo=0.07)  ASK  [MULTI] 12:21:02.933 IV=43.8% +5.6 EMLD 234 x $0.06 - $0.07 x 305 C2  OPENING  Vega=$1546 AAL=13.46 Ref
  443. >>2000 WFC Feb24 45.0 Puts $1.76 (CboeTheo=1.76)  MID  ARCA 12:22:13.420 IV=23.8% +0.8 NOM 52 x $1.75 - $1.77 x 236 C2  CROSS  Vega=$16k WFC=45.19 Ref
  444. >>7000 BAC Jan25 25.0 Puts $1.15 (CboeTheo=1.14)  ASK  ARCA 12:22:38.661 IV=30.7% +0.2 BZX 64 x $1.13 - $1.15 x 1291 EMLD  SPREAD/CROSS  Vega=$60k BAC=30.95 Ref
  445. >>7000 BAC Jan26 25.0 Puts $1.97 (CboeTheo=1.95)  BID  ARCA 12:22:38.661 IV=30.1% +0.1 EDGX 252 x $1.83 - $2.62 x 1210 EDGX  SPREAD/CROSS  Vega=$87k BAC=30.95 Ref
  446. >>3000 INTC Jan25 32.5 Puts $1.87 (CboeTheo=1.85)  ASK  ARCA 12:23:26.676 IV=38.3% +0.1 MIAX 28 x $1.84 - $1.88 x 125 EDGX  CROSS  Vega=$34k INTC=42.44 Ref
  447. >>5000 BAC Jan26 25.0 Puts $1.97 (CboeTheo=1.96)  BID  ARCA 12:25:18.404 IV=30.1% +0.1 EDGX 190 x $1.83 - $2.62 x 1169 EDGX  SPREAD/CROSS  Vega=$62k BAC=30.93 Ref
  448. >>5000 BAC Jan25 25.0 Puts $1.15 (CboeTheo=1.14)  ASK  ARCA 12:25:18.404 IV=30.7% +0.1 C2 164 x $1.13 - $1.15 x 505 EMLD  SPREAD/CROSS  Vega=$43k BAC=30.93 Ref
  449. >>2000 BAC Jan26 25.0 Puts $1.97 (CboeTheo=1.96)  BID  ARCA 12:29:22.836 IV=30.0% -0.0 EDGX 259 x $1.83 - $2.62 x 1203 EDGX  LATE  Vega=$25k BAC=30.89 Ref
  450. >>10000 AAL Jun25 5.0 Puts $0.34 (CboeTheo=0.36)  BID  PHLX 12:29:36.553 IV=69.2% -0.2 NOM 261 x $0.34 - $0.40 x 420 EDGX  SPREAD/CROSS/TIED  Vega=$17k AAL=13.40 Ref
  451. >>2000 BAC Jan25 25.0 Puts $1.15 (CboeTheo=1.15)  ASK  ARCA 12:29:39.800 IV=30.6% +0.0 C2 670 x $1.13 - $1.15 x 398 EMLD  LATE  Vega=$17k BAC=30.89 Ref
  452. >>2180 USB Jan24 40.0 Calls $1.50 (CboeTheo=1.41)  ASK  AMEX 12:32:19.553 IV=31.8% +3.7 C2 92 x $1.45 - $1.50 x 213 MIAX  SPREAD/FLOOR  Vega=$12k USB=39.52 Ref
  453. >>2180 USB Mar24 42.5 Calls $1.40 (CboeTheo=1.42)  BID  AMEX 12:32:19.553 IV=29.9% +0.7 BZX 49 x $1.40 - $1.45 x 58 C2  SPREAD/FLOOR  Vega=$17k USB=39.52 Ref
  454. SWEEP DETECTED:
    >>2496 AAPL Jan24 180 Puts $1.50 (CboeTheo=1.50)  BID  [MULTI] 12:38:08.434 IV=18.9% +0.1 NOM 834 x $1.50 - $1.51 x 195 EMLD Vega=$48k AAPL=188.56 Ref
  455. SWEEP DETECTED:
    >>2000 WBD Apr24 15.0 Calls $0.35 (CboeTheo=0.38)  BID  [MULTI] 12:38:10.302 IV=45.4% -0.7 PHLX 143 x $0.35 - $0.38 x 59 PHLX Vega=$4165 WBD=11.37 Ref
  456. SWEEP DETECTED:
    >>2000 C Jan24 49.0 Calls $1.10 (CboeTheo=1.08)  ASK  [MULTI] 12:39:28.954 IV=25.5% +1.5 C2 235 x $1.09 - $1.10 x 294 GEMX  ISO  Vega=$13k C=47.15 Ref
  457. >>5000 OUT Mar24 10.0 Puts $0.26 (CboeTheo=0.33)  BID  AMEX 12:40:12.852 IV=48.6% -1.8 AMEX 416 x $0.15 - $0.45 x 435 PHLX  SPREAD/FLOOR  Vega=$7485 OUT=12.91 Ref
  458. >>2500 OUT Mar24 12.5 Puts $1.06 (CboeTheo=0.80)  ASK  AMEX 12:40:12.850 IV=45.2% -1.3 PHLX 535 x $0.65 - $1.10 x 391 PHLX  SPREAD/FLOOR  Vega=$6495 OUT=12.91 Ref
  459. SPLIT TICKET:
    >>1061 SPXW Dec23 11th 4610 Calls $11.50 (CboeTheo=11.88)  Below Bid!  [CBOE] 12:40:52.111 IV=10.3% +0.9 CBOE 23 x $11.80 - $12.00 x 70 CBOE  LATE  Vega=$233k SPX=4571.80 Fwd
  460. SPLIT TICKET:
    >>1061 SPXW Dec23 12th 4650 Calls $5.60 (CboeTheo=5.87)  Below Bid!  [CBOE] 12:40:52.111 IV=10.8% +0.9 CBOE 197 x $5.70 - $5.90 x 140 CBOE  LATE  Vega=$176k SPX=4572.32 Fwd
  461. SWEEP DETECTED:
    >>3000 AA Dec23 8th 29.5 Calls $0.083 (CboeTheo=0.12)  BID  [MULTI] 12:42:06.903 IV=52.7% +6.9 C2 1863 x $0.08 - $0.11 x 766 EMLD  FLOOR - OPENING  Vega=$1680 AA=27.45 Ref
  462. SWEEP DETECTED:
    >>Bearish Delta Impact 500 GLDD Dec23 7.5 Calls $0.10 (CboeTheo=0.09)  BID  [MULTI] 12:43:21.840 IV=39.4% -4.6 BOX 809 x $0.05 - $0.20 x 62 BOX
    Delta=32%, EST. IMPACT = 16k Shares ($116k) To Sell GLDD=7.24 Ref
  463. >>3000 BABA Jan24 90.0 Calls $0.35 (CboeTheo=0.36)  BID  AMEX 12:44:50.433 IV=39.8% +1.7 EMLD 376 x $0.35 - $0.36 x 200 ARCA  SPREAD/CROSS  Vega=$12k BABA=73.42 Ref
  464. >>3000 BABA Jan24 90.0 Puts $17.55 (CboeTheo=17.53)  ASK  AMEX 12:44:50.433 IV=40.6% +2.6 ARCA 18 x $17.45 - $17.60 x 40 MIAX  SPREAD/CROSS  Vega=$9608 BABA=73.42 Ref
  465. >>Market Color NVAX - Bullish option flow detected in Novavax (5.80 +0.23) with 23,515 calls trading (3x expected) and implied vol increasing over 23 points to 106.29%. . The Put/Call Ratio is 0.10. Earnings are expected on 02/26. [NVAX 5.80 +0.23 Ref, IV=106.3% +23.2] #Bullish
  466. SPLIT TICKET:
    >>2750 HEAR Dec23 11.0 Calls $0.92 (CboeTheo=0.96)  BID  [PHLX] 12:46:55.773 IV=60.6% -0.1 PHLX 150 x $0.85 - $1.20 x 707 PHLX  FLOOR  Vega=$1833 HEAR=11.71 Ref
  467. >>2000 GM Dec23 33.0 Puts $0.55 (CboeTheo=0.56)  MID  AMEX 12:47:39.244 IV=31.6% +2.5 EMLD 506 x $0.54 - $0.56 x 406 EMLD  TIED/FLOOR  Vega=$4519 GM=33.34 Ref
  468. SWEEP DETECTED:
    >>2144 PACB Jan24 10.0 Calls $0.60 (CboeTheo=0.53)  ASK  [MULTI] 12:48:13.985 IV=74.5% +7.6 PHLX 2750 x $0.45 - $0.60 x 384 CBOE Vega=$2663 PACB=9.03 Ref
  469. >>10000 WBD Apr24 15.0 Calls $0.35 (CboeTheo=0.39)  Below Bid!  ARCA 12:48:26.500 IV=44.9% -1.2 NOM 17 x $0.36 - $0.38 x 137 EMLD  FLOOR  Vega=$21k WBD=11.41 Ref
  470. >>4000 LAZ Mar24 30.0 Calls $2.55 (CboeTheo=2.61)  BID  PHLX 12:48:53.664 IV=31.3% -0.0 BXO 17 x $2.55 - $2.70 x 44 PHLX  SPREAD/FLOOR  Vega=$24k LAZ=30.97 Ref
  471. >>4000 LAZ Mar24 35.0 Calls $0.60 (CboeTheo=0.65)  BID  PHLX 12:48:53.664 IV=29.0% -0.7 CBOE 212 x $0.60 - $0.70 x 77 PHLX  SPREAD/FLOOR  Vega=$20k LAZ=30.97 Ref
  472. >>2400 LAZ Dec23 31.0 Calls $0.75 (CboeTheo=0.66)  MID  PHLX 12:48:53.664 IV=35.4% +5.8 BXO 17 x $0.65 - $0.85 x 342 PHLX  SPREAD/FLOOR  Vega=$5177 LAZ=30.97 Ref
  473. SWEEP DETECTED:
    >>2101 PLTR Apr24 25.0 Puts $7.00 (CboeTheo=7.02)  ASK  [MULTI] 12:49:32.965 IV=57.4% +0.6 EDGX 1119 x $6.95 - $7.00 x 394 ARCA  OPENING  Vega=$7293 PLTR=18.54 Ref
  474. SWEEP DETECTED:
    >>2000 GM Dec23 8th 34.0 Calls $0.23 (CboeTheo=0.23)  BID  [MULTI] 12:51:07.142 IV=33.7% +2.9 C2 496 x $0.23 - $0.24 x 438 MPRL Vega=$2506 GM=33.34 Ref
  475. >>Unusual Volume VEEV - 3x market weighted volume: 6689 = 9421 projected vs 3043 adv, 70% calls, 14% of OI [VEEV 180.22 +1.38 Ref, IV=40.2% +2.8]
  476. >>5000 C Sep24 42.0 Puts $2.09 (CboeTheo=2.10)  BID  ARCA 12:59:04.201 IV=28.0% +0.4 MPRL 18 x $2.08 - $2.12 x 79 BZX  CROSS - OPENING  Vega=$67k C=47.26 Ref
  477. >>5000 WMB Jan24 36.0 Puts $0.59 (CboeTheo=0.56)  ASK  AMEX 13:02:51.830 IV=18.5% +0.9 EDGX 119 x $0.55 - $0.60 x 83 C2  CROSS - OPENING  Vega=$24k WMB=37.03 Ref
  478. SPLIT TICKET:
    >>1000 RUT Mar24 1550 Puts $7.12 (CboeTheo=7.23)  BID  [CBOE] 13:05:17.111 IV=26.2% +0.6 CBOE 528 x $7.00 - $7.40 x 350 CBOE  LATE - OPENING  Vega=$124k RUT=1901.60 Fwd
  479. SWEEP DETECTED:
    >>3521 FSR Dec23 8th 1.5 Puts $0.06 (CboeTheo=0.06)  ASK  [MULTI] 13:05:54.889 IV=168.6% +21.1 EMLD 868 x $0.05 - $0.06 x 209 C2  SSR  Vega=$211 FSR=1.63 Ref
  480. SWEEP DETECTED:
    >>2029 AAPL Dec24 185 Puts $13.20 (CboeTheo=13.26)  BID  [MULTI] 13:06:32.539 IV=24.4% -0.1 BZX 238 x $13.20 - $13.35 x 179 EDGX  ISO  Vega=$144k AAPL=188.58 Ref
  481. >>2962 AAPL Dec24 185 Puts $13.20 (CboeTheo=13.23)  ASK  C2 13:07:46.817 IV=24.4% -0.1 EDGX 336 x $13.10 - $13.25 x 22 BXO Vega=$211k AAPL=188.61 Ref
  482. >>12500 CVNA Jan24 30.0 Puts $1.59 (CboeTheo=1.56)  ASK  PHLX 13:07:57.246 IV=113.1% +19.3 CBOE 12 x $1.50 - $1.59 x 552 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$43k CVNA=41.72 Ref
  483. >>12500 CVNA Jan24 20.0 Puts $0.31 (CboeTheo=0.36)  BID  PHLX 13:07:57.246 IV=130.9% +13.1 MPRL 126 x $0.31 - $0.34 x 364 GEMX  SPREAD/CROSS/TIED  Vega=$14k CVNA=41.72 Ref
  484. >>2000 BABA Jan24 90.0 Calls $0.36 (CboeTheo=0.36)  BID  AMEX 13:08:32.517 IV=40.0% +2.0 ARCA 1 x $0.36 - $0.37 x 61 C2  SPREAD/CROSS  Vega=$7978 BABA=73.42 Ref
  485. >>2000 BABA Jan24 90.0 Puts $17.56 (CboeTheo=17.52)  ASK  AMEX 13:08:32.517 IV=41.2% +3.2 ARCA 12 x $17.40 - $17.60 x 23 CBOE  SPREAD/CROSS  Vega=$6747 BABA=73.42 Ref
  486. SWEEP DETECTED:
    >>2019 RIVN Jan24 22.5 Calls $0.52 (CboeTheo=0.53)  ASK  [MULTI] 13:08:34.712 IV=68.5% +3.7 EDGX 2053 x $0.49 - $0.52 x 197 EMLD Vega=$3949 RIVN=18.07 Ref
  487. >>4500 BAC Jun25 28.0 Puts $2.40 (CboeTheo=2.36)  MID  ARCA 13:13:32.032 IV=28.7% +0.5 PHLX 1182 x $2.29 - $2.50 x 1694 PHLX  CROSS  Vega=$57k BAC=30.86 Ref
  488. >>2000 CBAY Jul24 23.0 Calls $2.75 (CboeTheo=2.97)  BID  ARCA 13:14:22.462 IV=52.1% -5.5 PHLX 176 x $2.75 - $3.10 x 52 PHLX  FLOOR - OPENING   52WeekHigh  Vega=$13k CBAY=20.61 Ref
  489. >>Market Color MLCO - Bullish option flow detected in Melco Resorts (7.27 +0.31) with 9,821 calls trading (3x expected) and implied vol increasing almost 5 points to 57.40%. . The Put/Call Ratio is 0.08. Earnings are expected on 02/28.  [MLCO 7.27 +0.31 Ref, IV=57.4% +4.9] #Bullish
  490. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 LNG Dec23 172.5 Puts $1.90 (CboeTheo=1.77)  ASK  [MULTI] 13:16:28.191 IV=24.2% -3.4 EDGX 197 x $1.75 - $1.90 x 165 EDGX  ISO - OPENING 
    Delta=-37%, EST. IMPACT = 37k Shares ($6.44m) To Sell LNG=174.59 Ref
  491. SWEEP DETECTED:
    >>Bearish Delta Impact 1000 LZ Dec23 11.0 Calls $0.70 (CboeTheo=0.75)  BID  [MULTI] 13:16:42.964 IV=32.4% -5.6 PHLX 173 x $0.70 - $0.80 x 22 PHLX
    Delta=85%, EST. IMPACT = 85k Shares ($989k) To Sell LZ=11.63 Ref
  492. SWEEP DETECTED:
    >>2001 BSX Dec23 8th 54.5 Puts $0.369 (CboeTheo=0.32)  Above Ask!  [MULTI] 13:17:32.420 IV=22.4% CBOE 596 x $0.25 - $0.35 x 21 ARCA  ISO - OPENING  Vega=$4454 BSX=54.84 Ref
  493. SWEEP DETECTED:
    >>6004 AAPL Jan24 180 Puts $1.455 (CboeTheo=1.46)  Below Bid!  [MULTI] 13:18:48.370 IV=18.8% +0.0 C2 314 x $1.47 - $1.48 x 112 EMLD Vega=$115k AAPL=188.66 Ref
  494. >>1000 SPX Jan24 2500 Puts $0.20 (CboeTheo=0.18)  MID  CBOE 13:19:07.122 IV=56.4% +1.5 CBOE 2724 x $0.15 - $0.25 x 2946 CBOE  FLOOR  Vega=$4701 SPX=4596.27 Fwd
  495. SWEEP DETECTED:
    >>Bearish Delta Impact 902 CMRE Mar24 11.0 Calls $0.45 (CboeTheo=0.49)  BID  [MULTI] 13:19:35.366 IV=31.4% -0.3 EMLD 205 x $0.45 - $0.50 x 79 EMLD  AUCTION 
    Delta=41%, EST. IMPACT = 37k Shares ($386k) To Sell CMRE=10.39 Ref
  496. >>10000 NIO Jun24 10.0 Calls $0.74 (CboeTheo=0.74)  MID  BOX 13:20:03.026 IV=67.0% -0.2 EMLD 509 x $0.73 - $0.75 x 153 BOX  CROSS   Pre-Earnings  Vega=$21k NIO=7.33 Ref
  497. SWEEP DETECTED:
    >>5038 KVUE Feb24 24.0 Calls $0.41 (CboeTheo=0.44)  BID  [MULTI] 13:20:04.275 IV=36.3% -1.6 PHLX 695 x $0.41 - $0.45 x 2 ARCA Vega=$14k KVUE=20.75 Ref
  498. >>Unusual Volume S - 3x market weighted volume: 15.6k = 20.8k projected vs 6259 adv, 90% calls, 9% of OI [S 20.05 +0.21 Ref, IV=63.9% +4.2]
  499. SWEEP DETECTED:
    >>2160 AAPL Dec23 8th 190 Puts $2.047 (CboeTheo=2.11)  Below Bid!  [MULTI] 13:22:00.438 IV=17.5% +2.5 MPRL 454 x $2.09 - $2.11 x 38 C2 Vega=$16k AAPL=188.66 Ref
  500. SWEEP DETECTED:
    >>2730 AMZN Dec23 8th 129 Puts $0.02 (CboeTheo=0.02)  BID  [MULTI] 13:22:07.706 IV=46.3% +6.1 EMLD 596 x $0.02 - $0.03 x 1323 C2  OPENING  Vega=$1020 AMZN=144.78 Ref
  501. >>3498 AAPL Dec23 8th 190 Puts $2.00 (CboeTheo=2.04)  MID  NOM 13:22:13.929 IV=17.4% +2.4 MPRL 37 x $1.99 - $2.01 x 32 NOM Vega=$27k AAPL=188.79 Ref
  502. SWEEP DETECTED:
    >>3862 AAPL Dec23 8th 190 Puts $2.00 (CboeTheo=2.03)  ASK  [MULTI] 13:22:13.033 IV=17.4% +2.4 C2 293 x $1.97 - $2.00 x 3841 NOM Vega=$30k AAPL=188.79 Ref
  503. >>2556 CIFR Mar24 9.0 Calls $0.05 (CboeTheo=0.07)  BID  CBOE 13:23:56.588 IV=119.2% +4.0 ARCA 1 x $0.05 - $0.10 x 1 ISE  AUCTION - OPENING  Vega=$576 CIFR=3.04 Ref
  504. >>2349 VIX Dec23 20th 14.5 Calls $0.76 (CboeTheo=0.76)  MID  CBOE 13:29:41.194 IV=85.8% +3.0 CBOE 1531 x $0.75 - $0.78 x 865 CBOE Vega=$2696 VIX=13.95 Fwd
  505. SPLIT TICKET:
    >>2885 VIX Dec23 20th 14.5 Calls $0.76 (CboeTheo=0.76)  ASK  [CBOE] 13:29:41.184 IV=85.8% +3.0 CBOE 444 x $0.75 - $0.76 x 2454 CBOE Vega=$3311 VIX=13.95 Fwd
  506. >>3500 AGNC Jan25 10.0 Calls $0.47 (CboeTheo=0.45)  MID  BOX 13:29:59.126 IV=30.8% +0.9 PHLX 797 x $0.45 - $0.50 x 1 EMLD  FLOOR  Vega=$10k AGNC=9.06 Ref
  507. SWEEP DETECTED:
    >>3000 KVUE Dec23 8th 20.0 Puts $0.20 (CboeTheo=0.18)  ASK  [MULTI] 13:31:07.024 IV=50.6% +3.5 EMLD 120 x $0.17 - $0.20 x 139 EDGX  AUCTION  Vega=$2228 KVUE=20.59 Ref
  508. SWEEP DETECTED:
    >>Bullish Delta Impact 598 CERE Jan24 35.0 Calls $1.70 (CboeTheo=1.05)  ASK  [MULTI] 13:31:24.080 IV=77.8% +13.9 ARCA 1 x $0.95 - $1.70 x 1 BXO  OPENING 
    Delta=35%, EST. IMPACT = 21k Shares ($634k) To Buy CERE=30.29 Ref
  509. SWEEP DETECTED:
    >>3001 KVUE Dec23 8th 20.0 Puts $0.22 (CboeTheo=0.18)  ASK  [MULTI] 13:31:24.461 IV=53.3% +6.2 EDGX 323 x $0.18 - $0.22 x 330 PHLX Vega=$2261 KVUE=20.59 Ref
  510. SWEEP DETECTED:
    >>2907 TFC Jan24 32.5 Calls $2.079 (CboeTheo=2.12)  Below Bid!  [MULTI] 13:33:55.455 IV=32.1% -1.1 PHLX 187 x $2.10 - $2.20 x 345 PHLX Vega=$13k TFC=33.34 Ref
  511. >>4000 X Dec23 35.0 Calls $2.02 (CboeTheo=2.04)  ASK  CBOE 13:34:55.188 IV=44.2% +1.7 NOM 44 x $1.96 - $2.03 x 23 C2  SPREAD/LEGGED/FLOOR   52WeekHigh  Vega=$8563 X=36.45 Ref
  512. >>6000 X Dec23 22nd 37.0 Calls $1.00 (CboeTheo=1.00)  ASK  CBOE 13:34:55.214 IV=37.0% +1.0 EDGX 65 x $0.92 - $1.03 x 43 BOX  SPREAD/LEGGED/FLOOR - OPENING   52WeekHigh  Vega=$19k X=36.45 Ref
  513. >>4000 PBR Jan25 10.0 Puts $0.57 (CboeTheo=0.56)  ASK  PHLX 13:35:26.292 IV=39.3% +0.4 ARCA 1079 x $0.54 - $0.58 x 1079 ARCA  SPREAD/CROSS/TIED  Vega=$14k PBR=14.79 Ref
  514. >>4122 S Jan24 20.0 Calls $1.70 (CboeTheo=1.67)  BID  PHLX 13:36:34.304 IV=57.5% +4.9 BOX 463 x $1.70 - $1.80 x 185 BZX  AUCTION  Vega=$12k S=20.00 Ref
  515. SWEEP DETECTED:
    >>Bearish Delta Impact 5000 S Jan24 20.0 Calls $1.704 (CboeTheo=1.70)  BID  [MULTI] 13:36:34.191 IV=58.3% +5.7 PHLX 31 x $1.70 - $1.85 x 603 PHLX
    Delta=56%, EST. IMPACT = 281k Shares ($5.63m) To Sell S=20.05 Ref
  516. SWEEP DETECTED:
    >>5000 LYFT Dec23 8th 13.0 Calls $0.36 (CboeTheo=0.34)  ASK  [MULTI] 13:36:54.609 IV=76.6% +10.4 EMLD 449 x $0.33 - $0.36 x 888 GEMX  ISO - OPENING  Vega=$2720 LYFT=12.87 Ref
  517. >>2500 BABA Apr24 55.0 Puts $0.86 (CboeTheo=0.88)  BID  PHLX 13:38:19.538 IV=40.0% +0.3 EDGX 253 x $0.86 - $0.90 x 254 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$19k BABA=73.16 Ref
  518. SPLIT TICKET:
    >>1000 NANOS Dec23 6th 457 Puts $1.92 (CboeTheo=1.90)  ASK  [CBOE] 13:40:02.140 IV=11.7% +2.4 CBOE 0 x $0.00 - $2.00 x 1000 CBOE  OPENING  Vega=$138 NANOS=456.44 Fwd
  519. SWEEP DETECTED:
    >>2022 CCL Jan24 17.5 Puts $1.82 (CboeTheo=1.82)  BID  [MULTI] 13:40:38.203 IV=48.8% +4.3 ARCA 10 x $1.82 - $1.83 x 912 GEMX Vega=$4425 CCL=16.27 Ref
  520. >>2137 ERIC Jan24 5.0 Calls $0.35 (CboeTheo=0.33)  ASK  ARCA 13:41:41.787 IV=30.7% -0.2 ARCA 2145 x $0.30 - $0.35 x 2139 ARCA Vega=$1420 ERIC=5.21 Ref
  521. SWEEP DETECTED:
    >>Bullish Delta Impact 2924 ERIC Jan24 5.0 Calls $0.35 (CboeTheo=0.33)  ASK  [MULTI] 13:41:41.787 IV=30.7% -0.2 AMEX 555 x $0.30 - $0.35 x 6 CBOE
    Delta=67%, EST. IMPACT = 197k Shares ($1.02m) To Buy ERIC=5.21 Ref
  522. >>8000 AAL Jan25 12.0 Puts $1.39 (CboeTheo=1.40)  BID  ARCA 13:42:17.594 IV=42.4% +0.1 BZX 15 x $1.38 - $1.42 x 8 GEMX  CROSS  Vega=$39k AAL=13.30 Ref
  523. SWEEP DETECTED:
    >>Bearish Delta Impact 2112 BYND Dec23 7.5 Calls $1.50 (CboeTheo=1.57)  BID  [MULTI] 13:43:56.812 IV=158.9% +13.3 CBOE 983 x $1.50 - $1.58 x 7 ARCA
    Delta=73%, EST. IMPACT = 155k Shares ($1.35m) To Sell BYND=8.71 Ref
  524. SPLIT TICKET:
    >>1000 NANOS Dec23 6th 457 Puts $1.96 (CboeTheo=1.94)  ASK  [CBOE] 13:44:27.448 IV=11.8% +2.5 CBOE 0 x $0.00 - $2.04 x 1000 CBOE  OPENING  Vega=$137 NANOS=456.38 Fwd
  525. >>Market Color KGC - Bullish option flow detected in Kinross Gold (5.83 -0.12) with 6,605 calls trading (1.8x expected) and implied vol increasing over 5 points to 38.65%. . The Put/Call Ratio is 0.54. Earnings are expected on 02/14. [KGC 5.83 -0.12 Ref, IV=38.6% +5.2] #Bullish
  526. SWEEP DETECTED:
    >>4178 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:45:00.741 IV=126.9% -22.5 NOM 1846 x $0.10 - $0.12 x 10 ARCA  OPENING  Vega=$961 CGC=0.72 Ref
  527. SPLIT TICKET:
    >>1037 SPXW Dec23 4th 4525 Puts $0.10 (CboeTheo=0.06)  ASK  [CBOE] 13:45:03.215 IV=24.7% +15.8 CBOE 2057 x $0.05 - $0.10 x 989 CBOE Vega=$3266 SPX=4563.57 Fwd
  528. >>2489 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  ASK  ARCA 13:45:05.414 IV=126.9% -22.5 MPRL 943 x $0.09 - $0.10 x 10 ARCA Vega=$572 CGC=0.72 Ref
  529. SPLIT TICKET:
    >>2499 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  ASK  [ARCA] 13:45:05.414 IV=126.9% -22.5 MPRL 943 x $0.09 - $0.10 x 10 ARCA Vega=$575 CGC=0.72 Ref
  530. >>2000 MS Apr24 70.0 Puts $1.25 (CboeTheo=1.25)  ASK  AMEX 13:46:05.671 IV=28.2% +0.6 C2 93 x $1.21 - $1.25 x 23 BOX  CROSS - OPENING  Vega=$24k MS=81.20 Ref
  531. >>5693 UBER Jan24 62.5 Calls $1.73 (CboeTheo=1.72)  ASK  PHLX 13:51:31.402 IV=30.8% -1.0 BOX 143 x $1.71 - $1.73 x 82 C2  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$47k UBER=59.91 Ref
  532. >>11386 UBER Jan24 62.5 Calls $1.72 (CboeTheo=1.72)  MID  PHLX 13:51:31.402 IV=30.6% -1.1 BOX 143 x $1.71 - $1.73 x 82 C2  SPREAD/CROSS/TIED - OPENING   52WeekHigh  Vega=$94k UBER=59.91 Ref
  533. >>17079 UBER Jan24 70.0 Calls $0.31 (CboeTheo=0.32)  BID  PHLX 13:51:31.402 IV=31.5% -2.3 GEMX 944 x $0.31 - $0.33 x 332 C2  SPREAD/CROSS/TIED   52WeekHigh  Vega=$67k UBER=59.91 Ref
  534. >>11386 UBER Dec23 57.5 Calls $3.05 (CboeTheo=3.10)  BID  PHLX 13:51:31.402 IV=35.5% -5.1 PHLX 483 x $3.05 - $3.15 x 210 CBOE  SPREAD/CROSS/TIED   52WeekHigh  Vega=$37k UBER=59.91 Ref
  535. >>3000 INTC Mar24 45.0 Calls $2.10 (CboeTheo=2.09)  ASK  AMEX 13:51:52.149 IV=33.8% +0.4 C2 329 x $2.08 - $2.10 x 242 EMLD  SPREAD/CROSS  Vega=$26k INTC=42.22 Ref
  536. SWEEP DETECTED:
    >>2000 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:51:58.941 IV=124.8% -24.6 C2 2312 x $0.10 - $0.12 x 10 ARCA Vega=$470 CGC=0.74 Ref
  537. SWEEP DETECTED:
    >>6000 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:52:10.932 IV=125.1% -24.3 C2 4950 x $0.10 - $0.12 x 10 ARCA  OPENING  Vega=$1404 CGC=0.74 Ref
  538. SWEEP DETECTED:
    >>6330 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:52:22.614 IV=125.3% -24.1 C2 6951 x $0.10 - $0.12 x 10 ARCA  OPENING  Vega=$1477 CGC=0.74 Ref
  539. SWEEP DETECTED:
    >>6222 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:52:31.213 IV=124.6% -24.8 C2 5127 x $0.10 - $0.12 x 10 ARCA  OPENING  Vega=$1458 CGC=0.73 Ref
  540. SWEEP DETECTED:
    >>3347 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:52:40.487 IV=126.3% -23.1 MPRL 1279 x $0.10 - $0.11 x 62 C2  OPENING  Vega=$775 CGC=0.74 Ref
  541. SWEEP DETECTED:
    >>3000 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.13)  BID  [MULTI] 13:52:49.053 IV=126.3% -23.1 C2 2153 x $0.10 - $0.11 x 62 C2  OPENING  Vega=$695 CGC=0.74 Ref
  542. SWEEP DETECTED:
    >>2890 CGC Jan25 2.5 Calls $0.10 (CboeTheo=0.12)  BID  [MULTI] 13:52:56.466 IV=126.8% -22.6 MPRL 1279 x $0.10 - $0.11 x 62 C2  OPENING  Vega=$667 CGC=0.74 Ref
  543. >>3357 SPXW Dec23 11th 4415 Puts $1.30 (CboeTheo=1.29)  ASK  CBOE 13:54:01.285 IV=13.8% +0.2 CBOE 523 x $1.25 - $1.30 x 21 CBOE  OPENING  Vega=$192k SPX=4568.89 Fwd
  544. SWEEP DETECTED:
    >>3000 C Jan24 42.5 Calls $5.45 (CboeTheo=5.52)  BID  [MULTI] 13:54:08.618 IV=27.5% -0.6 CBOE 213 x $5.45 - $5.55 x 311 CBOE Vega=$9609 C=47.34 Ref
  545. >>7000 NLY Dec23 18.0 Calls $0.69 (CboeTheo=0.70)  MID  AMEX 13:55:31.815 IV=27.7% +1.4 PHLX 433 x $0.67 - $0.72 x 172 PHLX  SPREAD/CROSS  Vega=$7386 NLY=18.50 Ref
  546. >>7000 NLY Dec23 18.5 Calls $0.38 (CboeTheo=0.36)  MID  AMEX 13:55:31.815 IV=27.7% +4.3 MPRL 47 x $0.37 - $0.39 x 222 C2  SPREAD/CROSS - OPENING  Vega=$8996 NLY=18.50 Ref
  547. SWEEP DETECTED:
    >>2000 SIRI Dec23 8th 4.5 Puts $0.15 (CboeTheo=0.15)  BID  [MULTI] 13:55:54.844 IV=85.3% +4.2 GEMX 631 x $0.15 - $0.16 x 23 MPRL Vega=$381 SIRI=4.55 Ref
  548. >>2500 DIS Jun25 70.0 Puts $3.18 (CboeTheo=3.10)  ASK  AMEX 13:59:45.574 IV=31.4% +0.6 CBOE 6 x $3.05 - $3.20 x 28 BZX  CROSS  Vega=$66k DIS=92.25 Ref
  549. >>Market Color BSX - Bearish flow noted in Boston Scientific (54.70 -1.45) with 5,345 puts trading, or 1.5x expected. The Put/Call Ratio is 1.95, while ATM IV is up over 1 point on the day. Earnings are expected on 01/30.  [BSX 54.70 -1.45 Ref, IV=17.7% +1.1] #Bearish
  550. SWEEP DETECTED:
    >>2988 LCID Dec23 4.5 Puts $0.357 (CboeTheo=0.34)  Above Ask!  [MULTI] 14:01:22.252 IV=88.1% +7.8 C2 144 x $0.33 - $0.35 x 2 ARCA  ISO  Vega=$888 LCID=4.36 Ref
  551. SWEEP DETECTED:
    >>3000 MARA Dec23 8th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 14:04:29.005 IV=141.4% +42.8 EMLD 1382 x $0.03 - $0.04 x 3376 EMLD Vega=$426 MARA=14.71 Ref
  552. >>Unusual Volume AX - 3x market weighted volume: 19.8k = 24.2k projected vs 7128 adv, 95% puts, 27% of OI [AX 43.59 +1.85 Ref, IV=57.3% +2.5]
  553. SWEEP DETECTED:
    >>2002 OXY Dec23 57.5 Puts $0.721 (CboeTheo=0.74)  Below Bid!  [MULTI] 14:04:37.636 IV=23.2% +1.5 GEMX 64 x $0.73 - $0.75 x 838 C2  ISO  Vega=$7892 OXY=58.01 Ref
  554. SWEEP DETECTED:
    >>3000 MARA Dec23 8th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 14:04:43.292 IV=140.5% +41.9 EMLD 1265 x $0.03 - $0.04 x 2603 EMLD Vega=$428 MARA=14.68 Ref
  555. SPLIT TICKET:
    >>1801 VIX Feb24 14th 15.0 Puts $1.22 (CboeTheo=1.19)  BID  [CBOE] 14:04:52.950 IV=69.0% +2.1 CBOE 1301 x $1.22 - $1.23 x 3783 CBOE Vega=$4662 VIX=16.57 Fwd
  556. SWEEP DETECTED:
    >>3285 CCL Jan24 21.0 Calls $0.11 (CboeTheo=0.11)  BID  [MULTI] 14:05:36.479 IV=49.6% +2.3 EMLD 1250 x $0.11 - $0.12 x 1462 C2 Vega=$3125 CCL=16.20 Ref
  557. SWEEP DETECTED:
    >>Bullish Delta Impact 815 HPK Jan24 17.5 Calls $0.30 (CboeTheo=0.28)  ASK  [MULTI] 14:05:50.577 IV=48.4% +3.3 CBOE 25 x $0.25 - $0.30 x 469 MPRL
    Delta=22%, EST. IMPACT = 18k Shares ($271k) To Buy HPK=15.10 Ref
  558. >>11000 AGNC Dec23 9.0 Calls $0.21 (CboeTheo=0.20)  MID  PHLX 14:06:47.333 IV=28.9% +3.9 C2 303 x $0.20 - $0.22 x 26 MPRL  SPREAD/CROSS/TIED  Vega=$6849 AGNC=9.04 Ref
  559. SWEEP DETECTED:
    >>Bullish Delta Impact 3997 COF Dec23 8th 116 Calls $1.25 (CboeTheo=1.07)  ASK  [MULTI] 14:11:01.376 IV=32.9% +8.8 CBOE 142 x $1.10 - $1.25 x 383 PHLX  OPENING 
    Delta=43%, EST. IMPACT = 173k Shares ($19.9m) To Buy COF=115.15 Ref
  560. >>4000 BAC Mar24 29.0 Calls $2.94 (CboeTheo=2.91)  ASK  ARCA 14:11:36.929 IV=26.0% +0.8 PHLX 2626 x $2.87 - $2.95 x 2758 PHLX  SPREAD/CROSS  Vega=$21k BAC=30.82 Ref
  561. >>4000 BAC Mar24 27.0 Puts $0.39 (CboeTheo=0.38)  ASK  ARCA 14:11:36.929 IV=28.1% +0.3 EMLD 4080 x $0.38 - $0.39 x 3775 EMLD  SPREAD/CROSS  Vega=$16k BAC=30.82 Ref
  562. SWEEP DETECTED:
    >>2514 GOOGL Jan24 150 Calls $0.17 (CboeTheo=0.17)  ASK  [MULTI] 14:11:50.877 IV=23.5% +2.9 C2 1069 x $0.16 - $0.17 x 116 GEMX  ISO  Vega=$11k GOOGL=128.29 Ref
  563. SWEEP DETECTED:
    >>3150 BAC Dec23 30.5 Puts $0.37 (CboeTheo=0.36)  ASK  [MULTI] 14:12:58.302 IV=25.3% +2.4 EMLD 3271 x $0.36 - $0.37 x 2143 EMLD Vega=$6463 BAC=30.82 Ref
  564. SWEEP DETECTED:
    >>2346 RDFN May24 6.0 Puts $0.85 (CboeTheo=0.76)  ASK  [MULTI] 14:14:48.816 IV=88.5% +6.1 BOX 122 x $0.75 - $0.85 x 1214 AMEX Vega=$3668 RDFN=7.58 Ref
  565. >>Market Color IONQ - Bullish option flow detected in IONQ (13.71 +0.10) with 8,106 calls trading (1.7x expected) and implied vol increasing over 5 points to 79.00%. . The Put/Call Ratio is 0.28. Earnings are expected on 03/28. [IONQ 13.71 +0.10 Ref, IV=79.0% +5.1] #Bullish
  566. >>Market Color FROG - Call volume jumps in JFrog. Calls leading puts 100:1 in the software name this afternoon following several sweeps in the Jan 30 calls, currently $1.50 above the $28.50 spot. Bulk of the flow hit the market just after 2:09pm ET when buyer(s) paid 75 to 90c for nearly 2k contracts, compared to open interest of 913 contracts. Shares quickly hopped from $28.04 to $28.50. (Henry Schwartz (Cboe Global Markets)) [FROG 28.62 +0.34 Ref, IV=39.9% +4.0]
  567. >>2265 PTON Dec23 8th 5.5 Puts $0.03 (CboeTheo=0.03)  BID  PHLX 14:16:28.325 IV=97.9% +13.9 BZX 100 x $0.03 - $0.04 x 3516 EMLD  SPREAD/FLOOR  Vega=$255 PTON=6.26 Ref
  568. >>2265 PTON Dec23 6.0 Puts $0.27 (CboeTheo=0.25)  Above Ask!  PHLX 14:16:28.325 IV=92.0% +12.9 EMLD 230 x $0.24 - $0.26 x 35 MPRL  SPREAD/FLOOR  Vega=$926 PTON=6.26 Ref
  569. SWEEP DETECTED:
    >>3075 CVS Dec23 8th 73.0 Calls $0.09 (CboeTheo=0.07)  ASK  [MULTI] 14:17:38.507 IV=42.1% +12.4 MPRL 44 x $0.08 - $0.09 x 888 EMLD  OPENING  Vega=$3015 CVS=68.19 Ref
  570. SPLIT TICKET:
    >>1250 SPX Mar24 3600 Puts $8.40 (CboeTheo=8.26)  ASK  [CBOE] 14:17:55.247 IV=26.6% +0.2 CBOE 2509 x $8.20 - $8.50 x 3632 CBOE  LATE  Vega=$230k SPX=4619.41 Fwd
  571. SPLIT TICKET:
    >>1250 SPX Mar24 4600 Puts $113.05 (CboeTheo=113.80)  Below Bid!  [CBOE] 14:17:55.325 IV=12.8% -0.1 CBOE 209 x $113.40 - $113.90 x 12 CBOE  LATE  Vega=$1.19m SPX=4619.41 Fwd
  572. SPLIT TICKET:
    >>1484 RUT Mar24 1480 Puts $5.22 (CboeTheo=5.13)  ASK  [CBOE] 14:18:21.002 IV=28.7% +0.9 CBOE 249 x $5.00 - $5.30 x 265 CBOE  LATE  Vega=$140k RUT=1898.85 Fwd
  573. >>1000 VIX Dec23 20th 25.0 Calls $0.15 (CboeTheo=0.14)  MID  CBOE 14:18:55.384 IV=174.5% +16.8 CBOE 33k x $0.13 - $0.16 x 23k CBOE Vega=$417 VIX=13.92 Fwd
  574. >>11000 AX Dec23 37.5 Puts $0.50 (CboeTheo=0.48)  ASK  AMEX 14:19:36.708 IV=86.8% +11.7 NOM 29 x $0.45 - $0.50 x 5 GEMX  SPREAD/FLOOR  Vega=$19k AX=43.59 Ref
  575. >>6000 AX Dec23 27.5 Puts $0.20 (CboeTheo=0.12)  Above Ask!  AMEX 14:19:36.709 IV=161.3% +34.5 BZX 25 x $0.10 - $0.15 x 11 BOX  SPREAD/FLOOR  Vega=$3714 AX=43.59 Ref
  576. >>5000 AX Jan24 40.0 Puts $2.01 (CboeTheo=1.97)  ASK  AMEX 14:19:36.711 IV=61.5% +6.3 BZX 1 x $1.85 - $2.05 x 40 PHLX  SPREAD/FLOOR - OPENING  Vega=$27k AX=43.59 Ref
  577. >>2500 AX Jan24 27.5 Puts $0.30 (CboeTheo=0.43)  Below Bid!  AMEX 14:19:36.712 IV=87.1% -1.9 ISE 100 x $0.35 - $0.50 x 30 BOX  SPREAD/FLOOR - OPENING  Vega=$3896 AX=43.59 Ref
  578. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ADVM Jan24 2.5 Calls $0.05 (CboeTheo=0.02)  ASK  [MULTI] 14:24:18.461 IV=240.4% +53.1 BZX 0 x $0.00 - $0.05 x 433 PHLX
    Delta=19%, EST. IMPACT = 19k Shares ($15k) To Buy ADVM=0.81 Ref
  579. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 ADVM Jan24 2.5 Calls $0.05 (CboeTheo=0.02)  ASK  [MULTI] 14:25:57.491 IV=240.4% +53.1 ISE 0 x $0.00 - $0.05 x 363 BOX
    Delta=19%, EST. IMPACT = 19k Shares ($15k) To Buy ADVM=0.81 Ref
  580. SWEEP DETECTED:
    >>Bullish Delta Impact 999 VKTX Jan24 13.0 Calls $3.12 (CboeTheo=3.02)  Above Ask!  [MULTI] 14:26:25.201 IV=84.0% +19.8 BOX 10 x $2.90 - $3.10 x 200 ISE
    Delta=76%, EST. IMPACT = 76k Shares ($1.16m) To Buy VKTX=15.26 Ref
  581. SWEEP DETECTED:
    >>3999 DKNG Dec23 22nd 40.0 Calls $0.381 (CboeTheo=0.41)  Below Bid!  [MULTI] 14:27:10.242 IV=41.2% +3.9 CBOE 164 x $0.39 - $0.41 x 26 MPRL  OPENING  Vega=$9618 DKNG=36.91 Ref
  582. >>3218 DKNG Dec23 22nd 40.0 Calls $0.37 (CboeTheo=0.38)  BID  CBOE 14:28:15.859 IV=41.5% +4.2 CBOE 49 x $0.36 - $0.40 x 904 AMEX  AUCTION - OPENING  Vega=$7520 DKNG=36.77 Ref
  583. SWEEP DETECTED:
    >>2408 INTC Feb24 48.0 Calls $0.87 (CboeTheo=0.87)  ASK  [MULTI] 14:29:18.966 IV=34.3% +0.5 EMLD 1871 x $0.86 - $0.87 x 124 NOM Vega=$14k INTC=42.23 Ref
  584. SWEEP DETECTED:
    >>3574 INTC Feb24 48.0 Calls $0.85 (CboeTheo=0.86)  BID  [MULTI] 14:29:45.819 IV=34.0% +0.3 EMLD 715 x $0.85 - $0.87 x 451 C2  ISO  Vega=$21k INTC=42.22 Ref
  585. SPLIT TICKET:
    >>1000 SPXW Dec23 7th 4650 Calls $0.70 (CboeTheo=0.75)  BID  [CBOE] 14:30:55.624 IV=11.3% +2.2 CBOE 986 x $0.65 - $0.80 x 1117 CBOE Vega=$39k SPX=4565.26 Fwd
  586. >>2000 CFLT Jan25 22.5 Puts $5.00 (CboeTheo=4.82)  ASK  PHLX 14:31:05.830 IV=65.3% +3.0 PHLX 619 x $4.70 - $5.00 x 839 PHLX  TIED/FLOOR - OPENING  Vega=$18k CFLT=23.89 Ref
  587. SWEEP DETECTED:
    >>2982 TSLA Dec23 260 Calls $1.54 (CboeTheo=1.54)  ASK  [MULTI] 14:37:18.231 IV=48.3% +3.6 EDGX 403 x $1.53 - $1.54 x 273 NOM Vega=$30k TSLA=237.28 Ref
  588. SWEEP DETECTED:
    >>2907 TFC Jan24 32.5 Calls $2.00 (CboeTheo=2.06)  BID  [MULTI] 14:42:48.692 IV=31.4% -1.8 PHLX 807 x $2.00 - $2.10 x 68 BXO Vega=$13k TFC=33.24 Ref
  589. SWEEP DETECTED:
    >>2047 C Dec23 8th 48.5 Calls $0.20 (CboeTheo=0.20)  ASK  [MULTI] 14:43:16.666 IV=30.8% +6.0 C2 1163 x $0.19 - $0.20 x 651 C2  OPENING  Vega=$3117 C=47.27 Ref
  590. >>Market Color APPS - Bullish option flow detected in Digital Turbine (5.55 +0.48) with 8,729 calls trading (4x expected) and implied vol increasing almost 7 points to 62.76%. . The Put/Call Ratio is 0.06. Earnings are expected on 02/07. [APPS 5.55 +0.48 Ref, IV=62.8% +6.7] #Bullish
  591. >>2000 ZM Jan24 130 Puts $62.45 (CboeTheo=62.53)  BID  BOX 14:46:57.628 BXO 3 x $62.45 - $62.90 x 50 NOM  SPREAD/FLOOR  Vega=$0 ZM=67.47 Ref
  592. >>2000 ZM Jan24 135 Puts $67.45 (CboeTheo=67.53)  BID  BOX 14:46:57.628 BXO 3 x $67.45 - $68.35 x 50 NOM  SPREAD/FLOOR - OPENING  Vega=$0 ZM=67.47 Ref
  593. >>3050 BAC Jan24 40.0 Puts $9.25 (CboeTheo=9.21)  ASK  BOX 14:47:35.204 IV=48.9% +18.5 BXO 21 x $9.15 - $9.25 x 24 BXO  SPREAD/FLOOR - OPENING  Vega=$3559 BAC=30.80 Ref
  594. >>3050 BAC Jan24 38.0 Puts $7.25 (CboeTheo=7.21)  ASK  BOX 14:47:35.204 IV=41.4% +14.3 BXO 25 x $7.15 - $7.25 x 20 MPRL  SPREAD/FLOOR  Vega=$3958 BAC=30.80 Ref
  595. >>2890 WYNN Jan24 105 Puts $21.26 (CboeTheo=21.25)  ASK  BOX 14:47:57.774 IV=38.4% +8.2 BZX 6 x $21.15 - $21.30 x 3 EDGX  SPREAD/FLOOR - OPENING  Vega=$4445 WYNN=83.75 Ref
  596. >>3580 WYNN Jan24 110 Puts $26.15 (CboeTheo=26.25)  BID  BOX 14:47:57.774 EDGX 5 x $26.15 - $26.30 x 3 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WYNN=83.75 Ref
  597. >>13000 WFC Jan24 57.5 Puts $12.30 (CboeTheo=12.37)  BID  BOX 14:48:02.188 EDGX 51 x $12.30 - $12.40 x 14 NOM  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.13 Ref
  598. >>13000 WFC Jan24 55.0 Puts $9.80 (CboeTheo=9.87)  BID  BOX 14:48:02.188 PHLX 237 x $9.80 - $9.90 x 21 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.13 Ref
  599. >>2360 MRNA Jan24 120 Puts $40.90 (CboeTheo=40.46)  ASK  BOX 14:48:22.841 IV=79.8% +22.0 BZX 32 x $40.00 - $40.90 x 32 BZX  SPREAD/FLOOR - OPENING  Vega=$9926 MRNA=79.55 Ref
  600. >>2610 FSLR Dec23 200 Puts $40.10 (CboeTheo=39.70)  ASK  BOX 14:48:36.256 IV=80.8% +29.7 EDGX 5 x $39.40 - $40.15 x 10 MIAX  SPREAD/FLOOR - OPENING  Vega=$8870 FSLR=160.31 Ref
  601. >>2610 FSLR Dec23 300 Puts $140.10 (CboeTheo=139.70)  ASK  BOX 14:48:36.256 IV=184.8% +81.5 EDGX 3 x $139.50 - $140.10 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$5295 FSLR=160.31 Ref
  602. >>5610 VALE Jan24 20.0 Puts $5.50 (CboeTheo=5.20)  ASK  BOX 14:48:49.604 IV=82.0% +45.4 PHLX 801 x $4.30 - $5.50 x 361 PHLX  SPREAD/FLOOR  Vega=$7828 VALE=14.80 Ref
  603. >>5610 VALE Jan24 25.0 Puts $10.50 (CboeTheo=10.20)  ASK  BOX 14:48:49.604 IV=118.5% +64.5 PHLX 828 x $9.15 - $10.65 x 429 PHLX  SPREAD/FLOOR - OPENING  Vega=$6688 VALE=14.80 Ref
  604. SWEEP DETECTED:
    >>2000 NIO Dec23 8th 7.5 Calls $0.32 (CboeTheo=0.32)  ASK  [MULTI] 14:48:55.221 IV=129.4% +30.1 C2 154 x $0.31 - $0.32 x 210 EMLD  Pre-Earnings  Vega=$613 NIO=7.32 Ref
  605. >>2960 ENPH Jan24 170 Puts $61.00 (CboeTheo=61.22)  BID  BOX 14:49:22.676 BXO 5 x $61.00 - $61.45 x 3 GEMX  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=108.78 Ref
  606. >>3600 ENPH Jan24 180 Puts $70.78 (CboeTheo=71.22)  BID  BOX 14:49:22.676 BZX 34 x $70.00 - $71.60 x 3 GEMX  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=108.78 Ref
  607. >>2280 MS Jan24 92.5 Puts $11.37 (CboeTheo=11.39)  BID  BOX 14:49:35.461 MIAX 10 x $11.35 - $11.45 x 13 BXO  SPREAD/FLOOR - OPENING  Vega=$0 MS=81.11 Ref
  608. >>2000 GOOG Dec23 129 Calls $2.97 (CboeTheo=2.97)  MID  PHLX 14:49:37.683 IV=24.8% +3.0 ARCA 32 x $2.95 - $2.98 x 33 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$17k GOOG=130.09 Ref
  609. >>2000 GOOG Dec23 129 Puts $1.62 (CboeTheo=1.63)  BID  PHLX 14:49:37.683 IV=24.7% +2.8 MPRL 52 x $1.62 - $1.64 x 107 EMLD  SPREAD/CROSS/TIED - OPENING  Vega=$18k GOOG=130.09 Ref
  610. >>6360 TSLA Jan24 416.67 Puts $180.19 (CboeTheo=179.79)  ASK  BOX 14:49:55.303 IV=90.6% +30.8 ARCA 25 x $178.05 - $181.95 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$41k TSLA=236.88 Ref
  611. >>3120 TSLA Jan24 450 Puts $211.35 (CboeTheo=213.12)  BID  BOX 14:49:55.303 NOM 25 x $211.35 - $215.30 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.88 Ref
  612. >>3830 TSLA Jan24 450 Puts $211.36 (CboeTheo=213.12)  BID  BOX 14:49:55.303 NOM 25 x $211.35 - $215.30 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.88 Ref
  613. >>2470 TSLA Jan24 366.67 Puts $128.05 (CboeTheo=129.79)  BID  BOX 14:49:55.303 BZX 37 x $128.05 - $131.95 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.88 Ref
  614. >>2580 TSLA Jan24 400 Puts $164.50 (CboeTheo=163.12)  ASK  BOX 14:49:55.303 IV=96.1% +38.4 NOM 25 x $162.20 - $164.50 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$30k TSLA=236.88 Ref
  615. SWEEP DETECTED:
    >>Bearish Delta Impact 1198 DWAC Dec23 29th 15.0 Puts $0.20 (CboeTheo=0.57)  ASK  [MULTI] 14:50:48.586 IV=57.2% -11.3 EMLD 0 x $0.00 - $0.20 x 50 ARCA  OPENING 
    Delta=-14%, EST. IMPACT = 17k Shares ($295k) To Sell DWAC=17.65 Ref
  616. SWEEP DETECTED:
    >>Bullish Delta Impact 803 WRK Dec23 37.5 Calls $4.285 (CboeTheo=4.27)  ASK  [MULTI] 14:50:56.754 IV=37.0% -4.8 PHLX 146 x $3.50 - $4.40 x 280 BOX
    Delta=95%, EST. IMPACT = 77k Shares ($3.18m) To Buy WRK=41.49 Ref
  617. SWEEP DETECTED:
    >>Bearish Delta Impact 675 DWAC Dec23 29th 15.0 Puts $0.20 (CboeTheo=0.55)  ASK  [MULTI] 14:50:58.673 IV=58.3% -10.3 EDGX 1 x $0.02 - $0.20 x 50 ARCA  OPENING 
    Delta=-14%, EST. IMPACT = 9252 Shares ($164k) To Sell DWAC=17.73 Ref
  618. SWEEP DETECTED:
    >>Bearish Delta Impact 1027 DWAC Dec23 29th 15.0 Puts $0.20 (CboeTheo=0.55)  ASK  [MULTI] 14:51:02.627 IV=58.3% -10.3 EMLD 0 x $0.00 - $0.20 x 50 ARCA  OPENING 
    Delta=-14%, EST. IMPACT = 14k Shares ($250k) To Sell DWAC=17.73 Ref
  619. >>2480 SQ Jan24 100 Puts $33.95 (CboeTheo=35.01)  BID  BOX 14:51:08.246 PHLX 10 x $33.95 - $35.75 x 1 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 SQ=65.00 Ref
  620. >>3400 CSCO Dec23 52.5 Puts $4.60 (CboeTheo=4.56)  ASK  BOX 14:51:39.223 IV=34.2% +15.0 BZX 21 x $4.50 - $4.60 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$3196 CSCO=47.94 Ref
  621. >>2210 CSCO Dec23 55.0 Puts $7.10 (CboeTheo=7.07)  ASK  BOX 14:51:39.223 IV=47.2% +19.8 MIAX 26 x $7.00 - $7.10 x 22 BZX  SPREAD/FLOOR - OPENING  Vega=$1653 CSCO=47.94 Ref
  622. >>2480 SE Jan24 70.0 Puts $32.68 (CboeTheo=32.47)  ASK  BOX 14:51:58.776 IV=110.1% +32.0 EDGX 4 x $32.40 - $32.70 x 5 EDGX  SPREAD/FLOOR  Vega=$4213 SE=37.53 Ref
  623. >>3800 NEE Jan24 70.0 Puts $10.90 (CboeTheo=11.01)  BID  BOX 14:52:26.114 PHLX 10 x $10.90 - $11.10 x 17 BZX  SPREAD/FLOOR  Vega=$0 NEE=58.99 Ref
  624. >>2330 NEE Jan24 77.5 Puts $18.46 (CboeTheo=18.50)  BID  BOX 14:52:26.114 PHLX 10 x $18.40 - $18.60 x 49 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 NEE=58.99 Ref
  625. >>2110 CVX Jan24 170 Puts $25.65 (CboeTheo=25.53)  ASK  BOX 14:53:06.208 IV=32.2% +10.7 EDGX 5 x $25.40 - $25.65 x 5 BXO  SPREAD/FLOOR - OPENING  Vega=$12k CVX=144.47 Ref
  626. SWEEP DETECTED:
    >>2123 NCLH Dec23 8th 19.0 Calls $0.05 (CboeTheo=0.04)  ASK  [MULTI] 14:53:31.682 IV=60.6% +10.2 C2 1461 x $0.04 - $0.05 x 522 C2  OPENING  Vega=$685 NCLH=17.45 Ref
  627. >>7780 PFE Jan24 35.0 Puts $5.70 (CboeTheo=5.62)  ASK  BOX 14:53:41.223 IV=38.2% +10.4 BZX 10 x $5.55 - $5.75 x 85 BZX  SPREAD/FLOOR  Vega=$13k PFE=29.38 Ref
  628. >>7320 PFE Dec23 35.0 Puts $5.70 (CboeTheo=5.62)  ASK  BOX 14:53:41.223 IV=67.4% +24.5 BZX 11 x $5.60 - $5.70 x 27 MIAX  SPREAD/FLOOR - OPENING  Vega=$5092 PFE=29.38 Ref
  629. >>3360 KO Jan24 80.0 Puts $21.30 (CboeTheo=21.25)  ASK  BOX 14:54:30.042 IV=53.1% +22.9 BZX 16 x $21.20 - $21.30 x 17 BZX  SPREAD/FLOOR - OPENING  Vega=$5580 KO=58.76 Ref
  630. >>2670 KO Dec23 62.5 Puts $3.80 (CboeTheo=3.75)  ASK  BOX 14:54:30.042 IV=26.2% +10.4 EDGX 12 x $3.70 - $3.80 x 7 EDGX  SPREAD/FLOOR - OPENING  Vega=$4118 KO=58.76 Ref
  631. SWEEP DETECTED:
    >>3000 AAPL Dec23 8th 175 Puts $0.02 (CboeTheo=0.02)  BID  [MULTI] 14:55:06.412 IV=31.7% +3.1 EMLD 578 x $0.02 - $0.03 x 1757 C2 Vega=$1645 AAPL=189.00 Ref
  632. SWEEP DETECTED:
    >>2229 SWN Jan24 5.5 Puts $0.069 (CboeTheo=0.09)  ASK  [MULTI] 14:56:59.664 IV=46.1% -2.8 PHLX 2394 x $0.03 - $0.07 x 22 BXO  ISO  Vega=$1068 SWN=6.53 Ref
  633. >>2000 UNP Dec23 230 Puts $2.10 (CboeTheo=1.87)  ASK  PHLX 14:57:05.031 IV=20.0% +3.9 AMEX 1 x $1.95 - $2.10 x 11 MPRL  SPREAD/FLOOR - OPENING  Vega=$31k UNP=233.34 Ref
  634. >>2000 UNP Dec23 217.5 Puts $0.25 (CboeTheo=0.33)  MID  PHLX 14:57:05.031 IV=24.8% +1.9 EDGX 302 x $0.20 - $0.30 x 442 EDGX  SPREAD/FLOOR  Vega=$9785 UNP=233.34 Ref
  635. >>2310 PFE Dec23 35.0 Puts $5.70 (CboeTheo=5.64)  ASK  BOX 14:58:14.096 IV=64.5% +21.5 BZX 23 x $5.60 - $5.70 x 60 MPRL  SPREAD/FLOOR  Vega=$1403 PFE=29.36 Ref
  636. >>3800 PFE Jan24 35.0 Puts $5.66 (CboeTheo=5.64)  ASK  BOX 14:58:14.096 IV=33.4% +5.6 AMEX 462 x $5.60 - $5.70 x 1 ARCA  SPREAD/FLOOR  Vega=$3437 PFE=29.36 Ref
  637. >>2150 NEE Jan24 72.5 Puts $13.50 (CboeTheo=13.55)  BID  BOX 14:58:19.775 EDGX 97 x $13.50 - $13.70 x 108 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 NEE=58.95 Ref
  638. >>4120 NEE Jan24 70.0 Puts $11.11 (CboeTheo=11.05)  ASK  BOX 14:58:19.775 IV=34.1% +7.3 BOX 117 x $11.00 - $11.20 x 128 CBOE  SPREAD/FLOOR  Vega=$9383 NEE=58.95 Ref
  639. >>2710 NEE Jan24 77.5 Puts $18.70 (CboeTheo=18.55)  ASK  BOX 14:58:19.775 IV=53.0% +21.1 EDGX 35 x $18.50 - $18.70 x 124 BZX  SPREAD/FLOOR - OPENING  Vega=$7250 NEE=58.95 Ref
  640. >>3340 TSLA Jan24 416.67 Puts $179.16 (CboeTheo=179.79)  BID  BOX 14:58:26.766 ARCA 25 x $178.05 - $181.95 x 70 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.88 Ref
  641. >>4100 TSLA Jan24 450 Puts $211.35 (CboeTheo=213.12)  BID  BOX 14:58:26.766 NOM 25 x $211.35 - $215.30 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=236.88 Ref
  642. SWEEP DETECTED:
    >>2400 BAC Dec23 31.0 Calls $0.48 (CboeTheo=0.47)  ASK  [MULTI] 14:59:31.799 IV=25.1% +1.8 C2 1752 x $0.47 - $0.48 x 1461 EMLD Vega=$5129 BAC=30.82 Ref
  643. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 KMT Jan24 25.0 Calls $0.888 (CboeTheo=0.73)  Above Ask!  [MULTI] 14:59:39.634 IV=29.1% +4.9 PHLX 186 x $0.70 - $0.85 x 82 PHLX  ISO - OPENING 
    Delta=47%, EST. IMPACT = 93k Shares ($2.28m) To Buy KMT=24.50 Ref
  644. >>1400 SPX Dec23 4325 Puts $2.20 (CboeTheo=2.18)  MID  CBOE 14:59:46.333 IV=18.3% +0.4 CBOE 1864 x $2.15 - $2.25 x 2624 CBOE  FLOOR  Vega=$99k SPX=4570.00 Fwd
  645. >>Market Color RDFN - Bearish flow noted in Redfin (7.55 -0.17) with 6,297 puts trading, or 2x expected. The Put/Call Ratio is 2.54, while ATM IV is up over 3 points on the day. Earnings are expected on 02/15. [RDFN 7.55 -0.17 Ref, IV=69.6% +3.2] #Bearish
  646. >>2200 WYNN Jan24 110 Puts $26.25 (CboeTheo=26.26)  BID  PHLX 15:01:32.372 BXO 13 x $26.20 - $26.35 x 29 BZX  FLOOR - OPENING  Vega=$0 WYNN=83.73 Ref
  647. >>2000 ENPH Jan24 180 Puts $70.70 (CboeTheo=70.96)  ASK  PHLX 15:01:35.659 ARCA 26 x $69.60 - $71.45 x 5 EDGX  FLOOR - OPENING  Vega=$0 ENPH=109.04 Ref
  648. >>5640 TSLA Jan24 450 Puts $213.25 (CboeTheo=213.55)  BID  PHLX 15:01:39.309 ARCA 25 x $211.35 - $215.30 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=236.44 Ref
  649. >>5100 TSLA Jan24 416.67 Puts $180.05 (CboeTheo=180.23)  ASK  PHLX 15:01:39.309 ARCA 25 x $178.05 - $181.95 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=236.44 Ref
  650. SPLIT TICKET:
    >>5800 TSLA Jan24 450 Puts $213.251 (CboeTheo=213.55)  BID  [PHLX] 15:01:39.309 ARCA 25 x $211.35 - $215.30 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=236.44 Ref
  651. >>5602 AMD Jan24 140 Calls $0.76 (CboeTheo=0.77)  BID  MIAX 15:02:51.328 IV=35.2% +2.1 GEMX 756 x $0.76 - $0.78 x 266 MRX  ISO/AUCTION  Vega=$46k AMD=118.39 Ref
  652. SWEEP DETECTED:
    >>7873 AMD Jan24 140 Calls $0.762 (CboeTheo=0.77)  Below Bid!  [MULTI] 15:02:50.791 IV=35.3% +2.2 C2 146 x $0.77 - $0.79 x 531 EDGX  ISO  Vega=$65k AMD=118.39 Ref
  653. >>4499 ABOS Jul24 5.0 Puts $2.45 (CboeTheo=2.33)  BID  ARCA 15:04:01.771 IV=101.9% +21.3 PHLX 461 x $2.10 - $3.30 x 445 PHLX  CROSS - OPENING  Vega=$3304 ABOS=2.69 Ref
  654. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 HAYW Jan24 12.5 Calls $0.745 (CboeTheo=0.66)  ASK  [MULTI] 15:04:00.379 IV=38.6% +6.1 PHLX 312 x $0.55 - $0.75 x 134 PHLX  ISO - OPENING 
    Delta=56%, EST. IMPACT = 112k Shares ($1.40m) To Buy HAYW=12.54 Ref
  655. >>Unusual Volume YUMC - 3x market weighted volume: 5067 = 5525 projected vs 1455 adv, 88% puts, 24% of OI [YUMC 41.87 -1.86 Ref, IV=28.1% +1.3]
  656. >>2992 CRDO Jan24 20.0 Calls $0.90 (CboeTheo=0.85)  ASK  ARCA 15:04:30.958 IV=43.9% +3.3 BOX 11 x $0.70 - $0.90 x 5 GEMX  FLOOR  Vega=$8047 CRDO=19.18 Ref
  657. >>9000 ETRN Dec23 9.0 Calls $1.05 (CboeTheo=1.11)  BID  AMEX 15:04:40.543 IV=33.5% -26.2 PHLX 152 x $0.95 - $1.30 x 2084 PHLX  SPREAD/FLOOR  Vega=$1049 ETRN=10.01 Ref
  658. >>18000 ETRN Dec23 10.0 Calls $0.25 (CboeTheo=0.26)  MID  AMEX 15:04:40.543 IV=32.6% -2.3 PHLX 480 x $0.20 - $0.30 x 814 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k ETRN=10.01 Ref
  659. >>3000 VALE Dec24 15.0 Puts $2.24 (CboeTheo=2.21)  MID  ARCA 15:04:44.484 IV=33.8% -0.0 ARCA 1443 x $2.16 - $2.31 x 31 BZX  SPREAD/CROSS  Vega=$17k VALE=14.77 Ref
  660. >>3000 VALE Dec24 15.0 Calls $1.72 (CboeTheo=1.67)  MID  ARCA 15:04:44.484 IV=34.2% +0.4 ARCA 1 x $1.68 - $1.75 x 27 AMEX  SPREAD/CROSS  Vega=$17k VALE=14.77 Ref
  661. >>4000 TSLA Dec23 8th 240 Puts $6.79 (CboeTheo=6.79)  BID  AMEX 15:06:25.776 IV=48.5% +6.1 CBOE 641 x $6.75 - $6.85 x 346 EDGX  SPREAD/CROSS  Vega=$38k TSLA=236.34 Ref
  662. >>4000 TSLA Dec23 8th 232.5 Puts $3.06 (CboeTheo=3.04)  ASK  AMEX 15:06:25.776 IV=48.8% +5.8 CBOE 1373 x $3.00 - $3.10 x 705 EDGX  SPREAD/CROSS  Vega=$37k TSLA=236.34 Ref
  663. >>2283 ETN Jan24 250 Calls $0.82 (CboeTheo=1.06)  BID  CBOE 15:06:29.599 IV=19.5% -0.1 PHLX 125 x $0.70 - $1.05 x 82 PHLX  AUCTION - OPENING  Vega=$36k ETN=227.59 Ref
  664. SWEEP DETECTED:
    >>2521 AAPL Feb24 185 Puts $4.65 (CboeTheo=4.60)  ASK  [MULTI] 15:08:23.043 IV=21.3% +0.2 EDGX 939 x $4.55 - $4.65 x 394 EDGX Vega=$80k AAPL=188.81 Ref
  665. >>8000 ETRN Dec23 9.0 Calls $1.05 (CboeTheo=1.10)  ASK  AMEX 15:09:52.888 IV=40.6% -19.1 PHLX 209 x $0.95 - $1.10 x 1 MIAX  SPREAD/FLOOR  Vega=$1660 ETRN=9.99 Ref
  666. >>18000 ETRN Dec23 10.0 Calls $0.25 (CboeTheo=0.25)  MID  AMEX 15:09:52.888 IV=33.5% -1.4 PHLX 463 x $0.20 - $0.30 x 796 PHLX  SPREAD/FLOOR - OPENING  Vega=$12k ETRN=9.99 Ref
  667. SWEEP DETECTED:
    >>2940 T Dec23 8th 16.5 Puts $0.11 (CboeTheo=0.12)  BID  [MULTI] 15:10:03.494 IV=23.2% +2.1 BZX 558 x $0.11 - $0.13 x 1082 EMLD Vega=$1968 T=16.61 Ref
  668. SWEEP DETECTED:
    >>Bullish Delta Impact 500 ICVX Dec23 12.5 Calls $1.60 (CboeTheo=0.85)  ASK  [MULTI] 15:10:55.334 IV=271.0% +111.0 BZX 60 x $0.25 - $1.60 x 56 CBOE  OPENING 
    Delta=50%, EST. IMPACT = 25k Shares ($278k) To Buy ICVX=11.14 Ref
  669. SWEEP DETECTED:
    >>2000 VST Jan24 38.0 Calls $0.817 (CboeTheo=0.76)  Above Ask!  [MULTI] 15:11:35.859 IV=22.9% +1.1 BZX 58 x $0.75 - $0.80 x 82 PHLX  ISO   52WeekHigh  Vega=$10k VST=36.98 Ref
  670. >>2000 TAL Jan24 10.0 Puts $0.33 (CboeTheo=0.35)  BID  PHLX 15:13:05.228 IV=59.2% -2.7 CBOE 276 x $0.33 - $0.37 x 49 MPRL  TIED/FLOOR - OPENING  Vega=$2398 TAL=11.49 Ref
  671. >>Market Color AVXL - Bullish option flow detected in Anavex (8.23 +0.66) with 4,065 calls trading (3x expected) and implied vol increasing over 25 points to 130.49%. . The Put/Call Ratio is 0.41. Earnings are expected on 02/05.  [AVXL 8.23 +0.66 Ref, IV=130.5% +25.2] #Bullish
  672. SPLIT TICKET:
    >>3000 VIX Jan24 17th 16.0 Calls $1.56 (CboeTheo=1.58)  ASK  [CBOE] 15:16:45.833 IV=79.2% -0.3 CBOE 1964 x $1.54 - $1.56 x 2811 CBOE Vega=$6441 VIX=15.67 Fwd
  673. SWEEP DETECTED:
    >>2282 ONON Jan24 32.5 Calls $0.80 (CboeTheo=0.78)  ASK  [MULTI] 15:16:48.152 IV=41.4% +2.7 NOM 343 x $0.75 - $0.80 x 503 EDGX Vega=$8498 ONON=29.66 Ref
  674. >>6000 TSLA Jan24 416.67 Puts $180.05 (CboeTheo=180.84)  ASK  PHLX 15:17:13.044 NOM 70 x $178.05 - $181.95 x 60 BXO  FLOOR - OPENING  Vega=$0 TSLA=235.84 Ref
  675. >>2000 TSLA Jan24 400 Puts $163.30 (CboeTheo=164.16)  BID  PHLX 15:17:13.044 BXO 60 x $161.40 - $165.25 x 60 BXO  FLOOR - OPENING  Vega=$0 TSLA=235.84 Ref
  676. >>9800 TSLA Jan24 450 Puts $213.35 (CboeTheo=214.16)  MID  PHLX 15:17:13.044 NOM 70 x $211.40 - $215.30 x 60 BXO  FLOOR - OPENING  Vega=$0 TSLA=235.84 Ref
  677. SPLIT TICKET:
    >>10000 TSLA Jan24 450 Puts $213.351 (CboeTheo=214.16)  MID  [PHLX] 15:17:13.044 NOM 70 x $211.40 - $215.30 x 60 BXO  FLOOR - OPENING  Vega=$0 TSLA=235.84 Ref
  678. >>3500 TSLA Jan24 416.67 Puts $181.05 (CboeTheo=180.86)  ASK  PHLX 15:17:15.832 IV=87.1% +27.4 BZX 65 x $180.05 - $181.95 x 60 BXO  FLOOR - OPENING  Vega=$16k TSLA=235.81 Ref
  679. >>4400 TSLA Jan24 450 Puts $214.35 (CboeTheo=214.19)  MID  PHLX 15:17:15.832 IV=96.1% +32.6 BXO 50 x $213.40 - $215.30 x 60 BXO  FLOOR - OPENING  Vega=$17k TSLA=235.81 Ref
  680. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $214.356 (CboeTheo=214.19)  MID  [PHLX] 15:17:15.832 IV=97.3% +33.8 BXO 50 x $213.40 - $215.30 x 60 BXO  FLOOR - OPENING  Vega=$22k TSLA=235.81 Ref
  681. SWEEP DETECTED:
    >>Bullish Delta Impact 850 LWLG Dec23 5.0 Calls $0.10 (CboeTheo=0.10)  ASK  [MULTI] 15:17:20.680 IV=74.3% -16.6 PHLX 3946 x $0.05 - $0.10 x 12 GEMX  OPENING 
    Delta=29%, EST. IMPACT = 25k Shares ($113k) To Buy LWLG=4.61 Ref
  682. >>Unusual Volume MULN - 3x market weighted volume: 24.1k = 25.4k projected vs 8455 adv, 91% calls, 3% of OI
  683. >>1600 VIX Jan24 17th 26.0 Calls $0.51 (CboeTheo=0.50)  MID  CBOE 15:18:49.859 IV=125.7% +2.8 CBOE 7049 x $0.49 - $0.52 x 33k CBOE Vega=$2190 VIX=15.63 Fwd
  684. >>2000 ZM Jan24 135 Puts $68.65 (CboeTheo=68.31)  ASK  PHLX 15:19:16.741 IV=118.7% +51.8 ARCA 50 x $67.00 - $70.10 x 60 BZX  SPREAD/FLOOR - OPENING  Vega=$5403 ZM=66.69 Ref
  685. >>2000 ZM Jan24 130 Puts $63.65 (CboeTheo=63.31)  ASK  PHLX 15:19:16.741 IV=113.7% +49.1 NOM 50 x $62.85 - $64.40 x 53 NOM  SPREAD/FLOOR  Vega=$5509 ZM=66.69 Ref
  686. >>2300 WYNN Jan24 110 Puts $26.15 (CboeTheo=26.16)  ASK  PHLX 15:19:25.131 BZX 20 x $25.85 - $26.25 x 5 EDGX  FLOOR - OPENING  Vega=$0 WYNN=83.84 Ref
  687. >>13000 WFC Jan24 57.5 Puts $12.30 (CboeTheo=12.34)  BID  PHLX 15:19:26.428 MIAX 39 x $12.30 - $12.40 x 130 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.16 Ref
  688. >>13000 WFC Jan24 55.0 Puts $9.80 (CboeTheo=9.84)  BID  PHLX 15:19:26.428 EDGX 21 x $9.80 - $9.90 x 160 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.16 Ref
  689. >>2980 TSLA Jan24 450 Puts $214.10 (CboeTheo=213.59)  ASK  PHLX 15:19:34.391 IV=102.6% +39.2 BZX 31 x $212.65 - $215.30 x 59 BZX  FLOOR - OPENING  Vega=$20k TSLA=236.41 Ref
  690. >>3100 TSLA Jan24 416.67 Puts $181.25 (CboeTheo=180.26)  ASK  PHLX 15:19:34.391 IV=98.4% +38.7 BZX 40 x $180.05 - $181.95 x 59 BZX  FLOOR - OPENING  Vega=$30k TSLA=236.41 Ref
  691. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $214.10 (CboeTheo=213.59)  ASK  [PHLX] 15:19:34.391 IV=102.6% +39.2 BZX 31 x $212.65 - $215.30 x 59 BZX  FLOOR - OPENING  Vega=$21k TSLA=236.41 Ref
  692. >>2200 SQ Jan24 125 Puts $59.60 (CboeTheo=59.94)  MID  PHLX 15:19:41.291 PHLX 20 x $58.95 - $60.25 x 26 BZX  SPREAD/FLOOR - OPENING  Vega=$0 SQ=65.06 Ref
  693. >>2200 SQ Jan24 100 Puts $34.60 (CboeTheo=34.94)  ASK  PHLX 15:19:41.292 NOM 22 x $33.95 - $35.20 x 4 BXO  SPREAD/FLOOR - OPENING  Vega=$0 SQ=65.06 Ref
  694. >>2900 FSLR Dec23 200 Puts $39.80 (CboeTheo=39.78)  MID  PHLX 15:19:44.236 IV=62.0% +10.9 ARCA 1 x $39.55 - $40.05 x 1 ARCA  FLOOR - OPENING  Vega=$2217 FSLR=160.22 Ref
  695. >>2500 FSLR Dec23 195 Puts $34.80 (CboeTheo=34.79)  MID  PHLX 15:19:44.236 IV=56.0% +7.7 BXO 2 x $34.60 - $35.00 x 20 BZX  FLOOR - OPENING  Vega=$2060 FSLR=160.22 Ref
  696. >>2900 ENPH Jan24 180 Puts $70.80 (CboeTheo=70.76)  BID  PHLX 15:19:48.603 IV=75.5% +12.6 EDGX 5 x $70.45 - $71.20 x 5 EDGX  FLOOR - OPENING  Vega=$4849 ENPH=109.24 Ref
  697. >>2400 NEE Jan24 77.5 Puts $18.60 (CboeTheo=18.61)  MID  PHLX 15:19:50.710 PHLX 10 x $18.50 - $18.70 x 13 CBOE  FLOOR - OPENING  Vega=$0 NEE=58.88 Ref
  698. SPLIT TICKET:
    >>2293 KVYO Jul24 25.0 Puts $3.15 (CboeTheo=3.16)  BID  [PHLX] 15:20:04.888 IV=60.4% -0.6 NOM 16 x $3.10 - $3.40 x 42 PHLX  FLOOR - OPENING  Vega=$17k KVYO=30.60 Ref
  699. >>2150 SBUX Dec23 110 Puts $12.75 (CboeTheo=12.73)  MID  PHLX 15:20:08.063 IV=39.2% +15.2 NOM 31 x $12.65 - $12.85 x 31 NOM  FLOOR - OPENING  Vega=$2038 SBUX=97.27 Ref
  700. >>2000 SBUX Dec23 105 Puts $7.75 (CboeTheo=7.73)  MID  PHLX 15:20:08.085 IV=26.8% +8.0 ISE 3 x $7.60 - $7.90 x 13 MEMX  FLOOR - OPENING  Vega=$2559 SBUX=97.27 Ref
  701. >>2500 CSCO Dec23 55.0 Puts $7.05 (CboeTheo=7.05)  MID  PHLX 15:20:18.213 AMEX 3 x $7.00 - $7.10 x 5 AMEX  FLOOR - OPENING  Vega=$0 CSCO=47.95 Ref
  702. >>3500 CSCO Dec23 52.5 Puts $4.55 (CboeTheo=4.55)  MID  PHLX 15:20:18.213 PHLX 160 x $4.50 - $4.60 x 57 CBOE  FLOOR - OPENING  Vega=$0 CSCO=47.95 Ref
  703. >>3000 BAC Jan24 38.0 Puts $7.05 (CboeTheo=7.12)  Below Bid!  PHLX 15:20:31.098 BXO 22 x $7.10 - $7.15 x 21 BXO  SPREAD/FLOOR  Vega=$0 BAC=30.88 Ref
  704. >>3000 BAC Jan24 40.0 Puts $9.05 (CboeTheo=9.12)  Below Bid!  PHLX 15:20:31.098 BXO 22 x $9.10 - $9.15 x 22 BXO  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.88 Ref
  705. >>2500 PYPL Jan24 75.0 Puts $15.05 (CboeTheo=15.07)  BID  PHLX 15:20:37.851 MPRL 12 x $15.00 - $15.15 x 5 EDGX  FLOOR - OPENING  Vega=$0 PYPL=59.94 Ref
  706. >>5000 GOLD Jun24 19.0 Calls $1.16 (CboeTheo=1.19)  BID  PHLX 15:20:50.197 IV=30.7% -0.1 EDGX 960 x $1.16 - $1.21 x 116 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$25k GOLD=17.55 Ref
  707. >>Unusual Volume FYBR - 4x market weighted volume: 9491 = 9846 projected vs 2189 adv, 83% puts, 8% of OI [FYBR 23.48 +1.12 Ref, IV=56.6% +2.5]
  708. >>2181 MARA Dec23 8th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  GEMX 15:26:39.969 IV=149.0% +50.4 C2 511 x $0.03 - $0.04 x 3672 EMLD Vega=$299 MARA=14.94 Ref
  709. SWEEP DETECTED:
    >>2999 MARA Dec23 8th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:26:39.968 IV=149.0% +50.4 C2 511 x $0.03 - $0.04 x 3672 EMLD Vega=$411 MARA=14.94 Ref
  710. >>5000 PINS Jan24 35.0 Calls $1.44 (CboeTheo=1.41)  ASK  PHLX 15:27:17.045 IV=31.0% +1.5 GEMX 127 x $1.41 - $1.44 x 119 BOX  SPREAD/CROSS/TIED  Vega=$25k PINS=34.59 Ref
  711. >>2480 WYNN Jan24 110 Puts $26.20 (CboeTheo=26.21)  ASK  PHLX 15:27:41.686 BZX 15 x $25.95 - $26.30 x 5 EDGX  FLOOR - OPENING  Vega=$0 WYNN=83.79 Ref
  712. >>2150 WYNN Jan24 105 Puts $21.20 (CboeTheo=21.21)  MID  PHLX 15:27:41.686 BZX 17 x $21.10 - $21.30 x 9 BZX  FLOOR - OPENING  Vega=$0 WYNN=83.79 Ref
  713. >>2400 TSEM Jan24 43.0 Puts $15.60 (CboeTheo=15.60)  MID  PHLX 15:27:45.102 BXO 5 x $15.50 - $15.70 x 6 EDGX  FLOOR - OPENING  Vega=$0 TSEM=27.40 Ref
  714. >>2440 TSEM Jan24 38.0 Puts $10.60 (CboeTheo=10.60)  MID  PHLX 15:27:45.102 BZX 7 x $10.50 - $10.70 x 6 EDGX  FLOOR - OPENING  Vega=$0 TSEM=27.40 Ref
  715. >>3370 NEE Jan24 77.5 Puts $18.70 (CboeTheo=18.71)  MID  PHLX 15:27:50.690 BZX 13 x $18.60 - $18.80 x 8 ARCA  FLOOR - OPENING  Vega=$0 NEE=58.78 Ref
  716. >>2830 NEE Jan24 72.5 Puts $13.70 (CboeTheo=13.71)  MID  PHLX 15:27:50.690 PHLX 31 x $13.60 - $13.80 x 6 EDGX  FLOOR - OPENING  Vega=$0 NEE=58.78 Ref
  717. >>9330 NEE Jan24 70.0 Puts $11.20 (CboeTheo=11.21)  MID  PHLX 15:27:50.690 BZX 16 x $11.10 - $11.30 x 6 EDGX  FLOOR - OPENING  Vega=$0 NEE=58.78 Ref
  718. >>2000 SCHW Jan24 75.0 Puts $12.45 (CboeTheo=12.46)  BID  PHLX 15:27:55.535 MIAX 5 x $12.40 - $12.55 x 5 MIAX  FLOOR  Vega=$0 SCHW=62.53 Ref
  719. SPLIT TICKET:
    >>2148 EHTH Mar24 10.0 Calls $0.975 (CboeTheo=0.93)  ASK  [BOX] 15:28:04.368 IV=71.7% +1.9 BXO 5 x $0.90 - $1.00 x 367 PHLX  FLOOR - OPENING  Vega=$3979 EHTH=8.80 Ref
  720. >>Market Color SLB - Bearish flow noted in Schlumberger (51.94 -0.45) with 12,335 puts trading, or 1.9x expected. The Put/Call Ratio is 1.50, while ATM IV is up over 1 point on the day. Earnings are expected on 01/18.  ExDiv  [SLB 51.94 -0.45 Ref, IV=27.8% +1.1] #Bearish
  721. SWEEP DETECTED:
    >>3425 AMC Dec23 6.0 Puts $0.09 (CboeTheo=0.09)  ASK  [MULTI] 15:30:01.338 IV=116.4% +14.6 BZX 509 x $0.07 - $0.09 x 705 C2 Vega=$856 AMC=7.51 Ref
  722. >>Unusual Volume CART - 3x market weighted volume: 18.0k = 18.4k projected vs 5948 adv, 51% calls, 20% of OI [CART 24.50 -0.87 Ref, IV=46.5% +1.2]
  723. >>2070 WDAY Dec23 22nd 300 Calls $0.23 (CboeTheo=0.26)  ASK  PHLX 15:33:23.652 IV=26.9% +0.8 PHLX 145 x $0.08 - $0.31 x 27 BZX  AUCTION - OPENING  Vega=$11k WDAY=268.30 Ref
  724. SPLIT TICKET:
    >>1020 SPXW Dec23 4th 4550 Puts $0.099 (CboeTheo=0.07)  ASK  [CBOE] 15:34:51.280 IV=26.6% +19.1 CBOE 951 x $0.05 - $0.10 x 1191 CBOE Vega=$2387 SPX=4565.64 Fwd
  725. SWEEP DETECTED:
    >>3699 TSLA Dec23 232.5 Puts $5.70 (CboeTheo=5.66)  ASK  [MULTI] 15:35:23.880 IV=46.7% +3.0 EDGX 707 x $5.60 - $5.70 x 536 EDGX  OPENING  Vega=$59k TSLA=236.19 Ref
  726. SWEEP DETECTED:
    >>4892 TSLA Dec23 250 Calls $3.00 (CboeTheo=3.05)  BID  [MULTI] 15:37:42.544 IV=47.0% +3.7 MIAX 664 x $3.00 - $3.05 x 20 BZX Vega=$66k TSLA=236.24 Ref
  727. SWEEP DETECTED:
    >>2246 SNAP Apr24 13.0 Calls $2.718 (CboeTheo=2.70)  Above Ask!  [MULTI] 15:37:51.393 IV=55.1% +1.6 BOX 222 x $2.69 - $2.71 x 12 ARCA  52WeekHigh  Vega=$6888 SNAP=14.30 Ref
  728. SWEEP DETECTED:
    >>2100 RBLX Jun24 50.0 Calls $3.80 (CboeTheo=3.82)  ASK  [MULTI] 15:38:35.540 IV=50.9% +0.9 CBOE 244 x $3.75 - $3.80 x 210 EMLD Vega=$25k RBLX=41.52 Ref
  729. >>4000 SNAP Apr24 13.0 Calls $2.74 (CboeTheo=2.75)  BID  PHLX 15:40:00.373 IV=55.0% +1.5 EDGX 237 x $2.74 - $2.76 x 37 NOM  FLOOR   52WeekHigh  Vega=$12k SNAP=14.36 Ref
  730. >>5000 FYBR Mar24 22.5 Puts $2.25 (CboeTheo=2.10)  ASK  BOX 15:40:28.158 IV=60.1% +5.5 PHLX 583 x $1.00 - $2.25 x 20 PHLX  FLOOR - OPENING  Vega=$23k FYBR=23.49 Ref
  731. SPLIT TICKET:
    >>1130 VIX Dec23 20th 14.0 Calls $0.87 (CboeTheo=0.86)  ASK  [CBOE] 15:41:47.674 IV=80.9% +2.1 CBOE 2962 x $0.84 - $0.88 x 27k CBOE  AUCTION  Vega=$1296 VIX=13.88 Fwd
  732. SPLIT TICKET:
    >>2189 EPAM Dec23 240 Puts $0.61 (CboeTheo=1.38)  BID  [AMEX] 15:42:09.220 IV=35.3% +1.0 CBOE 7 x $0.60 - $5.90 x 25 PHLX  FLOOR - OPENING  Vega=$16k EPAM=260.05 Ref
  733. SWEEP DETECTED:
    >>2275 UBER Dec23 8th 61.0 Calls $0.26 (CboeTheo=0.25)  ASK  [MULTI] 15:42:24.247 IV=38.4% -11.3 ARCA 1 x $0.25 - $0.26 x 537 GEMX  52WeekHigh  Vega=$3980 UBER=58.87 Ref
  734. SWEEP DETECTED:
    >>2500 TSLA Dec23 187.5 Puts $0.135 (CboeTheo=0.15)  MID  [MULTI] 15:44:20.562 IV=63.4% +3.6 EMLD 332 x $0.14 - $0.15 x 1183 EMLD  ISO  Vega=$3977 TSLA=236.32 Ref
  735. SWEEP DETECTED:
    >>Bullish Delta Impact 2917 APPS Jan24 7.5 Calls $0.12 (CboeTheo=0.08)  ASK  [MULTI] 15:44:25.231 IV=69.7% +3.8 PHLX 200 x $0.09 - $0.12 x 377 MIAX
    Delta=18%, EST. IMPACT = 52k Shares ($297k) To Buy APPS=5.74 Ref
  736. >>1225 VIX Dec23 20th 33.0 Calls $0.07 (CboeTheo=0.07)  MID  CBOE 15:44:36.034 IV=206.4% +15.3 CBOE 21 x $0.06 - $0.08 x 25k CBOE Vega=$272 VIX=13.85 Fwd
  737. SPLIT TICKET:
    >>1649 VIX Dec23 20th 33.0 Calls $0.07 (CboeTheo=0.07)  BID  [CBOE] 15:44:36.034 IV=206.4% +15.3 CBOE 1225 x $0.07 - $0.08 x 25k CBOE Vega=$367 VIX=13.85 Fwd
  738. SWEEP DETECTED:
    >>2999 MARA Dec23 8th 11.5 Puts $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:45:17.657 IV=149.4% +50.8 C2 92 x $0.03 - $0.04 x 3324 EMLD Vega=$409 MARA=14.95 Ref
  739. SWEEP DETECTED:
    >>3224 PINS Jan24 42.5 Calls $0.11 (CboeTheo=0.10)  ASK  [MULTI] 15:45:43.687 IV=35.1% +2.2 CBOE 610 x $0.08 - $0.11 x 263 CBOE Vega=$5021 PINS=34.58 Ref
  740. >>4000 PBR Jan25 10.0 Puts $0.57 (CboeTheo=0.57)  BID  AMEX 15:46:14.193 IV=39.5% +0.6 ARCA 1084 x $0.56 - $0.60 x 103 CBOE  CROSS  Vega=$14k PBR=14.78 Ref
  741. SWEEP DETECTED:
    >>2713 APPS Jan24 10.0 Calls $0.04 (CboeTheo=0.04)  ASK  [MULTI] 15:46:26.726 IV=88.8% -2.4 AMEX 156 x $0.01 - $0.04 x 400 CBOE Vega=$654 APPS=5.76 Ref
  742. >>2000 PNR Jan24 67.5 Calls $1.85 (CboeTheo=1.79)  ASK  PHLX 15:46:33.455 IV=23.5% +1.8 CBOE 537 x $1.75 - $1.90 x 46 MIAX  SPREAD/CROSS/TIED - OPENING  Vega=$19k PNR=66.35 Ref
  743. >>2000 PNR Dec23 62.5 Calls $4.00 (CboeTheo=4.23)  BID  PHLX 15:46:33.455 IV=19.2% -12.8 CBOE 329 x $4.00 - $4.30 x 249 CBOE  SPREAD/CROSS/TIED  Vega=$1757 PNR=66.35 Ref
  744. SWEEP DETECTED:
    >>5000 NIO Dec23 7.0 Puts $0.32 (CboeTheo=0.33)  BID  [MULTI] 15:46:42.207 IV=93.1% +9.9 EMLD 4855 x $0.32 - $0.33 x 41 EDGX  Pre-Earnings  Vega=$2381 NIO=7.30 Ref
  745. SWEEP DETECTED:
    >>3954 NVDA Dec23 8th 620 Calls $0.01 (CboeTheo=0.01)  ASK  [MULTI] 15:47:03.699 IV=93.1% +25.5 C2 0 x $0.00 - $0.01 x 3942 C2  OPENING   ExDiv  Vega=$582 NVDA=454.47 Ref
  746. SPLIT TICKET:
    >>1250 SPXW Dec23 8th 4400 Puts $0.55 (CboeTheo=0.50)  ASK  [CBOE] 15:48:24.426 IV=17.6% +1.6 CBOE 1 x $0.50 - $0.55 x 741 CBOE Vega=$30k SPX=4572.01 Fwd
  747. SWEEP DETECTED:
    >>Bearish Delta Impact 1500 SMTC Dec23 17.0 Puts $1.35 (CboeTheo=1.24)  ASK  [MULTI] 15:48:25.077 IV=110.1% +20.9 EDGX 122 x $1.25 - $1.35 x 290 MIAX  OPENING 
    Delta=-48%, EST. IMPACT = 72k Shares ($1.20m) To Sell SMTC=16.84 Ref
  748. >>4000 FYBR Mar24 22.5 Puts $2.25 (CboeTheo=2.05)  BID  BOX 15:48:53.792 IV=61.5% +6.9 AMEX 130 x $2.00 - $2.80 x 404 PHLX  FLOOR - OPENING  Vega=$19k FYBR=23.66 Ref
  749. SWEEP DETECTED:
    >>2504 AAPL Dec23 8th 190 Calls $1.288 (CboeTheo=1.33)  Below Bid!  [MULTI] 15:50:14.454 IV=17.6% +2.7 BZX 40 x $1.31 - $1.33 x 50 EMLD Vega=$20k AAPL=189.65 Ref
  750. SWEEP DETECTED:
    >>2008 AAPL Dec23 8th 190 Calls $1.274 (CboeTheo=1.32)  Below Bid!  [MULTI] 15:50:41.221 IV=17.4% +2.4 C2 188 x $1.28 - $1.29 x 2 NOM Vega=$16k AAPL=189.62 Ref
  751. SWEEP DETECTED:
    >>Bullish Delta Impact 5113 TLRY Jan24 2.0 Calls $0.32 (CboeTheo=0.30)  ASK  [MULTI] 15:51:16.261 IV=101.6% +0.7 C2 195 x $0.30 - $0.32 x 2 ARCA
    Delta=60%, EST. IMPACT = 308k Shares ($633k) To Buy TLRY=2.06 Ref
  752. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4425 Puts $0.15 (CboeTheo=0.09)  ASK  [CBOE] 15:51:54.717 IV=25.8% +10.3 CBOE 1430 x $0.05 - $0.15 x 1088 CBOE  OPENING  Vega=$5508 SPX=4572.45 Fwd
  753. SPLIT TICKET:
    >>1100 SPXW Dec23 5th 4425 Puts $0.15 (CboeTheo=0.09)  ASK  [CBOE] 15:52:08.926 IV=25.8% +10.3 CBOE 378 x $0.10 - $0.15 x 1365 CBOE  OPENING  Vega=$6045 SPX=4572.85 Fwd
  754. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4670 Calls $0.10 (CboeTheo=0.08)  ASK  [CBOE] 15:54:36.334 IV=16.7% +8.2 CBOE 585 x $0.05 - $0.10 x 460 CBOE Vega=$6026 SPX=4572.23 Fwd
  755. >>1560 SPXW Dec23 6th 4200 Puts $0.05 (CboeTheo=0.10)  BID  CBOE 15:54:43.004 IV=38.5% +9.7 CBOE 965 x $0.05 - $0.15 x 1029 CBOE  LATE - OPENING  Vega=$2647 SPX=4571.13 Fwd
  756. SPLIT TICKET:
    >>1638 SPXW Dec23 6th 4340 Puts $0.15 (CboeTheo=0.12)  ASK  [CBOE] 15:54:43.004 IV=27.5% +7.5 CBOE 400 x $0.10 - $0.15 x 176 CBOE  LATE - OPENING  Vega=$9209 SPX=4571.13 Fwd
  757. SPLIT TICKET:
    >>1404 SPXW Dec23 6th 4415 Puts $0.20 (CboeTheo=0.16)  ASK  [CBOE] 15:54:43.004 IV=19.9% +5.0 CBOE 708 x $0.10 - $0.20 x 717 CBOE  LATE - OPENING  Vega=$13k SPX=4571.13 Fwd
  758. SPLIT TICKET:
    >>1755 SPXW Dec23 6th 4260 Puts $0.15 (CboeTheo=0.10)  ASK  [CBOE] 15:54:43.004 IV=36.2% +11.1 CBOE 78 x $0.10 - $0.15 x 817 CBOE  LATE - OPENING  Vega=$7695 SPX=4571.13 Fwd
  759. SPLIT TICKET:
    >>7020 SPXW Dec23 6th 4200 Puts $0.05 (CboeTheo=0.10)  BID  [CBOE] 15:54:43.004 IV=38.5% +9.7 CBOE 965 x $0.05 - $0.15 x 1029 CBOE  LATE - OPENING  Vega=$12k SPX=4571.13 Fwd
  760. >>25000 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.07)  BID  PHLX 15:54:46.576 IV=54.7% -12.6 EMLD 0 x $0.00 - $0.15 x 1120 PHLX  FLOOR  Vega=$5088 QD=1.73 Ref
  761. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4700 Calls $0.10 (CboeTheo=0.05)  ASK  [CBOE] 15:55:19.845 IV=21.1% +11.5 CBOE 4 x $0.05 - $0.10 x 620 CBOE Vega=$4872 SPX=4572.24 Fwd
  762. SWEEP DETECTED:
    >>2965 LAZR May24 3.5 Calls $0.30 (CboeTheo=0.33)  BID  [MULTI] 15:55:29.016 IV=89.1% -7.8 AMEX 715 x $0.29 - $0.36 x 30 ARCA  OPENING  Vega=$1879 LAZR=2.54 Ref
  763. SWEEP DETECTED:
    >>2477 HOOD Jun24 12.0 Calls $0.76 (CboeTheo=0.80)  BID  [MULTI] 15:57:20.071 IV=51.0% +1.5 BOX 750 x $0.76 - $0.82 x 2 CBOE  ISO - OPENING  Vega=$6657 HOOD=9.56 Ref
  764. >>2500 C Mar24 48.0 Puts $2.71 (CboeTheo=2.70)  MID  ARCA 15:57:27.412 IV=24.9% +1.0 BOX 74 x $2.70 - $2.73 x 63 BZX  CROSS - OPENING  Vega=$25k C=47.40 Ref
  765. SWEEP DETECTED:
    >>4000 NIO Dec23 8th 7.0 Puts $0.24 (CboeTheo=0.25)  BID  [MULTI] 15:57:32.803 IV=125.2% +29.2 EMLD 6286 x $0.24 - $0.25 x 125 ARCA  Pre-Earnings  Vega=$1133 NIO=7.30 Ref
  766. SWEEP DETECTED:
    >>3000 PLTR Dec23 14.0 Puts $0.02 (CboeTheo=0.02)  BID  [MULTI] 15:57:47.881 IV=81.0% -6.5 C2 3005 x $0.02 - $0.03 x 741 C2  ISO  Vega=$480 PLTR=18.45 Ref
  767. SWEEP DETECTED:
    >>2020 XOM Jan24 97.5 Puts $1.18 (CboeTheo=1.20)  BID  [MULTI] 15:57:55.515 IV=23.2% +0.1 C2 209 x $1.18 - $1.20 x 63 BXO  ISO  Vega=$23k XOM=102.56 Ref
  768. >>3250 AAPL Jan24 170 Calls $21.15 (CboeTheo=21.21)  BID  AMEX 15:58:17.992 IV=21.9% -0.8 BXO 31 x $21.10 - $21.30 x 32 BXO  SPREAD/FLOOR  Vega=$28k AAPL=189.47 Ref
  769. >>3250 AAPL Jan24 170 Puts $0.47 (CboeTheo=0.48)  BID  AMEX 15:58:17.994 IV=22.5% -0.1 MPRL 85 x $0.47 - $0.48 x 741 C2  SPREAD/FLOOR  Vega=$30k AAPL=189.47 Ref
  770. >>8000 C Mar24 48.0 Calls $2.35 (CboeTheo=2.34)  BID  EDGX 15:58:50.055 IV=24.9% +1.0 MPRL 22 x $2.34 - $2.38 x 5204 C2  OPENING  Vega=$79k C=47.42 Ref
  771. >>2500 GOOGL Jan24 105 Calls $25.15 (CboeTheo=25.25)  ASK  AMEX 15:59:40.834 IV=28.3% -3.8 NOM 50 x $24.60 - $25.65 x 52 ARCA  SPREAD/CROSS  Vega=$4426 GOOGL=129.26 Ref
  772. >>2500 GOOGL Jan24 105 Puts $0.15 (CboeTheo=0.16)  BID  AMEX 15:59:40.834 IV=32.2% +0.1 EDGX 390 x $0.15 - $0.17 x 430 C2  SPREAD/CROSS  Vega=$7293 GOOGL=129.26 Ref
  773. >>2000 HA Jan24 12.0 Puts $0.35 (CboeTheo=0.36)  MID  AMEX 16:00:37.048 IV=61.4% -70.2 BXO 100 x $0.30 - $0.40 x 8 PHLX  LATE - OPENING   52WeekHigh  Vega=$2709 HA=14.17 Ref
  774. >>2000 HA Jan26 12.0 Puts $2.20 (CboeTheo=1.88)  BID  AMEX 16:00:37.048 IV=46.2% -24.5 BOX 187 x $1.80 - $3.70 x 624 PHLX  LATE - OPENING   52WeekHigh  Vega=$13k HA=14.17 Ref
  775. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4670 Calls $0.10 (CboeTheo=0.07)  ASK  [CBOE] 16:06:13.891 IV=17.4% +9.0 CBOE 293 x $0.05 - $0.10 x 554 CBOE Vega=$5785 SPX=4567.85 Fwd
  776. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4665 Calls $0.10 (CboeTheo=0.08)  ASK  [CBOE] 16:06:19.127 IV=16.7% +8.4 CBOE 1360 x $0.05 - $0.10 x 504 CBOE  OPENING  Vega=$6021 SPX=4567.85 Fwd
  777. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4475 Puts $0.15 (CboeTheo=0.11)  ASK  [CBOE] 16:06:30.471 IV=17.2% +4.9 CBOE 77 x $0.10 - $0.15 x 44 CBOE  OPENING  Vega=$7869 SPX=4567.85 Fwd
  778. SPLIT TICKET:
    >>1000 SPXW Dec23 5th 4470 Puts $0.15 (CboeTheo=0.11)  ASK  [CBOE] 16:06:34.917 IV=18.0% +5.5 CBOE 303 x $0.10 - $0.15 x 1193 CBOE  OPENING  Vega=$7554 SPX=4567.85 Fwd

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