OPTION FLOW 12/5/23

 

  1. >>Market Color @STOCK - New option listings for 12/5 include Safety Shot Inc ($SHOT). Option delistings effective 12/5 include PACW Stock ($PACW).
  2. >>Market Color @ALL - OCC reports a total of 548,669 flex contracts traded on Dec 4th, with average daily flex volume of 447,615 over the past month. 83.9% of Monday's flex volume traded on Cboe, 0.5% NYSE-Arca, 1.5% PHLX and 14.1% Amex. Current Flex open interest is 20,974,213 contracts.  #flex #marketmover
  3. >>Market Color MSFT - Most profitable opening equity option purchase made in the prior session was a buy of 1009 Microsoft 12/15 372.5 calls for $2.90 at 10:08 when underlying shares were trading $365.879. These calls closed near $4.27 for mark-to-market profit of 47%, or $138K on the $292K outlay. MSFT shares closed down 5.37 at $369.14  [MSFT 369.14 -5.37 Ref]
  4. >>Market Color XLF - Rev/Con recap for Dec 4th. 227,392 contracts traded Monday in reverse/conversion spreads on 97 underlying securities. 11.4m underlying shares were involved with total notional value of $1.44b. Rev/Con volume leaders included XLF, IWM, AMZN, QQQ and Z with implied borrow rates ranging from -70.4% (CGC) to 28.85% (SOFI).  #revcon
  5. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for December 05, 2023. 49 trades were executed in VIX overnight, totaling 20220 contracts.  #gth
  6. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for December 05, 2023. 16135 trades were executed in SPX overnight, totaling 69663 contracts. ( #gth
  7. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    HOOD $9.88 +0.33 +3.46%,
    T $17.23 +0.57 +3.42%,
    NIO $7.51 +0.19 +2.60%,
    AAPL $193.38 +3.94 +2.08%,
    MARA $15.14 +0.28 +1.88%,

    while the biggest losers include:
    PLUG $4.46 -0.34 (-7.08%),
    GME $15.93 -1.05 (-6.18%),
    AFRM $36.75 -1.81 (-4.69%),
    UPST $32.73 -1.56 (-4.55%),
    M $16.73 -0.75 (-4.29%),

  8. >>Unusual Volume CVS - 5x market weighted volume: 11.7k = 146.5k projected vs 27.6k adv, 81% calls, 3% of OI [CVS 70.31 +1.83 Ref]
  9. >>Unusual Volume GTLB - 44x market weighted volume: 25.4k = 317.7k projected vs 7096 adv, 56% calls, 22% of OI  Post-Earnings  [GTLB 55.80 +2.87 Ref]
  10. >>Unusual Volume AAPL - 3x market weighted volume: 209.5k = 2.6m projected vs 856.8k adv, 67% calls, 4% of OI [AAPL 193.38 +3.94 Ref]
  11. >>Unusual Volume NIO - 9x market weighted volume: 94.3k = 1.2m projected vs 125.1k adv, 78% calls, 5% of OI  Post-Earnings  [NIO 7.51 +0.20 Ref]
  12. >>Unusual Volume HOOD - 8x market weighted volume: 47.5k = 594.0k projected vs 70.4k adv, 96% calls, 7% of OI [HOOD 9.88 +0.33 Ref]
  13. >>Unusual Volume LI - 6x market weighted volume: 11.0k = 137.9k projected vs 21.9k adv, 97% calls, 2% of OI [LI 35.88 +0.07 Ref]
  14. >>Unusual Volume T - 5x market weighted volume: 28.9k = 361.1k projected vs 63.3k adv, 76% calls, 2% of OI [T 17.18 +0.52 Ref]
  15. >>Unusual Volume TTWO - 7x market weighted volume: 8540 = 106.7k projected vs 14.0k adv, 57% calls, 5% of OI [TTWO 156.96 -0.60 Ref]
  16. >>Unusual Volume CHWY - 4x market weighted volume: 9943 = 124.2k projected vs 30.4k adv, 77% puts, 3% of OI [CHWY 18.24 -0.47 Ref]
  17. >>Unusual Volume CGC - 5x market weighted volume: 8214 = 102.6k projected vs 18.2k adv, 88% calls, 2% of OI [CGC 0.76 +0.00 Ref]
  18. >>Unusual Volume TLRY - 3x market weighted volume: 6146 = 76.8k projected vs 22.8k adv, 97% calls [TLRY 2.02 -0.04 Ref]
  19. SWEEP DETECTED:
    >>2500 AR Jan24 25.0 Calls $0.64 (CboeTheo=0.70 BID  [MULTI] 09:30:06.708 IV=38.3% -0.8 BXO 16 x $0.64 - $0.90 x 143 PHLX Vega=$7455 AR=23.23 Ref
  20. >>Unusual Volume MLCO - 13x market weighted volume: 5639 = 70.5k projected vs 5331 adv, 100% calls, 4% of OI [MLCO 7.12 -0.04 Ref]
  21. SWEEP DETECTED:
    >>Bearish Delta Impact 519 DAKT Dec23 12.5 Puts $3.50 (CboeTheo=3.55 ASK  [MULTI] 09:30:03.544 IV=134.6% -2.7 BOX 669 x $3.20 - $3.50 x 226 NOM  Post-Earnings / SSR 
    Delta=-92%, EST. IMPACT = 48k Shares ($430k) To Sell DAKT=9.04 Ref
  22. >>Unusual Volume CLSK - 3x market weighted volume: 6218 = 77.7k projected vs 24.2k adv, 88% calls, 2% of OI [CLSK 9.07 +0.20 Ref]
  23. SWEEP DETECTED:
    >>2425 C Sep24 42.0 Puts $2.10 (CboeTheo=2.15 Above Ask!  [MULTI] 09:30:10.758 IV=27.6% -0.5 BXO 40 x $2.07 - $2.10 x 29 GEMX Vega=$33k C=47.02 Ref
  24. >>Unusual Volume ZIM - 9x market weighted volume: 10.9k = 136.6k projected vs 14.8k adv, 96% calls, 4% of OI [ZIM 7.58 -0.48 Ref]
  25. >>2438 FSLR Jan25 135 Puts $15.75 (CboeTheo=16.13 ASK  MIAX 09:30:22.359 IV=47.1% -0.8 MIAX 106 x $14.70 - $15.75 x 2989 MIAX Vega=$131k FSLR=157.68 Ref
  26. SPLIT TICKET:
    >>2979 FSLR Jan25 160 Puts $26.65 (CboeTheo=27.36 ASK  [MIAX] 09:30:19.182 IV=45.0% -1.2 MIAX 2000 x $26.60 - $26.65 x 2979 MIAX Vega=$188k FSLR=157.69 Ref
  27. SPLIT TICKET:
    >>2989 FSLR Jan25 135 Puts $15.75 (CboeTheo=16.13 ASK  [MIAX] 09:30:22.359 IV=47.1% -0.8 MIAX 106 x $14.70 - $15.75 x 2989 MIAX Vega=$161k FSLR=157.68 Ref
  28. SWEEP DETECTED:
    >>2075 C Sep24 42.0 Puts $2.071 (CboeTheo=2.12 BID  [MULTI] 09:30:44.488 IV=27.6% -0.5 BOX 128 x $2.07 - $2.15 x 63 BOX  ISO  Vega=$28k C=47.13 Ref
  29. >>2491 AMZN Dec23 8th 144 Calls $1.38 (CboeTheo=1.34 BID  ARCA 09:31:52.357 IV=30.2% +2.8 ARCA 2491 x $1.38 - $1.39 x 176 C2 Vega=$13k AMZN=143.34 Ref
  30. SPLIT TICKET:
    >>2521 AMZN Dec23 8th 144 Calls $1.38 (CboeTheo=1.34 BID  [ARCA] 09:31:52.356 IV=30.2% +2.8 ARCA 2521 x $1.38 - $1.39 x 176 C2 Vega=$14k AMZN=143.34 Ref
  31. SWEEP DETECTED:
    >>3024 AMC Dec23 8.5 Calls $0.30 (CboeTheo=0.29 ASK  [MULTI] 09:34:04.118 IV=143.8% -2.3 PHLX 307 x $0.25 - $0.30 x 528 EDGX Vega=$1293 AMC=7.29 Ref
  32. >>2670 TTWO Jan24 12th 145 Puts $1.62 (CboeTheo=1.83 BID  ARCA 09:34:32.772 IV=25.0% -3.0 MIAX 43 x $1.09 - $2.32 x 31 PHLX  FLOOR - OPENING  Vega=$40k TTWO=152.94 Ref
  33. SPLIT TICKET:
    >>1000 NANOS Dec23 13th 445 Puts $0.42 (CboeTheo=0.36 MID  [CBOE] 09:35:17.339 IV=12.8% CBOE 1000 x $0.34 - $0.00 x 0  OPENING  Vega=$128 NANOS=456.02 Fwd
  34. >>2463 AMZN Dec23 8th 144 Calls $1.60 (CboeTheo=1.61 ASK  BZX 09:36:05.118 IV=29.2% +1.8 C2 312 x $1.59 - $1.60 x 2463 BZX Vega=$13k AMZN=143.91 Ref
  35. SWEEP DETECTED:
    >>2558 AMZN Dec23 8th 144 Calls $1.60 (CboeTheo=1.60 MID  [MULTI] 09:36:04.612 IV=29.4% +2.0 C2 161 x $1.59 - $1.60 x 2500 BZX Vega=$14k AMZN=143.89 Ref
  36. SWEEP DETECTED:
    >>2165 T Jan24 17.0 Calls $0.56 (CboeTheo=0.57 ASK  [MULTI] 09:36:42.390 IV=17.4% +0.0 AMEX 1279 x $0.54 - $0.56 x 1000 GEMX Vega=$4529 T=17.23 Ref
  37. >>Unusual Volume NCLH - 3x market weighted volume: 12.4k = 107.7k projected vs 35.7k adv, 87% calls, 2% of OI [NCLH 17.66 +0.17 Ref]
  38. SWEEP DETECTED:
    >>2398 ZIM Jan24 10.0 Calls $0.15 (CboeTheo=0.12 ASK  [MULTI] 09:39:45.830 IV=70.4% +8.1 ARCA 5 x $0.10 - $0.15 x 423 AMEX Vega=$1618 ZIM=7.60 Ref
  39. SPLIT TICKET:
    >>2170 ZIM Jan24 10.0 Calls $0.15 (CboeTheo=0.13 ASK  [NOM] 09:40:54.272 IV=69.8% +7.5 ARCA 5 x $0.10 - $0.16 x 468 AMEX Vega=$1472 ZIM=7.62 Ref
  40. >>2756 PLUG Jan24 3.5 Puts $0.24 (CboeTheo=0.25 ASK  BOX 09:41:23.886 IV=107.8% -3.4 EMLD 1371 x $0.22 - $0.24 x 493 EMLD  AUCTION - OPENING  Vega=$1230 PLUG=4.43 Ref
  41. SWEEP DETECTED:
    >>3000 PLUG Jan24 3.5 Puts $0.24 (CboeTheo=0.25 ASK  [MULTI] 09:41:23.886 IV=107.8% -3.4 EMLD 1371 x $0.22 - $0.24 x 493 EMLD  AUCTION - OPENING  Vega=$1339 PLUG=4.43 Ref
  42. SWEEP DETECTED:
    >>2420 MPW Jan24 5.0 Puts $0.41 (CboeTheo=0.37 ASK  [MULTI] 09:41:52.904 IV=64.1% +1.1 CBOE 2578 x $0.39 - $0.41 x 280 ARCA  ExDiv  Vega=$1686 MPW=5.18 Ref
  43. SWEEP DETECTED:
    >>2239 PR Jan24 15.0 Calls $0.20 (CboeTheo=0.19 ASK  [MULTI] 09:42:32.645 IV=39.0% +0.1 PHLX 10 x $0.15 - $0.20 x 8 BXO  ISO  Vega=$3020 PR=13.21 Ref
  44. SWEEP DETECTED:
    >>2000 GOOGL Dec23 8th 133 Calls $0.389 (CboeTheo=0.41 MID  [MULTI] 09:43:26.514 IV=29.0% +1.2 EMLD 500 x $0.39 - $0.40 x 42 C2 Vega=$6961 GOOGL=129.78 Ref
  45. SPLIT TICKET:
    >>1280 SPX Mar24 4010 Puts $20.32 (CboeTheo=20.08 Above Ask!  [CBOE] 09:44:02.077 IV=20.4% -0.0 CBOE 1446 x $19.90 - $20.20 x 1328 CBOE  LATE - OPENING  Vega=$504k SPX=4612.04 Fwd
  46. SWEEP DETECTED:
    >>2360 C Mar24 48.0 Calls $2.19 (CboeTheo=2.17 BID  [MULTI] 09:44:46.413 IV=25.6% +0.7 MPRL 2360 x $2.19 - $2.21 x 156 C2 Vega=$23k C=46.98 Ref
  47. >>Market Color HOOD - Bullish option flow detected in Robinhood (9.87 +0.32) with 66,701 calls trading (7x expected) and implied vol increasing almost 8 points to 57.99%. . The Put/Call Ratio is 0.06. Earnings are expected on 02/07.  [HOOD 9.87 +0.32 Ref, IV=58.0% +7.5] #Bullish
  48. >>Market Color NCLH - 3day calls active in Norwegian Cruise Line. Shares up 20c, or 1.17%, near $17.70 with buyer(s) focused on 12/8 18 calls, bought nearly 12k times from 24 to 27c. Shares are up more than $3 over the past 7 trading days. (Henry Schwartz (Cboe Global Markets)) [NCLH 17.78 +0.28 Ref, IV=45.6% -0.2]
  49. >>3416 NIO Jan24 12.5 Calls $0.05 (CboeTheo=0.05 ASK  GEMX 09:46:45.309 IV=82.6% -4.9 C2 340 x $0.04 - $0.05 x 5966 EMLD  ISO   Post-Earnings  Vega=$1090 NIO=7.55 Ref
  50. SWEEP DETECTED:
    >>4806 NIO Jan24 12.5 Calls $0.05 (CboeTheo=0.05 ASK  [MULTI] 09:46:45.309 IV=82.6% -4.9 C2 340 x $0.04 - $0.05 x 5966 EMLD  ISO   Post-Earnings  Vega=$1533 NIO=7.55 Ref
  51. SWEEP DETECTED:
    >>Bullish Delta Impact 859 GTLB Jul24 55.0 Calls $11.30 (CboeTheo=11.26 ASK  [MULTI] 09:46:45.809 IV=58.5% -4.0 BOX 107 x $11.00 - $11.30 x 691 ISE  Post-Earnings   52WeekHigh 
    Delta=63%, EST. IMPACT = 54k Shares ($3.03m) To Buy GTLB=55.88 Ref
  52. SWEEP DETECTED:
    >>2001 VALE Apr24 14.0 Puts $0.903 (CboeTheo=0.92 MID  [MULTI] 09:47:00.125 IV=32.4% -1.3 ARCA 3 x $0.89 - $0.90 x 17 EMLD Vega=$6699 VALE=14.63 Ref
  53. SWEEP DETECTED:
    >>2586 VALE Apr24 14.0 Puts $0.905 (CboeTheo=0.92 MID  [MULTI] 09:47:02.820 IV=32.7% -1.0 ARCA 1417 x $0.90 - $0.92 x 5 PHLX Vega=$8658 VALE=14.63 Ref
  54. SWEEP DETECTED:
    >>2029 BAC Dec23 30.5 Puts $0.44 (CboeTheo=0.45 BID  [MULTI] 09:47:34.523 IV=24.9% -0.3 C2 1332 x $0.44 - $0.46 x 888 C2 Vega=$4117 BAC=30.59 Ref
  55. SWEEP DETECTED:
    >>2341 BAC Jan24 30.0 Puts $0.70 (CboeTheo=0.71 BID  [MULTI] 09:47:34.523 IV=24.8% -0.4 C2 1744 x $0.70 - $0.72 x 409 C2 Vega=$9495 BAC=30.59 Ref
  56. SWEEP DETECTED:
    >>2000 UBER Dec23 56.0 Puts $0.63 (CboeTheo=0.61 ASK  [MULTI] 09:47:37.194 IV=38.0% +0.1 CBOE 137 x $0.60 - $0.63 x 353 EDGX Vega=$6469 UBER=58.01 Ref
  57. SPLIT TICKET:
    >>1100 VIX Dec23 20th 13.0 Puts $0.35 (CboeTheo=0.38 BID  [CBOE] 09:49:53.892 IV=64.3% -0.6 CBOE 15k x $0.35 - $0.38 x 27k CBOE  AUCTION  Vega=$1056 VIX=13.86 Fwd
  58. SWEEP DETECTED:
    >>2000 M Dec23 17.5 Calls $0.329 (CboeTheo=0.31 ASK  [MULTI] 09:49:56.744 IV=54.4% +5.0 BOX 160 x $0.29 - $0.33 x 219 CBOE  OPENING  Vega=$2052 M=16.84 Ref
  59. >>Unusual Volume NEM - 3x market weighted volume: 20.8k = 123.6k projected vs 35.9k adv, 58% calls, 4% of OI [NEM 40.06 -0.47 Ref, IV=29.7% -0.1]
  60. SWEEP DETECTED:
    >>Bullish Delta Impact 1008 BIVI Dec23 2.5 Puts $0.85 (CboeTheo=0.93 Below Bid!  [MULTI] 09:51:18.697 IV=207.2% -20.1 ISE 4 x $0.90 - $0.95 x 1 PHLX  ISO 
    Delta=-83%, EST. IMPACT = 83k Shares ($140k) To Buy BIVI=1.68 Ref
  61. SWEEP DETECTED:
    >>2771 UBER Dec23 8th 61.0 Calls $0.156 (CboeTheo=0.14 Above Ask!  [MULTI] 09:51:28.677 IV=44.1% +3.7 C2 276 x $0.14 - $0.15 x 237 GEMX Vega=$3217 UBER=58.06 Ref
  62. SWEEP DETECTED:
    >>3387 TSLA Dec23 29th 120 Puts $0.03 (CboeTheo=0.04 BID  [MULTI] 09:51:40.280 IV=95.2% -1.5 EMLD 502 x $0.03 - $0.05 x 374 EMLD Vega=$1175 TSLA=237.53 Ref
  63. SWEEP DETECTED:
    >>2344 M Dec23 17.5 Calls $0.326 (CboeTheo=0.29 Above Ask!  [MULTI] 09:52:00.517 IV=55.5% +6.2 BZX 2 x $0.30 - $0.31 x 56 MPRL  OPENING  Vega=$2358 M=16.75 Ref
  64. SPLIT TICKET:
    >>2361 SOFI Dec23 10.0 Calls $0.02 (CboeTheo=0.05 BID  [MIAX] 09:52:10.731 IV=83.9% -3.5 C2 466 x $0.02 - $0.03 x 642 C2  AUCTION  Vega=$307 SOFI=7.79 Ref
  65. >>2215 GOOG Dec23 8th 135 Calls $0.40 (CboeTheo=0.41 ASK  MPRL 09:52:29.140 IV=28.5% +0.8 EMLD 478 x $0.39 - $0.40 x 2215 MPRL Vega=$7926 GOOG=131.87 Ref
  66. SPLIT TICKET:
    >>2393 GOOG Dec23 8th 135 Calls $0.40 (CboeTheo=0.41 ASK  [MPRL] 09:52:29.140 IV=28.5% +0.8 EMLD 478 x $0.39 - $0.40 x 2393 MPRL Vega=$8559 GOOG=131.86 Ref
  67. >>Unusual Volume KVUE - 4x market weighted volume: 34.4k = 193.6k projected vs 45.6k adv, 65% calls, 4% of OI [KVUE 20.45 -0.17 Ref, IV=43.5% +2.2]
  68. >>Unusual Volume ALB - 3x market weighted volume: 9029 = 50.9k projected vs 15.5k adv, 72% puts, 5% of OI [ALB 115.20 -4.78 Ref, IV=52.0% +2.8]
  69. >>3995 PLTR Feb24 19.0 Calls $1.78 (CboeTheo=1.78 ASK  PHLX 09:53:25.780 IV=62.0% +0.0 EMLD 333 x $1.76 - $1.78 x 103 EMLD  SPREAD/FLOOR  Vega=$13k PLTR=18.20 Ref
  70. >>3995 PLTR Dec23 17.0 Calls $1.52 (CboeTheo=1.49 Above Ask!  PHLX 09:53:25.780 IV=63.1% +1.7 C2 94 x $1.47 - $1.51 x 370 EMLD  SPREAD/FLOOR  Vega=$3778 PLTR=18.20 Ref
  71. >>2711 MTCH Jan24 12th 28.0 Puts $0.25 (CboeTheo=0.25 BID  ISE 09:54:19.080 IV=40.8% -1.4 C2 626 x $0.20 - $0.32 x 54 PHLX  AUCTION - OPENING  Vega=$5562 MTCH=32.32 Ref
  72. SWEEP DETECTED:
    >>2094 T Dec23 8th 16.5 Calls $0.594 (CboeTheo=0.62 MID  [MULTI] 09:54:32.525 IV=26.3% +2.3 MPRL 237 x $0.60 - $0.60 x 4 EDGX Vega=$517 T=17.07 Ref
  73. SPLIT TICKET:
    >>1007 SPXW Dec23 5th 4600 Calls $0.45 (CboeTheo=0.44 ASK  [CBOE] 09:54:41.111 IV=19.6% +8.3 CBOE 919 x $0.40 - $0.45 x 384 CBOE Vega=$13k SPX=4560.27 Fwd
  74. SWEEP DETECTED:
    >>2069 T Dec23 8th 16.5 Calls $0.59 (CboeTheo=0.61 ASK  [MULTI] 09:54:54.962 IV=25.9% +1.9 MPRL 318 x $0.58 - $0.59 x 11 ARCA  ISO  Vega=$515 T=17.07 Ref
  75. >>3082 CLSK Dec23 15.0 Calls $0.20 (CboeTheo=0.20 BID  MPRL 09:55:47.150 IV=214.0% +0.0 MPRL 3082 x $0.20 - $0.25 x 2521 PHLX  52WeekHigh  Vega=$1068 CLSK=9.47 Ref
  76. SWEEP DETECTED:
    >>3289 CLSK Dec23 15.0 Calls $0.20 (CboeTheo=0.20 ASK  [MULTI] 09:55:47.140 IV=214.0% +0.0 PHLX 3632 x $0.15 - $0.20 x 206 ARCA  52WeekHigh  Vega=$1140 CLSK=9.47 Ref
  77. >>2563 AFRM Apr24 25.0 Puts $2.13 (CboeTheo=2.10 ASK  MIAX 09:56:02.554 IV=88.2% +0.0 MPRL 15 x $2.10 - $2.14 x 22 MPRL  COB/AUCTION  Vega=$14k AFRM=36.47 Ref
  78. >>5126 AFRM Apr24 17.5 Puts $0.65 (CboeTheo=0.65 MID  MIAX 09:56:02.554 IV=95.2% -0.6 AMEX 58 x $0.64 - $0.66 x 21 MPRL  COB/AUCTION  Vega=$13k AFRM=36.47 Ref
  79. >>2563 AFRM Apr24 10.0 Puts $0.12 (CboeTheo=0.12 MID  MIAX 09:56:02.554 IV=110.7% +0.1 MPRL 89 x $0.11 - $0.13 x 396 CBOE  COB/AUCTION  Vega=$1718 AFRM=36.47 Ref
  80. SWEEP DETECTED:
    >>2000 MARA Dec23 13.5 Puts $0.36 (CboeTheo=0.37 BID  [MULTI] 09:57:27.974 IV=112.3% -0.2 EDGX 326 x $0.36 - $0.38 x 270 C2 Vega=$1465 MARA=15.53 Ref
  81. >>3587 CHWY Dec23 8th 20.0 Calls $1.02 (CboeTheo=1.03 BID  CBOE 09:57:36.857 IV=220.5% +32.4 BZX 58 x $1.02 - $1.05 x 72 ARCA  COB/AUCTION - OPENING  Vega=$2461 CHWY=18.64 Ref
  82. >>3587 CHWY Dec23 8th 16.0 Puts $0.45 (CboeTheo=0.46 MID  CBOE 09:57:36.857 IV=213.5% +30.3 EMLD 165 x $0.44 - $0.47 x 566 EDGX  COB/AUCTION - OPENING  Vega=$1749 CHWY=18.64 Ref
  83. >>2000 PFE Jan24 30.0 Calls $0.84 (CboeTheo=0.84 MID  AMEX 09:57:39.180 IV=24.9% -0.2 C2 1087 x $0.83 - $0.85 x 450 C2  CROSS  Vega=$8204 PFE=29.34 Ref
  84. >>2500 C Mar24 45.0 Calls $3.70 (CboeTheo=3.74 MID  C2 09:58:24.616 IV=25.7% -0.4 C2 5922 x $3.65 - $3.75 x 85 ARCA Vega=$22k C=46.88 Ref
  85. SWEEP DETECTED:
    >>2500 AAPL Dec23 187.5 Puts $0.643 (CboeTheo=0.65 MID  [MULTI] 09:58:28.471 IV=19.8% +1.6 C2 600 x $0.63 - $0.64 x 63 C2 Vega=$22k AAPL=192.87 Ref
  86. >>2000 XP Dec23 24.0 Calls $0.54 (CboeTheo=0.55 BID  AMEX 09:58:46.260 IV=43.5% -5.2 PHLX 1941 x $0.50 - $0.65 x 229 PHLX  CROSS  Vega=$2757 XP=23.93 Ref
  87. SWEEP DETECTED:
    >>2155 AAPL Dec23 187.5 Puts $0.66 (CboeTheo=0.65 ASK  [MULTI] 09:59:06.399 IV=19.9% +1.8 C2 390 x $0.65 - $0.66 x 435 C2 Vega=$19k AAPL=192.82 Ref
  88. >>2049 BMRN Apr24 100 Calls $4.44 (CboeTheo=4.24 ASK  C2 09:59:19.318 IV=27.6% +1.2 CBOE 4 x $4.20 - $4.50 x 96 C2  COB - OPENING  Vega=$46k BMRN=93.40 Ref
  89. >>Market Color MPW - Bearish flow noted in Medical Properties Trust (5.17 -0.18) with 8,393 puts trading, or 1.4x expected. The Put/Call Ratio is 4.39, while ATM IV is up nearly 5 points on the day. Earnings are expected on 02/21.   ExDiv  [MPW 5.17 -0.18 Ref, IV=63.3% +4.7] #Bearish
  90. >>2334 GOOG Dec23 8th 134 Calls $0.71 (CboeTheo=0.74 ASK  NOM 10:00:01.573 IV=28.3% +0.7 NOM 220 x $0.70 - $0.71 x 2334 NOM Vega=$10k GOOG=132.13 Ref
  91. SPLIT TICKET:
    >>2384 GOOG Dec23 8th 134 Calls $0.71 (CboeTheo=0.73 ASK  [NOM] 10:00:01.316 IV=28.5% +0.9 NOM 214 x $0.70 - $0.71 x 2384 NOM Vega=$11k GOOG=132.11 Ref
  92. >>3311 GOOG Dec23 8th 137 Calls $0.18 (CboeTheo=0.19 MID  BZX 10:00:06.252 IV=29.7% +0.1 ARCA 80 x $0.16 - $0.19 x 5000 ARCA Vega=$7645 GOOG=132.08 Ref
  93. SPLIT TICKET:
    >>3811 GOOG Dec23 8th 137 Calls $0.18 (CboeTheo=0.19 MID  [BZX] 10:00:06.252 IV=29.7% +0.1 ARCA 80 x $0.16 - $0.19 x 5000 ARCA Vega=$8799 GOOG=132.08 Ref
  94. >>4451 GOOG Dec23 8th 137 Calls $0.19 (CboeTheo=0.20 ASK  NOM 10:01:04.720 IV=29.8% +0.2 C2 1175 x $0.18 - $0.19 x 600 EMLD Vega=$11k GOOG=132.15 Ref
  95. SWEEP DETECTED:
    >>4951 GOOG Dec23 8th 137 Calls $0.19 (CboeTheo=0.20 ASK  [MULTI] 10:01:04.720 IV=29.8% +0.2 C2 1175 x $0.18 - $0.19 x 600 EMLD Vega=$12k GOOG=132.15 Ref
  96. >>19776 PCG Dec23 14.0 Calls $2.70 (CboeTheo=3.21 BID  BOX 10:01:18.491 PHLX 296 x $2.70 - $4.90 x 151 BZX  SPREAD/CROSS - OPENING  Vega=$0 PCG=17.16 Ref
  97. >>19776 PCG Dec23 14.0 Puts $0.19 (CboeTheo=0.02 ASK  BOX 10:01:18.491 IV=109.9% +46.6 MPRL 0 x $0.00 - $0.20 x 779 PHLX  SPREAD/CROSS - OPENING  Vega=$11k PCG=17.16 Ref
  98. SWEEP DETECTED:
    >>2000 AMZN Dec23 125 Puts $0.06 (CboeTheo=0.05 ASK  [MULTI] 10:01:41.934 IV=44.2% +3.3 AMEX 2 x $0.05 - $0.06 x 1203 CBOE Vega=$1989 AMZN=146.04 Ref
  99. >>3000 PNT Jan24 17.5 Calls $0.31 (CboeTheo=0.33 BID  ARCA 10:02:14.028 IV=69.3% -3.6 PHLX 306 x $0.25 - $0.40 x 37 BZX  SPREAD/FLOOR  Vega=$3929 PNT=13.74 Ref
  100. >>9303 KVUE Feb24 22.5 Calls $0.70 (CboeTheo=0.67 ASK  PHLX 10:02:35.789 IV=37.3% +0.8 MPRL 11 x $0.67 - $0.70 x 18 ARCA  SPREAD/CROSS/TIED  Vega=$31k KVUE=20.48 Ref
  101. >>2500 WFC Mar24 35.0 Puts $0.23 (CboeTheo=0.23 ASK  ARCA 10:02:50.843 IV=33.4% -0.4 C2 350 x $0.22 - $0.23 x 80 MPRL  SPREAD/CROSS  Vega=$7511 WFC=44.77 Ref
  102. >>2500 WFC Mar24 45.0 Puts $2.20 (CboeTheo=2.20 MID  ARCA 10:02:50.843 IV=23.7% -0.3 MPRL 16 x $2.19 - $2.21 x 50 NOM  SPREAD/CROSS  Vega=$23k WFC=44.77 Ref
  103. >>2000 FSLR Jan25 160 Puts $26.60 (CboeTheo=26.61 BID  MIAX 10:04:12.552 IV=46.2% +0.0 MIAX 2023 x $26.60 - $26.65 x 466 NOM Vega=$127k FSLR=160.09 Ref
  104. SWEEP DETECTED:
    >>Bullish Delta Impact 2223 FSLR Jan25 160 Puts $26.60 (CboeTheo=26.61 BID  [MULTI] 10:04:12.551 IV=46.2% +0.0 MIAX 2023 x $26.60 - $27.05 x 26 NOM
    Delta=-38%, EST. IMPACT = 84k Shares ($13.4m) To Buy FSLR=160.09 Ref
  105. >>1628 SPXW Dec23 5th 4600 Calls $0.90 (CboeTheo=1.03 ASK  CBOE 10:04:12.591 IV=17.3% +6.0 CBOE 542 x $0.85 - $0.90 x 10 CBOE Vega=$34k SPX=4572.87 Fwd
  106. SPLIT TICKET:
    >>1739 SPXW Dec23 5th 4600 Calls $0.901 (CboeTheo=1.00 Above Ask!  [CBOE] 10:04:12.428 IV=17.4% +6.1 CBOE 636 x $0.85 - $0.90 x 1707 CBOE Vega=$36k SPX=4572.57 Fwd
  107. >>2039 TSLA Dec23 8th 250 Calls $1.61 (CboeTheo=1.62 BID  EMLD 10:05:24.945 IV=51.0% +0.7 EMLD 2039 x $1.61 - $1.62 x 1 NOM Vega=$15k TSLA=241.18 Ref
  108. SWEEP DETECTED:
    >>2250 LYFT Dec23 8th 13.0 Calls $0.21 (CboeTheo=0.19 ASK  [MULTI] 10:05:23.056 IV=83.2% +9.7 C2 191 x $0.18 - $0.21 x 1621 EMLD  ISO  Vega=$974 LYFT=12.53 Ref
  109. >>7927 NEM Dec23 32.5 Calls $7.55 (CboeTheo=7.67 BID  BOX 10:05:25.807 BZX 63 x $7.55 - $7.70 x 11 BXO  SPREAD/CROSS - OPENING  Vega=$0 NEM=40.09 Ref
  110. >>7927 NEM Dec23 32.5 Puts $1.00 (CboeTheo=0.02 ASK  BOX 10:05:25.807 IV=149.4% +90.1 EMLD 6 x $0.01 - $1.01 x 1611 MIAX  SPREAD/CROSS - OPENING  Vega=$13k NEM=40.09 Ref
  111. SWEEP DETECTED:
    >>2050 TSLA Dec23 8th 250 Calls $1.61 (CboeTheo=1.62 BID  [MULTI] 10:05:24.817 IV=51.1% +0.8 EMLD 2039 x $1.61 - $1.63 x 41 BXO Vega=$15k TSLA=241.19 Ref
  112. SWEEP DETECTED:
    >>5000 PR Dec23 14.0 Calls $0.144 (CboeTheo=0.13 ASK  [MULTI] 10:06:35.741 IV=44.6% +1.8 ARCA 5 x $0.10 - $0.15 x 637 PHLX  AUCTION - OPENING  Vega=$3296 PR=13.16 Ref
  113. SWEEP DETECTED:
    >>2013 UBER Dec23 56.0 Puts $0.56 (CboeTheo=0.55 ASK  [MULTI] 10:06:48.192 IV=38.5% +0.7 CBOE 231 x $0.53 - $0.56 x 335 ARCA Vega=$6215 UBER=58.34 Ref
  114. >>10681 KVUE Dec23 16.5 Puts $0.03 (CboeTheo=0.05 ASK  BOX 10:07:36.531 IV=71.1% -5.4 MRX 0 x $0.00 - $0.04 x 295 EDGX  SPREAD/CROSS - OPENING  Vega=$2588 KVUE=20.45 Ref
  115. >>10681 KVUE Dec23 16.5 Calls $3.90 (CboeTheo=4.02 BID  BOX 10:07:36.531 AMEX 1 x $3.90 - $4.15 x 1 ARCA  SPREAD/CROSS - OPENING  Vega=$0 KVUE=20.45 Ref
  116. >>Unusual Volume COST - 3x market weighted volume: 22.6k = 97.2k projected vs 32.4k adv, 70% calls, 11% of OI [COST 608.84 +9.76 Ref, IV=19.0% +0.2]
  117. >>3420 ALB Jan24 12th 90.0 Puts $0.98 (CboeTheo=1.11 Below Bid!  BOX 10:07:43.334 IV=61.0% -1.6 MPRL 110 x $1.00 - $1.15 x 38 MPRL  AUCTION - OPENING  Vega=$20k ALB=115.22 Ref
  118. SWEEP DETECTED:
    >>3549 ALB Jan24 12th 90.0 Puts $0.981 (CboeTheo=1.11 Below Bid!  [MULTI] 10:07:43.194 IV=61.4% -1.3 CBOE 16 x $1.00 - $1.15 x 21 ARCA  ISO - OPENING  Vega=$21k ALB=115.22 Ref
  119. >>2000 SBUX Dec23 8th 97.0 Puts $0.89 (CboeTheo=0.90 ASK  AMEX 10:07:49.501 IV=23.5% +1.2 EDGX 427 x $0.84 - $0.90 x 33 MPRL  SPREAD/FLOOR  Vega=$7304 SBUX=96.88 Ref
  120. >>2000 SBUX Dec23 8th 96.0 Puts $0.50 (CboeTheo=0.50 MID  AMEX 10:07:49.503 IV=24.6% +1.3 EDGX 148 x $0.47 - $0.52 x 304 EDGX  SPREAD/FLOOR  Vega=$6686 SBUX=96.88 Ref
  121. >>4708 DKNG Jan24 12th 40.0 Calls $0.85 (CboeTheo=0.90 BID  CBOE 10:10:00.801 IV=40.5% -0.3 AMEX 111 x $0.83 - $0.98 x 183 AMEX  COB/AUCTION - OPENING  Vega=$20k DKNG=36.76 Ref
  122. >>4708 DKNG Dec23 40.0 Calls $0.24 (CboeTheo=0.22 ASK  CBOE 10:10:00.801 IV=47.9% +4.2 BXO 181 x $0.22 - $0.24 x 56 MPRL  COB/AUCTION  Vega=$7156 DKNG=36.76 Ref
  123. SWEEP DETECTED:
    >>Bullish Delta Impact 749 FROG Jan24 30.0 Calls $1.23 (CboeTheo=1.12 Above Ask!  [MULTI] 10:10:02.904 IV=39.6% +1.8 C2 16 x $1.10 - $1.20 x 125 PHLX
    Delta=44%, EST. IMPACT = 33k Shares ($943k) To Buy FROG=28.82 Ref
  124. >>2700 PM Jan24 95.0 Calls $0.65 (CboeTheo=0.67 ASK  BOX 10:10:51.845 IV=15.2% +0.6 ISE 5 x $0.60 - $0.65 x 387 PHLX  FLOOR - OPENING  Vega=$27k PM=91.84 Ref
  125. SWEEP DETECTED:
    >>2000 MPW Mar24 3.0 Puts $0.20 (CboeTheo=0.20 BID  [MULTI] 10:10:56.450 IV=103.6% +4.1 EMLD 25 x $0.20 - $0.21 x 748 MIAX  ExDiv  Vega=$1020 MPW=5.17 Ref
  126. SWEEP DETECTED:
    >>4001 AAPL Dec23 8th 190 Puts $0.356 (CboeTheo=0.35 Above Ask!  [MULTI] 10:11:07.298 IV=20.6% +3.2 C2 492 x $0.34 - $0.35 x 825 C2 Vega=$19k AAPL=193.38 Ref
  127. SWEEP DETECTED:
    >>2169 MPW Mar24 5.0 Puts $0.788 (CboeTheo=0.79 ASK  [MULTI] 10:11:10.005 IV=73.5% +1.5 PHLX 4728 x $0.63 - $0.79 x 110 MIAX  OPENING   ExDiv  Vega=$2182 MPW=5.17 Ref
  128. SWEEP DETECTED:
    >>2700 TSLA Dec23 22nd 250 Calls $6.188 (CboeTheo=6.10 Above Ask!  [MULTI] 10:11:15.395 IV=44.4% +0.7 CBOE 279 x $6.05 - $6.15 x 65 PHLX Vega=$55k TSLA=241.66 Ref
  129. >>3722 AAPL Dec23 8th 192.5 Calls $2.00 (CboeTheo=2.02 ASK  NOM 10:12:45.960 IV=19.5% +2.3 BXO 36 x $1.99 - $2.00 x 3722 NOM Vega=$26k AAPL=193.42 Ref
  130. SPLIT TICKET:
    >>3848 AAPL Dec23 8th 192.5 Calls $2.00 (CboeTheo=2.01 ASK  [NOM] 10:12:45.959 IV=19.6% +2.4 GEMX 77 x $1.98 - $2.00 x 3840 NOM Vega=$27k AAPL=193.41 Ref
  131. >>1000 VIX Dec23 20th 19.0 Calls $0.27 (CboeTheo=0.27 MID  CBOE 10:13:31.121 IV=135.7% +4.2 CBOE 1012 x $0.26 - $0.28 x 5158 CBOE Vega=$666 VIX=13.82 Fwd
  132. >>Market Color @STOCK - Heavy first hour option volume is noted in : BOX, HA, EXPD, RF, SJM, HOOD, BMRN, APPS, TTWO. 
  133. >>Market Color COIN - Bullish option flow detected in Coinbase (146.10 +5.01) with 44,299 calls trading (1.2x expected) and implied vol increasing almost 3 points to 79.48%. . The Put/Call Ratio is 0.57. Earnings are expected on 02/20.  [COIN 146.10 +5.01 Ref, IV=79.5% +2.5] #Bullish
  134. >>1000 SPX Mar24 4550 Calls $165.34 (CboeTheo=165.24 ASK  CBOE 10:17:20.814 IV=13.5% +0.1 CBOE 422 x $164.30 - $165.70 x 284 CBOE  LATE  Vega=$927k SPX=4619.64 Fwd
  135. >>1000 SPX Dec23 4550 Puts $28.74 (CboeTheo=28.94 BID  CBOE 10:17:20.814 IV=12.5% +0.3 CBOE 419 x $28.70 - $29.10 x 381 CBOE  LATE  Vega=$294k SPX=4569.29 Fwd
  136. >>1000 SPX Dec23 4550 Calls $48.63 (CboeTheo=48.20 ASK  CBOE 10:17:20.944 IV=12.7% +0.5 CBOE 420 x $47.90 - $48.70 x 486 CBOE  LATE  Vega=$295k SPX=4569.29 Fwd
  137. >>1000 SPX Mar24 4550 Puts $96.35 (CboeTheo=96.67 BID  CBOE 10:17:20.944 IV=13.5% +0.0 CBOE 450 x $96.20 - $96.90 x 285 CBOE  LATE  Vega=$927k SPX=4619.64 Fwd
  138. SPLIT TICKET:
    >>1200 SPX Mar24 4550 Calls $165.34 (CboeTheo=165.24 ASK  [CBOE] 10:17:20.814 IV=13.5% +0.1 CBOE 422 x $164.30 - $165.70 x 284 CBOE  LATE  Vega=$1.11m SPX=4619.64 Fwd
  139. SPLIT TICKET:
    >>1200 SPX Dec23 4550 Puts $28.74 (CboeTheo=28.94 BID  [CBOE] 10:17:20.814 IV=12.5% +0.3 CBOE 419 x $28.70 - $29.10 x 381 CBOE  LATE  Vega=$353k SPX=4569.29 Fwd
  140. SPLIT TICKET:
    >>1300 SPX Dec23 4550 Calls $48.63 (CboeTheo=48.20 ASK  [CBOE] 10:17:20.944 IV=12.7% +0.5 CBOE 420 x $47.90 - $48.70 x 486 CBOE  LATE  Vega=$383k SPX=4569.29 Fwd
  141. SPLIT TICKET:
    >>1300 SPX Mar24 4550 Puts $96.35 (CboeTheo=96.67 BID  [CBOE] 10:17:20.944 IV=13.5% +0.0 CBOE 450 x $96.20 - $96.90 x 285 CBOE  LATE  Vega=$1.20m SPX=4619.64 Fwd
  142. SWEEP DETECTED:
    >>3001 AMZN Dec23 8th 144 Puts $0.496 (CboeTheo=0.48 Above Ask!  [MULTI] 10:17:28.778 IV=31.4% +3.9 C2 435 x $0.48 - $0.49 x 199 BZX Vega=$12k AMZN=147.50 Ref
  143. SWEEP DETECTED:
    >>2000 UBER Jan24 55.0 Puts $1.16 (CboeTheo=1.14 ASK  [MULTI] 10:17:49.190 IV=32.8% +0.6 C2 300 x $1.13 - $1.16 x 463 EDGX Vega=$14k UBER=58.32 Ref
  144. SWEEP DETECTED:
    >>2000 HOOD Dec23 29th 13.0 Calls $0.17 (CboeTheo=0.15 MID  [MULTI] 10:18:00.280 IV=85.1% +9.4 MIAX 795 x $0.16 - $0.17 x 55 BZX  ISO - OPENING  Vega=$1239 HOOD=10.10 Ref
  145. SPLIT TICKET:
    >>1832 SPX Jun25 4400 Puts $229.90 (CboeTheo=228.88 Above Ask!  [CBOE] 10:18:10.267 IV=18.7% +0.1 CBOE 66 x $228.20 - $229.80 x 66 CBOE  LATE  Vega=$3.58m SPX=4824.02 Fwd
  146. SPLIT TICKET:
    >>1892 SPX Dec24 2800 Puts $21.00 (CboeTheo=20.83 MID  [CBOE] 10:18:10.267 IV=31.0% +0.1 CBOE 336 x $20.80 - $21.20 x 285 CBOE  LATE  Vega=$677k SPX=4753.67 Fwd
  147. SPLIT TICKET:
    >>1892 SPX Dec24 4000 Puts $102.00 (CboeTheo=101.46 ASK  [CBOE] 10:18:10.267 IV=20.7% +0.1 CBOE 191 x $101.00 - $102.20 x 195 CBOE  LATE  Vega=$2.31m SPX=4753.67 Fwd
  148. SPLIT TICKET:
    >>1832 SPX Jun25 3100 Puts $49.00 (CboeTheo=48.66 ASK  [CBOE] 10:18:10.267 IV=26.6% +0.1 CBOE 30 x $48.10 - $49.70 x 131 CBOE  LATE  Vega=$1.35m SPX=4824.02 Fwd
  149. SWEEP DETECTED:
    >>2645 CFLT Apr24 40.0 Calls $0.55 (CboeTheo=0.49 ASK  [MULTI] 10:18:36.592 IV=63.2% +1.9 BOX 191 x $0.40 - $0.55 x 746 AMEX  ISO - OPENING  Vega=$8612 CFLT=23.87 Ref
  150. SWEEP DETECTED:
    >>2848 T Dec23 8th 16.5 Calls $0.59 (CboeTheo=0.61 BID  [MULTI] 10:18:47.919 IV=26.4% +2.4 BZX 243 x $0.59 - $0.60 x 1 MIAX Vega=$727 T=17.07 Ref
  151. SWEEP DETECTED:
    >>2150 T Dec23 8th 16.5 Calls $0.56 (CboeTheo=0.59 BID  [MULTI] 10:18:52.077 IV=20.8% -3.2 AMEX 241 x $0.56 - $0.57 x 4 MIAX Vega=$352 T=17.05 Ref
  152. >>2525 SAVE Dec23 15.0 Puts $1.30 (CboeTheo=1.42 BID  ARCA 10:22:53.127 IV=142.6% +7.8 BXO 2 x $1.22 - $1.44 x 7 BXO  SPREAD/FLOOR  Vega=$2527 SAVE=15.22 Ref
  153. >>2525 SAVE Dec23 8th 15.0 Puts $0.80 (CboeTheo=0.73 BID  ARCA 10:22:53.128 IV=160.3% +29.4 PHLX 154 x $0.50 - $1.33 x 137 PHLX  SPREAD/FLOOR  Vega=$1426 SAVE=15.22 Ref
  154. >>1006 VIX Jan24 17th 18.0 Calls $1.10 (CboeTheo=1.11 MID  CBOE 10:23:21.732 IV=92.4% -0.2 CBOE 2491 x $1.09 - $1.12 x 700 CBOE Vega=$2035 VIX=15.55 Fwd
  155. >>2200 VALE Jan25 15.0 Calls $1.75 (CboeTheo=1.72 ASK  AMEX 10:23:33.471 IV=34.2% +0.8 PHLX 1 x $1.65 - $1.75 x 21 ARCA  SPREAD/FLOOR  Vega=$13k VALE=14.71 Ref
  156. >>2200 VALE Jan25 15.0 Puts $2.35 (CboeTheo=2.31 ASK  AMEX 10:23:33.472 IV=34.3% +0.9 NOM 10 x $2.26 - $2.38 x 1 NOM  SPREAD/FLOOR  Vega=$13k VALE=14.71 Ref
  157. >>Unusual Volume PG - 3x market weighted volume: 9888 = 34.5k projected vs 11.5k adv, 58% calls, 4% of OI [PG 148.34 -3.72 Ref, IV=14.1% +1.7]
  158. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 APT Feb24 7.0 Calls $0.10 (CboeTheo=0.08 ASK  [MULTI] 10:24:03.140 IV=56.5% +6.8 EMLD 0 x $0.00 - $0.10 x 333 PHLX  ISO - OPENING 
    Delta=16%, EST. IMPACT = 16k Shares ($85k) To Buy APT=5.34 Ref
  159. SWEEP DETECTED:
    >>Bullish Delta Impact 500 IDT Jan24 35.0 Calls $0.30 (CboeTheo=0.28 ASK  [MULTI] 10:24:31.244 IV=39.7% -4.2 ARCA 50 x $0.25 - $0.30 x 14 AMEX  ISO   Post-Earnings / SSR 
    Delta=15%, EST. IMPACT = 7515 Shares ($224k) To Buy IDT=29.79 Ref
  160. SWEEP DETECTED:
    >>4043 HOOD May24 14.0 Calls $0.61 (CboeTheo=0.62 BID  [MULTI] 10:24:57.459 IV=58.7% +3.0 MPRL 774 x $0.61 - $0.65 x 12 BOX  ISO - OPENING  Vega=$9541 HOOD=10.19 Ref
  161. SWEEP DETECTED:
    >>2780 PLUG Dec23 8th 4.5 Puts $0.17 (CboeTheo=0.18 BID  [MULTI] 10:25:40.962 IV=117.2% -2.0 EMLD 525 x $0.17 - $0.18 x 204 C2  ISO  Vega=$470 PLUG=4.56 Ref
  162. >>12200 HA Jan25 3.0 Puts $0.15 (CboeTheo=0.20 BID  BOX 10:25:51.629 IV=95.5% -10.6 BXO 5 x $0.10 - $0.25 x 9 GEMX  FLOOR  Vega=$8625 HA=14.02 Ref
  163. >>2000 ORCL Jan24 105 Calls $11.35 (CboeTheo=11.40 BID  PHLX 10:27:25.230 IV=31.4% -0.7 MIAX 63 x $11.30 - $11.55 x 58 MIAX  SPREAD/FLOOR  Vega=$21k ORCL=114.48 Ref
  164. >>2000 ORCL Dec23 90.0 Calls $24.35 (CboeTheo=24.72 Below Bid!  PHLX 10:27:25.230 EDGX 5 x $24.60 - $24.80 x 7 MPRL  SPREAD/FLOOR  Vega=$0 ORCL=114.48 Ref
  165. >>2000 ORCL Jan24 105 Puts $1.50 (CboeTheo=1.47 ASK  PHLX 10:27:25.230 IV=32.2% -0.0 EDGX 217 x $1.44 - $1.50 x 210 EDGX  SPREAD/FLOOR  Vega=$23k ORCL=114.48 Ref
  166. >>2000 ORCL Dec23 90.0 Puts $0.07 (CboeTheo=0.07 ASK  PHLX 10:27:25.230 IV=68.3% +2.2 C2 343 x $0.04 - $0.07 x 243 MPRL  SPREAD/FLOOR  Vega=$1474 ORCL=114.48 Ref
  167. SWEEP DETECTED:
    >>2431 TSLA Dec23 22nd 250 Calls $6.165 (CboeTheo=6.08 Above Ask!  [MULTI] 10:27:23.637 IV=44.2% +0.4 BZX 18 x $6.05 - $6.10 x 56 BZX Vega=$49k TSLA=241.53 Ref
  168. SWEEP DETECTED:
    >>2131 MARA Dec23 8th 15.5 Calls $0.728 (CboeTheo=0.82 Below Bid!  [MULTI] 10:27:25.072 IV=123.4% -7.9 MPRL 48 x $0.81 - $0.85 x 142 CBOE Vega=$1243 MARA=15.67 Ref
  169. >>1000 VIX Dec23 20th 13.0 Puts $0.35 (CboeTheo=0.34 ASK  CBOE 10:27:38.322 IV=66.4% +1.5 CBOE 28k x $0.32 - $0.36 x 3621 CBOE Vega=$951 VIX=13.92 Fwd
  170. SPLIT TICKET:
    >>1029 VIX Dec23 20th 13.0 Puts $0.35 (CboeTheo=0.34 ASK  [CBOE] 10:27:38.322 IV=66.4% +1.5 CBOE 28k x $0.32 - $0.36 x 3621 CBOE Vega=$979 VIX=13.92 Fwd
  171. SPLIT TICKET:
    >>1001 VIX Dec23 20th 12.5 Puts $0.17 (CboeTheo=0.15 MID  [CBOE] 10:28:58.022 IV=60.9% +1.4 CBOE 5619 x $0.15 - $0.18 x 3061 CBOE Vega=$729 VIX=13.93 Fwd
  172. >>2181 TSLA Jan24 150 Puts $0.29 (CboeTheo=0.28 ASK  MRX 10:29:34.487 IV=66.1% +2.4 EMLD 666 x $0.27 - $0.29 x 564 EMLD  AUCTION  Vega=$6719 TSLA=241.96 Ref
  173. >>Market Color BXMT - Bearish flow noted in Blackstone Mortgage (22.59 -0.48) with 3,372 puts trading, or 4x expected. The Put/Call Ratio is 5.24, while ATM IV is up nearly 4 points on the day. Earnings are expected on 02/06.  [BXMT 22.59 -0.48 Ref, IV=34.5% +3.8] #Bearish
  174. SWEEP DETECTED:
    >>2641 GOOG Jan24 135 Puts $5.50 (CboeTheo=5.48 ASK  [MULTI] 10:30:28.856 IV=22.5% +0.6 EDGX 1098 x $5.40 - $5.50 x 522 CBOE  ISO  Vega=$47k GOOG=131.82 Ref
  175. >>7850 PBR Dec23 8th 15.0 Calls $0.09 (CboeTheo=0.09 MID  PHLX 10:30:35.696 IV=40.9% +5.4 EMLD 20 x $0.08 - $0.10 x 1305 MPRL  AUCTION - OPENING  Vega=$3582 PBR=14.62 Ref
  176. SWEEP DETECTED:
    >>10021 PBR Dec23 8th 15.0 Calls $0.09 (CboeTheo=0.08 ASK  [MULTI] 10:30:35.569 IV=41.4% +6.0 EMLD 20 x $0.08 - $0.09 x 317 BZX  OPENING  Vega=$4547 PBR=14.62 Ref
  177. SWEEP DETECTED:
    >>2736 AMZN Jan24 150 Puts $6.10 (CboeTheo=6.05 ASK  [MULTI] 10:31:15.896 IV=25.4% +0.9 CBOE 667 x $6.00 - $6.10 x 636 PHLX Vega=$56k AMZN=147.53 Ref
  178. SWEEP DETECTED:
    >>3558 AAPL Dec23 190 Puts $0.921 (CboeTheo=0.90 MID  [MULTI] 10:33:16.927 IV=19.0% +1.9 BZX 42 x $0.91 - $0.92 x 530 C2 Vega=$37k AAPL=193.81 Ref
  179. >>6420 PPC Mar24 30.0 Calls $0.53 (CboeTheo=0.52 MID  AMEX 10:33:45.656 IV=28.6% +0.2 BOX 23 x $0.45 - $0.60 x 32 BOX  SPREAD/FLOOR - OPENING  Vega=$28k PPC=26.27 Ref
  180. >>5100 PPC Mar24 29.0 Calls $0.79 (CboeTheo=0.75 ASK  AMEX 10:33:45.657 IV=29.2% +0.8 BOX 106 x $0.70 - $0.85 x 47 BOX  SPREAD/FLOOR  Vega=$26k PPC=26.27 Ref
  181. >>8400 PPC Jan24 29.0 Calls $0.21 (CboeTheo=0.25 BID  AMEX 10:33:45.657 IV=25.6% -1.4 PHLX 20 x $0.15 - $0.30 x 158 MIAX  SPREAD/FLOOR  Vega=$20k PPC=26.27 Ref
  182. >>8130 PPC Jan24 28.0 Calls $0.36 (CboeTheo=0.40 BID  AMEX 10:33:45.658 IV=24.0% -1.3 BOX 11 x $0.30 - $0.45 x 1 BZX  SPREAD/FLOOR  Vega=$25k PPC=26.27 Ref
  183. SWEEP DETECTED:
    >>3150 BEKE Apr24 12.35 Puts $0.50 (CboeTheo=0.53 BID  [MULTI] 10:34:08.367 IV=47.4% -1.6 PHLX 375 x $0.50 - $0.57 x 256 C2  ISO - OPENING  Vega=$7752 BEKE=15.11 Ref
  184. SWEEP DETECTED:
    >>3843 AAPL Dec23 187.5 Puts $0.51 (CboeTheo=0.49 ASK  [MULTI] 10:34:50.315 IV=20.3% +2.2 EMLD 205 x $0.50 - $0.51 x 615 C2  AUCTION  Vega=$30k AAPL=193.91 Ref
  185. SWEEP DETECTED:
    >>2025 AMZN Dec23 8th 144 Puts $0.435 (CboeTheo=0.42 Above Ask!  [MULTI] 10:35:09.180 IV=31.0% +3.5 C2 327 x $0.42 - $0.43 x 60 MPRL  ISO  Vega=$7538 AMZN=147.72 Ref
  186. >>2499 HUT1 Jan24 3.0 Calls $0.16 (CboeTheo=0.16 ASK  PHLX 10:36:24.708 IV=122.2% -3.8 AMEX 3740 x $0.08 - $0.16 x 998 PHLX Vega=$702 HUT=11.56 Ref
  187. SWEEP DETECTED:
    >>2839 HUT1 Jan24 3.0 Calls $0.16 (CboeTheo=0.16 ASK  [MULTI] 10:36:24.708 IV=122.2% -3.8 AMEX 3740 x $0.08 - $0.16 x 998 PHLX Vega=$798 HUT=11.56 Ref
  188. SPLIT TICKET:
    >>1104 SPXW Dec23 29th 4200 Puts $3.30 (CboeTheo=3.33 BID  [CBOE] 10:37:13.997 IV=19.1% +0.0 CBOE 229 x $3.30 - $3.40 x 348 CBOE Vega=$112k SPX=4582.00 Fwd
  189. >>2500 HOOD Jan24 10.0 Puts $0.66 (CboeTheo=0.67 MID  NOM 10:37:21.174 IV=56.3% +6.4 EDGX 607 x $0.64 - $0.68 x 14 GEMX Vega=$3487 HOOD=10.22 Ref
  190. SWEEP DETECTED:
    >>2001 VRT Mar24 50.0 Calls $3.00 (CboeTheo=3.17 BID  [MULTI] 10:39:01.286 IV=49.0% -1.8 PHLX 349 x $3.00 - $3.20 x 11 ARCA Vega=$18k VRT=45.02 Ref
  191. SWEEP DETECTED:
    >>2499 AMZN Dec23 8th 144 Puts $0.38 (CboeTheo=0.37 BID  [MULTI] 10:39:19.752 IV=31.8% +4.4 BZX 62 x $0.38 - $0.39 x 110 BZX Vega=$8633 AMZN=148.19 Ref
  192. >>1000 VIX Dec23 20th 13.0 Puts $0.38 (CboeTheo=0.38 ASK  CBOE 10:39:40.921 IV=66.5% +1.6 CBOE 32k x $0.34 - $0.39 x 4633 CBOE Vega=$973 VIX=13.82 Fwd
  193. SPLIT TICKET:
    >>1500 VIX Dec23 20th 13.0 Puts $0.38 (CboeTheo=0.38 ASK  [CBOE] 10:39:40.921 IV=66.5% +1.6 CBOE 32k x $0.34 - $0.39 x 4633 CBOE Vega=$1459 VIX=13.82 Fwd
  194. >>2501 BAC Dec23 30.0 Calls $0.75 (CboeTheo=0.75 MID  PHLX 10:39:48.048 IV=24.3% -1.6 ARCA 69 x $0.74 - $0.77 x 2549 C2  AUCTION  Vega=$4727 BAC=30.40 Ref
  195. >>2499 BAC Dec23 30.0 Calls $0.75 (CboeTheo=0.75 MID  PHLX 10:39:48.048 IV=24.3% -1.6 ARCA 69 x $0.74 - $0.77 x 2549 C2  AUCTION  Vega=$4724 BAC=30.40 Ref
  196. SPLIT TICKET:
    >>5000 BAC Dec23 30.0 Calls $0.75 (CboeTheo=0.75 MID  [PHLX] 10:39:48.048 IV=24.3% -1.6 ARCA 69 x $0.74 - $0.77 x 2549 C2  AUCTION  Vega=$9451 BAC=30.40 Ref
  197. SWEEP DETECTED:
    >>2000 WB Dec23 10.0 Calls $0.10 (CboeTheo=0.10 ASK  [MULTI] 10:40:45.516 IV=58.1% +15.7 ISE 252 x $0.05 - $0.10 x 688 PHLX  ISO   52WeekLow  Vega=$887 WB=9.15 Ref
  198. SWEEP DETECTED:
    >>Bearish Delta Impact 503 MHK Dec23 90.0 Calls $2.50 (CboeTheo=2.40 BID  [MULTI] 10:41:38.707 IV=31.6% -1.2 BZX 5 x $2.50 - $2.75 x 19 EMLD
    Delta=60%, EST. IMPACT = 30k Shares ($2.74m) To Sell MHK=90.94 Ref
  199. SWEEP DETECTED:
    >>Bearish Delta Impact 500 AMPY Jan24 5.0 Calls $1.05 (CboeTheo=1.10 BID  [MULTI] 10:42:05.536 IV=19.5% -28.0 PHLX 945 x $1.00 - $1.20 x 1 CBOE
    Delta=100%, EST. IMPACT = 50k Shares ($300k) To Sell AMPY=6.00 Ref
  200. SWEEP DETECTED:
    >>2033 T Jun24 17.0 Puts $1.08 (CboeTheo=1.07 ASK  [MULTI] 10:42:25.659 IV=21.5% -0.0 GEMX 1986 x $1.07 - $1.08 x 29 EMLD Vega=$9777 T=17.07 Ref
  201. >>Unusual Volume WOLF - 3x market weighted volume: 5554 = 16.1k projected vs 5343 adv, 68% puts, 4% of OI [WOLF 38.49 -1.96 Ref, IV=64.8% -0.2]
  202. >>5000 C Mar24 47.0 Calls $2.39 (CboeTheo=2.37 ASK  ARCA 10:42:58.475 IV=25.4% +0.2 MPRL 32 x $2.37 - $2.39 x 88 BOX  SPREAD/CROSS - OPENING  Vega=$48k C=46.52 Ref
  203. >>10000 C Mar24 55.0 Calls $0.34 (CboeTheo=0.34 MID  ARCA 10:42:58.475 IV=24.8% +0.5 MPRL 66 x $0.33 - $0.35 x 632 C2  SPREAD/CROSS  Vega=$50k C=46.52 Ref
  204. >>1411 VIX Dec23 20th 12.5 Puts $0.19 (CboeTheo=0.18 ASK  CBOE 10:43:00.147 IV=61.1% +1.7 CBOE 29k x $0.16 - $0.19 x 2427 CBOE Vega=$1077 VIX=13.82 Fwd
  205. >>3716 VIX Dec23 20th 12.5 Puts $0.19 (CboeTheo=0.18 ASK  CBOE 10:43:00.147 IV=61.1% +1.7 CBOE 29k x $0.16 - $0.19 x 3244 CBOE Vega=$2836 VIX=13.82 Fwd
  206. >>2595 VIX Dec23 20th 12.5 Puts $0.19 (CboeTheo=0.18 ASK  CBOE 10:43:00.147 IV=61.1% +1.7 CBOE 29k x $0.16 - $0.19 x 3244 CBOE Vega=$1981 VIX=13.82 Fwd
  207. SPLIT TICKET:
    >>10587 VIX Dec23 20th 12.5 Puts $0.19 (CboeTheo=0.18 ASK  [CBOE] 10:43:00.147 IV=61.1% +1.7 CBOE 29k x $0.16 - $0.19 x 2427 CBOE Vega=$8081 VIX=13.82 Fwd
  208. >>1230 VIX Jan24 17th 33.0 Calls $0.31 (CboeTheo=0.29 ASK  CBOE 10:44:19.668 IV=145.8% +2.3 CBOE 6336 x $0.28 - $0.31 x 32k CBOE  LATE  Vega=$1172 VIX=15.48 Fwd
  209. >>1200 VIX Jan24 17th 47.5 Calls $0.14 (CboeTheo=0.15 MID  CBOE 10:44:19.668 IV=167.0% -1.5 CBOE 28k x $0.13 - $0.16 x 28k CBOE  LATE  Vega=$629 VIX=15.48 Fwd
  210. SPLIT TICKET:
    >>1800 VIX Jan24 17th 29.0 Calls $0.38 (CboeTheo=0.37 MID  [CBOE] 10:44:19.211 IV=134.6% +0.7 CBOE 29k x $0.36 - $0.39 x 31k CBOE  LATE  Vega=$2014 VIX=15.48 Fwd
  211. SPLIT TICKET:
    >>4100 VIX Jan24 17th 33.0 Calls $0.31 (CboeTheo=0.29 ASK  [CBOE] 10:44:19.211 IV=145.8% +2.3 CBOE 6336 x $0.28 - $0.31 x 32k CBOE  LATE  Vega=$3905 VIX=15.48 Fwd
  212. SPLIT TICKET:
    >>1800 VIX Jan24 17th 38.0 Calls $0.22 (CboeTheo=0.22 MID  [CBOE] 10:44:19.211 IV=153.4% -0.2 CBOE 17k x $0.21 - $0.24 x 31k CBOE  LATE - OPENING  Vega=$1343 VIX=15.48 Fwd
  213. SPLIT TICKET:
    >>1200 VIX Mar24 20th 45.0 Calls $0.532 (CboeTheo=0.53 MID  [CBOE] 10:44:19.211 IV=122.2% +0.3 CBOE 13k x $0.51 - $0.55 x 14k CBOE  LATE  Vega=$2252 VIX=17.03 Fwd
  214. SPLIT TICKET:
    >>4000 VIX Jan24 17th 47.5 Calls $0.14 (CboeTheo=0.15 MID  [CBOE] 10:44:19.211 IV=167.0% -1.5 CBOE 28k x $0.13 - $0.16 x 28k CBOE  LATE  Vega=$2095 VIX=15.48 Fwd
  215. SPLIT TICKET:
    >>2500 VIX Mar24 20th 50.0 Calls $0.48 (CboeTheo=0.46 ASK  [CBOE] 10:44:19.211 IV=128.1% +1.8 CBOE 5447 x $0.44 - $0.48 x 19k CBOE  LATE  Vega=$4331 VIX=17.03 Fwd
  216. SPLIT TICKET:
    >>1200 VIX Mar24 20th 65.0 Calls $0.32 (CboeTheo=0.31 MID  [CBOE] 10:44:19.211 IV=137.7% +1.1 CBOE 1258 x $0.30 - $0.33 x 19k CBOE  LATE  Vega=$1553 VIX=17.03 Fwd
  217. SPLIT TICKET:
    >>2700 VIX Mar24 20th 85.0 Calls $0.21 (CboeTheo=0.21 MID  [CBOE] 10:44:19.211 IV=146.5% +0.2 CBOE 2575 x $0.20 - $0.23 x 17k CBOE  LATE - OPENING  Vega=$2536 VIX=17.03 Fwd
  218. SWEEP DETECTED:
    >>2012 AMZN Jan24 150 Puts $5.70 (CboeTheo=5.63 ASK  [MULTI] 10:44:47.500 IV=25.8% +1.3 CBOE 197 x $5.60 - $5.70 x 1211 CBOE Vega=$42k AMZN=148.46 Ref
  219. >>Market Color AA - Bullish option flow detected in Alcoa (25.81 -1.00) with 14,135 calls trading (4x expected) and implied vol increasing over 1 point to 48.28%. . The Put/Call Ratio is 0.31. Earnings are expected on 01/17. [AA 25.81 -1.00 Ref, IV=48.3% +1.3] #Bullish
  220. >>2000 OXY Feb24 55.0 Puts $1.32 (CboeTheo=1.30 ASK  PHLX 10:45:13.852 IV=25.5% +0.2 EMLD 57 x $1.28 - $1.32 x 31 NOM  SPREAD/CROSS/TIED  Vega=$18k OXY=57.63 Ref
  221. >>Unusual Volume HUT - 3x market weighted volume: 18.0k = 51.1k projected vs 17.0k adv, 91% calls, 4% of OI
  222. SWEEP DETECTED:
    >>3372 M Dec23 15.0 Puts $0.13 (CboeTheo=0.12 ASK  [MULTI] 10:45:55.583 IV=62.0% +4.2 EMLD 198 x $0.11 - $0.13 x 630 CBOE Vega=$2122 M=16.82 Ref
  223. >>3637 M Dec23 15.0 Puts $0.13 (CboeTheo=0.12 MID  PHLX 10:46:00.762 IV=61.1% +3.3 MPRL 510 x $0.11 - $0.14 x 34 BZX  AUCTION  Vega=$2306 M=16.78 Ref
  224. >>3636 M Dec23 15.0 Puts $0.13 (CboeTheo=0.12 MID  PHLX 10:46:00.762 IV=61.1% +3.3 MPRL 510 x $0.11 - $0.14 x 34 BZX  AUCTION  Vega=$2305 M=16.78 Ref
  225. SPLIT TICKET:
    >>7273 M Dec23 15.0 Puts $0.13 (CboeTheo=0.12 MID  [PHLX] 10:46:00.762 IV=61.1% +3.3 MPRL 510 x $0.11 - $0.14 x 34 BZX  AUCTION - OPENING  Vega=$4611 M=16.78 Ref
  226. SWEEP DETECTED:
    >>5001 AAPL Dec23 22nd 185 Puts $0.477 (CboeTheo=0.47 Above Ask!  [MULTI] 10:46:39.887 IV=19.8% +1.7 C2 699 x $0.46 - $0.47 x 13 NOM Vega=$42k AAPL=194.15 Ref
  227. >>7500 T Dec23 8th 16.5 Calls $0.59 (CboeTheo=0.59 MID  BOX 10:46:47.718 IV=29.8% +5.8 EDGX 255 x $0.57 - $0.61 x 506 C2  SPREAD/FLOOR  Vega=$2361 T=17.05 Ref
  228. >>7500 T Dec23 8th 17.0 Calls $0.20 (CboeTheo=0.19 MID  BOX 10:46:47.718 IV=26.0% -0.3 C2 1714 x $0.18 - $0.21 x 1811 C2  SPREAD/FLOOR  Vega=$4745 T=17.05 Ref
  229. >>10000 CHPT Dec23 2.0 Puts $0.18 (CboeTheo=0.17 BID  AMEX 10:49:57.473 IV=168.1% +12.0 ARCA 49 x $0.18 - $0.19 x 707 EDGX  SPREAD/FLOOR - OPENING  Vega=$1333 CHPT=2.10 Ref
  230. >>50000 CHPT Dec23 2.5 Calls $0.12 (CboeTheo=0.11 ASK  AMEX 10:49:57.473 IV=178.2% +11.6 EMLD 521 x $0.10 - $0.12 x 101 C2  SPREAD/FLOOR - OPENING  Vega=$6435 CHPT=2.10 Ref
  231. >>10000 CHPT Jan26 2.0 Puts $1.01 (CboeTheo=1.01 MID  AMEX 10:49:57.475 IV=106.5% -0.7 PHLX 541 x $0.97 - $1.06 x 20 NOM  SPREAD/FLOOR - OPENING  Vega=$8350 CHPT=2.10 Ref
  232. SPLIT TICKET:
    >>1000 SPXW Dec23 8th 4650 Calls $2.01 (CboeTheo=2.03 BID  [CBOE] 10:50:14.478 IV=12.3% +0.7 CBOE 579 x $2.00 - $2.10 x 100 CBOE  LATE  Vega=$71k SPX=4576.54 Fwd
  233. >>10000 AMZN Feb24 135 Calls $17.80 (CboeTheo=17.75 ASK  PHLX 10:51:12.030 IV=34.2% +1.1 EDGX 263 x $17.60 - $17.80 x 347 EDGX  SPREAD/CROSS/TIED  Vega=$201k AMZN=147.96 Ref
  234. >>Unusual Volume ZI - 3x market weighted volume: 7712 = 21.0k projected vs 6999 adv, 99% calls, 8% of OI [ZI 14.53 -0.18 Ref, IV=42.6% -0.5]
  235. >>3029 NIO Jan25 5.0 Puts $0.75 (CboeTheo=0.73 ASK  ISE 10:51:16.239 IV=74.6% +0.3 EMLD 2288 x $0.70 - $0.77 x 191 EMLD  AUCTION   Post-Earnings  Vega=$5963 NIO=7.71 Ref
  236. >>3000 AA Dec23 26.5 Calls $0.62 (CboeTheo=0.59 ASK  PHLX 10:51:56.299 IV=54.7% +3.9 BOX 30 x $0.53 - $0.64 x 417 EDGX  AUCTION  Vega=$4968 AA=25.68 Ref
  237. SWEEP DETECTED:
    >>3768 AAPL Dec23 29th 175 Puts $0.197 (CboeTheo=0.19 Above Ask!  [MULTI] 10:52:00.684 IV=24.2% +2.7 EDGX 167 x $0.18 - $0.19 x 97 MPRL Vega=$17k AAPL=194.24 Ref
  238. SWEEP DETECTED:
    >>Bullish Delta Impact 4486 AA Jan24 28.0 Calls $1.169 (CboeTheo=1.11 Above Ask!  [MULTI] 10:52:10.170 IV=54.4% +3.1 ARCA 4 x $1.13 - $1.16 x 41 PHLX
    Delta=38%, EST. IMPACT = 170k Shares ($4.36m) To Buy AA=25.68 Ref
  239. SWEEP DETECTED:
    >>2500 CHPT Dec23 2.0 Puts $0.18 (CboeTheo=0.17 ASK  [MULTI] 10:52:58.535 IV=170.6% +14.5 EMLD 2244 x $0.17 - $0.18 x 365 BZX  ISO  Vega=$333 CHPT=2.12 Ref
  240. SWEEP DETECTED:
    >>2394 GM Jan24 30.0 Puts $0.28 (CboeTheo=0.27 ASK  [MULTI] 10:53:24.426 IV=30.4% +0.2 C2 592 x $0.27 - $0.28 x 495 EMLD Vega=$6521 GM=33.16 Ref
  241. SWEEP DETECTED:
    >>2483 BAC Dec23 31.0 Calls $0.25 (CboeTheo=0.26 BID  [MULTI] 10:54:19.082 IV=23.3% -1.7 EMLD 4642 x $0.25 - $0.26 x 3461 EMLD Vega=$4589 BAC=30.39 Ref
  242. SWEEP DETECTED:
    >>2539 BAC Dec23 8th 30.0 Puts $0.15 (CboeTheo=0.15 BID  [MULTI] 10:54:19.082 IV=27.5% -3.9 EMLD 6066 x $0.15 - $0.16 x 4743 EMLD Vega=$2530 BAC=30.39 Ref
  243. >>5000 X Jan24 30.0 Puts $0.22 (CboeTheo=0.25 MID  AMEX 10:54:51.811 IV=42.3% -1.9 PHLX 210 x $0.13 - $0.30 x 68 BOX  SPREAD/FLOOR  Vega=$10k X=36.20 Ref
  244. >>5000 X Jan24 34.0 Puts $0.79 (CboeTheo=0.75 ASK  AMEX 10:54:51.813 IV=35.2% +0.9 BOX 47 x $0.70 - $0.79 x 9 ARCA  SPREAD/FLOOR - OPENING  Vega=$21k X=36.20 Ref
  245. >>2000 AMZN Jan25 200 Calls $6.45 (CboeTheo=6.40 ASK  BOX 10:54:58.483 IV=29.5% +0.3 CBOE 280 x $6.35 - $6.45 x 166 GEMX  SPREAD/CROSS  Vega=$104k AMZN=147.57 Ref
  246. >>2000 AMZN Jan25 130 Puts $9.71 (CboeTheo=9.72 BID  BOX 10:54:58.483 IV=34.1% +0.3 MIAX 325 x $9.70 - $9.90 x 1034 CBOE  SPREAD/CROSS  Vega=$100k AMZN=147.57 Ref
  247. SWEEP DETECTED:
    >>Bearish Delta Impact 1736 BXMT Dec23 22.0 Puts $0.55 (CboeTheo=0.35 ASK  [MULTI] 10:55:09.343 IV=57.4% +11.2 AMEX 474 x $0.30 - $0.55 x 492 PHLX
    Delta=-35%, EST. IMPACT = 62k Shares ($1.40m) To Sell BXMT=22.66 Ref
  248. SWEEP DETECTED:
    >>2011 GOOG Jan24 135 Puts $4.864 (CboeTheo=4.81 Above Ask!  [MULTI] 10:55:17.811 IV=22.6% +0.7 ISE 411 x $4.75 - $4.85 x 250 EDGX  ISO  Vega=$37k GOOG=133.01 Ref
  249. SWEEP DETECTED:
    >>4783 CHPT Dec23 2.5 Calls $0.13 (CboeTheo=0.11 ASK  [MULTI] 10:55:41.993 IV=186.5% +19.8 EMLD 30 x $0.12 - $0.13 x 779 EMLD  ISO  Vega=$622 CHPT=2.10 Ref
  250. >>5030 SPXW Dec23 22nd 4125 Puts $1.46 (CboeTheo=1.44 ASK  CBOE 10:55:57.962 IV=23.4% +0.3 CBOE 1442 x $1.40 - $1.50 x 361 CBOE  LATE  Vega=$233k SPX=4586.92 Fwd
  251. >>1000 SPXW Dec23 22nd 4150 Puts $1.61 (CboeTheo=1.58 ASK  CBOE 10:55:58.037 IV=22.6% +0.3 CBOE 1283 x $1.55 - $1.65 x 355 CBOE  LATE  Vega=$51k SPX=4586.82 Fwd
  252. >>1000 SPXW Dec23 22nd 4125 Puts $1.46 (CboeTheo=1.44 ASK  CBOE 10:55:58.037 IV=23.4% +0.3 CBOE 1442 x $1.40 - $1.50 x 261 CBOE  LATE  Vega=$46k SPX=4586.82 Fwd
  253. >>1835 SPXW Dec23 22nd 4125 Puts $1.46 (CboeTheo=1.44 ASK  CBOE 10:55:58.037 IV=23.4% +0.3 CBOE 1442 x $1.40 - $1.50 x 261 CBOE  LATE  Vega=$85k SPX=4586.82 Fwd
  254. >>5030 SPXW Dec23 22nd 4150 Puts $1.61 (CboeTheo=1.58 ASK  CBOE 10:55:58.254 IV=22.6% +0.3 CBOE 1283 x $1.55 - $1.65 x 355 CBOE  LATE  Vega=$258k SPX=4586.82 Fwd
  255. >>1434 SPXW Dec23 22nd 4150 Puts $1.61 (CboeTheo=1.58 ASK  CBOE 10:55:58.328 IV=22.6% +0.3 CBOE 1283 x $1.55 - $1.65 x 355 CBOE  LATE  Vega=$74k SPX=4586.82 Fwd
  256. SPLIT TICKET:
    >>15660 SPXW Dec23 22nd 4150 Puts $1.61 (CboeTheo=1.58 ASK  [CBOE] 10:55:57.839 IV=22.6% +0.3 CBOE 1283 x $1.55 - $1.65 x 355 CBOE  LATE  Vega=$803k SPX=4586.92 Fwd
  257. SPLIT TICKET:
    >>16160 SPXW Dec23 22nd 4125 Puts $1.46 (CboeTheo=1.44 ASK  [CBOE] 10:55:57.839 IV=23.4% +0.3 CBOE 1442 x $1.40 - $1.50 x 361 CBOE  LATE  Vega=$749k SPX=4586.92 Fwd
  258. >>2000 SYM Jan24 60.0 Calls $4.19 (CboeTheo=4.33 BID  AMEX 10:58:06.374 IV=86.2% -0.8 PHLX 57 x $4.00 - $4.50 x 142 PHLX  SPREAD/CROSS  Vega=$15k SYM=54.01 Ref
  259. >>2000 SYM Jan24 60.0 Puts $10.41 (CboeTheo=10.45 ASK  AMEX 10:58:06.374 IV=87.5% +0.5 PHLX 42 x $10.10 - $10.60 x 20 PHLX  SPREAD/CROSS  Vega=$15k SYM=54.01 Ref
  260. >>2000 FL Jan24 30.0 Calls $1.30 (CboeTheo=1.25 MID  PHLX 10:59:48.549 IV=42.2% +1.7 PHLX 127 x $1.25 - $1.35 x 102 C2  SPREAD/CROSS/TIED  Vega=$7904 FL=28.79 Ref
  261. >>6500 VIX Jan24 17th 23.0 Calls $0.61 (CboeTheo=0.60 MID  CBOE 11:01:40.648 IV=116.2% +0.9 CBOE 533 x $0.59 - $0.62 x 25k CBOE  FLOOR  Vega=$9918 VIX=15.43 Fwd
  262. >>1500 VIX Jan24 17th 23.0 Calls $0.61 (CboeTheo=0.60 MID  CBOE 11:01:40.648 IV=116.2% +0.9 CBOE 533 x $0.59 - $0.62 x 25k CBOE  FLOOR  Vega=$2289 VIX=15.43 Fwd
  263. >>1000 VIX Jan24 17th 23.0 Calls $0.61 (CboeTheo=0.60 MID  CBOE 11:01:40.648 IV=116.2% +0.9 CBOE 533 x $0.59 - $0.62 x 25k CBOE  FLOOR  Vega=$1526 VIX=15.43 Fwd
  264. SPLIT TICKET:
    >>10000 VIX Jan24 17th 23.0 Calls $0.61 (CboeTheo=0.60 MID  [CBOE] 11:01:40.648 IV=116.2% +0.9 CBOE 533 x $0.59 - $0.62 x 25k CBOE  FLOOR  Vega=$15k VIX=15.43 Fwd
  265. SWEEP DETECTED:
    >>4841 T Jun24 17.0 Puts $1.096 (CboeTheo=1.09 ASK  [MULTI] 11:02:27.090 IV=21.9% +0.3 NOM 47 x $1.06 - $1.10 x 147 EDGX Vega=$23k T=17.07 Ref
  266. >>3300 ZTO Dec23 21.0 Puts $0.27 (CboeTheo=0.21 ASK  AMEX 11:02:54.299 IV=35.6% -0.1 PHLX 223 x $0.15 - $0.30 x 411 PHLX  CROSS   52WeekLow  Vega=$4244 ZTO=21.50 Ref
  267. >>2000 MS Sep24 65.0 Puts $2.08 (CboeTheo=2.15 BID  BOX 11:03:01.906 IV=29.2% -0.7 BXO 27 x $2.08 - $2.14 x 23 BXO  SPREAD/CROSS  Vega=$35k MS=79.78 Ref
  268. >>2000 MS Sep24 70.0 Puts $3.17 (CboeTheo=3.20 BID  BOX 11:03:01.906 IV=27.7% -0.5 EDGX 69 x $3.15 - $3.25 x 67 PHLX  SPREAD/CROSS  Vega=$44k MS=79.78 Ref
  269. >>3000 WFC Sep24 50.0 Calls $2.11 (CboeTheo=2.11 MID  ARCA 11:03:36.263 IV=23.8% -0.0 BXO 1 x $2.08 - $2.13 x 78 MPRL  CROSS  Vega=$44k WFC=44.66 Ref
  270. >>2100 COP Jan25 100 Puts $6.90 (CboeTheo=6.90 MID  PHLX 11:04:25.450 IV=30.7% -0.0 NOM 9 x $6.85 - $6.95 x 11 BOX  SPREAD/CROSS/TIED  Vega=$81k COP=114.66 Ref
  271. >>Unusual Volume HAS - 4x market weighted volume: 6971 = 17.1k projected vs 3684 adv, 50% calls, 9% of OI [HAS 48.30 -0.73 Ref, IV=33.0% +0.8]
  272. SWEEP DETECTED:
    >>2817 PENN Dec23 8th 25.0 Calls $0.22 (CboeTheo=0.21 ASK  [MULTI] 11:04:49.920 IV=56.3% +5.4 BOX 154 x $0.20 - $0.22 x 212 C2  OPENING  Vega=$2179 PENN=24.20 Ref
  273. SWEEP DETECTED:
    >>Bullish Delta Impact 569 BBW Jan24 30.0 Calls $0.199 (CboeTheo=0.15 ASK  [MULTI] 11:05:05.069 IV=48.1% +4.9 PHLX 50 x $0.10 - $0.20 x 50 BZX
    Delta=11%, EST. IMPACT = 6112 Shares ($146k) To Buy BBW=23.82 Ref
  274. >>5500 VIX Dec23 20th 24.0 Calls $0.14 (CboeTheo=0.13 MID  CBOE 11:05:12.303 IV=170.8% +2.0 CBOE 6770 x $0.12 - $0.15 x 33k CBOE  FLOOR  Vega=$2187 VIX=13.77 Fwd
  275. >>5500 VIX Dec23 20th 24.0 Calls $0.13 (CboeTheo=0.13 MID  CBOE 11:05:12.442 IV=168.2% -0.6 CBOE 6770 x $0.12 - $0.15 x 33k CBOE  FLOOR  Vega=$2101 VIX=13.77 Fwd
  276. SPLIT TICKET:
    >>11000 VIX Dec23 20th 24.0 Calls $0.135 (CboeTheo=0.13 MID  [CBOE] 11:05:12.303 IV=170.8% +2.0 CBOE 6770 x $0.12 - $0.15 x 33k CBOE  FLOOR  Vega=$4374 VIX=13.77 Fwd
  277. SWEEP DETECTED:
    >>5621 ZI Jun24 25.0 Calls $0.30 (CboeTheo=0.27 ASK  [MULTI] 11:05:57.941 IV=52.4% +2.6 PHLX 353 x $0.20 - $0.30 x 615 PHLX  ISO - OPENING  Vega=$13k ZI=14.41 Ref
  278. SWEEP DETECTED:
    >>2167 T Dec23 8th 17.0 Calls $0.22 (CboeTheo=0.23 BID  [MULTI] 11:06:10.329 IV=23.5% -2.8 C2 1630 x $0.22 - $0.23 x 40 NOM Vega=$1316 T=17.11 Ref
  279. SWEEP DETECTED:
    >>4550 TSLA Dec23 255 Calls $4.396 (CboeTheo=4.40 Below Bid!  [MULTI] 11:06:18.405 IV=46.4% -1.1 CBOE 726 x $4.40 - $4.50 x 331 CBOE Vega=$70k TSLA=246.51 Ref
  280. SWEEP DETECTED:
    >>4586 HOOD Jan24 8.0 Puts $0.09 (CboeTheo=0.10 BID  [MULTI] 11:07:37.246 IV=55.9% +4.1 EMLD 1719 x $0.09 - $0.10 x 295 MPRL Vega=$2697 HOOD=10.14 Ref
  281. >>2000 ZI Jun24 25.0 Calls $0.30 (CboeTheo=0.30 BID  PHLX 11:09:19.402 IV=51.7% +1.9 BZX 51 x $0.30 - $0.35 x 780 EDGX  FLOOR  Vega=$4552 ZI=14.53 Ref
  282. SWEEP DETECTED:
    >>2500 ZI Jun24 25.0 Calls $0.30 (CboeTheo=0.30 BID  [MULTI] 11:09:19.402 IV=51.7% +1.9 ISE 56 x $0.30 - $0.35 x 780 EDGX Vega=$5690 ZI=14.53 Ref
  283. SWEEP DETECTED:
    >>Bullish Delta Impact 2000 CENX Jan24 10.0 Calls $0.15 (CboeTheo=0.17 ASK  [MULTI] 11:09:23.000 IV=62.8% +3.3 PHLX 1787 x $0.10 - $0.15 x 948 PHLX
    Delta=18%, EST. IMPACT = 36k Shares ($281k) To Buy CENX=7.91 Ref
  284. SWEEP DETECTED:
    >>2373 AMC Dec23 8th 8.5 Calls $0.07 (CboeTheo=0.09 BID  [MULTI] 11:10:51.635 IV=162.2% -9.1 GEMX 595 x $0.07 - $0.08 x 105 C2 Vega=$348 AMC=7.11 Ref
  285. SWEEP DETECTED:
    >>2500 CCL Jul24 19.0 Puts $3.65 (CboeTheo=3.72 BID  [MULTI] 11:12:27.002 IV=43.6% -1.4 PHLX 1665 x $3.65 - $3.75 x 184 EDGX  OPENING  Vega=$12k CCL=16.32 Ref
  286. SWEEP DETECTED:
    >>2114 NTR Dec23 50.0 Puts $0.15 (CboeTheo=0.25 BID  [MULTI] 11:13:21.518 IV=34.3% -5.3 BXO 242 x $0.15 - $0.20 x 244 MRX  ISO  Vega=$3426 NTR=53.62 Ref
  287. >>2000 VSCO Dec23 28.0 Calls $0.30 (CboeTheo=0.34 MID  BOX 11:14:01.484 IV=64.5% +2.8 PHLX 93 x $0.25 - $0.35 x 494 PHLX  SPREAD/FLOOR  Vega=$2432 VSCO=25.43 Ref
  288. >>7000 T Jan24 17.0 Calls $0.46 (CboeTheo=0.46 MID  PHLX 11:15:59.942 IV=17.4% -0.0 BXO 13 x $0.45 - $0.47 x 1318 C2  SPREAD/CROSS/TIED  Vega=$15k T=17.07 Ref
  289. >>6547 NCLH Mar24 17.0 Calls $2.14 (CboeTheo=2.15 BID  ISE 11:17:23.475 IV=46.9% -0.6 NOM 28 x $2.14 - $2.18 x 149 PHLX  COB/AUCTION  Vega=$23k NCLH=17.57 Ref
  290. >>6547 NCLH Mar24 19.0 Calls $1.22 (CboeTheo=1.25 Below Bid!  ISE 11:17:23.475 IV=45.4% -0.8 MPRL 3 x $1.23 - $1.28 x 65 CBOE  COB/AUCTION - OPENING  Vega=$24k NCLH=17.57 Ref
  291. >>2500 FTCH Jan24 2.0 Calls $0.12 (CboeTheo=0.10 ASK  AMEX 11:17:29.186 IV=183.4% +11.8 PHLX 3837 x $0.08 - $0.14 x 30 EMLD  CROSS  Vega=$380 FTCH=1.18 Ref
  292. >>5000 C Jun24 42.5 Puts $1.76 (CboeTheo=1.76 MID  ARCA 11:17:31.477 IV=27.1% -0.4 C2 631 x $1.75 - $1.77 x 55 MPRL  SPREAD/CROSS  Vega=$57k C=46.52 Ref
  293. >>5000 C Jun24 55.0 Calls $0.94 (CboeTheo=0.94 BID  ARCA 11:17:31.477 IV=24.4% +0.2 MPRL 32 x $0.94 - $0.95 x 111 C2  SPREAD/CROSS  Vega=$50k C=46.52 Ref
  294. SWEEP DETECTED:
    >>2092 GOOGL Dec23 8th 127 Puts $0.22 (CboeTheo=0.22 ASK  [MULTI] 11:17:49.891 IV=30.2% +2.4 C2 620 x $0.21 - $0.22 x 753 C2  OPENING  Vega=$5245 GOOGL=131.17 Ref
  295. >>2000 SCHW Jan24 65.0 Calls $1.74 (CboeTheo=1.67 MID  ARCA 11:18:02.282 IV=30.4% -0.2 MPRL 10 x $1.69 - $1.78 x 61 PHLX  SPREAD/FLOOR  Vega=$17k SCHW=62.26 Ref
  296. >>2000 SCHW Jan24 55.0 Puts $0.60 (CboeTheo=0.63 MID  ARCA 11:18:02.283 IV=36.6% +0.1 MPRL 202 x $0.59 - $0.62 x 339 EDGX  SPREAD/FLOOR  Vega=$9865 SCHW=62.26 Ref
  297. SPLIT TICKET:
    >>2650 SPX Dec23 4700 Calls $3.51 (CboeTheo=2.91 Above Ask!  [CBOE] 11:18:33.677 IV=12.1% +0.9 CBOE 646 x $2.85 - $3.00 x 1312 CBOE  LATE  Vega=$333k SPX=4571.51 Fwd
  298. SPLIT TICKET:
    >>2650 SPXW Dec23 13th 4725 Calls $1.15 (CboeTheo=0.96 Above Ask!  [CBOE] 11:18:33.677 IV=12.3% +1.0 CBOE 614 x $0.90 - $1.00 x 260 CBOE  LATE - OPENING  Vega=$159k SPX=4569.60 Fwd
  299. >>3000 HAS Jan25 70.0 Calls $1.60 (CboeTheo=1.66 BID  AMEX 11:19:35.502 IV=34.6% -0.3 PHLX 98 x $1.60 - $1.70 x 16 MPRL  SPREAD/CROSS - OPENING  Vega=$41k HAS=48.17 Ref
  300. >>3000 HAS Jan25 45.0 Puts $5.81 (CboeTheo=5.86 BID  AMEX 11:19:35.502 IV=38.3% -0.5 PHLX 129 x $5.80 - $6.00 x 66 PHLX  SPREAD/CROSS - OPENING  Vega=$54k HAS=48.17 Ref
  301. SWEEP DETECTED:
    >>2249 RBLX Feb24 35.0 Puts $1.25 (CboeTheo=1.25 ASK  [MULTI] 11:19:36.516 IV=53.8% -0.1 EMLD 264 x $1.23 - $1.25 x 149 MIAX  OPENING  Vega=$12k RBLX=41.16 Ref
  302. SWEEP DETECTED:
    >>2452 PLUG Jan24 3.5 Puts $0.22 (CboeTheo=0.22 ASK  [MULTI] 11:19:55.904 IV=109.3% -1.9 EDGX 897 x $0.20 - $0.22 x 2012 EMLD  AUCTION - OPENING  Vega=$1061 PLUG=4.56 Ref
  303. SWEEP DETECTED:
    >>Bullish Delta Impact 1222 RENT Jan24 1.0 Calls $0.10 (CboeTheo=0.06 ASK  [MULTI] 11:22:06.927 IV=215.2% +45.5 BZX 30 x $0.05 - $0.10 x 463 PHLX  ISO   Pre-Earnings 
    Delta=42%, EST. IMPACT = 51k Shares ($33k) To Buy RENT=0.64 Ref
  304. >>4500 LI May24 20.0 Puts $0.32 (CboeTheo=0.35 BID  BOX 11:22:58.251 IV=60.9% -0.9 ARCA 88 x $0.31 - $0.38 x 43 PHLX  FLOOR  Vega=$11k LI=35.83 Ref
  305. SWEEP DETECTED:
    >>Bullish Delta Impact 619 RDW Dec23 3.0 Calls $0.10 (CboeTheo=0.04 ASK  [MULTI] 11:28:19.908 IV=91.1% +26.5 BOX 0 x $0.00 - $0.10 x 61 PHLX  OPENING 
    Delta=37%, EST. IMPACT = 23k Shares ($64k) To Buy RDW=2.81 Ref
  306. >>3000 ON Jan24 5th 80.0 Calls $0.58 (CboeTheo=0.65 BID  AMEX 11:28:45.729 IV=33.6% -1.1 MPRL 78 x $0.58 - $0.65 x 45 BZX  FLOOR - OPENING  Vega=$16k ON=71.91 Ref
  307. >>Market Color ABR - Bearish flow noted in Arbor Realty (13.89 +0.04) with 6,767 puts trading, or 1.2x expected. The Put/Call Ratio is 10.39, while ATM IV is up nearly 8 points on the day. Earnings are expected on 02/15. [ABR 13.89 +0.04 Ref, IV=45.5% +7.9] #Bearish
  308. SWEEP DETECTED:
    >>3371 GM Jan24 30.0 Puts $0.26 (CboeTheo=0.25 ASK  [MULTI] 11:31:54.986 IV=30.9% +0.8 BXO 40 x $0.25 - $0.26 x 1208 C2 Vega=$8776 GM=33.40 Ref
  309. >>2000 TSLA Jan24 200 Calls $48.38 (CboeTheo=48.09 ASK  AMEX 11:34:01.906 IV=51.5% +3.1 BXO 2 x $47.85 - $48.45 x 53 NOM  SPREAD/CROSS  Vega=$32k TSLA=244.39 Ref
  310. >>2000 TSLA Jan24 200 Puts $2.18 (CboeTheo=2.20 BID  AMEX 11:34:01.906 IV=49.5% +1.2 C2 184 x $2.18 - $2.20 x 123 MRX  SPREAD/CROSS  Vega=$31k TSLA=244.39 Ref
  311. >>2000 M Jun24 18.0 Puts $3.21 (CboeTheo=3.22 BID  AMEX 11:34:20.958 IV=50.6% +0.1 EMLD 67 x $3.20 - $3.25 x 11 MPRL  CROSS - OPENING  Vega=$9512 M=16.68 Ref
  312. >>11500 VIX Dec23 20th 13.0 Puts $0.37 (CboeTheo=0.38 MID  CBOE 11:38:06.552 IV=64.8% -0.1 CBOE 27k x $0.36 - $0.39 x 4894 CBOE  FLOOR  Vega=$11k VIX=13.80 Fwd
  313. >>1000 VIX Dec23 20th 13.0 Puts $0.37 (CboeTheo=0.38 MID  CBOE 11:38:06.552 IV=64.8% -0.1 CBOE 27k x $0.36 - $0.39 x 4894 CBOE  FLOOR  Vega=$971 VIX=13.80 Fwd
  314. >>1000 VIX Dec23 20th 13.0 Puts $0.37 (CboeTheo=0.38 MID  CBOE 11:38:06.552 IV=64.8% -0.1 CBOE 27k x $0.36 - $0.39 x 4894 CBOE  FLOOR  Vega=$971 VIX=13.80 Fwd
  315. SPLIT TICKET:
    >>15000 VIX Dec23 20th 13.0 Puts $0.37 (CboeTheo=0.38 MID  [CBOE] 11:38:06.552 IV=64.8% -0.1 CBOE 27k x $0.36 - $0.39 x 4894 CBOE  FLOOR  Vega=$15k VIX=13.80 Fwd
  316. SWEEP DETECTED:
    >>3101 ABR Jul24 10.0 Puts $1.175 (CboeTheo=1.10 Above Ask!  [MULTI] 11:38:40.792 IV=65.8% +2.9 PHLX 1537 x $0.95 - $1.15 x 85 BXO Vega=$9270 ABR=13.88 Ref
  317. >>2000 JPM Jan25 140 Puts $6.95 (CboeTheo=6.88 ASK  PHLX 11:38:47.486 IV=24.8% +0.2 MPRL 57 x $6.80 - $6.95 x 152 ARCA  SPREAD/CROSS/TIED  Vega=$104k JPM=157.45 Ref
  318. >>1000 SPXW Dec23 18th 3750 Puts $0.35 (CboeTheo=0.29 ASK  CBOE 11:43:01.215 IV=39.2% +0.9 CBOE 525 x $0.30 - $0.35 x 368 CBOE  FLOOR - OPENING  Vega=$9574 SPX=4574.66 Fwd
  319. >>1000 SPXW Dec23 18th 3750 Puts $0.35 (CboeTheo=0.29 ASK  CBOE 11:43:01.215 IV=39.2% +0.9 CBOE 525 x $0.30 - $0.35 x 368 CBOE  FLOOR - OPENING  Vega=$9574 SPX=4574.66 Fwd
  320. SPLIT TICKET:
    >>5100 SPXW Dec23 18th 3750 Puts $0.35 (CboeTheo=0.29 ASK  [CBOE] 11:43:01.215 IV=39.2% +0.9 CBOE 525 x $0.30 - $0.35 x 368 CBOE  FLOOR - OPENING  Vega=$49k SPX=4574.66 Fwd
  321. >>Unusual Volume BITF - 3x market weighted volume: 12.2k = 24.8k projected vs 8250 adv, 95% calls, 5% of OI [BITF 1.95 +0.20 Ref, IV=148.9% -4.2]
  322. >>Market Color ZIM - Bullish option flow detected in ZIM Integrated Shipping Services (7.50 -0.57) with 15,177 calls trading (4x expected) and implied vol increasing almost 6 points to 64.53%. . The Put/Call Ratio is 0.30. Earnings are expected on 03/12. [ZIM 7.50 -0.57 Ref, IV=64.5% +5.6] #Bullish
  323. SWEEP DETECTED:
    >>5506 BAC Jan24 5th 29.0 Puts $0.22 (CboeTheo=0.21 ASK  [MULTI] 11:47:12.165 IV=22.9% -0.5 ARCA 28 x $0.21 - $0.22 x 25 BXO  OPENING  Vega=$14k BAC=30.55 Ref
  324. >>2500 C Mar24 47.0 Calls $2.38 (CboeTheo=2.39 BID  ARCA 11:51:18.087 IV=25.1% -0.1 C2 167 x $2.38 - $2.40 x 12 PHLX  SPREAD/CROSS  Vega=$24k C=46.58 Ref
  325. >>5000 C Mar24 55.0 Calls $0.32 (CboeTheo=0.33 BID  ARCA 11:51:18.087 IV=24.3% -0.0 C2 63 x $0.32 - $0.33 x 59 ARCA  SPREAD/CROSS  Vega=$25k C=46.58 Ref
  326. SWEEP DETECTED:
    >>2098 AMZN Dec23 8th 144 Puts $0.75 (CboeTheo=0.77 BID  [MULTI] 11:56:00.986 IV=28.7% +1.2 MRX 114 x $0.75 - $0.77 x 108 C2 Vega=$9985 AMZN=145.91 Ref
  327. SPLIT TICKET:
    >>1472 SPXW Dec23 4040 Puts $0.68 (CboeTheo=0.66 MID  [CBOE] 11:56:07.397 IV=31.1% +0.5 CBOE 695 x $0.65 - $0.70 x 24 CBOE  LATE  Vega=$29k SPX=4563.93 Fwd
  328. >>Unusual Volume AXP - 3x market weighted volume: 21.7k = 41.7k projected vs 13.9k adv, 51% calls, 8% of OI [AXP 168.22 -5.04 Ref, IV=19.7% +1.4]
  329. SWEEP DETECTED:
    >>5000 SOFI Dec23 29th 7.0 Calls $1.08 (CboeTheo=1.10 BID  [MULTI] 11:56:38.505 IV=60.4% -4.1 C2 940 x $1.08 - $1.11 x 940 C2  AUCTION  Vega=$2738 SOFI=7.92 Ref
  330. >>4500 LCID Jan24 6.0 Puts $1.84 (CboeTheo=1.87 BID  AMEX 11:56:48.374 IV=77.5% -8.0 EMLD 4 x $1.83 - $1.88 x 6 MIAX  SPREAD/FLOOR  Vega=$1357 LCID=4.28 Ref
  331. >>4500 LCID Jan24 6.0 Calls $0.07 (CboeTheo=0.10 MID  AMEX 11:56:48.375 IV=80.1% -5.4 GEMX 3 x $0.06 - $0.08 x 5 GEMX  SPREAD/FLOOR  Vega=$1440 LCID=4.28 Ref
  332. >>4000 LCID Jan24 6.0 Calls $0.06 (CboeTheo=0.10 BID  AMEX 11:57:34.005 IV=76.5% -9.0 GEMX 3 x $0.06 - $0.08 x 5 GEMX  SPREAD/CROSS  Vega=$1202 LCID=4.29 Ref
  333. >>4000 LCID Jan24 6.0 Puts $1.85 (CboeTheo=1.87 MID  AMEX 11:57:34.005 IV=83.2% -2.3 ARCA 1 x $1.82 - $1.87 x 4 MIAX  SPREAD/CROSS  Vega=$1358 LCID=4.29 Ref
  334. SWEEP DETECTED:
    >>2000 MARA Dec23 12.0 Calls $3.76 (CboeTheo=3.79 BID  [MULTI] 11:58:58.549 IV=113.9% -6.0 PHLX 670 x $3.70 - $3.85 x 621 PHLX  AUCTION  Vega=$682 MARA=15.67 Ref
  335. >>2000 F Jan26 12.0 Puts $2.25 (CboeTheo=2.78 BID  AMEX 12:00:06.541 IV=23.6% -10.5 EDGX 1793 x $2.24 - $2.81 x 13 BOX  CROSS  Vega=$11k F=10.65 Ref
  336. SWEEP DETECTED:
    >>2000 MARA Dec23 12.0 Calls $3.742 (CboeTheo=3.80 Below Bid!  [MULTI] 12:00:26.925 IV=102.8% -17.0 EDGX 371 x $3.75 - $3.85 x 514 CBOE  ISO  Vega=$538 MARA=15.70 Ref
  337. SWEEP DETECTED:
    >>3338 M Dec23 15.0 Puts $0.13 (CboeTheo=0.13 ASK  [MULTI] 12:00:29.715 IV=58.4% +0.7 EMLD 139 x $0.12 - $0.13 x 1606 EMLD Vega=$2158 M=16.66 Ref
  338. SWEEP DETECTED:
    >>4539 M Dec23 15.0 Puts $0.14 (CboeTheo=0.13 ASK  [MULTI] 12:00:41.693 IV=59.8% +2.0 BOX 305 x $0.12 - $0.14 x 991 EMLD Vega=$3011 M=16.66 Ref
  339. SWEEP DETECTED:
    >>Bullish Delta Impact 839 CURV Jan24 5.0 Calls $0.30 (CboeTheo=0.17 ASK  [MULTI] 12:01:01.467 IV=117.7% +28.8 PHLX 864 x $0.15 - $0.30 x 187 PHLX  OPENING 
    Delta=34%, EST. IMPACT = 29k Shares ($113k) To Buy CURV=3.96 Ref
  340. SWEEP DETECTED:
    >>4246 FUBO Feb24 2.5 Puts $0.13 (CboeTheo=0.12 ASK  [MULTI] 12:02:01.348 IV=83.4% +0.9 EMLD 1789 x $0.11 - $0.13 x 2793 EMLD  OPENING  Vega=$1574 FUBO=3.33 Ref
  341. SWEEP DETECTED:
    >>2197 AAPL Dec23 190 Puts $0.96 (CboeTheo=0.95 ASK  [MULTI] 12:02:24.985 IV=18.7% +1.6 MPRL 34 x $0.95 - $0.96 x 402 EMLD Vega=$23k AAPL=193.47 Ref
  342. >>2000 MGM Jan24 38.0 Puts $0.98 (CboeTheo=1.00 Below Bid!  AMEX 12:02:43.998 IV=32.0% +0.1 EMLD 138 x $0.99 - $1.01 x 18 MPRL  SPREAD/FLOOR  Vega=$9973 MGM=39.56 Ref
  343. >>2000 MGM Jan24 42.0 Calls $0.82 (CboeTheo=0.84 BID  AMEX 12:02:43.999 IV=29.4% +0.2 EDGX 200 x $0.82 - $0.85 x 233 GEMX  SPREAD/FLOOR  Vega=$10k MGM=39.56 Ref
  344. >>2891 SIRI Dec23 4.0 Puts $0.07 (CboeTheo=0.09 Below Bid!  AMEX 12:03:04.415 IV=79.1% -14.9 MRX 2234 x $0.08 - $0.09 x 306 GEMX  COB  Vega=$602 SIRI=4.50 Ref
  345. >>2891 SIRI Dec23 22nd 4.0 Puts $0.15 (CboeTheo=0.14 MID  AMEX 12:03:04.415 IV=82.8% +2.5 BXO 328 x $0.14 - $0.16 x 2251 MRX  COB - OPENING  Vega=$923 SIRI=4.50 Ref
  346. >>2000 F Jan26 12.0 Puts $2.71 (CboeTheo=2.77 ASK  AMEX 12:03:07.284 IV=32.2% -2.0 EDGX 139 x $2.59 - $2.80 x 12 BOX  CROSS - COMPLEX  Vega=$11k F=10.66 Ref
  347. >>2500 IRWD May24 10.0 Calls $2.60 (CboeTheo=2.87 BID  AMEX 12:04:27.569 IV=74.8% -10.4 MIAX 212 x $2.20 - $3.40 x 148 PHLX  TIED/FLOOR - OPENING  Vega=$6516 IRWD=10.57 Ref
  348. >>2500 IRWD May24 10.0 Calls $2.65 (CboeTheo=2.87 BID  AMEX 12:04:27.570 IV=76.7% -8.5 MIAX 212 x $2.20 - $3.40 x 148 PHLX  TIED/FLOOR - OPENING  Vega=$6511 IRWD=10.57 Ref
  349. SWEEP DETECTED:
    >>Bearish Delta Impact 941 CM Jun24 44.0 Calls $1.60 (CboeTheo=1.63 BID  [MULTI] 12:04:37.553 IV=19.2% -0.0 MIAX 112 x $1.60 - $1.70 x 25 BOX  ISO - OPENING 
    Delta=42%, EST. IMPACT = 39k Shares ($1.65m) To Sell CM=42.16 Ref
  350. >>5000 GOOGL Jan24 105 Puts $0.13 (CboeTheo=0.14 BID  AMEX 12:05:20.845 IV=33.2% +1.0 C2 776 x $0.13 - $0.14 x 717 EMLD  SPREAD/CROSS  Vega=$13k GOOGL=130.91 Ref
  351. >>5000 GOOGL Jan24 105 Calls $26.84 (CboeTheo=26.85 BID  AMEX 12:05:20.845 IV=33.0% +4.7 MIAX 20 x $26.75 - $26.95 x 8 BZX  SPREAD/CROSS  Vega=$13k GOOGL=130.91 Ref
  352. >>2358 MU Dec23 22nd 77.0 Calls $1.23 (CboeTheo=1.22 ASK  BOX 12:05:27.146 IV=38.5% +0.8 NOM 1 x $1.21 - $1.23 x 37 MPRL  SPREAD/FLOOR  Vega=$14k MU=73.56 Ref
  353. >>2358 MU Jan24 12th 78.0 Calls $1.59 (CboeTheo=1.60 BID  BOX 12:05:27.146 IV=33.0% +0.2 BZX 68 x $1.59 - $1.63 x 15 ARCA  SPREAD/FLOOR - OPENING  Vega=$20k MU=73.56 Ref
  354. SWEEP DETECTED:
    >>Bearish Delta Impact 2648 BCRX Dec23 6.0 Puts $0.30 (CboeTheo=0.20 ASK  [MULTI] 12:06:37.588 IV=92.0% +23.9 BZX 50 x $0.25 - $0.30 x 746 EMLD  ISO - OPENING 
    Delta=-40%, EST. IMPACT = 107k Shares ($658k) To Sell BCRX=6.16 Ref
  355. >>1224 XSP Jan24 31st 435 Puts $2.49 (CboeTheo=2.50 BID  CBOE 12:06:45.868 IV=15.1% -0.1 CBOE 307 x $2.48 - $2.52 x 368 CBOE  OPENING  Vega=$57k XSP=460.07 Fwd
  356. SWEEP DETECTED:
    >>2013 AMZN Dec23 8th 144 Puts $0.627 (CboeTheo=0.65 MID  [MULTI] 12:06:54.748 IV=28.2% +0.7 C2 156 x $0.63 - $0.64 x 149 EMLD Vega=$9079 AMZN=146.25 Ref
  357. SWEEP DETECTED:
    >>2156 APO Dec23 22nd 84.0 Puts $0.30 (CboeTheo=0.39 BID  [MULTI] 12:07:41.898 IV=28.0% -2.0 EMLD 210 x $0.30 - $0.40 x 214 CBOE  OPENING  Vega=$8175 APO=90.04 Ref
  358. >>3500 EXEL Feb24 20.0 Puts $0.85 (CboeTheo=0.80 ASK  BOX 12:07:50.669 IV=47.6% +0.7 CBOE 256 x $0.35 - $0.85 x 126 PHLX  FLOOR - OPENING  Vega=$11k EXEL=22.29 Ref
  359. >>2209 XSP Jan24 5th 443 Puts $1.80 (CboeTheo=1.80 MID  CBOE 12:07:59.873 IV=13.3% -0.1 CBOE 263 x $1.79 - $1.82 x 160 CBOE  OPENING  Vega=$80k XSP=458.55 Fwd
  360. >>15150 PINS Jan24 37.5 Calls $0.48 (CboeTheo=0.50 MID  PHLX 12:08:05.636 IV=31.8% +0.5 EDGX 315 x $0.47 - $0.50 x 361 EDGX  SPREAD/CROSS/TIED  Vega=$56k PINS=34.06 Ref
  361. SPLIT TICKET:
    >>1340 VIX Feb24 14th 20.0 Calls $1.39 (CboeTheo=1.40 BID  [CBOE] 12:10:20.322 IV=91.4% +0.1 CBOE 2332 x $1.38 - $1.42 x 2077 CBOE Vega=$3630 VIX=16.30 Fwd
  362. >>1000 VIX Feb24 14th 20.0 Calls $1.39 (CboeTheo=1.40 ASK  CBOE 12:10:31.199 IV=91.4% +0.1 CBOE 3827 x $1.38 - $1.39 x 1160 CBOE Vega=$2709 VIX=16.30 Fwd
  363. >>1000 VIX Feb24 14th 20.0 Calls $1.39 (CboeTheo=1.40 ASK  CBOE 12:10:34.464 IV=91.4% +0.1 CBOE 2241 x $1.38 - $1.39 x 160 CBOE Vega=$2709 VIX=16.30 Fwd
  364. >>3000 TSLA Dec23 200 Calls $43.80 (CboeTheo=43.69 ASK  PHLX 12:14:14.756 IV=63.7% +9.4 BZX 36 x $43.45 - $44.00 x 42 MPRL  SPREAD/FLOOR  Vega=$8058 TSLA=243.12 Ref
  365. >>3000 TSLA Jan24 200 Puts $2.28 (CboeTheo=2.29 MID  PHLX 12:14:14.756 IV=49.3% +1.0 C2 74 x $2.27 - $2.29 x 270 C2  SPREAD/FLOOR  Vega=$47k TSLA=243.12 Ref
  366. >>3000 TSLA Dec23 200 Puts $0.18 (CboeTheo=0.18 BID  PHLX 12:14:14.756 IV=58.9% +5.0 C2 660 x $0.18 - $0.19 x 725 C2  SPREAD/FLOOR  Vega=$6090 TSLA=243.12 Ref
  367. >>3000 TSLA Jan24 200 Calls $47.00 (CboeTheo=46.92 MID  PHLX 12:14:14.756 IV=49.9% +1.5 EDGX 205 x $46.75 - $47.25 x 127 PHLX  SPREAD/FLOOR  Vega=$48k TSLA=243.12 Ref
  368. SWEEP DETECTED:
    >>3000 SNAP Dec23 8th 14.0 Puts $0.11 (CboeTheo=0.10 ASK  [MULTI] 12:14:30.817 IV=55.8% +3.1 ARCA 3 x $0.10 - $0.11 x 1979 C2  52WeekHigh  Vega=$1271 SNAP=14.49 Ref
  369. >>Market Color .SPX - S&P500 index option volume at midday totals 1500678 contracts as the index trades near $4565.65 (-4.13). Front term atm implied vols are near 11.2% and the CBOE VIX is currently near 13.01 (-0.07). 
  370. >>Market Color PENN - Bullish option flow detected in Penn National (24.13 -0.77) with 13,254 calls trading (1.6x expected) and implied vol increasing almost 3 points to 46.57%. . The Put/Call Ratio is 0.08. Earnings are expected on 01/31.  [PENN 24.13 -0.77 Ref, IV=46.6% +2.6] #Bullish
  371. >>Market Color @ENER - Energy sector option volume is relatively light today, with calls leading puts 2 to 1 and 441415 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Plug Power(PLUG), Occidental Petroleum(OXY). The sector ETF, XLE is down -0.965 to 83.665 with 30 day implied volatility relatively flat at 20.0%  #sector
  372. >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 9 to 4 and 1764912 contracts trading marketwide. Most actives include Robinhood(HOOD), Marathon Patent Group(MARA), Coinbase(COIN). The sector ETF, XLF is down -0.225 to 35.905 with 30 day implied volatility relatively flat at 12.8%  #sector
  373. >>Market Color @IT - Technology sector option volume is moderate today, with calls leading puts 2 to 1 and 4143052 contracts trading marketwide. Most actives include Apple(AAPL), NVIDIA(NVDA), Meta Platforms (Facebook)(META). The sector ETF, XLK is up 0.71 to 184.03 with 30 day implied volatility relatively flat at 16.1%  #sector
  374. >>Market Color @CYC - Consumer Cyclicals sector option volume is moderate today, with calls leading puts 8 to 5 and 3554383 contracts trading marketwide. Most actives include Tesla(TSLA), Amazon(AMZN), NIO(NIO). The sector ETF, XLY is up 0.845 to 171.285 with 30 day implied volatility relatively flat at 17.7%  #sector
  375. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 5 to 2 and 446515 contracts changing hands. Most actives include Pfizer(PFE), CVS Health(CVS), Tilray(TLRY). The sector ETF, XLV is down -0.355 to 131.725 with 30 day implied volatility relatively flat at 11.8%  #sector
  376. >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 3 to 2 and 248217 contracts trading marketwide. Most actives include Newmont Mining(NEM), Vale(VALE), Alcoa(AA). The sector ETF, XLB is down -0.935 to 81.445 with 30 day implied volatility relatively flat at 14.3%  #sector
  377. >>2186 AG Dec23 7.0 Calls $0.02 (CboeTheo=0.04 BID  MPRL 12:15:33.823 IV=62.9% -7.4 MPRL 5854 x $0.02 - $0.04 x 1909 EDGX Vega=$312 AG=5.97 Ref
  378. SWEEP DETECTED:
    >>4000 AG Dec23 7.0 Calls $0.02 (CboeTheo=0.04 ASK  [MULTI] 12:15:33.817 IV=62.9% -7.4 MIAX 1711 x $0.01 - $0.02 x 400 ARCA Vega=$571 AG=5.97 Ref
  379. >>2000 CFG Jan24 27.5 Puts $0.81 (CboeTheo=0.83 BID  ARCA 12:18:14.390 IV=38.6% -1.6 AMEX 105 x $0.80 - $0.90 x 301 CBOE  CROSS - OPENING  Vega=$7141 CFG=29.07 Ref
  380. >>4000 DASH Mar24 105 Calls $5.20 (CboeTheo=5.21 BID  PHLX 12:18:14.910 IV=39.9% ARCA 63 x $5.15 - $5.40 x 6 ISE  SPREAD/CROSS/TIED - OPENING  Vega=$79k DASH=95.98 Ref
  381. SWEEP DETECTED:
    >>3793 KVUE Feb24 25.0 Calls $0.19 (CboeTheo=0.23 BID  [MULTI] 12:24:43.544 IV=34.6% -2.5 PHLX 520 x $0.19 - $0.23 x 11 BOX Vega=$7470 KVUE=20.54 Ref
  382. SPLIT TICKET:
    >>5207 KVUE Feb24 25.0 Calls $0.19 (CboeTheo=0.23 ASK  [GEMX] 12:24:51.005 IV=34.7% -2.5 NOM 933 x $0.18 - $0.19 x 1000 GEMX Vega=$10k KVUE=20.52 Ref
  383. >>2499 LCID Apr24 8.0 Calls $0.12 (CboeTheo=0.13 ASK  ARCA 12:25:27.467 IV=82.8% -2.1 C2 8966 x $0.11 - $0.12 x 6500 ARCA Vega=$1401 LCID=4.26 Ref
  384. >>2499 LCID Apr24 8.0 Calls $0.12 (CboeTheo=0.13 ASK  ARCA 12:25:27.475 IV=82.8% -2.1 C2 10k x $0.11 - $0.12 x 4001 ARCA Vega=$1401 LCID=4.26 Ref
  385. SPLIT TICKET:
    >>6500 LCID Apr24 8.0 Calls $0.12 (CboeTheo=0.13 ASK  [ARCA] 12:25:27.467 IV=82.8% -2.1 C2 8966 x $0.11 - $0.12 x 6500 ARCA  OPENING  Vega=$3644 LCID=4.26 Ref
  386. SWEEP DETECTED:
    >>4779 KVUE Feb24 25.0 Calls $0.19 (CboeTheo=0.23 BID  [MULTI] 12:25:37.694 IV=34.7% -2.5 C2 1976 x $0.19 - $0.25 x 80 PHLX Vega=$9401 KVUE=20.52 Ref
  387. SWEEP DETECTED:
    >>2145 KVUE Jan24 25.0 Calls $0.11 (CboeTheo=0.15 BID  [MULTI] 12:26:09.278 IV=38.3% -2.0 PHLX 544 x $0.11 - $0.18 x 1 EDGX Vega=$2595 KVUE=20.52 Ref
  388. SWEEP DETECTED:
    >>2155 KVUE Feb24 25.0 Calls $0.19 (CboeTheo=0.23 BID  [MULTI] 12:26:20.962 IV=34.7% -2.5 NOM 1475 x $0.19 - $0.23 x 93 BZX Vega=$4239 KVUE=20.52 Ref
  389. SWEEP DETECTED:
    >>Bullish Delta Impact 561 BMO Dec24 95.0 Calls $3.20 (CboeTheo=3.27 ASK  [MULTI] 12:26:36.925 IV=19.2% +0.1 PHLX 56 x $3.10 - $3.20 x 34 BZX  OPENING 
    Delta=34%, EST. IMPACT = 19k Shares ($1.63m) To Buy BMO=85.23 Ref
  390. >>2000 HOOD Dec23 13.0 Calls $0.11 (CboeTheo=0.12 BID  AMEX 12:27:53.768 IV=108.7% +5.6 EMLD 191 x $0.11 - $0.12 x 99 MPRL  CROSS - OPENING  Vega=$726 HOOD=10.38 Ref
  391. >>Market Color CMCSA - Bearish flow noted in Comcast (41.68 -1.40) with 19,872 puts trading, or 4x expected. The Put/Call Ratio is 2.36, while ATM IV is up nearly 2 points on the day. Earnings are expected on 01/24. [CMCSA 41.68 -1.40 Ref, IV=21.4% +1.9] #Bearish
  392. SWEEP DETECTED:
    >>2372 CMCSA Jan24 35.0 Puts $0.17 (CboeTheo=0.14 ASK  [MULTI] 12:30:04.428 IV=33.5% -0.1 EDGX 226 x $0.09 - $0.17 x 568 EMLD Vega=$4987 CMCSA=41.20 Ref
  393. >>3000 CDAY Dec23 65.0 Puts $0.55 (CboeTheo=0.65 BID  AMEX 12:30:51.354 IV=34.5% -8.4 PHLX 40 x $0.55 - $0.75 x 5 BZX  SPREAD/CROSS  Vega=$10k CDAY=67.60 Ref
  394. >>6215 CCL Apr24 15.0 Puts $1.13 (CboeTheo=1.12 ASK  PHLX 12:32:43.445 IV=49.1% +0.2 EDGX 1897 x $1.10 - $1.14 x 241 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$22k CCL=16.41 Ref
  395. >>6215 CCL Apr24 20.0 Calls $0.82 (CboeTheo=0.81 MID  PHLX 12:32:43.445 IV=46.3% -0.6 EMLD 266 x $0.81 - $0.84 x 323 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$22k CCL=16.41 Ref
  396. >>2500 VIX Jun24 18th 60.0 Calls $0.55 (CboeTheo=0.55 MID  CBOE 12:33:16.752 IV=102.5% +0.7 CBOE 2058 x $0.53 - $0.56 x 1 CBOE  FLOOR  Vega=$6313 VIX=18.27 Fwd
  397. >>5000 VIX Jun24 18th 60.0 Calls $0.55 (CboeTheo=0.55 MID  CBOE 12:33:16.909 IV=102.5% +0.7 CBOE 2058 x $0.53 - $0.56 x 1 CBOE  FLOOR  Vega=$13k VIX=18.27 Fwd
  398. >>2500 VIX Jun24 18th 60.0 Calls $0.56 (CboeTheo=0.55 ASK  CBOE 12:33:17.051 IV=102.9% +1.1 CBOE 2058 x $0.53 - $0.56 x 1 CBOE  FLOOR  Vega=$6370 VIX=18.27 Fwd
  399. >>5000 VIX Jun24 18th 60.0 Calls $0.56 (CboeTheo=0.55 ASK  CBOE 12:33:17.210 IV=102.9% +1.1 CBOE 2058 x $0.53 - $0.56 x 1 CBOE  FLOOR  Vega=$13k VIX=18.27 Fwd
  400. SPLIT TICKET:
    >>16750 VIX Jun24 18th 60.0 Calls $0.555 (CboeTheo=0.55 ASK  [CBOE] 12:33:16.752 IV=102.5% +0.7 CBOE 2058 x $0.53 - $0.56 x 1 CBOE  FLOOR  Vega=$42k VIX=18.27 Fwd
  401. SPLIT TICKET:
    >>2600 SPXW Dec23 12th 3650 Puts $0.10 (CboeTheo=0.08 ASK  [CBOE] 12:33:38.438 IV=53.1% +2.1 CBOE 680 x $0.05 - $0.10 x 489 CBOE  FLOOR - OPENING  Vega=$6410 SPX=4569.05 Fwd
  402. SWEEP DETECTED:
    >>2231 TSLA Dec23 220 Puts $1.04 (CboeTheo=1.06 ASK  [MULTI] 12:35:13.496 IV=48.9% +1.1 EDGX 447 x $1.03 - $1.04 x 287 NOM Vega=$17k TSLA=242.29 Ref
  403. >>3500 IBN Jan24 25.0 Calls $0.35 (CboeTheo=0.36 BID  PHLX 12:37:59.514 IV=16.4% -1.0 BXO 1 x $0.35 - $0.40 x 352 PHLX  SPREAD/CROSS/TIED  Vega=$11k IBN=24.34 Ref
  404. SWEEP DETECTED:
    >>9926 VZ Dec23 8th 38.0 Puts $0.14 (CboeTheo=0.12 ASK  [MULTI] 12:38:11.664 IV=22.1% +2.8 EMLD 1664 x $0.11 - $0.14 x 1555 MIAX  OPENING  Vega=$12k VZ=38.42 Ref
  405. >>2000 CART Mar24 28.0 Puts $6.00 (CboeTheo=5.98 BID  PHLX 12:38:42.620 IV=52.0% +0.9 AMEX 1 x $6.00 - $6.20 x 50 PHLX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$7855 CART=23.61 Ref
  406. >>2000 CART Mar24 28.0 Calls $0.95 (CboeTheo=0.89 ASK  PHLX 12:38:42.620 IV=52.8% +1.8 PHLX 208 x $0.80 - $0.95 x 68 AMEX  SPREAD/CROSS/TIED - OPENING   52WeekLow  Vega=$8085 CART=23.61 Ref
  407. >>2000 PARA Dec23 8th 16.0 Calls $0.16 (CboeTheo=0.14 ASK  PHLX 12:38:46.753 IV=65.9% +10.7 C2 366 x $0.12 - $0.16 x 1077 EDGX  SPREAD/CROSS/TIED  Vega=$971 PARA=15.39 Ref
  408. >>2000 PARA Dec23 8th 17.5 Calls $0.01 (CboeTheo=0.04 BID  PHLX 12:38:46.753 IV=69.7% -4.2 ISE 0 x $0.00 - $0.04 x 362 C2  SPREAD/CROSS/TIED  Vega=$184 PARA=15.39 Ref
  409. SWEEP DETECTED:
    >>3523 TSLA Dec23 245 Calls $6.127 (CboeTheo=6.14 Below Bid!  [MULTI] 12:40:19.888 IV=45.4% -0.9 EDGX 464 x $6.15 - $6.20 x 2 C2 Vega=$57k TSLA=241.99 Ref
  410. >>2500 RPHM Jan24 15.0 Calls $2.40 (CboeTheo=2.02 ASK  AMEX 12:40:37.173 IV=429.3% +28.0 PHLX 20 x $1.65 - $2.40 x 111 ARCA  CROSS  Vega=$2270 RPHM=6.88 Ref
  411. >>2962 TSLA Dec23 22nd 250 Calls $6.00 (CboeTheo=5.97 MID  BZX 12:41:27.853 IV=43.7% -0.1 BOX 98 x $5.95 - $6.05 x 316 AMEX Vega=$60k TSLA=241.72 Ref
  412. >>10000 CHPT Dec23 2.0 Calls $0.27 (CboeTheo=0.26 MID  AMEX 12:41:29.069 IV=184.1% +28.0 EMLD 36 x $0.26 - $0.28 x 412 EDGX  FLOOR - OPENING  Vega=$1325 CHPT=2.04 Ref
  413. SWEEP DETECTED:
    >>3012 TSLA Dec23 22nd 250 Calls $6.00 (CboeTheo=5.98 BID  [MULTI] 12:41:27.807 IV=43.6% -0.1 BZX 2962 x $6.00 - $6.05 x 464 EDGX Vega=$61k TSLA=241.75 Ref
  414. >>2500 CMCSA Dec23 42.0 Puts $0.88 (CboeTheo=0.89 ASK  ARCA 12:43:01.109 IV=23.8% +0.9 EMLD 8 x $0.84 - $0.89 x 66 BOX  CROSS  Vega=$6723 CMCSA=41.55 Ref
  415. SWEEP DETECTED:
    >>3411 CIM Dec23 5.0 Calls $0.25 (CboeTheo=0.31 BID  [MULTI] 12:43:28.272 PHLX 843 x $0.25 - $0.40 x 758 CBOE  OPENING  Vega=$0 CIM=5.25 Ref
  416. SWEEP DETECTED:
    >>4111 TSLA Dec23 250 Calls $4.00 (CboeTheo=3.96 ASK  [MULTI] 12:44:12.842 IV=45.7% -1.1 CBOE 841 x $3.90 - $4.00 x 656 EDGX Vega=$61k TSLA=241.13 Ref
  417. >>Market Color MLCO - Bullish option flow detected in Melco Resorts (7.22 +0.06) with 10,844 calls trading (4x expected) and implied vol increasing almost 5 points to 63.85%. . The Put/Call Ratio is 0.04. Earnings are expected on 02/28. [MLCO 7.22 +0.06 Ref, IV=63.8% +4.9] #Bullish
  418. SWEEP DETECTED:
    >>2001 PFE Jan24 30.0 Calls $0.77 (CboeTheo=0.76 ASK  [MULTI] 12:46:11.104 IV=25.2% +0.1 GEMX 219 x $0.76 - $0.77 x 313 AMEX Vega=$8068 PFE=29.16 Ref
  419. >>3921 UPST Feb24 20.0 Puts $1.00 (CboeTheo=1.00 ASK  BOX 12:47:47.639 IV=107.4% -2.2 CBOE 209 x $0.97 - $1.00 x 2 NOM  SPREAD/FLOOR  Vega=$10k UPST=32.31 Ref
  420. >>3921 UPST Feb24 35.0 Puts $7.50 (CboeTheo=7.41 ASK  BOX 12:47:47.639 IV=102.4% +0.5 CBOE 303 x $7.35 - $7.50 x 215 CBOE  SPREAD/FLOOR - OPENING  Vega=$22k UPST=32.31 Ref
  421. SWEEP DETECTED:
    >>2626 VZ Dec23 8th 37.5 Puts $0.05 (CboeTheo=0.06 BID  [MULTI] 12:47:58.600 IV=23.7% +3.5 EDGX 446 x $0.05 - $0.08 x 772 MIAX  OPENING  Vega=$1924 VZ=38.45 Ref
  422. >>2000 GM Mar24 35.0 Puts $2.96 (CboeTheo=2.94 ASK  PHLX 12:48:05.797 IV=29.7% +0.2 BOX 17 x $2.93 - $2.96 x 5 ARCA  SPREAD/CROSS/TIED  Vega=$13k GM=33.08 Ref
  423. >>2000 GM Jan24 33.0 Puts $1.15 (CboeTheo=1.16 BID  PHLX 12:48:05.797 IV=27.9% -0.4 C2 242 x $1.15 - $1.17 x 343 C2  SPREAD/CROSS/TIED  Vega=$9174 GM=33.08 Ref
  424. SWEEP DETECTED:
    >>Bearish Delta Impact 1199 CIM Dec23 5.0 Calls $0.25 (CboeTheo=0.28 BID  [MULTI] 12:48:06.865 IV=36.1% -15.0 NOM 75 x $0.25 - $0.30 x 223 AMEX  OPENING 
    Delta=78%, EST. IMPACT = 93k Shares ($487k) To Sell CIM=5.22 Ref
  425. SWEEP DETECTED:
    >>2000 PYPL Jan24 70.0 Calls $0.24 (CboeTheo=0.24 ASK  [MULTI] 12:48:24.869 IV=36.3% +1.9 EMLD 548 x $0.23 - $0.24 x 461 EMLD  ISO  Vega=$5996 PYPL=57.41 Ref
  426. >>2400 MRVL Jun24 35.0 Puts $0.88 (CboeTheo=0.88 MID  ARCA 12:50:46.871 IV=46.7% -0.3 NOM 154 x $0.86 - $0.90 x 98 EMLD  CROSS - OPENING  Vega=$15k MRVL=50.63 Ref
  427. >>6687 GRND Dec23 5.0 Puts $0.05 (CboeTheo=0.07 BID  PHLX 12:52:13.908 IV=162.9% -3.8 GEMX 118 x $0.05 - $0.10 x 10 BZX  FLOOR   52WeekHigh  Vega=$902 GRND=7.47 Ref
  428. SPLIT TICKET:
    >>8359 GRND Dec23 5.0 Puts $0.06 (CboeTheo=0.07 BID  [PHLX] 12:52:13.908 IV=162.9% -3.8 GEMX 118 x $0.05 - $0.10 x 10 BZX  FLOOR   52WeekHigh  Vega=$1128 GRND=7.47 Ref
  429. >>10000 VALE Apr24 16.0 Calls $0.60 (CboeTheo=0.57 ASK  PHLX 12:54:09.955 IV=32.2% +0.9 BZX 354 x $0.53 - $0.60 x 50 NOM  SPREAD/FLOOR  Vega=$32k VALE=14.74 Ref
  430. >>10000 VALE Apr24 17.0 Calls $0.29 (CboeTheo=0.32 BID  PHLX 12:54:09.955 IV=29.4% -2.2 BZX 360 x $0.29 - $0.35 x 13 BZX  SPREAD/FLOOR  Vega=$26k VALE=14.74 Ref
  431. >>5000 VALE Apr24 17.0 Puts $2.90 (CboeTheo=2.80 BID  PHLX 12:54:09.955 IV=34.2% +2.6 NOM 100 x $2.65 - $3.25 x 135 AMEX  SPREAD/FLOOR  Vega=$14k VALE=14.74 Ref
  432. >>5000 VALE Apr24 17.0 Puts $2.91 (CboeTheo=2.80 BID  PHLX 12:54:09.955 IV=34.5% +3.0 NOM 100 x $2.65 - $3.25 x 135 AMEX  SPREAD/FLOOR  Vega=$14k VALE=14.74 Ref
  433. >>10000 VALE Apr24 16.0 Puts $2.15 (CboeTheo=2.05 BID  PHLX 12:54:09.955 IV=34.4% +3.0 BZX 140 x $1.94 - $2.39 x 380 PHLX  SPREAD/FLOOR  Vega=$32k VALE=14.74 Ref
  434. SWEEP DETECTED:
    >>2499 ALLY Mar24 33.0 Calls $1.30 (CboeTheo=1.24 ASK  [MULTI] 12:54:58.862 IV=34.4% +1.1 C2 586 x $1.20 - $1.30 x 446 EMLD  OPENING  Vega=$15k ALLY=30.53 Ref
  435. >>5000 FSR Jan24 3.0 Calls $0.11 (CboeTheo=0.09 ASK  AMEX 12:55:24.114 IV=185.4% +12.1 EDGX 149 x $0.07 - $0.11 x 1126 EDGX  SPREAD/CROSS   SSR  Vega=$859 FSR=1.57 Ref
  436. >>5000 FSR Jan24 3.0 Puts $1.52 (CboeTheo=1.53 BID  AMEX 12:55:24.114 IV=166.8% -6.5 EDGX 2746 x $1.47 - $1.65 x 63 BOX  SPREAD/CROSS   SSR  Vega=$770 FSR=1.57 Ref
  437. >>Unusual Volume EOSE - 3x market weighted volume: 11.3k = 18.1k projected vs 5887 adv, 91% calls, 3% of OI [EOSE 1.25 +0.06 Ref, IV=149.3% +3.1]
  438. SWEEP DETECTED:
    >>2116 GME Dec23 8th 19.0 Calls $0.50 (CboeTheo=0.54 BID  [MULTI] 12:57:11.951 IV=290.3% +40.5 EDGX 307 x $0.50 - $0.54 x 150 EDGX  ISO   SSR  Vega=$920 GME=15.11 Ref
  439. >>2000 DG Jun24 105 Puts $4.10 (CboeTheo=4.20 BID  BOX 12:58:01.372 IV=42.6% -0.5 BOX 27 x $4.10 - $4.30 x 163 CBOE  FLOOR - OPENING  Vega=$48k DG=133.96 Ref
  440. >>5000 MARA Jan24 16.0 Calls $2.28 (CboeTheo=2.24 ASK  AMEX 12:58:56.269 IV=113.0% +1.4 C2 112 x $2.22 - $2.30 x 152 CBOE  SPREAD/FLOOR  Vega=$11k MARA=15.52 Ref
  441. >>2500 MARA Jan24 12.5 Calls $3.99 (CboeTheo=4.00 BID  AMEX 12:58:56.268 IV=108.4% -0.9 CBOE 936 x $3.95 - $4.10 x 869 CBOE  SPREAD/FLOOR  Vega=$4041 MARA=15.52 Ref
  442. >>5000 NKE Jun24 100 Puts $3.15 (CboeTheo=3.07 ASK  ARCA 13:00:53.664 IV=30.6% +0.6 PHLX 109 x $3.05 - $3.15 x 219 PHLX  SPREAD/CROSS - OPENING  Vega=$119k NKE=115.67 Ref
  443. >>5000 NKE Jun25 95.0 Puts $6.25 (CboeTheo=6.29 BID  ARCA 13:00:53.664 IV=31.8% +0.1 GEMX 5 x $6.25 - $6.40 x 29 PHLX  SPREAD/CROSS - OPENING  Vega=$202k NKE=115.67 Ref
  444. >>5286 LCID Dec23 4.5 Puts $0.44 (CboeTheo=0.41 Above Ask!  CBOE 13:01:36.030 IV=92.4% +11.0 EMLD 659 x $0.40 - $0.42 x 1 EMLD  TIED/AUCTION  Vega=$1383 LCID=4.22 Ref
  445. SWEEP DETECTED:
    >>Bearish Delta Impact 696 SLM Dec23 15.0 Calls $0.95 (CboeTheo=0.99 BID  [MULTI] 13:01:46.053 IV=39.6% -4.6 EMLD 186 x $0.95 - $1.05 x 55 PHLX
    Delta=80%, EST. IMPACT = 56k Shares ($882k) To Sell SLM=15.81 Ref
  446. SWEEP DETECTED:
    >>3463 NIO Feb24 10.0 Calls $0.25 (CboeTheo=0.25 ASK  [MULTI] 13:01:47.689 IV=65.9% -5.6 EMLD 400 x $0.24 - $0.25 x 938 ARCA  ISO   Post-Earnings  Vega=$3523 NIO=7.55 Ref
  447. >>4303 SLM Dec23 15.0 Calls $0.93 (CboeTheo=0.91 MID  CBOE 13:02:37.918 IV=46.0% +1.8 BOX 406 x $0.85 - $1.00 x 24 PHLX  AUCTION  Vega=$3616 SLM=15.72 Ref
  448. SWEEP DETECTED:
    >>Bullish Delta Impact 500 BLND May24 2.5 Calls $0.30 (CboeTheo=0.25 ASK  [MULTI] 13:03:05.059 IV=121.6% +10.4 PHLX 1048 x $0.05 - $0.30 x 536 BOX  ISO - OPENING 
    Delta=47%, EST. IMPACT = 24k Shares ($37k) To Buy BLND=1.57 Ref
  449. SWEEP DETECTED:
    >>2000 EOSE Sep24 2.0 Calls $0.31 (CboeTheo=0.38 BID  [MULTI] 13:03:20.024 IV=108.9% -18.9 PHLX 4027 x $0.25 - $0.45 x 1272 PHLX  OPENING  Vega=$881 EOSE=1.27 Ref
  450. SWEEP DETECTED:
    >>2741 NIO Feb24 10.0 Calls $0.24 (CboeTheo=0.25 BID  [MULTI] 13:06:11.063 IV=65.1% -6.3 EMLD 2736 x $0.24 - $0.25 x 205 ARCA  ISO   Post-Earnings  Vega=$2749 NIO=7.54 Ref
  451. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 TBLA Dec24 5.0 Calls $0.55 (CboeTheo=0.55 ASK  [MULTI] 13:06:18.435 IV=60.5% -0.0 AMEX 2878 x $0.30 - $0.55 x 366 AMEX
    Delta=46%, EST. IMPACT = 46k Shares ($165k) To Buy TBLA=3.56 Ref
  452. SPLIT TICKET:
    >>2000 GEO Mar24 13.0 Calls $0.29 (CboeTheo=0.30 ASK  [BOX] 13:06:35.927 IV=50.6% +0.9 PHLX 319 x $0.20 - $0.30 x 672 PHLX  AUCTION - OPENING  Vega=$3114 GEO=10.04 Ref
  453. SPLIT TICKET:
    >>2000 EOSE Sep24 2.0 Calls $0.31 (CboeTheo=0.35 BID  [BZX] 13:07:31.259 IV=117.4% -10.3 BZX 8876 x $0.30 - $0.35 x 1 BOX  OPENING  Vega=$844 EOSE=1.23 Ref
  454. SWEEP DETECTED:
    >>2000 FSR Dec23 2.0 Calls $0.06 (CboeTheo=0.06 ASK  [MULTI] 13:08:00.860 IV=178.2% -6.3 GEMX 2558 x $0.05 - $0.06 x 1622 EMLD  SSR  Vega=$166 FSR=1.57 Ref
  455. >>2499 FYBR Jan26 15.0 Puts $2.75 (CboeTheo=2.43 BID  PHLX 13:10:25.843 IV=61.0% +4.5 PHLX 101 x $1.95 - $3.60 x 335 PHLX  FLOOR - OPENING  Vega=$20k FYBR=22.15 Ref
  456. SWEEP DETECTED:
    >>2000 EOSE Sep24 2.0 Calls $0.309 (CboeTheo=0.35 BID  [MULTI] 13:11:48.613 IV=115.1% -12.7 BZX 11k x $0.30 - $0.45 x 2964 PHLX  ISO - OPENING  Vega=$845 EOSE=1.23 Ref
  457. SWEEP DETECTED:
    >>2000 EOSE Sep24 2.0 Calls $0.30 (CboeTheo=0.35 BID  [MULTI] 13:12:13.111 IV=115.1% -12.7 BZX 11k x $0.30 - $0.45 x 2964 PHLX  ISO - OPENING  Vega=$845 EOSE=1.23 Ref
  458. >>2910 GME Jan24 127.5 Calls $0.10 (CboeTheo=0.09 ASK  MPRL 13:14:18.329 IV=253.6% +15.4 ARCA 1 x $0.05 - $0.10 x 2990 MPRL  SSR  Vega=$940 GME=15.20 Ref
  459. SWEEP DETECTED:
    >>3000 GME Jan24 127.5 Calls $0.10 (CboeTheo=0.09 Above Ask!  [MULTI] 13:14:18.322 IV=250.4% +12.1 ARCA 1 x $0.05 - $0.09 x 10 EMLD  SSR  Vega=$901 GME=15.20 Ref
  460. SPLIT TICKET:
    >>1427 SPX Jan24 4200 Puts $9.00 (CboeTheo=9.10 BID  [CBOE] 13:14:59.672 IV=17.7% -0.2 CBOE 381 x $9.00 - $9.20 x 1951 CBOE Vega=$325k SPX=4593.16 Fwd
  461. >>Market Color SRPT - Bullish option flow detected in Sarepta (88.60 +2.48) with 2,249 calls trading (1.3x expected) and implied vol increasing over 2 points to 55.72%. . The Put/Call Ratio is 0.46. Earnings are expected on 02/27.  [SRPT 88.60 +2.48 Ref, IV=55.7% +2.2] #Bullish
  462. SPLIT TICKET:
    >>2206 SPX Jan24 4200 Puts $8.90 (CboeTheo=9.08 BID  [CBOE] 13:15:28.941 IV=17.7% -0.2 CBOE 1145 x $8.90 - $9.10 x 1543 CBOE Vega=$500k SPX=4593.64 Fwd
  463. SWEEP DETECTED:
    >>2986 VZ Dec23 8th 37.5 Puts $0.05 (CboeTheo=0.07 BID  [MULTI] 13:16:55.301 IV=21.7% +1.6 EMLD 778 x $0.05 - $0.08 x 331 EMLD  OPENING  Vega=$2295 VZ=38.34 Ref
  464. SWEEP DETECTED:
    >>2501 BAC Jan25 28.0 Puts $1.96 (CboeTheo=1.95 ASK  [MULTI] 13:17:50.915 IV=28.0% -0.2 MPRL 69 x $1.94 - $1.96 x 68 EDGX Vega=$27k BAC=30.55 Ref
  465. SWEEP DETECTED:
    >>Bullish Delta Impact 749 DCGO Feb24 6.0 Calls $0.50 (CboeTheo=0.44 ASK  [MULTI] 13:18:43.647 IV=63.2% +4.6 CBOE 40 x $0.40 - $0.50 x 113 CBOE  ISO - OPENING   SSR 
    Delta=48%, EST. IMPACT = 36k Shares ($201k) To Buy DCGO=5.56 Ref
  466. SPLIT TICKET:
    >>1556 VIX Apr24 17th 50.0 Calls $0.55 (CboeTheo=0.56 ASK  [CBOE] 13:19:12.770 IV=114.1% -0.7 CBOE 6046 x $0.54 - $0.55 x 1132 CBOE Vega=$3325 VIX=17.62 Fwd
  467. >>2177 DCGO Feb24 6.0 Calls $0.53 (CboeTheo=0.48 ASK  MIAX 13:19:29.883 IV=62.5% +3.9 CBOE 397 x $0.35 - $0.60 x 224 AMEX  ISO/AUCTION - OPENING   SSR  Vega=$2211 DCGO=5.59 Ref
  468. SPLIT TICKET:
    >>2203 DCGO Feb24 6.0 Calls $0.53 (CboeTheo=0.48 ASK  [MIAX] 13:19:29.883 IV=62.5% +3.9 CBOE 397 x $0.35 - $0.60 x 224 AMEX  ISO/AUCTION - OPENING   SSR  Vega=$2238 DCGO=5.59 Ref
  469. >>3000 SE Jan24 40.0 Puts $3.91 (CboeTheo=3.90 BID  ARCA 13:19:37.093 IV=48.6% +1.3 C2 361 x $3.90 - $4.00 x 342 EDGX  SPREAD/CROSS  Vega=$15k SE=37.55 Ref
  470. >>3000 SE Dec23 40.0 Puts $2.95 (CboeTheo=2.92 ASK  ARCA 13:19:37.093 IV=56.1% +1.2 EMLD 25 x $2.88 - $2.95 x 20 C2  SPREAD/CROSS  Vega=$6181 SE=37.55 Ref
  471. >>2000 HLT Apr24 130 Calls $41.25 (CboeTheo=41.45 BID  AMEX 13:23:05.788 IV=29.5% -2.1 NOM 10 x $41.20 - $42.40 x 37 NOM  CROSS  Vega=$23k HLT=167.87 Ref
  472. SWEEP DETECTED:
    >>2000 VRT Jan24 47.5 Calls $1.90 (CboeTheo=1.93 ASK  [MULTI] 13:23:23.271 IV=43.5% -1.3 PHLX 209 x $1.85 - $1.90 x 227 NOM Vega=$12k VRT=45.15 Ref
  473. SPLIT TICKET:
    >>1000 VIX Apr24 17th 50.0 Calls $0.55 (CboeTheo=0.55 BID  [CBOE] 13:23:40.616 IV=114.4% -0.5 CBOE 1700 x $0.54 - $0.58 x 15k CBOE  FLOOR  Vega=$2132 VIX=17.58 Fwd
  474. >>8000 BAC Jan24 35.0 Calls $0.08 (CboeTheo=0.09 BID  ARCA 13:23:55.064 IV=24.0% +0.2 C2 1801 x $0.08 - $0.09 x 1973 EMLD  CROSS  Vega=$12k BAC=30.59 Ref
  475. >>2000 LCID Jan24 6.0 Puts $1.90 (CboeTheo=1.92 BID  AMEX 13:24:56.617 IV=84.1% -1.4 MIAX 5 x $1.88 - $1.96 x 7 BOX  SPREAD/FLOOR  Vega=$647 LCID=4.24 Ref
  476. >>2000 LCID Jan24 6.0 Calls $0.08 (CboeTheo=0.09 ASK  AMEX 13:24:56.618 IV=85.2% -0.3 GEMX 3 x $0.06 - $0.08 x 5 GEMX  SPREAD/FLOOR  Vega=$665 LCID=4.24 Ref
  477. SWEEP DETECTED:
    >>2216 TSLA Dec23 8th 235 Puts $1.766 (CboeTheo=1.80 Below Bid!  [MULTI] 13:25:16.650 IV=47.9% -0.5 C2 173 x $1.78 - $1.80 x 162 GEMX Vega=$16k TSLA=241.15 Ref
  478. SWEEP DETECTED:
    >>Bearish Delta Impact 1499 FIVN Dec23 80.0 Puts $2.732 (CboeTheo=2.41 ASK  [MULTI] 13:29:54.737 IV=62.5% -5.9 ARCA 5 x $2.20 - $2.85 x 97 PHLX  AUCTION 
    Delta=-43%, EST. IMPACT = 64k Shares ($5.18m) To Sell FIVN=80.98 Ref
  479. >>Unusual Volume CMCSA - 3x market weighted volume: 34.8k = 51.9k projected vs 17.3k adv, 66% puts, 6% of OI [CMCSA 41.67 -1.41 Ref, IV=20.7% +1.3]
  480. >>1200 SPXW Dec23 12th 4410 Puts $1.40 (CboeTheo=1.35 ASK  CBOE 13:32:36.631 IV=14.6% -0.0 CBOE 847 x $1.30 - $1.40 x 418 CBOE  LATE - OPENING  Vega=$69k SPX=4571.49 Fwd
  481. SPLIT TICKET:
    >>3352 SPXW Dec23 12th 4410 Puts $1.40 (CboeTheo=1.35 ASK  [CBOE] 13:32:36.631 IV=14.6% -0.0 CBOE 847 x $1.30 - $1.40 x 418 CBOE  LATE - OPENING  Vega=$194k SPX=4571.49 Fwd
  482. SWEEP DETECTED:
    >>Bullish Delta Impact 648 SPHR Feb24 30.0 Puts $3.80 (CboeTheo=3.95 BID  [MULTI] 13:33:39.178 IV=65.9% +1.3 BOX 6 x $3.80 - $4.10 x 129 PHLX  SSR 
    Delta=-47%, EST. IMPACT = 31k Shares ($893k) To Buy SPHR=29.06 Ref
  483. SPLIT TICKET:
    >>2351 SPHR Feb24 30.0 Puts $3.70 (CboeTheo=3.84 BID  [PHLX] 13:33:50.721 IV=66.7% +2.2 PHLX 81 x $3.70 - $4.00 x 124 PHLX  AUCTION   SSR  Vega=$12k SPHR=29.32 Ref
  484. >>2000 CPB Dec23 8th 43.0 Calls $0.25 (CboeTheo=0.23 ASK  PHLX 13:35:56.253 IV=71.7% +13.0 ISE 510 x $0.20 - $0.25 x 220 C2  SPREAD/CROSS/TIED   Pre-Earnings  Vega=$1958 CPB=40.33 Ref
  485. >>2000 AAPL Jan24 190 Calls $7.24 (CboeTheo=7.20 ASK  AMEX 13:37:08.863 IV=17.8% +1.0 C2 128 x $7.20 - $7.25 x 222 EMLD  SPREAD/CROSS  Vega=$50k AAPL=192.94 Ref
  486. >>2000 AAPL Jan24 190 Puts $2.92 (CboeTheo=2.93 BID  AMEX 13:37:08.863 IV=17.6% +0.9 C2 124 x $2.92 - $2.94 x 207 GEMX  SPREAD/CROSS  Vega=$50k AAPL=192.94 Ref
  487. SWEEP DETECTED:
    >>2059 SNAP Jan24 30.0 Calls $0.01 (CboeTheo=0.01 BID  [MULTI] 13:37:11.109 IV=80.9% -0.2 C2 556 x $0.01 - $0.02 x 675 EMLD  52WeekHigh  Vega=$240 SNAP=14.46 Ref
  488. >>5500 AAPL Jan24 170 Puts $0.37 (CboeTheo=0.37 BID  AMEX 13:39:20.081 IV=24.2% +1.6 ARCA 113 x $0.37 - $0.38 x 1206 C2  SPREAD/CROSS  Vega=$42k AAPL=193.08 Ref
  489. >>5500 AAPL Jan24 170 Calls $24.72 (CboeTheo=24.71 ASK  AMEX 13:39:20.081 IV=24.3% +1.8 C2 51 x $24.60 - $24.80 x 69 EMLD  SPREAD/CROSS  Vega=$42k AAPL=193.08 Ref
  490. SWEEP DETECTED:
    >>2367 PFE Jun24 35.0 Calls $0.57 (CboeTheo=0.59 BID  [MULTI] 13:40:43.097 IV=25.7% -0.3 BOX 220 x $0.57 - $0.59 x 44 BXO  ISO  Vega=$14k PFE=29.27 Ref
  491. SWEEP DETECTED:
    >>2633 PFE Jun24 35.0 Calls $0.56 (CboeTheo=0.58 BID  [MULTI] 13:41:05.743 IV=25.5% -0.4 AMEX 260 x $0.56 - $0.59 x 201 BOX  ISO  Vega=$16k PFE=29.27 Ref
  492. SWEEP DETECTED:
    >>2000 GM Dec23 8th 33.0 Calls $0.325 (CboeTheo=0.31 MID  [MULTI] 13:41:48.027 IV=31.1% -0.5 C2 485 x $0.31 - $0.32 x 32 C2 Vega=$2409 GM=32.85 Ref
  493. >>2301 AMD Dec23 8th 118 Calls $2.36 (CboeTheo=2.35 ASK  ARCA 13:42:42.372 IV=54.1% +4.7 BZX 26 x $2.35 - $2.36 x 2301 ARCA Vega=$10k AMD=117.94 Ref
  494. SWEEP DETECTED:
    >>2928 KVUE Dec23 8th 19.5 Puts $0.12 (CboeTheo=0.14 BID  [MULTI] 13:43:31.151 IV=58.4% +0.2 C2 418 x $0.12 - $0.13 x 159 ARCA  OPENING  Vega=$1520 KVUE=20.41 Ref
  495. SWEEP DETECTED:
    >>2350 SOFI Dec23 8.0 Calls $0.33 (CboeTheo=0.30 ASK  [MULTI] 13:45:07.694 IV=68.5% -1.1 MPRL 88 x $0.32 - $0.33 x 2436 MPRL  ISO  Vega=$1237 SOFI=7.92 Ref
  496. >>5000 AAPL Jan24 170 Puts $0.36 (CboeTheo=0.38 BID  AMEX 13:46:18.355 IV=24.0% +1.4 EDGX 562 x $0.36 - $0.37 x 30 BZX  SPREAD/CROSS  Vega=$38k AAPL=193.01 Ref
  497. >>5000 AAPL Jan24 170 Calls $24.71 (CboeTheo=24.65 ASK  AMEX 13:46:18.355 IV=25.0% +2.5 BXO 34 x $24.60 - $24.80 x 36 ARCA  SPREAD/CROSS  Vega=$41k AAPL=193.01 Ref
  498. >>4000 PLTR Jun24 10.0 Puts $0.35 (CboeTheo=0.36 BID  ARCA 13:48:57.011 IV=69.7% -0.1 EMLD 416 x $0.35 - $0.36 x 388 EMLD  SPREAD/CROSS  Vega=$7207 PLTR=18.32 Ref
  499. SWEEP DETECTED:
    >>2000 XOM Apr24 100 Puts $4.95 (CboeTheo=4.97 BID  [MULTI] 13:50:54.661 IV=24.1% -0.3 C2 6 x $4.95 - $5.00 x 1189 EMLD Vega=$48k XOM=101.00 Ref
  500. SWEEP DETECTED:
    >>2284 TXN Jan24 160 Calls $4.10 (CboeTheo=3.94 ASK  [MULTI] 13:52:04.105 IV=21.9% +1.2 NOM 13 x $4.00 - $4.10 x 324 CBOE  ISO  Vega=$50k TXN=157.31 Ref
  501. >>2500 BBAI Jan24 2.0 Puts $0.45 (CboeTheo=0.41 ASK  AMEX 13:53:44.399 IV=107.7% +20.2 PHLX 3125 x $0.35 - $0.50 x 1 C2  SPREAD/FLOOR - OPENING  Vega=$576 BBAI=1.71 Ref
  502. >>2500 BBAI Jan24 2.0 Calls $0.14 (CboeTheo=0.11 BID  AMEX 13:53:44.400 IV=102.4% +15.0 BXO 3 x $0.10 - $0.20 x 1 BXO  SPREAD/FLOOR  Vega=$573 BBAI=1.71 Ref
  503. SPLIT TICKET:
    >>2000 SPX Jan24 4700 Calls $27.90 (CboeTheo=27.67 ASK  [CBOE] 13:54:17.532 IV=10.6% +0.1 CBOE 1042 x $27.40 - $27.90 x 150 CBOE  LATE  Vega=$1.08m SPX=4592.10 Fwd
  504. SPLIT TICKET:
    >>2000 SPX Dec23 4750 Calls $0.90 (CboeTheo=0.84 ASK  [CBOE] 13:54:17.532 IV=12.1% +0.8 CBOE 832 x $0.85 - $0.90 x 156 CBOE  LATE  Vega=$106k SPX=4570.27 Fwd
  505. >>2500 IMO Dec23 60.0 Calls $0.29 (CboeTheo=0.45 BID  AMEX 13:55:00.791 IV=30.5% -3.3 PHLX 179 x $0.15 - $1.35 x 216 PHLX  SPREAD/CROSS  Vega=$6480 IMO=57.30 Ref
  506. >>2500 IMO Dec23 60.0 Puts $3.37 (CboeTheo=3.17 ASK  AMEX 13:55:00.791 IV=42.9% +9.1 PHLX 62 x $2.45 - $3.40 x 50 NOM  SPREAD/CROSS - OPENING  Vega=$7897 IMO=57.30 Ref
  507. SPLIT TICKET:
    >>2187 MLCO Dec23 7.5 Calls $0.29 (CboeTheo=0.24 ASK  [BOX] 13:56:11.564 IV=74.9% +10.9 PHLX 1491 x $0.20 - $0.30 x 234 EDGX  FLOOR  Vega=$1025 MLCO=7.21 Ref
  508. >>2000 UPS Dec23 165 Calls $0.15 (CboeTheo=0.15 ASK  PHLX 13:56:28.734 IV=22.8% +1.4 EDGX 226 x $0.11 - $0.15 x 211 EDGX  FLOOR  Vega=$6497 UPS=155.19 Ref
  509. >>2044 UPS Dec23 155 Calls $2.40 (CboeTheo=2.43 BID  PHLX 13:56:34.194 IV=21.2% -0.7 GEMX 66 x $2.37 - $2.45 x 13 ARCA  FLOOR  Vega=$21k UPS=155.19 Ref
  510. SWEEP DETECTED:
    >>2312 T Jun24 20.0 Calls $0.25 (CboeTheo=0.25 ASK  [MULTI] 13:57:18.050 IV=21.2% +0.4 BOX 40 x $0.21 - $0.25 x 829 MPRL Vega=$7827 T=17.23 Ref
  511. SWEEP DETECTED:
    >>Bullish Delta Impact 6236 BMBL Feb24 12.0 Puts $0.35 (CboeTheo=0.43 BID  [MULTI] 13:59:15.448 IV=46.9% -5.1 AMEX 915 x $0.35 - $0.45 x 757 PHLX  ISO 
    Delta=-20%, EST. IMPACT = 122k Shares ($1.71m) To Buy BMBL=13.94 Ref
  512. SWEEP DETECTED:
    >>Bearish Delta Impact 1129 THO Dec23 100 Puts $2.313 (CboeTheo=2.24 Above Ask!  [MULTI] 13:59:35.254 IV=59.0% -0.6 C2 22 x $2.15 - $2.30 x 7 MPRL  OPENING   Pre-Earnings 
    Delta=-33%, EST. IMPACT = 37k Shares ($3.83m) To Sell THO=104.02 Ref
  513. >>Unusual Volume MDB - 3x market weighted volume: 36.9k = 51.7k projected vs 17.2k adv, 51% calls, 26% of OI  Pre-Earnings  [MDB 430.73 +7.71 Ref, IV=60.2% -2.8]
  514. SWEEP DETECTED:
    >>Bullish Delta Impact 810 PPC Jan24 27.0 Calls $0.80 (CboeTheo=0.73 ASK  [MULTI] 14:06:31.376 IV=26.6% +2.2 ARCA 1 x $0.70 - $0.80 x 164 MIAX  ISO - OPENING 
    Delta=45%, EST. IMPACT = 37k Shares ($970k) To Buy PPC=26.36 Ref
  515. SWEEP DETECTED:
    >>4998 T Dec23 8th 17.0 Calls $0.32 (CboeTheo=0.32 MID  [MULTI] 14:09:14.421 IV=24.5% -1.8 C2 22 x $0.32 - $0.32 x 449 ARCA Vega=$2523 T=17.25 Ref
  516. >>2200 WYNN Jan24 110 Puts $27.55 (CboeTheo=27.52 ASK  PHLX 14:10:02.554 IV=48.2% +15.6 EDGX 2 x $27.45 - $27.60 x 5 BZX  FLOOR - OPENING  Vega=$3513 WYNN=82.48 Ref
  517. >>12000 WFC Jan24 60.0 Puts $15.35 (CboeTheo=15.37 MID  PHLX 14:10:09.590 MPRL 50 x $15.30 - $15.40 x 6 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=44.63 Ref
  518. >>12000 WFC Jan24 55.0 Puts $10.35 (CboeTheo=10.37 MID  PHLX 14:10:09.590 PHLX 90 x $10.30 - $10.40 x 6 NOM  SPREAD/FLOOR  Vega=$0 WFC=44.63 Ref
  519. >>4880 TSLA Jan24 450 Puts $211.40 (CboeTheo=211.80 BID  PHLX 14:10:11.055 ARCA 25 x $209.85 - $213.00 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=238.20 Ref
  520. >>5500 TSLA Jan24 416.67 Puts $178.40 (CboeTheo=178.47 ASK  PHLX 14:10:11.055 BZX 42 x $176.40 - $179.95 x 50 BXO  FLOOR - OPENING  Vega=$0 TSLA=238.20 Ref
  521. >>2000 TSLA Jan24 400 Puts $162.20 (CboeTheo=161.80 ASK  PHLX 14:10:11.055 IV=85.1% +25.4 BZX 65 x $160.65 - $162.95 x 50 BXO  FLOOR - OPENING  Vega=$13k TSLA=238.20 Ref
  522. >>2200 TSLA Jan24 366.67 Puts $127.95 (CboeTheo=128.47 BID  PHLX 14:10:11.055 ARCA 25 x $126.55 - $129.50 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=238.20 Ref
  523. SPLIT TICKET:
    >>5200 TSLA Jan24 450 Puts $211.403 (CboeTheo=211.80 BID  [PHLX] 14:10:11.055 ARCA 25 x $209.85 - $213.00 x 25 ARCA  FLOOR - OPENING  Vega=$0 TSLA=238.20 Ref
  524. SWEEP DETECTED:
    >>3822 VZ Dec23 8th 37.5 Puts $0.04 (CboeTheo=0.06 BID  [MULTI] 14:11:42.908 IV=22.1% +1.9 GEMX 1140 x $0.04 - $0.06 x 1465 EMLD  OPENING  Vega=$2567 VZ=38.44 Ref
  525. >>2407 AMZN Dec23 8th 142 Puts $0.19 (CboeTheo=0.19 BID  CBOE 14:12:08.461 IV=30.0% +1.8 C2 993 x $0.19 - $0.20 x 1391 ARCA  COB/AUCTION  Vega=$5806 AMZN=147.00 Ref
  526. >>2407 AMZN Dec23 8th 137 Puts $0.03 (CboeTheo=0.04 BID  CBOE 14:12:08.461 IV=36.7% +3.3 ARCA 4060 x $0.03 - $0.04 x 890 C2  COB/AUCTION  Vega=$1440 AMZN=147.00 Ref
  527. >>Unusual Volume STZ - 3x market weighted volume: 5534 = 7551 projected vs 2509 adv, 78% puts, 11% of OI [STZ 237.20 -3.11 Ref, IV=22.8% +1.5]
  528. SPLIT TICKET:
    >>3000 SPX Dec23 3825 Puts $0.35 (CboeTheo=0.31 ASK  [CBOE] 14:13:18.074 IV=41.3% +1.1 CBOE 3017 x $0.30 - $0.35 x 1 CBOE  FLOOR  Vega=$27k SPX=4572.97 Fwd
  529. >>3000 XPEV Jan24 20.0 Calls $0.42 (CboeTheo=0.42 BID  PHLX 14:14:58.520 IV=66.7% -0.2 MPRL 139 x $0.42 - $0.43 x 134 EMLD  SPREAD/CROSS/TIED  Vega=$5024 XPEV=16.20 Ref
  530. >>3000 XPEV Jan24 20.0 Puts $4.20 (CboeTheo=4.21 MID  PHLX 14:14:58.520 IV=66.6% -0.3 CBOE 108 x $4.15 - $4.25 x 32 BOX  SPREAD/CROSS/TIED  Vega=$4992 XPEV=16.20 Ref
  531. SWEEP DETECTED:
    >>Bearish Delta Impact 2023 HEAR Dec23 11.0 Calls $0.35 (CboeTheo=0.50 BID  [MULTI] 14:16:23.229 IV=38.2% -22.2 PHLX 787 x $0.35 - $0.55 x 60 NOM
    Delta=59%, EST. IMPACT = 119k Shares ($1.32m) To Sell HEAR=11.14 Ref
  532. >>5000 NIO Dec23 29th 7.5 Puts $0.46 (CboeTheo=0.46 MID  AMEX 14:18:50.011 IV=63.1% -12.4 BZX 55 x $0.45 - $0.47 x 1905 EMLD  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$3827 NIO=7.53 Ref
  533. >>5000 NIO Dec23 7.5 Puts $0.31 (CboeTheo=0.31 BID  AMEX 14:18:50.009 IV=65.9% -32.3 EMLD 1661 x $0.31 - $0.32 x 35 NOM  SPREAD/FLOOR - OPENING   Post-Earnings  Vega=$2484 NIO=7.53 Ref
  534. SWEEP DETECTED:
    >>2500 GME Jan24 127.5 Calls $0.11 (CboeTheo=0.10 ASK  [MULTI] 14:19:02.914 IV=257.4% +19.2 ARCA 1 x $0.05 - $0.11 x 1359 MPRL  ISO   SSR  Vega=$859 GME=15.12 Ref
  535. >>3000 TEVA Jan24 15.0 Calls $0.03 (CboeTheo=0.01 ASK  BOX 14:20:07.682 IV=59.6% +6.0 ARCA 206 x $0.02 - $0.03 x 310 MIAX  FLOOR  Vega=$910 TEVA=10.09 Ref
  536. >>3000 KVUE Jan24 20.0 Calls $1.37 (CboeTheo=1.36 MID  BOX 14:21:52.419 IV=40.2% -0.5 EDGX 106 x $1.35 - $1.39 x 51 MPRL  SPREAD/FLOOR  Vega=$8327 KVUE=20.32 Ref
  537. >>3000 KVUE Jan24 21.0 Calls $0.87 (CboeTheo=0.88 BID  BOX 14:21:52.419 IV=38.9% -1.1 EDGX 62 x $0.87 - $0.90 x 13 ARCA  SPREAD/FLOOR  Vega=$8483 KVUE=20.32 Ref
  538. >>2000 KVUE Jan24 21.0 Calls $0.87 (CboeTheo=0.88 MID  AMEX 14:24:44.651 IV=39.0% -0.9 MPRL 12 x $0.84 - $0.89 x 14 ARCA  FLOOR  Vega=$5651 KVUE=20.30 Ref
  539. >>2000 CVNA Jan24 55.0 Calls $1.31 (CboeTheo=1.40 BID  ARCA 14:24:49.785 IV=100.0% -4.6 PHLX 464 x $1.29 - $1.40 x 39 BZX  SPREAD/CROSS  Vega=$7658 CVNA=38.38 Ref
  540. >>2000 CVNA Jan24 30.0 Puts $1.75 (CboeTheo=1.74 ASK  ARCA 14:24:49.785 IV=103.1% -1.3 ARCA 1 x $1.70 - $1.75 x 333 EDGX  SPREAD/CROSS  Vega=$7353 CVNA=38.38 Ref
  541. SPLIT TICKET:
    >>1000 SPX Dec23 4300 Puts $1.48 (CboeTheo=1.45 ASK  [CBOE] 14:28:46.990 IV=19.6% +0.3 CBOE 4604 x $1.40 - $1.50 x 1956 CBOE  LATE  Vega=$50k SPX=4573.80 Fwd
  542. >>15401 COMM Jan25 10.0 Calls $0.05 (CboeTheo=0.11 BID  ARCA 14:28:59.622 IV=86.9% -13.2 NOM 0 x $0.00 - $0.15 x 2278 PHLX  FLOOR  Vega=$4884 COMM=1.73 Ref
  543. SWEEP DETECTED:
    >>2558 MRVL Jan24 65.0 Calls $0.09 (CboeTheo=0.08 ASK  [MULTI] 14:30:36.345 IV=36.5% +1.4 MPRL 239 x $0.08 - $0.09 x 572 GEMX Vega=$3825 MRVL=50.91 Ref
  544. >>2000 AMD Jan24 100 Calls $19.68 (CboeTheo=19.66 MID  AMEX 14:32:24.334 IV=40.3% +0.5 CBOE 52 x $19.60 - $19.75 x 44 CBOE  SPREAD/CROSS  Vega=$15k AMD=118.12 Ref
  545. >>2000 AMD Jan24 100 Puts $0.78 (CboeTheo=0.79 BID  AMEX 14:32:24.334 IV=39.8% +0.2 C2 412 x $0.78 - $0.80 x 693 C2  SPREAD/CROSS  Vega=$14k AMD=118.12 Ref
  546. >>2000 ZM Jan24 135 Puts $66.05 (CboeTheo=66.51 BID  BOX 14:33:30.446 ARCA 50 x $66.05 - $66.75 x 8 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 ZM=68.49 Ref
  547. >>2000 ZM Jan24 130 Puts $61.05 (CboeTheo=61.51 BID  BOX 14:33:30.446 BZX 54 x $60.70 - $62.25 x 54 BZX  SPREAD/FLOOR  Vega=$0 ZM=68.49 Ref
  548. >>2960 TSLA Jan24 416.67 Puts $178.40 (CboeTheo=178.57 ASK  BOX 14:33:48.745 NOM 25 x $175.75 - $180.40 x 42 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=238.10 Ref
  549. >>2890 TSLA Jan24 450 Puts $209.06 (CboeTheo=211.90 BID  BOX 14:33:48.745 NOM 25 x $209.05 - $213.75 x 56 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=238.10 Ref
  550. >>Unusual Volume BLK - 3x market weighted volume: 7090 = 9222 projected vs 3063 adv, 88% calls, 19% of OI  ExDiv  [BLK 754.13 -2.30 Ref, IV=16.4% -0.4]
  551. >>2000 FSLR Dec23 200 Puts $45.25 (CboeTheo=44.82 ASK  BOX 14:34:28.424 IV=94.9% +37.0 NOM 25 x $43.95 - $45.25 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$6065 FSLR=155.18 Ref
  552. >>3000 BAC Jan24 38.0 Puts $7.40 (CboeTheo=7.37 ASK  BOX 14:34:43.909 IV=41.6% +13.7 BXO 22 x $7.30 - $7.40 x 21 BXO  SPREAD/FLOOR  Vega=$3408 BAC=30.64 Ref
  553. >>3000 BAC Jan24 40.0 Puts $9.40 (CboeTheo=9.37 ASK  BOX 14:34:43.909 IV=49.1% +17.7 BOX 26 x $9.30 - $9.40 x 21 BXO  SPREAD/FLOOR - OPENING  Vega=$3037 BAC=30.64 Ref
  554. >>2000 SAVE Dec23 10.0 Puts $0.26 (CboeTheo=0.24 BID  ARCA 14:35:26.721 IV=180.7% -12.5 EMLD 1 x $0.22 - $0.32 x 1 ARCA  CROSS   SSR  Vega=$881 SAVE=13.63 Ref
  555. >>2980 WYNN Jan24 105 Puts $22.60 (CboeTheo=22.70 BID  BOX 14:35:32.399 BXO 5 x $22.60 - $22.75 x 5 AMEX  SPREAD/FLOOR - OPENING  Vega=$0 WYNN=82.31 Ref
  556. >>2500 WYNN Jan24 110 Puts $27.54 (CboeTheo=27.70 BID  BOX 14:35:32.399 BZX 45 x $27.35 - $27.75 x 3 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WYNN=82.31 Ref
  557. >>3590 SE Jan24 70.0 Puts $32.21 (CboeTheo=31.71 ASK  BOX 14:35:36.866 IV=124.9% +46.1 BXO 44 x $30.60 - $32.40 x 19 BZX  SPREAD/FLOOR - OPENING  Vega=$9074 SE=38.29 Ref
  558. >>2500 IMO Dec23 60.0 Calls $0.22 (CboeTheo=0.47 BID  AMEX 14:35:42.783 IV=27.3% -6.6 PHLX 186 x $0.15 - $1.35 x 255 PHLX  SPREAD/CROSS  Vega=$5984 IMO=57.28 Ref
  559. >>2500 IMO Dec23 60.0 Puts $3.30 (CboeTheo=3.13 ASK  AMEX 14:35:42.783 IV=42.0% +8.1 CBOE 5 x $3.00 - $3.30 x 35 PHLX  SPREAD/CROSS - OPENING  Vega=$7847 IMO=57.28 Ref
  560. >>2210 CSCO Dec23 55.0 Puts $7.25 (CboeTheo=7.20 ASK  BOX 14:36:01.095 IV=52.4% +19.4 BZX 24 x $7.15 - $7.25 x 36 MIAX  SPREAD/FLOOR - OPENING  Vega=$1871 CSCO=47.80 Ref
  561. >>3400 CSCO Dec23 52.5 Puts $4.75 (CboeTheo=4.70 ASK  BOX 14:36:01.095 IV=38.4% +14.6 BOX 22 x $4.65 - $4.75 x 50 BOX  SPREAD/FLOOR - OPENING  Vega=$3551 CSCO=47.80 Ref
  562. >>2500 F Dec23 8th 11.0 Puts $0.38 (CboeTheo=0.40 BID  PHLX 14:36:04.560 IV=25.6% -8.2 BXO 49 x $0.38 - $0.40 x 2344 EMLD  AUCTION  Vega=$326 F=10.62 Ref
  563. >>12000 WFC Jan24 57.5 Puts $12.80 (CboeTheo=12.86 BID  BOX 14:36:05.861 MPRL 100 x $12.80 - $12.90 x 6 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=44.65 Ref
  564. >>12000 WFC Jan24 55.0 Puts $10.30 (CboeTheo=10.36 BID  BOX 14:36:05.861 CBOE 133 x $10.30 - $10.40 x 87 EDGX  SPREAD/FLOOR  Vega=$0 WFC=44.65 Ref
  565. >>1000 SPXW Dec23 28th 3750 Puts $0.65 (CboeTheo=0.59 MID  CBOE 14:36:24.588 IV=31.9% +0.0 CBOE 333 x $0.60 - $0.70 x 939 CBOE  FLOOR - OPENING  Vega=$20k SPX=4579.61 Fwd
  566. SPLIT TICKET:
    >>5000 SPXW Dec23 28th 3750 Puts $0.65 (CboeTheo=0.59 MID  [CBOE] 14:36:24.588 IV=31.9% +0.0 CBOE 333 x $0.60 - $0.70 x 939 CBOE  FLOOR - OPENING  Vega=$100k SPX=4579.61 Fwd
  567. >>Market Color GME - Extreme upside calls dominate flow in Gamestop ahead of earnings. Shares of the 2021 meme-favorite are off $1.93, or 11.3%, this afternoon near $15.05 after surging above $17 yesterday with 120k contracts trading on the day and calls leading puts 3:1. Notably, Jan 127.50 calls (740% above spot) are the most active contract today, with 12k contracts trading for an average price near 9.8c, led by a sweep buyer paying 10c for 3k near 1:14pm ET with shares near 15.20, and 11c for 2500 more a bit later with shares 15.12. Earnings tomorrow after the close, with the short term straddle pricing in a move near 17%, or +/-$2.60 from current levels. (Henry Schwartz (Cboe Global Markets)) [GME 15.02 -1.96 Ref, IV=122.2% -6.8]
  568. >>4380 PFE Dec23 35.0 Puts $5.90 (CboeTheo=5.86 ASK  BOX 14:37:06.306 IV=68.1% +21.9 BOX 2 x $5.80 - $5.90 x 2 BOX  SPREAD/FLOOR - OPENING  Vega=$2278 PFE=29.14 Ref
  569. >>5360 PFE Jan24 35.0 Puts $5.90 (CboeTheo=5.86 ASK  BOX 14:37:06.306 IV=37.9% +10.0 NOM 104 x $5.75 - $6.00 x 87 BZX  SPREAD/FLOOR  Vega=$7064 PFE=29.14 Ref
  570. >>2440 TSEM Jan24 43.0 Puts $15.70 (CboeTheo=15.83 BID  BOX 14:37:35.807 BOX 10 x $15.70 - $15.90 x 5 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 TSEM=27.17 Ref
  571. >>2440 TSEM Jan24 38.0 Puts $10.70 (CboeTheo=10.83 BID  BOX 14:37:35.807 MPRL 8 x $10.70 - $10.90 x 9 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 TSEM=27.17 Ref
  572. >>2800 ENPH Jan24 180 Puts $68.81 (CboeTheo=70.04 BID  BOX 14:37:59.761 BZX 44 x $68.75 - $71.15 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=109.96 Ref
  573. SWEEP DETECTED:
    >>2600 GM Jan24 40.0 Calls $0.06 (CboeTheo=0.05 ASK  [MULTI] 14:38:39.104 IV=30.3% +0.7 C2 657 x $0.05 - $0.06 x 815 EDGX  ISO  Vega=$2928 GM=32.91 Ref
  574. SWEEP DETECTED:
    >>2293 BMBL Feb24 12.0 Puts $0.35 (CboeTheo=0.40 ASK  [MULTI] 14:38:53.599 IV=48.6% -3.4 PHLX 2460 x $0.30 - $0.35 x 1105 BXO  ISO  Vega=$3915 BMBL=14.05 Ref
  575. >>2550 NEE Jan24 77.5 Puts $19.05 (CboeTheo=19.05 BID  BOX 14:39:09.174 BOX 11 x $19.00 - $19.20 x 99 BZX  SPREAD/FLOOR - OPENING  Vega=$0 NEE=58.45 Ref
  576. >>4200 NEE Jan24 70.0 Puts $11.50 (CboeTheo=11.55 BID  BOX 14:39:09.174 NOM 3 x $11.50 - $11.70 x 85 NOM  SPREAD/FLOOR  Vega=$0 NEE=58.45 Ref
  577. SWEEP DETECTED:
    >>3862 MRVL Jan24 12th 45.0 Puts $0.40 (CboeTheo=0.42 BID  [MULTI] 14:39:08.477 IV=36.3% -2.1 EDGX 441 x $0.40 - $0.44 x 286 EDGX  ISO - OPENING  Vega=$13k MRVL=50.80 Ref
  578. >>2280 MS Jan24 92.5 Puts $12.27 (CboeTheo=12.30 BID  BOX 14:39:39.240 BXO 16 x $12.25 - $12.35 x 56 BOX  SPREAD/FLOOR - OPENING  Vega=$0 MS=80.19 Ref
  579. SWEEP DETECTED:
    >>2155 KEY Jun24 16.0 Calls $0.55 (CboeTheo=0.52 ASK  [MULTI] 14:40:49.223 IV=38.3% +1.3 EMLD 42 x $0.50 - $0.55 x 138 BXO  OPENING  Vega=$6863 KEY=13.04 Ref
  580. >>2500 SBUX Jan24 95.0 Puts $2.20 (CboeTheo=2.23 BID  PHLX 14:41:10.886 IV=18.6% +0.1 BXO 10 x $2.20 - $2.24 x 47 C2  SPREAD/CROSS/TIED  Vega=$33k SBUX=94.99 Ref
  581. >>Unusual Volume EYPT - 3x market weighted volume: 12.2k = 15.6k projected vs 4865 adv, 58% calls, 17% of OI [EYPT 18.30 -0.04 Ref, IV=133.1% -6.6]
  582. SWEEP DETECTED:
    >>3000 KVUE Dec23 8th 20.0 Puts $0.28 (CboeTheo=0.26 ASK  [MULTI] 14:42:57.199 IV=55.1% +3.5 C2 668 x $0.25 - $0.28 x 251 BOX Vega=$2129 KVUE=20.27 Ref
  583. SWEEP DETECTED:
    >>Bullish Delta Impact 500 BNED Dec23 1.0 Calls $0.25 (CboeTheo=0.21 ASK  [MULTI] 14:43:31.671 IV=263.7% +93.9 EMLD 36 x $0.20 - $0.25 x 107 CBOE  ISO   Pre-Earnings 
    Delta=69%, EST. IMPACT = 34k Shares ($38k) To Buy BNED=1.11 Ref
  584. >>3500 TSLA Jan24 416.67 Puts $177.80 (CboeTheo=178.34 BID  PHLX 14:43:53.473 NOM 25 x $175.75 - $180.40 x 42 BZX  FLOOR - OPENING  Vega=$0 TSLA=238.33 Ref
  585. >>4600 TSLA Jan24 450 Puts $211.65 (CboeTheo=211.67 ASK  PHLX 14:43:53.473 ARCA 25 x $209.05 - $213.75 x 56 BZX  FLOOR - OPENING  Vega=$0 TSLA=238.33 Ref
  586. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $211.646 (CboeTheo=211.67 ASK  [PHLX] 14:43:53.473 ARCA 25 x $209.05 - $213.75 x 56 BZX  FLOOR - OPENING  Vega=$0 TSLA=238.33 Ref
  587. >>6000 QS Feb24 9.0 Calls $0.34 (CboeTheo=0.33 ASK  AMEX 14:44:03.687 IV=78.2% +1.4 EMLD 114 x $0.32 - $0.34 x 7 NOM  SPREAD/CROSS - OPENING  Vega=$6107 QS=6.79 Ref
  588. >>6000 QS Feb24 9.0 Puts $2.46 (CboeTheo=2.47 MID  AMEX 14:44:03.687 IV=76.8% +0.0 MPRL 15 x $2.44 - $2.48 x 37 MPRL  SPREAD/CROSS - OPENING  Vega=$5833 QS=6.79 Ref
  589. SWEEP DETECTED:
    >>2750 KVUE Dec23 21.0 Puts $1.06 (CboeTheo=1.05 ASK  [MULTI] 14:44:20.365 IV=47.3% +3.2 EDGX 110 x $1.02 - $1.06 x 126 AMEX  ISO  Vega=$3414 KVUE=20.27 Ref
  590. >>2480 WYNN Jan24 110 Puts $27.70 (CboeTheo=27.77 BID  PHLX 14:45:10.128 BZX 6 x $27.60 - $27.85 x 6 BZX  FLOOR - OPENING  Vega=$0 WYNN=82.23 Ref
  591. >>2160 WYNN Jan24 105 Puts $22.70 (CboeTheo=22.77 BID  PHLX 14:45:10.128 EDGX 48 x $22.60 - $22.85 x 6 EDGX  FLOOR - OPENING  Vega=$0 WYNN=82.23 Ref
  592. SWEEP DETECTED:
    >>2000 TSLA Dec23 220 Puts $1.46 (CboeTheo=1.47 BID  [MULTI] 14:45:11.492 IV=48.1% +0.4 GEMX 374 x $1.46 - $1.48 x 362 C2 Vega=$18k TSLA=238.28 Ref
  593. >>20000 ET Jan24 12th 14.5 Calls $0.07 (CboeTheo=0.09 BID  AMEX 14:46:33.819 IV=14.4% -2.0 C2 309 x $0.07 - $0.09 x 100 EMLD  FLOOR - OPENING  Vega=$26k ET=13.85 Ref
  594. >>3520 SE Jan24 70.0 Puts $31.70 (CboeTheo=31.64 BID  PHLX 14:46:42.543 IV=98.8% +20.0 EDGX 5 x $31.35 - $32.35 x 19 BZX  FLOOR - OPENING  Vega=$3596 SE=38.36 Ref
  595. >>Unusual Volume OZK - 3x market weighted volume: 5205 = 6549 projected vs 1956 adv, 96% puts, 9% of OI [OZK 44.73 -0.62 Ref, IV=31.5% -0.3]
  596. SPLIT TICKET:
    >>2200 MS Jan24 95.0 Puts $14.824 (CboeTheo=14.84 MID  [PHLX] 14:48:03.213 EDGX 19 x $14.75 - $14.90 x 56 MPRL  FLOOR - OPENING  Vega=$0 MS=80.17 Ref
  597. SWEEP DETECTED:
    >>2351 TSLA Dec23 8th 247.5 Calls $1.369 (CboeTheo=1.38 Below Bid!  [MULTI] 14:48:45.399 IV=48.3% -1.5 EMLD 295 x $1.37 - $1.39 x 90 C2 Vega=$16k TSLA=239.03 Ref
  598. SWEEP DETECTED:
    >>2000 RIOT Dec23 8th 16.0 Calls $0.45 (CboeTheo=0.46 ASK  [MULTI] 14:48:47.801 IV=140.4% +16.8 PHLX 349 x $0.44 - $0.45 x 184 NOM Vega=$1043 RIOT=15.15 Ref
  599. >>2250 VIX Dec23 20th 36.0 Calls $0.05 (CboeTheo=0.05 MID  CBOE 14:48:56.868 IV=220.6% -2.7 CBOE 7555 x $0.03 - $0.06 x 35k CBOE Vega=$369 VIX=13.72 Fwd
  600. SWEEP DETECTED:
    >>2850 AAPL Jan24 220 Calls $0.10 (CboeTheo=0.09 ASK  [MULTI] 14:50:39.277 IV=17.4% -0.3 C2 1002 x $0.09 - $0.10 x 777 EMLD Vega=$12k AAPL=193.10 Ref
  601. >>8180 TSLA Jan24 450 Puts $211.55 (CboeTheo=210.66 ASK  PHLX 14:52:32.040 IV=106.6% +41.1 ARCA 25 x $209.05 - $213.75 x 42 BZX  SPREAD/FLOOR - OPENING  Vega=$71k TSLA=239.34 Ref
  602. >>3700 TSLA Jan24 400 Puts $161.90 (CboeTheo=160.66 ASK  PHLX 14:52:32.040 IV=94.1% +34.4 BZX 39 x $159.70 - $163.10 x 101 BOX  SPREAD/FLOOR - OPENING  Vega=$41k TSLA=239.34 Ref
  603. >>6300 TSLA Jan24 416.67 Puts $178.00 (CboeTheo=177.34 ASK  PHLX 14:52:32.040 IV=93.6% +31.9 BZX 27 x $175.75 - $179.70 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$51k TSLA=239.34 Ref
  604. SWEEP DETECTED:
    >>3064 AAPL Jan25 230 Calls $8.553 (CboeTheo=8.55 BID  [MULTI] 14:54:00.125 IV=21.2% +0.3 EDGX 145 x $8.55 - $8.65 x 65 EMLD Vega=$229k AAPL=193.19 Ref
  605. SWEEP DETECTED:
    >>3098 RIOT Dec23 8th 16.0 Calls $0.466 (CboeTheo=0.49 Below Bid!  [MULTI] 14:54:05.361 IV=138.4% +14.8 C2 123 x $0.48 - $0.51 x 231 EMLD Vega=$1653 RIOT=15.27 Ref
  606. >>Unusual Volume MNDY - 3x market weighted volume: 8060 = 9879 projected vs 3282 adv, 52% calls, 25% of OI [MNDY 182.70 +0.56 Ref, IV=48.2% +2.2]
  607. >>2710 NEE Jan24 77.5 Puts $18.90 (CboeTheo=18.96 BID  BOX 14:57:33.914 CBOE 44 x $18.90 - $19.10 x 88 NOM  SPREAD/FLOOR - OPENING  Vega=$0 NEE=58.53 Ref
  608. >>2710 NEE Jan24 70.0 Puts $11.40 (CboeTheo=11.46 BID  BOX 14:57:33.914 EDGX 82 x $11.40 - $11.60 x 116 CBOE  SPREAD/FLOOR  Vega=$0 NEE=58.53 Ref
  609. >>3090 TSLA Jan24 416.67 Puts $177.46 (CboeTheo=176.79 BID  BOX 14:57:40.287 IV=93.4% +31.7 ARCA 25 x $175.75 - $179.35 x 113 BOX  SPREAD/FLOOR - OPENING  Vega=$25k TSLA=239.88 Ref
  610. >>4170 TSLA Jan24 450 Puts $209.05 (CboeTheo=210.12 BID  BOX 14:57:40.287 ARCA 25 x $209.05 - $212.75 x 56 BZX  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=239.88 Ref
  611. >>2000 AMD Jan24 120 Puts $6.60 (CboeTheo=6.59 ASK  AMEX 14:57:54.543 IV=36.1% +0.4 MIAX 706 x $6.55 - $6.60 x 24 C2  SPREAD/CROSS  Vega=$33k AMD=118.12 Ref
  612. >>2000 AMD Jan24 120 Calls $5.50 (CboeTheo=5.52 BID  AMEX 14:57:54.543 IV=36.0% +0.0 MIAX 1251 x $5.50 - $5.60 x 1414 PHLX  SPREAD/CROSS  Vega=$33k AMD=118.12 Ref
  613. SWEEP DETECTED:
    >>Bearish Delta Impact 597 OZK Feb24 42.5 Puts $1.849 (CboeTheo=1.74 ASK  [MULTI] 15:00:19.522 IV=37.2% +0.9 ARCA 15 x $1.70 - $1.85 x 108 PHLX  ISO - OPENING 
    Delta=-34%, EST. IMPACT = 21k Shares ($922k) To Sell OZK=44.76 Ref
  614. >>25000 NKLA Dec23 29th 1.0 Calls $0.09 (CboeTheo=0.09 MID  AMEX 15:01:37.695 IV=102.0% +3.0 CBOE 3483 x $0.07 - $0.11 x 90 CBOE  SPREAD/FLOOR - OPENING  Vega=$2485 NKLA=0.98 Ref
  615. >>25000 NKLA Dec23 29th 1.0 Puts $0.10 (CboeTheo=0.12 MID  AMEX 15:01:37.696 IV=85.5% -13.5 CBOE 3992 x $0.09 - $0.12 x 15 ARCA  SPREAD/FLOOR - OPENING  Vega=$2483 NKLA=0.98 Ref
  616. >>4000 OZK Feb24 40.0 Puts $1.10 (CboeTheo=1.13 MID  PHLX 15:01:58.192 IV=38.2% -1.0 PHLX 213 x $1.00 - $1.20 x 33 PHLX  FLOOR - OPENING  Vega=$24k OZK=44.69 Ref
  617. >>2800 OZK Feb24 35.0 Puts $0.40 (CboeTheo=0.45 BID  PHLX 15:01:58.192 IV=44.4% -2.0 PHLX 103 x $0.35 - $1.30 x 191 PHLX  FLOOR - OPENING  Vega=$9215 OZK=44.69 Ref
  618. SPLIT TICKET:
    >>2800 OZK Feb24 37.5 Puts $0.671 (CboeTheo=0.71 BID  [PHLX] 15:01:58.192 IV=40.8% -1.8 PHLX 248 x $0.60 - $1.40 x 307 PHLX  FLOOR - OPENING  Vega=$13k OZK=44.69 Ref
  619. SWEEP DETECTED:
    >>Bearish Delta Impact 1357 BNS Jan24 50.0 Puts $6.20 (CboeTheo=6.31 ASK  [MULTI] 15:02:22.720 IV=20.4% -5.5 BZX 50 x $5.50 - $6.20 x 131 AMEX  ISO 
    Delta=-97%, EST. IMPACT = 132k Shares ($5.86m) To Sell BNS=44.35 Ref
  620. >>Unusual Volume HEAR - 3x market weighted volume: 6510 = 7882 projected vs 2596 adv, 97% calls, 14% of OI [HEAR 11.10 -0.12 Ref, IV=47.0% -10.1]
  621. SWEEP DETECTED:
    >>3486 T Jan24 17.0 Puts $0.37 (CboeTheo=0.36 ASK  [MULTI] 15:02:42.879 IV=18.1% +0.7 GEMX 1550 x $0.36 - $0.37 x 2408 AMEX Vega=$8220 T=17.30 Ref
  622. >>2000 SBUX Jan24 90.0 Puts $0.75 (CboeTheo=0.74 MID  PHLX 15:03:08.749 IV=21.1% -0.3 MPRL 166 x $0.73 - $0.76 x 93 EDGX  SPREAD/CROSS/TIED  Vega=$18k SBUX=95.25 Ref
  623. SWEEP DETECTED:
    >>2000 GM Dec23 8th 33.0 Calls $0.32 (CboeTheo=0.31 ASK  [MULTI] 15:03:53.926 IV=32.2% +0.6 C2 219 x $0.30 - $0.32 x 1008 C2 Vega=$2380 GM=32.84 Ref
  624. >>2200 SQ Jan24 125 Puts $60.05 (CboeTheo=60.22 BID  PHLX 15:05:28.371 BOX 28 x $59.25 - $61.00 x 21 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 SQ=64.78 Ref
  625. >>2200 SQ Jan24 100 Puts $35.05 (CboeTheo=35.22 ASK  PHLX 15:05:28.371 BZX 24 x $34.20 - $35.70 x 23 BZX  SPREAD/FLOOR - OPENING  Vega=$0 SQ=64.78 Ref
  626. >>2000 SCHW Jan24 75.0 Puts $12.70 (CboeTheo=12.73 BID  PHLX 15:05:33.207 CBOE 33 x $12.65 - $12.80 x 32 CBOE  FLOOR  Vega=$0 SCHW=62.27 Ref
  627. >>2000 ZM Jan24 135 Puts $65.75 (CboeTheo=66.11 BID  PHLX 15:05:35.855 ARCA 50 x $64.85 - $67.30 x 50 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 ZM=68.89 Ref
  628. >>2000 ZM Jan24 130 Puts $60.75 (CboeTheo=61.11 Below Bid!  PHLX 15:05:35.855 BZX 1 x $61.00 - $61.60 x 50 ARCA  SPREAD/FLOOR  Vega=$0 ZM=68.89 Ref
  629. >>5000 BILI Jan24 11.0 Puts $0.61 (CboeTheo=0.60 ASK  AMEX 15:06:00.090 IV=53.9% +1.0 EMLD 79 x $0.59 - $0.61 x 126 EMLD  CROSS  Vega=$7582 BILI=11.46 Ref
  630. SWEEP DETECTED:
    >>2500 CHPT Dec23 8th 1.5 Puts $0.05 (CboeTheo=0.04 ASK  [MULTI] 15:08:16.765 IV=332.6% +91.1 EMLD 448 x $0.04 - $0.05 x 489 EMLD  ISO  Vega=$102 CHPT=1.98 Ref
  631. >>2500 PYPL Jan24 75.0 Puts $17.30 (CboeTheo=17.32 MID  PHLX 15:09:33.908 MIAX 33 x $17.25 - $17.35 x 20 EDGX  FLOOR - OPENING  Vega=$0 PYPL=57.69 Ref
  632. >>2900 FSLR Dec23 200 Puts $44.30 (CboeTheo=44.35 BID  PHLX 15:09:35.238 EDGX 3 x $44.20 - $44.50 x 4 EDGX  FLOOR - OPENING  Vega=$0 FSLR=155.65 Ref
  633. >>2500 FSLR Dec23 195 Puts $39.35 (CboeTheo=39.35 ASK  PHLX 15:09:35.238 EDGX 2 x $39.20 - $39.45 x 2 EDGX  FLOOR - OPENING  Vega=$0 FSLR=155.65 Ref
  634. >>2900 ENPH Jan24 180 Puts $70.25 (CboeTheo=70.25 ASK  PHLX 15:09:55.004 BZX 31 x $69.55 - $70.55 x 5 EDGX  FLOOR - OPENING  Vega=$0 ENPH=109.75 Ref
  635. SWEEP DETECTED:
    >>8660 AAPL Dec23 195 Puts $3.00 (CboeTheo=3.06 Below Bid!  [MULTI] 15:10:02.754 IV=16.9% +0.6 PHLX 1449 x $3.00 - $3.10 x 1068 PHLX Vega=$106k AAPL=193.22 Ref
  636. >>4400 NKE Jun24 130 Calls $4.80 (CboeTheo=4.75 ASK  PHLX 15:10:09.695 IV=26.2% +0.5 PHLX 54 x $4.70 - $4.80 x 74 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$140k NKE=115.69 Ref
  637. >>4400 NKE Jan24 135 Calls $0.40 (CboeTheo=0.41 BID  PHLX 15:10:09.695 IV=28.7% +0.5 AMEX 166 x $0.40 - $0.43 x 186 MPRL  SPREAD/CROSS/TIED  Vega=$27k NKE=115.69 Ref
  638. >>4400 NKE Jan24 135 Calls $0.41 (CboeTheo=0.41 MID  PHLX 15:10:09.695 IV=28.8% +0.6 AMEX 166 x $0.40 - $0.43 x 186 MPRL  SPREAD/CROSS/TIED  Vega=$28k NKE=115.69 Ref
  639. >>2279 IOT Dec23 35.0 Calls $1.20 (CboeTheo=1.20 ASK  PHLX 15:10:24.263 IV=59.0% -1.2 AMEX 276 x $1.15 - $1.20 x 2279 PHLX Vega=$5220 IOT=34.63 Ref
  640. SWEEP DETECTED:
    >>Bullish Delta Impact 2484 IOT Dec23 35.0 Calls $1.20 (CboeTheo=1.20 ASK  [MULTI] 15:10:24.141 IV=59.0% -1.2 AMEX 200 x $1.15 - $1.20 x 2379 PHLX
    Delta=48%, EST. IMPACT = 120k Shares ($4.14m) To Buy IOT=34.63 Ref
  641. >>2500 WYNN Jan24 110 Puts $27.95 (CboeTheo=27.96 BID  PHLX 15:11:12.652 EDGX 4 x $27.85 - $28.15 x 5 EDGX  FLOOR - OPENING  Vega=$0 WYNN=82.04 Ref
  642. >>13000 WFC Jan24 57.5 Puts $12.90 (CboeTheo=12.93 MID  PHLX 15:11:24.827 EDGX 100 x $12.85 - $12.95 x 51 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=44.58 Ref
  643. >>13000 WFC Jan24 55.0 Puts $10.40 (CboeTheo=10.43 MID  PHLX 15:11:24.827 PHLX 271 x $10.35 - $10.45 x 72 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=44.58 Ref
  644. >>2400 NEE Jan24 77.5 Puts $18.90 (CboeTheo=18.95 MID  PHLX 15:11:40.731 NOM 69 x $18.80 - $19.00 x 4 BZX  FLOOR - OPENING  Vega=$0 NEE=58.55 Ref
  645. >>2500 CSCO Dec23 55.0 Puts $7.15 (CboeTheo=7.16 MID  PHLX 15:11:50.442 PHLX 79 x $7.10 - $7.20 x 31 EDGX  FLOOR - OPENING  Vega=$0 CSCO=47.84 Ref
  646. >>3500 CSCO Dec23 52.5 Puts $4.65 (CboeTheo=4.66 MID  PHLX 15:11:50.442 PHLX 53 x $4.60 - $4.70 x 18 BZX  FLOOR - OPENING  Vega=$0 CSCO=47.84 Ref
  647. >>2720 TSLA Jan24 450 Puts $210.95 (CboeTheo=210.01 ASK  PHLX 15:11:57.213 IV=106.9% +41.3 ARCA 25 x $209.05 - $212.75 x 56 BZX  FLOOR - OPENING  Vega=$24k TSLA=239.99 Ref
  648. >>3400 TSLA Jan24 416.67 Puts $177.55 (CboeTheo=176.68 ASK  PHLX 15:11:57.213 IV=95.6% +33.9 ARCA 25 x $175.75 - $178.75 x 25 ARCA  FLOOR - OPENING  Vega=$31k TSLA=239.99 Ref
  649. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $210.945 (CboeTheo=210.01 ASK  [PHLX] 15:11:57.213 IV=106.9% +41.3 ARCA 25 x $209.05 - $212.75 x 56 BZX  FLOOR - OPENING  Vega=$27k TSLA=239.99 Ref
  650. >>3000 BAC Jan24 38.0 Puts $7.35 (CboeTheo=7.42 BID  PHLX 15:12:00.837 BXO 22 x $7.35 - $7.45 x 23 ARCA  SPREAD/FLOOR  Vega=$0 BAC=30.59 Ref
  651. >>3000 BAC Jan24 40.0 Puts $9.35 (CboeTheo=9.41 BID  PHLX 15:12:00.837 BXO 22 x $9.35 - $9.45 x 22 BXO  SPREAD/FLOOR - OPENING  Vega=$0 BAC=30.59 Ref
  652. SWEEP DETECTED:
    >>3565 PBR Jan24 14.0 Puts $0.37 (CboeTheo=0.36 ASK  [MULTI] 15:13:22.338 IV=34.5% -0.5 ARCA 1023 x $0.36 - $0.37 x 5 CBOE Vega=$6467 PBR=14.71 Ref
  653. SWEEP DETECTED:
    >>Bullish Delta Impact 1248 EXPI Dec23 12.5 Puts $0.25 (CboeTheo=0.31 BID  [MULTI] 15:13:59.508 IV=59.3% -4.7 MIAX 230 x $0.25 - $0.35 x 294 PHLX  ISO 
    Delta=-29%, EST. IMPACT = 37k Shares ($480k) To Buy EXPI=13.12 Ref
  654. >>Market Color CZR - Bullish option flow detected in Caesars (43.55 -2.69) with 5,129 calls trading (1.0x expected) and implied vol increasing over 2 points to 40.81%. . The Put/Call Ratio is 0.55. Earnings are expected on 02/20. [CZR 43.55 -2.69 Ref, IV=40.8% +2.1] #Bullish
  655. SWEEP DETECTED:
    >>Bullish Delta Impact 502 HEAR Feb24 13.0 Calls $0.40 (CboeTheo=0.39 ASK  [MULTI] 15:17:45.479 IV=48.4% -2.8 C2 24 x $0.30 - $0.40 x 83 PHLX  OPENING 
    Delta=29%, EST. IMPACT = 15k Shares ($162k) To Buy HEAR=11.16 Ref
  656. >>5000 CHPT Dec23 2.0 Calls $0.25 (CboeTheo=0.25 BID  AMEX 15:18:22.655 IV=191.0% +34.9 EMLD 66 x $0.25 - $0.26 x 24 ARCA  FLOOR - OPENING  Vega=$653 CHPT=2.00 Ref
  657. >>2000 NVDA Dec23 8th 445 Puts $0.94 (CboeTheo=0.96 BID  AMEX 15:20:24.027 IV=39.1% -0.8 EMLD 86 x $0.94 - $0.96 x 216 EMLD  SPREAD/CROSS  Vega=$17k NVDA=463.90 Ref
  658. >>2000 NVDA Dec23 8th 442.5 Puts $0.73 (CboeTheo=0.73 ASK  AMEX 15:20:24.027 IV=40.0% -0.4 C2 144 x $0.71 - $0.73 x 359 C2  SPREAD/CROSS - OPENING  Vega=$14k NVDA=463.90 Ref
  659. SWEEP DETECTED:
    >>Bullish Delta Impact 2144 MLCO Dec23 7.0 Calls $0.543 (CboeTheo=0.46 Above Ask!  [MULTI] 15:21:38.054 IV=82.1% +18.4 NOM 8 x $0.45 - $0.50 x 14 MPRL  OPENING 
    Delta=61%, EST. IMPACT = 131k Shares ($946k) To Buy MLCO=7.21 Ref
  660. SPLIT TICKET:
    >>1500 SPXW Jan24 10th 4650 Calls $35.60 (CboeTheo=35.43 ASK  [CBOE] 15:21:46.189 IV=10.5% -0.0 CBOE 5 x $35.30 - $35.60 x 11 CBOE  LATE - OPENING  Vega=$806k SPX=4590.21 Fwd
  661. SWEEP DETECTED:
    >>2226 ZI Feb24 12.5 Puts $0.55 (CboeTheo=0.57 BID  [MULTI] 15:22:31.948 IV=56.5% +0.9 MPRL 98 x $0.55 - $0.60 x 6 CBOE  OPENING  Vega=$4372 ZI=14.46 Ref
  662. SPLIT TICKET:
    >>2685 VIX Jan24 17th 16.0 Calls $1.47 (CboeTheo=1.46 BID  [CBOE] 15:23:27.677 IV=80.2% -0.8 CBOE 1104 x $1.47 - $1.48 x 3653 CBOE Vega=$5645 VIX=15.50 Fwd
  663. SPLIT TICKET:
    >>1040 VIX Jan24 17th 16.0 Calls $1.47 (CboeTheo=1.46 BID  [CBOE] 15:23:32.532 IV=80.2% -0.8 CBOE 1897 x $1.47 - $1.48 x 2973 CBOE Vega=$2186 VIX=15.50 Fwd
  664. SWEEP DETECTED:
    >>2988 T Jan24 15.0 Puts $0.03 (CboeTheo=0.05 Below Bid!  [MULTI] 15:23:33.255 IV=25.1% +1.8 ARCA 5 x $0.04 - $0.05 x 1560 C2 Vega=$2229 T=17.30 Ref
  665. SWEEP DETECTED:
    >>3487 T Jan24 15.0 Puts $0.03 (CboeTheo=0.05 MID  [MULTI] 15:24:00.800 IV=23.4% +0.1 PHLX 1453 x $0.02 - $0.05 x 1338 C2 Vega=$2270 T=17.27 Ref
  666. SPLIT TICKET:
    >>1139 VIX Jan24 17th 16.0 Calls $1.47 (CboeTheo=1.46 BID  [CBOE] 15:24:08.957 IV=80.2% -0.8 CBOE 122 x $1.47 - $1.48 x 2823 CBOE Vega=$2395 VIX=15.50 Fwd
  667. SWEEP DETECTED:
    >>3000 T Jan24 18.0 Calls $0.17 (CboeTheo=0.16 ASK  [MULTI] 15:24:26.970 IV=18.3% -0.7 C2 173 x $0.15 - $0.17 x 690 EDGX Vega=$5877 T=17.29 Ref
  668. SWEEP DETECTED:
    >>2020 HOOD Jun24 12.0 Calls $1.19 (CboeTheo=1.23 BID  [MULTI] 15:24:42.577 IV=53.1% +0.6 PHLX 637 x $1.19 - $1.22 x 9 ARCA  ISO  Vega=$6210 HOOD=10.46 Ref
  669. SWEEP DETECTED:
    >>Bullish Delta Impact 1307 ARAY Jan24 3.0 Calls $0.10 (CboeTheo=0.05 ASK  [MULTI] 15:27:06.804 IV=49.9% +11.7 BZX 0 x $0.00 - $0.10 x 589 ISE  ISO - OPENING 
    Delta=34%, EST. IMPACT = 45k Shares ($123k) To Buy ARAY=2.73 Ref
  670. SWEEP DETECTED:
    >>3500 PBR Jan24 14.0 Puts $0.39 (CboeTheo=0.38 ASK  [MULTI] 15:27:21.463 IV=35.1% +0.1 ARCA 1028 x $0.37 - $0.39 x 55 BZX Vega=$6408 PBR=14.68 Ref
  671. SPLIT TICKET:
    >>1000 SPXW Dec23 6th 4625 Calls $0.30 (CboeTheo=0.28 ASK  [CBOE] 15:27:32.715 IV=11.7% +1.2 CBOE 1508 x $0.20 - $0.30 x 569 CBOE Vega=$18k SPX=4570.48 Fwd
  672. >>5000 SAVE Dec23 12.0 Puts $0.53 (CboeTheo=0.64 BID  BOX 15:28:04.368 IV=140.4% -24.0 PHLX 40 x $0.53 - $0.72 x 3 AMEX  SPREAD/FLOOR - OPENING   SSR  Vega=$3591 SAVE=13.67 Ref
  673. >>5000 SAVE Feb24 5.0 Puts $0.73 (CboeTheo=0.68 Above Ask!  BOX 15:28:04.368 IV=238.4% +29.0 ARCA 4 x $0.65 - $0.70 x 10 EMLD  SPREAD/FLOOR - OPENING   SSR  Vega=$4048 SAVE=13.67 Ref
  674. SWEEP DETECTED:
    >>2215 AAPL Dec23 29th 205 Calls $0.29 (CboeTheo=0.29 BID  [MULTI] 15:28:10.803 IV=15.3% -0.8 C2 763 x $0.29 - $0.30 x 657 EMLD Vega=$18k AAPL=193.34 Ref
  675. SPLIT TICKET:
    >>2571 VIX Dec23 20th 20.0 Calls $0.19 (CboeTheo=0.20 MID  [CBOE] 15:29:53.857 IV=139.4% -4.0 CBOE 27k x $0.18 - $0.20 x 3942 CBOE Vega=$1377 VIX=13.72 Fwd
  676. >>3500 CCL Jan24 10.0 Puts $0.06 (CboeTheo=0.04 ASK  AMEX 15:29:56.733 IV=82.6% +7.8 CBOE 1486 x $0.02 - $0.07 x 1559 CBOE  CROSS  Vega=$1381 CCL=16.48 Ref
  677. SPLIT TICKET:
    >>1355 VIX Dec23 20th 20.0 Calls $0.19 (CboeTheo=0.20 ASK  [CBOE] 15:29:56.427 IV=139.4% -4.0 CBOE 9589 x $0.18 - $0.19 x 46 CBOE Vega=$725 VIX=13.72 Fwd
  678. >>Market Color CPRI - Bearish flow noted in Capri Holdings (48.66 -0.07) with 14,474 puts trading, or 2x expected. The Put/Call Ratio is 12.05, while ATM IV is up nearly 2 points on the day. Earnings are expected on 02/07. [CPRI 48.66 -0.07 Ref, IV=15.6% +1.6] #Bearish
  679. SWEEP DETECTED:
    >>2900 DAL Dec23 8th 38.0 Calls $0.40 (CboeTheo=0.38 ASK  [MULTI] 15:31:36.308 IV=39.0% +3.8 MPRL 13 x $0.37 - $0.40 x 582 PHLX  ISO - OPENING  Vega=$3898 DAL=37.67 Ref
  680. >>4000 AI Dec23 30.0 Puts $2.37 (CboeTheo=2.36 BID  AMEX 15:32:36.095 IV=121.6% +4.4 BZX 12 x $2.37 - $2.40 x 23 AMEX  SPREAD/FLOOR  Vega=$7899 AI=30.13 Ref
  681. >>4000 AI Dec23 30.0 Calls $2.48 (CboeTheo=2.45 MID  AMEX 15:32:36.095 IV=122.9% +5.6 EMLD 16 x $2.46 - $2.50 x 73 CBOE  SPREAD/FLOOR  Vega=$7900 AI=30.13 Ref
  682. >>4000 AI Feb24 30.0 Puts $4.09 (CboeTheo=4.11 BID  AMEX 15:32:36.097 IV=76.3% +0.2 MIAX 151 x $4.05 - $4.20 x 116 AMEX  SPREAD/FLOOR  Vega=$21k AI=30.13 Ref
  683. >>4000 AI Feb24 30.0 Calls $4.02 (CboeTheo=3.99 ASK  AMEX 15:32:36.098 IV=77.3% +1.2 ARCA 1 x $3.95 - $4.05 x 223 EDGX  SPREAD/FLOOR  Vega=$21k AI=30.13 Ref
  684. >>3000 CPRI Dec23 47.5 Puts $0.20 (CboeTheo=0.11 ASK  PHLX 15:34:25.439 IV=19.8% +4.4 NOM 684 x $0.15 - $0.20 x 133 C2  FLOOR  Vega=$7195 CPRI=48.66 Ref
  685. >>3500 S Dec23 8th 22.0 Calls $0.80 (CboeTheo=0.75 ASK  PHLX 15:35:02.664 IV=216.4% +65.1 ISE 1 x $0.75 - $0.80 x 51 PHLX  SPREAD/FLOOR - OPENING   Pre-Earnings  Vega=$2329 S=19.88 Ref
  686. >>7000 S Dec23 8th 23.5 Calls $0.40 (CboeTheo=0.44 BID  PHLX 15:35:02.664 IV=203.1% +44.7 BXO 1 x $0.40 - $0.45 x 10 AMEX  SPREAD/FLOOR - OPENING   Pre-Earnings  Vega=$3663 S=19.88 Ref
  687. >>2500 HOOD Jan24 10.0 Calls $1.17 (CboeTheo=1.17 ASK  BOX 15:35:25.006 IV=58.1% +7.6 NOM 3 x $1.16 - $1.17 x 15 MPRL  SPREAD/FLOOR  Vega=$3422 HOOD=10.54 Ref
  688. >>7500 HOOD Dec23 29th 11.0 Calls $0.59 (CboeTheo=0.56 ASK  BOX 15:35:25.006 IV=71.3% +10.5 MPRL 292 x $0.54 - $0.59 x 111 EDGX  SPREAD/FLOOR - OPENING  Vega=$8033 HOOD=10.54 Ref
  689. >>2500 HOOD Jan24 10.0 Calls $1.16 (CboeTheo=1.17 BID  BOX 15:35:25.006 IV=57.3% +6.9 NOM 3 x $1.16 - $1.17 x 15 MPRL  SPREAD/FLOOR  Vega=$3418 HOOD=10.54 Ref
  690. >>3500 X Dec23 39.0 Calls $0.21 (CboeTheo=0.18 ASK  BOX 15:35:36.741 IV=43.2% +0.4 EDGX 38 x $0.16 - $0.21 x 2 AMEX  FLOOR - OPENING  Vega=$5162 X=36.15 Ref
  691. >>2100 SPXW Dec23 8th 4400 Puts $0.30 (CboeTheo=0.36 BID  CBOE 15:37:15.957 IV=18.5% +1.3 CBOE 1168 x $0.30 - $0.35 x 5 CBOE  FLOOR  Vega=$30k SPX=4570.98 Fwd
  692. SWEEP DETECTED:
    >>8000 PTON Jan24 4.0 Puts $0.08 (CboeTheo=0.06 ASK  [MULTI] 15:39:18.274 IV=92.0% +2.3 EMLD 2106 x $0.06 - $0.08 x 2835 EMLD  AUCTION - OPENING  Vega=$2513 PTON=5.94 Ref
  693. >>2500 CPRI Dec23 47.5 Puts $0.20 (CboeTheo=0.13 ASK  PHLX 15:40:55.984 IV=19.4% +4.0 NOM 73 x $0.10 - $0.20 x 827 C2  LATE  Vega=$6043 CPRI=48.66 Ref
  694. >>5000 M Jan24 16.0 Puts $0.87 (CboeTheo=0.86 ASK  PHLX 15:41:53.774 IV=47.1% +1.3 CBOE 285 x $0.85 - $0.87 x 1 ARCA  SPREAD/CROSS/TIED - OPENING  Vega=$11k M=16.48 Ref
  695. >>2500 SPXW Dec23 8th 4400 Puts $0.30 (CboeTheo=0.37 BID  CBOE 15:42:07.391 IV=18.5% +1.2 CBOE 1200 x $0.30 - $0.35 x 5 CBOE  FLOOR  Vega=$35k SPX=4570.50 Fwd
  696. >>2000 WMG Feb24 36.0 Calls $1.30 (CboeTheo=1.26 BID  AMEX 15:42:39.509 IV=30.5% +0.9 NOM 41 x $1.20 - $1.50 x 1 NOM  CROSS - OPENING  Vega=$12k WMG=34.22 Ref
  697. >>2000 CTSH Jan24 70.0 Puts $1.45 (CboeTheo=1.38 MID  BOX 15:42:40.293 IV=17.1% -0.0 PHLX 129 x $1.40 - $1.50 x 86 PHLX  CROSS - OPENING  Vega=$19k CTSH=70.11 Ref
  698. >>3738 CPRI Dec23 47.5 Puts $0.20 (CboeTheo=0.14 ASK  PHLX 15:43:18.713 IV=19.0% +3.6 PHLX 276 x $0.15 - $0.20 x 150 C2  FLOOR  Vega=$9117 CPRI=48.66 Ref
  699. >>3000 MSFT Jan24 330 Calls $45.82 (CboeTheo=45.81 ASK  AMEX 15:44:00.165 IV=25.8% +0.6 NOM 42 x $44.75 - $46.05 x 5 EDGX  SPREAD/CROSS  Vega=$56k MSFT=372.19 Ref
  700. >>3000 MSFT Jan24 330 Puts $1.12 (CboeTheo=1.13 BID  AMEX 15:44:00.165 IV=25.7% +0.5 EDGX 124 x $1.12 - $1.14 x 161 EMLD  SPREAD/CROSS  Vega=$56k MSFT=372.19 Ref
  701. >>1000 VIX Apr24 17th 39.0 Calls $0.79 (CboeTheo=0.80 ASK  CBOE 15:45:47.263 IV=104.7% -0.8 CBOE 1897 x $0.78 - $0.79 x 1338 CBOE Vega=$2713 VIX=17.64 Fwd
  702. SWEEP DETECTED:
    >>4270 AAPL Dec23 8th 187.5 Puts $0.13 (CboeTheo=0.13 ASK  [MULTI] 15:47:32.043 IV=22.3% +3.7 EMLD 794 x $0.12 - $0.13 x 1329 EMLD Vega=$11k AAPL=192.94 Ref
  703. >>2125 GOOGL Dec23 8th 132 Calls $0.87 (CboeTheo=0.88 BID  EDGX 15:48:14.946 IV=27.3% -0.2 C2 916 x $0.87 - $0.88 x 44 EMLD  COB  Vega=$9717 GOOGL=130.91 Ref
  704. >>2125 GOOGL Dec23 8th 134 Calls $0.35 (CboeTheo=0.35 ASK  EDGX 15:48:14.946 IV=28.0% +0.0 C2 190 x $0.34 - $0.35 x 1291 C2  COB  Vega=$7023 GOOGL=130.91 Ref
  705. >>2999 NVDA Jan24 400 Puts $3.25 (CboeTheo=3.26 BID  PHLX 15:48:18.636 IV=37.6% +0.3 AMEX 72 x $3.25 - $3.30 x 735 CBOE  COB/AUCTION  Vega=$91k NVDA=464.62 Ref
  706. >>2999 NVDA Jan24 395 Puts $2.76 (CboeTheo=2.76 MID  PHLX 15:48:18.636 IV=38.0% +0.4 ARCA 18 x $2.74 - $2.78 x 54 MPRL  COB/AUCTION  Vega=$82k NVDA=464.62 Ref
  707. >>3136 NOK Jan24 3.0 Calls $0.15 (CboeTheo=0.14 ASK  ARCA 15:49:23.556 IV=32.6% +2.2 C2 169 x $0.14 - $0.15 x 3136 ARCA  52WeekLow  Vega=$1309 NOK=3.00 Ref
  708. SWEEP DETECTED:
    >>3589 NOK Jan24 3.0 Calls $0.15 (CboeTheo=0.14 ASK  [MULTI] 15:49:23.556 IV=32.6% +2.2 C2 169 x $0.14 - $0.15 x 3136 ARCA  52WeekLow  Vega=$1498 NOK=3.00 Ref
  709. SWEEP DETECTED:
    >>Bullish Delta Impact 5035 BX Dec23 8th 115 Puts $1.081 (CboeTheo=1.18 Below Bid!  [MULTI] 15:50:02.955 IV=29.0% -2.1 AMEX 81 x $1.12 - $1.23 x 5 MIAX  OPENING 
    Delta=-47%, EST. IMPACT = 237k Shares ($27.3m) To Buy BX=115.15 Ref
  710. SWEEP DETECTED:
    >>Bullish Delta Impact 657 WGO Jan24 70.0 Calls $2.55 (CboeTheo=2.40 ASK  [MULTI] 15:50:09.869 IV=35.8% +1.3 BOX 45 x $2.25 - $2.55 x 26 PHLX
    Delta=44%, EST. IMPACT = 29k Shares ($1.96m) To Buy WGO=67.80 Ref
  711. >>2500 SLM Dec23 15.0 Puts $0.10 (CboeTheo=0.15 MID  PHLX 15:51:15.872 IV=40.9% -3.3 MIAX 942 x $0.05 - $0.15 x 109 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$1679 SLM=15.97 Ref
  712. SWEEP DETECTED:
    >>Bearish Delta Impact 757 SHIP Jan24 6.0 Puts $0.297 (CboeTheo=0.23 ASK  [MULTI] 15:51:19.824 IV=70.8% +12.3 BXO 6 x $0.15 - $0.30 x 3 NOM  ISO 
    Delta=-26%, EST. IMPACT = 19k Shares ($134k) To Sell SHIP=6.87 Ref
  713. >>3161 AAPL Dec23 29th 200 Calls $0.91 (CboeTheo=0.92 ASK  MPRL 15:51:34.900 IV=15.1% +0.0 MPRL 3958 x $0.91 - $0.92 x 31 BXO Vega=$47k AAPL=193.12 Ref
  714. SWEEP DETECTED:
    >>6794 AAPL Dec23 29th 200 Calls $0.91 (CboeTheo=0.92 ASK  [MULTI] 15:51:34.896 IV=15.1% +0.0 MRX 981 x $0.90 - $0.91 x 999 ARCA Vega=$101k AAPL=193.12 Ref
  715. SWEEP DETECTED:
    >>3235 AAPL Dec23 29th 200 Calls $0.91 (CboeTheo=0.92 ASK  [MULTI] 15:51:43.550 IV=15.1% +0.0 NOM 96 x $0.90 - $0.91 x 32 MPRL Vega=$48k AAPL=193.12 Ref
  716. >>2600 GOOG Dec23 120 Puts $0.09 (CboeTheo=0.08 ASK  AMEX 15:54:29.551 IV=32.7% +1.7 EMLD 896 x $0.08 - $0.09 x 1248 EMLD  SPREAD/FLOOR  Vega=$4271 GOOG=132.27 Ref
  717. >>2600 GOOG Jan24 120 Puts $0.72 (CboeTheo=0.73 BID  AMEX 15:54:29.559 IV=26.0% +0.4 C2 594 x $0.72 - $0.74 x 888 C2  SPREAD/FLOOR  Vega=$24k GOOG=132.27 Ref
  718. >>2600 GOOG Jan24 120 Calls $14.00 (CboeTheo=13.89 Above Ask!  AMEX 15:54:29.562 IV=27.2% +1.6 NOM 109 x $13.80 - $13.95 x 48 EDGX  SPREAD/FLOOR  Vega=$26k GOOG=132.26 Ref
  719. >>3000 GOOGL Dec23 120 Puts $0.12 (CboeTheo=0.11 ASK  AMEX 15:55:10.818 IV=31.4% +1.7 NOM 54 x $0.11 - $0.12 x 419 EMLD  SPREAD/FLOOR  Vega=$6167 GOOGL=130.83 Ref
  720. >>3000 GOOGL Jan24 120 Puts $0.86 (CboeTheo=0.86 BID  AMEX 15:55:10.826 IV=25.5% +0.5 EMLD 41 x $0.86 - $0.88 x 1009 EDGX  SPREAD/FLOOR  Vega=$31k GOOGL=130.83 Ref
  721. >>3000 GOOGL Jan24 120 Calls $12.51 (CboeTheo=12.58 BID  AMEX 15:55:10.828 IV=24.8% -0.3 CBOE 51 x $12.50 - $12.85 x 52 CBOE  SPREAD/FLOOR  Vega=$30k GOOGL=130.82 Ref
  722. >>2100 GOOGL Dec23 120 Calls $11.09 (CboeTheo=11.17 BID  AMEX 15:55:10.831 IV=24.5% -5.3 AMEX 105 x $11.05 - $11.40 x 45 BZX  SPREAD/FLOOR  Vega=$1767 GOOGL=130.82 Ref
  723. >>4000 MSFT Dec23 365 Puts $2.49 (CboeTheo=2.45 Above Ask!  AMEX 15:56:24.067 IV=22.6% +0.7 MPRL 71 x $2.42 - $2.47 x 45 C2  SPREAD/FLOOR  Vega=$84k MSFT=372.07 Ref
  724. >>4000 MSFT Dec23 365 Calls $10.11 (CboeTheo=10.20 BID  AMEX 15:56:24.074 IV=22.0% -0.0 EDGX 174 x $10.10 - $10.35 x 163 MIAX  SPREAD/FLOOR  Vega=$83k MSFT=372.07 Ref
  725. >>4000 MSFT Jan24 350 Puts $3.00 (CboeTheo=3.05 BID  AMEX 15:56:24.076 IV=22.3% +0.3 CBOE 519 x $3.00 - $3.10 x 554 EDGX  SPREAD/FLOOR  Vega=$141k MSFT=372.07 Ref
  726. >>4000 MSFT Jan24 350 Calls $27.59 (CboeTheo=27.72 BID  AMEX 15:56:24.077 IV=22.1% +0.0 MIAX 192 x $27.35 - $27.85 x 116 AMEX  SPREAD/FLOOR  Vega=$139k MSFT=372.07 Ref
  727. SWEEP DETECTED:
    >>3806 NIO Dec23 29th 10.0 Calls $0.04 (CboeTheo=0.05 BID  [MULTI] 15:57:29.766 IV=72.5% -14.5 EMLD 3797 x $0.04 - $0.05 x 1607 EMLD  OPENING   Post-Earnings  Vega=$997 NIO=7.45 Ref
  728. >>1800 SPX Feb24 4600 Calls $104.30 (CboeTheo=103.72 ASK  CBOE 15:57:31.747 IV=12.4% +0.1 CBOE 405 x $103.20 - $104.30 x 285 CBOE  LATE  Vega=$1.46m SPX=4608.12 Fwd
  729. >>2700 SPX Feb24 5150 Calls $1.00 (CboeTheo=0.93 ASK  CBOE 15:57:31.747 IV=11.1% +0.2 CBOE 1743 x $0.90 - $1.00 x 972 CBOE  LATE - OPENING  Vega=$229k SPX=4608.12 Fwd
  730. >>1500 SPX Feb24 4800 Calls $24.40 (CboeTheo=24.53 BID  CBOE 15:57:32.108 IV=10.7% +0.0 CBOE 247 x $24.40 - $24.70 x 534 CBOE  LATE  Vega=$892k SPX=4608.12 Fwd
  731. SPLIT TICKET:
    >>2700 SPX Feb24 4600 Calls $104.30 (CboeTheo=103.72 ASK  [CBOE] 15:57:31.746 IV=12.4% +0.1 CBOE 405 x $103.20 - $104.30 x 285 CBOE  LATE  Vega=$2.19m SPX=4608.12 Fwd
  732. SPLIT TICKET:
    >>4050 SPX Feb24 5150 Calls $1.00 (CboeTheo=0.93 ASK  [CBOE] 15:57:31.746 IV=11.1% +0.2 CBOE 1743 x $0.90 - $1.00 x 972 CBOE  LATE - OPENING  Vega=$343k SPX=4608.12 Fwd
  733. SPLIT TICKET:
    >>4050 SPX Feb24 4800 Calls $24.40 (CboeTheo=24.53 BID  [CBOE] 15:57:31.746 IV=10.7% +0.0 CBOE 322 x $24.40 - $24.70 x 534 CBOE  LATE  Vega=$2.41m SPX=4608.12 Fwd
  734. SWEEP DETECTED:
    >>2353 GOOG Dec23 8th 128 Puts $0.19 (CboeTheo=0.19 ASK  [MULTI] 15:57:58.431 IV=30.3% +2.4 C2 192 x $0.18 - $0.19 x 729 C2  OPENING  Vega=$5377 GOOG=132.31 Ref
  735. >>10000 SAVE Dec23 12.0 Puts $0.40 (CboeTheo=0.63 BID  BOX 15:58:48.707 IV=124.4% -40.0 PHLX 221 x $0.23 - $0.92 x 338 PHLX  SPREAD/FLOOR - OPENING   SSR  Vega=$6787 SAVE=13.69 Ref
  736. >>10000 SAVE Feb24 5.0 Puts $0.60 (CboeTheo=0.62 BID  BOX 15:58:48.707 IV=222.9% +13.4 ARCA 17 x $0.60 - $0.65 x 1 EMLD  SPREAD/FLOOR - OPENING   SSR  Vega=$7697 SAVE=13.69 Ref
  737. >>1055 VIX Feb24 14th 17.0 Calls $1.96 (CboeTheo=1.95 BID  CBOE 15:59:12.454 IV=79.1% +0.6 CBOE 1896 x $1.96 - $1.97 x 912 CBOE Vega=$2987 VIX=16.33 Fwd
  738. SPLIT TICKET:
    >>4451 VIX Feb24 14th 17.0 Calls $1.96 (CboeTheo=1.95 BID  [CBOE] 15:59:12.453 IV=79.1% +0.6 CBOE 3325 x $1.96 - $1.97 x 912 CBOE Vega=$13k VIX=16.33 Fwd
  739. SPLIT TICKET:
    >>2000 WMT Dec23 8th 152.5 Puts $0.17 (CboeTheo=0.18 ASK  [ARCA] 15:59:50.718 IV=18.0% +0.8 MPRL 408 x $0.16 - $0.17 x 2000 ARCA  OPENING  Vega=$6252 WMT=155.76 Ref
  740. SPLIT TICKET:
    >>2000 MCD Dec23 8th 280 Calls $7.596 (CboeTheo=7.75 ASK  [AMEX] 16:01:19.054 IV=27.7% +5.2 BZX 17 x $7.00 - $7.75 x 6 BXO  LATE  Vega=$13k MCD=286.78 Ref
  741. >>1000 SPXW Dec23 14th 4000 Puts $0.45 (CboeTheo=0.44 MID  CBOE 16:01:54.461 IV=34.4% +1.3 CBOE 1269 x $0.40 - $0.50 x 956 CBOE  FLOOR  Vega=$13k SPX=4577.75 Fwd
  742. >>1000 SPXW Dec23 14th 4000 Puts $0.45 (CboeTheo=0.44 MID  CBOE 16:01:54.461 IV=34.4% +1.3 CBOE 1269 x $0.40 - $0.50 x 956 CBOE  FLOOR  Vega=$13k SPX=4577.75 Fwd
  743. SPLIT TICKET:
    >>2000 SPXW Dec23 14th 4000 Puts $0.45 (CboeTheo=0.44 MID  [CBOE] 16:01:54.461 IV=34.4% +1.3 CBOE 1269 x $0.40 - $0.50 x 956 CBOE  FLOOR - OPENING  Vega=$25k SPX=4577.75 Fwd
  744. >>1500 SPXW Dec23 12th 3850 Puts $0.20 (CboeTheo=0.15 ASK  CBOE 16:04:43.261 IV=44.8% +3.4 CBOE 291 x $0.15 - $0.20 x 314 CBOE  FLOOR - OPENING  Vega=$7655 SPX=4574.51 Fwd
  745. >>1000 SPXW Dec23 12th 3850 Puts $0.20 (CboeTheo=0.15 ASK  CBOE 16:04:43.262 IV=44.8% +3.4 CBOE 291 x $0.15 - $0.20 x 314 CBOE  FLOOR - OPENING  Vega=$5104 SPX=4574.51 Fwd
  746. SPLIT TICKET:
    >>5200 SPXW Dec23 12th 3850 Puts $0.20 (CboeTheo=0.15 ASK  [CBOE] 16:04:43.159 IV=44.8% +3.4 CBOE 231 x $0.15 - $0.20 x 314 CBOE  FLOOR - OPENING  Vega=$27k SPX=4574.51 Fwd
  747. >>1677 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07 ASK  CBOE 16:05:44.090 IV=54.6% +0.7 CBOE 1045 x $0.06 - $0.08 x 26k CBOE  ISO  Vega=$856 VIX=13.67 Fwd
  748. >>1101 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07 ASK  CBOE 16:05:44.090 IV=54.6% +0.7 CBOE 1045 x $0.06 - $0.08 x 26k CBOE  ISO  Vega=$562 VIX=13.67 Fwd
  749. SPLIT TICKET:
    >>4945 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07 ASK  [CBOE] 16:05:44.090 IV=54.6% +0.7 CBOE 1045 x $0.06 - $0.08 x 26k CBOE  ISO  Vega=$2524 VIX=13.67 Fwd
  750. SPLIT TICKET:
    >>1000 SPXW Dec23 6th 4670 Calls $0.10 (CboeTheo=0.05 ASK  [CBOE] 16:06:37.640 IV=17.0% +4.7 CBOE 357 x $0.05 - $0.10 x 1487 CBOE Vega=$5914 SPX=4570.59 Fwd
  751. SPLIT TICKET:
    >>1000 SPXW Dec23 6th 4455 Puts $0.10 (CboeTheo=0.08 ASK  [CBOE] 16:06:50.222 IV=19.8% +4.2 CBOE 1604 x $0.05 - $0.10 x 1030 CBOE  OPENING  Vega=$5107 SPX=4570.25 Fwd
  752. >>1500 VIX Dec23 20th 12.0 Puts $0.07 (CboeTheo=0.07 MID  CBOE 16:11:14.794 IV=52.6% -1.3 CBOE 7376 x $0.06 - $0.08 x 1500 CBOE  FLOOR  Vega=$725 VIX=13.67 Fwd
  753. >>1500 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07 ASK  CBOE 16:11:14.920 IV=54.6% +0.7 CBOE 7376 x $0.06 - $0.08 x 1500 CBOE  FLOOR  Vega=$766 VIX=13.67 Fwd
  754. SPLIT TICKET:
    >>3000 VIX Dec23 20th 12.0 Puts $0.075 (CboeTheo=0.07 MID  [CBOE] 16:11:14.794 IV=52.6% -1.3 CBOE 7376 x $0.06 - $0.08 x 1500 CBOE  FLOOR  Vega=$1451 VIX=13.67 Fwd
  755. SPLIT TICKET:
    >>2000 SPXW Dec23 6th 4395 Puts $0.15 (CboeTheo=0.07 ASK  [CBOE] 16:11:49.884 IV=30.3% +9.0 CBOE 1329 x $0.05 - $0.15 x 863 CBOE  OPENING  Vega=$9548 SPX=4569.79 Fwd
  756. SPLIT TICKET:
    >>1000 VIX Dec23 20th 12.0 Puts $0.075 (CboeTheo=0.07 MID  [CBOE] 16:12:41.397 IV=52.6% -1.3 CBOE 2965 x $0.06 - $0.08 x 15k CBOE  FLOOR  Vega=$484 VIX=13.67 Fwd
  757. >>1000 SPXW Dec23 6th 4200 Puts $0.05 (CboeTheo=0.07 MID  CBOE 16:19:46.606 IV=54.7% +13.8 CBOE 0 x $0.00 - $0.10 x 860 CBOE  EXTEND  Vega=$1153 SPX=4569.89 Fwd

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