- >>Market Color @STOCK - New option listings for 12/5 include Safety Shot Inc ($SHOT). Option delistings effective 12/5 include PACW Stock ($PACW).
- >>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
- >>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]
- >>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
- >>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
- >>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
- >>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%), - >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>Unusual Volume TLRY - 3x market weighted volume: 6146 = 76.8k projected vs 22.8k adv, 97% calls [TLRY 2.02 -0.04 Ref]
- 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 - >>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]
- 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 - >>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]
- 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 - >>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]
- >>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
- 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - >>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]
- 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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]
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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]
- 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 - 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 - 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 - 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 - 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 - >>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
- 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 - >>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]
- >>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]
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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]
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - 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 - 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 - >>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
- 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 - >>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
- >>Market Color @STOCK - Heavy first hour option volume is noted in : BOX, HA, EXPD, RF, SJM, HOOD, BMRN, APPS, TTWO.
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>Unusual Volume HUT - 3x market weighted volume: 18.0k = 51.1k projected vs 17.0k adv, 91% calls, 4% of OI
- 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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]
- >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - >>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]
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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]
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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).
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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]
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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]
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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]
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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]
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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]
- 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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]
- 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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]
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - >>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