- >>Market Color @ALL - OCC reports a total of 280,135 flex contracts traded on Dec 5th, with average daily flex volume of 450,771 over the past month. 40.8% of Tuesday's flex volume traded on Cboe, 0.3% NYSE-Arca, 32.7% PHLX and 26.2% Amex. Current Flex open interest is 21,197,891 contracts. #flex #marketmover
- >>Market Color TSLA - Most profitable opening equity option purchase made in the prior session was a buy of 1985 Tesla 12/22 240 puts for $8.20 at 12:59 when underlying shares were trading $241.435. These puts closed near $9.42 for mark-to-market profit of 15%, or $243K on the $1.6M outlay. TSLA shares closed up 3.40 at $238.72 [TSLA 238.72 +3.40 Ref]
- >>Market Color HYG - Rev/Con recap for Dec 5th. 419,854 contracts traded Tuesday in reverse/conversion spreads on 93 underlying securities. 21.0m underlying shares were involved with total notional value of $2.41b. Rev/Con volume leaders included HYG, PCG, QQQ, AAPL and KVUE with implied borrow rates ranging from -697.93% (GME) to 85.58% (CUE). #revcon
- >>Unusual Volume MDB - 14x market weighted volume: 27.9k = 300.6k projected vs 20.1k adv, 55% calls, 16% of OI Post-Earnings [MDB 406.68 -27.00 Ref]
- >>Unusual Volume HOOD - 4x market weighted volume: 36.0k = 387.1k projected vs 88.4k adv, 92% calls, 5% of OI [HOOD 10.98 +0.46 Ref]
- >>Unusual Volume S - 16x market weighted volume: 14.6k = 156.8k projected vs 9746 adv, 76% calls, 7% of OI Post-Earnings [S 23.45 +3.45 Ref]
- >>Unusual Volume ASAN - 15x market weighted volume: 8626 = 92.9k projected vs 6095 adv, 74% calls, 7% of OI Post-Earnings [ASAN 19.62 -3.69 Ref]
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
UPST $35.34 +2.30 +6.96%,
HOOD $10.98 +0.46 +4.37%,
SQ $67.53 +2.64 +4.07%,
AAL $13.54 +0.41 +3.12%,
C $48.14 +1.44 +3.08%,
while the biggest losers include:
PLUG $3.98 -0.27 (-6.37%),
FSR $1.48 -0.09 (-5.73%),
PLTR $17.64 -0.66 (-3.61%),
DKNG $35.70 -0.74 (-2.03%),
SHOP $73.64 -1.08 (-1.45%), - >>5000 MO Dec23 22nd 41.0 Puts $0.77 (CboeTheo=0.79) MID ISE 09:30:01.901 IV=12.7% -2.4 PHLX 10 x $0.48 - $1.06 x 1 PHLX COB - OPENING Vega=$15k MO=41.33 Ref
- >>5000 MO Dec23 22nd 40.5 Puts $0.51 (CboeTheo=0.50) BID ISE 09:30:01.901 IV=14.1% -1.1 GEMX 1 x $0.19 - $0.90 x 1 GEMX COB - OPENING Vega=$17k MO=41.33 Ref
- >>Unusual Volume ALT - 16x market weighted volume: 7360 = 79.2k projected vs 4876 adv, 84% calls, 10% of OI [ALT 5.92 +0.76 Ref]
- >>Unusual Volume MO - 11x market weighted volume: 25.7k = 276.9k projected vs 24.6k adv, 93% puts, 6% of OI [MO 41.34 -1.23 Ref]
- >>Unusual Volume UPST - 3x market weighted volume: 29.0k = 311.9k projected vs 104.0k adv, 84% calls, 5% of OI [UPST 35.26 +2.22 Ref]
- >>Unusual Volume INMD - 23x market weighted volume: 6178 = 66.5k projected vs 2822 adv, 96% calls, 6% of OI [INMD 21.35 -2.27 Ref]
- >>2201 MO Dec23 22nd 40.5 Puts $0.54 (CboeTheo=0.46) BID PHLX 09:30:19.064 IV=16.6% +1.3 PHLX 100 x $0.41 - $0.74 x 734 BOX COB - OPENING Vega=$7492 MO=41.44 Ref
- >>2201 MO Dec23 22nd 41.0 Puts $0.74 (CboeTheo=0.73) Below Bid! PHLX 09:30:19.064 IV=14.1% -1.1 CBOE 1 x $0.75 - $0.87 x 153 PHLX COB - OPENING Vega=$7051 MO=41.44 Ref
- SWEEP DETECTED:
>>2423 C Jun24 47.5 Calls $3.85 (CboeTheo=3.93) MID [MULTI] 09:30:24.761 IV=24.5% -0.6 ISE 846 x $3.65 - $4.05 x 2 ISE Vega=$33k C=47.84 Ref - SPLIT TICKET:
>>1000 VIX Feb24 14th 34.0 Calls $0.49 (CboeTheo=0.50) BID [CBOE] 09:30:25.180 IV=124.1% -0.9 CBOE 2607 x $0.49 - $0.53 x 594 CBOE ISO Vega=$1561 VIX=16.23 Fwd - SPLIT TICKET:
>>1000 VIX Dec23 20th 12.5 Puts $0.21 (CboeTheo=0.20) ASK [CBOE] 09:31:13.348 IV=57.7% +0.3 CBOE 35k x $0.18 - $0.21 x 1000 CBOE Vega=$797 VIX=13.52 Fwd - >>Unusual Volume C - 3x market weighted volume: 45.6k = 467.1k projected vs 155.5k adv, 86% calls, 2% of OI [C 48.40 +1.69 Ref]
- >>Unusual Volume DAL - 3x market weighted volume: 12.4k = 127.1k projected vs 42.1k adv, 89% calls, 2% of OI [DAL 38.81 +1.21 Ref]
- SWEEP DETECTED:
>>2004 AAL Dec23 8th 13.5 Calls $0.23 (CboeTheo=0.23) ASK [MULTI] 09:32:04.935 IV=47.7% +3.7 MPRL 1159 x $0.22 - $0.23 x 1999 MPRL Vega=$852 AAL=13.54 Ref - SPLIT TICKET:
>>2398 PLAY Dec23 42.0 Puts $0.451 (CboeTheo=0.35) BID [PHLX] 09:32:38.960 IV=51.4% -51.3 PHLX 37 x $0.45 - $0.70 x 60 PHLX AUCTION Post-Earnings Vega=$5031 PLAY=44.59 Ref - >>2389 AMD Jan25 70.0 Puts $2.60 (CboeTheo=2.54) BID MIAX 09:33:13.976 IV=48.7% +0.7 MIAX 2389 x $2.60 - $2.63 x 40 BOX Vega=$44k AMD=122.32 Ref
- >>2065 T Dec23 8th 17.0 Puts $0.17 (CboeTheo=0.18) BID MPRL 09:34:37.772 IV=22.9% -1.4 MPRL 3464 x $0.17 - $0.19 x 40 C2 Vega=$1065 T=16.91 Ref
- SWEEP DETECTED:
>>3215 T Dec23 8th 17.0 Puts $0.17 (CboeTheo=0.17) MID [MULTI] 09:34:37.767 IV=24.6% +0.3 BOX 1586 x $0.16 - $0.19 x 57 MPRL Vega=$1684 T=16.93 Ref - SWEEP DETECTED:
>>2000 KVUE Dec23 8th 20.0 Puts $0.35 (CboeTheo=0.29) ASK [MULTI] 09:34:45.098 IV=63.9% +11.7 PHLX 1394 x $0.28 - $0.35 x 15 BZX ISO Vega=$1259 KVUE=20.11 Ref - SWEEP DETECTED:
>>2074 TSLA Dec23 270 Calls $0.93 (CboeTheo=0.93) MID [MULTI] 09:35:49.544 IV=50.0% +0.8 BXO 93 x $0.91 - $0.93 x 58 ARCA Vega=$15k TSLA=243.03 Ref - >>2492 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 09:36:16.160 IV=53.9% -0.7 CBOE 24k x $0.06 - $0.09 x 1500 CBOE AUCTION Vega=$1266 VIX=13.57 Fwd
- >>2492 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07) MID CBOE 09:36:16.160 IV=53.9% -0.7 CBOE 24k x $0.06 - $0.09 x 1500 CBOE AUCTION Vega=$1266 VIX=13.57 Fwd
- SPLIT TICKET:
>>5000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07) MID [CBOE] 09:36:16.160 IV=53.9% -0.7 CBOE 24k x $0.06 - $0.09 x 1500 CBOE AUCTION Vega=$2540 VIX=13.57 Fwd - >>Unusual Volume JBLU - 3x market weighted volume: 16.6k = 140.7k projected vs 46.3k adv, 99% calls, 2% of OI [JBLU 4.78 +0.12 Ref]
- SWEEP DETECTED:
>>Bearish Delta Impact 703 STKL Dec23 5.0 Puts $0.25 (CboeTheo=0.21) ASK [MULTI] 09:36:27.140 IV=71.7% +8.2 PHLX 316 x $0.20 - $0.25 x 70 PHLX
Delta=-51%, EST. IMPACT = 36k Shares ($177k) To Sell STKL=4.96 Ref - >>Unusual Volume CCL - 3x market weighted volume: 23.9k = 195.5k projected vs 65.1k adv, 79% calls, 2% of OI [CCL 17.20 +0.69 Ref]
- >>1340 VIX Dec23 20th 20.0 Puts $6.60 (CboeTheo=6.67) ASK CBOE 09:42:02.278 IV=125.0% -15.3 CBOE 18k x $6.55 - $6.60 x 2464 CBOE Vega=$468 VIX=13.48 Fwd
- SPLIT TICKET:
>>2406 VIX Dec23 20th 20.0 Puts $6.60 (CboeTheo=6.62) ASK [CBOE] 09:42:00.790 IV=136.8% -3.5 CBOE 23k x $6.55 - $6.60 x 8058 CBOE Vega=$1059 VIX=13.53 Fwd - SPLIT TICKET:
>>5794 VIX Dec23 20th 20.0 Puts $6.60 (CboeTheo=6.67) ASK [CBOE] 09:42:02.273 IV=125.0% -15.3 CBOE 18k x $6.55 - $6.60 x 5513 CBOE Vega=$2022 VIX=13.48 Fwd - >>Unusual Volume NIO - 3x market weighted volume: 57.8k = 403.6k projected vs 133.9k adv, 80% calls, 3% of OI [NIO 7.89 +0.47 Ref, IV=61.5% -1.1]
- >>Unusual Volume SAVE - 3x market weighted volume: 28.2k = 191.6k projected vs 55.7k adv, 76% puts, 4% of OI [SAVE 14.13 +0.46 Ref, IV=181.3% -9.5]
- SWEEP DETECTED:
>>5405 AMC Dec23 8th 9.0 Calls $0.02 (CboeTheo=0.05) BID [MULTI] 09:43:48.190 IV=184.5% -8.1 C2 7870 x $0.02 - $0.03 x 3954 C2 ISO Vega=$310 AMC=7.00 Ref - >>4000 INMD Jan24 27.5 Calls $0.40 (CboeTheo=0.39) ASK PHLX 09:44:05.700 IV=67.1% +18.2 NOM 13 x $0.20 - $0.40 x 904 PHLX SPREAD/CROSS/TIED SSR Vega=$7496 INMD=21.38 Ref
- SWEEP DETECTED:
>>2858 AMC Dec23 8th 9.0 Calls $0.02 (CboeTheo=0.05) BID [MULTI] 09:44:10.934 IV=184.5% -8.1 MPRL 231 x $0.02 - $0.03 x 490 C2 ISO Vega=$164 AMC=7.00 Ref - >>2660 AMC Dec23 8th 9.0 Calls $0.02 (CboeTheo=0.05) ASK GEMX 09:44:18.483 IV=186.2% -6.4 C2 2719 x $0.01 - $0.02 x 1 EMLD Vega=$151 AMC=6.97 Ref
- >>1000 VIX Jan24 17th 18.0 Calls $0.99 (CboeTheo=1.00) ASK CBOE 09:44:27.507 IV=91.6% -0.3 CBOE 13k x $0.98 - $0.99 x 286 CBOE Vega=$1940 VIX=15.35 Fwd
- SPLIT TICKET:
>>1286 VIX Jan24 17th 18.0 Calls $0.99 (CboeTheo=1.00) ASK [CBOE] 09:44:27.507 IV=91.6% -0.3 CBOE 13k x $0.98 - $0.99 x 286 CBOE Vega=$2495 VIX=15.35 Fwd - >>Market Color UPST - Bullish option flow detected in Upstart Holdings (36.69 +3.65) with 45,004 calls trading (4x expected) and implied vol increasing over 6 points to 95.17%. . The Put/Call Ratio is 0.25. Earnings are expected on 02/13. [UPST 36.69 +3.65 Ref, IV=95.2% +6.2] #Bullish
- >>1000 VIX Jan24 17th 18.0 Calls $0.99 (CboeTheo=0.99) ASK CBOE 09:45:29.141 IV=92.1% +0.1 CBOE 15k x $0.98 - $0.99 x 734 CBOE Vega=$1936 VIX=15.33 Fwd
- SPLIT TICKET:
>>1734 VIX Jan24 17th 18.0 Calls $0.99 (CboeTheo=0.99) ASK [CBOE] 09:45:29.141 IV=92.1% +0.1 CBOE 15k x $0.98 - $0.99 x 734 CBOE Vega=$3356 VIX=15.33 Fwd - SWEEP DETECTED:
>>2200 AMD Dec23 8th 139 Calls $0.02 (CboeTheo=0.03) BID [MULTI] 09:45:52.377 IV=76.3% +6.3 C2 777 x $0.02 - $0.03 x 384 EMLD AUCTION - OPENING Vega=$502 AMD=120.14 Ref - >>Unusual Volume AR - 5x market weighted volume: 7992 = 50.0k projected vs 8910 adv, 98% calls, 3% of OI [AR 22.70 +0.15 Ref, IV=39.2% -0.7]
- SPLIT TICKET:
>>1976 SPXW Dec23 29th 4450 Calls $161.71 (CboeTheo=160.61) Above Ask! [CBOE] 09:46:20.835 IV=13.7% +0.7 CBOE 9 x $159.80 - $160.90 x 2 CBOE LATE Vega=$591k SPX=4597.94 Fwd - SPLIT TICKET:
>>1976 SPXW Jan24 31st 4625 Calls $79.46 (CboeTheo=79.14) Above Ask! [CBOE] 09:46:20.835 IV=11.7% +0.1 CBOE 19 x $78.90 - $79.30 x 7 CBOE LATE - OPENING Vega=$1.42m SPX=4616.10 Fwd - >>Unusual Volume COF - 4x market weighted volume: 5787 = 36.2k projected vs 8512 adv, 86% puts, 4% of OI [COF 117.72 +2.40 Ref, IV=27.1% +0.5]
- SWEEP DETECTED:
>>2965 PBR Dec23 14.0 Puts $0.12 (CboeTheo=0.11) ASK [MULTI] 09:46:40.179 IV=40.3% +1.9 ARCA 1023 x $0.10 - $0.12 x 3010 MPRL Vega=$2048 PBR=14.68 Ref - SWEEP DETECTED:
>>2019 TSLA Dec23 8th 230 Puts $0.34 (CboeTheo=0.33) ASK [MULTI] 09:47:46.750 IV=57.8% +10.1 C2 24 x $0.33 - $0.34 x 345 AMEX Vega=$5235 TSLA=245.82 Ref - >>2200 GOOGL Dec23 125 Puts $0.32 (CboeTheo=0.32) BID AMEX 09:47:59.834 IV=27.9% +0.8 MPRL 203 x $0.32 - $0.33 x 343 EMLD CROSS - COMPLEX Vega=$8965 GOOGL=131.66 Ref
- SWEEP DETECTED:
>>2001 GOOGL Dec23 8th 135 Calls $0.291 (CboeTheo=0.28) Below Bid! [MULTI] 09:48:10.448 IV=31.7% +3.9 C2 120 x $0.30 - $0.31 x 43 C2 Vega=$5384 GOOGL=131.72 Ref - SPLIT TICKET:
>>1250 VIX Jan24 17th 21.0 Calls $0.68 (CboeTheo=0.68) MID [CBOE] 09:49:09.489 IV=106.9% -0.4 CBOE 14k x $0.67 - $0.69 x 3525 CBOE Vega=$2042 VIX=15.33 Fwd - >>2600 KO Jan24 12th 60.0 Calls $0.42 (CboeTheo=0.40) MID AMEX 09:49:30.941 IV=11.9% +0.1 BZX 14 x $0.40 - $0.44 x 32 MRX FLOOR Vega=$17k KO=58.45 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 717 RPHM Dec23 12.5 Calls $1.85 (CboeTheo=1.35) ASK [MULTI] 09:49:31.181 IV=718.5% +109.5 NOM 50 x $1.40 - $1.85 x 152 PHLX ISO - OPENING
Delta=51%, EST. IMPACT = 37k Shares ($257k) To Buy RPHM=7.00 Ref - >>2000 HES Dec23 8th 133 Calls $4.23 (CboeTheo=4.10) ASK CBOE 09:50:11.505 IV=46.3% +2.9 EDGX 129 x $2.55 - $5.60 x 13 BXO TIED/AUCTION - OPENING Vega=$6589 HES=136.50 Ref
- >>1050 VIX Jan24 17th 21.0 Calls $0.68 (CboeTheo=0.68) ASK CBOE 09:50:17.223 IV=106.9% -0.4 CBOE 3672 x $0.67 - $0.68 x 415 CBOE Vega=$1715 VIX=15.33 Fwd
- SPLIT TICKET:
>>2014 VIX Jan24 17th 21.0 Calls $0.68 (CboeTheo=0.68) ASK [CBOE] 09:50:17.223 IV=106.9% -0.4 CBOE 3672 x $0.67 - $0.68 x 415 CBOE Vega=$3290 VIX=15.33 Fwd - >>2156 JBLU Dec23 5.0 Calls $0.17 (CboeTheo=0.18) ASK ISE 09:50:26.727 IV=85.3% -1.1 NOM 812 x $0.16 - $0.17 x 24 ARCA AUCTION Vega=$634 JBLU=4.78 Ref
- SWEEP DETECTED:
>>2613 JBLU Dec23 5.0 Calls $0.168 (CboeTheo=0.18) MID [MULTI] 09:50:26.591 IV=81.9% -4.5 C2 791 x $0.16 - $0.17 x 24 ARCA Vega=$765 JBLU=4.78 Ref - >>3648 META Dec23 8th 330 Calls $1.00 (CboeTheo=1.00) MID BZX 09:50:38.634 IV=35.6% +0.8 MRX 36 x $0.99 - $1.01 x 21 BZX Vega=$26k META=321.99 Ref
- SPLIT TICKET:
>>3809 META Dec23 8th 330 Calls $1.00 (CboeTheo=1.00) ASK [BZX] 09:50:36.905 IV=35.6% +0.9 BOX 41 x $0.99 - $1.00 x 3755 BZX Vega=$27k META=321.98 Ref - >>1760 VIX Feb24 14th 30.0 Calls $0.62 (CboeTheo=0.63) MID CBOE 09:50:49.927 IV=116.9% -0.6 CBOE 21k x $0.61 - $0.64 x 15 CBOE Vega=$3207 VIX=16.27 Fwd
- SPLIT TICKET:
>>3000 VIX Feb24 14th 30.0 Calls $0.62 (CboeTheo=0.63) ASK [CBOE] 09:50:49.926 IV=116.9% -0.6 CBOE 25k x $0.61 - $0.62 x 2760 CBOE Vega=$5467 VIX=16.27 Fwd - SWEEP DETECTED:
>>2524 JBLU Dec23 5.0 Calls $0.152 (CboeTheo=0.18) MID [MULTI] 09:51:14.511 IV=78.5% -7.9 MPRL 37 x $0.15 - $0.17 x 310 MPRL ISO Vega=$735 JBLU=4.78 Ref - >>3000 AAPL Dec23 8th 195 Calls $0.58 (CboeTheo=0.56) BID EMLD 09:51:25.114 IV=20.6% +2.3 EMLD 3000 x $0.58 - $0.59 x 900 AMEX Vega=$16k AAPL=193.15 Ref
- SWEEP DETECTED:
>>3010 AAPL Dec23 8th 195 Calls $0.58 (CboeTheo=0.57) BID [MULTI] 09:51:24.017 IV=20.7% +2.3 EMLD 3000 x $0.58 - $0.59 x 591 C2 Vega=$16k AAPL=193.18 Ref - SWEEP DETECTED:
>>2551 JBLU Dec23 5.0 Calls $0.13 (CboeTheo=0.17) BID [MULTI] 09:51:26.551 IV=72.9% -13.6 PHLX 1935 x $0.13 - $0.15 x 24 BZX ISO Vega=$730 JBLU=4.76 Ref - >>3256 AAPL Dec23 8th 195 Calls $0.60 (CboeTheo=0.61) ASK GEMX 09:52:01.337 IV=20.1% +1.8 MPRL 541 x $0.59 - $0.60 x 4657 GEMX Vega=$18k AAPL=193.31 Ref
- SPLIT TICKET:
>>4661 AAPL Dec23 8th 195 Calls $0.60 (CboeTheo=0.61) ASK [GEMX] 09:52:01.087 IV=20.1% +1.8 MPRL 541 x $0.59 - $0.60 x 4659 GEMX Vega=$25k AAPL=193.30 Ref - SWEEP DETECTED:
>>2011 GOOGL Dec23 8th 135 Calls $0.286 (CboeTheo=0.29) MID [MULTI] 09:52:01.518 IV=31.3% +3.5 C2 520 x $0.29 - $0.30 x 21 BZX Vega=$5355 GOOGL=131.72 Ref - >>2399 NE Jan24 50.0 Calls $0.40 (CboeTheo=0.42) ASK MIAX 09:52:33.825 IV=34.6% -0.3 BOX 22 x $0.30 - $0.40 x 79 GEMX COB/AUCTION Vega=$8801 NE=43.60 Ref
- >>2399 NE Jan24 55.0 Calls $0.15 (CboeTheo=0.15) BID MIAX 09:52:33.825 IV=40.0% +1.1 BXO 0 x $0.00 - $0.50 x 173 EDGX COB/AUCTION Vega=$4521 NE=43.60 Ref
- >>2422 HOOD Jan24 23.0 Calls $0.08 (CboeTheo=0.10) BID ISE 09:53:08.968 IV=112.9% -2.8 GEMX 17 x $0.08 - $0.09 x 5 NOM COB Vega=$989 HOOD=11.11 Ref
- >>2422 HOOD Feb24 13.0 Calls $0.81 (CboeTheo=0.80) MID ISE 09:53:08.968 IV=72.1% +3.0 BXO 50 x $0.79 - $0.82 x 13 MPRL COB Vega=$4585 HOOD=11.11 Ref
- >>3000 VIX Dec23 20th 12.5 Puts $0.21 (CboeTheo=0.21) MID CBOE 09:53:23.373 IV=57.7% +0.3 CBOE 13 x $0.20 - $0.22 x 3889 CBOE Vega=$2391 VIX=13.52 Fwd
- SPLIT TICKET:
>>2000 VIX Feb24 14th 30.0 Calls $0.62 (CboeTheo=0.63) MID [CBOE] 09:53:38.901 IV=116.9% -0.6 CBOE 4677 x $0.61 - $0.64 x 15 CBOE ISO Vega=$3645 VIX=16.27 Fwd - >>3000 VIX Dec23 20th 12.5 Puts $0.21 (CboeTheo=0.21) MID CBOE 09:53:49.920 IV=57.7% +0.3 CBOE 13 x $0.20 - $0.22 x 6158 CBOE Vega=$2391 VIX=13.52 Fwd
- >>5000 C Dec23 48.0 Puts $0.55 (CboeTheo=0.55) ASK EMLD 09:54:05.458 IV=25.0% -0.8 MPRL 34 x $0.54 - $0.55 x 5316 EMLD OPENING Vega=$15k C=48.41 Ref
- SWEEP DETECTED:
>>6438 C Dec23 48.0 Puts $0.55 (CboeTheo=0.55) ASK [MULTI] 09:54:05.458 IV=25.0% -0.8 MPRL 34 x $0.54 - $0.55 x 5316 EMLD OPENING Vega=$19k C=48.41 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 750 NN Dec23 4.0 Puts $0.25 (CboeTheo=0.19) ASK [MULTI] 09:54:05.936 IV=109.0% +30.1 BZX 200 x $0.20 - $0.25 x 335 ISE
Delta=-43%, EST. IMPACT = 32k Shares ($131k) To Sell NN=4.06 Ref - >>9996 C Jan24 50.0 Calls $1.15 (CboeTheo=1.13) MID PHLX 09:54:13.758 IV=24.9% -0.2 MPRL 27 x $1.14 - $1.16 x 452 C2 COB/AUCTION Vega=$65k C=48.38 Ref
- >>4998 C Jan24 42.5 Calls $6.35 (CboeTheo=6.41) BID PHLX 09:54:13.758 IV=26.9% -1.4 EDGX 50 x $6.35 - $6.45 x 71 EDGX COB/AUCTION Vega=$11k C=48.38 Ref
- >>2000 VIX Dec23 20th 19.0 Calls $0.18 (CboeTheo=0.19) MID CBOE 09:54:22.834 IV=131.9% -0.6 CBOE 16k x $0.17 - $0.19 x 17 CBOE Vega=$1048 VIX=13.52 Fwd
- SWEEP DETECTED:
>>3993 AAPL Dec23 8th 187.5 Puts $0.09 (CboeTheo=0.10) BID [MULTI] 09:55:01.770 IV=24.2% +0.2 C2 817 x $0.09 - $0.10 x 919 C2 Vega=$7311 AAPL=193.10 Ref - SWEEP DETECTED:
>>2000 C Dec23 8th 48.5 Calls $0.405 (CboeTheo=0.40) MID [MULTI] 09:55:13.089 IV=31.6% -2.7 C2 28 x $0.39 - $0.40 x 211 C2 Vega=$3018 C=48.30 Ref - SWEEP DETECTED:
>>2438 RIVN Dec23 8th 17.5 Puts $0.30 (CboeTheo=0.26) ASK [MULTI] 09:55:23.607 IV=81.1% +12.7 MPRL 69 x $0.27 - $0.30 x 1303 CBOE OPENING Vega=$1296 RIVN=17.84 Ref - >>4957 AMC Dec23 8th 9.0 Calls $0.03 (CboeTheo=0.05) ASK C2 09:56:02.658 IV=199.1% +6.5 MRX 725 x $0.02 - $0.03 x 684 MPRL Vega=$355 AMC=7.01 Ref
- SWEEP DETECTED:
>>6265 AMC Dec23 8th 9.0 Calls $0.03 (CboeTheo=0.05) ASK [MULTI] 09:56:02.658 IV=199.1% +6.5 MRX 725 x $0.02 - $0.03 x 5270 C2 Vega=$449 AMC=7.01 Ref - >>1679 VIX Dec23 20th 47.5 Calls $0.03 (CboeTheo=0.03) BID CBOE 09:56:26.636 IV=263.5% +11.0 CBOE 2000 x $0.03 - $0.04 x 31k CBOE Vega=$164 VIX=13.52 Fwd
- >>2000 VIX Dec23 20th 47.5 Calls $0.03 (CboeTheo=0.03) MID CBOE 09:57:03.025 IV=263.5% +11.0 CBOE 18k x $0.01 - $0.04 x 31k CBOE Vega=$195 VIX=13.52 Fwd
- >>1000 SPX Mar24 2350 Puts $0.85 (CboeTheo=0.81) MID CBOE 09:57:45.789 IV=48.3% +0.1 CBOE 1469 x $0.80 - $0.90 x 604 CBOE FLOOR Vega=$19k SPX=4639.49 Fwd
- >>3099 NIO Dec23 29th 10.0 Calls $0.06 (CboeTheo=0.07) ASK EMLD 09:57:47.619 IV=67.6% -7.5 EMLD 3326 x $0.05 - $0.06 x 3100 EMLD Vega=$1106 NIO=7.89 Ref
- SPLIT TICKET:
>>1200 SPX Mar24 2350 Puts $0.85 (CboeTheo=0.81) MID [CBOE] 09:57:45.709 IV=48.3% +0.1 CBOE 1469 x $0.80 - $0.90 x 604 CBOE FLOOR Vega=$23k SPX=4639.49 Fwd - SPLIT TICKET:
>>3500 NIO Dec23 29th 10.0 Calls $0.06 (CboeTheo=0.07) ASK [EMLD] 09:57:47.619 IV=67.6% -7.5 EMLD 3326 x $0.05 - $0.06 x 3500 EMLD Vega=$1249 NIO=7.90 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4000 Puts $0.40 (CboeTheo=0.41) BID [CBOE] 09:57:48.114 IV=34.5% +1.1 CBOE 3254 x $0.40 - $0.45 x 100 CBOE Vega=$12k SPX=4588.75 Fwd - SWEEP DETECTED:
>>3507 AAPL Dec23 8th 187.5 Puts $0.08 (CboeTheo=0.10) BID [MULTI] 09:57:51.777 IV=23.4% -0.6 C2 1232 x $0.08 - $0.09 x 557 C2 Vega=$6107 AAPL=193.01 Ref - >>10000 SAVE Dec23 12.0 Puts $0.40 (CboeTheo=0.51) BID AMEX 09:58:24.331 IV=141.7% -14.8 PHLX 30 x $0.32 - $0.52 x 5 ARCA SPREAD/FLOOR SSR Vega=$6330 SAVE=14.13 Ref
- >>10000 SAVE Feb24 5.0 Puts $0.65 (CboeTheo=0.60) ASK AMEX 09:58:24.332 IV=233.1% +10.2 MPRL 5 x $0.56 - $0.65 x 10 ARCA SPREAD/FLOOR SSR Vega=$7807 SAVE=14.13 Ref
- SWEEP DETECTED:
>>2138 AAPL Dec23 185 Puts $0.29 (CboeTheo=0.30) ASK [MULTI] 09:58:31.558 IV=21.3% -0.5 C2 653 x $0.28 - $0.29 x 268 C2 Vega=$11k AAPL=193.05 Ref - SWEEP DETECTED:
>>4205 AAPL Dec23 185 Puts $0.30 (CboeTheo=0.30) ASK [MULTI] 09:58:37.057 IV=21.5% -0.3 BZX 146 x $0.29 - $0.30 x 868 C2 Vega=$23k AAPL=193.06 Ref - SWEEP DETECTED:
>>2000 CCL Jun24 25.0 Calls $0.49 (CboeTheo=0.49) BID [MULTI] 09:59:25.893 IV=44.1% -0.3 MRX 271 x $0.49 - $0.52 x 212 BOX ISO Vega=$6864 CCL=17.20 Ref - SWEEP DETECTED:
>>2000 BKKT Jan24 8.0 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 09:59:43.469 IV=238.8% +14.1 ARCA 0 x $0.00 - $0.05 x 2832 PHLX Vega=$219 BKKT=1.92 Ref - >>Unusual Volume TFC - 3x market weighted volume: 12.1k = 55.2k projected vs 17.0k adv, 95% calls, 4% of OI [TFC 34.20 +1.05 Ref, IV=28.2% -0.4]
- >>Market Color VFS - Bearish flow noted in VinFast Auto LTD (7.29 +0.44) with 4,162 puts trading, or 1.5x expected. The Put/Call Ratio is 4.60, while ATM IV is up over 4 points on the day. Earnings are expected on 01/23. [VFS 7.29 +0.44 Ref, IV=126.2% +4.1] #Bearish
- SPLIT TICKET:
>>2266 INTC Jan24 60.0 Calls $0.01 (CboeTheo=0.02) BID [BOX] 10:00:55.318 IV=39.3% -3.5 AMEX 2869 x $0.01 - $0.03 x 23 BZX AUCTION Vega=$587 INTC=41.81 Ref - >>5294 AR Jan24 23.0 Calls $1.15 (CboeTheo=1.13) ASK MIAX 10:01:14.545 IV=38.7% -1.0 C2 241 x $1.13 - $1.15 x 5294 MIAX OPENING Vega=$17k AR=22.71 Ref
- >>2000 RKT Jun24 12.0 Calls $0.70 (CboeTheo=0.70) BID AMEX 10:01:20.461 IV=46.5% -0.1 EDGX 114 x $0.68 - $0.76 x 619 PHLX FLOOR - OPENING Vega=$5444 RKT=10.04 Ref
- >>2073 NIO Dec23 8.0 Calls $0.29 (CboeTheo=0.30) ASK NOM 10:01:21.137 IV=65.2% -9.5 EMLD 4607 x $0.28 - $0.29 x 2073 NOM Vega=$1041 NIO=7.91 Ref
- SPLIT TICKET:
>>2087 NIO Dec23 8.0 Calls $0.29 (CboeTheo=0.30) ASK [NOM] 10:01:20.823 IV=66.1% -8.6 EMLD 4744 x $0.28 - $0.29 x 2085 NOM Vega=$1047 NIO=7.89 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 561 THO Dec23 115 Calls $0.80 (CboeTheo=0.82) BID [MULTI] 10:01:24.550 IV=33.7% -36.8 PHLX 73 x $0.80 - $1.15 x 32 BOX Post-Earnings
Delta=24%, EST. IMPACT = 13k Shares ($1.47m) To Sell THO=110.34 Ref - >>2900 COF Mar24 105 Puts $2.65 (CboeTheo=2.56) ASK CBOE 10:01:31.282 IV=33.0% +1.6 PHLX 68 x $2.55 - $2.65 x 10 ARCA FLOOR - OPENING Vega=$52k COF=117.70 Ref
- >>Market Color DAL - Delta Airlines calls take off as sector rebounds. Shaers up $1.69, or 4.48%, this morning near $39.30 with total option volume 4x normal and calls leading puts 5:1. Largest trade hit the market just after 10:02am ET when a buyer paid 1.25 for 10k April 45 calls in a sweep as shares traded 39.23, opening a new $1.25M premium position struck nearly 15% above spot. (Henry Schwartz (Cboe Global Markets)) [DAL 39.16 +1.55 Ref, IV=32.8% +2.4] #Bought
- SWEEP DETECTED:
>>Bullish Delta Impact 795 TNP Mar24 19.6 Calls $2.15 (CboeTheo=1.97) ASK [MULTI] 10:01:58.839 IV=45.0% +4.2 BOX 6 x $1.90 - $2.15 x 277 PHLX
Delta=60%, EST. IMPACT = 48k Shares ($959k) To Buy TNP=20.13 Ref - SWEEP DETECTED:
>>2500 INTC Jan24 55.0 Calls $0.04 (CboeTheo=0.04) BID [MULTI] 10:02:06.144 IV=36.7% -0.3 MRX 226 x $0.04 - $0.05 x 1338 EMLD ISO Vega=$1967 INTC=41.81 Ref - >>Unusual Volume QS - 3x market weighted volume: 11.0k = 47.7k projected vs 15.9k adv, 85% calls, 4% of OI [QS 7.17 +0.36 Ref, IV=69.7% +0.8]
- >>9461 DAL Apr24 45.0 Calls $1.25 (CboeTheo=1.24) ASK MIAX 10:02:30.408 IV=30.8% +0.1 MPRL 9 x $1.22 - $1.25 x 431 MPRL ISO/AUCTION - OPENING Vega=$78k DAL=39.26 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 10000 DAL Apr24 45.0 Calls $1.249 (CboeTheo=1.23) Above Ask! [MULTI] 10:02:29.871 IV=30.8% +0.1 EMLD 76 x $1.21 - $1.24 x 28 EMLD ISO - OPENING
Delta=30%, EST. IMPACT = 297k Shares ($11.6m) To Buy DAL=39.23 Ref - SWEEP DETECTED:
>>2537 LCID Dec23 8th 4.5 Calls $0.08 (CboeTheo=0.08) ASK [MULTI] 10:02:46.192 IV=85.3% +2.6 EMLD 3526 x $0.07 - $0.08 x 1451 BZX Vega=$340 LCID=4.42 Ref - >>2520 AAPL Apr24 170 Puts $2.53 (CboeTheo=2.53) BID MRX 10:03:01.208 IV=25.0% -0.2 EMLD 133 x $2.53 - $2.57 x 199 EMLD AUCTION Vega=$72k AAPL=192.66 Ref
- SWEEP DETECTED:
>>2390 DAL Jan24 40.0 Calls $1.67 (CboeTheo=1.64) ASK [MULTI] 10:03:04.911 IV=34.2% +0.9 C2 64 x $1.63 - $1.67 x 447 PHLX ISO Vega=$13k DAL=39.30 Ref - >>2392 C Dec23 48.0 Puts $0.51 (CboeTheo=0.49) BID BZX 10:04:09.530 IV=25.4% -0.5 BZX 1950 x $0.51 - $0.52 x 397 MPRL OPENING Vega=$6999 C=48.53 Ref
- SWEEP DETECTED:
>>4675 C Dec23 48.0 Puts $0.51 (CboeTheo=0.50) BID [MULTI] 10:04:09.526 IV=25.2% -0.6 BZX 4347 x $0.51 - $0.52 x 212 C2 OPENING Vega=$14k C=48.52 Ref - SWEEP DETECTED:
>>2123 M Jan24 5th 19.0 Calls $0.23 (CboeTheo=0.21) ASK [MULTI] 10:04:12.818 IV=48.5% +0.2 MPRL 32 x $0.20 - $0.23 x 186 C2 OPENING Vega=$2794 M=16.75 Ref - >>5000 NIO Dec23 29th 7.5 Puts $0.30 (CboeTheo=0.30) ASK MRX 10:04:48.243 IV=64.0% -0.1 C2 5555 x $0.29 - $0.30 x 438 EMLD AUCTION Vega=$3618 NIO=7.94 Ref
- >>10000 RIVN Mar24 25.0 Calls $1.01 (CboeTheo=1.00) BID PHLX 10:06:13.494 IV=70.6% -0.0 ARCA 2 x $1.01 - $1.02 x 15 ARCA SPREAD/CROSS/TIED Vega=$33k RIVN=18.59 Ref
- SWEEP DETECTED:
>>3445 GM Dec23 33.0 Puts $0.34 (CboeTheo=0.36) BID [MULTI] 10:06:35.340 IV=29.1% -0.6 C2 1245 x $0.34 - $0.36 x 212 C2 ISO Vega=$6668 GM=33.62 Ref - SWEEP DETECTED:
>>3000 F Jan24 11.35 Calls $0.26 (CboeTheo=0.24) ASK [MULTI] 10:07:04.289 IV=28.3% +0.4 PHLX 2901 x $0.25 - $0.26 x 6440 EMLD Vega=$4304 F=10.86 Ref - >>2000 JD Dec23 26.0 Puts $0.50 (CboeTheo=0.49) ASK PHLX 10:07:34.896 IV=42.2% +2.8 MRX 289 x $0.47 - $0.50 x 379 EDGX SPREAD/CROSS/TIED - OPENING Vega=$3224 JD=26.41 Ref
- >>4000 AAL Jan24 5th 12.5 Puts $0.16 (CboeTheo=0.16) MID PHLX 10:07:51.568 IV=38.5% +1.6 EMLD 1899 x $0.14 - $0.17 x 3171 GEMX TIED/FLOOR - OPENING Vega=$4228 AAL=13.68 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 872 STKL Dec23 5.0 Puts $0.30 (CboeTheo=0.22) ASK [MULTI] 10:07:57.389 IV=84.4% +20.8 EDGX 0 x $0.00 - $0.30 x 656 MPRL
Delta=-51%, EST. IMPACT = 45k Shares ($220k) To Sell STKL=4.94 Ref - SWEEP DETECTED:
>>4970 BAC Dec23 31.0 Calls $0.65 (CboeTheo=0.62) ASK [MULTI] 10:08:02.383 IV=24.9% +2.0 C2 2600 x $0.62 - $0.65 x 1649 EDGX Vega=$9570 BAC=31.23 Ref - SWEEP DETECTED:
>>2292 INTC Dec23 22nd 43.0 Calls $0.758 (CboeTheo=0.75) Above Ask! [MULTI] 10:08:46.773 IV=32.5% +0.4 C2 122 x $0.74 - $0.75 x 178 C2 ISO - OPENING Vega=$7778 INTC=41.94 Ref - SWEEP DETECTED:
>>2156 PATH Dec23 17.5 Puts $0.05 (CboeTheo=0.02) ASK [MULTI] 10:09:28.110 IV=115.9% +17.4 PHLX 0 x $0.00 - $0.05 x 734 AMEX ISO Vega=$536 PATH=24.50 Ref - >>2000 X Dec23 35.0 Calls $1.78 (CboeTheo=1.78) BID BOX 10:09:46.613 IV=44.3% +1.5 EDGX 98 x $1.72 - $1.87 x 119 PHLX SPREAD/FLOOR Vega=$3973 X=36.25 Ref
- >>2500 X Jan24 34.0 Puts $0.76 (CboeTheo=0.75) MID BOX 10:09:46.613 IV=34.9% -0.1 ISE 1 x $0.74 - $0.77 x 4 ARCA SPREAD/FLOOR Vega=$10k X=36.24 Ref
- >>2500 X Jan24 30.0 Puts $0.20 (CboeTheo=0.29) MID BOX 10:09:46.613 IV=41.7% -4.1 PHLX 185 x $0.10 - $0.29 x 28 BZX SPREAD/FLOOR Vega=$4760 X=36.24 Ref
- >>4791 NIO Dec23 29th 7.5 Puts $0.30 (CboeTheo=0.27) BID EDGX 10:11:12.371 IV=69.3% +5.2 EDGX 4791 x $0.30 - $0.31 x 2563 CBOE Vega=$3412 NIO=8.05 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3923 BCRX Dec23 6.0 Puts $0.60 (CboeTheo=0.71) BID [MULTI] 10:11:11.767 IV=45.7% -46.4 PHLX 810 x $0.60 - $0.75 x 1 GEMX ISO SSR
Delta=-91%, EST. IMPACT = 358k Shares ($1.94m) To Buy BCRX=5.42 Ref - SPLIT TICKET:
>>4975 NIO Dec23 29th 7.5 Puts $0.30 (CboeTheo=0.28) BID [EDGX] 10:11:11.540 IV=68.0% +3.9 EDGX 4971 x $0.30 - $0.31 x 1054 C2 Vega=$3557 NIO=8.03 Ref - >>4700 OXY Dec23 8th 57.0 Puts $0.52 (CboeTheo=0.50) ASK ARCA 10:11:33.132 IV=26.6% +1.9 C2 146 x $0.50 - $0.52 x 264 C2 SPREAD/FLOOR ExDiv Vega=$8375 OXY=57.06 Ref
- >>4700 OXY Jan24 12th 54.0 Puts $0.62 (CboeTheo=0.60) ASK ARCA 10:11:33.132 IV=25.2% +0.6 C2 81 x $0.58 - $0.62 x 151 MRX SPREAD/FLOOR - OPENING ExDiv Vega=$26k OXY=57.06 Ref
- >>Unusual Volume DOCU - 3x market weighted volume: 14.9k = 55.2k projected vs 18.4k adv, 73% calls, 5% of OI [DOCU 48.50 +2.44 Ref, IV=56.8% -0.6]
- SPLIT TICKET:
>>2125 C Dec23 49.5 Puts $1.17 (CboeTheo=1.16) BID [NOM] 10:12:21.810 IV=26.1% -1.5 NOM 480 x $1.17 - $1.18 x 18 BXO OPENING Vega=$6292 C=48.80 Ref - >>2000 TTWO Jan24 160 Calls $4.20 (CboeTheo=4.12) BID PHLX 10:12:46.043 IV=22.2% -0.1 BOX 26 x $4.15 - $4.30 x 22 BOX SPREAD/FLOOR - OPENING Vega=$44k TTWO=157.38 Ref
- >>2000 TTWO Jan24 150 Puts $2.05 (CboeTheo=1.94) ASK PHLX 10:12:46.046 IV=24.5% +0.6 BOX 19 x $1.97 - $2.05 x 2 BXO SPREAD/FLOOR Vega=$35k TTWO=157.38 Ref
- >>2225 RIVN Dec23 8th 17.0 Calls $1.75 (CboeTheo=1.77) MID PHLX 10:12:51.473 IV=84.9% +16.4 C2 295 x $1.74 - $1.77 x 10 ARCA SPREAD/CROSS/TIED Vega=$450 RIVN=18.70 Ref
- >>Unusual Volume LEN - 3x market weighted volume: 5202 = 18.4k projected vs 5805 adv, 85% puts, 4% of OI [LEN 135.77 +3.87 Ref, IV=33.1% -0.3]
- >>9999 TFC Jan24 32.5 Calls $2.63 (CboeTheo=2.66) BID CBOE 10:14:52.934 IV=32.6% +0.8 PHLX 67 x $2.60 - $2.75 x 84 C2 COB/AUCTION Vega=$41k TFC=34.16 Ref
- >>9999 TFC Feb24 35.0 Calls $1.61 (CboeTheo=1.57) ASK CBOE 10:14:52.934 IV=31.7% +0.6 PHLX 70 x $1.55 - $1.65 x 16 BOX COB/AUCTION - OPENING Vega=$59k TFC=34.16 Ref
- >>Market Color @STOCK - Heavy first hour option volume is noted in : NE, DXJ, URA, TMC, HASI, FIVN, ALT, FTI, KHC.
- >>Market Color ALT - Bullish option flow detected in Altimmune (6.15 +0.98) with 16,563 calls trading (15x expected) and implied vol increasing almost 12 points to 164.33%. . The Put/Call Ratio is 0.16. Earnings are expected on 02/26. [ALT 6.15 +0.98 Ref, IV=164.3% +12.0] #Bullish
- >>4000 PLTR Mar24 15.0 Puts $1.02 (CboeTheo=1.01) ASK PHLX 10:15:10.969 IV=64.9% +0.8 MPRL 44 x $1.01 - $1.02 x 222 CBOE TIED/FLOOR Vega=$12k PLTR=17.75 Ref
- >>4500 NIO Dec23 29th 7.5 Puts $0.27 (CboeTheo=0.25) BID EDGX 10:16:20.465 IV=70.3% +6.3 EDGX 4500 x $0.27 - $0.28 x 2120 EMLD Vega=$3109 NIO=8.19 Ref
- SPLIT TICKET:
>>5000 NIO Dec23 29th 7.5 Puts $0.27 (CboeTheo=0.25) BID [EDGX] 10:16:20.464 IV=70.3% +6.3 EDGX 4500 x $0.27 - $0.28 x 2120 EMLD Vega=$3455 NIO=8.19 Ref - SWEEP DETECTED:
>>2917 DAL Jan24 40.0 Calls $1.62 (CboeTheo=1.59) ASK [MULTI] 10:16:25.717 IV=34.4% +1.2 EMLD 24 x $1.58 - $1.62 x 553 CBOE ISO Vega=$16k DAL=39.16 Ref - SWEEP DETECTED:
>>8427 F Jan25 19.35 Calls $0.13 (CboeTheo=0.12) ASK [MULTI] 10:16:35.104 IV=35.0% -0.3 EMLD 1 x $0.12 - $0.13 x 2739 EMLD ISO Vega=$15k F=10.82 Ref - >>2000 GOOG Dec23 134 Calls $1.61 (CboeTheo=1.60) MID PHLX 10:16:45.955 IV=25.2% +0.1 AMEX 10 x $1.59 - $1.63 x 93 C2 AUCTION - OPENING Vega=$17k GOOG=132.62 Ref
- >>10000 CHPT Dec23 2.0 Puts $0.23 (CboeTheo=0.23) MID AMEX 10:17:27.487 IV=210.4% -7.7 EDGX 800 x $0.22 - $0.24 x 128 C2 FLOOR Pre-Earnings Vega=$1269 CHPT=2.08 Ref
- >>3904 DIS Jan24 95.0 Calls $1.53 (CboeTheo=1.52) MID CBOE 10:17:53.452 IV=21.6% -0.0 C2 83 x $1.52 - $1.55 x 402 ARCA COB/AUCTION Vega=$46k DIS=91.58 Ref
- >>3904 DIS Jan24 100 Calls $0.54 (CboeTheo=0.57) MID CBOE 10:17:53.452 IV=22.5% -0.6 CBOE 354 x $0.53 - $0.56 x 10 EMLD COB/AUCTION Vega=$30k DIS=91.58 Ref
- SWEEP DETECTED:
>>4289 AAPL Dec23 200 Calls $0.30 (CboeTheo=0.30) ASK [MULTI] 10:18:14.810 IV=17.4% +0.3 EMLD 679 x $0.29 - $0.30 x 1647 C2 Vega=$27k AAPL=193.10 Ref - >>2348 BAC Jan24 31.0 Puts $0.75 (CboeTheo=0.74) BID ARCA 10:18:38.515 IV=24.7% +1.3 ARCA 2348 x $0.75 - $0.76 x 1655 EDGX Vega=$9810 BAC=31.50 Ref
- SPLIT TICKET:
>>2351 BAC Jan24 31.0 Puts $0.75 (CboeTheo=0.74) BID [ARCA] 10:18:38.509 IV=24.6% +1.2 ARCA 2351 x $0.75 - $0.76 x 2243 EDGX ISO Vega=$9827 BAC=31.50 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 AMPY Jan24 5.0 Calls $0.95 (CboeTheo=0.99) BID [MULTI] 10:20:13.572 IV=30.1% -15.3 PHLX 416 x $0.95 - $1.05 x 14 MPRL
Delta=96%, EST. IMPACT = 96k Shares ($564k) To Sell AMPY=5.89 Ref - >>9854 BABA Jan24 80.0 Calls $1.17 (CboeTheo=1.16) ASK CBOE 10:22:59.233 IV=36.5% +0.5 EDGX 130 x $1.14 - $1.17 x 1 ARCA COB/AUCTION Vega=$76k BABA=72.75 Ref
- >>9854 BABA Jan24 85.0 Calls $0.59 (CboeTheo=0.59) MID CBOE 10:22:59.233 IV=38.7% +0.3 BOX 267 x $0.58 - $0.61 x 520 EMLD COB/AUCTION Vega=$53k BABA=72.75 Ref
- SWEEP DETECTED:
>>2084 PLTR Dec23 8th 16.5 Puts $0.07 (CboeTheo=0.07) ASK [MULTI] 10:25:01.395 IV=70.4% -0.1 EMLD 3505 x $0.06 - $0.07 x 694 C2 OPENING Vega=$640 PLTR=17.48 Ref - SPLIT TICKET:
>>1003 SPXW Dec23 6th 4580 Calls $4.40 (CboeTheo=4.56) MID [CBOE] 10:25:32.953 IV=15.9% +5.3 CBOE 219 x $4.30 - $4.50 x 163 CBOE FLOOR Vega=$43k SPX=4573.09 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 6th 4615 Calls $0.15 (CboeTheo=0.16) BID [CBOE] 10:26:01.291 IV=18.2% +7.7 CBOE 1683 x $0.15 - $0.20 x 12 CBOE Vega=$6160 SPX=4571.58 Fwd - >>8000 FIVN Feb24 100 Calls $1.00 (CboeTheo=1.29) BID CBOE 10:26:17.207 IV=39.2% -8.4 PHLX 31 x $0.85 - $1.40 x 10 PHLX SPREAD/LEGGED/FLOOR - OPENING Vega=$68k FIVN=81.15 Ref
- >>8000 FIVN Feb24 90.0 Calls $3.50 (CboeTheo=3.15) Above Ask! CBOE 10:26:17.292 IV=44.5% -2.3 PHLX 73 x $2.80 - $3.40 x 1 NOM SPREAD/LEGGED/FLOOR - OPENING Vega=$108k FIVN=81.15 Ref
- >>2500 CCL Dec23 29th 17.5 Calls $0.88 (CboeTheo=0.86) ASK BOX 10:26:28.631 IV=56.1% +2.5 EDGX 1366 x $0.84 - $0.88 x 993 PHLX SPREAD/FLOOR - OPENING Vega=$4339 CCL=17.23 Ref
- >>3000 CCL Jan24 16.0 Calls $1.95 (CboeTheo=1.97) BID BOX 10:26:28.631 IV=50.4% +0.2 EDGX 554 x $1.95 - $1.99 x 647 EDGX SPREAD/FLOOR Vega=$6189 CCL=17.23 Ref
- >>3000 CCL Jan24 19.0 Calls $0.58 (CboeTheo=0.57) ASK BOX 10:26:28.631 IV=49.1% +0.3 CBOE 963 x $0.56 - $0.58 x 281 C2 SPREAD/FLOOR Vega=$6526 CCL=17.23 Ref
- SWEEP DETECTED:
>>2705 MPW Dec23 29th 5.5 Calls $0.16 (CboeTheo=0.15) ASK [MULTI] 10:26:32.508 IV=55.1% +1.7 PHLX 422 x $0.13 - $0.16 x 876 MPRL OPENING Vega=$1313 MPW=5.13 Ref - SWEEP DETECTED:
>>2000 INTC Dec23 29th 43.0 Calls $0.838 (CboeTheo=0.82) Above Ask! [MULTI] 10:26:54.540 IV=30.7% +0.6 C2 51 x $0.82 - $0.83 x 48 BZX ISO - OPENING Vega=$8061 INTC=41.73 Ref - SWEEP DETECTED:
>>2499 RIVN Dec23 8th 20.0 Calls $0.11 (CboeTheo=0.14) ASK [MULTI] 10:27:36.024 IV=93.7% -1.5 C2 2521 x $0.10 - $0.11 x 1185 MPRL Vega=$887 RIVN=18.52 Ref - >>2250 LEN Jan24 125 Puts $2.10 (CboeTheo=2.07) MID PHLX 10:29:12.387 IV=34.5% +1.0 PHLX 98 x $2.00 - $2.20 x 237 PHLX SPREAD/CROSS/TIED - OPENING 52WeekHigh Vega=$31k LEN=135.75 Ref
- >>2250 LEN Jan24 120 Puts $1.30 (CboeTheo=1.29) MID PHLX 10:29:12.387 IV=36.5% +1.1 EDGX 58 x $1.25 - $1.35 x 96 EDGX SPREAD/CROSS/TIED 52WeekHigh Vega=$24k LEN=135.75 Ref
- SPLIT TICKET:
>>1000 SPX Feb24 4000 Puts $9.90 (CboeTheo=9.78) ASK [CBOE] 10:29:11.370 IV=20.7% -0.0 CBOE 1404 x $9.70 - $9.90 x 924 CBOE Vega=$235k SPX=4618.25 Fwd - SWEEP DETECTED:
>>5017 MSFT Dec23 29th 370 Puts $6.67 (CboeTheo=6.80) Below Bid! [MULTI] 10:29:22.984 IV=19.6% -0.2 AMEX 82 x $6.75 - $6.85 x 39 BOX OPENING Vega=$186k MSFT=369.87 Ref - >>20000 CHPT Jan24 2.5 Calls $0.24 (CboeTheo=0.23) MID AMEX 10:29:44.162 IV=134.5% +0.9 C2 764 x $0.23 - $0.25 x 91 BZX FLOOR - OPENING Pre-Earnings Vega=$5638 CHPT=2.06 Ref
- >>Market Color BXMT - Bearish flow noted in Blackstone Mortgage (22.44 -0.05) with 4,626 puts trading, or 6x expected. The Put/Call Ratio is 8.98, while ATM IV is up nearly 13 points on the day. Earnings are expected on 02/06. [BXMT 22.44 -0.05 Ref, IV=48.2% +12.5] #Bearish
- >>2500 WMT Jan24 135 Puts $0.23 (CboeTheo=0.24) BID PHLX 10:30:32.220 IV=23.0% -0.6 EDGX 533 x $0.23 - $0.25 x 192 MPRL SPREAD/CROSS/TIED ExDiv Vega=$13k WMT=153.70 Ref
- >>2500 WMT Jan24 175 Calls $0.13 (CboeTheo=0.14) BID PHLX 10:30:32.220 IV=19.4% +1.4 C2 287 x $0.13 - $0.15 x 334 EMLD SPREAD/CROSS/TIED ExDiv Vega=$11k WMT=153.70 Ref
- >>Unusual Volume ALGM - 13x market weighted volume: 6874 = 20.7k projected vs 1577 adv, 100% calls, 11% of OI [ALGM 27.23 +0.62 Ref, IV=36.5% +0.4]
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>>1000 SPXW Dec23 6th 4615 Calls $0.20 (CboeTheo=0.25) BID [CBOE] 10:31:10.896 IV=17.3% +6.8 CBOE 1303 x $0.20 - $0.25 x 476 CBOE Vega=$7860 SPX=4576.72 Fwd - SWEEP DETECTED:
>>8090 LCID May24 10.0 Calls $0.15 (CboeTheo=0.12) ASK [MULTI] 10:32:53.836 IV=92.8% +3.7 EMLD 293 x $0.09 - $0.15 x 2066 EMLD ISO - OPENING Vega=$5220 LCID=4.47 Ref - >>Unusual Volume TAL - 8x market weighted volume: 14.4k = 42.2k projected vs 4954 adv, 94% puts, 13% of OI [TAL 11.36 +0.09 Ref, IV=57.0% -5.8]
- >>3000 XPEV Dec23 16.0 Calls $1.11 (CboeTheo=1.13) BID BOX 10:34:21.147 IV=66.4% -4.3 EMLD 377 x $1.11 - $1.14 x 36 ARCA FLOOR - OPENING Vega=$2852 XPEV=16.73 Ref
- SWEEP DETECTED:
>>2000 GME Jan24 127.5 Calls $0.11 (CboeTheo=0.11) ASK [MULTI] 10:34:33.824 IV=260.7% +3.7 EDGX 5 x $0.07 - $0.11 x 1050 NOM ISO Pre-Earnings / SSR Vega=$678 GME=15.02 Ref - >>7500 EDR Dec23 22.5 Puts $0.10 (CboeTheo=0.17) MID ISE 10:35:56.478 IV=43.2% -4.1 AMEX 102 x $0.05 - $0.15 x 1705 ARCA CROSS Vega=$5844 EDR=24.39 Ref
- >>2000 PLAY Dec23 40.0 Calls $5.90 (CboeTheo=5.97) BID BOX 10:35:57.888 IV=41.2% -59.4 MPRL 22 x $5.80 - $6.50 x 18 BZX FLOOR Post-Earnings Vega=$633 PLAY=45.81 Ref
- SWEEP DETECTED:
>>4146 C Dec23 29th 45.0 Puts $0.13 (CboeTheo=0.12) ASK [MULTI] 10:36:24.338 IV=26.2% +3.2 C2 347 x $0.12 - $0.13 x 490 C2 OPENING Vega=$8281 C=48.97 Ref - >>4100 NU Dec23 8.0 Puts $0.08 (CboeTheo=0.09) BID CBOE 10:37:05.330 IV=35.0% -2.4 EMLD 2134 x $0.08 - $0.11 x 26 BOX SPREAD/LEGGED/FLOOR Vega=$1804 NU=8.26 Ref
- >>3650 NU Jan24 8.0 Puts $0.26 (CboeTheo=0.26) MID CBOE 10:37:05.387 IV=34.8% +0.5 EMLD 145 x $0.25 - $0.27 x 54 C2 SPREAD/LEGGED/FLOOR Vega=$3921 NU=8.26 Ref
- >>6900 NU Dec23 8.0 Puts $0.09 (CboeTheo=0.09) MID CBOE 10:37:05.446 IV=37.3% -0.2 EMLD 2134 x $0.08 - $0.11 x 26 BOX SPREAD/LEGGED/FLOOR Vega=$3093 NU=8.26 Ref
- >>2500 BABA Jan24 85.0 Calls $0.58 (CboeTheo=0.58) MID PHLX 10:38:16.854 IV=39.0% +0.6 EMLD 202 x $0.56 - $0.59 x 203 EMLD SPREAD/FLOOR Vega=$13k BABA=72.53 Ref
- >>2500 BABA Jan24 85.0 Puts $13.65 (CboeTheo=13.63) ASK PHLX 10:38:16.854 IV=39.4% +1.1 EDGX 73 x $13.55 - $13.70 x 130 EDGX SPREAD/FLOOR Vega=$11k BABA=72.53 Ref
- >>Unusual Volume CHWY - 3x market weighted volume: 36.5k = 101.1k projected vs 33.7k adv, 51% calls, 8% of OI Pre-Earnings [CHWY 19.55 +1.12 Ref, IV=91.9% -1.3]
- SWEEP DETECTED:
>>2527 RIVN Dec23 8th 18.0 Puts $0.14 (CboeTheo=0.14) ASK [MULTI] 10:40:26.634 IV=96.5% +24.8 GEMX 597 x $0.13 - $0.14 x 675 GEMX AUCTION - OPENING Vega=$981 RIVN=19.25 Ref - >>4000 VFC Jan26 22.5 Calls $4.40 (CboeTheo=4.27) ASK ARCA 10:40:35.441 IV=50.6% +1.4 PHLX 395 x $4.00 - $4.50 x 271 PHLX CROSS - OPENING Vega=$41k VFC=18.66 Ref
- SWEEP DETECTED:
>>2000 NIO Dec23 9.0 Calls $0.10 (CboeTheo=0.10) ASK [MULTI] 10:41:12.224 IV=76.5% -7.1 EMLD 4258 x $0.09 - $0.10 x 1310 EMLD Vega=$710 NIO=8.04 Ref - SWEEP DETECTED:
>>2916 PLTR Dec23 8th 17.5 Calls $0.37 (CboeTheo=0.37) ASK [MULTI] 10:41:35.473 IV=67.2% +6.2 MPRL 33 x $0.36 - $0.37 x 812 C2 OPENING Vega=$1595 PLTR=17.50 Ref - >>4500 HCP Dec23 22.5 Puts $0.85 (CboeTheo=0.75) ASK AMEX 10:42:03.202 IV=130.8% +10.3 BOX 61 x $0.70 - $0.85 x 42 PHLX CROSS - OPENING Vega=$5713 HCP=25.40 Ref
- SPLIT TICKET:
>>2050 BURL Jan24 12th 200 Calls $1.112 (CboeTheo=1.27) BID [ARCA] 10:42:56.342 IV=30.1% -1.6 PHLX 96 x $0.40 - $2.95 x 23 PHLX FLOOR - OPENING Vega=$26k BURL=178.16 Ref - SPLIT TICKET:
>>2000 AMZN Jan24 130 Puts $0.79 (CboeTheo=0.79) ASK [MPRL] 10:43:04.105 IV=29.2% -0.2 MRX 671 x $0.78 - $0.79 x 2000 MPRL Vega=$19k AMZN=145.76 Ref - >>2000 BABA Jul24 80.0 Calls $6.00 (CboeTheo=5.94) MID PHLX 10:44:04.314 IV=37.0% +0.4 BZX 3 x $5.95 - $6.05 x 37 MPRL SPREAD/CROSS/TIED - OPENING Vega=$45k BABA=72.42 Ref
- >>2000 BABA Jul24 115 Calls $0.98 (CboeTheo=0.98) BID PHLX 10:44:04.314 IV=39.7% -0.0 PHLX 21 x $0.96 - $1.03 x 2 ARCA SPREAD/CROSS/TIED - OPENING Vega=$21k BABA=72.42 Ref
- >>Market Color RKT - Bullish option flow detected in Rocket Companies (10.38 +0.62) with 26,011 calls trading (11x expected) and implied vol increasing over 5 points to 47.49%. . The Put/Call Ratio is 0.03. Earnings are expected on 02/29. [RKT 10.38 +0.62 Ref, IV=47.5% +5.0] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 1798 CLAR May24 7.5 Calls $0.629 (CboeTheo=0.55) ASK [MULTI] 10:45:04.542 IV=63.6% +5.4 BOX 11 x $0.49 - $0.63 x 531 PHLX
Delta=42%, EST. IMPACT = 76k Shares ($467k) To Buy CLAR=6.17 Ref - >>3000 CERE Dec23 30.0 Puts $0.90 (CboeTheo=0.76) ASK BOX 10:45:14.934 IV=143.9% +14.2 ARCA 1 x $0.50 - $0.90 x 142 PHLX FLOOR - OPENING 52WeekHigh Vega=$4522 CERE=36.26 Ref
- >>5400 ARCH May24 210 Calls $6.20 (CboeTheo=7.00) ASK PHLX 10:45:28.428 IV=37.2% -1.4 BOX 32 x $4.50 - $7.30 x 5 ARCA SPREAD/CROSS/TIED - OPENING Vega=$205k ARCH=172.36 Ref
- >>5400 ALGM Jan24 32.5 Calls $0.10 (CboeTheo=0.16) BID CBOE 10:45:43.726 IV=33.1% -5.3 CBOE 69 x $0.10 - $0.20 x 213 CBOE FLOOR - OPENING Vega=$7466 ALGM=27.18 Ref
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>>9000 ALGM Jan24 32.5 Calls $0.113 (CboeTheo=0.16) BID [CBOE] 10:45:43.726 IV=33.1% -5.3 CBOE 69 x $0.10 - $0.20 x 213 CBOE FLOOR - OPENING Vega=$12k ALGM=27.18 Ref - SWEEP DETECTED:
>>8741 HOOD Feb24 20.0 Calls $0.251 (CboeTheo=0.21) Above Ask! [MULTI] 10:45:50.150 IV=92.0% +3.2 MPRL 71 x $0.20 - $0.25 x 1344 EDGX OPENING Vega=$9332 HOOD=11.40 Ref - >>3278 STNE Jan24 11.0 Calls $5.63 (CboeTheo=5.71) BID PHLX 10:45:55.634 IV=62.0% -14.4 BOX 33 x $5.60 - $5.70 x 7 BZX COB/AUCTION 52WeekHigh Vega=$995 STNE=16.54 Ref
- >>3278 STNE Jan24 15.0 Calls $2.03 (CboeTheo=2.01) MID PHLX 10:45:55.634 IV=46.6% +2.4 PHLX 211 x $1.95 - $2.10 x 582 PHLX COB/AUCTION 52WeekHigh Vega=$5836 STNE=16.54 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3004 RKT Dec23 8th 10.0 Calls $0.50 (CboeTheo=0.49) ASK [MULTI] 10:46:05.192 IV=71.7% +17.1 PHLX 492 x $0.35 - $0.50 x 100 NOM OPENING
Delta=78%, EST. IMPACT = 233k Shares ($2.43m) To Buy RKT=10.43 Ref - >>10700 NIO Jan25 7.5 Puts $1.73 (CboeTheo=1.71) ASK ARCA 10:46:57.041 IV=69.6% +1.6 PHLX 2292 x $1.61 - $1.80 x 2259 EDGX SPREAD/CROSS Vega=$32k NIO=8.12 Ref
- >>10700 NIO Jan25 15.0 Calls $0.88 (CboeTheo=0.92) BID ARCA 10:46:57.041 IV=65.8% -1.7 EMLD 2772 x $0.86 - $0.95 x 53 BOX SPREAD/CROSS Vega=$34k NIO=8.12 Ref
- SWEEP DETECTED:
>>3946 PLTR Jan24 27.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 10:47:02.573 IV=66.6% +2.0 EMLD 2255 x $0.06 - $0.07 x 1266 C2 Vega=$2373 PLTR=17.63 Ref - >>5000 CIM Dec23 5.0 Calls $0.25 (CboeTheo=0.28) MID ISE 10:47:11.450 IV=34.1% -12.0 PHLX 1376 x $0.20 - $0.30 x 172 C2 CROSS Vega=$1050 CIM=5.24 Ref
- SWEEP DETECTED:
>>2386 M Jan24 16.0 Calls $1.404 (CboeTheo=1.38) Above Ask! [MULTI] 10:47:21.509 IV=48.9% +2.6 BZX 75 x $1.36 - $1.40 x 135 C2 ISO Vega=$5233 M=16.61 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2717 FITB Dec23 8th 30.0 Calls $1.05 (CboeTheo=1.14) BID [MULTI] 10:48:09.049 IV=31.4% -4.4 PHLX 440 x $1.05 - $1.15 x 19 BXO OPENING
Delta=92%, EST. IMPACT = 249k Shares ($7.72m) To Sell FITB=31.02 Ref - SWEEP DETECTED:
>>2529 USB Dec23 8th 41.5 Calls $0.15 (CboeTheo=0.19) BID [MULTI] 10:48:34.787 IV=44.4% -3.7 EDGX 434 x $0.15 - $0.20 x 515 EMLD OPENING Vega=$2228 USB=40.23 Ref - >>12921 TAL Feb24 9.0 Puts $0.30 (CboeTheo=0.34) BID BOX 10:48:46.144 IV=63.8% -2.5 EDGX 589 x $0.28 - $0.40 x 1319 CBOE FLOOR - OPENING Vega=$16k TAL=11.35 Ref
- SPLIT TICKET:
>>1000 VIX Dec23 20th 42.5 Calls $0.03 (CboeTheo=0.03) BID [CBOE] 10:48:46.450 IV=245.4% +6.2 CBOE 2890 x $0.03 - $0.04 x 30k CBOE Vega=$102 VIX=13.47 Fwd - >>1494 VIX Jan24 17th 45.0 Calls $0.15 (CboeTheo=0.15) MID CBOE 10:49:15.345 IV=166.5% +1.5 CBOE 3 x $0.14 - $0.16 x 27k CBOE Vega=$815 VIX=15.28 Fwd
- >>2000 SE Jan25 50.0 Calls $7.00 (CboeTheo=7.05) BID PHLX 10:49:35.937 IV=59.6% -0.3 PHLX 69 x $6.95 - $7.10 x 20 ARCA SPREAD/CROSS/TIED Vega=$33k SE=38.77 Ref
- >>2000 SE Jun24 50.0 Calls $3.65 (CboeTheo=3.64) BID PHLX 10:49:35.937 IV=59.3% +0.2 EDGX 160 x $3.60 - $3.75 x 100 EDGX SPREAD/CROSS/TIED Vega=$22k SE=38.77 Ref
- >>2333 VIX Dec23 20th 42.5 Calls $0.03 (CboeTheo=0.03) MID CBOE 10:49:36.199 IV=245.4% +6.2 CBOE 4599 x $0.01 - $0.04 x 23k CBOE Vega=$238 VIX=13.47 Fwd
- SWEEP DETECTED:
>>6777 CHPT Dec23 8th 2.5 Calls $0.14 (CboeTheo=0.12) ASK [MULTI] 10:50:04.097 IV=384.4% +82.9 EMLD 1936 x $0.12 - $0.14 x 1495 EDGX Pre-Earnings Vega=$432 CHPT=2.15 Ref - SWEEP DETECTED:
>>2399 M Jan24 16.0 Calls $1.41 (CboeTheo=1.39) BID [MULTI] 10:50:49.039 IV=49.1% +2.7 EMLD 489 x $1.41 - $1.43 x 88 CBOE Vega=$5259 M=16.62 Ref - >>1081 VIX Feb24 14th 70.0 Calls $0.14 (CboeTheo=0.16) BID CBOE 10:51:03.242 IV=158.9% -2.5 CBOE 12k x $0.14 - $0.17 x 23k CBOE LATE Vega=$655 VIX=16.22 Fwd
- >>2360 VIX Feb24 14th 70.0 Calls $0.14 (CboeTheo=0.16) BID CBOE 10:51:03.243 IV=158.9% -2.5 CBOE 12k x $0.14 - $0.17 x 23k CBOE LATE Vega=$1431 VIX=16.22 Fwd
- >>1200 VIX Feb24 14th 75.0 Calls $0.13 (CboeTheo=0.14) MID CBOE 10:51:03.243 IV=162.9% -1.6 CBOE 24k x $0.12 - $0.15 x 20k CBOE LATE Vega=$680 VIX=16.22 Fwd
- >>1082 VIX Feb24 14th 70.0 Calls $0.14 (CboeTheo=0.16) BID CBOE 10:51:03.244 IV=158.9% -2.5 CBOE 12k x $0.14 - $0.17 x 23k CBOE LATE Vega=$656 VIX=16.22 Fwd
- >>1082 VIX Feb24 14th 70.0 Calls $0.14 (CboeTheo=0.16) BID CBOE 10:51:03.245 IV=158.9% -2.5 CBOE 12k x $0.14 - $0.17 x 23k CBOE LATE Vega=$656 VIX=16.22 Fwd
- SPLIT TICKET:
>>1900 VIX Jan24 17th 28.0 Calls $0.36 (CboeTheo=0.36) MID [CBOE] 10:51:03.242 IV=131.6% +0.4 CBOE 27k x $0.34 - $0.37 x 10k CBOE LATE Vega=$2059 VIX=15.28 Fwd - SPLIT TICKET:
>>1800 VIX Jan24 17th 36.0 Calls $0.22 (CboeTheo=0.22) MID [CBOE] 10:51:03.242 IV=150.4% +0.7 CBOE 30k x $0.20 - $0.23 x 24k CBOE LATE Vega=$1344 VIX=15.28 Fwd - SPLIT TICKET:
>>4000 VIX Jan24 17th 31.0 Calls $0.30 (CboeTheo=0.29) MID [CBOE] 10:51:03.242 IV=140.1% +1.3 CBOE 37k x $0.28 - $0.31 x 28k CBOE LATE - OPENING Vega=$3769 VIX=15.28 Fwd - SPLIT TICKET:
>>1100 VIX Mar24 20th 42.5 Calls $0.556 (CboeTheo=0.55) MID [CBOE] 10:51:03.242 IV=119.3% -0.5 CBOE 18k x $0.54 - $0.57 x 2400 CBOE LATE Vega=$2126 VIX=16.98 Fwd - SPLIT TICKET:
>>3800 VIX Jan24 17th 45.0 Calls $0.16 (CboeTheo=0.15) ASK [CBOE] 10:51:03.242 IV=168.3% +3.3 CBOE 1 x $0.14 - $0.16 x 28k CBOE LATE Vega=$2152 VIX=15.28 Fwd - SPLIT TICKET:
>>2500 VIX Mar24 20th 50.0 Calls $0.45 (CboeTheo=0.44) ASK [CBOE] 10:51:03.242 IV=127.3% +0.6 CBOE 21k x $0.42 - $0.46 x 21k CBOE LATE Vega=$4164 VIX=16.98 Fwd - SPLIT TICKET:
>>1100 VIX Mar24 20th 60.0 Calls $0.34 (CboeTheo=0.33) MID [CBOE] 10:51:03.242 IV=134.2% +0.3 CBOE 16k x $0.32 - $0.35 x 3667 CBOE LATE Vega=$1496 VIX=16.98 Fwd - SPLIT TICKET:
>>5900 VIX Feb24 14th 70.0 Calls $0.14 (CboeTheo=0.16) BID [CBOE] 10:51:03.242 IV=158.9% -2.5 CBOE 12k x $0.14 - $0.17 x 23k CBOE LATE Vega=$3577 VIX=16.22 Fwd - SPLIT TICKET:
>>2700 VIX Mar24 20th 85.0 Calls $0.21 (CboeTheo=0.20) MID [CBOE] 10:51:03.242 IV=147.5% +0.9 CBOE 18k x $0.19 - $0.22 x 18k CBOE LATE Vega=$2520 VIX=16.98 Fwd - SPLIT TICKET:
>>3000 VIX Feb24 14th 75.0 Calls $0.13 (CboeTheo=0.14) MID [CBOE] 10:51:03.242 IV=162.9% -1.6 CBOE 24k x $0.12 - $0.15 x 20k CBOE LATE Vega=$1700 VIX=16.22 Fwd - >>Unusual Volume SABR - 4x market weighted volume: 10.5k = 26.7k projected vs 5782 adv, 96% puts, 3% of OI [SABR 3.68 +0.12 Ref, IV=68.2% +1.3]
- >>2000 INTC Sep24 37.0 Calls $8.64 (CboeTheo=8.62) BID ARCA 10:51:19.385 IV=36.7% +0.2 ARCA 21 x $8.60 - $8.70 x 924 CBOE SPREAD/CROSS Vega=$24k INTC=41.92 Ref
- >>2000 INTC Sep24 40.0 Calls $6.85 (CboeTheo=6.81) MID ARCA 10:51:19.385 IV=35.8% +0.3 NOM 21 x $6.80 - $6.90 x 279 EDGX SPREAD/CROSS Vega=$27k INTC=41.92 Ref
- SWEEP DETECTED:
>>2000 SIRI Dec23 4.5 Puts $0.21 (CboeTheo=0.19) ASK [MULTI] 10:51:22.942 IV=84.0% +3.9 ARCA 2 x $0.20 - $0.21 x 474 CBOE Vega=$570 SIRI=4.63 Ref - >>15000 CHPT Dec23 2.0 Puts $0.22 (CboeTheo=0.20) ASK AMEX 10:51:26.041 IV=225.1% +7.0 GEMX 776 x $0.21 - $0.22 x 375 EMLD FLOOR Pre-Earnings Vega=$1901 CHPT=2.17 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 688 METC Nov24 8.0 Calls $11.00 (CboeTheo=11.10) BID [MULTI] 10:51:27.243 IV=60.1% -5.5 ARCA 310 x $11.00 - $11.70 x 44 PHLX
Delta=97%, EST. IMPACT = 67k Shares ($1.22m) To Sell METC=18.29 Ref - SWEEP DETECTED:
>>3806 PLTR Dec23 22.0 Calls $0.04 (CboeTheo=0.04) ASK [MULTI] 10:52:05.047 IV=78.0% +8.7 EMLD 2477 x $0.03 - $0.04 x 1339 C2 Vega=$1062 PLTR=17.70 Ref - >>3000 TME Jan24 8.0 Puts $0.30 (CboeTheo=0.34) BID PHLX 10:52:47.048 IV=33.5% -2.6 PHLX 1286 x $0.30 - $0.35 x 14 ARCA TIED/FLOOR - OPENING Vega=$3295 TME=8.12 Ref
- >>10071 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 8044 CBOE AUCTION Vega=$8114 VIX=13.47 Fwd
- >>6500 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 8044 CBOE AUCTION Vega=$5237 VIX=13.47 Fwd
- >>4724 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 8044 CBOE AUCTION Vega=$3806 VIX=13.47 Fwd
- >>3500 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 4544 CBOE AUCTION Vega=$2820 VIX=13.47 Fwd
- >>1405 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 4544 CBOE AUCTION Vega=$1132 VIX=13.47 Fwd
- >>1360 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 1779 CBOE AUCTION Vega=$1096 VIX=13.47 Fwd
- >>1000 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.34 x 1779 CBOE AUCTION Vega=$806 VIX=13.47 Fwd
- >>10455 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK CBOE 10:52:56.191 IV=105.3% +0.3 CBOE 806 x $0.31 - $0.35 x 1630 CBOE AUCTION Vega=$8424 VIX=13.47 Fwd
- SPLIT TICKET:
>>41862 VIX Dec23 20th 16.0 Calls $0.34 (CboeTheo=0.32) ASK [CBOE] 10:52:56.191 IV=104.1% -1.0 CBOE 806 x $0.31 - $0.34 x 13k CBOE AUCTION Vega=$33k VIX=13.47 Fwd - >>2000 FND Feb24 80.0 Puts $0.88 (CboeTheo=0.78) BID AMEX 10:53:31.254 IV=44.8% +2.5 PHLX 32 x $0.65 - $2.90 x 32 BOX SPREAD/FLOOR - OPENING Vega=$15k FND=101.72 Ref
- >>5000 CHWY Dec23 8th 18.5 Puts $0.93 (CboeTheo=0.90) MID AMEX 10:53:49.043 IV=237.4% +34.4 BZX 51 x $0.91 - $0.94 x 37 MPRL CROSS - OPENING Pre-Earnings Vega=$2821 CHWY=19.59 Ref
- SWEEP DETECTED:
>>2482 MPW Dec23 29th 5.5 Calls $0.15 (CboeTheo=0.16) MID [MULTI] 10:54:55.069 IV=59.2% +5.8 BZX 7 x $0.15 - $0.16 x 1525 AMEX OPENING Vega=$1149 MPW=5.00 Ref - >>4800 INTC Feb24 41.0 Puts $2.03 (CboeTheo=2.03) BID PHLX 10:56:46.188 IV=35.9% +0.1 NOM 50 x $2.03 - $2.04 x 34 BZX SPREAD/CROSS/TIED Vega=$34k INTC=41.98 Ref
- >>12500 ETRN Jan24 11.0 Calls $0.15 (CboeTheo=0.19) BID AMEX 10:58:12.330 IV=30.8% -4.5 PHLX 136 x $0.15 - $0.20 x 5 GEMX SPREAD/FLOOR - OPENING Vega=$14k ETRN=10.10 Ref
- >>12500 ETRN Feb24 11.0 Calls $0.30 (CboeTheo=0.30) MID AMEX 10:58:12.330 IV=34.4% -0.2 PHLX 419 x $0.25 - $0.35 x 349 AMEX SPREAD/FLOOR - OPENING Vega=$20k ETRN=10.10 Ref
- >>2400 SPX Feb24 4200 Puts $18.70 (CboeTheo=18.84) BID CBOE 10:58:14.086 IV=17.6% -0.1 CBOE 773 x $18.70 - $19.00 x 425 CBOE FLOOR Vega=$928k SPX=4615.60 Fwd
- SPLIT TICKET:
>>3000 SPX Feb24 4200 Puts $18.70 (CboeTheo=18.84) Below Bid! [CBOE] 10:58:14.067 IV=17.6% -0.1 CBOE 103 x $18.80 - $19.00 x 425 CBOE FLOOR Vega=$1.16m SPX=4615.60 Fwd - SWEEP DETECTED:
>>4474 NIO Jan24 14.0 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 10:59:27.729 IV=86.2% -5.5 C2 2088 x $0.04 - $0.05 x 1972 EMLD Vega=$1422 NIO=8.21 Ref - SWEEP DETECTED:
>>2339 INTC Jan24 40.0 Puts $0.87 (CboeTheo=0.88) BID [MULTI] 11:00:46.703 IV=31.0% -0.1 EMLD 1602 x $0.87 - $0.88 x 487 C2 Vega=$12k INTC=41.97 Ref - >>19957 TFC Feb24 37.5 Calls $0.63 (CboeTheo=0.67) BID MIAX 11:01:03.999 IV=29.6% -1.6 PHLX 106 x $0.60 - $0.70 x 62 CBOE ISO/AUCTION - OPENING Vega=$96k TFC=33.96 Ref
- SPLIT TICKET:
>>19999 TFC Feb24 37.5 Calls $0.63 (CboeTheo=0.67) BID [MIAX] 11:01:03.999 IV=29.6% -1.6 PHLX 106 x $0.60 - $0.70 x 62 CBOE ISO/AUCTION - OPENING Vega=$96k TFC=33.96 Ref - >>4814 JBLU Jan25 3.5 Puts $0.80 (CboeTheo=0.77) ASK MIAX 11:01:11.491 IV=86.5% EDGX 53 x $0.75 - $0.83 x 1131 PHLX AUCTION - OPENING Vega=$6784 JBLU=4.82 Ref
- SPLIT TICKET:
>>5000 JBLU Jan25 3.5 Puts $0.80 (CboeTheo=0.77) ASK [MIAX] 11:01:11.491 IV=86.5% EDGX 53 x $0.75 - $0.83 x 1131 PHLX AUCTION - OPENING Vega=$7047 JBLU=4.82 Ref - >>4645 JBLU Jan25 3.5 Puts $0.80 (CboeTheo=0.76) ASK MIAX 11:01:27.590 IV=86.6% EDGX 62 x $0.75 - $0.81 x 203 PHLX AUCTION - OPENING Vega=$6547 JBLU=4.83 Ref
- SPLIT TICKET:
>>4890 JBLU Jan25 3.5 Puts $0.80 (CboeTheo=0.76) ASK [MIAX] 11:01:27.590 IV=86.6% EDGX 62 x $0.75 - $0.81 x 203 PHLX AUCTION - OPENING Vega=$6892 JBLU=4.83 Ref - >>Unusual Volume FITB - 12x market weighted volume: 23.8k = 57.0k projected vs 4546 adv, 98% calls, 19% of OI [FITB 30.95 +0.84 Ref, IV=25.7% -1.4]
- SWEEP DETECTED:
>>3314 C Dec23 29th 45.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 11:03:05.195 IV=26.1% +3.0 C2 455 x $0.14 - $0.15 x 393 MPRL OPENING Vega=$7224 C=48.72 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 748 SRG Dec23 9.0 Puts $0.10 (CboeTheo=0.18) ASK [MULTI] 11:03:41.419 IV=28.9% -14.3 PHLX 2579 x $0.05 - $0.10 x 50 ARCA
Delta=-35%, EST. IMPACT = 26k Shares ($238k) To Sell SRG=9.14 Ref - >>2750 APLD Jan24 5.0 Calls $1.10 (CboeTheo=1.12) BID BOX 11:04:04.770 IV=112.5% -6.9 PHLX 798 x $1.10 - $1.25 x 919 PHLX SPREAD/FLOOR Vega=$1894 APLD=5.50 Ref
- >>3250 APLD Jan24 7.0 Calls $0.44 (CboeTheo=0.42) BID BOX 11:04:04.770 IV=117.9% -1.5 PHLX 1162 x $0.40 - $0.50 x 1033 PHLX SPREAD/FLOOR - OPENING Vega=$2317 APLD=5.50 Ref
- >>Unusual Volume CHK - 8x market weighted volume: 6485 = 15.3k projected vs 1833 adv, 95% puts, 9% of OI [CHK 74.95 -1.44 Ref, IV=27.6% +0.9]
- >>2000 X Jan24 35.0 Puts $1.19 (CboeTheo=1.22) BID BOX 11:04:30.313 IV=32.0% -0.7 NOM 17 x $1.18 - $1.54 x 542 PHLX CROSS - OPENING Vega=$9555 X=35.63 Ref
- >>3000 NIO Feb24 8.0 Puts $0.79 (CboeTheo=0.78) ASK PHLX 11:04:34.003 IV=64.2% +2.4 EMLD 338 x $0.77 - $0.79 x 44 BZX TIED/FLOOR Vega=$4216 NIO=8.19 Ref
- SWEEP DETECTED:
>>3000 NIO Dec23 8th 9.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 11:04:56.498 IV=95.5% -16.1 EMLD 2250 x $0.02 - $0.03 x 967 EMLD Vega=$354 NIO=8.18 Ref - >>2500 BAC Jan24 28.0 Puts $0.16 (CboeTheo=0.16) BID AMEX 11:05:22.100 IV=28.4% +1.4 EMLD 3752 x $0.16 - $0.17 x 3078 EMLD CROSS Vega=$5063 BAC=31.32 Ref
- >>2454 C Dec23 51.0 Calls $0.17 (CboeTheo=0.16) ASK MRX 11:06:01.112 IV=27.8% -3.1 EMLD 116 x $0.16 - $0.17 x 874 NOM AUCTION - OPENING Vega=$4605 C=48.62 Ref
- SWEEP DETECTED:
>>6691 C Dec23 51.0 Calls $0.17 (CboeTheo=0.16) ASK [MULTI] 11:06:01.012 IV=28.0% -2.9 C2 462 x $0.16 - $0.17 x 610 EMLD ISO - OPENING Vega=$13k C=48.60 Ref - >>2500 SABR Jul24 3.0 Puts $0.52 (CboeTheo=0.50) ASK PHLX 11:06:17.651 IV=82.8% +2.5 PHLX 20 x $0.49 - $0.53 x 96 PHLX SPREAD/FLOOR Vega=$2292 SABR=3.67 Ref
- >>2500 SABR Jul24 3.0 Puts $0.53 (CboeTheo=0.50) ASK PHLX 11:06:17.651 IV=83.9% +3.6 PHLX 20 x $0.49 - $0.53 x 96 PHLX SPREAD/FLOOR Vega=$2292 SABR=3.67 Ref
- >>5000 SABR Jan24 3.0 Puts $0.09 (CboeTheo=0.13) BID PHLX 11:06:17.651 IV=70.8% -6.4 BZX 40 x $0.09 - $0.12 x 324 AMEX SPREAD/FLOOR Vega=$1606 SABR=3.67 Ref
- >>3309 C Dec23 51.0 Calls $0.17 (CboeTheo=0.16) BID EDGX 11:06:38.887 IV=28.1% -2.8 C2 424 x $0.17 - $0.18 x 677 C2 OPENING Vega=$6178 C=48.59 Ref
- SWEEP DETECTED:
>>4328 C Dec23 51.0 Calls $0.17 (CboeTheo=0.16) BID [MULTI] 11:06:38.887 IV=28.1% -2.8 EDGX 3309 x $0.17 - $0.18 x 677 C2 OPENING Vega=$8081 C=48.59 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 741 LEN Jan25 105 Calls $40.90 (CboeTheo=40.34) ASK [MULTI] 11:06:43.872 IV=37.8% +2.2 PHLX 3 x $40.80 - $40.90 x 30 BOX ISO - OPENING 52WeekHigh
Delta=83%, EST. IMPACT = 62k Shares ($8.35m) To Buy LEN=135.70 Ref - >>Unusual Volume HA - 3x market weighted volume: 8293 = 19.4k projected vs 6358 adv, 84% puts, 7% of OI [HA 13.95 +0.06 Ref, IV=46.9% -3.2]
- >>4000 SQ Jan24 60.0 Calls $10.57 (CboeTheo=10.54) MID ISE 11:09:06.375 IV=44.3% +4.0 BXO 2 x $10.50 - $10.65 x 438 PHLX SPREAD/CROSS/TIED Vega=$22k SQ=69.28 Ref
- >>4000 SQ Jan24 75.0 Calls $2.01 (CboeTheo=2.02) MID ISE 11:09:06.375 IV=41.0% +1.2 MPRL 30 x $2.00 - $2.03 x 78 C2 SPREAD/CROSS/TIED Vega=$35k SQ=69.28 Ref
- SWEEP DETECTED:
>>5692 C Dec23 51.0 Calls $0.17 (CboeTheo=0.16) ASK [MULTI] 11:10:23.300 IV=28.2% -2.7 C2 227 x $0.16 - $0.17 x 1067 C2 ISO - OPENING Vega=$11k C=48.59 Ref - SWEEP DETECTED:
>>2048 XOM Dec23 8th 100 Puts $1.212 (CboeTheo=1.26) Below Bid! [MULTI] 11:10:44.858 IV=26.1% -1.6 EDGX 46 x $1.24 - $1.27 x 31 MPRL Vega=$5911 XOM=99.19 Ref - SWEEP DETECTED:
>>2000 AFRM Dec23 55.0 Calls $0.14 (CboeTheo=0.13) ASK [MULTI] 11:10:49.193 IV=111.3% +5.8 MPRL 210 x $0.13 - $0.14 x 297 C2 52WeekHigh Vega=$1348 AFRM=40.45 Ref - >>5000 CPRI Dec23 47.5 Puts $0.15 (CboeTheo=0.15) ASK BOX 11:12:12.400 IV=15.3% -3.1 NOM 75 x $0.10 - $0.15 x 150 NOM FLOOR Vega=$12k CPRI=48.33 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 SAN Mar24 4.0 Calls $0.35 (CboeTheo=0.39) BID [MULTI] 11:12:27.857 IV=23.1% -4.5 EDGX 193 x $0.35 - $0.40 x 93 EMLD ISO - OPENING 52WeekHigh
Delta=71%, EST. IMPACT = 71k Shares ($301k) To Sell SAN=4.24 Ref - >>9281 HOOD Jan24 13.0 Calls $0.55 (CboeTheo=0.53) ASK PHLX 11:12:53.439 IV=72.1% -1.6 C2 426 x $0.53 - $0.55 x 25 BZX SPREAD/FLOOR Vega=$13k HOOD=11.25 Ref
- >>9286 HOOD Jan24 13.0 Calls $0.54 (CboeTheo=0.53) MID PHLX 11:12:53.439 IV=71.4% -2.3 C2 426 x $0.53 - $0.55 x 25 BZX SPREAD/FLOOR Vega=$13k HOOD=11.25 Ref
- >>18567 HOOD Jan24 17.0 Calls $0.22 (CboeTheo=0.22) BID PHLX 11:12:53.439 IV=92.9% -1.1 EDGX 992 x $0.21 - $0.25 x 389 EDGX SPREAD/FLOOR - OPENING Vega=$16k HOOD=11.25 Ref
- >>2046 PBR Dec23 15.0 Calls $0.16 (CboeTheo=0.15) BID ARCA 11:12:58.628 IV=38.5% +3.8 ARCA 2046 x $0.16 - $0.17 x 50 MPRL Vega=$1632 PBR=14.46 Ref
- SWEEP DETECTED:
>>4306 MPW Dec23 29th 5.5 Calls $0.13 (CboeTheo=0.12) ASK [MULTI] 11:13:12.734 IV=63.1% +9.6 MPRL 455 x $0.09 - $0.13 x 1032 MIAX OPENING Vega=$1836 MPW=4.92 Ref - >>3744 AMZN Dec23 116 Calls $30.11 (CboeTheo=30.26) BID BOX 11:13:15.021 BZX 60 x $30.10 - $30.60 x 67 BZX SPREAD/CROSS - OPENING Vega=$0 AMZN=146.03 Ref
- >>3744 AMZN Dec23 116 Puts $0.02 (CboeTheo=0.02) ASK BOX 11:13:15.021 IV=57.4% -0.3 EMLD 1422 x $0.01 - $0.02 x 168 EMLD SPREAD/CROSS - OPENING Vega=$1259 AMZN=146.03 Ref
- >>7500 PINS Jan24 37.5 Calls $0.53 (CboeTheo=0.54) BID PHLX 11:13:41.740 IV=31.5% -0.5 BOX 140 x $0.53 - $0.55 x 196 EDGX SPREAD/CROSS/TIED Vega=$29k PINS=34.37 Ref
- >>7500 PINS Jan24 29.0 Puts $0.16 (CboeTheo=0.16) BID PHLX 11:13:41.740 IV=37.1% +0.3 EMLD 219 x $0.16 - $0.18 x 252 CBOE SPREAD/CROSS/TIED - OPENING Vega=$13k PINS=34.37 Ref
- >>Unusual Volume ARDX - 3x market weighted volume: 6955 = 15.4k projected vs 4461 adv, 67% puts, 6% of OI [ARDX 5.08 +0.06 Ref, IV=73.7% -2.5]
- SWEEP DETECTED:
>>Bearish Delta Impact 2500 SAN Mar24 4.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 11:14:19.732 IV=29.0% +1.3 EDGX 2639 x $0.05 - $0.15 x 322 EDGX ISO 52WeekHigh
Delta=-31%, EST. IMPACT = 78k Shares ($331k) To Sell SAN=4.24 Ref - >>11357 SPX Dec23 3950 Puts $0.37 (CboeTheo=0.37) MID CBOE 11:15:02.041 IV=36.8% +1.1 CBOE 2219 x $0.35 - $0.40 x 200 CBOE LATE Vega=$116k SPX=4582.59 Fwd
- >>5351 SPX Dec24 4900 Calls $206.87 (CboeTheo=207.55) BID CBOE 11:15:02.041 IV=14.3% -0.0 CBOE 58 x $206.60 - $208.50 x 90 CBOE LATE Vega=$9.78m SPX=4765.37 Fwd
- >>11357 SPX Dec23 2950 Puts $0.03 (CboeTheo=0.04) MID CBOE 11:15:02.041 IV=81.7% +1.4 CBOE 0 x $0.00 - $0.05 x 456 CBOE LATE Vega=$6740 SPX=4582.59 Fwd
- >>6688 SPX Dec24 4400 Puts $172.72 (CboeTheo=172.36) BID CBOE 11:15:02.122 IV=17.9% +0.0 CBOE 57 x $172.00 - $173.50 x 20 CBOE LATE Vega=$10.8m SPX=4765.37 Fwd
- >>11357 SPX Dec23 3450 Puts $0.10 (CboeTheo=0.09) MID CBOE 11:15:02.122 IV=59.1% +1.5 CBOE 2458 x $0.05 - $0.15 x 2222 CBOE LATE Vega=$26k SPX=4582.59 Fwd
- >>3513 SPX Dec23 4075 Calls $506.40 (CboeTheo=507.51) BID CBOE 11:15:02.272 CBOE 100 x $504.40 - $510.80 x 100 CBOE LATE Vega=$0 SPX=4582.70 Fwd
- SPLIT TICKET:
>>4914 SPX Dec23 4075 Calls $506.398 (CboeTheo=507.40) BID [CBOE] 11:15:02.039 CBOE 100 x $504.40 - $510.80 x 100 CBOE LATE Vega=$0 SPX=4582.59 Fwd - SPLIT TICKET:
>>7515 SPX Dec24 4400 Puts $172.72 (CboeTheo=172.36) BID [CBOE] 11:15:02.039 IV=17.9% +0.0 CBOE 57 x $172.00 - $173.50 x 20 CBOE LATE Vega=$12.1m SPX=4765.37 Fwd - SPLIT TICKET:
>>12761 SPX Dec23 3450 Puts $0.10 (CboeTheo=0.09) MID [CBOE] 11:15:02.039 IV=59.1% +1.5 CBOE 3588 x $0.05 - $0.15 x 2642 CBOE LATE Vega=$29k SPX=4582.59 Fwd - SPLIT TICKET:
>>6012 SPX Dec24 4900 Calls $206.87 (CboeTheo=207.55) BID [CBOE] 11:15:02.039 IV=14.3% -0.0 CBOE 58 x $206.60 - $208.50 x 90 CBOE LATE Vega=$11.0m SPX=4765.37 Fwd - SPLIT TICKET:
>>12761 SPX Dec23 3950 Puts $0.37 (CboeTheo=0.37) MID [CBOE] 11:15:02.039 IV=36.8% +1.1 CBOE 2219 x $0.35 - $0.40 x 200 CBOE LATE Vega=$130k SPX=4582.59 Fwd - SPLIT TICKET:
>>12761 SPX Dec23 2950 Puts $0.03 (CboeTheo=0.04) MID [CBOE] 11:15:02.039 IV=81.7% +1.4 CBOE 0 x $0.00 - $0.05 x 456 CBOE LATE Vega=$7574 SPX=4582.59 Fwd - >>2534 C Dec23 51.0 Calls $0.21 (CboeTheo=0.20) BID EDGX 11:15:04.173 IV=28.3% -2.5 BZX 33 x $0.21 - $0.22 x 51 BZX OPENING Vega=$5238 C=48.80 Ref
- SWEEP DETECTED:
>>3906 C Dec23 51.0 Calls $0.21 (CboeTheo=0.20) BID [MULTI] 11:15:04.169 IV=28.3% -2.5 EDGX 2534 x $0.21 - $0.22 x 100 MPRL OPENING Vega=$8073 C=48.80 Ref - >>Unusual Volume SPHR - 3x market weighted volume: 6345 = 13.9k projected vs 4627 adv, 56% calls, 11% of OI [SPHR 29.98 +1.56 Ref, IV=64.0% +1.7]
- SWEEP DETECTED:
>>Bearish Delta Impact 500 HITI Apr24 2.5 Calls $0.25 (CboeTheo=0.27) BID [MULTI] 11:16:29.318 IV=112.1% -7.8 ARCA 50 x $0.25 - $0.30 x 165 ISE
Delta=44%, EST. IMPACT = 22k Shares ($36k) To Sell HITI=1.64 Ref - >>Unusual Volume NOK - 3x market weighted volume: 8020 = 17.6k projected vs 5588 adv, 92% calls, 2% of OI [NOK 3.06 +0.06 Ref, IV=35.7% +1.7]
- >>19715 FITB Feb24 34.0 Calls $0.49 (CboeTheo=0.52) BID MIAX 11:16:48.405 IV=27.6% -0.9 PHLX 583 x $0.45 - $0.55 x 133 BOX ISO/AUCTION - OPENING Vega=$84k FITB=30.91 Ref
- SPLIT TICKET:
>>19998 FITB Feb24 34.0 Calls $0.49 (CboeTheo=0.52) MID [MIAX] 11:16:48.405 IV=27.6% -0.9 PHLX 583 x $0.45 - $0.55 x 133 BOX ISO/AUCTION - OPENING Vega=$85k FITB=30.91 Ref - >>2000 PYPL Jan24 70.0 Calls $0.45 (CboeTheo=0.45) BID MRX 11:18:02.629 IV=35.3% -0.6 BOX 114 x $0.45 - $0.48 x 268 EDGX AUCTION Vega=$8969 PYPL=59.99 Ref
- >>4616 CERE Dec23 35.0 Puts $2.55 (CboeTheo=2.19) ASK AMEX 11:18:23.202 IV=139.3% +16.6 AMEX 10 x $1.75 - $2.95 x 10 AMEX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$10k CERE=36.48 Ref
- >>4616 CERE Dec23 25.0 Puts $0.05 (CboeTheo=0.34) BID AMEX 11:18:23.202 IV=118.3% -48.0 NOM 0 x $0.00 - $0.80 x 30 PHLX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$1253 CERE=36.48 Ref
- >>2350 IONQ Jun24 15.0 Calls $3.05 (CboeTheo=2.91) ASK ARCA 11:18:41.014 IV=87.3% +3.6 PHLX 1083 x $2.80 - $3.10 x 905 PHLX CROSS Vega=$9173 IONQ=13.79 Ref
- >>1410 VIX Feb24 14th 16.0 Puts $1.92 (CboeTheo=1.90) ASK CBOE 11:18:50.117 IV=74.0% +0.2 CBOE 1610 x $1.88 - $1.93 x 916 CBOE Vega=$3874 VIX=16.27 Fwd
- SPLIT TICKET:
>>2000 VIX Feb24 14th 16.0 Puts $1.92 (CboeTheo=1.90) BID [CBOE] 11:18:49.934 IV=74.0% +0.2 CBOE 2000 x $1.92 - $1.93 x 415 CBOE Vega=$5495 VIX=16.27 Fwd - >>5418 CHK Jan24 75.0 Puts $2.91 (CboeTheo=2.57) Above Ask! ARCA 11:19:08.995 IV=29.9% +3.0 PHLX 105 x $2.65 - $2.80 x 8 ARCA SPREAD/FLOOR Vega=$56k CHK=74.85 Ref
- >>5418 CHK Jan24 100 Calls $0.01 (CboeTheo=0.04) BID ARCA 11:19:08.995 IV=30.2% -0.3 MRX 0 x $0.00 - $0.05 x 5 MPRL SPREAD/FLOOR Vega=$1990 CHK=74.85 Ref
- >>5968 NIO Jan25 5.0 Puts $0.72 (CboeTheo=0.68) ASK ARCA 11:20:17.490 IV=76.2% +3.5 AMEX 23 x $0.67 - $0.74 x 1184 MIAX FLOOR Vega=$12k NIO=8.13 Ref
- SWEEP DETECTED:
>>2406 C Dec23 51.0 Calls $0.24 (CboeTheo=0.22) ASK [MULTI] 11:21:14.737 IV=29.2% -1.7 C2 725 x $0.22 - $0.24 x 510 EMLD ISO - OPENING Vega=$5231 C=48.88 Ref - >>2200 SGML Dec23 35.0 Calls $0.95 (CboeTheo=1.06) BID AMEX 11:21:28.802 IV=136.4% +0.6 BOX 18 x $0.95 - $1.10 x 1 AMEX SPREAD/CROSS SSR Vega=$3444 SGML=29.85 Ref
- >>2200 SGML Dec23 40.0 Calls $0.32 (CboeTheo=0.46) ASK AMEX 11:21:28.802 IV=137.8% -4.7 CBOE 854 x $0.10 - $0.35 x 1 ISE SPREAD/CROSS SSR Vega=$1987 SGML=29.85 Ref
- >>Unusual Volume STNE - 3x market weighted volume: 17.5k = 36.4k projected vs 9957 adv, 99% calls, 5% of OI [STNE 16.48 +0.27 Ref, IV=42.3% +0.3]
- SWEEP DETECTED:
>>3000 ABR Jan24 11.0 Puts $0.25 (CboeTheo=0.30) BID [MULTI] 11:21:41.011 IV=66.9% -4.9 PHLX 812 x $0.25 - $0.35 x 302 AMEX ISO Vega=$3187 ABR=13.79 Ref - >>5000 HA Jan24 14.0 Puts $1.00 (CboeTheo=0.93) ASK AMEX 11:21:47.741 IV=50.4% -1.4 PHLX 237 x $0.90 - $1.00 x 30 ARCA SPREAD/FLOOR - OPENING Vega=$9595 HA=13.88 Ref
- >>5000 HA Jan24 13.0 Puts $0.58 (CboeTheo=0.56) BID AMEX 11:21:47.742 IV=52.7% -2.3 C2 53 x $0.55 - $0.65 x 115 PHLX SPREAD/FLOOR - OPENING Vega=$8618 HA=13.88 Ref
- >>5000 HA Jan24 15.0 Calls $0.51 (CboeTheo=0.48) ASK AMEX 11:21:47.742 IV=47.1% -1.5 ISE 2 x $0.45 - $0.55 x 166 PHLX SPREAD/FLOOR - OPENING Vega=$9043 HA=13.88 Ref
- >>5000 HA Jan24 17.0 Calls $0.09 (CboeTheo=0.17) BID AMEX 11:21:47.743 IV=41.9% -3.3 NOM 300 x $0.05 - $0.15 x 1 BOX SPREAD/FLOOR - OPENING Vega=$4326 HA=13.88 Ref
- >>2500 BABA Jan24 85.0 Calls $0.57 (CboeTheo=0.56) ASK PHLX 11:22:50.511 IV=39.1% +0.7 ARCA 21 x $0.56 - $0.57 x 365 EMLD SPREAD/FLOOR Vega=$13k BABA=72.42 Ref
- >>2500 BABA Jan24 85.0 Puts $13.75 (CboeTheo=13.71) ASK PHLX 11:22:50.511 IV=39.7% +1.4 CBOE 116 x $13.60 - $13.80 x 141 CBOE SPREAD/FLOOR Vega=$11k BABA=72.42 Ref
- >>8883 C Dec23 51.0 Calls $0.24 (CboeTheo=0.22) BID EDGX 11:22:57.494 IV=29.5% -1.4 C2 396 x $0.24 - $0.25 x 20 MPRL OPENING Vega=$19k C=48.84 Ref
- SWEEP DETECTED:
>>9522 C Dec23 51.0 Calls $0.24 (CboeTheo=0.22) BID [MULTI] 11:22:57.494 IV=29.5% -1.4 EDGX 9106 x $0.24 - $0.25 x 20 MPRL OPENING Vega=$21k C=48.84 Ref - SPLIT TICKET:
>>1738 VIX Jan24 17th 18.0 Calls $0.99 (CboeTheo=0.99) ASK [CBOE] 11:22:58.395 IV=92.2% +0.2 CBOE 808 x $0.98 - $0.99 x 1500 CBOE Vega=$3361 VIX=15.33 Fwd - SPLIT TICKET:
>>2000 HOOD Jan26 12.0 Calls $3.70 (CboeTheo=3.71) BID [ARCA] 11:23:06.222 IV=53.2% +1.1 ARCA 2000 x $3.70 - $3.80 x 50 PHLX OPENING Vega=$12k HOOD=11.44 Ref - >>1000 SPXW Dec23 6th 4595 Calls $0.55 (CboeTheo=0.49) MID CBOE 11:23:14.101 IV=15.9% +5.6 CBOE 806 x $0.50 - $0.60 x 701 CBOE Vega=$16k SPX=4570.71 Fwd
- SPLIT TICKET:
>>1005 SPXW Dec23 6th 4595 Calls $0.55 (CboeTheo=0.48) ASK [CBOE] 11:23:13.437 IV=16.0% +5.6 CBOE 675 x $0.50 - $0.55 x 5 CBOE Vega=$16k SPX=4570.61 Fwd - SWEEP DETECTED:
>>5314 PLTR Dec23 8th 17.0 Puts $0.16 (CboeTheo=0.15) ASK [MULTI] 11:23:34.684 IV=68.4% +0.8 AMEX 1799 x $0.15 - $0.16 x 1903 EMLD OPENING Vega=$2413 PLTR=17.52 Ref - >>3196 HOOD Dec23 8th 10.0 Calls $1.50 (CboeTheo=1.51) BID ARCA 11:23:44.937 IV=101.1% +26.4 ARCA 3196 x $1.50 - $1.53 x 134 MPRL Vega=$229 HOOD=11.48 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 4000 HOOD Dec23 8th 10.0 Calls $1.50 (CboeTheo=1.50) ASK [MULTI] 11:23:44.193 IV=112.6% +37.8 CBOE 618 x $1.46 - $1.50 x 51 GEMX
Delta=95%, EST. IMPACT = 378k Shares ($4.34m) To Buy HOOD=11.47 Ref - >>2046 PBR Dec23 15.0 Calls $0.17 (CboeTheo=0.18) ASK ARCA 11:24:53.316 IV=39.0% +4.3 BXO 11 x $0.16 - $0.17 x 2046 ARCA Vega=$1659 PBR=14.48 Ref
- SWEEP DETECTED:
>>2517 PBR Dec23 15.0 Calls $0.17 (CboeTheo=0.18) ASK [MULTI] 11:24:53.316 IV=39.0% +4.3 BXO 11 x $0.16 - $0.17 x 2046 ARCA OPENING Vega=$2041 PBR=14.48 Ref - >>Unusual Volume HTZ - 3x market weighted volume: 9838 = 20.0k projected vs 6657 adv, 99% calls, 6% of OI [HTZ 9.16 +0.40 Ref, IV=66.6% +6.5]
- SWEEP DETECTED:
>>2173 NIO Jan24 9.0 Calls $0.41 (CboeTheo=0.40) ASK [MULTI] 11:26:55.541 IV=64.3% -1.7 PHLX 1083 x $0.39 - $0.41 x 50 NOM Vega=$2316 NIO=8.10 Ref - SWEEP DETECTED:
>>2239 DKNG Jan24 46.0 Calls $0.15 (CboeTheo=0.16) BID [MULTI] 11:27:12.953 IV=45.0% +2.0 MPRL 210 x $0.15 - $0.16 x 904 EMLD OPENING Vega=$3641 DKNG=35.62 Ref - >>10000 INVZ Apr24 2.5 Calls $0.25 (CboeTheo=0.26) ASK ARCA 11:27:47.255 IV=93.5% -3.1 PHLX 5834 x $0.15 - $0.30 x 1915 PHLX FLOOR - OPENING Vega=$4494 INVZ=1.86 Ref
- >>10000 INVZ Apr24 2.5 Calls $0.20 (CboeTheo=0.26) BID ARCA 11:27:47.256 IV=82.3% -14.4 PHLX 5834 x $0.15 - $0.30 x 1915 PHLX FLOOR - OPENING Vega=$4398 INVZ=1.86 Ref
- SPLIT TICKET:
>>20000 INVZ Apr24 2.5 Calls $0.225 (CboeTheo=0.26) MID [ARCA] 11:27:47.255 IV=93.5% -3.1 PHLX 5834 x $0.15 - $0.30 x 1915 PHLX FLOOR - OPENING Vega=$8988 INVZ=1.86 Ref - SWEEP DETECTED:
>>6251 PINS Jan24 26.0 Puts $0.04 (CboeTheo=0.07) BID [MULTI] 11:27:56.371 IV=41.4% -3.0 CBOE 1830 x $0.04 - $0.07 x 374 MPRL OPENING Vega=$3946 PINS=34.24 Ref - >>4972 C Dec23 51.0 Calls $0.27 (CboeTheo=0.25) BID EDGX 11:28:05.654 IV=29.7% -1.2 BZX 24 x $0.27 - $0.28 x 127 PHLX OPENING Vega=$11k C=48.97 Ref
- SWEEP DETECTED:
>>5046 C Dec23 51.0 Calls $0.27 (CboeTheo=0.25) BID [MULTI] 11:28:05.653 IV=29.7% -1.2 EDGX 4972 x $0.27 - $0.28 x 126 MPRL OPENING Vega=$11k C=48.97 Ref - >>2000 PINS Jan24 26.0 Puts $0.04 (CboeTheo=0.07) BID C2 11:28:28.762 IV=41.5% -2.9 PHLX 812 x $0.04 - $0.07 x 204 CBOE Vega=$1260 PINS=34.27 Ref
- SWEEP DETECTED:
>>5367 PINS Jan24 26.0 Puts $0.04 (CboeTheo=0.07) BID [MULTI] 11:28:28.762 IV=41.5% -2.9 PHLX 812 x $0.04 - $0.07 x 204 CBOE OPENING Vega=$3381 PINS=34.27 Ref - >>2592 BAC Dec23 31.0 Calls $0.70 (CboeTheo=0.71) BID ISE 11:28:34.006 IV=23.0% +0.0 EMLD 1605 x $0.70 - $0.73 x 1341 EMLD AUCTION Vega=$4784 BAC=31.37 Ref
- SPLIT TICKET:
>>2250 ARDX Jan26 7.0 Puts $3.05 (CboeTheo=3.25) BID [BOX] 11:29:05.470 IV=71.6% -6.6 PHLX 1736 x $1.00 - $5.70 x 1478 PHLX FLOOR - OPENING Vega=$6249 ARDX=5.09 Ref - SWEEP DETECTED:
>>2600 PYPL Jan24 75.0 Calls $0.20 (CboeTheo=0.20) BID [MULTI] 11:29:18.253 IV=38.4% -0.8 EMLD 704 x $0.20 - $0.21 x 355 EMLD ISO Vega=$6786 PYPL=60.01 Ref - >>Market Color SPWR - Bearish flow noted in SunPower (5.21 +0.25) with 3,915 puts trading, or 2x expected. The Put/Call Ratio is 3.58, while ATM IV is up over 1 point on the day. Earnings are expected on 02/13. [SPWR 5.21 +0.25 Ref, IV=75.7% +1.2] #Bearish
- SWEEP DETECTED:
>>3098 NVDA Dec23 8th 600 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 11:33:24.095 IV=106.7% +16.1 PHLX 0 x $0.00 - $0.01 x 3114 C2 OPENING Vega=$384 NVDA=462.83 Ref - >>16500 UMC Dec23 8.0 Calls $0.15 (CboeTheo=0.06) ASK AMEX 11:33:32.111 IV=53.7% +24.5 MPRL 0 x $0.00 - $0.15 x 3462 PHLX CROSS - OPENING Vega=$7524 UMC=7.71 Ref
- >>3750 SAVE Jan24 25.0 Calls $0.68 (CboeTheo=0.67) ASK PHLX 11:33:35.648 IV=150.0% +1.1 ARCA 1 x $0.64 - $0.70 x 2 ARCA SPREAD/FLOOR SSR Vega=$5276 SAVE=14.21 Ref
- >>2000 JPM Jan24 170 Calls $0.44 (CboeTheo=0.44) BID PHLX 11:33:37.738 IV=17.0% +0.1 MPRL 213 x $0.44 - $0.47 x 492 EDGX SPREAD/CROSS/TIED Vega=$20k JPM=157.38 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2499 UMC Jan24 7.5 Calls $0.55 (CboeTheo=0.45) ASK [MULTI] 11:33:40.992 IV=39.9% +9.0 ISE 10 x $0.45 - $0.55 x 735 PHLX ISO
Delta=62%, EST. IMPACT = 154k Shares ($1.19m) To Buy UMC=7.71 Ref - SWEEP DETECTED:
>>2144 AMC Dec23 8th 9.0 Calls $0.02 (CboeTheo=0.04) BID [MULTI] 11:34:22.734 IV=189.0% -3.6 MPRL 409 x $0.02 - $0.03 x 1135 EMLD ISO Vega=$120 AMC=6.99 Ref - >>3000 CHWY Dec23 8th 20.0 Calls $1.29 (CboeTheo=1.29) MID AMEX 11:35:50.265 IV=245.5% +40.7 EMLD 157 x $1.28 - $1.30 x 1 ARCA SPREAD/FLOOR Pre-Earnings Vega=$1818 CHWY=19.55 Ref
- >>3000 CHWY Dec23 8th 24.0 Calls $0.23 (CboeTheo=0.25) Below Bid! AMEX 11:35:50.266 IV=226.8% +26.2 EDGX 909 x $0.24 - $0.27 x 198 EMLD SPREAD/FLOOR - OPENING Pre-Earnings Vega=$1024 CHWY=19.55 Ref
- >>Unusual Volume ACB - 3x market weighted volume: 6352 = 12.3k projected vs 4112 adv, 82% calls, 3% of OI [ACB 0.48 +0.00 Ref, IV=112.4% +0.6]
- >>Unusual Volume SU - 3x market weighted volume: 10.5k = 20.5k projected vs 6807 adv, 59% calls, 4% of OI [SU 30.84 -1.18 Ref, IV=27.3% +1.3]
- >>9859 STNE Jan24 12.0 Calls $4.58 (CboeTheo=4.61) BID PHLX 11:36:39.531 IV=63.4% -3.3 CBOE 107 x $4.50 - $4.70 x 233 EDGX COB/AUCTION 52WeekHigh Vega=$6789 STNE=16.42 Ref
- >>9859 STNE Jan24 15.0 Calls $1.97 (CboeTheo=1.89) Above Ask! PHLX 11:36:39.531 IV=48.7% +4.4 MRX 124 x $1.90 - $1.95 x 1 ARCA COB/AUCTION 52WeekHigh Vega=$18k STNE=16.41 Ref
- SWEEP DETECTED:
>>3000 HOOD Dec23 8th 10.0 Calls $1.50 (CboeTheo=1.52) BID [MULTI] 11:37:15.465 IV=81.2% +6.4 EMLD 1500 x $1.50 - $1.52 x 776 CBOE Vega=$88 HOOD=11.49 Ref - >>Unusual Volume AUPH - 3x market weighted volume: 8605 = 16.7k projected vs 5370 adv, 73% calls, 6% of OI [AUPH 8.95 +0.14 Ref, IV=108.9% -1.6]
- >>Unusual Volume SGML - 3x market weighted volume: 15.0k = 29.1k projected vs 7775 adv, 99% calls, 9% of OI [SGML 29.60 +1.51 Ref, IV=109.9% +0.5]
- >>4000 GOOG Jan24 145 Calls $0.73 (CboeTheo=0.73) MID PHLX 11:39:39.437 IV=22.4% +0.3 EMLD 489 x $0.72 - $0.74 x 665 C2 COB/AUCTION Vega=$43k GOOG=132.09 Ref
- >>4000 GOOG Jan24 145.5 Calls $0.68 (CboeTheo=0.67) ASK PHLX 11:39:39.437 IV=22.5% +0.4 C2 418 x $0.67 - $0.68 x 637 EMLD COB/AUCTION - OPENING Vega=$41k GOOG=132.09 Ref
- >>2000 HUSA Feb24 5.0 Calls $0.05 (CboeTheo=0.04) MID CBOE 11:39:42.687 IV=156.2% +8.1 MRX 0 x $0.00 - $0.10 x 702 PHLX OPENING Vega=$293 HUSA=1.71 Ref
- SWEEP DETECTED:
>>3010 C Jan24 52.5 Calls $0.62 (CboeTheo=0.60) ASK [MULTI] 11:41:31.281 IV=26.5% +0.3 NOM 18 x $0.61 - $0.62 x 664 C2 ISO Vega=$16k C=48.66 Ref - >>2000 BBY Feb24 65.0 Puts $0.60 (CboeTheo=0.59) ASK PHLX 11:42:06.349 IV=29.6% +0.9 EMLD 116 x $0.56 - $0.62 x 185 EDGX SPREAD/CROSS/TIED - OPENING Vega=$13k BBY=75.45 Ref
- >>2000 BBY Feb24 72.5 Calls $5.00 (CboeTheo=4.93) ASK PHLX 11:42:06.349 IV=26.2% +1.1 EDGX 37 x $4.90 - $5.00 x 95 EDGX SPREAD/CROSS/TIED - OPENING Vega=$25k BBY=75.45 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 632 HUSA Jan24 2.0 Calls $0.15 (CboeTheo=0.11) ASK [MULTI] 11:42:10.915 IV=102.5% +20.1 PHLX 1109 x $0.05 - $0.15 x 186 PHLX
Delta=41%, EST. IMPACT = 26k Shares ($45k) To Buy HUSA=1.71 Ref - SWEEP DETECTED:
>>3761 AMD Dec23 8th 104 Puts $0.02 (CboeTheo=0.02) BID [MULTI] 11:44:32.550 IV=74.7% +10.2 C2 755 x $0.02 - $0.03 x 432 C2 OPENING Vega=$843 AMD=119.10 Ref - SPLIT TICKET:
>>1110 SPX Dec24 3000 Puts $26.25 (CboeTheo=26.03) BID [CBOE] 11:45:01.066 IV=28.8% +0.1 CBOE 332 x $26.10 - $26.60 x 272 CBOE LATE Vega=$490k SPX=4752.86 Fwd - SPLIT TICKET:
>>1060 SPX Jun25 4600 Puts $282.51 (CboeTheo=283.89) BID [CBOE] 11:45:01.066 IV=17.4% -0.0 CBOE 5 x $281.10 - $285.30 x 45 CBOE LATE Vega=$2.23m SPX=4822.69 Fwd - SPLIT TICKET:
>>1110 SPX Dec24 4300 Puts $153.45 (CboeTheo=153.48) BID [CBOE] 11:45:01.209 IV=18.6% +0.0 CBOE 84 x $153.20 - $154.80 x 106 CBOE LATE Vega=$1.69m SPX=4752.86 Fwd - SPLIT TICKET:
>>1060 SPX Jun25 3200 Puts $54.50 (CboeTheo=54.49) ASK [CBOE] 11:45:01.209 IV=25.8% +0.0 CBOE 30 x $53.80 - $54.90 x 74 CBOE LATE Vega=$856k SPX=4822.69 Fwd - >>Market Color PTON - Bullish option flow detected in Peloton Interactive (6.34 +0.44) with 10,112 calls trading (1.2x expected) and implied vol increasing almost 2 points to 79.46%. . The Put/Call Ratio is 0.25. Earnings are expected on 01/30. [PTON 6.34 +0.44 Ref, IV=79.5% +1.6] #Bullish
- >>18562 HOOD Jan24 17.0 Calls $0.22 (CboeTheo=0.24) Below Bid! PHLX 11:46:11.446 IV=90.3% -3.7 EDGX 620 x $0.24 - $0.26 x 61 MPRL SPREAD/FLOOR - OPENING Vega=$16k HOOD=11.41 Ref
- >>2373 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID NOM 11:46:09.423 IV=175.6% -17.0 BOX 1400 x $0.01 - $0.03 x 57 NOM Vega=$85 AMC=6.88 Ref
- SWEEP DETECTED:
>>10209 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 11:46:09.319 IV=174.0% -18.6 C2 3304 x $0.01 - $0.03 x 473 MPRL ISO Vega=$370 AMC=6.91 Ref - >>3430 CERE Dec23 35.0 Puts $2.65 (CboeTheo=2.18) ASK AMEX 11:46:32.353 IV=144.7% +21.9 PHLX 34 x $1.80 - $2.65 x 10 AMEX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$7588 CERE=36.51 Ref
- >>3430 CERE Dec23 25.0 Puts $0.15 (CboeTheo=0.35) BID AMEX 11:46:32.354 IV=144.6% -21.7 NOM 200 x $0.10 - $0.70 x 77 PHLX SPREAD/FLOOR - OPENING 52WeekHigh Vega=$1750 CERE=36.51 Ref
- >>2499 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID C2 11:46:34.857 IV=174.8% -17.8 EMLD 992 x $0.01 - $0.02 x 100 EDGX ISO - COMPLEX Vega=$90 AMC=6.89 Ref
- SWEEP DETECTED:
>>2444 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 11:46:34.857 IV=174.8% -17.8 EMLD 992 x $0.01 - $0.02 x 100 EDGX ISO Vega=$88 AMC=6.89 Ref - >>9281 HOOD Jan24 13.0 Calls $0.54 (CboeTheo=0.61) Below Bid! PHLX 11:47:43.231 IV=66.3% -7.4 EMLD 725 x $0.60 - $0.64 x 568 EMLD SPREAD/FLOOR Vega=$14k HOOD=11.46 Ref
- SWEEP DETECTED:
>>4213 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 11:47:53.086 IV=174.2% -18.4 EMLD 1730 x $0.01 - $0.02 x 800 BOX ISO Vega=$152 AMC=6.91 Ref - >>1500 VIX Jan24 17th 18.0 Calls $1.02 (CboeTheo=1.01) MID CBOE 11:49:01.667 IV=92.8% +0.8 CBOE 5 x $1.00 - $1.03 x 32k CBOE LATE Vega=$2925 VIX=15.38 Fwd
- SWEEP DETECTED:
>>5103 AMC Dec23 8th 9.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 11:49:02.256 IV=175.0% -17.6 EMLD 1401 x $0.01 - $0.02 x 690 BOX ISO Vega=$184 AMC=6.89 Ref - SWEEP DETECTED:
>>3340 BAC Dec23 29th 30.0 Puts $0.23 (CboeTheo=0.23) ASK [MULTI] 11:52:15.256 IV=22.2% +1.2 EMLD 3350 x $0.22 - $0.23 x 1409 EMLD OPENING Vega=$7933 BAC=31.14 Ref - SWEEP DETECTED:
>>2658 AAPL Dec23 8th 195 Calls $0.38 (CboeTheo=0.37) ASK [MULTI] 11:52:28.858 IV=20.3% +2.0 C2 780 x $0.37 - $0.38 x 723 C2 Vega=$12k AAPL=192.50 Ref - >>5000 RIVN Jan25 12.5 Puts $1.98 (CboeTheo=2.00) BID ARCA 11:52:36.267 IV=75.9% +0.6 PHLX 42 x $1.98 - $2.03 x 144 EDGX CROSS Vega=$25k RIVN=19.09 Ref
- >>3300 SGML Jan24 40.0 Calls $0.84 (CboeTheo=1.10) BID AMEX 11:52:52.410 IV=85.5% -7.4 CBOE 1051 x $0.55 - $1.15 x 3 NOM SPREAD/CROSS SSR Vega=$9458 SGML=29.62 Ref
- >>3300 SGML Jan24 40.0 Calls $0.85 (CboeTheo=1.10) MID AMEX 11:52:52.410 IV=85.8% -7.0 CBOE 1051 x $0.55 - $1.15 x 3 NOM SPREAD/CROSS SSR Vega=$9495 SGML=29.62 Ref
- >>3300 SGML Jan24 37.0 Calls $1.57 (CboeTheo=1.65) MID AMEX 11:52:52.410 IV=93.1% -1.0 EMLD 14 x $1.50 - $1.65 x 3 ARCA SPREAD/CROSS - OPENING SSR Vega=$12k SGML=29.62 Ref
- >>3300 SGML Jan24 43.0 Calls $0.52 (CboeTheo=0.72) MID AMEX 11:52:52.410 IV=84.8% -6.9 CBOE 915 x $0.15 - $0.90 x 212 CBOE SPREAD/CROSS - OPENING SSR Vega=$7397 SGML=29.62 Ref
- SWEEP DETECTED:
>>2117 APO Dec23 29th 84.0 Puts $0.251 (CboeTheo=0.35) BID [MULTI] 11:54:38.796 IV=26.3% -2.8 NOM 37 x $0.25 - $0.35 x 98 PHLX OPENING Vega=$8003 APO=91.38 Ref - >>2627 SQ Dec23 76.0 Calls $0.44 (CboeTheo=0.44) Above Ask! PHLX 11:55:19.755 IV=52.7% +1.1 NOM 1595 x $0.38 - $0.43 x 197 MPRL AUCTION - OPENING Vega=$6876 SQ=69.39 Ref
- >>2625 SQ Dec23 76.0 Calls $0.44 (CboeTheo=0.44) Above Ask! PHLX 11:55:19.755 IV=52.7% +1.1 NOM 1595 x $0.38 - $0.43 x 197 MPRL AUCTION - OPENING Vega=$6871 SQ=69.39 Ref
- SWEEP DETECTED:
>>8899 SQ Dec23 76.0 Calls $0.44 (CboeTheo=0.45) BID [MULTI] 11:55:19.620 IV=52.1% +0.5 EDGX 411 x $0.44 - $0.46 x 318 C2 OPENING Vega=$23k SQ=69.50 Ref - >>Unusual Volume USB - 3x market weighted volume: 20.5k = 37.0k projected vs 11.5k adv, 60% calls, 5% of OI [USB 39.76 +0.35 Ref, IV=27.7% -0.7]
- >>4000 GPRE Jan24 25.0 Calls $0.80 (CboeTheo=0.75) ASK PHLX 11:56:42.192 IV=43.1% +2.5 NOM 40 x $0.70 - $0.80 x 62 PHLX SPREAD/CROSS/TIED - OPENING Vega=$12k GPRE=23.30 Ref
- >>1032 SPX Jan24 4450 Puts $29.90 (CboeTheo=29.80) BID CBOE 11:56:51.122 IV=13.4% +0.1 CBOE 510 x $29.80 - $30.10 x 472 CBOE FLOOR Vega=$512k SPX=4596.23 Fwd
- SPLIT TICKET:
>>2632 SPX Jan24 4450 Puts $29.90 (CboeTheo=29.80) BID [CBOE] 11:56:51.060 IV=13.4% +0.1 CBOE 510 x $29.80 - $30.10 x 472 CBOE FLOOR Vega=$1.31m SPX=4596.23 Fwd - >>5530 COIN Dec23 8th 125 Calls $16.83 (CboeTheo=16.93) ASK CBOE 11:57:45.686 IV=91.3% -10.1 BOX 32 x $16.40 - $17.00 x 4 EDGX COB/AUCTION Vega=$4794 COIN=141.64 Ref
- >>2000 COIN Dec23 8th 150 Calls $1.38 (CboeTheo=1.48) BID CBOE 11:57:45.686 IV=96.0% -5.6 BOX 90 x $1.36 - $1.55 x 30 BOX COB/AUCTION Vega=$6731 COIN=141.64 Ref
- >>3530 COIN Dec23 160 Calls $1.96 (CboeTheo=2.07) BID CBOE 11:57:45.686 IV=83.5% -8.9 EDGX 72 x $1.93 - $2.05 x 1 ARCA COB/AUCTION Vega=$22k COIN=141.64 Ref
- >>7340 COIN Jan24 130 Calls $21.52 (CboeTheo=21.54) BID CBOE 11:57:59.326 IV=77.4% -1.9 MIAX 310 x $21.30 - $22.05 x 139 MIAX SPREAD/LEGGED/FLOOR Vega=$129k COIN=141.71 Ref
- >>7340 COIN Jan24 140 Calls $16.35 (CboeTheo=16.27) BID CBOE 11:57:59.443 IV=77.7% -1.9 EDGX 93 x $16.35 - $16.60 x 70 EDGX SPREAD/LEGGED/FLOOR - OPENING Vega=$141k COIN=141.71 Ref
- >>3500 NIO Jan24 10.0 Calls $0.22 (CboeTheo=0.23) BID ISE 11:58:40.172 IV=67.3% -4.2 C2 872 x $0.22 - $0.23 x 1294 EMLD SPREAD/CROSS/TIED Vega=$2971 NIO=8.10 Ref
- SWEEP DETECTED:
>>2000 GME Jan24 127.5 Calls $0.11 (CboeTheo=0.10) ASK [MULTI] 11:59:13.362 IV=260.3% +3.3 EDGX 5 x $0.07 - $0.11 x 500 ARCA ISO Pre-Earnings / SSR Vega=$680 GME=15.09 Ref - >>6000 NCLH May24 17.5 Puts $1.58 (CboeTheo=1.57) MID PHLX 11:59:15.974 IV=47.5% +1.2 CBOE 21 x $1.55 - $1.60 x 8 BOX COB/AUCTION Vega=$27k NCLH=18.64 Ref
- >>6000 NCLH May24 15.0 Puts $0.77 (CboeTheo=0.78) BID PHLX 11:59:15.974 IV=50.3% +1.2 MPRL 13 x $0.77 - $0.79 x 16 MPRL COB/AUCTION Vega=$20k NCLH=18.64 Ref
- >>2500 WMT Jan25 175 Calls $6.30 (CboeTheo=6.21) ASK PHLX 12:00:03.586 IV=17.8% +0.3 PHLX 30 x $6.15 - $6.35 x 41 EDGX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$151k WMT=154.06 Ref
- >>2500 WMT Jan25 155 Puts $10.80 (CboeTheo=10.49) ASK PHLX 12:00:03.586 IV=19.9% +0.7 EDGX 109 x $10.35 - $10.90 x 234 EDGX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$153k WMT=154.06 Ref
- >>2316 SOFI Jan24 10.0 Calls $0.26 (CboeTheo=0.27) ASK AMEX 12:01:27.840 IV=65.0% -2.9 EMLD 2619 x $0.25 - $0.26 x 2316 AMEX ISO Vega=$2173 SOFI=8.36 Ref
- SWEEP DETECTED:
>>2326 SOFI Jan24 10.0 Calls $0.26 (CboeTheo=0.27) ASK [MULTI] 12:01:27.840 IV=65.0% -2.9 EMLD 2619 x $0.25 - $0.26 x 2316 AMEX ISO Vega=$2182 SOFI=8.36 Ref - >>5250 AMZN Jan24 130 Puts $0.80 (CboeTheo=0.80) MID AMEX 12:02:31.140 IV=29.0% -0.4 C2 873 x $0.79 - $0.81 x 508 EMLD SPREAD/CROSS Vega=$51k AMZN=145.54 Ref
- >>5250 AMZN Jan24 130 Calls $17.25 (CboeTheo=17.27) MID AMEX 12:02:31.140 IV=28.8% -0.6 MIAX 269 x $17.15 - $17.35 x 98 MIAX SPREAD/CROSS Vega=$50k AMZN=145.54 Ref
- >>3000 FL Jan25 27.5 Puts $4.96 (CboeTheo=4.93) ASK AMEX 12:02:37.066 IV=52.9% -0.1 EDGX 192 x $4.80 - $5.00 x 178 PHLX CROSS - OPENING Vega=$32k FL=28.46 Ref
- >>Unusual Volume RIG - 3x market weighted volume: 47.7k = 84.0k projected vs 26.5k adv, 93% calls, 4% of OI [RIG 5.88 -0.35 Ref, IV=48.2% +1.7]
- SWEEP DETECTED:
>>3158 PLTR Jan24 16.0 Puts $0.60 (CboeTheo=0.60) ASK [MULTI] 12:03:07.803 IV=55.0% -0.4 EMLD 1666 x $0.59 - $0.60 x 1185 EMLD Vega=$6361 PLTR=17.59 Ref - >>1000 SPXW Dec23 26th 3750 Puts $0.45 (CboeTheo=0.39) ASK CBOE 12:05:26.094 IV=32.7% +0.4 CBOE 663 x $0.40 - $0.45 x 130 CBOE FLOOR - OPENING Vega=$14k SPX=4580.23 Fwd
- SPLIT TICKET:
>>4200 SPXW Dec23 26th 3750 Puts $0.45 (CboeTheo=0.39) ASK [CBOE] 12:05:26.094 IV=32.7% +0.4 CBOE 663 x $0.40 - $0.45 x 130 CBOE FLOOR - OPENING Vega=$60k SPX=4580.23 Fwd - >>Unusual Volume WMB - 3x market weighted volume: 13.8k = 24.0k projected vs 6030 adv, 87% puts, 6% of OI ExDiv [WMB 35.91 -0.34 Ref, IV=17.5% -0.2]
- >>3100 SOFI Mar24 7.0 Puts $0.58 (CboeTheo=0.59) BID BOX 12:08:05.213 IV=73.8% +0.4 BZX 97 x $0.58 - $0.59 x 399 EMLD AUCTION Vega=$4288 SOFI=8.36 Ref
- >>2000 MSFT Jan24 330 Calls $43.19 (CboeTheo=43.23) BID AMEX 12:10:50.411 IV=25.0% -0.7 AMEX 8 x $43.05 - $43.40 x 30 BOX SPREAD/CROSS Vega=$38k MSFT=369.61 Ref
- >>2000 MSFT Jan24 330 Puts $1.21 (CboeTheo=1.20) ASK AMEX 12:10:50.411 IV=25.3% -0.5 MPRL 87 x $1.19 - $1.21 x 183 EMLD SPREAD/CROSS Vega=$39k MSFT=369.61 Ref
- >>5000 USB Feb24 45.0 Calls $0.53 (CboeTheo=0.51) BID ISE 12:10:58.806 IV=29.9% +0.1 EDGX 100 x $0.50 - $0.60 x 527 CBOE COB/AUCTION - OPENING Vega=$24k USB=39.76 Ref
- >>5000 USB Feb24 35.0 Puts $0.67 (CboeTheo=0.69) MID ISE 12:10:58.806 IV=35.0% -0.3 CBOE 91 x $0.65 - $0.70 x 92 BZX COB/AUCTION - OPENING Vega=$24k USB=39.77 Ref
- >>1000 SPXW Dec23 26th 3750 Puts $0.45 (CboeTheo=0.39) ASK CBOE 12:12:35.151 IV=32.8% +0.5 CBOE 623 x $0.40 - $0.45 x 130 CBOE LATE - OPENING Vega=$14k SPX=4582.71 Fwd
- >>Unusual Volume BLUE - 3x market weighted volume: 6208 = 10.6k projected vs 3512 adv, 92% calls, 6% of OI [BLUE 4.67 +0.34 Ref, IV=204.4% -1.4]
- SWEEP DETECTED:
>>2865 MPW Dec23 29th 5.0 Calls $0.25 (CboeTheo=0.23) ASK [MULTI] 12:12:54.430 IV=69.8% +15.1 NOM 20 x $0.24 - $0.25 x 1126 PHLX Vega=$1362 MPW=4.75 Ref - SWEEP DETECTED:
>>2002 SOFI Dec23 8.5 Calls $0.35 (CboeTheo=0.32) ASK [MULTI] 12:12:55.628 IV=69.1% +1.7 C2 706 x $0.34 - $0.35 x 1900 EMLD Vega=$1068 SOFI=8.45 Ref - >>1183 SPX Jun24 800 Puts $0.30 (CboeTheo=0.41) ASK CBOE 12:13:44.595 IV=78.4% -0.5 CBOE 2248 x $0.20 - $0.35 x 117 CBOE LATE Vega=$5865 SPX=4675.97 Fwd
- >>1183 SPX Jun24 800 Puts $0.30 (CboeTheo=0.41) ASK CBOE 12:13:44.599 IV=78.4% -0.5 CBOE 2248 x $0.20 - $0.35 x 117 CBOE LATE Vega=$5865 SPX=4675.97 Fwd
- SPLIT TICKET:
>>1288 SPX Jun24 1400 Puts $1.18 (CboeTheo=1.09) ASK [CBOE] 12:13:44.585 IV=61.1% +0.8 CBOE 1084 x $1.05 - $1.25 x 1082 CBOE LATE Vega=$26k SPX=4675.97 Fwd - SPLIT TICKET:
>>4730 SPX Jun24 800 Puts $0.30 (CboeTheo=0.41) ASK [CBOE] 12:13:44.585 IV=78.4% -0.5 CBOE 2248 x $0.20 - $0.35 x 117 CBOE LATE Vega=$23k SPX=4675.97 Fwd - >>Market Color .SPX - S&P500 index option volume at midday totals 1524230 contracts as the index trades near $4565.83 (-1.35). Front term atm implied vols are near 11.3% and the CBOE VIX is currently near 12.88 (0.03).
- >>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 5 to 3 and 804581 contracts changing hands. Most actives include Exxon Mobil(XOM), Transocean(RIG), Plug Power(PLUG). The sector ETF, XLE is down -1.495 to 81.655 with 30 day implied volatility up 1.1% at 21.4% #sector
- >>Market Color HTZ - Bullish option flow detected in Hertz Global Holdings (9.08 +0.31) with 12,151 calls trading (8x expected) and implied vol increasing almost 6 points to 66.10%. . The Put/Call Ratio is 0.02. Earnings are expected on 02/05. [HTZ 9.08 +0.31 Ref, IV=66.1% +5.9] #Bullish
- >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 8 to 3 and 2453504 contracts changing hands. Most actives include Robinhood(HOOD), Citi(C), SoFi Technologies(SOFI). The sector ETF, XLF is little changed -0.005 to 35.945 with 30 day implied volatility relatively flat at 12.8% #sector
- >>Market Color @IT - Technology sector option volume is relatively light today, with calls leading puts 9 to 4 and 3945780 contracts changing hands. Most actives include NVIDIA(NVDA), Apple(AAPL), Palantir Technologies(PLTR). The sector ETF, XLK is down -0.625 to 183.795 with 30 day implied volatility relatively flat at 16.2% #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is moderate today, with calls leading puts 2 to 1 and 3678154 contracts trading marketwide. Most actives include Tesla(TSLA), NIO(NIO), Amazon(AMZN). The sector ETF, XLY is up 1.605 to 172.345 with 30 day implied volatility relatively flat at 17.6% #sector
- >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 4 and 559089 contracts changing hands. Most actives include Pfizer(PFE), Altimmune(ALT), Moderna(MRNA). The sector ETF, XLV is up 0.135 to 132.045 with 30 day implied volatility relatively flat at 11.7% #sector
- >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 5 to 3 and 199097 contracts trading marketwide. Most actives include US Steel(X), Barrick Gold(GOLD), Albemarle(ALB). The sector ETF, XLB is little changed 0.065 to 81.315 with 30 day implied volatility relatively flat at 14.2% #sector
- SPLIT TICKET:
>>2800 HA Jan25 10.0 Puts $1.425 (CboeTheo=1.51) ASK [AMEX] 12:16:19.984 IV=63.8% +1.1 PHLX 46 x $1.05 - $1.60 x 10 PHLX FLOOR Vega=$11k HA=13.91 Ref - >>16499 RIG Jan24 7.0 Calls $0.11 (CboeTheo=0.10) ASK PHLX 12:17:45.547 IV=52.3% +5.7 C2 450 x $0.10 - $0.11 x 692 C2 COB/AUCTION Vega=$9525 RIG=5.88 Ref
- >>16499 RIG Jun24 7.0 Calls $0.56 (CboeTheo=0.56) MID PHLX 12:17:45.547 IV=51.2% +0.2 BOX 77 x $0.55 - $0.58 x 886 C2 COB/AUCTION Vega=$28k RIG=5.88 Ref
- >>4400 FTI Apr24 26.0 Calls $0.35 (CboeTheo=0.30) ASK BOX 12:18:11.009 IV=41.3% +3.4 ARCA 5 x $0.25 - $0.35 x 34 NOM SPREAD/FLOOR - OPENING Vega=$12k FTI=19.07 Ref
- >>4400 FTI Apr24 22.0 Calls $1.00 (CboeTheo=0.92) ASK BOX 12:18:11.009 IV=40.3% +2.4 CBOE 144 x $0.85 - $1.00 x 242 AMEX SPREAD/FLOOR Vega=$19k FTI=19.07 Ref
- >>2800 UBER Jan24 62.5 Calls $1.48 (CboeTheo=1.47) MID ARCA 12:18:26.381 IV=30.7% -0.5 C2 578 x $1.47 - $1.49 x 17 BXO CROSS Vega=$22k UBER=59.41 Ref
- >>2500 SLB Dec23 8th 49.0 Puts $0.56 (CboeTheo=0.53) ASK BOX 12:19:59.207 IV=37.9% +0.9 MPRL 6 x $0.54 - $0.56 x 81 C2 SPREAD/FLOOR Vega=$3769 SLB=48.99 Ref
- >>2500 SLB Jan24 12th 45.0 Puts $0.53 (CboeTheo=0.50) ASK BOX 12:19:59.207 IV=33.0% -0.2 GEMX 193 x $0.48 - $0.53 x 51 PHLX SPREAD/FLOOR - OPENING Vega=$10k SLB=48.99 Ref
- >>10000 WMB Dec23 8th 37.5 Puts $2.00 (CboeTheo=2.03) BID PHLX 12:21:03.950 BXO 13 x $1.95 - $2.10 x 13 BXO SPREAD/CROSS/TIED - OPENING ExDiv Vega=$0 WMB=35.91 Ref
- >>10000 WMB Dec23 8th 37.5 Calls $0.05 (CboeTheo=0.03) ASK PHLX 12:21:03.950 IV=49.5% +11.0 MPRL 0 x $0.00 - $0.05 x 64 MIAX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$4252 WMB=35.91 Ref
- >>3000 X Jan24 34.0 Puts $0.91 (CboeTheo=0.88) ASK AMEX 12:21:51.910 IV=35.5% +0.5 NOM 36 x $0.87 - $0.92 x 5 NOM SPREAD/FLOOR Vega=$13k X=35.77 Ref
- >>3000 X Jan24 30.0 Puts $0.25 (CboeTheo=0.30) BID AMEX 12:21:51.912 IV=42.3% -3.5 NOM 43 x $0.23 - $0.29 x 1 GEMX SPREAD/FLOOR Vega=$6453 X=35.77 Ref
- >>5000 KMB Dec23 8th 124 Puts $3.40 (CboeTheo=3.44) ASK PHLX 12:23:16.086 IV=22.5% -1.4 NOM 35 x $3.20 - $3.50 x 7 BZX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$4452 KMB=121.78 Ref
- >>5000 KMB Dec23 8th 124 Calls $0.10 (CboeTheo=0.10) ASK PHLX 12:23:16.086 IV=25.9% +1.9 BXO 0 x $0.00 - $0.10 x 190 PHLX SPREAD/CROSS/TIED - OPENING ExDiv Vega=$7874 KMB=121.78 Ref
- >>2000 F Jan24 11.35 Calls $0.22 (CboeTheo=0.20) BID MRX 12:23:58.448 IV=27.6% -0.2 EMLD 2064 x $0.22 - $0.23 x 6113 GEMX AUCTION Vega=$2750 F=10.77 Ref
- >>2500 KVUE Dec23 20.5 Calls $0.35 (CboeTheo=0.33) ASK PHLX 12:24:32.664 IV=51.2% +5.6 EDGX 295 x $0.31 - $0.35 x 228 CBOE SPREAD/CROSS/TIED Vega=$2880 KVUE=19.73 Ref
- >>2500 KVUE Dec23 8th 20.5 Calls $0.13 (CboeTheo=0.15) BID PHLX 12:24:32.664 IV=64.5% +11.9 EDGX 70 x $0.13 - $0.15 x 21 ARCA SPREAD/CROSS/TIED Vega=$1169 KVUE=19.73 Ref
- >>7250 TXN Feb24 175 Calls $1.30 (CboeTheo=1.38) BID PHLX 12:24:47.193 IV=22.6% -0.5 MPRL 35 x $1.28 - $1.38 x 13 BOX FLOOR - OPENING Vega=$127k TXN=157.32 Ref
- >>7250 TXN Feb24 175 Calls $1.31 (CboeTheo=1.38) BID PHLX 12:24:47.193 IV=22.6% -0.4 MPRL 35 x $1.28 - $1.38 x 13 BOX FLOOR - OPENING Vega=$128k TXN=157.32 Ref
- >>4000 SOFI Jun24 9.0 Puts $1.90 (CboeTheo=1.90) MID PHLX 12:24:47.672 IV=67.6% +0.2 EMLD 160 x $1.89 - $1.92 x 198 BOX SPREAD/CROSS/TIED - OPENING Vega=$9687 SOFI=8.37 Ref
- >>4000 SOFI Jan24 9.0 Puts $1.09 (CboeTheo=1.07) MID PHLX 12:24:47.672 IV=64.0% +1.2 C2 196 x $1.08 - $1.10 x 282 EDGX SPREAD/CROSS/TIED Vega=$4548 SOFI=8.37 Ref
- SPLIT TICKET:
>>14500 TXN Feb24 175 Calls $1.305 (CboeTheo=1.38) BID [PHLX] 12:24:47.193 IV=22.6% -0.5 MPRL 35 x $1.28 - $1.38 x 13 BOX FLOOR - OPENING Vega=$255k TXN=157.32 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1500 SMTC Mar24 19.0 Puts $3.50 (CboeTheo=3.37) ASK [MULTI] 12:27:25.324 IV=71.2% +4.5 MIAX 144 x $3.30 - $3.50 x 261 MIAX OPENING Pre-Earnings
Delta=-52%, EST. IMPACT = 78k Shares ($1.34m) To Sell SMTC=17.23 Ref - SWEEP DETECTED:
>>3252 AMC Dec23 8th 7.5 Calls $0.09 (CboeTheo=0.10) BID [MULTI] 12:27:40.344 IV=129.7% -9.7 EMLD 2540 x $0.09 - $0.10 x 26 ARCA Vega=$534 AMC=6.94 Ref - SWEEP DETECTED:
>>2273 BLUE1 Jan24 7.5 Calls $0.649 (CboeTheo=0.39) ASK [MULTI] 12:27:47.409 IV=163.4% +38.1 CBOE 15 x $0.45 - $0.65 x 763 PHLX OPENING Vega=$1648 BLUE=5.39 Ref - SWEEP DETECTED:
>>2003 AAPL Dec23 8th 197.5 Calls $0.11 (CboeTheo=0.11) BID [MULTI] 12:28:08.700 IV=21.3% +2.7 C2 1433 x $0.11 - $0.12 x 792 C2 Vega=$4548 AAPL=192.81 Ref - SWEEP DETECTED:
>>2055 AAPL Dec23 8th 197.5 Calls $0.11 (CboeTheo=0.11) BID [MULTI] 12:28:27.504 IV=21.3% +2.7 EMLD 467 x $0.11 - $0.12 x 913 C2 AUCTION Vega=$4665 AAPL=192.81 Ref - >>11999 RIG Jun24 7.0 Calls $0.56 (CboeTheo=0.56) BID PHLX 12:29:02.351 IV=51.0% -0.0 NOM 11 x $0.56 - $0.58 x 208 EMLD LATE Vega=$20k RIG=5.89 Ref
- SWEEP DETECTED:
>>2001 AAPL Dec23 8th 197.5 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 12:29:16.021 IV=20.7% +2.0 EMLD 726 x $0.10 - $0.11 x 314 C2 Vega=$4367 AAPL=192.85 Ref - >>1590 VIX Dec23 20th 30.0 Calls $0.06 (CboeTheo=0.06) MID CBOE 12:30:06.576 IV=198.8% +3.2 CBOE 6089 x $0.04 - $0.07 x 22k CBOE Vega=$315 VIX=13.67 Fwd
- SWEEP DETECTED:
>>2000 PLUG Jan24 4.0 Puts $0.49 (CboeTheo=0.48) ASK [MULTI] 12:30:46.879 IV=98.8% -1.4 BZX 26 x $0.48 - $0.49 x 33 C2 ISO SSR Vega=$1101 PLUG=4.12 Ref - SWEEP DETECTED:
>>2623 M Jan24 16.0 Calls $1.51 (CboeTheo=1.50) BID [MULTI] 12:31:05.324 IV=50.8% +4.4 EMLD 535 x $1.51 - $1.53 x 35 MPRL Vega=$5727 M=16.71 Ref - SWEEP DETECTED:
>>2000 AAPL Dec23 8th 195 Calls $0.41 (CboeTheo=0.43) BID [MULTI] 12:31:17.192 IV=19.5% +1.2 EDGX 670 x $0.41 - $0.42 x 53 MPRL Vega=$9383 AAPL=192.81 Ref - SPLIT TICKET:
>>1410 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) BID [CBOE] 12:31:33.481 IV=56.3% +1.7 CBOE 745 x $0.08 - $0.09 x 6260 CBOE Vega=$698 VIX=13.68 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 809 AIV Dec23 7.5 Calls $0.20 (CboeTheo=0.23) BID [MULTI] 12:36:13.095 IV=70.6% -9.6 ARCA 65 x $0.20 - $0.25 x 224 NOM
Delta=38%, EST. IMPACT = 31k Shares ($222k) To Sell AIV=7.21 Ref - >>2500 AMZN Jan24 130 Calls $17.67 (CboeTheo=17.68) MID AMEX 12:38:25.847 IV=29.0% -0.4 EDGX 197 x $17.60 - $17.75 x 116 EDGX SPREAD/CROSS Vega=$23k AMZN=145.99 Ref
- >>2500 AMZN Jan24 130 Puts $0.76 (CboeTheo=0.77) BID AMEX 12:38:25.847 IV=29.1% -0.3 EMLD 635 x $0.76 - $0.77 x 476 C2 SPREAD/CROSS Vega=$23k AMZN=145.99 Ref
- >>2250 NVO Jan24 92.5 Puts $1.63 (CboeTheo=1.54) ASK ARCA 12:42:04.983 IV=30.3% -0.0 PHLX 30 x $1.55 - $1.65 x 272 PHLX SPREAD/FLOOR - OPENING Vega=$25k NVO=98.09 Ref
- SWEEP DETECTED:
>>2100 AAPL Dec23 8th 197.5 Calls $0.09 (CboeTheo=0.10) BID [MULTI] 12:43:41.985 IV=20.0% +1.4 C2 1120 x $0.09 - $0.10 x 471 C2 Vega=$4387 AAPL=192.93 Ref - >>1000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) MID CBOE 12:44:31.286 IV=56.3% +1.7 CBOE 6217 x $0.07 - $0.09 x 8343 CBOE AUCTION Vega=$495 VIX=13.68 Fwd
- >>1000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) MID CBOE 12:44:31.286 IV=56.3% +1.7 CBOE 6217 x $0.07 - $0.09 x 8343 CBOE AUCTION Vega=$495 VIX=13.68 Fwd
- SPLIT TICKET:
>>2000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) MID [CBOE] 12:44:31.286 IV=56.3% +1.7 CBOE 6217 x $0.07 - $0.09 x 8343 CBOE AUCTION Vega=$990 VIX=13.68 Fwd - >>Market Color TDOC - Bullish option flow detected in Teladoc (19.23 +0.71) with 11,163 calls trading (1.9x expected) and implied vol increasing over 1 point to 47.09%. . The Put/Call Ratio is 0.14. Earnings are expected on 02/21. [TDOC 19.23 +0.71 Ref, IV=47.1% +1.2] #Bullish
- >>3600 LCID Jan24 3.0 Puts $0.08 (CboeTheo=0.10) BID PHLX 12:45:53.719 IV=100.0% -0.9 C2 470 x $0.08 - $0.10 x 1706 EMLD SPREAD/CROSS/TIED Vega=$945 LCID=4.54 Ref
- >>4000 TSLA Jan24 245 Puts $13.90 (CboeTheo=13.97) BID AMEX 12:47:13.688 IV=44.1% +0.2 CBOE 385 x $13.90 - $14.00 x 113 CBOE SPREAD/CROSS - OPENING Vega=$135k TSLA=245.61 Ref
- >>4000 TSLA Jan24 245 Calls $16.29 (CboeTheo=16.25) ASK AMEX 12:47:13.688 IV=44.4% +0.4 EDGX 474 x $16.15 - $16.30 x 315 EDGX SPREAD/CROSS Vega=$135k TSLA=245.61 Ref
- SPLIT TICKET:
>>2000 VNO Dec23 26.0 Puts $0.54 (CboeTheo=0.54) ASK [PHLX] 12:47:24.915 IV=63.9% +4.4 PHLX 460 x $0.40 - $0.60 x 113 CBOE AUCTION - OPENING 52WeekHigh Vega=$2986 VNO=27.61 Ref - >>2500 SNAP May25 20.0 Calls $2.98 (CboeTheo=2.94) ASK ARCA 12:48:46.052 IV=56.5% +0.6 BZX 38 x $2.88 - $3.00 x 7 ARCA SPREAD/CROSS 52WeekHigh Vega=$18k SNAP=15.14 Ref
- >>2500 SNAP Jan25 20.0 Calls $2.32 (CboeTheo=2.33) BID ARCA 12:48:46.052 IV=55.2% +0.4 BZX 11 x $2.32 - $2.34 x 13 ARCA SPREAD/CROSS 52WeekHigh Vega=$16k SNAP=15.14 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1065 HUSA May24 3.0 Calls $0.299 (CboeTheo=0.19) ASK [MULTI] 12:49:52.731 IV=130.4% +46.2 PHLX 1042 x $0.05 - $0.30 x 562 PHLX OPENING
Delta=42%, EST. IMPACT = 45k Shares ($78k) To Buy HUSA=1.73 Ref - SWEEP DETECTED:
>>2100 KEY Mar24 14.0 Calls $0.70 (CboeTheo=0.72) BID [MULTI] 12:50:03.553 IV=36.6% -1.0 PHLX 331 x $0.70 - $0.75 x 10 ISE Vega=$5581 KEY=13.20 Ref - >>5000 FCX Jan24 38.0 Calls $1.04 (CboeTheo=1.04) MID PHLX 12:50:39.717 IV=31.4% -0.0 C2 183 x $1.02 - $1.05 x 49 MPRL SPREAD/CROSS/TIED Vega=$24k FCX=36.52 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 6th 4595 Calls $0.10 (CboeTheo=0.11) BID [CBOE] 12:51:10.908 IV=16.9% +6.6 CBOE 1920 x $0.10 - $0.15 x 2295 CBOE Vega=$4508 SPX=4564.47 Fwd - SPLIT TICKET:
>>2000 STWD Dec23 21.0 Calls $0.099 (CboeTheo=0.10) ASK [CBOE] 12:51:56.227 IV=27.4% +2.5 EMLD 277 x $0.05 - $0.10 x 442 EMLD AUCTION Vega=$1764 STWD=20.17 Ref - >>7500 AAPL Dec23 190 Calls $4.08 (CboeTheo=4.05) MID AMEX 12:52:05.206 IV=18.8% -0.1 EDGX 78 x $4.05 - $4.10 x 108 EDGX SPREAD/CROSS Vega=$80k AAPL=192.69 Ref
- >>7500 AAPL Dec23 190 Puts $1.08 (CboeTheo=1.07) MID AMEX 12:52:05.206 IV=18.7% -0.2 EMLD 188 x $1.07 - $1.09 x 113 C2 SPREAD/CROSS Vega=$80k AAPL=192.69 Ref
- SWEEP DETECTED:
>>3000 PLTR Dec23 8th 17.0 Puts $0.12 (CboeTheo=0.13) BID [MULTI] 12:52:45.976 IV=63.1% -4.5 EMLD 2451 x $0.12 - $0.13 x 1180 EMLD Vega=$1250 PLTR=17.57 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 800 DAKT Apr24 10.0 Calls $0.65 (CboeTheo=0.68) BID [MULTI] 12:54:55.587 IV=57.6% -3.0 ARCA 80 x $0.65 - $0.75 x 282 CBOE OPENING SSR
Delta=38%, EST. IMPACT = 31k Shares ($257k) To Sell DAKT=8.38 Ref - SWEEP DETECTED:
>>2000 PLTR Dec23 8th 17.0 Puts $0.14 (CboeTheo=0.14) ASK [MULTI] 12:56:31.475 IV=65.5% -2.1 EMLD 4131 x $0.13 - $0.14 x 2110 EMLD AUCTION Vega=$871 PLTR=17.54 Ref - SPLIT TICKET:
>>1285 SPXW Dec23 6th 4595 Calls $0.05 (CboeTheo=0.09) BID [CBOE] 12:57:02.028 IV=16.6% +6.2 CBOE 2158 x $0.05 - $0.10 x 1458 CBOE Vega=$3545 SPX=4562.25 Fwd - >>3628 COF Jan24 130 Calls $0.65 (CboeTheo=0.71) BID CBOE 12:57:55.524 IV=26.6% -1.5 BXO 85 x $0.65 - $0.75 x 192 CBOE FLOOR Vega=$31k COF=115.64 Ref
- SPLIT TICKET:
>>4528 COF Jan24 130 Calls $0.65 (CboeTheo=0.71) BID [CBOE] 12:57:55.523 IV=26.6% -1.5 BXO 85 x $0.65 - $0.75 x 192 CBOE FLOOR - OPENING Vega=$39k COF=115.64 Ref - SWEEP DETECTED:
>>3032 PLTR Dec23 8th 17.5 Puts $0.34 (CboeTheo=0.33) ASK [MULTI] 12:58:29.779 IV=65.7% +3.5 C2 407 x $0.33 - $0.34 x 739 EDGX Vega=$1623 PLTR=17.52 Ref - SWEEP DETECTED:
>>2076 PLTR Dec23 8th 17.0 Puts $0.15 (CboeTheo=0.14) ASK [MULTI] 12:58:29.779 IV=66.6% -1.0 EMLD 1381 x $0.14 - $0.15 x 848 EMLD Vega=$921 PLTR=17.52 Ref - SWEEP DETECTED:
>>2537 JBLU Dec23 4.5 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 12:58:37.006 IV=83.7% -2.5 CBOE 129 x $0.09 - $0.10 x 50 ARCA OPENING Vega=$617 JBLU=4.88 Ref - SPLIT TICKET:
>>2000 AAL Feb24 14.0 Calls $0.88 (CboeTheo=0.86) ASK [MIAX] 12:58:46.843 IV=40.2% +1.4 MPRL 51 x $0.86 - $0.88 x 682 EDGX AUCTION Vega=$4840 AAL=13.63 Ref - SPLIT TICKET:
>>2100 MLCO Jan24 10.0 Calls $0.125 (CboeTheo=0.18) BID [PHLX] 12:59:03.158 IV=65.8% -10.2 PHLX 8548 x $0.10 - $0.20 x 321 PHLX FLOOR Vega=$1473 MLCO=7.83 Ref - >>3088 AMD Dec23 8th 118 Puts $1.99 (CboeTheo=1.99) BID EDGX 12:59:27.288 IV=63.1% +9.2 BZX 7 x $1.99 - $2.01 x 1 MPRL COB Vega=$11k AMD=118.55 Ref
- >>3088 AMD Dec23 8th 117 Puts $1.57 (CboeTheo=1.55) ASK EDGX 12:59:27.288 IV=63.4% +9.5 BOX 20 x $1.55 - $1.57 x 72 C2 COB Vega=$11k AMD=118.55 Ref
- >>2000 CHWY Dec23 22.0 Calls $0.88 (CboeTheo=0.89) MID PHLX 13:00:26.851 IV=146.9% -1.0 EMLD 76 x $0.87 - $0.90 x 6 MIAX SPREAD/CROSS/TIED - OPENING Pre-Earnings Vega=$2232 CHWY=19.36 Ref
- >>11000 CCL Jan25 10.0 Puts $0.59 (CboeTheo=0.58) MID ARCA 13:01:19.139 IV=56.5% +1.2 PHLX 87 x $0.58 - $0.60 x 60 GEMX CROSS Vega=$34k CCL=17.52 Ref
- SWEEP DETECTED:
>>3001 CCL Jun24 12.5 Puts $0.55 (CboeTheo=0.54) ASK [MULTI] 13:01:39.133 IV=53.7% +1.6 NOM 56 x $0.53 - $0.55 x 1104 C2 Vega=$8346 CCL=17.50 Ref - SPLIT TICKET:
>>1100 SPX Feb24 3560 Puts $3.70 (CboeTheo=3.60) ASK [CBOE] 13:02:17.074 IV=28.4% +0.1 CBOE 100 x $3.60 - $3.70 x 100 CBOE OPENING Vega=$102k SPX=4606.19 Fwd - >>6000 SOFI Feb24 8.0 Puts $0.90 (CboeTheo=0.91) BID AMEX 13:03:32.906 IV=73.2% +0.2 BZX 68 x $0.90 - $0.91 x 24 MPRL CROSS - OPENING Vega=$8421 SOFI=8.21 Ref
- SWEEP DETECTED:
>>2000 AAL Jan24 13.0 Calls $1.151 (CboeTheo=1.16) MID [MULTI] 13:03:30.618 IV=39.4% +0.6 EDGX 86 x $1.15 - $1.17 x 13 BXO Vega=$3394 AAL=13.64 Ref - >>4612 CHWY Dec23 8th 24.0 Calls $0.26 (CboeTheo=0.26) MID AMEX 13:04:04.564 IV=246.9% +46.3 C2 250 x $0.25 - $0.27 x 407 EDGX SPREAD/FLOOR - OPENING Pre-Earnings Vega=$1593 CHWY=19.36 Ref
- >>2306 CHWY Dec23 8th 22.5 Calls $0.50 (CboeTheo=0.49) ASK AMEX 13:04:04.564 IV=251.5% +52.3 C2 173 x $0.48 - $0.50 x 145 EMLD SPREAD/FLOOR - OPENING Pre-Earnings Vega=$1083 CHWY=19.36 Ref
- >>4000 OUT Mar24 10.0 Puts $0.10 (CboeTheo=0.32) BID BOX 13:06:05.451 IV=37.4% -19.2 PHLX 753 x $0.10 - $0.50 x 647 PHLX SPREAD/FLOOR Vega=$4112 OUT=13.02 Ref
- >>2000 OUT Mar24 12.5 Puts $0.78 (CboeTheo=0.79) ASK BOX 13:06:05.451 IV=36.7% -2.1 PHLX 2146 x $0.05 - $1.10 x 766 PHLX SPREAD/FLOOR Vega=$5141 OUT=13.02 Ref
- SWEEP DETECTED:
>>2466 PLTR Dec23 22nd 17.0 Puts $0.57 (CboeTheo=0.56) ASK [MULTI] 13:07:00.651 IV=54.9% +0.6 EMLD 1168 x $0.56 - $0.57 x 1227 EMLD OPENING Vega=$3449 PLTR=17.45 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 3738 NLY Dec23 29th 18.5 Calls $0.25 (CboeTheo=0.24) ASK [MULTI] 13:08:47.363 IV=24.7% +1.8 EMLD 588 x $0.21 - $0.25 x 507 EMLD OPENING
Delta=36%, EST. IMPACT = 136k Shares ($2.46m) To Buy NLY=18.04 Ref - SWEEP DETECTED:
>>3000 PFE Jan24 32.0 Calls $0.20 (CboeTheo=0.22) BID [MULTI] 13:09:11.112 IV=24.2% -1.1 EMLD 763 x $0.20 - $0.23 x 1520 EDGX Vega=$7585 PFE=29.11 Ref - >>20000 XP Dec23 18.0 Puts $0.03 (CboeTheo=0.05) MID PHLX 13:12:24.288 IV=78.6% -15.4 ISE 0 x $0.00 - $0.05 x 373 AMEX AUCTION - OPENING Vega=$4546 XP=23.41 Ref
- SWEEP DETECTED:
>>4999 BABA Jan25 70.0 Puts $9.11 (CboeTheo=9.21) BID [MULTI] 13:12:49.999 IV=38.1% -0.5 EDGX 345 x $9.10 - $9.30 x 9 BOX Vega=$139k BABA=72.02 Ref - >>Market Color IONQ - Bullish option flow detected in IONQ (13.18 +0.17) with 10,973 calls trading (2x expected) and implied vol increasing over 2 points to 79.60%. . The Put/Call Ratio is 0.37. Earnings are expected on 03/28. [IONQ 13.18 +0.17 Ref, IV=79.6% +2.4] #Bullish
- SPLIT TICKET:
>>1000 SPX Dec23 4500 Puts $12.70 (CboeTheo=12.52) Above Ask! [CBOE] 13:16:04.344 IV=13.4% +0.3 CBOE 120 x $12.40 - $12.60 x 395 CBOE LATE Vega=$219k SPX=4569.69 Fwd - >>Unusual Volume CNQ - 3x market weighted volume: 5097 = 7146 projected vs 2326 adv, 56% calls, 6% of OI [CNQ 63.62 -2.73 Ref, IV=28.4% +2.2]
- >>3400 UNP Feb24 250 Calls $2.45 (CboeTheo=2.54) BID PHLX 13:16:26.322 IV=18.5% -0.3 PHLX 12 x $2.35 - $2.70 x 14 PHLX FLOOR - OPENING ExDiv Vega=$108k UNP=233.09 Ref
- SPLIT TICKET:
>>4250 UNP Feb24 250 Calls $2.44 (CboeTheo=2.54) BID [PHLX] 13:16:26.322 IV=18.5% -0.3 PHLX 12 x $2.35 - $2.70 x 14 PHLX FLOOR - OPENING ExDiv Vega=$135k UNP=233.09 Ref - >>4285 SQ Dec23 29th 67.0 Calls $3.91 (CboeTheo=3.86) ASK CBOE 13:16:55.621 IV=42.3% +4.4 CBOE 338 x $3.80 - $3.95 x 553 CBOE COB/AUCTION Vega=$28k SQ=68.61 Ref
- >>4285 SQ Jan24 85.0 Calls $0.54 (CboeTheo=0.54) MID CBOE 13:16:55.621 IV=45.6% +1.0 C2 135 x $0.53 - $0.55 x 152 C2 COB/AUCTION Vega=$20k SQ=68.61 Ref
- >>4285 SQ Jan24 75.0 Calls $1.87 (CboeTheo=1.87) BID CBOE 13:16:55.621 IV=41.9% +2.2 C2 117 x $1.87 - $1.90 x 499 CBOE COB/AUCTION Vega=$36k SQ=68.61 Ref
- SPLIT TICKET:
>>2000 SDRL Apr24 40.0 Puts $3.10 (CboeTheo=3.24) BID [CBOE] 13:16:56.761 IV=36.2% -0.8 EDGX 147 x $3.10 - $4.80 x 83 PHLX FLOOR - OPENING Vega=$19k SDRL=40.46 Ref - >>3000 WBD Jan24 10.0 Puts $0.23 (CboeTheo=0.24) MID BOX 13:23:49.345 IV=44.0% -0.7 C2 565 x $0.22 - $0.24 x 150 EMLD SPREAD/FLOOR Vega=$3439 WBD=11.04 Ref
- >>3000 WBD Dec23 29th 10.5 Puts $0.22 (CboeTheo=0.23) BID BOX 13:23:49.345 IV=41.6% -1.6 EMLD 1534 x $0.22 - $0.24 x 56 MPRL SPREAD/FLOOR - OPENING Vega=$2855 WBD=11.04 Ref
- >>5110 KEY Dec23 12.0 Calls $1.29 (CboeTheo=1.27) ASK ARCA 13:24:10.346 IV=64.1% +9.7 NOM 12 x $1.20 - $1.35 x 1808 PHLX SPREAD/FLOOR Vega=$2675 KEY=13.15 Ref
- >>5000 KEY Jan24 12th 15.0 Calls $0.10 (CboeTheo=0.15) MID ARCA 13:24:10.346 IV=34.9% -7.2 PHLX 2726 x $0.05 - $0.15 x 144 PHLX SPREAD/FLOOR - OPENING Vega=$4769 KEY=13.15 Ref
- SWEEP DETECTED:
>>3000 RIOT Dec23 8th 16.0 Calls $0.17 (CboeTheo=0.17) ASK [MULTI] 13:24:34.890 IV=126.5% -6.7 ARCA 1 x $0.16 - $0.17 x 456 GEMX Vega=$1000 RIOT=14.77 Ref - >>Unusual Volume FIS - 3x market weighted volume: 8458 = 11.7k projected vs 3791 adv, 92% calls, 8% of OI ExDiv [FIS 59.96 +0.37 Ref, IV=24.5% +0.2]
- >>Unusual Volume UNP - 3x market weighted volume: 15.1k = 20.8k projected vs 6916 adv, 90% calls, 9% of OI ExDiv [UNP 233.60 +1.44 Ref, IV=16.6% -0.2]
- >>5000 NCLH Jan24 17.5 Puts $0.79 (CboeTheo=0.80) BID AMEX 13:25:29.483 IV=45.4% +0.7 EDGX 284 x $0.79 - $0.80 x 2 ARCA CROSS Vega=$12k NCLH=18.12 Ref
- SWEEP DETECTED:
>>2001 RIOT Jan24 15.0 Calls $2.08 (CboeTheo=2.08) BID [MULTI] 13:25:32.990 IV=106.2% -2.2 MPRL 1325 x $2.08 - $2.12 x 1056 EDGX Vega=$4039 RIOT=14.72 Ref - >>Unusual Volume ELAN - 3x market weighted volume: 6349 = 8703 projected vs 2892 adv, 84% calls, 10% of OI [ELAN 13.01 +0.15 Ref, IV=43.6% +0.9]
- SPLIT TICKET:
>>3000 CEIX Jun24 125 Calls $7.15 (CboeTheo=7.90) BID [PHLX] 13:26:08.557 IV=41.2% -1.8 PHLX 40 x $7.10 - $8.60 x 40 PHLX FLOOR - OPENING Vega=$89k CEIX=105.79 Ref - SWEEP DETECTED:
>>2000 PLTR Dec23 8th 17.0 Puts $0.19 (CboeTheo=0.18) ASK [MULTI] 13:26:14.985 IV=69.3% +1.7 GEMX 197 x $0.18 - $0.19 x 1014 EMLD Vega=$942 PLTR=17.41 Ref - SWEEP DETECTED:
>>2000 WFC Jan24 42.5 Puts $0.55 (CboeTheo=0.55) BID [MULTI] 13:26:31.791 IV=25.4% +0.2 EMLD 269 x $0.55 - $0.56 x 60 C2 ISO Vega=$9574 WFC=44.91 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1500 KNX Dec23 57.5 Calls $0.50 (CboeTheo=0.44) ASK [MULTI] 13:27:41.282 IV=31.1% +2.3 EDGX 114 x $0.40 - $0.50 x 267 EMLD ExDiv
Delta=30%, EST. IMPACT = 45k Shares ($2.50m) To Buy KNX=55.98 Ref - >>2500 CSCO Jan25 37.5 Puts $1.17 (CboeTheo=1.17) ASK PHLX 13:28:58.295 IV=27.3% +0.2 EDGX 114 x $1.14 - $1.18 x 372 PHLX SPREAD/CROSS/TIED Vega=$29k CSCO=47.85 Ref
- SWEEP DETECTED:
>>4000 MPW Apr24 5.0 Puts $1.067 (CboeTheo=1.02) ASK [MULTI] 13:29:01.168 IV=75.4% +5.3 ARCA 29 x $1.02 - $1.07 x 1569 PHLX ISO Vega=$4368 MPW=4.64 Ref - SWEEP DETECTED:
>>2000 AAPL Jan24 170 Puts $0.34 (CboeTheo=0.35) BID [MULTI] 13:29:40.277 IV=23.9% -0.5 C2 1141 x $0.34 - $0.35 x 402 C2 Vega=$15k AAPL=192.90 Ref - >>10000 PLUG Jan24 2.5 Puts $0.10 (CboeTheo=0.10) BID BOX 13:30:21.927 IV=129.6% -4.1 C2 63 x $0.10 - $0.11 x 1268 EMLD SPREAD/FLOOR SSR Vega=$2402 PLUG=4.07 Ref
- >>2350 PLUG Jun24 2.0 Puts $0.32 (CboeTheo=0.30) ASK BOX 13:30:21.927 IV=128.1% +6.2 EDGX 643 x $0.28 - $0.32 x 1876 EMLD SPREAD/FLOOR - OPENING SSR Vega=$1296 PLUG=4.07 Ref
- SWEEP DETECTED:
>>2234 STNG Jan24 42.0 Puts $0.10 (CboeTheo=0.17) BID [MULTI] 13:30:43.693 IV=42.7% -5.0 CBOE 150 x $0.10 - $0.15 x 121 C2 ISO Vega=$3026 STNG=54.47 Ref - SWEEP DETECTED:
>>2383 NVDA Dec23 8th 455 Puts $3.65 (CboeTheo=3.65) Above Ask! [MULTI] 13:31:21.792 IV=40.3% +1.9 CBOE 137 x $3.55 - $3.65 x 468 CBOE Vega=$32k NVDA=459.24 Ref - >>2200 AMZN Jan25 100 Puts $3.43 (CboeTheo=3.41) BID ARCA 13:31:34.650 IV=38.2% +0.0 PHLX 317 x $3.40 - $3.50 x 919 CBOE SPREAD/CROSS Vega=$62k AMZN=145.53 Ref
- >>1000 SPXW Dec23 13th 4380 Puts $1.35 (CboeTheo=1.34) MID CBOE 13:35:10.593 IV=16.6% +0.2 CBOE 596 x $1.30 - $1.40 x 311 CBOE FLOOR - OPENING Vega=$51k SPX=4569.91 Fwd
- >>1000 SPXW Dec23 13th 4380 Puts $1.35 (CboeTheo=1.34) MID CBOE 13:35:10.593 IV=16.6% +0.2 CBOE 596 x $1.30 - $1.40 x 311 CBOE FLOOR - OPENING Vega=$51k SPX=4569.91 Fwd
- SPLIT TICKET:
>>3358 SPXW Dec23 13th 4380 Puts $1.35 (CboeTheo=1.34) MID [CBOE] 13:35:10.593 IV=16.6% +0.2 CBOE 596 x $1.30 - $1.40 x 311 CBOE FLOOR - OPENING Vega=$171k SPX=4569.91 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 560 GXO Jan24 60.0 Calls $1.35 (CboeTheo=1.43) BID [MULTI] 13:36:25.063 IV=24.9% -2.0 PHLX 241 x $1.35 - $1.55 x 36 BOX OPENING
Delta=40%, EST. IMPACT = 22k Shares ($1.29m) To Sell GXO=58.05 Ref - >>8709 LUMN Jan24 1.5 Puts $0.15 (CboeTheo=0.13) ASK ISE 13:37:10.618 IV=93.4% +10.7 PHLX 774 x $0.12 - $0.15 x 162 AMEX AUCTION Vega=$1799 LUMN=1.60 Ref
- SWEEP DETECTED:
>>2000 PLTR Dec23 8th 17.0 Puts $0.17 (CboeTheo=0.17) BID [MULTI] 13:37:10.344 IV=67.1% -0.5 EMLD 3064 x $0.17 - $0.18 x 1595 EMLD Vega=$919 PLTR=17.45 Ref - SWEEP DETECTED:
>>2000 M Jan24 15.0 Calls $2.08 (CboeTheo=2.05) ASK [MULTI] 13:38:39.878 IV=53.2% +4.9 BZX 50 x $2.03 - $2.08 x 368 CBOE ISO Vega=$3760 M=16.59 Ref - >>Unusual Volume SPG - 3x market weighted volume: 7782 = 10.3k projected vs 3418 adv, 89% calls, 10% of OI ExDiv [SPG 132.49 +1.71 Ref, IV=19.8% +0.2]
- >>2550 JPM Jan24 160 Calls $2.73 (CboeTheo=2.74) BID AMEX 13:41:08.602 IV=17.6% +0.1 PHLX 40 x $2.73 - $2.76 x 71 C2 SPREAD/FLOOR Vega=$54k JPM=157.25 Ref
- >>2550 JPM Jan24 160 Puts $5.38 (CboeTheo=5.44) BID AMEX 13:41:08.603 IV=17.3% -0.1 PHLX 589 x $5.35 - $5.50 x 396 PHLX SPREAD/FLOOR Vega=$53k JPM=157.25 Ref
- SWEEP DETECTED:
>>2028 SNAP Dec23 8th 15.0 Calls $0.25 (CboeTheo=0.24) ASK [MULTI] 13:41:40.630 IV=60.1% +2.6 EMLD 266 x $0.24 - $0.25 x 847 C2 52WeekHigh Vega=$920 SNAP=14.95 Ref - >>1650 SPX Jan24 4550 Calls $98.09 (CboeTheo=97.49) Above Ask! CBOE 13:41:48.294 IV=12.0% +0.1 CBOE 477 x $97.00 - $97.90 x 421 CBOE LATE Vega=$1.01m SPX=4591.88 Fwd
- SPLIT TICKET:
>>1800 SPX Jan24 4550 Calls $98.09 (CboeTheo=97.49) Above Ask! [CBOE] 13:41:48.224 IV=12.0% +0.1 CBOE 477 x $97.00 - $97.90 x 421 CBOE LATE Vega=$1.10m SPX=4591.88 Fwd - >>Market Color VEEV - Bullish option flow detected in Veeva (178.61 +0.65) with 7,088 calls trading (6x expected) and implied vol increasing almost 3 points to 43.29%. . The Put/Call Ratio is 0.47. Earnings are expected on 12/06. Pre-Earnings [VEEV 178.61 +0.65 Ref, IV=43.3% +2.6] #Bullish
- >>11500 BABA Jun24 80.0 Puts $12.28 (CboeTheo=12.18) MID AMEX 13:45:45.032 IV=37.5% +0.4 ARCA 4 x $12.20 - $12.35 x 28 PHLX SPREAD/CROSS Vega=$227k BABA=72.05 Ref
- >>11500 BABA Jun24 80.0 Calls $5.22 (CboeTheo=5.24) BID AMEX 13:45:45.032 IV=36.9% -0.2 ARCA 3 x $5.20 - $5.30 x 7 ARCA SPREAD/CROSS - OPENING Vega=$237k BABA=72.05 Ref
- >>5000 SAVE Feb24 7.5 Puts $1.55 (CboeTheo=1.55) MID ARCA 13:46:10.268 IV=228.5% -3.3 NOM 2 x $1.53 - $1.58 x 1 ARCA SPREAD/CROSS SSR Vega=$6540 SAVE=14.22 Ref
- >>5000 SAVE Feb24 17.5 Calls $3.65 (CboeTheo=3.60) MID ARCA 13:46:10.268 IV=188.5% +1.5 BZX 42 x $3.50 - $3.80 x 159 PHLX SPREAD/CROSS SSR Vega=$12k SAVE=14.22 Ref
- SWEEP DETECTED:
>>2433 CHPT Dec23 8th 2.5 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 13:49:32.263 IV=409.5% +108.0 EMLD 817 x $0.11 - $0.12 x 54 MPRL Pre-Earnings Vega=$139 CHPT=2.08 Ref - SWEEP DETECTED:
>>2696 GME Dec23 11.0 Puts $0.12 (CboeTheo=0.12) ASK [MULTI] 13:49:50.368 IV=144.8% +7.3 MPRL 142 x $0.11 - $0.12 x 548 EMLD ISO - OPENING Pre-Earnings / SSR Vega=$880 GME=14.96 Ref - SWEEP DETECTED:
>>4998 CHPT Dec23 8th 1.5 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 13:49:52.989 IV=404.3% +45.9 EMLD 2884 x $0.03 - $0.04 x 2364 EMLD Pre-Earnings Vega=$151 CHPT=2.08 Ref - >>2000 M Jan24 13.0 Puts $0.17 (CboeTheo=0.15) MID AMEX 13:50:15.612 IV=58.6% +4.3 C2 307 x $0.15 - $0.18 x 1199 EMLD FLOOR Vega=$2013 M=16.61 Ref
- SWEEP DETECTED:
>>2000 INTC Dec23 8th 41.5 Puts $0.43 (CboeTheo=0.42) ASK [MULTI] 13:51:04.386 IV=36.7% +1.6 C2 1748 x $0.41 - $0.43 x 964 EDGX ISO Vega=$2514 INTC=41.55 Ref - SWEEP DETECTED:
>>2000 INTC Dec23 8th 41.0 Puts $0.24 (CboeTheo=0.23) ASK [MULTI] 13:51:23.137 IV=37.0% +2.1 EMLD 2041 x $0.23 - $0.24 x 959 C2 ISO Vega=$2248 INTC=41.52 Ref - SWEEP DETECTED:
>>2474 NLY Dec23 18.5 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 13:51:54.814 IV=29.8% +4.0 EMLD 231 x $0.12 - $0.15 x 352 C2 Vega=$2419 NLY=17.98 Ref - SWEEP DETECTED:
>>2000 NXE Jan24 8.0 Calls $0.20 (CboeTheo=0.17) ASK [MULTI] 13:52:02.683 IV=67.6% +4.2 BXO 17 x $0.15 - $0.20 x 1201 PHLX OPENING Vega=$1442 NXE=6.56 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2225 BX Dec23 29th 113 Puts $2.57 (CboeTheo=2.58) ASK [MULTI] 13:53:55.659 IV=26.6% +0.8 NOM 7 x $2.44 - $2.65 x 15 ARCA AUCTION - OPENING 52WeekHigh
Delta=-44%, EST. IMPACT = 98k Shares ($11.1m) To Sell BX=113.61 Ref - >>Unusual Volume NOVA - 3x market weighted volume: 11.4k = 14.8k projected vs 4911 adv, 95% calls, 4% of OI [NOVA 12.51 +0.56 Ref, IV=95.6% +5.8]
- >>4350 MSFT Feb24 385 Calls $10.73 (CboeTheo=10.79) BID CBOE 13:55:29.084 IV=23.6% -0.1 EDGX 434 x $10.70 - $10.85 x 101 EMLD SPREAD/LEGGED/FLOOR - OPENING Vega=$278k MSFT=369.71 Ref
- >>4350 MSFT Jan24 375 Calls $8.83 (CboeTheo=8.84) Below Bid! CBOE 13:55:29.171 IV=19.5% -0.3 MPRL 2 x $8.85 - $8.90 x 205 AMEX SPREAD/LEGGED/FLOOR Vega=$223k MSFT=369.71 Ref
- SWEEP DETECTED:
>>2000 GME Dec23 11.0 Puts $0.14 (CboeTheo=0.13) ASK [MULTI] 13:56:12.517 IV=150.1% +12.6 EMLD 613 x $0.12 - $0.14 x 901 EMLD ISO - OPENING Pre-Earnings / SSR Vega=$701 GME=14.93 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 6531 NOVA Jan24 15.0 Calls $0.65 (CboeTheo=0.59) ASK [MULTI] 13:56:23.370 IV=91.1% +4.5 MIAX 266 x $0.55 - $0.65 x 1395 PHLX OPENING
Delta=31%, EST. IMPACT = 203k Shares ($2.47m) To Buy NOVA=12.12 Ref - >>5400 MSFT Feb24 380 Calls $12.88 (CboeTheo=12.92) BID CBOE 13:56:56.169 IV=23.9% -0.1 EDGX 186 x $12.85 - $12.95 x 25 C2 SPREAD/LEGGED/FLOOR - OPENING Vega=$352k MSFT=369.75 Ref
- >>5400 MSFT Jan24 370 Calls $11.47 (CboeTheo=11.46) ASK CBOE 13:56:56.264 IV=19.9% -0.2 EDGX 314 x $11.40 - $11.50 x 117 CBOE SPREAD/LEGGED/FLOOR Vega=$275k MSFT=369.75 Ref
- SWEEP DETECTED:
>>2465 RIVN Dec23 8th 20.0 Calls $0.13 (CboeTheo=0.14) BID [MULTI] 13:57:05.258 IV=95.9% +0.7 MPRL 2769 x $0.13 - $0.14 x 9 MPRL Vega=$928 RIVN=18.66 Ref - >>2500 WW Apr24 10.0 Calls $0.69 (CboeTheo=0.69) ASK ISE 13:58:21.929 IV=94.6% +0.2 EMLD 461 x $0.65 - $0.70 x 132 EMLD SPREAD/CROSS - OPENING Vega=$3786 WW=6.69 Ref
- >>2500 WW Apr24 12.5 Calls $0.36 (CboeTheo=0.39) BID ISE 13:58:21.929 IV=92.8% -2.5 EMLD 673 x $0.35 - $0.40 x 361 EMLD SPREAD/CROSS Vega=$2986 WW=6.69 Ref
- SWEEP DETECTED:
>>2000 AFRM Jan24 40.0 Puts $4.45 (CboeTheo=4.38) ASK [MULTI] 13:58:50.758 IV=80.3% +5.0 EDGX 212 x $4.40 - $4.45 x 334 MIAX OPENING 52WeekHigh Vega=$11k AFRM=39.72 Ref - >>Market Color BX - Bearish flow noted in Blackstone (112.55 -2.73) with 17,687 puts trading, or 3x expected. The Put/Call Ratio is 2.14, while ATM IV is up over 1 point on the day. Earnings are expected on 01/24. [BX 112.55 -2.73 Ref, IV=27.1% +1.4] #Bearish
- >>3380 COIN Jan24 95.0 Puts $1.60 (CboeTheo=1.60) MID BOX 14:02:48.273 IV=84.6% -0.3 EDGX 195 x $1.55 - $1.64 x 33 BZX FLOOR Vega=$24k COIN=137.31 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 14th 4100 Puts $0.50 (CboeTheo=0.46) ASK [CBOE] 14:04:47.674 IV=30.4% +0.9 CBOE 1307 x $0.45 - $0.50 x 61 CBOE FLOOR - OPENING Vega=$15k SPX=4572.41 Fwd - SWEEP DETECTED:
>>6175 SOFI Jan24 7.5 Puts $0.40 (CboeTheo=0.39) ASK [MULTI] 14:05:35.514 IV=64.4% +1.9 C2 965 x $0.39 - $0.40 x 2022 EMLD Vega=$6132 SOFI=8.16 Ref - SWEEP DETECTED:
>>4524 SOFI Jan24 7.5 Puts $0.41 (CboeTheo=0.40) ASK [MULTI] 14:05:37.977 IV=65.1% +2.6 MPRL 235 x $0.39 - $0.41 x 332 EDGX ISO Vega=$4505 SOFI=8.15 Ref - >>Unusual Volume YUMC - 4x market weighted volume: 6171 = 7794 projected vs 1583 adv, 97% puts, 28% of OI [YUMC 40.20 -0.68 Ref, IV=29.1% -0.1]
- >>6441 SOFI Jan24 7.5 Puts $0.42 (CboeTheo=0.40) ASK MIAX 14:06:23.266 IV=65.5% +3.0 EMLD 1180 x $0.41 - $0.42 x 25 NOM ISO/AUCTION Vega=$6439 SOFI=8.13 Ref
- >>6000 SNAP Dec23 8th 14.5 Calls $0.62 (CboeTheo=0.61) ASK AMEX 14:06:30.711 IV=62.0% +6.0 C2 51 x $0.61 - $0.62 x 15 MPRL SPREAD/FLOOR - OPENING 52WeekHigh Vega=$2009 SNAP=15.03 Ref
- >>6000 SNAP Dec23 8th 14.0 Calls $1.03 (CboeTheo=1.06) BID AMEX 14:06:30.709 BOX 54 x $1.03 - $1.07 x 16 MPRL SPREAD/FLOOR 52WeekHigh Vega=$0 SNAP=15.03 Ref
- >>Unusual Volume SLB - 3x market weighted volume: 39.3k = 49.2k projected vs 14.4k adv, 67% puts, 11% of OI [SLB 49.48 -1.12 Ref, IV=28.7% +0.4]
- >>3280 FSLR Dec23 200 Puts $51.80 (CboeTheo=51.72) BID PHLX 14:06:53.950 IV=94.9% +31.8 EDGX 4 x $51.55 - $52.40 x 10 MIAX FLOOR - OPENING Vega=$3837 FSLR=148.28 Ref
- >>4840 FSLR Dec23 195 Puts $46.75 (CboeTheo=46.72) BID PHLX 14:06:53.950 IV=83.0% +24.1 MIAX 10 x $46.20 - $47.90 x 30 BZX FLOOR - OPENING Vega=$3901 FSLR=148.28 Ref
- SPLIT TICKET:
>>4040 FSLR Dec23 200 Puts $51.809 (CboeTheo=51.72) BID [PHLX] 14:06:53.950 IV=98.8% +35.7 EDGX 4 x $51.55 - $52.40 x 10 MIAX FLOOR - OPENING Vega=$5921 FSLR=148.28 Ref - >>2060 RTX Jan24 95.0 Puts $12.20 (CboeTheo=12.21) MID PHLX 14:06:58.649 ISE 3 x $12.15 - $12.25 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$0 RTX=82.80 Ref
- >>2300 CVX Jan24 170 Puts $26.15 (CboeTheo=26.14) MID PHLX 14:07:00.170 IV=30.3% +6.8 BZX 18 x $26.05 - $26.25 x 12 BZX FLOOR - OPENING Vega=$5518 CVX=143.87 Ref
- >>3700 PFE Jan24 40.0 Puts $11.00 (CboeTheo=11.02) MID PHLX 14:07:01.854 BZX 98 x $10.90 - $11.10 x 93 BZX FLOOR - OPENING Vega=$0 PFE=28.98 Ref
- >>3620 PFE Jan24 38.0 Puts $9.00 (CboeTheo=9.02) MID PHLX 14:07:01.854 BZX 95 x $8.90 - $9.10 x 85 BZX FLOOR - OPENING Vega=$0 PFE=28.98 Ref
- >>2310 NEE Jan24 80.0 Puts $20.00 (CboeTheo=20.00) MID PHLX 14:07:03.461 MPRL 5 x $19.90 - $20.10 x 4 EDGX FLOOR - OPENING Vega=$0 NEE=59.99 Ref
- >>4600 NEE Jan24 77.5 Puts $17.50 (CboeTheo=17.50) MID PHLX 14:07:03.461 PHLX 21 x $17.40 - $17.60 x 3 EDGX FLOOR - OPENING Vega=$0 NEE=59.99 Ref
- >>3590 MS Jan24 95.0 Puts $14.85 (CboeTheo=14.86) MID PHLX 14:07:06.969 BXO 15 x $14.80 - $14.90 x 14 BXO FLOOR - OPENING Vega=$0 MS=80.14 Ref
- >>2600 MS Jan24 92.5 Puts $12.35 (CboeTheo=12.36) MID PHLX 14:07:06.969 MPRL 20 x $12.30 - $12.40 x 13 BXO FLOOR - OPENING Vega=$0 MS=80.14 Ref
- SWEEP DETECTED:
>>3933 JWN Dec23 15.0 Puts $0.29 (CboeTheo=0.26) ASK [MULTI] 14:07:08.626 IV=47.9% +0.9 C2 52 x $0.27 - $0.29 x 658 EDGX OPENING Vega=$3555 JWN=15.38 Ref - >>2120 ADM Jan24 85.0 Puts $11.60 (CboeTheo=11.62) MID PHLX 14:07:11.813 BXO 18 x $11.50 - $11.70 x 5 EDGX FLOOR - OPENING Vega=$0 ADM=73.38 Ref
- SWEEP DETECTED:
>>4534 HOOD Dec23 12.0 Calls $0.401 (CboeTheo=0.37) Above Ask! [MULTI] 14:08:45.518 IV=88.8% -12.4 EMLD 438 x $0.37 - $0.39 x 918 MPRL Vega=$3100 HOOD=11.37 Ref - SWEEP DETECTED:
>>2500 SOFI Jan24 7.5 Puts $0.43 (CboeTheo=0.41) ASK [MULTI] 14:10:01.239 IV=66.8% +4.3 EMLD 2479 x $0.41 - $0.43 x 1703 EMLD Vega=$2502 SOFI=8.14 Ref - SWEEP DETECTED:
>>2334 PBR Dec23 13.5 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 14:10:41.265 IV=47.0% +6.3 C2 1137 x $0.07 - $0.09 x 115 BZX ISO - OPENING Vega=$1287 PBR=14.49 Ref - >>3000 WDC Jan24 47.5 Calls $2.03 (CboeTheo=1.97) ASK AMEX 14:12:01.939 IV=29.6% +0.3 BXO 49 x $2.00 - $2.03 x 6 MPRL SPREAD/CROSS - OPENING Vega=$20k WDC=47.33 Ref
- >>3000 WDC Jan24 47.5 Puts $1.86 (CboeTheo=1.82) BID AMEX 14:12:01.939 IV=29.3% +0.1 PHLX 309 x $1.85 - $1.89 x 17 BZX SPREAD/CROSS Vega=$20k WDC=47.33 Ref
- SPLIT TICKET:
>>1600 VIX Mar24 20th 40.0 Calls $0.61 (CboeTheo=0.62) MID [CBOE] 14:12:19.439 IV=116.3% -0.7 CBOE 15k x $0.60 - $0.63 x 9 CBOE AUCTION Vega=$3321 VIX=17.08 Fwd - >>1600 VIX Mar24 20th 40.0 Calls $0.62 (CboeTheo=0.62) MID CBOE 14:12:27.252 IV=116.8% -0.2 CBOE 11k x $0.60 - $0.63 x 9 CBOE AUCTION Vega=$3345 VIX=17.08 Fwd
- >>2500 XOM Mar24 95.0 Puts $3.10 (CboeTheo=3.10) MID PHLX 14:12:34.886 IV=25.3% -0.0 CBOE 1390 x $3.05 - $3.15 x 1045 CBOE SPREAD/CROSS/TIED Vega=$47k XOM=99.22 Ref
- >>Unusual Volume DG - 3x market weighted volume: 31.1k = 37.9k projected vs 12.6k adv, 54% calls, 15% of OI Pre-Earnings [DG 134.28 +0.89 Ref, IV=45.5% +0.0]
- >>Unusual Volume D - 3x market weighted volume: 11.1k = 13.5k projected vs 4488 adv, 81% puts, 9% of OI [D 47.09 +0.77 Ref, IV=23.7% +0.1]
- >>2046 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.08) ASK ARCA 14:13:01.794 IV=48.2% +7.5 ARCA 1031 x $0.08 - $0.10 x 2051 ARCA ISO - OPENING Vega=$1173 PBR=14.47 Ref
- SWEEP DETECTED:
>>4956 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.08) ASK [MULTI] 14:13:01.794 IV=48.2% +7.5 ARCA 1031 x $0.08 - $0.10 x 2051 ARCA ISO - OPENING Vega=$2842 PBR=14.47 Ref - >>4990 INTC Mar24 44.0 Calls $2.09 (CboeTheo=2.08) ASK PHLX 14:13:10.073 IV=33.9% +0.0 MPRL 62 x $2.07 - $2.09 x 235 EMLD COB/AUCTION Vega=$42k INTC=41.42 Ref
- >>4990 INTC Mar24 44.0 Calls $2.09 (CboeTheo=2.08) ASK PHLX 14:13:10.073 IV=33.9% +0.0 MPRL 62 x $2.07 - $2.09 x 235 EMLD COB/AUCTION Vega=$42k INTC=41.42 Ref
- SWEEP DETECTED:
>>3776 BAC Dec23 30.5 Calls $0.694 (CboeTheo=0.71) Below Bid! [MULTI] 14:13:10.196 IV=23.5% +0.6 EMLD 526 x $0.70 - $0.72 x 2027 C2 Vega=$6813 BAC=30.88 Ref - >>9000 CHPT Jan26 3.0 Calls $0.90 (CboeTheo=0.94) BID AMEX 14:14:00.745 IV=99.2% -0.8 GEMX 1 x $0.85 - $1.00 x 4 ARCA FLOOR Pre-Earnings Vega=$9182 CHPT=2.08 Ref
- SWEEP DETECTED:
>>2500 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.08) ASK [MULTI] 14:13:59.596 IV=48.2% +7.5 ARCA 1028 x $0.08 - $0.10 x 2046 ARCA ISO - OPENING Vega=$1434 PBR=14.47 Ref - >>Market Color NOVA - Bullish option flow detected in Sunnova Energy (12.27 +0.33) with 13,203 calls trading (8x expected) and implied vol increasing almost 8 points to 97.54%. . The Put/Call Ratio is 0.04. Earnings are expected on 02/21. [NOVA 12.27 +0.33 Ref, IV=97.5% +7.7] #Bullish
- >>3817 BABA Dec24 85.0 Calls $7.25 (CboeTheo=7.38) MID C2 14:15:28.962 IV=37.6% -0.6 BOX 64 x $7.20 - $7.30 x 30 BXO OPENING Vega=$107k BABA=71.92 Ref
- SPLIT TICKET:
>>4817 BABA Dec24 85.0 Calls $7.25 (CboeTheo=7.38) ASK [C2] 14:15:28.847 IV=37.6% -0.6 BOX 64 x $7.20 - $7.25 x 3817 C2 OPENING Vega=$135k BABA=71.92 Ref - >>2500 BXMT Jan24 18.0 Puts $0.60 (CboeTheo=0.67) BID ARCA 14:16:25.355 IV=56.3% +0.3 C2 36 x $0.60 - $0.80 x 6 C2 SPREAD/FLOOR Vega=$5415 BXMT=20.98 Ref
- >>2500 BXMT Jan25 18.0 Puts $2.80 (CboeTheo=2.71) ASK ARCA 14:16:25.356 IV=42.6% +5.1 ARCA 1 x $2.50 - $2.90 x 6 C2 SPREAD/FLOOR - OPENING Vega=$18k BXMT=20.98 Ref
- SWEEP DETECTED:
>>2000 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 14:16:37.249 IV=47.6% +7.0 C2 1040 x $0.08 - $0.10 x 1023 ARCA ISO - OPENING Vega=$1154 PBR=14.46 Ref - SWEEP DETECTED:
>>2214 CCL Jan25 15.0 Puts $1.88 (CboeTheo=1.87) ASK [MULTI] 14:16:49.126 IV=49.0% +1.1 BXO 101 x $1.82 - $1.88 x 319 NOM ISO Vega=$13k CCL=17.48 Ref - SWEEP DETECTED:
>>2040 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.09) ASK [MULTI] 14:17:05.700 IV=47.6% +7.0 ARCA 1028 x $0.08 - $0.10 x 1028 ARCA ISO - OPENING Vega=$1176 PBR=14.46 Ref - >>4100 TSLA Jan24 450 Puts $207.80 (CboeTheo=207.44) ASK PHLX 14:18:25.241 IV=98.2% +32.7 BZX 65 x $205.50 - $209.85 x 30 BXO FLOOR - OPENING Vega=$24k TSLA=242.56 Ref
- >>3500 TSLA Jan24 416.67 Puts $174.20 (CboeTheo=174.11) BID PHLX 14:18:25.241 IV=82.2% +20.7 BZX 65 x $172.15 - $176.65 x 30 BXO FLOOR - OPENING Vega=$12k TSLA=242.56 Ref
- SPLIT TICKET:
>>5000 TSLA Jan24 450 Puts $207.791 (CboeTheo=207.44) ASK [PHLX] 14:18:25.241 IV=98.2% +32.7 BZX 65 x $205.50 - $209.85 x 30 BXO FLOOR - OPENING Vega=$29k TSLA=242.56 Ref - >>21471 PBR Dec23 13.5 Puts $0.10 (CboeTheo=0.09) MID MIAX 14:18:44.127 IV=46.4% +5.8 ARCA 1039 x $0.09 - $0.11 x 2051 ARCA AUCTION - OPENING Vega=$13k PBR=14.41 Ref
- SWEEP DETECTED:
>>2563 CCL Jan25 10.0 Puts $0.58 (CboeTheo=0.59) MID [MULTI] 14:18:58.270 IV=56.1% +0.8 BOX 138 x $0.56 - $0.61 x 52 BOX Vega=$7926 CCL=17.48 Ref - SWEEP DETECTED:
>>2482 CCL Jan25 10.0 Puts $0.58 (CboeTheo=0.59) BID [MULTI] 14:18:59.350 IV=56.1% +0.8 NOM 839 x $0.57 - $0.61 x 610 MPRL Vega=$7676 CCL=17.48 Ref - >>4418 AAPL Dec23 185 Calls $8.49 (CboeTheo=8.53) BID BOX 14:20:16.865 IV=20.8% -0.6 MIAX 73 x $8.45 - $8.60 x 114 BOX COB Vega=$23k AAPL=192.93 Ref
- >>4418 AAPL Dec23 8th 185 Calls $8.05 (CboeTheo=8.07) BID BOX 14:20:16.865 IV=24.4% -2.3 MPRL 9 x $8.05 - $8.15 x 102 BOX COB Vega=$1928 AAPL=192.93 Ref
- >>8000 ZM Jan24 155 Puts $84.35 (CboeTheo=84.36) BID PHLX 14:20:49.598 BZX 54 x $83.90 - $85.40 x 50 ARCA SPREAD/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>8000 ZM Jan24 130 Puts $59.35 (CboeTheo=59.36) ASK PHLX 14:20:49.598 BZX 57 x $58.55 - $59.75 x 4 BZX SPREAD/FLOOR - OPENING Vega=$0 ZM=70.64 Ref
- >>2000 Z Jan24 60.0 Puts $14.40 (CboeTheo=14.45) BID PHLX 14:20:50.945 BXO 14 x $14.40 - $14.50 x 20 PHLX SPREAD/FLOOR - OPENING Vega=$0 Z=45.55 Ref
- >>2000 Z Jan24 65.0 Puts $19.40 (CboeTheo=19.45) MID PHLX 14:20:50.945 BZX 12 x $19.30 - $19.50 x 1 AMEX SPREAD/FLOOR - OPENING Vega=$0 Z=45.55 Ref
- >>15000 TSLA Jan24 450 Puts $207.90 (CboeTheo=207.95) ASK PHLX 14:20:51.554 NOM 25 x $205.50 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=242.05 Ref
- >>8500 TSLA Jan24 416.67 Puts $174.05 (CboeTheo=174.62) BID PHLX 14:20:51.554 ARCA 25 x $172.15 - $176.65 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=242.05 Ref
- >>2700 YUMC Jan24 55.0 Puts $15.20 (CboeTheo=14.80) Above Ask! PHLX 14:20:52.289 IV=72.1% +32.5 EDGX 62 x $14.70 - $14.90 x 11 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$7624 YUMC=40.20 Ref
- >>5000 TSLA Jan24 400 Puts $158.90 (CboeTheo=157.95) ASK PHLX 14:20:51.554 IV=90.4% +30.9 BZX 55 x $157.00 - $159.40 x 69 BZX FLOOR - OPENING Vega=$49k TSLA=242.05 Ref
- >>2700 YUMC Jan24 65.0 Puts $25.20 (CboeTheo=24.80) Above Ask! PHLX 14:20:52.289 IV=98.2% +48.0 BXO 11 x $24.10 - $24.90 x 11 BXO SPREAD/FLOOR - OPENING 52WeekLow Vega=$6536 YUMC=40.20 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1216 GLNG Jun24 24.0 Calls $1.00 (CboeTheo=0.90) BID [MULTI] 14:20:49.203 IV=32.5% +1.7 ARCA 26 x $1.00 - $1.05 x 631 PHLX OPENING
Delta=35%, EST. IMPACT = 43k Shares ($891k) To Sell GLNG=20.89 Ref - >>2500 XOM Jan24 120 Puts $21.00 (CboeTheo=21.00) MID PHLX 14:20:55.447 IV=33.4% +7.4 BZX 24 x $20.90 - $21.10 x 38 MIAX FLOOR - OPENING Vega=$2898 XOM=99.00 Ref
- >>2500 XOM Dec23 115 Puts $16.00 (CboeTheo=15.99) MID PHLX 14:20:55.447 IV=47.0% +12.6 MIAX 44 x $15.90 - $16.10 x 25 BZX FLOOR - OPENING Vega=$1060 XOM=99.00 Ref
- >>6400 XOM Dec23 110 Puts $11.00 (CboeTheo=10.99) MID PHLX 14:20:55.447 IV=35.1% +7.5 PHLX 41 x $10.90 - $11.10 x 37 MIAX FLOOR - OPENING Vega=$3452 XOM=99.00 Ref
- >>2500 XOM Dec23 8th 106 Puts $7.00 (CboeTheo=7.00) ASK PHLX 14:20:55.447 IV=44.5% +12.8 MIAX 25 x $6.90 - $7.05 x 19 MIAX FLOOR - OPENING Vega=$641 XOM=99.00 Ref
- >>3200 WYNN Jan24 105 Puts $22.15 (CboeTheo=22.20) BID PHLX 14:20:59.237 ISE 1 x $22.10 - $22.25 x 4 AMEX FLOOR - OPENING Vega=$0 WYNN=82.80 Ref
- >>5650 WYNN Jan24 110 Puts $27.15 (CboeTheo=27.20) BID PHLX 14:20:59.237 EDGX 1 x $27.10 - $27.25 x 3 EDGX FLOOR - OPENING Vega=$0 WYNN=82.80 Ref
- >>30000 WFC Jan24 57.5 Puts $12.65 (CboeTheo=12.66) MID PHLX 14:21:00.492 BZX 25 x $12.60 - $12.70 x 20 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=44.84 Ref
- >>30000 WFC Jan24 55.0 Puts $10.15 (CboeTheo=10.16) MID PHLX 14:21:00.492 MIAX 42 x $10.10 - $10.20 x 23 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=44.84 Ref
- >>2050 GS Jan24 410 Puts $65.75 (CboeTheo=65.81) BID PHLX 14:21:07.135 C2 1 x $65.15 - $66.75 x 4 BXO FLOOR - OPENING Vega=$0 GS=344.19 Ref
- SPLIT TICKET:
>>2150 GS Jan24 410 Puts $65.752 (CboeTheo=65.81) BID [PHLX] 14:21:07.135 C2 1 x $65.15 - $66.75 x 4 BXO FLOOR - OPENING Vega=$0 GS=344.19 Ref - >>7200 FSLR Dec23 200 Puts $51.90 (CboeTheo=51.93) BID PHLX 14:21:10.006 EDGX 5 x $51.65 - $52.20 x 5 EDGX FLOOR - OPENING Vega=$0 FSLR=148.07 Ref
- >>6300 FSLR Dec23 195 Puts $46.85 (CboeTheo=46.93) BID PHLX 14:21:10.006 EDGX 5 x $46.70 - $47.10 x 4 BXO FLOOR - OPENING Vega=$0 FSLR=148.07 Ref
- >>2000 EW Jan24 90.0 Puts $20.60 (CboeTheo=20.61) BID PHLX 14:21:11.370 CBOE 2 x $18.70 - $22.60 x 3 ARCA SPREAD/FLOOR - OPENING Vega=$0 EW=69.39 Ref
- >>2000 EW Jan24 85.0 Puts $15.60 (CboeTheo=15.62) MID PHLX 14:21:11.370 BZX 3 x $13.70 - $17.50 x 2 NOM SPREAD/FLOOR - OPENING Vega=$0 EW=69.39 Ref
- >>9720 TSLA Jan24 450 Puts $207.75 (CboeTheo=207.94) ASK PHLX 14:21:12.950 NOM 25 x $205.50 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=242.06 Ref
- >>11700 TSLA Jan24 416.67 Puts $174.20 (CboeTheo=174.61) BID PHLX 14:21:12.950 ARCA 25 x $172.15 - $176.65 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=242.06 Ref
- >>3800 TSLA Jan24 400 Puts $157.00 (CboeTheo=157.94) BID PHLX 14:21:12.950 BZX 55 x $157.00 - $158.90 x 60 BXO FLOOR - OPENING Vega=$0 TSLA=242.06 Ref
- >>4000 TSLA Jan24 366.67 Puts $124.55 (CboeTheo=124.61) BID PHLX 14:21:12.950 NOM 25 x $122.50 - $126.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=242.06 Ref
- >>2500 TSLA Jan24 360 Puts $118.05 (CboeTheo=117.94) ASK PHLX 14:21:12.950 IV=64.1% +10.1 EDGX 848 x $115.80 - $120.10 x 25 NOM FLOOR - OPENING Vega=$11k TSLA=242.06 Ref
- >>8650 ENPH Jan24 180 Puts $72.05 (CboeTheo=72.24) BID PHLX 14:21:15.468 BOX 146 x $71.55 - $72.70 x 5 EDGX FLOOR - OPENING Vega=$0 ENPH=107.77 Ref
- >>6000 ENPH Jan24 170 Puts $62.10 (CboeTheo=62.24) ASK PHLX 14:21:15.468 ARCA 25 x $61.35 - $62.55 x 5 EDGX FLOOR - OPENING Vega=$0 ENPH=107.77 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $207.749 (CboeTheo=207.94) ASK [PHLX] 14:21:12.950 NOM 25 x $205.50 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=242.06 Ref - >>2350 PEP Jan24 185 Puts $17.50 (CboeTheo=17.48) MID PHLX 14:21:18.064 IV=20.2% +6.2 MPRL 23 x $17.40 - $17.60 x 10 BZX FLOOR - OPENING Vega=$9848 PEP=167.52 Ref
- >>6000 SQ Jan24 125 Puts $56.25 (CboeTheo=56.11) ASK PHLX 14:21:25.559 IV=97.3% +29.8 PHLX 10 x $55.90 - $56.55 x 24 BZX SPREAD/FLOOR - OPENING Vega=$12k SQ=68.89 Ref
- >>6000 SQ Jan24 100 Puts $31.25 (CboeTheo=31.11) BID PHLX 14:21:25.559 IV=66.8% +13.4 PHLX 10 x $30.95 - $32.20 x 64 BZX SPREAD/FLOOR - OPENING Vega=$14k SQ=68.89 Ref
- >>2000 NEM Jan24 60.0 Puts $20.15 (CboeTheo=20.14) BID PHLX 14:21:26.909 IV=65.2% +11.7 BXO 11 x $20.10 - $20.25 x 115 EDGX FLOOR - OPENING Vega=$1313 NEM=39.87 Ref
- >>4500 NEM Jan24 55.0 Puts $15.15 (CboeTheo=15.13) MID PHLX 14:21:26.909 IV=53.6% +8.0 MPRL 99 x $15.10 - $15.20 x 17 BOX FLOOR - OPENING Vega=$3308 NEM=39.87 Ref
- >>2000 DUK Jan24 100 Puts $6.60 (CboeTheo=6.61) MID PHLX 14:21:28.206 NOM 36 x $6.50 - $6.70 x 11 BXO SPREAD/FLOOR - OPENING Vega=$0 DUK=93.39 Ref
- >>2200 DLTR Jan24 150 Puts $24.10 (CboeTheo=24.11) BID PHLX 14:21:33.329 ISE 3 x $24.00 - $24.25 x 2 ISE FLOOR - OPENING Vega=$0 DLTR=125.89 Ref
- >>4000 NEE Jan24 80.0 Puts $20.00 (CboeTheo=19.99) MID PHLX 14:21:34.712 IV=47.9% +9.1 MPRL 17 x $19.90 - $20.10 x 50 CBOE FLOOR - OPENING Vega=$4157 NEE=60.02 Ref
- >>6500 NEE Jan24 77.5 Puts $17.50 (CboeTheo=17.49) MID PHLX 14:21:34.712 IV=43.6% +6.7 EDGX 15 x $17.40 - $17.60 x 41 BZX FLOOR - OPENING Vega=$7191 NEE=60.02 Ref
- >>2800 NEE Jan24 72.5 Puts $12.50 (CboeTheo=12.48) MID PHLX 14:21:34.712 IV=34.3% +2.0 EDGX 50 x $12.40 - $12.60 x 73 CBOE FLOOR - OPENING Vega=$3634 NEE=60.02 Ref
- >>2000 SLB Jan24 65.0 Puts $15.50 (CboeTheo=15.52) MID PHLX 14:21:35.923 NOM 34 x $15.40 - $15.60 x 6 EDGX FLOOR - OPENING Vega=$0 SLB=49.48 Ref
- >>2400 SLB Dec23 60.0 Puts $10.50 (CboeTheo=10.52) BID PHLX 14:21:35.923 EDGX 6 x $10.45 - $10.60 x 6 EDGX FLOOR - OPENING Vega=$0 SLB=49.48 Ref
- >>6400 SLB Dec23 57.5 Puts $8.00 (CboeTheo=8.03) BID PHLX 14:21:35.923 BOX 315 x $7.95 - $8.15 x 176 CBOE FLOOR - OPENING Vega=$0 SLB=49.48 Ref
- >>2500 D Jan24 60.0 Puts $13.00 (CboeTheo=12.97) MID PHLX 14:21:37.200 IV=42.0% +4.1 BXO 11 x $12.90 - $13.10 x 26 MIAX FLOOR - OPENING Vega=$2876 D=47.02 Ref
- >>4500 CVX Jan24 170 Puts $26.50 (CboeTheo=26.49) BID PHLX 14:21:38.583 IV=30.6% +7.2 EDGX 17 x $26.40 - $26.65 x 17 EDGX FLOOR - OPENING Vega=$11k CVX=143.51 Ref
- >>2200 CVX Jan24 165 Puts $21.50 (CboeTheo=21.49) MID PHLX 14:21:38.583 IV=26.3% +4.3 BZX 31 x $21.40 - $21.60 x 37 EDGX FLOOR - OPENING Vega=$5987 CVX=143.51 Ref
- >>2000 CVX Dec23 165 Puts $21.50 (CboeTheo=21.49) MID PHLX 14:21:38.583 IV=45.5% +10.3 PHLX 38 x $21.40 - $21.60 x 36 CBOE FLOOR - OPENING Vega=$1687 CVX=143.51 Ref
- >>2600 CVX Dec23 160 Puts $16.50 (CboeTheo=16.49) MID PHLX 14:21:38.583 IV=37.0% +7.0 PHLX 38 x $16.40 - $16.60 x 31 EDGX FLOOR - OPENING Vega=$2615 CVX=143.51 Ref
- >>2700 CVX Dec23 155 Puts $11.50 (CboeTheo=11.48) MID PHLX 14:21:38.583 IV=28.0% +2.3 BZX 20 x $11.40 - $11.60 x 28 BZX FLOOR - OPENING Vega=$3448 CVX=143.51 Ref
- >>4650 MS Jan24 95.0 Puts $14.95 (CboeTheo=14.97) MID PHLX 14:21:39.857 BXO 17 x $14.90 - $15.00 x 13 BXO FLOOR - OPENING Vega=$0 MS=80.03 Ref
- >>3500 MS Jan24 92.5 Puts $12.45 (CboeTheo=12.47) MID PHLX 14:21:39.857 BZX 19 x $12.40 - $12.50 x 13 BXO FLOOR - OPENING Vega=$0 MS=80.03 Ref
- >>2000 SE Jan24 180 Puts $140.95 (CboeTheo=141.27) BID PHLX 14:21:41.194 ARCA 15 x $140.50 - $142.30 x 15 ARCA FLOOR - OPENING Vega=$0 SE=38.73 Ref
- >>5150 SE Jan24 70.0 Puts $31.55 (CboeTheo=31.27) MID PHLX 14:21:41.194 IV=111.9% +29.8 EDGX 252 x $31.15 - $31.95 x 15 ARCA FLOOR - OPENING Vega=$9982 SE=38.73 Ref
- >>2700 SE Jan24 65.0 Puts $26.35 (CboeTheo=26.27) ASK PHLX 14:21:41.194 IV=88.6% +11.5 BZX 17 x $25.50 - $26.75 x 16 BZX FLOOR - OPENING Vega=$3166 SE=38.73 Ref
- >>2200 SE Jan24 60.0 Puts $21.15 (CboeTheo=21.28) BID PHLX 14:21:41.194 NOM 26 x $21.15 - $21.30 x 1 BOX FLOOR - OPENING Vega=$0 SE=38.73 Ref
- >>6000 CSCO Dec23 55.0 Puts $7.15 (CboeTheo=7.14) MID PHLX 14:21:42.365 IV=44.9% +10.2 BZX 24 x $7.10 - $7.20 x 50 BOX FLOOR - OPENING Vega=$1676 CSCO=47.85 Ref
- >>8000 CSCO Dec23 52.5 Puts $4.65 (CboeTheo=4.64) MID PHLX 14:21:42.365 IV=32.2% +7.1 MIAX 34 x $4.60 - $4.70 x 69 BZX FLOOR - OPENING Vega=$2975 CSCO=47.85 Ref
- >>3300 MRNA Jan24 140 Puts $58.20 (CboeTheo=58.40) ASK PHLX 14:21:44.911 NOM 30 x $57.75 - $58.50 x 2 BXO FLOOR - OPENING Vega=$0 MRNA=81.59 Ref
- >>2500 SCHW Jan24 80.0 Puts $17.75 (CboeTheo=17.77) BID PHLX 14:21:48.564 NOM 15 x $17.70 - $18.00 x 28 MPRL FLOOR - OPENING Vega=$0 SCHW=62.23 Ref
- >>5000 SCHW Jan24 77.5 Puts $15.25 (CboeTheo=15.28) BID PHLX 14:21:48.564 BZX 13 x $15.20 - $15.35 x 3 ARCA FLOOR - OPENING Vega=$0 SCHW=62.23 Ref
- >>8000 SCHW Jan24 75.0 Puts $12.75 (CboeTheo=12.78) MID PHLX 14:21:48.564 BOX 180 x $12.70 - $12.80 x 2 ARCA FLOOR - OPENING Vega=$0 SCHW=62.23 Ref
- >>10000 BAC Jan24 40.0 Puts $9.15 (CboeTheo=9.21) BID PHLX 14:21:52.471 BXO 24 x $9.15 - $9.25 x 40 MIAX SPREAD/FLOOR - OPENING Vega=$0 BAC=30.80 Ref
- >>10000 BAC Jan24 38.0 Puts $7.15 (CboeTheo=7.21) BID PHLX 14:21:52.471 BXO 22 x $7.15 - $7.25 x 100 BOX SPREAD/FLOOR - OPENING Vega=$0 BAC=30.80 Ref
- >>2200 LVS Jan24 60.0 Puts $15.00 (CboeTheo=14.95) ASK PHLX 14:21:53.828 IV=51.8% +12.1 BXO 16 x $14.90 - $15.05 x 35 MPRL SPREAD/FLOOR - OPENING Vega=$3184 LVS=45.05 Ref
- >>2200 BABA Dec23 90.0 Puts $18.00 (CboeTheo=18.01) BID PHLX 14:21:55.097 MPRL 28 x $17.95 - $18.10 x 50 EDGX FLOOR - OPENING Vega=$0 BABA=71.98 Ref
- >>2200 AMZN Jan24 170 Puts $24.35 (CboeTheo=24.36) MID PHLX 14:22:00.255 MIAX 6 x $24.25 - $24.45 x 24 BZX SPREAD/FLOOR - OPENING Vega=$0 AMZN=145.65 Ref
- >>2200 AMZN Dec23 165 Puts $19.35 (CboeTheo=19.36) BID PHLX 14:22:00.255 PHLX 86 x $19.30 - $19.45 x 56 CBOE SPREAD/FLOOR - OPENING Vega=$0 AMZN=145.65 Ref
- >>5900 KO Jan24 80.0 Puts $21.30 (CboeTheo=21.33) BID PHLX 14:22:01.573 PHLX 99 x $21.25 - $21.40 x 54 PHLX FLOOR - OPENING Vega=$0 KO=58.67 Ref
- >>6000 KO Dec23 62.5 Puts $3.80 (CboeTheo=3.83) BID PHLX 14:22:01.573 NOM 13 x $3.75 - $3.90 x 45 MIAX FLOOR - OPENING Vega=$0 KO=58.67 Ref
- >>3000 RTX Jan24 95.0 Puts $12.25 (CboeTheo=12.29) BID PHLX 14:22:02.903 MPRL 1 x $12.25 - $12.35 x 4 BOX SPREAD/FLOOR - OPENING Vega=$0 RTX=82.70 Ref
- >>2500 ADM Jan24 87.5 Puts $14.20 (CboeTheo=14.15) MID PHLX 14:22:06.991 IV=33.8% +9.1 BOX 40 x $14.10 - $14.30 x 14 BXO FLOOR - OPENING Vega=$5788 ADM=73.34 Ref
- >>2500 ADM Jan24 85.0 Puts $11.70 (CboeTheo=11.65) MID PHLX 14:22:06.991 IV=29.4% +6.7 BXO 14 x $11.60 - $11.80 x 5 MIAX FLOOR - OPENING Vega=$6346 ADM=73.34 Ref
- >>5560 JD Jan24 60.0 Puts $33.50 (CboeTheo=33.45) ASK PHLX 14:22:09.653 IV=125.8% +42.0 EDGX 5 x $33.40 - $33.50 x 5 EDGX FLOOR - OPENING Vega=$3613 JD=26.55 Ref
- >>5800 JD Dec23 35.0 Puts $8.50 (CboeTheo=8.45) ASK PHLX 14:22:09.653 IV=101.6% +35.4 PHLX 32 x $8.40 - $8.50 x 46 CBOE FLOOR - OPENING Vega=$2355 JD=26.55 Ref
- SPLIT TICKET:
>>6000 JD Jan24 60.0 Puts $33.496 (CboeTheo=33.45) ASK [PHLX] 14:22:09.653 IV=113.9% +30.1 EDGX 5 x $33.40 - $33.50 x 5 EDGX FLOOR - OPENING Vega=$1213 JD=26.55 Ref - >>4000 PYPL Jan24 87.5 Puts $27.55 (CboeTheo=27.55) MID PHLX 14:22:14.894 IV=58.8% +9.5 AMEX 130 x $27.50 - $27.60 x 41 EDGX FLOOR - OPENING Vega=$2148 PYPL=59.95 Ref
- >>2000 PYPL Jan24 80.0 Puts $20.05 (CboeTheo=20.05) MID PHLX 14:22:14.894 IV=47.1% +4.1 BZX 31 x $20.00 - $20.10 x 33 EDGX FLOOR - OPENING Vega=$1220 PYPL=59.95 Ref
- >>5000 PYPL Jan24 75.0 Puts $15.05 (CboeTheo=15.05) ASK PHLX 14:22:14.894 IV=38.4% -0.8 EDGX 6 x $14.65 - $15.10 x 5 MIAX FLOOR - OPENING Vega=$3654 PYPL=59.95 Ref
- >>3200 AA Jan24 45.0 Puts $19.80 (CboeTheo=19.58) BID PHLX 14:22:16.238 IV=110.4% +38.8 BXO 20 x $19.50 - $20.25 x 102 BOX SPREAD/FLOOR - OPENING Vega=$4379 AA=25.41 Ref
- SWEEP DETECTED:
>>5000 BAC Dec23 31.0 Calls $0.38 (CboeTheo=0.39) BID [MULTI] 14:23:06.124 IV=23.2% +0.3 EMLD 3572 x $0.38 - $0.39 x 4423 EMLD Vega=$9640 BAC=30.80 Ref - >>2500 SAVE Jan24 10.0 Puts $2.00 (CboeTheo=2.02) BID BOX 14:26:28.144 IV=231.2% -2.2 NOM 30 x $1.99 - $2.05 x 2 EMLD CROSS SSR Vega=$3445 SAVE=14.15 Ref
- SWEEP DETECTED:
>>2012 AMD Dec23 8th 114 Puts $0.563 (CboeTheo=0.60) Below Bid! [MULTI] 14:26:46.354 IV=47.7% -5.9 GEMX 147 x $0.58 - $0.60 x 362 C2 ISO Vega=$5458 AMD=116.92 Ref - >>Unusual Volume ADM - 3x market weighted volume: 20.3k = 23.6k projected vs 7799 adv, 94% puts, 22% of OI [ADM 73.37 -0.77 Ref, IV=19.0% +0.6]
- >>4715 TSLA Jan24 450 Puts $207.85 (CboeTheo=208.26) BID PHLX 14:30:38.459 ARCA 26 x $205.90 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.75 Ref
- >>5225 TSLA Jan24 416.67 Puts $174.70 (CboeTheo=174.93) ASK PHLX 14:30:38.459 NOM 25 x $172.15 - $176.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.75 Ref
- SPLIT TICKET:
>>5175 TSLA Jan24 450 Puts $207.854 (CboeTheo=208.26) BID [PHLX] 14:30:38.459 ARCA 26 x $205.90 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.75 Ref - >>5225 TSLA Jan24 416.67 Puts $174.75 (CboeTheo=174.86) ASK PHLX 14:30:48.108 NOM 25 x $172.15 - $176.65 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.81 Ref
- >>4800 TSLA Jan24 450 Puts $207.80 (CboeTheo=208.19) BID PHLX 14:30:48.108 ARCA 26 x $205.90 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.81 Ref
- SPLIT TICKET:
>>5175 TSLA Jan24 450 Puts $207.804 (CboeTheo=208.19) BID [PHLX] 14:30:48.108 ARCA 26 x $205.90 - $209.85 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=241.81 Ref - >>2675 SE Jan24 70.0 Puts $30.85 (CboeTheo=31.21) ASK PHLX 14:30:58.748 BXO 13 x $30.05 - $31.60 x 18 BZX FLOOR Vega=$0 SE=38.78 Ref
- >>6325 SE Jan24 70.0 Puts $30.95 (CboeTheo=31.21) ASK PHLX 14:31:43.212 BZX 21 x $30.35 - $31.25 x 4 BXO FLOOR - OPENING Vega=$0 SE=38.79 Ref
- >>2000 AMAT Dec23 8th 148 Calls $0.64 (CboeTheo=0.59) ASK AMEX 14:32:15.344 IV=36.2% +2.7 C2 18 x $0.60 - $0.65 x 72 BZX CROSS - OPENING Vega=$7272 AMAT=145.38 Ref
- >>3100 FSLR Dec23 200 Puts $53.10 (CboeTheo=53.06) BID PHLX 14:32:54.178 IV=92.7% +29.6 BXO 40 x $52.55 - $53.70 x 35 EDGX FLOOR - OPENING Vega=$2456 FSLR=146.94 Ref
- >>5125 FSLR Dec23 195 Puts $48.15 (CboeTheo=48.06) BID PHLX 14:32:54.178 IV=91.2% +32.3 BZX 53 x $47.60 - $48.75 x 37 NOM FLOOR - OPENING Vega=$6354 FSLR=146.94 Ref
- SPLIT TICKET:
>>3637 HES Feb24 110 Puts $1.025 (CboeTheo=1.02) ASK [AMEX] 14:33:14.391 IV=39.7% +1.4 BOX 48 x $0.70 - $1.05 x 10 ISE FLOOR - OPENING Vega=$35k HES=136.96 Ref - SWEEP DETECTED:
>>2500 RIVN Dec23 8th 20.0 Calls $0.14 (CboeTheo=0.16) BID [MULTI] 14:33:22.256 IV=95.0% -0.2 EMLD 920 x $0.14 - $0.15 x 229 C2 Vega=$979 RIVN=18.75 Ref - >>2584 BVN Mar24 11.0 Calls $0.45 (CboeTheo=0.37) ASK PHLX 14:34:04.468 IV=50.6% +4.0 PHLX 867 x $0.30 - $0.45 x 2584 PHLX OPENING Vega=$4508 BVN=9.30 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 8288 BVN Mar24 11.0 Calls $0.45 (CboeTheo=0.37) ASK [MULTI] 14:34:04.468 IV=50.6% +4.0 PHLX 867 x $0.30 - $0.45 x 2584 PHLX ISO - OPENING
Delta=32%, EST. IMPACT = 268k Shares ($2.49m) To Buy BVN=9.30 Ref - >>2292 SWKS Feb24 80.0 Puts $0.32 (CboeTheo=0.44) BID PHLX 14:34:43.968 IV=34.3% -2.1 EDGX 244 x $0.30 - $0.45 x 201 CBOE AUCTION Vega=$11k SWKS=100.84 Ref
- SPLIT TICKET:
>>3000 SWKS Feb24 80.0 Puts $0.32 (CboeTheo=0.44) BID [PHLX] 14:34:43.968 IV=34.3% -2.1 EDGX 244 x $0.30 - $0.45 x 201 CBOE AUCTION Vega=$14k SWKS=100.84 Ref - >>Unusual Volume NEE - 3x market weighted volume: 78.5k = 89.9k projected vs 28.3k adv, 92% puts, 17% of OI [NEE 59.98 +1.75 Ref, IV=25.4% +0.1]
- SWEEP DETECTED:
>>5000 DAL Jan24 28.0 Puts $0.07 (CboeTheo=0.06) ASK [MULTI] 14:36:07.729 IV=53.1% +4.5 EDGX 1 x $0.06 - $0.07 x 834 EMLD Vega=$4011 DAL=39.35 Ref - SWEEP DETECTED:
>>2500 DAL Jan24 28.0 Puts $0.07 (CboeTheo=0.06) ASK [MULTI] 14:36:19.726 IV=53.1% +4.5 MPRL 142 x $0.06 - $0.07 x 624 MPRL Vega=$2006 DAL=39.34 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1713 BVN Mar24 11.0 Calls $0.45 (CboeTheo=0.38) ASK [MULTI] 14:36:21.829 IV=50.0% +3.4 ARCA 3 x $0.40 - $0.45 x 181 NOM ISO - OPENING
Delta=32%, EST. IMPACT = 56k Shares ($519k) To Buy BVN=9.34 Ref - SWEEP DETECTED:
>>2392 C Dec23 51.0 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 14:36:45.941 IV=31.4% +0.6 C2 258 x $0.19 - $0.20 x 602 C2 ISO - OPENING Vega=$4549 C=48.41 Ref - >>8992 DAL Jan24 28.0 Puts $0.08 (CboeTheo=0.06) ASK BOX 14:37:02.533 IV=54.4% +5.7 MPRL 142 x $0.06 - $0.08 x 830 CBOE FLOOR Vega=$7801 DAL=39.35 Ref
- >>Unusual Volume JOBY - 3x market weighted volume: 11.2k = 12.7k projected vs 3766 adv, 94% puts, 8% of OI [JOBY 6.45 +0.14 Ref, IV=63.8% -1.7]
- >>2000 BILI Jan24 20.0 Puts $8.05 (CboeTheo=8.11) BID BOX 14:37:33.020 BOX 800 x $8.05 - $8.15 x 42 BOX SPREAD/FLOOR - OPENING Vega=$0 BILI=11.89 Ref
- >>2000 BILI Dec23 25.0 Puts $13.05 (CboeTheo=13.11) BID BOX 14:37:33.020 NOM 23 x $13.05 - $13.15 x 50 BOX SPREAD/FLOOR - OPENING Vega=$0 BILI=11.89 Ref
- >>Unusual Volume DBI - 4x market weighted volume: 8714 = 9919 projected vs 2438 adv, 88% puts, 16% of OI [DBI 8.61 +0.07 Ref, IV=55.5% -4.8]
- >>2070 AMZN Jan24 170 Puts $24.05 (CboeTheo=24.15) BID BOX 14:37:54.216 ARCA 2 x $24.05 - $24.25 x 12 MIAX SPREAD/FLOOR - OPENING Vega=$0 AMZN=145.85 Ref
- >>2070 AMZN Feb24 180 Puts $34.05 (CboeTheo=34.15) BID BOX 14:37:54.216 ARCA 72 x $33.70 - $34.65 x 70 ARCA SPREAD/FLOOR - OPENING Vega=$0 AMZN=145.85 Ref
- >>2240 TOST Dec23 20.0 Puts $4.50 (CboeTheo=4.65) BID BOX 14:37:58.904 PHLX 89 x $4.50 - $4.70 x 15 BOX SPREAD/FLOOR - OPENING Vega=$0 TOST=15.38 Ref
- >>2240 TOST Dec23 21.0 Puts $5.50 (CboeTheo=5.64) BID BOX 14:37:58.904 PHLX 296 x $5.50 - $5.70 x 22 BOX SPREAD/FLOOR - OPENING Vega=$0 TOST=15.38 Ref
- >>2490 BWA Jan24 45.0 Puts $12.10 (CboeTheo=12.05) ASK BOX 14:38:17.606 IV=55.3% +11.5 PHLX 10 x $11.60 - $12.10 x 5 CBOE SPREAD/FLOOR - OPENING Vega=$2617 BWA=32.95 Ref
- >>2490 BWA Jan24 40.0 Puts $7.10 (CboeTheo=7.08) ASK BOX 14:38:17.606 IV=38.2% +3.4 PHLX 375 x $5.60 - $7.10 x 7 MPRL SPREAD/FLOOR - OPENING Vega=$3300 BWA=32.95 Ref
- >>2540 MS Jan24 92.5 Puts $12.40 (CboeTheo=12.46) BID BOX 14:38:22.350 BOX 28 x $12.40 - $12.50 x 7 NOM SPREAD/FLOOR - OPENING Vega=$0 MS=80.03 Ref
- >>2540 MS Jan24 95.0 Puts $14.90 (CboeTheo=14.96) BID BOX 14:38:22.350 BXO 22 x $14.90 - $15.00 x 14 BXO SPREAD/FLOOR - OPENING Vega=$0 MS=80.03 Ref
- >>2980 FSLR Dec23 200 Puts $52.75 (CboeTheo=52.48) ASK BOX 14:38:39.483 IV=108.3% +45.2 EDGX 5 x $52.25 - $52.85 x 12 BZX SPREAD/FLOOR - OPENING Vega=$6044 FSLR=147.52 Ref
- >>2980 FSLR Dec23 195 Puts $47.75 (CboeTheo=47.48) ASK BOX 14:38:39.483 IV=101.0% +42.1 EDGX 5 x $47.15 - $47.75 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$6325 FSLR=147.52 Ref
- >>3320 ENPH Jan24 180 Puts $72.20 (CboeTheo=72.61) BID BOX 14:38:44.264 ARCA 1 x $72.20 - $73.20 x 27 BZX SPREAD/FLOOR - OPENING Vega=$0 ENPH=107.39 Ref
- >>3320 ENPH Jan24 170 Puts $62.20 (CboeTheo=62.60) BID BOX 14:38:44.264 ARCA 1 x $62.20 - $63.00 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$0 ENPH=107.39 Ref
- >>3130 SE Jan24 70.0 Puts $31.00 (CboeTheo=31.14) ASK BOX 14:38:54.935 BZX 17 x $30.35 - $31.20 x 4 EDGX SPREAD/FLOOR - OPENING Vega=$0 SE=38.87 Ref
- >>3200 PFE Jan24 35.0 Puts $6.07 (CboeTheo=6.08) BID BOX 14:38:59.434 BZX 98 x $6.00 - $6.20 x 100 BZX SPREAD/FLOOR Vega=$0 PFE=28.91 Ref
- >>2100 PFE Jan24 38.0 Puts $9.05 (CboeTheo=9.09) BID BOX 14:38:59.434 EDGX 1 x $9.05 - $9.20 x 91 BZX SPREAD/FLOOR - OPENING Vega=$0 PFE=28.91 Ref
- >>3870 MPW Jan24 15.0 Puts $10.50 (CboeTheo=10.37) ASK BOX 14:39:07.825 IV=228.1% +99.8 PHLX 3457 x $9.75 - $10.75 x 2456 PHLX SPREAD/FLOOR - OPENING Vega=$1303 MPW=4.63 Ref
- >>3870 MPW Jan24 13.0 Puts $8.50 (CboeTheo=8.37) ASK BOX 14:39:07.825 IV=208.0% +90.6 PHLX 857 x $8.30 - $8.50 x 1933 PHLX SPREAD/FLOOR - OPENING Vega=$1347 MPW=4.63 Ref
- >>3990 JD Dec23 32.5 Puts $5.85 (CboeTheo=5.81) ASK BOX 14:39:13.728 IV=75.2% +16.4 BZX 88 x $5.75 - $5.85 x 20 MIAX SPREAD/FLOOR - OPENING Vega=$1746 JD=26.70 Ref
- >>3990 JD Jan24 60.0 Puts $33.35 (CboeTheo=33.30) ASK BOX 14:39:13.728 IV=123.6% +39.9 EDGX 5 x $33.25 - $33.35 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$2400 JD=26.70 Ref
- >>2720 NEE Jan24 80.0 Puts $20.00 (CboeTheo=19.93) ASK BOX 14:39:37.592 IV=52.4% +13.6 MPRL 40 x $19.80 - $20.00 x 8 BZX SPREAD/FLOOR - OPENING Vega=$5027 NEE=60.06 Ref
- >>3910 NEE Jan24 70.0 Puts $9.92 (CboeTheo=9.94) ASK BOX 14:39:37.592 BOX 1143 x $9.80 - $10.00 x 23 CBOE SPREAD/FLOOR Vega=$0 NEE=60.06 Ref
- SPLIT TICKET:
>>1500 SPX Dec23 4810 Calls $0.30 (CboeTheo=0.27) ASK [CBOE] 14:39:36.100 IV=13.9% +0.6 CBOE 388 x $0.25 - $0.30 x 180 CBOE OPENING Vega=$32k SPX=4570.55 Fwd - >>3370 KO Dec23 62.5 Puts $3.80 (CboeTheo=3.87) BID BOX 14:39:43.962 EDGX 6 x $3.80 - $3.90 x 14 BOX SPREAD/FLOOR - OPENING Vega=$0 KO=58.63 Ref
- >>3370 KO Jan24 62.5 Puts $3.80 (CboeTheo=3.87) BID BOX 14:39:43.962 BZX 15 x $3.80 - $3.90 x 28 MPRL SPREAD/FLOOR - OPENING Vega=$0 KO=58.63 Ref
- >>3720 SLB Dec23 57.5 Puts $7.85 (CboeTheo=7.92) BID BOX 14:39:50.033 NOM 35 x $7.85 - $8.00 x 34 NOM SPREAD/FLOOR - OPENING Vega=$0 SLB=49.59 Ref
- >>3720 SLB Jan24 62.5 Puts $13.00 (CboeTheo=12.91) ASK BOX 14:39:50.033 IV=45.4% +11.4 BOX 7 x $12.85 - $13.00 x 10 ARCA SPREAD/FLOOR - OPENING Vega=$7544 SLB=49.59 Ref
- >>5490 NEE Jan24 77.5 Puts $17.40 (CboeTheo=17.46) BID BOX 14:39:56.633 BZX 5 x $17.40 - $17.60 x 119 BZX SPREAD/FLOOR - OPENING Vega=$0 NEE=60.03 Ref
- >>5490 NEE Jan24 70.0 Puts $9.90 (CboeTheo=9.97) BID BOX 14:39:56.633 ARCA 5 x $9.90 - $10.10 x 67 BZX SPREAD/FLOOR Vega=$0 NEE=60.03 Ref
- >>6000 PBR Jan24 30.0 Puts $15.60 (CboeTheo=15.54) ASK BOX 14:40:01.863 IV=121.7% +42.9 BXO 13 x $15.50 - $15.60 x 11 BXO SPREAD/FLOOR Vega=$3158 PBR=14.46 Ref
- >>6000 PBR Jan24 20.0 Puts $5.60 (CboeTheo=5.54) ASK BOX 14:40:01.863 IV=64.6% +23.3 BXO 11 x $5.50 - $5.60 x 11 BXO SPREAD/FLOOR Vega=$4419 PBR=14.46 Ref
- >>2440 WYNN Jan24 105 Puts $22.40 (CboeTheo=22.32) ASK BOX 14:40:07.902 IV=44.3% +11.2 EDGX 2 x $22.25 - $22.40 x 5 BZX SPREAD/FLOOR - OPENING Vega=$6420 WYNN=82.68 Ref
- >>6080 WYNN Jan24 110 Puts $27.40 (CboeTheo=27.32) ASK BOX 14:40:07.902 IV=50.9% +14.9 EDGX 52 x $27.10 - $27.40 x 5 EDGX SPREAD/FLOOR - OPENING Vega=$15k WYNN=82.68 Ref
- >>3640 WYNN Jan24 100 Puts $17.40 (CboeTheo=17.32) ASK BOX 14:40:07.902 IV=37.1% +6.1 EDGX 2 x $17.25 - $17.50 x 28 NOM SPREAD/FLOOR - OPENING Vega=$11k WYNN=82.68 Ref
- >>5000 CVX Dec23 155 Puts $11.75 (CboeTheo=11.82) BID BOX 14:40:13.465 MIAX 38 x $11.75 - $11.95 x 36 PHLX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.18 Ref
- >>3760 CVX Jan24 170 Puts $26.95 (CboeTheo=26.82) ASK BOX 14:40:13.465 IV=34.3% +10.8 EDGX 5 x $26.75 - $26.95 x 16 BZX SPREAD/FLOOR - OPENING Vega=$20k CVX=143.18 Ref
- >>2060 CVX Dec23 160 Puts $16.95 (CboeTheo=16.82) ASK BOX 14:40:13.465 IV=44.7% +14.6 PHLX 30 x $16.75 - $16.95 x 20 MPRL SPREAD/FLOOR - OPENING Vega=$5066 CVX=143.18 Ref
- >>5000 CVX Jan24 160 Puts $16.75 (CboeTheo=16.82) BID BOX 14:40:13.465 NOM 15 x $16.75 - $16.95 x 24 BZX SPREAD/FLOOR - OPENING Vega=$0 CVX=143.18 Ref
- >>3500 XOM Dec23 110 Puts $10.89 (CboeTheo=10.89) BID BOX 14:40:19.400 PHLX 49 x $10.80 - $11.00 x 79 CBOE SPREAD/FLOOR - OPENING Vega=$0 XOM=99.11 Ref
- >>2650 XOM Dec23 110 Puts $10.90 (CboeTheo=10.89) MID BOX 14:40:19.400 IV=34.8% +7.2 PHLX 49 x $10.80 - $11.00 x 79 CBOE SPREAD/FLOOR - OPENING Vega=$1440 XOM=99.11 Ref
- >>6150 XOM Jan24 115 Puts $15.80 (CboeTheo=15.89) BID BOX 14:40:19.400 PHLX 41 x $15.80 - $15.95 x 13 BZX SPREAD/FLOOR - OPENING Vega=$0 XOM=99.11 Ref
- >>2900 XOM Dec23 115 Puts $15.80 (CboeTheo=15.89) BID BOX 14:40:19.400 CBOE 43 x $15.80 - $16.00 x 98 MIAX SPREAD/FLOOR - OPENING Vega=$0 XOM=99.11 Ref
- >>2900 XOM Dec23 8th 105 Puts $6.00 (CboeTheo=5.90) ASK BOX 14:40:19.400 IV=53.6% +23.4 MIAX 40 x $5.80 - $6.00 x 83 MIAX SPREAD/FLOOR - OPENING Vega=$3143 XOM=99.11 Ref
- >>4000 NIO Jan24 9.0 Calls $0.34 (CboeTheo=0.35) BID CBOE 14:40:28.683 IV=65.6% -0.4 EMLD 2260 x $0.34 - $0.36 x 1890 EMLD SPREAD/LEGGED/FLOOR Vega=$3947 NIO=7.86 Ref
- >>6000 NIO Jan24 10.0 Calls $0.20 (CboeTheo=0.20) ASK CBOE 14:40:28.782 IV=71.2% -0.4 EMLD 1715 x $0.19 - $0.20 x 570 NOM SPREAD/LEGGED/FLOOR Vega=$4687 NIO=7.86 Ref
- >>6070 TSLA Jan24 416.67 Puts $174.03 (CboeTheo=174.42) BID BOX 14:40:29.825 NOM 25 x $172.15 - $176.65 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.25 Ref
- >>8090 TSLA Jan24 450 Puts $205.90 (CboeTheo=207.75) BID BOX 14:40:29.825 NOM 25 x $205.90 - $210.05 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.25 Ref
- >>2890 TSLA Jan24 366.67 Puts $126.85 (CboeTheo=124.42) ASK BOX 14:40:29.825 IV=89.2% +34.3 NOM 25 x $122.50 - $126.85 x 25 NOM SPREAD/FLOOR - OPENING Vega=$45k TSLA=242.25 Ref
- >>2890 TSLA Jan24 400 Puts $156.10 (CboeTheo=157.75) BID BOX 14:40:29.825 NOM 25 x $156.10 - $159.90 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.25 Ref
- >>2020 TSLA Jan24 416.67 Puts $174.02 (CboeTheo=174.42) BID BOX 14:40:29.825 NOM 25 x $172.15 - $176.65 x 25 NOM SPREAD/FLOOR Vega=$0 TSLA=242.25 Ref
- >>Unusual Volume HAL - 3x market weighted volume: 28.1k = 31.7k projected vs 10.6k adv, 70% puts, 11% of OI [HAL 35.23 -0.94 Ref, IV=31.7% +0.2]
- SWEEP DETECTED:
>>3776 C Dec23 8th 49.5 Calls $0.16 (CboeTheo=0.14) ASK [MULTI] 14:40:30.257 IV=34.6% -3.5 EDGX 944 x $0.14 - $0.16 x 864 C2 OPENING Vega=$4149 C=48.48 Ref - >>Unusual Volume CME - 3x market weighted volume: 9228 = 10.4k projected vs 3446 adv, 86% calls, 13% of OI ExDiv [CME 214.38 -3.96 Ref, IV=15.9% -1.9]
- >>10000 QS Feb24 9.0 Calls $0.40 (CboeTheo=0.40) MID AMEX 14:41:54.116 IV=76.6% -0.6 PHLX 246 x $0.38 - $0.41 x 163 BOX SPREAD/CROSS - OPENING Vega=$11k QS=7.08 Ref
- >>10000 QS Feb24 9.0 Puts $2.23 (CboeTheo=2.24) MID AMEX 14:41:54.116 IV=75.0% -2.2 PHLX 379 x $2.21 - $2.26 x 11 MPRL SPREAD/CROSS - OPENING Vega=$11k QS=7.08 Ref
- >>Unusual Volume FSLR - 3x market weighted volume: 93.6k = 105.1k projected vs 33.7k adv, 90% puts, 22% of OI [FSLR 146.93 -8.46 Ref, IV=41.2% +1.1]
- >>3150 CVNA Jan24 55.0 Calls $1.27 (CboeTheo=1.31) ASK AMEX 14:42:41.471 IV=102.5% -0.5 EDGX 193 x $1.21 - $1.27 x 290 EDGX SPREAD/CROSS Vega=$12k CVNA=38.03 Ref
- >>3150 CVNA Jan24 30.0 Puts $1.59 (CboeTheo=1.63) BID AMEX 14:42:41.471 IV=97.5% -5.5 EDGX 290 x $1.55 - $1.69 x 286 EDGX SPREAD/CROSS Vega=$11k CVNA=38.03 Ref
- SWEEP DETECTED:
>>4500 HOOD Dec23 12.0 Calls $0.342 (CboeTheo=0.37) Below Bid! [MULTI] 14:43:20.524 IV=90.4% -10.8 MPRL 19 x $0.37 - $0.38 x 745 EMLD Vega=$3009 HOOD=11.29 Ref - >>4000 ZM Jan24 130 Puts $59.20 (CboeTheo=58.70) ASK BOX 14:46:08.677 IV=109.7% +39.2 BXO 3 x $58.30 - $59.35 x 52 NOM SPREAD/FLOOR - OPENING Vega=$14k ZM=71.30 Ref
- >>4000 ZM Jan24 105 Puts $34.20 (CboeTheo=33.70) ASK BOX 14:46:08.677 IV=78.6% +22.7 BXO 5 x $33.30 - $34.20 x 56 BZX SPREAD/FLOOR - OPENING Vega=$16k ZM=71.30 Ref
- SWEEP DETECTED:
>>3499 HOOD Dec23 11.0 Puts $0.419 (CboeTheo=0.42) Above Ask! [MULTI] 14:46:06.486 IV=76.4% -5.1 EMLD 366 x $0.39 - $0.41 x 316 EMLD OPENING Vega=$2395 HOOD=11.26 Ref - >>5500 BAC Jan24 40.0 Puts $9.35 (CboeTheo=9.29) ASK BOX 14:46:23.588 IV=51.0% +18.5 BXO 24 x $9.25 - $9.35 x 105 BOX SPREAD/FLOOR - OPENING Vega=$6653 BAC=30.70 Ref
- >>5500 BAC Jan24 38.0 Puts $7.35 (CboeTheo=7.29) ASK BOX 14:46:23.588 IV=43.3% +14.5 ARCA 55 x $7.25 - $7.35 x 105 BOX SPREAD/FLOOR - OPENING Vega=$7375 BAC=30.70 Ref
- SWEEP DETECTED:
>>4370 BAC Dec23 31.5 Calls $0.19 (CboeTheo=0.19) ASK [MULTI] 14:46:31.918 IV=24.1% +0.5 EMLD 5138 x $0.18 - $0.19 x 2958 EMLD Vega=$7073 BAC=30.70 Ref - >>2176 WMB Jan24 34.0 Puts $0.30 (CboeTheo=0.38) BID ARCA 14:46:43.567 IV=18.8% -2.5 PHLX 863 x $0.30 - $0.40 x 717 PHLX FLOOR - OPENING ExDiv Vega=$8056 WMB=35.91 Ref
- >>3430 XOM Dec23 110 Puts $10.99 (CboeTheo=10.91) ASK BOX 14:46:45.096 IV=41.7% +14.1 MPRL 24 x $10.85 - $11.00 x 44 CBOE SPREAD/FLOOR - OPENING Vega=$5592 XOM=99.08 Ref
- >>5530 XOM Jan24 115 Puts $15.89 (CboeTheo=15.91) BID BOX 14:46:45.096 BZX 23 x $15.85 - $15.95 x 5 BXO SPREAD/FLOOR - OPENING Vega=$0 XOM=99.08 Ref
- >>2020 XOM Dec23 115 Puts $15.85 (CboeTheo=15.91) BID BOX 14:46:45.096 BZX 27 x $15.85 - $16.00 x 38 MIAX SPREAD/FLOOR - OPENING Vega=$0 XOM=99.08 Ref
- SPLIT TICKET:
>>2721 WMB Jan24 34.0 Puts $0.31 (CboeTheo=0.38) BID [ARCA] 14:46:43.567 IV=18.8% -2.5 PHLX 863 x $0.30 - $0.40 x 717 PHLX FLOOR - OPENING ExDiv Vega=$10k WMB=35.91 Ref - SWEEP DETECTED:
>>2454 JBLU Dec23 4.5 Puts $0.10 (CboeTheo=0.10) ASK [MULTI] 14:47:28.350 IV=80.0% -6.2 EDGX 627 x $0.09 - $0.10 x 50 ARCA OPENING Vega=$604 JBLU=4.84 Ref - >>2090 FSLR Dec23 190 Puts $42.90 (CboeTheo=42.78) ASK BOX 14:48:03.255 IV=85.9% +31.1 EDGX 3 x $42.60 - $42.90 x 2 BXO SPREAD/FLOOR - OPENING Vega=$3148 FSLR=147.22 Ref
- >>7420 FSLR Dec23 195 Puts $48.15 (CboeTheo=47.78) ASK BOX 14:48:03.255 IV=106.2% +47.3 EDGX 3 x $47.60 - $48.25 x 16 BXO SPREAD/FLOOR - OPENING Vega=$18k FSLR=147.22 Ref
- >>4870 FSLR Dec23 200 Puts $53.20 (CboeTheo=52.78) ASK BOX 14:48:03.255 IV=115.7% +52.6 BZX 6 x $52.60 - $53.20 x 1 BZX SPREAD/FLOOR - OPENING Vega=$12k FSLR=147.22 Ref
- >>2750 BILI Dec23 15.0 Puts $3.15 (CboeTheo=3.12) ASK BOX 14:48:15.231 IV=95.2% +8.9 BOX 42 x $3.05 - $3.15 x 17 BZX SPREAD/FLOOR Vega=$692 BILI=11.89 Ref
- >>8022 CVS Jan24 70.0 Puts $1.04 (CboeTheo=1.07) MID AMEX 14:48:33.899 IV=23.7% -0.0 MPRL 41 x $1.02 - $1.05 x 239 BOX FLOOR - OPENING Vega=$68k CVS=73.47 Ref
- >>3630 PG Dec23 152.5 Puts $5.95 (CboeTheo=5.86) ASK BOX 14:49:02.556 IV=19.2% +4.3 EDGX 6 x $5.75 - $5.95 x 5 ISE SPREAD/FLOOR - OPENING Vega=$14k PG=146.65 Ref
- >>2000 F Jan24 15.0 Puts $4.30 (CboeTheo=4.25) ASK BOX 14:49:21.719 IV=68.6% +16.8 MIAX 157 x $4.20 - $4.30 x 360 EDGX SPREAD/FLOOR Vega=$1168 F=10.76 Ref
- >>1000 VIX Dec23 20th 27.0 Calls $0.07 (CboeTheo=0.07) MID CBOE 14:49:28.103 IV=186.1% +4.3 CBOE 327 x $0.06 - $0.08 x 22k CBOE Vega=$230 VIX=13.48 Fwd
- >>4400 WYNN Jan24 110 Puts $27.40 (CboeTheo=27.36) ASK BOX 14:49:35.178 IV=49.3% +13.2 BXO 5 x $27.25 - $27.40 x 3 EDGX SPREAD/FLOOR - OPENING Vega=$8421 WYNN=82.64 Ref
- >>2440 WYNN Jan24 100 Puts $17.48 (CboeTheo=17.36) ASK BOX 14:49:35.178 IV=38.6% +7.6 BZX 18 x $17.25 - $17.55 x 13 BZX SPREAD/FLOOR - OPENING Vega=$8623 WYNN=82.64 Ref
- >>2220 WYNN Jan24 100 Puts $17.49 (CboeTheo=17.36) ASK BOX 14:49:35.178 IV=38.9% +7.9 BZX 18 x $17.25 - $17.55 x 13 BZX SPREAD/FLOOR - OPENING Vega=$8080 WYNN=82.64 Ref
- >>3350 RTX Jan25 105 Puts $22.50 (CboeTheo=22.40) BID BOX 14:49:53.512 IV=21.5% +1.2 BOX 2 x $22.30 - $22.75 x 28 BZX SPREAD/FLOOR - OPENING Vega=$42k RTX=82.61 Ref
- >>2000 RTX Jan24 90.0 Puts $7.45 (CboeTheo=7.41) ASK BOX 14:49:53.512 IV=19.8% +2.1 ISE 3 x $7.30 - $7.45 x 1 ISE SPREAD/FLOOR - OPENING Vega=$7766 RTX=82.61 Ref
- >>4240 JD Dec23 32.5 Puts $5.80 (CboeTheo=5.79) ASK BOX 14:50:14.663 IV=68.9% +10.0 CBOE 14 x $5.75 - $5.80 x 12 BXO SPREAD/FLOOR - OPENING Vega=$1394 JD=26.73 Ref
- >>4840 JD Dec23 35.0 Puts $8.25 (CboeTheo=8.28) BID BOX 14:50:14.663 EDGX 30 x $8.25 - $8.30 x 26 EDGX SPREAD/FLOOR - OPENING Vega=$0 JD=26.73 Ref
- >>5040 ENPH Jan24 180 Puts $72.63 (CboeTheo=72.52) ASK BOX 14:50:15.066 IV=83.4% +18.4 PHLX 10 x $72.40 - $72.80 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$12k ENPH=107.48 Ref
- >>4000 BROS Jan24 40.0 Puts $11.40 (CboeTheo=11.73) BID BOX 14:50:19.542 PHLX 631 x $11.40 - $12.20 x 1 BOX SPREAD/FLOOR - OPENING Vega=$0 BROS=28.28 Ref
- >>4000 BROS Jan24 50.0 Puts $21.40 (CboeTheo=21.72) BID BOX 14:50:19.542 PHLX 614 x $20.10 - $24.00 x 274 PHLX SPREAD/FLOOR - OPENING Vega=$0 BROS=28.28 Ref
- >>15000 WFC Jan24 57.5 Puts $12.75 (CboeTheo=12.80) BID BOX 14:50:23.179 BZX 59 x $12.75 - $12.85 x 36 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=44.70 Ref
- >>15000 WFC Jan24 55.0 Puts $10.25 (CboeTheo=10.30) BID BOX 14:50:23.179 PHLX 78 x $10.25 - $10.35 x 52 EDGX SPREAD/FLOOR - OPENING Vega=$0 WFC=44.70 Ref
- >>6410 NEE Jan24 70.0 Puts $9.90 (CboeTheo=10.02) BID BOX 14:51:03.015 PHLX 21 x $9.90 - $10.10 x 24 CBOE SPREAD/FLOOR - OPENING Vega=$0 NEE=59.98 Ref
- >>4460 NEE Jan24 70.0 Puts $9.91 (CboeTheo=10.02) BID BOX 14:51:03.015 PHLX 21 x $9.90 - $10.10 x 24 CBOE SPREAD/FLOOR Vega=$0 NEE=59.98 Ref
- >>4530 NEE Jan24 77.5 Puts $17.42 (CboeTheo=17.51) BID BOX 14:51:03.015 PHLX 10 x $17.40 - $17.60 x 43 BZX SPREAD/FLOOR - OPENING Vega=$0 NEE=59.98 Ref
- >>4000 BTI Dec23 33.0 Puts $4.10 (CboeTheo=4.08) ASK BOX 14:51:24.726 IV=51.9% +30.7 BXO 5 x $3.80 - $4.30 x 1 C2 SPREAD/FLOOR - OPENING SSR 52WeekLow Vega=$1818 BTI=28.93 Ref
- >>4000 BTI Dec23 32.0 Puts $3.10 (CboeTheo=3.08) ASK BOX 14:51:24.726 IV=42.2% +22.3 AMEX 5 x $2.90 - $3.10 x 10 GEMX SPREAD/FLOOR - OPENING SSR 52WeekLow Vega=$2097 BTI=28.93 Ref
- >>2120 JNJ Jan24 170 Puts $13.35 (CboeTheo=13.22) Above Ask! BOX 14:51:33.089 IV=19.6% +4.7 ARCA 40 x $13.15 - $13.30 x 40 ARCA SPREAD/FLOOR - OPENING Vega=$17k JNJ=156.78 Ref
- >>20000 VALE Jan24 20.0 Puts $5.65 (CboeTheo=5.24) ASK BOX 14:51:39.031 IV=91.8% +50.7 PHLX 1040 x $4.45 - $5.65 x 680 PHLX SPREAD/FLOOR Vega=$30k VALE=14.77 Ref
- >>20000 VALE Jan24 25.0 Puts $10.65 (CboeTheo=10.23) ASK BOX 14:51:39.031 IV=130.2% +70.8 PHLX 1146 x $9.30 - $10.80 x 781 PHLX SPREAD/FLOOR - OPENING Vega=$26k VALE=14.77 Ref
- >>12500 GM Jan24 20.0 Calls $13.45 (CboeTheo=13.42) ASK AMEX 14:51:40.851 IV=69.5% +14.1 ARCA 76 x $13.35 - $13.45 x 15 BZX SPREAD/CROSS - OPENING Vega=$4614 GM=33.26 Ref
- >>12500 GM Jan24 20.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 14:51:40.851 IV=59.2% +3.8 AMEX 0 x $0.00 - $0.01 x 491 C2 SPREAD/CROSS - OPENING Vega=$1985 GM=33.26 Ref
- >>2650 KO Dec23 62.5 Puts $3.75 (CboeTheo=3.83) BID BOX 14:51:49.048 EDGX 32 x $3.75 - $3.90 x 31 EDGX SPREAD/FLOOR - OPENING Vega=$0 KO=58.67 Ref
- >>2650 KO Jan24 80.0 Puts $21.25 (CboeTheo=21.33) BID BOX 14:51:49.048 PHLX 133 x $21.25 - $21.35 x 28 BOX SPREAD/FLOOR - OPENING Vega=$0 KO=58.67 Ref
- >>5000 JOBY Jan24 12.5 Puts $6.10 (CboeTheo=6.08) ASK BOX 14:52:03.203 IV=115.2% +9.3 BXO 94 x $6.00 - $6.10 x 5 GEMX SPREAD/FLOOR - OPENING Vega=$1415 JOBY=6.45 Ref
- >>5000 JOBY Jan24 15.0 Puts $8.60 (CboeTheo=8.56) ASK BOX 14:52:03.203 IV=140.0% +20.5 PHLX 2625 x $8.40 - $8.70 x 298 PHLX SPREAD/FLOOR Vega=$1303 JOBY=6.45 Ref
- >>4740 DISH Jan24 12.5 Puts $8.40 (CboeTheo=8.49) BID BOX 14:52:05.690 AMEX 1086 x $8.40 - $8.65 x 1070 AMEX SPREAD/FLOOR - OPENING Vega=$0 DISH=4.01 Ref
- >>4100 DISH Jan24 20.0 Puts $16.34 (CboeTheo=15.98) ASK BOX 14:52:05.690 IV=352.0% +163.8 PHLX 2351 x $15.50 - $16.35 x 1242 PHLX SPREAD/FLOOR Vega=$1737 DISH=4.01 Ref
- >>4740 DISH Jan24 22.5 Puts $18.75 (CboeTheo=18.49) ASK BOX 14:52:05.690 IV=345.7% +148.7 PHLX 2352 x $18.00 - $18.85 x 1327 PHLX SPREAD/FLOOR Vega=$1788 DISH=4.01 Ref
- >>13240 DISH Jan24 10.0 Puts $6.15 (CboeTheo=5.99) ASK BOX 14:52:05.690 IV=203.5% +69.7 C2 25 x $5.90 - $6.15 x 683 AMEX SPREAD/FLOOR Vega=$4642 DISH=4.01 Ref
- >>5000 BXMT Jan26 10.0 Puts $1.45 (CboeTheo=1.37) ASK PHLX 14:52:16.904 IV=57.4% +3.5 PHLX 427 x $1.05 - $1.50 x 1 ISE SPREAD/CROSS/TIED - OPENING Vega=$26k BXMT=21.02 Ref
- >>6000 DBI Dec23 12.0 Puts $3.30 (CboeTheo=3.43) BID BOX 14:52:43.361 PHLX 996 x $3.20 - $3.60 x 347 PHLX SPREAD/FLOOR SSR Vega=$0 DBI=8.61 Ref
- >>6900 DBI Dec23 14.0 Puts $5.30 (CboeTheo=5.42) BID BOX 14:52:43.361 PHLX 428 x $5.30 - $5.60 x 382 PHLX SPREAD/FLOOR - OPENING SSR Vega=$0 DBI=8.61 Ref
- >>2080 MS Jan24 90.0 Puts $10.00 (CboeTheo=10.10) BID BOX 14:52:55.182 EDGX 29 x $10.00 - $10.15 x 45 EDGX SPREAD/FLOOR - OPENING Vega=$0 MS=79.91 Ref
- >>2270 MS Jan24 90.0 Puts $10.01 (CboeTheo=10.10) BID BOX 14:52:55.182 EDGX 29 x $10.00 - $10.15 x 45 EDGX SPREAD/FLOOR - OPENING Vega=$0 MS=79.91 Ref
- >>2930 MS Jan24 95.0 Puts $15.04 (CboeTheo=15.10) BID BOX 14:52:55.182 MIAX 40 x $15.00 - $15.15 x 28 EDGX SPREAD/FLOOR - OPENING Vega=$0 MS=79.91 Ref
- >>2500 GM Jan24 20.0 Puts $0.01 (CboeTheo=0.01) ASK AMEX 14:53:10.920 IV=59.2% +3.8 AMEX 0 x $0.00 - $0.01 x 491 C2 LATE Vega=$397 GM=33.24 Ref
- >>2000 CVX Jan25 165 Calls $7.11 (CboeTheo=7.06) ASK AMEX 14:53:19.202 IV=23.9% +0.2 PHLX 428 x $6.95 - $7.25 x 152 EDGX SPREAD/CROSS Vega=$108k CVX=142.91 Ref
- >>2500 MT Jan24 30.0 Puts $4.80 (CboeTheo=4.72) ASK BOX 14:53:24.443 IV=40.2% +6.5 ARCA 76 x $4.60 - $4.80 x 102 BZX SPREAD/FLOOR Vega=$4125 MT=25.30 Ref
- >>2500 MT Jan24 32.0 Puts $6.80 (CboeTheo=6.70) ASK BOX 14:53:24.443 IV=50.7% +12.3 BZX 83 x $6.60 - $6.80 x 126 BZX SPREAD/FLOOR - OPENING Vega=$3609 MT=25.30 Ref
- >>2500 GM Jan24 20.0 Calls $13.45 (CboeTheo=13.41) ASK AMEX 14:53:28.276 IV=71.9% +16.5 ARCA 76 x $13.35 - $13.45 x 34 ARCA LATE - OPENING Vega=$1075 GM=33.24 Ref
- >>7260 CVX Dec23 155 Puts $12.13 (CboeTheo=12.08) ASK BOX 14:53:37.909 IV=31.7% +6.0 PHLX 60 x $12.00 - $12.20 x 44 EDGX SPREAD/FLOOR - OPENING Vega=$14k CVX=142.92 Ref
- >>2900 CVX Jan24 170 Puts $27.00 (CboeTheo=27.08) BID BOX 14:53:37.909 BZX 12 x $27.00 - $27.20 x 12 BZX SPREAD/FLOOR - OPENING Vega=$0 CVX=142.92 Ref
- >>7830 CVX Jan24 160 Puts $17.00 (CboeTheo=17.08) BID BOX 14:53:37.909 PHLX 45 x $17.00 - $17.25 x 46 EDGX SPREAD/FLOOR - OPENING Vega=$0 CVX=142.92 Ref
- >>2240 NEM Jan24 55.0 Puts $15.05 (CboeTheo=15.12) BID BOX 14:54:06.476 EDGX 6 x $15.05 - $15.15 x 8 BOX SPREAD/FLOOR - OPENING Vega=$0 NEM=39.88 Ref
- >>4100 CSCO Dec23 55.0 Puts $7.15 (CboeTheo=7.12) ASK BOX 14:54:16.283 IV=49.9% +15.2 PHLX 79 x $7.05 - $7.15 x 70 BZX SPREAD/FLOOR - OPENING Vega=$2319 CSCO=47.88 Ref
- >>4890 CSCO Dec23 52.5 Puts $4.65 (CboeTheo=4.62) ASK BOX 14:54:16.283 IV=36.0% +11.0 PHLX 65 x $4.55 - $4.65 x 31 MPRL SPREAD/FLOOR - OPENING Vega=$3502 CSCO=47.88 Ref
- >>3000 PINS Jan24 34.0 Calls $1.46 (CboeTheo=1.47) BID AMEX 14:54:46.451 IV=30.9% -0.8 GEMX 67 x $1.46 - $1.49 x 29 PHLX SPREAD/CROSS Vega=$14k PINS=33.80 Ref
- >>3000 PINS Dec23 33.0 Puts $0.35 (CboeTheo=0.34) ASK AMEX 14:54:46.451 IV=32.9% -0.6 EMLD 433 x $0.33 - $0.35 x 92 EMLD SPREAD/CROSS - OPENING Vega=$5618 PINS=33.80 Ref
- >>2110 NFLX Dec23 8th 480 Puts $28.10 (CboeTheo=28.35) BID BOX 14:54:48.728 EDGX 17 x $28.10 - $28.60 x 7 BXO SPREAD/FLOOR - OPENING Vega=$0 NFLX=451.65 Ref
- >>2000 LEG Jan24 30.0 Calls $0.10 (CboeTheo=0.08) ASK CBOE 14:54:57.818 IV=32.6% -5.0 ISE 1 x $0.05 - $0.10 x 177 PHLX CROSS - OPENING Vega=$2712 LEG=25.73 Ref
- >>2250 PLL Jan24 70.0 Puts $47.30 (CboeTheo=45.75) ASK BOX 14:55:12.928 IV=251.8% +133.8 ARCA 1 x $45.10 - $47.40 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$5511 PLL=24.25 Ref
- >>2250 PLL Jan24 60.0 Puts $37.30 (CboeTheo=35.75) ASK BOX 14:55:12.928 IV=228.4% +119.6 BOX 121 x $33.90 - $37.30 x 30 BXO SPREAD/FLOOR - OPENING Vega=$5657 PLL=24.25 Ref
- >>1000 SPXW Dec23 29th 3750 Puts $0.65 (CboeTheo=0.60) MID CBOE 14:55:17.259 IV=31.9% +0.4 CBOE 1225 x $0.60 - $0.70 x 1861 CBOE FLOOR Vega=$20k SPX=4579.05 Fwd
- SPLIT TICKET:
>>6000 SPXW Dec23 29th 3750 Puts $0.65 (CboeTheo=0.60) MID [CBOE] 14:55:17.258 IV=31.9% +0.4 CBOE 1225 x $0.60 - $0.70 x 1861 CBOE FLOOR Vega=$119k SPX=4579.05 Fwd - >>22560 PBR Jan24 20.0 Puts $5.58 (CboeTheo=5.51) ASK BOX 14:56:01.397 IV=64.4% +23.1 BXO 11 x $5.45 - $5.60 x 11 BXO SPREAD/FLOOR Vega=$17k PBR=14.48 Ref
- >>10170 PBR Jan24 30.0 Puts $15.59 (CboeTheo=15.52) ASK BOX 14:56:01.397 IV=123.3% +44.5 NOM 31 x $14.40 - $15.60 x 11 BXO SPREAD/FLOOR Vega=$5706 PBR=14.48 Ref
- >>9190 PBR Jan24 30.0 Puts $15.60 (CboeTheo=15.52) ASK BOX 14:56:01.397 IV=125.1% +46.3 NOM 31 x $14.40 - $15.60 x 11 BXO SPREAD/FLOOR Vega=$5459 PBR=14.48 Ref
- >>2280 PBR Dec23 17.0 Puts $2.50 (CboeTheo=2.52) BID BOX 14:56:01.397 BZX 22 x $2.50 - $2.54 x 11 BXO SPREAD/FLOOR - OPENING Vega=$0 PBR=14.48 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 530 ABUS Mar24 2.0 Calls $0.45 (CboeTheo=0.42) ASK [MULTI] 14:56:11.635 IV=95.8% +7.8 PHLX 173 x $0.40 - $0.45 x 500 ARCA OPENING
Delta=64%, EST. IMPACT = 34k Shares ($70k) To Buy ABUS=2.06 Ref - >>2530 SCHW Jan24 75.0 Puts $12.65 (CboeTheo=12.72) BID BOX 14:56:29.061 MPRL 15 x $12.65 - $12.80 x 23 CBOE SPREAD/FLOOR - OPENING Vega=$0 SCHW=62.27 Ref
- >>2010 PFE Jan24 38.0 Puts $9.25 (CboeTheo=9.13) ASK BOX 14:56:50.414 IV=57.6% +23.2 BZX 19 x $9.00 - $9.25 x 122 C2 SPREAD/FLOOR - OPENING Vega=$3097 PFE=28.86 Ref
- >>2150 PFE Jan24 40.0 Puts $11.20 (CboeTheo=11.13) ASK BOX 14:56:50.414 IV=61.4% +23.0 BXO 12 x $11.10 - $11.20 x 12 BXO SPREAD/FLOOR - OPENING Vega=$2430 PFE=28.86 Ref
- >>2400 SQ Jan24 125 Puts $56.00 (CboeTheo=55.92) ASK PHLX 14:57:03.244 IV=93.7% +26.2 BZX 23 x $55.30 - $56.35 x 23 BZX SPREAD/FLOOR - OPENING Vega=$3751 SQ=69.08 Ref
- >>2400 SQ Jan24 100 Puts $31.00 (CboeTheo=30.92) ASK PHLX 14:57:03.244 IV=63.9% +10.4 BZX 27 x $30.70 - $31.25 x 39 BZX SPREAD/FLOOR - OPENING Vega=$4673 SQ=69.08 Ref
- >>4200 SLB Jan24 62.5 Puts $13.05 (CboeTheo=12.97) ASK PHLX 14:57:05.858 IV=45.1% +11.2 EMLD 14 x $12.90 - $13.05 x 6 BZX FLOOR - OPENING Vega=$8115 SLB=49.52 Ref
- >>2000 COIN Jan24 85.0 Puts $0.81 (CboeTheo=0.82) MID BOX 14:57:06.647 IV=89.0% -0.7 EDGX 117 x $0.79 - $0.84 x 138 CBOE FLOOR Vega=$8660 COIN=137.49 Ref
- >>2200 SLB Dec23 60.0 Puts $10.45 (CboeTheo=10.47) BID PHLX 14:57:05.858 ARCA 41 x $10.40 - $10.55 x 43 EDGX FLOOR - OPENING Vega=$0 SLB=49.52 Ref
- >>5300 SE Jan24 70.0 Puts $30.95 (CboeTheo=31.26) BID PHLX 14:57:08.085 BZX 17 x $30.35 - $32.30 x 17 BZX FLOOR - OPENING Vega=$0 SE=38.73 Ref
- >>2500 GM Jan24 30.0 Puts $0.29 (CboeTheo=0.28) ASK AMEX 14:57:10.222 IV=31.7% +0.9 MPRL 70 x $0.28 - $0.29 x 2237 C2 SPREAD/CROSS Vega=$6741 GM=33.26 Ref
- >>2500 GM Jan24 30.0 Calls $3.73 (CboeTheo=3.76) BID AMEX 14:57:10.222 IV=30.2% -0.3 CBOE 136 x $3.70 - $3.80 x 314 PHLX SPREAD/CROSS Vega=$6369 GM=33.26 Ref
- >>3750 SE Jan24 70.0 Puts $31.51 (CboeTheo=31.26) ASK BOX 14:57:08.369 IV=108.9% +26.7 BZX 20 x $30.40 - $32.30 x 17 BZX SPREAD/FLOOR - OPENING Vega=$6819 SE=38.73 Ref
- >>2600 RTX Jan24 95.0 Puts $12.30 (CboeTheo=12.32) BID PHLX 14:57:11.584 BOX 2 x $12.25 - $12.40 x 2 BOX SPREAD/FLOOR - OPENING Vega=$0 RTX=82.67 Ref
- >>2010 TSEM Jan24 38.0 Puts $9.90 (CboeTheo=9.78) BID BOX 14:57:15.522 IV=61.9% +11.2 NOM 41 x $9.60 - $11.40 x 449 PHLX SPREAD/FLOOR Vega=$3053 TSEM=28.23 Ref
- >>4000 ZM Jan24 135 Puts $63.80 (CboeTheo=63.72) BID PHLX 14:57:16.264 IV=97.1% +24.0 BZX 1 x $63.35 - $64.85 x 57 BZX SPREAD/FLOOR - OPENING Vega=$5685 ZM=71.28 Ref
- >>4000 ZM Jan24 130 Puts $58.80 (CboeTheo=58.72) ASK PHLX 14:57:16.264 IV=92.2% +21.7 BZX 78 x $57.65 - $59.30 x 68 BZX SPREAD/FLOOR - OPENING Vega=$5825 ZM=71.28 Ref
- >>2000 PG Dec23 155 Puts $8.40 (CboeTheo=8.42) MID PHLX 14:57:18.549 MPRL 7 x $8.30 - $8.50 x 6 EDGX FLOOR - OPENING Vega=$0 PG=146.58 Ref
- >>2400 XOM Jan24 120 Puts $20.90 (CboeTheo=20.92) BID PHLX 14:57:19.720 PHLX 20 x $20.85 - $21.00 x 59 MIAX FLOOR - OPENING Vega=$0 XOM=99.08 Ref
- >>2800 XOM Dec23 115 Puts $15.90 (CboeTheo=15.91) MID PHLX 14:57:19.720 MIAX 22 x $15.85 - $15.95 x 12 BZX FLOOR - OPENING Vega=$0 XOM=99.08 Ref
- >>2600 PFE Jan24 45.0 Puts $16.10 (CboeTheo=16.14) BID PHLX 14:57:22.125 BZX 86 x $16.05 - $16.25 x 94 BZX FLOOR - OPENING Vega=$0 PFE=28.86 Ref
- >>6200 PFE Jan24 40.0 Puts $11.15 (CboeTheo=11.14) MID PHLX 14:57:22.125 IV=53.3% +14.9 BXO 12 x $11.10 - $11.20 x 12 BXO FLOOR - OPENING Vega=$2439 PFE=28.86 Ref
- >>6200 PFE Jan24 38.0 Puts $9.15 (CboeTheo=9.14) BID PHLX 14:57:22.125 IV=46.4% +12.0 BXO 11 x $9.10 - $9.25 x 96 BZX FLOOR - OPENING Vega=$2771 PFE=28.86 Ref
- >>21300 PFE Jan24 35.0 Puts $6.25 (CboeTheo=6.14) ASK PHLX 14:57:22.125 IV=43.9% +15.2 BZX 90 x $6.05 - $6.25 x 98 BZX FLOOR Vega=$37k PFE=28.86 Ref
- >>2400 PFE Dec23 37.5 Puts $8.65 (CboeTheo=8.64) MID PHLX 14:57:22.125 IV=79.4% +15.8 NOM 14 x $8.60 - $8.70 x 100 ARCA FLOOR - OPENING Vega=$344 PFE=28.86 Ref
- >>3200 PFE Dec23 35.0 Puts $6.15 (CboeTheo=6.14) MID PHLX 14:57:22.125 IV=61.5% +11.1 CBOE 51 x $6.10 - $6.20 x 174 BOX FLOOR - OPENING Vega=$559 PFE=28.86 Ref
- >>2000 GS Jan24 400 Puts $55.55 (CboeTheo=55.54) ASK PHLX 14:57:24.674 IV=27.6% +5.4 BXO 25 x $54.25 - $55.95 x 10 EDGX FLOOR - OPENING Vega=$9453 GS=344.46 Ref
- >>2400 FSLR Dec23 300 Puts $153.05 (CboeTheo=153.16) BID PHLX 14:57:28.584 EDGX 5 x $152.95 - $153.25 x 2 BZX FLOOR - OPENING Vega=$0 FSLR=146.84 Ref
- >>9400 FSLR Dec23 200 Puts $53.20 (CboeTheo=53.16) ASK PHLX 14:57:28.584 IV=92.9% +29.8 EDGX 3 x $53.00 - $53.30 x 4 BZX FLOOR - OPENING Vega=$7415 FSLR=146.84 Ref
- >>10000 FSLR Dec23 195 Puts $48.15 (CboeTheo=48.16) BID PHLX 14:57:28.584 BXO 1 x $48.05 - $48.30 x 4 EDGX FLOOR - OPENING Vega=$0 FSLR=146.84 Ref
- >>2500 FSLR Dec23 190 Puts $43.20 (CboeTheo=43.16) ASK PHLX 14:57:28.584 IV=79.7% +24.9 BXO 2 x $43.05 - $43.30 x 4 EDGX FLOOR - OPENING Vega=$2205 FSLR=146.84 Ref
- >>7400 ENPH Jan24 180 Puts $72.80 (CboeTheo=72.62) ASK PHLX 14:57:29.866 IV=86.0% +21.1 EDGX 5 x $72.45 - $73.10 x 5 EDGX FLOOR - OPENING Vega=$22k ENPH=107.38 Ref
- >>4800 ENPH Jan24 170 Puts $62.90 (CboeTheo=62.62) ASK PHLX 14:57:29.866 IV=81.3% +19.0 EDGX 5 x $62.15 - $63.20 x 7 BZX FLOOR - OPENING Vega=$18k ENPH=107.38 Ref
- SPLIT TICKET:
>>3000 FSLR Dec23 300 Puts $153.04 (CboeTheo=153.16) BID [PHLX] 14:57:28.584 EDGX 5 x $152.95 - $153.25 x 2 BZX FLOOR - OPENING Vega=$0 FSLR=146.84 Ref - >>5400 WYNN Jan24 120 Puts $37.35 (CboeTheo=37.35) ASK PHLX 14:57:32.190 IV=56.3% +13.7 EDGX 42 x $37.10 - $37.55 x 19 BZX SPREAD/FLOOR - OPENING Vega=$2854 WYNN=82.65 Ref
- >>5400 WYNN Jan24 110 Puts $27.35 (CboeTheo=27.35) ASK PHLX 14:57:32.190 IV=45.1% +9.1 EDGX 5 x $27.25 - $27.40 x 3 EDGX SPREAD/FLOOR - OPENING Vega=$3309 WYNN=82.65 Ref
- >>12000 WFC Jan24 57.5 Puts $12.80 (CboeTheo=12.82) MID PHLX 14:57:34.549 PHLX 97 x $12.75 - $12.85 x 11 BZX SPREAD/FLOOR - OPENING Vega=$0 WFC=44.67 Ref
- >>12000 WFC Jan24 55.0 Puts $10.30 (CboeTheo=10.32) MID PHLX 14:57:34.549 PHLX 163 x $10.25 - $10.35 x 20 EDGX SPREAD/FLOOR Vega=$0 WFC=44.67 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1291 GETY Dec23 5.0 Calls $0.45 (CboeTheo=0.35) ASK [MULTI] 14:57:35.316 IV=95.1% +37.1 PHLX 570 x $0.25 - $0.45 x 374 PHLX ISO - OPENING
Delta=66%, EST. IMPACT = 85k Shares ($447k) To Buy GETY=5.27 Ref - >>2800 DLTR Jan24 150 Puts $24.15 (CboeTheo=24.11) BID PHLX 14:57:41.139 IV=33.0% +6.2 ISE 4 x $24.00 - $24.45 x 19 MIAX FLOOR - OPENING Vega=$8617 DLTR=125.89 Ref
- >>2100 DLTR Dec23 150 Puts $24.15 (CboeTheo=24.11) MID PHLX 14:57:41.139 IV=58.6% +16.9 ISE 2 x $24.00 - $24.30 x 2 ISE FLOOR - OPENING Vega=$2203 DLTR=125.89 Ref
- >>11700 TSLA Jan24 416.67 Puts $174.25 (CboeTheo=173.78) ASK PHLX 14:57:42.458 IV=89.7% +28.2 NOM 25 x $172.15 - $176.05 x 42 BZX FLOOR - OPENING Vega=$83k TSLA=242.89 Ref
- >>4800 TSLA Jan24 400 Puts $157.45 (CboeTheo=157.10) BID PHLX 14:57:42.459 IV=82.2% +22.8 ARCA 25 x $156.10 - $159.30 x 25 ARCA FLOOR - OPENING Vega=$30k TSLA=242.90 Ref
- >>10080 TSLA Jan24 450 Puts $207.55 (CboeTheo=207.11) ASK PHLX 14:57:42.458 IV=99.5% +34.0 NOM 25 x $205.70 - $209.35 x 42 BZX FLOOR - OPENING Vega=$65k TSLA=242.89 Ref
- >>4500 TSLA Jan24 366.67 Puts $124.35 (CboeTheo=123.78) ASK PHLX 14:57:42.459 IV=73.5% +18.6 ARCA 25 x $122.50 - $126.15 x 25 ARCA FLOOR - OPENING Vega=$39k TSLA=242.90 Ref
- >>3500 TSLA Jan24 360 Puts $117.40 (CboeTheo=117.11) BID PHLX 14:57:42.459 IV=67.2% +13.2 NOM 25 x $115.60 - $119.50 x 25 NOM FLOOR - OPENING Vega=$23k TSLA=242.90 Ref
- >>2470 PEP Jan24 185 Puts $17.43 (CboeTheo=17.34) ASK BOX 14:57:44.395 IV=21.5% +7.5 PHLX 10 x $17.25 - $17.45 x 17 BZX SPREAD/FLOOR - OPENING Vega=$17k PEP=167.66 Ref
- >>2860 PEP Jan24 180 Puts $12.45 (CboeTheo=12.35) ASK BOX 14:57:44.395 IV=17.2% +4.0 NOM 24 x $12.15 - $12.45 x 16 ARCA SPREAD/FLOOR - OPENING Vega=$24k PEP=167.66 Ref
- >>2900 PEP Jan24 185 Puts $17.35 (CboeTheo=17.34) MID PHLX 14:57:44.983 IV=19.5% +5.4 BZX 38 x $17.30 - $17.40 x 21 BZX FLOOR - OPENING Vega=$8377 PEP=167.66 Ref
- >>4900 CVX Jan24 170 Puts $27.05 (CboeTheo=27.05) MID PHLX 14:57:43.741 BZX 12 x $26.95 - $27.15 x 39 BZX FLOOR - OPENING Vega=$0 CVX=142.94 Ref
- >>2500 CSCO Dec23 55.0 Puts $7.10 (CboeTheo=7.12) MID PHLX 14:57:46.202 PHLX 260 x $7.05 - $7.15 x 99 EDGX FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>4800 CSCO Dec23 52.5 Puts $4.60 (CboeTheo=4.62) MID PHLX 14:57:46.202 CBOE 149 x $4.55 - $4.65 x 70 EDGX FLOOR - OPENING Vega=$0 CSCO=47.88 Ref
- >>2700 CVX Jan24 165 Puts $22.05 (CboeTheo=22.05) MID PHLX 14:57:43.741 PHLX 30 x $21.95 - $22.15 x 44 BZX FLOOR - OPENING Vega=$0 CVX=142.94 Ref
- >>2500 CVX Dec23 165 Puts $22.05 (CboeTheo=22.05) MID PHLX 14:57:43.741 EDGX 67 x $21.95 - $22.15 x 29 BZX FLOOR - OPENING Vega=$0 CVX=142.94 Ref
- >>2500 CVX Dec23 160 Puts $17.05 (CboeTheo=17.05) MID PHLX 14:57:43.741 PHLX 30 x $16.95 - $17.15 x 24 BZX FLOOR - OPENING Vega=$0 CVX=142.94 Ref
- SPLIT TICKET:
>>10700 TSLA Jan24 450 Puts $207.553 (CboeTheo=207.11) ASK [PHLX] 14:57:42.458 IV=99.5% +34.0 NOM 25 x $205.70 - $209.35 x 42 BZX FLOOR - OPENING Vega=$69k TSLA=242.89 Ref - >>2100 NEM Jan24 55.0 Puts $15.15 (CboeTheo=15.13) MID PHLX 14:57:49.986 IV=53.6% +8.0 EDGX 5 x $15.10 - $15.20 x 5 BXO FLOOR - OPENING Vega=$1543 NEM=39.87 Ref
- >>4400 MS Jan24 95.0 Puts $15.05 (CboeTheo=15.05) MID PHLX 14:57:51.407 BOX 28 x $15.00 - $15.10 x 14 BXO FLOOR - OPENING Vega=$0 MS=79.94 Ref
- >>2900 MS Jan24 92.5 Puts $12.55 (CboeTheo=12.55) MID PHLX 14:57:51.407 BOX 21 x $12.50 - $12.60 x 13 BXO FLOOR - OPENING Vega=$0 MS=79.94 Ref
- >>2500 MRNA Jan24 140 Puts $58.25 (CboeTheo=58.24) ASK PHLX 14:57:55.778 IV=78.6% +11.2 BOX 449 x $57.45 - $58.65 x 29 ARCA FLOOR - OPENING Vega=$1502 MRNA=81.75 Ref
- >>4800 MRNA Jan24 120 Puts $38.20 (CboeTheo=38.25) BID PHLX 14:57:55.778 BZX 42 x $37.80 - $38.85 x 40 BZX FLOOR - OPENING Vega=$0 MRNA=81.75 Ref
- >>2900 BAC Jan24 40.0 Puts $9.30 (CboeTheo=9.29) MID PHLX 14:57:58.420 IV=44.7% +12.3 MPRL 36 x $9.25 - $9.35 x 100 BOX FLOOR - OPENING Vega=$1363 BAC=30.70 Ref
- >>3000 BAC Jan24 38.0 Puts $7.30 (CboeTheo=7.29) MID PHLX 14:57:58.420 IV=37.7% +8.9 MPRL 84 x $7.25 - $7.35 x 116 BZX FLOOR Vega=$1646 BAC=30.70 Ref
- >>2300 LVS Jan24 60.0 Puts $15.10 (CboeTheo=15.05) ASK PHLX 14:58:04.843 IV=51.4% +11.7 BXO 13 x $14.90 - $15.15 x 13 BXO FLOOR - OPENING Vega=$3008 LVS=44.95 Ref
- >>2700 KO Jan24 65.0 Puts $6.35 (CboeTheo=6.36) MID PHLX 14:58:12.770 MIAX 49 x $6.30 - $6.40 x 25 BZX SPREAD/FLOOR - OPENING Vega=$0 KO=58.65 Ref
- >>6000 KO Jan24 62.5 Puts $3.85 (CboeTheo=3.85) MID PHLX 14:58:12.770 EDGX 6 x $3.80 - $3.90 x 10 MPRL SPREAD/FLOOR - OPENING Vega=$0 KO=58.65 Ref
- >>5500 KO Dec23 62.5 Puts $3.85 (CboeTheo=3.85) MID PHLX 14:58:12.770 BOX 972 x $3.80 - $3.90 x 13 EDGX SPREAD/FLOOR - OPENING Vega=$0 KO=58.65 Ref
- >>3200 KO Jan24 80.0 Puts $21.35 (CboeTheo=21.36) MID PHLX 14:58:12.770 BOX 645 x $21.30 - $21.40 x 41 MIAX SPREAD/FLOOR - OPENING Vega=$0 KO=58.65 Ref
- >>3500 JBL Dec23 140 Puts $26.80 (CboeTheo=24.77) ASK BOX 14:58:15.923 IV=126.6% +65.5 BOX 6 x $24.40 - $26.80 x 2 BOX SPREAD/FLOOR - OPENING Vega=$17k JBL=115.26 Ref
- >>3500 JBL Dec23 145 Puts $31.80 (CboeTheo=29.75) ASK BOX 14:58:15.923 IV=140.5% +73.4 BZX 3 x $29.50 - $31.80 x 2 BZX SPREAD/FLOOR - OPENING Vega=$17k JBL=115.26 Ref
- >>2500 JD Jan24 60.0 Puts $33.25 (CboeTheo=33.31) BID PHLX 14:58:16.845 EDGX 5 x $33.25 - $33.35 x 5 EDGX FLOOR - OPENING Vega=$0 JD=26.68 Ref
- >>5120 JD Dec23 35.0 Puts $8.30 (CboeTheo=8.32) MID PHLX 14:58:16.845 EDGX 9 x $8.25 - $8.35 x 8 EDGX FLOOR - OPENING Vega=$0 JD=26.68 Ref
- >>4600 JD Dec23 32.5 Puts $5.85 (CboeTheo=5.82) ASK PHLX 14:58:16.845 IV=73.7% +14.9 PHLX 47 x $5.75 - $5.85 x 22 BZX FLOOR - OPENING Vega=$1820 JD=26.68 Ref
- >>3280 SLB Dec23 57.5 Puts $8.10 (CboeTheo=8.03) ASK BOX 14:58:19.022 IV=60.4% +18.0 EDGX 24 x $7.95 - $8.10 x 60 PHLX SPREAD/FLOOR - OPENING Vega=$2947 SLB=49.48 Ref
- >>2620 SLB Jan24 62.5 Puts $13.10 (CboeTheo=13.03) ASK BOX 14:58:19.022 IV=45.7% +11.7 NOM 5 x $12.95 - $13.10 x 6 NOM SPREAD/FLOOR - OPENING Vega=$5099 SLB=49.48 Ref
- >>5980 SLB Jan24 60.0 Puts $10.68 (CboeTheo=10.53) ASK BOX 14:58:19.022 IV=42.8% +10.3 NOM 32 x $10.25 - $11.05 x 1 C2 SPREAD/FLOOR Vega=$17k SLB=49.48 Ref
- >>3390 SLB Jan24 60.0 Puts $10.69 (CboeTheo=10.53) ASK BOX 14:58:19.022 IV=43.2% +10.7 NOM 32 x $10.25 - $11.05 x 1 C2 SPREAD/FLOOR Vega=$9724 SLB=49.48 Ref
- SPLIT TICKET:
>>6200 JD Dec23 35.0 Puts $8.309 (CboeTheo=8.32) MID [PHLX] 14:58:16.845 EDGX 9 x $8.25 - $8.35 x 8 EDGX FLOOR - OPENING Vega=$0 JD=26.68 Ref - >>3300 INTC Dec23 8th 45.0 Puts $3.55 (CboeTheo=3.56) MID PHLX 14:58:20.691 BZX 27 x $3.50 - $3.60 x 6 MEMX FLOOR - OPENING Vega=$0 INTC=41.45 Ref
- >>4270 MRK Dec23 29th 107 Calls $1.07 (CboeTheo=1.06) ASK ARCA 15:00:16.597 IV=17.0% -0.1 PHLX 48 x $1.03 - $1.08 x 26 CBOE SPREAD/FLOOR - OPENING Vega=$42k MRK=105.59 Ref
- SWEEP DETECTED:
>>5000 BEKE Jan24 14.85 Puts $0.46 (CboeTheo=0.47) BID [MULTI] 15:00:51.888 IV=37.1% -1.8 C2 1361 x $0.46 - $0.51 x 48 BOX ISO Vega=$9746 BEKE=15.49 Ref - SWEEP DETECTED:
>>2062 XOM Feb24 90.0 Puts $1.33 (CboeTheo=1.30) ASK [MULTI] 15:01:51.607 IV=27.0% +0.4 EDGX 77 x $1.29 - $1.33 x 392 BOX ISO Vega=$25k XOM=99.02 Ref - >>9999 JBLU Dec23 29th 5.5 Calls $0.19 (CboeTheo=0.18) ASK MIAX 15:02:17.629 IV=87.7% -4.0 EDGX 114 x $0.17 - $0.19 x 15 BXO COB/AUCTION - OPENING Vega=$4279 JBLU=4.80 Ref
- >>9999 JBLU Dec23 8th 5.0 Calls $0.08 (CboeTheo=0.08) MID MIAX 15:02:17.629 IV=107.8% +6.5 EMLD 540 x $0.07 - $0.09 x 231 MRX COB/AUCTION Vega=$1306 JBLU=4.80 Ref
- >>10000 JBLU Jan25 3.5 Puts $0.80 (CboeTheo=0.77) ASK BOX 15:02:26.657 IV=86.5% EDGX 272 x $0.74 - $0.81 x 680 PHLX FLOOR - OPENING Vega=$14k JBLU=4.80 Ref
- >>3330 TSLA Jan24 360 Puts $115.60 (CboeTheo=117.85) BID BOX 15:04:16.768 NOM 25 x $115.60 - $119.50 x 25 NOM SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.15 Ref
- >>4360 TSLA Jan24 366.67 Puts $122.50 (CboeTheo=124.52) BID BOX 15:04:16.768 NOM 25 x $122.50 - $125.10 x 50 BXO SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.15 Ref
- >>4150 TSLA Jan24 400 Puts $159.30 (CboeTheo=157.85) ASK BOX 15:04:16.768 IV=95.0% +35.6 ARCA 25 x $156.65 - $159.30 x 29 BZX SPREAD/FLOOR - OPENING Vega=$49k TSLA=242.15 Ref
- >>14430 TSLA Jan24 416.67 Puts $176.05 (CboeTheo=174.52) ASK BOX 15:04:16.768 IV=101.6% +40.1 NOM 25 x $172.15 - $176.05 x 41 BZX SPREAD/FLOOR - OPENING Vega=$169k TSLA=242.15 Ref
- >>4270 TSLA Jan24 333.33 Puts $92.70 (CboeTheo=91.18) ASK BOX 15:04:16.768 IV=68.3% +18.0 BZX 35 x $88.70 - $92.70 x 54 BXO SPREAD/FLOOR - OPENING Vega=$61k TSLA=242.15 Ref
- >>14930 TSLA Jan24 450 Puts $207.16 (CboeTheo=207.85) BID BOX 15:04:16.768 NOM 25 x $205.70 - $209.35 x 41 BZX SPREAD/FLOOR - OPENING Vega=$0 TSLA=242.15 Ref
- >>2500 PLTR Jan24 11.0 Puts $0.06 (CboeTheo=0.05) ASK MRX 15:04:24.059 IV=76.4% -0.4 EMLD 797 x $0.05 - $0.06 x 1412 CBOE AUCTION Vega=$1063 PLTR=17.32 Ref
- SWEEP DETECTED:
>>2000 KVUE Dec23 19.0 Puts $0.46 (CboeTheo=0.41) ASK [MULTI] 15:04:26.262 IV=55.2% +5.5 EDGX 611 x $0.41 - $0.46 x 448 C2 Vega=$2324 KVUE=19.43 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 3500 CRON Jan24 2.0 Puts $0.10 (CboeTheo=0.13) BID [MULTI] 15:04:26.777 IV=50.1% -11.1 PHLX 951 x $0.10 - $0.15 x 673 PHLX
Delta=-36%, EST. IMPACT = 128k Shares ($266k) To Buy CRON=2.08 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2000 WW Jan24 5.0 Calls $1.95 (CboeTheo=1.91) ASK [MULTI] 15:05:13.967 IV=114.3% +7.3 EMLD 43 x $1.85 - $1.95 x 750 PHLX ISO
Delta=82%, EST. IMPACT = 164k Shares ($1.08m) To Buy WW=6.58 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 514 CRNT Mar24 2.5 Calls $0.05 (CboeTheo=0.04) ASK [MULTI] 15:07:15.167 IV=33.7% -0.2 ISE 0 x $0.00 - $0.05 x 316 NOM
Delta=28%, EST. IMPACT = 14k Shares ($27k) To Buy CRNT=1.88 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1500 CRON Jan24 2.0 Puts $0.10 (CboeTheo=0.12) BID [MULTI] 15:07:19.618 IV=51.4% -9.8 C2 1012 x $0.10 - $0.15 x 1442 PHLX
Delta=-36%, EST. IMPACT = 53k Shares ($112k) To Buy CRON=2.10 Ref - >>6500 LCID Jan25 3.5 Puts $1.10 (CboeTheo=1.04) ASK BOX 15:07:58.767 IV=94.9% +4.4 PHLX 4752 x $0.79 - $1.14 x 2928 PHLX FLOOR - OPENING Vega=$8698 LCID=4.42 Ref
- SPLIT TICKET:
>>1000 SPX Dec23 4930 Calls $0.10 (CboeTheo=0.10) MID [CBOE] 15:07:58.968 IV=17.8% +0.5 CBOE 4300 x $0.05 - $0.15 x 2791 CBOE FLOOR Vega=$7328 SPX=4566.04 Fwd - SWEEP DETECTED:
>>3501 HOOD Dec23 11.0 Puts $0.38 (CboeTheo=0.40) BID [MULTI] 15:09:34.565 IV=73.8% -7.8 EDGX 1079 x $0.38 - $0.41 x 269 MRX OPENING Vega=$2382 HOOD=11.29 Ref - SWEEP DETECTED:
>>2972 PINS Jan24 26.0 Puts $0.05 (CboeTheo=0.07) BID [MULTI] 15:09:58.975 IV=41.0% -3.4 BOX 1804 x $0.05 - $0.07 x 495 EDGX OPENING Vega=$2205 PINS=33.70 Ref - SWEEP DETECTED:
>>3600 M Jan24 16.0 Calls $1.40 (CboeTheo=1.41) BID [MULTI] 15:10:43.433 IV=51.4% +5.0 EMLD 735 x $1.40 - $1.43 x 198 AMEX Vega=$7911 M=16.52 Ref - >>11000 NIO Jan25 10.0 Calls $1.68 (CboeTheo=1.69) BID PHLX 15:10:56.226 IV=66.4% -0.1 ARCA 3 x $1.68 - $1.73 x 1602 EDGX SPREAD/CROSS/TIED Vega=$36k NIO=7.83 Ref
- SWEEP DETECTED:
>>3288 JBLU Jan24 3.5 Puts $0.23 (CboeTheo=0.21) ASK [MULTI] 15:11:17.402 IV=123.9% CBOE 417 x $0.20 - $0.23 x 494 CBOE ISO - OPENING Vega=$1383 JBLU=4.79 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 9231 GOOS Dec23 12.0 Calls $0.25 (CboeTheo=0.18) ASK [MULTI] 15:12:39.864 IV=52.2% +6.9 PHLX 1619 x $0.15 - $0.25 x 1227 PHLX ISO - OPENING
Delta=39%, EST. IMPACT = 359k Shares ($4.19m) To Buy GOOS=11.68 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1315 GOOS Dec23 11.5 Calls $0.50 (CboeTheo=0.41) ASK [MULTI] 15:12:39.864 IV=55.3% +12.1 PHLX 423 x $0.40 - $0.50 x 946 PHLX ISO - OPENING
Delta=59%, EST. IMPACT = 77k Shares ($903k) To Buy GOOS=11.68 Ref - SWEEP DETECTED:
>>5349 NIO Dec23 7.5 Puts $0.20 (CboeTheo=0.21) BID [MULTI] 15:12:46.041 IV=71.2% +2.7 EMLD 5493 x $0.20 - $0.21 x 629 C2 Vega=$2382 NIO=7.83 Ref - SWEEP DETECTED:
>>5000 GM Mar24 31.0 Calls $3.60 (CboeTheo=3.65) BID [MULTI] 15:12:54.033 IV=30.6% -0.4 CBOE 242 x $3.60 - $3.70 x 274 PHLX Vega=$29k GM=33.16 Ref - >>7145 LUMN Jan26 4.0 Puts $2.65 (CboeTheo=2.59) ASK ARCA 15:13:20.103 IV=88.1% +7.6 PHLX 917 x $2.50 - $2.68 x 218 BOX FLOOR - OPENING Vega=$5647 LUMN=1.54 Ref
- >>Unusual Volume JCI - 3x market weighted volume: 16.4k = 16.6k projected vs 5413 adv, 93% calls, 14% of OI [JCI 55.08 +0.66 Ref, IV=32.6% -1.3]
- >>2264 SQ Dec23 8th 65.0 Puts $0.11 (CboeTheo=0.12) ASK ARCA 15:14:29.746 IV=52.9% +8.1 AMEX 609 x $0.10 - $0.11 x 2264 ARCA OPENING Vega=$1870 SQ=68.52 Ref
- SPLIT TICKET:
>>2498 SQ Dec23 8th 65.0 Puts $0.11 (CboeTheo=0.12) ASK [ARCA] 15:14:29.737 IV=53.0% +8.2 AMEX 570 x $0.10 - $0.11 x 2498 ARCA OPENING Vega=$2061 SQ=68.53 Ref - >>3461 GOOS Dec23 12.0 Calls $0.30 (CboeTheo=0.24) BID ARCA 15:15:17.531 IV=49.6% +4.3 BXO 32 x $0.30 - $0.35 x 201 PHLX FLOOR - OPENING Vega=$2554 GOOS=11.84 Ref
- >>2308 GOOS Dec23 12.0 Calls $0.25 (CboeTheo=0.24) Below Bid! ARCA 15:15:17.532 IV=42.8% -2.5 BXO 32 x $0.30 - $0.35 x 201 PHLX FLOOR - OPENING Vega=$1696 GOOS=11.84 Ref
- SPLIT TICKET:
>>5769 GOOS Dec23 12.0 Calls $0.28 (CboeTheo=0.24) Below Bid! [ARCA] 15:15:17.531 IV=49.6% +4.3 BXO 32 x $0.30 - $0.35 x 201 PHLX FLOOR - OPENING Vega=$4258 GOOS=11.84 Ref - >>3000 GOLD Dec23 16.0 Puts $0.03 (CboeTheo=0.03) ASK ARCA 15:16:13.442 IV=36.1% -0.7 EMLD 2884 x $0.02 - $0.03 x 132 C2 CROSS Vega=$1106 GOLD=17.36 Ref
- >>4500 GOOGL Dec23 8th 135 Calls $0.09 (CboeTheo=0.09) ASK ISE 15:16:57.198 IV=32.0% +4.2 EMLD 1238 x $0.08 - $0.09 x 658 C2 AUCTION Vega=$5878 GOOGL=130.10 Ref
- SWEEP DETECTED:
>>2001 AMC Dec23 8th 8.0 Calls $0.04 (CboeTheo=0.05) ASK [MULTI] 15:20:25.696 IV=158.3% +5.3 C2 729 x $0.03 - $0.04 x 2055 EMLD Vega=$191 AMC=6.86 Ref - >>5000 NIO Jan25 10.0 Calls $1.65 (CboeTheo=1.69) BID PHLX 15:20:55.363 IV=65.6% -0.9 MPRL 22 x $1.65 - $1.73 x 263 PHLX SPREAD/CROSS/TIED Vega=$17k NIO=7.83 Ref
- >>3000 AR Mar24 21.0 Puts $1.50 (CboeTheo=1.48) ASK AMEX 15:21:06.368 IV=45.3% +0.6 C2 1126 x $1.46 - $1.50 x 27 MPRL CROSS - OPENING Vega=$13k AR=21.86 Ref
- >>2600 PFE Jan24 45.0 Puts $16.20 (CboeTheo=16.20) MID PHLX 15:21:54.508 BZX 88 x $16.10 - $16.30 x 88 BZX FLOOR - OPENING Vega=$0 PFE=28.80 Ref
- >>6000 PFE Jan24 40.0 Puts $11.20 (CboeTheo=11.21) BID PHLX 15:21:54.508 BXO 18 x $11.15 - $11.30 x 118 C2 FLOOR - OPENING Vega=$0 PFE=28.80 Ref
- >>6200 PFE Jan24 38.0 Puts $9.20 (CboeTheo=9.21) MID PHLX 15:21:54.508 BZX 93 x $9.10 - $9.30 x 95 BZX FLOOR - OPENING Vega=$0 PFE=28.80 Ref
- >>21300 PFE Jan24 35.0 Puts $6.20 (CboeTheo=6.21) MID PHLX 15:21:54.508 MIAX 118 x $6.10 - $6.30 x 96 BZX FLOOR Vega=$0 PFE=28.80 Ref
- >>2400 PFE Dec23 37.5 Puts $8.70 (CboeTheo=8.71) MID PHLX 15:21:54.508 MPRL 96 x $8.65 - $8.75 x 58 MIAX FLOOR - OPENING Vega=$0 PFE=28.80 Ref
- >>3200 PFE Dec23 35.0 Puts $6.20 (CboeTheo=6.21) MID PHLX 15:21:54.508 CBOE 94 x $6.15 - $6.25 x 139 CBOE FLOOR - OPENING Vega=$0 PFE=28.80 Ref
- SWEEP DETECTED:
>>6109 BAC Dec23 31.0 Calls $0.31 (CboeTheo=0.31) ASK [MULTI] 15:22:20.190 IV=24.0% +1.1 EMLD 536 x $0.30 - $0.31 x 3052 EMLD Vega=$11k BAC=30.59 Ref - >>2000 NIO Jan25 10.0 Calls $1.65 (CboeTheo=1.69) BID PHLX 15:22:59.963 IV=65.8% -0.7 MPRL 13 x $1.65 - $1.68 x 15 EMLD SPREAD/CROSS/TIED Vega=$6619 NIO=7.81 Ref
- >>2000 SOFI Dec23 29th 10.5 Calls $0.05 (CboeTheo=0.05) BID PHLX 15:23:05.330 IV=73.8% +3.2 MPRL 2063 x $0.05 - $0.06 x 1406 EMLD AUCTION Vega=$606 SOFI=7.92 Ref
- >>3000 CRM Mar24 300 Calls $1.76 (CboeTheo=1.86) BID BOX 15:23:24.379 IV=25.4% -0.3 AMEX 101 x $1.75 - $1.87 x 27 EMLD SPREAD/CROSS - OPENING Vega=$79k CRM=249.34 Ref
- >>3000 CRM Mar24 260 Calls $10.85 (CboeTheo=10.66) ASK BOX 15:23:24.379 IV=26.2% +0.3 AMEX 44 x $10.65 - $10.85 x 107 AMEX SPREAD/CROSS - OPENING Vega=$155k CRM=249.34 Ref
- SPLIT TICKET:
>>2000 UAL Dec23 8th 40.5 Puts $0.24 (CboeTheo=0.23) MID [MIAX] 15:23:25.322 IV=42.0% +0.8 BZX 15 x $0.22 - $0.25 x 304 C2 AUCTION - OPENING Vega=$2122 UAL=41.16 Ref - >>2000 KSS Jan24 20.0 Puts $0.58 (CboeTheo=0.58) BID AMEX 15:23:36.497 IV=55.6% -1.5 EDGX 519 x $0.56 - $0.63 x 73 GEMX CROSS Vega=$4604 KSS=22.75 Ref
- >>Unusual Volume STWD - 3x market weighted volume: 5786 = 5692 projected vs 1854 adv, 72% calls, 5% of OI [STWD 19.70 -0.79 Ref, IV=24.4% +2.3]
- SWEEP DETECTED:
>>2616 C Jan24 57.5 Calls $0.13 (CboeTheo=0.12) ASK [MULTI] 15:24:50.387 IV=31.1% +1.3 C2 393 x $0.11 - $0.13 x 557 C2 Vega=$5466 C=47.98 Ref - SWEEP DETECTED:
>>2694 M Jan24 15.0 Calls $1.98 (CboeTheo=1.98) BID [MULTI] 15:25:42.853 IV=53.2% +4.9 EMLD 474 x $1.98 - $2.00 x 7 BXO Vega=$5158 M=16.45 Ref - SWEEP DETECTED:
>>2000 SOFI Dec23 8.0 Puts $0.39 (CboeTheo=0.36) ASK [MULTI] 15:25:59.851 IV=68.1% +1.8 EMLD 2157 x $0.37 - $0.39 x 742 EDGX ISO - OPENING Vega=$990 SOFI=7.89 Ref - SPLIT TICKET:
>>1859 VIX Dec23 20th 15.0 Calls $0.51 (CboeTheo=0.48) MID [CBOE] 15:27:26.527 IV=94.1% +2.1 CBOE 19 x $0.49 - $0.52 x 1537 CBOE ISO Vega=$1806 VIX=13.67 Fwd - >>2000 PPC Mar24 30.0 Calls $0.60 (CboeTheo=0.56) ASK CBOE 15:28:44.134 IV=30.7% -0.4 AMEX 5 x $0.55 - $0.60 x 64 PHLX CROSS Vega=$8926 PPC=26.19 Ref
- >>6000 VALE Jan24 20.0 Puts $5.00 (CboeTheo=5.30) BID PHLX 15:28:51.792 PHLX 1152 x $4.50 - $5.65 x 718 PHLX SPREAD/FLOOR Vega=$0 VALE=14.70 Ref
- >>6000 VALE Jan24 18.0 Puts $3.00 (CboeTheo=3.31) BID PHLX 15:28:51.792 PHLX 1072 x $2.84 - $3.40 x 323 PHLX SPREAD/FLOOR Vega=$0 VALE=14.70 Ref
- >>8750 JCI Feb24 57.5 Calls $1.76 (CboeTheo=1.78) BID CBOE 15:29:12.482 IV=27.1% -1.8 EMLD 8 x $1.75 - $1.85 x 36 MIAX LATE - OPENING Vega=$82k JCI=55.08 Ref
- >>8000 JCI Jan24 55.0 Calls $2.23 (CboeTheo=2.08) ASK CBOE 15:29:12.605 IV=28.1% +0.2 PHLX 490 x $2.10 - $2.25 x 333 PHLX LATE Vega=$61k JCI=55.08 Ref
- SPLIT TICKET:
>>9650 JCI Jan24 55.0 Calls $2.23 (CboeTheo=2.08) ASK [CBOE] 15:29:12.482 IV=28.1% +0.2 PHLX 490 x $2.10 - $2.25 x 333 PHLX LATE Vega=$73k JCI=55.08 Ref - SPLIT TICKET:
>>9650 JCI Feb24 57.5 Calls $1.76 (CboeTheo=1.78) BID [CBOE] 15:29:12.482 IV=27.1% -1.8 EMLD 8 x $1.75 - $1.85 x 36 MIAX LATE - OPENING Vega=$91k JCI=55.08 Ref - SPLIT TICKET:
>>2016 SPXW Dec23 6th 4570 Puts $17.601 (CboeTheo=17.83) Below Bid! [CBOE] 15:29:15.785 CBOE 23 x $17.70 - $18.00 x 1 CBOE Vega=$0 SPX=4552.21 Fwd - SPLIT TICKET:
>>2000 SPXW Dec23 6th 4575 Puts $22.55 (CboeTheo=22.81) Below Bid! [CBOE] 15:29:16.708 CBOE 7 x $22.70 - $23.10 x 6 CBOE LATE - OPENING Vega=$0 SPX=4552.21 Fwd - SPLIT TICKET:
>>2000 SPXW Dec23 7th 4575 Puts $24.25 (CboeTheo=24.26) Below Bid! [CBOE] 15:29:16.708 IV=11.0% +0.2 CBOE 25 x $24.30 - $24.70 x 1 CBOE LATE - OPENING Vega=$145k SPX=4554.02 Fwd - SPLIT TICKET:
>>2000 SPXW Dec23 7th 4580 Puts $28.15 (CboeTheo=28.28) Below Bid! [CBOE] 15:29:16.771 IV=10.8% +0.2 CBOE 1 x $28.20 - $28.70 x 1 CBOE LATE - OPENING Vega=$122k SPX=4554.02 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 721 CULP Jan24 5.0 Calls $0.35 (CboeTheo=0.41) BID [MULTI] 15:29:29.483 IV=20.8% -13.6 ISE 1022 x $0.35 - $0.70 x 110 BZX
Delta=86%, EST. IMPACT = 62k Shares ($332k) To Sell CULP=5.34 Ref - >>1200 SPX Dec23 4025 Puts $0.50 (CboeTheo=0.49) MID CBOE 15:29:39.335 IV=32.9% +0.6 CBOE 5226 x $0.45 - $0.55 x 5512 CBOE FLOOR Vega=$17k SPX=4558.26 Fwd
- SWEEP DETECTED:
>>2000 FCEL Jan24 1.5 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 15:29:48.048 IV=108.0% +7.9 BZX 21 x $0.08 - $0.09 x 3953 EMLD Vega=$313 FCEL=1.21 Ref - >>Market Color HES - Bearish flow noted in Hess Corp. (136.10 -2.29) with 7,737 puts trading, or 3x expected. The Put/Call Ratio is 1.51, while ATM IV is up over 8 points on the day. Earnings are expected on 01/23. [HES 136.10 -2.29 Ref, IV=36.5% +8.5] #Bearish
- SWEEP DETECTED:
>>2970 DNMR Feb24 0.5 Puts $0.05 (CboeTheo=0.04) ASK [MULTI] 15:30:06.424 IV=181.5% +10.6 ARCA 0 x $0.00 - $0.05 x 1343 PHLX OPENING SSR Vega=$223 DNMR=1.09 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4500 Puts $14.66 (CboeTheo=14.48) Above Ask! [CBOE] 15:30:19.660 IV=13.2% +0.0 CBOE 100 x $14.30 - $14.60 x 524 CBOE LATE Vega=$232k SPX=4558.77 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 750 UNFI Dec24 12.5 Puts $2.05 (CboeTheo=1.96) ASK [MULTI] 15:31:32.990 IV=64.1% -5.3 PHLX 122 x $1.90 - $2.10 x 98 PHLX OPENING Post-Earnings
Delta=-24%, EST. IMPACT = 18k Shares ($279k) To Sell UNFI=15.28 Ref - >>2500 AAPL Jan24 190 Puts $2.95 (CboeTheo=2.94) ASK BOX 15:34:54.597 IV=17.2% -0.5 MPRL 41 x $2.94 - $2.95 x 43 C2 CROSS Vega=$63k AAPL=192.49 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1800 CMTG Apr24 15.0 Calls $0.10 (CboeTheo=0.17) BID [MULTI] 15:36:16.110 IV=27.6% -6.2 AMEX 706 x $0.10 - $0.45 x 169 AMEX OPENING
Delta=11%, EST. IMPACT = 20k Shares ($258k) To Sell CMTG=12.60 Ref - SWEEP DETECTED:
>>2000 HOOD Dec23 10.0 Calls $1.28 (CboeTheo=1.29) BID [MULTI] 15:38:41.063 IV=62.1% -5.6 MPRL 869 x $1.28 - $1.29 x 994 MIAX Vega=$670 HOOD=11.21 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2100 CMTG Apr24 15.0 Calls $0.10 (CboeTheo=0.17) BID [MULTI] 15:38:41.073 IV=27.9% -5.9 PHLX 911 x $0.10 - $0.40 x 154 AMEX OPENING
Delta=11%, EST. IMPACT = 24k Shares ($297k) To Sell CMTG=12.53 Ref - >>Unusual Volume QD - 4x market weighted volume: 5410 = 5103 projected vs 1190 adv, 99% calls, 9% of OI [QD 1.85 +0.09 Ref, IV=73.2% -13.9]
- SWEEP DETECTED:
>>2000 UBER Dec23 65.0 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 15:41:22.566 IV=36.6% -3.3 EDGX 998 x $0.10 - $0.12 x 514 GEMX Vega=$2852 UBER=59.73 Ref - >>2893 JOBY Jan24 15.0 Calls $0.05 (CboeTheo=0.03) ASK PHLX 15:41:29.381 IV=130.9% +11.4 ARCA 0 x $0.00 - $0.05 x 2160 PHLX FLOOR Vega=$656 JOBY=6.37 Ref
- SWEEP DETECTED:
>>2500 STLA Dec23 22.0 Puts $0.20 (CboeTheo=0.16) ASK [MULTI] 15:41:27.193 IV=31.6% +4.9 EDGX 58 x $0.15 - $0.20 x 540 EMLD OPENING 52WeekHigh Vega=$3008 STLA=22.59 Ref - >>2000 WYNN Jan24 100 Puts $17.60 (CboeTheo=17.54) MID PHLX 15:42:27.648 IV=36.7% +5.7 BZX 9 x $17.45 - $17.75 x 33 MIAX FLOOR Vega=$5262 WYNN=82.46 Ref
- SWEEP DETECTED:
>>2908 CHPT Dec23 8th 2.5 Calls $0.12 (CboeTheo=0.11) ASK [MULTI] 15:43:40.773 IV=420.9% +119.4 C2 827 x $0.11 - $0.12 x 292 EMLD ISO Pre-Earnings Vega=$163 CHPT=2.06 Ref - SPLIT TICKET:
>>1042 SPXW Dec23 6th 4555 Calls $1.381 (CboeTheo=1.25) Above Ask! [CBOE] 15:44:02.115 IV=17.9% +7.6 CBOE 18 x $1.20 - $1.35 x 279 CBOE OPENING Vega=$10k SPX=4553.79 Fwd - SWEEP DETECTED:
>>4999 LYFT Dec23 8th 13.0 Calls $0.04 (CboeTheo=0.06) BID [MULTI] 15:44:12.180 IV=70.3% -5.4 EMLD 2269 x $0.04 - $0.05 x 1 GEMX ISO Vega=$964 LYFT=12.22 Ref - SWEEP DETECTED:
>>2000 NIO Dec23 7.0 Puts $0.09 (CboeTheo=0.08) ASK [MULTI] 15:44:40.380 IV=78.8% +7.6 C2 692 x $0.08 - $0.09 x 6661 EMLD Vega=$615 NIO=7.83 Ref - >>4162 LYFT Dec23 13.5 Calls $0.11 (CboeTheo=0.12) BID MIAX 15:44:48.369 IV=63.5% -1.3 EMLD 583 x $0.11 - $0.13 x 1197 EDGX ISO/AUCTION Vega=$2079 LYFT=12.21 Ref
- SPLIT TICKET:
>>5000 LYFT Dec23 13.5 Calls $0.11 (CboeTheo=0.12) BID [MIAX] 15:44:48.369 IV=63.5% -1.3 EMLD 583 x $0.11 - $0.13 x 1197 EDGX ISO/AUCTION Vega=$2498 LYFT=12.21 Ref - SPLIT TICKET:
>>1100 SPXW Dec23 8th 4830 Calls $0.03 (CboeTheo=0.04) MID [CBOE] 15:45:09.002 IV=26.1% +4.7 CBOE 0 x $0.00 - $0.05 x 364 CBOE LATE - OPENING Vega=$1810 SPX=4555.49 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 8th 4365 Puts $0.20 (CboeTheo=0.19) ASK [CBOE] 15:45:09.002 IV=23.8% +2.2 CBOE 799 x $0.15 - $0.20 x 414 CBOE LATE Vega=$7958 SPX=4555.49 Fwd - SPLIT TICKET:
>>1200 SPXW Dec23 8th 4290 Puts $0.16 (CboeTheo=0.15) ASK [CBOE] 15:45:09.002 IV=31.5% +3.7 CBOE 1625 x $0.10 - $0.20 x 1400 CBOE LATE - OPENING Vega=$6270 SPX=4555.49 Fwd - SWEEP DETECTED:
>>2169 LYFT Dec23 13.5 Calls $0.10 (CboeTheo=0.12) BID [MULTI] 15:45:39.802 IV=61.8% -3.0 EMLD 388 x $0.10 - $0.12 x 670 EMLD ISO Vega=$1047 LYFT=12.21 Ref - >>3000 SPX Dec23 3700 Puts $0.25 (CboeTheo=0.22) ASK CBOE 15:45:52.907 IV=48.7% +1.8 CBOE 710 x $0.20 - $0.25 x 1169 CBOE FLOOR Vega=$17k SPX=4557.53 Fwd
- SWEEP DETECTED:
>>3428 MSFT Jan24 370 Calls $11.15 (CboeTheo=11.18) BID [MULTI] 15:45:52.936 IV=19.8% -0.3 CBOE 601 x $11.15 - $11.30 x 309 CBOE Vega=$174k MSFT=369.35 Ref - >>6000 BMY Jan25 55.0 Calls $3.10 (CboeTheo=3.11) MID PHLX 15:47:00.481 IV=24.3% -0.1 PHLX 102 x $3.05 - $3.15 x 125 ARCA SPREAD/CROSS/TIED - OPENING Vega=$116k BMY=49.83 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 1000 ARLP Mar24 17.5 Puts $0.45 (CboeTheo=0.49) BID [MULTI] 15:47:45.076 IV=30.1% -2.3 PHLX 32 x $0.45 - $0.55 x 45 PHLX OPENING
Delta=-24%, EST. IMPACT = 24k Shares ($472k) To Buy ARLP=19.79 Ref - SPLIT TICKET:
>>1006 SPXW Dec23 6th 4550 Calls $2.996 (CboeTheo=2.82) Above Ask! [CBOE] 15:47:48.308 IV=21.0% +10.2 CBOE 24 x $2.70 - $2.90 x 24 CBOE Vega=$8154 SPX=4551.84 Fwd - >>5000 BE Jan24 17.0 Calls $0.40 (CboeTheo=0.40) MID ARCA 15:48:19.338 IV=61.0% +1.8 CBOE 871 x $0.35 - $0.45 x 80 PHLX TIED/FLOOR Vega=$7861 BE=14.29 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 7th 4475 Puts $0.20 (CboeTheo=0.18) ASK [CBOE] 15:49:02.568 IV=15.3% +1.6 CBOE 633 x $0.15 - $0.20 x 568 CBOE Vega=$11k SPX=4553.14 Fwd - >>2533 NVDA Dec23 8th 465 Calls $2.33 (CboeTheo=2.38) ASK ARCA 15:49:33.872 IV=38.5% +0.2 MPRL 8 x $2.32 - $2.33 x 2533 ARCA Vega=$30k NVDA=457.11 Ref
- >>2000 CHPT Jan24 2.0 Puts $0.38 (CboeTheo=0.34) ASK PHLX 15:50:01.494 IV=149.4% +19.8 AMEX 2 x $0.32 - $0.38 x 14 MIAX TIED/FLOOR Pre-Earnings Vega=$541 CHPT=2.06 Ref
- SPLIT TICKET:
>>2500 CSCO Mar24 35.0 Puts $0.05 (CboeTheo=0.08) ASK [ARCA] 15:50:42.491 IV=30.0% -2.7 CBOE 1128 x $0.02 - $0.05 x 500 ARCA Vega=$2905 CSCO=47.73 Ref - SPLIT TICKET:
>>2501 SPX Dec23 4430 Puts $5.30 (CboeTheo=5.10) ASK [CBOE] 15:51:29.397 IV=14.7% +0.0 CBOE 1954 x $5.00 - $5.30 x 1482 CBOE Vega=$340k SPX=4555.72 Fwd - >>10922 PBR Jan24 30.0 Puts $15.85 (CboeTheo=15.57) ASK PHLX 15:52:05.105 IV=149.8% +71.1 PHLX 173 x $13.40 - $17.55 x 12 BXO FLOOR - OPENING Vega=$11k PBR=14.43 Ref
- >>9078 PBR Jan24 30.0 Puts $15.80 (CboeTheo=15.57) ASK PHLX 15:52:05.105 IV=144.5% +65.8 PHLX 173 x $13.40 - $17.55 x 12 BXO FLOOR Vega=$8254 PBR=14.43 Ref
- >>21700 PBR Jan24 20.0 Puts $5.80 (CboeTheo=5.58) ASK PHLX 15:52:05.105 IV=81.8% +40.5 BXO 11 x $5.25 - $5.80 x 11 BXO FLOOR Vega=$25k PBR=14.43 Ref
- SPLIT TICKET:
>>20000 PBR Jan24 30.0 Puts $15.827 (CboeTheo=15.57) ASK [PHLX] 15:52:05.105 IV=149.8% +71.1 PHLX 173 x $13.40 - $17.55 x 12 BXO FLOOR - OPENING Vega=$20k PBR=14.43 Ref - >>3333 RBLX Dec23 42.5 Calls $0.29 (CboeTheo=0.29) ASK BOX 15:52:16.398 IV=44.3% +1.9 C2 226 x $0.27 - $0.29 x 507 EMLD FLOOR Vega=$5817 RBLX=39.88 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1600 EOSE Jan26 0.5 Calls $0.85 (CboeTheo=0.86) BID [MULTI] 15:53:02.504 IV=121.8% -2.0 BXO 1000 x $0.85 - $0.90 x 5400 BOX OPENING SSR
Delta=93%, EST. IMPACT = 149k Shares ($162k) To Sell EOSE=1.08 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 7th 4650 Calls $0.10 (CboeTheo=0.05) ASK [CBOE] 15:53:08.244 IV=17.1% +6.1 CBOE 18 x $0.05 - $0.10 x 940 CBOE Vega=$5889 SPX=4550.02 Fwd - >>1001 VIX Dec23 20th 25.0 Calls $0.10 (CboeTheo=0.09) MID CBOE 15:54:12.574 IV=176.5% +4.9 CBOE 29k x $0.08 - $0.11 x 3120 CBOE Vega=$306 VIX=13.72 Fwd
- >>3286 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.09) BID PHLX 15:54:18.420 IV=39.9% -20.6 C2 5520 x $0.05 - $0.15 x 12 BOX ISO Vega=$758 QD=1.85 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 7700 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.09) BID [MULTI] 15:54:18.420 IV=39.9% -20.6 C2 5520 x $0.05 - $0.15 x 12 BOX ISO
Delta=32%, EST. IMPACT = 248k Shares ($460k) To Sell QD=1.85 Ref - SWEEP DETECTED:
>>4195 BAC Dec23 31.0 Calls $0.27 (CboeTheo=0.26) ASK [MULTI] 15:54:56.093 IV=24.5% +1.6 EMLD 4125 x $0.26 - $0.27 x 2655 EMLD Vega=$7467 BAC=30.46 Ref - SWEEP DETECTED:
>>3891 C Dec23 52.0 Calls $0.08 (CboeTheo=0.09) BID [MULTI] 15:56:10.493 IV=34.6% +0.7 CBOE 1034 x $0.08 - $0.10 x 291 C2 OPENING Vega=$4103 C=47.85 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 4532 SYF Mar24 35.0 Puts $2.585 (CboeTheo=2.47) Above Ask! [MULTI] 15:56:33.479 IV=32.2% +1.3 PHLX 42 x $2.45 - $2.55 x 3 MPRL ISO - OPENING
Delta=-51%, EST. IMPACT = 229k Shares ($7.86m) To Sell SYF=34.31 Ref - SWEEP DETECTED:
>>2001 AMZN Dec23 8th 144 Puts $1.00 (CboeTheo=1.00) ASK [MULTI] 15:56:48.214 IV=29.1% +0.2 BZX 36 x $0.99 - $1.00 x 201 ARCA Vega=$8454 AMZN=144.45 Ref - SPLIT TICKET:
>>1250 SPX Jan24 4400 Puts $25.80 (CboeTheo=25.72) ASK [CBOE] 15:56:57.896 IV=14.0% -0.1 CBOE 327 x $25.60 - $25.90 x 231 CBOE LATE Vega=$569k SPX=4574.59 Fwd - SPLIT TICKET:
>>1000 SPXW Jan24 31st 4650 Calls $51.10 (CboeTheo=50.81) ASK [CBOE] 15:56:57.896 IV=11.3% -0.0 CBOE 100 x $50.70 - $51.10 x 23 CBOE LATE Vega=$679k SPX=4580.95 Fwd - SWEEP DETECTED:
>>2072 JWN Dec23 14.0 Puts $0.08 (CboeTheo=0.12) BID [MULTI] 15:57:40.127 IV=48.1% -8.2 AMEX 2124 x $0.08 - $0.11 x 686 EDGX AUCTION - OPENING Vega=$1081 JWN=15.16 Ref - >>5000 FSLR Dec23 200 Puts $54.80 (CboeTheo=54.70) ASK PHLX 15:57:55.971 IV=102.7% +39.6 MIAX 10 x $54.40 - $55.00 x 22 BZX SPREAD/FLOOR - OPENING Vega=$6183 FSLR=145.30 Ref
- >>5000 FSLR Dec23 195 Puts $49.80 (CboeTheo=49.70) ASK PHLX 15:57:55.979 IV=95.9% +37.0 BXO 30 x $48.95 - $50.05 x 10 MIAX SPREAD/FLOOR - OPENING Vega=$6479 FSLR=145.30 Ref
- >>4000 TSLA Jan24 175 Puts $0.75 (CboeTheo=0.76) BID PHLX 15:58:25.709 IV=55.0% +0.5 MPRL 204 x $0.75 - $0.76 x 196 MPRL SPREAD/CROSS/TIED Vega=$28k TSLA=239.19 Ref
- >>2260 NVDA Dec23 8th 500 Puts $45.15 (CboeTheo=45.41) BID BOX 15:59:24.973 AMEX 1 x $45.15 - $45.65 x 12 BOX SPREAD/FLOOR - OPENING Vega=$0 NVDA=454.59 Ref
- >>3100 NVDA Dec23 8th 495 Puts $40.10 (CboeTheo=40.41) BID BOX 15:59:24.973 BOX 30 x $40.10 - $40.95 x 18 BOX SPREAD/FLOOR - OPENING Vega=$0 NVDA=454.59 Ref
- SWEEP DETECTED:
>>2435 C Dec23 50.0 Calls $0.22 (CboeTheo=0.25) BID [MULTI] 15:59:32.919 IV=28.9% +0.4 CBOE 772 x $0.22 - $0.26 x 127 BZX Vega=$5020 C=47.90 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1011 GTHX Dec23 2.5 Calls $0.25 (CboeTheo=0.15) ASK [MULTI] 15:59:41.689 IV=177.9% +22.3 ISE 6 x $0.10 - $0.25 x 58 PHLX OPENING
Delta=54%, EST. IMPACT = 54k Shares ($130k) To Buy GTHX=2.40 Ref - >>2000 KVUE Dec23 18.5 Puts $0.29 (CboeTheo=0.32) BID MIAX 15:59:41.680 IV=53.9% +0.2 BOX 138 x $0.29 - $0.34 x 93 PHLX AUCTION - OPENING Vega=$2038 KVUE=19.38 Ref
- SPLIT TICKET:
>>5000 KVUE Dec23 18.5 Puts $0.29 (CboeTheo=0.32) BID [MIAX] 15:59:41.680 IV=54.8% +1.2 BOX 138 x $0.29 - $0.34 x 93 PHLX AUCTION - OPENING Vega=$5123 KVUE=19.38 Ref - >>5000 BXMT Jan24 17.0 Puts $0.45 (CboeTheo=0.52) BID AMEX 15:59:51.699 IV=61.0% -1.8 PHLX 20 x $0.45 - $0.60 x 6 BXO CROSS - OPENING Vega=$9125 BXMT=20.70 Ref
- >>3450 BXMT Jan24 17.0 Puts $0.45 (CboeTheo=0.52) Below Bid! AMEX 16:04:25.942 IV=59.9% -2.8 MPRL 41 x $0.50 - $0.60 x 6 BXO LATE - OPENING Vega=$6335 BXMT=20.59 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 7th 4440 Puts $0.15 (CboeTheo=0.11) ASK [CBOE] 16:05:30.819 IV=20.5% +3.8 CBOE 1 x $0.10 - $0.15 x 1166 CBOE OPENING Vega=$6742 SPX=4552.77 Fwd - SPLIT TICKET:
>>1178 SPXW Dec23 7th 4380 Puts $0.15 (CboeTheo=0.08) ASK [CBOE] 16:05:36.291 IV=30.0% +7.1 CBOE 103 x $0.10 - $0.15 x 1077 CBOE OPENING Vega=$5666 SPX=4552.77 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 7th 4440 Puts $0.10 (CboeTheo=0.14) BID [CBOE] 16:13:07.869 IV=19.3% +2.6 CBOE 1319 x $0.10 - $0.15 x 70 CBOE OPENING Vega=$5219 SPX=4551.21 Fwd - >>1000 VIX Dec23 20th 13.0 Puts $0.37 (CboeTheo=0.38) MID CBOE 16:19:29.717 IV=65.1% +1.0 CBOE 3354 x $0.34 - $0.41 x 2264 CBOE LATE Vega=$939 VIX=13.73 Fwd