OPTION FLOW 12/7/23

 

  1. >>Market Color @STOCK - New option listings for 12/7 include 10X Capital Venture Acquisition II Corp ($AAGR).>>Market Color @ALL - OCC reports a total of 414,225 flex contracts traded on Dec 6th, with average daily flex volume of 459,409 over the past month. 70.1% of Wednesday's flex volume traded on Cboe, 0.3% NYSE-Arca, 9.1% PHLX and 20.5% Amex. Current Flex open interest is 21,407,255 contracts.  #flex #marketmover
  2. >>Market Color NVDA - Most profitable opening equity option purchase made in the prior session was a buy of 2383 NVIDIA 12/08 455 puts for $3.65 at 13:31 when underlying shares were trading $459.235. These puts closed near $5.40 for mark-to-market profit of 48%, or $416K on the $870K outlay. NVDA shares closed down 10.63 at $455.03  [NVDA 455.03 -10.63 Ref]
  3. SPLIT TICKET:
    >>1174 SPXW Dec23 7th 4530 Puts $0.85 (CboeTheo=0.77 ASK  [CBOE] 09:04:55.878 IV=19.3% +8.8 CBOE 563 x $0.75 - $0.85 x 733 CBOE Vega=$23k SPX=4565.08 Fwd
  4. >>Market Color FXI - Rev/Con recap for Dec 6th. 401,080 contracts traded Wednesday in reverse/conversion spreads on 92 underlying securities. 20.1m underlying shares were involved with total notional value of $2.17b. Rev/Con volume leaders included FXI, GM, BABA, AMZN and TLT with implied borrow rates ranging from -73.23% (BYND) to 21.23% (NKLA).  #revcon
  5. >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for December 07, 2023. 51 trades were executed in VIX overnight, totaling 920 contracts.  #gth
  6. >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for December 07, 2023. 18081 trades were executed in SPX overnight, totaling 69752 contracts.  #gth
  7. >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
    JBLU $5.25 +0.52 +10.99%,
    GOOG $139.22 +7.78 +5.92%,
    GOOGL $137.69 +7.67 +5.90%,
    FSR $1.48 +0.07 +4.96%,
    AMD $122.49 +5.67 +4.85%,

    while the biggest losers include:
    AI $25.77 -3.39 (-11.63%),
    CHWY $17.28 -2.07 (-10.70%),
    GME $13.97 -0.87 (-5.86%),
    UPST $32.54 -1.62 (-4.74%),
    MARA $14.86 -0.68 (-4.38%),

  8. SWEEP DETECTED:
    >>2011 GOOG Dec23 136 Calls $2.597 (CboeTheo=2.45 BID  [MULTI] 09:30:00.162 IV=26.9% +1.4 BXO 12 x $2.58 - $2.72 x 12 BXO Vega=$16k GOOG=136.52 Ref
  9. >>Unusual Volume SNAP - 3x market weighted volume: 29.3k = 295.8k projected vs 88.5k adv, 77% calls, 2% of OI [SNAP 14.68 -0.10 Ref]
  10. >>Unusual Volume AMD - 4x market weighted volume: 185.6k = 1.9m projected vs 467.3k adv, 75% calls, 6% of OI [AMD 122.49 +5.67 Ref]
  11. >>Unusual Volume GME - 5x market weighted volume: 59.9k = 604.3k projected vs 105.4k adv, 61% calls, 8% of OI  Post-Earnings  [GME 13.97 -0.87 Ref]
  12. >>Unusual Volume GOOGL - 7x market weighted volume: 164.1k = 1.7m projected vs 222.9k adv, 76% calls, 5% of OI [GOOGL 137.69 +7.67 Ref]
  13. >>Unusual Volume GOOG - 7x market weighted volume: 99.0k = 998.7k projected vs 130.5k adv, 76% calls, 5% of OI [GOOG 139.22 +7.79 Ref]
  14. >>Unusual Volume MDB - 4x market weighted volume: 10.4k = 104.6k projected vs 25.3k adv, 53% puts, 5% of OI [MDB 394.32 +6.91 Ref]
  15. >>Unusual Volume CHWY - 7x market weighted volume: 31.0k = 312.1k projected vs 40.2k adv, 57% calls, 6% of OI  Post-Earnings  [CHWY 17.28 -2.07 Ref]
  16. >>Unusual Volume CCL - 3x market weighted volume: 28.1k = 283.5k projected vs 71.3k adv, 82% calls, 2% of OI [CCL 17.73 +0.24 Ref]
  17. >>Unusual Volume DG - 6x market weighted volume: 9449 = 95.3k projected vs 14.3k adv, 61% calls, 4% of OI  Post-Earnings  [DG 136.25 +2.33 Ref]
  18. >>Unusual Volume AI - 5x market weighted volume: 47.6k = 480.4k projected vs 80.9k adv, 58% calls, 9% of OI  Post-Earnings  [AI 25.77 -3.38 Ref]
  19. >>Unusual Volume JBLU - 4x market weighted volume: 16.8k = 169.5k projected vs 41.7k adv, 93% calls, 2% of OI [JBLU 5.25 +0.53 Ref]
  20. SPLIT TICKET:
    >>1000 NANOS Dec23 444 Puts $0.10 (CboeTheo=0.31 ASK  [CBOE] 09:30:03.529 IV=11.0% CBOE 1000 x $0.02 - $0.10 x 393 CBOE  OPENING  Vega=$59 NANOS=457.58 Fwd
  21. >>Unusual Volume NKLA - 9x market weighted volume: 33.4k = 337.1k projected vs 37.0k adv, 58% puts, 3% of OI [NKLA 0.75 -0.23 Ref]
  22. >>4424 AAPL Dec23 200 Calls $0.31 (CboeTheo=0.35 MID  NOM 09:30:07.755 IV=16.9% -0.8 BZX 44 x $0.31 - $0.31 x 4405 NOM Vega=$28k AAPL=193.95 Ref
  23. SWEEP DETECTED:
    >>5011 AAPL Dec23 200 Calls $0.313 (CboeTheo=0.35 Below Bid!  [MULTI] 09:30:07.474 IV=17.4% -0.3 BOX 109 x $0.34 - $0.36 x 76 BOX Vega=$33k AAPL=193.96 Ref
  24. >>Unusual Volume RIG - 3x market weighted volume: 8596 = 86.7k projected vs 27.9k adv, 59% calls [RIG 5.75 +0.01 Ref]
  25. >>Unusual Volume NOK - 10x market weighted volume: 6290 = 63.4k projected vs 6070 adv, 98% calls, 2% of OI [NOK 3.02 +0.01 Ref]
  26. >>2000 NIO Jan24 10.0 Calls $0.20 (CboeTheo=0.18 Above Ask!  ISE 09:31:12.960 IV=73.1% +2.0 ARCA 5 x $0.17 - $0.18 x 258 ARCA Vega=$1531 NIO=7.80 Ref
  27. SWEEP DETECTED:
    >>2390 NIO Jan24 10.0 Calls $0.197 (CboeTheo=0.18 BID  [MULTI] 09:31:12.959 IV=70.5% -0.7 EMLD 0 x $0.00 - $1.43 x 1 MIAX Vega=$1769 NIO=7.80 Ref
  28. SPLIT TICKET:
    >>2399 NIO Dec23 22nd 9.5 Calls $0.09 (CboeTheo=0.07 MID  [CBOE] 09:31:13.538 IV=82.5% +5.5 CBOE 2399 x $0.09 - $0.09 x 1 NOM  OPENING  Vega=$875 NIO=7.80 Ref
  29. >>1250 VIX Jan24 17th 24.0 Calls $0.53 (CboeTheo=0.54 ASK  CBOE 09:31:34.612 IV=119.3% +1.0 CBOE 4083 x $0.52 - $0.53 x 1580 CBOE Vega=$1746 VIX=15.52 Fwd
  30. >>1000 VIX Jan24 17th 24.0 Calls $0.53 (CboeTheo=0.54 ASK  CBOE 09:31:34.612 IV=119.3% +1.0 CBOE 4083 x $0.52 - $0.53 x 580 CBOE Vega=$1396 VIX=15.52 Fwd
  31. SWEEP DETECTED:
    >>8113 SNAP Jan24 30.0 Calls $0.01 (CboeTheo=0.01 BID  [MULTI] 09:31:31.609 IV=80.8% -0.0 C2 22k x $0.01 - $0.02 x 87 BZX  ISO  Vega=$946 SNAP=14.71 Ref
  32. >>5700 NIO Jan25 15.0 Calls $0.84 (CboeTheo=0.86 MID  ARCA 09:31:36.395 IV=67.3% -0.1 ARCA 10 x $0.80 - $0.87 x 1 AMEX  SPREAD/CROSS  Vega=$17k NIO=7.84 Ref
  33. >>5700 NIO Jan25 7.5 Puts $1.74 (CboeTheo=1.78 BID  ARCA 09:31:36.395 IV=67.2% -1.3 PHLX 4513 x $1.52 - $2.00 x 10 ARCA  SPREAD/CROSS  Vega=$17k NIO=7.84 Ref
  34. SPLIT TICKET:
    >>2830 VIX Jan24 17th 24.0 Calls $0.53 (CboeTheo=0.54 ASK  [CBOE] 09:31:34.612 IV=119.3% +1.0 CBOE 4083 x $0.52 - $0.53 x 1580 CBOE Vega=$3952 VIX=15.52 Fwd
  35. >>2927 AAPL Dec23 8th 195 Calls $0.70 (CboeTheo=0.79 BID  EMLD 09:31:32.460 IV=21.2% +1.8 NOM 160 x $0.69 - $0.70 x 2957 EMLD Vega=$13k AAPL=194.29 Ref
  36. SWEEP DETECTED:
    >>3004 AAPL Dec23 8th 195 Calls $0.70 (CboeTheo=0.77 ASK  [MULTI] 09:31:31.819 IV=21.6% +2.2 EMLD 9 x $0.69 - $0.70 x 2960 EMLD Vega=$13k AAPL=194.25 Ref
  37. >>6000 AAPL Dec23 155 Puts $0.02 (CboeTheo=0.02 ASK  BOX 09:31:36.283 IV=57.4% +4.1 C2 624 x $0.01 - $0.02 x 453 C2  SPREAD/CROSS  Vega=$2110 AAPL=194.17 Ref
  38. >>6000 AAPL Dec23 155 Calls $39.16 (CboeTheo=39.36 BID  BOX 09:31:36.283 BXO 32 x $39.15 - $39.70 x 34 BXO  SPREAD/CROSS  Vega=$0 AAPL=194.17 Ref
  39. SWEEP DETECTED:
    >>Bullish Delta Impact 577 VTGN Dec23 6.0 Calls $0.20 (CboeTheo=0.16 ASK  [MULTI] 09:31:52.914 IV=176.0% -9.0 BZX 0 x $0.00 - $0.20 x 10 BXO  OPENING 
    Delta=28%, EST. IMPACT = 16k Shares ($81k) To Buy VTGN=4.94 Ref
  40. SWEEP DETECTED:
    >>2000 CCL Jun24 17.5 Calls $2.94 (CboeTheo=2.92 ASK  [MULTI] 09:32:10.887 IV=48.5% +0.7 PHLX 54 x $2.85 - $2.99 x 3175 AMEX  AUCTION  Vega=$9961 CCL=17.88 Ref
  41. >>Unusual Volume LUV - 3x market weighted volume: 6903 = 62.9k projected vs 20.5k adv, 62% calls, 2% of OI [LUV 29.34 +1.35 Ref]
  42. >>3675 AAPL Dec23 8th 195 Calls $0.71 (CboeTheo=0.81 MID  BZX 09:33:45.035 IV=20.9% +1.6 MPRL 403 x $0.70 - $0.72 x 43 BZX Vega=$17k AAPL=194.35 Ref
  43. SWEEP DETECTED:
    >>3767 AAPL Dec23 8th 195 Calls $0.71 (CboeTheo=0.81 ASK  [MULTI] 09:33:44.254 IV=20.8% +1.4 BXO 14 x $0.70 - $0.71 x 3734 BZX Vega=$17k AAPL=194.36 Ref
  44. SWEEP DETECTED:
    >>4439 GME Dec23 11.0 Puts $0.03 (CboeTheo=0.10 BID  [MULTI] 09:34:55.297 IV=98.2% -81.6 AMEX 535 x $0.03 - $0.11 x 420 EDGX  ISO   Post-Earnings  Vega=$736 GME=14.23 Ref
  45. SWEEP DETECTED:
    >>4597 GME Dec23 11.0 Puts $0.061 (CboeTheo=0.12 Below Bid!  [MULTI] 09:35:37.651 IV=111.1% -68.7 MPRL 70 x $0.07 - $0.09 x 933 EDGX  ISO   Post-Earnings  Vega=$1231 GME=13.97 Ref
  46. SWEEP DETECTED:
    >>Bullish Delta Impact 949 HLX Dec23 9.0 Puts $0.20 (CboeTheo=0.24 BID  [MULTI] 09:35:50.865 IV=36.5% -8.6 MPRL 230 x $0.20 - $0.35 x 81 PHLX  ISO 
    Delta=-50%, EST. IMPACT = 47k Shares ($423k) To Buy HLX=8.97 Ref
  47. SWEEP DETECTED:
    >>Bullish Delta Impact 885 INGN Jan24 5.0 Calls $0.80 (CboeTheo=0.75 ASK  [MULTI] 09:35:54.715 IV=61.6% +19.4 AMEX 489 x $0.15 - $0.80 x 432 BOX  ISO - OPENING 
    Delta=78%, EST. IMPACT = 69k Shares ($362k) To Buy INGN=5.26 Ref
  48. >>Unusual Volume KVUE - 3x market weighted volume: 25.7k = 196.6k projected vs 50.0k adv, 70% calls, 3% of OI [KVUE 19.64 +0.26 Ref]
  49. >>3000 RIG Dec23 6.0 Puts $0.30 (CboeTheo=0.33 BID  CBOE 09:38:47.143 IV=45.5% -7.6 EDGX 1361 x $0.30 - $0.33 x 11 MPRL  SPREAD/LEGGED/FLOOR - OPENING  Vega=$901 RIG=5.76 Ref
  50. >>3000 RIG Dec23 6.0 Calls $0.11 (CboeTheo=0.10 ASK  CBOE 09:38:47.212 IV=57.6% +2.3 MPRL 50 x $0.10 - $0.11 x 974 PHLX  SPREAD/LEGGED/FLOOR - OPENING  Vega=$962 RIG=5.76 Ref
  51. SWEEP DETECTED:
    >>Bullish Delta Impact 554 PHR Jan24 17.5 Puts $0.75 (CboeTheo=0.78 BID  [MULTI] 09:40:04.897 IV=47.6% -1.9 BOX 313 x $0.75 - $0.90 x 6 CBOE
    Delta=-34%, EST. IMPACT = 19k Shares ($349k) To Buy PHR=18.37 Ref
  52. >>Unusual Volume WBA - 3x market weighted volume: 17.6k = 119.1k projected vs 39.7k adv, 86% calls, 3% of OI [WBA 22.14 +0.76 Ref]
  53. SPLIT TICKET:
    >>2000 WPM Dec23 44.0 Puts $0.08 (CboeTheo=0.13 ASK  [BOX] 09:41:02.856 IV=34.9% -6.1 ARCA 0 x $0.00 - $0.10 x 177 AMEX  FLOOR - OPENING  Vega=$1479 WPM=47.91 Ref
  54. >>2352 SOFI Dec23 8.0 Calls $0.33 (CboeTheo=0.33 BID  PHLX 09:42:45.426 IV=64.6% -4.1 CBOE 1362 x $0.33 - $0.36 x 991 EDGX  AUCTION  Vega=$1130 SOFI=8.03 Ref
  55. SPLIT TICKET:
    >>2362 SOFI Dec23 8.0 Calls $0.33 (CboeTheo=0.34 BID  [PHLX] 09:42:44.732 IV=65.6% -3.1 MPRL 662 x $0.33 - $0.36 x 734 EDGX  AUCTION  Vega=$1134 SOFI=8.03 Ref
  56. >>Unusual Volume PDD - 3x market weighted volume: 26.2k = 164.6k projected vs 54.5k adv, 80% calls, 3% of OI [PDD 139.60 -2.38 Ref, IV=34.2% -0.9]
  57. >>2497 AR Jan24 25.0 Calls $0.31 (CboeTheo=0.33 BID  ARCA 09:43:51.924 IV=43.2% -0.1 ARCA 2497 x $0.31 - $0.32 x 200 C2 Vega=$5056 AR=21.59 Ref
  58. SPLIT TICKET:
    >>1186 SPXW Dec23 8th 4515 Puts $2.108 (CboeTheo=2.11 Below Bid!  [CBOE] 09:44:20.928 IV=16.8% +3.4 CBOE 143 x $2.15 - $2.25 x 452 CBOE Vega=$59k SPX=4572.19 Fwd
  59. >>Market Color RIOT - Bullish option flow detected in Riot Blockchain (14.75 -0.01) with 18,386 calls trading (1.1x expected) and implied vol increasing over 1 point to 105.27%. . The Put/Call Ratio is 0.24. Earnings are expected on 02/29. [RIOT 14.75 -0.01 Ref, IV=105.3% +1.1] #Bullish
  60. SWEEP DETECTED:
    >>4246 NIO Jan24 10.0 Calls $0.15 (CboeTheo=0.17 Below Bid!  [MULTI] 09:45:09.341 IV=69.8% -1.3 CBOE 10 x $0.16 - $0.17 x 1663 EMLD Vega=$2964 NIO=7.71 Ref
  61. SWEEP DETECTED:
    >>3879 GOOGL Dec23 8th 142 Calls $0.18 (CboeTheo=0.20 BID  [MULTI] 09:45:36.199 IV=44.3% -3.1 EMLD 731 x $0.18 - $0.20 x 425 C2  OPENING  Vega=$5870 GOOGL=137.32 Ref
  62. SWEEP DETECTED:
    >>2000 CENX Jan24 10.0 Calls $0.10 (CboeTheo=0.11 ASK  [MULTI] 09:45:38.576 IV=70.5% -2.8 EDGX 119 x $0.05 - $0.10 x 2020 PHLX Vega=$1053 CENX=7.35 Ref
  63. SWEEP DETECTED:
    >>2280 SPWR Jan24 5.5 Calls $0.33 (CboeTheo=0.28 ASK  [MULTI] 09:47:22.799 IV=80.8% +6.8 MIAX 1482 x $0.26 - $0.33 x 887 EDGX  OPENING  Vega=$1482 SPWR=4.90 Ref
  64. SWEEP DETECTED:
    >>2049 GOOGL Dec23 8th 136 Puts $0.677 (CboeTheo=0.71 Below Bid!  [MULTI] 09:47:24.522 IV=38.2% +4.6 BZX 41 x $0.72 - $0.74 x 38 EMLD Vega=$6133 GOOGL=137.18 Ref
  65. >>1000 SPXW Mar24 28th 1900 Puts $0.60 (CboeTheo=0.61 BID  CBOE 09:47:35.169 IV=56.8% +0.3 CBOE 314 x $0.55 - $0.70 x 633 CBOE  LATE - OPENING  Vega=$12k SPX=4630.53 Fwd
  66. >>1000 SPXW Mar24 28th 2700 Puts $2.20 (CboeTheo=2.17 BID  CBOE 09:47:35.244 IV=40.9% +0.5 CBOE 243 x $2.15 - $2.30 x 15 CBOE  LATE - OPENING  Vega=$47k SPX=4630.53 Fwd
  67. SPLIT TICKET:
    >>3500 SPXW Mar24 28th 2700 Puts $2.20 (CboeTheo=2.17 BID  [CBOE] 09:47:35.169 IV=40.9% +0.5 CBOE 243 x $2.15 - $2.30 x 15 CBOE  LATE - OPENING  Vega=$166k SPX=4630.53 Fwd
  68. SPLIT TICKET:
    >>3500 SPXW Mar24 28th 1900 Puts $0.60 (CboeTheo=0.61 BID  [CBOE] 09:47:35.169 IV=56.8% +0.3 CBOE 314 x $0.55 - $0.70 x 633 CBOE  LATE - OPENING  Vega=$43k SPX=4630.53 Fwd
  69. >>2496 GME Jan24 127.5 Calls $0.06 (CboeTheo=0.06 MID  C2 09:47:45.328 IV=250.2% -2.6 ARCA 6 x $0.05 - $0.07 x 20 C2  COMPLEX   Post-Earnings  Vega=$539 GME=14.39 Ref
  70. >>3569 GOOGL Dec23 8th 135 Calls $2.51 (CboeTheo=2.61 BID  ISE 09:48:53.918 IV=32.7% +0.4 ISE 2585 x $2.50 - $2.70 x 60 BOX  ISO/AUCTION  Vega=$8130 GOOGL=137.18 Ref
  71. SWEEP DETECTED:
    >>4500 GOOGL Dec23 8th 135 Calls $2.52 (CboeTheo=2.67 Below Bid!  [MULTI] 09:48:53.728 IV=32.2% -0.1 CBOE 163 x $2.56 - $2.70 x 234 CBOE  ISO  Vega=$9908 GOOGL=137.25 Ref
  72. SWEEP DETECTED:
    >>2034 AMZN Mar24 135 Calls $17.50 (CboeTheo=17.51 BID  [MULTI] 09:49:06.329 IV=32.4% +0.1 EMLD 1020 x $17.50 - $17.55 x 105 BOX Vega=$50k AMZN=146.19 Ref
  73. SWEEP DETECTED:
    >>3118 WBA Jan24 25.0 Calls $0.518 (CboeTheo=0.52 Above Ask!  [MULTI] 09:49:47.809 IV=50.5% -1.1 C2 292 x $0.47 - $0.50 x 19 ARCA Vega=$7346 WBA=21.68 Ref
  74. SPLIT TICKET:
    >>2000 DIS Dec23 8th 96.0 Calls $0.02 (CboeTheo=0.02 BID  [PHLX] 09:49:56.340 IV=38.9% +3.7 EMLD 260 x $0.02 - $0.04 x 384 EMLD  AUCTION   ExDiv  Vega=$675 DIS=92.05 Ref
  75. SWEEP DETECTED:
    >>2605 BAC Dec23 8th 32.0 Calls $0.02 (CboeTheo=0.01 MID  [MULTI] 09:50:02.630 IV=43.7% +3.8 AMEX 1627 x $0.02 - $0.02 x 880 EMLD  ISO  Vega=$576 BAC=30.71 Ref
  76. >>2000 ATUS Dec23 2.0 Puts $0.05 (CboeTheo=0.06 MID  BOX 09:50:29.133 IV=69.3% -7.4 MRX 0 x $0.00 - $0.10 x 1035 AMEX  FLOOR  Vega=$227 ATUS=2.08 Ref
  77. >>Unusual Volume CHPT - 4x market weighted volume: 88.9k = 489.4k projected vs 108.4k adv, 94% calls, 7% of OI  Post-Earnings  [CHPT 2.13 +0.09 Ref, IV=123.2% -26.0]
  78. >>9744 JBLU Dec23 22nd 5.5 Calls $0.29 (CboeTheo=0.29 Above Ask!  ISE 09:50:45.099 IV=86.4% +0.9 MPRL 75 x $0.26 - $0.28 x 20 NOM  COB/AUCTION - OPENING  Vega=$4182 JBLU=5.29 Ref
  79. >>9744 JBLU Dec23 5.0 Calls $0.47 (CboeTheo=0.44 Above Ask!  ISE 09:50:45.099 IV=96.0% +20.4 C2 312 x $0.43 - $0.45 x 53 BZX  COB/AUCTION  Vega=$2770 JBLU=5.29 Ref
  80. SWEEP DETECTED:
    >>2500 RIG Feb24 6.0 Calls $0.43 (CboeTheo=0.43 BID  [MULTI] 09:51:08.993 IV=48.5% -0.4 MRX 153 x $0.43 - $0.45 x 25 MPRL  OPENING  Vega=$2552 RIG=5.79 Ref
  81. >>2000 SHOP Jan24 102 Calls $0.06 (CboeTheo=0.06 ASK  MRX 09:51:48.680 IV=46.2% -1.2 GEMX 659 x $0.04 - $0.06 x 1981 EMLD  AUCTION - OPENING  Vega=$2041 SHOP=71.14 Ref
  82. >>11155 KVUE Feb24 25.0 Calls $0.15 (CboeTheo=0.15 ASK  ARCA 09:51:55.634 IV=38.9% -0.1 C2 186 x $0.13 - $0.15 x 300 NOM  FLOOR  Vega=$17k KVUE=19.64 Ref
  83. >>11155 KVUE Feb24 25.0 Calls $0.16 (CboeTheo=0.15 Above Ask!  ARCA 09:51:55.634 IV=39.5% +0.5 C2 186 x $0.13 - $0.15 x 300 NOM  FLOOR  Vega=$18k KVUE=19.64 Ref
  84. SPLIT TICKET:
    >>22310 KVUE Feb24 25.0 Calls $0.155 (CboeTheo=0.15 Above Ask!  [ARCA] 09:51:55.634 IV=38.9% -0.1 C2 186 x $0.13 - $0.15 x 300 NOM  FLOOR  Vega=$35k KVUE=19.64 Ref
  85. >>2072 AZN Jan24 12th 60.0 Puts $0.48 (CboeTheo=0.49 BID  PHLX 09:52:53.403 IV=22.4% -0.2 EMLD 47 x $0.48 - $0.54 x 43 PHLX  AUCTION - OPENING  Vega=$11k AZN=63.34 Ref
  86. >>2238 AZN Jan24 12th 60.0 Puts $0.48 (CboeTheo=0.49 BID  PHLX 09:52:53.403 IV=22.4% -0.2 EMLD 47 x $0.48 - $0.54 x 43 PHLX  AUCTION - OPENING  Vega=$12k AZN=63.34 Ref
  87. SPLIT TICKET:
    >>4310 AZN Jan24 12th 60.0 Puts $0.48 (CboeTheo=0.49 BID  [PHLX] 09:52:53.403 IV=22.4% -0.2 EMLD 47 x $0.48 - $0.54 x 43 PHLX  AUCTION - OPENING  Vega=$24k AZN=63.34 Ref
  88. SWEEP DETECTED:
    >>Bearish Delta Impact 1115 RKT Dec23 8th 10.0 Calls $0.387 (CboeTheo=0.43 Below Bid!  [MULTI] 09:52:55.292 IV=76.3% +20.2 MPRL 5 x $0.41 - $0.43 x 4 NOM
    Delta=78%, EST. IMPACT = 87k Shares ($905k) To Sell RKT=10.36 Ref
  89. >>1268 VIX Feb24 14th 28.0 Calls $0.72 (CboeTheo=0.73 ASK  CBOE 09:53:37.216 IV=113.2% -0.1 CBOE 15k x $0.71 - $0.72 x 1268 CBOE Vega=$2520 VIX=16.40 Fwd
  90. SPLIT TICKET:
    >>1768 VIX Feb24 14th 28.0 Calls $0.72 (CboeTheo=0.73 ASK  [CBOE] 09:53:37.216 IV=113.2% -0.1 CBOE 15k x $0.71 - $0.72 x 1268 CBOE Vega=$3514 VIX=16.40 Fwd
  91. SWEEP DETECTED:
    >>2000 CCL Oct24 10.0 Puts $0.38 (CboeTheo=0.41 BID  [MULTI] 09:53:42.095 IV=56.0% -0.9 MPRL 18 x $0.38 - $0.41 x 180 ARCA  ISO  Vega=$4689 CCL=17.84 Ref
  92. SWEEP DETECTED:
    >>2020 GOOG Dec23 8th 140 Calls $0.70 (CboeTheo=0.72 ASK  [MULTI] 09:54:13.843 IV=38.1% -0.4 CBOE 933 x $0.69 - $0.70 x 126 ISE Vega=$6087 GOOG=138.64 Ref
  93. >>Unusual Volume TFC - 3x market weighted volume: 12.4k = 61.7k projected vs 18.1k adv, 96% calls, 4% of OI [TFC 34.15 +1.10 Ref, IV=28.5% +0.2]
  94. >>3291 BABA Feb24 85.0 Calls $1.12 (CboeTheo=1.09 ASK  ARCA 09:56:28.268 IV=38.8% +0.2 ARCA 3291 x $1.12 - $1.13 x 8 EDGX Vega=$28k BABA=71.88 Ref
  95. SWEEP DETECTED:
    >>6000 BABA Feb24 85.0 Calls $1.117 (CboeTheo=1.07 Above Ask!  [MULTI] 09:56:27.996 IV=38.8% +0.3 EDGX 119 x $1.06 - $1.11 x 232 EMLD Vega=$50k BABA=71.79 Ref
  96. >>5000 WBD Jan24 26th 11.0 Calls $0.66 (CboeTheo=0.67 BID  AMEX 09:56:40.582 IV=40.1% BOX 50 x $0.64 - $0.94 x 1101 PHLX  SPREAD/FLOOR - OPENING  Vega=$8068 WBD=10.90 Ref
  97. >>5000 WBD Dec23 29th 11.0 Calls $0.43 (CboeTheo=0.41 MID  AMEX 09:56:40.582 IV=42.4% +1.7 BOX 408 x $0.41 - $0.45 x 556 EMLD  SPREAD/FLOOR - OPENING  Vega=$5376 WBD=10.90 Ref
  98. SWEEP DETECTED:
    >>Bearish Delta Impact 6966 PDD Jan24 150 Calls $3.151 (CboeTheo=3.31 Below Bid!  [MULTI] 09:57:04.136 IV=34.6% -0.3 EDGX 227 x $3.25 - $3.40 x 143 EDGX
    Delta=32%, EST. IMPACT = 223k Shares ($31.3m) To Sell PDD=139.96 Ref
  99. SPLIT TICKET:
    >>3874 PDD Jan24 150 Calls $3.00 (CboeTheo=3.26 ASK  [EMLD] 09:57:09.387 IV=33.4% -1.5 CBOE 613 x $2.99 - $3.00 x 3874 EMLD Vega=$66k PDD=139.82 Ref
  100. SWEEP DETECTED:
    >>4328 AAPL Dec23 29th 175 Puts $0.17 (CboeTheo=0.16 ASK  [MULTI] 09:57:11.656 IV=24.4% +1.4 MPRL 269 x $0.16 - $0.17 x 1277 EMLD Vega=$17k AAPL=194.09 Ref
  101. >>5513 AAPL Dec23 29th 200 Calls $1.00 (CboeTheo=1.02 ASK  ARCA 09:57:15.950 IV=15.0% -0.3 CBOE 284 x $0.99 - $1.00 x 5513 ARCA Vega=$84k AAPL=194.09 Ref
  102. SWEEP DETECTED:
    >>5541 AAPL Dec23 29th 200 Calls $1.00 (CboeTheo=1.02 ASK  [MULTI] 09:57:15.950 IV=15.0% -0.3 CBOE 284 x $0.99 - $1.00 x 5513 ARCA Vega=$84k AAPL=194.09 Ref
  103. >>11155 KVUE Feb24 25.0 Calls $0.15 (CboeTheo=0.16 MID  ARCA 09:58:02.628 IV=38.1% -0.9 EDGX 317 x $0.13 - $0.16 x 68 BZX  LATE  Vega=$18k KVUE=19.75 Ref
  104. SPLIT TICKET:
    >>1447 SPX Sep24 4350 Puts $131.60 (CboeTheo=131.20 ASK  [CBOE] 09:58:05.153 IV=17.7% +0.1 CBOE 149 x $131.00 - $132.10 x 104 CBOE  LATE  Vega=$1.96m SPX=4716.39 Fwd
  105. SPLIT TICKET:
    >>1232 SPX Mar24 4100 Puts $24.05 (CboeTheo=23.91 ASK  [CBOE] 09:58:05.153 IV=19.2% +0.3 CBOE 1116 x $23.80 - $24.10 x 937 CBOE  LATE  Vega=$553k SPX=4623.56 Fwd
  106. SPLIT TICKET:
    >>1245 SPX Mar24 4000 Puts $18.45 (CboeTheo=18.34 ASK  [CBOE] 09:58:05.153 IV=20.6% +0.3 CBOE 239 x $18.30 - $18.50 x 535 CBOE  LATE  Vega=$458k SPX=4623.56 Fwd
  107. SPLIT TICKET:
    >>1447 SPX Sep24 4000 Puts $74.55 (CboeTheo=74.62 ASK  [CBOE] 09:58:05.153 IV=20.4% +0.1 CBOE 436 x $74.10 - $74.90 x 140 CBOE  LATE  Vega=$1.44m SPX=4716.39 Fwd
  108. SPLIT TICKET:
    >>2847 VIX Jan24 17th 13.0 Puts $0.25 (CboeTheo=0.26 BID  [CBOE] 09:59:25.694 IV=57.2% +0.3 CBOE 1722 x $0.25 - $0.27 x 1500 CBOE Vega=$3459 VIX=15.57 Fwd
  109. >>2000 CHWY Dec23 8th 18.0 Puts $0.73 (CboeTheo=0.73 MID  BZX 10:00:07.194 IV=114.3% -128.7 AMEX 6 x $0.70 - $0.75 x 1 ARCA  Post-Earnings / SSR  Vega=$782 CHWY=17.55 Ref
  110. >>4000 PDD Feb24 135 Puts $6.10 (CboeTheo=6.12 ASK  EDGX 10:00:16.218 IV=35.8% -1.1 CBOE 48 x $6.00 - $6.15 x 30 NOM  OPENING  Vega=$93k PDD=139.33 Ref
  111. SPLIT TICKET:
    >>4937 PDD Feb24 135 Puts $6.10 (CboeTheo=6.12 ASK  [EDGX] 10:00:16.218 IV=35.8% -1.1 CBOE 48 x $6.00 - $6.15 x 30 NOM  OPENING  Vega=$115k PDD=139.33 Ref
  112. SWEEP DETECTED:
    >>3163 DAL Jan24 45.0 Calls $0.50 (CboeTheo=0.48 ASK  [MULTI] 10:00:19.227 IV=34.7% -0.6 C2 1109 x $0.47 - $0.50 x 879 C2  ISO  Vega=$12k DAL=40.11 Ref
  113. SWEEP DETECTED:
    >>5001 DAL Dec23 42.0 Calls $0.27 (CboeTheo=0.26 ASK  [MULTI] 10:00:30.833 IV=35.8% -1.2 PHLX 1509 x $0.22 - $0.27 x 1021 PHLX Vega=$9099 DAL=40.20 Ref
  114. >>1400 SPX Apr24 4825 Calls $61.50 (CboeTheo=60.96 Above Ask!  CBOE 10:00:54.156 IV=11.8% +0.2 CBOE 25 x $60.40 - $61.40 x 218 CBOE  LATE - OPENING  Vega=$1.37m SPX=4643.55 Fwd
  115. >>1200 SPXW Jun24 28th 5200 Calls $19.25 (CboeTheo=19.14 Above Ask!  CBOE 10:00:54.366 IV=11.2% +0.0 CBOE 100 x $18.90 - $19.20 x 105 CBOE  LATE - OPENING  Vega=$816k SPX=4676.87 Fwd
  116. >>1200 SPX Apr24 4425 Puts $80.50 (CboeTheo=81.29 Below Bid!  CBOE 10:00:54.366 IV=15.5% +0.1 CBOE 52 x $80.90 - $81.70 x 357 CBOE  LATE  Vega=$1.14m SPX=4643.65 Fwd
  117. SPLIT TICKET:
    >>1000 SPX Dec24 5150 Calls $103.00 (CboeTheo=102.26 ASK  [CBOE] 10:00:54.154 IV=12.9% +0.1 CBOE 13 x $101.50 - $103.10 x 31 CBOE  LATE  Vega=$1.61m SPX=4755.01 Fwd
  118. SPLIT TICKET:
    >>2000 SPXW Jun24 28th 5200 Calls $19.25 (CboeTheo=19.13 Above Ask!  [CBOE] 10:00:54.154 IV=11.2% +0.0 CBOE 100 x $18.90 - $19.20 x 105 CBOE  LATE - OPENING  Vega=$1.36m SPX=4676.77 Fwd
  119. SPLIT TICKET:
    >>2000 SPX Apr24 4425 Puts $80.50 (CboeTheo=81.31 Below Bid!  [CBOE] 10:00:54.154 IV=15.5% +0.1 CBOE 57 x $80.90 - $81.70 x 257 CBOE  LATE  Vega=$1.89m SPX=4643.55 Fwd
  120. SPLIT TICKET:
    >>2000 SPX Apr24 4825 Calls $61.50 (CboeTheo=60.96 Above Ask!  [CBOE] 10:00:54.154 IV=11.8% +0.2 CBOE 25 x $60.40 - $61.40 x 218 CBOE  LATE - OPENING  Vega=$1.96m SPX=4643.55 Fwd
  121. SPLIT TICKET:
    >>1000 SPX Jan24 4475 Puts $34.50 (CboeTheo=35.31 Below Bid!  [CBOE] 10:00:54.154 IV=13.0% +0.2 CBOE 231 x $35.10 - $35.60 x 150 CBOE  LATE  Vega=$524k SPX=4594.86 Fwd
  122. SPLIT TICKET:
    >>1000 SPX Dec24 4350 Puts $164.20 (CboeTheo=164.42 BID  [CBOE] 10:00:54.154 IV=18.3% +0.1 CBOE 13 x $164.00 - $165.60 x 30 CBOE  LATE  Vega=$1.57m SPX=4755.01 Fwd
  123. >>2501 INTC Dec23 8th 41.0 Puts $0.17 (CboeTheo=0.18 BID  PHLX 10:02:50.271 IV=40.7% +5.1 MPRL 45 x $0.17 - $0.18 x 432 C2  AUCTION  Vega=$2050 INTC=41.58 Ref
  124. >>2499 INTC Dec23 8th 41.0 Puts $0.17 (CboeTheo=0.18 BID  PHLX 10:02:50.271 IV=40.7% +5.1 MPRL 45 x $0.17 - $0.18 x 432 C2  AUCTION  Vega=$2048 INTC=41.58 Ref
  125. SPLIT TICKET:
    >>5000 INTC Dec23 8th 41.0 Puts $0.17 (CboeTheo=0.18 BID  [PHLX] 10:02:50.271 IV=40.7% +5.1 MPRL 45 x $0.17 - $0.18 x 432 C2  AUCTION  Vega=$4099 INTC=41.58 Ref
  126. SWEEP DETECTED:
    >>2502 SAVE Dec23 12.5 Puts $0.278 (CboeTheo=0.35 Below Bid!  [MULTI] 10:03:33.948 IV=117.4% -9.2 EMLD 2 x $0.32 - $0.33 x 2 PHLX Vega=$1533 SAVE=14.21 Ref
  127. SWEEP DETECTED:
    >>5532 GOOGL Dec23 8th 140 Calls $0.26 (CboeTheo=0.28 BID  [MULTI] 10:03:40.014 IV=39.0% -3.3 EDGX 1008 x $0.26 - $0.28 x 313 C2  OPENING  Vega=$11k GOOGL=136.74 Ref
  128. >>2500 C Jan25 45.0 Calls $7.32 (CboeTheo=7.23 ASK  BOX 10:04:06.099 IV=28.4% +0.6 MIAX 4 x $7.20 - $7.35 x 41 NOM  SPREAD/CROSS  Vega=$45k C=48.03 Ref
  129. >>2500 C Jan25 50.0 Calls $4.75 (CboeTheo=4.68 ASK  BOX 10:04:06.099 IV=26.8% +0.4 PHLX 600 x $4.65 - $4.75 x 10 BZX  SPREAD/CROSS  Vega=$49k C=48.03 Ref
  130. >>3134 KVUE Jan24 22.5 Calls $0.32 (CboeTheo=0.33 MID  MIAX 10:05:13.592 IV=42.8% -0.6 EDGX 251 x $0.30 - $0.34 x 2 BXO  AUCTION  Vega=$6159 KVUE=19.65 Ref
  131. >>15000 CHPT Dec23 2.0 Calls $0.28 (CboeTheo=0.24 Above Ask!  AMEX 10:05:40.627 IV=168.8% -69.2 EDGX 1470 x $0.24 - $0.27 x 1640 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$1785 CHPT=2.13 Ref
  132. >>45000 CHPT Dec23 2.5 Calls $0.09 (CboeTheo=0.08 MID  AMEX 10:05:40.627 IV=165.7% -80.0 MPRL 494 x $0.08 - $0.10 x 2045 EDGX  SPREAD/FLOOR   Post-Earnings  Vega=$5040 CHPT=2.13 Ref
  133. SWEEP DETECTED:
    >>3180 SAVE Dec23 12.5 Puts $0.29 (CboeTheo=0.33 BID  [MULTI] 10:07:35.278 IV=113.6% -13.0 GEMX 503 x $0.29 - $0.45 x 2 EDGX Vega=$1897 SAVE=14.22 Ref
  134. SWEEP DETECTED:
    >>2005 GOOG Dec23 8th 137 Puts $0.556 (CboeTheo=0.53 Above Ask!  [MULTI] 10:08:41.282 IV=33.1% +0.2 EMLD 223 x $0.53 - $0.55 x 301 C2  ISO - OPENING  Vega=$5805 GOOG=138.25 Ref
  135. >>2500 SAVE Dec23 10.0 Puts $0.15 (CboeTheo=0.09 ASK  AMEX 10:09:31.410 IV=182.8% +21.3 EMLD 5 x $0.05 - $0.15 x 2 ARCA  CROSS  Vega=$772 SAVE=14.24 Ref
  136. SWEEP DETECTED:
    >>2776 BAC Dec23 30.5 Calls $0.65 (CboeTheo=0.66 BID  [MULTI] 10:09:57.449 IV=24.5% -0.1 C2 1525 x $0.65 - $0.67 x 75 GEMX  AUCTION  Vega=$4870 BAC=30.82 Ref
  137. SWEEP DETECTED:
    >>2279 CHWY Dec23 8th 16.0 Puts $0.09 (CboeTheo=0.10 ASK  [MULTI] 10:09:59.250 IV=129.8% -100.0 MPRL 144 x $0.08 - $0.09 x 512 EMLD  ISO   Post-Earnings / SSR  Vega=$498 CHWY=17.37 Ref
  138. >>2500 PDD Jan24 12th 125 Puts $1.13 (CboeTheo=1.17 BID  BOX 10:10:10.815 IV=35.4% -1.4 PHLX 79 x $1.05 - $1.25 x 52 PHLX  FLOOR - OPENING  Vega=$24k PDD=139.68 Ref
  139. >>10347 TFC Jan24 32.5 Calls $2.55 (CboeTheo=2.63 BID  BOX 10:10:24.677 IV=30.9% -0.0 PHLX 202 x $2.55 - $2.70 x 167 MIAX  SPREAD/FLOOR  Vega=$41k TFC=34.15 Ref
  140. >>10347 TFC Feb24 35.0 Calls $1.58 (CboeTheo=1.58 BID  BOX 10:10:24.677 IV=31.5% +0.4 BOX 111 x $1.55 - $1.65 x 197 PHLX  SPREAD/FLOOR - OPENING  Vega=$61k TFC=34.15 Ref
  141. SWEEP DETECTED:
    >>Bullish Delta Impact 582 SATL Feb24 2.5 Calls $0.349 (CboeTheo=0.19 ASK  [MULTI] 10:13:38.453 IV=154.5% +31.7 BOX 15 x $0.10 - $0.35 x 87 BOX
    Delta=45%, EST. IMPACT = 26k Shares ($59k) To Buy SATL=2.23 Ref
  142. >>2000 NKLA Jan24 1.0 Puts $0.29 (CboeTheo=0.29 BID  C2 10:13:54.517 IV=132.3% +26.9 BXO 733 x $0.29 - $0.32 x 957 EDGX  ISO   SSR  Vega=$204 NKLA=0.79 Ref
  143. SWEEP DETECTED:
    >>5752 NKLA Jan24 1.0 Puts $0.29 (CboeTheo=0.29 BID  [MULTI] 10:13:54.517 IV=132.3% +26.9 BXO 733 x $0.29 - $0.32 x 957 EDGX  ISO   SSR  Vega=$586 NKLA=0.79 Ref
  144. >>2499 NKLA Jan24 1.0 Puts $0.28 (CboeTheo=0.28 BID  BOX 10:14:39.271 IV=125.7% +20.4 BOX 2499 x $0.28 - $0.30 x 20 BZX  SSR  Vega=$254 NKLA=0.79 Ref
  145. SWEEP DETECTED:
    >>5426 NKLA Jan24 1.0 Puts $0.28 (CboeTheo=0.28 BID  [MULTI] 10:14:39.271 IV=125.7% +20.4 BOX 2499 x $0.28 - $0.30 x 20 BZX  ISO   SSR  Vega=$552 NKLA=0.79 Ref
  146. SWEEP DETECTED:
    >>2454 NKLA Dec23 1.0 Puts $0.25 (CboeTheo=0.24 ASK  [MULTI] 10:14:55.775 IV=225.0% +130.1 GEMX 478 x $0.24 - $0.25 x 1837 CBOE  SSR  Vega=$103 NKLA=0.80 Ref
  147. >>Market Color @STOCK - Heavy first hour option volume is noted in : CHK, UDN, ALT, GOOS, HPQ, DG, FXY, BOX, EWG.>>Market Color ALT - Bullish option flow detected in Altimmune (8.35 +1.47) with 17,928 calls trading (11x expected) and implied vol increasing over 27 points to 203.11%. . The Put/Call Ratio is 0.18. Earnings are expected on 02/26.[ALT 8.35 +1.47 Ref, IV=203.1% +27.4] #Bullish
  148. SPLIT TICKET:
    >>2004 SPXW Dec23 7th 4575 Puts $7.428 (CboeTheo=6.56 Above Ask!  [CBOE] 10:15:11.711 IV=15.7% +6.2 CBOE 23 x $6.60 - $6.80 x 97 CBOE Vega=$93k SPX=4576.35 Fwd
  149. SPLIT TICKET:
    >>2000 SPXW Dec23 7th 4580 Puts $10.21 (CboeTheo=8.98 Above Ask!  [CBOE] 10:15:11.903 IV=17.9% +8.8 CBOE 23 x $9.10 - $9.30 x 2 CBOE  LATE  Vega=$92k SPX=4576.55 Fwd
  150. SPLIT TICKET:
    >>2000 SPXW Dec23 8th 4575 Puts $16.81 (CboeTheo=15.98 Above Ask!  [CBOE] 10:15:11.903 IV=16.7% +3.6 CBOE 1 x $15.90 - $16.10 x 18 CBOE  LATE  Vega=$213k SPX=4576.93 Fwd
  151. SPLIT TICKET:
    >>2000 SPXW Dec23 8th 4580 Puts $19.29 (CboeTheo=18.46 Above Ask!  [CBOE] 10:15:11.903 IV=16.6% +3.2 CBOE 9 x $18.30 - $18.60 x 41 CBOE  LATE - OPENING  Vega=$212k SPX=4576.93 Fwd
  152. SWEEP DETECTED:
    >>3111 INTC Dec23 40.0 Puts $0.27 (CboeTheo=0.28 BID  [MULTI] 10:17:03.483 IV=37.0% +1.2 EMLD 713 x $0.27 - $0.28 x 381 C2 Vega=$5562 INTC=41.78 Ref
  153. >>7200 CCL Jan24 15.0 Calls $3.11 (CboeTheo=3.14 BID  CBOE 10:17:11.876 IV=53.3% -0.8 PHLX 1296 x $3.05 - $3.20 x 1074 PHLX  SPREAD/LEGGED/FLOOR  Vega=$10k CCL=17.75 Ref
  154. >>7200 CCL Jan24 19.0 Calls $0.82 (CboeTheo=0.78 Above Ask!  CBOE 10:17:12.003 IV=52.2% +1.6 EMLD 67 x $0.78 - $0.80 x 759 EDGX  SPREAD/LEGGED/FLOOR  Vega=$17k CCL=17.75 Ref
  155. >>2994 X Jan24 33.0 Puts $0.67 (CboeTheo=0.66 ASK  ARCA 10:17:21.166 IV=39.1% +2.8 ARCA 4 x $0.65 - $0.67 x 1 NOM  SPREAD/CROSS  Vega=$11k X=36.03 Ref
  156. >>2994 X Dec23 30.0 Puts $0.06 (CboeTheo=0.07 BID  ARCA 10:17:21.166 IV=71.0% +2.0 MPRL 57 x $0.06 - $0.07 x 5 ARCA  SPREAD/CROSS  Vega=$1359 X=36.03 Ref
  157. SWEEP DETECTED:
    >>Bullish Delta Impact 500 NN Dec23 4.0 Puts $0.30 (CboeTheo=0.35 BID  [MULTI] 10:17:36.210 IV=58.8% -22.2 CBOE 398 x $0.30 - $0.35 x 40 NOM
    Delta=-76%, EST. IMPACT = 38k Shares ($142k) To Buy NN=3.75 Ref
  158. SWEEP DETECTED:
    >>2689 GOOGL Dec23 8th 135 Puts $0.40 (CboeTheo=0.41 ASK  [MULTI] 10:17:40.630 IV=31.4% -0.9 EDGX 301 x $0.38 - $0.40 x 624 ARCA  OPENING  Vega=$7049 GOOGL=136.56 Ref
  159. >>3000 LI May24 20.0 Puts $0.35 (CboeTheo=0.36 MID  ISE 10:17:52.066 IV=61.5% -1.0 PHLX 175 x $0.31 - $0.40 x 121 PHLX  AUCTION  Vega=$7352 LI=35.28 Ref
  160. SWEEP DETECTED:
    >>2001 CVX Dec23 8th 146 Calls $0.20 (CboeTheo=0.19 ASK  [MULTI] 10:18:09.803 IV=28.7% +0.5 C2 714 x $0.18 - $0.20 x 246 MRX Vega=$4154 CVX=143.51 Ref
  161. >>2151 BAC Feb24 31.0 Calls $1.41 (CboeTheo=1.41 BID  ARCA 10:18:55.417 IV=24.2% +0.4 ARCA 2151 x $1.41 - $1.42 x 1243 C2 Vega=$12k BAC=30.82 Ref
  162. SWEEP DETECTED:
    >>2399 SNDL Apr24 4.0 Calls $0.06 (CboeTheo=0.05 ASK  [MULTI] 10:19:37.725 IV=113.8% +13.1 EMLD 54 x $0.01 - $0.06 x 1368 AMEX  ISO - OPENING  Vega=$509 SNDL=1.46 Ref
  163. >>25000 NKLA Jan25 1.0 Puts $0.52 (CboeTheo=0.51 BID  AMEX 10:20:14.749 IV=122.9% +3.7 GEMX 1 x $0.52 - $0.55 x 3866 PHLX  FLOOR   SSR  Vega=$7185 NKLA=0.81 Ref
  164. >>2874 PDD Dec23 29th 146 Calls $2.30 (CboeTheo=2.33 BID  NOM 10:20:48.658 IV=31.7% -2.4 NOM 100 x $2.27 - $2.36 x 24 MPRL  OPENING  Vega=$36k PDD=140.25 Ref
  165. SWEEP DETECTED:
    >>Bullish Delta Impact 1820 GOSS Jan25 2.0 Calls $0.25 (CboeTheo=0.20 ASK  [MULTI] 10:20:55.530 IV=110.8% +12.6 PHLX 5 x $0.10 - $0.25 x 538 PHLX  ISO - OPENING 
    Delta=49%, EST. IMPACT = 90k Shares ($88k) To Buy GOSS=0.98 Ref
  166. >>5000 SCHW Dec23 63.0 Puts $1.13 (CboeTheo=1.10 ASK  PHLX 10:20:58.229 IV=30.2% +0.7 BOX 11 x $1.10 - $1.13 x 13 BOX  SPREAD/CROSS/TIED - OPENING  Vega=$19k SCHW=62.97 Ref
  167. >>5000 SCHW Dec23 58.0 Puts $0.11 (CboeTheo=0.14 BID  PHLX 10:20:58.229 IV=37.9% +1.3 C2 340 x $0.11 - $0.13 x 250 C2  SPREAD/CROSS/TIED - OPENING  Vega=$6417 SCHW=62.97 Ref
  168. >>3750 CHK Dec23 75.0 Puts $1.35 (CboeTheo=1.20 ASK  BOX 10:21:03.040 IV=30.3% +1.7 BOX 36 x $1.20 - $1.35 x 46 PHLX  SPREAD/FLOOR  Vega=$17k CHK=75.00 Ref
  169. >>3750 CHK Jan24 70.0 Puts $1.09 (CboeTheo=1.09 BID  BOX 10:21:03.040 IV=30.9% +0.4 C2 23 x $1.05 - $1.15 x 1 NOM  SPREAD/FLOOR - OPENING  Vega=$29k CHK=75.00 Ref
  170. SPLIT TICKET:
    >>2421 JBLU Jan24 6.0 Calls $0.56 (CboeTheo=0.56 MID  [MIAX] 10:21:39.970 IV=104.7% +0.2 C2 349 x $0.55 - $0.57 x 31 MPRL  AUCTION  Vega=$1786 JBLU=5.39 Ref
  171. SWEEP DETECTED:
    >>3560 AAPL Dec23 22nd 175 Puts $0.12 (CboeTheo=0.11 ASK  [MULTI] 10:22:12.471 IV=28.2% +2.7 BZX 31 x $0.11 - $0.12 x 1013 CBOE Vega=$9549 AAPL=194.69 Ref
  172. >>2000 QCOM Jan24 135 Calls $2.92 (CboeTheo=2.81 BID  PHLX 10:22:18.296 IV=22.0% +0.2 C2 67 x $2.92 - $2.97 x 165 C2  FLOOR  Vega=$35k QCOM=131.74 Ref
  173. >>2929 AAPL Jan24 190 Puts $2.20 (CboeTheo=2.26 BID  EMLD 10:22:27.998 IV=17.4% +0.2 BOX 102 x $2.19 - $2.20 x 2929 EMLD Vega=$68k AAPL=194.87 Ref
  174. SWEEP DETECTED:
    >>10347 AAPL Jan24 190 Puts $2.235 (CboeTheo=2.30 Below Bid!  [MULTI] 10:22:27.002 IV=17.6% +0.4 BZX 48 x $2.29 - $2.30 x 19 BZX Vega=$242k AAPL=194.71 Ref
  175. SWEEP DETECTED:
    >>2978 GOOGL Jan24 122.5 Puts $0.52 (CboeTheo=0.51 ASK  [MULTI] 10:25:23.302 IV=25.9% +1.3 C2 359 x $0.49 - $0.52 x 811 EDGX Vega=$23k GOOGL=136.67 Ref
  176. SWEEP DETECTED:
    >>2600 NIO Dec23 22nd 9.5 Calls $0.06 (CboeTheo=0.06 ASK  [MULTI] 10:26:21.156 IV=80.4% +3.4 EMLD 1491 x $0.05 - $0.06 x 3055 EMLD  OPENING  Vega=$755 NIO=7.62 Ref
  177. SWEEP DETECTED:
    >>Bearish Delta Impact 1743 SLM Dec23 15.0 Calls $1.25 (CboeTheo=1.33 BID  [MULTI] 10:27:09.579 IV=20.8% -24.5 MIAX 460 x $1.25 - $1.35 x 26 MPRL
    Delta=99%, EST. IMPACT = 173k Shares ($2.82m) To Sell SLM=16.25 Ref
  178. SWEEP DETECTED:
    >>2000 TFC Jan24 30.0 Calls $4.501 (CboeTheo=4.61 BID  [MULTI] 10:27:10.866 IV=33.7% -2.3 PHLX 214 x $4.50 - $4.70 x 316 PHLX Vega=$4569 TFC=34.08 Ref
  179. >>2365 BAC Feb24 30.0 Puts $0.84 (CboeTheo=0.84 BID  ARCA 10:28:10.787 IV=25.1% +0.4 ARCA 2377 x $0.84 - $0.85 x 1514 EMLD Vega=$12k BAC=30.84 Ref
  180. SWEEP DETECTED:
    >>2524 BAC Feb24 30.0 Puts $0.84 (CboeTheo=0.84 BID  [MULTI] 10:28:10.787 IV=25.1% +0.4 ARCA 2377 x $0.84 - $0.85 x 1514 EMLD Vega=$13k BAC=30.84 Ref
  181. SWEEP DETECTED:
    >>3995 NIO Dec23 29th 9.0 Calls $0.15 (CboeTheo=0.14 ASK  [MULTI] 10:28:26.303 IV=73.4% -0.2 EMLD 644 x $0.14 - $0.15 x 453 MPRL Vega=$2175 NIO=7.62 Ref
  182. SWEEP DETECTED:
    >>Bullish Delta Impact 820 VEEV Jan24 175 Calls $5.70 (CboeTheo=5.35 ASK  [MULTI] 10:32:24.119 IV=27.7% -10.5 EDGX 77 x $5.30 - $5.70 x 48 BZX  OPENING   Post-Earnings 
    Delta=48%, EST. IMPACT = 39k Shares ($6.70m) To Buy VEEV=171.71 Ref
  183. >>Unusual Volume ET - 3x market weighted volume: 24.3k = 74.3k projected vs 22.6k adv, 89% calls, 3% of OI [ET 13.46 -0.03 Ref, IV=16.0% +0.8]
  184. SWEEP DETECTED:
    >>2000 SNDL Apr24 4.0 Calls $0.059 (CboeTheo=0.04 ASK  [MULTI] 10:35:54.554 IV=117.2% +16.6 PHLX 1655 x $0.01 - $0.06 x 2218 C2  ISO - OPENING  Vega=$413 SNDL=1.47 Ref
  185. SWEEP DETECTED:
    >>2000 NVO Dec23 105 Calls $0.10 (CboeTheo=0.18 ASK  [MULTI] 10:39:14.593 IV=34.1% -1.9 MPRL 94 x $0.05 - $0.10 x 305 EDGX Vega=$3090 NVO=96.27 Ref
  186. SWEEP DETECTED:
    >>Bullish Delta Impact 558 HUSA Dec23 2.0 Calls $0.10 (CboeTheo=0.04 ASK  [MULTI] 10:39:15.884 IV=179.7% +60.4 MPRL 0 x $0.00 - $0.10 x 109 PHLX
    Delta=36%, EST. IMPACT = 20k Shares ($35k) To Buy HUSA=1.75 Ref
  187. SWEEP DETECTED:
    >>Bullish Delta Impact 987 HUSA Feb24 4.0 Calls $0.20 (CboeTheo=0.15 ASK  [MULTI] 10:39:43.840 IV=188.2% +39.0 NOM 0 x $0.00 - $0.20 x 1059 PHLX  ISO - OPENING 
    Delta=31%, EST. IMPACT = 31k Shares ($55k) To Buy HUSA=1.79 Ref
  188. SWEEP DETECTED:
    >>2002 AAPL Dec23 197.5 Calls $0.97 (CboeTheo=0.96 ASK  [MULTI] 10:40:45.070 IV=17.5% +0.2 MPRL 98 x $0.96 - $0.97 x 345 C2 Vega=$21k AAPL=194.54 Ref
  189. SWEEP DETECTED:
    >>2228 COIN Jan24 115 Puts $5.10 (CboeTheo=4.90 ASK  [MULTI] 10:41:36.367 IV=79.8% +1.7 EDGX 194 x $4.90 - $5.10 x 452 CBOE  ISO - OPENING  Vega=$30k COIN=137.78 Ref
  190. >>5000 HOOD Jun24 11.0 Puts $1.41 (CboeTheo=1.46 BID  PHLX 10:41:51.569 IV=51.9% -1.1 CBOE 1387 x $1.36 - $1.50 x 410 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$16k HOOD=11.28 Ref
  191. >>5000 HOOD Jun24 11.0 Calls $1.99 (CboeTheo=2.02 BID  PHLX 10:41:51.569 IV=52.5% -0.6 PHLX 1217 x $1.93 - $2.17 x 913 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$16k HOOD=11.28 Ref
  192. >>1061 SPXW Dec23 12th 4675 Calls $1.80 (CboeTheo=1.78 BID  CBOE 10:42:59.984 IV=11.2% +0.7 CBOE 516 x $1.75 - $1.90 x 435 CBOE  FLOOR  Vega=$83k SPX=4582.18 Fwd
  193. >>Unusual Volume LUMN - 3x market weighted volume: 15.6k = 44.1k projected vs 11.2k adv, 96% puts, 3% of OI [LUMN 1.48 -0.01 Ref, IV=79.8% -6.4]
  194. >>2625 BABA Jan24 75.0 Calls $1.99 (CboeTheo=1.99 MID  PHLX 10:43:16.305 IV=34.3% -0.8 EDGX 386 x $1.97 - $2.00 x 11 ARCA  SPREAD/CROSS/TIED  Vega=$24k BABA=72.05 Ref
  195. >>2625 BABA Dec23 75.0 Calls $0.56 (CboeTheo=0.56 MID  PHLX 10:43:16.305 IV=36.3% -1.4 MPRL 23 x $0.55 - $0.57 x 244 EMLD  SPREAD/CROSS/TIED  Vega=$9029 BABA=72.05 Ref
  196. >>Market Color AAOI - Bullish option flow detected in Applied Optoelectronics (18.03 +0.81) with 3,142 calls trading (2x expected) and implied vol increasing over 3 points to 101.00%. . The Put/Call Ratio is 0.05. Earnings are expected on 02/22. [AAOI 18.03 +0.81 Ref, IV=101.0% +3.5] #Bullish
  197. >>2000 SHLS Apr24 15.0 Calls $1.92 (CboeTheo=1.88 ASK  BOX 10:45:32.471 IV=70.6% +3.2 ARCA 36 x $1.80 - $1.95 x 15 BOX  SPREAD/FLOOR - OPENING  Vega=$6603 SHLS=13.65 Ref
  198. >>2738 COP Jan24 100 Puts $0.57 (CboeTheo=0.60 BID  ISE 10:47:06.399 IV=27.6% -1.3 MPRL 20 x $0.57 - $0.60 x 197 C2  COB/AUCTION  Vega=$20k COP=111.23 Ref
  199. >>2738 COP Jan24 115 Calls $2.34 (CboeTheo=2.25 ASK  ISE 10:47:06.399 IV=23.4% +0.6 C2 44 x $2.30 - $2.36 x 304 C2  COB/AUCTION  Vega=$40k COP=111.23 Ref
  200. >>2982 NVDA Dec23 8th 462.5 Calls $5.00 (CboeTheo=4.98 ASK  GEMX 10:48:06.012 IV=39.2% +0.1 PHLX 121 x $4.90 - $5.00 x 4 BXO Vega=$32k NVDA=463.91 Ref
  201. SWEEP DETECTED:
    >>3118 NVDA Dec23 8th 462.5 Calls $5.00 (CboeTheo=4.98 ASK  [MULTI] 10:48:06.012 IV=39.2% +0.1 PHLX 121 x $4.90 - $5.00 x 2982 GEMX Vega=$33k NVDA=463.91 Ref
  202. >>2400 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  C2 10:48:39.638 IV=16.1% -5.6 MPRL 5201 x $0.01 - $0.03 x 85 MPRL  ISO  Vega=$945 ET=13.46 Ref
  203. >>2400 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  C2 10:48:39.638 IV=16.1% -5.6 MPRL 5201 x $0.01 - $0.03 x 85 MPRL  ISO  Vega=$945 ET=13.46 Ref
  204. >>2000 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  C2 10:48:39.638 IV=16.1% -5.6 MPRL 5201 x $0.01 - $0.03 x 85 MPRL  ISO  Vega=$788 ET=13.46 Ref
  205. >>5000 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  MPRL 10:48:39.639 IV=16.1% -5.6 MPRL 5201 x $0.01 - $0.03 x 165 GEMX Vega=$1969 ET=13.46 Ref
  206. SWEEP DETECTED:
    >>18065 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  [MULTI] 10:48:39.638 IV=16.1% -5.6 C2 7729 x $0.01 - $0.03 x 85 MPRL  ISO  Vega=$7114 ET=13.46 Ref
  207. >>2499 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 ASK  MPRL 10:48:47.197 IV=16.3% -5.4 ISE 0 x $0.00 - $0.01 x 10k MPRL Vega=$975 ET=13.44 Ref
  208. >>2499 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 ASK  MPRL 10:48:48.826 IV=16.3% -5.4 ISE 0 x $0.00 - $0.01 x 7907 MPRL Vega=$975 ET=13.44 Ref
  209. >>2000 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 ASK  ARCA 10:48:50.805 IV=16.3% -5.4 ISE 0 x $0.00 - $0.01 x 5408 ARCA Vega=$780 ET=13.44 Ref
  210. >>2499 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 ASK  ARCA 10:48:51.932 IV=16.3% -5.4 ISE 0 x $0.00 - $0.01 x 3407 ARCA Vega=$975 ET=13.44 Ref
  211. SPLIT TICKET:
    >>4500 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 ASK  [ARCA] 10:48:50.805 IV=16.3% -5.4 ISE 0 x $0.00 - $0.01 x 5408 ARCA Vega=$1755 ET=13.44 Ref
  212. >>6216 UPST Jan24 27.5 Puts $1.65 (CboeTheo=1.55 Above Ask!  MIAX 10:49:22.746 IV=93.8% +1.2 BOX 8 x $1.59 - $1.63 x 1 NOM  ISO/AUCTION  Vega=$21k UPST=33.37 Ref
  213. SWEEP DETECTED:
    >>7747 UPST Jan24 27.5 Puts $1.64 (CboeTheo=1.53 Above Ask!  [MULTI] 10:49:21.505 IV=91.9% -0.7 MPRL 28 x $1.53 - $1.56 x 23 MPRL  ISO  Vega=$26k UPST=33.48 Ref
  214. SWEEP DETECTED:
    >>4613 M Jan24 17.0 Calls $1.10 (CboeTheo=1.09 BID  [MULTI] 10:50:00.272 IV=52.7% +1.8 EMLD 922 x $1.10 - $1.11 x 100 ARCA Vega=$11k M=16.82 Ref
  215. >>2595 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  C2 10:50:03.188 IV=16.3% -5.4 C2 19k x $0.01 - $0.03 x 360 EMLD  ISO  Vega=$1013 ET=13.44 Ref
  216. >>5448 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  GEMX 10:50:03.188 IV=16.3% -5.4 C2 15k x $0.01 - $0.03 x 403 BZX  ISO  Vega=$2126 ET=13.44 Ref
  217. SWEEP DETECTED:
    >>17579 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.04 BID  [MULTI] 10:50:03.188 IV=16.3% -5.4 C2 19k x $0.01 - $0.03 x 360 EMLD  ISO  Vega=$6859 ET=13.44 Ref
  218. >>10000 KVUE Dec23 29th 17.5 Puts $0.17 (CboeTheo=0.19 BID  PHLX 10:54:12.186 IV=50.8% +2.4 PHLX 14 x $0.17 - $0.21 x 56 EDGX  FLOOR - OPENING  Vega=$10k KVUE=19.95 Ref
  219. SPLIT TICKET:
    >>1250 SPX Jan24 3700 Puts $1.80 (CboeTheo=1.76 MID  [CBOE] 10:54:52.716 IV=28.7% +0.7 CBOE 1605 x $1.75 - $1.85 x 2433 CBOE  FLOOR  Vega=$64k SPX=4606.16 Fwd
  220. >>1450 SPX Mar24 4250 Puts $35.11 (CboeTheo=35.10 BID  CBOE 10:55:19.128 IV=17.3% +0.3 CBOE 740 x $35.00 - $35.40 x 1127 CBOE  LATE  Vega=$849k SPX=4633.93 Fwd
  221. >>4000 LUV Mar24 32.5 Calls $1.05 (CboeTheo=1.05 MID  PHLX 10:55:58.973 IV=36.3% +0.5 MRX 5 x $1.04 - $1.06 x 15 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$22k LUV=29.14 Ref
  222. >>1500 SPX Mar24 4225 Puts $32.59 (CboeTheo=32.69 BID  CBOE 10:56:33.058 IV=17.6% +0.3 CBOE 692 x $32.50 - $32.80 x 414 CBOE  LATE  Vega=$838k SPX=4634.23 Fwd
  223. >>10794 LUMN Jan24 1.0 Puts $0.04 (CboeTheo=0.04 BID  AMEX 10:58:09.956 IV=114.7% +9.2 NOM 25 x $0.04 - $0.05 x 303 PHLX  FLOOR  Vega=$1082 LUMN=1.48 Ref
  224. >>10794 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.04 ASK  AMEX 10:58:09.956 IV=124.4% +18.9 NOM 25 x $0.04 - $0.05 x 303 PHLX  FLOOR  Vega=$1158 LUMN=1.48 Ref
  225. SPLIT TICKET:
    >>21588 LUMN Jan24 1.0 Puts $0.045 (CboeTheo=0.04 MID  [AMEX] 10:58:09.956 IV=114.7% +9.2 NOM 25 x $0.04 - $0.05 x 303 PHLX  FLOOR - OPENING  Vega=$2163 LUMN=1.48 Ref
  226. >>50000 NKLA Jan25 1.0 Puts $0.52 (CboeTheo=0.51 ASK  AMEX 10:58:26.765 IV=122.2% +3.0 PHLX 7216 x $0.45 - $0.53 x 114 ARCA  FLOOR - OPENING   SSR  Vega=$14k NKLA=0.81 Ref
  227. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 GWH Jun24 2.5 Calls $0.15 (CboeTheo=0.11 ASK  [MULTI] 10:58:56.297 IV=114.6% +14.2 PHLX 1783 x $0.05 - $0.15 x 854 AMEX
    Delta=34%, EST. IMPACT = 34k Shares ($40k) To Buy GWH=1.20 Ref
  228. >>2294 AMC Dec23 8th 10.0 Calls $0.01 (CboeTheo=0.01 ASK  CBOE 10:59:00.654 IV=309.9% +32.8 PHLX 0 x $0.00 - $0.01 x 61 NOM  AUCTION - COMPLEX  Vega=$50 AMC=6.88 Ref
  229. >>6662 KVUE Feb24 22.5 Calls $0.61 (CboeTheo=0.58 MID  EDGX 10:59:09.104 IV=38.8% +1.3 BOX 13 x $0.58 - $0.63 x 459 PHLX  COB/AUCTION  Vega=$21k KVUE=20.14 Ref
  230. >>6662 KVUE Feb24 25.0 Calls $0.19 (CboeTheo=0.21 BID  EDGX 10:59:09.104 IV=38.0% -1.0 C2 53 x $0.19 - $0.20 x 30 BZX  COB/AUCTION  Vega=$12k KVUE=20.14 Ref
  231. >>1900 SPX Dec23 4450 Calls $139.85 (CboeTheo=140.40 BID  CBOE 11:01:37.174 IV=14.8% +0.7 CBOE 120 x $138.70 - $141.60 x 90 CBOE  LATE  Vega=$206k SPX=4586.29 Fwd
  232. >>1900 SPX Jan24 4700 Calls $31.30 (CboeTheo=31.57 Below Bid!  CBOE 11:01:37.174 IV=10.6% +0.0 CBOE 771 x $31.40 - $31.90 x 720 CBOE  LATE  Vega=$1.05m SPX=4608.48 Fwd
  233. >>1900 SPX Dec23 4400 Calls $187.55 (CboeTheo=188.30 BID  CBOE 11:01:37.116 IV=15.7% +0.2 CBOE 15 x $187.20 - $191.00 x 15 CBOE  LATE  Vega=$110k SPX=4586.29 Fwd
  234. >>1900 SPX Jan24 4775 Calls $13.55 (CboeTheo=13.75 BID  CBOE 11:01:37.116 IV=10.3% +0.0 CBOE 869 x $13.50 - $13.90 x 729 CBOE  LATE  Vega=$765k SPX=4608.48 Fwd
  235. SPLIT TICKET:
    >>4700 SPX Jan24 4775 Calls $13.55 (CboeTheo=13.75 BID  [CBOE] 11:01:37.112 IV=10.3% +0.0 CBOE 869 x $13.50 - $13.90 x 729 CBOE  LATE  Vega=$1.89m SPX=4608.48 Fwd
  236. SPLIT TICKET:
    >>4700 SPX Dec23 4450 Calls $139.85 (CboeTheo=140.40 BID  [CBOE] 11:01:37.112 IV=14.8% +0.7 CBOE 15 x $138.70 - $141.60 x 15 CBOE  LATE  Vega=$509k SPX=4586.29 Fwd
  237. SPLIT TICKET:
    >>4700 SPX Dec23 4400 Calls $187.55 (CboeTheo=188.30 BID  [CBOE] 11:01:37.112 IV=15.7% +0.2 CBOE 15 x $187.20 - $191.00 x 15 CBOE  LATE  Vega=$273k SPX=4586.29 Fwd
  238. SPLIT TICKET:
    >>4700 SPX Jan24 4700 Calls $31.30 (CboeTheo=31.57 Below Bid!  [CBOE] 11:01:37.112 IV=10.6% +0.0 CBOE 422 x $31.40 - $31.90 x 324 CBOE  LATE  Vega=$2.60m SPX=4608.48 Fwd
  239. >>3000 BAC Jun25 20.0 Puts $0.73 (CboeTheo=0.70 ASK  PHLX 11:01:43.643 IV=34.9% +0.5 EMLD 1 x $0.68 - $0.73 x 313 MPRL  TIED/FLOOR  Vega=$19k BAC=30.77 Ref
  240. SWEEP DETECTED:
    >>3442 C Dec23 51.0 Calls $0.16 (CboeTheo=0.15 ASK  [MULTI] 11:03:13.115 IV=31.4% -0.3 C2 585 x $0.15 - $0.16 x 759 ARCA Vega=$5694 C=48.37 Ref
  241. >>Unusual Volume VKTX - 3x market weighted volume: 5527 = 13.1k projected vs 4332 adv, 98% calls, 7% of OI [VKTX 18.77 +1.54 Ref, IV=100.7% +0.2]
  242. >>5300 BABA Jan24 80.0 Puts $9.33 (CboeTheo=9.38 BID  AMEX 11:05:50.222 IV=35.4% -1.5 EDGX 165 x $9.30 - $9.40 x 205 EDGX  SPREAD/CROSS  Vega=$34k BABA=72.17 Ref
  243. >>5300 BABA Jan24 80.0 Calls $0.98 (CboeTheo=0.97 ASK  AMEX 11:05:50.222 IV=36.3% -0.9 EMLD 137 x $0.96 - $0.98 x 99 MPRL  SPREAD/CROSS  Vega=$38k BABA=72.17 Ref
  244. >>2439 GME Jan24 127.5 Calls $0.06 (CboeTheo=0.06 MID  C2 11:05:50.280 IV=244.2% -8.6 EMLD 5 x $0.05 - $0.07 x 81 BZX  COMPLEX   Post-Earnings  Vega=$541 GME=15.18 Ref
  245. >>2665 TSLA Dec23 8th 245 Calls $2.50 (CboeTheo=2.52 ASK  BZX 11:05:52.145 IV=54.9% +5.0 ARCA 1 x $2.49 - $2.50 x 62 NOM Vega=$15k TSLA=243.68 Ref
  246. SWEEP DETECTED:
    >>2902 TSLA Dec23 8th 245 Calls $2.50 (CboeTheo=2.53 ASK  [MULTI] 11:05:50.663 IV=54.6% +4.7 ARCA 5 x $2.49 - $2.50 x 2751 BZX Vega=$16k TSLA=243.69 Ref
  247. SWEEP DETECTED:
    >>4549 NKLA Dec23 1.0 Puts $0.24 (CboeTheo=0.23 ASK  [MULTI] 11:05:53.695 IV=228.4% +133.5 GEMX 1070 x $0.23 - $0.24 x 2108 C2  SSR  Vega=$200 NKLA=0.81 Ref
  248. >>Unusual Volume NOVA - 3x market weighted volume: 7027 = 16.4k projected vs 5419 adv, 79% puts, 3% of OI [NOVA 12.48 +0.36 Ref, IV=96.8% -0.3]
  249. SWEEP DETECTED:
    >>2000 ENVX Jan24 20.0 Calls $0.05 (CboeTheo=0.08 BID  [MULTI] 11:07:35.614 IV=83.4% -11.0 MRX 121 x $0.05 - $0.10 x 694 PHLX Vega=$719 ENVX=11.63 Ref
  250. >>10000 NEM Dec23 42.5 Calls $0.08 (CboeTheo=0.08 MID  AMEX 11:08:04.090 IV=35.2% +0.5 C2 549 x $0.07 - $0.09 x 1780 EMLD  FLOOR  Vega=$9519 NEM=39.44 Ref
  251. SWEEP DETECTED:
    >>3000 JWN Dec23 16.0 Calls $0.30 (CboeTheo=0.27 ASK  [MULTI] 11:08:01.810 IV=50.5% +0.8 EMLD 135 x $0.28 - $0.30 x 663 EDGX  OPENING  Vega=$2675 JWN=15.57 Ref
  252. >>5800 PLUG Mar24 2.5 Puts $0.28 (CboeTheo=0.27 MID  ISE 11:08:18.555 IV=129.9% +3.8 MPRL 30 x $0.27 - $0.29 x 618 EDGX  SPREAD/CROSS/TIED  Vega=$2760 PLUG=4.09 Ref
  253. >>5132 KSS Dec23 29th 22.5 Puts $0.74 (CboeTheo=0.71 MID  ARCA 11:08:23.282 IV=54.5% +1.9 EDGX 208 x $0.71 - $0.76 x 503 EDGX  FLOOR - OPENING  Vega=$11k KSS=23.59 Ref
  254. >>5000 HOOD Jun24 11.0 Puts $1.38 (CboeTheo=1.45 BID  PHLX 11:09:15.297 IV=51.4% -1.7 CBOE 1042 x $1.37 - $1.48 x 422 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$16k HOOD=11.30 Ref
  255. >>5000 HOOD Jun24 11.0 Calls $2.02 (CboeTheo=2.04 BID  PHLX 11:09:15.297 IV=52.8% -0.3 BOX 12 x $2.00 - $2.16 x 662 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$16k HOOD=11.30 Ref
  256. >>5000 NIO Feb24 8.0 Calls $0.71 (CboeTheo=0.71 ASK  AMEX 11:09:54.636 IV=64.2% -0.0 EDGX 507 x $0.70 - $0.71 x 1 ARCA  CROSS  Vega=$6668 NIO=7.55 Ref
  257. SWEEP DETECTED:
    >>Bearish Delta Impact 586 SWBI Jan24 15.0 Calls $0.85 (CboeTheo=0.81 BID  [MULTI] 11:11:18.438 IV=60.4% +1.4 ARCA 115 x $0.85 - $0.90 x 454 PHLX  Pre-Earnings 
    Delta=44%, EST. IMPACT = 26k Shares ($367k) To Sell SWBI=14.11 Ref
  258. SWEEP DETECTED:
    >>2333 JBLU Jan24 5.5 Puts $0.78 (CboeTheo=0.78 ASK  [MULTI] 11:11:25.106 IV=105.9% +3.0 MPRL 42 x $0.77 - $0.78 x 27 MPRL  ISO - OPENING  Vega=$1726 JBLU=5.49 Ref
  259. >>4000 GM Jun24 30.0 Puts $1.44 (CboeTheo=1.42 ASK  ARCA 11:12:08.892 IV=32.9% +0.4 EMLD 307 x $1.40 - $1.44 x 493 EMLD  SPREAD/CROSS  Vega=$32k GM=33.28 Ref
  260. >>4000 GM Mar24 30.0 Puts $0.76 (CboeTheo=0.77 BID  ARCA 11:12:08.892 IV=32.1% -0.0 MPRL 140 x $0.76 - $0.78 x 258 EMLD  SPREAD/CROSS  Vega=$21k GM=33.28 Ref
  261. SWEEP DETECTED:
    >>2148 NVDA Dec23 8th 452.5 Puts $0.991 (CboeTheo=0.98 Below Bid!  [MULTI] 11:12:29.828 IV=40.2% +1.3 C2 61 x $1.00 - $1.04 x 111 EMLD Vega=$15k NVDA=462.37 Ref
  262. SWEEP DETECTED:
    >>4879 JBLU Dec23 5.0 Puts $0.11 (CboeTheo=0.11 ASK  [MULTI] 11:12:46.677 IV=91.2% +14.9 CBOE 1340 x $0.10 - $0.11 x 50 ARCA Vega=$1232 JBLU=5.46 Ref
  263. >>8039 C Dec23 51.0 Calls $0.18 (CboeTheo=0.16 ASK  C2 11:13:23.078 IV=32.2% +0.6 C2 8039 x $0.18 - $0.19 x 40 CBOE Vega=$14k C=48.41 Ref
  264. SWEEP DETECTED:
    >>10034 C Dec23 51.0 Calls $0.179 (CboeTheo=0.16 Above Ask!  [MULTI] 11:13:22.955 IV=31.7% +0.1 C2 448 x $0.16 - $0.17 x 173 EMLD  ISO  Vega=$17k C=48.39 Ref
  265. SWEEP DETECTED:
    >>3125 M Jan24 16.0 Calls $1.58 (CboeTheo=1.57 BID  [MULTI] 11:14:37.091 IV=53.0% +1.9 EMLD 638 x $1.58 - $1.60 x 8 MPRL Vega=$6744 M=16.78 Ref
  266. SWEEP DETECTED:
    >>2419 CHWY Dec23 8th 19.5 Puts $0.62 (CboeTheo=0.60 BID  [MULTI] 11:14:47.510 IV=108.8% -142.6 C2 260 x $0.62 - $0.69 x 85 MPRL  Post-Earnings / SSR  Vega=$1058 CHWY=19.25 Ref
  267. SWEEP DETECTED:
    >>3486 TSLA Dec23 250 Calls $3.80 (CboeTheo=3.78 ASK  [MULTI] 11:14:54.809 IV=46.6% +0.4 GEMX 57 x $3.75 - $3.80 x 617 EDGX Vega=$47k TSLA=242.34 Ref
  268. SPLIT TICKET:
    >>3079 AES Jan24 21.0 Calls $0.07 (CboeTheo=0.16 MID  [ARCA] 11:15:38.280 IV=26.7% -10.7 BOX 160 x $0.05 - $0.10 x 1 MPRL  FLOOR - OPENING  Vega=$2702 AES=18.11 Ref
  269. SWEEP DETECTED:
    >>3768 HOOD Jan24 18.0 Calls $0.10 (CboeTheo=0.14 BID  [MULTI] 11:15:49.926 IV=84.7% -9.0 EDGX 679 x $0.10 - $0.14 x 89 MRX  OPENING  Vega=$2124 HOOD=11.29 Ref
  270. SWEEP DETECTED:
    >>2443 GRAB Jan24 3.0 Puts $0.10 (CboeTheo=0.10 ASK  [MULTI] 11:16:36.325 IV=36.5% +1.1 PHLX 6596 x $0.05 - $0.10 x 121 ISE  ISO  Vega=$972 GRAB=3.10 Ref
  271. SWEEP DETECTED:
    >>2500 JBLU Dec23 5.0 Puts $0.13 (CboeTheo=0.13 ASK  [MULTI] 11:16:43.422 IV=92.2% +15.8 MIAX 145 x $0.12 - $0.13 x 1584 C2 Vega=$665 JBLU=5.39 Ref
  272. SWEEP DETECTED:
    >>2792 MSFT Dec23 29th 365 Puts $5.22 (CboeTheo=5.32 Below Bid!  [MULTI] 11:17:20.236 IV=19.6% +0.0 EDGX 303 x $5.25 - $5.35 x 58 EMLD  ISO - OPENING  Vega=$98k MSFT=367.88 Ref
  273. >>2243 MSFT Dec23 29th 365 Puts $5.00 (CboeTheo=5.10 ASK  EMLD 11:17:22.287 IV=19.6% -0.0 MPRL 70 x $4.95 - $5.00 x 2243 EMLD  OPENING  Vega=$78k MSFT=368.46 Ref
  274. SWEEP DETECTED:
    >>3329 GOOGL Dec23 8th 135 Puts $0.50 (CboeTheo=0.52 ASK  [MULTI] 11:19:24.536 IV=28.3% -3.9 C2 238 x $0.48 - $0.50 x 351 BZX  OPENING  Vega=$9513 GOOGL=135.93 Ref
  275. SWEEP DETECTED:
    >>Bullish Delta Impact 1275 EH Jan24 21.0 Calls $0.55 (CboeTheo=0.59 ASK  [MULTI] 11:20:48.384 IV=77.6% -3.9 BOX 960 x $0.50 - $0.55 x 1020 PHLX  OPENING 
    Delta=24%, EST. IMPACT = 30k Shares ($514k) To Buy EH=16.98 Ref
  276. >>4305 SCHW Mar24 65.0 Calls $2.95 (CboeTheo=2.94 BID  BOX 11:20:57.457 IV=29.4% +0.3 BOX 15 x $2.95 - $3.00 x 95 CBOE  SPREAD/FLOOR  Vega=$55k SCHW=62.25 Ref
  277. >>4305 SCHW Mar24 52.5 Puts $0.90 (CboeTheo=0.95 BID  BOX 11:20:57.457 IV=35.4% -0.5 MPRL 74 x $0.90 - $0.95 x 150 CBOE  SPREAD/FLOOR - OPENING  Vega=$32k SCHW=62.25 Ref
  278. SWEEP DETECTED:
    >>2000 AAPL Dec23 8th 197.5 Calls $0.09 (CboeTheo=0.11 ASK  [MULTI] 11:21:01.645 IV=21.2% +0.6 C2 901 x $0.08 - $0.09 x 1267 C2 Vega=$3593 AAPL=194.14 Ref
  279. SWEEP DETECTED:
    >>Bullish Delta Impact 4195 RNG Dec23 8th 33.0 Calls $0.165 (CboeTheo=0.13 Above Ask!  [MULTI] 11:22:39.691 IV=72.0% +5.1 PHLX 458 x $0.05 - $0.15 x 653 CBOE  OPENING 
    Delta=21%, EST. IMPACT = 87k Shares ($2.77m) To Buy RNG=31.86 Ref
  280. >>2200 VSTO Jan24 25.0 Puts $0.30 (CboeTheo=0.48 ASK  PHLX 11:25:08.269 IV=34.8% -6.2 MPRL 0 x $0.00 - $0.45 x 259 PHLX  FLOOR  Vega=$5229 VSTO=27.73 Ref
  281. >>Unusual Volume MET - 7x market weighted volume: 13.0k = 27.9k projected vs 3624 adv, 98% calls, 4% of OI [MET 63.41 -0.14 Ref, IV=20.0% +0.1]
  282. SWEEP DETECTED:
    >>Bearish Delta Impact 952 RNG Dec23 8th 33.0 Calls $1.401 (CboeTheo=1.72 BID  [MULTI] 11:28:50.333 IV=64.7% -2.2 PHLX 232 x $1.40 - $1.80 x 5 PHLX  OPENING 
    Delta=85%, EST. IMPACT = 81k Shares ($2.79m) To Sell RNG=34.30 Ref
  283. >>Market Color AVXL - Bearish flow noted in Anavex (7.98 -0.03) with 2,132 puts trading, or 1.3x expected. The Put/Call Ratio is 2.44, while ATM IV is up over 4 points on the day. Earnings are expected on 02/05. [AVXL 7.98 -0.03 Ref, IV=110.8% +4.5] #Bearish
  284. >>2000 DOCU Jan25 100 Calls $0.75 (CboeTheo=0.72 ASK  ARCA 11:30:30.724 IV=42.1% +0.2 PHLX 54 x $0.69 - $0.75 x 55 CBOE  CROSS   Pre-Earnings  Vega=$17k DOCU=47.25 Ref
  285. >>6493 LCID May24 10.0 Calls $0.12 (CboeTheo=0.15 BID  ISE 11:34:11.830 IV=85.9% -8.6 PHLX 1952 x $0.11 - $0.18 x 25 EDGX  COB  Vega=$3860 LCID=4.62 Ref
  286. >>6493 LCID Apr24 8.0 Calls $0.22 (CboeTheo=0.21 ASK  ISE 11:34:11.830 IV=89.6% +1.1 PHLX 406 x $0.18 - $0.22 x 15 MPRL  COB  Vega=$4987 LCID=4.62 Ref
  287. >>2500 HOOD Jan24 12.0 Calls $0.66 (CboeTheo=0.66 BID  AMEX 11:34:14.044 IV=57.5% -8.7 C2 231 x $0.66 - $0.69 x 344 PHLX  SPREAD/CROSS  Vega=$3855 HOOD=11.36 Ref
  288. >>2500 HOOD Jan24 18.0 Calls $0.10 (CboeTheo=0.13 MID  AMEX 11:34:14.044 IV=83.9% -9.9 C2 876 x $0.09 - $0.11 x 14 MRX  SPREAD/CROSS - OPENING  Vega=$1420 HOOD=11.36 Ref
  289. >>5630 GOOG Jan24 142.5 Calls $2.71 (CboeTheo=2.71 MID  PHLX 11:34:32.324 IV=22.3% -0.2 C2 335 x $2.69 - $2.72 x 38 MPRL  SPREAD/CROSS/TIED  Vega=$102k GOOG=137.92 Ref
  290. >>Unusual Volume SWN - 5x market weighted volume: 12.4k = 25.5k projected vs 4896 adv, 99% calls, 4% of OI [SWN 6.21 -0.10 Ref, IV=37.3% -1.8]
  291. >>3285 NVDA Dec23 480 Calls $3.85 (CboeTheo=3.92 BID  CBOE 11:35:09.144 IV=36.0% -1.6 CBOE 271 x $3.85 - $3.95 x 341 EMLD  COB/AUCTION  Vega=$75k NVDA=462.51 Ref
  292. >>Unusual Volume NU - 3x market weighted volume: 54.5k = 110.4k projected vs 32.9k adv, 59% puts, 7% of OI [NU 8.21 +0.06 Ref, IV=34.3% -0.3]
  293. SWEEP DETECTED:
    >>Bullish Delta Impact 554 APEI Jun24 10.0 Calls $0.899 (CboeTheo=0.87 ASK  [MULTI] 11:37:55.030 IV=65.3% +0.4 NOM 21 x $0.85 - $0.90 x 109 BOX  OPENING   SSR 
    Delta=42%, EST. IMPACT = 23k Shares ($183k) To Buy APEI=7.84 Ref
  294. >>4000 AAPL Dec23 22nd 185 Puts $0.37 (CboeTheo=0.36 BID  NOM 11:38:01.753 IV=20.4% +1.4 NOM 5818 x $0.37 - $0.38 x 1199 AMEX Vega=$28k AAPL=194.72 Ref
  295. SPLIT TICKET:
    >>4025 AAPL Dec23 22nd 185 Puts $0.37 (CboeTheo=0.36 BID  [NOM] 11:38:00.785 IV=20.4% +1.4 NOM 9820 x $0.37 - $0.38 x 1177 AMEX Vega=$28k AAPL=194.72 Ref
  296. >>5818 AAPL Dec23 22nd 185 Puts $0.37 (CboeTheo=0.36 MID  NOM 11:38:04.129 IV=20.3% +1.3 MPRL 32 x $0.36 - $0.38 x 1199 AMEX Vega=$41k AAPL=194.71 Ref
  297. >>3000 KVUE Dec23 21.5 Calls $0.31 (CboeTheo=0.31 BID  PHLX 11:38:43.555 IV=52.5% -8.3 C2 61 x $0.31 - $0.36 x 275 PHLX  SPREAD/CROSS/TIED - OPENING  Vega=$3278 KVUE=20.59 Ref
  298. SWEEP DETECTED:
    >>Bullish Delta Impact 998 AMRN Jan24 1.0 Calls $0.10 (CboeTheo=0.07 ASK  [MULTI] 11:39:10.316 IV=128.0% +22.0 C2 250 x $0.05 - $0.10 x 729 PHLX  ISO 
    Delta=45%, EST. IMPACT = 45k Shares ($38k) To Buy AMRN=0.85 Ref
  299. SWEEP DETECTED:
    >>6506 AMD Dec23 125 Calls $3.214 (CboeTheo=3.26 Below Bid!  [MULTI] 11:40:03.655 IV=40.0% +0.6 MIAX 539 x $3.25 - $3.30 x 380 MIAX  ISO  Vega=$49k AMD=125.34 Ref
  300. >>11144 MET Feb24 67.5 Calls $1.00 (CboeTheo=1.06 BID  PHLX 11:40:56.979 IV=21.2% -0.1 ARCA 8 x $1.00 - $1.05 x 167 ARCA  FLOOR - OPENING  Vega=$105k MET=63.41 Ref
  301. >>2787 MET Feb24 67.5 Calls $1.05 (CboeTheo=1.06 ASK  PHLX 11:40:56.979 IV=21.8% +0.5 ARCA 8 x $1.00 - $1.05 x 167 ARCA  FLOOR - OPENING  Vega=$27k MET=63.41 Ref
  302. SPLIT TICKET:
    >>13931 MET Feb24 67.5 Calls $1.01 (CboeTheo=1.06 BID  [PHLX] 11:40:56.979 IV=21.2% -0.1 ARCA 8 x $1.00 - $1.05 x 167 ARCA  FLOOR - OPENING  Vega=$132k MET=63.41 Ref
  303. SWEEP DETECTED:
    >>2000 AAPL Dec23 8th 197.5 Calls $0.12 (CboeTheo=0.14 BID  [MULTI] 11:41:30.397 IV=20.5% -0.2 C2 570 x $0.12 - $0.13 x 994 C2 Vega=$4346 AAPL=194.63 Ref
  304. SWEEP DETECTED:
    >>2000 GOOGL Dec23 8th 136 Puts $0.60 (CboeTheo=0.61 ASK  [MULTI] 11:43:12.507 IV=29.0% -4.6 EMLD 221 x $0.59 - $0.60 x 460 ARCA Vega=$5961 GOOGL=136.67 Ref
  305. SWEEP DETECTED:
    >>2051 HOOD Feb24 16.0 Calls $0.29 (CboeTheo=0.31 BID  [MULTI] 11:43:35.266 IV=70.6% -6.9 EDGX 426 x $0.29 - $0.33 x 534 CBOE Vega=$2663 HOOD=11.28 Ref
  306. >>Market Color BE - Bullish option flow detected in Bloom Energy (13.71 -0.50) with 3,248 calls trading (1.7x expected) and implied vol increasing over 2 points to 67.37%. . The Put/Call Ratio is 0.23. Earnings are expected on 02/08. [BE 13.71 -0.50 Ref, IV=67.4% +2.5] #Bullish
  307. >>9834 KVUE Feb24 17.5 Puts $0.36 (CboeTheo=0.33 MID  MIAX 11:45:03.795 IV=44.3% +4.3 NOM 22 x $0.34 - $0.37 x 73 EDGX  COB/AUCTION  Vega=$22k KVUE=20.80 Ref
  308. >>9834 KVUE Dec23 19.5 Puts $0.21 (CboeTheo=0.22 ASK  MIAX 11:45:03.795 IV=56.0% +3.6 MPRL 623 x $0.20 - $0.21 x 28 NOM  COB/AUCTION  Vega=$8773 KVUE=20.80 Ref
  309. >>2280 HPP Dec23 7.5 Puts $0.30 (CboeTheo=0.29 ASK  BOX 11:45:54.552 IV=66.4% -0.1 CBOE 554 x $0.20 - $0.35 x 401 AMEX  FLOOR - OPENING  Vega=$1020 HPP=7.51 Ref
  310. SPLIT TICKET:
    >>3800 HPP Dec23 7.5 Puts $0.32 (CboeTheo=0.29 ASK  [BOX] 11:45:54.552 IV=66.4% -0.1 CBOE 554 x $0.20 - $0.35 x 401 AMEX  FLOOR - OPENING  Vega=$1699 HPP=7.51 Ref
  311. >>6200 GM Sep24 35.0 Calls $3.40 (CboeTheo=3.42 BID  PHLX 11:46:00.699 IV=30.5% -0.1 CBOE 267 x $3.40 - $3.45 x 63 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$73k GM=33.45 Ref
  312. >>6200 GM Sep24 33.0 Puts $2.95 (CboeTheo=2.95 BID  PHLX 11:46:00.699 IV=31.2% +0.0 BXO 12 x $2.94 - $2.98 x 84 MPRL  SPREAD/CROSS/TIED - OPENING  Vega=$70k GM=33.45 Ref
  313. >>2000 AMD Dec23 125 Calls $3.15 (CboeTheo=3.21 Below Bid!  ARCA 11:46:46.463 IV=38.3% -1.1 EMLD 584 x $3.20 - $3.25 x 46 MPRL  SPREAD/FLOOR  Vega=$15k AMD=125.40 Ref
  314. >>5000 AMD Feb24 140 Calls $4.25 (CboeTheo=4.26 BID  ARCA 11:46:46.464 IV=40.3% +1.0 BOX 30 x $4.25 - $4.30 x 350 MIAX  SPREAD/FLOOR - OPENING  Vega=$100k AMD=125.40 Ref
  315. >>5000 AMD Feb24 155 Calls $1.60 (CboeTheo=1.61 BID  ARCA 11:46:46.466 IV=40.3% +0.4 CBOE 163 x $1.59 - $1.63 x 219 MIAX  SPREAD/FLOOR - OPENING  Vega=$66k AMD=125.40 Ref
  316. >>7000 KVUE Jan24 12th 23.5 Calls $0.35 (CboeTheo=0.32 Above Ask!  ARCA 11:48:45.926 IV=45.2% +1.0 CBOE 65 x $0.28 - $0.34 x 50 NOM  FLOOR  Vega=$14k KVUE=20.73 Ref
  317. >>2500 RIVN Mar24 17.5 Puts $1.96 (CboeTheo=1.98 BID  PHLX 11:49:10.591 IV=71.4% -0.4 BOX 167 x $1.96 - $1.99 x 53 CBOE  SPREAD/CROSS/TIED  Vega=$8975 RIVN=18.82 Ref
  318. >>11100 SWN Mar24 6.0 Calls $0.70 (CboeTheo=0.70 BID  BOX 11:49:54.109 IV=41.4% -0.6 EMLD 20 x $0.70 - $0.73 x 26 BOX  SPREAD/CROSS - OPENING  Vega=$14k SWN=6.21 Ref
  319. >>11100 SWN Mar24 6.0 Puts $0.38 (CboeTheo=0.38 BID  BOX 11:49:54.109 IV=41.2% -0.8 BZX 63 x $0.37 - $0.42 x 34 MPRL  SPREAD/CROSS - OPENING  Vega=$14k SWN=6.21 Ref
  320. >>2500 GPS Jun24 20.0 Puts $2.23 (CboeTheo=2.25 BID  ARCA 11:50:54.331 IV=49.8% -0.1 BOX 11 x $2.22 - $2.30 x 32 EDGX  CROSS - OPENING   52WeekHigh  Vega=$14k GPS=21.34 Ref
  321. >>Unusual Volume GNRC - 3x market weighted volume: 5610 = 10.7k projected vs 3571 adv, 69% puts, 7% of OI [GNRC 119.52 -3.56 Ref, IV=36.3% +1.1]
  322. >>5249 NU Feb24 8.0 Puts $0.42 (CboeTheo=0.40 ASK  CBOE 11:52:46.570 IV=38.2% BOX 20 x $0.39 - $0.42 x 1 ARCA  COB/AUCTION - OPENING  Vega=$7288 NU=8.21 Ref
  323. >>5249 NU Feb24 10.0 Calls $0.06 (CboeTheo=0.12 BID  CBOE 11:52:46.570 IV=33.1% BOX 24 x $0.06 - $0.10 x 26 BOX  COB/AUCTION - OPENING  Vega=$3671 NU=8.21 Ref
  324. >>5249 NU Feb24 6.0 Puts $0.06 (CboeTheo=0.11 MID  CBOE 11:52:46.570 IV=52.3% CBOE 793 x $0.02 - $0.10 x 700 CBOE  COB/AUCTION - OPENING  Vega=$2488 NU=8.21 Ref
  325. >>2624 NU Feb24 6.0 Puts $0.02 (CboeTheo=0.11 BID  BOX 11:52:46.572 IV=41.4% CBOE 793 x $0.02 - $0.10 x 700 CBOE  COB/AUCTION - OPENING  Vega=$710 NU=8.21 Ref
  326. >>2624 NU Feb24 8.0 Puts $0.42 (CboeTheo=0.40 ASK  BOX 11:52:46.572 IV=38.2% BOX 20 x $0.39 - $0.42 x 1 ARCA  COB/AUCTION - OPENING  Vega=$3643 NU=8.21 Ref
  327. >>2624 NU Feb24 10.0 Calls $0.10 (CboeTheo=0.12 ASK  BOX 11:52:46.572 IV=38.3% CBOE 43 x $0.06 - $0.10 x 26 BOX  COB/AUCTION - OPENING  Vega=$2250 NU=8.21 Ref
  328. >>2625 NU Feb24 10.0 Calls $0.07 (CboeTheo=0.12 BID  ISE 11:52:46.574 IV=34.5% CBOE 43 x $0.06 - $0.10 x 50 CBOE  COB/AUCTION - OPENING  Vega=$1960 NU=8.21 Ref
  329. >>2625 NU Feb24 8.0 Puts $0.43 (CboeTheo=0.40 Above Ask!  ISE 11:52:46.574 IV=38.9% BOX 20 x $0.39 - $0.42 x 1 ARCA  COB/AUCTION - OPENING  Vega=$3647 NU=8.21 Ref
  330. >>2625 NU Feb24 6.0 Puts $0.06 (CboeTheo=0.11 MID  ISE 11:52:46.574 IV=52.3% CBOE 793 x $0.02 - $0.10 x 700 CBOE  COB/AUCTION - OPENING  Vega=$1244 NU=8.21 Ref
  331. >>10500 NU Feb24 10.0 Calls $0.06 (CboeTheo=0.12 BID  PHLX 11:52:52.201 IV=33.1% CBOE 43 x $0.06 - $0.10 x 50 CBOE  COB/AUCTION - OPENING  Vega=$7343 NU=8.21 Ref
  332. >>10500 NU Feb24 8.0 Puts $0.40 (CboeTheo=0.40 MID  PHLX 11:52:52.201 IV=36.7% BOX 20 x $0.39 - $0.42 x 1 ARCA  COB/AUCTION - OPENING  Vega=$15k NU=8.21 Ref
  333. >>10500 NU Feb24 6.0 Puts $0.04 (CboeTheo=0.11 BID  PHLX 11:52:52.201 IV=47.6% PHLX 805 x $0.02 - $0.10 x 836 EDGX  COB/AUCTION - OPENING  Vega=$4091 NU=8.21 Ref
  334. SWEEP DETECTED:
    >>2437 SO Jun24 75.0 Calls $2.75 (CboeTheo=2.78 BID  [MULTI] 11:53:13.318 IV=17.6% -0.1 PHLX 313 x $2.75 - $2.95 x 105 BOX  OPENING  Vega=$50k SO=72.01 Ref
  335. SWEEP DETECTED:
    >>Bullish Delta Impact 869 EFX Dec23 220 Puts $1.80 (CboeTheo=1.63 BID  [MULTI] 11:55:27.926 IV=25.4% +1.6 NOM 104 x $1.80 - $2.00 x 80 ARCA  OPENING 
    Delta=-32%, EST. IMPACT = 28k Shares ($6.23m) To Buy EFX=223.63 Ref
  336. SWEEP DETECTED:
    >>2582 NKLA Dec23 1.0 Puts $0.23 (CboeTheo=0.22 ASK  [MULTI] 11:55:31.764 IV=212.5% +117.5 NOM 14 x $0.22 - $0.23 x 1504 C2  SSR  Vega=$112 NKLA=0.82 Ref
  337. >>1000 VIX Dec23 20th 20.0 Calls $0.16 (CboeTheo=0.16 MID  CBOE 11:58:10.868 IV=145.0% +4.5 CBOE 75 x $0.15 - $0.17 x 9205 CBOE  FLOOR  Vega=$457 VIX=13.63 Fwd
  338. SWEEP DETECTED:
    >>2175 NKLA Dec23 1.0 Puts $0.23 (CboeTheo=0.22 ASK  [MULTI] 11:59:53.852 IV=209.3% +114.4 BXO 1002 x $0.21 - $0.23 x 2046 C2  SSR  Vega=$93 NKLA=0.82 Ref
  339. SWEEP DETECTED:
    >>2047 NKLA Dec23 1.0 Puts $0.23 (CboeTheo=0.22 ASK  [MULTI] 11:59:56.077 IV=209.3% +114.4 C2 1335 x $0.21 - $0.23 x 1717 C2  SSR  Vega=$87 NKLA=0.82 Ref
  340. >>2000 CSCO Dec23 45.0 Calls $3.30 (CboeTheo=3.31 MID  PHLX 12:02:17.442 IV=24.6% +2.1 EDGX 57 x $3.25 - $3.35 x 22 MIAX  SPREAD/CROSS/TIED  Vega=$950 CSCO=48.23 Ref
  341. >>2000 CSCO Dec23 45.0 Puts $0.01 (CboeTheo=0.03 BID  PHLX 12:02:17.442 IV=22.4% -0.0 BZX 58 x $0.01 - $0.03 x 403 CBOE  SPREAD/CROSS/TIED  Vega=$673 CSCO=48.23 Ref
  342. >>3198 MRVL Mar24 52.5 Calls $4.50 (CboeTheo=4.44 ASK  ARCA 12:02:42.868 IV=40.7% +1.1 CBOE 378 x $4.40 - $4.50 x 624 C2  FLOOR - OPENING  Vega=$34k MRVL=51.94 Ref
  343. SPLIT TICKET:
    >>1031 SPX Dec24 3000 Puts $25.56 (CboeTheo=25.39 BID  [CBOE] 12:03:10.167 IV=28.9% +0.2 CBOE 463 x $25.40 - $25.90 x 375 CBOE  LATE  Vega=$447k SPX=4769.82 Fwd
  344. SPLIT TICKET:
    >>1031 SPX Dec24 4200 Puts $130.47 (CboeTheo=130.32 BID  [CBOE] 12:03:10.167 IV=19.3% +0.1 CBOE 91 x $130.20 - $131.10 x 1 CBOE  LATE  Vega=$1.45m SPX=4769.82 Fwd
  345. >>9807 ABBV Feb24 155 Calls $2.28 (CboeTheo=2.34 BID  PHLX 12:04:19.415 IV=19.3% -0.4 ARCA 23 x $2.27 - $2.37 x 1 ARCA  FLOOR - OPENING  Vega=$222k ABBV=147.59 Ref
  346. >>25000 NKLA Jan25 1.0 Puts $0.52 (CboeTheo=0.52 BID  AMEX 12:05:24.271 IV=121.5% +2.3 EDGX 121 x $0.51 - $0.55 x 2787 PHLX  FLOOR   SSR  Vega=$7145 NKLA=0.81 Ref
  347. >>25000 NKLA Jan25 1.0 Puts $0.53 (CboeTheo=0.52 MID  AMEX 12:05:24.271 IV=125.0% +5.8 EDGX 121 x $0.51 - $0.55 x 2787 PHLX  FLOOR   SSR  Vega=$7068 NKLA=0.81 Ref
  348. SPLIT TICKET:
    >>50000 NKLA Jan25 1.0 Puts $0.525 (CboeTheo=0.52 MID  [AMEX] 12:05:24.271 IV=121.5% +2.3 EDGX 121 x $0.51 - $0.55 x 2787 PHLX  FLOOR - OPENING   SSR  Vega=$14k NKLA=0.81 Ref
  349. >>7000 AR Jan24 17.0 Puts $0.15 (CboeTheo=0.19 ASK  BOX 12:05:57.523 IV=51.1% -2.6 EDGX 729 x $0.11 - $0.15 x 686 EDGX  SPREAD/FLOOR - OPENING  Vega=$7888 AR=21.29 Ref
  350. >>7000 AR Jan24 20.0 Calls $2.03 (CboeTheo=2.03 BID  BOX 12:05:57.523 IV=43.4% +0.4 C2 138 x $2.02 - $2.06 x 29 BOX  SPREAD/FLOOR - OPENING  Vega=$18k AR=21.29 Ref
  351. >>3000 RIG Jan25 5.0 Calls $1.67 (CboeTheo=1.64 ASK  MRX 12:06:33.850 IV=55.5% +0.5 PHLX 325 x $1.61 - $1.67 x 636 PHLX  AUCTION  Vega=$5973 RIG=5.58 Ref
  352. SWEEP DETECTED:
    >>Bullish Delta Impact 2436 S Aug24 20.0 Calls $5.896 (CboeTheo=5.89 ASK  [MULTI] 12:09:34.786 IV=53.9% -0.0 PHLX 69 x $5.60 - $6.00 x 218 PHLX
    Delta=73%, EST. IMPACT = 179k Shares ($4.10m) To Buy S=22.95 Ref
  353. SWEEP DETECTED:
    >>2227 DVN Dec23 8th 45.0 Calls $0.01 (CboeTheo=0.02 BID  [MULTI] 12:10:01.056 IV=36.2% -2.3 EMLD 1722 x $0.01 - $0.02 x 308 MPRL  AUCTION  Vega=$385 DVN=43.27 Ref
  354. >>Unusual Volume FIS - 3x market weighted volume: 6199 = 10.9k projected vs 3489 adv, 98% calls, 7% of OI [FIS 58.56 +0.12 Ref, IV=25.5% -0.2]
  355. >>2750 TSLA Jan24 26th 245 Puts $17.75 (CboeTheo=17.81 BID  AMEX 12:13:04.846 IV=47.6% CBOE 101 x $17.65 - $18.05 x 55 BOX  SPREAD/FLOOR - OPENING  Vega=$98k TSLA=241.99 Ref
  356. >>2750 TSLA Jan24 245 Puts $15.40 (CboeTheo=15.52 Below Bid!  AMEX 12:13:04.846 IV=43.8% -0.3 EDGX 510 x $15.45 - $15.55 x 96 EDGX  SPREAD/FLOOR  Vega=$91k TSLA=241.99 Ref
  357. >>2495 BSX Dec23 8th 54.5 Puts $0.17 (CboeTheo=0.22 BID  MIAX 12:13:06.979 IV=24.1% -0.6 EDGX 420 x $0.15 - $0.25 x 651 EDGX  AUCTION  Vega=$2853 BSX=54.78 Ref
  358. SPLIT TICKET:
    >>2500 BSX Dec23 8th 54.5 Puts $0.17 (CboeTheo=0.22 BID  [MIAX] 12:13:06.979 IV=24.1% -0.6 EDGX 420 x $0.15 - $0.25 x 651 EDGX  AUCTION  Vega=$2859 BSX=54.78 Ref
  359. >>2000 AMD Dec23 125 Calls $3.00 (CboeTheo=3.02 BID  ARCA 12:14:28.816 IV=38.8% -0.6 MIAX 895 x $3.00 - $3.05 x 62 PHLX  CROSS  Vega=$15k AMD=125.06 Ref
  360. >>Market Color .SPX - S&P500 index option volume at midday totals 1728680 contracts as the index trades near $4584.72 (35.38). Front term atm implied vols are near 11.3% and the CBOE VIX is currently near 12.99 (0.02).>>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 9 to 5 and 703250 contracts trading marketwide. Most actives include Exxon Mobil(XOM), Energy Transfer(ET), Chevron(CVX). The sector ETF, XLE is down -0.725 to 81.185 with 30 day implied volatility relatively flat at 21.3%#sector
  361. >>Market Color HPQ - Bullish option flow detected in HP Inc. (29.27 +0.78) with 28,244 calls trading (9x expected) and implied vol increasing over 1 point to 20.47%. . The Put/Call Ratio is 0.04. Earnings are expected on 02/27. [HPQ 29.27 +0.78 Ref, IV=20.5% +1.0] #Bullish
  362. >>Market Color @FIN - Financials sector option volume is relatively light today, with calls leading puts 7 to 4 and 1344766 contracts trading marketwide. Most actives include Robinhood(HOOD), Marathon Patent Group(MARA), Coinbase(COIN). The sector ETF, XLF is little changed 0.075 to 35.845 with 30 day implied volatility relatively flat at 13.1%  #sector
  363. >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 5325623 contracts trading marketwide. Most actives include Advanced Micro Devices(AMD), Apple(AAPL), Alphabet Class A(GOOGL). The sector ETF, XLK is up 2.075 to 184.935 with 30 day implied volatility relatively flat at 16.1%  #sector
  364. >>Market Color @CYC - Consumer Cyclicals sector option volume is moderate today, with calls leading puts 10 to 7 and 3462327 contracts changing hands. Most actives include Tesla(TSLA), Nikola(NKLA), Amazon(AMZN). The sector ETF, XLY is up 1.435 to 172.425 with 30 day implied volatility relatively flat at 17.5%  #sector
  365. >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 9 to 4 and 550759 contracts trading marketwide. Most actives include Pfizer(PFE), Altimmune(ALT), CVS Health(CVS). The sector ETF, XLV is down -0.205 to 131.805 with 30 day implied volatility relatively flat at 11.8%  #sector
  366. >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 7 to 4 and 181316 contracts trading marketwide. Most actives include Newmont Mining(NEM), Cleveland-Cliffs(CLF), Freeport McMoRan(FCX). The sector ETF, XLB is up 0.405 to 81.485 with 30 day implied volatility relatively flat at 14.1%  #sector
  367. SWEEP DETECTED:
    >>Bearish Delta Impact 1042 ASLE Jan24 15.0 Calls $1.20 (CboeTheo=1.34 BID  [MULTI] 12:16:27.996 IV=41.3% -5.7 PHLX 299 x $1.20 - $1.40 x 256 PHLX  ISO 
    Delta=64%, EST. IMPACT = 67k Shares ($1.03m) To Sell ASLE=15.49 Ref
  368. >>2000 PYPL Jan25 45.0 Puts $3.32 (CboeTheo=3.32 ASK  ARCA 12:18:07.172 IV=43.4% +0.3 MIAX 314 x $3.25 - $3.35 x 7 BZX  CROSS  Vega=$33k PYPL=58.38 Ref
  369. SWEEP DETECTED:
    >>5724 NKLA Dec23 1.0 Puts $0.25 (CboeTheo=0.23 ASK  [MULTI] 12:18:04.406 IV=238.3% +143.4 NOM 616 x $0.24 - $0.25 x 4858 C2  SSR  Vega=$248 NKLA=0.81 Ref
  370. SWEEP DETECTED:
    >>2202 CGC Apr24 1.5 Calls $0.08 (CboeTheo=0.09 BID  [MULTI] 12:19:36.862 IV=139.5% -4.8 NOM 829 x $0.08 - $0.09 x 81 AMEX Vega=$327 CGC=0.73 Ref
  371. >>10000 KVUE May24 27.0 Calls $0.24 (CboeTheo=0.29 MID  AMEX 12:20:07.261 IV=30.3% -1.4 PHLX 1487 x $0.15 - $0.32 x 11 BOX  CROSS - OPENING  Vega=$29k KVUE=20.75 Ref
  372. >>Unusual Volume LULU - 3x market weighted volume: 30.8k = 52.2k projected vs 17.4k adv, 50% puts, 18% of OI  Pre-Earnings  [LULU 466.13 +5.46 Ref, IV=37.0% -0.7]
  373. >>5000 AAPL Dec23 160 Calls $35.11 (CboeTheo=35.05 ASK  AMEX 12:25:36.935 IV=61.0% +13.3 BXO 44 x $34.95 - $35.15 x 41 BXO  SPREAD/FLOOR  Vega=$5139 AAPL=194.85 Ref
  374. >>5000 AAPL Dec23 160 Puts $0.03 (CboeTheo=0.02 ASK  AMEX 12:25:36.935 IV=53.6% +5.9 C2 453 x $0.02 - $0.03 x 849 C2  SPREAD/FLOOR  Vega=$2584 AAPL=194.85 Ref
  375. >>5000 KVUE May24 23.0 Calls $1.01 (CboeTheo=1.03 MID  AMEX 12:25:56.583 IV=31.5% +0.2 BOX 34 x $0.94 - $1.09 x 1 NOM  CROSS  Vega=$26k KVUE=20.77 Ref
  376. >>4500 FIS Jan24 62.5 Calls $0.76 (CboeTheo=0.77 ASK  CBOE 12:27:12.042 IV=24.8% -0.0 MRX 70 x $0.70 - $0.80 x 122 PHLX  TIED/FLOOR - OPENING  Vega=$30k FIS=58.55 Ref
  377. >>2298 TSLA Dec23 8th 245 Calls $1.62 (CboeTheo=1.60 BID  ARCA 12:27:34.924 IV=54.0% +4.2 ARCA 2298 x $1.62 - $1.63 x 328 EMLD Vega=$11k TSLA=241.71 Ref
  378. SPLIT TICKET:
    >>2309 TSLA Dec23 8th 245 Calls $1.62 (CboeTheo=1.60 BID  [ARCA] 12:27:34.848 IV=54.0% +4.2 ARCA 2309 x $1.62 - $1.63 x 362 EMLD  ISO  Vega=$12k TSLA=241.71 Ref
  379. SWEEP DETECTED:
    >>2640 AMC Dec23 8th 6.5 Puts $0.03 (CboeTheo=0.07 BID  [MULTI] 12:27:52.151 IV=93.5% -11.1 C2 751 x $0.03 - $0.04 x 2414 EMLD Vega=$245 AMC=6.84 Ref
  380. >>4503 ABOS Jul24 5.0 Puts $2.30 (CboeTheo=2.31 BID  ARCA 12:28:36.117 IV=82.4% -1.2 PHLX 1005 x $1.30 - $3.70 x 896 PHLX  CROSS  Vega=$3024 ABOS=2.81 Ref
  381. >>3000 DAL Apr24 33.0 Puts $0.77 (CboeTheo=0.79 BID  ARCA 12:30:52.992 IV=37.7% +0.3 EMLD 178 x $0.77 - $0.81 x 771 CBOE  SPREAD/CROSS  Vega=$17k DAL=40.20 Ref
  382. >>2990 AMZN Dec23 8th 146 Puts $0.35 (CboeTheo=0.35 BID  BZX 12:33:45.693 IV=30.7% +2.0 NOM 44 x $0.35 - $0.36 x 17 ARCA Vega=$7688 AMZN=147.83 Ref
  383. SPLIT TICKET:
    >>3000 AMZN Dec23 8th 146 Puts $0.35 (CboeTheo=0.35 BID  [BZX] 12:33:45.693 IV=30.7% +2.0 NOM 44 x $0.35 - $0.36 x 17 ARCA Vega=$7714 AMZN=147.83 Ref
  384. >>2000 NIO Feb24 8.0 Calls $0.64 (CboeTheo=0.65 BID  BOX 12:35:06.344 IV=63.3% -1.0 PHLX 54 x $0.64 - $0.66 x 39 MPRL  AUCTION  Vega=$2617 NIO=7.43 Ref
  385. SPLIT TICKET:
    >>2000 NIO Feb24 8.0 Calls $0.64 (CboeTheo=0.65 BID  [BOX] 12:36:09.765 IV=63.3% -1.0 PHLX 55 x $0.64 - $0.66 x 25 MPRL  AUCTION  Vega=$2617 NIO=7.43 Ref
  386. SWEEP DETECTED:
    >>2204 NKLA Dec23 1.0 Puts $0.25 (CboeTheo=0.24 ASK  [MULTI] 12:37:15.486 IV=246.8% +151.9 NOM 443 x $0.24 - $0.25 x 4340 C2  SSR  Vega=$98 NKLA=0.81 Ref
  387. >>2800 TSLA Dec23 190 Puts $0.06 (CboeTheo=0.07 BID  PHLX 12:38:22.161 IV=66.8% +0.3 C2 670 x $0.06 - $0.07 x 214 C2  SPREAD/CROSS/TIED  Vega=$2158 TSLA=240.72 Ref
  388. >>2800 TSLA Dec23 190 Calls $51.00 (CboeTheo=51.03 ASK  PHLX 12:38:22.161 IV=64.1% -2.3 CBOE 4 x $50.60 - $51.30 x 9 BZX  SPREAD/CROSS/TIED  Vega=$1689 TSLA=240.72 Ref
  389. SWEEP DETECTED:
    >>2398 HOOD Jan25 20.0 Calls $0.78 (CboeTheo=0.81 BID  [MULTI] 12:38:44.174 IV=52.3% -2.2 PHLX 311 x $0.78 - $0.87 x 12 BOX  ISO  Vega=$9514 HOOD=11.41 Ref
  390. SWEEP DETECTED:
    >>7243 NKLA Dec23 1.0 Puts $0.25 (CboeTheo=0.24 ASK  [MULTI] 12:38:51.000 IV=243.4% +148.4 NOM 442 x $0.24 - $0.25 x 3033 C2  SSR  Vega=$319 NKLA=0.81 Ref
  391. >>3000 VIX Feb24 14th 14.5 Puts $0.96 (CboeTheo=0.95 ASK  CBOE 12:39:49.613 IV=65.1% +0.3 CBOE 16k x $0.92 - $0.97 x 4766 CBOE  AUCTION - OPENING  Vega=$7187 VIX=16.33 Fwd
  392. >>1050 VIX Feb24 14th 17.0 Puts $2.58 (CboeTheo=2.58 MID  CBOE 12:39:50.777 IV=78.4% -0.1 CBOE 3764 x $2.56 - $2.61 x 2294 CBOE  AUCTION  Vega=$2936 VIX=16.33 Fwd
  393. >>2418 AMZN Dec23 8th 146 Puts $0.45 (CboeTheo=0.44 BID  EMLD 12:41:07.860 IV=32.2% +3.4 EMLD 2418 x $0.45 - $0.46 x 835 CBOE Vega=$6708 AMZN=147.57 Ref
  394. SWEEP DETECTED:
    >>2421 AMZN Dec23 8th 146 Puts $0.45 (CboeTheo=0.44 BID  [MULTI] 12:41:07.860 IV=32.2% +3.4 EMLD 2418 x $0.45 - $0.46 x 835 CBOE Vega=$6717 AMZN=147.57 Ref
  395. >>Unusual Volume HA - 3x market weighted volume: 18.1k = 28.7k projected vs 7751 adv, 68% puts, 12% of OI [HA 13.97 +0.12 Ref, IV=46.5% -2.0]
  396. >>2499 AMZN Dec23 22nd 136 Puts $0.29 (CboeTheo=0.30 BID  PHLX 12:44:36.442 IV=29.0% +1.6 BZX 110 x $0.29 - $0.30 x 343 EMLD  COB/AUCTION - OPENING  Vega=$11k AMZN=147.59 Ref
  397. >>2499 AMZN Dec23 22nd 155 Calls $0.76 (CboeTheo=0.76 ASK  PHLX 12:44:36.442 IV=25.1% -0.5 CBOE 160 x $0.74 - $0.76 x 23 BXO  COB/AUCTION  Vega=$21k AMZN=147.59 Ref
  398. >>Market Color SPWR - Bullish option flow detected in SunPower (5.00 +0.13) with 9,395 calls trading (4x expected) and implied vol increasing over 1 point to 79.73%. . The Put/Call Ratio is 0.26. Earnings are expected on 02/13. [SPWR 5.00 +0.13 Ref, IV=79.7% +1.4] #Bullish
  399. >>2000 NCLH May24 22.5 Calls $1.19 (CboeTheo=1.17 ASK  AMEX 12:46:07.195 IV=46.2% +1.0 GEMX 1507 x $1.15 - $1.20 x 242 PHLX  CROSS  Vega=$9332 NCLH=18.70 Ref
  400. >>2500 KVUE Dec23 21.5 Calls $0.35 (CboeTheo=0.31 ASK  PHLX 12:46:21.897 IV=58.2% -2.6 MPRL 53 x $0.31 - $0.35 x 383 EDGX  SPREAD/CROSS/TIED - OPENING  Vega=$2739 KVUE=20.54 Ref
  401. SWEEP DETECTED:
    >>2277 WFC Jan24 45.0 Puts $1.30 (CboeTheo=1.31 BID  [MULTI] 12:47:16.842 IV=23.4% +0.1 EMLD 383 x $1.30 - $1.31 x 23 ARCA  ISO  Vega=$14k WFC=45.03 Ref
  402. SWEEP DETECTED:
    >>2000 CHPT Jan25 3.5 Calls $0.62 (CboeTheo=0.65 MID  [MULTI] 12:48:49.759 IV=103.2% -6.6 PHLX 3745 x $0.55 - $0.68 x 20 NOM  OPENING   Post-Earnings  Vega=$1794 CHPT=2.27 Ref
  403. SWEEP DETECTED:
    >>2000 CHPT Jan25 3.5 Calls $0.611 (CboeTheo=0.65 MID  [MULTI] 12:50:39.447 IV=102.7% -7.1 PHLX 3583 x $0.55 - $0.68 x 30 PHLX  OPENING   Post-Earnings  Vega=$1787 CHPT=2.25 Ref
  404. SWEEP DETECTED:
    >>2632 AMZN Dec23 8th 146 Puts $0.494 (CboeTheo=0.47 Above Ask!  [MULTI] 12:50:40.863 IV=32.0% +3.3 C2 172 x $0.47 - $0.48 x 133 EMLD Vega=$7464 AMZN=147.44 Ref
  405. >>2600 WYNN Jan24 110 Puts $27.50 (CboeTheo=27.51 BID  PHLX 12:52:01.815 EDGX 5 x $27.35 - $27.80 x 25 BZX  FLOOR - OPENING  Vega=$0 WYNN=82.48 Ref
  406. >>2500 SE Jan24 70.0 Puts $31.50 (CboeTheo=31.45 BID  PHLX 12:52:03.006 IV=96.3% +16.6 BXO 2 x $31.40 - $32.35 x 15 ARCA  FLOOR  Vega=$2235 SE=38.55 Ref
  407. >>2500 ENPH Jan24 180 Puts $72.60 (CboeTheo=72.53 BID  PHLX 12:52:20.321 IV=81.0% +13.6 ISE 1 x $72.30 - $73.65 x 25 NOM  FLOOR - OPENING  Vega=$4929 ENPH=107.47 Ref
  408. >>2312 KVUE Jan24 26th 18.0 Puts $0.45 (CboeTheo=0.39 ASK  MIAX 12:52:43.991 IV=48.8% BZX 15 x $0.36 - $0.51 x 52 NOM  COB/AUCTION - OPENING  Vega=$4939 KVUE=20.48 Ref
  409. >>2312 KVUE Dec23 20.0 Puts $0.43 (CboeTheo=0.44 BID  MIAX 12:52:43.991 IV=53.6% +0.5 AMEX 24 x $0.43 - $0.46 x 12 BZX  COB/AUCTION  Vega=$2663 KVUE=20.48 Ref
  410. >>2000 CVX Jan24 170 Puts $27.60 (CboeTheo=27.57 ASK  PHLX 12:52:44.215 IV=32.4% +8.3 BZX 10 x $27.40 - $27.65 x 10 BZX  FLOOR - OPENING  Vega=$5980 CVX=142.43 Ref
  411. SWEEP DETECTED:
    >>2448 SIRI Dec23 4.0 Puts $0.04 (CboeTheo=0.05 MID  [MULTI] 12:53:02.594 IV=87.1% +9.4 ISE 1340 x $0.04 - $0.04 x 1269 C2  ISO  Vega=$352 SIRI=4.64 Ref
  412. SWEEP DETECTED:
    >>2820 AAPL Dec23 200 Calls $0.46 (CboeTheo=0.46 BID  [MULTI] 12:53:36.919 IV=17.6% -0.1 C2 475 x $0.46 - $0.47 x 883 C2  AUCTION  Vega=$21k AAPL=194.76 Ref
  413. >>4000 VIX Dec23 20th 13.0 Puts $0.38 (CboeTheo=0.36 MID  CBOE 12:54:04.254 IV=67.4% +2.4 CBOE 6460 x $0.36 - $0.39 x 5591 CBOE  LATE  Vega=$3659 VIX=13.70 Fwd
  414. SPLIT TICKET:
    >>4500 VIX Dec23 20th 13.0 Puts $0.38 (CboeTheo=0.36 MID  [CBOE] 12:54:04.254 IV=67.4% +2.4 CBOE 6460 x $0.36 - $0.39 x 5591 CBOE  LATE  Vega=$4117 VIX=13.70 Fwd
  415. >>2500 FSLR Dec23 200 Puts $56.40 (CboeTheo=56.11 ASK  PHLX 12:54:49.856 IV=121.5% +37.7 ARCA 1 x $55.90 - $56.40 x 1 ARCA  FLOOR - OPENING  Vega=$4580 FSLR=143.89 Ref
  416. >>4400 FSLR Dec23 195 Puts $51.20 (CboeTheo=51.13 ASK  PHLX 12:54:49.857 IV=98.3% +98.3 BZX 38 x $50.20 - $52.00 x 37 BZX  FLOOR - OPENING  Vega=$4148 FSLR=143.87 Ref
  417. >>2232 AMD Dec23 8th 121 Puts $0.11 (CboeTheo=0.12 ASK  ARCA 12:55:30.571 IV=48.7% +2.2 EMLD 902 x $0.10 - $0.11 x 2232 ARCA Vega=$2199 AMD=125.88 Ref
  418. SPLIT TICKET:
    >>2349 AMD Dec23 8th 121 Puts $0.11 (CboeTheo=0.12 ASK  [ARCA] 12:55:30.568 IV=48.8% +2.3 EMLD 1049 x $0.10 - $0.11 x 2349 ARCA Vega=$2312 AMD=125.89 Ref
  419. SPLIT TICKET:
    >>2200 LMT Mar24 480 Calls $4.99 (CboeTheo=5.23 ASK  [CBOE] 12:55:30.915 IV=15.4% -0.5 BOX 4 x $4.70 - $5.00 x 5 ARCA  FLOOR - OPENING  Vega=$162k LMT=447.55 Ref
  420. >>3200 DLTR Jan24 150 Puts $24.20 (CboeTheo=24.17 ASK  PHLX 12:56:13.760 IV=32.8% +6.1 BXO 3 x $24.05 - $24.30 x 3 BXO  FLOOR  Vega=$8877 DLTR=125.83 Ref
  421. SPLIT TICKET:
    >>3400 DLTR Jan24 150 Puts $24.203 (CboeTheo=24.17 ASK  [PHLX] 12:56:13.760 IV=32.8% +6.1 BXO 3 x $24.05 - $24.30 x 3 BXO  FLOOR - OPENING  Vega=$9432 DLTR=125.83 Ref
  422. >>Unusual Volume HES - 3x market weighted volume: 10.2k = 15.7k projected vs 5137 adv, 87% puts, 9% of OI [HES 133.53 -2.75 Ref, IV=35.9% -2.1]
  423. >>50000 NKLA Jan25 1.0 Puts $0.53 (CboeTheo=0.51 MID  AMEX 12:57:04.192 IV=124.8% +5.6 C2 408 x $0.52 - $0.55 x 2593 PHLX  FLOOR - OPENING   SSR  Vega=$14k NKLA=0.80 Ref
  424. >>5000 HA Jan24 14.0 Puts $0.93 (CboeTheo=0.88 MID  AMEX 12:58:27.078 IV=47.1% +0.4 BXO 1 x $0.90 - $0.95 x 18 BZX  SPREAD/FLOOR  Vega=$9483 HA=13.97 Ref
  425. >>5000 HA Jan24 13.0 Puts $0.56 (CboeTheo=0.53 ASK  AMEX 12:58:27.078 IV=52.0% -0.1 PHLX 976 x $0.45 - $0.60 x 60 ARCA  SPREAD/FLOOR  Vega=$8486 HA=13.97 Ref
  426. >>5000 HA Jan24 15.0 Calls $0.46 (CboeTheo=0.42 ASK  AMEX 12:58:27.080 IV=45.2% +0.3 BOX 1373 x $0.40 - $0.50 x 116 NOM  SPREAD/FLOOR  Vega=$8820 HA=13.97 Ref
  427. >>5000 HA Jan24 17.0 Calls $0.08 (CboeTheo=0.14 MID  AMEX 12:58:27.081 IV=41.4% -8.2 BZX 305 x $0.05 - $0.10 x 10 BXO  SPREAD/FLOOR  Vega=$4042 HA=13.97 Ref
  428. >>4000 C Mar24 47.0 Calls $3.53 (CboeTheo=3.56 BID  ARCA 12:59:19.937 IV=25.5% -0.2 CBOE 705 x $3.50 - $3.60 x 863 CBOE  SPREAD/CROSS  Vega=$37k C=48.55 Ref
  429. >>4000 C Jun24 55.0 Calls $1.51 (CboeTheo=1.48 ASK  ARCA 12:59:19.937 IV=25.1% +0.4 MPRL 27 x $1.49 - $1.51 x 122 C2  SPREAD/CROSS  Vega=$49k C=48.55 Ref
  430. >>Market Color NOVA - Bearish flow noted in Sunnova Energy (12.48 +0.37) with 13,431 puts trading, or 8x expected. The Put/Call Ratio is 7.13, while ATM IV is up nearly 2 points on the day. Earnings are expected on 02/21. [NOVA 12.48 +0.37 Ref, IV=98.8% +1.7] #Bearish
  431. SWEEP DETECTED:
    >>Bearish Delta Impact 795 SWBI Dec23 15.0 Calls $0.551 (CboeTheo=0.58 BID  [MULTI] 13:01:11.054 IV=111.3% -1.4 EMLD 96 x $0.55 - $0.65 x 158 PHLX  Pre-Earnings 
    Delta=38%, EST. IMPACT = 30k Shares ($418k) To Sell SWBI=13.97 Ref
  432. >>2500 SE Feb24 40.0 Calls $2.99 (CboeTheo=2.99 BID  ARCA 13:03:18.563 IV=49.5% -0.2 BXO 2 x $2.98 - $3.05 x 48 BOX  CROSS  Vega=$17k SE=38.66 Ref
  433. >>10000 CHPT Dec23 8th 2.0 Calls $0.26 (CboeTheo=0.27 MID  AMEX 13:03:45.029 IV=246.7% -200.0 C2 19 x $0.25 - $0.27 x 6 MPRL  SPREAD/FLOOR   Post-Earnings  Vega=$349 CHPT=2.23 Ref
  434. >>25000 CHPT Dec23 8th 2.5 Calls $0.04 (CboeTheo=0.06 ASK  AMEX 13:03:45.029 IV=258.6% -187.3 EMLD 369 x $0.03 - $0.04 x 314 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$945 CHPT=2.23 Ref
  435. >>25000 CHPT Dec23 8th 2.5 Calls $0.03 (CboeTheo=0.06 BID  AMEX 13:03:45.031 IV=231.0% -214.8 EMLD 369 x $0.03 - $0.04 x 314 EMLD  SPREAD/FLOOR   Post-Earnings  Vega=$870 CHPT=2.23 Ref
  436. >>10000 ITUB Jan24 7.0 Calls $0.04 (CboeTheo=0.07 BID  ARCA 13:04:56.458 IV=23.7% -7.7 GEMX 0 x $0.00 - $0.10 x 3444 ARCA  CROSS  Vega=$5314 ITUB=6.42 Ref
  437. SWEEP DETECTED:
    >>Bearish Delta Impact 1047 LZ Jun24 11.0 Calls $1.60 (CboeTheo=1.65 BID  [MULTI] 13:05:35.487 IV=44.0% -1.7 BXO 47 x $1.60 - $1.70 x 16 BOX  OPENING 
    Delta=61%, EST. IMPACT = 64k Shares ($705k) To Sell LZ=11.05 Ref
  438. SWEEP DETECTED:
    >>6693 NKLA Dec23 1.0 Puts $0.26 (CboeTheo=0.25 ASK  [MULTI] 13:06:48.582 IV=249.8% +154.8 NOM 500 x $0.25 - $0.26 x 1963 C2  SSR  Vega=$288 NKLA=0.80 Ref
  439. >>3500 INTC Dec23 43.0 Calls $0.58 (CboeTheo=0.56 Above Ask!  PHLX 13:11:00.108 IV=37.5% +1.4 C2 841 x $0.56 - $0.57 x 476 C2  SPREAD/FLOOR  Vega=$8316 INTC=42.09 Ref
  440. >>3500 INTC Dec23 41.0 Puts $0.45 (CboeTheo=0.44 ASK  PHLX 13:11:00.108 IV=36.6% +1.5 MPRL 15 x $0.44 - $0.45 x 966 EMLD  SPREAD/FLOOR  Vega=$7674 INTC=42.09 Ref
  441. >>2000 PFE Jan25 22.5 Puts $0.98 (CboeTheo=0.99 BID  PHLX 13:12:14.963 IV=30.4% -0.2 C2 60 x $0.98 - $1.00 x 21 BXO  SPREAD/CROSS/TIED  Vega=$15k PFE=28.77 Ref
  442. >>Unusual Volume DOCU - 3x market weighted volume: 39.3k = 57.8k projected vs 19.3k adv, 55% calls, 11% of OI  Pre-Earnings  [DOCU 47.00 -0.36 Ref, IV=52.7% -2.8]
  443. >>2250 DAL Jan24 40.0 Calls $2.16 (CboeTheo=2.16 MID  BOX 13:13:53.437 IV=34.4% +0.4 C2 225 x $2.15 - $2.17 x 54 MPRL  SPREAD/CROSS  Vega=$12k DAL=40.27 Ref
  444. >>2250 DAL Jan24 50.0 Calls $0.14 (CboeTheo=0.13 ASK  BOX 13:13:53.437 IV=38.5% -1.5 C2 2080 x $0.12 - $0.14 x 21 EMLD  SPREAD/CROSS  Vega=$4023 DAL=40.27 Ref
  445. SWEEP DETECTED:
    >>3356 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  [MULTI] 13:14:17.659 IV=169.8% +74.8 C2 2272 x $0.02 - $0.03 x 200 PHLX  SSR  Vega=$111 NKLA=0.79 Ref
  446. SWEEP DETECTED:
    >>3018 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  [MULTI] 13:14:26.301 IV=169.8% +74.8 C2 7548 x $0.02 - $0.03 x 800 BOX  SSR  Vega=$100 NKLA=0.79 Ref
  447. >>2081 CHPT Jan25 17.0 Calls $0.10 (CboeTheo=0.11 BID  NOM 13:14:53.507 IV=111.5% -7.6 MPRL 582 x $0.10 - $0.13 x 81 AMEX  ISO   Post-Earnings  Vega=$961 CHPT=2.21 Ref
  448. SWEEP DETECTED:
    >>3000 CHPT Jan25 17.0 Calls $0.10 (CboeTheo=0.11 BID  [MULTI] 13:14:53.507 IV=111.5% -7.6 NOM 2081 x $0.10 - $0.13 x 81 AMEX  ISO - OPENING   Post-Earnings  Vega=$1386 CHPT=2.21 Ref
  449. >>Market Color WISH - Bullish option flow detected in ContextLogic (5.47 -0.32) with 2,640 calls trading (1.7x expected) and implied vol increasing over 3 points to 90.21%. . The Put/Call Ratio is 0.14. Earnings are expected on 02/27. [WISH 5.47 -0.32 Ref, IV=90.2% +3.0] #Bullish
  450. SWEEP DETECTED:
    >>3800 PLTR Dec23 19.0 Calls $0.12 (CboeTheo=0.12 BID  [MULTI] 13:15:25.592 IV=60.8% -3.5 EMLD 2715 x $0.12 - $0.13 x 2418 EMLD Vega=$2338 PLTR=17.23 Ref
  451. SWEEP DETECTED:
    >>3355 NKLA Dec23 1.0 Puts $0.27 (CboeTheo=0.26 ASK  [MULTI] 13:15:57.940 IV=257.7% +162.7 NOM 500 x $0.26 - $0.27 x 3242 C2  SSR  Vega=$142 NKLA=0.79 Ref
  452. >>10000 AAPL Jan24 170 Calls $26.03 (CboeTheo=26.00 MID  AMEX 13:18:14.694 IV=25.0% +1.6 BXO 32 x $25.90 - $26.15 x 48 BXO  SPREAD/CROSS  Vega=$67k AAPL=194.57 Ref
  453. >>10000 AAPL Jan24 170 Puts $0.28 (CboeTheo=0.29 BID  AMEX 13:18:14.694 IV=24.3% +0.8 C2 904 x $0.28 - $0.29 x 727 C2  SPREAD/CROSS  Vega=$63k AAPL=194.57 Ref
  454. SWEEP DETECTED:
    >>2030 NEM Dec23 41.0 Calls $0.34 (CboeTheo=0.32 ASK  [MULTI] 13:19:39.137 IV=32.9% +0.8 AMEX 706 x $0.32 - $0.34 x 494 EMLD  ISO - OPENING  Vega=$4122 NEM=39.78 Ref
  455. SPLIT TICKET:
    >>2388 BGS Jan24 11.0 Calls $0.31 (CboeTheo=0.29 MID  [PHLX] 13:20:29.175 IV=42.6% +0.5 PHLX 328 x $0.25 - $0.35 x 440 PHLX  FLOOR - OPENING  Vega=$3020 BGS=10.34 Ref
  456. >>2000 CHPT Jan26 3.0 Calls $0.98 (CboeTheo=0.95 MID  ISE 13:20:31.757 IV=103.4% +0.2 ARCA 5 x $0.95 - $1.00 x 6 BZX  COB/AUCTION   Post-Earnings  Vega=$2050 CHPT=2.19 Ref
  457. >>6000 CHPT Jan26 10.0 Calls $0.31 (CboeTheo=0.33 BID  ISE 13:20:31.757 IV=90.7% -3.1 NOM 18 x $0.30 - $0.35 x 28 BZX  COB/AUCTION   Post-Earnings  Vega=$6328 CHPT=2.19 Ref
  458. >>3000 NU Jan24 4.5 Puts $0.02 (CboeTheo=0.02 MID  ARCA 13:20:33.545 IV=91.7% -2.2 ISE 0 x $0.00 - $0.03 x 510 AMEX  FLOOR  Vega=$401 NU=8.19 Ref
  459. >>3078 GOOG Dec23 8th 137 Puts $0.30 (CboeTheo=0.30 MID  NOM 13:24:31.047 IV=30.3% -2.7 MRX 185 x $0.29 - $0.31 x 288 EMLD  OPENING  Vega=$7129 GOOG=138.73 Ref
  460. >>Unusual Volume BMEA - 3x market weighted volume: 8507 = 12.1k projected vs 3503 adv, 57% puts, 15% of OI [BMEA 18.48 +0.03 Ref, IV=219.8% -12.3]
  461. SWEEP DETECTED:
    >>4675 NKLA Dec23 1.0 Puts $0.27 (CboeTheo=0.25 ASK  [MULTI] 13:28:41.211 IV=256.9% +161.9 NOM 213 x $0.26 - $0.27 x 2913 C2  SSR  Vega=$197 NKLA=0.79 Ref
  462. >>1250 VIX Feb24 14th 25.0 Calls $0.90 (CboeTheo=0.88 ASK  CBOE 13:30:29.022 IV=107.4% +1.0 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$2791 VIX=16.34 Fwd
  463. >>1250 VIX Feb24 14th 25.0 Calls $0.88 (CboeTheo=0.88 MID  CBOE 13:30:29.836 IV=106.5% +0.1 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$2773 VIX=16.34 Fwd
  464. SPLIT TICKET:
    >>2500 VIX Feb24 14th 25.0 Calls $0.89 (CboeTheo=0.88 ASK  [CBOE] 13:30:29.022 IV=107.4% +1.0 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$5582 VIX=16.34 Fwd
  465. >>1500 VIX Feb24 14th 25.0 Calls $0.90 (CboeTheo=0.88 ASK  CBOE 13:30:31.190 IV=107.4% +1.0 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$3349 VIX=16.34 Fwd
  466. >>1500 VIX Feb24 14th 25.0 Calls $0.88 (CboeTheo=0.88 MID  CBOE 13:30:31.628 IV=106.5% +0.1 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$3327 VIX=16.34 Fwd
  467. SPLIT TICKET:
    >>3000 VIX Feb24 14th 25.0 Calls $0.89 (CboeTheo=0.88 ASK  [CBOE] 13:30:31.190 IV=107.4% +1.0 CBOE 22k x $0.86 - $0.90 x 24k CBOE  LATE  Vega=$6699 VIX=16.34 Fwd
  468. SWEEP DETECTED:
    >>7252 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 ASK  [MULTI] 13:31:39.233 IV=170.3% +75.4 C2 13k x $0.01 - $0.02 x 6682 C2  SSR  Vega=$239 NKLA=0.79 Ref
  469. >>2956 KVUE Dec23 22.0 Calls $0.25 (CboeTheo=0.24 ASK  BOX 13:31:54.187 IV=55.0% -9.0 PHLX 273 x $0.21 - $0.25 x 725 EDGX  AUCTION  Vega=$2953 KVUE=20.76 Ref
  470. SWEEP DETECTED:
    >>5001 KVUE Dec23 22.0 Calls $0.25 (CboeTheo=0.24 ASK  [MULTI] 13:31:54.187 IV=55.0% -9.0 PHLX 273 x $0.21 - $0.25 x 725 EDGX  AUCTION  Vega=$4996 KVUE=20.76 Ref
  471. >>5000 AAPL Jan24 150 Puts $0.10 (CboeTheo=0.10 BID  PHLX 13:33:49.562 IV=35.2% +1.1 C2 1030 x $0.10 - $0.11 x 1034 EMLD  SPREAD/CROSS/TIED  Vega=$11k AAPL=194.35 Ref
  472. >>5000 AAPL Jan24 150 Calls $45.50 (CboeTheo=45.46 ASK  PHLX 13:33:49.562 IV=36.9% +2.8 ARCA 51 x $45.20 - $45.75 x 24 ARCA  SPREAD/CROSS/TIED  Vega=$14k AAPL=194.35 Ref
  473. >>3365 SPXW Dec23 14th 4375 Puts $1.45 (CboeTheo=1.44 MID  CBOE 13:34:38.306 IV=18.4% +1.9 CBOE 904 x $1.40 - $1.50 x 638 CBOE  OPENING  Vega=$166k SPX=4587.56 Fwd
  474. >>3000 SU Jul24 32.0 Puts $3.67 (CboeTheo=3.70 MID  ISE 13:34:39.925 IV=29.2% -0.2 AMEX 411 x $3.60 - $3.75 x 444 CBOE  SPREAD/CROSS/TIED  Vega=$27k SU=30.20 Ref
  475. >>3000 SU Jul24 37.0 Calls $0.76 (CboeTheo=0.76 MID  ISE 13:34:39.925 IV=28.4% +0.1 MIAX 47 x $0.73 - $0.79 x 34 BOX  SPREAD/CROSS/TIED  Vega=$21k SU=30.20 Ref
  476. >>10000 NIO Jun24 11.0 Calls $0.59 (CboeTheo=0.62 BID  PHLX 13:35:25.585 IV=66.3% +0.2 EDGX 354 x $0.59 - $0.62 x 225 BZX  SPREAD/CROSS/TIED - OPENING  Vega=$20k NIO=7.49 Ref
  477. SWEEP DETECTED:
    >>2500 AMD Dec23 8th 133 Calls $0.106 (CboeTheo=0.09 Above Ask!  [MULTI] 13:35:46.599 IV=59.2% -8.8 C2 716 x $0.09 - $0.10 x 156 MPRL Vega=$2057 AMD=126.22 Ref
  478. SWEEP DETECTED:
    >>2065 KVUE Dec23 19.5 Puts $0.20 (CboeTheo=0.22 BID  [MULTI] 13:36:15.575 IV=55.1% +2.8 C2 47 x $0.20 - $0.24 x 22 MIAX Vega=$1811 KVUE=20.80 Ref
  479. >>6500 KVUE Feb24 16.0 Puts $0.14 (CboeTheo=0.16 BID  AMEX 13:37:19.820 IV=44.5% +1.7 MPRL 9 x $0.13 - $0.17 x 30 PHLX  FLOOR  Vega=$8305 KVUE=20.82 Ref
  480. SWEEP DETECTED:
    >>2818 AMZN Dec23 8th 146 Puts $0.562 (CboeTheo=0.57 Below Bid!  [MULTI] 13:38:35.011 IV=30.8% +2.1 GEMX 101 x $0.57 - $0.58 x 68 C2 Vega=$8418 AMZN=147.00 Ref
  481. SWEEP DETECTED:
    >>2500 AMD Dec23 121 Puts $0.933 (CboeTheo=0.92 MID  [MULTI] 13:38:44.057 IV=39.8% +1.9 GEMX 5 x $0.92 - $0.93 x 195 BZX  OPENING  Vega=$14k AMD=126.50 Ref
  482. >>2418 AAPL Dec23 22nd 202.5 Calls $0.37 (CboeTheo=0.38 BID  MPRL 13:41:21.660 IV=15.8% -0.7 MPRL 2449 x $0.37 - $0.38 x 31 MPRL  OPENING  Vega=$20k AAPL=194.47 Ref
  483. SWEEP DETECTED:
    >>5525 AAPL Dec23 22nd 202.5 Calls $0.375 (CboeTheo=0.38 Below Bid!  [MULTI] 13:41:20.892 IV=16.0% -0.6 EMLD 613 x $0.38 - $0.39 x 466 C2  OPENING  Vega=$47k AAPL=194.48 Ref
  484. >>4000 AAPL Dec23 22nd 202.5 Calls $0.37 (CboeTheo=0.38 ASK  BZX 13:42:07.058 IV=15.8% -0.7 EMLD 575 x $0.36 - $0.37 x 474 BZX  OPENING  Vega=$33k AAPL=194.49 Ref
  485. SWEEP DETECTED:
    >>4077 AAPL Dec23 22nd 202.5 Calls $0.37 (CboeTheo=0.38 ASK  [MULTI] 13:42:07.058 IV=15.8% -0.7 EMLD 575 x $0.36 - $0.37 x 474 BZX  OPENING  Vega=$34k AAPL=194.49 Ref
  486. >>2500 BMEA Dec23 22.5 Calls $2.50 (CboeTheo=2.38 BID  ARCA 13:42:10.999 IV=357.2% +6.9 BZX 1 x $2.30 - $2.75 x 57 PHLX  SPREAD/FLOOR - OPENING  Vega=$2703 BMEA=18.32 Ref
  487. >>2500 BMEA Dec23 17.5 Calls $4.00 (CboeTheo=4.15 BID  ARCA 13:42:11.000 IV=339.6% -19.3 MIAX 258 x $3.80 - $4.70 x 67 MIAX  SPREAD/FLOOR  Vega=$2566 BMEA=18.32 Ref
  488. >>2500 BMEA Dec23 20.0 Puts $5.50 (CboeTheo=4.82 Above Ask!  ARCA 13:42:11.006 IV=411.5% +57.7 MIAX 50 x $4.60 - $5.20 x 5 CBOE  SPREAD/FLOOR - OPENING  Vega=$2686 BMEA=18.32 Ref
  489. >>9900 KVUE Dec23 20.0 Puts $0.25 (CboeTheo=0.26 BID  MIAX 13:43:25.026 IV=49.3% -3.8 PHLX 123 x $0.24 - $0.29 x 109 EDGX  ISO/AUCTION  Vega=$10k KVUE=20.89 Ref
  490. SPLIT TICKET:
    >>9999 KVUE Dec23 20.0 Puts $0.25 (CboeTheo=0.26 BID  [MIAX] 13:43:25.026 IV=49.3% -3.8 PHLX 123 x $0.24 - $0.29 x 109 EDGX  ISO/AUCTION  Vega=$10k KVUE=20.89 Ref
  491. >>Market Color METC - Bullish option flow detected in Ramaco Resources (17.53 +0.04) with 3,736 calls trading (1.8x expected) and implied vol increasing over 4 points to 79.80%. . The Put/Call Ratio is 0.06. Earnings are expected on 03/07.[METC 17.53 +0.04 Ref, IV=79.8% +4.0] #Bullish
  492. >>23196 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.04 ASK  MIAX 13:45:30.107 IV=123.3% +17.9 EMLD 20 x $0.02 - $0.06 x 1471 PHLX  AUCTION - OPENING  Vega=$2494 LUMN=1.47 Ref
  493. SPLIT TICKET:
    >>25000 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.04 ASK  [MIAX] 13:45:30.107 IV=123.3% +17.9 EMLD 20 x $0.02 - $0.06 x 1471 PHLX  AUCTION - OPENING  Vega=$2688 LUMN=1.47 Ref
  494. >>2000 DDOG Apr24 105 Puts $6.61 (CboeTheo=6.61 BID  ARCA 13:46:21.814 IV=43.6% +0.0 ARCA 31 x $6.60 - $6.70 x 165 CBOE  CROSS - OPENING  Vega=$48k DDOG=114.64 Ref
  495. >>3000 IGT Jan24 30.0 Calls $0.35 (CboeTheo=0.35 MID  ARCA 13:47:06.995 IV=36.2% +0.0 PHLX 341 x $0.24 - $0.45 x 661 PHLX  FLOOR - OPENING  Vega=$7790 IGT=26.65 Ref
  496. >>2000 DDOG Apr24 105 Puts $6.61 (CboeTheo=6.62 BID  AMEX 13:48:45.413 IV=43.6% -0.0 PHLX 72 x $6.60 - $6.70 x 129 MIAX  CROSS - OPENING  Vega=$48k DDOG=114.61 Ref
  497. SWEEP DETECTED:
    >>3816 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  [MULTI] 13:49:20.857 IV=175.7% +80.8 C2 7550 x $0.02 - $0.03 x 609 PHLX  SSR  Vega=$123 NKLA=0.78 Ref
  498. SWEEP DETECTED:
    >>4344 NKLA Jan24 1.0 Puts $0.30 (CboeTheo=0.30 BID  [MULTI] 13:50:15.111 IV=136.7% +31.3 BXO 450 x $0.30 - $0.33 x 184 PHLX  ISO   SSR  Vega=$436 NKLA=0.78 Ref
  499. SWEEP DETECTED:
    >>2396 KVUE Jan24 21.0 Calls $1.32 (CboeTheo=1.35 ASK  [MULTI] 13:51:04.112 IV=43.1% +0.7 MPRL 625 x $1.30 - $1.32 x 278 ARCA Vega=$6853 KVUE=21.02 Ref
  500. >>2847 HOOD Jan24 14.0 Calls $0.38 (CboeTheo=0.38 MID  BOX 13:53:26.139 IV=70.1% -3.6 BOX 216 x $0.37 - $0.40 x 582 EDGX  FLOOR  Vega=$3644 HOOD=11.54 Ref
  501. >>2846 HOOD Jan24 14.0 Calls $0.37 (CboeTheo=0.38 BID  BOX 13:53:26.139 IV=69.3% -4.4 BOX 216 x $0.37 - $0.40 x 582 EDGX  FLOOR  Vega=$3619 HOOD=11.54 Ref
  502. SPLIT TICKET:
    >>5693 HOOD Jan24 14.0 Calls $0.375 (CboeTheo=0.38 BID  [BOX] 13:53:26.139 IV=70.1% -3.6 BOX 216 x $0.37 - $0.40 x 582 EDGX  FLOOR  Vega=$7287 HOOD=11.54 Ref
  503. SWEEP DETECTED:
    >>2623 UAL Mar24 65.0 Calls $0.11 (CboeTheo=0.12 BID  [MULTI] 13:56:05.354 IV=42.9% +0.4 NOM 742 x $0.11 - $0.13 x 407 EMLD Vega=$4344 UAL=41.38 Ref
  504. >>2200 QCOM Jun25 90.0 Puts $4.20 (CboeTheo=4.13 ASK  ISE 13:57:49.206 IV=36.3% +0.4 PHLX 31 x $4.05 - $4.30 x 19 ARCA  SPREAD/CROSS/TIED  Vega=$71k QCOM=132.72 Ref
  505. SWEEP DETECTED:
    >>4419 NKLA Dec23 0.5 Calls $0.26 (CboeTheo=0.28 BID  [MULTI] 14:00:23.063 C2 526 x $0.26 - $0.28 x 250 PHLX  ISO - OPENING   SSR  Vega=$0 NKLA=0.77 Ref
  506. SWEEP DETECTED:
    >>3614 NKLA Dec23 0.5 Calls $0.26 (CboeTheo=0.27 BID  [MULTI] 14:00:37.241 CBOE 268 x $0.26 - $0.28 x 250 PHLX  ISO - OPENING   SSR  Vega=$0 NKLA=0.76 Ref
  507. >>12500 NKLA Jan25 1.0 Puts $0.53 (CboeTheo=0.53 MID  AMEX 14:00:39.520 IV=119.2% -0.0 NOM 1 x $0.52 - $0.55 x 295 MRX  SPREAD/FLOOR   SSR  Vega=$3441 NKLA=0.76 Ref
  508. >>12500 NKLA Jan25 1.0 Puts $0.52 (CboeTheo=0.53 BID  AMEX 14:00:39.519 IV=115.6% -3.6 PHLX 1651 x $0.51 - $0.55 x 295 MRX  SPREAD/FLOOR   SSR  Vega=$3475 NKLA=0.76 Ref
  509. >>25000 NKLA Dec23 29th 0.5 Calls $0.30 (CboeTheo=0.29 ASK  AMEX 14:00:39.519 IV=218.7% +46.3 PHLX 1513 x $0.24 - $0.30 x 1248 PHLX  SPREAD/FLOOR - OPENING   SSR  Vega=$1068 NKLA=0.76 Ref
  510. >>2750 GOOGL Sep24 120 Puts $5.35 (CboeTheo=5.31 ASK  BOX 14:01:02.839 IV=30.4% +0.7 CBOE 117 x $5.25 - $5.40 x 376 CBOE  CROSS  Vega=$100k GOOGL=137.28 Ref
  511. SWEEP DETECTED:
    >>5000 NKLA Dec23 0.5 Calls $0.26 (CboeTheo=0.28 BID  [MULTI] 14:02:13.024 C2 790 x $0.26 - $0.28 x 250 PHLX  ISO - OPENING   SSR  Vega=$0 NKLA=0.77 Ref
  512. SWEEP DETECTED:
    >>5000 NKLA Dec23 0.5 Calls $0.26 (CboeTheo=0.27 BID  [MULTI] 14:02:20.486 C2 461 x $0.26 - $0.28 x 250 PHLX  ISO - OPENING   SSR  Vega=$0 NKLA=0.76 Ref
  513. SWEEP DETECTED:
    >>2055 CHPT Jan25 15.0 Calls $0.10 (CboeTheo=0.13 BID  [MULTI] 14:04:38.725 IV=106.8% -11.0 C2 727 x $0.10 - $0.14 x 6 ARCA  ISO   Post-Earnings  Vega=$966 CHPT=2.23 Ref
  514. SPLIT TICKET:
    >>10000 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.09 BID  [BOX] 14:06:43.223 IV=37.1% -18.4 BOX 11k x $0.05 - $0.10 x 10 BZX  ISO  Vega=$2359 QD=1.89 Ref
  515. >>2500 KVUE Jan24 21.0 Calls $1.46 (CboeTheo=1.41 ASK  BOX 14:08:10.801 IV=45.8% +3.5 PHLX 1072 x $1.35 - $1.52 x 534 PHLX  FLOOR  Vega=$7152 KVUE=21.14 Ref
  516. >>3000 NCLH Dec23 15.0 Calls $3.75 (CboeTheo=3.74 MID  ISE 14:08:31.232 IV=84.7% +15.1 MPRL 26 x $3.70 - $3.80 x 56 MIAX  SPREAD/CROSS/TIED  Vega=$646 NCLH=18.70 Ref
  517. >>4500 GOOG Jun24 132.5 Puts $7.08 (CboeTheo=7.06 BID  ARCA 14:09:09.817 IV=28.6% +0.7 BOX 81 x $7.05 - $7.15 x 271 CBOE  CROSS - OPENING  Vega=$166k GOOG=138.68 Ref
  518. SWEEP DETECTED:
    >>2230 KVUE Jan24 22.5 Calls $0.81 (CboeTheo=0.82 BID  [MULTI] 14:10:07.156 IV=43.4% -0.0 C2 338 x $0.81 - $0.86 x 164 PHLX Vega=$6266 KVUE=21.23 Ref
  519. SPLIT TICKET:
    >>2500 AMD Dec23 165 Calls $0.01 (CboeTheo=0.01 ASK  [C2] 14:10:53.102 IV=61.1% -12.8 AMEX 0 x $0.00 - $0.01 x 949 C2  OPENING  Vega=$458 AMD=127.89 Ref
  520. SWEEP DETECTED:
    >>2253 KVUE Dec23 22.0 Calls $0.33 (CboeTheo=0.34 BID  [MULTI] 14:11:18.328 IV=49.7% -14.2 EDGX 99 x $0.33 - $0.38 x 673 EDGX Vega=$2590 KVUE=21.23 Ref
  521. SPLIT TICKET:
    >>1000 SPX Sep24 800 Puts $0.70 (CboeTheo=0.75 ASK  [CBOE] 14:14:03.696 IV=70.5% -0.7 CBOE 1072 x $0.60 - $0.75 x 117 CBOE  FLOOR  Vega=$11k SPX=4735.18 Fwd
  522. >>Market Color HSY - Bullish option flow detected in Hershey (190.18 +0.98) with 4,092 calls trading (3x expected) and implied vol increasing almost 2 points to 21.41%. . The Put/Call Ratio is 0.22. Earnings are expected on 01/31. [HSY 190.18 +0.98 Ref, IV=21.4% +1.6] #Bullish
  523. >>2100 BABA Jan24 80.0 Puts $9.37 (CboeTheo=9.34 ASK  AMEX 14:15:18.208 IV=36.6% -0.4 EDGX 53 x $9.25 - $9.40 x 296 EDGX  SPREAD/CROSS  Vega=$14k BABA=72.22 Ref
  524. >>2100 BABA Jan24 80.0 Calls $0.97 (CboeTheo=0.98 BID  AMEX 14:15:18.208 IV=36.1% -1.1 ARCA 2 x $0.97 - $0.98 x 96 EMLD  SPREAD/CROSS  Vega=$15k BABA=72.22 Ref
  525. >>3000 SQ Jan24 85.0 Calls $0.43 (CboeTheo=0.44 BID  ARCA 14:15:50.848 IV=44.4% -1.9 EDGX 215 x $0.43 - $0.45 x 248 EDGX  SPREAD/CROSS  Vega=$12k SQ=68.28 Ref
  526. SWEEP DETECTED:
    >>Bullish Delta Impact 2247 RVLV Jan24 17.5 Calls $0.35 (CboeTheo=0.25 ASK  [MULTI] 14:16:55.518 IV=55.3% -5.9 BOX 231 x $0.25 - $0.35 x 849 AMEX  OPENING 
    Delta=23%, EST. IMPACT = 53k Shares ($784k) To Buy RVLV=14.87 Ref
  527. SWEEP DETECTED:
    >>3353 AAPL Dec23 8th 190 Puts $0.07 (CboeTheo=0.08 ASK  [MULTI] 14:17:48.622 IV=26.4% +6.4 C2 992 x $0.06 - $0.07 x 1133 C2 Vega=$4333 AAPL=194.31 Ref
  528. SWEEP DETECTED:
    >>2949 BAC Jan24 31.0 Calls $1.03 (CboeTheo=1.02 ASK  [MULTI] 14:17:50.600 IV=24.5% +0.5 EMLD 1400 x $1.02 - $1.03 x 1723 EMLD Vega=$12k BAC=30.77 Ref
  529. SWEEP DETECTED:
    >>2000 BAC Sep24 40.0 Calls $0.45 (CboeTheo=0.44 ASK  [MULTI] 14:17:50.696 IV=23.6% +0.2 BZX 84 x $0.44 - $0.45 x 932 EMLD Vega=$13k BAC=30.77 Ref
  530. >>10000 AMD Jan24 100 Puts $0.32 (CboeTheo=0.32 ASK  AMEX 14:18:34.333 IV=43.7% +4.6 C2 550 x $0.31 - $0.32 x 201 MPRL  CROSS  Vega=$39k AMD=127.89 Ref
  531. SPLIT TICKET:
    >>1000 NANOS Dec23 8th 459 Puts $1.45 (CboeTheo=1.44 MID  [CBOE] 14:18:47.795 IV=14.0% +1.2 CBOE 1000 x $1.37 - $0.00 x 0  OPENING  Vega=$100 NANOS=458.91 Fwd
  532. >>2500 EQH Jan24 35.0 Calls $0.23 (CboeTheo=0.28 BID  ARCA 14:20:47.011 IV=24.4% -2.6 PHLX 123 x $0.20 - $0.30 x 126 PHLX  CROSS - OPENING  Vega=$7024 EQH=31.95 Ref
  533. >>4500 AMZN Jan24 135 Calls $13.98 (CboeTheo=14.09 BID  AMEX 14:21:09.690 IV=26.6% -0.6 BOX 5 x $13.95 - $14.10 x 11 MIAX  SPREAD/CROSS  Vega=$53k AMZN=147.00 Ref
  534. >>4500 AMZN Jan24 135 Puts $1.18 (CboeTheo=1.17 ASK  AMEX 14:21:09.690 IV=27.6% +0.3 C2 200 x $1.16 - $1.18 x 1053 EMLD  SPREAD/CROSS  Vega=$55k AMZN=147.00 Ref
  535. SWEEP DETECTED:
    >>2000 NIO Jan24 10.0 Calls $0.12 (CboeTheo=0.12 BID  [MULTI] 14:21:26.411 IV=68.8% -2.3 EMLD 1000 x $0.12 - $0.13 x 1428 EMLD Vega=$1193 NIO=7.51 Ref
  536. SWEEP DETECTED:
    >>2649 LUMN Jan24 1.0 Puts $0.05 (CboeTheo=0.04 ASK  [MULTI] 14:21:33.622 IV=122.1% +16.7 GEMX 10 x $0.04 - $0.05 x 1127 AMEX Vega=$286 LUMN=1.46 Ref
  537. >>2300 UBER Jun24 45.0 Puts $1.20 (CboeTheo=1.19 MID  AMEX 14:23:38.225 IV=42.5% +0.4 BXO 39 x $1.18 - $1.23 x 118 AMEX  CROSS   52WeekHigh  Vega=$20k UBER=60.87 Ref
  538. >>4000 SQ Jan24 72.5 Puts $6.02 (CboeTheo=5.98 ASK  AMEX 14:23:57.068 IV=41.0% -0.6 BOX 10 x $5.95 - $6.05 x 464 CBOE  SPREAD/CROSS - OPENING  Vega=$36k SQ=68.48 Ref
  539. >>4000 SQ Jun24 72.5 Puts $10.84 (CboeTheo=10.83 BID  AMEX 14:23:57.068 IV=47.6% +0.1 BOX 51 x $10.80 - $10.90 x 287 MIAX  SPREAD/CROSS - OPENING  Vega=$79k SQ=68.48 Ref
  540. >>Unusual Volume HOOD - 3x market weighted volume: 266.7k = 334.0k projected vs 110.6k adv, 83% calls, 28% of OI [HOOD 11.56 +0.29 Ref, IV=60.5% -3.8]
  541. SWEEP DETECTED:
    >>2726 AAPL Jan24 165 Puts $0.22 (CboeTheo=0.21 ASK  [MULTI] 14:26:29.620 IV=27.2% +1.3 C2 602 x $0.21 - $0.22 x 538 EMLD Vega=$13k AAPL=194.44 Ref
  542. SWEEP DETECTED:
    >>2720 BAC Dec23 32.0 Calls $0.10 (CboeTheo=0.10 ASK  [MULTI] 14:26:52.477 IV=25.8% -0.0 EMLD 2167 x $0.09 - $0.10 x 1730 EMLD Vega=$3127 BAC=30.75 Ref
  543. SWEEP DETECTED:
    >>3591 AAPL Dec23 8th 187.5 Puts $0.04 (CboeTheo=0.04 ASK  [MULTI] 14:27:27.635 IV=35.2% +12.7 C2 1163 x $0.03 - $0.04 x 672 C2 Vega=$2565 AAPL=194.44 Ref
  544. SWEEP DETECTED:
    >>2277 AAPL Dec23 8th 185 Puts $0.03 (CboeTheo=0.02 ASK  [MULTI] 14:27:27.635 IV=43.9% +17.5 C2 1294 x $0.02 - $0.03 x 1262 CBOE Vega=$1111 AAPL=194.44 Ref
  545. SWEEP DETECTED:
    >>Bullish Delta Impact 1000 HLF Jan24 15.0 Calls $0.739 (CboeTheo=0.66 Above Ask!  [MULTI] 14:27:34.020 IV=54.2% +4.6 PHLX 68 x $0.65 - $0.70 x 10 MPRL  ISO 
    Delta=41%, EST. IMPACT = 41k Shares ($580k) To Buy HLF=14.01 Ref
  546. >>2000 GOLD Jun24 21.0 Calls $0.55 (CboeTheo=0.54 MID  PHLX 14:28:46.949 IV=31.6% -0.1 EDGX 221 x $0.53 - $0.56 x 168 BOX  SPREAD/FLOOR - OPENING  Vega=$8171 GOLD=17.23 Ref
  547. >>2000 GOLD Jun24 15.0 Puts $0.57 (CboeTheo=0.56 ASK  PHLX 14:28:46.949 IV=32.2% +0.1 BOX 304 x $0.54 - $0.57 x 284 BOX  SPREAD/FLOOR  Vega=$7455 GOLD=17.23 Ref
  548. >>2000 BAC Jan25 30.0 Puts $2.68 (CboeTheo=2.68 MID  ARCA 14:29:05.315 IV=27.3% +0.4 MPRL 83 x $2.66 - $2.69 x 180 MPRL  SPREAD/CROSS  Vega=$24k BAC=30.77 Ref
  549. >>2000 BAC Jan25 30.0 Puts $2.67 (CboeTheo=2.68 MID  ARCA 14:29:05.315 IV=27.3% +0.3 MPRL 83 x $2.66 - $2.69 x 180 MPRL  SPREAD/CROSS  Vega=$24k BAC=30.77 Ref
  550. >>2000 BAC Jan26 30.0 Puts $3.67 (CboeTheo=3.69 MID  ARCA 14:29:05.315 IV=27.5% +0.0 BZX 81 x $3.60 - $3.75 x 38 BZX  SPREAD/CROSS  Vega=$32k BAC=30.77 Ref
  551. SWEEP DETECTED:
    >>Bearish Delta Impact 9864 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.07 BID  [MULTI] 14:32:44.332 IV=46.9% -8.6 BOX 3573 x $0.05 - $0.10 x 705 BOX  ISO 
    Delta=30%, EST. IMPACT = 292k Shares ($530k) To Sell QD=1.81 Ref
  552. SWEEP DETECTED:
    >>2711 SQ Dec23 8th 74.0 Calls $0.02 (CboeTheo=0.03 BID  [MULTI] 14:33:01.720 IV=67.1% -1.0 EMLD 582 x $0.02 - $0.03 x 627 EMLD  OPENING  Vega=$545 SQ=68.69 Ref
  553. >>Unusual Volume STX - 3x market weighted volume: 7577 = 9262 projected vs 2991 adv, 57% puts, 6% of OI [STX 78.47 +0.67 Ref, IV=27.0% +0.1]
  554. >>3186 ET Dec23 14.0 Calls $0.02 (CboeTheo=0.03 ASK  EDGX 14:35:48.109 IV=23.0% +0.5 EMLD 106 x $0.01 - $0.02 x 277 NOM  CROSS  Vega=$1109 ET=13.37 Ref
  555. SWEEP DETECTED:
    >>Bullish Delta Impact 659 KBH Dec23 8th 56.0 Calls $0.65 (CboeTheo=0.62 ASK  [MULTI] 14:37:26.835 IV=46.1% +11.1 MIAX 195 x $0.50 - $0.65 x 89 PHLX  OPENING 
    Delta=55%, EST. IMPACT = 36k Shares ($2.05m) To Buy KBH=56.17 Ref
  556. >>3500 NKLA Dec23 1.0 Puts $0.28 (CboeTheo=0.27 BID  AMEX 14:37:38.010 IV=254.6% +159.6 ARCA 286 x $0.28 - $0.29 x 1948 C2  SPREAD/CROSS   SSR  Vega=$140 NKLA=0.77 Ref
  557. >>3500 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  AMEX 14:37:38.010 IV=180.9% +86.0 C2 4082 x $0.02 - $0.03 x 1632 C2  SPREAD/CROSS   SSR  Vega=$111 NKLA=0.77 Ref
  558. SWEEP DETECTED:
    >>2147 GOOGL Mar24 125 Puts $2.75 (CboeTheo=2.70 ASK  [MULTI] 14:37:36.517 IV=28.7% +1.3 MPRL 15 x $2.71 - $2.75 x 430 EDGX Vega=$46k GOOGL=136.99 Ref
  559. >>2000 NVDA Jan24 400 Puts $3.15 (CboeTheo=3.09 ASK  PHLX 14:39:32.751 IV=37.7% +0.1 CBOE 727 x $3.05 - $3.15 x 1057 CBOE  SPREAD/CROSS/TIED  Vega=$59k NVDA=463.74 Ref
  560. >>2000 NVDA Jan24 400 Calls $69.75 (CboeTheo=69.62 ASK  PHLX 14:39:32.751 IV=37.9% +0.3 BZX 75 x $69.35 - $69.85 x 94 CBOE  SPREAD/CROSS/TIED  Vega=$59k NVDA=463.74 Ref
  561. >>14397 HOOD Jan24 13.0 Calls $0.54 (CboeTheo=0.53 Above Ask!  PHLX 14:39:51.289 IV=65.1% -4.6 MRX 134 x $0.52 - $0.53 x 1 ARCA  SPREAD/FLOOR  Vega=$21k HOOD=11.55 Ref
  562. >>14397 HOOD Jan24 17.0 Calls $0.15 (CboeTheo=0.16 BID  PHLX 14:39:51.289 IV=80.7% -8.5 EDGX 329 x $0.15 - $0.17 x 229 MPRL  SPREAD/FLOOR  Vega=$11k HOOD=11.55 Ref
  563. >>2500 SEAT Dec23 7.5 Calls $0.10 (CboeTheo=0.05 ASK  AMEX 14:40:15.105 IV=76.1% +28.5 C2 0 x $0.00 - $0.10 x 26 CBOE  CROSS   SSR  Vega=$784 SEAT=6.88 Ref
  564. SWEEP DETECTED:
    >>Bullish Delta Impact 3000 KOS Dec23 6.0 Calls $0.34 (CboeTheo=0.31 ASK  [MULTI] 14:40:31.507 IV=56.0% +15.8 PHLX 1805 x $0.25 - $0.35 x 589 PHLX  AUCTION - OPENING 
    Delta=69%, EST. IMPACT = 207k Shares ($1.29m) To Buy KOS=6.21 Ref
  565. >>1200 VIX Dec23 20th 28.0 Calls $0.06 (CboeTheo=0.06 BID  CBOE 14:40:53.973 IV=192.6% +3.0 CBOE 1000 x $0.06 - $0.07 x 13k CBOE Vega=$240 VIX=13.67 Fwd
  566. >>6400 TSLA Jan24 416.67 Puts $176.05 (CboeTheo=175.72 ASK  PHLX 14:42:36.911 IV=88.9% +27.2 NOM 70 x $173.85 - $177.60 x 30 BZX  SPREAD/FLOOR - OPENING  Vega=$37k TSLA=240.95 Ref
  567. >>3600 TSLA Jan24 400 Puts $160.25 (CboeTheo=159.05 ASK  PHLX 14:42:36.911 IV=94.1% +34.5 BZX 44 x $158.00 - $160.70 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$38k TSLA=240.95 Ref
  568. >>8640 TSLA Jan24 450 Puts $209.70 (CboeTheo=209.05 ASK  PHLX 14:42:36.910 IV=104.2% +38.6 BZX 37 x $207.00 - $210.90 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$64k TSLA=240.95 Ref
  569. SWEEP DETECTED:
    >>2429 SIRI Jan24 4.75 Puts $0.68 (CboeTheo=0.70 BID  [MULTI] 14:43:14.346 IV=72.6% -4.2 CBOE 473 x $0.68 - $0.70 x 204 ARCA Vega=$1398 SIRI=4.67 Ref
  570. >>2000 NKLA Dec23 1.0 Puts $0.28 (CboeTheo=0.28 BID  AMEX 14:44:51.573 IV=247.5% +152.6 NOM 500 x $0.28 - $0.29 x 250 PHLX  SPREAD/CROSS   SSR  Vega=$78 NKLA=0.77 Ref
  571. >>2000 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  AMEX 14:44:51.573 IV=183.5% +88.5 C2 2624 x $0.02 - $0.03 x 1632 C2  SPREAD/CROSS   SSR  Vega=$63 NKLA=0.77 Ref
  572. >>Market Color CI - Bullish option flow detected in Cigna (256.54 -0.95) with 5,102 calls trading (1.5x expected) and implied vol increasing over 1 point to 26.06%. . The Put/Call Ratio is 0.36. Earnings are expected on 02/01. [CI 256.54 -0.95 Ref, IV=26.1% +1.1] #Bullish
  573. >>2000 SGEN Jan24 200 Puts $2.76 (CboeTheo=2.35 ASK  AMEX 14:45:10.957 IV=33.9% +0.5 PHLX 10 x $2.15 - $3.30 x 10 PHLX  SPREAD/FLOOR   52WeekHigh  Vega=$41k SGEN=218.97 Ref
  574. SWEEP DETECTED:
    >>Bullish Delta Impact 1783 ASAN Dec23 8th 18.5 Puts $0.20 (CboeTheo=0.30 BID  [MULTI] 14:45:14.877 IV=72.7% -8.9 EDGX 986 x $0.20 - $0.30 x 449 EDGX  OPENING   SSR 
    Delta=-38%, EST. IMPACT = 68k Shares ($1.27m) To Buy ASAN=18.70 Ref
  575. >>3000 AMD Jan24 110 Puts $0.95 (CboeTheo=0.95 BID  ARCA 14:47:07.511 IV=39.0% +2.7 EMLD 1 x $0.95 - $0.96 x 167 C2  CROSS  Vega=$25k AMD=127.74 Ref
  576. >>2205 SNBR Mar24 25.0 Calls $0.75 (CboeTheo=0.68 ASK  ISE 14:47:36.685 IV=100.4% +6.5 PHLX 98 x $0.60 - $0.75 x 213 PHLX  CROSS - OPENING  Vega=$4905 SNBR=14.29 Ref
  577. SWEEP DETECTED:
    >>2500 TSLA Dec23 8th 250 Calls $0.337 (CboeTheo=0.35 Below Bid!  [MULTI] 14:47:40.533 IV=56.1% +4.6 NOM 56 x $0.35 - $0.36 x 442 EMLD Vega=$5891 TSLA=240.38 Ref
  578. >>3460 BAC Jan24 60.0 Puts $29.25 (CboeTheo=29.24 ASK  BOX 14:49:19.718 IV=100.1% +33.3 BXO 20 x $29.15 - $29.25 x 2 BZX  SPREAD/FLOOR - OPENING  Vega=$1503 BAC=30.77 Ref
  579. >>3460 BAC Jan24 38.0 Puts $7.25 (CboeTheo=7.24 ASK  BOX 14:49:19.718 IV=39.2% +9.8 BOX 7 x $7.20 - $7.25 x 8 MPRL  SPREAD/FLOOR - OPENING  Vega=$2761 BAC=30.77 Ref
  580. >>2200 ZM Jan24 130 Puts $58.50 (CboeTheo=58.42 BID  BOX 14:49:58.336 IV=94.0% +24.8 NOM 50 x $58.10 - $59.30 x 50 NOM  SPREAD/FLOOR  Vega=$3393 ZM=71.58 Ref
  581. >>2200 ZM Jan24 105 Puts $33.50 (CboeTheo=33.42 ASK  BOX 14:49:58.336 IV=65.4% +10.6 BZX 2 x $33.35 - $33.50 x 4 BZX  SPREAD/FLOOR - OPENING  Vega=$4184 ZM=71.58 Ref
  582. >>2460 FSLR Dec23 200 Puts $56.10 (CboeTheo=56.08 ASK  PHLX 14:50:13.405 IV=98.0% +14.1 BZX 53 x $55.25 - $56.70 x 11 BZX  FLOOR - OPENING  Vega=$1204 FSLR=143.92 Ref
  583. >>2950 FSLR Dec23 195 Puts $51.10 (CboeTheo=51.08 MID  PHLX 14:50:13.405 IV=91.4% +91.4 MIAX 11 x $50.50 - $51.70 x 16 BXO  FLOOR - OPENING  Vega=$1513 FSLR=143.92 Ref
  584. >>2000 X Jan24 30.0 Puts $0.20 (CboeTheo=0.30 BID  BOX 14:50:59.354 IV=41.2% -4.8 NOM 32 x $0.20 - $0.30 x 1 ISE  SPREAD/FLOOR  Vega=$3811 X=35.97 Ref
  585. >>2000 X Jan24 34.0 Puts $0.87 (CboeTheo=0.87 MID  BOX 14:50:59.354 IV=36.4% +1.5 BZX 44 x $0.85 - $0.90 x 2 ARCA  SPREAD/FLOOR  Vega=$8480 X=35.97 Ref
  586. >>3090 XOM Jan24 115 Puts $16.75 (CboeTheo=16.80 BID  BOX 14:51:51.420 BZX 14 x $16.75 - $16.85 x 17 BZX  SPREAD/FLOOR - OPENING  Vega=$0 XOM=98.19 Ref
  587. >>2090 XOM Dec23 110 Puts $11.85 (CboeTheo=11.80 ASK  BOX 14:51:51.420 IV=43.5% +12.2 MIAX 43 x $11.70 - $11.85 x 14 NOM  SPREAD/FLOOR - OPENING  Vega=$2348 XOM=98.19 Ref
  588. >>2950 CSCO Dec23 52.5 Puts $4.25 (CboeTheo=4.20 ASK  BOX 14:52:46.947 IV=37.7% +9.9 MIAX 30 x $4.15 - $4.25 x 18 NOM  SPREAD/FLOOR - OPENING  Vega=$2803 CSCO=48.30 Ref
  589. >>2470 CSCO Dec23 55.0 Puts $6.75 (CboeTheo=6.70 ASK  BOX 14:52:46.947 IV=53.2% +15.2 MIAX 49 x $6.65 - $6.75 x 30 NOM  SPREAD/FLOOR - OPENING  Vega=$1861 CSCO=48.30 Ref
  590. >>3570 SE Jan24 70.0 Puts $30.85 (CboeTheo=30.71 ASK  PHLX 14:53:07.955 IV=100.9% +21.2 NOM 15 x $30.10 - $31.30 x 18 BZX  FLOOR - OPENING  Vega=$5024 SE=39.28 Ref
  591. >>2150 CVX Dec23 165 Puts $22.95 (CboeTheo=23.07 BID  BOX 14:53:32.508 BZX 12 x $22.95 - $23.15 x 13 BZX  SPREAD/FLOOR - OPENING  Vega=$0 CVX=141.94 Ref
  592. >>2360 CVX Dec23 155 Puts $13.15 (CboeTheo=13.06 ASK  BOX 14:53:32.508 IV=36.6% +9.1 BZX 17 x $12.95 - $13.15 x 17 BZX  SPREAD/FLOOR  Vega=$4986 CVX=141.94 Ref
  593. >>2140 CVX Dec23 160 Puts $18.12 (CboeTheo=18.07 ASK  BOX 14:53:32.508 IV=44.8% +12.7 BZX 12 x $17.95 - $18.15 x 13 BZX  SPREAD/FLOOR - OPENING  Vega=$3128 CVX=141.94 Ref
  594. >>1340 SPX Dec23 3600 Puts $0.10 (CboeTheo=0.11 ASK  CBOE 14:53:44.247 IV=54.7% +2.0 CBOE 4884 x $0.05 - $0.10 x 888 CBOE  ISO  Vega=$3236 SPX=4589.36 Fwd
  595. SPLIT TICKET:
    >>1910 SPX Dec23 3600 Puts $0.10 (CboeTheo=0.11 ASK  [CBOE] 14:53:44.247 IV=54.7% +2.0 CBOE 4884 x $0.05 - $0.10 x 888 CBOE  ISO  Vega=$4613 SPX=4589.36 Fwd
  596. >>3270 SLB Jan24 60.0 Puts $11.75 (CboeTheo=11.82 BID  BOX 14:53:46.664 BXO 1 x $11.75 - $11.85 x 9 BOX  SPREAD/FLOOR - OPENING  Vega=$0 SLB=48.17 Ref
  597. >>2760 SE Jan24 70.0 Puts $30.95 (CboeTheo=30.71 ASK  BOX 14:53:51.257 IV=107.3% +27.5 BZX 17 x $30.35 - $30.95 x 5 EDGX  SPREAD/FLOOR  Vega=$4957 SE=39.28 Ref
  598. >>6440 NEE Jan24 70.0 Puts $9.80 (CboeTheo=9.90 BID  BOX 14:54:40.759 BOX 28 x $9.80 - $10.00 x 36 BZX  SPREAD/FLOOR - OPENING  Vega=$0 NEE=60.10 Ref
  599. >>2860 NEE Jan24 77.5 Puts $17.35 (CboeTheo=17.39 BID  BOX 14:54:40.759 NOM 6 x $17.30 - $17.50 x 23 MPRL  SPREAD/FLOOR - OPENING  Vega=$0 NEE=60.10 Ref
  600. SWEEP DETECTED:
    >>2697 KVUE Jan24 12th 20.5 Calls $1.51 (CboeTheo=1.51 MID  [MULTI] 14:54:50.085 IV=44.6% +2.5 NOM 75 x $1.51 - $1.51 x 15 BZX Vega=$6819 KVUE=21.02 Ref
  601. >>2560 WYNN Jan24 100 Puts $17.65 (CboeTheo=17.61 ASK  BOX 14:54:57.926 IV=36.2% +5.3 AMEX 3 x $17.50 - $17.65 x 5 BXO  SPREAD/FLOOR - OPENING  Vega=$5964 WYNN=82.39 Ref
  602. >>2590 WYNN Jan24 110 Puts $27.50 (CboeTheo=27.61 BID  BOX 14:54:57.926 EDGX 3 x $27.50 - $27.65 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 WYNN=82.39 Ref
  603. >>10000 WFC Jan24 55.0 Puts $9.70 (CboeTheo=9.74 BID  BOX 14:55:26.666 EDGX 46 x $9.70 - $9.80 x 80 PHLX  SPREAD/FLOOR  Vega=$0 WFC=45.26 Ref
  604. >>10000 WFC Jan24 57.5 Puts $12.20 (CboeTheo=12.24 BID  BOX 14:55:26.666 MIAX 28 x $12.15 - $12.30 x 58 PHLX  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.26 Ref
  605. SPLIT TICKET:
    >>2250 SPXW Dec23 29th 3975 Puts $1.13 (CboeTheo=1.08 MID  [CBOE] 14:55:28.861 IV=26.3% +1.4 CBOE 175 x $1.10 - $1.15 x 1105 CBOE  LATE  Vega=$81k SPX=4597.76 Fwd
  606. SPLIT TICKET:
    >>1323 SPXW Dec23 29th 3815 Puts $0.70 (CboeTheo=0.68 BID  [CBOE] 14:55:28.861 IV=30.9% +1.4 CBOE 128 x $0.70 - $0.75 x 1407 CBOE  LATE - OPENING  Vega=$29k SPX=4597.76 Fwd
  607. SPLIT TICKET:
    >>1323 SPXW Dec23 29th 3800 Puts $0.67 (CboeTheo=0.65 MID  [CBOE] 14:55:28.861 IV=31.3% +1.2 CBOE 808 x $0.65 - $0.70 x 150 CBOE  LATE  Vega=$27k SPX=4597.76 Fwd
  608. SPLIT TICKET:
    >>2232 SPXW Jan24 5th 4050 Puts $2.10 (CboeTheo=2.11 MID  [CBOE] 14:55:28.861 IV=22.3% +1.0 CBOE 1313 x $2.05 - $2.15 x 281 CBOE  LATE - OPENING  Vega=$150k SPX=4601.87 Fwd
  609. >>3030 DBI Dec23 12.0 Puts $3.60 (CboeTheo=3.41 ASK  BOX 14:55:34.514 IV=213.3% +74.2 AMEX 1 x $3.30 - $3.60 x 1 AMEX  SPREAD/FLOOR  Vega=$1061 DBI=8.64 Ref
  610. SWEEP DETECTED:
    >>5225 T Jun24 20.0 Calls $0.22 (CboeTheo=0.21 ASK  [MULTI] 14:56:07.921 IV=21.2% -0.0 BZX 20 x $0.20 - $0.22 x 43 EMLD Vega=$17k T=17.09 Ref
  611. >>2000 TSEM Jan24 38.0 Puts $9.70 (CboeTheo=9.58 ASK  BOX 14:56:16.243 IV=60.7% +12.0 PHLX 652 x $8.30 - $10.00 x 386 PHLX  SPREAD/FLOOR  Vega=$3008 TSEM=28.43 Ref
  612. >>8000 M Feb24 21.0 Calls $0.41 (CboeTheo=0.41 MID  ARCA 14:56:16.755 IV=51.6% +0.0 BOX 29 x $0.39 - $0.43 x 10 MPRL  CROSS - OPENING  Vega=$17k M=17.00 Ref
  613. SWEEP DETECTED:
    >>5000 AAL Feb24 12.0 Puts $0.30 (CboeTheo=0.28 ASK  [MULTI] 14:56:14.680 IV=44.5% +2.0 MPRL 92 x $0.28 - $0.30 x 505 EMLD Vega=$8224 AAL=13.90 Ref
  614. >>2310 DLTR Jan24 150 Puts $23.30 (CboeTheo=23.39 BID  BOX 14:56:27.500 BXO 1 x $23.30 - $23.60 x 2 BXO  SPREAD/FLOOR  Vega=$0 DLTR=126.61 Ref
  615. >>12600 VALE Jan24 20.0 Puts $5.25 (CboeTheo=5.21 ASK  BOX 14:56:34.457 IV=59.0% +15.8 MIAX 17 x $5.15 - $5.25 x 24 MIAX  SPREAD/FLOOR  Vega=$8290 VALE=14.79 Ref
  616. >>12600 VALE Jan24 25.0 Puts $10.25 (CboeTheo=10.21 ASK  BOX 14:56:34.457 IV=91.1% +29.8 NOM 22 x $10.15 - $10.25 x 32 BZX  SPREAD/FLOOR - OPENING  Vega=$6480 VALE=14.79 Ref
  617. >>Unusual Volume ARCC - 3x market weighted volume: 5740 = 6566 projected vs 1695 adv, 69% puts, 3% of OI [ARCC 19.73 +0.01 Ref, IV=12.3% -1.2]
  618. SWEEP DETECTED:
    >>4328 KVUE Dec23 22.0 Calls $0.23 (CboeTheo=0.25 BID  [MULTI] 14:57:46.514 IV=48.0% -15.9 C2 245 x $0.23 - $0.24 x 162 ARCA Vega=$4419 KVUE=20.96 Ref
  619. >>2380 FSLR Dec23 200 Puts $56.70 (CboeTheo=56.26 ASK  BOX 14:58:32.557 IV=130.2% +46.4 BZX 29 x $55.30 - $56.75 x 10 MIAX  SPREAD/FLOOR - OPENING  Vega=$5355 FSLR=143.75 Ref
  620. >>2890 FSLR Dec23 195 Puts $51.90 (CboeTheo=51.26 ASK  BOX 14:58:32.557 IV=130.2% +130.2 BZX 38 x $50.50 - $51.90 x 10 MIAX  SPREAD/FLOOR - OPENING  Vega=$8090 FSLR=143.75 Ref
  621. >>12010 PBR Jan24 30.0 Puts $15.71 (CboeTheo=15.61 BID  BOX 14:58:35.287 IV=130.4% +53.1 BXO 12 x $15.55 - $16.50 x 31 NOM  SPREAD/FLOOR - OPENING  Vega=$7686 PBR=14.39 Ref
  622. >>4420 PBR Jan24 30.0 Puts $15.72 (CboeTheo=15.61 BID  BOX 14:58:35.287 IV=132.0% +54.6 BXO 12 x $15.55 - $16.50 x 31 NOM  SPREAD/FLOOR  Vega=$2945 PBR=14.39 Ref
  623. >>18070 PBR Jan24 20.0 Puts $5.70 (CboeTheo=5.61 ASK  BOX 14:58:35.287 IV=69.8% +28.6 BXO 12 x $5.55 - $5.70 x 12 BXO  SPREAD/FLOOR  Vega=$15k PBR=14.39 Ref
  624. >>2020 TSLA Jan24 333.33 Puts $92.65 (CboeTheo=92.33 ASK  BOX 14:59:06.854 IV=58.1% +7.6 BXO 46 x $92.00 - $92.65 x 25 BZX  SPREAD/FLOOR - OPENING  Vega=$15k TSLA=241.00 Ref
  625. >>2180 TSLA Jan24 360 Puts $117.05 (CboeTheo=119.00 BID  BOX 14:59:06.854 ARCA 25 x $117.05 - $120.85 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=241.00 Ref
  626. >>6280 TSLA Jan24 416.67 Puts $175.84 (CboeTheo=175.68 ASK  BOX 14:59:06.854 IV=85.4% +23.7 NOM 70 x $173.85 - $177.60 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$26k TSLA=241.00 Ref
  627. >>2210 TSLA Jan24 450 Puts $207.00 (CboeTheo=209.01 BID  BOX 14:59:06.854 BXO 43 x $207.00 - $210.90 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=241.00 Ref
  628. >>5480 TSLA Jan24 450 Puts $207.01 (CboeTheo=209.01 BID  BOX 14:59:06.854 BXO 43 x $207.00 - $210.90 x 25 NOM  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=241.00 Ref
  629. >>2850 TSLA Jan24 366.67 Puts $123.85 (CboeTheo=125.68 BID  BOX 14:59:06.854 NOM 70 x $123.85 - $127.50 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$0 TSLA=241.00 Ref
  630. >>2020 TSLA Jan24 400 Puts $160.70 (CboeTheo=159.01 ASK  BOX 14:59:06.854 IV=98.5% +38.8 BZX 28 x $158.10 - $160.70 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$25k TSLA=241.00 Ref
  631. SWEEP DETECTED:
    >>2036 NKLA Jan24 1.0 Puts $0.33 (CboeTheo=0.31 BID  [MULTI] 14:59:19.280 IV=157.7% +52.3 PHLX 250 x $0.33 - $0.34 x 407 EMLD  ISO   SSR  Vega=$204 NKLA=0.77 Ref
  632. >>3160 ENPH Jan24 180 Puts $72.86 (CboeTheo=73.24 BID  BOX 14:59:49.817 EDGX 6 x $72.65 - $73.75 x 5 EDGX  SPREAD/FLOOR - OPENING  Vega=$0 ENPH=106.76 Ref
  633. >>3000 NKLA Dec23 1.0 Puts $0.29 (CboeTheo=0.28 BID  AMEX 15:00:31.163 IV=270.0% +175.0 NOM 199 x $0.29 - $0.30 x 2882 C2  SPREAD/CROSS   SSR  Vega=$121 NKLA=0.77 Ref
  634. >>3000 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04 BID  AMEX 15:00:31.163 IV=184.7% +89.7 C2 3421 x $0.02 - $0.03 x 2091 C2  SPREAD/CROSS   SSR  Vega=$94 NKLA=0.77 Ref
  635. SPLIT TICKET:
    >>1250 SPXW Dec23 29th 4100 Puts $1.65 (CboeTheo=1.61 ASK  [CBOE] 15:01:53.871 IV=22.5% +1.2 CBOE 187 x $1.60 - $1.65 x 694 CBOE Vega=$68k SPX=4598.57 Fwd
  636. SWEEP DETECTED:
    >>2061 NKLA Jan24 1.0 Puts $0.33 (CboeTheo=0.31 BID  [MULTI] 15:03:33.736 IV=158.4% +53.1 PHLX 9 x $0.33 - $0.34 x 305 EMLD  ISO   SSR  Vega=$208 NKLA=0.77 Ref
  637. SWEEP DETECTED:
    >>2317 T Jun24 20.0 Calls $0.22 (CboeTheo=0.22 MID  [MULTI] 15:03:44.503 IV=21.2% -0.1 BZX 24 x $0.21 - $0.23 x 2044 C2 Vega=$7338 T=17.09 Ref
  638. >>4000 F Jan25 10.0 Puts $1.06 (CboeTheo=1.07 BID  PHLX 15:05:04.172 IV=34.3% -0.1 EDGX 3269 x $1.05 - $1.10 x 41 EMLD  SPREAD/CROSS/TIED  Vega=$16k F=10.87 Ref
  639. >>8000 F Jan24 11.35 Puts $0.69 (CboeTheo=0.64 ASK  PHLX 15:05:04.172 IV=29.4% +2.8 MPRL 12 x $0.67 - $0.69 x 5829 EMLD  SPREAD/CROSS/TIED  Vega=$11k F=10.87 Ref
  640. SWEEP DETECTED:
    >>2280 T Jun24 20.0 Calls $0.22 (CboeTheo=0.22 ASK  [MULTI] 15:05:25.511 IV=21.3% -0.0 BOX 310 x $0.17 - $0.23 x 1424 AMEX Vega=$7210 T=17.07 Ref
  641. SWEEP DETECTED:
    >>2000 C Mar24 48.0 Calls $3.02 (CboeTheo=3.04 BID  [MULTI] 15:07:02.427 IV=25.8% +0.5 PHLX 236 x $3.00 - $3.10 x 523 EDGX  AUCTION  Vega=$19k C=48.59 Ref
  642. >>Unusual Volume VLY - 3x market weighted volume: 5609 = 6278 projected vs 2089 adv, 97% puts, 5% of OI [VLY 9.78 +0.01 Ref, IV=41.4% +1.1]
  643. >>2644 NKLA Dec23 22nd 1.0 Puts $0.32 (CboeTheo=0.31 ASK  PHLX 15:08:58.796 IV=245.4% +147.9 NOM 243 x $0.31 - $0.32 x 2644 PHLX  OPENING/COMPLEX   SSR  Vega=$154 NKLA=0.77 Ref
  644. >>2000 ZM Jan24 155 Puts $83.55 (CboeTheo=83.47 ASK  PHLX 15:09:21.891 IV=116.6% +36.2 ARCA 50 x $82.55 - $84.30 x 20 BXO  SPREAD/FLOOR - OPENING  Vega=$2694 ZM=71.53 Ref
  645. >>2000 ZM Jan24 130 Puts $58.55 (CboeTheo=58.47 ASK  PHLX 15:09:21.891 IV=93.9% +24.6 BZX 54 x $57.20 - $59.50 x 53 BZX  SPREAD/FLOOR  Vega=$3010 ZM=71.53 Ref
  646. SWEEP DETECTED:
    >>5513 NKLA Jan24 1.0 Puts $0.33 (CboeTheo=0.31 MID  [MULTI] 15:09:24.864 IV=156.3% +51.0 EMLD 1340 x $0.32 - $0.34 x 70 MPRL  SSR  Vega=$550 NKLA=0.76 Ref
  647. >>2000 SCHW Jan24 75.0 Puts $12.30 (CboeTheo=12.29 ASK  PHLX 15:09:30.355 IV=33.2% +2.4 BZX 18 x $12.20 - $12.35 x 28 BOX  FLOOR  Vega=$2729 SCHW=62.72 Ref
  648. SWEEP DETECTED:
    >>4374 C Dec23 51.0 Calls $0.20 (CboeTheo=0.20 ASK  [MULTI] 15:09:32.779 IV=32.4% +0.8 BZX 16 x $0.19 - $0.20 x 616 C2  AUCTION  Vega=$7950 C=48.55 Ref
  649. >>2500 PYPL Jan24 75.0 Puts $16.65 (CboeTheo=16.64 MID  PHLX 15:09:38.662 IV=43.3% +4.4 MIAX 10 x $16.60 - $16.70 x 10 MPRL  FLOOR - OPENING  Vega=$2679 PYPL=58.37 Ref
  650. >>3550 FSLR Dec23 200 Puts $56.15 (CboeTheo=56.27 BID  PHLX 15:09:49.775 EDGX 5 x $56.00 - $56.55 x 5 EDGX  FLOOR - OPENING  Vega=$0 FSLR=143.73 Ref
  651. >>2500 FSLR Dec23 195 Puts $51.10 (CboeTheo=51.27 BID  PHLX 15:09:49.775 MIAX 10 x $50.70 - $52.00 x 83 BOX  FLOOR - OPENING  Vega=$0 FSLR=143.73 Ref
  652. >>2200 NEE Jan24 77.5 Puts $17.40 (CboeTheo=17.41 MID  PHLX 15:09:52.735 CBOE 25 x $17.30 - $17.50 x 37 MPRL  FLOOR - OPENING  Vega=$0 NEE=60.09 Ref
  653. SPLIT TICKET:
    >>2000 WYNN Jan24 110 Puts $27.565 (CboeTheo=27.55 BID  [PHLX] 15:09:59.668 CBOE 30 x $27.35 - $27.90 x 30 CBOE  FLOOR - OPENING  Vega=$0 WYNN=82.44 Ref
  654. >>2900 ENPH Jan24 180 Puts $72.80 (CboeTheo=73.09 BID  PHLX 15:10:02.524 BOX 219 x $72.05 - $74.35 x 56 BXO  FLOOR - OPENING  Vega=$0 ENPH=106.91 Ref
  655. >>13000 WFC Jan24 57.5 Puts $12.15 (CboeTheo=12.19 BID  PHLX 15:10:03.865 PHLX 75 x $12.10 - $12.25 x 214 BXO  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.31 Ref
  656. >>13000 WFC Jan24 55.0 Puts $9.65 (CboeTheo=9.69 BID  PHLX 15:10:03.866 PHLX 175 x $9.60 - $9.75 x 203 BXO  SPREAD/FLOOR - OPENING  Vega=$0 WFC=45.31 Ref
  657. >>3750 DKNG Dec23 22nd 38.0 Calls $0.36 (CboeTheo=0.37 BID  CBOE 15:10:04.231 IV=42.8% -0.1 GEMX 218 x $0.36 - $0.37 x 10 ARCA  SPREAD/CROSS - OPENING  Vega=$7913 DKNG=35.27 Ref
  658. >>5000 OKTA Jan25 130 Calls $2.30 (CboeTheo=2.21 ASK  ARCA 15:10:13.151 IV=42.0% +2.6 BZX 12 x $2.03 - $2.40 x 21 ARCA  CROSS  Vega=$96k OKTA=71.89 Ref
  659. >>2140 NEE Jan24 77.5 Puts $17.42 (CboeTheo=17.39 ASK  BOX 15:10:16.706 IV=45.4% +12.3 CBOE 14 x $17.30 - $17.50 x 37 MPRL  SPREAD/FLOOR - OPENING  Vega=$3246 NEE=60.12 Ref
  660. >>2920 TSLA Jan24 450 Puts $209.05 (CboeTheo=208.53 ASK  PHLX 15:10:20.051 IV=102.1% +36.5 BZX 37 x $207.00 - $210.90 x 25 ARCA  FLOOR - OPENING  Vega=$20k TSLA=241.47 Ref
  661. >>3400 TSLA Jan24 416.67 Puts $175.65 (CboeTheo=175.20 BID  PHLX 15:10:20.051 IV=90.7% +29.0 NOM 70 x $173.85 - $177.60 x 25 ARCA  FLOOR - OPENING  Vega=$23k TSLA=241.47 Ref
  662. >>2320 FSLR Dec23 200 Puts $55.85 (CboeTheo=56.10 BID  BOX 15:10:21.393 EDGX 5 x $55.85 - $56.85 x 37 BZX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=143.91 Ref
  663. >>2320 FSLR Dec23 195 Puts $50.85 (CboeTheo=51.10 BID  BOX 15:10:21.393 MIAX 10 x $50.70 - $51.55 x 10 MIAX  SPREAD/FLOOR - OPENING  Vega=$0 FSLR=143.91 Ref
  664. SPLIT TICKET:
    >>3000 TSLA Jan24 450 Puts $209.049 (CboeTheo=208.53 ASK  [PHLX] 15:10:20.051 IV=102.1% +36.5 BZX 37 x $207.00 - $210.90 x 25 ARCA  FLOOR - OPENING  Vega=$20k TSLA=241.47 Ref
  665. >>1000 VIX Dec23 20th 28.0 Calls $0.06 (CboeTheo=0.06 MID  CBOE 15:10:24.824 IV=192.3% +2.7 CBOE 85 x $0.05 - $0.07 x 22k CBOE Vega=$200 VIX=13.70 Fwd
  666. >>2730 PFE Jan24 35.0 Puts $6.25 (CboeTheo=6.29 BID  BOX 15:10:30.940 ARCA 1 x $6.25 - $6.30 x 11 BXO  SPREAD/FLOOR  Vega=$0 PFE=28.71 Ref
  667. >>2500 CSCO Dec23 55.0 Puts $6.75 (CboeTheo=6.74 MID  PHLX 15:10:31.403 IV=46.4% +8.3 BXO 13 x $6.70 - $6.80 x 109 PHLX  FLOOR - OPENING  Vega=$1035 CSCO=48.27 Ref
  668. >>3500 CSCO Dec23 52.5 Puts $4.25 (CboeTheo=4.24 MID  PHLX 15:10:31.403 IV=32.4% +4.6 AMEX 278 x $4.20 - $4.30 x 117 BZX  FLOOR - OPENING  Vega=$1906 CSCO=48.27 Ref
  669. >>2270 XOM Dec23 110 Puts $11.85 (CboeTheo=11.79 ASK  BOX 15:10:36.129 IV=44.4% +13.1 CBOE 66 x $11.70 - $11.85 x 33 BZX  SPREAD/FLOOR - OPENING  Vega=$2781 XOM=98.20 Ref
  670. >>2270 XOM Jan24 115 Puts $16.85 (CboeTheo=16.80 ASK  BOX 15:10:36.129 IV=31.2% +6.5 MIAX 41 x $16.70 - $16.85 x 38 EDGX  SPREAD/FLOOR - OPENING  Vega=$7155 XOM=98.20 Ref
  671. >>2200 SQ Jan24 125 Puts $56.85 (CboeTheo=56.42 ASK  PHLX 15:10:42.451 IV=110.6% +42.9 BZX 33 x $55.35 - $57.50 x 33 BZX  SPREAD/FLOOR - OPENING  Vega=$6902 SQ=68.58 Ref
  672. >>2200 SQ Jan24 100 Puts $31.85 (CboeTheo=31.42 ASK  PHLX 15:10:42.451 IV=77.7% +23.0 PHLX 26 x $31.20 - $31.85 x 39 BZX  SPREAD/FLOOR - OPENING  Vega=$8296 SQ=68.58 Ref
  673. SWEEP DETECTED:
    >>4951 T Dec23 8th 17.0 Calls $0.11 (CboeTheo=0.13 BID  [MULTI] 15:10:39.845 IV=20.8% -3.4 C2 6756 x $0.11 - $0.14 x 73 BZX  ISO  Vega=$1725 T=17.05 Ref
  674. >>3000 BAC Jan24 38.0 Puts $7.30 (CboeTheo=7.29 MID  PHLX 15:10:44.127 IV=39.4% +10.0 ARCA 21 x $7.25 - $7.35 x 64 BOX  SPREAD/FLOOR  Vega=$2381 BAC=30.71 Ref
  675. >>3000 BAC Jan24 40.0 Puts $9.30 (CboeTheo=9.29 MID  PHLX 15:10:44.127 IV=46.8% +13.6 MIAX 52 x $9.25 - $9.35 x 53 ARCA  SPREAD/FLOOR - OPENING  Vega=$2083 BAC=30.71 Ref
  676. >>4200 TSLA Jan24 450 Puts $210.90 (CboeTheo=208.49 ASK  BOX 15:10:47.196 IV=121.0% +55.4 BZX 37 x $207.00 - $210.90 x 41 BZX  SPREAD/FLOOR - OPENING  Vega=$56k TSLA=241.50 Ref
  677. >>4200 TSLA Jan24 416.67 Puts $177.57 (CboeTheo=175.16 ASK  BOX 15:10:47.196 IV=109.7% +48.0 NOM 70 x $173.85 - $177.60 x 25 ARCA  SPREAD/FLOOR - OPENING  Vega=$58k TSLA=241.50 Ref
  678. >>8230 PBR Jan24 30.0 Puts $15.65 (CboeTheo=15.60 BID  BOX 15:10:51.908 IV=121.3% +43.9 NOM 31 x $14.90 - $16.50 x 32 NOM  SPREAD/FLOOR  Vega=$3939 PBR=14.40 Ref
  679. >>8230 PBR Jan24 20.0 Puts $5.65 (CboeTheo=5.59 ASK  BOX 15:10:51.908 IV=64.3% +23.1 BXO 12 x $5.50 - $5.65 x 35 NOM  SPREAD/FLOOR  Vega=$5533 PBR=14.40 Ref
  680. >>1000 SPX Dec23 4080 Puts $0.40 (CboeTheo=0.39 BID  CBOE 15:11:14.901 IV=32.3% +2.4 CBOE 100 x $0.40 - $0.45 x 3345 CBOE  FLOOR  Vega=$12k SPX=4588.95 Fwd
  681. >>3200 ARCC Mar24 19.0 Puts $0.55 (CboeTheo=0.56 BID  CBOE 15:12:05.691 IV=15.2% -0.5 PHLX 1681 x $0.50 - $0.65 x 282 PHLX  TIED/FLOOR  Vega=$12k ARCC=19.93 Ref
  682. >>9799 NU Feb24 10.0 Calls $0.06 (CboeTheo=0.11 Below Bid!  PHLX 15:13:14.437 IV=33.8% EMLD 10 x $0.09 - $0.10 x 21 BOX  COB/AUCTION - OPENING  Vega=$6744 NU=8.16 Ref
  683. >>9799 NU Feb24 8.0 Puts $0.41 (CboeTheo=0.42 Below Bid!  PHLX 15:13:14.437 IV=36.2% ARCA 3 x $0.42 - $0.44 x 1 ARCA  COB/AUCTION - OPENING  Vega=$14k NU=8.16 Ref
  684. >>9799 NU Feb24 6.0 Puts $0.05 (CboeTheo=0.11 BID  PHLX 15:13:14.437 IV=49.5% CBOE 846 x $0.02 - $0.10 x 1087 EDGX  COB/AUCTION - OPENING  Vega=$4291 NU=8.16 Ref
  685. >>Unusual Volume FDX - 3x market weighted volume: 25.1k = 27.7k projected vs 9227 adv, 75% calls, 15% of OI  ExDiv  [FDX 268.24 +1.03 Ref, IV=29.9% -0.6]
  686. >>2234 CMCSA Dec23 45.0 Calls $0.05 (CboeTheo=0.05 ASK  ARCA 15:14:07.833 IV=26.6% -2.2 C2 328 x $0.04 - $0.05 x 99 MPRL  SPREAD/FLOOR  Vega=$1946 CMCSA=42.37 Ref
  687. >>2228 CMCSA Jan24 26th 44.0 Calls $0.75 (CboeTheo=0.79 BID  ARCA 15:14:07.834 IV=22.2% BOX 14 x $0.73 - $0.82 x 16 BOX  SPREAD/FLOOR - OPENING  Vega=$13k CMCSA=42.37 Ref
  688. >>2343 SQ Dec23 8th 74.0 Calls $0.01 (CboeTheo=0.03 BID  AMEX 15:15:50.217 IV=61.4% -6.7 AMEX 3180 x $0.01 - $0.02 x 67 MPRL  OPENING  Vega=$299 SQ=68.72 Ref
  689. SWEEP DETECTED:
    >>3060 SQ Dec23 8th 74.0 Calls $0.01 (CboeTheo=0.03 BID  [MULTI] 15:15:50.217 IV=61.4% -6.7 AMEX 3180 x $0.01 - $0.02 x 67 MPRL  OPENING  Vega=$391 SQ=68.72 Ref
  690. >>2000 FDX Dec23 8th 275 Puts $7.50 (CboeTheo=7.90 BID  PHLX 15:16:51.690 BOX 22 x $7.45 - $8.00 x 21 BOX  SPREAD/CROSS/TIED - OPENING   ExDiv  Vega=$0 FDX=268.54 Ref
  691. >>2000 FDX Dec23 8th 275 Calls $0.10 (CboeTheo=0.06 ASK  PHLX 15:16:51.690 IV=32.8% +4.8 MPRL 38 x $0.06 - $0.11 x 63 EDGX  SPREAD/CROSS/TIED - OPENING   ExDiv  Vega=$3143 FDX=268.54 Ref
  692. >>1246 SPXW Dec23 12th 4650 Calls $5.00 (CboeTheo=5.04 ASK  CBOE 15:17:12.770 IV=11.2% +0.6 CBOE 353 x $4.90 - $5.00 x 1283 CBOE Vega=$169k SPX=4588.54 Fwd
  693. SPLIT TICKET:
    >>1296 SPXW Dec23 12th 4650 Calls $5.00 (CboeTheo=5.04 ASK  [CBOE] 15:17:11.957 IV=11.2% +0.6 CBOE 312 x $4.90 - $5.00 x 1283 CBOE Vega=$176k SPX=4588.54 Fwd
  694. >>2000 CNC Dec23 76.0 Calls $0.45 (CboeTheo=0.43 ASK  AMEX 15:17:59.764 IV=26.9% -0.2 PHLX 380 x $0.35 - $0.50 x 486 PHLX  CROSS - OPENING  Vega=$7154 CNC=73.91 Ref
  695. >>2500 RIVN Jan25 15.0 Puts $3.02 (CboeTheo=2.99 ASK  ARCA 15:18:52.961 IV=74.2% +1.1 GEMX 7 x $2.97 - $3.05 x 812 PHLX  SPREAD/CROSS  Vega=$15k RIVN=19.05 Ref
  696. >>2500 RIVN Sep24 17.5 Puts $3.47 (CboeTheo=3.48 MID  ARCA 15:18:52.961 IV=71.3% +0.0 EDGX 531 x $3.40 - $3.55 x 183 EDGX  SPREAD/CROSS - OPENING  Vega=$15k RIVN=19.05 Ref
  697. SWEEP DETECTED:
    >>5000 JBLU Dec23 5.0 Puts $0.10 (CboeTheo=0.11 BID  [MULTI] 15:18:57.658 IV=84.3% +7.9 CBOE 308 x $0.10 - $0.12 x 485 CBOE Vega=$1245 JBLU=5.42 Ref
  698. >>2400 SRG Jan25 12.0 Calls $0.60 (CboeTheo=0.54 ASK  PHLX 15:19:32.123 IV=35.1% +1.1 PHLX 3920 x $0.40 - $0.65 x 1039 PHLX  SPREAD/FLOOR  Vega=$8297 SRG=9.12 Ref
  699. >>4000 SRG Jan25 15.0 Calls $0.10 (CboeTheo=0.22 BID  PHLX 15:19:32.127 IV=28.8% -7.1 PHLX 4190 x $0.05 - $0.20 x 469 PHLX  SPREAD/FLOOR  Vega=$6363 SRG=9.12 Ref
  700. >>Unusual Volume STEM - 3x market weighted volume: 6808 = 7392 projected vs 1998 adv, 99% calls, 6% of OI [STEM 3.37 +0.26 Ref, IV=97.4% -1.5]
  701. SWEEP DETECTED:
    >>2000 AMD Dec23 8th 135 Calls $0.14 (CboeTheo=0.15 BID  [MULTI] 15:22:10.683 IV=63.8% -12.1 C2 1069 x $0.14 - $0.15 x 564 GEMX Vega=$1936 AMD=128.37 Ref
  702. SWEEP DETECTED:
    >>2429 NCLH Jan24 19.0 Calls $1.141 (CboeTheo=1.12 Above Ask!  [MULTI] 15:22:24.439 IV=45.8% +0.4 C2 268 x $1.12 - $1.14 x 357 EMLD Vega=$6247 NCLH=18.80 Ref
  703. >>3000 RIO Apr24 80.0 Calls $1.00 (CboeTheo=1.07 MID  PHLX 15:24:43.313 IV=23.5% -0.4 MRX 6 x $0.90 - $1.10 x 289 PHLX  SPREAD/CROSS/TIED  Vega=$35k RIO=70.58 Ref
  704. SWEEP DETECTED:
    >>Bullish Delta Impact 1309 HLF Mar24 17.5 Calls $0.90 (CboeTheo=0.84 ASK  [MULTI] 15:25:38.512 IV=64.0% +3.6 PHLX 229 x $0.75 - $0.90 x 508 PHLX
    Delta=34%, EST. IMPACT = 45k Shares ($635k) To Buy HLF=14.14 Ref
  705. >>2500 AIG Dec23 64.0 Puts $0.37 (CboeTheo=0.32 MID  AMEX 15:26:45.833 IV=19.5% +0.3 MRX 213 x $0.35 - $0.40 x 230 C2  CROSS - OPENING  Vega=$8483 AIG=65.23 Ref
  706. SWEEP DETECTED:
    >>4090 XP Dec23 8th 24.5 Calls $0.15 (CboeTheo=0.14 ASK  [MULTI] 15:26:47.501 IV=72.8% +11.3 MPRL 26 x $0.10 - $0.15 x 730 EMLD  OPENING  Vega=$1731 XP=23.89 Ref
  707. SWEEP DETECTED:
    >>2563 KVUE Dec23 20.0 Puts $0.20 (CboeTheo=0.21 BID  [MULTI] 15:27:01.788 IV=44.7% -8.4 MPRL 775 x $0.20 - $0.21 x 45 MPRL Vega=$2474 KVUE=20.91 Ref
  708. >>4100 TSLA Jan24 450 Puts $209.00 (CboeTheo=208.71 ASK  PHLX 15:27:12.206 IV=98.2% +32.6 BZX 37 x $207.00 - $210.90 x 25 ARCA  FLOOR - OPENING  Vega=$21k TSLA=241.29 Ref
  709. >>3500 TSLA Jan24 416.67 Puts $175.70 (CboeTheo=175.38 BID  PHLX 15:27:12.206 IV=88.6% +26.9 NOM 70 x $173.85 - $177.60 x 42 BZX  FLOOR - OPENING  Vega=$20k TSLA=241.29 Ref
  710. SPLIT TICKET:
    >>5000 TSLA Jan24 450 Puts $208.991 (CboeTheo=208.71 ASK  [PHLX] 15:27:12.206 IV=98.2% +32.6 BZX 37 x $207.00 - $210.90 x 25 ARCA  FLOOR - OPENING  Vega=$26k TSLA=241.29 Ref
  711. SPLIT TICKET:
    >>1000 VIX Feb24 14th 35.0 Calls $0.48 (CboeTheo=0.47 BID  [CBOE] 15:27:13.871 IV=127.4% +1.4 CBOE 198 x $0.48 - $0.49 x 24k CBOE Vega=$1520 VIX=16.27 Fwd
  712. >>6000 XOM Jan24 97.5 Puts $2.54 (CboeTheo=2.55 BID  AMEX 15:27:36.214 IV=23.4% -0.3 ARCA 10 x $2.54 - $2.56 x 15 ARCA  SPREAD/CROSS  Vega=$79k XOM=98.20 Ref
  713. >>6000 XOM Jan24 97.5 Calls $3.90 (CboeTheo=3.87 ASK  AMEX 15:27:36.214 IV=23.8% +0.1 EDGX 636 x $3.80 - $3.90 x 330 EDGX  SPREAD/CROSS  Vega=$79k XOM=98.19 Ref
  714. SPLIT TICKET:
    >>1000 VIX Feb24 14th 45.0 Calls $0.30 (CboeTheo=0.31 BID  [CBOE] 15:28:02.059 IV=139.6% +0.1 CBOE 2018 x $0.30 - $0.31 x 500 CBOE Vega=$1091 VIX=16.27 Fwd
  715. SWEEP DETECTED:
    >>4419 AMD Dec23 8th 135 Calls $0.10 (CboeTheo=0.09 MID  [MULTI] 15:29:45.396 IV=64.3% -11.6 EMLD 20 x $0.09 - $0.10 x 659 MIAX Vega=$3407 AMD=127.69 Ref
  716. SWEEP DETECTED:
    >>3754 GM Dec23 8th 34.0 Calls $0.11 (CboeTheo=0.11 ASK  [MULTI] 15:29:48.070 IV=37.2% +0.6 C2 3137 x $0.10 - $0.11 x 1164 EMLD Vega=$2246 GM=33.59 Ref
  717. >>Market Color IRBT - Bearish flow noted in iRobot (38.88 +0.66) with 2,947 puts trading, or 1.3x expected. The Put/Call Ratio is 2.30, while ATM IV is up nearly 5 points on the day. Earnings are expected on 02/13.[IRBT 38.88 +0.66 Ref, IV=64.4% +4.6] #Bearish
  718. >>2558 KVUE Dec23 29th 20.0 Puts $0.59 (CboeTheo=0.56 ASK  MIAX 15:31:25.259 IV=49.7% +3.7 EDGX 28 x $0.53 - $0.59 x 538 ISE  COB - OPENING  Vega=$4759 KVUE=20.91 Ref
  719. >>2558 KVUE Dec23 20.0 Puts $0.19 (CboeTheo=0.20 BID  MIAX 15:31:25.259 IV=43.6% -9.5 C2 712 x $0.19 - $0.20 x 523 C2  COB  Vega=$2443 KVUE=20.91 Ref
  720. >>1090 VIX Dec23 20th 12.0 Puts $0.07 (CboeTheo=0.07 BID  CBOE 15:31:44.477 IV=57.1% +0.9 CBOE 54 x $0.07 - $0.08 x 8040 CBOE Vega=$487 VIX=13.70 Fwd
  721. SPLIT TICKET:
    >>1194 VIX Dec23 20th 12.0 Puts $0.07 (CboeTheo=0.07 BID  [CBOE] 15:31:44.477 IV=57.1% +0.9 CBOE 54 x $0.07 - $0.08 x 8040 CBOE Vega=$534 VIX=13.70 Fwd
  722. >>1000 SPX Jan24 5400 Calls $0.15 (CboeTheo=0.09 ASK  CBOE 15:32:29.551 IV=16.0% +0.6 CBOE 3050 x $0.05 - $0.15 x 3143 CBOE  FLOOR  Vega=$13k SPX=4611.92 Fwd
  723. SPLIT TICKET:
    >>3000 SPX Jan24 5400 Calls $0.15 (CboeTheo=0.09 ASK  [CBOE] 15:32:29.494 IV=16.0% +0.6 CBOE 3050 x $0.05 - $0.15 x 3143 CBOE  FLOOR  Vega=$40k SPX=4611.92 Fwd
  724. SPLIT TICKET:
    >>2500 NKLA Jan24 1.0 Puts $0.35 (CboeTheo=0.32 BID  [ARCA] 15:33:01.110 IV=172.9% +67.5 ARCA 84 x $0.35 - $0.36 x 698 EDGX  ISO   SSR  Vega=$251 NKLA=0.76 Ref
  725. >>Unusual Volume YUMC - 3x market weighted volume: 6351 = 6699 projected vs 2007 adv, 92% puts, 28% of OI [YUMC 39.85 -0.66 Ref, IV=29.8% +0.8]
  726. SPLIT TICKET:
    >>2000 STEM Jul24 5.0 Calls $0.47 (CboeTheo=0.51 MID  [BOX] 15:34:45.548 IV=87.4% -4.8 PHLX 1175 x $0.45 - $0.50 x 25 BZX  AUCTION - OPENING  Vega=$2008 STEM=3.37 Ref
  727. SPLIT TICKET:
    >>2000 STEM Jul24 5.0 Calls $0.46 (CboeTheo=0.51 BID  [BOX] 15:34:50.280 IV=86.4% -5.8 PHLX 1245 x $0.45 - $0.60 x 3187 PHLX  AUCTION - OPENING  Vega=$2003 STEM=3.37 Ref
  728. SWEEP DETECTED:
    >>2000 STEM Jul24 5.0 Calls $0.45 (CboeTheo=0.51 BID  [MULTI] 15:35:28.076 IV=85.8% -6.4 PHLX 619 x $0.45 - $0.60 x 2388 PHLX  ISO - OPENING  Vega=$1992 STEM=3.35 Ref
  729. SWEEP DETECTED:
    >>2500 PBR Dec23 29th 14.5 Puts $0.52 (CboeTheo=0.53 BID  [MULTI] 15:36:29.401 IV=34.4% -0.3 AMEX 400 x $0.52 - $0.55 x 84 BZX  OPENING  Vega=$3521 PBR=14.39 Ref
  730. >>2000 LI Jan24 35.0 Puts $1.97 (CboeTheo=1.95 ASK  ARCA 15:37:05.727 IV=47.2% +0.2 EMLD 847 x $1.92 - $1.98 x 161 EMLD  SPREAD/CROSS - OPENING  Vega=$9528 LI=35.44 Ref
  731. >>2000 LI Jun24 30.0 Puts $2.48 (CboeTheo=2.51 BID  ARCA 15:37:05.727 IV=53.1% -0.8 PHLX 203 x $2.43 - $2.58 x 2 CBOE  SPREAD/CROSS - OPENING  Vega=$16k LI=35.44 Ref
  732. >>3000 EDR Jan24 22.0 Puts $0.40 (CboeTheo=0.37 ASK  PHLX 15:37:24.432 IV=40.2% +2.4 PHLX 144 x $0.30 - $0.45 x 375 EDGX  SPREAD/CROSS/TIED  Vega=$7069 EDR=24.39 Ref
  733. SWEEP DETECTED:
    >>2000 C Dec23 52.5 Calls $0.10 (CboeTheo=0.10 BID  [MULTI] 15:39:15.861 IV=37.8% +0.4 EMLD 1273 x $0.10 - $0.11 x 25 BZX Vega=$2251 C=48.44 Ref
  734. SWEEP DETECTED:
    >>2000 PBR Feb24 15.0 Calls $0.645 (CboeTheo=0.66 BID  [MULTI] 15:39:57.878 IV=33.4% -0.4 ARCA 123 x $0.64 - $0.68 x 15 BOX Vega=$5019 PBR=14.40 Ref
  735. SPLIT TICKET:
    >>1311 SPX Dec23 4820 Calls $0.30 (CboeTheo=0.28 ASK  [CBOE] 15:41:05.108 IV=14.3% -0.2 CBOE 1102 x $0.25 - $0.30 x 550 CBOE Vega=$27k SPX=4588.92 Fwd
  736. SWEEP DETECTED:
    >>3829 NKLA Jan24 1.0 Puts $0.36 (CboeTheo=0.32 ASK  [MULTI] 15:41:27.040 IV=182.5% +77.2 PHLX 1357 x $0.33 - $0.36 x 864 EDGX  SSR  Vega=$387 NKLA=0.76 Ref
  737. >>9000 VALE Jan24 20.0 Puts $4.95 (CboeTheo=5.17 Below Bid!  PHLX 15:41:37.320 MIAX 14 x $5.15 - $5.30 x 260 PHLX  SPREAD/FLOOR  Vega=$0 VALE=14.82 Ref
  738. >>9000 VALE Jan24 18.0 Puts $2.95 (CboeTheo=3.18 Below Bid!  PHLX 15:41:37.320 NOM 22 x $3.15 - $3.30 x 796 BOX  SPREAD/FLOOR  Vega=$0 VALE=14.82 Ref
  739. SPLIT TICKET:
    >>1250 SPXW Dec23 18th 4050 Puts $0.50 (CboeTheo=0.46 ASK  [CBOE] 15:42:02.632 IV=29.4% +2.0 CBOE 985 x $0.45 - $0.50 x 86 CBOE  FLOOR - OPENING  Vega=$20k SPX=4588.74 Fwd
  740. >>2095 KSS Dec23 29th 22.5 Puts $0.76 (CboeTheo=0.73 MID  CBOE 15:42:26.610 IV=58.2% +5.6 NOM 5 x $0.72 - $0.79 x 58 PHLX  AUCTION - OPENING  Vega=$4372 KSS=23.77 Ref
  741. >>3162 NKLA Dec23 0.5 Puts $0.02 (CboeTheo=0.02 BID  PHLX 15:44:51.207 IV=272.2% +30.0 NOM 86 x $0.02 - $0.03 x 2720 C2  AUCTION - OPENING/COMPLEX   SSR  Vega=$68 NKLA=0.76 Ref
  742. >>2000 META Dec23 22nd 320 Calls $11.85 (CboeTheo=11.78 ASK  PHLX 15:44:52.613 IV=28.6% +0.4 EDGX 171 x $11.70 - $11.85 x 152 EDGX  SPREAD/FLOOR - OPENING  Vega=$48k META=326.76 Ref
  743. >>2000 META Dec23 280 Calls $47.30 (CboeTheo=47.23 ASK  PHLX 15:44:52.613 IV=51.2% +9.9 MPRL 9 x $47.00 - $47.40 x 14 CBOE  SPREAD/FLOOR  Vega=$4504 META=326.76 Ref
  744. >>2000 META Dec23 22nd 320 Puts $4.20 (CboeTheo=4.27 BID  PHLX 15:44:52.613 IV=28.0% -0.1 CBOE 503 x $4.20 - $4.30 x 270 EDGX  SPREAD/FLOOR - OPENING  Vega=$48k META=326.76 Ref
  745. >>2000 META Dec23 280 Puts $0.10 (CboeTheo=0.10 ASK  PHLX 15:44:52.613 IV=47.6% +6.3 C2 348 x $0.09 - $0.10 x 461 C2  SPREAD/FLOOR  Vega=$3259 META=326.76 Ref
  746. >>2100 PTON Dec23 8th 6.5 Puts $0.58 (CboeTheo=0.58 ASK  BOX 15:45:54.476 IV=156.4% +85.0 BZX 17 x $0.55 - $0.59 x 22 MIAX  SPREAD/FLOOR  Vega=$159 PTON=5.96 Ref
  747. SWEEP DETECTED:
    >>2160 CHPT Jan25 3.5 Calls $0.60 (CboeTheo=0.63 BID  [MULTI] 15:46:32.578 IV=102.6% -7.2 MPRL 260 x $0.59 - $0.67 x 133 PHLX  ISO - OPENING   Post-Earnings  Vega=$1921 CHPT=2.25 Ref
  748. >>7494 HOOD Dec23 29th 11.0 Calls $0.97 (CboeTheo=0.98 BID  PHLX 15:46:54.409 IV=60.5% -4.9 BOX 50 x $0.97 - $1.00 x 29 MPRL  COB/AUCTION  Vega=$7817 HOOD=11.51 Ref
  749. >>4996 HOOD Jan24 12.0 Calls $0.79 (CboeTheo=0.79 MID  PHLX 15:46:54.409 IV=61.5% -4.7 BOX 50 x $0.78 - $0.80 x 75 BOX  COB/AUCTION  Vega=$7861 HOOD=11.51 Ref
  750. SPLIT TICKET:
    >>1500 SPXW Dec23 11th 4585 Puts $19.45 (CboeTheo=19.67 Below Bid!  [CBOE] 15:47:01.229 IV=10.1% +0.3 CBOE 37 x $19.60 - $19.80 x 62 CBOE  LATE - OPENING  Vega=$287k SPX=4584.70 Fwd
  751. SWEEP DETECTED:
    >>3283 NKLA Dec23 1.0 Calls $0.04 (CboeTheo=0.04 ASK  [MULTI] 15:47:02.739 IV=249.2% +154.2 NOM 622 x $0.03 - $0.04 x 1254 AMEX  SSR  Vega=$123 NKLA=0.76 Ref
  752. SWEEP DETECTED:
    >>2271 NKLA Dec23 1.0 Calls $0.04 (CboeTheo=0.04 ASK  [MULTI] 15:47:15.483 IV=249.2% +154.2 NOM 622 x $0.03 - $0.04 x 1055 C2  SSR  Vega=$85 NKLA=0.76 Ref
  753. >>3250 AAPL Jan24 180 Calls $16.04 (CboeTheo=16.04 BID  AMEX 15:47:31.742 IV=20.1% +0.5 PHLX 349 x $16.00 - $16.10 x 146 EMLD  SPREAD/CROSS  Vega=$42k AAPL=194.09 Ref
  754. >>3250 AAPL Jan24 180 Puts $0.74 (CboeTheo=0.74 ASK  AMEX 15:47:31.742 IV=20.1% +0.4 EMLD 653 x $0.73 - $0.74 x 375 C2  SPREAD/CROSS  Vega=$43k AAPL=194.09 Ref
  755. >>2500 WYNN Jan24 100 Puts $17.75 (CboeTheo=17.55 ASK  PHLX 15:48:38.119 IV=41.1% +10.2 EDGX 5 x $17.45 - $17.75 x 47 EDGX  FLOOR - OPENING  Vega=$10k WYNN=82.45 Ref
  756. >>2000 CART Feb24 25.0 Calls $1.35 (CboeTheo=1.40 BID  AMEX 15:48:43.223 IV=50.0% -1.2 CBOE 49 x $1.35 - $1.50 x 12 BOX  SPREAD/CROSS  Vega=$7942 CART=23.69 Ref
  757. >>2000 CART Feb24 25.0 Puts $3.25 (CboeTheo=3.16 ASK  AMEX 15:48:43.223 IV=53.5% +2.3 PHLX 1111 x $1.50 - $3.30 x 229 PHLX  SPREAD/CROSS  Vega=$7918 CART=23.69 Ref
  758. >>5000 PBR Jan24 30.0 Puts $15.68 (CboeTheo=15.62 BID  AMEX 15:51:16.277 IV=121.6% +44.3 BXO 11 x $14.80 - $16.70 x 32 NOM  SPREAD/FLOOR  Vega=$2387 PBR=14.38 Ref
  759. >>10000 PBR Jan24 20.0 Puts $5.70 (CboeTheo=5.62 ASK  AMEX 15:51:16.278 IV=67.5% +26.3 BXO 11 x $5.55 - $5.70 x 12 BXO  SPREAD/FLOOR  Vega=$7600 PBR=14.38 Ref
  760. >>5000 PBR Jan24 30.0 Puts $15.69 (CboeTheo=15.62 BID  AMEX 15:51:16.279 IV=123.7% +46.3 BXO 11 x $14.80 - $16.70 x 32 NOM  SPREAD/FLOOR  Vega=$2572 PBR=14.38 Ref
  761. SWEEP DETECTED:
    >>Bearish Delta Impact 500 VUZI Jan24 2.0 Calls $0.35 (CboeTheo=0.31 BID  [MULTI] 15:51:19.311 IV=90.1% +22.1 ISE 10 x $0.35 - $0.40 x 1154 PHLX  OPENING 
    Delta=67%, EST. IMPACT = 33k Shares ($72k) To Sell VUZI=2.15 Ref
  762. >>25000 NKLA Jan25 1.0 Puts $0.53 (CboeTheo=0.53 MID  PHLX 15:51:40.696 IV=118.5% -0.7 PHLX 5287 x $0.51 - $0.55 x 8 ARCA  SPREAD/CROSS/TIED   SSR  Vega=$6855 NKLA=0.76 Ref
  763. >>2140 WMT Dec23 8th 160 Puts $7.85 (CboeTheo=7.71 ASK  BOX 15:52:58.782 IV=64.5% +64.5 CBOE 91 x $7.10 - $7.85 x 40 PHLX  SPREAD/FLOOR - OPENING  Vega=$2509 WMT=152.31 Ref
  764. >>4580 WMT Dec23 165 Puts $12.80 (CboeTheo=12.70 ASK  BOX 15:52:58.782 IV=34.6% +11.1 BZX 64 x $12.15 - $12.80 x 14 ARCA  SPREAD/FLOOR  Vega=$12k WMT=152.31 Ref
  765. >>2480 WMT Dec23 170 Puts $17.69 (CboeTheo=17.70 BID  BOX 15:52:58.782 BZX 58 x $17.35 - $18.30 x 71 BZX  SPREAD/FLOOR - OPENING  Vega=$0 WMT=152.31 Ref
  766. >>5000 CCL Jan24 15.0 Puts $0.27 (CboeTheo=0.27 ASK  AMEX 15:53:02.988 IV=55.1% +1.0 EMLD 925 x $0.26 - $0.27 x 975 MPRL  CROSS  Vega=$7002 CCL=17.93 Ref
  767. SPLIT TICKET:
    >>1800 SPXW Dec23 4450 Puts $4.43 (CboeTheo=4.50 Below Bid!  [CBOE] 15:53:23.808 IV=15.5% +1.1 CBOE 139 x $4.50 - $4.60 x 104 CBOE  LATE  Vega=$209k SPX=4588.05 Fwd
  768. >>5000 PBR Jan24 30.0 Puts $15.68 (CboeTheo=15.62 BID  AMEX 15:53:28.602 IV=121.6% +44.3 PHLX 642 x $14.75 - $17.40 x 30 PHLX  SPREAD/FLOOR  Vega=$2387 PBR=14.38 Ref
  769. >>10000 PBR Jan24 20.0 Puts $5.70 (CboeTheo=5.62 ASK  AMEX 15:53:28.603 IV=67.5% +26.3 BXO 11 x $5.55 - $5.70 x 12 BXO  SPREAD/FLOOR  Vega=$7600 PBR=14.38 Ref
  770. >>5000 PBR Jan24 30.0 Puts $15.69 (CboeTheo=15.62 BID  AMEX 15:53:28.605 IV=123.7% +46.3 PHLX 642 x $14.75 - $17.40 x 30 PHLX  SPREAD/FLOOR  Vega=$2572 PBR=14.38 Ref
  771. >>2800 PFE Jan24 40.0 Puts $11.30 (CboeTheo=11.38 BID  PHLX 15:53:33.122 BZX 10 x $11.30 - $11.40 x 10 BXO  FLOOR - OPENING  Vega=$0 PFE=28.62 Ref
  772. >>3000 PFE Jan24 38.0 Puts $9.35 (CboeTheo=9.38 MID  PHLX 15:53:33.122 BZX 88 x $9.25 - $9.45 x 93 BZX  FLOOR - OPENING  Vega=$0 PFE=28.62 Ref
  773. >>8300 PFE Jan24 35.0 Puts $6.35 (CboeTheo=6.38 MID  PHLX 15:53:33.122 C2 94 x $6.25 - $6.45 x 91 BZX  FLOOR  Vega=$0 PFE=28.62 Ref
  774. SWEEP DETECTED:
    >>2340 PBR Jan24 16.0 Calls $0.15 (CboeTheo=0.17 BID  [MULTI] 15:53:41.366 IV=31.3% -1.1 GEMX 92 x $0.15 - $0.17 x 22 BZX Vega=$3141 PBR=14.38 Ref
  775. >>2000 TSLA Dec23 8th 245 Calls $1.70 (CboeTheo=1.67 ASK  EMLD 15:54:28.699 IV=52.9% +3.1 BZX 11 x $1.69 - $1.70 x 2001 EMLD Vega=$9711 TSLA=242.59 Ref
  776. SWEEP DETECTED:
    >>2105 TSLA Dec23 8th 245 Calls $1.70 (CboeTheo=1.67 MID  [MULTI] 15:54:27.047 IV=52.7% +2.8 MRX 37 x $1.68 - $1.70 x 2001 EMLD  AUCTION  Vega=$10k TSLA=242.59 Ref
  777. >>3000 HEAR Dec23 11.0 Calls $0.61 (CboeTheo=0.58 ASK  AMEX 15:54:37.497 IV=61.3% +4.1 BOX 12 x $0.50 - $0.70 x 518 PHLX  CROSS  Vega=$1859 HEAR=11.37 Ref
  778. SWEEP DETECTED:
    >>2388 NKLA Dec23 22nd 1.0 Puts $0.33 (CboeTheo=0.32 ASK  [MULTI] 15:55:07.347 IV=252.9% +155.4 NOM 235 x $0.32 - $0.33 x 360 PHLX  OPENING   SSR  Vega=$137 NKLA=0.76 Ref
  779. >>25000 NKLA Jan25 1.0 Puts $0.52 (CboeTheo=0.53 BID  PHLX 15:55:17.942 IV=114.8% -4.4 PHLX 2931 x $0.51 - $0.55 x 8 ARCA  SPREAD/CROSS/TIED   SSR  Vega=$6920 NKLA=0.76 Ref
  780. >>2800 XOM Jan24 115 Puts $16.60 (CboeTheo=16.61 MID  PHLX 15:55:21.688 CBOE 27 x $16.50 - $16.70 x 25 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 XOM=98.39 Ref
  781. >>3000 XOM Dec23 110 Puts $11.60 (CboeTheo=11.61 MID  PHLX 15:55:21.688 C2 48 x $11.50 - $11.70 x 28 CBOE  SPREAD/FLOOR - OPENING  Vega=$0 XOM=98.39 Ref
  782. >>50000 NKLA Jan25 1.0 Puts $0.53 (CboeTheo=0.53 MID  AMEX 15:55:22.335 IV=118.4% -0.8 BZX 9 x $0.52 - $0.55 x 8 ARCA  FLOOR - OPENING   SSR  Vega=$14k NKLA=0.76 Ref
  783. SWEEP DETECTED:
    >>13465 NKLA Dec23 22nd 1.0 Puts $0.34 (CboeTheo=0.32 ASK  [MULTI] 15:55:22.922 IV=252.9% +155.4 NOM 204 x $0.33 - $0.34 x 1737 C2  OPENING   SSR  Vega=$773 NKLA=0.76 Ref
  784. SWEEP DETECTED:
    >>3183 NKLA Dec23 8th 1.0 Puts $0.27 (CboeTheo=0.26 ASK  [MULTI] 15:56:09.764 IV=588.2% +469.4 GEMX 4 x $0.25 - $0.27 x 637 MPRL  ISO   SSR  Vega=$39 NKLA=0.76 Ref
  785. SWEEP DETECTED:
    >>3022 PLUG Dec23 4.5 Calls $0.12 (CboeTheo=0.12 ASK  [MULTI] 15:56:20.274 IV=109.0% -4.3 EMLD 3238 x $0.11 - $0.12 x 359 C2 Vega=$646 PLUG=4.09 Ref
  786. SWEEP DETECTED:
    >>5522 NKLA Dec23 8th 1.0 Puts $0.28 (CboeTheo=0.26 ASK  [MULTI] 15:57:00.360 IV=656.4% +537.5 C2 949 x $0.24 - $0.28 x 1018 EMLD  ISO   SSR  Vega=$72 NKLA=0.75 Ref
  787. >>2000 KO Jan24 62.5 Puts $3.80 (CboeTheo=3.75 ASK  PHLX 15:57:32.944 IV=16.2% +4.5 NOM 7 x $3.70 - $3.80 x 16 BZX  FLOOR  Vega=$7069 KO=58.76 Ref
  788. SPLIT TICKET:
    >>2100 KO Jan24 80.0 Puts $21.293 (CboeTheo=21.25 ASK  [PHLX] 15:57:32.944 IV=49.1% +17.0 BZX 11 x $21.20 - $21.30 x 14 BOX  FLOOR - OPENING  Vega=$1157 KO=58.76 Ref
  789. >>4000 VIX Dec23 20th 33.0 Calls $0.04 (CboeTheo=0.04 MID  CBOE 15:58:03.285 IV=214.0% +3.5 CBOE 22k x $0.02 - $0.05 x 15k CBOE  FLOOR  Vega=$552 VIX=13.70 Fwd
  790. SWEEP DETECTED:
    >>3774 BAC Dec23 30.0 Puts $0.18 (CboeTheo=0.18 ASK  [MULTI] 15:58:29.136 IV=24.7% -0.4 EMLD 1021 x $0.17 - $0.18 x 1439 EMLD Vega=$5619 BAC=30.66 Ref
  791. SWEEP DETECTED:
    >>6985 NKLA Dec23 8th 1.0 Puts $0.29 (CboeTheo=0.26 ASK  [MULTI] 15:58:46.307 IV=725.6% +606.7 NOM 10 x $0.25 - $0.29 x 1199 PHLX  ISO   SSR  Vega=$96 NKLA=0.75 Ref
  792. SWEEP DETECTED:
    >>2090 SCHW Dec23 8th 57.0 Puts $0.01  ASK  [MULTI] 15:59:14.108 IV=82.6% +29.9 EMLD 0 x $0.00 - $0.01 x 1990 EMLD Vega=$201 SCHW=62.95 Ref
  793. SWEEP DETECTED:
    >>2000 GOOGL Dec23 136 Puts $1.591 (CboeTheo=1.61 Below Bid!  [MULTI] 15:59:14.715 IV=25.9% -0.2 EMLD 26 x $1.60 - $1.62 x 39 MPRL  OPENING  Vega=$16k GOOGL=136.91 Ref
  794. SWEEP DETECTED:
    >>2185 GOOGL Dec23 8th 136 Puts $0.55 (CboeTheo=0.57 MID  [MULTI] 15:59:20.628 IV=33.4% -0.2 BZX 141 x $0.55 - $0.55 x 294 EMLD Vega=$5807 GOOGL=136.95 Ref

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