- >>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
- >>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]
- 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 - >>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
- >>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
- >>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
- >>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%), - 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 - >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- >>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]
- 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 - >>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]
- >>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
- 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 - >>Unusual Volume RIG - 3x market weighted volume: 8596 = 86.7k projected vs 27.9k adv, 59% calls [RIG 5.75 +0.01 Ref]
- >>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]
- >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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]
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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]
- >>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
- >>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
- 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 - >>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]
- 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 - >>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
- 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 - >>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]
- >>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
- 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 - >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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]
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - 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 - >>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]
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - 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 - >>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
- 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 - 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 - 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 - >>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]
- 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 - 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- 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 - >>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]
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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]
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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]
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- >>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
- >>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]
- 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 - >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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]
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
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>>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 - 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 - >>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
- >>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
- >>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
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>>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 - >>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
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>>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 - 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 - >>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
- >>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
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>>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 - 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 - >>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
- >>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
- >>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
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>>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 - >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
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>>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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
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>>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 - 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 - >>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
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>>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 - >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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]
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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]
- >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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]
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - >>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
- >>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
- >>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
- >>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]
- 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 - 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - 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 - >>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]
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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]
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- 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 - 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 - >>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]
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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]
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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]
- 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - 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 - >>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]
- 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 - 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 - 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 - 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 - >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- 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 - 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 - 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- >>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
- >>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
- >>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
- >>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
- >>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
- 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 - >>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
- 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 - >>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
- 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 - >>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
- >>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
- >>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
- >>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
- 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 - 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 - 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 - 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 - >>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
- 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 - >>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
- 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 - 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 - 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 - 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 - 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