- SPLIT TICKET:
>>1000 SPX Dec23 4450 Puts $3.90 (CboeTheo=3.79) ASK [CBOE] 08:14:09.486 IV=15.4% +0.2 CBOE 713 x $3.70 - $3.90 x 206 CBOE Vega=$106k SPX=4581.34 Fwd - >>Market Color @STOCK - New option listings for 12/8 include Annovis Bio Inc ($ANVS), CGRN Stock ($CGRN), Distribution Solutions Group Inc ($DSGR), Kodiak Gas Services Inc ($KGS), LIBERTY LIVE GROUP ($LLYVA), Ranger Energy Services Inc ($RNGR), and Sharkninja Inc ($SN).
- >>Market Color @ALL - OCC reports a total of 714,432 flex contracts traded on Dec 7th, with average daily flex volume of 474,676 over the past month. 39.8% of Thursday's flex volume traded on Cboe, 0.5% NYSE-Arca, 13.3% PHLX and 46.4% Amex. Current Flex open interest is 21,879,906 contracts. #flex #marketmover
- >>Market Color GOOGL - Most profitable opening equity option purchase made in the prior session was a buy of 1467 Alphabet Class A 12/08 140 puts for $2.00 at 12:26 when underlying shares were trading $138.405. These puts closed near $3.24 for mark-to-market profit of 62%, or $182K on the $293K outlay. GOOGL shares closed up 6.91 at $136.93 [GOOGL 136.93 +6.91 Ref]
- >>Market Color AAPL - Rev/Con recap for Dec 7th. 244,130 contracts traded Thursday in reverse/conversion spreads on 82 underlying securities. 12.2m underlying shares were involved with total notional value of $2.57b. Rev/Con volume leaders included AAPL, QQQ, SPY, BABA and NKLA with implied borrow rates ranging from -419.86% (NKLA) to 221.53% (NKLA). #revcon
- >>Market Color .VIX - VIX Global Trading Hours (GTH) session recap for December 08, 2023. 90 trades were executed in VIX overnight, totaling 1637 contracts. #gth
- >>Market Color .SPX - SPX Global Trading Hours (GTH) session recap for December 08, 2023. 20993 trades were executed in SPX overnight, totaling 98314 contracts. #gth
- >>Market Color @STOCK - Among the most active single stock option classes, early gainers today include:
CVNA $39.84 +1.94 +5.12%,
UPST $35.45 +1.59 +4.69%,
AI $27.18 +1.16 +4.46%,
RBLX $41.60 +1.74 +4.37%,
RIOT $15.48 +0.60 +4.03%,
while the biggest losers include:
FSR $1.44 -0.03 (-2.04%),
PDD $137.60 -2.69 (-1.92%),
SIRI $4.62 -0.08 (-1.70%),
GOOGL $135.15 -1.78 (-1.30%),
GOOG $136.79 -1.66 (-1.20%), - >>Unusual Volume MBI - 315x market weighted volume: 5068 = 55.2k projected vs 175 adv, 60% calls, 36% of OI [MBI 12.15 +4.77 Ref]
- >>Unusual Volume AMD - 4x market weighted volume: 221.2k = 2.4m projected vs 530.4k adv, 71% calls, 7% of OI [AMD 129.50 +1.14 Ref]
- >>Unusual Volume GOOGL - 3x market weighted volume: 88.9k = 967.6k projected vs 253.3k adv, 69% calls, 3% of OI [GOOGL 135.22 -1.71 Ref]
- >>Unusual Volume GOOG - 4x market weighted volume: 53.4k = 581.5k projected vs 143.0k adv, 50% calls, 3% of OI [GOOG 136.88 -1.57 Ref]
- >>Unusual Volume LULU - 16x market weighted volume: 30.4k = 330.8k projected vs 20.6k adv, 52% calls, 15% of OI Post-Earnings [LULU 465.43 +0.76 Ref]
- >>Unusual Volume DOCU - 14x market weighted volume: 31.3k = 340.8k projected vs 23.1k adv, 59% calls, 8% of OI Post-Earnings [DOCU 45.81 -1.63 Ref]
- >>Unusual Volume AVGO - 6x market weighted volume: 23.7k = 258.3k projected vs 42.6k adv, 63% calls, 8% of OI Post-Earnings [AVGO 925.75 +3.49 Ref]
- >>Unusual Volume RH - 12x market weighted volume: 6740 = 73.4k projected vs 5988 adv, 50% calls, 8% of OI Post-Earnings [RH 243.92 -37.48 Ref]
- >>Unusual Volume RBLX - 5x market weighted volume: 40.1k = 437.2k projected vs 86.5k adv, 77% calls, 7% of OI [RBLX 41.64 +1.78 Ref]
- >>Unusual Volume TSM - 3x market weighted volume: 18.6k = 202.3k projected vs 55.6k adv, 92% calls, 2% of OI [TSM 99.78 +0.48 Ref]
- >>Unusual Volume ALB - 4x market weighted volume: 5641 = 61.4k projected vs 14.9k adv, 67% calls, 3% of OI [ALB 131.68 +6.33 Ref]
- >>Unusual Volume AI - 3x market weighted volume: 25.2k = 274.8k projected vs 86.5k adv, 68% calls, 5% of OI [AI 27.18 +1.16 Ref]
- SPLIT TICKET:
>>1000 NANOS Dec23 8th 457 Puts $0.95 (CboeTheo=0.53) BID [CBOE] 09:30:03.437 IV=23.8% +8.1 CBOE 393 x $0.95 - $1.03 x 1000 CBOE OPENING Vega=$51 NANOS=457.61 Fwd - >>Unusual Volume HCP - 20x market weighted volume: 8381 = 91.3k projected vs 4408 adv, 51% calls, 9% of OI Post-Earnings [HCP 20.07 -4.83 Ref]
- >>Unusual Volume PDD - 4x market weighted volume: 25.2k = 274.8k projected vs 56.4k adv, 83% calls, 3% of OI [PDD 137.61 -2.68 Ref]
- >>Unusual Volume PARA - 7x market weighted volume: 22.4k = 243.8k projected vs 34.8k adv, 85% calls, 3% of OI [PARA 16.07 +1.04 Ref]
- >>Unusual Volume APA - 6x market weighted volume: 5091 = 55.4k projected vs 9040 adv, 92% calls, 3% of OI [APA 34.12 +0.29 Ref]
- >>Unusual Volume KVUE - 3x market weighted volume: 18.3k = 199.2k projected vs 66.2k adv, 68% puts, 2% of OI [KVUE 20.70 -0.12 Ref]
- SPLIT TICKET:
>>1262 SPXW Dec23 8th 4605 Calls $2.035 (CboeTheo=2.06) Below Bid! [CBOE] 09:30:08.635 IV=21.5% +5.0 CBOE 280 x $2.05 - $2.15 x 5 CBOE Vega=$37k SPX=4576.84 Fwd - >>Unusual Volume HTZ - 9x market weighted volume: 6870 = 74.8k projected vs 7785 adv, 100% calls, 4% of OI [HTZ 9.23 -0.02 Ref]
- >>Unusual Volume CHPT - 3x market weighted volume: 34.9k = 357.4k projected vs 115.1k adv, 63% puts, 3% of OI [CHPT 2.35 +0.10 Ref]
- SPLIT TICKET:
>>2000 C Mar24 50.0 Calls $2.03 (CboeTheo=2.00) ASK [MRX] 09:31:51.749 IV=25.5% +0.2 MIAX 35 x $1.99 - $2.03 x 42 MPRL AUCTION Vega=$20k C=48.50 Ref - SPLIT TICKET:
>>2000 C Mar24 50.0 Calls $2.03 (CboeTheo=2.00) ASK [MRX] 09:32:02.659 IV=25.6% +0.2 BOX 66 x $1.99 - $2.03 x 47 NOM AUCTION Vega=$20k C=48.49 Ref - >>6000 AAPL Dec23 155 Calls $39.26 (CboeTheo=39.50) BID BOX 09:32:30.268 BXO 32 x $39.25 - $39.60 x 32 BXO SPREAD/CROSS Vega=$0 AAPL=194.28 Ref
- >>6000 AAPL Dec23 155 Puts $0.02 (CboeTheo=0.02) ASK BOX 09:32:30.268 IV=61.4% +2.8 EMLD 616 x $0.01 - $0.02 x 364 C2 SPREAD/CROSS Vega=$1967 AAPL=194.28 Ref
- SPLIT TICKET:
>>3000 RBLX Apr24 42.5 Calls $4.95 (CboeTheo=5.04) BID [AMEX] 09:32:37.190 IV=48.7% -0.5 MPRL 48 x $4.95 - $5.35 x 82 MPRL OPENING Vega=$30k RBLX=41.79 Ref - >>Unusual Volume FCX - 3x market weighted volume: 12.9k = 126.8k projected vs 42.2k adv, 71% calls, 2% of OI [FCX 38.09 +1.73 Ref]
- >>2988 AAPL Jan24 195 Calls $4.50 (CboeTheo=4.61) BID BOX 09:32:53.755 IV=15.9% -0.6 BOX 3428 x $4.50 - $4.65 x 52 MIAX Vega=$79k AAPL=194.31 Ref
- SWEEP DETECTED:
>>4998 AAPL Jan24 195 Calls $4.533 (CboeTheo=4.67) Below Bid! [MULTI] 09:32:53.674 IV=16.1% -0.4 EDGX 312 x $4.60 - $4.70 x 131 EMLD Vega=$131k AAPL=194.41 Ref - SWEEP DETECTED:
>>2046 WBD Dec23 8th 11.5 Calls $0.04 (CboeTheo=0.03) ASK [MULTI] 09:33:40.505 IV=110.6% +1.1 C2 1472 x $0.01 - $0.04 x 476 EDGX Vega=$185 WBD=11.21 Ref - >>3927 GOOG Dec23 8th 137 Puts $0.90 (CboeTheo=0.92) ASK BZX 09:33:49.217 IV=45.5% +12.1 EMLD 78 x $0.86 - $0.90 x 5 MPRL Vega=$5900 GOOG=136.62 Ref
- SWEEP DETECTED:
>>3934 GOOG Dec23 8th 137 Puts $0.90 (CboeTheo=0.92) ASK [MULTI] 09:33:49.217 IV=45.5% +12.1 EMLD 78 x $0.86 - $0.90 x 5 MPRL Vega=$5910 GOOG=136.62 Ref - >>9594 AMZN Dec23 117 Puts $0.02 (CboeTheo=0.01) ASK BOX 09:34:04.599 IV=61.7% +4.0 BZX 193 x $0.01 - $0.02 x 742 C2 SPREAD/CROSS - OPENING Vega=$2963 AMZN=145.75 Ref
- >>9594 AMZN Dec23 117 Calls $28.56 (CboeTheo=28.87) BID BOX 09:34:04.599 BZX 69 x $28.55 - $29.00 x 25 EMLD SPREAD/CROSS - OPENING Vega=$0 AMZN=145.75 Ref
- >>20000 CHPT Dec23 29th 2.0 Puts $0.14 (CboeTheo=0.13) BID AMEX 09:36:20.601 IV=124.2% +8.0 BOX 15 x $0.12 - $0.31 x 2755 PHLX FLOOR - OPENING Vega=$3698 CHPT=2.29 Ref
- SWEEP DETECTED:
>>2052 GOOG Dec23 8th 137 Puts $1.10 (CboeTheo=1.08) ASK [MULTI] 09:36:18.309 IV=44.2% +10.8 CBOE 581 x $1.06 - $1.10 x 1923 BZX Vega=$2868 GOOG=136.27 Ref - >>2100 WBD Dec23 8th 11.0 Calls $0.26 (CboeTheo=0.22) MID AMEX 09:36:49.368 IV=106.8% +49.4 C2 142 x $0.24 - $0.28 x 399 C2 CROSS Vega=$216 WBD=11.21 Ref
- SWEEP DETECTED:
>>2648 C Dec23 8th 49.0 Calls $0.12 (CboeTheo=0.15) BID [MULTI] 09:37:32.179 IV=48.7% +13.2 C2 560 x $0.12 - $0.13 x 90 AMEX Vega=$1240 C=48.62 Ref - SPLIT TICKET:
>>1500 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.07) ASK [CBOE] 09:37:59.025 IV=58.2% +1.0 CBOE 11k x $0.06 - $0.08 x 51 CBOE Vega=$705 VIX=13.57 Fwd - SPLIT TICKET:
>>2500 WBA Jan24 30.0 Calls $0.19 (CboeTheo=0.22) MID [BOX] 09:38:37.953 IV=55.3% -1.5 EDGX 514 x $0.18 - $0.21 x 33 NOM AUCTION Vega=$3504 WBA=23.02 Ref - >>2456 WBA Jan24 30.0 Calls $0.19 (CboeTheo=0.22) BID BOX 09:38:54.173 IV=55.2% -1.6 EDGX 110 x $0.19 - $0.21 x 71 MPRL AUCTION Vega=$3446 WBA=23.02 Ref
- SPLIT TICKET:
>>2500 WBA Jan24 30.0 Calls $0.19 (CboeTheo=0.22) BID [BOX] 09:38:54.173 IV=55.2% -1.6 EDGX 110 x $0.19 - $0.21 x 71 MPRL AUCTION Vega=$3508 WBA=23.02 Ref - SPLIT TICKET:
>>3805 SPXW Jan24 31st 4450 Puts $35.20 (CboeTheo=34.96) ASK [CBOE] 09:39:11.285 IV=13.7% -0.3 CBOE 93 x $34.80 - $35.20 x 91 CBOE FLOOR - OPENING Vega=$2.12m SPX=4612.62 Fwd - >>2500 HCP Dec23 22.5 Puts $3.10 (CboeTheo=3.01) ASK AMEX 09:39:48.030 IV=96.2% -35.9 MPRL 34 x $2.90 - $3.10 x 533 ISE CROSS Post-Earnings / SSR Vega=$1777 HCP=19.61 Ref
- SWEEP DETECTED:
>>2499 WBA Jan24 30.0 Calls $0.19 (CboeTheo=0.22) BID [MULTI] 09:40:37.119 IV=55.2% -1.6 C2 175 x $0.19 - $0.21 x 310 AMEX AUCTION Vega=$3504 WBA=23.04 Ref - >>2840 PDD Jan24 135 Calls $7.40 (CboeTheo=7.39) ASK EMLD 09:40:53.324 IV=32.9% -1.7 PHLX 20 x $7.35 - $7.40 x 2840 EMLD Vega=$51k PDD=136.75 Ref
- SPLIT TICKET:
>>2844 PDD Jan24 135 Calls $7.40 (CboeTheo=7.41) ASK [EMLD] 09:40:52.088 IV=32.8% -1.8 ARCA 27 x $7.35 - $7.40 x 2844 EMLD ISO Vega=$51k PDD=136.78 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 MBI Jan25 12.0 Calls $1.75 (CboeTheo=2.07) BID [MULTI] 09:40:57.590 IV=23.9% -21.0 PHLX 222 x $1.75 - $5.00 x 62 PHLX
Delta=67%, EST. IMPACT = 67k Shares ($834k) To Sell MBI=12.36 Ref - >>2000 HOOD Dec23 12.5 Calls $0.18 (CboeTheo=0.19) BID PHLX 09:41:00.885 IV=86.7% +2.0 CBOE 722 x $0.18 - $0.20 x 52 BZX AUCTION Vega=$989 HOOD=11.35 Ref
- >>Unusual Volume HAL - 4x market weighted volume: 7338 = 53.3k projected vs 12.3k adv, 73% puts, 3% of OI [HAL 34.87 +0.45 Ref]
- SWEEP DETECTED:
>>2045 BAC Dec23 8th 31.0 Calls $0.04 (CboeTheo=0.07) BID [MULTI] 09:41:09.488 IV=40.9% +7.4 C2 1447 x $0.04 - $0.05 x 4413 C2 Vega=$501 BAC=30.70 Ref - SWEEP DETECTED:
>>2200 RIOT Jan24 13.0 Calls $3.50 (CboeTheo=3.54) BID [MULTI] 09:42:40.728 IV=101.0% -1.6 AMEX 442 x $3.50 - $3.60 x 762 PHLX Vega=$3623 RIOT=15.53 Ref - >>2000 VIX Dec23 20th 13.0 Puts $0.39 (CboeTheo=0.40) MID CBOE 09:43:00.269 IV=64.5% -2.0 CBOE 3182 x $0.38 - $0.41 x 2269 CBOE AUCTION Vega=$1807 VIX=13.52 Fwd
- SWEEP DETECTED:
>>2392 TSLA Dec23 8th 245 Calls $1.221 (CboeTheo=1.20) Above Ask! [MULTI] 09:43:29.716 IV=75.3% +21.8 NOM 7 x $1.19 - $1.21 x 105 EDGX Vega=$6029 TSLA=243.04 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 CRDO Jan24 17.5 Calls $1.301 (CboeTheo=1.33) BID [MULTI] 09:43:39.310 IV=42.1% -1.3 PHLX 380 x $1.30 - $1.45 x 159 PHLX
Delta=61%, EST. IMPACT = 61k Shares ($1.10m) To Sell CRDO=17.94 Ref - >>8863 AMD Dec23 8th 133 Calls $0.20 (CboeTheo=0.20) MID BZX 09:43:42.457 IV=95.6% +35.8 C2 226 x $0.19 - $0.21 x 415 MPRL Vega=$6412 AMD=128.87 Ref
- SPLIT TICKET:
>>8893 AMD Dec23 8th 133 Calls $0.20 (CboeTheo=0.19) ASK [BZX] 09:43:42.290 IV=96.1% +36.3 C2 372 x $0.19 - $0.20 x 8863 BZX Vega=$6415 AMD=128.83 Ref - >>1000 VIX Dec23 20th 12.5 Puts $0.19 (CboeTheo=0.20) MID CBOE 09:43:51.865 IV=59.6% -1.7 CBOE 22k x $0.17 - $0.20 x 24 CBOE Vega=$721 VIX=13.52 Fwd
- >>Unusual Volume MDB - 3x market weighted volume: 12.6k = 82.5k projected vs 27.4k adv, 52% calls, 6% of OI [MDB 376.50 -7.74 Ref, IV=40.0% -0.1]
- >>3725 PDD Jan24 140 Calls $5.40 (CboeTheo=5.38) ASK GEMX 09:44:29.912 IV=32.7% -1.6 NOM 43 x $5.30 - $5.45 x 30 CBOE Vega=$70k PDD=137.63 Ref
- SWEEP DETECTED:
>>2527 BAC Dec23 8th 31.0 Calls $0.04 (CboeTheo=0.06) ASK [MULTI] 09:44:34.660 IV=40.3% +6.7 PHLX 8134 x $0.03 - $0.04 x 961 C2 Vega=$623 BAC=30.71 Ref - >>2000 RBLX Dec23 39.5 Puts $0.30 (CboeTheo=0.32) BID AMEX 09:44:59.424 IV=46.2% +5.6 MPRL 129 x $0.30 - $0.32 x 54 MPRL SPREAD/FLOOR - OPENING Vega=$3256 RBLX=41.66 Ref
- >>2000 RBLX Dec23 43.5 Calls $0.42 (CboeTheo=0.45) Below Bid! AMEX 09:44:59.424 IV=45.4% -1.2 BOX 54 x $0.45 - $0.48 x 117 BOX SPREAD/FLOOR - OPENING Vega=$3887 RBLX=41.66 Ref
- >>Market Color PARA - Bullish option flow detected in Paramount Global (16.36 +1.33) with 27,447 calls trading (7x expected) and implied vol increasing over 4 points to 48.39%. . The Put/Call Ratio is 0.17. Earnings are expected on 02/15. [PARA 16.36 +1.33 Ref, IV=48.4% +4.2] #Bullish
- >>7546 KVUE Dec23 20.0 Puts $0.18 (CboeTheo=0.18) ASK BOX 09:45:12.020 IV=39.4% -3.7 EDGX 114 x $0.15 - $0.18 x 12 BOX AUCTION Vega=$7104 KVUE=20.70 Ref
- SWEEP DETECTED:
>>4997 CHPT Jan24 2.5 Calls $0.30 (CboeTheo=0.27) ASK [MULTI] 09:45:51.776 IV=119.2% +7.5 GEMX 53 x $0.27 - $0.30 x 505 AMEX Vega=$1563 CHPT=2.33 Ref - SWEEP DETECTED:
>>4622 CHPT Jan24 2.5 Calls $0.33 (CboeTheo=0.28) ASK [MULTI] 09:46:17.869 IV=123.9% +12.2 ARCA 671 x $0.29 - $0.33 x 726 AMEX Vega=$1462 CHPT=2.35 Ref - >>2000 PLTR Dec23 19.0 Calls $0.16 (CboeTheo=0.16) ASK MRX 09:46:45.080 IV=60.4% -0.8 EMLD 3121 x $0.15 - $0.16 x 852 C2 AUCTION Vega=$1398 PLTR=17.59 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3931 PDD Jan24 135 Calls $8.00 (CboeTheo=8.04) ASK [MULTI] 09:46:44.239 IV=32.8% -1.8 NOM 21 x $7.95 - $8.00 x 732 NOM
Delta=61%, EST. IMPACT = 241k Shares ($33.3m) To Buy PDD=137.78 Ref - SWEEP DETECTED:
>>2972 CHPT Jan24 2.5 Calls $0.347 (CboeTheo=0.29) Above Ask! [MULTI] 09:46:48.261 IV=122.2% +10.5 BXO 49 x $0.32 - $0.33 x 140 BZX Vega=$944 CHPT=2.37 Ref - >>12183 CHPT Jan24 2.5 Calls $0.35 (CboeTheo=0.31) MID MIAX 09:47:09.491 IV=123.5% +11.8 AMEX 1055 x $0.33 - $0.36 x 30 NOM AUCTION Vega=$3907 CHPT=2.40 Ref
- >>9999 CHPT Jan24 2.5 Puts $0.49 (CboeTheo=0.42) ASK MIAX 09:47:25.708 IV=131.5% +19.8 PHLX 38 x $0.39 - $0.49 x 607 PHLX AUCTION - OPENING Vega=$3198 CHPT=2.40 Ref
- >>Unusual Volume CCJ - 3x market weighted volume: 23.1k = 134.3k projected vs 34.4k adv, 97% calls, 5% of OI [CCJ 44.82 +0.60 Ref, IV=38.9% +0.2]
- SWEEP DETECTED:
>>2094 C Dec23 53.0 Calls $0.09 (CboeTheo=0.08) ASK [MULTI] 09:48:16.173 IV=38.9% -0.6 C2 593 x $0.08 - $0.09 x 700 C2 Vega=$2135 C=48.88 Ref - >>1500 SPX Dec23 4600 Calls $26.19 (CboeTheo=25.80) ASK CBOE 09:48:40.531 IV=12.1% -0.5 CBOE 202 x $25.90 - $26.30 x 366 CBOE LATE Vega=$378k SPX=4590.46 Fwd
- >>1500 SPX Mar24 4600 Puts $100.80 (CboeTheo=101.89) Below Bid! CBOE 09:48:40.531 IV=12.8% -0.2 CBOE 333 x $101.30 - $102.00 x 253 CBOE LATE Vega=$1.40m SPX=4641.70 Fwd
- >>1000 SPX Mar24 4600 Calls $143.35 (CboeTheo=142.97) ASK CBOE 09:48:40.531 IV=12.9% -0.1 CBOE 374 x $142.30 - $143.50 x 329 CBOE LATE Vega=$933k SPX=4641.70 Fwd
- >>1000 SPX Dec23 4600 Puts $34.19 (CboeTheo=35.33) Below Bid! CBOE 09:48:40.531 IV=11.5% -1.0 CBOE 354 x $35.10 - $35.90 x 180 CBOE LATE Vega=$251k SPX=4590.46 Fwd
- >>1000 SPX Dec23 4600 Calls $26.19 (CboeTheo=25.80) ASK CBOE 09:48:40.531 IV=12.1% -0.5 CBOE 202 x $25.90 - $26.30 x 366 CBOE LATE Vega=$252k SPX=4590.46 Fwd
- >>1000 SPX Mar24 4600 Puts $100.80 (CboeTheo=101.89) Below Bid! CBOE 09:48:40.531 IV=12.8% -0.2 CBOE 333 x $101.30 - $102.00 x 253 CBOE LATE Vega=$932k SPX=4641.70 Fwd
- SPLIT TICKET:
>>3000 SPX Dec23 4600 Calls $26.19 (CboeTheo=25.80) ASK [CBOE] 09:48:40.531 IV=12.1% -0.5 CBOE 202 x $25.90 - $26.30 x 366 CBOE LATE Vega=$755k SPX=4590.46 Fwd - SPLIT TICKET:
>>3000 SPX Mar24 4600 Puts $100.80 (CboeTheo=101.89) Below Bid! [CBOE] 09:48:40.531 IV=12.8% -0.2 CBOE 333 x $101.30 - $102.00 x 253 CBOE LATE Vega=$2.80m SPX=4641.70 Fwd - SPLIT TICKET:
>>1500 SPX Mar24 4600 Calls $143.35 (CboeTheo=142.97) ASK [CBOE] 09:48:40.531 IV=12.9% -0.1 CBOE 374 x $142.30 - $143.50 x 329 CBOE LATE Vega=$1.40m SPX=4641.70 Fwd - SPLIT TICKET:
>>1500 SPX Dec23 4600 Puts $34.19 (CboeTheo=35.33) Below Bid! [CBOE] 09:48:40.531 IV=11.5% -1.0 CBOE 354 x $35.10 - $35.90 x 180 CBOE LATE Vega=$377k SPX=4590.46 Fwd - >>2000 RIVN Jan24 15.0 Puts $0.33 (CboeTheo=0.34) MID ARCA 09:49:07.658 IV=73.7% +1.9 CBOE 1146 x $0.31 - $0.34 x 154 C2 SPREAD/CROSS Vega=$2701 RIVN=19.34 Ref
- >>2000 RIVN Dec23 17.5 Calls $2.03 (CboeTheo=2.02) MID ARCA 09:49:07.658 IV=75.6% +1.6 EDGX 900 x $1.98 - $2.09 x 706 EDGX SPREAD/CROSS Vega=$1336 RIVN=19.34 Ref
- >>2197 USAC Dec23 25.0 Puts $1.67 (CboeTheo=1.64) BID ARCA 09:49:10.838 IV=38.7% +5.3 NOM 76 x $1.45 - $2.10 x 10 BZX SPREAD/FLOOR Vega=$1413 USAC=23.39 Ref
- >>2197 USAC Mar24 25.0 Puts $2.90 (CboeTheo=2.69) ASK ARCA 09:49:10.838 IV=34.3% +4.9 CBOE 111 x $2.50 - $2.90 x 109 CBOE SPREAD/FLOOR - OPENING Vega=$9498 USAC=23.39 Ref
- SWEEP DETECTED:
>>4000 TSLA Dec23 8th 250 Calls $0.17 (CboeTheo=0.22) BID [MULTI] 09:51:11.804 IV=75.2% +20.7 EMLD 571 x $0.17 - $0.18 x 45 BZX Vega=$3884 TSLA=242.63 Ref - >>3522 TSLA Dec23 8th 235 Puts $0.17 (CboeTheo=0.20) ASK NOM 09:51:31.369 IV=76.4% +20.9 AMEX 441 x $0.16 - $0.17 x 3541 NOM Vega=$3346 TSLA=242.19 Ref
- SWEEP DETECTED:
>>2205 TSLA Dec23 8th 245 Calls $0.901 (CboeTheo=0.93) Below Bid! [MULTI] 09:51:29.453 IV=71.6% +18.1 GEMX 100 x $0.92 - $0.93 x 37 BZX Vega=$5167 TSLA=242.49 Ref - SPLIT TICKET:
>>3990 TSLA Dec23 8th 235 Puts $0.17 (CboeTheo=0.19) ASK [NOM] 09:51:30.451 IV=77.8% +22.3 GEMX 422 x $0.16 - $0.17 x 3962 NOM Vega=$3747 TSLA=242.36 Ref - >>4248 KVUE Jan24 12th 22.0 Calls $0.74 (CboeTheo=0.73) ASK MIAX 09:53:04.741 IV=44.5% +0.6 EDGX 104 x $0.65 - $0.76 x 42 MPRL COB/AUCTION - OPENING Vega=$11k KVUE=20.86 Ref
- >>4248 KVUE Jan24 12th 24.0 Calls $0.22 (CboeTheo=0.27) BID MIAX 09:53:04.741 IV=41.5% -2.9 BOX 17 x $0.22 - $0.28 x 111 BOX COB/AUCTION - OPENING Vega=$6903 KVUE=20.86 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 500 RH Dec23 8th 237.5 Puts $2.741 (CboeTheo=0.32) Above Ask! [MULTI] 09:53:22.377 IV=163.5% -47.4 MPRL 20 x $2.15 - $2.65 x 14 BXO OPENING Post-Earnings / SSR
Delta=-35%, EST. IMPACT = 18k Shares ($4.25m) To Sell RH=241.37 Ref - >>4500 AUGX Jun24 7.5 Calls $0.63 (CboeTheo=0.69) BID ISE 09:53:36.481 IV=68.9% -3.9 NOM 55 x $0.60 - $0.80 x 34 PHLX SPREAD/CROSS - OPENING Vega=$7236 AUGX=5.75 Ref
- >>4500 AUGX Jun24 5.0 Puts $0.72 (CboeTheo=0.80) BID ISE 09:53:36.481 IV=70.3% -6.1 NOM 117 x $0.70 - $0.85 x 28 PHLX SPREAD/CROSS - OPENING Vega=$6425 AUGX=5.75 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 MBI Jan25 10.0 Calls $2.50 (CboeTheo=2.52) BID [MULTI] 09:55:54.167 IV=35.9% -9.9 ARCA 29 x $2.50 - $2.60 x 23 EMLD
Delta=72%, EST. IMPACT = 72k Shares ($863k) To Sell MBI=11.99 Ref - >>4850 HAL Dec23 22nd 34.0 Puts $0.51 (CboeTheo=0.49) ASK AMEX 09:56:01.119 IV=32.7% +0.3 CBOE 302 x $0.48 - $0.51 x 89 EMLD SPREAD/FLOOR Vega=$12k HAL=34.83 Ref
- >>4850 HAL Jan24 26th 31.0 Puts $0.44 (CboeTheo=0.45) MID AMEX 09:56:01.119 IV=37.0% -0.0 BZX 11 x $0.42 - $0.47 x 15 GEMX SPREAD/FLOOR - OPENING Vega=$16k HAL=34.83 Ref
- >>11854 KMI Dec23 8th 17.0 Calls $0.61 (CboeTheo=0.59) ASK EDGX 09:57:09.563 IV=100.6% +63.3 GEMX 10 x $0.57 - $0.61 x 20 BXO SPREAD/CROSS Vega=$1057 KMI=17.59 Ref
- >>11854 KMI Dec23 29th 17.5 Calls $0.31 (CboeTheo=0.33) BID EDGX 09:57:09.563 IV=13.9% -1.3 BXO 22 x $0.31 - $0.34 x 10 EMLD SPREAD/CROSS - OPENING Vega=$19k KMI=17.59 Ref
- SWEEP DETECTED:
>>2793 RIOT Dec23 8th 16.5 Calls $0.04 (CboeTheo=0.07) BID [MULTI] 09:57:41.127 IV=169.3% +31.9 BXO 301 x $0.04 - $0.05 x 470 EMLD Vega=$234 RIOT=15.60 Ref - >>2999 HOOD Dec23 14.0 Calls $0.08 (CboeTheo=0.08) BID EDGX 09:58:28.183 IV=107.2% +4.6 NOM 571 x $0.08 - $0.09 x 487 BZX AUCTION Vega=$878 HOOD=11.41 Ref
- SWEEP DETECTED:
>>4000 HOOD Dec23 14.0 Calls $0.08 (CboeTheo=0.08) BID [MULTI] 09:58:28.067 IV=107.2% +4.6 EMLD 164 x $0.08 - $0.09 x 452 C2 OPENING Vega=$1170 HOOD=11.41 Ref - SWEEP DETECTED:
>>3476 PBR Feb24 13.0 Puts $0.28 (CboeTheo=0.28) ASK [MULTI] 09:59:25.341 IV=37.8% +0.1 BXO 15 x $0.25 - $0.28 x 1028 ARCA Vega=$6174 PBR=14.69 Ref - SWEEP DETECTED:
>>3795 CHPT Dec23 2.5 Calls $0.18 (CboeTheo=0.15) ASK [MULTI] 09:59:44.585 IV=160.4% +23.1 ISE 25 x $0.16 - $0.18 x 676 PHLX Vega=$515 CHPT=2.42 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 13th 4750 Calls $0.25 (CboeTheo=0.33) BID [CBOE] 09:59:48.028 IV=12.7% +0.1 CBOE 77 x $0.25 - $0.35 x 703 CBOE OPENING Vega=$19k SPX=4586.34 Fwd - >>Unusual Volume RIG - 3x market weighted volume: 20.2k = 87.1k projected vs 28.7k adv, 82% puts, 2% of OI [RIG 5.92 +0.27 Ref, IV=48.2% -1.5]
- SPLIT TICKET:
>>2000 BBWI Dec23 37.5 Calls $0.75 (CboeTheo=0.71) MID [MIAX] 10:00:51.692 IV=39.2% +0.5 PHLX 161 x $0.70 - $0.80 x 210 PHLX AUCTION - OPENING Vega=$4197 BBWI=37.34 Ref - SPLIT TICKET:
>>2230 HOOD Feb24 25.0 Calls $0.13 (CboeTheo=0.11) ASK [CBOE] 10:02:00.107 IV=101.3% +3.4 MPRL 41 x $0.10 - $0.13 x 210 AMEX AUCTION - OPENING Vega=$1504 HOOD=11.54 Ref - >>3700 PINS Dec23 36.0 Calls $0.29 (CboeTheo=0.30) BID ARCA 10:02:19.771 IV=31.0% -1.9 C2 54 x $0.29 - $0.30 x 56 MPRL SPREAD/CROSS 52WeekHigh Vega=$6436 PINS=35.10 Ref
- >>3700 PINS Dec23 34.5 Calls $1.03 (CboeTheo=1.01) ASK ARCA 10:02:19.771 IV=33.0% +1.2 EDGX 87 x $0.98 - $1.04 x 120 EDGX SPREAD/CROSS 52WeekHigh Vega=$6687 PINS=35.10 Ref
- >>8011 CCJ Dec23 29th 53.0 Calls $0.14 (CboeTheo=0.13) ASK PHLX 10:02:47.347 IV=43.9% +0.3 BZX 39 x $0.10 - $0.15 x 95 AMEX AUCTION Vega=$12k CCJ=44.87 Ref
- >>11989 CCJ Dec23 29th 53.0 Calls $0.14 (CboeTheo=0.13) ASK PHLX 10:02:47.347 IV=43.9% +0.3 BZX 39 x $0.10 - $0.15 x 95 AMEX AUCTION Vega=$18k CCJ=44.87 Ref
- SPLIT TICKET:
>>20000 CCJ Dec23 29th 53.0 Calls $0.14 (CboeTheo=0.13) ASK [PHLX] 10:02:47.347 IV=43.9% +0.3 BZX 39 x $0.10 - $0.15 x 95 AMEX AUCTION Vega=$30k CCJ=44.87 Ref - SWEEP DETECTED:
>>4557 XOM Dec23 97.0 Puts $0.52 (CboeTheo=0.53) BID [MULTI] 10:02:48.039 IV=25.4% -1.1 C2 883 x $0.52 - $0.54 x 41 ARCA ISO - OPENING Vega=$20k XOM=99.29 Ref - >>2000 VFS Mar24 2.5 Puts $0.24 (CboeTheo=0.31) BID PHLX 10:04:53.186 IV=151.4% -15.3 ARCA 10 x $0.21 - $0.37 x 40 ARCA FLOOR - COMPLEX Vega=$868 VFS=6.87 Ref
- >>Unusual Volume SABR - 3x market weighted volume: 5817 = 22.9k projected vs 6089 adv, 99% calls, 2% of OI [SABR 3.88 +0.21 Ref, IV=64.5% -1.8]
- SWEEP DETECTED:
>>3494 HOOD Dec23 8th 12.5 Calls $0.03 (CboeTheo=0.01) ASK [MULTI] 10:06:17.175 IV=214.7% +97.8 EMLD 603 x $0.01 - $0.03 x 3773 MPRL ISO - OPENING Vega=$189 HOOD=11.57 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 1000 CEPU Jan24 10.0 Calls $0.30 (CboeTheo=0.13) Below Bid! [MULTI] 10:07:11.244 IV=67.3% +20.5 CBOE 40 x $0.30 - $0.45 x 1 C2 OPENING
Delta=28%, EST. IMPACT = 28k Shares ($239k) To Sell CEPU=8.48 Ref - >>5000 KVUE Dec23 22nd 22.5 Calls $0.25 (CboeTheo=0.25) MID PHLX 10:07:55.322 IV=47.1% -2.2 ARCA 1 x $0.23 - $0.27 x 83 EDGX SPREAD/CROSS/TIED - OPENING Vega=$6324 KVUE=20.88 Ref
- SWEEP DETECTED:
>>6212 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04) BID [MULTI] 10:09:24.183 IV=199.8% -56.9 C2 13k x $0.02 - $0.03 x 260 ARCA SSR Vega=$182 NKLA=0.76 Ref - SWEEP DETECTED:
>>2000 GOOGL Dec23 8th 134 Puts $0.05 (CboeTheo=0.07) ASK [MULTI] 10:09:26.677 IV=37.4% +2.5 C2 694 x $0.04 - $0.05 x 791 ARCA ISO Vega=$1122 GOOGL=135.88 Ref - SWEEP DETECTED:
>>2750 NKLA Dec23 1.0 Calls $0.02 (CboeTheo=0.04) BID [MULTI] 10:10:24.005 IV=199.8% -56.9 C2 8400 x $0.02 - $0.03 x 4388 C2 SSR Vega=$81 NKLA=0.76 Ref - >>5000 SLM Dec23 14.0 Calls $2.75 (CboeTheo=2.83) BID ARCA 10:10:32.453 CBOE 5 x $2.70 - $2.85 x 1 ARCA FLOOR Vega=$0 SLM=16.77 Ref
- >>Unusual Volume SPWR - 3x market weighted volume: 6597 = 23.8k projected vs 7919 adv, 88% puts, 3% of OI [SPWR 5.05 +0.07 Ref, IV=80.9% +2.3]
- SWEEP DETECTED:
>>3325 CLF Dec23 8th 18.0 Calls $0.05 (CboeTheo=0.07) ASK [MULTI] 10:11:04.412 IV=64.2% +12.5 C2 563 x $0.03 - $0.05 x 616 NOM OPENING Vega=$526 CLF=17.80 Ref - SWEEP DETECTED:
>>2500 PARA Dec23 8th 17.0 Calls $0.14 (CboeTheo=0.05) ASK [MULTI] 10:11:05.723 IV=119.2% -10.2 CBOE 940 x $0.11 - $0.14 x 684 EDGX ISO Vega=$431 PARA=16.82 Ref - SWEEP DETECTED:
>>2400 KVUE Dec23 21.5 Calls $0.17 (CboeTheo=0.21) BID [MULTI] 10:11:53.536 IV=33.5% -10.3 AMEX 233 x $0.17 - $0.20 x 292 BOX Vega=$2407 KVUE=20.89 Ref - >>3015 HTZ Jan25 17.5 Puts $8.42 (CboeTheo=8.44) BID CBOE 10:11:56.417 IV=54.4% -0.6 PHLX 644 x $8.35 - $8.60 x 604 PHLX TIED/AUCTION Vega=$5901 HTZ=9.20 Ref
- >>2600 KVUE Dec23 21.5 Calls $0.17 (CboeTheo=0.21) MID NOM 10:11:59.742 IV=33.2% -10.6 PHLX 457 x $0.15 - $0.20 x 285 BOX Vega=$2616 KVUE=20.89 Ref
- SWEEP DETECTED:
>>2000 BAC Jan24 40.0 Calls $0.01 (CboeTheo=0.02) BID [MULTI] 10:12:33.026 IV=30.8% -2.7 EMLD 2765 x $0.01 - $0.02 x 676 C2 AUCTION Vega=$591 BAC=30.93 Ref - SWEEP DETECTED:
>>2016 NVDA Dec23 600 Calls $0.015 (CboeTheo=0.04) Below Bid! [MULTI] 10:12:50.192 IV=56.2% -6.7 NOM 97 x $0.02 - $0.03 x 1 ARCA Vega=$879 NVDA=475.34 Ref - >>2000 ISPR Dec23 17.5 Calls $0.05 (CboeTheo=0.12) ASK ARCA 10:13:24.212 IV=179.9% -24.9 AMEX 0 x $0.00 - $0.05 x 2000 ARCA Vega=$311 ISPR=11.28 Ref
- >>3920 SNAP Dec23 8th 15.0 Calls $0.29 (CboeTheo=0.34) ASK BOX 10:13:27.901 IV=87.8% +21.2 C2 516 x $0.27 - $0.29 x 184 C2 SPREAD/FLOOR Vega=$509 SNAP=15.23 Ref
- >>Market Color @STOCK - Heavy first hour option volume is noted in : MBI, MJ, MAT, USAC, .MXEA, IJR, EXEL, PARA, MUB.
- >>Market Color HOOD - Bullish option flow detected in Robinhood (11.68 +0.20) with 69,198 calls trading (2x expected) and implied vol increasing almost 3 points to 64.14%. . The Put/Call Ratio is 0.10. Earnings are expected on 02/07. [HOOD 11.68 +0.20 Ref, IV=64.1% +2.7] #Bullish
- >>5280 RIG May24 6.0 Puts $0.80 (CboeTheo=0.80) BID CBOE 10:15:42.216 IV=52.5% -0.5 BOX 23 x $0.79 - $0.83 x 198 EDGX SPREAD/LEGGED/FLOOR Vega=$8103 RIG=5.92 Ref
- >>2000 RIG Jan24 7.0 Puts $1.17 (CboeTheo=1.15) Above Ask! CBOE 10:15:42.362 IV=52.8% -2.9 EDGX 322 x $1.12 - $1.16 x 271 EDGX SPREAD/LEGGED/FLOOR Vega=$1112 RIG=5.92 Ref
- >>3280 RIG Jan24 7.0 Puts $1.17 (CboeTheo=1.15) Above Ask! CBOE 10:15:42.429 IV=52.8% -2.9 EDGX 322 x $1.12 - $1.16 x 271 EDGX SPREAD/LEGGED/FLOOR Vega=$1823 RIG=5.92 Ref
- SWEEP DETECTED:
>>3784 GM Jan24 30.0 Puts $0.19 (CboeTheo=0.19) ASK [MULTI] 10:15:47.553 IV=32.3% +0.6 C2 445 x $0.18 - $0.19 x 1489 C2 Vega=$8011 GM=34.06 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 5000 CVE Dec23 16.0 Calls $0.45 (CboeTheo=0.40) ASK [MULTI] 10:16:26.726 IV=36.3% +6.3 PHLX 2269 x $0.35 - $0.45 x 608 MIAX ISO - OPENING
Delta=64%, EST. IMPACT = 318k Shares ($5.16m) To Buy CVE=16.23 Ref - >>3000 KVUE Dec23 21.0 Calls $0.37 (CboeTheo=0.39) MID ARCA 10:17:37.088 IV=31.7% -9.3 PHLX 204 x $0.35 - $0.40 x 102 CBOE SPREAD/CROSS Vega=$3540 KVUE=20.98 Ref
- >>3000 KVUE Jan24 21.0 Calls $1.26 (CboeTheo=1.25) MID ARCA 10:17:37.088 IV=42.4% -1.0 C2 371 x $1.25 - $1.28 x 155 C2 SPREAD/CROSS Vega=$8493 KVUE=20.98 Ref
- SPLIT TICKET:
>>3500 EXEL Feb24 20.0 Puts $1.025 (CboeTheo=0.86) ASK [PHLX] 10:18:08.596 IV=52.6% +4.1 PHLX 693 x $0.45 - $1.20 x 408 PHLX FLOOR Vega=$11k EXEL=22.14 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 880 SWBI Jan24 15.0 Calls $0.20 (CboeTheo=0.21) ASK [MULTI] 10:18:25.973 IV=45.7% -10.4 BOX 2449 x $0.10 - $0.20 x 321 PHLX Post-Earnings
Delta=20%, EST. IMPACT = 17k Shares ($224k) To Buy SWBI=13.00 Ref - >>1050 SPX Dec23 4600 Calls $34.73 (CboeTheo=35.30) Below Bid! CBOE 10:18:28.575 IV=11.9% -0.7 CBOE 314 x $35.20 - $36.10 x 180 CBOE LATE Vega=$265k SPX=4608.55 Fwd
- >>1050 SPX Mar24 4600 Puts $95.42 (CboeTheo=95.46) ASK CBOE 10:18:28.575 IV=13.0% +0.0 CBOE 365 x $95.00 - $95.70 x 273 CBOE LATE Vega=$972k SPX=4660.25 Fwd
- >>1050 SPX Dec23 4600 Puts $27.25 (CboeTheo=26.76) Above Ask! CBOE 10:18:28.633 IV=12.4% -0.2 CBOE 319 x $26.70 - $27.20 x 185 CBOE LATE Vega=$265k SPX=4608.55 Fwd
- >>1050 SPX Mar24 4600 Calls $153.55 (CboeTheo=154.81) Below Bid! CBOE 10:18:28.633 IV=12.9% -0.1 CBOE 214 x $154.40 - $155.40 x 270 CBOE LATE Vega=$972k SPX=4660.25 Fwd
- >>5200 RIVN Jan25 20.0 Puts $5.57 (CboeTheo=5.58) MID ARCA 10:18:29.239 IV=70.7% +0.1 PHLX 1684 x $5.50 - $5.65 x 906 MIAX CROSS Vega=$39k RIVN=19.05 Ref
- SPLIT TICKET:
>>2000 SPX Dec23 4600 Calls $34.73 (CboeTheo=35.30) Below Bid! [CBOE] 10:18:28.574 IV=11.9% -0.7 CBOE 314 x $35.20 - $36.10 x 180 CBOE LATE Vega=$504k SPX=4608.55 Fwd - SPLIT TICKET:
>>2000 SPX Mar24 4600 Puts $95.42 (CboeTheo=95.46) ASK [CBOE] 10:18:28.574 IV=13.0% +0.0 CBOE 365 x $95.00 - $95.70 x 273 CBOE LATE Vega=$1.85m SPX=4660.25 Fwd - SPLIT TICKET:
>>1250 SPX Mar24 4600 Calls $153.55 (CboeTheo=154.81) Below Bid! [CBOE] 10:18:28.575 IV=12.9% -0.1 CBOE 214 x $154.40 - $155.40 x 272 CBOE LATE Vega=$1.16m SPX=4660.25 Fwd - SPLIT TICKET:
>>1250 SPX Dec23 4600 Puts $27.25 (CboeTheo=26.76) Above Ask! [CBOE] 10:18:28.575 IV=12.4% -0.2 CBOE 415 x $26.70 - $27.20 x 357 CBOE LATE Vega=$315k SPX=4608.55 Fwd - >>2000 HEAR Dec23 12.0 Calls $0.15 (CboeTheo=0.16) BID ISE 10:18:38.157 IV=48.9% -2.6 PHLX 281 x $0.10 - $0.25 x 693 PHLX SPREAD/CROSS Vega=$1146 HEAR=11.56 Ref
- >>2000 HEAR Jan24 13.0 Calls $0.35 (CboeTheo=0.33) ASK ISE 10:18:38.157 IV=52.4% +3.2 MPRL 15 x $0.25 - $0.40 x 560 PHLX SPREAD/CROSS - OPENING Vega=$2723 HEAR=11.56 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 NTGR Jan24 15.0 Calls $0.45 (CboeTheo=0.39) ASK [MULTI] 10:19:25.615 IV=40.1% +2.7 BZX 51 x $0.35 - $0.45 x 35 EDGX OPENING
Delta=37%, EST. IMPACT = 18k Shares ($260k) To Buy NTGR=14.10 Ref - >>3000 MAT Jul24 25.0 Calls $0.40 (CboeTheo=0.45) BID ARCA 10:19:54.411 IV=29.4% -1.2 PHLX 220 x $0.40 - $0.50 x 156 EMLD SPREAD/FLOOR - OPENING Vega=$12k MAT=19.14 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 6500 SABR Jan24 4.5 Calls $0.17 (CboeTheo=0.14) ASK [MULTI] 10:19:58.020 IV=70.0% +3.2 AMEX 147 x $0.12 - $0.17 x 545 PHLX OPENING
Delta=32%, EST. IMPACT = 209k Shares ($812k) To Buy SABR=3.88 Ref - SPLIT TICKET:
>>1193 SPXW Dec23 11th 4625 Calls $6.242 (CboeTheo=6.01) Above Ask! [CBOE] 10:20:08.685 IV=8.1% -1.9 CBOE 122 x $5.90 - $6.10 x 99 CBOE Vega=$178k SPX=4604.64 Fwd - >>5000 PLTR Jun24 12.0 Puts $0.69 (CboeTheo=0.69) ASK PHLX 10:20:12.318 IV=63.9% -0.2 EMLD 1593 x $0.68 - $0.69 x 44 MPRL TIED/FLOOR Vega=$14k PLTR=17.61 Ref
- SWEEP DETECTED:
>>3259 PLTR Dec23 8th 17.5 Calls $0.20 (CboeTheo=0.20) BID [MULTI] 10:21:03.083 IV=72.6% +9.6 EMLD 762 x $0.20 - $0.21 x 126 C2 Vega=$572 PLTR=17.61 Ref - >>2073 CHWY Dec23 8th 18.5 Puts $0.09 (CboeTheo=0.42) ASK ARCA 10:21:53.901 IV=118.6% +8.2 AMEX 828 x $0.08 - $0.09 x 2073 ARCA SSR Vega=$330 CHWY=18.89 Ref
- SWEEP DETECTED:
>>2424 CHWY Dec23 8th 18.5 Puts $0.09 (CboeTheo=0.41) ASK [MULTI] 10:21:52.886 IV=122.6% +12.1 EDGX 675 x $0.08 - $0.09 x 2200 ARCA ISO SSR Vega=$382 CHWY=18.91 Ref - SPLIT TICKET:
>>1003 SPXW Dec23 8th 4615 Calls $3.601 (CboeTheo=3.94) Below Bid! [CBOE] 10:22:21.889 IV=16.7% +0.4 CBOE 184 x $3.90 - $4.00 x 15 CBOE FLOOR Vega=$41k SPX=4604.36 Fwd - SWEEP DETECTED:
>>2000 C Dec23 49.5 Puts $1.00 (CboeTheo=1.03) ASK [MULTI] 10:23:43.668 IV=25.5% -3.3 PHLX 848 x $0.99 - $1.00 x 200 ARCA Vega=$5281 C=48.93 Ref - SWEEP DETECTED:
>>2783 AFRM Dec23 8th 41.5 Calls $0.34 (CboeTheo=0.35) BID [MULTI] 10:24:02.774 IV=130.7% +21.1 EDGX 945 x $0.34 - $0.37 x 47 MPRL OPENING Vega=$1127 AFRM=40.97 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1000 QD Jan24 2.0 Calls $0.05 (CboeTheo=0.07) ASK [MULTI] 10:24:09.528 IV=44.6% -11.4 MPRL 0 x $0.00 - $0.05 x 298 BOX ISO
Delta=31%, EST. IMPACT = 31k Shares ($56k) To Buy QD=1.84 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 863 COF Dec23 8th 116 Calls $1.494 (CboeTheo=1.87) Below Bid! [MULTI] 10:25:29.640 IV=51.7% +10.6 BXO 14 x $1.50 - $1.70 x 1 BZX
Delta=80%, EST. IMPACT = 69k Shares ($8.09m) To Sell COF=117.32 Ref - SWEEP DETECTED:
>>2311 AFRM Dec23 8th 42.0 Calls $0.27 (CboeTheo=0.11) ASK [MULTI] 10:26:03.696 IV=140.5% +33.8 EDGX 218 x $0.23 - $0.27 x 415 EDGX Vega=$856 AFRM=41.12 Ref - >>2000 JD Jan25 42.5 Puts $16.32 (CboeTheo=16.23) ASK ARCA 10:26:10.820 IV=44.9% +1.1 PHLX 100 x $16.10 - $16.50 x 958 PHLX CROSS Vega=$14k JD=26.86 Ref
- >>1000 SPX Mar24 4600 Puts $95.50 (CboeTheo=96.66) Below Bid! CBOE 10:26:12.726 IV=12.9% -0.1 CBOE 490 x $96.30 - $97.00 x 232 CBOE LATE Vega=$927k SPX=4656.63 Fwd
- >>1000 SPX Dec23 4600 Calls $35.20 (CboeTheo=33.55) Above Ask! CBOE 10:26:12.726 IV=12.9% +0.3 CBOE 242 x $33.30 - $33.90 x 180 CBOE LATE Vega=$253k SPX=4604.94 Fwd
- SPLIT TICKET:
>>1250 SPX Dec23 4600 Calls $35.20 (CboeTheo=33.55) Above Ask! [CBOE] 10:26:12.726 IV=12.9% +0.3 CBOE 242 x $33.30 - $33.90 x 180 CBOE LATE Vega=$316k SPX=4604.94 Fwd - SPLIT TICKET:
>>1250 SPX Mar24 4600 Puts $95.50 (CboeTheo=96.66) Below Bid! [CBOE] 10:26:12.726 IV=12.9% -0.1 CBOE 490 x $96.30 - $97.00 x 232 CBOE LATE Vega=$1.16m SPX=4656.63 Fwd - SWEEP DETECTED:
>>2279 CGC Apr24 1.0 Calls $0.19 (CboeTheo=0.17) ASK [MULTI] 10:26:33.199 IV=151.5% +12.1 BZX 4 x $0.15 - $0.19 x 638 PHLX Vega=$399 CGC=0.77 Ref - >>2000 EYPT Feb24 30.0 Calls $0.80 (CboeTheo=1.06) BID ARCA 10:26:37.136 IV=88.5% -10.2 PHLX 1042 x $0.10 - $1.70 x 303 PHLX FLOOR - OPENING Vega=$5195 EYPT=20.35 Ref
- SWEEP DETECTED:
>>2337 GM Jan24 5th 31.0 Puts $0.16 (CboeTheo=0.16) ASK [MULTI] 10:26:37.892 IV=31.1% +1.1 MPRL 124 x $0.15 - $0.16 x 96 EMLD OPENING Vega=$4241 GM=34.22 Ref - >>5000 PFE Feb24 26.0 Puts $0.42 (CboeTheo=0.43) BID PHLX 10:27:22.676 IV=28.3% -0.7 EMLD 139 x $0.42 - $0.44 x 223 EMLD TIED/FLOOR - OPENING Vega=$18k PFE=28.73 Ref
- >>2500 SNAP Dec23 8th 15.0 Calls $0.28 (CboeTheo=0.35) Below Bid! AMEX 10:27:45.968 IV=57.6% -8.9 C2 157 x $0.29 - $0.30 x 1 BZX FLOOR Vega=$204 SNAP=15.27 Ref
- >>5000 UBER Jun24 47.5 Puts $1.47 (CboeTheo=1.44) ASK ARCA 10:28:09.500 IV=41.4% +0.3 CBOE 2 x $1.44 - $1.48 x 86 BZX CROSS - OPENING 52WeekHigh Vega=$50k UBER=61.70 Ref
- >>Market Color LYV - Bearish flow noted in Live Nation (84.13 -0.15) with 5,558 puts trading, or 13x expected. The Put/Call Ratio is 12.46, while ATM IV is up over 2 points on the day. Earnings are expected on 02/22. [LYV 84.13 -0.15 Ref, IV=29.4% +2.3] #Bearish
- >>5000 XPEV Jan24 20.0 Calls $0.21 (CboeTheo=0.23) BID AMEX 10:30:21.122 IV=64.6% -0.6 EMLD 654 x $0.21 - $0.23 x 222 MPRL SPREAD/CROSS Vega=$5728 XPEV=15.29 Ref
- >>5000 XPEV Jan24 20.0 Puts $4.91 (CboeTheo=4.88) ASK AMEX 10:30:21.122 IV=68.3% +3.0 EDGX 414 x $4.85 - $4.95 x 35 MIAX SPREAD/CROSS Vega=$5973 XPEV=15.29 Ref
- SWEEP DETECTED:
>>3068 C Dec23 50.0 Calls $0.41 (CboeTheo=0.40) ASK [MULTI] 10:30:30.259 IV=27.7% -2.4 C2 985 x $0.39 - $0.41 x 879 C2 Vega=$7731 C=49.06 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 3750 LC Jan24 7.0 Calls $0.40 (CboeTheo=0.43) BID [MULTI] 10:32:09.456 IV=41.9% -4.4 PHLX 1773 x $0.40 - $0.50 x 312 PHLX ISO - OPENING
Delta=53%, EST. IMPACT = 200k Shares ($1.39m) To Sell LC=6.96 Ref - >>2000 SGEN Dec23 215 Calls $5.70 (CboeTheo=5.98) BID BOX 10:32:12.435 IV=27.9% -0.2 NOM 1 x $5.70 - $6.40 x 10 PHLX SPREAD/FLOOR Vega=$22k SGEN=218.49 Ref
- SPLIT TICKET:
>>2160 PCT Dec23 22nd 4.5 Puts $0.49 (CboeTheo=0.42) ASK [BOX] 10:32:34.796 IV=181.2% +32.1 CBOE 613 x $0.35 - $0.50 x 788 PHLX FLOOR - OPENING Vega=$760 PCT=5.00 Ref - >>3000 RIO Apr24 80.0 Calls $1.00 (CboeTheo=1.01) ASK PHLX 10:32:46.025 IV=23.8% -0.3 EMLD 12 x $0.90 - $1.00 x 2 ARCA SPREAD/CROSS/TIED Vega=$35k RIO=70.50 Ref
- >>1000 XSP Dec23 29th 444 Puts $0.94 (CboeTheo=0.91) BID CBOE 10:33:00.008 IV=13.9% +0.2 CBOE 940 x $0.94 - $0.95 x 250 CBOE OPENING Vega=$23k XSP=461.38 Fwd
- SPLIT TICKET:
>>1940 XSP Dec23 29th 444 Puts $0.94 (CboeTheo=0.91) BID [CBOE] 10:33:00.008 IV=13.9% +0.2 CBOE 940 x $0.94 - $0.95 x 250 CBOE OPENING Vega=$46k XSP=461.38 Fwd - SWEEP DETECTED:
>>3000 LTHM Jan24 17.5 Calls $0.599 (CboeTheo=0.55) ASK [MULTI] 10:33:15.178 IV=63.0% -0.1 EDGX 178 x $0.50 - $0.60 x 519 EDGX AUCTION - OPENING Vega=$5537 LTHM=15.28 Ref - >>1502 XSP Dec23 29th 444 Puts $0.95 (CboeTheo=0.92) BID CBOE 10:33:20.336 IV=13.8% +0.2 CBOE 498 x $0.95 - $0.96 x 249 CBOE OPENING Vega=$36k XSP=461.25 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 444 Puts $0.95 (CboeTheo=0.92) BID [CBOE] 10:33:20.336 IV=13.8% +0.2 CBOE 498 x $0.95 - $0.96 x 249 CBOE OPENING Vega=$47k XSP=461.25 Fwd - >>1370 XSP Dec23 29th 444 Puts $0.95 (CboeTheo=0.92) ASK CBOE 10:33:32.475 IV=13.9% +0.2 CBOE 505 x $0.91 - $0.97 x 605 CBOE OPENING Vega=$32k XSP=461.27 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 444 Puts $0.95 (CboeTheo=0.92) BID [CBOE] 10:33:32.475 IV=13.9% +0.2 CBOE 1370 x $0.95 - $0.97 x 605 CBOE OPENING Vega=$47k XSP=461.27 Fwd - >>1481 XSP Dec23 29th 444 Puts $0.96 (CboeTheo=0.92) ASK CBOE 10:33:46.614 IV=13.9% +0.2 CBOE 505 x $0.91 - $0.97 x 505 CBOE OPENING Vega=$35k XSP=461.19 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 444 Puts $0.96 (CboeTheo=0.92) ASK [CBOE] 10:33:46.614 IV=13.9% +0.2 CBOE 505 x $0.91 - $0.97 x 505 CBOE OPENING Vega=$48k XSP=461.19 Fwd - >>2000 X Dec23 35.0 Calls $1.70 (CboeTheo=1.69) BID BOX 10:35:14.462 IV=46.8% +2.6 ARCA 23 x $1.64 - $1.82 x 553 PHLX FLOOR Vega=$3471 X=36.23 Ref
- SPLIT TICKET:
>>2300 LUV Dec23 8th 29.5 Calls $0.02 (CboeTheo=0.06) BID [PHLX] 10:35:32.431 IV=55.1% +7.8 NOM 350 x $0.02 - $0.03 x 193 C2 AUCTION Vega=$313 LUV=28.96 Ref - SWEEP DETECTED:
>>3838 M Jan24 16.0 Calls $1.91 (CboeTheo=1.90) BID [MULTI] 10:36:01.092 IV=53.4% +1.8 EMLD 784 x $1.91 - $1.94 x 85 CBOE Vega=$7882 M=17.29 Ref - >>3000 LTHM Jan24 17.5 Calls $0.60 (CboeTheo=0.56) ASK BOX 10:36:12.234 IV=64.0% +0.9 AMEX 13 x $0.55 - $0.60 x 19 PHLX FLOOR - OPENING Vega=$5535 LTHM=15.21 Ref
- SWEEP DETECTED:
>>2532 SNAP Dec23 8th 15.0 Calls $0.18 (CboeTheo=0.24) BID [MULTI] 10:37:04.988 IV=76.8% +10.2 EMLD 896 x $0.18 - $0.20 x 377 C2 Vega=$370 SNAP=15.10 Ref - SPLIT TICKET:
>>1000 SPX Dec23 4700 Calls $2.85 (CboeTheo=2.92) BID [CBOE] 10:37:30.451 IV=12.0% -0.3 CBOE 1255 x $2.85 - $3.00 x 95 CBOE Vega=$105k SPX=4593.21 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 937 ZION Jan24 37.5 Calls $3.301 (CboeTheo=3.38) BID [MULTI] 10:38:58.009 IV=38.3% -1.5 PHLX 172 x $3.30 - $3.40 x 24 ARCA
Delta=70%, EST. IMPACT = 65k Shares ($2.57m) To Sell ZION=39.44 Ref - >>4500 BABA Sep24 75.0 Calls $8.94 (CboeTheo=8.90) ASK ARCA 10:39:59.722 IV=37.1% -0.0 BZX 32 x $8.80 - $9.05 x 78 EDGX SPREAD/CROSS - OPENING Vega=$112k BABA=72.08 Ref
- >>4500 BABA Sep24 85.0 Calls $5.50 (CboeTheo=5.52) BID ARCA 10:39:59.722 IV=36.7% -0.4 EDGX 45 x $5.45 - $5.60 x 31 PHLX SPREAD/CROSS - OPENING Vega=$110k BABA=72.08 Ref
- >>3000 CVX Dec23 8th 142 Puts $0.03 (CboeTheo=0.02) MID BOX 10:40:45.321 IV=38.4% +10.4 EMLD 1180 x $0.02 - $0.04 x 572 C2 SPREAD/FLOOR Vega=$1196 CVX=144.31 Ref
- SWEEP DETECTED:
>>2000 TSLA Dec23 220 Puts $0.52 (CboeTheo=0.52) ASK [MULTI] 10:41:40.101 IV=49.2% -0.5 ARCA 30 x $0.51 - $0.52 x 437 GEMX Vega=$9229 TSLA=243.01 Ref - >>4000 OUT Mar24 10.0 Puts $0.25 (CboeTheo=0.30) MID ARCA 10:42:07.865 IV=47.9% -2.8 BOX 11 x $0.20 - $0.30 x 13 PHLX SPREAD/FLOOR Vega=$5854 OUT=12.76 Ref
- >>2000 OUT Mar24 12.5 Puts $1.10 (CboeTheo=0.90) Above Ask! ARCA 10:42:07.865 IV=46.0% +8.2 BOX 11 x $0.90 - $1.05 x 97 PHLX SPREAD/FLOOR Vega=$5089 OUT=12.76 Ref
- SWEEP DETECTED:
>>2032 GOLD Jan24 17.0 Puts $0.62 (CboeTheo=0.65) MID [MULTI] 10:42:16.933 IV=26.8% -0.9 PHLX 373 x $0.62 - $0.63 x 19 EMLD Vega=$4631 GOLD=16.88 Ref - >>7300 PLTR Mar24 24.0 Calls $0.57 (CboeTheo=0.57) ASK PHLX 10:42:35.914 IV=59.6% -1.4 EMLD 2081 x $0.56 - $0.57 x 944 EMLD SPREAD/CROSS/TIED Vega=$19k PLTR=17.59 Ref
- >>3000 SCHW Dec23 64.0 Calls $0.94 (CboeTheo=0.92) ASK AMEX 10:43:21.273 IV=30.1% -0.4 C2 34 x $0.90 - $0.95 x 62 MPRL CROSS - OPENING Vega=$11k SCHW=63.66 Ref
- SWEEP DETECTED:
>>2000 GOOGL Dec23 8th 136 Calls $0.14 (CboeTheo=0.16) BID [MULTI] 10:43:27.506 IV=32.7% +0.0 C2 289 x $0.14 - $0.15 x 377 C2 Vega=$2056 GOOGL=135.09 Ref - >>Market Color RUN - Bullish option flow detected in Sunrun (13.53 -0.34) with 13,539 calls trading (3x expected) and implied vol increasing over 1 point to 86.39%. . The Put/Call Ratio is 0.15. Earnings are expected on 02/21. [RUN 13.53 -0.34 Ref, IV=86.4% +1.4] #Bullish
- >>10000 CVX Jun24 115 Puts $1.70 (CboeTheo=1.73) BID PHLX 10:45:03.365 IV=28.3% -0.2 MPRL 14 x $1.70 - $1.75 x 14 BOX SPREAD/CROSS/TIED - OPENING Vega=$199k CVX=144.31 Ref
- >>5000 HES Jun24 100 Puts $3.70 (CboeTheo=3.12) ASK BOX 10:45:50.801 IV=45.7% +3.2 MIAX 141 x $2.55 - $4.20 x 82 PHLX FLOOR - OPENING Vega=$109k HES=133.96 Ref
- >>Unusual Volume EDR - 5x market weighted volume: 23.0k = 56.1k projected vs 10.8k adv, 91% calls, 7% of OI [EDR 24.74 +0.38 Ref, IV=34.4% -0.6]
- SWEEP DETECTED:
>>2672 BAC Dec23 31.0 Calls $0.43 (CboeTheo=0.43) BID [MULTI] 10:47:05.333 IV=23.0% -1.2 EMLD 921 x $0.43 - $0.44 x 1363 C2 ISO Vega=$4646 BAC=31.03 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1706 MMYT May24 45.0 Calls $4.881 (CboeTheo=4.64) Above Ask! [MULTI] 10:47:39.777 IV=39.0% +1.0 BOX 6 x $4.50 - $4.80 x 70 MIAX OPENING
Delta=57%, EST. IMPACT = 97k Shares ($4.31m) To Buy MMYT=44.33 Ref - SPLIT TICKET:
>>1970 VIX Dec23 20th 14.0 Calls $0.57 (CboeTheo=0.56) BID [CBOE] 10:47:42.695 IV=81.4% +2.2 CBOE 1803 x $0.57 - $0.59 x 25k CBOE Vega=$1881 VIX=13.48 Fwd - SWEEP DETECTED:
>>2000 NVDA Dec23 8th 455 Puts $0.03 (CboeTheo=0.02) ASK [MULTI] 10:47:48.361 IV=76.6% +40.4 EMLD 5 x $0.02 - $0.03 x 212 EMLD Vega=$647 NVDA=476.14 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 689 CRDL Jun24 2.5 Calls $0.10 (CboeTheo=0.16) BID [MULTI] 10:47:52.515 IV=119.5% -25.0 PHLX 158 x $0.10 - $0.15 x 64 PHLX ISO - OPENING
Delta=27%, EST. IMPACT = 19k Shares ($19k) To Sell CRDL=1.01 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2461 MP Dec23 17.5 Calls $0.40 (CboeTheo=0.35) ASK [MULTI] 10:48:12.700 IV=57.9% +0.6 PHLX 482 x $0.30 - $0.40 x 349 C2
Delta=41%, EST. IMPACT = 101k Shares ($1.72m) To Buy MP=17.11 Ref - SWEEP DETECTED:
>>2200 CHWY Dec23 8th 18.5 Puts $0.06 (CboeTheo=0.28) ASK [MULTI] 10:48:40.798 IV=137.9% +27.5 EMLD 472 x $0.05 - $0.06 x 302 NOM SSR Vega=$268 CHWY=19.13 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 746 IMPP Jan24 1.5 Puts $0.08 (CboeTheo=0.07) ASK [MULTI] 10:48:58.842 IV=92.4% +8.8 ARCA 50 x $0.05 - $0.08 x 139 GEMX ISO
Delta=-21%, EST. IMPACT = 15k Shares ($29k) To Sell IMPP=1.86 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 2253 IMPP Jan24 1.5 Puts $0.09 (CboeTheo=0.07) ASK [MULTI] 10:49:25.750 IV=96.7% +13.2 ARCA 50 x $0.05 - $0.09 x 1255 C2 ISO
Delta=-22%, EST. IMPACT = 49k Shares ($91k) To Sell IMPP=1.85 Ref - SPLIT TICKET:
>>2000 SPXW Jan24 3rd 4650 Calls $37.14 (CboeTheo=32.01) Above Ask! [CBOE] 10:50:15.728 IV=11.2% +0.8 CBOE 10 x $31.70 - $32.10 x 10 CBOE LATE - OPENING Vega=$947k SPX=4608.50 Fwd - SPLIT TICKET:
>>1500 SPXW Dec23 27th 4650 Calls $28.13 (CboeTheo=23.46) Above Ask! [CBOE] 10:50:15.728 IV=11.4% +0.9 CBOE 54 x $23.20 - $23.50 x 12 CBOE LATE Vega=$591k SPX=4602.95 Fwd - >>10000 HES Jun24 115 Puts $6.60 (CboeTheo=5.93) ASK PHLX 10:51:15.999 IV=40.8% +3.1 PHLX 97 x $5.20 - $6.70 x 67 PHLX SPREAD/CROSS/TIED - OPENING Vega=$303k HES=134.04 Ref
- >>5000 HES Dec23 130 Puts $1.50 (CboeTheo=1.85) BID PHLX 10:51:15.999 IV=40.3% -10.1 PHLX 96 x $1.40 - $2.85 x 77 PHLX SPREAD/CROSS/TIED - OPENING Vega=$33k HES=134.04 Ref
- >>5000 HES Jun24 180 Calls $1.70 (CboeTheo=1.91) BID PHLX 10:51:15.999 IV=30.7% -0.2 MIAX 79 x $1.60 - $2.35 x 46 MPRL SPREAD/CROSS/TIED - OPENING Vega=$103k HES=134.04 Ref
- >>2500 CIM Dec23 5.0 Calls $0.15 (CboeTheo=0.20) BID ISE 10:51:45.830 IV=20.6% -24.8 C2 641 x $0.15 - $0.20 x 45 BZX CROSS Vega=$474 CIM=5.13 Ref
- >>2500 HCP Dec23 22.5 Puts $2.60 (CboeTheo=2.51) ASK AMEX 10:51:50.734 IV=82.1% -50.0 MIAX 28 x $2.45 - $2.60 x 183 AMEX CROSS Post-Earnings / SSR Vega=$1861 HCP=20.10 Ref
- >>4000 PBR Jan24 15.0 Calls $0.58 (CboeTheo=0.58) MID AMEX 10:53:52.197 IV=32.1% -0.7 PHLX 354 x $0.57 - $0.60 x 35 EDGX SPREAD/CROSS Vega=$8016 PBR=14.79 Ref
- >>4000 PBR Jan24 15.0 Puts $0.73 (CboeTheo=0.72) MID AMEX 10:53:52.197 IV=32.5% -0.2 BOX 45 x $0.72 - $0.75 x 92 NOM SPREAD/CROSS Vega=$7996 PBR=14.79 Ref
- >>3500 PBR Jan24 15.0 Calls $0.58 (CboeTheo=0.58) MID AMEX 10:53:52.283 IV=32.1% -0.7 PHLX 354 x $0.57 - $0.60 x 35 EDGX SPREAD/CROSS Vega=$7014 PBR=14.79 Ref
- >>3500 PBR Jan24 15.0 Puts $0.73 (CboeTheo=0.72) MID AMEX 10:53:52.283 IV=32.5% -0.2 AMEX 173 x $0.72 - $0.75 x 92 NOM SPREAD/CROSS Vega=$6997 PBR=14.79 Ref
- >>15000 CHPT Dec23 22nd 2.5 Calls $0.24 (CboeTheo=0.24) MID AMEX 10:54:03.208 IV=136.0% +15.0 EMLD 575 x $0.23 - $0.26 x 483 BOX SPREAD/FLOOR - OPENING Vega=$2886 CHPT=2.46 Ref
- >>40000 CHPT Dec23 8th 2.5 Calls $0.05 (CboeTheo=0.14) BID AMEX 10:54:03.208 IV=282.6% -34.3 EMLD 965 x $0.05 - $0.06 x 599 EMLD SPREAD/FLOOR Vega=$968 CHPT=2.46 Ref
- SWEEP DETECTED:
>>2045 WBD Dec23 8th 11.5 Calls $0.12 (CboeTheo=0.09) BID [MULTI] 10:57:17.850 IV=77.4% -32.1 PHLX 1283 x $0.12 - $0.14 x 20 MPRL Vega=$230 WBD=11.55 Ref - >>2500 HCP Jan25 35.0 Calls $1.30 (CboeTheo=1.33) BID AMEX 10:58:00.751 IV=51.1% -1.8 PHLX 30 x $1.30 - $1.45 x 13 BZX SPREAD/FLOOR - OPENING Post-Earnings / SSR Vega=$17k HCP=20.08 Ref
- >>2500 HCP Jan25 30.0 Calls $2.25 (CboeTheo=2.08) ASK AMEX 10:58:00.749 IV=54.3% +0.6 PHLX 40 x $2.05 - $2.30 x 475 AMEX SPREAD/FLOOR Post-Earnings / SSR Vega=$20k HCP=20.08 Ref
- >>2500 HCP Jan25 12.5 Puts $0.95 (CboeTheo=1.02) BID AMEX 10:58:00.751 IV=57.0% -4.7 PHLX 30 x $0.95 - $1.10 x 246 AMEX SPREAD/FLOOR - OPENING Post-Earnings / SSR Vega=$11k HCP=20.08 Ref
- >>5000 COMP Jan24 2.5 Puts $0.20 (CboeTheo=0.20) ASK BOX 10:58:55.841 IV=82.2% -1.6 BOX 38 x $0.15 - $0.20 x 1 GEMX CROSS Vega=$1674 COMP=2.69 Ref
- >>2100 GOOGL Jan24 130 Puts $1.75 (CboeTheo=1.74) MID AMEX 10:59:38.858 IV=23.2% -0.7 C2 438 x $1.74 - $1.76 x 333 C2 SPREAD/CROSS Vega=$32k GOOGL=135.53 Ref
- >>2100 GOOGL Jan24 130 Calls $8.15 (CboeTheo=8.14) MID AMEX 10:59:38.858 IV=23.2% -0.4 EDGX 377 x $8.10 - $8.20 x 294 EDGX SPREAD/CROSS Vega=$31k GOOGL=135.53 Ref
- >>4500 NU Feb24 10.0 Calls $0.06 (CboeTheo=0.09) BID CBOE 10:59:46.593 IV=34.0% -5.1 EMLD 564 x $0.06 - $0.08 x 48 C2 SPREAD/LEGGED/FLOOR Vega=$3079 NU=8.14 Ref
- >>4500 NU Feb24 6.0 Puts $0.03 (CboeTheo=0.08) BID CBOE 10:59:46.593 IV=44.5% -16.2 PHLX 624 x $0.02 - $0.06 x 157 CBOE SPREAD/LEGGED/FLOOR Vega=$1518 NU=8.14 Ref
- >>4500 NU Feb24 8.0 Puts $0.44 (CboeTheo=0.41) Above Ask! CBOE 10:59:46.651 IV=38.5% +1.7 EMLD 305 x $0.40 - $0.43 x 25 ARCA SPREAD/LEGGED/FLOOR Vega=$6222 NU=8.14 Ref
- SPLIT TICKET:
>>2576 CGC Jan24 1.0 Calls $0.09 (CboeTheo=0.08) BID [ARCA] 11:00:17.897 IV=164.4% +18.1 ARCA 2576 x $0.09 - $0.10 x 3189 C2 Vega=$253 CGC=0.76 Ref - SWEEP DETECTED:
>>2098 MARA Dec23 8th 14.0 Calls $2.39 (CboeTheo=2.36) ASK [MULTI] 11:00:54.181 IV=391.0% +256.2 CBOE 1057 x $2.31 - $2.39 x 614 BZX Vega=$90 MARA=16.36 Ref - >>6000 EDR Feb24 24.0 Calls $1.95 (CboeTheo=1.91) ASK PHLX 11:01:11.869 IV=34.8% +0.0 C2 13 x $1.80 - $2.00 x 1 ISE SPREAD/FLOOR Vega=$25k EDR=24.71 Ref
- >>4000 EDR Feb24 24.0 Calls $2.00 (CboeTheo=1.91) ASK PHLX 11:01:11.869 IV=36.0% +1.3 C2 13 x $1.80 - $2.00 x 1 ISE SPREAD/FLOOR Vega=$16k EDR=24.71 Ref
- >>10000 EDR Feb24 29.0 Calls $0.40 (CboeTheo=0.26) Above Ask! PHLX 11:01:11.869 IV=37.0% +4.8 NOM 50 x $0.05 - $0.25 x 4 BXO SPREAD/FLOOR Vega=$30k EDR=24.71 Ref
- SWEEP DETECTED:
>>3500 C Dec23 45.0 Puts $0.04 (CboeTheo=0.04) ASK [MULTI] 11:01:55.198 IV=35.5% +3.1 C2 473 x $0.03 - $0.04 x 1824 C2 Vega=$2165 C=48.99 Ref - SWEEP DETECTED:
>>2143 WBA Dec23 20.0 Puts $0.03 (CboeTheo=0.03) ASK [MULTI] 11:01:58.363 IV=59.7% +4.0 C2 2 x $0.02 - $0.03 x 1838 MRX Vega=$586 WBA=23.11 Ref - SPLIT TICKET:
>>1076 SPXW Dec23 14th 4000 Puts $0.25 (CboeTheo=0.17) ASK [CBOE] 11:02:48.469 IV=40.4% +3.2 CBOE 1437 x $0.15 - $0.25 x 1444 CBOE ISO Vega=$7171 SPX=4604.75 Fwd - SWEEP DETECTED:
>>2043 SNAP Dec23 8th 15.0 Calls $0.15 (CboeTheo=0.21) BID [MULTI] 11:02:55.332 IV=63.0% -3.6 C2 542 x $0.15 - $0.17 x 1094 CBOE Vega=$282 SNAP=15.10 Ref - >>Unusual Volume CRSP - 3x market weighted volume: 20.4k = 44.2k projected vs 14.7k adv, 72% calls, 14% of OI [CRSP 69.60 -0.61 Ref, IV=77.9% -7.8]
- SWEEP DETECTED:
>>2341 TSLA Dec23 220 Puts $0.43 (CboeTheo=0.44) BID [MULTI] 11:03:22.968 IV=49.5% -0.2 MRX 335 x $0.43 - $0.44 x 396 EMLD ISO Vega=$9525 TSLA=244.63 Ref - SWEEP DETECTED:
>>2499 BAC May24 30.0 Puts $1.39 (CboeTheo=1.40) ASK [MULTI] 11:03:28.985 IV=25.6% +0.0 CBOE 1366 x $1.38 - $1.39 x 1250 ARCA Vega=$19k BAC=31.05 Ref - >>2999 KVUE Jan24 12th 22.0 Calls $0.68 (CboeTheo=0.67) ASK MIAX 11:04:00.041 IV=43.0% -1.0 BOX 20 x $0.63 - $0.69 x 4 ARCA COB/AUCTION - OPENING Vega=$7389 KVUE=20.82 Ref
- >>2999 KVUE Jan24 12th 24.0 Calls $0.20 (CboeTheo=0.24) BID MIAX 11:04:00.041 IV=40.8% -3.6 PHLX 693 x $0.19 - $0.25 x 12 NOM COB/AUCTION - OPENING Vega=$4670 KVUE=20.82 Ref
- >>2500 HCP Dec23 22.5 Puts $2.45 (CboeTheo=2.42) ASK PHLX 11:04:35.644 IV=71.8% -60.3 CBOE 84 x $2.35 - $2.50 x 59 PHLX TIED/FLOOR Post-Earnings / SSR Vega=$1671 HCP=20.18 Ref
- >>2569 NTR Jan24 12th 49.0 Puts $0.40 (CboeTheo=0.46) BID BOX 11:05:48.230 IV=31.5% -1.1 PHLX 380 x $0.40 - $0.50 x 41 NOM FLOOR - OPENING Vega=$9842 NTR=54.40 Ref
- SPLIT TICKET:
>>3670 NTR Jan24 12th 49.0 Puts $0.415 (CboeTheo=0.46) BID [BOX] 11:05:48.230 IV=31.5% -1.1 PHLX 380 x $0.40 - $0.50 x 41 NOM FLOOR - OPENING Vega=$14k NTR=54.40 Ref - SWEEP DETECTED:
>>2500 KVUE Jan24 25.0 Calls $0.14 (CboeTheo=0.19) BID [MULTI] 11:07:05.073 IV=40.1% -4.0 EDGX 707 x $0.14 - $0.18 x 260 EDGX Vega=$3365 KVUE=20.80 Ref - >>Unusual Volume JCI - 3x market weighted volume: 8553 = 18.0k projected vs 5799 adv, 77% calls, 7% of OI [JCI 56.26 +0.76 Ref, IV=32.7% +0.4]
- SWEEP DETECTED:
>>3246 C Jan24 55.0 Calls $0.317 (CboeTheo=0.32) Above Ask! [MULTI] 11:08:47.784 IV=28.1% -1.2 C2 109 x $0.30 - $0.31 x 15 BZX ISO Vega=$12k C=48.95 Ref - SWEEP DETECTED:
>>3458 INTC Jan24 50.0 Calls $0.16 (CboeTheo=0.17) BID [MULTI] 11:09:42.637 IV=30.8% -1.7 EMLD 3132 x $0.16 - $0.17 x 697 C2 Vega=$7877 INTC=42.72 Ref - >>13350 NIO Jun24 7.5 Calls $1.55 (CboeTheo=1.55) MID AMEX 11:11:04.541 IV=67.2% +0.4 EMLD 2 x $1.54 - $1.56 x 87 EMLD CROSS - OPENING Vega=$28k NIO=7.47 Ref
- SPLIT TICKET:
>>1833 SPX Dec23 4725 Calls $1.30 (CboeTheo=1.33) ASK [CBOE] 11:11:17.557 IV=11.7% -0.7 CBOE 1417 x $1.20 - $1.30 x 1061 CBOE Vega=$120k SPX=4595.77 Fwd - >>2000 GTES May24 12.5 Calls $0.65 (CboeTheo=0.67) BID ARCA 11:11:32.339 IV=29.7% +1.2 CBOE 94 x $0.55 - $0.90 x 237 CBOE CROSS - OPENING Vega=$6044 GTES=11.57 Ref
- >>2200 VSTO Jan24 25.0 Puts $0.40 (CboeTheo=0.49) BID ARCA 11:12:07.497 IV=35.9% -6.8 NOM 50 x $0.35 - $0.70 x 272 PHLX SPREAD/FLOOR Vega=$5811 VSTO=27.27 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 2365 ARCC Jan24 20.0 Calls $0.20 (CboeTheo=0.17) ASK [MULTI] 11:12:17.832 IV=13.7% +1.5 BZX 43 x $0.15 - $0.20 x 317 PHLX 52WeekHigh
Delta=40%, EST. IMPACT = 94k Shares ($1.88m) To Buy ARCC=19.95 Ref - >>4994 F Jan24 26th 11.0 Calls $0.52 (CboeTheo=0.51) BID ARCA 11:14:12.855 IV=28.8% +2.3 ARCA 4994 x $0.52 - $0.53 x 3442 AMEX OPENING Vega=$7984 F=11.02 Ref
- SPLIT TICKET:
>>5004 F Jan24 26th 11.0 Calls $0.52 (CboeTheo=0.51) BID [ARCA] 11:14:12.854 IV=28.8% +2.3 ARCA 5004 x $0.52 - $0.53 x 3442 AMEX OPENING Vega=$8000 F=11.02 Ref - >>4500 AAL Jan24 12.0 Puts $0.13 (CboeTheo=0.14) BID PHLX 11:14:25.797 IV=41.5% -1.6 EDGX 1320 x $0.13 - $0.15 x 1728 GEMX TIED/FLOOR Vega=$4457 AAL=13.88 Ref
- >>4500 NU Feb24 10.0 Calls $0.06 (CboeTheo=0.09) BID CBOE 11:14:33.282 IV=34.0% -5.1 EMLD 1057 x $0.06 - $0.08 x 70 EMLD LATE Vega=$3084 NU=8.15 Ref
- >>4500 NU Feb24 6.0 Puts $0.03 (CboeTheo=0.07) BID CBOE 11:14:34.421 IV=44.6% -16.1 EMLD 682 x $0.03 - $0.06 x 153 CBOE LATE Vega=$1517 NU=8.15 Ref
- >>4500 NU Feb24 8.0 Puts $0.44 (CboeTheo=0.41) Above Ask! CBOE 11:14:34.896 IV=38.7% +1.8 MPRL 69 x $0.41 - $0.43 x 75 NOM LATE Vega=$6221 NU=8.15 Ref
- SPLIT TICKET:
>>4750 NU Feb24 8.0 Puts $0.44 (CboeTheo=0.41) Above Ask! [CBOE] 11:14:34.896 IV=38.7% +1.8 MPRL 69 x $0.41 - $0.43 x 75 NOM LATE Vega=$6566 NU=8.15 Ref - >>1000 SPX Oct24 5700 Calls $8.35 (CboeTheo=8.29) ASK CBOE 11:15:19.196 IV=11.2% -0.1 CBOE 908 x $8.10 - $8.50 x 100 CBOE LATE - OPENING Vega=$454k SPX=4755.74 Fwd
- SPLIT TICKET:
>>3000 SPX Feb24 5700 Calls $0.07 (CboeTheo=0.10) MID [CBOE] 11:15:19.195 IV=15.1% -0.6 CBOE 1833 x $0.05 - $0.10 x 100 CBOE LATE - OPENING Vega=$25k SPX=4632.15 Fwd - SPLIT TICKET:
>>3000 SPX Oct24 5700 Calls $8.35 (CboeTheo=8.29) ASK [CBOE] 11:15:19.195 IV=11.2% -0.1 CBOE 908 x $8.10 - $8.50 x 100 CBOE LATE - OPENING Vega=$1.36m SPX=4755.74 Fwd - >>10000 AGNC Jan25 10.0 Calls $0.46 (CboeTheo=0.44) BID ARCA 11:15:53.079 IV=31.0% +0.1 MPRL 43 x $0.44 - $0.50 x 16 NOM CROSS Vega=$29k AGNC=9.04 Ref
- >>5000 CVX Jun24 115 Puts $1.70 (CboeTheo=1.74) BID PHLX 11:17:42.329 IV=28.2% -0.3 NOM 71 x $1.70 - $1.75 x 48 NOM SPREAD/CROSS/TIED - OPENING Vega=$100k CVX=144.15 Ref
- >>8075 VIX Dec23 20th 13.0 Puts $0.40 (CboeTheo=0.39) ASK CBOE 11:17:48.232 IV=65.8% -0.7 CBOE 28k x $0.37 - $0.41 x 32k CBOE AUCTION Vega=$7288 VIX=13.52 Fwd
- SPLIT TICKET:
>>10000 VIX Dec23 20th 13.0 Puts $0.40 (CboeTheo=0.39) ASK [CBOE] 11:17:48.232 IV=65.8% -0.7 CBOE 28k x $0.37 - $0.41 x 32k CBOE AUCTION Vega=$9025 VIX=13.52 Fwd - >>2279 PBR Apr24 15.0 Calls $1.15 (CboeTheo=1.16) BID ARCA 11:19:13.159 IV=35.1% -1.0 BZX 319 x $1.13 - $1.25 x 1 EMLD TIED/FLOOR Vega=$7991 PBR=14.79 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 601 PLBY Jan25 2.5 Calls $0.10 (CboeTheo=0.12) BID [MULTI] 11:20:18.628 IV=118.5% -12.3 ISE 102 x $0.10 - $0.15 x 397 PHLX
Delta=33%, EST. IMPACT = 20k Shares ($13k) To Sell PLBY=0.65 Ref - >>2400 ARCC Jan24 20.0 Calls $0.20 (CboeTheo=0.17) ASK AMEX 11:20:37.829 IV=13.8% +1.6 MIAX 36 x $0.15 - $0.20 x 1 ARCA FLOOR 52WeekHigh Vega=$5565 ARCC=19.95 Ref
- SWEEP DETECTED:
>>2181 FITB Dec23 31.0 Calls $0.60 (CboeTheo=0.52) ASK [MULTI] 11:23:03.983 IV=32.8% +3.7 CBOE 567 x $0.50 - $0.60 x 571 PHLX OPENING Vega=$3788 FITB=31.05 Ref - >>3350 BSX Jan24 5th 58.0 Calls $0.13 (CboeTheo=0.15) BID BOX 11:23:23.005 IV=16.2% -0.7 PHLX 166 x $0.10 - $0.20 x 708 PHLX SPREAD/FLOOR - OPENING Vega=$10k BSX=54.59 Ref
- >>3350 BSX Jan24 5th 52.0 Puts $0.25 (CboeTheo=0.28) BID BOX 11:23:23.005 IV=19.4% -1.3 EMLD 58 x $0.25 - $0.30 x 100 ARCA SPREAD/FLOOR - OPENING Vega=$13k BSX=54.59 Ref
- SWEEP DETECTED:
>>2387 AMC Dec23 8th 7.5 Calls $0.01 (CboeTheo=0.01) BID [MULTI] 11:23:43.484 IV=199.5% +51.3 NOM 387 x $0.01 - $0.02 x 499 MRX Vega=$54 AMC=6.97 Ref - SWEEP DETECTED:
>>2006 F Dec23 11.0 Calls $0.19 (CboeTheo=0.18) BID [MULTI] 11:24:20.876 IV=29.4% -2.4 EMLD 632 x $0.19 - $0.20 x 13k EMLD ISO Vega=$1236 F=11.01 Ref - SWEEP DETECTED:
>>2334 C Dec23 50.0 Calls $0.36 (CboeTheo=0.36) ASK [MULTI] 11:24:31.258 IV=28.3% -1.8 C2 87 x $0.35 - $0.36 x 433 C2 Vega=$5595 C=48.87 Ref - >>6500 HES Jun24 115 Puts $6.40 (CboeTheo=6.21) ASK PHLX 11:27:04.297 IV=39.7% +2.0 PHLX 59 x $5.40 - $6.70 x 50 ARCA SPREAD/CROSS/TIED - OPENING Vega=$197k HES=133.74 Ref
- >>3250 HES Jun24 180 Calls $1.70 (CboeTheo=2.01) BID PHLX 11:27:04.297 IV=31.0% +0.1 PHLX 91 x $1.60 - $2.60 x 111 EDGX SPREAD/CROSS/TIED - OPENING Vega=$66k HES=133.74 Ref
- >>3250 HES Dec23 130 Puts $1.10 (CboeTheo=1.76) BID PHLX 11:27:04.297 IV=33.0% -17.4 ISE 5 x $1.00 - $1.75 x 6 ARCA SPREAD/CROSS/TIED - OPENING Vega=$21k HES=133.74 Ref
- >>2103 NEE Dec23 60.0 Calls $0.55 (CboeTheo=0.46) MID BOX 11:27:06.443 IV=24.8% +1.2 BXO 168 x $0.50 - $0.60 x 1653 PHLX SPREAD/FLOOR Vega=$6726 NEE=59.30 Ref
- >>2103 NEE Jan24 62.5 Calls $0.95 (CboeTheo=0.88) ASK BOX 11:27:06.443 IV=24.7% +0.1 EDGX 97 x $0.90 - $0.95 x 3 MPRL SPREAD/FLOOR Vega=$15k NEE=59.30 Ref
- >>2227 BAC Dec23 31.5 Calls $0.20 (CboeTheo=0.21) BID PHLX 11:27:07.090 IV=22.5% -2.4 EMLD 3250 x $0.20 - $0.21 x 286 C2 Vega=$3484 BAC=30.98 Ref
- SWEEP DETECTED:
>>13814 BAC Dec23 31.5 Calls $0.20 (CboeTheo=0.21) BID [MULTI] 11:27:07.089 IV=22.5% -2.4 EMLD 3250 x $0.20 - $0.21 x 286 C2 Vega=$22k BAC=30.98 Ref - SWEEP DETECTED:
>>2969 HOOD Dec23 8th 10.0 Calls $1.46 (CboeTheo=1.47) BID [MULTI] 11:28:45.498 EMLD 1984 x $1.46 - $1.49 x 173 C2 Vega=$0 HOOD=11.46 Ref - >>2000 BUD Jun24 62.5 Puts $3.20 (CboeTheo=3.28) BID AMEX 11:29:17.490 IV=21.0% -0.6 ARCA 366 x $3.20 - $3.40 x 366 ARCA CROSS - OPENING Vega=$35k BUD=63.09 Ref
- SWEEP DETECTED:
>>3698 TSLA Jan24 150 Puts $0.21 (CboeTheo=0.22) BID [MULTI] 11:29:32.926 IV=66.2% -0.4 EMLD 609 x $0.21 - $0.22 x 363 C2 ISO Vega=$8857 TSLA=244.08 Ref - >>2972 CCK Jan24 82.5 Puts $0.84 (CboeTheo=0.93) BID MIAX 11:29:40.594 IV=25.6% -1.9 NOM 33 x $0.80 - $1.00 x 35 NOM ISO/AUCTION - OPENING Vega=$25k CCK=88.14 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 3199 CCK Jan24 82.5 Puts $0.841 (CboeTheo=0.94) Below Bid! [MULTI] 11:29:40.310 IV=25.6% -1.9 BOX 20 x $0.85 - $1.00 x 17 CBOE ISO - OPENING
Delta=-20%, EST. IMPACT = 62k Shares ($5.50m) To Buy CCK=88.09 Ref - >>3000 C Mar24 46.0 Calls $4.45 (CboeTheo=4.47) MID EDGX 11:30:05.950 IV=26.2% -0.2 EDGX 452 x $4.40 - $4.50 x 484 CBOE Vega=$25k C=48.91 Ref
- >>2862 BA Mar24 245 Calls $12.81 (CboeTheo=12.79) BID CBOE 11:31:18.988 IV=26.4% +0.3 AMEX 83 x $12.75 - $12.90 x 29 MPRL SPREAD/LEGGED/FLOOR - OPENING Vega=$142k BA=240.69 Ref
- >>5000 KVUE Dec23 20.5 Calls $0.50 (CboeTheo=0.50) BID ARCA 11:31:47.156 IV=29.4% -11.1 NOM 46 x $0.50 - $0.53 x 58 BZX CROSS Vega=$5483 KVUE=20.77 Ref
- >>2500 EDR Dec23 24.0 Puts $0.30 (CboeTheo=0.28) ASK BOX 11:33:16.924 IV=38.1% +2.8 NOM 117 x $0.20 - $0.30 x 167 BZX FLOOR Vega=$3143 EDR=24.59 Ref
- >>2500 EDR Jan24 22.0 Puts $0.30 (CboeTheo=0.35) MID BOX 11:36:15.925 IV=36.9% -2.2 MPRL 49 x $0.25 - $0.35 x 367 BXO FLOOR Vega=$5364 EDR=24.55 Ref
- >>3000 XPEV Jan24 20.0 Calls $0.21 (CboeTheo=0.22) BID AMEX 11:36:38.580 IV=65.6% +0.4 MPRL 139 x $0.21 - $0.22 x 221 EMLD SPREAD/CROSS Vega=$3402 XPEV=15.22 Ref
- >>3000 XPEV Jan24 20.0 Puts $4.98 (CboeTheo=4.95) MID AMEX 11:36:38.580 IV=68.8% +3.5 PHLX 697 x $4.90 - $5.05 x 396 EDGX SPREAD/CROSS Vega=$3529 XPEV=15.22 Ref
- >>Unusual Volume NOVA - 3x market weighted volume: 9678 = 17.9k projected vs 5944 adv, 55% calls, 3% of OI [NOVA 11.13 -1.27 Ref, IV=98.0% +1.8]
- SWEEP DETECTED:
>>Bearish Delta Impact 1091 MDRX Mar24 12.5 Calls $0.70 (CboeTheo=0.61) BID [MULTI] 11:38:27.842 IV=63.1% +17.6 BZX 41 x $0.70 - $0.80 x 648 AMEX SSR 52WeekLow
Delta=36%, EST. IMPACT = 40k Shares ($409k) To Sell MDRX=10.31 Ref - SWEEP DETECTED:
>>2000 IREN Feb24 5.0 Puts $0.60 (CboeTheo=0.62) BID [MULTI] 11:40:11.033 IV=103.5% -4.3 ISE 1000 x $0.60 - $0.65 x 10 PHLX Vega=$1720 IREN=5.94 Ref - >>2500 XPEV Jan24 20.0 Calls $0.21 (CboeTheo=0.22) BID AMEX 11:41:36.400 IV=65.7% +0.5 NOM 52 x $0.21 - $0.22 x 289 EMLD SPREAD/CROSS Vega=$2831 XPEV=15.21 Ref
- >>2500 XPEV Jan24 20.0 Puts $4.99 (CboeTheo=4.96) ASK AMEX 11:41:36.400 IV=68.9% +3.6 BZX 22 x $4.95 - $5.00 x 10 BXO SPREAD/CROSS Vega=$2937 XPEV=15.21 Ref
- SWEEP DETECTED:
>>2000 NKLA Jan24 1.0 Puts $0.40 (CboeTheo=0.38) ASK [MULTI] 11:42:54.023 IV=188.5% +47.4 CBOE 2695 x $0.36 - $0.40 x 490 EDGX SSR Vega=$179 NKLA=0.71 Ref - >>Market Color HTZ - Bullish option flow detected in Hertz Global Holdings (9.48 +0.23) with 14,697 calls trading (8x expected) and implied vol increasing over 3 points to 71.10%. . The Put/Call Ratio is 0.42. Earnings are expected on 02/05. [HTZ 9.48 +0.23 Ref, IV=71.1% +3.1] #Bullish
- >>2750 HES Dec23 29th 120 Puts $1.70 (CboeTheo=1.62) BID BOX 11:45:19.865 IV=51.1% +2.6 PHLX 223 x $0.55 - $3.10 x 82 PHLX FLOOR - OPENING Vega=$23k HES=133.50 Ref
- >>2750 AA Jan25 40.0 Calls $1.84 (CboeTheo=1.79) ASK PHLX 11:45:34.715 IV=49.8% +0.4 MPRL 1 x $1.78 - $1.84 x 1 MPRL SPREAD/CROSS/TIED - OPENING Vega=$25k AA=24.96 Ref
- >>3000 HTZ Jun24 10.0 Puts $1.93 (CboeTheo=1.91) BID PHLX 11:46:18.118 IV=63.0% +1.8 BOX 13 x $1.89 - $1.99 x 102 EDGX TIED/FLOOR - OPENING Vega=$8142 HTZ=9.46 Ref
- SPLIT TICKET:
>>2645 C Dec23 22nd 49.0 Calls $0.83 (CboeTheo=0.82) ASK [BOX] 11:50:21.910 IV=24.2% -0.7 C2 854 x $0.81 - $0.83 x 1183 CBOE AUCTION - OPENING Vega=$10k C=48.67 Ref - >>3000 C Jan24 47.5 Puts $1.08 (CboeTheo=1.08) MID ARCA 11:51:32.252 IV=26.5% -0.1 C2 1015 x $1.07 - $1.09 x 293 EMLD SPREAD/CROSS Vega=$18k C=48.69 Ref
- >>3000 C Jan24 55.0 Calls $0.29 (CboeTheo=0.30) BID ARCA 11:51:32.252 IV=28.5% -0.7 C2 524 x $0.29 - $0.30 x 112 ARCA SPREAD/CROSS Vega=$11k C=48.69 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 871 EU Jul24 5.0 Calls $0.55 (CboeTheo=0.53) ASK [MULTI] 11:52:22.810 IV=61.2% +1.6 ISE 2 x $0.45 - $0.55 x 169 BXO
Delta=46%, EST. IMPACT = 40k Shares ($170k) To Buy EU=4.25 Ref - >>21500 INTC Jan24 35.0 Puts $0.11 (CboeTheo=0.11) BID AMEX 11:52:36.044 IV=36.8% -0.1 EMLD 486 x $0.11 - $0.12 x 1934 EMLD SPREAD/CROSS Vega=$32k INTC=42.51 Ref
- >>21500 INTC Jan24 35.0 Calls $7.87 (CboeTheo=7.84) ASK AMEX 11:52:36.044 IV=38.8% +1.9 EDGX 10 x $7.80 - $7.90 x 11 EDGX SPREAD/CROSS Vega=$36k INTC=42.51 Ref
- >>3000 SQ Jan24 52.5 Puts $0.19 (CboeTheo=0.19) BID PHLX 11:52:37.703 IV=49.1% -0.1 C2 133 x $0.19 - $0.20 x 87 MPRL SPREAD/CROSS/TIED Vega=$6083 SQ=69.09 Ref
- SWEEP DETECTED:
>>2590 NOVA Jan24 10.0 Puts $1.00 (CboeTheo=0.85) ASK [MULTI] 11:52:44.120 IV=106.6% +7.4 EMLD 222 x $0.85 - $1.00 x 939 PHLX SSR Vega=$3469 NOVA=11.12 Ref - SPLIT TICKET:
>>1500 SPXW Dec23 11th 4395 Puts $0.10 (CboeTheo=0.11) BID [CBOE] 11:53:42.368 IV=17.3% +0.9 CBOE 557 x $0.10 - $0.15 x 1328 CBOE FLOOR - OPENING Vega=$9963 SPX=4583.36 Fwd - >>10800 PARA Dec23 15.5 Puts $0.12 (CboeTheo=0.12) BID CBOE 11:54:11.701 IV=66.2% +17.4 MPRL 47 x $0.12 - $0.13 x 141 C2 SPREAD/LEGGED/FLOOR - OPENING Vega=$5861 PARA=17.09 Ref
- >>5400 PARA Dec23 16.5 Puts $0.38 (CboeTheo=0.34) Above Ask! CBOE 11:54:11.762 IV=65.6% +4.9 BZX 13 x $0.35 - $0.36 x 157 C2 SPREAD/LEGGED/FLOOR - OPENING Vega=$4760 PARA=17.09 Ref
- >>2000 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.03) BID C2 11:54:24.419 IV=18.2% -5.1 EMLD 2072 x $0.01 - $0.02 x 35 C2 ISO Vega=$712 ET=13.27 Ref
- SWEEP DETECTED:
>>10121 ET Jan24 15.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 11:54:24.419 IV=18.2% -5.1 C2 5876 x $0.01 - $0.02 x 35 C2 ISO Vega=$3604 ET=13.27 Ref - >>2000 CFG Jan24 30.0 Calls $1.30 (CboeTheo=1.25) MID BOX 11:56:08.205 IV=35.5% +0.9 PHLX 273 x $1.25 - $1.35 x 115 EDGX CROSS Vega=$8014 CFG=29.55 Ref
- SWEEP DETECTED:
>>2000 PARA Jan24 25.0 Calls $0.10 (CboeTheo=0.11) ASK [MULTI] 11:57:22.739 IV=67.7% -4.1 C2 553 x $0.09 - $0.10 x 1072 C2 Vega=$1483 PARA=17.09 Ref - SPLIT TICKET:
>>2000 SOFI Dec23 7.5 Puts $0.09 (CboeTheo=0.09) BID [MIAX] 11:57:58.339 IV=59.2% -5.8 C2 7116 x $0.09 - $0.10 x 150 EMLD AUCTION Vega=$675 SOFI=7.95 Ref - >>Market Color NOVA - Bearish flow noted in Sunnova Energy (10.84 -1.57) with 9,929 puts trading, or 6x expected. The Put/Call Ratio is 1.72, while ATM IV is up nearly 10 points on the day. Earnings are expected on 02/21. [NOVA 10.84 -1.57 Ref, IV=105.7% +9.6] #Bearish
- SWEEP DETECTED:
>>2208 APLD Jan24 5.0 Puts $0.50 (CboeTheo=0.47) ASK [MULTI] 12:01:10.936 IV=126.8% +9.9 PHLX 1444 x $0.40 - $0.50 x 392 AMEX Vega=$1451 APLD=6.05 Ref - >>12321 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 8159 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$8478 VIX=13.48 Fwd
- >>3500 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 8159 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$2408 VIX=13.48 Fwd
- >>2540 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 8159 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$1748 VIX=13.48 Fwd
- >>2313 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 3306 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$1592 VIX=13.48 Fwd
- >>1500 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 3306 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$1032 VIX=13.48 Fwd
- >>1056 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 1806 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$727 VIX=13.48 Fwd
- >>1000 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 750 x $0.26 - $0.30 x 20k CBOE AUCTION Vega=$688 VIX=13.48 Fwd
- >>13723 VIX Dec23 20th 16.0 Calls $0.26 (CboeTheo=0.28) BID CBOE 12:05:47.241 IV=102.8% -2.8 CBOE 2436 x $0.25 - $0.30 x 20k CBOE AUCTION Vega=$9443 VIX=13.48 Fwd
- SPLIT TICKET:
>>41862 VIX Dec23 20th 16.0 Calls $0.261 (CboeTheo=0.28) Below Bid! [CBOE] 12:05:47.141 IV=104.3% -1.3 CBOE 318 x $0.27 - $0.30 x 24k CBOE Vega=$29k VIX=13.48 Fwd - >>5000 AAL Jun25 10.0 Puts $1.06 (CboeTheo=1.07) BID AMEX 12:06:54.388 IV=48.9% -0.4 MPRL 18 x $1.05 - $1.10 x 12 BXO SPREAD/FLOOR Vega=$22k AAL=13.84 Ref
- SWEEP DETECTED:
>>2761 M Jan24 17.0 Calls $1.30 (CboeTheo=1.29) BID [MULTI] 12:07:25.162 IV=52.3% +1.5 EMLD 564 x $1.30 - $1.31 x 26 NOM Vega=$6324 M=17.23 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 500 TWKS Apr24 5.0 Calls $0.30 (CboeTheo=0.24) ASK [MULTI] 12:07:45.413 IV=48.3% +5.5 BOX 99 x $0.15 - $0.30 x 75 EDGX
Delta=40%, EST. IMPACT = 20k Shares ($86k) To Buy TWKS=4.25 Ref - >>2148 VIX Dec23 20th 16.0 Calls $0.25 (CboeTheo=0.28) BID CBOE 12:07:53.699 IV=102.9% -2.8 CBOE 22k x $0.25 - $0.28 x 7212 CBOE Vega=$1448 VIX=13.42 Fwd
- >>1530 VIX Dec23 20th 16.0 Calls $0.25 (CboeTheo=0.28) BID CBOE 12:07:53.699 IV=102.9% -2.8 CBOE 22k x $0.25 - $0.28 x 7212 CBOE Vega=$1031 VIX=13.42 Fwd
- SPLIT TICKET:
>>6294 VIX Dec23 20th 16.0 Calls $0.25 (CboeTheo=0.28) BID [CBOE] 12:07:53.699 IV=102.9% -2.8 CBOE 22k x $0.25 - $0.28 x 7212 CBOE Vega=$4242 VIX=13.42 Fwd - >>2000 LYFT Jun24 15.0 Calls $1.84 (CboeTheo=1.84) MID ISE 12:08:20.607 IV=63.4% -0.0 EDGX 351 x $1.82 - $1.86 x 40 BZX SPREAD/CROSS/TIED - OPENING Vega=$7622 LYFT=13.02 Ref
- >>2000 LYFT Jun24 13.0 Puts $2.23 (CboeTheo=2.22) ASK ISE 12:08:20.607 IV=64.4% +0.2 PHLX 132 x $2.20 - $2.24 x 67 BZX SPREAD/CROSS/TIED - OPENING Vega=$7287 LYFT=13.02 Ref
- SWEEP DETECTED:
>>3798 AAPL Dec23 8th 195 Calls $0.14 (CboeTheo=0.16) BID [MULTI] 12:09:16.399 IV=16.8% -4.0 C2 668 x $0.14 - $0.15 x 2 MPRL Vega=$5797 AAPL=194.62 Ref - >>8835 VIX Dec23 20th 25.0 Calls $0.06 (CboeTheo=0.06) MID CBOE 12:09:19.908 IV=179.1% -1.2 CBOE 2280 x $0.05 - $0.07 x 29k CBOE AUCTION Vega=$1815 VIX=13.42 Fwd
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>>9500 VIX Dec23 20th 25.0 Calls $0.06 (CboeTheo=0.06) MID [CBOE] 12:09:19.908 IV=179.1% -1.2 CBOE 2280 x $0.05 - $0.07 x 29k CBOE AUCTION Vega=$1951 VIX=13.42 Fwd - SPLIT TICKET:
>>3800 SPXW Dec23 22nd 3800 Puts $0.35 (CboeTheo=0.32) ASK [CBOE] 12:09:42.387 IV=36.3% +0.7 CBOE 1055 x $0.30 - $0.35 x 42 CBOE FLOOR - OPENING Vega=$39k SPX=4593.27 Fwd - SWEEP DETECTED:
>>2252 TSLA Dec23 8th 242.5 Calls $0.687 (CboeTheo=0.73) Below Bid! [MULTI] 12:10:13.048 IV=53.0% -0.8 MPRL 58 x $0.71 - $0.73 x 46 MPRL AUCTION Vega=$4573 TSLA=241.53 Ref - >>5700 VIX Jan24 17th 22.0 Calls $0.54 (CboeTheo=0.54) MID CBOE 12:10:43.066 IV=110.9% -0.7 CBOE 25k x $0.52 - $0.56 x 3716 CBOE FLOOR Vega=$8122 VIX=15.20 Fwd
- >>2000 VIX Jan24 17th 22.0 Calls $0.54 (CboeTheo=0.54) MID CBOE 12:10:43.066 IV=110.9% -0.7 CBOE 25k x $0.52 - $0.56 x 3716 CBOE FLOOR Vega=$2850 VIX=15.20 Fwd
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>>9000 VIX Jan24 17th 22.0 Calls $0.54 (CboeTheo=0.54) MID [CBOE] 12:10:43.066 IV=110.9% -0.7 CBOE 25k x $0.52 - $0.56 x 3716 CBOE FLOOR Vega=$13k VIX=15.20 Fwd - >>4400 KO Jan24 60.0 Calls $0.46 (CboeTheo=0.45) Above Ask! AMEX 12:12:24.704 IV=12.0% +0.1 C2 394 x $0.43 - $0.45 x 184 EMLD FLOOR Vega=$31k KO=58.38 Ref
- >>12500 INTC Jan24 35.0 Calls $7.85 (CboeTheo=7.85) MID AMEX 12:13:32.141 IV=36.8% -0.1 BZX 17 x $7.80 - $7.90 x 12 NOM SPREAD/CROSS Vega=$19k INTC=42.52 Ref
- >>12500 INTC Jan24 35.0 Puts $0.10 (CboeTheo=0.11) BID AMEX 12:13:32.141 IV=36.1% -0.8 EMLD 1598 x $0.10 - $0.11 x 326 MPRL SPREAD/CROSS Vega=$18k INTC=42.52 Ref
- SWEEP DETECTED:
>>4085 SOFI Jan24 7.5 Puts $0.43 (CboeTheo=0.41) ASK [MULTI] 12:14:26.974 IV=63.7% +0.9 EMLD 2209 x $0.41 - $0.43 x 829 C2 Vega=$4043 SOFI=8.00 Ref - >>2394 LCID Jan24 4.5 Puts $0.50 (CboeTheo=0.50) MID AMEX 12:14:46.200 IV=79.6% +1.1 CBOE 144 x $0.48 - $0.51 x 6 GEMX SPREAD/FLOOR Vega=$1431 LCID=4.54 Ref
- >>2394 LCID Jan24 4.5 Calls $0.47 (CboeTheo=0.46) MID AMEX 12:14:46.201 IV=80.0% +1.5 BXO 4 x $0.46 - $0.49 x 21 CBOE SPREAD/FLOOR Vega=$1431 LCID=4.54 Ref
- >>5653 SOFI Jan24 7.5 Puts $0.44 (CboeTheo=0.42) MID MIAX 12:14:48.728 IV=64.0% +1.2 EMLD 1714 x $0.43 - $0.45 x 42 MPRL AUCTION Vega=$5610 SOFI=7.97 Ref
- >>Market Color .SPX - S&P500 index option volume at midday totals 1917169 contracts as the index trades near $4590.26 (4.67). Front term atm implied vols are near 10.7% and the CBOE VIX is currently near 12.59 (-0.47).>>Market Color @ENER - Energy sector option volume is relatively heavy today, with calls leading puts 4 to 3 and 747531 contracts changing hands. Most actives include Exxon Mobil(XOM), Chevron(CVX), Hess Corp.(HES). The sector ETF, XLE is up 0.555 to 81.905 with 30 day implied volatility lower by -0.7%, near 20.9% #sector
- >>Market Color ALT - Bullish option flow detected in Altimmune (7.05 +0.47) with 9,458 calls trading (2x expected) and implied vol increasing almost 2 points to 185.94%. . The Put/Call Ratio is 0.53. Earnings are expected on 02/26. [ALT 7.05 +0.47 Ref, IV=185.9% +2.0] #Bullish
- >>Market Color @FIN - Financials sector option volume is relatively heavy today, with calls leading puts 2 to 1 and 1886237 contracts trading marketwide. Most actives include Marathon Patent Group(MARA), Coinbase(COIN), Robinhood(HOOD). The sector ETF, XLF is little changed 0.085 to 36.025 with 30 day implied volatility lower by -0.6%, near 12.6% #sector
- >>Market Color @IT - Technology sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 5538693 contracts trading marketwide. Most actives include Advanced Micro Devices(AMD), NVIDIA(NVDA), Apple(AAPL). The sector ETF, XLK is up 0.855 to 185.935 with 30 day implied volatility lower by -0.7%, near 15.2% #sector
- >>Market Color @CYC - Consumer Cyclicals sector option volume is relatively heavy today, with calls leading puts 7 to 4 and 3698726 contracts changing hands. Most actives include Tesla(TSLA), Amazon(AMZN), Paramount Global(PARA). The sector ETF, XLY is up 0.365 to 172.765 with 30 day implied volatility lower by -0.5%, near 17.1% #sector
- >>Market Color @HLTH - Health Care sector option volume is relatively light today, with calls leading puts 2 to 1 and 482811 contracts changing hands. Most actives include Crispr Therapeutics(CRSP), Pfizer(PFE), AbbVie(ABBV). The sector ETF, XLV is down -0.265 to 131.585 with 30 day implied volatility relatively flat at 11.3% #sector
- >>Market Color @MAT - Basic Materials sector option volume is relatively light today, with calls leading puts 8 to 3 and 248359 contracts changing hands. Most actives include Freeport McMoRan(FCX), Barrick Gold(GOLD), Cleveland-Cliffs(CLF). The sector ETF, XLB is up 0.195 to 81.825 with 30 day implied volatility relatively flat at 14.0% #sector
- >>9000 LCID Jan24 4.5 Puts $0.50 (CboeTheo=0.50) MID AMEX 12:15:16.147 IV=79.6% +1.1 CBOE 131 x $0.48 - $0.52 x 75 BZX SPREAD/CROSS - OPENING Vega=$5379 LCID=4.54 Ref
- >>9000 LCID Jan24 4.5 Calls $0.47 (CboeTheo=0.46) MID AMEX 12:15:16.147 IV=80.0% +1.5 BOX 23 x $0.45 - $0.49 x 8 MPRL SPREAD/CROSS - OPENING Vega=$5380 LCID=4.54 Ref
- SWEEP DETECTED:
>>5000 FUBO Dec23 29th 3.0 Puts $0.14 (CboeTheo=0.15) ASK [MULTI] 12:15:16.421 IV=71.9% -2.7 EMLD 3611 x $0.13 - $0.14 x 4975 GEMX OPENING Vega=$1404 FUBO=3.15 Ref - SWEEP DETECTED:
>>2471 UPST Jan24 27.5 Puts $1.344 (CboeTheo=1.30) Above Ask! [MULTI] 12:16:32.363 IV=95.0% +0.0 EDGX 149 x $1.29 - $1.33 x 127 CBOE Vega=$7802 UPST=34.88 Ref - SWEEP DETECTED:
>>2548 AMD Jan25 80.0 Puts $3.85 (CboeTheo=3.77) ASK [MULTI] 12:18:38.696 IV=47.9% +0.6 BZX 26 x $3.75 - $3.85 x 73 BOX ISO Vega=$61k AMD=127.20 Ref - SPLIT TICKET:
>>2000 FNF Mar24 50.0 Calls $0.91 (CboeTheo=0.97) BID [ARCA] 12:20:35.288 IV=20.9% -1.2 CBOE 123 x $0.90 - $1.00 x 88 PHLX FLOOR 52WeekHigh Vega=$16k FNF=46.79 Ref - SWEEP DETECTED:
>>2000 SOFI Dec23 8.0 Puts $0.28 (CboeTheo=0.24) ASK [MULTI] 12:20:54.498 IV=64.2% +5.5 C2 100 x $0.27 - $0.28 x 237 EMLD ISO Vega=$894 SOFI=8.01 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 700 VTGN Dec23 5.0 Calls $0.25 (CboeTheo=0.31) BID [MULTI] 12:21:36.273 IV=129.9% -21.2 PHLX 164 x $0.20 - $0.50 x 59 PHLX
Delta=43%, EST. IMPACT = 30k Shares ($145k) To Sell VTGN=4.77 Ref - SWEEP DETECTED:
>>2697 M Dec23 8th 18.0 Calls $0.01 (CboeTheo=0.01) BID [MULTI] 12:23:44.525 IV=125.4% +48.6 EMLD 571 x $0.01 - $0.03 x 476 ARCA OPENING Vega=$108 M=17.21 Ref - >>2257 AMZN Dec23 8th 147 Puts $0.35 (CboeTheo=0.33) BID EMLD 12:26:02.897 IV=31.0% -0.3 EMLD 2257 x $0.35 - $0.36 x 815 C2 Vega=$2843 AMZN=147.08 Ref
- SPLIT TICKET:
>>2318 AMZN Dec23 8th 147 Puts $0.35 (CboeTheo=0.33) BID [EMLD] 12:26:02.895 IV=30.6% -0.7 EMLD 2318 x $0.35 - $0.36 x 898 C2 Vega=$2922 AMZN=147.07 Ref - >>2000 PLTR Dec23 19.0 Calls $0.13 (CboeTheo=0.12) ASK MRX 12:26:48.892 IV=57.8% -3.4 C2 1282 x $0.12 - $0.13 x 3330 EMLD AUCTION Vega=$1283 PLTR=17.55 Ref
- SWEEP DETECTED:
>>2000 NOVA Jan24 11.0 Calls $1.25 (CboeTheo=1.33) BID [MULTI] 12:28:55.363 IV=93.5% -2.7 PHLX 752 x $1.25 - $1.40 x 94 BOX SSR Vega=$2888 NOVA=10.71 Ref - >>2000 SAVE Dec23 15.0 Calls $0.63 (CboeTheo=0.70) MID ISE 12:29:17.331 IV=86.8% -12.6 BXO 23 x $0.58 - $0.68 x 16 MPRL COB/AUCTION Vega=$1653 SAVE=14.80 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 561 SIGA Dec23 7.05 Calls $0.15 (CboeTheo=0.05) ASK [MULTI] 12:29:25.134 IV=103.2% +45.7 CBOE 81 x $0.10 - $0.15 x 369 AMEX
Delta=28%, EST. IMPACT = 16k Shares ($102k) To Buy SIGA=6.39 Ref - >>2500 BAC Dec23 30.5 Puts $0.18 (CboeTheo=0.18) BID PHLX 12:29:53.644 IV=22.3% -1.9 C2 979 x $0.18 - $0.19 x 5395 EMLD SPREAD/FLOOR Vega=$3748 BAC=30.98 Ref
- >>3750 BAC Dec23 28.5 Puts $0.01 (CboeTheo=0.02) BID PHLX 12:29:53.644 IV=30.0% -0.1 EMLD 3080 x $0.01 - $0.02 x 2978 C2 SPREAD/FLOOR - OPENING Vega=$868 BAC=30.98 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 718 AMBC Jan24 15.0 Calls $1.95 (CboeTheo=1.76) ASK [MULTI] 12:30:48.934 IV=48.8% +16.5 PHLX 88 x $1.65 - $1.95 x 125 AMEX
Delta=75%, EST. IMPACT = 54k Shares ($877k) To Buy AMBC=16.35 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 3677 CIM Dec23 5.0 Calls $0.10 (CboeTheo=0.16) BID [MULTI] 12:33:49.705 IV=14.5% -30.9 PHLX 919 x $0.10 - $0.15 x 159 EMLD AUCTION
Delta=81%, EST. IMPACT = 297k Shares ($1.51m) To Sell CIM=5.08 Ref - >>2792 APLD Jan24 5.0 Puts $0.50 (CboeTheo=0.48) ASK BOX 12:34:25.654 IV=127.3% +10.4 PHLX 1278 x $0.40 - $0.50 x 6 GEMX FLOOR - OPENING Vega=$1833 APLD=6.08 Ref
- SWEEP DETECTED:
>>2000 GOLD Feb24 19.0 Calls $0.27 (CboeTheo=0.27) ASK [MULTI] 12:34:45.744 IV=31.3% +0.8 EMLD 379 x $0.26 - $0.27 x 953 BZX OPENING Vega=$4388 GOLD=16.73 Ref - SWEEP DETECTED:
>>2080 C Jan24 60.0 Calls $0.10 (CboeTheo=0.10) ASK [MULTI] 12:36:32.935 IV=33.4% -1.1 C2 744 x $0.09 - $0.10 x 969 C2 Vega=$3472 C=48.86 Ref - SPLIT TICKET:
>>1000 SPX Jan24 4195 Puts $6.39 (CboeTheo=6.24) ASK [CBOE] 12:37:06.184 IV=17.8% -0.3 CBOE 497 x $6.20 - $6.40 x 2064 CBOE ISO - OPENING Vega=$180k SPX=4615.76 Fwd - SWEEP DETECTED:
>>2003 AMD Dec23 8th 127 Puts $0.20 (CboeTheo=0.20) BID [MULTI] 12:42:05.344 IV=54.7% +3.5 C2 65 x $0.20 - $0.21 x 39 C2 AUCTION Vega=$1677 AMD=128.01 Ref - SWEEP DETECTED:
>>2000 TSLA Jan24 100 Puts $0.044 (CboeTheo=0.05) Below Bid! [MULTI] 12:43:29.767 IV=96.6% -1.7 C2 191 x $0.05 - $0.06 x 579 C2 Vega=$1078 TSLA=241.49 Ref - SWEEP DETECTED:
>>3500 NOVA Jul24 9.0 Puts $2.30 (CboeTheo=2.11) ASK [MULTI] 12:44:29.970 IV=103.3% +7.7 C2 63 x $2.15 - $2.30 x 797 PHLX ISO - OPENING SSR Vega=$9366 NOVA=10.31 Ref - >>Market Color SAVA - Bullish option flow detected in Cassava Sciences (23.30 +2.52) with 6,733 calls trading (4x expected) and implied vol increasing almost 7 points to 78.70%. . The Put/Call Ratio is 0.24. Earnings are expected on 02/27. [SAVA 23.30 +2.52 Ref, IV=78.7% +6.7] #Bullish
- >>3000 T Dec23 8th 16.5 Calls $0.38 (CboeTheo=0.40) BID AMEX 12:45:53.267 MIAX 15 x $0.38 - $0.42 x 4 NOM SPREAD/FLOOR Vega=$0 T=16.89 Ref
- >>3000 T Dec23 22nd 17.0 Calls $0.20 (CboeTheo=0.20) MID AMEX 12:45:53.267 IV=17.5% -0.5 C2 2137 x $0.18 - $0.21 x 57 MPRL SPREAD/FLOOR - OPENING Vega=$3965 T=16.89 Ref
- SWEEP DETECTED:
>>3461 INTC Dec23 43.0 Calls $0.74 (CboeTheo=0.73) ASK [MULTI] 12:46:03.419 IV=36.2% -1.2 C2 343 x $0.73 - $0.74 x 1874 C2 Vega=$8219 INTC=42.70 Ref - SWEEP DETECTED:
>>2000 TSLA Jan24 100 Puts $0.04 (CboeTheo=0.05) BID [MULTI] 12:48:21.658 IV=94.3% -4.0 C2 634 x $0.04 - $0.06 x 737 ISE Vega=$914 TSLA=240.99 Ref - >>3500 IBN Jan24 24.0 Puts $0.45 (CboeTheo=0.42) MID PHLX 12:49:05.934 IV=16.3% +1.1 C2 554 x $0.40 - $0.50 x 382 CBOE SPREAD/CROSS/TIED - OPENING Vega=$11k IBN=24.05 Ref
- >>2705 AMD Dec23 134 Calls $1.02 (CboeTheo=1.03) MID CBOE 12:49:29.975 IV=41.4% -1.6 GEMX 318 x $1.01 - $1.03 x 228 C2 COB/AUCTION Vega=$15k AMD=128.26 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 1000 SIGA Dec23 7.05 Calls $0.10 (CboeTheo=0.12) BID [MULTI] 12:50:15.490 IV=111.9% +54.4 PHLX 60 x $0.10 - $0.15 x 3 ARCA
Delta=20%, EST. IMPACT = 20k Shares ($124k) To Sell SIGA=6.08 Ref - >>2200 AAL Jan26 8.0 Puts $0.95 (CboeTheo=0.99) BID ARCA 12:51:14.145 IV=55.2% -1.0 NOM 15 x $0.95 - $1.04 x 67 BZX CROSS Vega=$8787 AAL=13.81 Ref
- SPLIT TICKET:
>>2000 AMD Dec23 29th 125 Calls $6.45 (CboeTheo=6.36) BID [CBOE] 12:51:59.878 IV=36.3% -0.1 CBOE 12 x $6.45 - $6.50 x 942 PHLX Vega=$23k AMD=128.20 Ref - >>2000 HON Feb24 180 Puts $1.35 (CboeTheo=1.48) BID ISE 12:54:08.085 IV=20.5% -1.2 PHLX 53 x $1.35 - $1.50 x 38 BOX SPREAD/CROSS/TIED - OPENING Vega=$40k HON=195.18 Ref
- >>2000 HES Jun24 125 Puts $9.40 (CboeTheo=8.91) ASK PHLX 12:54:37.316 IV=38.1% +3.0 PHLX 81 x $7.90 - $9.40 x 1 EMLD SPREAD/CROSS/TIED - OPENING Vega=$70k HES=134.78 Ref
- >>2000 HES Dec23 29th 140 Calls $1.95 (CboeTheo=2.25) BID PHLX 12:54:37.316 IV=30.8% -9.3 PHLX 436 x $1.95 - $2.60 x 1 NOM SPREAD/CROSS/TIED - OPENING Vega=$23k HES=134.78 Ref
- >>2500 PFE Jan24 12th 31.0 Calls $0.21 (CboeTheo=0.22) MID ISE 12:55:15.229 IV=24.1% -1.3 C2 229 x $0.20 - $0.22 x 2 ARCA AUCTION - OPENING Vega=$6070 PFE=28.75 Ref
- >>2000 CVX Jun24 115 Puts $1.70 (CboeTheo=1.73) BID PHLX 12:55:35.620 IV=28.1% -0.5 NOM 71 x $1.70 - $1.75 x 59 NOM SPREAD/CROSS/TIED - OPENING Vega=$40k CVX=143.84 Ref
- >>23000 TSLA Dec23 250 Calls $2.75 (CboeTheo=2.79) MID CBOE 12:56:03.103 IV=43.8% -2.0 GEMX 197 x $2.74 - $2.77 x 46 MPRL COB/AUCTION Vega=$272k TSLA=241.43 Ref
- >>23000 TSLA Dec23 8th 245 Calls $0.15 (CboeTheo=0.15) BID CBOE 12:56:03.103 IV=58.8% +5.3 BZX 23 x $0.15 - $0.16 x 424 C2 COB/AUCTION Vega=$21k TSLA=241.43 Ref
- >>2164 AMD Jan24 120 Calls $11.86 (CboeTheo=12.01) Below Bid! CBOE 12:56:16.284 IV=35.6% -0.9 MIAX 603 x $11.90 - $12.05 x 235 MIAX SPREAD/LEGGED/FLOOR Vega=$30k AMD=128.66 Ref
- >>2164 AMD Jan24 125 Calls $8.69 (CboeTheo=8.72) Below Bid! CBOE 12:56:16.392 IV=36.1% -0.4 MIAX 210 x $8.70 - $8.80 x 710 MIAX SPREAD/LEGGED/FLOOR Vega=$36k AMD=128.66 Ref
- SWEEP DETECTED:
>>2685 TSLA Dec23 237.5 Puts $4.05 (CboeTheo=4.01) ASK [MULTI] 12:56:18.754 IV=43.9% -2.5 EDGX 388 x $3.95 - $4.05 x 690 EDGX Vega=$35k TSLA=241.34 Ref - >>2500 F Jan24 11.35 Calls $0.29 (CboeTheo=0.25) BID PHLX 12:58:24.634 IV=27.8% -0.1 C2 392 x $0.29 - $0.30 x 6329 EMLD SPREAD/FLOOR Vega=$3634 F=10.98 Ref
- >>2500 F Jan24 11.35 Puts $0.60 (CboeTheo=0.55) ASK PHLX 12:58:24.634 IV=28.5% +2.5 BZX 40 x $0.57 - $0.60 x 4946 EMLD SPREAD/FLOOR Vega=$3583 F=10.98 Ref
- SWEEP DETECTED:
>>2124 AMD Dec23 8th 127 Puts $0.06 (CboeTheo=0.06) ASK [MULTI] 12:58:59.233 IV=56.3% +5.1 EMLD 163 x $0.05 - $0.06 x 805 C2 Vega=$897 AMD=128.94 Ref - >>Unusual Volume MAXN - 4x market weighted volume: 11.6k = 16.5k projected vs 4117 adv, 95% puts, 11% of OI [MAXN 4.15 -0.22 Ref, IV=99.0% -2.3]
- SWEEP DETECTED:
>>2499 NOVA Apr24 9.0 Puts $1.944 (CboeTheo=1.87) Below Bid! [MULTI] 12:59:58.080 IV=106.9% +8.0 BOX 47 x $1.95 - $2.10 x 44 BOX ISO - OPENING SSR Vega=$5239 NOVA=9.71 Ref - >>Market Color ARDX - Bearish flow noted in Ardelyx (5.33 +0.03) with 1,067 puts trading, or 1.1x expected. The Put/Call Ratio is 3.62, while ATM IV is up nearly 3 points on the day. Earnings are expected on 02/28. [ARDX 5.33 +0.03 Ref, IV=74.1% +2.6] #Bearish
- SWEEP DETECTED:
>>Bullish Delta Impact 515 MBI Dec23 12.0 Puts $0.20 (CboeTheo=0.22) BID [MULTI] 13:00:27.315 IV=82.8% -48.6 ARCA 499 x $0.20 - $0.25 x 12 AMEX OPENING
Delta=-22%, EST. IMPACT = 11k Shares ($147k) To Buy MBI=13.12 Ref - SWEEP DETECTED:
>>3300 NIO Dec23 6.5 Puts $0.03 (CboeTheo=0.03) BID [MULTI] 13:00:42.103 IV=71.6% -2.9 EMLD 3674 x $0.03 - $0.04 x 2604 EMLD ISO - OPENING Vega=$538 NIO=7.41 Ref - >>2300 C Jan24 50.0 Calls $1.39 (CboeTheo=1.39) BID PHLX 13:01:19.437 IV=26.2% -0.3 C2 103 x $1.39 - $1.40 x 35 MPRL SPREAD/CROSS/TIED Vega=$15k C=48.88 Ref
- SWEEP DETECTED:
>>2334 VZ Dec23 22nd 39.5 Calls $0.08 (CboeTheo=0.08) ASK [MULTI] 13:01:17.862 IV=15.6% +0.0 EMLD 856 x $0.07 - $0.08 x 558 EMLD OPENING Vega=$3984 VZ=38.09 Ref - SWEEP DETECTED:
>>2074 MARA Jan24 12.5 Calls $4.45 (CboeTheo=4.49) BID [MULTI] 13:03:41.491 IV=104.5% -2.2 BZX 796 x $4.45 - $4.55 x 779 BZX Vega=$2971 MARA=16.25 Ref - >>3000 VIX May24 22nd 45.0 Calls $0.72 (CboeTheo=0.74) BID CBOE 13:03:44.133 IV=101.9% -0.1 CBOE 1175 x $0.72 - $0.76 x 8967 CBOE FLOOR Vega=$8339 VIX=17.66 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 764 SIGA Jan24 7.05 Calls $0.35 (CboeTheo=0.28) ASK [MULTI] 13:05:04.101 IV=77.9% +27.3 PHLX 113 x $0.25 - $0.35 x 226 ISE
Delta=36%, EST. IMPACT = 28k Shares ($171k) To Buy SIGA=6.17 Ref - >>2101 AMZN Feb24 130 Puts $2.17 (CboeTheo=2.16) ASK AMEX 13:06:20.817 IV=34.7% +0.1 EMLD 377 x $2.14 - $2.17 x 191 C2 COB Vega=$35k AMZN=147.09 Ref
- >>2101 AMZN Dec23 135 Puts $0.07 (CboeTheo=0.08) BID AMEX 13:06:20.817 IV=32.6% -0.1 C2 559 x $0.07 - $0.08 x 1919 EMLD COB Vega=$2847 AMZN=147.09 Ref
- >>2743 VZ Dec23 8th 38.5 Puts $0.36 (CboeTheo=0.37) BID ISE 13:08:47.791 NOM 105 x $0.35 - $0.42 x 107 BOX AUCTION Vega=$0 VZ=38.13 Ref
- SWEEP DETECTED:
>>4150 VZ Dec23 8th 38.5 Puts $0.369 (CboeTheo=0.42) Below Bid! [MULTI] 13:08:47.614 PHLX 30 x $0.39 - $0.43 x 10 MPRL Vega=$0 VZ=38.09 Ref - SWEEP DETECTED:
>>3163 GOLD Dec23 17.0 Calls $0.19 (CboeTheo=0.18) ASK [MULTI] 13:10:14.539 IV=30.4% +1.4 BZX 61 x $0.18 - $0.19 x 410 EMLD Vega=$2848 GOLD=16.77 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 813 GGAL Jan24 17.5 Calls $1.351 (CboeTheo=1.39) BID [MULTI] 13:10:50.117 IV=63.2% -1.3 EDGX 233 x $1.35 - $1.50 x 783 PHLX
Delta=51%, EST. IMPACT = 42k Shares ($718k) To Sell GGAL=17.16 Ref - >>5000 AAPL Jan24 180 Calls $17.07 (CboeTheo=17.07) BID AMEX 13:12:09.079 IV=19.9% -0.2 BXO 32 x $17.05 - $17.15 x 133 NOM SPREAD/CROSS Vega=$56k AAPL=195.31 Ref
- >>5000 AAPL Jan24 180 Puts $0.57 (CboeTheo=0.58) ASK AMEX 13:12:09.079 IV=19.9% -0.2 EMLD 85 x $0.56 - $0.57 x 765 C2 SPREAD/CROSS Vega=$57k AAPL=195.31 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 2914 SPWR Dec23 29th 5.0 Puts $0.76 (CboeTheo=0.65) ASK [MULTI] 13:12:46.377 IV=116.1% +37.0 PHLX 432 x $0.61 - $0.76 x 958 PHLX OPENING
Delta=-56%, EST. IMPACT = 164k Shares ($754k) To Sell SPWR=4.58 Ref - SWEEP DETECTED:
>>2000 AAPL Dec23 8th 197.5 Calls $0.02 (CboeTheo=0.01) ASK [MULTI] 13:13:03.935 IV=33.3% +11.9 ARCA 3518 x $0.01 - $0.02 x 1660 BZX Vega=$679 AAPL=195.28 Ref - SPLIT TICKET:
>>2938 VIX May24 22nd 65.0 Calls $0.43 (CboeTheo=0.44) BID [CBOE] 13:13:26.675 IV=113.5% +0.1 CBOE 250 x $0.43 - $0.46 x 9525 CBOE Vega=$5733 VIX=17.65 Fwd - >>2000 SGEN Jan24 200 Puts $2.60 (CboeTheo=2.53) ASK CBOE 13:14:40.873 IV=32.9% +1.7 PHLX 10 x $2.30 - $2.75 x 1 NOM SPREAD/CROSS Vega=$40k SGEN=218.79 Ref
- >>10520 MAXN Jan26 1.5 Puts $0.55 (CboeTheo=0.49) ASK ARCA 13:14:42.817 IV=121.4% +11.2 BZX 15 x $0.40 - $0.55 x 52 BZX FLOOR - OPENING Vega=$8214 MAXN=4.14 Ref
- >>2630 MAXN Jan26 1.5 Puts $0.50 (CboeTheo=0.49) ASK ARCA 13:14:42.817 IV=115.0% +4.9 BZX 15 x $0.40 - $0.55 x 52 BZX FLOOR - OPENING Vega=$2088 MAXN=4.14 Ref
- SPLIT TICKET:
>>13150 MAXN Jan26 1.5 Puts $0.54 (CboeTheo=0.49) ASK [ARCA] 13:14:42.817 IV=121.4% +11.2 BZX 15 x $0.40 - $0.55 x 52 BZX FLOOR - OPENING Vega=$10k MAXN=4.14 Ref - >>Market Color IONQ - Bullish option flow detected in IONQ (13.48 +0.29) with 5,243 calls trading (1.2x expected) and implied vol increasing almost 2 points to 79.64%. . The Put/Call Ratio is 0.17. Earnings are expected on 03/28. [IONQ 13.48 +0.29 Ref, IV=79.6% +1.6] #Bullish
- >>2000 FCX Jan25 50.0 Calls $2.49 (CboeTheo=2.50) MID ISE 13:16:15.735 IV=34.7% -0.1 CBOE 83 x $2.45 - $2.54 x 15 MPRL SPREAD/CROSS/TIED Vega=$29k FCX=38.23 Ref
- >>2000 GM Jan24 30.0 Calls $4.34 (CboeTheo=4.35) BID AMEX 13:16:26.406 IV=31.4% -0.2 CBOE 68 x $4.30 - $4.40 x 98 PHLX SPREAD/CROSS Vega=$4178 GM=33.95 Ref
- >>2000 GM Jan24 30.0 Puts $0.20 (CboeTheo=0.20) ASK AMEX 13:16:26.406 IV=32.3% +0.6 C2 880 x $0.19 - $0.20 x 902 C2 SPREAD/CROSS Vega=$4352 GM=33.95 Ref
- >>2188 RIVN Mar24 12.5 Puts $0.47 (CboeTheo=0.46) ASK PHLX 13:16:45.238 IV=79.1% -0.1 MPRL 64 x $0.45 - $0.47 x 53 GEMX SPREAD/CROSS/TIED Vega=$3948 RIVN=18.93 Ref
- >>2000 TSLA Mar24 245 Puts $22.95 (CboeTheo=22.93) ASK PHLX 13:17:12.700 IV=46.2% -0.4 CBOE 59 x $22.85 - $22.95 x 19 MPRL SPREAD/CROSS/TIED - OPENING Vega=$99k TSLA=242.11 Ref
- >>2000 TSLA Jan25 200 Puts $24.40 (CboeTheo=24.39) BID PHLX 13:17:12.700 IV=51.3% -0.1 CBOE 131 x $24.40 - $24.55 x 21 MPRL SPREAD/CROSS/TIED Vega=$158k TSLA=242.11 Ref
- >>3000 SIRI Mar24 4.0 Puts $0.59 (CboeTheo=0.54) BID AMEX 13:17:29.713 IV=80.0% +5.4 CBOE 942 x $0.52 - $0.83 x 2414 PHLX SPREAD/FLOOR Vega=$2427 SIRI=4.59 Ref
- >>3000 SIRI Mar24 3.0 Puts $0.20 (CboeTheo=0.20) ASK AMEX 13:17:29.713 IV=84.3% +3.1 PHLX 1366 x $0.11 - $0.22 x 1 NOM SPREAD/FLOOR Vega=$1606 SIRI=4.59 Ref
- >>3500 UBER Jan24 57.5 Puts $0.84 (CboeTheo=0.84) MID ISE 13:20:38.246 IV=31.4% +0.1 MRX 315 x $0.83 - $0.85 x 41 MPRL SPREAD/CROSS/TIED 52WeekHigh Vega=$22k UBER=61.88 Ref
- SWEEP DETECTED:
>>2500 S Jan24 25.0 Calls $1.05 (CboeTheo=0.93) ASK [MULTI] 13:21:24.406 IV=43.7% +0.6 BZX 5 x $1.00 - $1.05 x 589 BOX ISO Vega=$8017 S=23.93 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 3800 Puts $0.15 (CboeTheo=0.13) ASK [CBOE] 13:22:45.453 IV=47.4% +3.2 CBOE 1062 x $0.10 - $0.15 x 264 CBOE FLOOR Vega=$3840 SPX=4599.03 Fwd - >>5000 KVUE Dec23 22.5 Calls $0.04 (CboeTheo=0.05) MID MIAX 13:24:49.150 IV=38.9% -13.2 MPRL 77 x $0.03 - $0.05 x 726 EDGX AUCTION Vega=$2218 KVUE=20.79 Ref
- SWEEP DETECTED:
>>5000 F Dec23 11.0 Puts $0.15 (CboeTheo=0.15) BID [MULTI] 13:27:31.254 IV=27.3% -3.6 EMLD 4499 x $0.15 - $0.16 x 2020 EMLD Vega=$3058 F=11.04 Ref - SPLIT TICKET:
>>2000 ARRY Jan24 17.5 Calls $0.71 (CboeTheo=0.76) BID [CBOE] 13:28:21.403 IV=61.9% -4.6 PHLX 608 x $0.70 - $0.80 x 187 PHLX FLOOR Vega=$3966 ARRY=15.71 Ref - >>2500 TECK Jun24 32.0 Puts $1.35 (CboeTheo=1.37) BID ARCA 13:30:16.662 IV=38.0% +0.0 ISE 1 x $1.30 - $1.45 x 1 ISE CROSS Vega=$20k TECK=38.40 Ref
- >>2150 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) BID CBOE 13:31:20.911 IV=53.6% -3.6 CBOE 372 x $0.08 - $0.10 x 34k CBOE FLOOR Vega=$1052 VIX=13.37 Fwd
- >>1740 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) BID CBOE 13:31:21.035 IV=53.6% -3.6 CBOE 372 x $0.08 - $0.10 x 34k CBOE FLOOR Vega=$851 VIX=13.37 Fwd
- >>2150 VIX Dec23 20th 12.0 Puts $0.09 (CboeTheo=0.08) MID CBOE 13:31:21.248 IV=55.6% -1.6 CBOE 372 x $0.08 - $0.10 x 34k CBOE FLOOR Vega=$1100 VIX=13.37 Fwd
- >>1740 VIX Dec23 20th 12.0 Puts $0.09 (CboeTheo=0.08) MID CBOE 13:31:21.367 IV=55.6% -1.6 CBOE 372 x $0.08 - $0.10 x 34k CBOE FLOOR Vega=$890 VIX=13.37 Fwd
- SPLIT TICKET:
>>9980 VIX Dec23 20th 12.0 Puts $0.085 (CboeTheo=0.08) MID [CBOE] 13:31:20.911 IV=53.6% -3.6 CBOE 372 x $0.08 - $0.10 x 34k CBOE FLOOR Vega=$4883 VIX=13.37 Fwd - >>3500 GM Jan24 30.0 Puts $0.20 (CboeTheo=0.20) ASK AMEX 13:31:34.469 IV=32.3% +0.6 C2 446 x $0.19 - $0.20 x 927 EMLD SPREAD/CROSS Vega=$7609 GM=33.97 Ref
- >>3500 GM Jan24 30.0 Calls $4.36 (CboeTheo=4.36) BID AMEX 13:31:34.469 IV=32.0% +0.3 BOX 14 x $4.35 - $4.40 x 134 MIAX SPREAD/CROSS Vega=$7458 GM=33.97 Ref
- >>2900 LCID Jan24 7.0 Calls $0.07 (CboeTheo=0.08) BID BOX 13:34:08.377 IV=93.2% -7.1 EMLD 916 x $0.07 - $0.08 x 15 ARCA CROSS Vega=$871 LCID=4.63 Ref
- >>1200 SPX Dec23 4400 Puts $1.05 (CboeTheo=1.07) BID CBOE 13:35:54.583 IV=16.8% -0.0 CBOE 627 x $1.05 - $1.10 x 80 CBOE FLOOR Vega=$51k SPX=4599.89 Fwd
- SPLIT TICKET:
>>3351 SPX Dec23 4400 Puts $1.05 (CboeTheo=1.07) BID [CBOE] 13:35:54.583 IV=16.8% -0.0 CBOE 627 x $1.05 - $1.10 x 80 CBOE FLOOR Vega=$142k SPX=4599.89 Fwd - SWEEP DETECTED:
>>Bearish Delta Impact 500 CRSR Feb24 15.0 Calls $0.55 (CboeTheo=0.55) BID [MULTI] 13:36:16.164 IV=40.7% +0.3 PHLX 86 x $0.55 - $0.60 x 81 EMLD
Delta=36%, EST. IMPACT = 18k Shares ($250k) To Sell CRSR=13.76 Ref - >>2000 SGEN Jan24 200 Puts $2.50 (CboeTheo=2.71) BID AMEX 13:37:23.971 IV=32.1% +0.9 PHLX 10 x $2.40 - $3.00 x 10 PHLX SPREAD/FLOOR Vega=$40k SGEN=218.44 Ref
- SWEEP DETECTED:
>>3747 WULF Feb24 3.0 Calls $0.20 (CboeTheo=0.20) ASK [MULTI] 13:37:25.533 IV=165.8% -4.6 PHLX 14k x $0.15 - $0.20 x 950 ISE Vega=$1029 WULF=1.71 Ref - >>2000 PDD Mar24 100 Puts $0.85 (CboeTheo=0.89) BID PHLX 13:38:32.596 IV=45.2% -1.7 ARCA 100 x $0.85 - $0.91 x 69 CBOE SPREAD/CROSS/TIED Vega=$17k PDD=139.21 Ref
- SPLIT TICKET:
>>1242 VIX Dec23 20th 21.0 Calls $0.08 (CboeTheo=0.09) BID [CBOE] 13:38:37.925 IV=146.9% -4.2 CBOE 11 x $0.08 - $0.10 x 35k CBOE Vega=$352 VIX=13.40 Fwd - SWEEP DETECTED:
>>2501 AAPL Dec23 190 Puts $0.34 (CboeTheo=0.36) BID [MULTI] 13:40:20.405 IV=18.4% -0.9 NOM 1085 x $0.34 - $0.35 x 31 EMLD Vega=$15k AAPL=195.25 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 2753 EDR Dec23 25.0 Calls $0.30 (CboeTheo=0.26) ASK [MULTI] 13:40:36.749 IV=39.1% +0.9 NOM 25 x $0.25 - $0.30 x 288 EDGX ISO
Delta=35%, EST. IMPACT = 97k Shares ($2.36m) To Buy EDR=24.45 Ref - >>3000 AAPL Mar24 210 Calls $3.05 (CboeTheo=3.00) ASK BOX 13:43:32.684 IV=18.1% -0.2 C2 149 x $3.00 - $3.05 x 803 EDGX AUCTION Vega=$103k AAPL=195.25 Ref
- >>Market Color ASTS - Bullish option flow detected in AST SpaceMobile (5.38 +0.26) with 7,453 calls trading (1.8x expected) and implied vol increasing almost 3 points to 110.50%. . The Put/Call Ratio is 0.11. Earnings are expected on 04/01. [ASTS 5.38 +0.26 Ref, IV=110.5% +2.7] #Bullish
- SWEEP DETECTED:
>>4122 NVDA Dec23 650 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 13:53:00.877 IV=70.0% -4.7 MPRL 0 x $0.00 - $0.01 x 3971 C2 Vega=$827 NVDA=475.98 Ref - SWEEP DETECTED:
>>3193 NVDA Dec23 650 Calls $0.01 (CboeTheo=0.01) ASK [MULTI] 13:56:22.956 IV=70.1% -4.6 AMEX 0 x $0.00 - $0.01 x 2993 C2 Vega=$640 NVDA=475.74 Ref - >>2384 CCL Jan24 12.5 Calls $5.60 (CboeTheo=5.58) ASK ARCA 13:57:31.354 IV=67.1% +2.0 EMLD 28 x $5.55 - $5.60 x 2389 ARCA Vega=$1323 CCL=17.95 Ref
- SWEEP DETECTED:
>>2991 AAL Feb24 14.0 Calls $0.889 (CboeTheo=0.89) MID [MULTI] 13:58:32.000 IV=38.1% -1.4 BZX 517 x $0.89 - $0.90 x 26 MPRL Vega=$7201 AAL=13.79 Ref - >>1488 VIX Dec23 20th 25.0 Calls $0.05 (CboeTheo=0.05) BID CBOE 13:59:38.826 IV=175.4% -4.9 CBOE 4 x $0.05 - $0.06 x 24k CBOE Vega=$271 VIX=13.37 Fwd
- SPLIT TICKET:
>>1497 VIX Dec23 20th 25.0 Calls $0.05 (CboeTheo=0.05) BID [CBOE] 13:59:38.826 IV=175.4% -4.9 CBOE 4 x $0.05 - $0.06 x 24k CBOE Vega=$273 VIX=13.37 Fwd - SWEEP DETECTED:
>>5796 GOLD Dec23 22nd 18.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 13:59:42.487 IV=31.7% +2.2 EMLD 1011 x $0.06 - $0.07 x 1388 EMLD Vega=$4257 GOLD=16.75 Ref - SWEEP DETECTED:
>>3000 M Dec23 17.5 Calls $0.40 (CboeTheo=0.42) BID [MULTI] 14:08:17.998 IV=49.7% -7.1 PHLX 1145 x $0.40 - $0.41 x 67 ARCA Vega=$2798 M=17.39 Ref - >>2000 ZM Jan24 200 Puts $126.05 (CboeTheo=126.29) BID BOX 14:08:27.579 BZX 10 x $126.05 - $126.45 x 10 BZX SPREAD/FLOOR - OPENING Vega=$0 ZM=73.72 Ref
- >>2000 ZM Jan24 130 Puts $56.05 (CboeTheo=56.28) BID BOX 14:08:27.579 ARCA 50 x $56.00 - $57.00 x 52 BZX SPREAD/FLOOR Vega=$0 ZM=73.72 Ref
- >>6000 KMI Jan24 5th 18.0 Calls $0.15 (CboeTheo=0.16) BID AMEX 14:08:51.802 IV=13.5% -1.4 PHLX 1883 x $0.15 - $0.18 x 43 BOX SPREAD/FLOOR - OPENING Vega=$11k KMI=17.66 Ref
- >>3258 KMI Dec23 8th 17.5 Calls $0.20 (CboeTheo=0.16) Above Ask! AMEX 14:08:51.802 IV=91.2% +71.0 BXO 18 x $0.14 - $0.19 x 18 BXO SPREAD/FLOOR Vega=$315 KMI=17.66 Ref
- >>3000 BAC Jan24 60.0 Puts $29.05 (CboeTheo=28.99) ASK BOX 14:08:58.836 IV=108.1% +40.9 BZX 4 x $28.95 - $29.05 x 20 BXO SPREAD/FLOOR - OPENING Vega=$2480 BAC=31.02 Ref
- >>3000 BAC Jan24 38.0 Puts $7.05 (CboeTheo=6.99) ASK BOX 14:08:58.836 IV=42.9% +13.2 BXO 20 x $6.95 - $7.05 x 32 BZX SPREAD/FLOOR - OPENING Vega=$4299 BAC=31.02 Ref
- >>3000 XOM Dec23 110 Puts $10.60 (CboeTheo=10.64) BID BOX 14:09:10.488 AMEX 4 x $10.60 - $10.70 x 2 NOM SPREAD/FLOOR - OPENING Vega=$0 XOM=99.36 Ref
- >>3000 XOM Jan24 115 Puts $15.70 (CboeTheo=15.64) ASK BOX 14:09:10.488 IV=29.6% +4.0 MPRL 1 x $15.55 - $15.70 x 1 MPRL SPREAD/FLOOR - OPENING Vega=$9737 XOM=99.36 Ref
- SWEEP DETECTED:
>>2068 TSLA Dec23 210 Puts $0.15 (CboeTheo=0.15) ASK [MULTI] 14:09:09.080 IV=54.5% -0.1 C2 267 x $0.14 - $0.15 x 385 MRX Vega=$3746 TSLA=243.92 Ref - SWEEP DETECTED:
>>3014 AAPL Dec23 8th 197.5 Calls $0.01 (CboeTheo=0.01) BID [MULTI] 14:09:56.438 IV=31.8% +10.4 ARCA 3286 x $0.01 - $0.02 x 1656 BZX AUCTION Vega=$618 AAPL=195.51 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1502 TTWO Jan24 160 Calls $3.048 (CboeTheo=2.93) Above Ask! [MULTI] 14:10:30.661 IV=20.8% -0.2 BZX 4 x $2.95 - $2.99 x 3 BZX ISO
Delta=40%, EST. IMPACT = 60k Shares ($9.32m) To Buy TTWO=155.72 Ref - >>2100 KO Jan24 80.0 Puts $21.55 (CboeTheo=21.52) ASK BOX 14:10:39.364 IV=52.9% +52.9 PHLX 41 x $21.45 - $21.55 x 18 NOM SPREAD/FLOOR - OPENING Vega=$2282 KO=58.48 Ref
- >>2000 KO Jan24 65.0 Puts $6.55 (CboeTheo=6.53) ASK BOX 14:10:39.364 IV=22.6% +8.4 MIAX 43 x $6.45 - $6.55 x 12 EDGX SPREAD/FLOOR - OPENING Vega=$4141 KO=58.48 Ref
- >>2170 WYNN Jan24 100 Puts $15.90 (CboeTheo=15.99) BID BOX 14:11:17.134 ARCA 8 x $15.90 - $16.20 x 15 BZX SPREAD/FLOOR - OPENING Vega=$0 WYNN=84.01 Ref
- >>2600 WYNN Jan24 110 Puts $26.08 (CboeTheo=26.00) ASK BOX 14:11:17.134 IV=49.3% +12.1 BZX 19 x $25.80 - $26.10 x 1 ISE SPREAD/FLOOR - OPENING Vega=$6433 WYNN=84.00 Ref
- >>2920 ENPH Jan24 180 Puts $76.85 (CboeTheo=77.54) BID BOX 14:11:32.244 BZX 26 x $76.85 - $78.45 x 26 BZX SPREAD/FLOOR - OPENING Vega=$0 ENPH=102.46 Ref
- >>13000 WFC Jan24 55.0 Puts $8.85 (CboeTheo=8.88) BID BOX 14:12:12.091 PHLX 195 x $8.80 - $8.95 x 58 MPRL SPREAD/FLOOR - OPENING Vega=$0 WFC=46.12 Ref
- >>13000 WFC Jan24 57.5 Puts $11.35 (CboeTheo=11.38) BID BOX 14:12:12.091 EDGX 13 x $11.35 - $11.45 x 108 NOM SPREAD/FLOOR - OPENING Vega=$0 WFC=46.12 Ref
- >>6290 NEE Jan24 70.0 Puts $10.60 (CboeTheo=10.72) BID BOX 14:12:26.072 CBOE 24 x $10.60 - $10.80 x 18 CBOE SPREAD/FLOOR - OPENING Vega=$0 NEE=59.27 Ref
- >>2200 NEE Jan24 77.5 Puts $18.18 (CboeTheo=18.23) BID BOX 14:12:26.072 CBOE 13 x $18.10 - $18.30 x 28 MPRL SPREAD/FLOOR - OPENING Vega=$0 NEE=59.27 Ref
- >>5000 BAC Apr24 28.0 Puts $0.70 (CboeTheo=0.69) ASK ISE 14:12:28.285 IV=27.4% +0.0 EMLD 3101 x $0.68 - $0.70 x 1663 C2 SPREAD/CROSS/TIED Vega=$28k BAC=31.00 Ref
- >>Unusual Volume SAVA - 3x market weighted volume: 12.3k = 14.9k projected vs 4855 adv, 81% calls, 10% of OI [SAVA 24.36 +3.58 Ref, IV=84.8% +12.8]
- >>3550 FSLR Dec23 200 Puts $55.89 (CboeTheo=55.66) ASK BOX 14:12:37.636 IV=124.6% +38.5 MIAX 10 x $55.15 - $56.00 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$5357 FSLR=144.34 Ref
- >>3300 FSLR Dec23 195 Puts $51.09 (CboeTheo=50.66) ASK BOX 14:12:37.636 IV=127.6% +127.6 ARCA 25 x $49.90 - $51.10 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$7111 FSLR=144.34 Ref
- >>2740 TSLA Jan24 450 Puts $206.90 (CboeTheo=206.21) BID PHLX 14:12:57.530 IV=104.0% +39.5 BZX 69 x $205.30 - $208.55 x 42 BZX FLOOR - OPENING Vega=$21k TSLA=243.79 Ref
- >>3100 TSLA Jan24 416.67 Puts $173.60 (CboeTheo=172.88) MID PHLX 14:12:57.530 IV=93.7% +33.1 ARCA 25 x $172.00 - $175.20 x 42 BZX FLOOR - OPENING Vega=$25k TSLA=243.79 Ref
- >>2200 ENPH Jan24 180 Puts $77.25 (CboeTheo=77.49) BID PHLX 14:12:58.809 BOX 228 x $76.55 - $78.95 x 33 BZX FLOOR - OPENING Vega=$0 ENPH=102.51 Ref
- SPLIT TICKET:
>>2800 TSLA Jan24 450 Puts $206.901 (CboeTheo=206.21) BID [PHLX] 14:12:57.530 IV=104.0% +39.5 BZX 69 x $205.30 - $208.55 x 42 BZX FLOOR - OPENING Vega=$21k TSLA=243.79 Ref - >>14000 PBR Jan24 30.0 Puts $15.25 (CboeTheo=15.16) ASK BOX 14:13:00.427 IV=123.4% +45.4 PHLX 40 x $13.40 - $15.25 x 11 BXO SPREAD/FLOOR - OPENING Vega=$8260 PBR=14.84 Ref
- >>17000 PBR Jan24 20.0 Puts $5.24 (CboeTheo=5.17) ASK BOX 14:13:00.427 IV=62.6% +20.9 BXO 11 x $5.10 - $5.25 x 11 BXO SPREAD/FLOOR Vega=$13k PBR=14.84 Ref
- >>2000 PBR Jan24 30.0 Puts $15.24 (CboeTheo=15.16) ASK BOX 14:13:00.427 IV=121.6% +43.6 PHLX 40 x $13.40 - $15.25 x 11 BXO SPREAD/FLOOR Vega=$1114 PBR=14.84 Ref
- >>2800 FSLR Dec23 200 Puts $55.60 (CboeTheo=55.42) MID PHLX 14:13:21.230 IV=120.5% +34.4 EDGX 24 x $55.10 - $56.10 x 24 EDGX FLOOR - OPENING Vega=$3746 FSLR=144.58 Ref
- >>3400 FSLR Dec23 195 Puts $50.50 (CboeTheo=50.42) ASK PHLX 14:13:21.230 IV=103.9% +103.9 EDGX 65 x $49.90 - $50.95 x 35 EDGX FLOOR - OPENING Vega=$3152 FSLR=144.58 Ref
- >>9000 VALE Jan24 25.0 Puts $10.30 (CboeTheo=10.23) BID BOX 14:13:24.392 IV=96.0% +35.9 BZX 30 x $10.20 - $10.45 x 666 PHLX SPREAD/FLOOR - OPENING Vega=$5353 VALE=14.77 Ref
- >>9000 VALE Jan24 20.0 Puts $5.30 (CboeTheo=5.24) ASK BOX 14:13:24.392 IV=62.9% +20.9 BZX 30 x $5.20 - $5.30 x 68 BZX SPREAD/FLOOR Vega=$6769 VALE=14.77 Ref
- >>7755 AAL Dec23 13.0 Calls $0.82 (CboeTheo=0.82) MID BOX 14:13:30.406 IV=38.8% -2.5 BXO 19 x $0.81 - $0.84 x 2353 C2 SPREAD/FLOOR Vega=$3332 AAL=13.76 Ref
- >>7755 AAL Jan24 15.0 Calls $0.29 (CboeTheo=0.28) ASK BOX 14:13:30.406 IV=37.3% -0.4 C2 366 x $0.28 - $0.29 x 4595 GEMX SPREAD/FLOOR Vega=$12k AAL=13.76 Ref
- >>Unusual Volume ROIV - 3x market weighted volume: 7312 = 8799 projected vs 2456 adv, 95% calls, 12% of OI [ROIV 9.70 -0.05 Ref, IV=51.1% -1.3]
- SWEEP DETECTED:
>>2500 CCL Jan24 12.5 Calls $5.60 (CboeTheo=5.63) BID [MULTI] 14:14:08.041 IV=55.7% -9.4 MPRL 40 x $5.60 - $5.70 x 120 BZX Vega=$759 CCL=18.00 Ref - >>3500 CSCO Dec23 52.5 Puts $4.05 (CboeTheo=4.00) ASK BOX 14:14:41.854 IV=37.3% +11.2 BZX 123 x $3.95 - $4.05 x 36 MIAX SPREAD/FLOOR - OPENING Vega=$2916 CSCO=48.49 Ref
- >>2500 CSCO Dec23 55.0 Puts $6.53 (CboeTheo=6.50) ASK BOX 14:14:41.854 IV=49.9% +12.8 BZX 120 x $6.45 - $6.55 x 42 EDGX SPREAD/FLOOR - OPENING Vega=$1241 CSCO=48.49 Ref
- >>2200 SQ Jan24 100 Puts $30.90 (CboeTheo=30.61) ASK BOX 14:14:55.347 IV=72.1% +19.2 ARCA 1 x $30.55 - $30.90 x 13 BZX SPREAD/FLOOR - OPENING Vega=$7013 SQ=69.39 Ref
- >>2200 SQ Jan24 125 Puts $55.90 (CboeTheo=55.62) ASK BOX 14:14:55.347 IV=104.3% +37.9 BZX 32 x $54.60 - $55.90 x 10 PHLX SPREAD/FLOOR - OPENING Vega=$5714 SQ=69.38 Ref
- >>2960 SLB Jan24 60.0 Puts $11.50 (CboeTheo=11.45) BID BOX 14:15:13.931 IV=41.7% +6.5 AMEX 5 x $11.40 - $11.65 x 13 EDGX SPREAD/FLOOR - OPENING Vega=$5125 SLB=48.55 Ref
- >>2060 RTX Jan24 95.0 Puts $13.68 (CboeTheo=13.72) BID BOX 14:15:23.529 ISE 2 x $13.65 - $13.75 x 3 BOX SPREAD/FLOOR - OPENING Vega=$0 RTX=81.28 Ref
- >>5000 AMZN Jun24 145 Puts $10.54 (CboeTheo=10.46) ASK AMEX 14:15:33.980 IV=31.8% +0.1 CBOE 561 x $10.40 - $10.55 x 885 CBOE SPREAD/CROSS Vega=$206k AMZN=147.57 Ref
- >>5000 AMZN Feb24 130 Puts $2.06 (CboeTheo=2.07) BID AMEX 14:15:33.980 IV=34.5% -0.1 C2 163 x $2.06 - $2.09 x 148 GEMX SPREAD/CROSS Vega=$81k AMZN=147.57 Ref
- >>2000 CXM Jan24 10.0 Puts $0.20 (CboeTheo=0.23) BID AMEX 14:15:56.498 IV=48.2% -1.4 ISE 1 x $0.20 - $0.25 x 2 BXO SPREAD/FLOOR - OPENING SSR Vega=$2062 CXM=11.37 Ref
- >>2000 CXM Jan24 12.5 Calls $0.25 (CboeTheo=0.30) BID AMEX 14:15:56.498 IV=39.8% -6.4 PHLX 638 x $0.25 - $0.35 x 66 MPRL SPREAD/FLOOR SSR Vega=$2620 CXM=11.37 Ref
- >>3570 SE Jan24 70.0 Puts $30.01 (CboeTheo=30.04) BID BOX 14:16:08.198 ISE 1 x $29.95 - $30.35 x 1 ISE SPREAD/FLOOR - OPENING Vega=$0 SE=39.97 Ref
- >>2000 SCHW Jan24 75.0 Puts $10.90 (CboeTheo=10.95) BID BOX 14:16:29.683 NOM 2 x $10.90 - $11.05 x 26 MPRL SPREAD/FLOOR Vega=$0 SCHW=64.06 Ref
- SWEEP DETECTED:
>>4105 TSLA Dec23 120 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:16:42.355 IV=165.0% +8.8 C2 0 x $0.00 - $0.01 x 5051 C2 Vega=$319 TSLA=244.13 Ref - SWEEP DETECTED:
>>4000 F Dec23 11.0 Calls $0.19 (CboeTheo=0.18) BID [MULTI] 14:16:43.208 IV=28.8% -3.1 EMLD 5661 x $0.19 - $0.20 x 6502 EMLD ISO Vega=$2443 F=11.03 Ref - SWEEP DETECTED:
>>3002 TSLA Dec23 120 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:16:56.894 IV=165.0% +8.8 ISE 0 x $0.00 - $0.01 x 2855 C2 Vega=$233 TSLA=244.09 Ref - SWEEP DETECTED:
>>4304 TSLA Dec23 115 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:17:09.629 IV=174.4% +10.7 AMEX 0 x $0.00 - $0.01 x 5174 C2 Vega=$317 TSLA=244.11 Ref - SWEEP DETECTED:
>>Bearish Delta Impact 604 HITI Apr24 2.5 Calls $0.25 (CboeTheo=0.27) BID [MULTI] 14:17:16.873 IV=114.9% -0.5 BXO 79 x $0.25 - $0.30 x 412 CBOE ISO
Delta=43%, EST. IMPACT = 26k Shares ($43k) To Sell HITI=1.64 Ref - SWEEP DETECTED:
>>4829 TSLA Dec23 110 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:17:22.089 IV=184.2% +12.6 AMEX 0 x $0.00 - $0.01 x 4655 C2 Vega=$338 TSLA=244.10 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 29th 4700 Calls $13.80 (CboeTheo=14.12) Below Bid! [CBOE] 14:17:38.042 IV=9.9% -0.7 CBOE 44 x $14.00 - $14.20 x 175 CBOE LATE Vega=$339k SPX=4614.54 Fwd - >>Unusual Volume S - 3x market weighted volume: 32.0k = 38.2k projected vs 12.7k adv, 94% calls, 14% of OI [S 24.41 +0.99 Ref, IV=44.5% +1.3]
- SWEEP DETECTED:
>>2000 C Mar24 55.0 Calls $0.72 (CboeTheo=0.70) ASK [MULTI] 14:18:08.327 IV=25.4% -0.1 EMLD 303 x $0.70 - $0.72 x 133 C2 Vega=$15k C=48.80 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 510 MDRX Mar24 10.0 Calls $1.797 (CboeTheo=1.67) ASK [MULTI] 14:19:41.951 IV=75.8% +19.5 ARCA 10 x $1.65 - $1.80 x 234 PHLX OPENING SSR 52WeekLow
Delta=64%, EST. IMPACT = 32k Shares ($326k) To Buy MDRX=10.06 Ref - SWEEP DETECTED:
>>2003 HOOD Dec23 14.0 Calls $0.07 (CboeTheo=0.07) ASK [MULTI] 14:19:52.476 IV=97.1% -5.5 EDGX 920 x $0.06 - $0.07 x 200 EMLD Vega=$574 HOOD=11.64 Ref - SWEEP DETECTED:
>>2254 M Dec23 17.5 Calls $0.35 (CboeTheo=0.37) BID [MULTI] 14:20:39.503 IV=48.9% -8.0 C2 1085 x $0.35 - $0.36 x 618 EMLD Vega=$2068 M=17.30 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 1516 CZR Jan24 5th 44.0 Calls $2.21 (CboeTheo=2.14) ASK [MULTI] 14:22:03.578 IV=41.9% +1.5 CBOE 75 x $2.05 - $2.21 x 257 EDGX OPENING
Delta=55%, EST. IMPACT = 83k Shares ($3.68m) To Buy CZR=44.13 Ref - SWEEP DETECTED:
>>2193 BEKE Jan24 14.85 Puts $0.50 (CboeTheo=0.50) BID [MULTI] 14:22:24.199 IV=33.7% -2.0 C2 565 x $0.50 - $0.55 x 49 BOX ISO Vega=$4320 BEKE=15.18 Ref - >>2000 VIX Dec23 20th 15.0 Puts $1.94 (CboeTheo=1.94) BID CBOE 14:25:56.636 IV=89.6% -5.3 CBOE 12k x $1.92 - $1.98 x 25k CBOE FLOOR 52WeekLow Vega=$1574 VIX=13.38 Fwd
- >>2500 IOVA Mar24 9.0 Calls $0.95 (CboeTheo=1.04) BID BOX 14:27:44.596 IV=125.5% -5.3 MIAX 7 x $0.95 - $1.25 x 2972 PHLX CROSS - OPENING Vega=$3272 IOVA=6.38 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 6704 ROIV Jan24 10.0 Calls $0.50 (CboeTheo=0.54) BID [MULTI] 14:28:52.142 IV=47.4% -4.3 AMEX 1683 x $0.50 - $1.05 x 234 PHLX OPENING
Delta=46%, EST. IMPACT = 309k Shares ($3.00m) To Sell ROIV=9.70 Ref - SWEEP DETECTED:
>>2000 HA Jul24 13.0 Puts $1.80 (CboeTheo=1.54) ASK [MULTI] 14:30:10.536 IV=52.6% +4.5 PHLX 940 x $1.40 - $2.00 x 210 PHLX OPENING Vega=$7872 HA=13.38 Ref - SPLIT TICKET:
>>3200 SPXW Dec23 26th 3800 Puts $0.40 (CboeTheo=0.36) MID [CBOE] 14:31:59.341 IV=33.2% +1.1 CBOE 772 x $0.35 - $0.45 x 1455 CBOE FLOOR - OPENING Vega=$41k SPX=4612.01 Fwd - >>2000 GM Mar24 36.0 Calls $1.41 (CboeTheo=1.41) MID ISE 14:32:43.058 IV=29.5% -0.3 C2 159 x $1.40 - $1.42 x 35 MPRL SPREAD/CROSS/TIED Vega=$14k GM=33.94 Ref
- >>3000 BAC Jan24 40.0 Puts $8.90 (CboeTheo=8.98) Below Bid! PHLX 14:33:44.336 NOM 5 x $8.95 - $9.00 x 15 BXO SPREAD/FLOOR - OPENING Vega=$0 BAC=31.02 Ref
- >>3000 BAC Jan24 38.0 Puts $6.90 (CboeTheo=6.99) Below Bid! PHLX 14:33:44.336 ARCA 8 x $6.95 - $7.00 x 13 BXO SPREAD/FLOOR - OPENING Vega=$0 BAC=31.02 Ref
- SWEEP DETECTED:
>>2570 GT Dec23 13.0 Puts $0.05 (CboeTheo=0.06) ASK [MULTI] 14:33:44.180 IV=46.3% -2.1 CBOE 0 x $0.00 - $0.05 x 63 AMEX ISO - OPENING Vega=$967 GT=14.03 Ref - >>2500 CSCO Dec23 55.0 Puts $6.45 (CboeTheo=6.46) MID PHLX 14:33:48.427 PHLX 81 x $6.40 - $6.50 x 100 MPRL FLOOR - OPENING Vega=$0 CSCO=48.53 Ref
- >>3500 CSCO Dec23 52.5 Puts $3.95 (CboeTheo=3.96) MID PHLX 14:33:48.427 EDGX 91 x $3.90 - $4.00 x 50 EDGX FLOOR - OPENING Vega=$0 CSCO=48.53 Ref
- >>3000 C Sep24 30.0 Puts $0.35 (CboeTheo=0.35) MID PHLX 14:33:55.386 IV=37.4% -0.0 C2 59 x $0.34 - $0.36 x 263 C2 SPREAD/CROSS/TIED Vega=$13k C=48.87 Ref
- >>2900 ENPH Jan24 180 Puts $76.65 (CboeTheo=76.69) ASK PHLX 14:33:58.555 BOX 84 x $75.60 - $77.40 x 30 BZX FLOOR - OPENING Vega=$0 ENPH=103.31 Ref
- >>3550 FSLR Dec23 200 Puts $55.05 (CboeTheo=54.99) ASK PHLX 14:34:02.784 IV=108.0% +22.0 BOX 47 x $54.70 - $55.30 x 31 BZX FLOOR - OPENING Vega=$2730 FSLR=145.01 Ref
- >>2500 FSLR Dec23 195 Puts $50.10 (CboeTheo=49.99) ASK PHLX 14:34:02.784 IV=106.2% +106.2 EDGX 21 x $49.70 - $50.40 x 20 EDGX FLOOR - OPENING Vega=$2743 FSLR=145.01 Ref
- >>2200 NEE Jan24 77.5 Puts $18.10 (CboeTheo=18.08) MID PHLX 14:34:23.887 IV=46.2% +11.0 ARCA 13 x $18.00 - $18.20 x 42 NOM FLOOR - OPENING Vega=$2669 NEE=59.42 Ref
- >>2500 OXY Jan24 72.5 Puts $16.05 (CboeTheo=16.05) MID PHLX 14:34:28.072 BZX 23 x $16.00 - $16.10 x 21 BZX FLOOR - OPENING Vega=$0 OXY=56.45 Ref
- >>2500 OXY Jan24 70.0 Puts $13.55 (CboeTheo=13.55) MID PHLX 14:34:28.072 BZX 28 x $13.50 - $13.60 x 15 BXO FLOOR - OPENING Vega=$0 OXY=56.45 Ref
- >>2500 PYPL Jan24 75.0 Puts $16.05 (CboeTheo=16.07) BID PHLX 14:34:32.448 BOX 28 x $16.00 - $16.15 x 22 MPRL FLOOR - OPENING Vega=$0 PYPL=58.94 Ref
- >>2000 SCHW Jan24 75.0 Puts $10.95 (CboeTheo=10.97) BID PHLX 14:34:40.540 BZX 13 x $10.90 - $11.05 x 12 ARCA FLOOR Vega=$0 SCHW=64.03 Ref
- >>2720 TSLA Jan24 450 Puts $205.75 (CboeTheo=206.13) ASK PHLX 14:35:01.189 BZX 65 x $204.55 - $206.90 x 65 BZX FLOOR - OPENING Vega=$0 TSLA=243.87 Ref
- >>3400 TSLA Jan24 416.67 Puts $172.40 (CboeTheo=172.80) BID PHLX 14:35:01.189 BZX 65 x $171.25 - $173.60 x 65 BZX FLOOR - OPENING Vega=$0 TSLA=243.87 Ref
- SPLIT TICKET:
>>3000 TSLA Jan24 450 Puts $205.745 (CboeTheo=206.13) ASK [PHLX] 14:35:01.189 BZX 65 x $204.55 - $206.90 x 65 BZX FLOOR - OPENING Vega=$0 TSLA=243.87 Ref - >>13000 WFC Jan24 57.5 Puts $11.40 (CboeTheo=11.43) MID PHLX 14:35:05.446 PHLX 124 x $11.35 - $11.45 x 51 MIAX SPREAD/FLOOR - OPENING Vega=$0 WFC=46.08 Ref
- >>13000 WFC Jan24 55.0 Puts $8.90 (CboeTheo=8.93) MID PHLX 14:35:05.446 PHLX 230 x $8.85 - $8.95 x 50 BOX SPREAD/FLOOR - OPENING Vega=$0 WFC=46.08 Ref
- >>2000 WYNN Jan24 110 Puts $26.10 (CboeTheo=26.04) ASK PHLX 14:35:08.189 IV=48.2% +11.1 EDGX 5 x $25.95 - $26.20 x 18 BZX FLOOR - OPENING Vega=$4303 WYNN=83.96 Ref
- >>2000 ZM Jan24 380 Puts $306.30 (CboeTheo=306.10) ASK PHLX 14:35:18.200 IV=236.7% +108.5 NOM 51 x $305.35 - $306.75 x 51 ARCA SPREAD/FLOOR - OPENING Vega=$3275 ZM=73.90 Ref
- >>2000 ZM Jan24 130 Puts $56.30 (CboeTheo=56.10) BID PHLX 14:35:18.200 IV=97.1% +29.5 NOM 50 x $55.85 - $56.85 x 53 BZX SPREAD/FLOOR Vega=$4716 ZM=73.90 Ref
- >>2600 C Jan25 52.5 Calls $4.21 (CboeTheo=4.21) BID AMEX 14:35:18.924 IV=26.7% -0.0 PHLX 269 x $4.20 - $4.30 x 605 MIAX CROSS Vega=$51k C=48.84 Ref
- SWEEP DETECTED:
>>2301 C Dec23 47.5 Puts $0.20 (CboeTheo=0.20) ASK [MULTI] 14:35:37.713 IV=25.3% -1.0 C2 1332 x $0.19 - $0.20 x 778 C2 Vega=$4490 C=48.83 Ref - >>1000 VIX Feb24 14th 13.5 Puts $0.53 (CboeTheo=0.54) MID CBOE 14:36:01.546 IV=57.5% -1.2 CBOE 8398 x $0.51 - $0.54 x 1875 CBOE FLOOR 52WeekLow Vega=$1977 VIX=15.98 Fwd
- >>1000 VIX Feb24 14th 13.5 Puts $0.53 (CboeTheo=0.54) MID CBOE 14:36:01.605 IV=57.5% -1.2 CBOE 8398 x $0.51 - $0.54 x 1890 CBOE FLOOR 52WeekLow Vega=$1977 VIX=15.98 Fwd
- SPLIT TICKET:
>>2000 VIX Feb24 14th 13.5 Puts $0.53 (CboeTheo=0.54) MID [CBOE] 14:36:01.546 IV=57.5% -1.2 CBOE 8398 x $0.51 - $0.54 x 1875 CBOE FLOOR 52WeekLow Vega=$3955 VIX=15.98 Fwd - SWEEP DETECTED:
>>3198 AAPL Jan24 175 Puts $0.34 (CboeTheo=0.35) ASK [MULTI] 14:36:49.633 IV=22.1% +0.1 EMLD 860 x $0.33 - $0.34 x 762 NOM Vega=$24k AAPL=195.69 Ref - >>5000 FSR May24 3.0 Puts $1.65 (CboeTheo=1.73) BID AMEX 14:37:06.809 IV=136.5% -22.2 AMEX 5482 x $1.49 - $1.86 x 419 AMEX SPREAD/FLOOR - OPENING Vega=$2008 FSR=1.64 Ref
- >>5000 FSR May24 3.0 Calls $0.29 (CboeTheo=0.34) BID AMEX 14:37:06.809 IV=144.1% -14.6 EDGX 3257 x $0.29 - $0.34 x 1 NOM SPREAD/FLOOR - OPENING Vega=$2031 FSR=1.64 Ref
- >>2200 SQ Jan24 100 Puts $30.55 (CboeTheo=30.55) ASK PHLX 14:38:12.025 IV=57.1% +4.2 BXO 28 x $30.25 - $30.75 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$1259 SQ=69.45 Ref
- >>2200 SQ Jan24 125 Puts $55.55 (CboeTheo=55.54) BID PHLX 14:38:12.025 IV=85.7% +19.3 ARCA 1 x $55.20 - $56.05 x 1 ARCA SPREAD/FLOOR - OPENING Vega=$1037 SQ=69.45 Ref
- >>2100 ENPH Jan24 180 Puts $77.15 (CboeTheo=76.92) ASK BOX 14:38:23.062 IV=95.5% +28.0 BOX 215 x $75.50 - $77.15 x 6 BXO SPREAD/FLOOR - OPENING Vega=$6447 ENPH=103.08 Ref
- >>2100 ENPH Jan24 170 Puts $67.15 (CboeTheo=66.92) ASK BOX 14:38:23.062 IV=87.6% +22.6 BZX 28 x $65.60 - $67.90 x 28 BZX SPREAD/FLOOR - OPENING Vega=$6762 ENPH=103.08 Ref
- >>2320 KO Jan24 62.5 Puts $3.85 (CboeTheo=3.94) BID BOX 14:38:32.067 BOX 1134 x $3.85 - $4.00 x 17 BZX SPREAD/FLOOR - OPENING Vega=$0 KO=58.55 Ref
- >>2320 KO Jan24 80.0 Puts $21.35 (CboeTheo=21.45) BID BOX 14:38:32.067 CBOE 64 x $21.35 - $21.50 x 15 MIAX SPREAD/FLOOR - OPENING Vega=$0 KO=58.55 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 29th 4650 Calls $30.13 (CboeTheo=30.32) Below Bid! [CBOE] 14:38:39.917 IV=10.1% -0.6 CBOE 31 x $30.20 - $30.40 x 13 CBOE LATE Vega=$425k SPX=4616.71 Fwd - >>2000 NEE Jan24 70.0 Puts $10.57 (CboeTheo=10.60) BID BOX 14:38:45.813 BZX 11 x $10.50 - $10.70 x 86 BOX SPREAD/FLOOR Vega=$0 NEE=59.41 Ref
- >>2020 NEE Jan24 77.5 Puts $18.00 (CboeTheo=18.09) BID BOX 14:38:45.813 BOX 13 x $18.00 - $18.20 x 65 NOM SPREAD/FLOOR - OPENING Vega=$0 NEE=59.41 Ref
- >>20000 VIX Dec23 20th 12.0 Puts $0.08 (CboeTheo=0.08) MID CBOE 14:38:45.899 IV=53.8% -3.4 CBOE 5779 x $0.07 - $0.10 x 32k CBOE AUCTION 52WeekLow Vega=$9758 VIX=13.37 Fwd
- >>3400 PBR Jan24 30.0 Puts $15.25 (CboeTheo=15.18) ASK BOX 14:38:50.215 IV=121.8% +43.7 BXO 11 x $14.40 - $15.25 x 11 BXO SPREAD/FLOOR Vega=$1892 PBR=14.82 Ref
- >>3400 PBR Jan24 20.0 Puts $5.25 (CboeTheo=5.17) ASK BOX 14:38:50.215 IV=62.8% +21.0 BOX 1125 x $5.10 - $5.25 x 11 BXO SPREAD/FLOOR Vega=$2694 PBR=14.82 Ref
- >>2310 XOM Dec23 110 Puts $10.60 (CboeTheo=10.68) BID BOX 14:38:54.635 PHLX 46 x $10.60 - $10.75 x 27 BZX SPREAD/FLOOR - OPENING Vega=$0 XOM=99.33 Ref
- >>2420 XOM Jan24 115 Puts $15.60 (CboeTheo=15.68) BID BOX 14:38:54.635 BZX 27 x $15.60 - $15.75 x 33 BZX SPREAD/FLOOR - OPENING Vega=$0 XOM=99.33 Ref
- SWEEP DETECTED:
>>2000 DKNG Dec23 8th 36.0 Puts $0.04 (CboeTheo=0.06) BID [MULTI] 14:38:57.909 IV=48.8% -4.5 EMLD 525 x $0.04 - $0.06 x 328 C2 Vega=$341 DKNG=36.16 Ref - >>2620 TSLA Jan24 416.67 Puts $172.10 (CboeTheo=172.70) BID BOX 14:39:05.061 NOM 70 x $171.25 - $173.60 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 TSLA=243.97 Ref
- >>4120 TSLA Jan24 450 Puts $204.55 (CboeTheo=206.02) BID BOX 14:39:05.061 NOM 70 x $204.55 - $206.90 x 60 BXO SPREAD/FLOOR - OPENING Vega=$0 TSLA=243.97 Ref
- >>11500 SAVE Jan24 12.5 Puts $2.87 (CboeTheo=2.85) ASK AMEX 14:39:06.455 IV=215.7% +1.6 PHLX 20 x $2.73 - $2.94 x 130 PHLX CROSS Vega=$19k SAVE=14.76 Ref
- >>2500 SCHW Dec23 65.0 Calls $0.66 (CboeTheo=0.64) ASK ARCA 14:40:49.938 IV=29.4% -2.1 PHLX 140 x $0.63 - $0.67 x 55 C2 SPREAD/CROSS Vega=$8458 SCHW=64.03 Ref
- >>2500 SCHW Dec23 68.0 Calls $0.09 (CboeTheo=0.14) BID ARCA 14:40:49.938 IV=29.5% -6.6 CBOE 674 x $0.09 - $0.11 x 366 C2 SPREAD/CROSS - OPENING Vega=$3350 SCHW=64.03 Ref
- SWEEP DETECTED:
>>2300 M Dec23 17.5 Calls $0.32 (CboeTheo=0.34) BID [MULTI] 14:40:48.970 IV=48.0% -8.8 C2 1639 x $0.32 - $0.34 x 198 EMLD Vega=$2089 M=17.25 Ref - SWEEP DETECTED:
>>3434 PARA Dec23 14.5 Puts $0.05 (CboeTheo=0.05) ASK [MULTI] 14:40:59.182 IV=76.5% +32.9 C2 479 x $0.03 - $0.05 x 1682 EMLD OPENING Vega=$1000 PARA=17.02 Ref - >>2000 CCL Jan26 20.0 Puts $5.00 (CboeTheo=5.05) BID AMEX 14:43:03.401 IV=45.3% -0.2 BZX 54 x $4.95 - $5.15 x 102 AMEX CROSS - OPENING Vega=$20k CCL=18.02 Ref
- >>6000 SNAP Dec23 15.0 Calls $0.49 (CboeTheo=0.48) ASK PHLX 14:43:33.087 IV=48.1% -0.8 C2 1267 x $0.48 - $0.49 x 607 C2 SPREAD/FLOOR - OPENING Vega=$4955 SNAP=15.15 Ref
- >>6000 SNAP Dec23 8th 14.5 Calls $0.64 (CboeTheo=0.66) BID PHLX 14:43:33.087 C2 164 x $0.64 - $0.67 x 113 C2 SPREAD/FLOOR Vega=$0 SNAP=15.15 Ref
- >>2620 NEE Jan24 77.5 Puts $18.00 (CboeTheo=18.02) MID PHLX 14:43:38.613 BOX 590 x $17.90 - $18.10 x 13 CBOE FLOOR - OPENING Vega=$0 NEE=59.48 Ref
- SWEEP DETECTED:
>>4000 TSLA Dec23 110 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 14:43:39.750 IV=184.6% +13.1 AMEX 0 x $0.00 - $0.01 x 7546 C2 Vega=$279 TSLA=244.38 Ref - >>2590 PFE Jan24 40.0 Puts $11.15 (CboeTheo=11.13) BID PHLX 14:43:52.580 IV=56.1% +15.0 EDGX 291 x $11.10 - $11.25 x 125 C2 FLOOR - OPENING Vega=$1512 PFE=28.86 Ref
- >>2120 PFE Jan24 38.0 Puts $9.15 (CboeTheo=9.13) ASK PHLX 14:43:52.590 IV=48.9% +12.0 PHLX 127 x $9.05 - $9.20 x 18 BXO FLOOR - OPENING Vega=$1379 PFE=28.86 Ref
- >>3200 SE Jan24 70.0 Puts $30.25 (CboeTheo=29.99) ASK PHLX 14:44:01.417 IV=106.0% +26.9 EDGX 374 x $29.80 - $30.65 x 1 AMEX FLOOR - OPENING Vega=$6017 SE=40.02 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 803 AIV Jan24 7.5 Calls $0.45 (CboeTheo=0.48) BID [MULTI] 14:44:03.125 IV=59.1% -3.6 PHLX 323 x $0.45 - $0.55 x 356 PHLX
Delta=46%, EST. IMPACT = 37k Shares ($266k) To Sell AIV=7.17 Ref - >>9120 TSLA Jan24 450 Puts $205.75 (CboeTheo=205.54) ASK PHLX 14:44:43.371 IV=95.6% +31.1 BOX 488 x $204.55 - $206.90 x 52 BXO FLOOR - OPENING Vega=$42k TSLA=244.47 Ref
- >>5800 TSLA Jan24 416.67 Puts $172.40 (CboeTheo=172.21) BID PHLX 14:44:43.371 IV=85.0% +24.4 BZX 55 x $171.25 - $173.60 x 52 BXO FLOOR - OPENING Vega=$27k TSLA=244.47 Ref
- >>3200 TSLA Jan24 400 Puts $155.80 (CboeTheo=155.54) ASK PHLX 14:44:43.371 IV=81.0% +22.4 BOX 650 x $153.70 - $156.95 x 52 BXO FLOOR - OPENING Vega=$18k TSLA=244.47 Ref
- SPLIT TICKET:
>>10000 TSLA Jan24 450 Puts $205.754 (CboeTheo=205.54) ASK [PHLX] 14:44:43.371 IV=95.6% +31.1 BOX 488 x $204.55 - $206.90 x 52 BXO FLOOR - OPENING Vega=$46k TSLA=244.47 Ref - SPLIT TICKET:
>>2000 TSLA Jan24 366.67 Puts $122.507 (CboeTheo=122.25) BID [PHLX] 14:44:46.244 IV=68.8% +14.7 BXO 52 x $121.40 - $123.75 x 52 BXO FLOOR - OPENING Vega=$12k TSLA=244.41 Ref - >>2000 FSLR Dec23 200 Puts $54.80 (CboeTheo=54.71) ASK PHLX 14:44:55.572 IV=111.1% +25.0 EDGX 9 x $54.50 - $54.90 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$1894 FSLR=145.29 Ref
- >>3000 FSLR Dec23 195 Puts $49.75 (CboeTheo=49.71) MID PHLX 14:44:55.572 IV=97.5% +97.5 BXO 4 x $49.55 - $49.95 x 10 EDGX SPREAD/FLOOR - OPENING Vega=$1998 FSLR=145.29 Ref
- >>2000 CVX Jan24 170 Puts $26.30 (CboeTheo=26.33) MID PHLX 14:44:57.942 EDGX 34 x $26.20 - $26.40 x 34 EDGX FLOOR - OPENING Vega=$0 CVX=143.68 Ref
- >>2749 COIN Dec23 8th 140 Calls $4.58 (CboeTheo=4.51) ASK CBOE 14:46:32.280 IV=152.5% +59.3 BOX 10 x $4.35 - $4.70 x 19 ARCA COB/AUCTION Vega=$743 COIN=144.49 Ref
- >>2749 COIN Dec23 155 Calls $2.53 (CboeTheo=2.56) BID CBOE 14:46:32.280 IV=77.3% -3.3 MIAX 145 x $2.51 - $2.62 x 38 BZX COB/AUCTION - OPENING Vega=$19k COIN=144.49 Ref
- >>2400 VIX Dec23 20th 24.0 Calls $0.05 (CboeTheo=0.05) MID CBOE 14:47:12.462 IV=166.4% -3.9 CBOE 1063 x $0.04 - $0.06 x 3758 CBOE 52WeekLow Vega=$453 VIX=13.38 Fwd
- SWEEP DETECTED:
>>2699 M Dec23 17.5 Calls $0.32 (CboeTheo=0.34) BID [MULTI] 14:47:33.863 IV=47.1% -9.7 CBOE 1649 x $0.32 - $0.35 x 136 CBOE Vega=$2459 M=17.27 Ref - >>4900 TSLA Jan24 450 Puts $205.30 (CboeTheo=205.32) BID PHLX 14:48:26.054 NOM 25 x $203.70 - $207.90 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=244.68 Ref
- >>3500 TSLA Jan24 416.67 Puts $171.95 (CboeTheo=171.99) BID PHLX 14:48:26.054 ARCA 25 x $171.25 - $173.60 x 25 ARCA FLOOR - OPENING Vega=$0 TSLA=244.69 Ref
- SPLIT TICKET:
>>5000 TSLA Jan24 450 Puts $205.301 (CboeTheo=205.32) BID [PHLX] 14:48:26.054 NOM 25 x $203.70 - $207.90 x 25 NOM FLOOR - OPENING Vega=$0 TSLA=244.68 Ref - SWEEP DETECTED:
>>2115 AMZN Dec23 8th 147 Puts $0.03 (CboeTheo=0.04) BID [MULTI] 14:48:42.872 IV=29.7% -1.6 MRX 2666 x $0.03 - $0.04 x 350 NOM Vega=$801 AMZN=147.77 Ref - SWEEP DETECTED:
>>2005 AMZN Dec23 8th 147 Puts $0.03 (CboeTheo=0.04) BID [MULTI] 14:49:01.058 IV=30.3% -1.0 C2 636 x $0.03 - $0.04 x 798 EMLD ISO Vega=$750 AMZN=147.78 Ref - >>5000 BX Jan24 95.0 Puts $0.28 (CboeTheo=0.36) MID AMEX 14:49:11.511 IV=32.9% -2.6 C2 201 x $0.27 - $0.30 x 222 CBOE CROSS Vega=$21k BX=112.74 Ref
- SWEEP DETECTED:
>>2012 BAC Dec23 31.0 Calls $0.38 (CboeTheo=0.38) BID [MULTI] 14:50:06.079 IV=21.5% -2.6 EMLD 2351 x $0.38 - $0.39 x 4420 EMLD Vega=$3460 BAC=30.98 Ref - SWEEP DETECTED:
>>Bullish Delta Impact 517 ARES Dec23 110 Calls $1.50 (CboeTheo=1.50) ASK [MULTI] 14:51:52.292 IV=23.0% -2.9 ARCA 1 x $1.45 - $1.50 x 71 ISE
Delta=56%, EST. IMPACT = 29k Shares ($3.18m) To Buy ARES=110.43 Ref - SWEEP DETECTED:
>>2973 META Dec23 332.5 Calls $5.00 (CboeTheo=4.87) ASK [MULTI] 14:51:56.388 IV=27.7% -1.5 NOM 9 x $4.90 - $5.00 x 435 EDGX OPENING Vega=$55k META=331.90 Ref - SWEEP DETECTED:
>>5250 TSLA Dec23 242.5 Calls $6.95 (CboeTheo=6.98) BID [MULTI] 14:52:58.847 IV=43.0% -3.1 PHLX 737 x $6.95 - $7.05 x 128 PHLX OPENING Vega=$70k TSLA=244.39 Ref - SWEEP DETECTED:
>>2646 C Jan24 55.0 Calls $0.30 (CboeTheo=0.30) ASK [MULTI] 14:53:06.665 IV=28.1% -1.2 ARCA 663 x $0.28 - $0.30 x 534 C2 Vega=$9687 C=48.91 Ref - SWEEP DETECTED:
>>2000 AMZN Dec23 155 Calls $0.22 (CboeTheo=0.22) BID [MULTI] 14:54:55.533 IV=25.2% -2.4 GEMX 399 x $0.22 - $0.23 x 1272 EMLD ISO Vega=$7053 AMZN=147.71 Ref - >>5000 MS Jan24 75.0 Puts $0.50 (CboeTheo=0.51) BID AMEX 14:56:48.436 IV=26.7% +0.3 C2 302 x $0.50 - $0.52 x 516 ARCA SPREAD/CROSS Vega=$30k MS=82.19 Ref
- >>5000 MS Jan24 75.0 Calls $8.25 (CboeTheo=8.23) ASK AMEX 14:56:48.436 IV=27.2% +0.9 CBOE 192 x $8.15 - $8.25 x 55 EDGX SPREAD/CROSS Vega=$31k MS=82.19 Ref
- >>2000 SCHW Apr24 45.0 Puts $0.47 (CboeTheo=0.48) BID ARCA 14:59:03.567 IV=42.9% +0.2 EMLD 55 x $0.47 - $0.51 x 323 CBOE FLOOR Vega=$9406 SCHW=64.06 Ref
- >>Market Color PCT - Bearish flow noted in PureCycle Technologies (5.00 +0.34) with 14,064 puts trading, or 4x expected. The Put/Call Ratio is 1.78, while ATM IV is up over 2 points on the day. Earnings are expected on 02/29. [PCT 5.00 +0.34 Ref, IV=163.9% +2.4] #Bearish
- >>2800 UBER Jan24 65.0 Calls $1.36 (CboeTheo=1.35) MID ISE 15:00:44.133 IV=29.9% -0.2 BOX 299 x $1.34 - $1.37 x 555 EDGX SPREAD/CROSS/TIED 52WeekHigh Vega=$22k UBER=61.67 Ref
- SWEEP DETECTED:
>>2000 M Dec23 17.5 Calls $0.355 (CboeTheo=0.38) MID [MULTI] 15:00:48.334 IV=47.1% -9.7 CBOE 1154 x $0.35 - $0.37 x 41 MPRL AUCTION Vega=$1847 M=17.36 Ref - >>3000 AMD Jan24 105 Puts $0.41 (CboeTheo=0.42) BID AMEX 15:01:07.292 IV=40.5% -0.0 MPRL 248 x $0.41 - $0.42 x 909 EMLD CROSS Vega=$14k AMD=129.21 Ref
- >>25000 CHPT Dec23 29th 2.0 Puts $0.13 (CboeTheo=0.13) BID AMEX 15:01:29.948 IV=122.8% +6.6 ARCA 5 x $0.13 - $0.14 x 34 BOX FLOOR - OPENING Vega=$4540 CHPT=2.31 Ref
- >>3600 PAR Jan24 22.5 Calls $17.60 (CboeTheo=17.58) ASK BOX 15:02:25.990 IV=87.6% +0.9 NOM 52 x $17.30 - $17.70 x 3 EMLD SPREAD/FLOOR Vega=$2205 PAR=39.87 Ref
- >>5400 PAR Jan24 22.5 Calls $17.60 (CboeTheo=17.58) ASK BOX 15:02:25.990 IV=87.6% +0.9 NOM 52 x $17.30 - $17.70 x 3 EMLD SPREAD/FLOOR Vega=$3308 PAR=39.87 Ref
- >>2400 PAR Jan25 22.5 Calls $21.54 (CboeTheo=20.44) ASK BOX 15:02:25.990 IV=76.0% +14.8 AMEX 97 x $18.00 - $23.00 x 76 AMEX SPREAD/FLOOR - OPENING Vega=$20k PAR=39.87 Ref
- >>2700 PAR Jan25 22.5 Calls $21.54 (CboeTheo=20.44) ASK BOX 15:02:25.990 IV=76.0% +14.8 AMEX 97 x $18.00 - $23.00 x 76 AMEX SPREAD/FLOOR - OPENING Vega=$22k PAR=39.87 Ref
- >>2700 PAR Jan25 22.5 Calls $21.55 (CboeTheo=20.44) ASK BOX 15:02:25.990 IV=76.1% +15.0 AMEX 97 x $18.00 - $23.00 x 76 AMEX SPREAD/FLOOR - OPENING Vega=$22k PAR=39.87 Ref
- >>21730 JWN Dec23 17.0 Calls $0.16 (CboeTheo=0.15) MID CBOE 15:02:40.650 IV=50.6% -4.0 NOM 388 x $0.14 - $0.18 x 303 MPRL AUCTION - OPENING Vega=$15k JWN=16.14 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 25001 JWN Dec23 17.0 Calls $0.158 (CboeTheo=0.14) Above Ask! [MULTI] 15:02:40.435 IV=50.2% -4.4 GEMX 542 x $0.12 - $0.14 x 377 EMLD OPENING
Delta=23%, EST. IMPACT = 564k Shares ($9.06m) To Buy JWN=16.07 Ref - SWEEP DETECTED:
>>6091 AAL Jan24 14.0 Calls $0.60 (CboeTheo=0.60) ASK [MULTI] 15:02:42.341 IV=36.7% -1.2 C2 641 x $0.59 - $0.60 x 2859 EMLD Vega=$11k AAL=13.72 Ref - SWEEP DETECTED:
>>5035 KSS Dec23 26.5 Calls $0.24 (CboeTheo=0.22) ASK [MULTI] 15:02:40.752 IV=60.9% -3.6 EDGX 442 x $0.21 - $0.24 x 640 EDGX OPENING Vega=$5025 KSS=24.64 Ref - >>2069 VIX Dec23 20th 38.0 Calls $0.02 (CboeTheo=0.02) MID CBOE 15:03:26.400 IV=235.6% +14.0 CBOE 1212 x $0.01 - $0.03 x 16k CBOE 52WeekLow Vega=$154 VIX=13.38 Fwd
- SWEEP DETECTED:
>>2050 KSS Dec23 26.5 Calls $0.27 (CboeTheo=0.23) ASK [MULTI] 15:03:42.050 IV=63.4% -1.1 BOX 182 x $0.23 - $0.27 x 111 PHLX OPENING Vega=$2118 KSS=24.65 Ref - >>2431 LCID Dec23 5.0 Calls $0.09 (CboeTheo=0.10) ASK ARCA 15:04:05.441 IV=81.0% -15.2 EMLD 3244 x $0.08 - $0.09 x 2476 ARCA Vega=$541 LCID=4.69 Ref
- SWEEP DETECTED:
>>2682 LCID Dec23 5.0 Calls $0.09 (CboeTheo=0.10) ASK [MULTI] 15:04:05.441 IV=81.0% -15.2 EMLD 3244 x $0.08 - $0.09 x 2476 ARCA Vega=$597 LCID=4.69 Ref - SWEEP DETECTED:
>>2563 KSS Dec23 26.5 Calls $0.27 (CboeTheo=0.28) MID [MULTI] 15:04:28.554 IV=63.2% -1.3 EDGX 232 x $0.25 - $0.29 x 43 PHLX AUCTION - OPENING Vega=$2652 KSS=24.67 Ref - SWEEP DETECTED:
>>4536 XOM Dec23 95.0 Puts $0.14 (CboeTheo=0.15) BID [MULTI] 15:07:00.112 IV=25.7% -2.1 C2 742 x $0.14 - $0.15 x 37 BXO ISO Vega=$10k XOM=99.61 Ref - SWEEP DETECTED:
>>3362 PLUG Mar24 2.0 Puts $0.16 (CboeTheo=0.17) BID [MULTI] 15:08:53.615 IV=136.0% -3.3 BXO 28 x $0.16 - $0.18 x 1843 EMLD Vega=$1121 PLUG=4.01 Ref - >>2499 OPEN Jan24 5.0 Calls $0.10 (CboeTheo=0.11) ASK EDGX 15:08:57.959 IV=87.9% -7.7 C2 4569 x $0.09 - $0.10 x 3442 EDGX Vega=$849 OPEN=3.67 Ref
- >>2499 OPEN Jan24 5.0 Calls $0.10 (CboeTheo=0.11) ASK EDGX 15:09:00.203 IV=87.9% -7.7 C2 4698 x $0.09 - $0.10 x 943 EDGX Vega=$849 OPEN=3.67 Ref
- SWEEP DETECTED:
>>2000 PLUG Mar24 2.0 Puts $0.16 (CboeTheo=0.17) BID [MULTI] 15:09:04.863 IV=136.0% -3.3 EMLD 305 x $0.16 - $0.18 x 1534 EMLD Vega=$667 PLUG=4.01 Ref - >>4000 SAVE Jan24 12.5 Puts $2.87 (CboeTheo=2.88) MID AMEX 15:10:11.486 IV=215.7% +1.7 AMEX 10 x $2.79 - $2.96 x 2 NOM CROSS Vega=$6660 SAVE=14.63 Ref
- >>2200 CSCO Apr24 52.5 Calls $0.84 (CboeTheo=0.84) MID AMEX 15:10:40.559 IV=18.2% -0.3 BOX 262 x $0.82 - $0.86 x 230 BOX CROSS Vega=$21k CSCO=48.55 Ref
- >>2044 WULF Apr24 2.0 Calls $0.60 (CboeTheo=0.60) MID ISE 15:11:11.819 IV=158.7% +3.6 PHLX 1650 x $0.55 - $0.65 x 6 AMEX SPREAD/CROSS - OPENING Vega=$816 WULF=1.81 Ref
- >>2044 WULF Apr24 6.0 Calls $0.20 (CboeTheo=0.19) ASK ISE 15:11:11.819 IV=175.1% -0.3 AMEX 2172 x $0.15 - $0.20 x 4 BXO SPREAD/CROSS - OPENING Vega=$731 WULF=1.81 Ref
- >>2000 PLUG Mar24 2.0 Puts $0.16 (CboeTheo=0.17) MID BOX 15:12:06.146 IV=136.0% -3.3 AMEX 117 x $0.15 - $0.18 x 3277 EMLD FLOOR Vega=$667 PLUG=4.01 Ref
- >>2000 PLUG Mar24 2.0 Puts $0.15 (CboeTheo=0.17) BID BOX 15:12:06.146 IV=132.9% -6.3 AMEX 117 x $0.15 - $0.18 x 3277 EMLD FLOOR Vega=$654 PLUG=4.01 Ref
- SPLIT TICKET:
>>3550 PLUG Mar24 3.0 Puts $0.435 (CboeTheo=0.43) ASK [BOX] 15:12:05.377 IV=120.0% -0.8 BXO 56 x $0.41 - $0.44 x 15 BOX FLOOR - OPENING Vega=$2148 PLUG=4.01 Ref - SPLIT TICKET:
>>4000 PLUG Mar24 2.0 Puts $0.155 (CboeTheo=0.17) BID [BOX] 15:12:06.146 IV=136.0% -3.3 AMEX 117 x $0.15 - $0.18 x 3277 EMLD FLOOR Vega=$1334 PLUG=4.01 Ref - SWEEP DETECTED:
>>2095 BAC Dec23 8th 31.0 Calls $0.05 (CboeTheo=0.26) ASK [MULTI] 15:13:05.156 IV=28.0% -5.6 C2 5410 x $0.04 - $0.05 x 608 C2 Vega=$310 BAC=31.02 Ref - SWEEP DETECTED:
>>3382 BAC Dec23 31.0 Puts $0.35 (CboeTheo=0.35) ASK [MULTI] 15:13:15.101 IV=21.6% -2.5 EMLD 3755 x $0.34 - $0.35 x 3658 EMLD Vega=$5801 BAC=31.02 Ref - >>Market Color CZR - Bullish option flow detected in Caesars (44.22 +1.27) with 10,725 calls trading (3x expected) and implied vol increasing over 1 point to 42.26%. . The Put/Call Ratio is 0.33. Earnings are expected on 02/20. [CZR 44.22 +1.27 Ref, IV=42.3% +1.3] #Bullish
- SWEEP DETECTED:
>>Bullish Delta Impact 614 DESP Jul24 12.5 Calls $0.40 (CboeTheo=0.39) ASK [MULTI] 15:15:25.542 IV=48.7% +1.4 AMEX 0 x $0.00 - $0.45 x 58 ARCA OPENING
Delta=25%, EST. IMPACT = 15k Shares ($131k) To Buy DESP=8.59 Ref - SWEEP DETECTED:
>>4889 NKLA Dec23 1.0 Calls $0.01 (CboeTheo=0.03) BID [MULTI] 15:15:46.733 IV=173.0% -83.7 C2 18k x $0.01 - $0.02 x 6085 C2 ISO SSR Vega=$104 NKLA=0.75 Ref - SWEEP DETECTED:
>>4875 AMC Dec23 7.0 Calls $0.30 (CboeTheo=0.29) ASK [MULTI] 15:16:09.681 IV=84.1% -14.6 NOM 22 x $0.29 - $0.30 x 1081 ISE Vega=$1877 AMC=6.95 Ref - >>8100 BILI Jan24 11.0 Puts $0.42 (CboeTheo=0.41) MID ARCA 15:21:20.509 IV=52.7% -0.9 EMLD 508 x $0.40 - $0.43 x 1746 EMLD CROSS Vega=$11k BILI=11.91 Ref
- SPLIT TICKET:
>>1323 SPXW Dec23 11th 4535 Puts $0.29 (CboeTheo=0.30) ASK [CBOE] 15:21:20.220 IV=8.3% -2.1 CBOE 679 x $0.25 - $0.30 x 162 CBOE LATE Vega=$37k SPX=4604.41 Fwd - SPLIT TICKET:
>>1323 SPXW Dec23 11th 4670 Calls $0.20 (CboeTheo=0.20) ASK [CBOE] 15:21:20.220 IV=7.4% -2.2 CBOE 860 x $0.15 - $0.20 x 17 CBOE LATE - OPENING Vega=$32k SPX=4604.41 Fwd - SPLIT TICKET:
>>2567 DLR Dec23 29th 132 Puts $2.151 (CboeTheo=2.22) BID [PHLX] 15:21:43.186 IV=23.5% -1.0 PHLX 77 x $2.15 - $2.40 x 21 PHLX AUCTION - OPENING Vega=$32k DLR=134.75 Ref - >>3800 NIO May24 16.0 Calls $0.15 (CboeTheo=0.16) BID PHLX 15:22:44.905 IV=74.5% -1.7 EDGX 314 x $0.15 - $0.17 x 15 ARCA SPREAD/CROSS/TIED - OPENING Vega=$3430 NIO=7.39 Ref
- SWEEP DETECTED:
>>Bullish Delta Impact 500 MDRX Mar24 10.0 Calls $1.70 (CboeTheo=1.56) ASK [MULTI] 15:24:35.280 IV=78.4% +22.1 AMEX 679 x $1.25 - $1.70 x 190 BOX OPENING SSR 52WeekLow
Delta=60%, EST. IMPACT = 30k Shares ($301k) To Buy MDRX=9.99 Ref - >>4500 PAR Jan25 22.5 Calls $21.43 (CboeTheo=20.34) ASK BOX 15:24:37.707 IV=75.9% +14.7 CBOE 166 x $17.50 - $22.50 x 147 CBOE SPREAD/FLOOR - OPENING Vega=$37k PAR=39.62 Ref
- >>2400 PAR Jan25 22.5 Calls $21.43 (CboeTheo=20.34) ASK BOX 15:24:37.707 IV=75.9% +14.7 CBOE 166 x $17.50 - $22.50 x 147 CBOE SPREAD/FLOOR - OPENING Vega=$20k PAR=39.62 Ref
- >>3600 PAR Jan24 22.5 Calls $17.40 (CboeTheo=17.33) ASK BOX 15:24:37.707 IV=94.0% +7.3 BZX 53 x $17.10 - $17.50 x 33 NOM SPREAD/FLOOR Vega=$2910 PAR=39.62 Ref
- >>5400 PAR Jan24 22.5 Calls $17.40 (CboeTheo=17.33) ASK BOX 15:24:37.707 IV=94.0% +7.3 BZX 53 x $17.10 - $17.50 x 33 NOM SPREAD/FLOOR Vega=$4365 PAR=39.62 Ref
- >>2000 NIO Jan24 15.0 Calls $0.03 (CboeTheo=0.02) ASK ARCA 15:24:49.682 IV=102.9% +6.6 MPRL 200 x $0.02 - $0.03 x 1277 EMLD SPREAD/CROSS Vega=$381 NIO=7.39 Ref
- >>2000 NIO Jun24 12.5 Calls $0.41 (CboeTheo=0.41) ASK ARCA 15:24:49.682 IV=69.0% +0.3 ARCA 3 x $0.40 - $0.41 x 3 NOM SPREAD/CROSS Vega=$3361 NIO=7.39 Ref
- SPLIT TICKET:
>>2500 IOVA Mar24 9.0 Calls $0.925 (CboeTheo=1.05) BID [BOX] 15:25:52.629 IV=120.6% -10.3 PHLX 3126 x $0.90 - $1.15 x 1416 PHLX CROSS - OPENING Vega=$3276 IOVA=6.46 Ref - >>1300 SPXW Dec23 29th 3790 Puts $0.60 (CboeTheo=0.56) MID CBOE 15:27:15.473 IV=32.8% +1.2 CBOE 1627 x $0.55 - $0.65 x 1797 CBOE FLOOR - OPENING Vega=$24k SPX=4619.88 Fwd
- >>1000 SPXW Dec23 29th 3790 Puts $0.60 (CboeTheo=0.56) MID CBOE 15:27:15.473 IV=32.8% +1.2 CBOE 1627 x $0.55 - $0.65 x 1797 CBOE FLOOR - OPENING Vega=$18k SPX=4619.88 Fwd
- >>1000 SPXW Dec23 29th 3790 Puts $0.60 (CboeTheo=0.56) MID CBOE 15:27:15.492 IV=32.8% +1.2 CBOE 1627 x $0.55 - $0.65 x 1797 CBOE FLOOR - OPENING Vega=$18k SPX=4619.88 Fwd
- SPLIT TICKET:
>>6000 SPXW Dec23 29th 3790 Puts $0.60 (CboeTheo=0.56) MID [CBOE] 15:27:15.473 IV=32.8% +1.2 CBOE 1627 x $0.55 - $0.65 x 1797 CBOE FLOOR - OPENING Vega=$109k SPX=4619.88 Fwd - SWEEP DETECTED:
>>2823 CCL Jan24 20.0 Calls $0.53 (CboeTheo=0.54) BID [MULTI] 15:29:44.926 IV=47.8% -3.2 EDGX 452 x $0.53 - $0.55 x 371 EMLD Vega=$6105 CCL=18.07 Ref - >>10000 AMZN Jan24 175 Calls $0.14 (CboeTheo=0.14) BID PHLX 15:34:15.286 IV=25.2% -0.5 C2 164 x $0.14 - $0.15 x 731 EMLD AUCTION Vega=$36k AMZN=147.41 Ref
- >>2250 BABA Jan26 90.0 Puts $24.62 (CboeTheo=24.60) BID AMEX 15:34:36.102 IV=39.4% -0.3 EDGX 116 x $24.20 - $25.65 x 51 BZX SPREAD/CROSS Vega=$85k BABA=72.23 Ref
- >>2250 BABA Jan26 90.0 Calls $12.37 (CboeTheo=12.05) ASK AMEX 15:34:36.102 IV=40.1% +0.5 EDGX 172 x $11.75 - $12.40 x 18 BOX SPREAD/CROSS Vega=$91k BABA=72.23 Ref
- >>2900 MET Jan24 60.0 Puts $0.45 (CboeTheo=0.47) BID AMEX 15:35:42.520 IV=23.3% -0.5 ARCA 31 x $0.45 - $0.50 x 263 EDGX SPREAD/FLOOR Vega=$16k MET=64.31 Ref
- >>2900 MET Jan24 60.0 Calls $5.16 (CboeTheo=5.14) ASK AMEX 15:35:42.521 IV=24.0% +0.2 PHLX 218 x $5.00 - $5.20 x 65 PHLX SPREAD/FLOOR Vega=$16k MET=64.31 Ref
- SWEEP DETECTED:
>>2066 HOOD Dec23 8th 10.5 Calls $1.197 (CboeTheo=1.19) Above Ask! [MULTI] 15:35:59.460 IV=527.7% +527.7 BXO 22 x $1.18 - $1.19 x 9 MPRL Vega=$12 HOOD=11.69 Ref - >>2000 AAPL Jan24 180 Puts $0.56 (CboeTheo=0.56) ASK AMEX 15:36:24.363 IV=20.1% +0.1 C2 368 x $0.55 - $0.56 x 672 EMLD SPREAD/CROSS Vega=$22k AAPL=195.71 Ref
- >>2000 AAPL Jan24 180 Calls $17.46 (CboeTheo=17.47) BID AMEX 15:36:24.363 IV=20.1% +0.0 BXO 32 x $17.45 - $17.55 x 64 EDGX SPREAD/CROSS Vega=$22k AAPL=195.71 Ref
- SWEEP DETECTED:
>>Bearish Delta Impact 727 SEAS Jan24 50.0 Puts $1.35 (CboeTheo=1.25) ASK [MULTI] 15:36:39.490 IV=33.9% +1.3 PHLX 223 x $1.20 - $1.35 x 129 EDGX OPENING
Delta=-33%, EST. IMPACT = 24k Shares ($1.24m) To Sell SEAS=52.05 Ref - >>8777 MDRX Mar24 12.5 Calls $0.90 (CboeTheo=0.69) Above Ask! CBOE 15:37:25.368 IV=79.3% +33.8 AMEX 231 x $0.60 - $0.80 x 255 ARCA FLOOR - OPENING SSR 52WeekLow Vega=$18k MDRX=10.06 Ref
- SPLIT TICKET:
>>9239 MDRX Mar24 12.5 Calls $0.90 (CboeTheo=0.69) Above Ask! [CBOE] 15:37:25.270 IV=79.3% +33.8 AMEX 231 x $0.60 - $0.80 x 255 ARCA FLOOR - OPENING SSR 52WeekLow Vega=$18k MDRX=10.06 Ref - >>5000 CHPT Dec23 2.5 Calls $0.11 (CboeTheo=0.12) ASK AMEX 15:37:35.526 IV=134.9% -2.5 EMLD 1012 x $0.10 - $0.11 x 864 EMLD CROSS Vega=$624 CHPT=2.33 Ref
- >>2547 LUMN Dec23 29th 2.0 Calls $0.03 (CboeTheo=0.02) MID AMEX 15:37:38.277 IV=108.7% +6.8 ARCA 101 x $0.01 - $0.04 x 1275 AMEX AUCTION - OPENING Vega=$226 LUMN=1.50 Ref
- SWEEP DETECTED:
>>4993 LUMN Dec23 29th 2.0 Calls $0.03 (CboeTheo=0.02) ASK [MULTI] 15:37:37.114 IV=108.7% +6.8 ARCA 103 x $0.01 - $0.03 x 109 ARCA OPENING Vega=$444 LUMN=1.50 Ref - SWEEP DETECTED:
>>2036 AAPL Dec23 192.5 Puts $0.62 (CboeTheo=0.61) ASK [MULTI] 15:37:39.829 IV=17.2% -1.0 C2 223 x $0.61 - $0.62 x 433 MRX Vega=$17k AAPL=195.72 Ref - SWEEP DETECTED:
>>2997 LTHM Jan24 17.5 Calls $0.696 (CboeTheo=0.60) Above Ask! [MULTI] 15:38:32.128 IV=63.3% +0.2 ARCA 49 x $0.60 - $0.65 x 57 PHLX OPENING Vega=$5728 LTHM=15.51 Ref - >>1000 SPXW Dec23 29th 4515 Puts $14.60 (CboeTheo=14.39) Above Ask! CBOE 15:39:15.687 IV=11.8% -0.4 CBOE 83 x $14.20 - $14.40 x 21 CBOE LATE Vega=$316k SPX=4623.38 Fwd
- SPLIT TICKET:
>>3000 SPXW Dec23 29th 4515 Puts $14.60 (CboeTheo=14.39) ASK [CBOE] 15:39:15.682 IV=11.8% -0.4 CBOE 62 x $14.20 - $14.60 x 87 CBOE LATE Vega=$949k SPX=4623.38 Fwd - SPLIT TICKET:
>>1500 SPXW Dec23 29th 4525 Puts $16.25 (CboeTheo=15.95) Above Ask! [CBOE] 15:39:15.682 IV=11.7% -0.4 CBOE 59 x $15.70 - $16.10 x 37 CBOE LATE Vega=$499k SPX=4623.38 Fwd - SPLIT TICKET:
>>1500 SPXW Dec23 29th 4505 Puts $13.20 (CboeTheo=13.01) Above Ask! [CBOE] 15:39:15.682 IV=12.0% -0.4 CBOE 50 x $12.90 - $13.10 x 79 CBOE LATE - OPENING Vega=$450k SPX=4623.38 Fwd - >>1168 SPX Dec23 4275 Puts $0.48 (CboeTheo=0.49) MID CBOE 15:40:42.241 IV=24.1% +1.5 CBOE 2128 x $0.45 - $0.50 x 79 CBOE LATE Vega=$21k SPX=4613.15 Fwd
- >>1168 SPX Dec23 4250 Puts $0.43 (CboeTheo=0.45) BID CBOE 15:40:42.241 IV=25.4% +2.0 CBOE 4700 x $0.40 - $0.50 x 3454 CBOE LATE Vega=$18k SPX=4613.15 Fwd
- >>1000 SPX Dec23 4275 Puts $0.48 (CboeTheo=0.49) MID CBOE 15:40:42.241 IV=24.1% +1.5 CBOE 2128 x $0.45 - $0.50 x 79 CBOE LATE Vega=$18k SPX=4613.15 Fwd
- >>1000 SPX Dec23 4250 Puts $0.43 (CboeTheo=0.45) BID CBOE 15:40:42.241 IV=25.4% +2.0 CBOE 4700 x $0.40 - $0.50 x 3454 CBOE LATE Vega=$16k SPX=4613.15 Fwd
- >>3480 SPX Dec23 4250 Puts $0.43 (CboeTheo=0.45) BID CBOE 15:40:42.304 IV=25.4% +2.0 CBOE 2958 x $0.40 - $0.50 x 2366 CBOE LATE Vega=$54k SPX=4613.14 Fwd
- >>1000 SPX Dec23 4275 Puts $0.48 (CboeTheo=0.49) MID CBOE 15:40:42.304 IV=24.1% +1.5 CBOE 1523 x $0.45 - $0.50 x 79 CBOE LATE Vega=$18k SPX=4613.14 Fwd
- >>1000 SPX Dec23 4250 Puts $0.43 (CboeTheo=0.45) BID CBOE 15:40:42.304 IV=25.4% +2.0 CBOE 2958 x $0.40 - $0.50 x 2366 CBOE LATE Vega=$16k SPX=4613.14 Fwd
- >>3480 SPX Dec23 4275 Puts $0.48 (CboeTheo=0.49) MID CBOE 15:40:42.362 IV=24.1% +1.5 CBOE 1523 x $0.45 - $0.50 x 79 CBOE LATE Vega=$62k SPX=4613.14 Fwd
- SPLIT TICKET:
>>8700 SPX Dec23 4275 Puts $0.48 (CboeTheo=0.49) MID [CBOE] 15:40:42.241 IV=24.1% +1.5 CBOE 2128 x $0.45 - $0.50 x 79 CBOE LATE Vega=$154k SPX=4613.15 Fwd - SPLIT TICKET:
>>8700 SPX Dec23 4250 Puts $0.43 (CboeTheo=0.45) BID [CBOE] 15:40:42.241 IV=25.4% +2.0 CBOE 4700 x $0.40 - $0.50 x 3454 CBOE LATE Vega=$136k SPX=4613.15 Fwd - >>2000 ARM Apr24 65.0 Calls $8.26 (CboeTheo=8.15) ASK AMEX 15:40:51.301 IV=48.1% +2.1 PHLX 114 x $8.00 - $8.35 x 97 EDGX SPREAD/CROSS Vega=$31k ARM=67.33 Ref
- >>2000 ARM Apr24 65.0 Puts $6.62 (CboeTheo=6.68) BID AMEX 15:40:51.301 IV=47.0% +0.9 EDGX 94 x $6.55 - $6.85 x 157 EDGX SPREAD/CROSS Vega=$31k ARM=67.33 Ref
- >>2000 INTC Jun24 40.0 Puts $2.72 (CboeTheo=2.72) MID ARCA 15:42:34.915 IV=36.0% +0.2 C2 180 x $2.71 - $2.74 x 30 BOX CROSS Vega=$22k INTC=42.78 Ref
- SPLIT TICKET:
>>1499 SPXW Dec23 13th 4450 Puts $0.75 (CboeTheo=0.69) ASK [CBOE] 15:42:37.820 IV=15.3% +0.3 CBOE 668 x $0.65 - $0.75 x 283 CBOE OPENING Vega=$52k SPX=4609.58 Fwd - SPLIT TICKET:
>>1470 SPXW Dec23 11th 4550 Puts $0.50 (CboeTheo=0.44) ASK [CBOE] 15:42:51.844 IV=7.9% -2.5 CBOE 1092 x $0.40 - $0.50 x 715 CBOE Vega=$61k SPX=4608.32 Fwd - SWEEP DETECTED:
>>2102 SIRI Dec23 4.0 Puts $0.02 (CboeTheo=0.05) BID [MULTI] 15:42:55.696 IV=75.7% -8.6 C2 722 x $0.02 - $0.03 x 386 GEMX Vega=$214 SIRI=4.63 Ref - >>1800 SPX Dec23 4100 Puts $0.30 (CboeTheo=0.29) MID CBOE 15:44:06.931 IV=33.6% +2.4 CBOE 3732 x $0.25 - $0.35 x 4216 CBOE FLOOR Vega=$17k SPX=4611.82 Fwd
- >>10000 GM Jan24 28.0 Puts $0.08 (CboeTheo=0.08) BID BOX 15:45:09.884 IV=35.6% -0.2 EMLD 385 x $0.08 - $0.09 x 440 EMLD SPREAD/FLOOR Vega=$11k GM=33.87 Ref
- >>10000 GM Jan24 29.0 Puts $0.13 (CboeTheo=0.13) ASK BOX 15:45:09.884 IV=33.9% +0.1 C2 731 x $0.12 - $0.13 x 670 C2 SPREAD/FLOOR Vega=$16k GM=33.87 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 11th 4500 Puts $0.20 (CboeTheo=0.15) ASK [CBOE] 15:45:08.655 IV=11.6% +0.6 CBOE 1166 x $0.10 - $0.20 x 1096 CBOE Vega=$16k SPX=4608.35 Fwd - SWEEP DETECTED:
>>3726 CGC Apr24 1.0 Calls $0.21 (CboeTheo=0.20) ASK [MULTI] 15:45:38.741 IV=154.2% +14.7 EMLD 2 x $0.19 - $0.21 x 945 C2 Vega=$670 CGC=0.79 Ref - >>2372 OPEN Jan24 5.0 Calls $0.10 (CboeTheo=0.11) BID MRX 15:45:44.853 IV=88.1% -7.6 NOM 1251 x $0.10 - $0.12 x 2830 EDGX AUCTION Vega=$804 OPEN=3.66 Ref
- SWEEP DETECTED:
>>10000 OPEN Jan24 5.0 Calls $0.10 (CboeTheo=0.11) BID [MULTI] 15:45:44.753 IV=88.1% -7.6 EMLD 3062 x $0.10 - $0.12 x 2296 EMLD ISO Vega=$3391 OPEN=3.66 Ref - SWEEP DETECTED:
>>2000 AI Dec23 26.0 Puts $0.24 (CboeTheo=0.23) ASK [MULTI] 15:45:48.004 IV=64.5% -7.5 CBOE 118 x $0.22 - $0.24 x 358 EMLD SSR Vega=$1998 AI=28.23 Ref - >>2000 CCL Jan24 12.5 Calls $5.70 (CboeTheo=5.71) ASK ARCA 15:47:08.528 IV=62.7% -2.4 MPRL 80 x $5.65 - $5.70 x 2000 ARCA Vega=$873 CCL=18.07 Ref
- SWEEP DETECTED:
>>2000 JWN Jan24 20.0 Calls $0.20 (CboeTheo=0.19) ASK [MULTI] 15:47:17.484 IV=50.6% +0.9 EDGX 487 x $0.17 - $0.20 x 502 C2 Vega=$2605 JWN=16.36 Ref - SWEEP DETECTED:
>>2066 UPST Dec23 65.0 Calls $0.03 (CboeTheo=0.03) ASK [MULTI] 15:47:17.660 IV=167.6% -2.5 EDGX 116 x $0.02 - $0.03 x 611 EMLD OPENING Vega=$313 UPST=37.22 Ref - >>1000 VIX Dec23 20th 14.5 Calls $0.38 (CboeTheo=0.37) MID CBOE 15:47:24.722 IV=83.7% -2.3 CBOE 32k x $0.36 - $0.39 x 1349 CBOE 52WeekLow Vega=$853 VIX=13.35 Fwd
- SPLIT TICKET:
>>2000 AAPL Dec23 140 Puts $0.01 (CboeTheo=0.01) ASK [C2] 15:47:26.471 IV=83.7% +6.8 BOX 0 x $0.00 - $0.01 x 1702 BZX Vega=$281 AAPL=195.72 Ref - SWEEP DETECTED:
>>5000 TSLA Dec23 110 Puts $0.01 (CboeTheo=0.01) ASK [MULTI] 15:47:46.365 IV=184.6% +13.0 MRX 0 x $0.00 - $0.01 x 6460 C2 Vega=$349 TSLA=243.59 Ref - SWEEP DETECTED:
>>2000 FTCH Dec23 1.0 Puts $0.04 (CboeTheo=0.05) BID [MULTI] 15:48:48.629 IV=198.3% -36.8 AMEX 790 x $0.04 - $0.06 x 1309 EMLD ISO Vega=$92 FTCH=1.23 Ref - >>1800 SPXW Dec23 12th 4100 Puts $0.10 (CboeTheo=0.11) ASK CBOE 15:52:18.862 IV=38.7% +4.0 CBOE 829 x $0.05 - $0.10 x 74 CBOE FLOOR - OPENING Vega=$5707 SPX=4606.58 Fwd
- SWEEP DETECTED:
>>Bullish Delta Impact 517 GDEN Dec23 38.0 Puts $0.151 (CboeTheo=0.37) BID [MULTI] 15:52:45.078 IV=25.4% -7.4 MPRL 110 x $0.15 - $0.50 x 88 AMEX OPENING
Delta=-20%, EST. IMPACT = 10k Shares ($396k) To Buy GDEN=39.07 Ref - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4490 Puts $0.20 (CboeTheo=0.16) ASK [CBOE] 15:53:15.634 IV=12.5% +1.2 CBOE 51 x $0.15 - $0.20 x 974 CBOE Vega=$15k SPX=4606.97 Fwd - SPLIT TICKET:
>>3000 SPX Jan24 4100 Puts $4.10 (CboeTheo=4.17) BID [CBOE] 15:53:42.826 IV=20.0% +0.0 CBOE 3337 x $4.10 - $4.30 x 3414 CBOE Vega=$371k SPX=4633.01 Fwd - SPLIT TICKET:
>>2000 XSP Dec23 29th 440 Puts $0.512 (CboeTheo=0.52) MID [CBOE] 15:53:50.846 IV=14.2% -0.3 CBOE 221 x $0.51 - $0.53 x 300 CBOE AUCTION Vega=$33k XSP=462.05 Fwd - >>5000 CYTK Jan24 15.0 Puts $2.40 (CboeTheo=2.81) BID AMEX 15:54:07.424 IV=296.5% -8.0 NOM 25 x $2.40 - $2.50 x 1 AMEX SPREAD/FLOOR - OPENING Vega=$9574 CYTK=34.41 Ref
- >>5000 CYTK Jan24 30.0 Puts $8.10 (CboeTheo=7.45) ASK AMEX 15:54:07.423 IV=242.4% +25.6 PHLX 288 x $7.00 - $8.80 x 175 PHLX SPREAD/FLOOR - OPENING Vega=$20k CYTK=34.41 Ref
- SPLIT TICKET:
>>1000 SPXW Dec23 11th 4685 Calls $0.15 (CboeTheo=0.12) ASK [CBOE] 15:54:16.621 IV=8.3% -1.7 CBOE 72 x $0.10 - $0.15 x 1007 CBOE OPENING Vega=$18k SPX=4606.54 Fwd - >>1444 XSP Dec23 29th 440 Puts $0.52 (CboeTheo=0.53) ASK CBOE 15:54:47.180 IV=14.2% -0.3 CBOE 718 x $0.50 - $0.52 x 1796 CBOE Vega=$24k XSP=461.97 Fwd
- SPLIT TICKET:
>>2000 XSP Dec23 29th 440 Puts $0.52 (CboeTheo=0.53) ASK [CBOE] 15:54:47.180 IV=14.2% -0.3 CBOE 718 x $0.50 - $0.52 x 1796 CBOE Vega=$33k XSP=461.97 Fwd - >>1100 SPXW Dec23 11th 4075 Puts $0.05 (CboeTheo=0.07) MID CBOE 15:55:54.745 IV=44.1% +4.4 CBOE 0 x $0.00 - $0.10 x 1870 CBOE FLOOR - OPENING Vega=$1701 SPX=4605.68 Fwd
- SPLIT TICKET:
>>2388 SPXW Dec23 11th 4075 Puts $0.05 (CboeTheo=0.07) MID [CBOE] 15:55:54.727 IV=44.1% +4.4 CBOE 0 x $0.00 - $0.10 x 1870 CBOE FLOOR - OPENING Vega=$3692 SPX=4605.68 Fwd - >>2000 XSP Dec23 29th 440 Puts $0.53 (CboeTheo=0.53) MID CBOE 15:56:04.485 IV=14.2% -0.3 CBOE 610 x $0.50 - $0.56 x 480 CBOE Vega=$33k XSP=461.88 Fwd
- SPLIT TICKET:
>>1200 SPX Sep24 4225 Puts $97.84 (CboeTheo=97.71) BID [CBOE] 15:56:25.781 IV=18.6% -0.0 CBOE 352 x $97.40 - $98.40 x 41 CBOE LATE Vega=$1.42m SPX=4757.27 Fwd - SPLIT TICKET:
>>1664 SPX Nov24 4425 Puts $158.19 (CboeTheo=157.98) BID [CBOE] 15:56:25.781 IV=17.6% -0.0 CBOE 271 x $157.30 - $159.20 x 228 CBOE LATE Vega=$2.54m SPX=4784.06 Fwd - SPLIT TICKET:
>>1000 SPX Dec23 4775 Calls $0.45 (CboeTheo=0.39) ASK [CBOE] 15:57:47.357 IV=12.2% -0.8 CBOE 3629 x $0.35 - $0.45 x 2923 CBOE ISO Vega=$31k SPX=4609.25 Fwd - SWEEP DETECTED:
>>2780 SOFI Dec23 9.0 Calls $0.05 (CboeTheo=0.06) BID [MULTI] 15:57:57.092 IV=64.4% -8.8 EMLD 2875 x $0.05 - $0.06 x 1073 MPRL Vega=$707 SOFI=8.13 Ref - SWEEP DETECTED:
>>2500 MARA Dec23 20.0 Calls $0.288 (CboeTheo=0.30) MID [MULTI] 15:58:04.120 IV=130.0% -9.0 C2 229 x $0.29 - $0.30 x 19 BZX ISO Vega=$1581 MARA=16.77 Ref - SWEEP DETECTED:
>>2159 X Dec23 8th 36.0 Calls $0.051 (CboeTheo=0.64) Below Bid! [MULTI] 15:58:17.846 IV=75.8% +20.6 GEMX 5 x $0.07 - $0.11 x 13 BZX Vega=$233 X=35.95 Ref - >>1500 SPXW Dec23 11th 4200 Puts $0.10 (CboeTheo=0.08) ASK CBOE 15:58:25.340 IV=36.2% +5.0 CBOE 644 x $0.05 - $0.10 x 1077 CBOE FLOOR - OPENING Vega=$4937 SPX=4605.59 Fwd
- SWEEP DETECTED:
>>2000 RIOT Dec23 20.0 Calls $0.131 (CboeTheo=0.14) Below Bid! [MULTI] 15:58:42.827 IV=128.0% -3.5 EMLD 258 x $0.14 - $0.15 x 564 EMLD Vega=$837 RIOT=15.84 Ref - >>3000 CART Mar24 28.0 Calls $1.10 (CboeTheo=1.10) ASK AMEX 15:58:47.325 IV=52.6% +0.2 PHLX 1093 x $0.95 - $1.15 x 113 PHLX SPREAD/CROSS Vega=$13k CART=24.43 Ref
- >>3000 CART Mar24 28.0 Puts $5.50 (CboeTheo=5.56) BID AMEX 15:58:47.325 IV=51.3% -1.1 PHLX 253 x $5.30 - $5.80 x 111 PHLX SPREAD/CROSS Vega=$12k CART=24.43 Ref
- SWEEP DETECTED:
>>2000 AAPL Jan24 180 Puts $0.54 (CboeTheo=0.55) BID [MULTI] 15:59:01.808 IV=20.0% -0.0 C2 616 x $0.54 - $0.55 x 30 MPRL Vega=$22k AAPL=195.73 Ref - SWEEP DETECTED:
>>3557 HOOD Feb24 25.0 Calls $0.15 (CboeTheo=0.14) ASK [MULTI] 15:59:18.295 IV=102.6% +4.6 BZX 67 x $0.13 - $0.15 x 357 AMEX ISO - OPENING Vega=$2628 HOOD=11.72 Ref - SPLIT TICKET:
>>1493 SPXW Dec23 18th 3800 Puts $0.20 (CboeTheo=0.17) ASK [CBOE] 15:59:33.138 IV=41.5% +2.3 CBOE 25 x $0.15 - $0.20 x 753 CBOE OPENING Vega=$8433 SPX=4609.55 Fwd - >>29001 VIX Dec23 20th 15.0 Calls $0.31 (CboeTheo=0.30) MID CBOE 15:59:37.129 IV=90.5% -2.1 CBOE 20 x $0.30 - $0.32 x 29k CBOE AUCTION 52WeekLow Vega=$22k VIX=13.33 Fwd
- SPLIT TICKET:
>>30000 VIX Dec23 20th 15.0 Calls $0.31 (CboeTheo=0.30) MID [CBOE] 15:59:37.129 IV=90.5% -2.1 CBOE 20 x $0.30 - $0.32 x 29k CBOE AUCTION 52WeekLow Vega=$23k VIX=13.33 Fwd - >>2000 NKLA Dec23 1.0 Puts $0.33 (CboeTheo=0.32) MID AMEX 15:59:53.689 IV=299.3% -13.6 ARCA 55 x $0.31 - $0.34 x 50 BZX SPREAD/CROSS SSR Vega=$65 NKLA=0.72 Ref
- >>2000 NKLA Dec23 1.0 Calls $0.01 (CboeTheo=0.03) BID AMEX 15:59:53.689 IV=190.2% -66.5 C2 26k x $0.01 - $0.02 x 10k C2 SPREAD/CROSS SSR Vega=$40 NKLA=0.72 Ref
- >>2000 XSP Dec23 29th 440 Puts $0.52 (CboeTheo=0.53) MID CBOE 16:00:00.872 IV=14.1% -0.4 CBOE 280 x $0.50 - $0.55 x 280 CBOE Vega=$33k XSP=461.85 Fwd
- SPLIT TICKET:
>>1224 SPXW Mar24 28th 3700 Puts $9.50 (CboeTheo=9.50) BID [CBOE] 16:01:50.662 IV=24.5% -0.1 CBOE 98 x $9.40 - $9.70 x 269 CBOE FLOOR Vega=$264k SPX=4667.84 Fwd - SPLIT TICKET:
>>1223 SPXW Mar24 28th 3700 Puts $9.60 (CboeTheo=9.50) ASK [CBOE] 16:02:51.650 IV=24.6% -0.1 CBOE 376 x $9.30 - $9.60 x 266 CBOE FLOOR Vega=$265k SPX=4668.35 Fwd - >>2000 SPXW Dec23 12th 4200 Puts $0.10 (CboeTheo=0.13) BID CBOE 16:05:08.114 IV=31.2% +2.7 CBOE 812 x $0.10 - $0.15 x 29 CBOE FLOOR - OPENING Vega=$7759 SPX=4603.31 Fwd
- SPLIT TICKET:
>>1000 SPXW Dec23 11th 4825 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 16:06:59.195 IV=18.4% +1.1 CBOE 0 x $0.00 - $0.05 x 871 CBOE OPENING Vega=$3661 SPX=4602.50 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4850 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 16:07:01.580 IV=20.2% +1.6 CBOE 0 x $0.00 - $0.05 x 933 CBOE OPENING Vega=$3336 SPX=4602.55 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4875 Calls $0.05 (CboeTheo=0.03) ASK [CBOE] 16:07:04.658 IV=22.0% +1.8 CBOE 0 x $0.00 - $0.05 x 866 CBOE OPENING Vega=$3071 SPX=4602.65 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 12th 3800 Puts $0.05 (CboeTheo=0.08) ASK [CBOE] 16:09:31.888 IV=58.0% +4.1 CBOE 0 x $0.00 - $0.05 x 860 CBOE Vega=$1216 SPX=4603.11 Fwd - SPLIT TICKET:
>>1006 SPXW Dec23 11th 4665 Calls $0.20 (CboeTheo=0.16) ASK [CBOE] 16:10:35.262 IV=7.1% -2.6 CBOE 571 x $0.15 - $0.20 x 1383 CBOE Vega=$25k SPX=4602.57 Fwd - >>1000 SPXW Dec23 12th 3750 Puts $0.05 (CboeTheo=0.08) ASK CBOE 16:12:26.622 IV=61.7% +4.6 CBOE 0 x $0.00 - $0.05 x 1020 CBOE Vega=$1146 SPX=4603.16 Fwd
- SPLIT TICKET:
>>1685 SPXW Dec23 12th 3750 Puts $0.05 (CboeTheo=0.08) ASK [CBOE] 16:12:26.622 IV=61.7% +4.6 CBOE 0 x $0.00 - $0.05 x 1020 CBOE Vega=$1932 SPX=4603.16 Fwd - SPLIT TICKET:
>>2000 SPXW Apr24 4500 Puts $85.55 (CboeTheo=85.98) BID [CBOE] 16:13:16.091 IV=14.6% -0.2 CBOE 89 x $85.40 - $86.30 x 108 CBOE LATE - OPENING Vega=$1.97m SPX=4678.48 Fwd - SPLIT TICKET:
>>2000 SPX Apr24 4500 Puts $85.20 (CboeTheo=85.53) BID [CBOE] 16:13:16.091 IV=14.6% -0.2 CBOE 338 x $85.00 - $85.80 x 523 CBOE LATE Vega=$1.97m SPX=4678.63 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4710 Calls $0.10 (CboeTheo=0.06) ASK [CBOE] 16:14:11.602 IV=10.4% -0.7 CBOE 31 x $0.05 - $0.10 x 949 CBOE Vega=$11k SPX=4602.80 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4710 Calls $0.10 (CboeTheo=0.06) ASK [CBOE] 16:14:35.677 IV=10.4% -0.7 CBOE 847 x $0.05 - $0.10 x 1705 CBOE Vega=$11k SPX=4603.09 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4480 Puts $0.10 (CboeTheo=0.16) BID [CBOE] 16:16:02.173 IV=12.1% +0.4 CBOE 779 x $0.10 - $0.20 x 741 CBOE EXTEND Vega=$9364 SPX=4603.19 Fwd - SPLIT TICKET:
>>1100 SPXW Jan24 12th 4525 Puts $29.40 (CboeTheo=29.13) Above Ask! [CBOE] 16:16:36.093 IV=12.1% -0.5 CBOE 62 x $28.80 - $29.20 x 40 CBOE LATE - OPENING Vega=$527k SPX=4625.87 Fwd - SPLIT TICKET:
>>1000 SPXW Dec23 11th 4075 Puts $0.05 (CboeTheo=0.08) BID [CBOE] 16:18:31.310 IV=44.1% +4.4 CBOE 1000 x $0.05 - $0.10 x 1025 CBOE EXTEND - OPENING Vega=$1546 SPX=4603.75 Fwd - >>1000 SPXW Jan24 12th 4525 Puts $29.15 (CboeTheo=28.87) ASK CBOE 16:42:46.550 IV=12.2% -0.4 CBOE 76 x $28.70 - $29.30 x 66 CBOE EXTEND - OPENING Vega=$478k SPX=4627.27 Fwd
- >>1340 SPXW Jan24 12th 4525 Puts $29.14 (CboeTheo=28.87) ASK CBOE 16:42:49.960 IV=12.1% -0.4 CBOE 76 x $28.70 - $29.30 x 66 CBOE EXTEND - OPENING Vega=$640k SPX=4627.27 Fwd