$PINS Pre-Earnings
>>4000 PINS Nov23 3rd 27.5 Calls $0.43 (CboeTheo=0.44) BID PHLX 10:02:31.918 IV=126.5% +25.2 ARCA 64 x $0.43 - $0.45 x 198 GEMX SPREAD/CROSS/TIED - OPENING Pre-Earnings Vega=$3273 PINS=24.65 Ref $Pinterest(PINS.US$
Unusual Volume PINS - 3x market weighted volume: 15.8k = 74.5k projected vs 24.8k adv, 76% calls, 3% of OI Pre-Earnings [PINS 24.52 +0.15 Ref]
Unusual Volume PINS - 3x market weighted volume: 15.8k = 74.5k projected vs 24.8k adv, 76% calls, 3% of OI Pre-Earnings [PINS 24.52 +0.15 Ref]
$HSBC Pre-Earnings
HSBC - 7x market weighted volume: 6238 = 34.5k projected vs 4760 adv, 92% puts, 3% of OI Pre-Earnings [HSBC 35.94 -0.78 Ref] $HSBC Holdings(HSBC.US$
$BP Pre-Earnings
BP - 3x market weighted volume: 11.9k = 67.9k projected vs 18.0k adv, 91% puts, 2% of OI Pre-Earnings [BP 38.45 -0.18 Ref] $BP PLC(BP.US$
$ZI Pre-Earnings
9952 ZI Nov23 12.5 Puts $0.25 (CboeTheo=0.24) ASK ISE 09:43:28.394 IV=97.3% +11.6 BZX 753 x $0.20 - $0.25 x 722 BOX AUCTION - OPENING Pre-Earnings Vega=$7482 ZI=15.55 Ref
SWEEP DETECTED:
>>2000 ZI Nov23 12.5 Puts $0.25 (CboeTheo=0.25) ASK [MULTI] 09:46:41.147 IV=96.2% +10.6 C2 433 x $0.20 - $0.25 x 850 C2 ISO Pre-Earnings Vega=$1510 ZI=15.51 Ref
SWEEP DETECTED:
>>2067 ZI Nov23 15.0 Puts $0.999 (CboeTheo=0.89) ASK [MULTI] 09:49:23.508 IV=88.1% +17.9 BZX 28 x $0.95 - ...
SWEEP DETECTED:
>>2000 ZI Nov23 12.5 Puts $0.25 (CboeTheo=0.25) ASK [MULTI] 09:46:41.147 IV=96.2% +10.6 C2 433 x $0.20 - $0.25 x 850 C2 ISO Pre-Earnings Vega=$1510 ZI=15.51 Ref
SWEEP DETECTED:
>>2067 ZI Nov23 15.0 Puts $0.999 (CboeTheo=0.89) ASK [MULTI] 09:49:23.508 IV=88.1% +17.9 BZX 28 x $0.95 - ...
Bearish flow noted in Crispr Therapeutics
$CRISPR Therapeutics(CRSP.US$ - Bearish flow noted in Crispr Therapeutics (38.42 -0.32) with 5,957 puts trading, or 7x expected. The Put/Call Ratio is 2.08, while ATM IV is up over 6 points on the day. Earnings are expected on 10/31. [CRSP 38.42 -0.32 Ref, IV=79.5% +6.1] #Bearish
$AMC Entertainment(AMC.US$$GameStop(GME.US$
$AMC Entertainment(AMC.US$$GameStop(GME.US$
Heavy first hour option volume
Heavy first hour option volume is noted in : ENLC, NU, COCO, MTCH, HSBC, HA, ASHR, NTR, CRSP. $SPDR® S&P 500 ETF(SPY.AU$$Tesla(TSLA.US$$NVIDIA(NVDA.US$ #earnings
Bullish option flow detected in Clorox
CLX - Bullish option flow detected in Clorox (115.70 -2.23) with 5,295 calls trading (1.7x expected) and implied vol increasing over 3 points to 36.79%. . The Put/Call Ratio is 0.66. Earnings are expected on 11/01. [CLX 115.70 -2.23 Ref, IV=36.8% +3.1] #Bullish
$CTI Logistics Ltd(CLX.AU$$AMC Entertainment(AMC.US$$GameStop(GME.US$
$CTI Logistics Ltd(CLX.AU$$AMC Entertainment(AMC.US$$GameStop(GME.US$
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Bearish flow noted in MongoDB
MDB - Bearish flow noted in MongoDB (336.22 +0.91) with 4,281 puts trading, or 1.2x expected. The Put/Call Ratio is 1.71, while ATM IV is up over 1 point on the day. Earnings are expected on 12/06.[MDB 336.22 +0.91 Ref, IV=54.4% +1.2] #Bearish
$MongoDB(MDB.US$$AMC Entertainment(AMC.US$$GameStop(GME.US$
$MongoDB(MDB.US$$AMC Entertainment(AMC.US$$GameStop(GME.US$
$SPX FLOW
>>1000 SPXW Nov23 10th 4335 Calls $2.96 (CboeTheo=2.76) Above Ask! CBOE 11:28:13.064 IV=16.3% +1.0 CBOE 233 x $2.75 - $2.90 x 172 CBOE LATE - OPENING Vega=$92k SPX=4143.52 Fwd
>>2000 SPXW Nov23 10th 4410 Calls $0.48 (CboeTheo=0.49) MID CBOE 11:28:13.064 IV=15.8% +0.4 CBOE 226 x $0.45 - $0.50 x 208 CBOE LATE - OPENING Vega=$54k SPX=4143.52 Fwd
>>1000 SPXW Nov23 10th 4410 Calls $0.48 (CboeTheo=0.49) MID CBOE 11:28:13.064 IV=15.8% +0.4 CBOE 226 x $0.45 - $0.50 x 208 CBOE LATE - ...
>>2000 SPXW Nov23 10th 4410 Calls $0.48 (CboeTheo=0.49) MID CBOE 11:28:13.064 IV=15.8% +0.4 CBOE 226 x $0.45 - $0.50 x 208 CBOE LATE - OPENING Vega=$54k SPX=4143.52 Fwd
>>1000 SPXW Nov23 10th 4410 Calls $0.48 (CboeTheo=0.49) MID CBOE 11:28:13.064 IV=15.8% +0.4 CBOE 226 x $0.45 - $0.50 x 208 CBOE LATE - ...
MIDDAY MARKET RECAP
>>Market Color .SPX - S&P500 index option volume at midday totals 1548043 contracts as the index trades near $4144.21 (26.84). Front term atm implied vols are near 18.0% and the CBOE VIX is currently near 20.36 (-0.91).
>>Market Color @ENER - Energy sector option volume is moderate today, with calls leading puts 7 to 4 and 634991 contracts changing hands. Most actives include Enphase Energy(ENPH), Exxon Mobil(XOM), First Solar(FSLR). The sector ETF, XLE is down -0.235 to 84.39...
>>Market Color @ENER - Energy sector option volume is moderate today, with calls leading puts 7 to 4 and 634991 contracts changing hands. Most actives include Enphase Energy(ENPH), Exxon Mobil(XOM), First Solar(FSLR). The sector ETF, XLE is down -0.235 to 84.39...
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