McElligott: "MASSIVE Upside Vol BUYERS in the MegaCap Tech / Mag7 names into Earnings" on Monday and Tuesday: AAPL: buyer of 70k Jan 380 calls for ~$5, $570 million of delta and $3.5 million of vega GOOGL: buyer of 50k Jan 360 calls for ~$8, $430 million of delta and $2.5 million of vega MSFT: a Nomura client bought 42k Jan 585 calls for ~$11, $630 million of delta and $3.6 million of vega That's roughly $1.6 billion of delta across three names