Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| UBER Jan 17 48.00 Call [01i94q] | 9,534 | 0 | 0 | 9,534 | 0 | n/a |
| HI Jul 17 30.00 Call [01qv1q] | 9,352 | 0 | 0 | 9,352 | 0 | n/a |
| UBER Jan 17 50.00 Call [01i94u] | 5,443 | 0 | 0 | 5,443 | 0 | n/a |
| AAPL Jan 15 75.00 Call [01bqtJ] | 958 | 255 | 140 | 1,353 | 0 | n/a |
| AAPL Dec 20 280.00 Call [01linx] | 1,176 | 16 | 27 | 1,219 | 11 | 11,081.82 |
| AAPL Dec 20 170.00 Put [01liob] | 1,165 | 0 | 0 | 1,165 | 0 | n/a |
| AAPL Dec 20 262.50 Call [01qkQz] | 30 | 0 | 656 | 686 | 6 | 11,433.33 |
| AAPL Dec 20 230.00 Call [01lioF] | 1 | 13 | 617 | 631 | 7 | 9,014.29 |
| JNJ Dec 20 140.00 Call [01oKUz] | 0 | 0 | 500 | 500 | 0 | n/a |
| AAPL Dec 20 190.00 Put [01liop] | 0 | 0 | 487 | 487 | 0 | n/a |
| FB Dec 13 197.50 Call [01qEnJ] | 461 | 0 | 0 | 461 | 0 | n/a |
| FB Dec 6 192.50 Put [01pyCO] | 461 | 0 | 0 | 461 | 0 | n/a |
| AAPL Dec 20 257.50 Call [01qkQx] | 4 | 0 | 442 | 446 | 6 | 7,433.33 |
| FB Dec 13 187.50 Put [01qEnI] | 446 | 0 | 0 | 446 | 0 | n/a |
| AAPL Dec 20 247.50 Call [01qkQt] | 0 | 0 | 442 | 442 | 9 | 4,911.11 |
| FB Dec 13 207.50 Put [01qEnu] | 420 | 0 | 0 | 420 | 0 | n/a |
| FB Feb 21 165.00 Call [01qP9A] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Jan 17 180.00 Put [01IfxQ] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Jan 17 195.00 Call [01IfxJ] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Jan 17 220.00 Call [01Ifx9] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Dec 20 155.00 Put [01G8NN] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Dec 20 160.00 Put [01G8O0] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Jan 17 180.00 Call [01IfxP] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Dec 27 202.50 Put [01qXR2] | 416 | 0 | 0 | 416 | 0 | n/a |
| FB Mar 20 170.00 Call [01l2D0] | 401 | 0 | 0 | 401 | 4 | 10,025.00 |
Data for 2019-12-04 to 2019-12-10 inclusive.
- Missed Liquidity
- This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO where we had no liquidity.
- Exhausted Liquidity
- This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO, which were partially filled.
- Routed Liquidity
- This number represents for the last week the average daily volume on orders which were routed and filled on another venue.
- Volume Opportunity
- This is a measure of the total average daily volume of the missed, exhausted and routed liquidity.
- Cboe ADV
- Average Daily Volume for the last week of shares matched on Cboe for the security shown.
- Liquidity Opportunity
- Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.