Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 24 320.00 Call [01sFpd]917,2514550917,7061 91,770,600.00
AAPL Jan 24 325.00 Call [01t3Ou]768,88000768,8800 n/a
AAPL Jan 24 322.50 Call [01t8yQ]752,3804440752,8245 15,056,480.00
AAPL Jan 24 327.50 Call [01t8yL]646,70400646,7040 n/a
AAPL Jan 24 317.50 Call [01sISb]430,061225133430,418802 53,668.08
AAPL Jan 17 317.50 Call [01t3Ng]425,70300425,7036 7,095,050.00
AAPL Jan 24 330.00 Call [01t3Os]389,88700389,8870 n/a
AAPL Jan 17 315.00 Call [01rC4H]282,382010282,3925 5,647,840.00
AAPL Jan 17 315.00 Put [01rC4I]259,6800110259,79051 509,392.16
AAPL Jan 24 315.00 Call [01rysH]186,55400186,5540 n/a
AAPL Jan 24 312.50 Put [01sISM]158,6234460159,06910 1,590,690.00
AMZN Jan 17 1000.00 Put [01G5K1]149,32400149,3246 2,488,733.33
AAPL Jan 17 317.50 Put [01t3Nh]141,14105141,14622 641,572.73
AMZN Jan 17 1020.00 Put [01G5JU]138,50000138,5007 1,978,571.43
AAPL Jan 24 315.00 Put [01rysK]114,66000114,66012 955,500.00
AMZN Jan 17 950.00 Put [01G5Jk]106,52300106,5235 2,130,460.00
AMZN Jan 17 1040.00 Put [01G5JH]98,0700098,0708 1,225,875.00
AAPL Jan 24 317.50 Put [01sISX]69,894226070,1193 2,337,300.00
AAPL Jan 24 320.00 Put [01sFpe]49,108442049,55014 353,928.57
AAPL Jan 24 312.50 Call [01sISU]48,142240048,38217 284,600.00
AAPL Jan 24 322.50 Put [01t8ya]33,6460033,6460 n/a
AAPL Jan 17 312.50 Put [01t3Ni]30,86202030,8823 1,029,400.00
AAPL Jan 24 335.00 Call [01t3Oq]19,1380019,1380 n/a
AAPL Jan 24 307.50 Put [01sISD]11,775895012,6704 316,750.00
AAPL Mar 20 285.00 Call [01liqK]6,000006,0001,707 351.49

Data for 2020-01-15 to 2020-01-22 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.