Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL Jan 17 80.00 Call [01GBgx] | 111,253 | 29 | 0 | 111,282 | 12 | 927,350.00 |
| AAPL Jan 17 50.00 Call [01JOrW] | 10,376 | 0 | 0 | 10,376 | 0 | n/a |
| ROKU Oct 18 148.00 Call [01oRya] | 2,154 | 147 | 0 | 2,301 | 3 | 76,700.00 |
| BMY Oct 18 48.00 Call [01mQJL] | 1,779 | 0 | 0 | 1,779 | 0 | n/a |
| MSFT Oct 18 139.00 Put [01oNPM] | 1,319 | 25 | 149 | 1,493 | 237 | 629.96 |
| FCX Oct 18 9.00 Call [01l2L6] | 1,250 | 0 | 0 | 1,250 | 0 | n/a |
| ROKU Oct 11 114.00 Call [01oRyg] | 868 | 379 | 0 | 1,247 | 34 | 3,667.65 |
| ROKU Oct 18 117.00 Put [01oRyz] | 1,158 | 0 | 0 | 1,158 | 0 | n/a |
| ROKU Oct 18 127.00 Call [01oRz1] | 1,104 | 46 | 0 | 1,150 | 6 | 19,166.67 |
| ROKU Oct 18 122.00 Call [01oRyw] | 698 | 415 | 0 | 1,113 | 63 | 1,766.67 |
| ROKU Nov 1 102.00 Put [01oRyd] | 1,062 | 0 | 0 | 1,062 | 0 | n/a |
| ROKU Oct 18 122.00 Put [01oRys] | 718 | 276 | 0 | 994 | 31 | 3,206.45 |
| AKAM Nov 15 90.00 Call [01fJXl] | 927 | 0 | 0 | 927 | 0 | n/a |
| ROKU Oct 18 123.00 Put [01oRyv] | 588 | 327 | 0 | 915 | 49 | 1,867.35 |
| MSFT Oct 18 139.00 Call [01oNPZ] | 688 | 20 | 97 | 805 | 48 | 1,677.08 |
| ROKU Oct 18 118.00 Call [01oRz2] | 700 | 95 | 0 | 795 | 10 | 7,950.00 |
| ROKU Oct 18 129.00 Put [01oRyq] | 738 | 0 | 0 | 738 | 0 | n/a |
| ROKU Oct 25 106.00 Put [01oRyc] | 716 | 0 | 0 | 716 | 0 | n/a |
| AAPL Oct 11 222.50 Call [01n9rZ] | 615 | 3 | 88 | 706 | 34 | 2,076.47 |
| ROKU Oct 18 123.00 Call [01oRyt] | 628 | 0 | 0 | 628 | 0 | n/a |
| AMD Jan 17 40.00 Call [01W00Q] | 618 | 0 | 0 | 618 | 0 | n/a |
| AAPL Oct 11 225.00 Call [01n9rG] | 512 | 1 | 95 | 608 | 127 | 478.74 |
| SLB Nov 29 31.00 Call [01pEIj] | 607 | 0 | 0 | 607 | 0 | n/a |
| SLB Nov 1 24.00 Call [01pEIe] | 606 | 0 | 0 | 606 | 0 | n/a |
| ROKU Oct 18 124.00 Call [01oRyu] | 582 | 0 | 0 | 582 | 0 | n/a |
Data for 2019-10-09 to 2019-10-15 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.