Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| JNJ Oct 16 145.00 Call [01vf8J] | 13 | 0 | 20,612 | 20,625 | 0 | n/a |
| DD Oct 16 35.00 Put [01vX6q] | 7,697 | 0 | 0 | 7,697 | 0 | n/a |
| JNJ Oct 16 143.00 Call [0295wg] | 0 | 0 | 5,981 | 5,981 | 0 | n/a |
| CSCO Jan 15 35.00 Put [01WhVq] | 0 | 0 | 2,000 | 2,000 | 5 | 40,000.00 |
| MSFT Oct 16 207.50 Call [0296WV] | 1,956 | 0 | 0 | 1,956 | 0 | n/a |
| DD Oct 16 40.00 Put [01vX78] | 1,557 | 0 | 0 | 1,557 | 1,152 | 135.16 |
| JNJ Oct 16 146.00 Call [0295wk] | 0 | 0 | 1,516 | 1,516 | 0 | n/a |
| JNJ Oct 16 130.00 Call [01vf8A] | 0 | 0 | 1,000 | 1,000 | 0 | n/a |
| FB Oct 16 242.50 Call [0295Ag] | 754 | 0 | 56 | 810 | 0 | n/a |
| AAPL Oct 16 110.00 Put [027eb3] | 532 | 20 | 0 | 552 | 6 | 9,200.00 |
| JNJ Oct 16 170.00 Call [01vf8G] | 0 | 0 | 500 | 500 | 0 | n/a |
| JNJ Oct 16 175.00 Call [01vf83] | 0 | 0 | 500 | 500 | 0 | n/a |
| SPY Sep 21 328.00 Call [026faF] | 112 | 0 | 305 | 417 | 0 | n/a |
| MSFT Nov 20 220.00 Call [021znS] | 396 | 0 | 0 | 396 | 0 | n/a |
| FB Oct 16 247.50 Call [0295Al] | 245 | 0 | 105 | 350 | 7 | 5,000.00 |
| DD Oct 16 32.50 Put [01wIs7] | 284 | 0 | 0 | 284 | 0 | n/a |
| AAPL Sep 25 107.50 Put [027ea8] | 0 | 0 | 250 | 250 | 19 | 1,315.79 |
| AAPL Sep 16 175.00 Call [022Ftp] | 200 | 0 | 2 | 202 | 0 | n/a |
| MSFT Oct 16 205.00 Call [0244KT] | 165 | 0 | 0 | 165 | 12 | 1,375.00 |
| AAPL Oct 16 150.00 Call [01vwfv] | 66 | 0 | 85 | 151 | 2 | 7,550.00 |
| AAPL Oct 16 130.00 Put [01xmOh] | 54 | 0 | 84 | 138 | 6 | 2,300.00 |
| AAPL Oct 16 120.00 Call [01yjQh] | 52 | 0 | 85 | 137 | 18 | 761.11 |
| AMZN Oct 16 3950.00 Put [024RaF] | 124 | 0 | 0 | 124 | 0 | n/a |
| AAPL Oct 16 135.00 Put [01wNJm] | 40 | 8 | 73 | 121 | 25 | 484.00 |
| AMZN Oct 16 4050.00 Put [024RaH] | 115 | 0 | 0 | 115 | 0 | n/a |
Data for 2020-09-21 to 2020-09-25 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.