Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL Oct 16 365.00 Put [01vQ3S] | 29,907 | 10 | 0 | 29,917 | 1 | 2,991,700.00 |
| IBM Jul 17 116.00 Call [023sHF] | 13,040 | 0 | 0 | 13,040 | 0 | n/a |
| IBM Jul 17 114.00 Call [023sHD] | 11,208 | 0 | 0 | 11,208 | 0 | n/a |
| IBM Jul 17 115.00 Call [01qvda] | 10,115 | 0 | 0 | 10,115 | 0 | n/a |
| IBM Jul 17 117.00 Call [023sHH] | 9,906 | 0 | 0 | 9,906 | 0 | n/a |
| DD Jul 17 63.00 Put [023rOw] | 7,761 | 0 | 0 | 7,761 | 0 | n/a |
| AAPL Oct 16 255.00 Put [01vQ2t] | 6,064 | 9 | 0 | 6,073 | 13 | 46,715.38 |
| IBM Jul 17 60.00 Put [01xTof] | 2,753 | 0 | 0 | 2,753 | 0 | n/a |
| IBM Jul 17 65.00 Put [01wPsc] | 2,642 | 0 | 0 | 2,642 | 0 | n/a |
| MSFT Jul 17 212.50 Call [023t39] | 2,158 | 15 | 13 | 2,186 | 10 | 21,860.00 |
| AAPL Jul 10 365.00 Call [022IMP] | 0 | 0 | 1,851 | 1,851 | 0 | n/a |
| IBM Jul 17 95.00 Put [01qvdh] | 1,594 | 0 | 0 | 1,594 | 0 | n/a |
| AAPL Jul 17 367.50 Call [023qIf] | 11 | 0 | 1,451 | 1,462 | 11 | 13,290.91 |
| AAPL Jul 17 372.50 Put [023qIi] | 1,057 | 0 | 14 | 1,071 | 0 | n/a |
| AAPL Jan 15 440.00 Call [01t3QG] | 0 | 900 | 100 | 1,000 | 0 | n/a |
| IBM Jan 15 115.00 Put [01WjU3] | 0 | 0 | 919 | 919 | 335 | 274.33 |
| AAPL Jul 17 355.00 Call [01qkP2] | 869 | 0 | 0 | 869 | 6 | 14,483.33 |
| JNJ Jul 17 142.00 Call [023sSy] | 185 | 0 | 500 | 685 | 0 | n/a |
| AAPL Sep 18 125.00 Call [01fEjl] | 236 | 49 | 254 | 539 | 17 | 3,170.59 |
| JNJ Jul 10 150.00 Call [022NQL] | 0 | 0 | 509 | 509 | 0 | n/a |
| AAPL Jul 17 382.50 Call [023w56] | 26 | 0 | 446 | 472 | 0 | n/a |
| IBM Jul 17 112.00 Call [02492J] | 472 | 0 | 0 | 472 | 0 | n/a |
| AAPL Jan 15 300.00 Put [01Wfee] | 0 | 0 | 450 | 450 | 0 | n/a |
| AAPL Jul 17 405.00 Put [020Me8] | 426 | 0 | 0 | 426 | 0 | n/a |
| IBM Jan 21 80.00 Call [01o2Pf] | 0 | 0 | 404 | 404 | 13 | 3,107.69 |
Data for 2020-07-02 to 2020-07-09 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.