Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL Jan 24 320.00 Call [01sFpd] | 917,251 | 455 | 0 | 917,706 | 1 | 91,770,600.00 |
| AAPL Jan 24 325.00 Call [01t3Ou] | 768,880 | 0 | 0 | 768,880 | 0 | n/a |
| AAPL Jan 24 322.50 Call [01t8yQ] | 752,380 | 444 | 0 | 752,824 | 5 | 15,056,480.00 |
| AAPL Jan 24 327.50 Call [01t8yL] | 646,704 | 0 | 0 | 646,704 | 0 | n/a |
| AAPL Jan 24 317.50 Call [01sISb] | 430,061 | 225 | 133 | 430,418 | 802 | 53,668.08 |
| AAPL Jan 17 317.50 Call [01t3Ng] | 425,703 | 0 | 0 | 425,703 | 6 | 7,095,050.00 |
| AAPL Jan 24 330.00 Call [01t3Os] | 389,887 | 0 | 0 | 389,887 | 0 | n/a |
| AAPL Jan 17 315.00 Call [01rC4H] | 282,382 | 0 | 10 | 282,392 | 5 | 5,647,840.00 |
| AAPL Jan 17 315.00 Put [01rC4I] | 259,680 | 0 | 110 | 259,790 | 51 | 509,392.16 |
| AAPL Jan 24 315.00 Call [01rysH] | 186,554 | 0 | 0 | 186,554 | 0 | n/a |
| AAPL Jan 24 312.50 Put [01sISM] | 158,623 | 446 | 0 | 159,069 | 10 | 1,590,690.00 |
| AMZN Jan 17 1000.00 Put [01G5K1] | 149,324 | 0 | 0 | 149,324 | 6 | 2,488,733.33 |
| AAPL Jan 17 317.50 Put [01t3Nh] | 141,141 | 0 | 5 | 141,146 | 22 | 641,572.73 |
| AMZN Jan 17 1020.00 Put [01G5JU] | 138,500 | 0 | 0 | 138,500 | 7 | 1,978,571.43 |
| AAPL Jan 24 315.00 Put [01rysK] | 114,660 | 0 | 0 | 114,660 | 12 | 955,500.00 |
| AMZN Jan 17 950.00 Put [01G5Jk] | 106,523 | 0 | 0 | 106,523 | 5 | 2,130,460.00 |
| AMZN Jan 17 1040.00 Put [01G5JH] | 98,070 | 0 | 0 | 98,070 | 8 | 1,225,875.00 |
| AAPL Jan 24 317.50 Put [01sISX] | 69,894 | 226 | 0 | 70,119 | 3 | 2,337,300.00 |
| AAPL Jan 24 320.00 Put [01sFpe] | 49,108 | 442 | 0 | 49,550 | 14 | 353,928.57 |
| AAPL Jan 24 312.50 Call [01sISU] | 48,142 | 240 | 0 | 48,382 | 17 | 284,600.00 |
| AAPL Jan 24 322.50 Put [01t8ya] | 33,646 | 0 | 0 | 33,646 | 0 | n/a |
| AAPL Jan 17 312.50 Put [01t3Ni] | 30,862 | 0 | 20 | 30,882 | 3 | 1,029,400.00 |
| AAPL Jan 24 335.00 Call [01t3Oq] | 19,138 | 0 | 0 | 19,138 | 0 | n/a |
| AAPL Jan 24 307.50 Put [01sISD] | 11,775 | 895 | 0 | 12,670 | 4 | 316,750.00 |
| AAPL Mar 20 285.00 Call [01liqK] | 6,000 | 0 | 0 | 6,000 | 1,707 | 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.