Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
XLF Apr 24 1.00 Call [01yuS7]15,0010015,0010 n/a
AAPL Apr 9 307.50 Put [01w2cl]13,6660013,6660 n/a
JNJ Mar 19 140.00 Call [01pKKu]0010,27210,2720 n/a
SPY Apr 17 315.00 Call [01r6MJ]8,226008,2260 n/a
AAPL Apr 17 255.00 Call [01mMvy]706,7186,725538 1,250.00
ADBE Apr 17 315.00 Put [01mNEN]6,211006,2110 n/a
ADBE Apr 17 312.50 Put [01yH1Z]4,394004,3940 n/a
AAPL May 15 260.00 Put [01v6bk]3,39433903,73315 24,886.67
JNJ Apr 17 141.00 Call [01zEZY]003,7063,7060 n/a
ABT Apr 17 80.00 Call [01vQCl]3,341003,3410 n/a
BBBY May 15 4.00 Call [01o8d6]3,307003,3070 n/a
ABT Apr 17 80.50 Put [01zDmg]2,991002,9910 n/a
BABA Apr 17 197.50 Put [01yIwM]2,935202,93713 22,592.31
MSFT Jan 15 50.00 Put [01aLYw]2,814002,81415,600 18.04
ADBE Apr 17 312.50 Call [01yH1f]2,805002,8050 n/a
SPY Apr 17 299.00 Call [01r6Ln]2,752002,7520 n/a
BBBY May 15 5.00 Call [01o8dY]2,744002,7440 n/a
BBBY May 15 4.00 Put [01o8dA]2,088002,0880 n/a
ADBE Apr 17 315.00 Call [01mNEL]2,035002,0350 n/a
JNJ Apr 17 137.00 Call [01yTvQ]002,0002,0000 n/a
SPY Apr 20 305.00 Call [01xkKE]1,947601,9533 65,100.00
ADNT Apr 17 8.00 Put [01nMgH]1,926001,9260 n/a
AXTA Apr 17 17.00 Put [01mscK]1,889001,8890 n/a
AXTA Apr 17 16.00 Put [01mscC]1,724001,7240 n/a
AAL May 15 10.00 Call [01wNIH]1,640001,6400 n/a

Data for 2020-04-03 to 2020-04-09 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.