Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 17 80.00 Call [01GBgx]111,253290111,28212 927,350.00
AAPL Jan 17 50.00 Call [01JOrW]10,3760010,3760 n/a
ROKU Oct 18 148.00 Call [01oRya]2,15414702,3013 76,700.00
BMY Oct 18 48.00 Call [01mQJL]1,779001,7790 n/a
MSFT Oct 18 139.00 Put [01oNPM]1,319251491,493237 629.96
FCX Oct 18 9.00 Call [01l2L6]1,250001,2500 n/a
ROKU Oct 11 114.00 Call [01oRyg]86837901,24734 3,667.65
ROKU Oct 18 117.00 Put [01oRyz]1,158001,1580 n/a
ROKU Oct 18 127.00 Call [01oRz1]1,1044601,1506 19,166.67
ROKU Oct 18 122.00 Call [01oRyw]69841501,11363 1,766.67
ROKU Nov 1 102.00 Put [01oRyd]1,062001,0620 n/a
ROKU Oct 18 122.00 Put [01oRys]718276099431 3,206.45
AKAM Nov 15 90.00 Call [01fJXl]927009270 n/a
ROKU Oct 18 123.00 Put [01oRyv]588327091549 1,867.35
MSFT Oct 18 139.00 Call [01oNPZ]688209780548 1,677.08
ROKU Oct 18 118.00 Call [01oRz2]70095079510 7,950.00
ROKU Oct 18 129.00 Put [01oRyq]738007380 n/a
ROKU Oct 25 106.00 Put [01oRyc]716007160 n/a
AAPL Oct 11 222.50 Call [01n9rZ]61538870634 2,076.47
ROKU Oct 18 123.00 Call [01oRyt]628006280 n/a
AMD Jan 17 40.00 Call [01W00Q]618006180 n/a
AAPL Oct 11 225.00 Call [01n9rG]512195608127 478.74
SLB Nov 29 31.00 Call [01pEIj]607006070 n/a
SLB Nov 1 24.00 Call [01pEIe]606006060 n/a
ROKU Oct 18 124.00 Call [01oRyu]582005820 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.