Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
JNJ Oct 16 145.00 Call [01vf8J]13020,61220,6250 n/a
DD Oct 16 35.00 Put [01vX6q]7,697007,6970 n/a
JNJ Oct 16 143.00 Call [0295wg]005,9815,9810 n/a
CSCO Jan 15 35.00 Put [01WhVq]002,0002,0005 40,000.00
MSFT Oct 16 207.50 Call [0296WV]1,956001,9560 n/a
DD Oct 16 40.00 Put [01vX78]1,557001,5571,152 135.16
JNJ Oct 16 146.00 Call [0295wk]001,5161,5160 n/a
JNJ Oct 16 130.00 Call [01vf8A]001,0001,0000 n/a
FB Oct 16 242.50 Call [0295Ag]7540568100 n/a
AAPL Oct 16 110.00 Put [027eb3]5322005526 9,200.00
JNJ Oct 16 170.00 Call [01vf8G]005005000 n/a
JNJ Oct 16 175.00 Call [01vf83]005005000 n/a
SPY Sep 21 328.00 Call [026faF]11203054170 n/a
MSFT Nov 20 220.00 Call [021znS]396003960 n/a
FB Oct 16 247.50 Call [0295Al]24501053507 5,000.00
DD Oct 16 32.50 Put [01wIs7]284002840 n/a
AAPL Sep 25 107.50 Put [027ea8]0025025019 1,315.79
AAPL Sep 16 175.00 Call [022Ftp]200022020 n/a
MSFT Oct 16 205.00 Call [0244KT]1650016512 1,375.00
AAPL Oct 16 150.00 Call [01vwfv]660851512 7,550.00
AAPL Oct 16 130.00 Put [01xmOh]540841386 2,300.00
AAPL Oct 16 120.00 Call [01yjQh]5208513718 761.11
AMZN Oct 16 3950.00 Put [024RaF]124001240 n/a
AAPL Oct 16 135.00 Put [01wNJm]4087312125 484.00
AMZN Oct 16 4050.00 Put [024RaH]115001150 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.