Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Mar 15 278.00 Put [01XwCE]2000200 n/a
SPY Mar 15 275.00 Put [019ig5]1700170 n/a
IWM Feb 22 135.50 Put [01cC3Z]80080 n/a
INTC Mar 15 33.00 Call [01cBsO]80080 n/a
JPM Feb 22 112.00 Put [01cCDg]80080 n/a
GOOG Feb 22 1080.00 Put [01cB6n]80080 n/a
GOOG Feb 22 1055.00 Put [01cB6l]80080 n/a
BA Feb 22 220.00 Put [01cICk]70070 n/a
CAT Mar 15 80.00 Call [01c409]70070 n/a
FB Feb 22 135.00 Put [01cAav]60060 n/a
INTC Feb 22 43.00 Call [01cBrd]60060 n/a
GS Feb 22 160.00 Call [01cBHu]60060 n/a
GS Feb 22 148.00 Put [01cBHj]60060 n/a
GLD Feb 22 117.50 Call [01cB0E]60060 n/a
INTC Feb 22 45.00 Call [01cBrk]60060 n/a
GS Feb 22 192.50 Put [01cBH9]60060 n/a
JPM Feb 22 104.00 Call [01cCCj]60060 n/a
GOOG Feb 22 965.00 Call [01cB5w]60060 n/a
GLD Feb 22 124.00 Put [01cB0h]60060 n/a
INTC Mar 15 50.00 Put [01bX8Y]60060 n/a
BA Feb 22 385.00 Put [01cICJ]60060 n/a
BA Feb 22 250.00 Call [01cICS]60060 n/a
BKNG Feb 22 1370.00 Put [01cIIa]50050 n/a
BA Feb 22 270.00 Call [01cID9]50050 n/a
JPM Feb 22 108.00 Call [01cCDm]50050 n/a

Data for 2019-02-11 to 2019-02-15 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.