Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Oct 16 77.50 Put [027eP4]3,254,33026803,254,59815 21,697,320.00
AAPL Oct 16 138.75 Call [027ejr]1,125,57254101,126,11277 1,462,483.12
AAPL Oct 16 153.75 Call [027emq]521,15700521,1570 n/a
DD Oct 16 63.00 Put [0294iJ]211,95500211,9550 n/a
AAPL Oct 16 133.75 Call [027eia]73,469171073,64027 272,740.74
AAPL Oct 16 150.00 Call [01vwfv]70,58712070,5991 7,059,900.00
AAPL Oct 16 132.50 Call [027eiP]48,0989048,10612 400,883.33
DD Oct 16 53.00 Call [0294hu]36,6530036,6530 n/a
DD Oct 16 57.00 Put [0294hy]17,0800017,0800 n/a
EPAM Oct 16 250.00 Put [01vYmp]16,6840016,6840 n/a
DD Oct 16 60.50 Put [0294iL]11,0910011,0910 n/a
AAPL Oct 9 105.00 Put [027eZU]10,314181010,49525 41,980.00
AAPL Nov 20 108.75 Call [027eac]8,917008,91717 52,452.94
DD Oct 16 54.00 Call [0294i8]8,615008,6150 n/a
AAPL Oct 16 101.25 Put [027eXk]8,606008,6065 172,120.00
EPAM Oct 16 195.00 Put [01vYmN]8,389008,3890 n/a
AAPL Oct 9 108.75 Put [027eaf]8,2154608,26117 48,594.12
AAPL Oct 16 105.00 Put [027eZJ]7,763007,7630 n/a
DD Oct 16 57.50 Put [01vX6r]7,720007,7200 n/a
AAPL Nov 20 120.00 Put [027eeW]7,5457607,62111 69,281.82
AAPL Oct 9 111.25 Call [027ebU]7,482007,4827 106,885.71
AAPL Oct 9 110.00 Put [027ebB]7,467007,4670 n/a
AAPL Nov 20 106.25 Call [027eZe]7,3598407,44316 46,518.75
AAPL Oct 16 102.50 Put [027eY6]7,20612607,33245 16,293.33
AAPL Oct 9 118.75 Call [027ee7]7,2755107,32619 38,557.89

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.