Cboe C2 Options Exchange Maker Opportunity
|Cboe ADV||Liquidity Opportunity|
(% of ADN)
|SPY Apr 29 290.00 Call [01fzKX]||27,987,070||123,144||0||28,110,213||841||3,342,474.79|
|TGT Apr 18 81.50 Call [01fi9m]||4,176||27,945||10,972||43,093||5,237||822.86|
|AAPL Jun 21 150.00 Put [01NaJQ]||20||0||1,951||1,971||5||39,420.00|
|AMD Apr 26 30.50 Call [01fEut]||1,182||0||0||1,182||0||n/a|
|AMD Apr 26 30.00 Call [01fHSs]||1,119||0||0||1,119||0||n/a|
|MSFT Apr 18 121.00 Call [01fa9q]||762||0||0||762||131||581.68|
|AMD Apr 26 31.00 Call [01fEur]||703||0||0||703||0||n/a|
|AAPL Jun 21 170.00 Put [01NaIj]||73||0||580||653||37||1,764.86|
|RUT / RUTW Jun 28 1500.00 Put [01SkSi]||500||0||0||500||272||183.82|
|AAPL Jan 17 50.00 Call [01JOrW]||443||0||0||443||0||n/a|
|ANF Apr 26 30.00 Call [01f2nN]||283||0||0||283||0||n/a|
|EA May 03 107.00 Call [01fqnq]||275||0||0||275||0||n/a|
|ANF Apr 26 29.50 Call [01gjJv]||257||0||0||257||0||n/a|
|AAPL Jun 21 160.00 Call [01NaIm]||73||0||163||236||1||23,600.00|
|XLF Dec 31 29.00 Call [01c7Fh]||204||0||0||204||0||n/a|
|ANF May 03 29.00 Call [01fpCq]||192||0||0||192||0||n/a|
|ANF May 03 30.00 Call [01fpCu]||158||0||0||158||0||n/a|
|EA May 03 105.00 Call [01fqnm]||157||0||0||157||0||n/a|
|EA May 03 104.00 Call [01fqnk]||142||0||0||142||0||n/a|
|EA May 03 97.00 Call [01fqnE]||123||0||0||123||0||n/a|
|EA May 03 103.00 Call [01fqni]||122||0||0||122||0||n/a|
|F Jan 17 4.87 Call [01M86E]||110||0||0||110||0||n/a|
|RUT Jun 21 1575.00 Put [01fBo2]||35||36||0||71||162||43.83|
|MSFT Apr 18 121.00 Put [01fa9m]||59||0||0||59||215||27.44|
|SPY Apr 18 290.00 Put [01cLhm]||46||0||0||46||437||10.53|
Data for 2019-04-15 to 2019-04-22 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.