Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Dec 20 245.00 Put [01lio9]62,79614062,8104 1,570,250.00
AAPL Dec 20 287.50 Call [01qkR9]4,453004,4530 n/a
BAC Dec 20 16.00 Put [01nAmT]2,470002,4700 n/a
AAPL Dec 20 265.00 Call [01lio4]1,3791701,39535 3,985.71
AAPL Dec 20 262.50 Call [01qkQz]1,3481701,36418 7,577.78
SPY Dec 9 314.50 Call [01rjNA]1,191001,1915 23,820.00
AAPL Jan 17 210.00 Call [01G52u]1,123001,1230 n/a
SPY Dec 13 323.00 Call [01qKat]9980099817 5,870.59
AAPL Feb 21 260.00 Put [01qeJp]853008533 28,433.33
AAPL Dec 20 267.50 Call [01qkR1]677006770 n/a
AAPL Jan 17 170.00 Put [01G53P]575005750 n/a
FB Dec 20 187.50 Call [01qsfy]571005710 n/a
AAPL Dec 27 267.50 Call [01qUGG]36160042114 3,007.14
AAPL Jan 17 260.00 Call [01IUeI]35460041426 1,592.31
AAPL Jan 17 275.00 Put [01iAfa]3920039222 1,781.82
FB Jan 17 230.00 Call [01IjD7]366003660 n/a
AAPL Dec 20 285.00 Call [01lio1]033903396 5,650.00
SPY Dec 11 314.50 Call [01rjNU]307003070 n/a
TLT Dec 20 137.00 Put [01hErx]266002660 n/a
AAPL Dec 20 280.00 Call [01linx]12512902544 6,350.00
JPM Dec 20 125.00 Put [01h31e]250002500 n/a
MSFT Jan 17 72.50 Call [01G70O]15685024114 1,721.43
AAPL Dec 20 277.50 Call [01qkR5]218002180 n/a
AAPL Dec 20 257.50 Call [01qkQx]214002140 n/a
INTC Jan 17 57.50 Call [01MPBX]209002090 n/a

Data for 2019-12-09 to 2019-12-13 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.