Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 24 282.50 Put [01rksp]66,0450066,04532 206,390.63
IWM Mar 31 157.00 Put [01gDV9]2,29649902,79520 13,975.00
AAPL Feb 28 320.00 Put [01tOTC]1,7392501,76435 5,040.00
IWM Mar 31 160.00 Put [01gDVF]1,494001,49482 1,821.95
IWM Mar 31 153.00 Put [01gDV1]0994099420 4,970.00
IWM Mar 31 161.00 Put [01gDVH]9430094324 3,929.17
IWM Mar 31 159.00 Put [01gDVD]639301094016 5,875.00
IWM Mar 31 162.00 Put [01gDVJ]9260092633 2,806.06
IWM Mar 31 155.00 Put [01gDV5]51037208812 44,050.00
IWM Mar 31 170.00 Put [01gDVZ]497237073486 853.49
FB Feb 21 197.50 Call [01trEY]6770067725 2,708.00
IWM Mar 31 165.00 Put [01gDVP]6700067043 1,558.14
MSFT Feb 21 167.50 Put [01tzy0]664006641 66,400.00
AAPL Mar 6 302.50 Call [01uGR6]500163066337 1,791.89
SPY Feb 21 350.00 Call [01o5TR]620006200 n/a
IWM Mar 31 164.00 Put [01gDVN]5870058729 2,024.14
IWM Mar 31 154.00 Put [01gDV3]0579057925 2,316.00
IWM Mar 31 158.00 Put [01gDVB]363207057027 2,111.11
FB Sep 18 190.00 Put [01pJJN]547005470 n/a
JNJ Feb 21 148.00 Call [01two9]525005250 n/a
AAPL Feb 14 225.00 Call [01t8xF]40056045624 1,900.00
IWM Mar 31 156.00 Put [01gDV7]0454045417 2,670.59
IWM Mar 31 149.00 Put [01gDUt]0450045012 3,750.00
IWM Mar 31 171.00 Call [01gDVa]442004420 n/a
IWM Mar 31 162.00 Call [01gDVI]416004160 n/a

Data for 2020-01-21 to 2020-01-27 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.