Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
GNW Jun 19 5.00 Call [01pZAT]139,28300139,2830 n/a
SPY Apr 17 333.00 Call [01rE8c]45,3455045,35016 283,437.50
SPY Sep 18 25.00 Call [01yFnu]11,2430011,2430 n/a
MSFT Apr 17 175.00 Call [01mex7]8,5507208,62130 28,736.67
SPY Jul 17 15.00 Call [01yFo8]7,352007,3520 n/a
AAPL Apr 3 125.00 Call [01xz68]5,69810605,804143 4,058.74
AAPL Apr 3 130.00 Call [01xmOu]5,25111105,362154 3,481.82
AAPL Apr 3 115.00 Call [01yjQn]4,9308805,018185 2,712.43
AAPL Apr 3 120.00 Call [01yjR5]4,2515704,308137 3,144.53
SPY Apr 15 180.00 Put [01x3R1]3,86913704,00654 7,418.52
AGQ Apr 17 25.00 Call [01vQmW]3,849003,8490 n/a
MSFT Apr 17 170.00 Call [01mexI]3,533503,53818 19,655.56
JNUG Jun 19 3.00 Call [01xpkf]2,773002,7730 n/a
SPY May 15 90.00 Put [01umSE]2,53819402,73221 13,009.52
SPY Apr 17 180.00 Put [01thGo]2,028002,0280 n/a
MSFT Apr 17 162.50 Call [01yWer]2,005002,0050 n/a
GE Apr 17 7.00 Call [01vAXR]1,932001,9320 n/a
AMAT Apr 9 46.00 Put [01x65c]1,815501,820144 1,263.89
SPY Jun 19 150.00 Put [01T8Ho]1,819001,8198 22,737.50
SPY Jun 19 350.00 Call [01T8IC]1,7149301,80761 2,962.30
SPY May 15 100.00 Put [01umS8]1,773001,7730 n/a
AAPL Jan 15 150.00 Call [01WfeX]1,7131201,72533 5,227.27
SPY Apr 13 220.00 Put [01wrbb]1,636001,6360 n/a
SPY Apr 15 210.00 Put [01x3Rh]1,574001,5740 n/a
SPY Apr 17 220.00 Put [01rE4o]1,4726201,53328 5,475.00

Data for 2020-04-02 to 2020-04-08 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.