Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Sep 18 125.00 Call [01fEjl]11,493667012,160147 8,272.11
IWM Jul 2 146.00 Call [022DU6]5,264005,2640 n/a
SPY Sep 18 90.00 Put [01Ypbc]4,98349475,07832 15,868.75
IWM Jul 10 145.00 Call [022NHX]4,644004,64418 25,800.00
IWM Jul 10 142.50 Call [022NHN]4,473004,4733 149,100.00
IWM Jul 24 133.00 Put [022poy]2,58787503,46213 26,630.77
IWM Aug 7 137.00 Put [02438E]2,31484203,15617 18,564.71
IWM Jul 17 146.00 Call [01uSXY]2,976002,9761 297,600.00
IWM Jul 17 145.00 Call [01uSXU]2,966002,9661 296,600.00
IWM Jul 17 148.00 Call [01uSXJ]2,946002,9468 36,825.00
IWM Jul 17 143.00 Call [01w0hy]2,899002,8995 57,980.00
IWM Aug 7 137.50 Put [02438G]2,866002,86611 26,054.55
IWM Jul 10 146.00 Call [022NHb]2,751002,7510 n/a
IWM Jul 17 150.00 Call [01uSXH]2,737002,7373 91,233.33
IWM Jul 10 144.50 Call [022NHV]2,698002,6980 n/a
IWM Jul 10 147.00 Call [022NHf]2,681002,6810 n/a
IWM Jul 17 142.50 Call [023sQR]2,674002,67424 11,141.67
IWM Jul 10 147.50 Call [022NHn]2,590002,5904 64,750.00
IWM Jul 2 140.00 Put [02257m]2,587002,5870 n/a
IWM Jul 2 143.00 Call [022DU2]2,548002,5489 28,311.11
IWM Jul 2 144.00 Call [022DU4]2,500002,50016 15,625.00
IWM Jul 10 145.50 Call [022NHZ]2,500002,5000 n/a
IWM Jul 17 142.00 Call [01w0hm]2,494002,4942 124,700.00
IBM Jul 17 118.00 Call [023sHL]2,231002,2310 n/a
IWM Jul 17 140.00 Call [01uSXS]2,103002,1031 210,300.00

Data for 2020-06-26 to 2020-07-02 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.