Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Dec 20 295.00 Put [01lioV]7,38626707,653333 2,298.20
AAPL Nov 15 110.00 Put [01n6fE]1,7819401,87558 3,232.76
AAPL Oct 18 90.00 Put [01e05l]1,735001,7350 n/a
GE Oct 25 9.00 Call [01nRD0]1,579001,5790 n/a
AAPL Jan 17 80.00 Call [01GBgx]783007839 8,700.00
SLV Nov 15 11.00 Call [01oTnz]678006780 n/a
AAPL Oct 25 195.00 Call [01nOBd]632006328 7,900.00
SPY Oct 30 300.00 Call [01obWM]4280042822 1,945.45
AAPL Oct 18 115.00 Put [01e05A]02960296100 296.00
SPY Oct 21 298.00 Call [01nyk4]22829025725 1,028.00
TSLA Nov 15 65.00 Put [01ifLS]242002420 n/a
AAPL Oct 18 235.00 Call [01e057]226002266 3,766.67
BABA Jan 17 205.00 Call [01SHd7]2220022223 965.22
DIA Oct 18 278.00 Call [01nK6X]20017021723 943.48
JNJ Oct 18 136.00 Call [01oKUr]198001980 n/a
ROKU Nov 15 150.00 Call [01jM1E]180001800 n/a
AAPL Jan 17 110.00 Call [01G8gQ]1740017444 395.45
AAPL Jan 17 270.00 Call [01NiCW]144001440 n/a
AAPL Oct 18 232.50 Put [01o68z]132001327 1,885.71
AAPL Jan 17 250.00 Put [01IGkd]130001300 n/a
AAPL Nov 15 185.00 Call [01linK]130001300 n/a
GE Jan 17 6.00 Call [01hRl7]111001110 n/a
AAPL Jan 17 150.00 Put [01G53J]101001010 n/a
AAPL Jan 17 185.00 Put [01G53D]1000010027 370.37
AAPL Jan 17 205.00 Put [01NiDX]1000010017 588.24

Data for 2019-10-14 to 2019-10-18 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.