Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Feb 22 282.50 Put [01cFPz]90091 900.00
TSLA Feb 22 310.00 Call [01cGAt]90090 n/a
PYPL Feb 22 80.50 Call [01cEQU]90090 n/a
TSLA Apr 18 310.00 Put [01cGEz]90090 n/a
SQ Feb 22 61.50 Put [01cFPs]90090 n/a
PYPL Feb 22 90.50 Call [01cERR]90090 n/a
SLB Feb 22 34.00 Put [01cF8q]90090 n/a
QQQ Feb 22 177.50 Put [01cEVC]90090 n/a
TSLA May 17 260.00 Put [01cGDo]90090 n/a
TSLA Apr 18 360.00 Put [01cGEL]90090 n/a
PYPL Feb 22 86.50 Put [01cEQl]90090 n/a
UVXY Feb 22 86.00 Put [01cGex]90090 n/a
TSLA Apr 18 340.00 Put [01cGEa]90090 n/a
QQQ Feb 22 155.50 Call [01cEWD]90090 n/a
QQQ Feb 22 157.50 Call [01cEW6]80080 n/a
SPY Feb 22 254.00 Call [01cFOW]80080 n/a
WYNN Feb 22 98.50 Call [01cHF7]80080 n/a
UVXY Feb 22 80.50 Put [01cGfh]80080 n/a
TSLA Apr 18 345.00 Call [01cGEY]80080 n/a
NFLX Feb 22 270.00 Call [01cDSE]80080 n/a
TSLA Apr 18 250.00 Put [01cGBh]80080 n/a
TSLA May 17 315.00 Put [01cGFe]80080 n/a
QQQ Feb 22 152.00 Put [01cEVs]80080 n/a
PYPL Feb 22 91.50 Call [01cERI]80080 n/a
SPY Feb 22 255.50 Call [01cFMd]80080 n/a

Data for 2019-02-11 to 2019-02-15 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.