Cboe BZX Options Exchange Maker Opportunity
|Cboe ADV||Liquidity Opportunity|
(% of ADN)
|SPY Apr 29 290.00 Call [01fzKX]||780,863||5,933||0||786,796||152||517,628.95|
|AAPL May 17 202.50 Call [01go0G]||4,248||0||4||4,252||110||3,865.45|
|AIG Nov 15 47.00 Call [01fJS1]||3,653||0||0||3,653||0||n/a|
|TGT Apr 18 81.50 Call [01fi9m]||3,416||41||0||3,457||19||18,194.74|
|AAPL May 17 195.00 Call [01e04y]||2,626||37||8||2,672||103||2,594.17|
|AIG Nov 15 48.00 Call [01fJS3]||2,066||0||0||2,066||0||n/a|
|AIG Nov 15 49.00 Call [01fJS5]||1,687||0||0||1,687||0||n/a|
|AIG Nov 15 50.00 Call [01fJSM]||1,577||0||0||1,577||0||n/a|
|AIG Aug 16 43.00 Put [01bKWR]||1,200||0||0||1,200||0||n/a|
|AIG Nov 15 43.00 Call [01fJS7]||929||0||0||929||0||n/a|
|AIG Aug 16 42.00 Put [01bKWT]||900||0||0||900||0||n/a|
|RUT Jun 21 1575.00 Put [01fBo2]||449||382||0||831||587||141.57|
|AIG Nov 15 44.00 Call [01fJRv]||825||0||0||825||0||n/a|
|AIG Nov 15 42.00 Put [01fJS8]||813||0||0||813||0||n/a|
|MSFT Apr 18 121.00 Put [01fa9m]||769||0||0||769||71||1,083.10|
|AIG Nov 15 45.00 Call [01fJRx]||737||0||0||737||0||n/a|
|AIG Nov 15 46.00 Call [01fJRz]||680||0||0||680||0||n/a|
|AIG Nov 15 42.00 Call [01fJS9]||633||0||0||633||0||n/a|
|AIG Jan 15 45.00 Call [01WfvW]||606||0||0||606||0||n/a|
|AIG Jun 21 44.00 Put [01fHRw]||600||0||0||600||0||n/a|
|AIG Nov 15 52.50 Call [01fJSQ]||552||0||0||552||0||n/a|
|AIG Aug 16 41.00 Put [01bKWS]||500||0||0||500||0||n/a|
|AIG Nov 15 43.00 Put [01fJS6]||424||0||0||424||0||n/a|
|AIG Aug 16 44.00 Put [01bKWQ]||400||0||0||400||0||n/a|
|AIG Jun 21 45.00 Put [01fEt0]||400||0||0||400||0||n/a|
Data for 2019-04-15 to 2019-04-22 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.