Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Aug 23 138.00 Call [01kZj5]21,6160021,6160 n/a
MSFT Sep 20 134.00 Call [01mewY]2,090002,09018 11,611.11
SPY Aug 23 260.00 Put [01kbkf]1,610001,6100 n/a
MSFT Sep 20 138.00 Put [01mewI]1,4443201,4761 147,600.00
SPY Sep 20 273.00 Put [01Y7AI]1,124001,1240 n/a
SPY Sep 20 305.00 Call [01Kczw]861008610 n/a
SPY Sep 20 286.00 Call [01Y77i]3073737171535 2,042.86
SPY Sep 20 312.00 Call [01hO8q]6440064418 3,577.78
SPY Aug 23 295.00 Put [01kbkS]5880058817 3,458.82
DIS Oct 18 135.00 Call [01e7Gw]23203225546 9,233.33
SPY Oct 18 302.00 Call [01k5sZ]493004930 n/a
SPY Sep 20 307.00 Call [01gTKg]491004910 n/a
SPY Sep 20 307.50 Call [01mmFl]437004370 n/a
SPY Sep 20 312.50 Call [01mmFn]405004050 n/a
SPY Sep 20 313.00 Call [01hO8s]397003970 n/a
SPY Sep 20 288.00 Put [01Y77w]186171035732 1,115.63
SPY Sep 20 311.00 Call [01giAf]353003530 n/a
SPY Sep 20 309.00 Call [01gUIa]344003440 n/a
SPY Sep 20 308.00 Call [01gUIY]328003280 n/a
SQM Dec 20 42.00 Call [01b8vi]10802033110 n/a
SPY Oct 18 295.00 Call [01k5vz]301003010 n/a
SPY Aug 23 285.00 Call [01kbkU]3000030010 3,000.00
MSFT Jan 17 115.00 Call [01HVxZ]003003000 n/a
SPY Sep 20 316.00 Call [01kUL0]299002990 n/a
SPY Sep 20 317.00 Call [01kUKy]282002820 n/a

Data for 2019-08-19 to 2019-08-23 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.