Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
JNJ Jun 14 141.00 Call [01hhi2]105,91000105,9100 n/a
MSFT Jun 21 133.00 Call [01iQdO]75,3301,232076,56271 107,833.80
MSFT Jun 28 131.00 Call [01hyCr]53,958106054,06411 491,490.91
MSFT Jun 21 130.00 Call [01Ne0W]13,6040013,60430 45,346.67
MSFT Jul 5 130.00 Call [01ikpi]10,2010010,2010 n/a
BBBY Jan 17 12.50 Call [01HTNM]9,698009,6980 n/a
AABA Jun 14 65.50 Put [01j5B0]9,097009,0970 n/a
AABA Jun 14 67.00 Call [01hsYH]6,649006,6490 n/a
AAL Aug 16 31.00 Put [01bJjH]4,997004,9970 n/a
AAL Aug 16 30.00 Put [01bJj2]4,981004,9810 n/a
APA Oct 18 32.50 Call [01e1eW]4,576004,5760 n/a
DOCU Jul 19 52.50 Call [01iHAr]4,314004,3140 n/a
ADI Jun 21 106.00 Put [01iAxf]4,178004,1780 n/a
CSCO Jun 14 57.50 Call [01j5eM]4,132004,1320 n/a
CZR Jan 15 15.00 Call [01Whdt]4,106004,1060 n/a
AAL Aug 16 33.00 Call [01bJj8]4,093004,0930 n/a
CSCO Jun 14 57.00 Call [01heuO]4,081004,0810 n/a
CSCO Jun 21 58.50 Call [01iFtM]4,036004,0360 n/a
AAL Aug 16 31.00 Call [01bJj5]3,981003,9810 n/a
CSCO Jun 14 56.50 Put [01j5eE]3,842003,8420 n/a
AAL Aug 16 32.00 Put [01bJjY]3,828003,8280 n/a
AMD Jun 21 33.00 Put [01gp5j]3,651003,6510 n/a
AAL Aug 16 29.00 Put [01bJj6]3,615003,6150 n/a
AAL Aug 16 30.00 Call [01bJj4]3,520003,5200 n/a
DAL Sep 20 52.50 Put [01cn5W]3,519003,5190 n/a

Data for 2019-06-10 to 2019-06-14 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.