Cboe BZX Options Exchange Maker Opportunity
|Cboe ADV||Liquidity Opportunity|
(% of ADN)
|DD Oct 16 35.00 Put [01vX6q]||4,093,706||0||500||4,094,206||0||n/a|
|EPAM Oct 16 115.00 Put [01xRPn]||573,138||0||0||573,138||0||n/a|
|AAPL Oct 16 153.75 Call [027emq]||423,699||173||0||423,872||200||211,936.00|
|AAPL Oct 16 109.00 Call [0293ZE]||337,905||564||37||338,506||47||720,225.53|
|AAPL Oct 16 133.75 Call [027eia]||192,563||0||1,029||193,592||0||n/a|
|MSFT Jan 15 50.00 Put [01aLYw]||187,344||1,198||40||188,581||5||3,771,620.00|
|EPAM Oct 16 210.00 Put [01vYmV]||170,359||0||0||170,359||0||n/a|
|AAPL Oct 16 132.50 Call [027eiP]||135,618||172||1,734||137,524||47||292,604.26|
|EPAM Oct 16 170.00 Put [01vYn5]||88,681||0||135||88,816||0||n/a|
|EPAM Oct 16 175.00 Put [01vYm8]||82,889||0||0||82,889||0||n/a|
|EPAM Oct 16 120.00 Put [01wVZY]||82,770||0||0||82,770||0||n/a|
|AAPL Oct 16 150.00 Call [01vwfv]||75,020||1||21||75,042||6||1,250,700.00|
|AAPL Oct 16 108.75 Call [027eab]||66,971||350||107||67,427||48||140,472.92|
|AAPL Oct 16 117.50 Call [027edV]||954||0||58,213||59,167||5||1,183,340.00|
|AAPL Oct 16 106.00 Call [0293ZA]||49,844||153||0||49,997||62||80,640.32|
|DD Oct 16 57.00 Put [0294hy]||46,100||0||2,809||48,909||500||9,781.80|
|AAPL Oct 16 138.75 Call [027ejr]||44,521||1||0||44,522||30||148,406.67|
|DD Oct 16 63.00 Put [0294iJ]||36,485||0||0||36,485||0||n/a|
|DD Oct 16 30.00 Put [01wIsA]||36,179||0||0||36,179||0||n/a|
|AAPL Oct 16 110.00 Call [027eb1]||30,647||54||0||30,700||10||307,000.00|
|EPAM Oct 16 185.00 Put [01vYmA]||28,420||0||0||28,420||0||n/a|
|AAPL Oct 16 119.00 Call [0293ZW]||0||0||27,429||27,429||40||68,572.50|
|EPAM Oct 16 195.00 Put [01vYmN]||21,534||0||0||21,534||0||n/a|
|AAPL Oct 16 107.00 Call [0293ZC]||20,362||0||0||20,362||0||n/a|
|DD Oct 16 53.00 Call [0294hu]||18,400||0||5||18,405||0||n/a|
Data for 2020-09-21 to 2020-09-25 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.