Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
INTC Mar 08 42.00 Call [01dIht]1,320001,3200 n/a
NFLX Feb 15 380.00 Put [01YEJG]756007560 n/a
SPY Mar 15 276.00 Put [01XwC6]346003460 n/a
JPM Feb 22 101.00 Call [01cCCm]342003420 n/a
SPY Mar 15 279.00 Put [01XwCJ]336003360 n/a
TGT Feb 22 80.00 Put [01cLjT]186001860 n/a
JPM Mar 15 125.00 Put [01UAWY]120001200 n/a
JPM Mar 15 105.00 Call [01UAWu]9600960 n/a
SPY Mar 15 273.00 Put [01XwBt]5660628 775.00
TSLA Mar 01 410.00 Put [01cYC4]4900490 n/a
AMZN Mar 01 1657.50 Put [01cPnh]4800480 n/a
NVDA Feb 22 95.00 Put [01cJUQ]4800480 n/a
SQ Mar 01 68.50 Call [01cXL8]4800480 n/a
QQQ Mar 01 148.50 Put [01cWPs]4800480 n/a
NVDA Mar 01 160.00 Call [01cVmx]4700470 n/a
SLB Mar 01 47.50 Call [01cX4V]4700470 n/a
TSLA Mar 01 355.00 Put [01cYDo]4700470 n/a
SPY Mar 01 257.50 Call [01cXSv]4700470 n/a
SPY Apr 18 241.00 Call [01cLec]4700470 n/a
RUT Apr 18 2100.00 Put [01d3a3]4700470 n/a
NVDA Mar 01 133.00 Put [01cVnB]4700470 n/a
AMZN Mar 01 1360.00 Put [01caIa]4700470 n/a
QQQ Mar 01 148.00 Call [01cWQ1]4700470 n/a
NFLX Mar 01 400.00 Call [01cVO2]4600460 n/a
AMZN Mar 01 1500.00 Call [01cPlN]4600460 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.