Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Dec 20 272.50 Call [01qkR3]120,5767610121,33749 247,626.53
AAPL Dec 20 277.50 Call [01qkR5]96,393502096,89524 403,729.17
AAPL Dec 20 282.50 Call [01qkR7]56,584400056,98419 299,915.79
AAPL Dec 20 270.00 Call [01lio2]52,253431052,68457 92,428.07
AAPL Dec 20 275.00 Call [01lio0]46,188279046,46714 331,907.14
AAPL Dec 20 280.00 Call [01linx]42,172167042,33931 136,577.42
AAPL Dec 20 267.50 Call [01qkR1]31,094116031,21030 104,033.33
AAPL Dec 20 245.00 Put [01lio9]22,6572022,6596 377,650.00
AAPL Dec 20 285.00 Call [01lio1]14,491207014,69721 69,985.71
SPY Jan 17 310.00 Put [01Ihhh]5,3551205,36711 48,790.91
AAPL Dec 20 270.00 Put [01linw]4,970004,97010 49,700.00
AAPL Dec 20 287.50 Call [01qkR9]3,417003,4170 n/a
MSFT Sep 18 150.00 Call [01fGOB]3,393003,3930 n/a
AAPL Jan 3 205.00 Put [01rGVP]001,9001,900100 1,900.00
SPY Dec 16 290.00 Put [01qfWB]1,890001,8900 n/a
AAPL Dec 20 262.50 Call [01qkQz]1,7701501,785138 1,293.48
BAC Dec 20 16.00 Put [01nAmT]56101,2191,7800 n/a
SPY Dec 16 291.00 Put [01qiTE]1,692001,6920 n/a
SPY Dec 16 288.00 Put [01qjeX]1,576001,5760 n/a
AAPL Dec 20 267.50 Put [01qkR2]1,330001,3300 n/a
SPY Dec 16 286.00 Put [01rjLD]1,316001,3160 n/a
SPY Dec 16 289.00 Put [01qjeN]1,128001,1280 n/a
SPY Dec 16 281.00 Put [01rjL5]1,128001,1280 n/a
AAPL Dec 20 265.00 Call [01lio4]1,109401,11319 5,857.89
SPY Dec 16 287.00 Put [01rjLF]1,037001,0370 n/a

Data for 2019-12-09 to 2019-12-13 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.