Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SIEN Apr 17 2.50 Call [01mkvT]582,76000582,7600 n/a
DEAC Jul 17 30.00 Call [01vOjp]189,06100189,0610 n/a
VFF Jun 19 4.00 Call [01rEHC]57,4110057,4110 n/a
SENS Oct 16 2.50 Call [01voO5]25,9000025,9000 n/a
SPY Sep 18 25.00 Call [01yFnu]14,2220014,2220 n/a
AAPL Apr 3 130.00 Call [01xmOu]13,29253013,345160 8,340.63
AAPL Apr 3 125.00 Call [01xz68]12,797124012,921192 6,729.69
IBM Apr 17 110.00 Call [01maBk]12,4330012,4330 n/a
AAPL Apr 3 115.00 Call [01yjQn]11,44166011,507188 6,120.74
AAPL Apr 3 120.00 Call [01yjR5]10,786100010,886155 7,023.23
IBM Apr 17 113.00 Call [01ySDm]8,65907419,4000 n/a
SPY Jun 18 255.00 Call [01hs73]7,525007,5250 n/a
EWA Jul 17 10.00 Put [01xvFc]4,612004,6120 n/a
MSFT Apr 17 175.00 Call [01mex7]4,0009804,09831 13,219.35
SPY Apr 15 180.00 Put [01x3R1]3,57912803,7079 41,188.89
AMAT Apr 9 46.50 Put [01x65D]1502,4522,46771 3,474.65
MSFT Apr 17 170.00 Call [01mexI]2,2479102,33724 9,737.50
AAPL Apr 17 300.00 Call [01mMwh]2,2400292,26910 22,690.00
SPY May 15 260.00 Call [01sDyc]2,00519802,20330 7,343.33
AAPL Jan 15 150.00 Call [01WfeX]2,049002,0490 n/a
SPY May 15 100.00 Put [01umS8]1,731252361,99225 7,968.00
SPY Jul 17 260.00 Call [01uFc9]1,9651101,97660 3,293.33
ANET Apr 17 205.00 Call [01yHzT]2701,8971,9240 n/a
FXB Jun 19 126.00 Call [01pYVq]1,784001,7840 n/a
AAPL Apr 9 252.50 Call [01x5Tk]1,674001,6740 n/a

Data for 2020-04-02 to 2020-04-08 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.