Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
DD Oct 16 35.00 Put [01vX6q]4,093,70605004,094,2060 n/a
EPAM Oct 16 115.00 Put [01xRPn]573,13800573,1380 n/a
AAPL Oct 16 153.75 Call [027emq]423,6991730423,872200 211,936.00
AAPL Oct 16 109.00 Call [0293ZE]337,90556437338,50647 720,225.53
AAPL Oct 16 133.75 Call [027eia]192,56301,029193,5920 n/a
MSFT Jan 15 50.00 Put [01aLYw]187,3441,19840188,5815 3,771,620.00
EPAM Oct 16 210.00 Put [01vYmV]170,35900170,3590 n/a
AAPL Oct 16 132.50 Call [027eiP]135,6181721,734137,52447 292,604.26
EPAM Oct 16 170.00 Put [01vYn5]88,681013588,8160 n/a
EPAM Oct 16 175.00 Put [01vYm8]82,8890082,8890 n/a
EPAM Oct 16 120.00 Put [01wVZY]82,7700082,7700 n/a
AAPL Oct 16 150.00 Call [01vwfv]75,02012175,0426 1,250,700.00
AAPL Oct 16 108.75 Call [027eab]66,97135010767,42748 140,472.92
AAPL Oct 16 117.50 Call [027edV]954058,21359,1675 1,183,340.00
AAPL Oct 16 106.00 Call [0293ZA]49,844153049,99762 80,640.32
DD Oct 16 57.00 Put [0294hy]46,10002,80948,909500 9,781.80
AAPL Oct 16 138.75 Call [027ejr]44,5211044,52230 148,406.67
DD Oct 16 63.00 Put [0294iJ]36,4850036,4850 n/a
DD Oct 16 30.00 Put [01wIsA]36,1790036,1790 n/a
AAPL Oct 16 110.00 Call [027eb1]30,64754030,70010 307,000.00
EPAM Oct 16 185.00 Put [01vYmA]28,4200028,4200 n/a
AAPL Oct 16 119.00 Call [0293ZW]0027,42927,42940 68,572.50
EPAM Oct 16 195.00 Put [01vYmN]21,5340021,5340 n/a
AAPL Oct 16 107.00 Call [0293ZC]20,3620020,3620 n/a
DD Oct 16 53.00 Call [0294hu]18,4000518,4050 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.