Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
IBM Dec 14 120.00 Call [01ZGlZ]175,74900175,7490 n/a
MSFT Dec 21 150.00 Call [01Ug7K]17,6380017,6380 n/a
AAPL Dec 21 160.00 Call [01QmxF]7,205007,205352 2,046.88
MSFT Dec 21 125.00 Call [01Ug7U]6,950006,95040 17,375.00
USO Jan 18 20.00 Put [011Pej]1524,5549905,6960 n/a
AAPL Jan 18 180.00 Call [017DqY]5,663005,663325 1,742.46
AAPL Jan 18 150.00 Put [011Ndz]3,158003,15860 5,263.33
SPY Dec 21 265.00 Call [00qg5P]3,040003,0408,434 36.04
SPY Dec 21 300.00 Call [00qg4L]2,100002,1000 n/a
SPY Jan 18 193.00 Put [013vUc]1,965001,9650 n/a
SPY Dec 21 265.00 Put [00qg5O]1,770001,7708,880 19.93
SPY Dec 21 271.00 Call [01HJDF]1,740001,7405,430 32.04
SPY Jan 18 245.00 Call [013vU7]1,697901,7062,400 71.08
SPY Dec 21 274.00 Call [01HJDC]1,672001,6723,300 50.67
IBM Dec 21 118.00 Call [01ZxoP]1,5860121,5980 n/a
SPY Dec 21 268.00 Call [01HJDK]1,590001,5907,500 21.20
SPY Dec 21 275.00 Call [00qg5L]1,580001,5802,610 60.54
SPY Dec 19 267.00 Call [01ZfJ1]1,4744401,5195,400 28.13
SPY Jan 18 240.00 Put [013vUC]1,501001,5012,580 58.18
SPY Dec 21 272.00 Call [01HJDE]1,470001,4705,190 28.32
SPY Dec 14 263.00 Call [01ZKTi]1,409301,4127,320 19.29
SPY Dec 21 269.00 Call [01HJDI]1,410001,4106,510 21.66
SPY Dec 21 273.00 Call [01HJD7]1,380001,3804,020 34.33
SPY Jan 18 265.00 Call [013vUe]1,3165501,3705,880 23.30
SPY Dec 21 264.00 Put [01HJDP]1,350001,3509,070 14.88

Data for 2018-12-07 to 2018-12-13 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.