Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Mar 6 302.50 Call [01uGR6]9,30058611410,0000 n/a
SPY Feb 21 350.00 Call [01o5TR]1,94001,6003,5400 n/a
SPY Jan 31 327.00 Call [01sAmN]3,060003,0605 61,200.00
QQQ Sep 18 238.00 Call [01tZMY]2,700002,7000 n/a
SPY Jan 31 320.50 Put [01sAlp]2,385002,3852 119,250.00
SPY Jan 31 318.00 Put [01sAlZ]2,385002,3850 n/a
SPY Jan 31 319.00 Put [01sAli]2,120002,1203 70,666.67
SPY Jan 31 301.00 Put [01sAjk]2,120002,1200 n/a
SPY Jan 31 296.50 Put [01sAjW]2,120002,1200 n/a
SPY Jan 31 295.50 Put [01sAjS]2,120002,1200 n/a
SPY Jan 31 293.00 Put [01sAjK]2,120002,1200 n/a
SPY Jan 31 295.00 Put [01sAiF]2,120002,1200 n/a
SPY Jan 31 287.50 Put [01sAiL]2,120002,1200 n/a
SPY Jan 31 322.00 Call [01sAly]2,055002,0559 22,833.33
JNJ Feb 21 149.00 Call [01twoT]002,0292,0290 n/a
SPY Jan 31 304.00 Put [01sAjz]1,855001,8550 n/a
SPY Jan 31 286.00 Put [01sAiy]1,855001,8550 n/a
GOOG Jan 31 1500.00 Put [01s5iQ]1,4201721331,7252 86,250.00
SPY Jan 31 322.50 Put [01sAhd]1,590001,5903 53,000.00
SPY Jan 31 318.50 Put [01sAld]1,590001,5900 n/a
INDA Feb 21 37.00 Call [01sZh0]1,400001,4000 n/a
SPY Jan 31 325.50 Put [01sAmI]1,375001,3750 n/a
SPY Jan 31 321.50 Put [01sAlw]1,329001,3290 n/a
SPY Jan 31 306.00 Put [01sAkB]1,328001,3280 n/a
SPY Jan 31 310.00 Put [01sAi3]1,328001,3280 n/a

Data for 2020-01-22 to 2020-01-28 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.