Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
JNJ Oct 16 145.00 Call [01vf8J]13020,61220,6250 n/a
AAPL Oct 9 116.25 Put [027ed9]006,3276,3270 n/a
JNJ Oct 16 143.00 Call [0295wg]005,9815,9810 n/a
CSCO Jan 15 35.00 Put [01WhVq]002,0002,0005 40,000.00
DD Oct 16 37.50 Put [01vX6t]1,643001,6430 n/a
JNJ Oct 16 146.00 Call [0295wk]001,5161,5160 n/a
MSFT Oct 16 207.50 Call [0296WV]1,283001,2830 n/a
JNJ Oct 16 135.00 Call [01vf7x]001,2591,259166 758.43
AAPL Jan 15 115.00 Call [01WqsM]001,0001,0005 20,000.00
JNJ Oct 16 130.00 Call [01vf8A]001,0001,0000 n/a
DD Oct 16 40.00 Put [01vX78]82200822576 142.71
FB Oct 16 242.50 Call [0295Ag]7540568100 n/a
AAPL Oct 16 110.00 Put [027eb3]5322005526 9,200.00
JNJ Oct 16 175.00 Call [01vf83]005005000 n/a
JNJ Oct 16 137.00 Call [029U3J]004684680 n/a
AAPL Oct 16 118.75 Call [027ee3]1104554660 n/a
MSFT Nov 20 220.00 Call [021znS]396003960 n/a
FB Oct 16 247.50 Call [0295Al]24501053507 5,000.00
JNJ Oct 16 170.00 Call [01vf8G]003003000 n/a
DD Oct 16 32.50 Put [01wIs7]284002840 n/a
AAPL Oct 16 99.00 Call [029Thv]0028228218 1,566.67
AAPL Sep 25 107.50 Put [027ea8]0025025019 1,315.79
AAPL Oct 2 116.25 Call [027ed6]002102101 21,000.00
AAPL Oct 16 150.00 Call [01vwfv]660851512 7,550.00
AAPL Oct 16 130.00 Put [01xmOh]540841386 2,300.00

Data for 2020-09-23 to 2020-09-29 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.