Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| JNJ Oct 16 145.00 Call [01vf8J] | 13 | 0 | 20,612 | 20,625 | 0 | n/a |
| AAPL Oct 9 116.25 Put [027ed9] | 0 | 0 | 6,327 | 6,327 | 0 | n/a |
| JNJ Oct 16 143.00 Call [0295wg] | 0 | 0 | 5,981 | 5,981 | 0 | n/a |
| CSCO Jan 15 35.00 Put [01WhVq] | 0 | 0 | 2,000 | 2,000 | 5 | 40,000.00 |
| DD Oct 16 37.50 Put [01vX6t] | 1,643 | 0 | 0 | 1,643 | 0 | n/a |
| JNJ Oct 16 146.00 Call [0295wk] | 0 | 0 | 1,516 | 1,516 | 0 | n/a |
| MSFT Oct 16 207.50 Call [0296WV] | 1,283 | 0 | 0 | 1,283 | 0 | n/a |
| JNJ Oct 16 135.00 Call [01vf7x] | 0 | 0 | 1,259 | 1,259 | 166 | 758.43 |
| AAPL Jan 15 115.00 Call [01WqsM] | 0 | 0 | 1,000 | 1,000 | 5 | 20,000.00 |
| JNJ Oct 16 130.00 Call [01vf8A] | 0 | 0 | 1,000 | 1,000 | 0 | n/a |
| DD Oct 16 40.00 Put [01vX78] | 822 | 0 | 0 | 822 | 576 | 142.71 |
| FB Oct 16 242.50 Call [0295Ag] | 754 | 0 | 56 | 810 | 0 | n/a |
| AAPL Oct 16 110.00 Put [027eb3] | 532 | 20 | 0 | 552 | 6 | 9,200.00 |
| JNJ Oct 16 175.00 Call [01vf83] | 0 | 0 | 500 | 500 | 0 | n/a |
| JNJ Oct 16 137.00 Call [029U3J] | 0 | 0 | 468 | 468 | 0 | n/a |
| AAPL Oct 16 118.75 Call [027ee3] | 11 | 0 | 455 | 466 | 0 | n/a |
| MSFT Nov 20 220.00 Call [021znS] | 396 | 0 | 0 | 396 | 0 | n/a |
| FB Oct 16 247.50 Call [0295Al] | 245 | 0 | 105 | 350 | 7 | 5,000.00 |
| JNJ Oct 16 170.00 Call [01vf8G] | 0 | 0 | 300 | 300 | 0 | n/a |
| DD Oct 16 32.50 Put [01wIs7] | 284 | 0 | 0 | 284 | 0 | n/a |
| AAPL Oct 16 99.00 Call [029Thv] | 0 | 0 | 282 | 282 | 18 | 1,566.67 |
| AAPL Sep 25 107.50 Put [027ea8] | 0 | 0 | 250 | 250 | 19 | 1,315.79 |
| AAPL Oct 2 116.25 Call [027ed6] | 0 | 0 | 210 | 210 | 1 | 21,000.00 |
| AAPL Oct 16 150.00 Call [01vwfv] | 66 | 0 | 85 | 151 | 2 | 7,550.00 |
| AAPL Oct 16 130.00 Put [01xmOh] | 54 | 0 | 84 | 138 | 6 | 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.