Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 15 205.00 Call [01Wfev]72,6000072,6000 n/a
IBM Jul 17 121.00 Call [023sHT]9,249009,2490 n/a
AAPL Sep 17 115.00 Put [01naNz]8,184008,1840 n/a
IBM Jul 17 118.00 Call [023sHL]7,764007,7640 n/a
DD Jul 17 63.00 Put [023rOw]7,761007,7610 n/a
YELP Jul 17 20.00 Call [021oJk]4,1501,83605,9861,142 524.17
AAPL Dec 18 330.00 Put [01ujS4]5,600005,6000 n/a
AAPL Jan 15 350.00 Call [01WfeA]004,9604,9600 n/a
CBOE Jul 17 70.00 Call [021T6j]2,050002,05026 7,884.62
IBM Jul 17 121.00 Put [023sHV]002,0002,0000 n/a
AAPL Jul 10 365.00 Call [022IMP]001,8511,8510 n/a
YELP Jan 15 43.00 Call [01WoCx]1,00085001,850150 1,233.33
AAPL Sep 18 310.00 Call [01lsRQ]201,7341,7369 19,288.89
AAPL Sep 18 125.00 Call [01fEjl]7081466371,49139 3,823.08
AAPL Jan 15 75.00 Call [01bqtJ]1,000001,0000 n/a
AAPL Jul 2 365.00 Call [0220Fl]001,0001,0000 n/a
YELP Jul 17 22.00 Call [021oJb]09250925306 302.29
IBM Jan 15 115.00 Put [01WjU3]00919919335 274.33
YELP Jan 15 38.00 Call [01WoCg]477402087975 1,172.00
IBM Jul 17 119.00 Call [023sHP]805008050 n/a
AAPL Jan 15 300.00 Put [01Wfee]007537530 n/a
AAPL Jul 17 367.50 Call [023qIf]6073073618 4,088.89
AAPL Jul 2 357.50 Call [0233AQ]006656652 33,250.00
FB Jul 17 235.00 Call [021XDa]42112374706 7,833.33
YELP Jan 15 35.00 Call [01WoCs]0458045875 610.67

Data for 2020-06-26 to 2020-07-02 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.