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Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Feb 19 130.00 Call [02B17E]0018,37818,378433 4,244.34
MSFT Jan 15 215.00 Put [026ELv]4,461004,4610 n/a
SPY Jan 21 520.00 Put [027dPA]2,429002,42910,675 22.75
MSFT Jan 15 217.50 Put [02ETzq]1,301501,3064 32,650.00
JPM Mar 19 195.00 Put [01rLSp]1,248011,24930 4,163.33
AAXN Jan 15 120.00 Put [01v3RU]7601,1171,1930 n/a
AAPL Jan 15 100.00 Call [01Zcxc]1,164001,1640 n/a
AAPL Jan 15 115.00 Call [01WqsM]1,126001,1260 n/a
AAPL Jan 15 105.00 Call [01Zcxh]1,079001,0790 n/a
AAPL Jan 15 85.00 Call [01bD86]1,038001,03817 6,105.88
AAPL Jan 15 110.00 Call [01YAMG]1,019001,01921 4,852.38
JNJ Jan 15 157.50 Call [02ET8x]001,0001,0000 n/a
AAPL Jan 15 120.00 Call [01WqsU]81665088116 5,506.25
AAPL Jan 15 185.00 Put [01Wff5]738630801251 319.12
JPM Mar 19 95.00 Call [01p3LD]777017786 12,966.67
AAPL Jan 15 80.00 Call [01bqtH]63773071012 5,916.67
AAPL Jan 15 165.00 Put [01WfeZ]6730067318 3,738.89
AAPL Mar 19 195.00 Call [025m2q]664006640 n/a
AAPL Jan 15 155.00 Put [01WfeV]6000060011 5,454.55
AAPL Jan 15 180.00 Put [01Wfep]600006009 6,666.67
AAPL Jan 15 150.00 Put [01WfeL]600006008 7,500.00
AAPL Jan 15 140.00 Call [01WfeU]600006000 n/a
AAPL Jan 15 170.00 Put [01WfeR]5970059718 3,316.67
AAPL Jan 15 250.00 Put [01WffM]5650056541 1,378.05
AAPL Jan 15 140.00 Put [01Wfel]564005640 n/a

Data for 2021-01-08 to 2021-01-14 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.