Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
IBM Apr 17 80.00 Call [01maBE]184,064371,800185,9010 n/a
IBM Apr 17 50.00 Call [01xpBP]53,3070053,3070 n/a
IBM Apr 17 60.00 Call [01xTp1]40,300582,93343,2910 n/a
BABA Mar 27 202.50 Call [01urTo]40,6940040,6940 n/a
AAPL Mar 27 257.50 Call [01x5T2]34,0750034,0750 n/a
AAPL Mar 27 255.00 Call [01v0ci]23,4370823,4450 n/a
BABA Mar 27 200.00 Call [01urTp]19,6940019,6944 492,350.00
AAPL Mar 27 250.00 Call [01v0cn]18,7350018,7350 n/a
AAPL Mar 27 240.00 Call [01v0cu]18,6740018,6740 n/a
AAPL Mar 27 260.00 Call [01v0dC]18,0590018,0590 n/a
IBM Apr 17 85.00 Call [01maBd]14,4613271,80016,5880 n/a
AAPL Mar 27 247.50 Call [01x5T1]16,5140016,5141 1,651,400.00
BABA Mar 27 192.50 Call [01urT3]15,1820015,1828 189,775.00
BABA Mar 27 190.00 Call [01urTY]13,82632013,8581 1,385,800.00
TSLA Apr 17 130.00 Call [01tWpq]11,22926850111,998289 4,151.56
TSLA Apr 17 135.00 Call [01tWph]10,53636440711,307256 4,416.80
TSLA Apr 17 110.00 Call [01tWqo]10,11935932610,804200 5,402.00
BABA Mar 27 205.00 Call [01urTn]10,54512010,55710 105,570.00
IBM Apr 17 65.00 Call [01xToe]6,678863,58010,344134 7,719.40
TSLA Apr 17 115.00 Call [01tWp9]9,35828350010,141155 6,542.58
TSLA Apr 17 125.00 Call [01tWtx]9,0781673209,565186 5,142.47
AAPL Mar 27 235.00 Call [01v0cw]9,005009,0051 900,500.00
AAPL Mar 27 252.50 Call [01x5TQ]8,501038,5034 212,575.00
AAPL Mar 27 245.00 Call [01v0cr]7,63432847,92020 39,600.00
AAPL Mar 27 282.50 Call [01w2dS]7,175007,1750 n/a

Data for 2020-03-25 to 2020-03-31 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.