Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| MET Dec 6 48.00 Put [01q0Hl] | 277,050 | 0 | 50 | 277,100 | 0 | n/a |
| AAPL Dec 20 180.00 Call [01liom] | 29,966 | 996 | 0 | 30,962 | 4 | 774,050.00 |
| AAPL Dec 20 285.00 Call [01lio1] | 0 | 0 | 2,242 | 2,242 | 0 | n/a |
| JNJ Dec 20 133.00 Call [01qxGG] | 0 | 0 | 1,425 | 1,425 | 0 | n/a |
| JNJ Nov 15 131.00 Call [01pcOC] | 0 | 0 | 1,408 | 1,408 | 0 | n/a |
| AAPL Nov 22 270.00 Call [01os5X] | 485 | 0 | 707 | 1,191 | 3,294 | 36.16 |
| AAPL Dec 20 267.50 Put [01qkR2] | 0 | 392 | 0 | 392 | 8 | 4,900.00 |
| AAPL Jan 21 225.00 Put [01nr5q] | 368 | 0 | 0 | 368 | 0 | n/a |
| AAPL Nov 22 232.50 Call [01os5S] | 183 | 34 | 72 | 289 | 1,801 | 16.05 |
| AAPL Nov 29 255.00 Call [01p6uS] | 288 | 0 | 1 | 289 | 19 | 1,521.05 |
| BAC Nov 15 32.00 Call [01fLBn] | 0 | 0 | 280 | 280 | 1,500 | 18.67 |
| AAPL Dec 20 260.00 Put [01lio7] | 0 | 243 | 0 | 243 | 29 | 837.93 |
| AAPL Dec 20 270.00 Call [01lio2] | 1 | 226 | 0 | 227 | 1,485 | 15.29 |
| FB Mar 20 145.00 Call [01l2Dk] | 200 | 0 | 0 | 200 | 0 | n/a |
| FB Jan 17 45.00 Call [01Oy4l] | 70 | 42 | 65 | 177 | 27 | 655.56 |
| AAPL Jan 17 260.00 Call [01IUeI] | 176 | 0 | 0 | 176 | 1,322 | 13.31 |
| AAPL Nov 22 280.00 Put [01os5U] | 31 | 0 | 145 | 176 | 9 | 1,955.56 |
| AAPL Jan 17 265.00 Put [01iAfU] | 170 | 0 | 0 | 170 | 0 | n/a |
| JNJ Nov 15 130.00 Call [01fXIW] | 0 | 0 | 168 | 168 | 0 | n/a |
| AAPL Dec 20 257.50 Call [01qkQx] | 0 | 165 | 0 | 165 | 1 | 16,500.00 |
| SPY Dec 20 325.00 Call [019if6] | 160 | 0 | 0 | 160 | 0 | n/a |
| AAPL Jan 17 165.00 Call [01G53Q] | 0 | 152 | 0 | 152 | 18 | 844.44 |
| AAPL Jan 17 225.00 Put [01NiDS] | 150 | 0 | 0 | 150 | 12 | 1,250.00 |
| AAPL Dec 20 267.50 Call [01qkR1] | 0 | 5 | 143 | 148 | 5 | 2,960.00 |
| AAPL Dec 20 262.50 Put [01qkR0] | 0 | 140 | 0 | 140 | 21 | 666.67 |
Data for 2019-11-14 to 2019-11-20 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.