Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| IBM Apr 17 80.00 Call [01maBE] | 184,064 | 37 | 1,800 | 185,901 | 0 | n/a |
| IBM Apr 17 50.00 Call [01xpBP] | 53,307 | 0 | 0 | 53,307 | 0 | n/a |
| IBM Apr 17 60.00 Call [01xTp1] | 40,300 | 58 | 2,933 | 43,291 | 0 | n/a |
| BABA Mar 27 202.50 Call [01urTo] | 40,694 | 0 | 0 | 40,694 | 0 | n/a |
| AAPL Mar 27 257.50 Call [01x5T2] | 34,075 | 0 | 0 | 34,075 | 0 | n/a |
| AAPL Mar 27 255.00 Call [01v0ci] | 23,437 | 0 | 8 | 23,445 | 0 | n/a |
| BABA Mar 27 200.00 Call [01urTp] | 19,694 | 0 | 0 | 19,694 | 4 | 492,350.00 |
| AAPL Mar 27 250.00 Call [01v0cn] | 18,735 | 0 | 0 | 18,735 | 0 | n/a |
| AAPL Mar 27 240.00 Call [01v0cu] | 18,674 | 0 | 0 | 18,674 | 0 | n/a |
| AAPL Mar 27 260.00 Call [01v0dC] | 18,059 | 0 | 0 | 18,059 | 0 | n/a |
| IBM Apr 17 85.00 Call [01maBd] | 14,461 | 327 | 1,800 | 16,588 | 0 | n/a |
| AAPL Mar 27 247.50 Call [01x5T1] | 16,514 | 0 | 0 | 16,514 | 1 | 1,651,400.00 |
| BABA Mar 27 192.50 Call [01urT3] | 15,182 | 0 | 0 | 15,182 | 8 | 189,775.00 |
| BABA Mar 27 190.00 Call [01urTY] | 13,826 | 32 | 0 | 13,858 | 1 | 1,385,800.00 |
| TSLA Apr 17 130.00 Call [01tWpq] | 11,229 | 268 | 501 | 11,998 | 289 | 4,151.56 |
| TSLA Apr 17 135.00 Call [01tWph] | 10,536 | 364 | 407 | 11,307 | 256 | 4,416.80 |
| TSLA Apr 17 110.00 Call [01tWqo] | 10,119 | 359 | 326 | 10,804 | 200 | 5,402.00 |
| BABA Mar 27 205.00 Call [01urTn] | 10,545 | 12 | 0 | 10,557 | 10 | 105,570.00 |
| IBM Apr 17 65.00 Call [01xToe] | 6,678 | 86 | 3,580 | 10,344 | 134 | 7,719.40 |
| TSLA Apr 17 115.00 Call [01tWp9] | 9,358 | 283 | 500 | 10,141 | 155 | 6,542.58 |
| TSLA Apr 17 125.00 Call [01tWtx] | 9,078 | 167 | 320 | 9,565 | 186 | 5,142.47 |
| AAPL Mar 27 235.00 Call [01v0cw] | 9,005 | 0 | 0 | 9,005 | 1 | 900,500.00 |
| AAPL Mar 27 252.50 Call [01x5TQ] | 8,501 | 0 | 3 | 8,503 | 4 | 212,575.00 |
| AAPL Mar 27 245.00 Call [01v0cr] | 7,634 | 3 | 284 | 7,920 | 20 | 39,600.00 |
| AAPL Mar 27 282.50 Call [01w2dS] | 7,175 | 0 | 0 | 7,175 | 0 | 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.