Cboe Options Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL Jan 15 205.00 Call [01Wfev] | 72,600 | 0 | 0 | 72,600 | 0 | n/a |
| IBM Jul 17 121.00 Call [023sHT] | 9,249 | 0 | 0 | 9,249 | 0 | n/a |
| AAPL Sep 17 115.00 Put [01naNz] | 8,184 | 0 | 0 | 8,184 | 0 | n/a |
| IBM Jul 17 118.00 Call [023sHL] | 7,764 | 0 | 0 | 7,764 | 0 | n/a |
| DD Jul 17 63.00 Put [023rOw] | 7,761 | 0 | 0 | 7,761 | 0 | n/a |
| YELP Jul 17 20.00 Call [021oJk] | 4,150 | 1,836 | 0 | 5,986 | 1,142 | 524.17 |
| AAPL Dec 18 330.00 Put [01ujS4] | 5,600 | 0 | 0 | 5,600 | 0 | n/a |
| AAPL Jan 15 350.00 Call [01WfeA] | 0 | 0 | 4,960 | 4,960 | 0 | n/a |
| CBOE Jul 17 70.00 Call [021T6j] | 2,050 | 0 | 0 | 2,050 | 26 | 7,884.62 |
| IBM Jul 17 121.00 Put [023sHV] | 0 | 0 | 2,000 | 2,000 | 0 | n/a |
| AAPL Jul 10 365.00 Call [022IMP] | 0 | 0 | 1,851 | 1,851 | 0 | n/a |
| YELP Jan 15 43.00 Call [01WoCx] | 1,000 | 850 | 0 | 1,850 | 150 | 1,233.33 |
| AAPL Sep 18 310.00 Call [01lsRQ] | 2 | 0 | 1,734 | 1,736 | 9 | 19,288.89 |
| AAPL Sep 18 125.00 Call [01fEjl] | 708 | 146 | 637 | 1,491 | 39 | 3,823.08 |
| AAPL Jan 15 75.00 Call [01bqtJ] | 1,000 | 0 | 0 | 1,000 | 0 | n/a |
| AAPL Jul 2 365.00 Call [0220Fl] | 0 | 0 | 1,000 | 1,000 | 0 | n/a |
| YELP Jul 17 22.00 Call [021oJb] | 0 | 925 | 0 | 925 | 306 | 302.29 |
| IBM Jan 15 115.00 Put [01WjU3] | 0 | 0 | 919 | 919 | 335 | 274.33 |
| YELP Jan 15 38.00 Call [01WoCg] | 477 | 402 | 0 | 879 | 75 | 1,172.00 |
| IBM Jul 17 119.00 Call [023sHP] | 805 | 0 | 0 | 805 | 0 | n/a |
| AAPL Jan 15 300.00 Put [01Wfee] | 0 | 0 | 753 | 753 | 0 | n/a |
| AAPL Jul 17 367.50 Call [023qIf] | 6 | 0 | 730 | 736 | 18 | 4,088.89 |
| AAPL Jul 2 357.50 Call [0233AQ] | 0 | 0 | 665 | 665 | 2 | 33,250.00 |
| FB Jul 17 235.00 Call [021XDa] | 421 | 12 | 37 | 470 | 6 | 7,833.33 |
| YELP Jan 15 35.00 Call [01WoCs] | 0 | 458 | 0 | 458 | 75 | 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.