Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MET Dec 6 48.00 Put [01q0Hl]277,050050277,1000 n/a
AAPL Dec 20 180.00 Call [01liom]29,966996030,9624 774,050.00
AAPL Dec 20 285.00 Call [01lio1]002,2422,2420 n/a
JNJ Dec 20 133.00 Call [01qxGG]001,4251,4250 n/a
JNJ Nov 15 131.00 Call [01pcOC]001,4081,4080 n/a
AAPL Nov 22 270.00 Call [01os5X]48507071,1913,294 36.16
AAPL Dec 20 267.50 Put [01qkR2]039203928 4,900.00
AAPL Jan 21 225.00 Put [01nr5q]368003680 n/a
AAPL Nov 22 232.50 Call [01os5S]18334722891,801 16.05
AAPL Nov 29 255.00 Call [01p6uS]2880128919 1,521.05
BAC Nov 15 32.00 Call [01fLBn]002802801,500 18.67
AAPL Dec 20 260.00 Put [01lio7]0243024329 837.93
AAPL Dec 20 270.00 Call [01lio2]122602271,485 15.29
FB Mar 20 145.00 Call [01l2Dk]200002000 n/a
FB Jan 17 45.00 Call [01Oy4l]70426517727 655.56
AAPL Jan 17 260.00 Call [01IUeI]176001761,322 13.31
AAPL Nov 22 280.00 Put [01os5U]3101451769 1,955.56
AAPL Jan 17 265.00 Put [01iAfU]170001700 n/a
JNJ Nov 15 130.00 Call [01fXIW]001681680 n/a
AAPL Dec 20 257.50 Call [01qkQx]016501651 16,500.00
SPY Dec 20 325.00 Call [019if6]160001600 n/a
AAPL Jan 17 165.00 Call [01G53Q]0152015218 844.44
AAPL Jan 17 225.00 Put [01NiDS]1500015012 1,250.00
AAPL Dec 20 267.50 Call [01qkR1]051431485 2,960.00
AAPL Dec 20 262.50 Put [01qkR0]0140014021 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.