Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
DJX Dec 20 320.00 Call [01KRRr]202,89000202,8900 n/a
UBER Jan 17 48.00 Call [01i94q]38,9010038,9010 n/a
UBER Jan 17 44.00 Call [01i8vk]25,7900025,7900 n/a
UBER Jan 17 43.00 Call [01i8vi]23,0540023,0540 n/a
UBER Jan 17 50.00 Call [01i94u]21,9580021,9580 n/a
AAPL Dec 20 230.00 Call [01lioF]2,5971102,6097 37,271.43
AAPL Dec 20 250.00 Call [01lioD]2,435002,4352 121,750.00
GLD Dec 20 85.00 Put [01hN6S]2,248002,2481 224,800.00
GLD Dec 20 87.00 Put [01hN6W]2,232002,2320 n/a
AAPL Jan 17 250.00 Call [01IGkh]1,5446501,6097 22,985.71
AAPL Dec 20 262.50 Call [01qkQz]1,3877701,46420 7,320.00
AAPL Dec 20 270.00 Put [01linw]1,289001,2893 42,966.67
UBER Jan 17 42.00 Call [01i8vg]1,202001,2020 n/a
AAPL Dec 20 235.00 Call [01lioI]1,151301,1556 19,250.00
AAPL Dec 20 245.00 Call [01lioA]1,155001,1551 115,500.00
AAPL Dec 20 272.50 Call [01qkR3]1,115001,1150 n/a
UBER Jan 17 41.00 Call [01i8ve]1,093001,0930 n/a
FB Dec 20 197.50 Call [01qsg5]9852901,01413 7,800.00
FXI Dec 20 20.00 Put [01hN5N]856008560 n/a
AAPL Dec 20 190.00 Put [01liop]826008260 n/a
AAPL Dec 20 247.50 Call [01qkQt]75925078412 6,533.33
AAPL Dec 20 170.00 Put [01liob]758007580 n/a
F Dec 20 9.00 Call [01gxMp]746007460 n/a
AAPL Dec 20 260.00 Call [01lio6]532005322 26,600.00
AAPL Dec 20 257.50 Call [01qkQx]42978050722 2,304.55

Data for 2019-12-02 to 2019-12-06 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.