Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Mar 15 170.00 Put [01ZAXL]4,262004,2624 106,550.00
MSFT Jan 17 110.00 Put [01G9Ip]1,678001,6780 n/a
AAPL Jun 21 230.00 Put [01NaJ1]44436047987 550.57
SPY Feb 22 279.50 Call [01dvwq]12811022260256 101.56
AAPL Feb 22 165.00 Put [01c7hs]37103211613 5,366.67
AAPL Feb 22 177.50 Put [01c7hn]1560015633 472.73
IWM Mar 15 110.00 Put [01KAkl]001511510 n/a
IWM Mar 15 175.00 Call [01KAmf]0011611616 725.00
WMT Mar 15 115.00 Call [01UQG4]103001030 n/a
SPY Mar 15 278.50 Put [01ePQp]680068272 25.00
AAPL Feb 22 167.50 Put [01c7he]61006138 160.53
SPY Mar 15 275.00 Call [019ig6]4513058288 20.14
AAPL Feb 22 175.00 Put [01c7hk]510051242 21.07
SPY Mar 15 250.00 Call [019OCx]500050196 25.51
SPY Feb 25 280.00 Call [01cgCa]44004449 89.80
UAA Feb 22 21.50 Call [01cGOa]4200420 n/a
AMZN Jan 17 1680.00 Call [01IFyx]4035390 n/a
SPY May 17 288.00 Call [01de6w]03703769 53.62
AA Feb 22 22.00 Call [01c7cv]035035201 17.41
AAPL Mar 01 157.50 Call [01cPGL]002727473 5.71
DIS Apr 18 115.00 Call [01VMac]2600260 n/a
ORCL Jun 21 47.00 Put [01PNbj]2300230 n/a
SPY Mar 15 278.00 Put [01XwCE]200020179 11.17
SPXS Mar 15 21.00 Put [01d5gZ]1700170 n/a
SPY Mar 15 270.50 Put [01ePR0]15001593 16.13

Data for 2019-02-15 to 2019-02-22 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.