Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Oct 18 235.00 Put [01e04a]23,620988024,608186 13,230.11
MSFT Oct 18 139.00 Put [01oNPM]5,3006905,36987 6,171.26
MSFT Oct 18 141.00 Put [01oNPI]1,72020601,92664 3,009.38
AAPL Nov 15 110.00 Put [01n6fE]1,7819401,87558 3,232.76
AAPL Oct 18 90.00 Put [01e05l]1,735001,7350 n/a
MSFT Oct 18 139.00 Call [01oNPZ]1,6542801,6817 24,014.29
DJX Dec 20 70.00 Call [01eWci]1,500001,5000 n/a
AAPL Mar 20 290.00 Call [01liqI]950009500 n/a
DPZ Dec 20 270.00 Call [01gvQ5]898008980 n/a
AAPL Oct 11 160.00 Put [01n9qo]803008038 10,037.50
AAPL Jan 17 80.00 Call [01GBgx]783007839 8,700.00
AAPL Oct 11 150.00 Put [01n9qm]741007410 n/a
MSFT Oct 18 140.00 Put [01eIF2]6351063610 6,360.00
AAPL Sep 18 210.00 Call [01fEDj]605006050 n/a
AAPL Oct 18 115.00 Put [01e05A]02960296100 296.00
AAPL Oct 25 227.50 Put [01nOAr]2517025814 1,842.86
SPY Oct 21 298.00 Call [01nyk4]22829025725 1,028.00
JNJ Oct 18 136.00 Call [01oKUr]198001980 n/a
AAPL Nov 15 185.00 Call [01linK]130001300 n/a
MSFT Oct 18 138.00 Call [01oNPL]9024011421 542.86
AAPL Jan 17 235.00 Put [01NiDQ]100001000 n/a
MSFT Oct 18 140.00 Call [01eIEv]9801993 3,300.00
BYND Oct 18 135.00 Put [01mQo5]9800980 n/a
ADSK Oct 11 105.00 Put [01nJWO]9300930 n/a
JNJ Oct 18 135.00 Call [01eF8D]8800880 n/a

Data for 2019-10-10 to 2019-10-16 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.