Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Apr 17 157.50 Call [01yWeq]81,4450081,44512 678,708.33
SPY May 15 159.00 Put [01wrd0]18,16249018,21120 91,055.00
SPY Apr 17 300.00 Call [01r6Lp]8,3433,954012,29715 81,980.00
SPY Mar 31 253.00 Put [01uXZF]9,09281609,907109 9,088.99
AAPL Apr 3 125.00 Call [01xz68]5,69810605,804143 4,058.74
AAPL Apr 3 130.00 Call [01xmOu]5,25111105,362154 3,481.82
AAPL Apr 3 115.00 Call [01yjQn]4,9308805,018185 2,712.43
MSFT Apr 17 150.00 Call [01mexZ]4,473004,4732 223,650.00
AAPL Apr 3 120.00 Call [01yjR5]4,2515704,308137 3,144.53
SPY Jan 15 140.00 Put [01XLIi]2,967002,9670 n/a
SPY Jun 30 255.00 Call [01kTNu]1,68842202,11020 10,550.00
AAPL Apr 3 155.00 Call [01wNKt]2,0332702,06030 6,866.67
AAPL Jan 15 150.00 Call [01WfeX]1,801001,80119 9,478.95
EPAM Apr 17 185.00 Call [01mVRX]1,430001,4300 n/a
AAPL Apr 3 150.00 Call [01wNKr]1,2386901,30757 2,292.98
SPY Apr 20 300.00 Call [01xkK4]1,249001,2490 n/a
AAPL Apr 3 160.00 Call [01wNIr]1,0285501,08327 4,011.11
AAPL Apr 17 255.00 Call [01mMvy]9500095012 7,916.67
AMZN Apr 17 1960.00 Call [01msXW]7572075951 1,488.24
MSFT Apr 17 155.00 Call [01mexW]71919073811 6,709.09
EPAM Apr 17 165.00 Call [01mVRt]640006400 n/a
MSFT Jan 15 50.00 Put [01aLYw]596005960 n/a
IWM Apr 3 60.00 Call [01xi8Y]5260052629 1,813.79
AMZN Apr 17 1980.00 Call [01msY9]4930049331 1,590.32
MSFT Apr 17 149.00 Call [01yWel]401004010 n/a

Data for 2020-03-30 to 2020-04-03 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.