Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
IWM Jun 26 129.50 Put [021CTy]4,855004,8550 n/a
SPY Sep 18 90.00 Put [01Ypbc]3,28931473,36822 15,309.09
IWM Jun 26 127.00 Put [021CTu]3,000003,0000 n/a
IWM Jun 26 133.50 Put [021CUF]3,000003,0000 n/a
IWM Jul 17 146.00 Call [01uSXY]2,976002,9761 297,600.00
IWM Jul 17 145.00 Call [01uSXU]2,966002,9661 296,600.00
IWM Jul 17 148.00 Call [01uSXJ]2,946002,9468 36,825.00
IWM Jun 26 128.50 Put [021CTq]2,943002,9430 n/a
IWM Jun 26 131.00 Put [021CU4]2,943002,9430 n/a
IWM Jun 26 130.50 Put [021CU2]2,943002,9430 n/a
IWM Jun 26 130.00 Put [021CU0]2,800002,8000 n/a
IWM Jun 26 129.00 Put [021CTs]2,746002,74635 7,845.71
IWM Oct 16 169.00 Call [01uUDR]2,744002,7440 n/a
IWM Jul 17 150.00 Call [01uSXH]2,737002,7373 91,233.33
IWM Jun 26 126.50 Put [021CTm]2,735002,7350 n/a
IWM Oct 16 173.00 Call [01uUCo]2,698002,6980 n/a
IWM Jun 26 138.00 Call [021JXl]2,683002,68318 14,905.56
IWM Oct 16 170.00 Call [01uUDS]2,645002,6450 n/a
IWM Oct 16 171.00 Call [01uUCp]2,623002,6230 n/a
IWM Jun 26 127.50 Put [021CTw]2,594002,5940 n/a
IWM Jun 26 128.00 Put [021CTo]2,594002,5940 n/a
IWM Jun 26 132.00 Put [021CU8]2,565002,5650 n/a
IWM Jun 26 133.00 Put [021CUC]2,565002,5650 n/a
IWM Oct 16 166.00 Call [01uUCc]2,330002,3306 38,833.33
IBM Jul 17 118.00 Call [023sHL]2,231002,2310 n/a

Data for 2020-06-25 to 2020-07-01 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.