Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
TGT Apr 18 81.50 Call [01fi9m]4,17627,94510,97243,0935,237 822.86
AMD Apr 26 30.50 Call [01fEut]1,182001,1820 n/a
AMD Apr 26 30.00 Call [01fHSs]1,119001,1190 n/a
MSFT Apr 18 121.00 Call [01fa9q]76200762131 581.68
AMD Apr 26 31.00 Call [01fEur]703007030 n/a
AAPL Jun 21 170.00 Put [01NaIj]73058065337 1,764.86
SPY Apr 29 290.00 Call [01fzKX]4291230552264 209.09
RUT / RUTW Jun 28 1500.00 Put [01SkSi]50000500272 183.82
AAPL Jan 17 50.00 Call [01JOrW]443004430 n/a
ANF Apr 26 30.00 Call [01f2nN]283002830 n/a
EA May 03 107.00 Call [01fqnq]275002750 n/a
ANF Apr 26 29.50 Call [01gjJv]257002570 n/a
ANF May 03 29.00 Call [01fpCq]192001920 n/a
ANF May 03 30.00 Call [01fpCu]158001580 n/a
EA May 03 105.00 Call [01fqnm]157001570 n/a
EA May 03 104.00 Call [01fqnk]142001420 n/a
EA May 03 97.00 Call [01fqnE]123001230 n/a
EA May 03 103.00 Call [01fqni]122001220 n/a
F Jan 17 4.87 Call [01M86E]110001100 n/a
RUT Jun 21 1575.00 Put [01fBo2]3536071162 43.83
MSFT Apr 18 121.00 Put [01fa9m]590059215 27.44
SPY Apr 18 290.00 Put [01cLhm]460046437 10.53
AMZN Apr 18 1867.50 Call [01gIJR]004343320 13.44
F Jan 15 12.00 Call [01WiWc]2900290 n/a
F Jan 15 3.00 Call [01WiWT]2600260 n/a

Data for 2019-04-12 to 2019-04-18 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.