Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Jun 21 132.00 Call [01iQdo]5,827005,8270 n/a
AAPL Jun 19 270.00 Call [01NiCf]2,066002,0660 n/a
MSFT Jun 28 131.00 Call [01hyCr]1,9844202,0264 50,650.00
MSFT Jun 21 125.00 Put [01Ne0Y]478004780 n/a
SPY Jun 28 289.00 Put [01TPRo]3180031838 836.84
MSFT Jan 15 50.00 Put [01aLYw]290002900 n/a
SPY Jul 5 290.00 Call [01imrC]287002870 n/a
AAPL Jun 21 200.00 Call [01NaIH]22826025424 1,058.33
ZNGA Jun 28 6.50 Put [01i2SS]238002380 n/a
AAPL Jun 21 152.50 Put [01ieQk]170001700 n/a
IBM Jun 14 135.00 Put [01hhJ8]157001570 n/a
AAPL Jun 21 190.00 Call [01NaIP]6964013316 831.25
IBM Jun 14 131.00 Put [01hhJG]133001330 n/a
IBM Jun 14 129.00 Put [01hwmU]105001050 n/a
AMZN Jun 21 1020.00 Call [01D5rY]92901019 1,122.22
AAPL Jun 21 212.50 Call [01iAgD]9500953 3,166.67
SPY Jun 21 130.00 Put [01D78r]80008032 250.00
IBM Oct 18 150.00 Put [01eDKs]6000600 n/a
MSFT Jun 21 133.00 Call [01iQdO]3600360 n/a
AAPL Jul 12 170.00 Put [01iuDw]3200329 355.56
EA Jul 19 100.00 Call [01hv9S]3100310 n/a
AAPL Aug 16 205.00 Call [01fEEb]2200226 366.67
MSFT Jan 17 70.00 Put [01G70u]2200220 n/a
AAPL Jun 21 185.00 Call [01NaIB]2200220 n/a
AAPL Sep 20 170.00 Call [01fEkg]20002013 153.85

Data for 2019-06-11 to 2019-06-17 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.