Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 24 282.50 Put [01rksp]66,0450066,04532 206,390.63
SPY Jan 17 331.00 Put [01r6NO]4,77901,2276,0060 n/a
AAPL Feb 28 320.00 Put [01tOTC]1,7392501,76435 5,040.00
IWM Mar 31 160.00 Put [01gDVF]1,379001,379120 1,149.17
IWM Mar 31 159.00 Put [01gDVD]55460101,15532 3,609.38
IWM Mar 31 162.00 Put [01gDVJ]9260092633 2,806.06
IWM Mar 31 161.00 Put [01gDVH]8360083635 2,388.57
IWM Mar 31 155.00 Put [01gDV5]074307432 37,150.00
IWM Mar 31 170.00 Put [01gDVZ]497237073486 853.49
FB Feb 21 197.50 Call [01trEY]6770067725 2,708.00
IWM Mar 31 165.00 Put [01gDVP]6700067043 1,558.14
IWM Mar 31 157.00 Put [01gDV9]6600066023 2,869.57
MSFT Feb 21 167.50 Put [01tzy0]651006512 32,550.00
IWM Mar 31 164.00 Put [01gDVN]5870058729 2,024.14
IWM Mar 31 158.00 Put [01gDVB]128413054143 1,258.14
IWM Mar 31 156.00 Put [01gDV7]0519051919 2,731.58
MSFT Jan 17 72.50 Call [01G70O]43955049411 4,490.91
IWM Mar 31 149.00 Put [01gDUt]0450045012 3,750.00
EEM Jan 17 46.00 Call [01IflH]423004230 n/a
AAPL Jan 17 325.00 Call [01t3Ny]411304142 20,700.00
IWM Mar 31 154.00 Put [01gDV3]0369036919 1,942.11
IWM Mar 31 167.00 Put [01gDVT]3380033843 786.05
IWM Mar 31 163.00 Put [01gDVL]3010030162 485.48
IBM Jan 24 125.00 Call [01rpgC]250002500 n/a
AAPL Jan 17 322.50 Call [01tKOl]246002460 n/a

Data for 2020-01-15 to 2020-01-22 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.