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Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Feb 19 301.00 Call [0297hT]42,4783,519045,997230 19,998.70
SPY Jan 29 366.00 Call [02DjAp]20,03824020,06265 30,864.62
MSFT Jan 15 215.00 Put [026ELv]5,681405,68543 13,220.93
GDX Jan 15 37.50 Call [02ESFa]4,549004,5490 n/a
X Apr 16 16.00 Put [027Ch4]4,286004,2860 n/a
TLRY Jan 15 7.50 Call [01riZR]3,683003,6830 n/a
GE Mar 19 12.00 Call [0252E1]3,391003,3910 n/a
GE Jan 15 10.00 Call [01Wiug]3,335003,3350 n/a
NUGT Feb 19 65.00 Call [02EAaw]3,249003,2490 n/a
GE Jan 15 6.00 Call [01zrLi]3,188003,1880 n/a
WFC Mar 19 30.00 Call [02ELqj]3,052003,0520 n/a
SPY Jan 15 315.00 Put [01XLGe]2,660002,66025 10,640.00
WFC Feb 19 30.00 Call [02CZIt]2,591002,5910 n/a
SPY Jan 15 220.00 Call [01XLHQ]2,00854502,55320 12,765.00
WFC Feb 19 25.00 Call [02CZIs]2,445002,4450 n/a
SQQQ Jan 15 14.50 Put [02EWAJ]2,352002,3520 n/a
AAPL Jan 15 117.50 Put [027edp]2,272002,27250 4,544.00
AAPL Jan 15 133.00 Put [02EPfE]2,180002,18018 12,111.11
TWTR Jul 16 70.00 Call [02A9UQ]2,161002,1610 n/a
WBA Jul 16 60.00 Call [02DN2u]2,051002,0510 n/a
SPY Jan 15 360.00 Put [01XLKM]2,046302,04935 5,854.29
GE Jan 15 11.50 Call [02ESGp]2,013002,0130 n/a
FEYE Jan 15 18.00 Call [01zrGR]1,986001,9860 n/a
ET Jan 15 6.50 Call [02ERl3]1,961001,9610 n/a
SNAP Feb 19 60.00 Put [02EGWV]1,929001,9290 n/a

Data for 2021-01-11 to 2021-01-15 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.