Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
CSCO Jul 2 48.00 Call [0222PD]6,105006,1050 n/a
AAPL Dec 18 330.00 Put [01ujS4]4,396004,3960 n/a
IBM Jul 17 121.00 Call [023sHT]4,303004,3030 n/a
IBM Jul 17 118.00 Call [023sHL]4,175004,1750 n/a
YELP Jul 17 20.00 Call [021oJk]2,8501,01403,8641,059 364.87
AAPL Jan 15 350.00 Call [01WfeA]3,336003,3360 n/a
MSFT Jul 17 160.00 Call [01qzuP]1,0302401,05475 1,405.33
AAPL Jul 10 360.00 Call [022IMN]001,0331,03329 3,562.07
YELP Jul 2 20.00 Call [022BjS]60043001,03010,840 9.50
AAPL Sep 17 115.00 Put [01naNz]951009510 n/a
YELP Jul 17 23.50 Call [023v7d]08500850150 566.67
SPY Sep 18 90.00 Put [01Ypbc]664394875028 2,678.57
AMZN Jan 15 2605.00 Call [022Iul]601006010 n/a
IBM Jul 17 119.00 Call [023sHP]464004640 n/a
DDD Jul 17 10.00 Put [021V3g]450004500 n/a
AAPL Sep 18 310.00 Call [01lsRQ]348023500 n/a
IBM Jul 17 116.00 Call [023sHF]341003410 n/a
AAPL Jul 17 225.00 Put [01qkQh]0028928912 2,408.33
FB Jul 17 170.00 Put [021XE9]274002740 n/a
YELP Nov 20 23.00 Call [01yugj]02320232150 154.67
AAPL Jul 2 365.00 Call [0220Fl]231002310 n/a
AAPL Jul 17 372.50 Call [023qIh]1378202199 2,433.33
IBM Jul 17 116.00 Put [023sHG]212002120 n/a
SPY Jan 15 275.00 Call [01XLJe]203002030 n/a
SNAP Jan 15 18.00 Put [01zsdN]4301501930 n/a

Data for 2020-06-26 to 2020-07-02 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.