Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Dec 20 245.00 Call [01lioA]3,6452603,6711 367,100.00
AAPL Dec 20 250.00 Call [01lioD]1,4784101,51828 5,421.43
AAPL Jan 17 250.00 Call [01IGkh]1,01702741,2911,351 95.56
HRB Jan 17 33.00 Put [01hKru]810008100 n/a
AAPL Dec 20 247.50 Call [01qkQt]784007841 78,400.00
AAPL Jun 19 160.00 Put [01NiCr]750007500 n/a
AAPL Dec 20 257.50 Call [01qkQx]440102054216 3,387.50
AAPL Dec 20 262.50 Call [01qkQz]46673053916 3,368.75
FB Dec 20 197.50 Call [01qsg5]505005050 n/a
AAPL Dec 20 265.00 Call [01lio4]4052704327 6,171.43
AA Dec 6 22.00 Call [01pvGn]389003890 n/a
FXI Dec 20 20.00 Put [01hN5N]304003040 n/a
AAPL Dec 20 190.00 Put [01liop]295002950 n/a
AAPL Dec 20 252.50 Call [01qkQv]272002722 13,600.00
GOOG Jun 19 1860.00 Put [01VA5A]259002590 n/a
AAPL Dec 20 260.00 Call [01lio6]18265024733 748.48
JNJ Jan 17 125.00 Call [01G6fT]243032460 n/a
FB Dec 20 195.00 Call [01G8Nj]240002400 n/a
AAPL Dec 20 235.00 Call [01lioI]22412023613 1,815.38
AAPL Dec 20 255.00 Call [01lio5]170001702 8,500.00
FB Dec 20 202.50 Call [01qsg9]4711901668 2,075.00
GM Dec 20 26.00 Put [01hKfY]160001600 n/a
GGB Dec 20 6.00 Put [01gywq]138001380 n/a
GPS Dec 20 10.00 Call [01j5qG]121001210 n/a
AAPL Dec 20 225.00 Call [01lioH]982101196 1,983.33

Data for 2019-11-29 to 2019-12-05 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.