Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Oct 16 77.50 Put [027eP4]8,240,11180908,240,92033 24,972,484.85
AAPL Oct 16 153.75 Call [027emq]2,577,80765102,578,45818 14,324,766.67
DD Oct 16 35.00 Put [01vX6q]1,798,452001,798,4520 n/a
AAPL Oct 16 138.75 Call [027ejr]1,446,19362101,446,81497 1,491,560.82
EPAM Oct 16 115.00 Put [01xRPn]1,174,939001,174,9390 n/a
AAPL Oct 16 109.00 Call [0293ZE]1,124,62560001,125,22548 2,344,218.75
EPAM Oct 16 210.00 Put [01vYmV]373,99900373,9990 n/a
MSFT Jan 15 50.00 Put [01aLYw]364,56300364,56355 662,841.82
EPAM Oct 16 175.00 Put [01vYm8]346,62000346,6200 n/a
DD Oct 16 63.00 Put [0294iJ]227,48700227,4870 n/a
EPAM Oct 16 185.00 Put [01vYmA]214,89800214,8980 n/a
EPAM Oct 16 120.00 Put [01wVZY]210,39600210,3960 n/a
AAPL Oct 16 106.00 Call [0293ZA]125,730860125,81618 698,977.78
AAPL Oct 16 108.75 Call [027eab]122,4542110122,66543 285,267.44
AAPL Oct 16 133.75 Call [027eia]86,580147086,72754 160,605.56
AAPL Oct 16 150.00 Call [01vwfv]79,56502479,5894 1,989,725.00
EPAM Oct 16 195.00 Put [01vYmN]66,1570066,1570 n/a
AAPL Oct 16 110.00 Call [027eb1]54,902153155,05628 196,628.57
AAPL Oct 16 107.00 Call [0293ZC]41,4460041,4460 n/a
AAPL Oct 16 132.50 Call [027eiP]37,938210038,14822 173,400.00
AAPL Oct 16 65.00 Call [027eKM]37,623185037,808109 34,686.24
DD Oct 16 53.00 Call [0294hu]31,3710031,3710 n/a
AAPL Oct 16 113.75 Call [027ecN]21,2620021,2620 n/a
AAPL Oct 16 107.50 Call [027ea4]16,08610016,09611 146,327.27
AAPL Oct 16 108.00 Call [0293ZF]13,8150013,8150 n/a

Data for 2020-09-21 to 2020-09-25 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.