Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AVYA Feb 21 15.00 Call [01pKDK]43501,6002,0340 n/a
SPY Jan 22 330.00 Call [01sHF0]1,4426201,50434 4,423.53
AAPL Mar 6 302.50 Call [01uGR6]700164086436 2,400.00
FB Sep 18 190.00 Put [01pJJN]582005820 n/a
DIS Mar 20 135.00 Call [01ll1e]13048249529 1,706.90
XSP Feb 14 330.00 Call [01sDCD]4940049429 1,703.45
EGHT Feb 21 30.00 Call [01joz6]361003610 n/a
JNJ Feb 21 148.00 Call [01two9]342003420 n/a
IBM Jan 15 60.00 Put [01ZBBI]291002910 n/a
DIS Feb 21 135.00 Call [01qqZy]3402412750 n/a
AAPL Feb 21 325.00 Put [01qeJI]261002610 n/a
SPY Feb 21 350.00 Call [01o5TR]220002200 n/a
ATVI Jun 19 70.00 Call [01hn9J]219002190 n/a
SPY Jan 24 336.50 Put [01tbSF]2010020123 873.91
INDA Feb 21 37.00 Call [01sZh0]200002000 n/a
ATVI Jun 19 57.50 Put [01hn9E]170001700 n/a
AAPL Jan 15 225.00 Call [01Wff9]161001610 n/a
AAPL Feb 21 335.00 Put [01qeJ4]149001491 14,900.00
AAPL Feb 21 317.50 Put [01thZE]149001490 n/a
AAPL Feb 28 320.00 Put [01tOTC]1308013824 575.00
AAPL Feb 21 320.00 Put [01qeJP]1161011710 1,170.00
MSFT Feb 21 167.50 Put [01tzy0]10511011616 725.00
AAPL Sep 18 185.00 Call [01fEEA]116001160 n/a
AAPL Apr 17 250.00 Call [01mMwK]112001122 5,600.00
A Feb 21 37.50 Call [01lSf0]9410953 3,166.67

Data for 2020-01-21 to 2020-01-27 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.