Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Mar 15 279.00 Put [01XwCJ]54500545119 457.98
AAPL Feb 22 177.50 Put [01c7hn]238002384 5,950.00
IWM Jan 17 85.00 Put [01HVuM]200002000 n/a
IWM Jan 17 195.00 Call [01HVuX]127001270 n/a
AAPL Feb 22 175.00 Put [01c7hk]105018123190 64.74
AAPL Feb 22 167.50 Put [01c7he]52569117134 87.31
DIS Apr 18 115.00 Call [01VMac]102001020 n/a
IWM Jan 17 110.00 Put [01HVtt]8900890 n/a
AAPL Feb 22 165.00 Put [01c7hs]7300734 1,825.00
AAPL Feb 22 190.00 Put [01c7hL]240184211 381.82
AAPL Mar 15 165.00 Put [01ZAXN]300131271 11.44
TIF Aug 16 120.00 Call [01cLk7]3000300 n/a
SMH Apr 18 102.00 Call [01d55f]2700270 n/a
IWM Jan 17 147.00 Call [01HU4E]2700270 n/a
DELL / DELL1 Jul 19 110.00 Call [01c65l]2400240 n/a
SPY Mar 15 270.00 Call [019ig8]401620114 17.54
TWTR Mar 15 32.00 Call [01UUBs]2000200 n/a
SPY Mar 15 270.50 Put [01ePR0]150015118 12.71
IWM Jan 17 149.00 Put [01HU3q]1500150 n/a
SPY Mar 15 250.00 Put [019OCy]10001024 41.67
ORCL Jun 21 47.00 Put [01PNbj]1000100 n/a
RCII Mar 01 18.50 Call [01cWTK]1000100 n/a
QQQ Mar 15 172.00 Put [01OrpY]9009291 3.09
QQQ Feb 22 170.50 Call [01cOZU]9009246 3.66
IWM Mar 15 175.00 Call [01KAmf]1809218 4.13

Data for 2019-02-15 to 2019-02-22 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.