Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Mar 15 109.00 Call [01eICS]4,939177925,208157 3,317.20
SPY Mar 15 289.00 Call [01Y7Am]3,878003,8786 64,633.33
SPY Mar 15 249.00 Put [01aFLo]3,714003,71418 20,633.33
SPY Mar 15 270.00 Put [019ig7]2,750002,750219 1,255.71
SPY Mar 15 288.00 Call [01Y79C]2,592002,59234 7,623.53
AAPL Mar 15 170.00 Call [01ZAXM]2,085211432,249191 1,177.49
SPY Mar 15 267.00 Put [01XwCg]2,153002,153193 1,115.54
SPY Mar 15 254.00 Put [01YDAv]2,123002,12343 4,937.21
SPY Mar 15 245.00 Put [019igC]2,053002,0530 n/a
SPY Mar 15 287.00 Call [01Y7Bq]1,958001,95846 4,256.52
SPY Mar 15 278.00 Put [01XwCE]1,775001,775266 667.29
SPY Mar 15 263.50 Put [01ePQe]1,746001,746128 1,364.06
SPY Mar 15 272.00 Put [01XwBm]1,619001,619247 655.47
SPY Mar 15 269.50 Put [01ePQW]1,35625701,613187 862.57
SPY Mar 15 247.00 Put [01aFM0]1,495001,49526 5,750.00
SPY Mar 15 257.00 Put [01YDAs]1,482001,48219 7,800.00
SPY Mar 15 275.00 Put [019ig5]1,408001,408320 440.00
SPY Mar 15 263.00 Put [01XwCX]1,346001,346167 805.99
INTC Mar 08 42.00 Call [01dIht]1,320001,3200 n/a
SPY Mar 15 250.00 Call [019OCx]1,252001,252202 619.80
SPY Mar 15 281.00 Put [01Y7DO]1,162001,162165 704.24
IWM Jan 17 80.00 Put [01HVuA]61511307281 72,800.00
IWM Mar 15 115.00 Put [01KAmF]684006840 n/a
AAPL Feb 22 177.50 Put [01c7hn]930576669101 662.38
SPY Mar 15 250.00 Put [019OCy]6230062330 2,076.67

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.