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Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Jan 15 215.00 Call [026ELu]847,00200847,00210 8,470,020.00
SPY Feb 19 301.00 Call [0297hT]525,6331,8910527,523122 432,395.90
QS Jan 15 35.00 Put [02Cy13]442,22100442,2210 n/a
AAPL Jan 15 127.00 Call [02EPfA]38,2000038,20015 254,666.67
AAPL Feb 19 25.00 Call [02Dqix]19,9680019,9680 n/a
MSFT Jan 15 215.00 Put [026ELv]16,47325016,49822 74,990.91
XL Jan 15 17.50 Put [02EY2f]9,084009,0840 n/a
AAPL Jan 15 124.00 Call [02EPfZ]5,215106325,353149 3,592.62
AAPL Jan 15 140.00 Call [01WfeU]4,308004,3080 n/a
AAPL Jan 15 250.00 Put [01WffM]003,9043,904700 557.71
AAPL Jan 15 135.00 Call [01WqsO]3,222003,222160 2,013.75
AAPL Jan 15 133.00 Put [02EPfE]1,64509482,59349 5,291.84
AAPL Jan 15 130.00 Put [01WqsP]2,02712352,263114 1,985.09
PTE Jan 15 2.50 Call [01cg6I]1,995001,9950 n/a
AAPL Jan 15 128.00 Call [02EPfO]1,925031,927209 922.01
AAPL Jan 15 117.50 Put [027edp]1,618001,6180 n/a
IBM Jan 15 200.00 Put [01WpaM]57101,0001,5710 n/a
MSFT Jan 15 212.50 Call [02ETzf]1,547201,54938 4,076.32
AAPL Jan 15 125.00 Put [01WqsR]1,428001,428162 881.48
MSFT Jan 15 225.00 Call [026EM1]1,427001,42719 7,510.53
SPY Jan 21 510.00 Put [027O2e]1,305001,3050 n/a
SPY Mar 19 350.00 Put [01ejxr]1,2054301,24884 1,485.71
MSFT Jan 15 200.00 Call [01jNTJ]001,1221,12229 3,868.97
JNJ Jan 15 157.50 Call [02ET8x]1,0730481,1210 n/a
FXA Jun 18 73.00 Put [02AJSz]37907211,1000 n/a

Data for 2021-01-11 to 2021-01-15 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.