Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Jun 21 133.00 Put [01iQdY]1,237,71011,05001,248,760230 542,939.13
JNJ Jun 14 141.00 Call [01hhi2]105,91000105,9100 n/a
JNJ Jun 21 140.00 Call [01LA4o]92,42507592,5000 n/a
MSFT Jun 21 133.00 Call [01iQdO]75,003010275,1056 1,251,750.00
MSFT Jun 28 131.00 Call [01hyCr]53,958106054,06411 491,490.91
MSFT Jun 21 130.00 Call [01Ne0W]13,6040013,60430 45,346.67
MSFT Jul 5 130.00 Call [01ikpi]10,2010010,2010 n/a
MSFT Jun 21 132.00 Call [01iQdo]1,523011,52566 2,310.61
AAPL Jun 21 192.50 Call [01iAfk]1,324001,32414 9,457.14
MSFT Jun 21 131.00 Call [01iQdh]72502775225 3,008.00
MSFT Jun 21 125.00 Put [01Ne0Y]556005560 n/a
SPY Jun 28 289.00 Put [01TPRo]376003765 7,520.00
SPY Jul 5 290.00 Call [01imrC]26884035216 2,200.00
MSFT Jan 15 50.00 Put [01aLYw]19501343280 n/a
DIS Jul 19 135.00 Call [01ZsO5]105019830311 2,754.55
AAPL Jan 17 135.00 Put [01G534]210002100 n/a
V Sep 20 120.00 Call [01d9Sr]173001730 n/a
AAPL Jun 28 220.00 Call [01hsbP]001721720 n/a
QQQ Jun 21 194.00 Call [01OrjU]170001700 n/a
AAPL Jun 21 152.50 Put [01ieQk]170001700 n/a
ZNGA Jun 28 6.50 Put [01i2SS]161001610 n/a
AA Jan 17 65.00 Put [01G50c]001491490 n/a
IBM Jun 14 131.00 Put [01hhJG]148001480 n/a
IBM Jun 14 135.00 Put [01hhJ8]130001300 n/a
IBM Jun 28 130.00 Call [01hwnO]114001140 n/a

Data for 2019-06-11 to 2019-06-17 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.