Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jan 17 230.00 Call [01G8gM]38,3370038,3370 n/a
AAPL Aug 23 165.00 Put [01kUTd]1,950001,9500 n/a
AAPL Aug 23 180.00 Put [01kUUU]1,930001,93012 16,083.33
AAPL Aug 23 190.00 Put [01kUUO]1,925401,92916 12,056.25
AAPL Aug 23 185.00 Put [01kUUC]1,920201,9228 24,025.00
AAPL Aug 23 177.50 Put [01kUUV]1,910101,91119 10,057.89
AAPL Aug 23 187.50 Put [01kUUB]1,812001,8120 n/a
AAPL Aug 23 225.00 Call [01kUUH]1,765301,7682 88,400.00
AAPL Aug 23 222.50 Call [01kUU8]1,711001,7110 n/a
AAPL Aug 23 167.50 Put [01kUTv]1,690001,69019 8,894.74
AAPL Aug 23 182.50 Put [01kUUM]1,671001,67138 4,397.37
AAPL Aug 16 120.00 Call [01fEES]3001,5201,550180 861.11
AAPL Aug 23 227.50 Call [01kUTr]1,436101,43719 7,563.16
AAPL Aug 23 212.50 Put [01kUUP]1,404101,40534 4,132.35
AAPL Aug 23 215.00 Call [01kUUJ]1,250001,2500 n/a
AAPL Aug 23 175.00 Put [01kUUb]1,242001,2420 n/a
AAPL Aug 23 200.00 Put [01kUU0]1,231001,23112 10,258.33
AAPL Aug 23 197.50 Put [01kUUZ]1,136001,13645 2,524.44
IWM Dec 31 165.00 Call [01c74L]1,094001,0940 n/a
AAPL Aug 23 170.00 Put [01kUUK]1,078001,0780 n/a
AAPL Aug 23 172.50 Put [01kUTt]1,072001,0720 n/a
AAPL Aug 23 202.50 Put [01kUTw]1,061401,06529 3,672.41
AAPL Aug 23 192.50 Put [01kUUQ]9173091918 5,105.56
AAPL Nov 15 175.00 Put [01linU]749007490 n/a
AAPL Sep 20 200.00 Put [01fEkr]7321073341 1,787.80

Data for 2019-08-12 to 2019-08-16 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.