Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Apr 17 157.50 Call [01yWeq]117,7620884118,64613 912,661.54
SPY May 15 159.00 Put [01wrd0]51,6240051,6240 n/a
SPY Mar 31 253.00 Put [01uXZF]27,78912727,81722 126,440.91
AAPL Apr 3 155.00 Call [01wNKt]12,501331012,83240 32,080.00
MSFT Apr 17 150.00 Call [01mexZ]12,2010012,2010 n/a
AAPL Apr 3 115.00 Call [01yjQn]11,44166011,507188 6,120.74
AAPL Apr 3 150.00 Call [01wNKr]10,14433010,17732 31,803.13
TSLA Apr 17 110.00 Call [01tWqo]7,8506707,917317 2,497.48
TSLA Apr 17 135.00 Call [01tWph]7,4644807,512312 2,407.69
TSLA Apr 17 140.00 Call [01tWta]6,8943206,926245 2,826.94
AAPL Apr 3 130.00 Call [01xmOu]6,6472706,67384 7,944.05
TSLA Apr 17 125.00 Call [01tWtx]6,4165706,473350 1,849.43
AAPL Apr 3 125.00 Call [01xz68]6,4006206,46298 6,593.88
TSLA Apr 17 105.00 Call [01tWrA]6,29511106,406382 1,676.96
TSLA Apr 17 130.00 Call [01tWpq]6,3055406,360287 2,216.03
AAPL Apr 17 255.00 Call [01mMvy]5,949305,95249 12,146.94
SPY Jan 15 140.00 Put [01XLIi]4,66001,2625,9220 n/a
AAPL Apr 3 120.00 Call [01yjR5]5,3955005,44585 6,405.88
TSLA Apr 17 115.00 Call [01tWp9]5,2424805,290259 2,042.47
AMZN Apr 17 1960.00 Call [01msXW]5,0011005,01140 12,527.50
TSLA Apr 17 100.00 Call [01tWnf]3,6149403,708387 958.14
SPY Apr 20 300.00 Call [01xkK4]1,6761,72503,40117 20,005.88
AAPL Jan 15 150.00 Call [01WfeX]3,085003,0850 n/a
TSLA Apr 17 120.00 Call [01tWqi]2,8925302,945134 2,197.76
BRK.B Apr 17 165.00 Call [01vTme]2,833002,8330 n/a

Data for 2020-03-30 to 2020-04-03 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.