Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Apr 18 264.00 Call [01cLcl]24,322201024,523101 24,280.20
SPY Sep 20 230.00 Call [01Kd0v]10,9930010,9930 n/a
TGT Apr 18 81.50 Call [01fi9m]3,4164103,45719 18,194.74
AAPL May 17 195.00 Call [01e04y]2,6263782,672103 2,594.17
AIG Aug 16 43.00 Put [01bKWR]1,200001,2000 n/a
SPY Jun 21 262.00 Call [01Z1e1]88713101,01829 3,510.34
AIG Aug 16 42.00 Put [01bKWT]900009000 n/a
RUT Jun 21 1575.00 Put [01fBo2]4493820831587 141.57
MSFT Apr 18 121.00 Put [01fa9m]7690076971 1,083.10
AIG Jun 21 44.00 Put [01fHRw]600006000 n/a
AIG Aug 16 41.00 Put [01bKWS]500005000 n/a
AIG Nov 15 47.00 Call [01fJS1]444004440 n/a
AIG Jun 21 45.00 Put [01fEt0]400004000 n/a
AIG Aug 16 44.00 Put [01bKWQ]400004000 n/a
AMZN May 17 1855.00 Call [01gGCD]311220333297 112.12
AAL Apr 18 34.00 Call [01cgYT]330003300 n/a
AIG May 10 41.00 Put [01g47R]300003000 n/a
ADM Apr 26 41.00 Put [01f2Nh]300003000 n/a
AIG Nov 15 46.00 Call [01fJRz]296002960 n/a
AIG Nov 15 48.00 Call [01fJS3]251002510 n/a
AAL Apr 18 33.50 Put [01fIhb]245002450 n/a
AAL Apr 26 34.00 Put [01f2BT]239002390 n/a
KO Jun 21 44.00 Call [01XBab]002262260 n/a
AIG May 10 45.00 Put [01g47B]200002000 n/a
AIG Nov 15 40.00 Put [01fJSC]200002000 n/a

Data for 2019-04-12 to 2019-04-18 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.