Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
IBM Jul 17 118.00 Call [023sHL]5,932005,9320 n/a
SPY Sep 18 90.00 Put [01Ypbc]2,46802,5425,0108 62,625.00
CSCO Jul 2 48.00 Call [0222PD]4,193004,1930 n/a
IBM Jul 17 121.00 Call [023sHT]3,739003,7390 n/a
SPY Jul 10 305.00 Put [022RGW]2,779702,78666 4,221.21
IBM Sep 18 105.00 Call [01fEO9]21,3031,1862,4910 n/a
SPY Jan 15 275.00 Call [01XLJe]2,201002,2010 n/a
AAPL Jan 15 205.00 Call [01Wfev]2,200002,2000 n/a
AAPL Jul 17 225.00 Put [01qkQh]2,002002,0023 66,733.33
FB Jul 17 210.00 Put [021XDt]1,474001,4749 16,377.78
AAPL Sep 18 310.00 Call [01lsRQ]17471,1281,3080 n/a
IBM Jul 17 119.00 Call [023sHP]1,249001,2490 n/a
AAPL Jan 15 140.00 Call [01WfeU]1,096001,0960 n/a
AMZN Jan 15 2605.00 Call [022Iul]1,046001,0460 n/a
AAPL Sep 17 115.00 Put [01naNz]876088840 n/a
AAPL Jul 10 355.00 Put [022IMM]787007875 15,740.00
AAPL Sep 18 300.00 Put [01gVr3]569005690 n/a
WMT Jan 15 100.00 Put [01WnnT]005555550 n/a
IBM Jul 17 116.00 Call [023sHF]513005130 n/a
AAPL Jan 15 120.00 Call [01WqsU]31401955090 n/a
AAPL Sep 18 325.00 Put [01uqbR]4710047119 2,478.95
AAPL Sep 18 260.00 Put [01fEjT]4640046423 2,017.39
AAPL Jan 15 260.00 Put [01WffN]02971604570 n/a
IDEX Jul 17 2.50 Call [01qvjE]30001504500 n/a
AAPL Sep 18 360.00 Put [01qR6B]4310043121 2,052.38

Data for 2020-06-25 to 2020-07-01 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.