Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Oct 18 235.00 Put [01e04a]96,5113,457099,968349 28,644.13
MSFT Oct 18 139.00 Put [01oNPM]53,29496053,390298 17,916.11
MSFT Oct 18 141.00 Put [01oNPI]2,4411102,452153 1,602.61
MSFT Oct 18 139.00 Call [01oNPZ]2,404702,41130 8,036.67
SPY Oct 21 306.00 Call [01nyjD]1,141001,1413 38,033.33
AAPL Oct 18 90.00 Put [01e05l]1,119001,1190 n/a
AAPL Nov 15 110.00 Put [01n6fE]14487401,018142 716.90
AAPL Mar 20 290.00 Call [01liqI]821008210 n/a
AAPL Oct 18 115.00 Put [01e05A]0812081264 1,268.75
AAPL Jan 17 50.00 Call [01JOrW]7790077911 7,081.82
MSFT Oct 18 140.00 Put [01eIF2]7612076223 3,313.04
AAPL Oct 25 227.50 Put [01nOAr]6921069317 4,076.47
AAPL Jan 17 80.00 Call [01GBgx]6530065346 1,419.57
SPY Nov 15 316.00 Call [01kqBw]5490054910 5,490.00
SPY Oct 23 274.00 Put [01onwL]510005100 n/a
SPY Oct 23 273.00 Put [01ozhU]496004960 n/a
AAPL Jan 17 145.00 Put [01G53H]346003460 n/a
AAPL Nov 1 207.50 Call [01nc8y]316003166 5,266.67
JNJ Oct 18 136.00 Call [01oKUr]316003160 n/a
SPY Nov 15 246.00 Put [01nqSw]228002280 n/a
SPY Nov 15 317.00 Call [01kqBq]206002064 5,150.00
SPY Oct 23 271.00 Put [01ozhY]201002010 n/a
CSCO Jan 17 47.00 Put [01G5nx]200002000 n/a
CSCO Nov 22 47.00 Put [01ou46]200002000 n/a
CSCO Nov 8 46.00 Put [01ofrF]200002000 n/a

Data for 2019-10-10 to 2019-10-16 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.