Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
FXI Dec 20 20.00 Put [01hN5N]66001,3161,9760 n/a
GLD Dec 20 85.00 Put [01hN6S]74107411,48237 4,005.41
GLD Dec 20 87.00 Put [01hN6W]74106411,382100 1,382.00
AAPL Dec 20 245.00 Call [01lioA]865008650 n/a
AAPL Dec 20 170.00 Put [01liob]432407083925 3,356.00
F Dec 20 9.00 Call [01gxMp]47002827520 n/a
AAPL Dec 20 250.00 Call [01lioD]62914064347 1,368.09
AAPL Dec 20 272.50 Call [01qkR3]630006300 n/a
SPY Dec 20 285.00 Put [019ifD]594005940 n/a
AAPL Dec 20 230.00 Call [01lioF]5681056934 1,673.53
AAPL Dec 20 190.00 Put [01liop]17037705472 27,350.00
AAPL Dec 20 247.50 Call [01qkQt]45013046318 2,572.22
GOOG Jun 19 1860.00 Put [01VA5A]26601974630 n/a
SPY Dec 20 277.00 Put [01awNS]420004200 n/a
SPY Dec 20 291.00 Put [01dgI4]407004070 n/a
GM Dec 20 26.00 Put [01hKfY]9302823750 n/a
HRB Jan 17 33.00 Put [01hKru]370003700 n/a
AAPL Dec 20 262.50 Call [01qkQz]34219036128 1,289.29
AAPL Dec 20 280.00 Call [01linx]31425033996 353.13
SPY Dec 20 288.00 Put [01de6q]339003392 16,950.00
X Nov 29 12.00 Call [01pG6k]327003270 n/a
AAPL Jan 17 210.00 Put [01G52t]300003000 n/a
AAPL Jan 17 250.00 Call [01IGkh]163135029820 1,490.00
SPY Dec 20 286.00 Put [01daJe]292002920 n/a
GGB Dec 20 6.00 Put [01gywq]1790792580 n/a

Data for 2019-11-29 to 2019-12-05 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.