Cboe BZX Options Exchange Maker Opportunity
|Cboe ADV||Liquidity Opportunity|
(% of ADN)
|SPY Apr 18 264.00 Call [01cLcl]||24,322||201||0||24,523||101||24,280.20|
|SPY Sep 20 230.00 Call [01Kd0v]||10,993||0||0||10,993||0||n/a|
|TGT Apr 18 81.50 Call [01fi9m]||3,416||41||0||3,457||19||18,194.74|
|AAPL May 17 195.00 Call [01e04y]||2,626||37||8||2,672||103||2,594.17|
|AIG Aug 16 43.00 Put [01bKWR]||1,200||0||0||1,200||0||n/a|
|SPY Jun 21 262.00 Call [01Z1e1]||887||131||0||1,018||29||3,510.34|
|AIG Aug 16 42.00 Put [01bKWT]||900||0||0||900||0||n/a|
|RUT Jun 21 1575.00 Put [01fBo2]||449||382||0||831||587||141.57|
|MSFT Apr 18 121.00 Put [01fa9m]||769||0||0||769||71||1,083.10|
|AIG Jun 21 44.00 Put [01fHRw]||600||0||0||600||0||n/a|
|AIG Aug 16 41.00 Put [01bKWS]||500||0||0||500||0||n/a|
|AIG Nov 15 47.00 Call [01fJS1]||444||0||0||444||0||n/a|
|AIG Jun 21 45.00 Put [01fEt0]||400||0||0||400||0||n/a|
|AIG Aug 16 44.00 Put [01bKWQ]||400||0||0||400||0||n/a|
|AMZN May 17 1855.00 Call [01gGCD]||311||22||0||333||297||112.12|
|AAL Apr 18 34.00 Call [01cgYT]||330||0||0||330||0||n/a|
|AIG May 10 41.00 Put [01g47R]||300||0||0||300||0||n/a|
|ADM Apr 26 41.00 Put [01f2Nh]||300||0||0||300||0||n/a|
|AIG Nov 15 46.00 Call [01fJRz]||296||0||0||296||0||n/a|
|AIG Nov 15 48.00 Call [01fJS3]||251||0||0||251||0||n/a|
|AAL Apr 18 33.50 Put [01fIhb]||245||0||0||245||0||n/a|
|AAL Apr 26 34.00 Put [01f2BT]||239||0||0||239||0||n/a|
|KO Jun 21 44.00 Call [01XBab]||0||0||226||226||0||n/a|
|AIG May 10 45.00 Put [01g47B]||200||0||0||200||0||n/a|
|AIG Nov 15 40.00 Put [01fJSC]||200||0||0||200||0||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.