Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jan 15 311.00 Call [01fEVp]97,7050097,7050 n/a
SPY Jan 15 310.00 Call [01XLGp]68,8890068,8890 n/a
SPY Jan 17 331.00 Put [01r6NO]7,8912,30411,48921,6847 309,771.43
SPY Jan 22 330.00 Call [01sHF0]1,6691191,5103,29845 7,328.89
SPY Jan 22 332.00 Call [01sLJ7]1,573001,5730 n/a
JNJ Feb 21 150.00 Put [01rD9I]1,451001,4510 n/a
MSFT Feb 21 167.50 Put [01tzy0]58703339200 n/a
SPY Feb 7 325.00 Call [01t13O]757112086815 5,786.67
AAPL Feb 14 225.00 Call [01t8xF]71161077211 7,018.18
AAPL Feb 28 320.00 Put [01tOTC]7248073234 2,152.94
AA Apr 17 33.00 Call [01msSU]29703106070 n/a
SPY Jan 24 333.00 Put [01rzR8]5590055916 3,493.75
EGHT Feb 21 30.00 Call [01joz6]555005550 n/a
FB Feb 21 197.50 Call [01trEY]466004660 n/a
CBOE Feb 28 120.00 Call [01tPr3]00431431300 143.67
SPY Jan 21 332.00 Call [01sI1r]003203200 n/a
MSFT Jan 17 72.50 Call [01G70O]176126630815 2,053.33
IBM Jan 15 60.00 Put [01ZBBI]291002910 n/a
AAPL Jan 31 300.00 Put [01s1BD]130714027710 2,770.00
SPY Jan 15 280.00 Call [01XLJV]1920742670 n/a
SPY Jan 17 329.50 Put [01tKER]2630026312 2,191.67
SPY Jan 24 333.00 Call [01rzR7]0023023056 410.71
AAPL Feb 7 200.00 Put [01stSq]002002000 n/a
CLF Feb 14 8.50 Call [01tARu]200002000 n/a
AKS Feb 21 3.00 Put [01sMWh]200002000 n/a

Data for 2020-01-16 to 2020-01-23 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.