Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
MSFT Sep 18 160.00 Put [01pTMX]26,79827026,82526 103,173.08
SPY Jun 26 300.00 Put [02BIjo]18,1951,5994,23124,02532,143 74.74
SPY Jun 26 301.00 Put [02BIjq]19,8241982,45822,48014,979 150.08
MSFT Mar 19 175.00 Put [01rmxW]19,9060019,90612 165,883.33
MSFT Jan 21 190.00 Call [01yDin]19,3960019,39612 161,633.33
SABR Jul 17 7.50 Put [026uCa]21717,4575017,724164 10,807.32
FXI Jul 10 40.00 Put [02COPz]015,215015,215479 3,176.41
SPY Jun 26 302.00 Put [02BNXd]10,0631381,71811,91911,983 99.47
GRPN Jan 15 5.50 Call [02D4Si]011,643011,643288 4,042.71
SPY Jun 26 303.00 Put [02BNXh]9,5101441,27310,92710,419 104.88
SPY Jun 29 300.00 Put [02CHGL]9,516631,03910,61812,210 86.96
NIO Aug 21 10.00 Call [024UOv]1,1699,266110,4361,000 1,043.60
UBER Jan 15 50.00 Call [01sM3d]3929,695010,087707 1,426.73
SPY Jun 26 302.00 Call [02BNXb]8,2034991,2289,93014,208 69.89
SPY Jun 26 301.00 Call [02BIjp]8,386264938,9056,218 143.21
SPY Jun 26 299.00 Put [02BIjg]6,9553768308,16112,633 64.60
SPY Jun 26 303.00 Call [02BNXf]6,3331051,3057,74312,669 61.12
SPY Jun 30 303.00 Put [01ufv9]7,5602927,6542,889 264.94
SPY Jul 2 300.00 Put [02CBuY]6,669162976,9823,929 177.70
SPY Jun 30 300.00 Put [01ufuW]6,3521282356,7155,156 130.24
SPY Jun 29 303.00 Call [02CKBU]5,619908956,6045,759 114.67
SPY Jun 26 304.00 Put [02BNXl]5,67205826,2546,402 97.69
SPY Jun 29 301.00 Put [02CKBR]5,68415426,2266,590 94.48
MSFT Oct 16 195.00 Call [025p54]6,011006,01157 10,545.61
SPY Jun 29 302.00 Call [02CKBS]5,12606505,7754,419 130.69

Data for 2020-06-26 to 2020-07-02 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.