Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Mar 20 470.00 Call [023BkH]20021,23227721,709415 5,231.08
GDX Jan 31 27.00 Put [022EFs]07,90407,904662 1,193.96
PYPL Feb 21 125.00 Call [022qTx]5,4681,82107,289252 2,892.46
ROKU Feb 21 205.00 Call [022rUW]6,800006,800603 1,127.69
SDS Jan 17 31.00 Put [01Ihc9]5,000005,0004 125,000.00
NKE Feb 21 110.00 Call [022nSW]78504,0424,8279,506 50.78
SPY Feb 21 307.00 Put [01yGzZ]004,7124,712301 1,565.45
KHC Mar 20 32.50 Put [01wo6H]4,47715404,63161 7,591.80
LVS May 15 70.00 Call [020I4B]2,9661,541284,5351,473 307.88
AAPL Jan 31 247.50 Put [0229x0]04,34104,34160 7,235.00
ARWR Jun 19 90.00 Call [021fbW]3,800003,8000 n/a
AAPL Feb 21 385.00 Call [020tqC]03,46003,460554 624.55
PINS Jan 24 22.00 Put [0221JE]9532,44803,4011,793 189.68
CRC Mar 20 6.00 Put [023v6Z]003,3533,3531,648 203.46
ORCL Jun 19 65.00 Call [01poxE]03,30403,304360 917.78
TSM Jan 24 61.00 Call [022Szf]03,25703,257537 606.52
AAPL Jan 31 250.00 Put [0229wy]03,109553,16432 9,887.50
XOP Jan 24 21.00 Put [0224jG]02,95502,955225 1,313.33
TECK Mar 20 16.00 Call [024GZB]4702,7542,8016,499 43.10
AAPL Feb 21 390.00 Call [020tqE]02,76402,764113 2,446.02
AAPL Jan 31 245.00 Put [0229x2]02,74502,74568 4,036.76
AAPL Jan 24 315.00 Call [0227ni]2,029519492,5972,685 96.72
NIO Jan 24 4.00 Put [0220by]712,39242,4671,533 160.93
EWZ Jan 17 45.00 Put [01Ifwh]02,31112,311257 899.22
SPY Jan 15 328.50 Call [023VlE]1,820204702,31010,394 22.22

Data for 2020-01-15 to 2020-01-22 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.