Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAL Oct 16 3.00 Put [02Et9T]54,4000054,4000 n/a
MMYT Nov 20 15.00 Put [028awZ]313,488613,497298 4,529.19
FEYE Sep 25 13.00 Call [02GBOO]10,23204310,275762 1,348.43
SLV Mar 19 16.50 Put [02Fm7l]9,8143509,849202 4,875.74
GSX Dec 18 105.00 Put [02EdbL]2,0467,07209,118205 4,447.80
SPY Jun 18 301.00 Put [02DBnA]8,972008,9720 n/a
SSNC Nov 20 55.00 Put [02ItNE]28,718118,731201 4,343.78
SPY Jun 18 305.00 Put [01s55x]8,257008,2570 n/a
TLT Sep 25 162.50 Put [02GHQL]4,7942,40547,20386 8,375.58
BZUN Oct 16 30.00 Put [025auG]6,56051407,074874 809.38
SPXU Oct 9 15.00 Call [02HWFX]6,630006,630189 3,507.94
SPY Jun 18 267.00 Put [02EDY2]6,303006,3030 n/a
SPY Sep 23 324.00 Put [02IGCH]2,4993,1092385,84710,550 55.42
NAK Oct 16 1.00 Put [02H1FT]5,671035,674492 1,153.25
SPY Sep 25 320.00 Put [02GGnJ]3,4892401,8525,58213,089 42.65
SPY Sep 21 324.00 Call [02Gf7s]3,268922,1865,5468,130 68.22
SPY Sep 21 325.00 Call [02GfBi]3,49911,5695,06914,066 36.04
SPY Sep 21 325.00 Put [02GfBh]4,0881368415,0659,899 51.17
SPY Sep 25 325.00 Call [02GGoP]3,890398384,7675,227 91.20
SPY Sep 25 323.00 Put [02GGn9]3,7893365804,7054,873 96.55
IWM Oct 16 145.00 Put [024dBV]2,0002,64814,6491,302 357.07
SPY Sep 25 325.00 Put [02GGoU]3,492101,1224,6247,569 61.09
SPY Sep 21 323.00 Put [02Gf8H]3,722148744,61013,456 34.26
SPY Sep 21 324.00 Put [02Gf7k]3,55251,0084,56523,039 19.81
SPY Sep 25 324.00 Call [02GGns]4,066114124,4892,994 149.93

Data for 2020-09-21 to 2020-09-25 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.