Cboe Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
LK May 15 5.00 Put [029VIM]3,34116,527119,8691,012 1,963.34
LK Apr 17 5.00 Put [029VH4]439,195119,248546 1,693.77
IWM May 15 111.00 Put [026wj6]8,905008,905342 2,603.80
LK Apr 17 3.50 Put [029XOU]17,592907,6831,446 531.33
SPY Dec 17 260.00 Call [01m3Bm]6,490827297,346112 6,558.93
JPM Apr 17 100.00 Call [021MSg]6,800006,800204 3,333.33
CVE Jan 21 5.00 Call [01y4pz]6,5620156,5770 n/a
SLV Oct 16 15.00 Call [025w1B]306,1696,1721,622 380.52
NOAH Apr 17 22.50 Put [025qAj]2805,06605,34682 6,519.51
SABR Apr 17 5.00 Put [026uCX]275,118195,164697 740.89
IBM Jun 19 145.00 Call [01pECI]04,79204,7924,770 100.46
SPY Apr 17 240.00 Put [021NMR]3,2956186764,5887,987 57.44
MNK Apr 17 3.50 Call [01zp0f]4,250004,2500 n/a
PFE Apr 3 32.00 Put [025Kqe]3,740003,74067 5,582.09
QQQ Jun 19 145.00 Put [01ns1a]03,67103,6711,121 327.48
JD Jun 19 40.00 Call [01s0zi]03,59403,594374 960.96
NOW Apr 17 220.00 Put [026Xmw]3,04840803,456135 2,560.00
SPY Apr 17 245.00 Put [021NMP]2,930454233,4063,719 91.58
SPY Apr 1 245.00 Put [0268Ic]3,04353253,37327,181 12.41
SLV Apr 17 14.00 Call [01wxH7]1,7471,27283,0271,382 219.03
SPY Apr 8 265.00 Put [026o6d]2,4444411102,99412,146 24.65
XLF Jan 15 27.00 Call [01h0qL]002,9312,9311,220 240.25
AAL May 15 17.00 Call [01ymlX]2,861502,866303 945.87
SPY Apr 17 260.00 Put [021NMJ]2,422359582,8393,356 84.59
SPY Apr 17 250.00 Put [021NMN]2,5291401592,8287,929 35.67

Data for 2020-04-01 to 2020-04-07 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.