Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jan 17 209.00 Put [01jEXW]168,05800168,0580 n/a
SPY Jan 15 370.00 Call [01hYA2]149,44600149,4460 n/a
SLV May 03 14.00 Call [01q82S]16,2100016,21029 55,896.55
SPY Jan 17 234.00 Put [01jEY7]14,0320014,0320 n/a
SPY Jan 17 165.00 Put [01Ihiz]11,6440011,6440 n/a
SPY Aug 16 307.00 Call [01qSab]11,2480011,2480 n/a
SPY Dec 18 335.00 Put [01UerA]10,1600010,1600 n/a
SPY May 31 305.00 Call [01qqZT]09,726179,7432,360 412.84
SPY Apr 18 290.00 Call [01mYYG]8,0471,2941739,5133,593 264.76
SPY Jan 15 369.00 Call [01qgKZ]9,249009,2490 n/a
USO Jul 19 12.00 Put [01kON4]09,24209,24261 15,150.82
SPY Aug 16 290.00 Put [01qNry]9,057009,05712 75,475.00
SPY Jun 21 312.00 Call [01rb76]6,5652,36908,934539 1,657.51
SPY Aug 16 289.00 Put [01qNrw]8,504008,5040 n/a
AAPL May 03 195.00 Put [01q1fd]68,49208,49779 10,755.70
SPY Dec 20 325.00 Call [019if6]8,187008,18744 18,606.82
QQQ May 10 190.00 Call [01qNAp]3,9223,90407,82769 11,343.48
SPY Jun 19 280.00 Call [01dL0D]7,605007,6050 n/a
SPY Jan 17 286.00 Put [01nnAu]7,370007,3700 n/a
AAPL Apr 26 195.00 Put [01pFDR]597,30507,365301 2,446.84
QQQ May 10 191.00 Call [01qQa4]3,8552,95806,8131,187 573.97
SPY Jan 17 280.00 Call [01Ihhs]6,197006,1970 n/a
SPY Jun 21 255.00 Put [01D79f]6,174006,1746 102,900.00
SPY Sep 20 304.00 Call [01qCMz]5,998005,9980 n/a
ECA Jan 15 8.00 Call [01guwZ]3,4202,39205,81267 8,674.63

Data for 2019-04-17 to 2019-04-24 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.