Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL May 18 140.00 Put [01WcqT]7,2753,998011,27361 18,480.33
SPY May 18 266.50 Call [01aMeN]3,55236003,912134 2,919.40
SPY Jun 15 263.00 Put [01IEOH]2,1661,52703,692113 3,267.26
SPY May 18 267.00 Put [01Vpln]3,311166163,493686 509.18
SPY May 18 269.00 Put [01Vpls]2,0631,32303,387379 893.67
SPY May 18 265.00 Put [01VpnJ]2,74457323,318982 337.88
SPY Jun 15 265.00 Put [00xbdQ]2,20392603,130313 1,000.00
SPY May 18 266.00 Put [01VplZ]2,64636203,008314 957.96
SPY Apr 23 266.50 Call [01ZwRt]2,8545002,904779 372.79
SPY May 18 269.00 Call [01Vpka]2,52522002,745315 871.43
SPY May 18 268.50 Call [01aMeR]2,55518202,73790 3,041.11
SPY Apr 23 266.50 Put [01ZwRh]2,59110002,6911,307 205.89
SPY Jun 15 267.00 Call [01IEPR]1,5921,07902,671168 1,589.88
SPY May 18 272.00 Call [01VpkO]2,14649612,642286 923.78
SPY May 18 266.50 Put [01aMeO]2,630002,630203 1,295.57
SPY Apr 23 267.50 Call [01ZwRk]2,5069412,6011,343 193.67
SPY Jun 15 261.00 Put [01IEOP]1,70382902,53287 2,910.34
SPY May 18 268.00 Call [01Vpm0]2,30121142,517434 579.95
SPY May 18 265.50 Put [01aMeM]2,473002,4730 n/a
SPY Apr 27 267.50 Call [01YHJr]2,25113702,387169 1,412.43
IWM Apr 20 153.00 Put [01U8bK]1,1771,20602,38373 3,264.38
SPY May 18 267.00 Call [01Vplh]2,16915422,325270 861.11
SPY May 18 267.50 Call [01aMeP]2,19910902,308179 1,289.39
SPY May 18 268.00 Put [01VplQ]2,17213102,303323 713.00
SPY Jun 15 270.00 Call [00xbdO]2,02925002,279152 1,499.34

Data for 2018-04-17 to 2018-04-23 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.