Cboe BZX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Nov 17 258.00 Put [01EIwK]7,3203,63814311,10013,032 85.17
SPY Nov 17 258.00 Call [01EIxo]6,4573,75425510,46610,343 101.19
SPY Dec 15 192.00 Put [01Abfr]3,5425,1611928,894111 8,012.61
SPY Nov 17 258.50 Put [01Hm9z]6,7292,15528,8858,960 99.16
SPY Jan 19 258.00 Call [01HFSi]7,11464917,764748 1,037.97
JD Nov 24 42.00 Call [01HBaT]07,64107,641596 1,282.05
BAC Dec 29 26.50 Put [01IWpL]7,069007,0695 141,380.00
P Nov 17 5.00 Call [01GW5d]2,1603,91906,0791,463 415.52
SPY Nov 24 258.00 Call [01HFT5]4,7321,065205,8171,550 375.29
SPY Dec 20 266.00 Call [01ImoI]1,8333,78675,625174 3,232.76
XLK Dec 15 66.00 Call [01AhWJ]05,37205,37234 15,800.00
SPY Nov 17 257.00 Call [01EIwO]5,034186105,2291,327 394.05
SPY Nov 24 258.00 Put [01HFRh]4,862201265,089948 536.81
SPY Nov 17 258.50 Call [01Hm8R]4,437551295,0176,472 77.52
SPY Nov 17 259.00 Put [01EIvn]1,7332,9962835,0113,581 139.93
SPY Nov 17 259.00 Call [01EIw9]3,5239491574,6284,110 112.60
SPY Dec 15 208.00 Put [01HK8f]04,2532464,50022 20,454.55
SPY Dec 15 257.00 Put [01Ebxz]4,210186124,408884 498.64
SPY Dec 15 265.00 Call [00bqEJ]9223,2332494,404335 1,314.63
BAC Dec 01 28.50 Call [01HLSg]4,400004,4000 n/a
SPY Nov 22 258.00 Call [01HmBq]3,984362384,384884 495.93
SPY Jan 19 260.00 Call [00ovkt]3,5986421324,3721,242 352.01
SPY Feb 16 257.00 Call [01HFTl]4,114185154,314248 1,739.52
SPY Dec 15 213.00 Put [0128l1]303,6606054,295688 624.27
VXX Nov 17 34.50 Put [01Ho8E]1,1172,9621974,2764,581 93.34

Data for 2017-11-16 to 2017-11-22 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.