Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Feb 24 322.00 Put [024NOk]15,83112,37515828,3647,750 365.99
SPY Feb 26 313.00 Put [024cOh]16,4521,7621218,2263,359 542.60
SPY Feb 24 324.00 Call [024NOl]14,2941,96314016,3974,790 342.32
FXI Mar 6 41.00 Put [024RYl]12,1921,783013,975369 3,787.26
SPY Feb 24 323.00 Call [024NOu]12,1241,17914213,4452,736 491.41
SPY Jul 17 303.00 Put [024any]11,9880011,9880 n/a
SPY Feb 26 311.00 Put [024cPW]9,9811,1274211,1492,377 469.04
SPY Feb 26 315.50 Put [0265of]10,947177011,124604 1,841.72
SPY Feb 24 325.00 Call [023p1c]8,4431,75523810,43612,651 82.49
SPY Feb 26 315.00 Put [024FE2]9,3451,0117910,4354,873 214.14
SPY Feb 26 316.50 Call [0265oh]9,54235609,897792 1,249.62
SPY Feb 26 314.00 Put [024aq7]8,9374871689,5921,845 519.89
SPY Feb 26 317.00 Call [024aq5]9,034375509,4592,850 331.89
SPY Feb 26 312.00 Put [024cOf]8,725549239,2972,515 369.66
SPY Feb 24 323.00 Put [024NOw]8,9461541849,2844,345 213.67
SPY Feb 26 316.50 Put [0265oc]9,1916919,261762 1,215.35
SPY Feb 26 317.50 Call [0265od]9,1943209,2251,244 741.56
SPY Feb 24 321.00 Put [024NP4]8,304710959,10911,981 76.03
SPY Feb 26 315.50 Call [0265oe]8,72012118,8421,806 489.59
SPY Feb 26 316.00 Put [024aqA]8,581118408,739628 1,391.56
QQQ Apr 17 194.00 Put [025tDZ]7,84030808,148329 2,476.60
SPY Feb 26 323.00 Call [024WXY]7,5092242407,9732,281 349.54
SPY Feb 21 333.00 Call [020rOx]7,218718127,9482,742 289.86
SPY Feb 26 317.00 Put [024ana]7,67112757,8031,046 745.98
SPY Feb 26 310.00 Put [024FER]6,0711,542337,6466,390 119.66

Data for 2020-02-21 to 2020-02-27 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.