Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
F Aug 14 7.00 Call [02EKds]752,690350,16821,102,861673 163,872.36
F Aug 21 7.50 Call [02FQSQ]269,862130,8240400,6862,315 17,308.25
T Aug 14 30.50 Call [02EQAE]3,66352,898156,5621,193 4,741.16
T Aug 21 31.00 Call [02CTto]4623,417023,463515 4,555.92
SPY Aug 5 332.00 Call [02EX1h]14,4555237115,0497,835 192.07
SPY Aug 5 332.00 Put [02EX1i]14,2806903215,0024,529 331.24
SPY Aug 7 333.00 Put [02EH6h]14,00053112714,6587,242 202.40
SPY Aug 7 332.00 Put [02EH6f]13,4888772714,39113,174 109.24
SPY Aug 5 331.00 Put [02ETWc]9,8621,17214211,17619,656 56.86
SPY Aug 10 335.00 Call [02EPqV]8,8571,1247110,0513,436 292.52
SPY Aug 7 334.00 Put [02EH6j]9,5514176610,0342,741 366.07
SPY Aug 10 334.00 Put [02Ehyp]9,00817069,1844,997 183.79
SPY Aug 12 336.00 Call [02EpFv]8,929212249,1641,258 728.46
SPY Aug 10 333.00 Put [02Ehyn]8,668376789,1223,213 283.91
SPY Aug 12 335.00 Put [02EWzo]7,961736318,7293,626 240.73
SPY Aug 7 334.00 Call [02EH6i]8,099343308,4714,283 197.78
SPY Aug 7 332.00 Call [02EH6e]8,26885188,3701,808 462.94
SPY Aug 12 334.00 Put [02EpFu]8,01353278,0921,594 507.65
SPY Aug 12 337.00 Put [02EpFy]7,542200107,752725 1,069.24
SPY Aug 7 333.00 Call [02EH6g]7,278359337,6702,563 299.26
SPY Aug 12 336.00 Put [02EpFw]7,459103327,5941,675 453.37
SPY Aug 21 337.00 Put [02CnU2]7,2835607,339234 3,136.32
SPY Aug 10 335.00 Put [02EPqX]6,993291197,3022,608 279.98
SPY Aug 7 331.00 Call [02EH6c]7,1657597,248742 976.82
SPY Aug 14 336.00 Put [02EPoC]7,1117227,185643 1,117.42

Data for 2020-08-05 to 2020-08-11 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.