Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Sep 18 279.00 Put [01wS6b]416,048703,87701,119,92531,996 3,500.20
SPY Sep 18 258.00 Put [01xZZy]236,091227,6960463,78734,767 1,333.99
SPY Sep 20 266.00 Put [01iPyG]256,238120,4080376,64646,513 809.77
FXI Sep 13 42.00 Call [01vy8H]7,47334,714042,1872,683 1,572.38
SPY Sep 18 266.00 Put [01wS6v]10,56217,922028,48416,373 173.97
SPY Jan 17 234.00 Put [01jEY7]26,6130026,6130 n/a
SPY Jan 17 240.00 Put [01IhhU]24,1920024,1921 2,419,200.00
SPY Sep 11 260.00 Put [01wBKF]15,0016,060021,0613,939 534.68
SPY Sep 23 314.00 Call [01xkbW]20,8780020,8780 n/a
SPY Jun 30 355.00 Call [01ufuD]19,7940019,7940 n/a
FXI Oct 18 42.00 Call [01vbaE]90416,845017,7491,243 1,427.92
SPY Oct 18 317.00 Call [01ugkg]17,4520017,4521,752 996.12
SPY Dec 31 260.00 Put [01mK9y]17,1770017,1770 n/a
SPY Oct 16 290.00 Put [01xlxd]16,293344016,637121 13,749.59
SPY Sep 16 250.00 Put [01wQWQ]9,4266,703016,1293,275 492.49
SPY Jun 30 345.00 Call [01ufuA]15,8920015,8920 n/a
SPY Mar 20 315.00 Call [01YjPv]15,7120015,7125 314,240.00
SPY Sep 9 297.50 Put [01xZWx]15,074299015,3733,818 402.65
SPY Jan 17 335.00 Call [01IjyZ]15,3310015,3310 n/a
SPY Dec 17 355.00 Call [01pR3T]15,0500015,0500 n/a
SPY Sep 9 298.00 Put [01w81G]13,9556349414,6836,578 223.21
SPY Oct 18 309.00 Call [01uIOv]13,684287013,971540 2,587.22
SPY Sep 13 309.00 Call [01w83x]13,662275013,937261 5,339.85
SPY Sep 16 302.00 Call [01wTcB]13,3583035013,710819 1,673.99
SPY Mar 31 360.00 Call [01qQfs]13,6200013,6200 n/a

Data for 2019-09-09 to 2019-09-13 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.