Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
IWM Jan 17 171.00 Call [01qBPf]3,2199,646012,8653,137 410.11
XLP Jan 24 63.50 Put [0224bu]012,214012,214355 3,440.56
SPCE Jan 15 10.00 Call [020GxP]1,9808,606010,586773 1,369.47
SPY Jan 10 326.00 Call [021mso]6,8861,29128,1792,266 360.94
SPY Jan 17 326.00 Put [020Zo9]7,62651638,1441,498 543.66
AAPL Jan 10 312.50 Call [022Qz3]5,4461,7381437,3272,938 249.39
SPY Jan 13 327.00 Put [0229fr]6,1302751056,5093,861 168.58
FXI Jan 17 45.00 Call [01HTpK]386,123276,1881,570 394.14
SPY Jan 15 327.00 Call [022MnB]4,84566705,5121,871 294.60
MS Jan 17 56.00 Call [022mdJ]1305,31705,447163 3,341.72
SPY Jan 10 327.00 Put [021msr]5,217136215,3741,520 353.55
GNC Jan 17 2.50 Put [01Ig9j]05,20405,20466 7,884.85
USO Apr 17 11.00 Put [01x174]05,05705,057651 776.80
EEM Feb 21 41.73 Put [022O38]3,0001,63004,630292 1,585.62
SPY Jan 15 327.50 Call [023VlG]4,31826474,5882,045 224.35
SPY Jan 17 328.00 Call [020bjG]4,14737954,5311,146 395.38
EWZ Jan 17 45.00 Put [01Ifwh]1,2883,21004,4971,083 415.24
SPY Jan 17 329.00 Call [020p4U]4,20119524,3981,663 264.46
BABA Jan 17 220.00 Put [01G5Sm]2,3541,98154,341353 1,229.75
SPY Jan 15 329.00 Call [022MnF]3,932291154,2384,764 88.96
XLE Jan 17 61.21 Call [023ElO]1,6862,37704,0633,575 113.65
SPY Jan 15 328.00 Call [022MnD]3,62043504,0551,351 300.15
SPY Jan 17 328.50 Put [023SSR]3,93080424,0531,078 375.97
SPY Jan 17 328.00 Put [020bjF]3,764227564,0473,801 106.47
SPY Dec 17 195.00 Put [01m30q]3,970003,9700 n/a

Data for 2020-01-10 to 2020-01-16 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.