Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
BABA Dec 6 177.50 Put [02065Y]2,02221,445023,467104 22,564.42
SPY Nov 6 307.00 Call [01z2WI]9,5685,0216014,6493,273 447.57
PBR Nov 15 17.50 Call [01zrSS]1,20911,399012,607273 4,617.95
SPY Jun 30 293.00 Call [01uful]11,6580011,6580 n/a
SPY Nov 6 306.50 Put [020dIY]7,3604291737,9624,139 192.37
SPY Dec 4 286.00 Put [020XpQ]7,11410007,214208 3,468.27
SPY Nov 15 308.00 Put [01v2PD]6,57951107,090854 830.21
SPY Nov 15 309.00 Put [01v2PA]6,12873806,866431 1,593.04
SPY Nov 6 307.00 Put [01z2WC]6,1093921916,6922,873 232.93
SPY Nov 15 307.00 Call [01v2PJ]5,69983716,537512 1,276.76
SPY Nov 8 308.00 Put [01yvxc]5,928456426,4252,522 254.76
AAPL Dec 6 215.00 Put [0205Lb]06,17406,17417 36,317.65
BABA Nov 15 180.00 Put [01uhgl]2,5103,52906,039322 1,875.47
SPY Nov 6 309.00 Call [01z2WD]1,0264,93605,9627,468 79.83
SPY Nov 8 307.50 Put [01yvyW]5,135349195,5022,506 219.55
XLE Dec 20 63.00 Call [01rVlB]9474,30605,2532,406 218.33
SPY Nov 15 307.00 Put [01v2PH]4,320710875,117916 558.62
SPY Nov 15 310.00 Call [01v1Nk]2,9662,02404,9902,164 230.59
SPY Jan 15 340.00 Put [01hYC0]4,955004,9550 n/a
SPY Mar 20 291.00 Call [01YiuE]4,939004,939801 616.60
SPY Nov 15 307.50 Put [01zwFV]4,35654604,902712 688.48
SPY Nov 6 306.50 Call [020dIZ]4,69914834,850393 1,234.10
SLV Dec 31 17.00 Put [01mJwB]4,836004,8360 n/a
SPY Nov 15 306.00 Put [01v2PL]3,74393204,6751,123 416.30
SPY Dec 11 275.00 Put [020bi9]4,02051304,533126 3,597.62

Data for 2019-11-05 to 2019-11-11 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.