Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Nov 16 269.50 Call [01jOTg]41,7170041,717385 10,835.58
SPY Nov 16 274.50 Put [01ivIt]38,78560038,845809 4,801.61
SPY Nov 16 275.00 Put [01eevW]37,0831,367038,4503,761 1,022.33
SPY Nov 16 270.50 Call [01ivKb]38,203130038,333494 7,759.72
SPY Nov 16 273.00 Put [01eevb]36,9101,1413638,0863,570 1,066.83
SPY Nov 16 271.00 Call [01eevj]37,180192037,3721,162 3,216.18
SPY Nov 16 274.00 Put [01eevY]34,7460034,7464,361 796.74
SPY Nov 12 275.00 Put [01i5bZ]26,0528,475034,5277,653 451.16
SPY Nov 14 270.50 Call [01jnb4]33,921505034,426973 3,538.13
SPY Nov 14 271.00 Call [01iK0T]34,3168234,3262,086 1,645.54
SPY Nov 16 271.50 Call [01ivLD]34,162125034,288856 4,005.61
SPY Nov 14 270.00 Call [01i8xF]33,184588033,7721,014 3,330.57
SPY Nov 16 273.50 Put [01ivKP]33,433191233,6262,985 1,126.50
SPY Nov 23 271.50 Call [01jnbf]33,1750033,175185 17,932.43
SPY Nov 16 268.50 Call [01jOU4]32,7930032,793289 11,347.06
SPY Nov 14 269.50 Call [01jOU0]31,927160032,087250 12,834.80
SPY Nov 16 272.50 Put [01ivIq]31,502412231,9151,405 2,271.53
SPY Nov 23 269.50 Call [01jOUt]31,04956031,105222 14,011.26
SPY Nov 23 271.00 Call [01iJwK]30,69511330,709163 18,839.88
SPY Nov 23 272.00 Call [01iJwF]30,57155030,626530 5,778.49
SPY Nov 16 270.00 Call [01eevk]30,3131711430,4992,089 1,459.98
SPY Nov 23 272.50 Put [01i302]29,5620029,562421 7,021.85
SPY Nov 16 269.00 Call [01eewS]29,33535029,370464 6,329.74
SPY Nov 23 273.50 Put [01jnbj]29,3450029,345190 15,444.74
SPY Nov 14 272.00 Call [01iJvu]28,883304029,1874,145 704.15

Data for 2018-11-12 to 2018-11-16 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.