Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jan 09 256.00 Call [01l5E1]37,1820037,182381 9,759.06
SPY Jan 09 257.00 Call [01l5El]32,856483033,3393,033 1,099.21
SPY Jan 09 259.00 Put [01l5FL]32,1240032,1241,230 2,611.71
SPY Jan 09 255.00 Call [01ksHA]29,1960029,196285 10,244.21
SPY Jan 09 258.50 Put [01mZoV]28,2810028,2812,925 966.87
SPY Jan 09 259.50 Put [01mZoQ]27,684225027,909609 4,582.76
SPY Jan 09 255.50 Call [01mZjo]27,6090027,609102 27,067.65
SPY Jan 09 256.50 Call [01mZlj]27,2256027,231750 3,630.80
SPY Jan 09 260.00 Put [01ksH6]25,9980025,998186 13,977.42
SPY Jan 09 258.00 Put [01l5FV]23,136019823,3349,894 235.84
SPY Jan 09 260.50 Put [01mZpk]20,1690020,16996 21,009.38
SPY Jan 11 259.00 Put [01l5Fv]19,3590019,3592,668 725.60
SPY Jan 18 260.00 Put [013vV2]18,9860018,9861,777 1,068.43
SPY Jan 11 256.50 Call [01mZo6]17,6490017,649331 5,332.02
SPY Jan 09 257.50 Call [01mZoT]17,4840017,4844,254 411.00
SPY Jan 18 259.50 Put [01mZt8]17,42426017,450286 6,101.40
SPY Jan 11 258.00 Put [01l5Fg]16,90210810017,1106,755 253.29
SPY Jan 11 256.00 Call [01l5E0]16,7060216,708919 1,818.06
SPY Jan 18 261.00 Put [01dMwW]16,50613316,522187 8,835.29
SPY Jan 09 254.50 Call [01mZjp]16,4070016,4073 546,900.00
SPY Jan 11 257.00 Call [01l5DN]16,2840016,2841,982 821.59
SPY Jan 09 261.00 Put [01l5FC]16,2660016,266165 9,858.18
SPY Jan 18 257.50 Call [01luob]16,1060016,106303 5,315.51
SPY Jan 11 259.50 Put [01mZoX]16,0680016,068539 2,981.08
SPY Jan 09 257.50 Put [01mZoW]15,9600015,9609,534 167.40

Data for 2019-01-09 to 2019-01-15 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.