Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Sep 21 302.00 Call [01Xpyg]0012,27012,2700 n/a
SPY Sep 21 293.00 Put [01V8V2]10,357677011,0342,026 544.62
SPY Sep 17 287.50 Call [01ggMF]11,0220011,022282 3,908.51
SPY Sep 17 288.50 Call [01ggMD]9,249009,2499 102,766.67
SPY Sep 17 287.00 Call [01fzXr]9,009009,009366 2,461.48
SPY Sep 17 291.00 Put [01fzXT]6,76290007,6622,535 302.25
SPY Sep 17 290.50 Put [01ggM9]6,897006,8974,002 172.34
SPY Sep 17 288.00 Call [01fzXj]6,531006,5311,419 460.25
SPY Sep 19 298.00 Call [01gLx0]006,3466,3464,731 134.14
SPY Sep 17 289.00 Call [01fzXc]6,234006,234879 709.22
SPY Sep 19 289.00 Call [01fPSC]6,088006,088516 1,179.84
SPY Sep 19 291.50 Put [01ggNR]5,79218705,9791,835 325.83
SPY Sep 17 291.50 Put [01ggM7]5,838005,838381 1,532.28
SPY Sep 19 289.50 Call [01ggNV]5,643005,643617 914.59
SPY Sep 19 291.00 Put [01fzXN]5,5981205,6104,894 114.63
SPY Sep 21 290.00 Put [016Daf]5,387005,3871,838 293.09
SPY Sep 19 292.50 Put [01ggNP]5,109005,109689 741.51
SPY Oct 19 284.00 Call [01cUfO]4,69923004,929341 1,445.45
SPY Sep 19 293.00 Put [01gLx9]4,844004,84431 15,625.81
SPY Oct 19 288.00 Call [01cUfP]4,811004,811200 2,405.50
SPY Sep 19 290.00 Call [01fPT1]4,724104,7251,314 359.59
SPY Sep 19 292.00 Put [01gLxA]4,688004,688561 835.65
SPY Sep 17 289.50 Put [01ggMA]2,2652,40604,6714,041 115.59
FXI Oct 19 36.00 Put [01dCdr]3914,23104,622296 1,561.49
SPY Sep 21 290.50 Put [01ggNC]4,506004,506808 557.67

Data for 2018-09-17 to 2018-09-21 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.