Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL May 18 140.00 Put [01WcqT]7,2753,998011,27348 23,485.42
SPY Jun 15 263.00 Put [01IEOH]2,1901,52703,717136 2,733.09
SPY May 18 265.00 Put [01VpnJ]2,90959323,504968 361.98
SPY May 18 267.00 Put [01Vpln]3,308166153,489612 570.10
SPY May 18 266.50 Call [01aMeN]2,93619703,133147 2,131.29
SPY Jun 15 265.00 Put [00xbdQ]2,14389803,041358 849.44
SPY Jun 15 267.00 Call [01IEPR]1,9051,09703,002201 1,493.53
SPY May 18 268.00 Call [01Vpm0]2,73824162,985582 512.89
SPY Apr 23 266.50 Call [01ZwRt]2,8545002,904779 372.79
SPY Jun 15 270.00 Call [00xbdO]2,64625602,903242 1,199.59
SPY Jun 15 261.00 Put [01IEOP]2,15068302,83372 3,934.72
SPY May 18 267.50 Call [01aMeP]2,70612602,832194 1,459.79
SPY May 18 266.00 Put [01VplZ]2,46736202,828305 927.21
SPY Apr 27 267.50 Call [01YHJr]2,67513722,814286 983.92
SPY May 18 269.00 Put [01Vpls]1,5491,24302,792295 946.44
SPY May 18 269.00 Call [01Vpka]2,55922602,785314 886.94
SPY May 18 267.00 Call [01Vplh]2,56915722,727382 713.87
SPY Apr 23 266.50 Put [01ZwRh]2,59110002,6911,307 205.89
AAPL May 18 135.00 Put [01WcqV]8621,78202,64521 12,595.24
SPY Apr 23 267.50 Call [01ZwRk]2,5069412,6011,343 193.67
SPY May 18 266.00 Call [01Vpne]2,4763902,515261 963.60
SPY Jun 15 259.00 Put [01IEOR]1,49885102,35051 4,607.84
SPY Apr 27 268.00 Call [01YHGq]2,2525692,316652 355.21
SPY Jun 15 268.00 Call [01IEPV]1,94732402,271107 2,122.43
SPY May 18 272.00 Call [01VpkO]1,73246012,192410 534.63

Data for 2018-04-18 to 2018-04-24 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.