Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jul 11 279.50 Put [01doJc]22,52930022,559327 6,898.78
SPY Jul 11 278.00 Put [01cTsE]18,0054,107022,1126,377 346.75
SPY Jul 11 276.50 Call [01doJd]21,257104021,3601,074 1,988.83
SPY Jul 13 276.50 Call [01cAPP]18,07733018,110209 8,665.07
SPY Jul 11 275.50 Call [01dajT]17,537176017,712465 3,809.03
SPY Jul 11 275.00 Call [01cFuZ]16,580314016,893302 5,593.71
SPY Jul 11 278.50 Put [01doJi]15,785146015,9303,192 499.06
SPY Jul 13 280.00 Put [01cAOj]15,623189015,8121,493 1,059.08
SPY Jul 11 276.00 Call [01cTsR]14,069576014,6451,286 1,138.80
SPY Jul 11 277.00 Call [01cTsA]14,6180014,6183,183 459.25
SPY Jul 11 277.50 Call [01doJf]13,1120013,1126,719 195.15
SPY Jul 11 277.50 Put [01doJg]12,860228013,0885,633 232.35
SPY Jul 13 279.50 Put [01cANK]12,57641012,6172,571 490.74
SPY Jul 13 276.00 Call [01cANt]11,83341011,874537 2,211.17
SPY Jul 13 280.50 Put [01dphU]11,5720011,572145 7,980.69
SPY Jul 11 274.50 Call [01dajU]11,0300011,030125 8,824.00
SPY Jul 11 279.00 Put [01cTs6]10,9470010,9471,835 596.57
SPY Jul 13 281.00 Put [01cANp]10,28929010,318116 8,894.83
SPY Jul 13 277.50 Call [01cAOi]9,9623209,9931,169 854.83
SPY Jul 13 279.00 Put [01cANi]9,236049,2406,926 133.41
SPY Jul 13 275.50 Call [01cAPN]9,0081409,02340 22,557.50
SPY Jul 11 274.00 Call [01cTsM]8,54142308,964392 2,286.73
SPY Jul 13 277.00 Call [01cAO5]8,6948308,7771,231 713.00
SPY Jul 13 282.00 Put [01cANl]8,582008,58298 8,757.14
SPY Jul 13 278.50 Call [01cAPM]8,26111208,3732,949 283.93

Data for 2018-07-10 to 2018-07-16 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.