Cboe Global Markets

Maker Opportunity

downloadDownload
SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
KNDI Feb 19 4.00 Put [02O1kG]019,881019,88118 110,450.00
HYG Jan 29 85.00 Put [02NUwN]2019,606019,626942 2,083.44
F Feb 19 9.00 Put [02Ldeb]718,821118,829378 4,981.22
SABR Feb 19 12.00 Put [02OA70]616,0941516,115406 3,969.21
GSAT Jul 16 2.00 Call [02MFa4]1,33213,221614,5591,429 1,018.82
T Mar 19 28.00 Put [02E7zR]8,7395,623014,36199 14,506.06
SPY Sep 17 520.00 Call [02HcS0]11,2970011,297126 8,965.87
SPY Jan 13 379.00 Put [02NeTV]9,2721621,42210,85521,066 51.53
VECO Feb 19 19.00 Put [02OFob]6,4163,9541310,383600 1,730.50
SPY Jun 18 376.00 Call [02HhIP]9,709009,709167 5,813.77
SPY Jan 13 378.00 Put [02NP8b]8,0021011,4939,59518,262 52.54
GLD Jan 29 192.50 Call [02NUD6]9,500009,5000 n/a
SPY Jan 13 379.00 Call [02NeTX]7,5131881,2308,93117,057 52.36
NAK Feb 19 1.00 Call [02DcNu]7,2830527,335415 1,767.47
SPY Jan 13 380.00 Put [02NN9d]6,377376937,10614,840 47.88
SPY Jan 15 380.00 Call [01hYAF]5,673741,1346,88222,926 30.02
TLRY Jan 21 60.00 Call [01yAwR]6,801006,801499 1,362.93
IWM Mar 19 205.00 Call [02CPWr]5,97975006,729145 4,640.69
SLB Mar 19 25.00 Call [02JoAU]2,3324,28406,616303 2,183.50
ACB Jan 21 2.00 Call [02BOBZ]6,273006,2730 n/a
TWTR Mar 19 25.00 Put [02FOIV]6,04701006,14712 51,225.00
SPY Jan 13 378.00 Call [02NP8T]5,56223455,9097,982 74.03
SPY Jan 15 380.00 Put [01hYA8]4,6141271,1095,85015,435 37.90
SPY Jan 15 375.00 Put [01hY9x]4,113551,4425,61016,737 33.52
USO Jan 21 10.00 Call [02Aq8G]5,434005,434400 1,358.50

Data for 2021-01-12 to 2021-01-19 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.