Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
NOAH Jun 18 40.00 Put [02KNeG]1219,531619,54970 27,927.14
MRK Mar 19 87.50 Call [02OJPE]9,9145,587015,50138 40,792.11
AAPL Mar 19 150.00 Call [02Hdox]9,23267039,9063,747 264.37
MAC Feb 19 17.00 Put [02O39P]6,9702,55409,52435 27,211.43
C Feb 19 70.00 Call [02Nq1g]9,354009,354107 8,742.06
IPO Apr 16 56.00 Put [02JZQN]08,67008,670104 8,336.54
ATHX Jul 16 3.00 Call [02M7Vc]8,500008,50060 14,166.67
SPY Jan 21 250.00 Put [01yAWc]8,178008,1787 116,828.57
IPOF Feb 19 17.50 Call [02OdrQ]3,8953,72607,621778 979.56
PBR Mar 19 10.00 Call [02GZ3Y]3,6343,68507,3193,317 220.65
F Feb 19 17.00 Call [02QN1k]6,60005187,118930 765.38
ADBE Feb 5 400.00 Put [02OlNe]3,2653,26506,53012 54,416.67
SNAP Feb 19 48.00 Put [02QIAC]2,6403,72106,3611,549 410.65
SPY Jan 20 383.00 Call [02OCPB]4,2194941,4316,14430,555 20.11
SPY Jun 30 381.00 Call [02HhEE]5,544005,54499 5,600.00
SPY Jan 25 383.00 Put [02P87e]5,042124505,5048,199 67.13
SPY Jan 22 384.00 Call [02NIF3]4,784266645,47416,374 33.43
SPY Jan 20 384.00 Put [02OCOu]4,4681298735,47017,043 32.10
SPY Jan 20 384.00 Call [02OCOw]3,1182302,0995,44727,788 19.60
DISH Mar 19 45.00 Call [02EzQH]4,90317205,07571 7,147.89
SPY Jan 25 382.00 Put [02OYDn]3,9401141,0085,0627,369 68.69
RAMP Feb 19 60.00 Put [02Dfb0]14,96604,96733 15,051.52
SPY May 21 450.00 Call [02JTTg]4,637004,637107 4,333.64
IWM Jan 29 205.00 Call [02NVK2]4,601004,60124 19,170.83
SPY Jan 25 381.00 Put [02P87c]4,1921731924,5574,339 105.02

Data for 2021-01-20 to 2021-01-26 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.