Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Feb 24 386.00 Put [02QlAp]46,58374,77176121,43013,980 868.60
SPY Feb 26 387.00 Put [02PLYu]23,95954,4424078,4417,840 1,000.52
AAPL Jun 18 40.00 Put [02HdFV]064,963064,9631,199 5,418.10
PLTR Feb 19 30.00 Call [02Li6i]29,08835,32542464,83717,448 371.60
SPY Feb 24 389.00 Put [02R4aT]23,27922,62617546,07911,498 400.76
EWZ Mar 5 36.50 Call [02QMyE]9244,784044,8765,183 865.83
CCL Mar 5 31.00 Call [02SmUT]4,71434,3466839,1282,373 1,648.88
SPY Feb 19 392.00 Call [02Lj9Z]25,8087,41255933,77922,870 147.70
SPY Feb 19 390.00 Put [02HNuu]26,2466,46171433,42131,955 104.59
SPY Feb 19 391.00 Put [02Lj2n]27,0414,63724331,92141,476 76.96
SPY Feb 22 387.00 Put [02R4ZT]26,3043,18212729,61212,735 232.52
QQQ Mar 18 265.00 Put [02RBix]92527,658028,583333 8,583.48
EWZ Mar 12 32.00 Put [02Qps0]12,90111,24237924,5225,299 462.77
SPY Feb 19 391.00 Call [02Lj2k]18,3363,66375722,75633,379 68.17
SPY Feb 19 392.00 Put [02Lj9b]21,5569781922,55318,727 120.43
AAL Feb 26 20.00 Call [02PBZe]2,10320,295422,4021,937 1,156.53
SPY Feb 22 390.00 Call [02QBz9]13,7048,00020521,9097,545 290.38
UBER May 21 65.00 Call [02SceP]1,98819,647021,635722 2,996.54
SPY Mar 18 410.00 Call [0265nx]20,7850020,7853 692,833.33
SPY Feb 22 389.00 Put [02R4ZV]18,1081,40793120,44629,563 69.16
SPY Feb 26 388.00 Call [02PLYs]10,0029,7812619,8084,156 476.61
SPY Feb 19 390.00 Call [02HNuv]16,6263,04613519,80719,190 103.22
SPY Feb 26 385.00 Put [02PLZC]14,4653,94617818,5896,276 296.19
SPY Feb 22 388.00 Put [02QlBE]16,6331,8057318,51010,612 174.43
SPY Feb 22 388.00 Call [02QlBF]16,0001,82143718,25812,397 147.28

Data for 2021-02-19 to 2021-02-25 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.