Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVDA Jan 17 80.00 Put [034uCF]	50,711	0	0	50,711	0	n/a
NVDA Sep 20 300.00 Put [03PFWc]	37,643	0	0	37,643	0	n/a
SPY Apr 22 497.00 Put [03iA8C]	32,183	3,447	236	35,866	19,369	185.17
SPY Apr 22 499.00 Call [03iA8W]	31,011	3,388	256	34,655	9,679	358.04
SPY Apr 24 505.00 Put [03icZ2]	31,743	1,394	157	33,294	6,327	526.22
SPY Apr 22 498.00 Call [03iA8B]	28,446	4,404	401	33,251	14,373	231.34
SPY Apr 22 497.00 Call [03iA8E]	31,780	988	347	33,115	10,653	310.85
SPY Apr 22 498.00 Put [03iA8X]	27,576	2,026	118	29,720	10,266	289.50
SPY Apr 24 504.00 Put [03icWo]	27,271	2,034	307	29,612	6,176	479.47
SPY Apr 24 505.00 Call [03icWn]	27,182	1,277	219	28,677	5,640	508.46
TSLA Apr 26 170.00 Call [03fzII]	26,818	1,208	236	28,262	8,783	321.78
SPY Apr 23 505.00 Call [03iCcI]	24,980	2,680	339	27,998	8,944	313.04
SPY Apr 22 496.00 Put [03iA8D]	21,898	5,392	654	27,944	18,050	154.81
SPY Apr 22 500.00 Call [03i8fS]	23,329	4,172	382	27,883	15,337	181.80
QQQ Apr 22 415.00 Put [03iA1w]	25,280	1,299	282	26,861	8,148	329.66
SPY Apr 22 499.00 Put [03iA8V]	24,592	1,750	169	26,511	11,232	236.03
CZR Jan 16 60.00 Call [03T8CO]	15,454	10,476	99	26,029	83	31,360.24
SPY Apr 24 506.00 Call [03iCc9]	24,649	1,203	102	25,954	6,393	405.98
QQQ Apr 22 417.00 Call [03i9yk]	23,052	1,902	61	25,015	7,557	331.02
SPY Apr 24 506.00 Put [03iCc6]	23,450	875	141	24,466	4,464	548.07
QQQ Apr 22 416.00 Put [03i9yl]	21,855	930	174	22,959	8,278	277.35
SPY Apr 24 504.00 Call [03icWp]	21,824	1,020	101	22,945	3,082	744.48
QQQ Apr 22 418.00 Call [03i9yj]	21,881	894	58	22,833	9,076	251.58
QQQ Apr 22 420.00 Call [03i8RL]	19,310	3,397	71	22,778	8,247	276.20
SPY Apr 22 501.00 Call [03icZv]	19,401	1,611	931	21,943	8,604	255.03

Data for 2024-04-22 to 2024-04-26 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.