Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Jan 27 597.00 Put [042Jbq]	57,452	2,572	126	60,151	6,828	880.95
SPY Jan 21 600.00 Put [041usz]	54,527	3,497	195	58,219	21,659	268.80
SPY Jan 27 598.00 Call [042Jbm]	52,420	2,256	180	54,856	9,605	571.12
SPY Jan 21 600.00 Call [041ut1]	52,114	2,452	186	54,752	12,423	440.73
SPY Jan 21 601.00 Put [041usw]	46,029	3,369	128	49,526	16,811	294.60
SPY Jan 21 599.00 Put [041ut3]	45,825	2,462	309	48,596	23,922	203.14
QQQ Jan 27 513.00 Put [042GNN]	42,605	4,600	10	47,215	5,055	934.03
SPY Jan 21 601.00 Call [041usx]	42,758	3,304	145	46,207	21,411	215.81
SPY Jan 21 599.00 Call [041ut7]	42,323	1,676	14	44,013	2,811	1,565.74
NVDA Jan 31 114.00 Put [040Dzd]	20,931	20,362	1,216	42,509	14,067	302.19
SPY Jan 27 597.00 Call [042Jbs]	39,589	1,535	40	41,164	3,891	1,057.93
QQQ Jun 30 680.00 Call [03svMp]	40,841	117	0	40,958	45	91,017.78
SPY Jan 21 602.00 Call [041usv]	36,261	3,957	301	40,519	23,399	173.17
SPY Jan 27 596.00 Put [042JbW]	37,657	2,245	80	39,981	6,379	626.76
SPY Jan 27 598.00 Put [042Jbl]	37,685	1,184	82	38,951	2,831	1,375.87
SPY Jan 21 602.00 Put [041usu]	34,965	2,654	131	37,750	15,224	247.96
QQQ Jan 27 512.00 Put [042GNF]	33,131	2,213	183	35,526	5,169	687.29
QQQ Jan 27 514.00 Put [042GNP]	33,000	1,126	5	34,131	4,652	733.68
QQQ Jan 28 540.00 Call [042JLp]	4,386	26,924	362	31,672	696	4,550.57
QQQ Jan 21 523.00 Put [041uKR]	28,907	2,407	42	31,356	6,161	508.94
QQQ Jan 27 513.00 Call [042GNL]	29,656	1,300	32	30,987	4,329	715.80
SPY Jan 23 607.00 Call [042Jfd]	26,691	2,670	121	29,482	8,831	333.85
SPY Jan 27 596.00 Call [042Jbx]	28,606	758	12	29,376	1,360	2,160.00
SPY Jan 21 598.00 Put [041utA]	26,527	2,767	34	29,328	12,634	232.14
SPY Jan 27 599.00 Call [042Jbj]	26,256	1,701	66	28,024	5,893	475.55

Data for 2025-01-21 to 2025-01-27 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.