Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPX Dec 16 6180.00 Put [03zKwR]	3,886,859	0	0	3,886,859	3	129,561,966.67
SPX Dec 16 6190.00 Put [03zNAR]	3,013,443	0	0	3,013,443	0	n/a
SPX Dec 17 6165.00 Put [03zOiP]	1,380,359	0	0	1,380,359	1	138,035,900.00
VIX Jan 22 20.00 Call [03jYwR]	1,043,636	32,679	0	1,076,315	35,335	3,046.03
VIX Dec 18 15.00 Call [03hfUW]	986,301	29,022	0	1,015,323	21,165	4,797.18
SPX Dec 17 6170.00 Put [03z58R]	923,055	0	0	923,055	27	3,418,722.22
SPX Dec 18 6175.00 Put [03yteL]	690,354	0	0	690,354	7	9,862,200.00
VIX Jan 22 22.00 Call [03jYwe]	639,956	20,216	0	660,172	8,538	7,732.16
SPX Dec 18 6180.00 Put [03zKwp]	647,098	0	0	647,098	0	n/a
SPX Dec 16 6050.00 Call [03xIvv]	593,585	203	0	593,788	5,278	11,250.25
VIX Jan 22 30.00 Call [03jYxc]	531,170	17,884	0	549,054	21,762	2,522.99
SPX Dec 17 6135.00 Put [03zNAZ]	548,106	6	0	548,112	35	1,566,034.29
SPX Dec 16 6055.00 Call [03z3KU]	525,073	387	0	525,460	4,322	12,157.80
SPX Dec 16 6060.00 Call [03xml7]	521,726	785	0	522,511	9,008	5,800.52
SPX Dec 16 6065.00 Call [03z3KW]	511,277	1,437	0	512,714	21,019	2,439.29
SPX Dec 16 6080.00 Put [03xmlE]	502,792	4,092	0	506,884	82,111	617.32
SPX Dec 16 6070.00 Call [03xml9]	492,665	2,985	0	495,650	51,714	958.44
SPX Dec 16 6045.00 Call [03z3KS]	495,171	35	0	495,206	1,631	30,362.11
SPX Dec 16 6075.00 Call [03xmlB]	470,748	5,106	0	475,854	94,139	505.48
SPX Dec 16 6090.00 Put [03xmlG]	467,029	226	0	467,255	6,304	7,412.04
SPX Dec 16 6040.00 Call [03xml5]	465,317	206	0	465,523	1,551	30,014.38
SPX Dec 16 6085.00 Put [03z57t]	441,728	1,656	0	443,384	22,018	2,013.73
SPX Dec 16 6080.00 Call [03xmlD]	435,978	6,105	0	442,083	119,362	370.37
SPX Dec 17 6140.00 Put [03z58N]	438,125	0	0	438,125	49	894,132.65
SPX Dec 18 6185.00 Put [03zQao]	437,259	0	0	437,259	0	n/a

Data for 2024-12-16 to 2024-12-20 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.