Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
TLT Jan 17 93.00 Call [03UcA9]	35,882	6,268	0	42,150	21,309	197.80
SPY Dec 19 589.00 Call [03zrSF]	30,783	216	30	31,029	2,103	1,475.46
SPY Dec 19 588.00 Put [03zrSN]	28,063	768	23	28,854	2,503	1,152.78
INDA Dec 20 54.00 Put [03iqco]	8,714	20,063	0	28,777	3,332	863.66
SPY Dec 19 590.00 Call [03zYI0]	26,287	253	12	26,551	2,710	979.74
SPXU Jan 17 23.00 Call [034wMi]	25,754	0	0	25,754	0	n/a
SPY Dec 19 588.00 Call [03zrSK]	24,262	73	0	24,335	1,157	2,103.28
SPY Dec 19 589.00 Put [03zrQq]	21,309	145	20	21,475	743	2,890.31
SPY Dec 19 591.00 Call [03zrQt]	19,487	80	45	19,612	1,070	1,832.90
SPY Dec 16 607.00 Call [03zMgc]	18,155	779	31	18,965	7,681	246.91
SPY Dec 19 590.00 Put [03zYHv]	18,768	148	6	18,922	713	2,653.86
SPY Dec 19 587.00 Put [03zrSI]	18,322	387	23	18,732	1,486	1,260.57
BITO Dec 27 25.00 Put [03xM0j]	12,970	3,766	0	16,736	181	9,246.41
SPY Dec 16 606.00 Put [03zMge]	14,421	435	33	14,889	7,633	195.06
SPXU Jan 17 25.00 Call [034wMr]	14,536	0	0	14,536	0	n/a
SPY Dec 20 592.00 Put [03uDJ7]	14,453	57	13	14,523	1,088	1,334.83
SPY Dec 18 595.00 Call [03zQ8H]	13,688	0	397	14,085	1,137	1,238.79
SPY Dec 17 604.00 Put [03zONs]	13,250	297	7	13,554	4,174	324.72
SPY Dec 16 606.00 Call [03zMgQ]	12,818	126	10	12,954	1,778	728.57
SPY Dec 19 591.00 Put [03zrQs]	12,462	169	2	12,633	436	2,897.48
NVDA Dec 20 134.00 Call [03mORx]	9,484	2,602	55	12,141	3,755	323.33
SPY Dec 20 592.00 Call [03uDJ6]	11,860	160	10	12,029	652	1,844.94
SPY Dec 16 607.00 Put [03zMgZ]	10,887	733	6	11,626	5,702	203.89
SPY Dec 20 593.00 Put [03uDJ9]	11,319	75	1	11,395	510	2,234.31
SPY Dec 20 593.00 Call [03uDJ8]	10,989	83	12	11,084	749	1,479.84

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.