Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
IWM Jan 24 219.00 Put [040YME]	34,865	18,253	0	53,118	593	8,957.50
SPY Dec 19 589.00 Put [03zrQq]	23,752	95	247	24,094	10,511	229.23
SPY Dec 19 590.00 Put [03zYHv]	18,148	83	203	18,434	7,853	234.74
SPY Dec 19 590.00 Call [03zYI0]	17,620	243	124	17,987	10,803	166.50
SPY Dec 19 588.00 Put [03zrSN]	16,985	179	180	17,343	10,637	163.04
SPY Dec 19 589.00 Call [03zrSF]	16,681	101	151	16,933	6,244	271.19
SPY Dec 19 588.00 Call [03zrSK]	15,449	30	255	15,734	3,261	482.49
SPY Jan 3 577.00 Put [03yrcE]	110	14,548	0	14,658	340	4,311.18
SPY Dec 19 591.00 Put [03zrQs]	12,734	76	81	12,890	3,338	386.16
QQQ Dec 18 447.00 Put [03zhgu]	2,005	10,006	0	12,011	665	1,806.17
SPY Dec 19 591.00 Call [03zrQt]	11,518	5	163	11,686	7,459	156.67
SPY Dec 18 596.00 Call [03zQ8F]	11,438	5	18	11,461	2,985	383.95
TSLA Dec 20 440.00 Put [03bsyl]	10,516	623	2	11,141	3,467	321.34
SPY Dec 20 592.00 Call [03uDJ6]	10,962	53	41	11,056	7,751	142.64
SPY Dec 16 607.00 Call [03zMgc]	9,666	702	517	10,885	61,213	17.78
QQQ Dec 18 445.00 Put [03zhXP]	15	10,821	0	10,836	1,469	737.64
SPY Dec 19 587.00 Put [03zrSI]	10,346	54	343	10,743	11,836	90.77
QQQ Dec 19 500.00 Put [03zXMq]	110	10,475	0	10,585	643	1,646.19
NVDA Dec 20 134.00 Put [03mOSA]	10,415	114	8	10,538	3,702	284.66
SPY Dec 20 593.00 Call [03uDJ8]	10,247	233	55	10,535	9,791	107.60
SPY Dec 20 593.00 Put [03uDJ9]	10,255	50	27	10,331	6,213	166.28
SPY Dec 17 604.00 Call [03zONo]	8,190	426	1,297	9,912	26,530	37.36
NVDA Dec 20 130.00 Call [03PFV2]	9,603	164	40	9,807	6,549	149.75
QQQ Dec 19 517.00 Put [03zXMg]	9,692	44	9	9,744	7,071	137.80
TSLA Jan 15 135.00 Put [03uDin]	9,625	0	0	9,625	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.