Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY May 24 529.00 Call [03i0I7] | 43,152 | 7,407 | 232 | 50,791 | 17,056 | 297.79 |
TSLA May 24 180.00 Call [03i0qe] | 48,786 | 985 | 62 | 49,833 | 22,588 | 220.62 |
SPY May 24 529.00 Put [03i0IY] | 43,075 | 4,603 | 146 | 47,824 | 17,635 | 271.19 |
SPY May 24 530.00 Put [03i0HA] | 38,061 | 4,043 | 110 | 42,214 | 10,501 | 402.00 |
TSLA May 24 177.50 Call [03k4En] | 38,929 | 1,553 | 72 | 40,554 | 19,993 | 202.84 |
SPY May 24 528.00 Call [03i0IB] | 35,769 | 4,269 | 88 | 40,126 | 9,490 | 422.82 |
SPY May 28 529.00 Put [03kWeZ] | 34,341 | 2,492 | 73 | 36,906 | 10,026 | 368.10 |
SPY May 24 530.00 Call [03i0HF] | 28,788 | 6,291 | 501 | 35,580 | 17,423 | 204.21 |
SPY May 28 529.00 Call [03kWea] | 31,231 | 2,474 | 41 | 33,745 | 8,762 | 385.13 |
TSLA May 31 180.00 Call [03iM7B] | 30,364 | 1,359 | 209 | 31,933 | 10,595 | 301.40 |
SPY May 24 528.00 Put [03i0GT] | 27,750 | 3,794 | 86 | 31,630 | 13,819 | 228.89 |
SPY May 28 530.00 Call [03kWeY] | 25,731 | 3,266 | 1,385 | 30,382 | 11,399 | 266.53 |
SPY May 28 530.00 Put [03kWeX] | 25,922 | 1,597 | 90 | 27,609 | 8,696 | 317.49 |
QQQ May 24 458.00 Put [03i65e] | 24,013 | 3,326 | 99 | 27,438 | 14,529 | 188.85 |
TSLA May 24 175.00 Put [03i0qb] | 24,828 | 1,366 | 51 | 26,245 | 8,936 | 293.70 |
SPY May 28 528.00 Put [03kWeb] | 23,322 | 2,554 | 108 | 25,984 | 8,305 | 312.87 |
SMCI Jan 17 100.00 Put [03KYt5] | 24,512 | 0 | 0 | 24,512 | 0 | n/a |
SPY May 29 527.00 Put [03kZ5O] | 23,321 | 1,056 | 62 | 24,439 | 4,061 | 601.80 |
SPY May 24 527.00 Put [03i0Id] | 18,821 | 5,316 | 120 | 24,257 | 12,727 | 190.59 |
AAPL May 24 190.00 Call [03hsWX] | 22,112 | 1,602 | 55 | 23,769 | 13,161 | 180.60 |
SPY May 29 526.00 Put [03kZ5Q] | 21,575 | 1,840 | 126 | 23,541 | 4,468 | 526.88 |
TSLA May 31 177.50 Call [03kUd6] | 21,334 | 882 | 92 | 22,308 | 6,901 | 323.26 |
SPY May 24 527.00 Call [03i0IT] | 17,489 | 4,303 | 16 | 21,808 | 4,039 | 539.94 |
SPY May 29 527.00 Call [03kZ5P] | 19,931 | 1,766 | 18 | 21,715 | 4,381 | 495.66 |
TSLA May 31 175.00 Put [03iM6P] | 19,908 | 1,239 | 55 | 21,202 | 7,509 | 282.35 |
Data for 2024-05-24 to 2024-05-31 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.