Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVDA Sep 20 61.00 Put [03mNVH]	54,070	0	0	54,070	0	n/a
NVDA Jan 16 35.00 Put [03WkjU]	50,977	0	0	50,977	0	n/a
W Jul 19 70.00 Call [03fWgg]	36,994	10,847	688	48,529	515	9,423.11
NVDA Jan 16 30.00 Put [03TEMb]	41,517	0	0	41,517	0	n/a
AMD Jan 17 60.00 Put [034m1w]	33,835	0	0	33,835	10	338,350.00
SPY Jun 13 541.00 Put [03lz7g]	29,723	1,010	109	30,842	4,735	651.36
SPY Jun 13 542.00 Put [03lz7o]	29,536	975	88	30,598	3,755	814.86
SPY Jun 11 534.00 Call [03let3]	27,538	2,499	295	30,332	11,863	255.69
SPY Jun 11 533.00 Put [03letE]	23,995	1,504	155	25,654	9,614	266.84
SPY Jun 12 540.00 Put [03ljCW]	23,234	2,133	122	25,488	7,163	355.83
SPY Jun 12 541.00 Put [03lrxU]	24,253	884	21	25,158	4,561	551.59
SPY Jun 12 542.00 Call [03lrxX]	23,140	1,285	57	24,482	3,856	634.91
NVDA Jun 14 130.00 Call [03mOQ1]	21,060	2,391	958	24,409	15,247	160.09
SPY Jun 13 542.00 Call [03lz7p]	22,729	1,160	477	24,366	4,809	506.67
SPY Jun 11 534.00 Put [03letI]	22,885	912	184	23,981	11,842	202.51
SPY Jun 13 543.00 Call [03lz7q]	22,342	1,248	124	23,715	6,945	341.47
SPY Jun 13 540.00 Put [03ls1F]	22,758	798	152	23,708	5,297	447.57
FXI Jun 28 27.00 Call [03QV92]	23,462	0	0	23,462	71	33,045.07
QQQ Jun 12 476.00 Call [03m58a]	21,803	781	688	23,272	10,511	221.41
SPY Jun 12 543.00 Call [03lrxx]	20,662	2,121	35	22,817	4,996	456.71
QQQ Jun 12 475.00 Put [03lr9W]	21,948	645	131	22,724	3,866	587.79
SPY Jun 13 541.00 Call [03lz7f]	21,599	1,048	52	22,700	3,411	665.49
KWEB Jun 28 30.00 Call [03kEuU]	22,474	0	0	22,474	0	n/a
SPY Jun 11 535.00 Call [03letG]	18,816	3,503	87	22,406	12,366	181.19
SPY Jun 12 542.00 Put [03lrxW]	21,472	637	46	22,155	3,770	587.67

Data for 2024-06-11 to 2024-06-17 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.