Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY May 13 521.00 Put [03jh15] | 40,627 | 4,928 | 237 | 45,792 | 19,147 | 239.16 |
SPWR May 17 3.50 Put [03de8L] | 29,420 | 2,066 | 262 | 31,748 | 544 | 5,836.03 |
SPY May 13 521.00 Call [03jh16] | 27,700 | 3,434 | 175 | 31,309 | 17,886 | 175.05 |
CZR Sep 20 40.00 Call [03bukO] | 28,375 | 0 | 0 | 28,375 | 51 | 55,637.25 |
SPCE Jan 17 0.50 Put [03QoKp] | 23,542 | 2,834 | 233 | 26,609 | 1,438 | 1,850.42 |
QQQ May 13 443.00 Put [03jgxo] | 23,059 | 1,611 | 86 | 24,756 | 11,337 | 218.36 |
SPY May 13 520.00 Put [03jg8M] | 17,970 | 4,588 | 59 | 22,617 | 18,683 | 121.06 |
TSLA May 17 175.00 Call [03UcCv] | 21,659 | 851 | 89 | 22,599 | 7,664 | 294.87 |
SPY May 14 521.00 Put [03jh00] | 20,438 | 1,706 | 185 | 22,328 | 9,643 | 231.55 |
SPY May 14 521.00 Call [03jh01] | 20,316 | 1,319 | 158 | 21,792 | 6,474 | 336.61 |
SPY May 14 522.00 Call [03jgzz] | 19,312 | 2,214 | 175 | 21,700 | 10,928 | 198.57 |
SPY May 16 529.00 Put [03k9dc] | 18,394 | 2,028 | 300 | 20,722 | 8,788 | 235.80 |
ETSY Jul 19 75.00 Call [03fRQn] | 1,407 | 18,190 | 0 | 19,597 | 140 | 13,997.86 |
SPY May 13 522.00 Call [03jh14] | 15,698 | 3,506 | 254 | 19,458 | 15,757 | 123.49 |
QQQ May 13 443.00 Call [03jgxp] | 17,972 | 1,346 | 108 | 19,426 | 10,124 | 191.88 |
QQQ May 13 444.00 Call [03jgxn] | 14,998 | 4,061 | 46 | 19,105 | 7,975 | 239.56 |
SPY May 14 523.00 Call [03jgzx] | 16,248 | 2,720 | 70 | 19,037 | 8,773 | 217.00 |
TSLA May 17 172.50 Put [03jLx4] | 18,168 | 487 | 25 | 18,681 | 5,388 | 346.71 |
SPY May 13 522.00 Put [03jh13] | 17,337 | 1,153 | 148 | 18,638 | 6,545 | 284.77 |
TSLA May 17 175.00 Put [03UcCu] | 17,018 | 507 | 51 | 17,576 | 6,209 | 283.07 |
IWM May 17 195.00 Put [03JCqf] | 12,322 | 4,391 | 588 | 17,300 | 313 | 5,527.16 |
W Jul 19 75.00 Call [03fWgJ] | 10,783 | 5,949 | 424 | 17,156 | 135 | 12,708.15 |
SPY May 14 520.00 Put [03jh02] | 13,460 | 3,346 | 135 | 16,941 | 8,648 | 195.90 |
TSLA May 17 180.00 Call [03UcCt] | 15,480 | 1,012 | 161 | 16,652 | 8,458 | 196.88 |
SPY May 16 530.00 Put [03jtOy] | 14,678 | 1,481 | 131 | 16,290 | 6,172 | 263.93 |
Data for 2024-05-13 to 2024-05-17 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.