Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY May 24 529.00 Put [03i0IY]	37,454	1,335	86	38,875	10,392	374.09
SPY May 24 530.00 Call [03i0HF]	31,418	871	37	32,326	10,215	316.46
SPY May 24 529.00 Call [03i0I7]	28,281	534	338	29,153	5,547	525.56
SPY May 28 529.00 Call [03kWea]	23,490	648	46	24,183	3,426	705.87
SPY May 24 528.00 Put [03i0GT]	22,733	882	249	23,864	7,836	304.54
SPY May 28 529.00 Put [03kWeZ]	22,540	405	237	23,181	5,571	416.10
SPY May 28 528.00 Put [03kWeb]	21,552	383	79	22,014	5,173	425.56
SPY May 31 521.00 Call [03fEpV]	18,735	699	26	19,460	4,487	433.70
SPY May 31 522.00 Call [03fEpI]	18,064	204	44	18,311	4,078	449.02
SPY May 28 530.00 Call [03kWeY]	17,258	388	56	17,701	6,733	262.90
SPY May 24 528.00 Call [03i0IB]	17,160	293	146	17,599	3,339	527.07
SPY May 28 530.00 Put [03kWeX]	16,962	560	62	17,584	3,755	468.28
SPY May 24 527.00 Put [03i0Id]	16,729	596	135	17,460	7,612	229.37
SPY May 24 530.00 Put [03i0HA]	16,929	513	10	17,452	3,301	528.69
SPY May 29 527.00 Call [03kZ5P]	16,169	426	70	16,665	3,032	549.64
SPY May 31 519.00 Call [03fEqO]	15,714	235	47	15,996	5,417	295.29
SPY May 30 523.00 Call [03kzD2]	14,973	444	2	15,419	3,353	459.86
SPY May 30 524.00 Call [03kzDG]	14,919	217	61	15,197	3,391	448.16
SPY May 29 526.00 Put [03kZ5Q]	14,704	219	68	14,991	2,693	556.67
HYG May 31 76.50 Call [03iHwa]	14,785	1	0	14,786	125	11,828.80
SPY May 29 527.00 Put [03kZ5O]	13,961	265	63	14,290	2,063	692.68
SPY May 29 530.00 Put [03kZ4y]	14,126	64	5	14,194	1,520	933.82
SPY May 31 521.00 Put [03fEpJ]	13,800	268	23	14,092	1,833	768.79
AMZN Jun 21 200.00 Call [02y0Dn]	3,495	10,548	1	14,044	1,649	851.67
SPY May 24 525.00 Put [03i0IP]	12,826	306	21	13,153	2,654	495.59

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.