Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Feb 27 684.00 Put [04R7HK]	187,268	2,165	227	189,660	10,314	1,838.86
SPY Feb 27 685.00 Put [04JyrC]	180,595	2,427	279	183,301	11,998	1,527.76
SPY Feb 27 684.00 Call [04R7HH]	172,992	2,157	177	175,326	8,820	1,987.82
SPY Feb 27 685.00 Call [04Jyqk]	168,365	2,485	148	170,998	14,114	1,211.55
SPY Feb 27 683.00 Put [04R7HI]	143,410	1,776	444	145,630	9,658	1,507.87
SPY Feb 27 686.00 Call [04R7HA]	124,827	2,231	225	127,283	12,607	1,009.62
SPY Feb 27 683.00 Call [04R7HB]	118,003	1,559	212	119,774	3,329	3,597.90
SPY Feb 27 682.00 Put [04R7HF]	115,975	1,276	517	117,768	7,072	1,665.27
SPY Feb 27 686.00 Put [04R7HP]	112,645	885	42	113,572	5,538	2,050.78
SPY Mar 2 686.00 Call [04Yv0d]	102,548	1,909	223	104,680	8,254	1,268.23
SPY Mar 2 685.00 Put [04Yskm]	96,965	2,002	111	99,078	9,020	1,098.43
SPY Mar 2 684.00 Put [04Yv0V]	94,913	1,455	316	96,684	7,751	1,247.37
SPY Mar 2 685.00 Call [04Yskk]	93,784	1,452	120	95,356	7,672	1,242.91
SPY Mar 2 686.00 Put [04Yv4I]	92,867	1,274	319	94,460	9,379	1,007.14
SPY Mar 2 687.00 Call [04Yv4Q]	83,277	1,768	88	85,133	8,983	947.71
SPY Mar 2 683.00 Put [04Yv0W]	81,686	1,690	498	83,874	5,938	1,412.50
SPY Mar 2 684.00 Call [04Yv0a]	82,036	1,615	168	83,818	4,489	1,867.19
SPY Mar 3 680.00 Put [04YslS]	79,174	1,247	526	80,947	5,608	1,443.42
SPY Mar 2 687.00 Put [04Yv4O]	75,587	1,037	61	76,684	6,340	1,209.53
SPY Feb 27 681.00 Put [04R7Gw]	74,771	859	131	75,761	5,226	1,449.69
SPY Mar 3 681.00 Put [04Yv0Q]	72,680	1,478	171	74,329	3,808	1,951.92
SPY Mar 3 680.00 Call [04YslT]	71,658	1,553	208	73,419	6,730	1,090.92
QQQ Feb 27 606.00 Call [04R6nv]	70,381	2,254	100	72,735	5,187	1,402.26
SPY Mar 5 680.00 Put [04ZWMJ]	68,363	982	666	70,010	4,288	1,632.70
QQQ Feb 27 607.00 Call [04R6nx]	62,462	6,571	499	69,532	7,327	948.98

Data for 2026-02-27 to 2026-03-05 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.