Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Feb 24 386.00 Put [02QlAp] | 46,583 | 74,771 | 76 | 121,430 | 13,980 | 868.60 |
SPY Feb 26 387.00 Put [02PLYu] | 23,959 | 54,442 | 40 | 78,441 | 7,840 | 1,000.52 |
AAPL Jun 18 40.00 Put [02HdFV] | 0 | 64,963 | 0 | 64,963 | 1,199 | 5,418.10 |
PLTR Feb 19 30.00 Call [02Li6i] | 29,088 | 35,325 | 424 | 64,837 | 17,448 | 371.60 |
SPY Feb 24 389.00 Put [02R4aT] | 23,279 | 22,626 | 175 | 46,079 | 11,498 | 400.76 |
EWZ Mar 5 36.50 Call [02QMyE] | 92 | 44,784 | 0 | 44,876 | 5,183 | 865.83 |
CCL Mar 5 31.00 Call [02SmUT] | 4,714 | 34,346 | 68 | 39,128 | 2,373 | 1,648.88 |
SPY Feb 19 392.00 Call [02Lj9Z] | 25,808 | 7,412 | 559 | 33,779 | 22,870 | 147.70 |
SPY Feb 19 390.00 Put [02HNuu] | 26,246 | 6,461 | 714 | 33,421 | 31,955 | 104.59 |
SPY Feb 19 391.00 Put [02Lj2n] | 27,041 | 4,637 | 243 | 31,921 | 41,476 | 76.96 |
SPY Feb 22 387.00 Put [02R4ZT] | 26,304 | 3,182 | 127 | 29,612 | 12,735 | 232.52 |
QQQ Mar 18 265.00 Put [02RBix] | 925 | 27,658 | 0 | 28,583 | 333 | 8,583.48 |
EWZ Mar 12 32.00 Put [02Qps0] | 12,901 | 11,242 | 379 | 24,522 | 5,299 | 462.77 |
SPY Feb 19 391.00 Call [02Lj2k] | 18,336 | 3,663 | 757 | 22,756 | 33,379 | 68.17 |
SPY Feb 19 392.00 Put [02Lj9b] | 21,556 | 978 | 19 | 22,553 | 18,727 | 120.43 |
AAL Feb 26 20.00 Call [02PBZe] | 2,103 | 20,295 | 4 | 22,402 | 1,937 | 1,156.53 |
SPY Feb 22 390.00 Call [02QBz9] | 13,704 | 8,000 | 205 | 21,909 | 7,545 | 290.38 |
UBER May 21 65.00 Call [02SceP] | 1,988 | 19,647 | 0 | 21,635 | 722 | 2,996.54 |
SPY Mar 18 410.00 Call [0265nx] | 20,785 | 0 | 0 | 20,785 | 3 | 692,833.33 |
SPY Feb 22 389.00 Put [02R4ZV] | 18,108 | 1,407 | 931 | 20,446 | 29,563 | 69.16 |
SPY Feb 26 388.00 Call [02PLYs] | 10,002 | 9,781 | 26 | 19,808 | 4,156 | 476.61 |
SPY Feb 19 390.00 Call [02HNuv] | 16,626 | 3,046 | 135 | 19,807 | 19,190 | 103.22 |
SPY Feb 26 385.00 Put [02PLZC] | 14,465 | 3,946 | 178 | 18,589 | 6,276 | 296.19 |
SPY Feb 22 388.00 Put [02QlBE] | 16,633 | 1,805 | 73 | 18,510 | 10,612 | 174.43 |
SPY Feb 22 388.00 Call [02QlBF] | 16,000 | 1,821 | 437 | 18,258 | 12,397 | 147.28 |
Data for 2021-02-19 to 2021-02-25 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.