Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SLV Apr 3 23.00 Call [03h4t3] | 0 | 17,132 | 0 | 17,132 | 775 | 2,210.58 |
SPY Mar 22 522.00 Call [03deB5] | 13,537 | 1,839 | 1,180 | 16,556 | 66,453 | 24.91 |
SPY Mar 22 521.00 Put [03fMDK] | 9,669 | 1,645 | 859 | 12,173 | 70,098 | 17.37 |
SPY Mar 22 522.00 Put [03deCQ] | 9,598 | 364 | 1,071 | 11,033 | 58,183 | 18.96 |
SPY Mar 25 521.00 Put [03gBrN] | 10,188 | 280 | 556 | 11,023 | 21,988 | 50.13 |
SPY Mar 26 521.00 Call [03hFE0] | 10,239 | 94 | 487 | 10,820 | 24,501 | 44.16 |
SPY Mar 27 520.00 Call [03gHex] | 10,037 | 148 | 348 | 10,533 | 12,965 | 81.24 |
SPY Mar 25 521.00 Call [03gBrP] | 8,923 | 638 | 381 | 9,941 | 35,143 | 28.29 |
SPY Mar 22 521.00 Call [03fMDL] | 9,463 | 52 | 113 | 9,628 | 18,731 | 51.40 |
SPY Mar 26 521.00 Put [03hFDx] | 9,270 | 146 | 189 | 9,605 | 14,433 | 66.55 |
SPY Mar 25 520.00 Call [03gBsH] | 8,849 | 332 | 353 | 9,533 | 18,162 | 52.49 |
SPY Mar 25 520.00 Put [03gBsN] | 7,948 | 601 | 402 | 8,951 | 41,971 | 21.33 |
SPY Mar 28 521.00 Call [03ar0R] | 8,476 | 211 | 207 | 8,894 | 7,999 | 111.19 |
SPY Mar 25 522.00 Put [03gBrk] | 8,512 | 231 | 78 | 8,820 | 7,658 | 115.17 |
SPY Mar 28 522.00 Call [03ar0u] | 7,805 | 662 | 145 | 8,612 | 6,641 | 129.68 |
SPY Mar 27 521.00 Call [03gHew] | 7,487 | 103 | 241 | 7,830 | 18,864 | 41.51 |
SPY Mar 27 520.00 Put [03gHey] | 7,251 | 186 | 326 | 7,763 | 19,726 | 39.35 |
SPY Mar 22 523.00 Put [03fMDI] | 7,666 | 0 | 73 | 7,739 | 9,028 | 85.72 |
SPY Mar 28 520.00 Call [03IbdO] | 7,130 | 277 | 112 | 7,518 | 4,137 | 181.73 |
SPY Mar 27 521.00 Put [03gHez] | 7,203 | 133 | 60 | 7,396 | 8,985 | 82.31 |
TSLA Mar 22 167.50 Put [03fzI2] | 6,806 | 305 | 69 | 7,180 | 16,100 | 44.60 |
SPY Mar 26 520.00 Put [03gFOx] | 6,738 | 194 | 188 | 7,119 | 18,890 | 37.69 |
SPY Mar 26 520.00 Call [03gFOy] | 6,625 | 25 | 61 | 6,710 | 6,592 | 101.79 |
SPY Mar 27 522.00 Call [03gHf0] | 5,799 | 696 | 177 | 6,671 | 15,877 | 42.02 |
SPY Mar 25 522.00 Call [03gBrl] | 6,352 | 135 | 126 | 6,612 | 15,096 | 43.80 |
Data for 2024-03-22 to 2024-03-28 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.