Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jun 26 733.00 Put [04glrc]298,2077,6441,816307,66723,137 1,329.76
SPY Jun 26 733.00 Call [04glrX]257,6346,1171,186264,93719,678 1,346.36
SPY Jun 26 734.00 Put [04glrW]250,7047,019799258,52223,166 1,115.95
SPY Jun 26 732.00 Put [04glrY]239,2336,384792246,40923,352 1,055.19
SPY Jun 26 734.00 Call [04glrb]231,7337,342552239,62720,097 1,192.35
SPY Jun 26 732.00 Call [04glrZ]198,8853,981806203,67211,706 1,739.89
SPY Jun 26 735.00 Call [04glrh]184,1924,085196188,47319,142 984.60
SPY Jun 26 735.00 Put [04glrg]163,0364,892369168,29711,432 1,472.16
SPY Jun 26 731.00 Put [04glra]159,9684,806772165,54617,272 958.46
SPY Jun 26 731.00 Call [04glrd]146,0072,271104148,3827,578 1,958.06
SPY Jun 26 730.00 Put [04glrB]130,4223,1932,703136,31819,688 692.39
SPY Jun 26 730.00 Call [04glrT]121,5443,060242124,8467,204 1,733.01
SPY Jun 26 736.00 Call [04glrf]116,8612,49971119,43116,413 727.66
SPY Jun 26 736.00 Put [04glre]112,7263,70953116,4887,130 1,633.77
SPY Jun 26 729.00 Call [04glrP]99,1852,065101101,3513,955 2,562.60
QQQ Jun 26 711.00 Put [04h9C5]97,4731,67229399,4389,984 995.97
SPY Jun 29 738.00 Call [04kaU7]96,0722,14717898,3979,139 1,076.67
SPY Jun 26 729.00 Put [04glrU]93,3382,0541,04996,4417,752 1,244.08
QQQ Jun 26 710.00 Put [04guoe]90,8111,81129292,91413,967 665.24
QQQ Jun 26 709.00 Put [04h9C1]88,7241,72062691,0709,134 997.04
SPY Jun 29 737.00 Call [04kaU3]85,8831,39116887,4425,343 1,636.57
QQQ Jun 26 714.00 Call [04h9C8]84,2951,32514685,7667,100 1,207.97
SPY Jun 26 737.00 Call [04glrj]80,8282,0279782,9528,616 962.77
QQQ Jun 26 713.00 Call [04h9CA]79,7482,13872482,6108,213 1,005.84
QQQ Jun 26 712.00 Call [04h9C4]77,1651,00892079,0939,361 844.92

Data for 2026-06-26 to 2026-07-02 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.