Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Mar 27 640.00 Put [04YC9s]	225,142	3,068	609	228,819	12,674	1,805.42
SPY Mar 27 639.00 Put [04YC49]	215,571	2,248	667	218,486	10,729	2,036.41
SPY Mar 27 638.00 Put [04YC3K]	173,896	1,401	375	175,672	8,424	2,085.38
SPY Mar 27 640.00 Call [04YCBY]	171,747	2,286	303	174,336	11,958	1,457.90
SPY Mar 27 636.00 Put [04YC3A]	166,798	5,416	1,826	174,040	11,090	1,569.34
SPY Mar 27 639.00 Call [04YC47]	170,574	2,625	231	173,430	10,023	1,730.32
SPY Mar 27 637.00 Put [04YC3F]	163,517	2,520	1,283	167,320	7,936	2,108.37
SPY Mar 27 641.00 Put [04YC2E]	148,901	2,112	314	151,327	5,996	2,523.80
SPY Mar 27 641.00 Call [04YC4E]	137,193	2,030	202	139,425	7,883	1,768.68
SPY Mar 27 635.00 Put [04YCEV]	130,211	3,936	2,168	136,315	13,830	985.65
SPY Mar 27 638.00 Call [04YC3N]	127,418	1,944	172	129,534	7,433	1,742.69
SPY Mar 27 635.00 Call [04YCEd]	116,583	2,273	1,675	120,531	8,725	1,381.44
SPY Mar 27 636.00 Call [04YC2s]	112,335	2,123	3,002	117,460	7,284	1,612.58
SPY Mar 27 642.00 Put [04YC2G]	100,354	1,514	306	102,174	3,525	2,898.55
SPY Mar 27 642.00 Call [04YC2F]	98,515	1,458	713	100,686	10,162	990.81
SPY Mar 30 636.00 Put [04bi1r]	96,477	1,523	467	98,466	6,257	1,573.69
SPY Mar 30 635.00 Put [04bVWg]	93,716	1,241	929	95,885	6,962	1,377.26
SPY Mar 30 634.00 Put [04cNGl]	86,031	1,717	1,434	89,182	5,830	1,529.71
SPY Mar 27 637.00 Call [04YC3C]	86,969	1,919	196	89,084	6,919	1,287.53
SPY Mar 27 634.00 Call [04YC2w]	85,703	818	208	86,729	4,504	1,925.60
SPY Apr 2 654.00 Put [04b2m4]	84,181	921	148	85,250	4,852	1,757.01
SPY Mar 30 637.00 Put [04bi4N]	83,942	1,110	46	85,098	4,744	1,793.80
SPY Mar 30 633.00 Put [04cNGe]	76,305	843	101	77,249	4,371	1,767.31
SPY Apr 1 655.00 Put [04bi1G]	73,879	1,339	102	75,319	5,128	1,468.78
IWM Mar 31 237.00 Put [04cLUZ]	2,639	71,615	0	74,254	684	10,855.85

Data for 2026-03-27 to 2026-04-02 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.