Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
QS Apr 5 7.00 Call [03f59e]92644,77070346,3991,068 4,344.48
TSLA Mar 22 167.50 Put [03fzI2]41,0182,62420343,84512,084 362.84
TSLA Mar 22 170.00 Call [03dQ2H]40,7351,53314042,40813,715 309.21
QQQ Apr 19 440.00 Put [03ZuYX]7,02425,87581433,712680 4,957.65
AMD Mar 22 182.50 Call [03dJFC]32,985875633,1283,161 1,048.02
TSLA Mar 22 170.00 Put [03dQ2O]31,5001,32616032,98611,180 295.04
SPY Mar 22 522.00 Put [03deCQ]23,5722,28531326,17014,289 183.15
TSLA Mar 28 180.00 Call [03dnRb]23,4731,30724225,0229,458 264.56
SPY Mar 25 520.00 Put [03gBsN]22,6071,59139924,59714,913 164.94
SPY Mar 22 521.00 Put [03fMDK]18,3404,59638723,32325,210 92.51
SPY Mar 22 522.00 Call [03deB5]20,0762,4855922,62020,979 107.82
TSLA Mar 22 165.00 Put [03dQ2U]19,8722,33018222,3849,379 238.66
TSLA Mar 28 177.50 Call [03gC1w]20,9351,1458722,1676,153 360.26
SPY Mar 26 521.00 Call [03hFE0]21,22930411421,6478,905 243.09
SPY Mar 26 521.00 Put [03hFDx]20,0341,00217421,2106,164 344.09
SPY Mar 25 521.00 Put [03gBrN]19,4341,6506421,14710,996 192.32
TSLA Mar 22 167.50 Call [03fzI1]20,0506765420,7804,457 466.23
QQQ Mar 22 446.00 Call [03de2d]19,04181915720,0177,059 283.57
SPY Mar 27 520.00 Put [03gHey]18,93780615119,8946,779 293.47
TSLA Mar 28 177.50 Put [03gC1y]18,9307194219,6916,574 299.53
QQQ Mar 22 445.00 Put [03dOUq]17,37998810318,4707,847 235.38
QQQ Mar 25 445.00 Put [03gBZb]15,8111,57219117,5745,123 343.04
QQQ Mar 22 446.00 Put [03de2f]15,1081,97343117,5128,203 213.48
SPY Mar 25 522.00 Put [03gBrk]16,89943111517,4454,313 404.47
SPY Mar 26 520.00 Put [03gFOx]17,02917422817,4315,258 331.51

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.