Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
QS Apr 5 7.00 Call [03f59e] | 926 | 44,770 | 703 | 46,399 | 1,068 | 4,344.48 |
TSLA Mar 22 167.50 Put [03fzI2] | 41,018 | 2,624 | 203 | 43,845 | 12,084 | 362.84 |
TSLA Mar 22 170.00 Call [03dQ2H] | 40,735 | 1,533 | 140 | 42,408 | 13,715 | 309.21 |
QQQ Apr 19 440.00 Put [03ZuYX] | 7,024 | 25,875 | 814 | 33,712 | 680 | 4,957.65 |
AMD Mar 22 182.50 Call [03dJFC] | 32,985 | 87 | 56 | 33,128 | 3,161 | 1,048.02 |
TSLA Mar 22 170.00 Put [03dQ2O] | 31,500 | 1,326 | 160 | 32,986 | 11,180 | 295.04 |
SPY Mar 22 522.00 Put [03deCQ] | 23,572 | 2,285 | 313 | 26,170 | 14,289 | 183.15 |
TSLA Mar 28 180.00 Call [03dnRb] | 23,473 | 1,307 | 242 | 25,022 | 9,458 | 264.56 |
SPY Mar 25 520.00 Put [03gBsN] | 22,607 | 1,591 | 399 | 24,597 | 14,913 | 164.94 |
SPY Mar 22 521.00 Put [03fMDK] | 18,340 | 4,596 | 387 | 23,323 | 25,210 | 92.51 |
SPY Mar 22 522.00 Call [03deB5] | 20,076 | 2,485 | 59 | 22,620 | 20,979 | 107.82 |
TSLA Mar 22 165.00 Put [03dQ2U] | 19,872 | 2,330 | 182 | 22,384 | 9,379 | 238.66 |
TSLA Mar 28 177.50 Call [03gC1w] | 20,935 | 1,145 | 87 | 22,167 | 6,153 | 360.26 |
SPY Mar 26 521.00 Call [03hFE0] | 21,229 | 304 | 114 | 21,647 | 8,905 | 243.09 |
SPY Mar 26 521.00 Put [03hFDx] | 20,034 | 1,002 | 174 | 21,210 | 6,164 | 344.09 |
SPY Mar 25 521.00 Put [03gBrN] | 19,434 | 1,650 | 64 | 21,147 | 10,996 | 192.32 |
TSLA Mar 22 167.50 Call [03fzI1] | 20,050 | 676 | 54 | 20,780 | 4,457 | 466.23 |
QQQ Mar 22 446.00 Call [03de2d] | 19,041 | 819 | 157 | 20,017 | 7,059 | 283.57 |
SPY Mar 27 520.00 Put [03gHey] | 18,937 | 806 | 151 | 19,894 | 6,779 | 293.47 |
TSLA Mar 28 177.50 Put [03gC1y] | 18,930 | 719 | 42 | 19,691 | 6,574 | 299.53 |
QQQ Mar 22 445.00 Put [03dOUq] | 17,379 | 988 | 103 | 18,470 | 7,847 | 235.38 |
QQQ Mar 25 445.00 Put [03gBZb] | 15,811 | 1,572 | 191 | 17,574 | 5,123 | 343.04 |
QQQ Mar 22 446.00 Put [03de2f] | 15,108 | 1,973 | 431 | 17,512 | 8,203 | 213.48 |
SPY Mar 25 522.00 Put [03gBrk] | 16,899 | 431 | 115 | 17,445 | 4,313 | 404.47 |
SPY Mar 26 520.00 Put [03gFOx] | 17,029 | 174 | 228 | 17,431 | 5,258 | 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.