Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| NOAH Jun 18 40.00 Put [02KNeG] | 12 | 19,531 | 6 | 19,549 | 70 | 27,927.14 |
| MRK Mar 19 87.50 Call [02OJPE] | 9,914 | 5,587 | 0 | 15,501 | 38 | 40,792.11 |
| AAPL Mar 19 150.00 Call [02Hdox] | 9,232 | 670 | 3 | 9,906 | 3,747 | 264.37 |
| MAC Feb 19 17.00 Put [02O39P] | 6,970 | 2,554 | 0 | 9,524 | 35 | 27,211.43 |
| C Feb 19 70.00 Call [02Nq1g] | 9,354 | 0 | 0 | 9,354 | 107 | 8,742.06 |
| IPO Apr 16 56.00 Put [02JZQN] | 0 | 8,670 | 0 | 8,670 | 104 | 8,336.54 |
| ATHX Jul 16 3.00 Call [02M7Vc] | 8,500 | 0 | 0 | 8,500 | 60 | 14,166.67 |
| SPY Jan 21 250.00 Put [01yAWc] | 8,178 | 0 | 0 | 8,178 | 7 | 116,828.57 |
| IPOF Feb 19 17.50 Call [02OdrQ] | 3,895 | 3,726 | 0 | 7,621 | 778 | 979.56 |
| PBR Mar 19 10.00 Call [02GZ3Y] | 3,634 | 3,685 | 0 | 7,319 | 3,317 | 220.65 |
| F Feb 19 17.00 Call [02QN1k] | 6,600 | 0 | 518 | 7,118 | 930 | 765.38 |
| ADBE Feb 5 400.00 Put [02OlNe] | 3,265 | 3,265 | 0 | 6,530 | 12 | 54,416.67 |
| SNAP Feb 19 48.00 Put [02QIAC] | 2,640 | 3,721 | 0 | 6,361 | 1,549 | 410.65 |
| SPY Jan 20 383.00 Call [02OCPB] | 4,219 | 494 | 1,431 | 6,144 | 30,555 | 20.11 |
| SPY Jun 30 381.00 Call [02HhEE] | 5,544 | 0 | 0 | 5,544 | 99 | 5,600.00 |
| SPY Jan 25 383.00 Put [02P87e] | 5,042 | 12 | 450 | 5,504 | 8,199 | 67.13 |
| SPY Jan 22 384.00 Call [02NIF3] | 4,784 | 26 | 664 | 5,474 | 16,374 | 33.43 |
| SPY Jan 20 384.00 Put [02OCOu] | 4,468 | 129 | 873 | 5,470 | 17,043 | 32.10 |
| SPY Jan 20 384.00 Call [02OCOw] | 3,118 | 230 | 2,099 | 5,447 | 27,788 | 19.60 |
| DISH Mar 19 45.00 Call [02EzQH] | 4,903 | 172 | 0 | 5,075 | 71 | 7,147.89 |
| SPY Jan 25 382.00 Put [02OYDn] | 3,940 | 114 | 1,008 | 5,062 | 7,369 | 68.69 |
| RAMP Feb 19 60.00 Put [02Dfb0] | 1 | 4,966 | 0 | 4,967 | 33 | 15,051.52 |
| SPY May 21 450.00 Call [02JTTg] | 4,637 | 0 | 0 | 4,637 | 107 | 4,333.64 |
| IWM Jan 29 205.00 Call [02NVK2] | 4,601 | 0 | 0 | 4,601 | 24 | 19,170.83 |
| SPY Jan 25 381.00 Put [02P87c] | 4,192 | 173 | 192 | 4,557 | 4,339 | 105.02 |
Data for 2021-01-20 to 2021-01-26 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.