Maker Opportunity

Download
SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Jan 13 577.00 Call [041uo3]121,4373,060394124,89113,912 897.72
SPY Jan 13 578.00 Call [041unz]119,1493,3041,006123,45920,682 596.94
SPY Jan 13 579.00 Call [041uo1]111,3935,2121,076117,68127,032 435.34
SPY Jan 13 578.00 Put [041uo0]110,6923,518882115,09218,845 610.73
SPY Jan 13 580.00 Call [041TlY]106,8296,955280114,06424,309 469.23
SPY Jan 13 577.00 Put [041uny]104,6242,931334107,88917,904 602.60
SPY Jan 14 580.00 Put [041eeL]93,5634,22353498,31910,375 947.65
SPY Jan 13 576.00 Call [041uo5]91,6612,11116593,9376,168 1,522.97
SPY Jan 14 581.00 Put [041ee8]89,6643,58319793,4438,790 1,063.06
SPY Jan 13 579.00 Put [041uo2]85,0672,9175588,03913,492 652.53
SPY Jan 14 580.00 Call [041eeM]80,1342,40321482,7517,427 1,114.19
SPY Jan 14 582.00 Put [041eXo]79,0042,53119981,7336,968 1,172.98
SPY Jan 13 576.00 Put [041uo4]77,4503,91431581,67918,110 451.02
SPY Jan 14 579.00 Put [041ur1]75,0282,29130677,6248,193 947.44
SPY Jan 14 583.00 Put [041eY9]74,0441,83133676,2108,647 881.35
SPY Jan 13 580.00 Put [041TlW]71,8432,96415974,96612,483 600.54
SPY Jan 14 581.00 Call [041eYp]70,4633,10719173,7609,664 763.25
SPY Jan 14 583.00 Call [041eYd]67,9752,75924270,97512,720 557.98
SPY Jan 14 582.00 Call [041eYe]66,1222,8317969,0319,986 691.28
SPY Jan 14 579.00 Call [041ur3]62,0391,5385863,6342,857 2,227.30
SPY Jan 14 584.00 Put [041ean]61,2621,30475163,3163,614 1,751.96
SPY Jan 13 575.00 Call [041nFg]58,3321,5693159,9321,682 3,563.14
SPY Jan 14 578.00 Put [041uqy]53,6772,46122756,3647,123 791.30
SPY Jan 14 584.00 Call [041eZ0]49,2122,97513152,31711,505 454.73
SPY Jan 13 575.00 Put [041nFe]48,9392,76920751,91517,063 304.25

Data for 2025-01-13 to 2025-01-17 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.