Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Jan 13 577.00 Call [041uo3] | 121,437 | 3,060 | 394 | 124,891 | 13,912 | 897.72 |
SPY Jan 13 578.00 Call [041unz] | 119,149 | 3,304 | 1,006 | 123,459 | 20,682 | 596.94 |
SPY Jan 13 579.00 Call [041uo1] | 111,393 | 5,212 | 1,076 | 117,681 | 27,032 | 435.34 |
SPY Jan 13 578.00 Put [041uo0] | 110,692 | 3,518 | 882 | 115,092 | 18,845 | 610.73 |
SPY Jan 13 580.00 Call [041TlY] | 106,829 | 6,955 | 280 | 114,064 | 24,309 | 469.23 |
SPY Jan 13 577.00 Put [041uny] | 104,624 | 2,931 | 334 | 107,889 | 17,904 | 602.60 |
SPY Jan 14 580.00 Put [041eeL] | 93,563 | 4,223 | 534 | 98,319 | 10,375 | 947.65 |
SPY Jan 13 576.00 Call [041uo5] | 91,661 | 2,111 | 165 | 93,937 | 6,168 | 1,522.97 |
SPY Jan 14 581.00 Put [041ee8] | 89,664 | 3,583 | 197 | 93,443 | 8,790 | 1,063.06 |
SPY Jan 13 579.00 Put [041uo2] | 85,067 | 2,917 | 55 | 88,039 | 13,492 | 652.53 |
SPY Jan 14 580.00 Call [041eeM] | 80,134 | 2,403 | 214 | 82,751 | 7,427 | 1,114.19 |
SPY Jan 14 582.00 Put [041eXo] | 79,004 | 2,531 | 199 | 81,733 | 6,968 | 1,172.98 |
SPY Jan 13 576.00 Put [041uo4] | 77,450 | 3,914 | 315 | 81,679 | 18,110 | 451.02 |
SPY Jan 14 579.00 Put [041ur1] | 75,028 | 2,291 | 306 | 77,624 | 8,193 | 947.44 |
SPY Jan 14 583.00 Put [041eY9] | 74,044 | 1,831 | 336 | 76,210 | 8,647 | 881.35 |
SPY Jan 13 580.00 Put [041TlW] | 71,843 | 2,964 | 159 | 74,966 | 12,483 | 600.54 |
SPY Jan 14 581.00 Call [041eYp] | 70,463 | 3,107 | 191 | 73,760 | 9,664 | 763.25 |
SPY Jan 14 583.00 Call [041eYd] | 67,975 | 2,759 | 242 | 70,975 | 12,720 | 557.98 |
SPY Jan 14 582.00 Call [041eYe] | 66,122 | 2,831 | 79 | 69,031 | 9,986 | 691.28 |
SPY Jan 14 579.00 Call [041ur3] | 62,039 | 1,538 | 58 | 63,634 | 2,857 | 2,227.30 |
SPY Jan 14 584.00 Put [041ean] | 61,262 | 1,304 | 751 | 63,316 | 3,614 | 1,751.96 |
SPY Jan 13 575.00 Call [041nFg] | 58,332 | 1,569 | 31 | 59,932 | 1,682 | 3,563.14 |
SPY Jan 14 578.00 Put [041uqy] | 53,677 | 2,461 | 227 | 56,364 | 7,123 | 791.30 |
SPY Jan 14 584.00 Call [041eZ0] | 49,212 | 2,975 | 131 | 52,317 | 11,505 | 454.73 |
SPY Jan 13 575.00 Put [041nFe] | 48,939 | 2,769 | 207 | 51,915 | 17,063 | 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.