Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY May 29 589.00 Put [04CV8v] | 44,307 | 1,306 | 85 | 45,698 | 9,154 | 499.21 |
AVGO Jun 6 340.00 Call [04BmcW] | 44,320 | 0 | 0 | 44,320 | 0 | n/a |
SPY May 29 590.00 Call [04CLwb] | 37,798 | 1,890 | 247 | 39,935 | 10,576 | 377.60 |
SPY May 29 589.00 Call [04CV8u] | 38,563 | 1,111 | 201 | 39,874 | 7,636 | 522.18 |
SPY May 28 590.00 Call [04Boip] | 36,557 | 2,446 | 236 | 39,239 | 17,241 | 227.59 |
SPY May 28 590.00 Put [04BokO] | 36,440 | 1,408 | 76 | 37,924 | 8,834 | 429.30 |
SPY May 29 590.00 Put [04CLy2] | 36,304 | 1,140 | 159 | 37,603 | 7,426 | 506.37 |
SPY May 29 588.00 Put [04CV8s] | 35,553 | 1,521 | 321 | 37,395 | 7,454 | 501.68 |
SPY May 30 588.00 Put [03z2fx] | 31,641 | 896 | 36 | 32,573 | 5,291 | 615.63 |
SPY May 28 589.00 Put [04CVCd] | 30,105 | 978 | 85 | 31,168 | 11,062 | 281.76 |
SPY May 30 589.00 Call [03z2fv] | 29,696 | 862 | 146 | 30,705 | 5,293 | 580.11 |
SPY May 30 589.00 Put [03z2hI] | 28,955 | 846 | 100 | 29,902 | 3,950 | 757.01 |
SPY May 28 589.00 Call [04CVCe] | 27,916 | 876 | 364 | 29,156 | 6,076 | 479.86 |
SPY May 30 590.00 Call [03z2hF] | 27,002 | 1,595 | 94 | 28,691 | 7,211 | 397.88 |
QQQ May 29 520.00 Put [04CGx7] | 27,284 | 1,145 | 95 | 28,523 | 4,834 | 590.05 |
SPY May 28 591.00 Call [04CV8y] | 26,273 | 1,615 | 549 | 28,437 | 12,816 | 221.89 |
SPY May 28 591.00 Put [04CV8x] | 26,237 | 722 | 133 | 27,092 | 4,919 | 550.76 |
SPY May 30 588.00 Call [03z2fw] | 25,710 | 847 | 51 | 26,608 | 4,493 | 592.21 |
SPY May 29 591.00 Call [04CV6X] | 24,605 | 1,553 | 414 | 26,572 | 7,879 | 337.25 |
SPY May 29 588.00 Call [04CV8n] | 24,605 | 858 | 20 | 25,483 | 2,877 | 885.75 |
QQQ May 29 519.00 Put [04CUpt] | 24,688 | 461 | 30 | 25,179 | 3,216 | 782.93 |
SPY May 30 587.00 Put [03z2g4] | 24,410 | 735 | 13 | 25,159 | 6,105 | 412.10 |
SPY May 30 590.00 Put [03z2hH] | 22,865 | 757 | 77 | 23,699 | 3,091 | 766.71 |
SPY May 29 587.00 Put [04CV8k] | 22,853 | 579 | 52 | 23,483 | 5,221 | 449.78 |
TSLA Jun 6 100.00 Put [04ArPw] | 23,387 | 0 | 0 | 23,387 | 200 | 11,693.50 |
Data for 2025-05-28 to 2025-06-03 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.