Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY Dec 30 586.00 Call [041D0G] | 67,514 | 905 | 137 | 68,555 | 3,527 | 1,943.72 |
| SPY Dec 27 594.00 Put [03xUIG] | 62,843 | 1,631 | 65 | 64,539 | 5,475 | 1,178.79 |
| SPY Dec 27 593.00 Put [03xUHy] | 61,560 | 2,327 | 148 | 64,035 | 8,758 | 731.16 |
| SPY Mar 20 760.00 Call [03z4fI] | 60,655 | 0 | 0 | 60,655 | 0 | n/a |
| SPY Dec 31 586.00 Put [03uSnj] | 57,900 | 1,704 | 220 | 59,824 | 4,402 | 1,359.02 |
| SPY Dec 31 587.00 Put [03uSoO] | 54,228 | 1,197 | 273 | 55,698 | 3,746 | 1,486.87 |
| SPY Dec 31 587.00 Call [03uSni] | 53,159 | 1,898 | 219 | 55,275 | 4,110 | 1,344.89 |
| SPY Dec 31 586.00 Call [03uSoS] | 52,892 | 1,025 | 166 | 54,083 | 3,419 | 1,581.84 |
| SPY Dec 27 592.50 Put [03xUHE] | 51,973 | 1,446 | 194 | 53,613 | 3,279 | 1,635.04 |
| SPY Dec 30 586.00 Put [041D0L] | 52,303 | 773 | 194 | 53,269 | 4,047 | 1,316.26 |
| SPY Dec 27 595.00 Put [03xUIr] | 48,612 | 1,334 | 182 | 50,129 | 4,452 | 1,125.99 |
| SPY Dec 31 585.00 Put [03aqsa] | 48,019 | 1,956 | 48 | 50,023 | 5,614 | 891.04 |
| SPY Dec 27 592.00 Put [03xUIB] | 46,153 | 1,714 | 151 | 48,018 | 4,418 | 1,086.87 |
| SPY Dec 30 587.00 Put [041D0F] | 46,540 | 796 | 128 | 47,465 | 3,219 | 1,474.53 |
| SPY Dec 27 593.00 Call [03xUIX] | 44,266 | 1,412 | 30 | 45,708 | 5,061 | 903.14 |
| SPY Dec 27 594.00 Call [03xUIO] | 42,941 | 2,099 | 82 | 45,122 | 6,729 | 670.56 |
| SPY Dec 30 588.00 Call [041D0Q] | 42,993 | 918 | 42 | 43,954 | 4,059 | 1,082.88 |
| SPY Dec 30 585.00 Call [0411NU] | 42,691 | 399 | 7 | 43,097 | 1,063 | 4,054.28 |
| SPY Dec 31 588.00 Put [03uSnY] | 40,416 | 1,277 | 117 | 41,811 | 3,103 | 1,347.44 |
| SPY Dec 30 585.00 Put [0411N5] | 40,206 | 531 | 61 | 40,798 | 4,055 | 1,006.12 |
| SPY Dec 30 590.00 Put [040COg] | 39,460 | 745 | 104 | 40,309 | 4,590 | 878.19 |
| SPY Dec 30 591.00 Put [041D0R] | 39,724 | 559 | 21 | 40,304 | 2,492 | 1,617.34 |
| SPY Dec 31 588.00 Call [03uSoQ] | 38,872 | 1,230 | 27 | 40,130 | 3,997 | 1,004.00 |
| SPY Dec 27 592.00 Call [03xUIV] | 36,281 | 1,035 | 22 | 37,337 | 2,543 | 1,468.23 |
| SPY Dec 27 592.50 Call [03xUHF] | 36,074 | 871 | 369 | 37,313 | 2,009 | 1,857.29 |
Data for 2024-12-24 to 2024-12-31 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.