Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPX Jun 2 5900.00 Put [049n2g]598,6734,5700603,24361,099 987.32
SPX Jun 2 5900.00 Call [049n2f]542,2274,3820546,60945,488 1,201.66
SPX Jun 2 5910.00 Call [04BiZd]541,1685,4170546,58559,027 925.99
SPX Jun 2 5905.00 Call [04BmAf]525,1993,7850528,98443,113 1,226.97
SPX Jun 2 5905.00 Put [04BmAg]491,3092,8280494,13736,719 1,345.73
SPX Jun 2 5895.00 Put [04BiZc]471,6843,4690475,15340,325 1,178.31
VIX Jun 18 20.00 Call [03udWC]456,5008,0080464,50810,321 4,500.61
SPX Jun 2 5930.00 Call [04BiZj]441,48913,6110455,100110,520 411.78
SPX Jun 2 5910.00 Put [04BiZe]421,3353,2170424,55242,120 1,007.96
SPX Jun 2 5890.00 Put [04BiZa]420,2664,0050424,27142,835 990.48
SPX Jun 2 5920.00 Call [04BiZf]411,1868,3250419,51177,635 540.36
SPX Jun 2 5915.00 Call [04BmAh]400,90810,6720411,58052,307 786.85
SPX Jun 2 5925.00 Call [04BiZh]389,5496,3330395,88280,413 492.31
VIX Jun 18 22.00 Call [03udWo]375,74312,4490388,1928,355 4,646.22
SPX Jun 2 5880.00 Put [04BiZW]359,5223,5800363,10241,378 877.52
SPX Jun 2 5895.00 Call [04BiZb]349,4091,6040351,01316,323 2,150.42
SPX Jun 3 5975.00 Call [04Biah]338,5965,0290343,62570,724 485.87
SPX Jun 2 5875.00 Put [04BiZU]337,1072,4790339,58632,806 1,035.13
SPX Jun 2 5890.00 Call [04BiZZ]332,0581,2210333,27915,062 2,212.71
SPX Jun 2 5935.00 Call [04BmAj]322,4028,4760330,87896,631 342.41
SPX Jun 2 5885.00 Put [04BiZY]326,8402,8330329,67327,835 1,184.38
SPX Jun 3 5970.00 Put [04BmBS]315,6586,5870322,24443,412 742.29
SPX Jun 3 5970.00 Call [04BmBR]314,5363,7080318,24454,206 587.10
VIX Jun 18 60.00 Call [03udXD]307,05111,0710318,1223,480 9,141.44
SPX Jun 2 5870.00 Put [04BiZS]287,4672,5270289,99430,247 958.75

Data for 2025-06-02 to 2025-06-06 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.