Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPX Jun 2 5900.00 Put [049n2g] | 598,673 | 4,570 | 0 | 603,243 | 61,099 | 987.32 |
SPX Jun 2 5900.00 Call [049n2f] | 542,227 | 4,382 | 0 | 546,609 | 45,488 | 1,201.66 |
SPX Jun 2 5910.00 Call [04BiZd] | 541,168 | 5,417 | 0 | 546,585 | 59,027 | 925.99 |
SPX Jun 2 5905.00 Call [04BmAf] | 525,199 | 3,785 | 0 | 528,984 | 43,113 | 1,226.97 |
SPX Jun 2 5905.00 Put [04BmAg] | 491,309 | 2,828 | 0 | 494,137 | 36,719 | 1,345.73 |
SPX Jun 2 5895.00 Put [04BiZc] | 471,684 | 3,469 | 0 | 475,153 | 40,325 | 1,178.31 |
VIX Jun 18 20.00 Call [03udWC] | 456,500 | 8,008 | 0 | 464,508 | 10,321 | 4,500.61 |
SPX Jun 2 5930.00 Call [04BiZj] | 441,489 | 13,611 | 0 | 455,100 | 110,520 | 411.78 |
SPX Jun 2 5910.00 Put [04BiZe] | 421,335 | 3,217 | 0 | 424,552 | 42,120 | 1,007.96 |
SPX Jun 2 5890.00 Put [04BiZa] | 420,266 | 4,005 | 0 | 424,271 | 42,835 | 990.48 |
SPX Jun 2 5920.00 Call [04BiZf] | 411,186 | 8,325 | 0 | 419,511 | 77,635 | 540.36 |
SPX Jun 2 5915.00 Call [04BmAh] | 400,908 | 10,672 | 0 | 411,580 | 52,307 | 786.85 |
SPX Jun 2 5925.00 Call [04BiZh] | 389,549 | 6,333 | 0 | 395,882 | 80,413 | 492.31 |
VIX Jun 18 22.00 Call [03udWo] | 375,743 | 12,449 | 0 | 388,192 | 8,355 | 4,646.22 |
SPX Jun 2 5880.00 Put [04BiZW] | 359,522 | 3,580 | 0 | 363,102 | 41,378 | 877.52 |
SPX Jun 2 5895.00 Call [04BiZb] | 349,409 | 1,604 | 0 | 351,013 | 16,323 | 2,150.42 |
SPX Jun 3 5975.00 Call [04Biah] | 338,596 | 5,029 | 0 | 343,625 | 70,724 | 485.87 |
SPX Jun 2 5875.00 Put [04BiZU] | 337,107 | 2,479 | 0 | 339,586 | 32,806 | 1,035.13 |
SPX Jun 2 5890.00 Call [04BiZZ] | 332,058 | 1,221 | 0 | 333,279 | 15,062 | 2,212.71 |
SPX Jun 2 5935.00 Call [04BmAj] | 322,402 | 8,476 | 0 | 330,878 | 96,631 | 342.41 |
SPX Jun 2 5885.00 Put [04BiZY] | 326,840 | 2,833 | 0 | 329,673 | 27,835 | 1,184.38 |
SPX Jun 3 5970.00 Put [04BmBS] | 315,658 | 6,587 | 0 | 322,244 | 43,412 | 742.29 |
SPX Jun 3 5970.00 Call [04BmBR] | 314,536 | 3,708 | 0 | 318,244 | 54,206 | 587.10 |
VIX Jun 18 60.00 Call [03udXD] | 307,051 | 11,071 | 0 | 318,122 | 3,480 | 9,141.44 |
SPX Jun 2 5870.00 Put [04BiZS] | 287,467 | 2,527 | 0 | 289,994 | 30,247 | 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.