Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPX Nov 21 6045.00 Put [03xX82] | 2,375,441 | 0 | 0 | 2,375,441 | 0 | n/a |
| SPX Nov 21 6035.00 Put [03xX80] | 2,169,289 | 0 | 0 | 2,169,289 | 1 | 216,928,900.00 |
| SPX Nov 21 6055.00 Put [03xX84] | 1,524,491 | 0 | 0 | 1,524,491 | 16 | 9,528,068.75 |
| SPX Nov 21 6025.00 Put [03wL53] | 1,518,808 | 0 | 0 | 1,518,808 | 0 | n/a |
| SPX Nov 22 6070.00 Put [03vdzK] | 1,360,604 | 0 | 0 | 1,360,604 | 2 | 68,030,200.00 |
| SPX Nov 22 6060.00 Put [03vdz6] | 1,324,714 | 0 | 0 | 1,324,714 | 28 | 4,731,121.43 |
| SPX Nov 22 6050.00 Put [03usGP] | 1,259,718 | 0 | 0 | 1,259,718 | 41 | 3,072,482.93 |
| SPX Nov 21 5880.00 Call [03vf0w] | 1,189,674 | 213 | 0 | 1,189,887 | 1,235 | 96,347.13 |
| SPX Nov 21 5895.00 Call [03xImN] | 1,098,216 | 993 | 0 | 1,099,209 | 4,304 | 25,539.24 |
| SPX Nov 21 5950.00 Put [03vf17] | 1,034,861 | 3,719 | 0 | 1,038,580 | 61,863 | 1,678.84 |
| SPX Nov 21 5890.00 Call [03vf0y] | 1,010,120 | 844 | 0 | 1,010,964 | 4,511 | 22,411.08 |
| SPX Nov 21 5955.00 Put [03xImY] | 997,210 | 2,471 | 0 | 999,681 | 31,264 | 3,197.55 |
| SPX Nov 21 5900.00 Call [03vf10] | 994,999 | 1,399 | 0 | 996,398 | 11,109 | 8,969.29 |
| SPX Nov 21 5945.00 Put [03xImW] | 938,436 | 2,280 | 0 | 940,716 | 36,253 | 2,594.86 |
| SPX Nov 21 5950.00 Call [03vf16] | 931,270 | 7,646 | 0 | 938,916 | 84,187 | 1,115.27 |
| SPX Nov 21 5930.00 Call [03wL4y] | 932,141 | 4,351 | 0 | 936,492 | 29,952 | 3,126.64 |
| SPX Nov 21 5925.00 Call [03vf14] | 902,487 | 3,375 | 0 | 905,862 | 21,814 | 4,152.66 |
| SPX Nov 21 5935.00 Call [03xImT] | 898,323 | 4,631 | 0 | 902,954 | 28,696 | 3,146.62 |
| SPX Nov 25 6095.00 Put [03xmjI] | 890,230 | 0 | 0 | 890,230 | 2 | 44,511,500.00 |
| SPX Nov 21 5940.00 Call [03wL50] | 882,460 | 4,723 | 0 | 887,183 | 36,933 | 2,402.14 |
| SPX Nov 21 5935.00 Put [03xImU] | 881,529 | 3,534 | 0 | 885,063 | 29,403 | 3,010.11 |
| SPX Nov 21 5940.00 Put [03wL51] | 876,376 | 2,849 | 0 | 879,225 | 36,578 | 2,403.70 |
| SPX Nov 21 5905.00 Call [03xImP] | 864,126 | 1,684 | 0 | 865,810 | 7,789 | 11,115.80 |
| SPX Nov 21 5920.00 Call [03wDod] | 861,854 | 3,084 | 0 | 864,938 | 19,931 | 4,339.66 |
| SPX Nov 21 5915.00 Call [03xImR] | 847,302 | 2,414 | 0 | 849,716 | 12,203 | 6,963.17 |
Data for 2024-11-21 to 2024-11-27 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.