Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Nov 21 594.00 Call [03xUJY]	51,595	706	57	52,358	6,808	769.07
SPY Nov 21 595.00 Call [03xUJd]	45,081	975	68	46,124	6,627	696.00
SPY Nov 22 595.00 Call [03v3KE]	43,726	673	136	44,535	6,277	709.49
SPY Nov 22 595.00 Put [03v3KI]	37,938	465	146	38,548	4,044	953.21
SPY Nov 21 590.00 Put [03xUJa]	38,239	118	78	38,435	4,305	892.80
SPY Nov 21 589.00 Put [03xUJM]	33,845	59	41	33,945	3,161	1,073.87
SPY Nov 21 591.00 Put [03xUJH]	33,790	4	22	33,816	2,496	1,354.81
SPY Nov 21 592.00 Call [03xUJb]	32,355	96	118	32,569	2,395	1,359.87
SPY Nov 21 594.00 Put [03xUJe]	31,727	166	5	31,898	4,541	702.44
SPY Nov 22 596.00 Call [03ve1V]	30,202	999	258	31,458	5,763	545.86
SPY Nov 21 591.00 Call [03xUJG]	30,859	39	8	30,906	1,416	2,182.63
SPY Nov 21 592.00 Put [03xUJc]	30,382	136	36	30,554	5,182	589.62
SPY Nov 21 593.00 Call [03xUJW]	29,636	142	102	29,880	2,906	1,028.22
SPY Nov 21 588.00 Put [03xUJS]	29,257	205	37	29,499	3,515	839.23
NVDA Mar 21 182.00 Call [03mOoX]	3,440	25,129	0	28,569	1,157	2,469.23
SPY Nov 21 593.00 Put [03xUJX]	28,019	474	41	28,534	3,124	913.38
SPY Nov 22 594.00 Put [03ve1X]	27,476	451	76	28,002	5,215	536.95
SPY Nov 22 594.00 Call [03ve1Q]	27,573	150	32	27,755	1,893	1,466.19
SPY Nov 25 599.00 Put [03xlYM]	26,126	191	9	26,326	2,002	1,314.99
SPY Nov 27 599.00 Put [03xspF]	24,858	315	92	25,266	2,618	965.09
SPY Nov 21 590.00 Call [03xUJZ]	24,123	276	51	24,450	1,889	1,294.34
QQQ Nov 21 505.00 Call [03xSyN]	21,333	720	318	22,371	6,978	320.59
SPY Nov 26 599.00 Put [03xpzc]	21,754	284	81	22,118	3,687	599.89
SPY Nov 21 589.00 Call [03xUJR]	21,461	128	8	21,597	506	4,268.18
SPY Nov 21 587.00 Put [03xUJk]	21,193	55	46	21,294	1,976	1,077.63

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.