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]	41,460	432	317	42,209	48,616	86.82
SPY Nov 22 595.00 Call [03v3KE]	34,484	408	550	35,441	60,191	58.88
SPY Nov 22 595.00 Put [03v3KI]	26,274	211	550	27,034	47,122	57.37
SPY Nov 21 589.00 Put [03xUJM]	26,586	208	126	26,920	21,584	124.72
SPY Nov 21 590.00 Put [03xUJa]	25,664	255	576	26,495	25,735	102.95
SPY Nov 22 596.00 Call [03ve1V]	24,381	427	664	25,471	67,684	37.63
SPY Nov 21 591.00 Put [03xUJH]	23,907	9	391	24,307	19,713	123.30
SPY Nov 26 599.00 Put [03xpzc]	23,492	127	648	24,266	36,903	65.76
SPY Nov 21 592.00 Call [03xUJb]	22,996	125	412	23,533	20,773	113.29
SPY Nov 21 591.00 Call [03xUJG]	22,877	110	323	23,310	13,663	170.61
SPY Nov 21 590.00 Call [03xUJZ]	22,932	119	247	23,298	11,451	203.46
NVDA Nov 22 145.00 Call [03v9eD]	18,856	2,688	480	22,023	18,934	116.31
SPY Nov 21 589.00 Call [03xUJR]	21,770	124	90	21,984	4,961	443.14
SPY Nov 25 599.00 Put [03xlYM]	20,487	16	375	20,878	18,496	112.88
SPY Nov 22 594.00 Call [03ve1Q]	20,181	314	161	20,655	15,164	136.21
SPY Nov 21 595.00 Call [03xUJd]	19,595	441	258	20,294	39,331	51.60
SPY Nov 21 594.00 Put [03xUJe]	19,481	10	777	20,268	26,429	76.69
SPY Nov 21 593.00 Call [03xUJW]	18,920	85	318	19,323	26,477	72.98
SPY Nov 21 588.00 Put [03xUJS]	18,172	109	229	18,510	22,387	82.68
SPY Nov 21 592.00 Put [03xUJc]	17,962	161	158	18,281	35,139	52.02
NVDA Nov 22 141.00 Call [03v9c7]	11,348	5,740	9	17,096	4,102	416.77
SPY Nov 22 594.00 Put [03ve1X]	16,087	278	557	16,921	37,987	44.54
SPY Nov 21 593.00 Put [03xUJX]	13,971	372	727	15,070	27,281	55.24
SPY Nov 21 588.00 Call [03xUJl]	14,926	24	2	14,952	2,265	660.13
SPY Nov 25 594.00 Call [03xlYX]	14,755	0	9	14,764	2,222	664.45

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.