Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVDA Mar 21 182.00 Call [03mOoX]	17,884	88,647	1,244	107,775	3,347	3,220.05
NVDA Nov 22 155.00 Call [03v9ez]	2,535	87,576	339	90,450	10,638	850.25
SPY Nov 21 592.00 Call [03xUJb]	73,171	2,407	254	75,832	6,788	1,117.15
SPY Nov 21 593.00 Call [03xUJW]	68,572	3,463	208	72,243	7,711	936.88
SPY Nov 22 595.00 Call [03v3KE]	65,861	4,007	394	70,261	9,583	733.18
SPY Nov 21 594.00 Call [03xUJY]	66,017	3,906	173	70,096	8,953	782.93
SPY Nov 21 591.00 Call [03xUJG]	67,755	2,050	57	69,862	5,897	1,184.70
SPY Nov 21 590.00 Put [03xUJa]	68,506	862	183	69,551	5,909	1,177.04
SPY Nov 21 589.00 Put [03xUJM]	58,640	1,134	228	60,002	4,690	1,279.36
SPY Nov 21 591.00 Put [03xUJH]	57,777	1,905	93	59,775	4,506	1,326.56
SPY Nov 21 594.00 Put [03xUJe]	55,343	3,228	34	58,605	7,330	799.52
SPY Nov 21 595.00 Call [03xUJd]	53,875	4,415	64	58,354	9,289	628.21
SPY Nov 21 592.00 Put [03xUJc]	55,662	2,099	52	57,813	6,211	930.82
SPY Nov 21 590.00 Call [03xUJZ]	56,458	970	147	57,575	4,181	1,377.06
SPY Nov 21 593.00 Put [03xUJX]	54,356	2,318	214	56,888	6,222	914.30
SPY Nov 21 588.00 Put [03xUJS]	53,738	1,457	466	55,661	6,594	844.12
SPY Nov 22 595.00 Put [03v3KI]	50,339	3,260	290	53,889	7,210	747.42
SPY Nov 21 589.00 Call [03xUJR]	48,906	748	108	49,762	2,113	2,355.04
SPY Nov 21 587.00 Put [03xUJk]	47,241	1,718	290	49,249	4,621	1,065.76
XLF Jan 17 55.00 Call [03ElmQ]	38,802	8,229	414	47,445	4,626	1,025.62
SPY Nov 22 596.00 Call [03ve1V]	43,395	3,213	369	46,977	9,985	470.48
QQQ Nov 21 505.00 Call [03xSyN]	39,121	5,885	585	45,591	13,199	345.41
SPY Nov 22 594.00 Put [03ve1X]	39,012	2,097	271	41,380	8,589	481.78
QQQ Nov 21 503.00 Put [03xSyL]	38,473	1,358	352	40,183	10,047	399.95
QQQ Nov 21 505.00 Put [03xSyA]	37,460	2,424	96	39,980	14,198	281.59

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.