Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Nov 14 595.00 Put [03x7NF]	61,867	4,593	369	66,829	10,153	658.22
SPY Nov 14 596.00 Put [03x7Jy]	58,217	3,550	957	62,724	8,251	760.20
SPY Nov 15 585.00 Call [03ls0y]	54,877	2,321	206	57,403	5,060	1,134.45
SPY Nov 15 585.00 Put [03ls0n]	52,562	3,170	589	56,321	6,029	934.17
SPY Nov 15 586.00 Call [03tVlP]	52,402	2,824	223	55,448	6,734	823.40
SPY Nov 14 594.00 Put [03x7He]	50,585	3,221	401	54,207	11,758	461.02
SPY Nov 14 596.00 Call [03x7Hf]	49,987	3,830	77	53,894	12,910	417.46
SPY Nov 14 595.00 Call [03x7Ps]	50,295	2,735	150	53,180	7,864	676.25
SPY Nov 15 586.00 Put [03tVlE]	49,833	1,640	200	51,673	5,363	963.51
SPY Nov 15 587.00 Put [03tVlG]	47,491	1,338	212	49,041	3,744	1,309.86
SPY Nov 14 594.00 Call [03x7Hb]	42,687	1,312	317	44,316	3,294	1,345.36
SPY Nov 14 593.00 Put [03x7HY]	39,622	4,111	129	43,862	10,413	421.22
SPY Nov 14 597.00 Put [03x7Jx]	41,443	1,286	262	42,991	2,987	1,439.27
SPY Nov 15 596.00 Call [03uDJx]	39,323	2,184	18	41,525	2,807	1,479.34
SPY Nov 14 593.00 Call [03x7Ha]	37,948	395	7	38,350	734	5,224.80
SPY Nov 15 587.00 Call [03tVlH]	35,572	2,204	225	38,000	6,679	568.95
SPY Nov 15 597.00 Call [03uDKD]	32,016	2,067	856	34,939	3,096	1,128.52
QQQ Nov 14 510.00 Put [03wyFR]	29,897	3,120	96	33,113	11,290	293.29
QQQ Nov 14 511.00 Put [03xEW9]	28,974	2,831	174	31,979	9,450	338.40
SPY Nov 14 597.00 Call [03x7Jz]	27,635	3,442	272	31,349	11,865	264.21
SPY Nov 15 584.00 Call [03tVlR]	30,285	465	51	30,800	1,180	2,610.17
QQQ Nov 14 509.00 Put [03wyFO]	28,306	2,444	29	30,779	11,687	263.36
SPY Nov 15 594.00 Put [03uDK9]	28,894	764	107	29,765	1,221	2,437.76
SPY Nov 18 586.00 Put [03xF0C]	27,889	811	102	28,802	2,914	988.40
SPY Nov 15 588.00 Put [03tVlF]	27,152	1,144	183	28,479	2,422	1,175.85

Data for 2024-11-14 to 2024-11-20 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.