Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVDA Jan 16 130.00 Put [03TERp]	104,523	0	0	104,523	0	n/a
CZR Jan 16 60.00 Call [03T8CO]	45,508	31,405	292	77,205	49	157,561.22
TSLA Apr 26 170.00 Call [03fzII]	49,510	2,445	233	52,187	15,755	331.24
NVDA Jan 17 80.00 Put [034uCF]	50,711	0	0	50,711	0	n/a
SPY Apr 25 500.00 Call [03iLXw]	33,360	1,480	410	35,250	10,982	320.98
TSLA Apr 26 167.50 Put [03iM5i]	30,635	2,982	62	33,679	9,261	363.66
SPY Apr 25 502.00 Call [03icYJ]	30,796	2,432	348	33,576	11,613	289.12
SPY Apr 25 503.00 Call [03iLXy]	30,775	1,701	374	32,850	11,208	293.09
QQQ Apr 25 420.00 Put [03iKaI]	31,167	1,109	358	32,634	8,683	375.84
SPY Apr 25 501.00 Call [03icYL]	29,550	2,071	236	31,857	11,658	273.26
CCJ May 3 45.00 Put [03h9Hu]	25,945	5,003	31	30,978	375	8,260.80
TSLA Apr 26 165.00 Put [03fzHq]	23,455	2,263	38	25,755	9,526	270.37
SPY Apr 25 500.00 Put [03iLXz]	24,327	1,126	83	25,536	9,079	281.26
SPY Apr 25 499.00 Put [03icYM]	23,284	721	341	24,346	8,799	276.69
TSLA May 3 182.50 Put [03iXkN]	19,793	4,356	67	24,216	4,851	499.20
SPY Apr 25 499.00 Call [03icYN]	22,946	1,010	225	24,181	6,172	391.79
IWM May 1 202.00 Call [03icCq]	13,882	9,355	488	23,725	943	2,515.91
SPY Apr 25 504.00 Call [03iLXm]	21,288	1,280	287	22,855	7,956	287.27
SPY Apr 25 502.00 Put [03icYI]	20,897	735	230	21,862	7,606	287.43
TSLA Apr 26 165.00 Call [03fzIb]	20,703	684	150	21,537	6,839	314.91
TSLA May 3 185.00 Put [03hFnl]	21,124	331	12	21,467	5,399	397.61
SPY Apr 26 509.00 Call [03fyij]	19,421	1,688	213	21,321	8,692	245.29
SPY Apr 25 503.00 Put [03iLXx]	20,120	539	405	21,064	5,998	351.18
QQQ Apr 25 421.00 Put [03iSXZ]	20,414	451	127	20,992	5,090	412.42
TSLA May 3 190.00 Call [03hFnm]	19,815	988	133	20,935	5,567	376.06

Data for 2024-04-25 to 2024-05-01 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.