Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPX Aug 4 6310.00 Put [04FsN6] | 754,414 | 5,932 | 0 | 760,346 | 88,428 | 859.85 |
| SPX Aug 4 6315.00 Put [04GQ5p] | 713,307 | 8,929 | 0 | 722,236 | 96,270 | 750.22 |
| SPX Aug 4 6320.00 Call [04FsN7] | 681,809 | 8,186 | 0 | 689,995 | 131,933 | 522.99 |
| SPX Aug 5 6300.00 Put [04FRWg] | 656,994 | 7,515 | 0 | 664,508 | 94,856 | 700.54 |
| VIX Aug 20 20.00 Call [03zKMW] | 623,491 | 10,514 | 0 | 634,004 | 8,987 | 7,054.68 |
| SPX Aug 4 6325.00 Call [04FGxT] | 620,302 | 9,179 | 0 | 629,481 | 152,698 | 412.24 |
| SPX Aug 4 6320.00 Put [04FsN8] | 571,533 | 6,665 | 0 | 578,198 | 86,078 | 671.71 |
| SPX Aug 4 6300.00 Put [04FGxS] | 558,090 | 4,249 | 0 | 562,339 | 86,106 | 653.08 |
| SPX Aug 4 6310.00 Call [04FsN5] | 541,622 | 3,994 | 0 | 545,616 | 55,127 | 989.74 |
| SPX Aug 4 6305.00 Put [04GQ5n] | 511,823 | 4,739 | 0 | 516,562 | 58,851 | 877.75 |
| SPX Aug 4 6330.00 Call [04FsN9] | 506,435 | 6,085 | 0 | 512,520 | 151,308 | 338.73 |
| SPX Aug 4 6315.00 Call [04GQ5o] | 502,503 | 4,498 | 0 | 507,001 | 63,105 | 803.42 |
| SPX Aug 5 6305.00 Put [04GRhD] | 490,601 | 4,122 | 0 | 494,723 | 48,247 | 1,025.40 |
| SPX Aug 5 6310.00 Put [04FyzT] | 430,813 | 4,222 | 0 | 435,035 | 46,945 | 926.69 |
| SPX Aug 5 6310.00 Call [04FyzS] | 427,991 | 3,447 | 0 | 431,438 | 56,459 | 764.16 |
| SPX Aug 5 6305.00 Call [04GRhC] | 426,093 | 2,562 | 0 | 428,655 | 43,206 | 992.12 |
| VIX Sep 17 20.00 Call [041LL0] | 416,537 | 6,200 | 0 | 422,737 | 7,207 | 5,865.64 |
| SPX Aug 5 6295.00 Put [04GRhB] | 398,976 | 3,809 | 0 | 402,785 | 63,706 | 632.26 |
| SPX Aug 5 6290.00 Put [04FsNE] | 383,474 | 3,039 | 0 | 386,512 | 64,642 | 597.93 |
| VIX Aug 20 18.00 Call [03zKMb] | 362,573 | 9,685 | 0 | 372,258 | 11,876 | 3,134.54 |
| SPX Aug 5 6300.00 Call [04FRWf] | 366,898 | 2,222 | 0 | 369,119 | 33,095 | 1,115.33 |
| SPX Aug 4 6325.00 Put [04FGxU] | 339,445 | 3,106 | 0 | 342,551 | 41,409 | 827.24 |
| SPX Aug 5 6320.00 Call [04FyzU] | 336,003 | 3,608 | 0 | 339,610 | 62,410 | 544.16 |
| SPX Aug 4 6305.00 Call [04GQ5m] | 337,351 | 2,050 | 0 | 339,401 | 32,028 | 1,059.70 |
| SPX Aug 5 6315.00 Call [04GTIn] | 324,473 | 2,341 | 0 | 326,814 | 48,198 | 678.07 |
Data for 2025-08-04 to 2025-08-08 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.