Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
VIX Oct 22 20.00 Call [043siP]	853,066	11,499	0	864,565	11,944	7,238.49
SPX Sep 19 6650.00 Put [04CLtY]	660,322	23,017	0	683,339	139,774	488.89
SPX Sep 19 6645.00 Put [04IiPk]	662,245	16,266	0	678,511	97,283	697.46
SPX Sep 19 6640.00 Put [04GSvJ]	645,762	15,965	0	661,727	101,737	650.43
SPX Sep 19 6650.00 Call [04CLta]	642,625	18,555	0	661,180	118,084	559.92
SPX Sep 19 6660.00 Call [04GSvH]	627,000	24,366	0	651,366	154,633	421.23
SPX Sep 19 6655.00 Call [04IiPn]	608,120	21,129	0	629,249	130,478	482.26
SPX Sep 19 6645.00 Call [04IiPm]	567,701	11,102	0	578,803	63,921	905.50
SPX Sep 19 6640.00 Call [04GSvL]	457,778	8,545	0	466,323	46,195	1,009.47
SPX Sep 19 6665.00 Call [04IiPu]	435,114	18,913	0	454,027	140,296	323.62
SPX Sep 19 6635.00 Put [04HfbF]	422,246	15,761	0	438,007	70,743	619.15
SPX Sep 19 6670.00 Call [04GSvC]	387,795	14,942	0	402,737	139,712	288.26
SPX Sep 19 6630.00 Put [04GSvO]	373,134	12,171	0	385,305	72,553	531.07
SPX Sep 19 6655.00 Put [04IiPe]	346,369	12,892	0	359,261	75,858	473.60
VIX Oct 22 18.00 Call [043si9]	316,791	5,809	0	322,600	6,080	5,305.92
SPX Sep 19 6635.00 Call [04HfbV]	287,070	4,088	0	291,158	27,015	1,077.76
SPX Sep 24 6630.00 Put [04KGAF]	262,039	12,108	0	274,147	42,281	648.39
SPX Sep 23 6650.00 Put [04JLoU]	263,283	9,700	0	272,983	54,326	502.49
VIX Nov 19 20.00 Call [0462gj]	244,015	4,337	0	248,352	1,161	21,391.21
SPX Sep 25 6600.00 Put [04JWbm]	241,860	6,404	0	248,264	27,886	890.28
SPX Sep 25 6605.00 Call [04L62D]	238,990	5,585	0	244,575	24,054	1,016.77
SPX Sep 25 6610.00 Call [04KGAQ]	236,684	6,093	0	242,777	29,041	835.98
SPX Sep 22 6700.00 Call [04IHWK]	226,668	9,597	0	236,264	106,462	221.92
SPX Sep 22 6695.00 Call [04L619]	225,448	10,189	0	235,636	84,542	278.72
SPX Sep 19 6660.00 Put [04GSvF]	225,531	9,049	0	234,580	66,539	352.55

Data for 2025-09-19 to 2025-09-25 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.