Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Jun 12 603.00 Call [04DQLl] | 79,561 | 4,342 | 312 | 84,215 | 21,592 | 390.03 |
SPY Jun 12 603.00 Put [04DQLf] | 78,991 | 2,327 | 178 | 81,496 | 14,776 | 551.54 |
SPY Jun 13 599.00 Put [04CLr7] | 66,667 | 3,721 | 196 | 70,584 | 7,999 | 882.41 |
SPY Jun 12 602.00 Call [04DQLc] | 67,639 | 1,810 | 181 | 69,630 | 10,120 | 688.04 |
SPY Jun 12 602.00 Put [04DQLi] | 62,927 | 2,545 | 172 | 65,644 | 15,849 | 414.18 |
SPY Jun 13 598.00 Put [04CLr1] | 61,077 | 3,627 | 445 | 65,149 | 8,013 | 813.04 |
SPY Jun 13 600.00 Put [04BES6] | 59,517 | 1,606 | 195 | 61,317 | 9,959 | 615.69 |
SPY Jun 13 597.00 Put [04CLr9] | 56,525 | 1,327 | 416 | 58,267 | 8,245 | 706.69 |
SPY Jun 13 600.00 Call [04BESC] | 52,033 | 2,736 | 235 | 55,003 | 9,854 | 558.18 |
XLF Jul 18 54.00 Call [03t9WZ] | 51,834 | 0 | 507 | 52,341 | 2,239 | 2,337.70 |
SPY Jun 13 601.00 Put [04CLro] | 49,956 | 973 | 58 | 50,986 | 4,020 | 1,268.31 |
SPY Jun 13 599.00 Call [04CLr3] | 48,346 | 904 | 103 | 49,352 | 6,928 | 712.36 |
SPY Jun 13 596.00 Put [04CLs9] | 44,743 | 3,390 | 244 | 48,377 | 10,891 | 444.19 |
SPY Jun 13 598.00 Call [04CLqu] | 43,471 | 1,232 | 108 | 44,811 | 5,555 | 806.68 |
SPY Jun 13 597.00 Call [04CLrF] | 41,475 | 1,057 | 290 | 42,822 | 4,627 | 925.48 |
SPY Jun 13 602.00 Put [04D9D9] | 41,741 | 605 | 91 | 42,437 | 3,365 | 1,261.13 |
SPY Jun 12 601.00 Put [04DQLa] | 40,058 | 1,817 | 410 | 42,285 | 12,044 | 351.09 |
SPY Jun 16 603.00 Call [04DVKR] | 39,702 | 1,842 | 228 | 41,772 | 7,525 | 555.11 |
SPY Jun 17 600.00 Put [04DVKs] | 39,720 | 1,188 | 108 | 41,016 | 5,489 | 747.24 |
SPY Jun 16 603.00 Put [04DVKD] | 38,984 | 1,740 | 86 | 40,810 | 6,807 | 599.53 |
QQQ Jun 12 533.00 Put [04DQ0l] | 37,023 | 2,381 | 86 | 39,490 | 8,325 | 474.35 |
SPY Jun 12 601.00 Call [04DQLW] | 37,898 | 1,071 | 26 | 38,995 | 5,474 | 712.37 |
SPY Jun 17 601.00 Put [04DXKA] | 37,785 | 759 | 233 | 38,777 | 3,558 | 1,089.85 |
QQQ Jun 12 533.00 Call [04DQ0k] | 36,781 | 1,553 | 168 | 38,502 | 7,897 | 487.55 |
SPY Jun 17 599.00 Put [04DXKC] | 36,835 | 790 | 60 | 37,685 | 4,255 | 885.66 |
Data for 2025-06-12 to 2025-06-18 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.