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
TSLA Apr 26 170.00 Call [03fzII]	81,106	3,511	185	84,802	22,640	374.57
TSLA Apr 26 167.50 Put [03iM5i]	54,421	5,572	124	60,117	15,252	394.16
NVDA Jan 17 80.00 Put [034uCF]	50,711	0	0	50,711	0	n/a
TSLA Apr 26 170.00 Put [03fzIc]	34,766	1,303	287	36,356	12,897	281.90
SPY Apr 26 509.00 Call [03fyij]	32,838	2,975	411	36,224	16,595	218.28
GLD Jul 19 300.00 Call [03Ygn5]	33,580	0	0	33,580	0	n/a
CCJ May 3 45.00 Put [03h9Hu]	25,945	5,003	31	30,978	375	8,260.80
TSLA Apr 26 172.50 Call [03iM5a]	28,486	1,655	278	30,419	12,704	239.44
SPY Apr 29 509.00 Put [03iXSb]	27,429	2,370	223	30,022	11,415	263.00
SPY Apr 26 509.00 Put [03fyj1]	27,955	1,739	268	29,962	12,501	239.68
IWM May 1 202.00 Call [03icCq]	17,352	11,567	611	29,530	1,097	2,691.89
SPY Apr 26 508.00 Put [03fyiO]	23,018	2,647	329	25,994	16,408	158.42
SPY Apr 26 508.00 Call [03fyiS]	22,914	2,081	78	25,073	12,018	208.63
TSLA May 3 180.00 Put [03hFnd]	22,873	894	116	23,882	6,747	353.96
SPY May 1 508.00 Call [03icW8]	22,360	572	617	23,549	2,743	858.51
SPY Apr 29 508.00 Put [03iXSd]	19,682	3,008	567	23,257	9,441	246.34
SPY Apr 26 510.00 Call [03fyiZ]	16,399	3,342	2,641	22,382	15,469	144.69
TSLA May 3 185.00 Call [03hFny]	21,648	521	28	22,198	6,070	365.70
SPY Apr 26 507.50 Put [03fyi1]	20,157	1,843	141	22,141	4,978	444.78
TSLA May 3 190.00 Call [03hFnm]	20,867	1,037	134	22,038	6,150	358.34
SPY Apr 29 510.00 Call [03iXSa]	19,007	1,983	553	21,542	14,183	151.89
SPY May 2 502.00 Put [03j2KT]	20,012	1,232	89	21,333	3,290	648.42
QQQ Apr 26 431.00 Call [03fxeu]	19,914	963	61	20,938	6,119	342.18
SPY May 1 509.00 Call [03icW6]	19,282	578	804	20,663	3,066	673.94

Data for 2024-04-26 to 2024-05-02 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.