Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Apr 16 504.00 Put [03iLWC] | 141,014 | 3,736 | 921 | 145,671 | 17,145 | 849.64 |
SPY Apr 16 504.00 Call [03iLWN] | 114,986 | 4,074 | 1,123 | 120,183 | 15,541 | 773.33 |
SPY Apr 16 503.00 Put [03iLWL] | 114,803 | 2,613 | 1,449 | 118,865 | 18,022 | 659.55 |
SPY Apr 16 505.00 Put [03hrTZ] | 105,120 | 3,712 | 361 | 109,193 | 11,121 | 981.86 |
SPY Apr 16 505.00 Call [03hrTq] | 93,687 | 2,434 | 980 | 97,101 | 18,943 | 512.60 |
QQQ Apr 16 432.00 Put [03hqqH] | 87,095 | 2,425 | 345 | 89,865 | 6,928 | 1,297.13 |
QQQ Apr 16 431.00 Put [03hr3G] | 87,359 | 1,632 | 134 | 89,125 | 8,992 | 991.16 |
SPY Apr 16 503.00 Call [03iLW8] | 81,862 | 1,835 | 544 | 84,241 | 6,177 | 1,363.79 |
SPY Apr 17 504.00 Put [03iLWD] | 71,898 | 1,507 | 282 | 73,686 | 6,775 | 1,087.62 |
SPY Apr 16 502.00 Put [03iLW7] | 71,167 | 948 | 896 | 73,011 | 11,135 | 655.69 |
SPY Apr 17 503.00 Put [03iLWK] | 69,859 | 1,789 | 726 | 72,374 | 6,099 | 1,186.65 |
QQQ Apr 16 431.00 Call [03hr3E] | 65,150 | 2,353 | 200 | 67,703 | 6,337 | 1,068.38 |
SPY Apr 17 502.00 Put [03iLWX] | 64,826 | 1,969 | 511 | 67,305 | 8,567 | 785.63 |
QQQ Apr 16 432.00 Call [03hqqF] | 64,289 | 2,345 | 266 | 66,900 | 9,140 | 731.95 |
SPY Apr 17 501.00 Put [03iLVx] | 57,555 | 2,191 | 917 | 60,663 | 11,169 | 543.14 |
SPY Apr 17 504.00 Call [03iLWI] | 58,086 | 1,862 | 481 | 60,428 | 7,860 | 768.80 |
SPY Apr 16 506.00 Call [03iLWF] | 52,168 | 4,893 | 1,089 | 58,150 | 13,473 | 431.60 |
SPY Apr 17 505.00 Put [03i0IE] | 52,447 | 2,043 | 280 | 54,770 | 4,655 | 1,176.58 |
SPY Apr 17 503.00 Call [03iLWM] | 53,110 | 945 | 505 | 54,559 | 6,971 | 782.66 |
SPY Apr 17 505.00 Call [03i0I5] | 51,382 | 1,124 | 351 | 52,856 | 6,944 | 761.18 |
QQQ Apr 16 430.00 Put [03ho9p] | 50,044 | 1,589 | 465 | 52,098 | 6,749 | 771.94 |
SPY Apr 18 500.00 Put [03i0HO] | 43,020 | 2,242 | 419 | 45,681 | 8,916 | 512.35 |
SPY Apr 16 506.00 Put [03iLWH] | 43,674 | 172 | 293 | 44,139 | 2,410 | 1,831.49 |
SPY Apr 17 502.00 Call [03iLWW] | 42,717 | 852 | 385 | 43,953 | 7,316 | 600.78 |
SPY Apr 19 500.00 Put [03YJ7c] | 41,641 | 1,098 | 480 | 43,220 | 4,631 | 933.28 |
Data for 2024-04-16 to 2024-04-22 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.