Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPX Apr 26 5160.00 Put [03fNkW]	120,223,924	0	0	120,223,924	525	22,899,795.05
SPX Apr 26 5155.00 Put [03gBt6]	118,309,355	18	0	118,309,373	1,244	9,510,399.76
SPX Apr 26 5145.00 Put [03gBsb]	116,081,237	67	0	116,081,304	405	28,662,050.37
SPX Apr 26 5150.00 Put [03fNlV]	113,281,207	0	0	113,281,207	7,490	1,512,432.67
SPX Apr 26 5140.00 Put [03fNkY]	112,667,243	36	0	112,667,279	664	16,967,963.70
SPX Apr 26 5165.00 Put [03gBt2]	111,565,339	0	0	111,565,339	17	656,266,700.00
SPX Apr 26 5045.00 Call [03gBrC]	111,196,526	49	0	111,196,575	1,025	10,848,446.34
SPX Apr 26 5135.00 Put [03gBsO]	110,209,023	0	0	110,209,023	735	14,994,424.90
SPX Apr 26 5040.00 Call [03fNkp]	107,089,422	49	0	107,089,471	547	19,577,599.82
SPX Apr 29 5055.00 Call [03hoLW]	104,937,899	3	0	104,937,902	198	52,998,940.40
SPX Apr 29 5155.00 Put [03hn3T]	103,671,786	0	0	103,671,786	55	188,494,156.36
SPX Apr 29 5060.00 Call [03h7cy]	102,699,924	17	0	102,699,941	285	36,035,067.02
SPX Apr 26 5055.00 Call [03gBrG]	102,128,935	25	0	102,128,960	758	13,473,477.57
SPX Apr 26 5035.00 Call [03gBrE]	101,959,872	49	0	101,959,921	630	16,184,114.44
SPX Apr 29 5160.00 Put [03h7dN]	100,387,077	0	0	100,387,077	880	11,407,622.39
SPX Apr 26 5050.00 Call [03fNlX]	99,680,811	279	0	99,681,090	2,854	3,492,680.10
SPX Apr 29 5145.00 Put [03hn3R]	99,501,596	4	0	99,501,600	284	35,035,774.65
SPX Apr 29 5065.00 Call [03hoLU]	98,736,961	20	0	98,736,980	522	18,915,130.27
SPX Apr 29 5050.00 Call [03h7cw]	98,167,037	22	0	98,167,059	745	13,176,786.44
SPX Apr 26 5170.00 Put [03fkJ4]	98,149,507	0	0	98,149,507	43	228,254,667.44
SPX Apr 29 5150.00 Put [03h7dL]	98,120,699	5	0	98,120,704	1,014	9,676,598.03
SPX Apr 26 5030.00 Call [03fNkr]	97,907,168	45	0	97,907,213	502	19,503,428.88
SPX Apr 29 5140.00 Put [03h7dJ]	97,049,302	2	0	97,049,304	509	19,066,660.90
SPX Apr 26 5015.00 Call [03gBr8]	96,883,396	0	0	96,883,396	226	42,868,759.29
SPX Apr 26 5020.00 Call [03fNkt]	96,759,886	53	0	96,759,939	535	18,085,969.91

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.