Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Mar 12 516.00 Call [03fMJe] | 60,606 | 2,370 | 138 | 63,114 | 19,101 | 330.42 |
SPY Mar 12 516.00 Put [03fMJc] | 52,980 | 2,483 | 426 | 55,889 | 15,071 | 370.84 |
SPY Mar 12 515.00 Put [03fMJh] | 53,092 | 2,057 | 271 | 55,420 | 16,772 | 330.43 |
SPY Mar 12 515.00 Call [03fMJl] | 49,892 | 3,018 | 211 | 53,121 | 13,019 | 408.03 |
SPY Mar 12 514.00 Put [03fMJm] | 51,291 | 1,338 | 281 | 52,910 | 16,826 | 314.45 |
SPY Mar 13 517.00 Call [03fNmm] | 48,618 | 1,500 | 546 | 50,664 | 20,070 | 252.44 |
SPY Mar 13 516.00 Put [03fNmn] | 46,330 | 3,649 | 412 | 50,391 | 16,400 | 307.26 |
SPY Mar 12 514.00 Call [03fMJn] | 41,155 | 567 | 159 | 41,881 | 11,420 | 366.73 |
SPY Mar 12 517.00 Put [03fMJX] | 40,854 | 406 | 285 | 41,545 | 6,779 | 612.85 |
QQQ Mar 12 442.00 Put [03fM0Q] | 28,548 | 9,766 | 439 | 38,753 | 10,991 | 352.59 |
SPY Mar 12 517.00 Call [03fMJZ] | 36,823 | 1,708 | 147 | 38,678 | 14,627 | 264.43 |
SPY Mar 12 513.00 Put [03fMJo] | 37,852 | 678 | 111 | 38,641 | 13,838 | 279.24 |
SPY Mar 13 516.00 Call [03fNmo] | 37,247 | 710 | 231 | 38,188 | 12,507 | 305.33 |
SPY Mar 15 510.00 Put [03ELCy] | 35,648 | 1,938 | 355 | 37,941 | 10,544 | 359.83 |
SPY Mar 12 512.00 Put [03fMJq] | 34,689 | 1,473 | 230 | 36,392 | 14,093 | 258.23 |
QQQ Mar 12 443.00 Put [03fM0M] | 33,405 | 2,628 | 322 | 36,355 | 7,091 | 512.69 |
SPY Mar 13 517.00 Put [03fNml] | 33,689 | 2,375 | 190 | 36,253 | 8,496 | 426.71 |
SPY Mar 13 515.00 Put [03fNmp] | 32,397 | 1,809 | 194 | 34,399 | 16,387 | 209.92 |
SPY Mar 12 513.00 Call [03fMJp] | 32,622 | 1,407 | 35 | 34,064 | 6,647 | 512.47 |
QQQ Mar 12 442.00 Call [03fM0S] | 32,535 | 1,235 | 87 | 33,857 | 7,555 | 448.14 |
QQQ Mar 13 441.00 Put [03fNg6] | 27,800 | 1,258 | 229 | 29,287 | 6,487 | 451.47 |
QQQ Mar 12 441.00 Put [03fM0U] | 26,814 | 1,849 | 101 | 28,764 | 10,323 | 278.64 |
QQQ Mar 12 443.00 Call [03fM0O] | 26,764 | 1,290 | 69 | 28,123 | 8,372 | 335.92 |
NVDA Dec 20 160.00 Put [03PFUv] | 27,843 | 0 | 0 | 27,843 | 0 | n/a |
QQQ Mar 13 441.00 Call [03fNg7] | 26,086 | 1,236 | 192 | 27,513 | 7,547 | 364.56 |
Data for 2024-03-12 to 2024-03-18 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.