Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
AAPL May 21 70.00 Call [02Hy5a] | 1,369,689 | 1,922 | 81 | 1,371,692 | 19 | 7,219,431.58 |
AAPL May 7 110.00 Put [02L3XB] | 1,340,387 | 7,793 | 0 | 1,348,180 | 1,026 | 131,401.56 |
ABNB May 21 210.00 Call [02GPpC] | 360,182 | 0 | 0 | 360,182 | 0 | n/a |
ABBV May 7 100.00 Put [02L3Xx] | 177,035 | 0 | 0 | 177,035 | 0 | n/a |
AMZN May 7 2840.00 Put [02LErD] | 122,939 | 25 | 0 | 122,964 | 28 | 439,157.14 |
ACN May 7 282.50 Put [02L3dh] | 19,806 | 0 | 0 | 19,806 | 0 | n/a |
AVGO May 7 420.00 Put [02L4JS] | 15,494 | 0 | 0 | 15,494 | 0 | n/a |
ADBE May 7 440.00 Put [02L3en] | 13,103 | 0 | 0 | 13,103 | 0 | n/a |
AMZN Jul 16 4050.00 Call [027n6c] | 7,692 | 2 | 0 | 7,694 | 8 | 96,175.00 |
AMZN Jul 16 4250.00 Call [027n6Y] | 4,324 | 0 | 0 | 4,324 | 0 | n/a |
AMZN Jul 16 4100.00 Call [025UDn] | 4,215 | 62 | 0 | 4,277 | 23 | 18,595.65 |
AAPL Jun 18 18.75 Call [027e9n] | 3,248 | 910 | 8 | 4,166 | 4 | 104,150.00 |
AMZN Jul 16 4200.00 Call [025UDj] | 4,108 | 0 | 0 | 4,108 | 5 | 82,160.00 |
AKAM Jan 20 97.50 Call [0290HE] | 3,960 | 0 | 0 | 3,960 | 0 | n/a |
AMZN Jun 18 4050.00 Call [024RbE] | 3,406 | 0 | 0 | 3,406 | 6 | 56,766.67 |
AMZN Jul 16 4150.00 Call [027n6a] | 3,322 | 30 | 0 | 3,352 | 10 | 33,520.00 |
AKAM Jan 20 95.00 Call [028IYI] | 3,240 | 0 | 0 | 3,240 | 160 | 2,025.00 |
AKAM Jan 20 100.00 Call [028IYK] | 3,120 | 0 | 0 | 3,120 | 0 | n/a |
AMZN Jun 18 3950.00 Call [023qYv] | 2,612 | 0 | 0 | 2,612 | 0 | n/a |
AMZN Jun 18 4000.00 Call [023qYx] | 2,554 | 0 | 0 | 2,554 | 8 | 31,925.00 |
JNJ Jun 18 95.00 Call [01rD9p] | 0 | 0 | 2,324 | 2,324 | 7 | 33,200.00 |
AAPL Apr 16 134.00 Call [02M0V9] | 1,823 | 231 | 197 | 2,251 | 882 | 255.22 |
AMZN Jun 18 4100.00 Call [023wD4] | 2,190 | 0 | 0 | 2,190 | 24 | 9,125.00 |
JNJ Apr 16 160.00 Call [026yk5] | 0 | 0 | 2,076 | 2,076 | 1,667 | 124.54 |
MSFT Apr 16 257.50 Call [02Ldaz] | 1,540 | 0 | 0 | 1,540 | 0 | n/a |
Data for 2021-04-12 to 2021-04-16 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.