Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL Feb 19 130.00 Call [02B17E] | 0 | 0 | 18,378 | 18,378 | 433 | 4,244.34 |
| MSFT Jan 15 215.00 Put [026ELv] | 4,461 | 0 | 0 | 4,461 | 0 | n/a |
| SPY Jan 21 520.00 Put [027dPA] | 2,429 | 0 | 0 | 2,429 | 10,675 | 22.75 |
| MSFT Jan 15 217.50 Put [02ETzq] | 1,301 | 5 | 0 | 1,306 | 4 | 32,650.00 |
| JPM Mar 19 195.00 Put [01rLSp] | 1,248 | 0 | 1 | 1,249 | 30 | 4,163.33 |
| AAXN Jan 15 120.00 Put [01v3RU] | 76 | 0 | 1,117 | 1,193 | 0 | n/a |
| AAPL Jan 15 100.00 Call [01Zcxc] | 1,164 | 0 | 0 | 1,164 | 0 | n/a |
| AAPL Jan 15 115.00 Call [01WqsM] | 1,126 | 0 | 0 | 1,126 | 0 | n/a |
| AAPL Jan 15 105.00 Call [01Zcxh] | 1,079 | 0 | 0 | 1,079 | 0 | n/a |
| AAPL Jan 15 85.00 Call [01bD86] | 1,038 | 0 | 0 | 1,038 | 17 | 6,105.88 |
| AAPL Jan 15 110.00 Call [01YAMG] | 1,019 | 0 | 0 | 1,019 | 21 | 4,852.38 |
| JNJ Jan 15 157.50 Call [02ET8x] | 0 | 0 | 1,000 | 1,000 | 0 | n/a |
| AAPL Jan 15 120.00 Call [01WqsU] | 816 | 65 | 0 | 881 | 16 | 5,506.25 |
| AAPL Jan 15 185.00 Put [01Wff5] | 738 | 63 | 0 | 801 | 251 | 319.12 |
| JPM Mar 19 95.00 Call [01p3LD] | 777 | 0 | 1 | 778 | 6 | 12,966.67 |
| AAPL Jan 15 80.00 Call [01bqtH] | 637 | 73 | 0 | 710 | 12 | 5,916.67 |
| AAPL Jan 15 165.00 Put [01WfeZ] | 673 | 0 | 0 | 673 | 18 | 3,738.89 |
| AAPL Mar 19 195.00 Call [025m2q] | 664 | 0 | 0 | 664 | 0 | n/a |
| AAPL Jan 15 155.00 Put [01WfeV] | 600 | 0 | 0 | 600 | 11 | 5,454.55 |
| AAPL Jan 15 180.00 Put [01Wfep] | 600 | 0 | 0 | 600 | 9 | 6,666.67 |
| AAPL Jan 15 150.00 Put [01WfeL] | 600 | 0 | 0 | 600 | 8 | 7,500.00 |
| AAPL Jan 15 140.00 Call [01WfeU] | 600 | 0 | 0 | 600 | 0 | n/a |
| AAPL Jan 15 170.00 Put [01WfeR] | 597 | 0 | 0 | 597 | 18 | 3,316.67 |
| AAPL Jan 15 250.00 Put [01WffM] | 565 | 0 | 0 | 565 | 41 | 1,378.05 |
| AAPL Jan 15 140.00 Put [01Wfel] | 564 | 0 | 0 | 564 | 0 | n/a |
Data for 2021-01-08 to 2021-01-14 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.