Options LiquidityMatrix September 2019

A few months ago it appeared that the US option industry would have a respectable year, but volume would fall short of the strong numbers put up in 2018. After a couple of strong months the industry appears to be on track to at least challenge last year’s numbers. Individual stock option trading has been a leader in volume race for most of the year, however, ETF volume spiked up in September to help put year to date volumes in line with 2018.

TABB Group’s new monthly Options LiquidityMatrix™ includes volume statistics from all option exchanges in the US, along with data segmenting volume trends based on the various underlying markets. The report consistently features a look at volume and liquidity, as well as periodic deep dives as warranted.