Options LiquidityMatrix September 2015
Date:
October 13, 2015
Research Type:
Liquidity Matrix
Executive Summary
The TABB Options LiquidityMatrix™ analyzes the 12 U.S. options exchanges on a monthly basis in addition to the industry as a whole. Metrics include market share, market quality, average spread, average trade size, and volume breakdown for all options and penny options. September US listed options volumes slid 17% from August’s totals and 3% from the year-ago September, with 354.8 million contracts traded. Through September, 2015 year-to-date volume is 0.2% below 2014 same-period totals.
Areas of Interest
- Derivatives
- Options
USD $1,000.00
