Options LiquidityMatrix December 2017

December saw monthly US options volume drop by 49.9 million contracts compared to November 2017, due to holidays and volatility remaining at staggeringly low levels. Full Year 2017 listed options volume totaled 4.2 billion contracts, representing a 3.1% increase versus full year 2016. Spreads in December 2017 widened by six cents to $0.33 compared to $0.27 in November 2017. TABB Group’s monthly Options LiquidityMatrix™ analyzes the 15 US options exchanges, in addition to broader industry trends. Metrics include market share, market quality, average spread, average trade size, and volume breakdown for all options and penny options.