Options LiquidityMatrix July 2015

TABB's Options LiquidityMatrix™ is a monthly report of options market activity published by TABB Group with analysis and statistics from Hanweck Associates. The report uses data sourced from the OCC and Premium Hosted Database (PhD), a joint offering from Hanweck Associates and the International Securities Exchange (ISE).

The Options LiquidityMatrix™ includes month-over-month market share and the following metrics by exchange: (1) monthly and year-to-date volume; (2) average spread; (3) average bid/offer size; (4) series traded; (5) average trade size; (6) average trade value; (7) percentage executed at bid/offer; (8) time at best bid/offer.
In addition, the report includes a section exclusively focused on penny options.