Options LiquidityMatrix October 2015

Author(s):
Callie Bost
Date:
November 10, 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. October US listed options volumes totaled 362.1 million contracts traded, 2.1% higher than September’s totals, but 26% lower than volume from the year-ago October. Through October, 2015 year-to-date volume is 3.7% below 2014 same-period totals.

Areas of Interest
  • Derivatives
  • Options
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