Options LiqudityMatrix October 2016

The TABB Options LiquidityMatrix™ analyzes the 14 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. Listed options volume declined sharply in October, adding little hope for a strong quarter to round out 2016. Trading activity in October totaled 309 million contracts, 13.3% lower than September’s volume and 14.5% less than the October 2015 total.