Options LiquidityMatrix November 2016

The TABB Options LiquidityMatrix^TM analyzes the 14 US 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 surged in November, as volatility around the US elections prompted a more active trading environment. Trading activity in November totaled 383.2 million contracts, a 23.8% increase from October’s volume and 18.6% higher than November 2015’s total.