Options LiquidityMatrix December 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 dropped in December, as trading declined from November’s volume that was elevated due to volatility around the US elections. Trading volume in November totaled 327.5 million contracts, a 14.5% decline from November’s level and a 3.3% decrease from the December 2015 total.