Options LiquidityMatrix January 2017

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 totaled 328.7 million in January 2017, a 9.9% decline from the year earlier total but a small increase from the December 2016 total.  Volatility was general muted for the month with the benign trading environment providing little impetus to trade.  Trading In January 2016 totaled 364.7 million contracts, while volume in December 2015 totaled 325.7 million contracts.