Options LiquidityMatrix February 2017

The TABB Options LiquidityMatrix^TM analyzes the 15 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 323.4 million in February 2017, a modest 2.6% decline from the year earlier total and a decrease of 5.3 million shares from the January 2017 total. Volatility remained close to 10 year lows, leaving traders with very little incentive to trade.