Options LiquidityMatrix March 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 374.5 million in March 2017, an increase of 7.9% from the previous year total and an increase of 51 million contracts from the February 2017 total. Despite volatility remaining at anemic levels, March volumes gave some hope for a return to more active options trading.