Options LiquidityMatrix July 2017
The TABB Group Options LiquidityMatrix™ 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. One month past the halfway point of 2017, year-to-date US Equity Options volume stands at 2.4 billion contracts, up 1.2% compared to July 2016 YTD. But the summer slowdown, exacerbated by the continued anemic volatility, stifled any opportunity to significantly grow volumes. Listed options volume totaled 313.4 million contracts in July 2017, an increase of 1.5% from the July 2016 total but a decrease of 61 million contracts from the historically strong and quarter-closing month of June.