Options LiquidityMatrix August 2017

TABB Group’s monthly Options LiquidityMatrix™ analyzes the 15 US options exchanges, 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. The dog days of summer saw monthly volume jump 67.5 million contracts in August 2017, aided by an increase in volatility. The increase in volume contributed to spreads tightening, from $0.28 in July 2017 to $0.26. August 2017 YTD listed options volume totaled 2.78 billion contracts, representing a 3.2% increase versus the same period in 2016.