Options LiquidityMatrix September 2017

Author(s):
Thomas Lehrkinder
Date:
October 11, 2017
Research Type:
Liquidity Matrix
Executive Summary

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. September saw monthly volume drop of 55.9 million contracts compared to August 2017, as volatility remained low and any geopolitical threat could not shake the markets.  Spreads in September 2017 remained consistent with August at $0.26. September 2017 YTD listed options volume totaled 3.1 billion contracts, representing a 1.8% increase versus the same period in 2016.

Areas of Interest
  • Derivatives
  • Options
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