Options LiquidityMatrix October 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. October saw monthly US options volume grow 45.9 million contracts compared to September 2017, despite volatility remaining at record low levels. October 2017 YTD listed options volume totaled 3.5 billion contracts, representing a 3.4% increase versus the same period in 2016. Spreads in October 2017 tightened by a penny to $0.25 which is the lowest amount since September 2013.