Options LiquidityMatrix November 2017
November saw monthly US options volume increase by 14.8 million contracts compared to October 2017, despite volatility remaining at staggeringly low levels. November 2017 YTD listed options volume totaled 3.9 billion contracts, representing a 3.2% increase versus the same period in 2016. Spreads in November 2017 widened by two cents to $0.27. TABB Group’s monthly Options LiquidityMatrix™ analyzes the 15 US options exchanges, in addition to broader industry trends. Metrics include market share, market quality, average spread, average trade size, and volume breakdown for all options and penny options.