Options LiquidityMatrix March 2018

US options volumes remained strong in March 2018, with the total monthly volume surpassed only by the record set in January 2018 and followed on in February. Continued volatility resulted in 434 million contracts cleared in March 2018, a healthy 16% increase over March 2017. Spreads tightened by 4 cents in March 2018, illustrating an improving trading environment for investors. 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.