Options LiquidityMatrix June 2018
Volumes for US options year-to-date continue to gain over 2017, with a jump of 21.9% through the end of June. Ongoing volatility also fueled an increase in volumes month over month, with 401.4 million contracts traded in June 2018 compared to 366 million contracts cleared in May. Spreads also tightened further in June, by a penny, continuing the improved 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.