Options LiquidityMatrix October 2018

October witnessed the return of volatility to the US markets – and a huge spike in options volume. For the month, more than 567 million contracts changed hands, which was nearly a 50% increase over October 2017 and easily set the all-time record for monthly volume. Options spreads had been on the decline, but the increase in volatility resulted in wider markets in October. 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.