Options LiquidityMatrix February 2019
The February 2019 Options LiquidityMatrix is the first OLM from TABB Group with an updated format and report information. In addition to the OLM’s new look, Cboe LiveVol data is now used to judge market liquidity. Our examination of liquidity focuses only on multi-list markets in order to get an apples-to-apples comparison across all options markets. TABB Group’s new monthly Options LiquidityMatrix™ includes volume statistics from all option exchanges in the US, along with data segmenting volume trends based on the various underlying markets. The report consistently features a look at volume and liquidity, as well as periodic deep dives as warranted.