Options LiquidityMatrix March 2019

Volume in the option industry is suffering due to a lack of volatility in 2019. Most investors relish low volatility and new market highs, but option traders thrive on higher market and option volatility. So far in 2019 ETF and Index option volumes have taken a bigger hit than the equity option space. At the end of the first quarter in 2018 equity option activity represented 46.90% of industry volume. This figure has risen to 53.94% in 2019. This about 7% gain has come from both the ETF and index sectors of the market with ETF share down about 4% and index share 3% lower.

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.