Options LiquidityMatrix July 2019

Year to date volume for the industry as a whole as well as in the Equity and ETF segments of the market is still lower through the end of July. However, this gap is narrowing and with a couple of bouts of volatility the industry may actually witness a record year versus 2018’s strong numbers. Total industry volume is down only 5.3% and 4.1% for the Equity and ETF segments, closing what was a much wider gap earlier in 2019. The share of volume attributed to Equity options is up 4.0% on a year over year basis a trend that has been in place both during high and lower volatility months. On an annual basis this volume gain has been at the expense of both the Index and ETF segments of the market.

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.