Options LiquidityMatrix August 2019

Volatility returned to the markets in August – and not just the stock market. In our new, enhanced Options LiquidityMatrix we highlight volatility expectations for a variety of actively traded macro-oriented options on futures markets. A majority of the most actively traded options on futures markets at CME were pricing in higher volatility in August than September. This resulted in continued strong volumes in each of these markets last month. The equity market experienced its own volatility as well, and overall options volume in August reflected this, with industrywide options volumes up more than 10% and a narrowing of the gap between 2019 and 2018 year-to-date volume to just 3.4%.

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.