Options LiquidityMatrix October 2019

The US options industry faced a tough comparable last month, following an October 2018 that experienced high volatility and very high options volumes. October 2019 did not see quite the same volatility, and the result was weak industry volumes compared to the previous October. Volumes in the options-on-futures space in October 2019 also were weak, but the ag and metal sectors did have favorable volume comparisons with October 2018. 

TABB Group’s 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.