Options LiquidityMatrix November 2019

The US options markets experienced light volume in November, as just about every actively traded market experienced soft implied volatility expectations. OCC cleared volume was down 9.1% year over year, with multi-list equity and ETF volumes coming in light, down 6.8% year over year. The current pace of trading puts 2019 on track to fall short of 2018's record annual volumes. However, 2019 is going to take the No. 2 spot based on current trends. 

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.