Options LiquidityMatrix January 2020

Option volumes hit the highest levels for a January and were the third highest monthly total on record. Continuing a trend from 2019, single stock option trading led the industry accounting for well over half of all option trading. The options on futures space also put up a strong month, with volumes increasing by 1.5% on a year over year basis. This was despite a slight drop in options on interest rate futures. Equity, metals, agriculture, and energy markets all put up strong numbers to make up for the shortfall in the interest rate markets.

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.