Options LiquidityMatrix February 2020

Market volatility rose throughout February as concerns surrounding the coronavirus continued to work through the financial markets. Often, when equity market volatility rises, the options market experiences elevated volumes, and this past month did not disappoint. February recorded the highest month volumes on record for listed options trading in the US. Volume was up more than 60% for the month compared to February 2019. Volume also was strong across all asset classes in the options-on-futures space in February, with the exception of the agricultural 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.