+353-1-416-8900REST OF WORLD
+44-20-3973-8888REST OF WORLD
1-917-300-0470EAST COAST U.S
1-800-526-8630U.S. (TOLL FREE)

PRINTER FRIENDLY

US Options Market Review: Q4-2019

  • ID: 4908102
  • Report
  • January 2020
  • Region: United States
  • TABB Group
1 of 2

The exchange-listed options industry experienced strong volume in 2019, but, with volatility lower, the final tally fell a bit short of 2018’s record volumes. Market quality, however, continued to improve, with both the average bid-ask spread narrowing and displayed sizes increasing across the industry. In addition, volume was spread around more, with a wider dispersion of trading across different names and smaller exchanges gaining share from the larger industry players.

The US Options Market Review is a quarterly report that examines market trends in US-listed options markets. The report provides detailed insight into volume trends across the index, ETF and single-stock sectors, examining trading in the most active symbols, by concentration and by type of account.

Note: Product cover images may vary from those shown
2 of 2

Introduction/Key Highlights/Industry Developments

Market Summary

  • Total Trading Volume
  • Average Daily Trading Volume By Month
  • Total Volume By Exchange
  • Total Volume Market Share By Exchange
  • Equity/Etf Option Volume By Exchange
  • Equity/Etf Option Volume Market Share By Exchange
  • Total Volume By Exchange Owner
  • Total Volume Market Share By Exchange Owner
  • Equity/Etf Option Volume By Exchange Owner
  • Equity/Etf Option Volume Market Share By Exchange Owner
  • Total Notional Value Traded
  • Most Actively Traded Option Series
  • Volume Concentration By Option Series
  • Most Actively Traded Option Series By Exchange
  • Option Volume By Type Of Underlying
  • Month End Open Interest By Type Of Underlying
  • Exercise By Type Of Underlying
  • Volume By Type Of Account

Volatility Resurfaces In The Second Quarter

  • Monthly Vix High/Low/Average
  • Average Vix By Month
  • Vix Vs. Subsequent Spx Realized Volatility
  • Spx Index Option Trading Statistics
  • Vix Index Option Trading Statistics
  • Monthly Vvix High/Low/Average
  • Average Vvix By Month

Liquidity Measures Improve In

  • Equity/Etf Option Average Bid-Ask Spread By Exchange
  • Year Vs. Year Equity/Etf Option Average Bid-Ask Spread By Exchange
  • Equity/Etf Option Average Bid - Ask Size By Exchange
  • Year Vs. Year Equity/Etf Option Average Bid - Ask Size By Exchange
  • Equity Option Average Premium Per Contract By Exchange
  • Year Vs. Year Equity Option Average Premium Per Contract By Exchange
  • Equity Option Average Trade Size By Exchange
  • Year Vs. Year Equity Option Average Trade Size By Exchange
  • Etf Option Average Premium Per Contract By Exchange
  • Year Vs. Year Etf Option Average Premium Per Contract By Exchange
  • Etf Option Average Trade Size By Exchange
  • Year Vs. Year Etf Option Average Trade Size By Exchange

About the Author

Note: Product cover images may vary from those shown
Adroll
adroll