TABB Group issued the financial markets industrys only analysis of equity options market activity covering execution quality and trading activity at the seven major US equity options exchanges. Published jointly by TABB Group and TAG, Options LiquidityMatrix will be issued monthly. This exclusive analysis will be available through and distributed worldwide by TABB Group to TABB Derivatives Research Alliance clients and qualified financial, business and trade media.
The hyper-competitive options trading environment is being driven by current regulatory initiatives that coincide with a dramatic change in the way options are traded, says Andy Nybo, head of derivatives at TABB Group. The expansion of pennies, growth in high-frequency trading and greater focus on best execution are adding fuel to a raging battle among the exchanges. Options LiquidityMatrix provides the trading community with detailed statistics that will assist trading professionals to understand and evaluate these changes.
The data in Options LiquidityMatrix are compiled using proprietary execution quality statistics generated by TAG, with aggregate industry volume published by the Options Clearing Corporation. Options LiquidityMatrix will initially include charts and tables analyzing the rapidly evolving US options market. These tables include:
Year-to-date industry options volume with comparison to prior periods Industry options volume market share by exchange with comparison to prior periods Penny options trading volume market share by exchange with comparison to prior periods Industry options volume spread and execution quality statistics
Penny options spread and execution quality statistics
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