The Options Insider

November 2015 Trading Volume Reported By CBOE Holdings

by | Dec 1, 2015 | Industry

CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that total trading volume in November for options contracts on Chicago Board Options Exchange? (CBOE?) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE?) was 82.8 million contracts,

Average daily volume (ADV)? was 4.1 million contracts, a decrease of 16 percent and 8 percent, respectively, from October 2015.? ??

 

CBOE Trading Volume: November?

  • CBOE’s ADV for the month was 3.7 million contracts and total volume was 74.2 million contracts, decreases of 8 percent and 16 percent, respectively, from October 2015.? When compared to November 2014’s ADV and total volume, November 2015 ADV declined 8 percent and total volume declined 4 percent.?? ?
  • November ADV in equity options increased 4 percent from October 2015 and decreased 18 percent from November 2014.?
  • November ADV in index options decreased 15 percent from October 2015, but increased 14 percent from ADV in November 2014.???????????
  • November ADV in exchange-traded product (ETP) options decreased 15 percent from October 2015 and 19 percent versus November 2014.

 

CBOE Market Share: November ???

  • CBOE’s market share of total U.S. options industry volume was 23 percent in November, a decrease of 1.5 percentage points from October 2015 and 3.1 percentage points from November 2014.

 

C2 Volume: November

  • C2’s ADV for the month was 253,222 contracts and total volume was 5.1 million contracts, decreases of 8 percent and 16 percent, respectively, from October 2015.?
  • When compared to November 2014’s ADV and total volume, November 2015 ADV declined 18 percent and total volume declined 14 percent.?? ?

 

C2 Market Share: November

  • C2’s market share of total industry volume in November was 1.6 percent, a decrease of 0.1 percentage points from October 2015 and 0.4 percentage points from November 2014.

 

CBOE Futures Exchange (CFE) Trading Volume

CFE Volume: November ???

  • Total ADV at CFE was 174,061 contracts in November, an increase of 24 percent from November 2014 and a decrease of 4 percent from October 2015. Total volume at CFE for the month was 3.5 million contracts, up 30 percent from total volume a year ago and down 13 percent from October 2015.???
  • Total volume in CBOE Volatility Index? (VIX? Index) futures for November was 3.5 million contracts, down 13 percent from October 2015 and up 30 percent from November 2014. November VIX futures’ ADV was 173,790 contracts.