Cboe’s Index Options Set Monthly ADV Record
Cboe Global Markets, Inc., a leading global markets operator and pioneer in equity and index derivatives, reported October trading volume statistics across its global business lines.
The data sheet “ Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report ” contains an overview of certain October trading statistics and market share by business segment, volume in select index products, and RPC/net capture, which is reported on a one-month lag, across business lines.
U.S. Options
Cboe’s proprietary index options set a monthly ADV record of 6.9 million contracts, driven by record monthly ADV in S&P 500 Index (SPX) options (5.5 million contracts) and mini-SPX (XSP) options (303 thousand contracts).
The two most-active trading days on record in Cboe’s proprietary index options occurred in October, with 10.4 million and 10.2 million contracts traded on October 16 and 30, respectively.
Zero-days-to-expiry (0DTE) trading in SPX options set a monthly ADV record of 3.6 million contracts.
XSP options set a new daily record on October 30, with 515 thousand contracts traded, eclipsing the previous record set on July 16, 2019.
Cboe’s Global Trading Hours (GTH) session (8:15 p.m. to 9:25 a.m. ET) set a monthly ADV record of 284 thousand contracts, and SPX trading in GTH set a daily record of 327 thousand contracts on October 1.
Source: Cboe Global Markets