exegy logo

The Guide to US Options Market Data

US options market data is anecdotally a cost-efficient asset class, even considered by some a reprieve from the high stakes of low latency trading in US equities. However, market structure can shift efficiencies in market data from exchange fees to infrastructure expenses. See how the US options market characteristics alter the market data buying decision.

Uneven liquidity 

Trading volume is highly skewed. Learn what market conditions pool liquidity and how to uncover that market depth.

Open interest

As a measure of trading intent, open interest is considerable alternative to direct feeds’ book depth. Learn how some traders project price movement with SIP market data.

Market data fees

The lower cost of OPRA masks higher network costs for its increased quote volume. Understand how this departure from equities impacts the bottom line.

Get your US Options Guide

Complete the form below to download your copy of the Guide to US Options Market Data.

  • This field is for validation purposes and should be left unchanged.

Who is Exegy?

Since being founded in 2003, Exegy has delivered real-time market data to world-class financial institutions via industry-leading, patented hardware. Now, we offer the same tick data, with the same dependability through our API-based solution, DataPort.

exegy X-icon