BOX Options Exchange Price Improvement Activity For October

In the month of October, price improved contracts on BOX Options Exchange (“BOX”) averaged 229,858 per day.  Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement auction, PIP averaged $130,944 per day, while total savings to investors this month were $2.7 MM.  With this, BOX has saved investors over $404 MM since its inception in 2004.  Overall average daily trading volume on BOX in the month of September was 513,737 contracts.

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