Investor savings from orders submitted to the PIP have topped $500 million.

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Trades Overview

  • $229,865Nov 13
  • $221,410Dec 13
  • $267,560Jan 14
  • $304,880Feb 14
  • $479,117 Mar 14
  • $466,285Apr 14
  • $429,141 May 14
  • $479,037Jun 14
  • $495,577Jul 14
  • $463,779Aug 14
  • Nov 13
  • Dec 13
  • Jan 14
  • Feb 14
  • Mar 14
  • Apr 14
  • May 14
  • Jun 14
  • Jul 14
  • Aug 14
  • $ 500,000
  • $ 450,000
  • $ 400,000
  • $ 350,000
  • $ 300,000
  • $ 250,000
  • $ 200,000
  • $ 150,000
  • $ 100,000
  • $ 50,000
  • $ 0
  • $195,754Jan 13
  • $194,620Feb
  • $182,256Mar
  • $236,701Apr
  • $273,855May
  • $185,259Jun
  • $192,162Jul
  • $195,265Aug
  • $206,402Sep
  • $278,144Oct
  • $229,865Nov
  • $221,410Dec
  • Jan 13
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • $ 300,000
  • $ 250,000
  • $ 200,000
  • $ 150,000
  • $ 100,000
  • $ 50,000
  • $ 0
  • $168,000Jan 12
  • $185,000Feb
  • $148,000Mar
  • $174,000Apr
  • $178,000May
  • $160,000Jun
  • $180,000Jul
  • $148,000Aug
  • $155,000Sep
  • $130,000Oct
  • $225,000Nov
  • $175,000Dec
  • Jan 12
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • $ 250,000
  • $ 200,000
  • $ 150,000
  • $ 100,000
  • $ 50,000
  • $ 0
  • $300,000Jan 11
  • $348,000Feb
  • $245,000Mar
  • $240,000Apr
  • $215,000May
  • $160,000Jun
  • $198,000Jul
  • $320,000Aug
  • $170,000Sep
  • $180,000Oct
  • $170,000Nov
  • $148,000Dec
  • Jan 11
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • $ 350,000
  • $ 300,000
  • $ 250,000
  • $ 200,000
  • $ 150,000
  • $ 100,000
  • $ 50,000
  • $ 0
  • 347,185Nov 13
  • 279,815Dec 13
  • 311,750Jan 14
  • 311,467Feb 14
  • 475,418 Mar 14
  • 453,931Apr 14
  • 398,937 May 14
  • 415,359Jun 14
  • 449,739Jul 14
  • 399,261Aug 14
  • Nov 13
  • Dec 13
  • Jan 14
  • Feb 14
  • Mar 14
  • Apr 14
  • May 14
  • Jun 14
  • Jul 14
  • Aug 14
  • 500,000
  • 400,000
  • 300,000
  • 200,000
  • 100,000
  • 0
  • 436,991Jan
  • 365,201Feb
  • 320,933Mar
  • 370,354Apr
  • 419,792May
  • 373,337Jun
  • 315,663Jul
  • 332,134Aug
  • 346,895Sep
  • 357,021Oct
  • 347,185Nov
  • 279,815Dec
  • Jan
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • 500,000
  • 400,000
  • 300,000
  • 200,000
  • 100,000
  • 0
  • 590,000Jan
  • 660,000Feb
  • 635,000Mar
  • 612,000Apr
  • 700,000May
  • 650,000Jun
  • 595,000Jul
  • 530,000Aug
  • 570,000Sep
  • 508,000Oct
  • 485,000Nov
  • 420,000Dec
  • Jan
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • 800,000
  • 700,000
  • 600,000
  • 500,000
  • 400,000
  • 300,000
  • 200,000
  • 100,000
  • 0
  • 600,000Jan '11
  • 510,000Feb
  • 440,000Mar
  • 450,000Apr
  • 438,000May
  • 400,000Jun
  • 590,000Jul
  • 870,000Aug
  • 630,000Sep
  • 670,000Oct
  • 585,000Nov
  • 500,000Dec
  • Jan '11
  • Feb
  • Mar
  • Apr
  • May
  • Jun
  • Jul
  • Aug
  • Sep
  • Oct
  • Nov
  • Dec
  • 900,000
  • 800,000
  • 700,000
  • 600,000
  • 500,000
  • 400,000
  • 300,000
  • 200,000
  • 100,000
  • 0

Best Price Improvement ("PIP")

Week ending September 26, 2014
Date Option NBBO Trade Impr.
9/24 S PNRA 160115C170.00 11.3 13.62 2.32
9/24 S IBB 160115C335.00 8 10.32 2.32
9/25 B GS 150117C130.00 56.65 54.21 2.44
9/25 B GMCR 141220C75.00 55.1 52.68 2.42
9/26 S GMCR 160115C75.00 56.2 58.53 2.33
  • S = Sell
  • B = Buy
  • Unit = US$

BOX Daily Market Share

Trading volume on BOX as percentage of overall trading volume at OCC in the classes listed on BOX.

March 26, 2013
Symbol Volume Mrkt Share
SPY 29,782 1.42%
IWM 8,899 2.34%
BAC 8,671 2.45%
AAPL 5,945 1.78%
GLD 4,530 4.54%