Liquidity of Futures Options

Quote from rufus_4000:

Ahem, CME publishes all the exact raw volume data daily (called Daily Bulletin), the volume are separated by strike price. The monthly summary is also available.

http://www.cme.com/trading/dta/hist...type=pdf&theday=11&theyear=2006&submit=Search

The monthly volume summary data is at:

http://www.cme.com/trading/dta/hist/monthly_volume.html

There is no need to guess, just get the raw data and sort on your own.

Thanks so much for the links. Is there similar information on CBOE, Euronext and Eurex exchanges? Thanks
 
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