NYSE American provides an archive of monthly reports relating to the impact of Limit Up/Limit Down and Straddle States on options trading.
Each month's report will be based on:
Each month's report will contain the following information:
REVISED LIMIT UP/LIMIT DOWN (LULD) REPORTS
Bottom 45% List
This list is provided for NYSE American Options Market Makers to help them determine the number of ATP’s they be required to have under the fee schedule. The bottom 45% of all option issues will be calculated quarterly, with a one month lag, based on the industry volume rank for all options traded on the Exchange. Any newly listed options will automatically become part of the bottom 45% until the next quarterly evaluation period, at which time they may or may not remain part of the bottom 45% depending upon their rank based on industry volume.
The Penny Pilot Program began in 2007. In conjunction with the program the Exchange has produced periodic reports that discuss the impact of penny quoting on options in the Penny Pilot Program. Those reports are below and each contains a discussion of the data analyzed and any relevant observations and conclusions.