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Journal of Financial Economics Vol. 96 No. 1 2010

O/S: The relative trading activity in options and stock

Richard Roll1,2; Eduardo S. Schwartz1,2; Avanidhar Subrahmanyam1,2

1 University of California, Los Angeles · 2 Anderson University - South Carolina

Abstract

Relatively little is known about the trading volume in derivatives relative to the volume in underlying stocks. We study the time-series properties and the determinants of the options/stock trading volume ratio (O/S) using a comprehensive cross-section and time-series of data on equities and their listed options. O/S is related to many intuitive determinants such as delta and trading costs, and it also varies with institutional holdings, analyst following, and analyst forecast dispersion. O/S is higher around earnings announcements, suggesting increased trading in the options market. Further, post-announcement absolute returns are positively related to pre-announcement O/S, which suggests that at least part of the pre-announcement options trading is informed.

DOI
10.1016/j.jfineco.2009.11.004
Volume
96
Issue
1
Pages
1-17
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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