NYSE Group Inc. announced that it will introduce new options pricing in conjunction with the penny pilot program that begins January 26.
The new NYSE Arca Options model is designed to reward participants that improve market quality and provide liquidity, and, it says, it offers increased efficiency and economic benefits to the growing options industry.
“The trading of options in penny increments fundamentally changes the options marketplace to the benefit of all investors. Our new pricing structure in penny pilot stocks is designed to further enhance those benefits by encouraging more competitive and tighter markets,” said NYSE Group president and co-COO, Jerry Putnam. “Combined with NYSE Arca’s recently implemented market structure and trading platform, our new pricing model will more effectively meet the evolving needs of options participants.”
For the 13 securities already chosen to trade in 1¢ and 5¢ increments, NYSE Arca will not assess any payment for order flow charges. Additionally, there will be no cancellation or quoting fees, the platform will not have any delay in quote dissemination, and will offer depth of book information for up to five levels.
For one issue, the QQQQ, all series will trade in penny increments. Accordingly, NYSE Arca will eliminate the Lead Market Maker and trade the security in strict time price priority.