ASX ETO Report - May 2025

What to analyse in this chart?

This report shows the top 30 most traded ETO Classes (Assets) for the corresponding month. This is the best indicator for option liquidity in the Austrialian Market.

Glossary:

Rank - Orders the ASX equities from 1-30 by number of contracts traded. Rank 1 is most traded ETO Class

Ticker - The underlying asset which the options are traded over

Volume - Total volume of that ETO class, excluding market makers

% Market - Of all the ETO's traded in the month, what fraction of the market were on that specific asset

Open Interest - The number of open contracts in the market at the end of the month.

Vol/OP - Open Interest devided by Volume, expressed as a percentage

Share Volume - Number of shares traded for the month for the underlying stock

DLR (Derivatives Liquidity Ratio) - options volume (in shares) devided by volume of underlying security

Put/Call - Put to Call ratio, expressed as a percentage

Net Calls - number of Call option contracts bought minus the number of options contracts sold, excluding Market Makers

Net Puts - number of Put option contracts bought minus the number of options contracts sold, excluding Market Makers

Use this as a reference to the most liquid underlyings, when considering opening new options positions. Frequent underlyings in the report are XJO, CBA, BHP, RIO, WDS, FMG, ANZ, NAB, TLS and WES

Reference: https://www.asx.com.au/markets/trade-our-derivatives-market/overview/equity-derivatives/equity-derivatives-statistics