---
title: Retail Option Trading and Liquidity: Evidence from High-Frequency Data
url: https://www.ml-quant.com/papers/ssrn/4567604/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4567604
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4567604
featured: 2023-09-14
citations: 0
topic: Derivatives & Volatility
---


# Retail Option Trading and Liquidity: Evidence from High-Frequency Data

The study reveals that retail trading in the options market affects the liquidity of underlying stocks, especially when liquidity supply is anticipated to be limited.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4567604
- Identifier: SSRN 4567604
- Released: 2023-09-11
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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