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NYSE Options offers various reports to support our Permit Holders' options trading. These reports are available upon request and are free of charge.

Detailed list of reports and their contents

Bottom 45% List

This list is provided for NYSE Arca Options Market Makers to help them determine the number of ATP’s they are 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.

NYSE Arca Options Bottom 45 Percent List

Penny Interval Program

NYSE American Options and NYSE Arca Option (“NYSE Options”) adopted the Program on July 1, 2020.

Per the Program, NYSE Options, may add a newly listed option class to the Program provided that:

  • it is among the 300 most actively traded multiply listed option classes, as ranked by National Cleared Volume at OCC, in its first full calendar month of trading (issues added under this criteria are added first business day after qualifying); or
  • it is among the 75 most actively traded multiply listed option classes, as ranked by National Cleared Volume at OCC, in the past six full calendar months of trading (issues added under this criteria are added the second month after qualifying), and
  • the underlying security is priced below $200, or the underlying index is at an index level below $200.

Penny Interval Program Issues
2024 Penny Program Annual Rebalancing Changes

Limit Up/Limit Down (LULD) Reports

NYSE Arca 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:

  • The option has at least one trade during the Straddle or Limit State

Each month's report will contain the following information:

  • Stock Symbol
  • Option Symbol
  • Time at the start of the Limit or Straddle State
  • An indicator showing whether it was a Limit or Straddle State
  • Executed option volume occurring during the Limit or Straddle State
  • The time-weighted quoted bid-ask spread
  • The time-weighted average quoted depth of the market at the bid
  • The time-weighted average quoted depth of the market at the offer
  • The highest execution price for the option
  • The lowest execution price for the option
  • The number of trades for which a request for a review for obvious error was received during the Limit or Straddle State
  • An indicator identifying those options experiencing a greater than 30% price change during the Limit or Straddle State – as measured by comparing the last available price reported by OPRA before the start of the Limit or Straddle State 1 indicates a 30% move or more and 0 indicates less than a 30% move
  • An indicator identifying those options where the price of the option within five minutes of leaving the Limit or Straddle State ( or halt if applicable) is 30% away from the price before the start of the Limit or Straddle State

Revised Limit Up/Limit Down (LULD) Reports