OptionMetrics representatives will be available at booth 225 to discuss the role of historical options and futures data.

137 billion futures and options contracts were traded last year, up 64% from 2022, and their use continues to grow (FIA). OptionMetrics’ historical options, implied volatility, futures, and ETF data is used by top-tier financial and academic institutions worldwide in assessing risk and examining strategies to generate alpha; it will showcase its:

• “Gold standard” US historical options data, with IvyDB US, and international options datasets, IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF.
• Historical future options price data and volatility surface calculations for US futures markets, with IvyDB Futures.
• Forward-looking dividend projections for single-name US securities based on options data, with IvyDB Implied Dividend.
• Option implied betas and correlations for constituents of the SPY for a more timely market adjusted view of systematic risk, with IvyDB Beta.
• Intraday data on option trading volume, assigned as buyer-initiated or seller-initiated, for insights into options market order flows, participant activity, and directional trading strategies, with IvyDB Signed Volume.
• Woodseer Dividend Forecast Data with GenAI, with algorithm+analyst+ai methodology for trading, back-testing dividend strategies, risk management, and anticipating portfolio income.

“With geopolitical developments and macroeconomic shifts, as well as global supply chain challenges, inflation, and climate-related risks, options and futures strategies are being leveraged in investment strategies and to hedge against or speculate on price movements,” says CEO David Hait, Ph.D. “We look forward to talking with investment professionals at FIA about this rapidly changing industry, trends, strategies, and uses for high-quality options, futures, beta, and dividend forecast data to address them.”

Contact William Ko for an appointment with OptionMetrics.