About Us
The Leader in Historical Options Data
OptionMetrics has been the premier provider of historical options and implied volatility data for over 20 years. Our options and futures data are relied upon daily by leading institutional investors and academic institutions worldwide.
Why OptionMetrics?
We use a common language all practitioners understand.
Black-Scholes-Merton implied volatilities are standard for quoting options prices. Differences across delta (smile or skew) and across time-to-expiration (term structure) provide ample fodder for investigating arbitrage and relative value opportunities.
Replicate and extend studies with full confidence.
Our data is the standard across academic and industry research that involves options data, from trading strategy research to corporate finance. Currently over 300 institutional subscribers and universities around the world rely on OptionMetrics data.
You are in control.
Our data products allow you to backtest trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment.
Completely transparent methodology.
Our documentation explains our calculations with enough detail to allow replication for spot checking.
Global Markets Data.
We deliver daily option prices, implied volatility and greek calculations for US, European, Asian-Pacific and Canadian markets.
Host and access data to suit your needs.
Access is not tied to any particular API or platform. You can choose to use database management systems like Microsoft SQL Server, which we support with our own loading tool.
About OptionMetrics
With over 20 years as the premier provider of historical options and implied volatility data, we distribute our IvyDB databases to leading portfolio managers, traders, quantitative researchers at 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk.
Options markets have grown exponentially over the past two decades and we have maintained our mission of providing quality data and unmatched customer support to all our clients. We are proud to support hundreds of institutions and thousands of financial professionals worldwide.
We remain focused and committed to providing the most comprehensive historical options data in the industry, supporting our customers’ needs to perform research, develop trading strategies, and assess risk.
Leadership
David J. Hait, Ph.D.
CEO and Founder
David J. Hait, Ph.D. is the CEO of OptionMetrics, LLC, which he founded in 1999. Dr. Hait is a financial economist with over 20 years of experience in applied quantitative derivative research and technology. Prior to founding OptionMetrics, he served as Vice President in the Fixed Income Research Group at Paine Webber, and taught courses on derivatives at J. P. Morgan. Dr. Hait received his Ph.D. in Finance from New York University’s Stern School of Business, where he was an Adjunct Professor at the Stern School of Business and Courant Institute of Mathematics. Dr. Hait also received an MS in Computer Science from University of California at Berkeley, and a BSE in Computer Engineering from the University of Pennsylvania.
Diarmuid Kelleher
Chief Financial Officer
As CFO, Diarmuid Kelleher works closely with CEO David Hait on short- and long-term financial planning and maximizing revenues, measuring productivity, assessing market expansion strategies, and evaluating partnerships. He draws on over two decades of experience leading financial planning and analysis, and as a CPA and investment banker. Formerly he was VP, Head of Financial Planning and Analysis at AST and Senior Managing Director, Head of financial planning and analysis at OneMain Financial. He began his career as an auditor at KPMG. He has his bachelor’s degree in accounting from Fordham University.
Eran Steinberg
COO and Chief of Staff
Eran is a seasoned executive with 20+ years of diverse financial industry experience. Prior to joining OptionMetrics, Eran spent 13 years at Capital IQ, a leading global provider of public and private capital market data applications, helping it grow from its earliest days through and beyond its eventual acquisition by Standard & Poor’s (now S&P Global), ultimately as Head of Account Management for all of the Americas. Prior to S&P, Eran spent close to a decade working in for-profit education for Kaplan Test Prep and then briefly for ALFY, a start-up focused on designing a subscription-based educational gaming site for young children. Eran received a Bachelor of Science in Management from Binghamton University (SUNY), and a J.D. from the Benjamin N. Cardozo School of Law (Yeshiva University).
Moti Mizrahi
Vice President, Product & Technology
As OptionMetrics’ VP, Product & Technology, Moti Mizrahi focuses on driving growth in technology, innovation, and user experience. He draws on over 20 years building and leading transformational technology projects and teams with a focus toward achieving specific business goals. Most recently, he was CTO at Charidy and Negba Group. He has also held senior roles in customer experience and software development at Cisco and HP. He has a bachelor’s degree in computer science and economics from Tel Aviv University.
Garrett DeSimone, Ph.D.
Head of Quantitive Research
Garrett DeSimone is the Head of Quantitative Research at OptionMetrics, LLC. Dr. DeSimone graduated with his Ph.D. in Financial Economics from the University of Delaware, where he served as an adjunct lecturer in finance and economics. He earned a M.S. in Economics and Applied Econometrics from the University of Delaware, and a B.S. in Mathematics from the University of Maryland-Baltimore County.
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Discover what makes OptionMetrics the gold standard to construct and test investment strategies,
perform empirical research, and assess risk.