News & Events
Tariffs are causing stock-market panic and leading investors into riskier options trading.
March 13, 2025Tariff uncertainty is driving record options trading, with 0DTE trades making up 54% of S&P 500 options activity. “It’s definitely possible” that these trades impact volatility, says Garrett DeSimone, Head Quant at OptionMetrics, “but much of this news coincides with ...
Read moreGoldman: $2.7 trillion of options set for expiration
February 25, 2025Goldman Sachs' analysis, supplemented by OptionMetrics data, provides a detailed breakdown of the $2.7 trillion options expiration event. The accompanying chart highlights the composition of expiring contracts, showcasing the dominance of S&P 500 AM-settled options ($1.2T), alongside single-stock options ($615B), ETFs, ...
Read moreAI and Trump tariffs spur hyped-up dispersion trade
February 21, 2025Despite record-high entry costs, equity dispersion trades thrived in January, fueled by AI-driven volatility and shifting tariff policies. This Risk article explores how traders capitalized on market swings, using OptionMetrics data to analyze volatility pricing. "Dispersion benefits when implied correlation ...
Read moreMarkets So Spicy You Can Eat Them
January 31, 2025From AI and DeepSeek to gold, coffee, and uranium—this week’s Futures Rundown covers it all! Join host Mark Longo and Winhall Risk Analytics/OptionMetrics contributor Brett Friedman as they break down the latest market movers, the Fed’s recent actions, and key ...
Read moreThe European (non?) discount
January 14, 2025Large-cap U.S. stocks now trade at a 65% premium to their European counterparts in P/E ratio terms—far beyond historical norms. Opinions are split: some argue for mean reversion, while others point to U.S. growth and innovation as enduring drivers of ...
Read moreOptionMetrics and CRSP Announce Partnership Giving Academic Researchers Increased Integration of U.S. Equities and Options Data in Research
January 9, 2025OptionMetrics is thrilled to announce our partnership with CRSP (Center for Research in Security Prices), a global leader in historical equity pricing databases. This collaboration enables academic researchers to seamlessly connect OptionMetrics’ IvyDB US options data with CRSP’s comprehensive stock ...
Read moreOptionMetrics Announces IvyDB Futures 3.0 Database Covering European and US Futures Options
December 20, 2024OptionMetrics is thrilled to announce the release of IvyDB Futures 3.0. IvyDB Futures 3.0 offers clean, historical data on 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges across eight sectors for US and European ...
Read moreTraders dredge 0DTE data for intraday gamma insights
December 19, 20240DTE options are reshaping market dynamics, now accounting for over half of S&P 500 options trading. Head Quant at OptionMetrics, Garrett DeSimone, notes: “A lot of intraday moves have a relationship to the gamma profile... The focus is really on intraday.” Banks ...
Read moreStock Volatility in 2024 Hasn’t Been This Low in Five Years
November 26, 2024Market volatility in 2024 has remained surprisingly low despite global tensions and economic shifts, with the VIX averaging just 15.5 points—the lowest since 2019. “The VIX reflects the macroeconomic uncertainty embedded in the economy,” says Garrett DeSimone, Ph.D., Head of ...
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