News & Events
Record 0DTE Options Volumes Signal Shifting Market Dynamics
April 2, 2026Volatility continues to reshape options markets. New data shows 0DTE S&P 500 options volumes reaching record highs, as institutional investors increasingly turn to ultra-short-dated instruments for tactical hedging amid ongoing geopolitical uncertainty. In the latest IFR report, Garrett DeSimone, Head ...
Read moreOptionMetrics Highlights SPX Expiration Effects in New Market Analysis
March 20, 2026OptionMetrics data is featured in a recent analysis exploring unique dynamics in SPX options markets. Using our IvyDB US Intraday dataset, the study identifies a recurring spike in volatility skew during the final minutes of trading on third Thursdays, driven ...
Read moreOptionMetrics Releases IvyDB US 7.0 and IvyDB ETF 5.0
February 19, 2026OptionMetrics is pleased to announce the release of IvyDB US 7.0 and IvyDB ETF 5.0, introducing a more advanced framework for options data analysis with expanded flexibility in valuation methodologies and materially improved data precision. The datasets incorporate borrow rate–aware ...
Read moreOptionMetrics Featured in Reuters on Shifting U.S. Dollar Positioning
February 17, 2026OptionMetrics was featured in a recent Reuters article on the U.S. dollar outlook, with Garrett DeSimone, Head of Quantitative Research at OptionMetrics, noting that hedging activity has eased following Kevin Warsh’s Fed nomination. OptionMetrics data also showed rising interest in ...
Read moreGarrett DeSimone Featured in MarketWatch on S&P 500 “Crash Insurance”
December 2, 2025In a recent MarketWatch article, OptionMetrics’ Head of Quantitative Research, Garrett DeSimone, offered insight into current market sentiment. He noted that “crash insurance” for the S&P 500 remains “somewhat expensive,” even after last week’s rebound - underscoring continued caution among ...
Read moreZero – Day Options Are Limiting Equity Rebounds
November 17, 2025A recent article explores how the explosion of zero-day and ultra-short-dated options is shaping equity market behavior. Garrett DeSimone, Head Quant at OptionMetrics, explains that these short-option strategies tend to look profitable in calm markets but can quickly unravel when ...
Read moreBloomberg Features OptionMetrics’ Garrett DeSimone on Market Fragility and Volatility Risks
October 27, 2025Though markets appear steady, Bloomberg reports that underlying volatility signals tell a different story. Garrett DeSimone, Head of Quantitative Research at OptionMetrics, notes that recent market behavior points to rising fragility and potential contagion risks. His insights highlight how even ...
Read moreOptionMetrics Exhibiting at Quant Strats London
October 8, 2025OptionMetrics will be exhibiting at Quant Strats London on October 14–15. The conference brings together leading quantitative researchers, buy-side professionals, and investment thought leaders to discuss data-driven approaches to trading and portfolio management. Our team looks forward to engaging with ...
Read moreZero-day contracts become dominant force in S&P 500 options market
October 6, 2025Zero-day-to-expiry (0DTE) S&P 500 options have surged to record highs, now accounting for nearly 60% of all S&P 500 options activity, according to Cboe. Both retail and institutional investors are driving this growth as they adopt 0DTE contracts for more ...
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