News & Events
Accuracy of Implied Volatility
July 1, 2026Implied volatility is often viewed as the market's best forecast of future uncertainty, but how accurate is it? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, examines SPX and historical VIX data to analyze the forward-looking volatility risk premium (VRP), offering new ...
Read morePlease disperse! Traders drop lucrative derivatives bets amid record market churn
June 29, 2026Market conditions that created exceptional returns for dispersion strategies may also be prompting investors to rethink their next move. In a recent IFR article, Garrett DeSimone, Head of Quant Research at OptionMetrics, discusses why historically low implied correlation has some ...
Read moreSpaceX options debut in record-breaking trading frenzy
June 22, 2026SpaceX options didn't just launch, they made history. More than 11 million contracts traded in the first three days, making SpaceX one of the most actively traded options markets in the world immediately after launch. As Garrett DeSimone, Head of ...
Read moreTraders can use options data to spot dividend cuts – OptionMetrics
June 22, 2026What if options markets could signal dividend cuts before companies announce them? New research from OptionMetrics shows that stocks with the most negative options-implied dividend signals are significantly more likely to cut payouts than the broader market. "Typically 90 to ...
Read moreOptionMetrics Releases IvyDB Canada 5.0 Amid Steady Growth in Canadian Options Market
June 17, 2026Canadian options trading is growing, and so is the need for precise, institutional-grade data. Introducing IvyDB Canada 5.0: our latest upgrade to historical Canadian options data, featuring enhanced pricing methodologies, dividend forecast integration, improved implied volatility calculations, and coverage of ...
Read more‘Today’s relatively low Volatility Index should not be mistaken for calm’ – Winhall Risk
June 5, 2026A lower VIX does not necessarily mean uncertainty has disappeared. Recent analysis from FOW featuring insights from OptionMetrics contributor Brett Friedman shows that while the VIX has retreated from recent highs, the volatility risk premium (VRP) remains elevated relative to ...
Read moreHow single-stock turbulence presents ‘asymmetric’ downside risk for a rather calm S&P 500
June 4, 2026While the S&P 500 has remained relatively calm, volatility beneath the surface tells a different story. Recent outsized moves in individual stocks have created a growing divergence between single-stock volatility and broader market volatility, fueling what options traders know as ...
Read moreOptionMetrics Exhibiting at Commodity Trading Week Europe, May 6-7
May 4, 2026OptionMetrics is heading to Commodity Trading Week Europe, May 6–7 at Stamford Bridge Stadium. As commodity markets become more complex and volatile, institutions are increasingly turning to options data for forward-looking insights on volatility, event risk, and hedging strategies. Our ...
Read moreRetail Trading Surge: Opportunity or Risk?
April 16, 2026A recent Reuters analysis explores the implications of the SEC’s move to ease day-trading restrictions, a change expected to further expand retail participation in equity markets. Data from OptionMetrics highlights a critical pattern: periods of elevated retail trading activity have ...
Read more