News & Events
Garrett 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 moreOptionMetrics Exhibiting at QuantMinds International on November 17-20
November 13, 2025OptionMetrics will be exhibiting at QuantMinds International in London from November 17–20. Our team will be showcasing the IvyDB suite and discussing how high-quality historical options and volatility data supports cutting-edge research in pricing, risk management, and quantitative strategy development. ...
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 ...
Read moreLow-vol gold rush points to further upside
October 1, 2025In a recent Risk.net article, gold’s rally to record highs is described as notable not just for its scale, but for its calm. Despite a 43% year-to-date gain, volatility remains subdued as investors take a measured approach, waiting for dips ...
Read moreBrett Friedman, OptionMetrics Contributor, Featured in The Options Insider Podcast
September 25, 2025Brett Friedman, OptionMetrics Contributor, recently joined The Options Insider podcast to dive into the world of gold, bubbles, and futures markets. He shared timely insights on the latest price moves and why investors remain fascinated by gold. A great listen ...
Read moreOptionMetrics Featured in Bloomberg on Volatility Ahead of Fed Decision
September 15, 2025Bloomberg recently highlighted OptionMetrics data and insights from Head Quant Garrett DeSimone, Ph.D., in its coverage of market volatility ahead of the Fed’s rate decision and the triple-witching options expiry. “History shows that during emergency cuts, intraday returns are usually ...
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