News & Events
Bloomberg 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 ...
Read moreGarrett DeSimone, Head of Quantitative Research at OptionMetrics, Featured in FOW Analysis on Europe’s Equity Options Market
September 3, 2025FOW recently published an article on the “structural decline” in Europe’s equity options market, featuring commentary from Garrett DeSimone, Head of Quantitative Research at OptionMetrics. The piece explores the drivers behind falling volumes, the impact of regulation, and the potential ...
Read moreOptionMetrics Contributor Brett Friedman Featured on the Open Mike Podcast with Mike Khouw
September 2, 2025OptionMetrics Contributor Brett Friedman recently joined Mike Khouw on the Open Mike podcast for a timely discussion on VIX futures and market volatility. The conversation explored how VIX futures can serve as a gauge of investor sentiment, the signals they ...
Read moreOptionMetrics Announces IvyDB US – Intraday Daily Snapshots on Equities to Assess Intra-Session Volatility Patterns and 0DTE Option Strategies
August 20, 2025OptionMetrics is excited to announce the launch of IvyDB US – Intraday, providing institutional investors, hedge funds, and academic researchers with high-quality intraday options data at 10:00 a.m., 2:00 p.m., and 3:45 p.m. ET. Building on our industry-standard IvyDB US, ...
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