News & Events
Trading in popular zero-day options dried up during Monday’s market panic
August 14, 2024On Monday, zero-day options (0DTE) trading linked to the S&P 500 decreased to 26% of total volume, down from 50%, as U.S. stocks experienced their worst session in two years. This change signals an increasing preference for longer-term hedges in ...
Read moreTraders spurn zero-day options in this week’s market tumble
August 8, 2024The recent market selloff, where the S&P 500 dropped 3% and volatility surged, led to a decline in 0DTE options volume from 48% to 26%. Despite their popularity for short-term speculation, rising volatility made longer-dated contracts more appealing due to ...
Read moreIs winning the gold medal in the race to hosting the Olympics worth it?
August 7, 2024Hosting the Olympic Games is the pinnacle of sport; the grandeur and the pride that comes along with it is a sporting triumph for any host city. However, it doesn’t come without its economic implications, the implications for infrastructure, the ...
Read moreOptionMetrics Releases Signed Volume Intraday with 5- and 30-Minute Snapshots on Directional Options Order Flows for Assessing 0DTE Options, Market-Maker Inventory, Hedging
August 7, 2024OptionMetrics is pleased to announce the release of our new IvyDB Signed Volume intraday dataset, now available in five-minute and 30-minute snapshot intervals throughout the day, in addition to an end of day file. This new dataset provides quants, hedge ...
Read moreLeverage Shares launches single-stock covered call ETPs in Europe
July 23, 2024OptionMetrics’ Head Quant Garrett DeSimone Ph.D. is featured in the latest Financial Times article covering Leverage Share’s launch of Europe’s first “covered call” exchange traded products based on single stocks. DeSimone shares his insights on US covered call ETFs and ...
Read moreLeading From The C-Suite: David Hait of OptionMetrics On Five Things You Need To Be A Highly Effective C-Suite Executive
July 16, 2024OptionMetrics Founder and CEO David Hait, Ph.D. joined Medium's Doug Noll on the recent series, “Five Things You Need To Be A Highly Effective C-Suite Executive." In his interview, David discussed the journey of starting OptionMetrics, shared insight on effective ...
Read moreTWIFO 408: MEME Stock Traders Invade the Metals!!!
July 3, 2024In last week's episode, host Mark Longo of The Options Insider Radio Network and Brett Friedman, MD of Winhall Risk Analytics and OptionMetrics Contributor, discuss the major players in the CVOL Indexes and future options market, including metals (copper, silver), ...
Read moreWall Street’s Hottest Lottery Ticket: Zero-Dated Options
July 3, 20240DTE options, known for 'lottery-like payoffs,' now make up about 50% of S&P 500 options trading volume. Garrett DeSimone, head of quantitative research at OptionMetrics warns of the risks: 'You can go completely broke, but there are occasional Lotto-sized payouts.' ...
Read moreOptionMetrics Celebrates Quarter of a Century Providing Research-Grade Financial Data and Analytics to Institutional Investors and Academics Worldwide
July 3, 2024OptionMetrics is thrilled to announce we are celebrating our 25th anniversary this month. Since 1999, we have been dedicated to delivering clean, accurate, and user-friendly data to our customers. Read the full press release below to learn how we have ...
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