With Nvidia expected to report on earnings today after market close, here’s what the options market is indicating for the stock. Read the Wall Street Journal article by Charley Grant, CFA, and Gunjan Banerji, with feedback from OptionMetrics’ Head Quant Garrett DeSimone, "How ...
Read moreOptionMetrics' contributor Brett Friedman examines the muted reactions of the VIX from the recent events occurring in the Middle East. What does it say about what could drive the VIX to higher levels on a more sustained basis? Read his ...
Read moreCheck out the article in Global Investor Group from Garrett DeSimone, Ph.D., and Oscar Shih on "The Rise of 0-DTE Options: SPY Trading Behavior on FOMC Meeting Day." Read about how 0-DTE options are being used in event-driven trading, such ...
Read more0DTE (zero-days-to-expiration) options have become a viral phenomenon in a short period of time. Watch the video from The Wall Street Journal featuring OptionMetrics' data on the growth of this phenomenon, and on retail and investor trading in these instruments: ...
Read moreWhy do index options encounter a turning point once call returns start to turn negative, somewhere a little bit out of money, and decrease the further out of the money they go? There is a huge debate on why this is the ...
Read moreOptionMetrics' new IvyDB Beta is now available for academic researchers at colleges and universities for research on topics such as equities, systems risk, and factor investing. IvyDB Beta is used by institutional investors for risk modeling and factor investing, enabling ...
Read moreZero-day options trading volumes keep hitting record levels and have recently accounted for half of all S&P 500 index option trading, according to a recent JPMorgan study, that uses OptionMetrics data. Read Full Article Here
Read moreThe day when many options expire is known as "witching day", and has been costing hedgers billions of dollars every year. It may be hard to prove, but researchers point to this phenomenon and that it likely correlates with market manipulation. Garrett DeSimone, ...
Read moreOptionMetrics is sponsoring and exhibiting at BattleFin Discovery Day London, September 26-27. With the conference’s focus on unlocking the power of alternative data to find alpha, OptionMetrics will showcase its full line of historical equity and futures options and implied ...
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