News & Events
OptionMetrics IvyDB Implied Dividend Data Product Projects US Security Implied Dividends Two Years into Future Using Options Sentiment
October 2, 2024OptionMetrics is pleased to announce the release of IvyDB Implied Dividend. This new dataset uses options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future. This forward looking dividend data ...
Read moreFutures: Not All Price Series Are the Same!
October 1, 2024Not all continuous futures prices series are the same. Depending on how they are constructed, misleading analysis may result. In this month’s blog, Brett Friedman reviews different price curve method. Read Full Blog Here
Read moreStock Options Perspective with Garrett DeSimone, PhD
September 24, 2024OptionMetrics' Head Quant Garrett DeSimone is featured on The Quant/Financial Engineering Podcast with Professor Zoro of Lehigh University discussing tail hedging, out-of-the-money puts, fat tails, and long-term options. Listen to Podcast Here.
Read moreTrading 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 more