News & Events
‘Today’s relatively low Volatility Index should not be mistaken for calm’ – Winhall Risk
June 5, 2026A lower VIX does not necessarily mean uncertainty has disappeared. Recent analysis from FOW featuring insights from OptionMetrics contributor Brett Friedman shows that while the VIX has retreated from recent highs, the volatility risk premium (VRP) remains elevated relative to ...
Read moreHow single-stock turbulence presents ‘asymmetric’ downside risk for a rather calm S&P 500
June 4, 2026While the S&P 500 has remained relatively calm, volatility beneath the surface tells a different story. Recent outsized moves in individual stocks have created a growing divergence between single-stock volatility and broader market volatility, fueling what options traders know as ...
Read moreOptionMetrics Exhibiting at Commodity Trading Week Europe, May 6-7
May 4, 2026OptionMetrics is heading to Commodity Trading Week Europe, May 6–7 at Stamford Bridge Stadium. As commodity markets become more complex and volatile, institutions are increasingly turning to options data for forward-looking insights on volatility, event risk, and hedging strategies. Our ...
Read moreRetail Trading Surge: Opportunity or Risk?
April 16, 2026A recent Reuters analysis explores the implications of the SEC’s move to ease day-trading restrictions, a change expected to further expand retail participation in equity markets. Data from OptionMetrics highlights a critical pattern: periods of elevated retail trading activity have ...
Read moreOptionMetrics Data Reveals Persistent Tail Risk in Oil Markets
April 14, 2026Recent analysis powered by OptionMetrics data reveals how oil options markets are continuing to price in meaningful geopolitical risk, even following the US-Iran ceasefire. By extracting implied probabilities from Brent crude options, OptionMetrics’ models show that while markets quickly repriced ...
Read moreRecord 0DTE Options Volumes Signal Shifting Market Dynamics
April 2, 2026Volatility continues to reshape options markets. New data shows 0DTE S&P 500 options volumes reaching record highs, as institutional investors increasingly turn to ultra-short-dated instruments for tactical hedging amid ongoing geopolitical uncertainty. In the latest IFR report, Garrett DeSimone, Head ...
Read moreOptionMetrics Highlights SPX Expiration Effects in New Market Analysis
March 20, 2026OptionMetrics data is featured in a recent analysis exploring unique dynamics in SPX options markets. Using our IvyDB US Intraday dataset, the study identifies a recurring spike in volatility skew during the final minutes of trading on third Thursdays, driven ...
Read moreOptionMetrics Releases IvyDB US 7.0 and IvyDB ETF 5.0
February 19, 2026OptionMetrics is pleased to announce the release of IvyDB US 7.0 and IvyDB ETF 5.0, introducing a more advanced framework for options data analysis with expanded flexibility in valuation methodologies and materially improved data precision. The datasets incorporate borrow rate–aware ...
Read moreOptionMetrics Featured in Reuters on Shifting U.S. Dollar Positioning
February 17, 2026OptionMetrics was featured in a recent Reuters article on the U.S. dollar outlook, with Garrett DeSimone, Head of Quantitative Research at OptionMetrics, noting that hedging activity has eased following Kevin Warsh’s Fed nomination. OptionMetrics data also showed rising interest in ...
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