News & Events
Stock Options Perspective with Garrett DeSimone Ph.D. by The Quant / Financial Engineering Podcast
September 14, 2023Professor Patrick Z. from Lehigh University hosted OptionMetrics' Head Quantitative Analyst Garrett DeSimone, Ph.D. on The Quant / Financial Engineering Podcast where they discussed Fat Tales, Implied Beta, Long Dated Options, and Options Data. Listen to the full episode below available on Soundcloud ...
Read moreProfiting From Data with Garrett DeSimone, Head of Quant Research at OptionMetrics
September 7, 2023OptionMetrics' Garrett DeSimone, Ph.D. joined Brendan Furlong of Eagle Alpha on a recent edition of their current podcast series, Profiting From Data. In this episode, Garrett shares his journey of how he transitioned from the academic sphere to becoming the Head of Quant Research. ...
Read moreOptionMetrics Makes New IvyDB Beta Dataset Available to Academic Researchers for Prospective Equities Research
September 6, 2023OptionMetrics is thrilled to announce IvyDB Beta is available to academic researchers conducting research on equities, systematic risk, factor investing, and other topics. The comprehensive implied beta dataset includes the top 500 SPY constituents and market capitalization single-name US securities from January ...
Read moreETF flows ‘swoon’ in August as this area of bonds dominate
August 31, 2023“'There is no real excess fear in terms of crash risk,' said Garrett DeSimone, head of quantitative research at OptionMetrics, in a phone interview. Based on options activity linked to the SPDR S&P 500 ETF Trust and Invesco QQQ Trust ...
Read moreNvidia stock options traders are bracing for larger move than usual after earnings
August 23, 2023"In the case of Nvidia NVDA, 3.01%, the market is pricing in a roughly 11% move in response to the coming earnings, according to Garrett DeSimone, the head of quantitative research at OptionMetrics. He said the average move for Nvidia is between 7% ...
Read moreWalmart Stock: Here’s What Options Markets Are Indicating in Advance of Earnings
August 15, 2023Implied beta curves for WMT have inverted over the last month, meaning options traders expect higher systematic risk due to earnings (30 day beta is greater than 365 day beta). This is due to bellwether status of this stock – ...
Read moreBearish traders swarm AMC options as stock conversion plan faces doubts
July 28, 2023"AMC has warned it is burning cash at an unsustainable rate and said there would be an increased risk of the company running out of cash in 2024 or 2025 if it was unable to raise capital. 'This situation is ...
Read moreOptions hedges against a break in US stock market calm at record high
July 12, 2023“The drop in volatility has made it cheaper to hedge against future gyrations in stocks, prompting some investors to swoop in and buy protection on the cheap, said Garrett DeSimone, head of quantitative research at OptionMetrics. ‘This is a type ...
Read moreZero-day options: timebomb or new normal?
July 7, 2023“For all the dire warnings, various gauges show options markets are taking this fast-tracked revolution in their stride. Whether it’s the ratio of calls to puts, buyers to sellers, or institutional to retail investors, the data present a picture of ...
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