News & Events
Wall 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 ...
Read moreGarrett DeSimone, Head of Quantitative Research at OptionMetrics
July 3, 2024OptionMetrics' Head Quant Garrett DeSimone joined Dean Curnutt on the Alpha Exchange podcast to discuss option event risk premium around earnings, ODTEs, and Garrett’s recent work on implied dividends. Listen to the full episode below. Listen to the Full Episode ...
Read moreMarquis Who’s Who Honors David Hait for Expertise in Financial Analytics
July 1, 2024OptionMetrics CEO and Founder David Hait, Ph.D. is honored in the latest volume of Marquis Who's Who for his groundbreaking work in options data analysis, trading, and econometric research over the last 25 years. Under his leadership, OptionMetrics has emerged ...
Read moreGameStop gains as Roaring Kitty reveals bet in Reddit post
June 4, 2024"Roaring Kitty" returns to Reddit with a $116 million bet on GME shares, three years since the 2021 retail trading frenzy. Garrett DeSimone, head of quantitative research at OptionMetrics, states that the lack of common enemy could give investors less ...
Read moreThe AI Arms Race Heats Up Ahead of Nvidia Earnings
May 23, 2024'Based on at-the-money options prices, NVDA's anticipated post-announcement stock movement is nearly 8%,' states Garrett DeSimone, head of quantitative research at OptionMetrics. For more insights on Nvidia's prospects, read the article, 'The AI Arms Race Heats Up Ahead of Nvidia ...
Read moreTraders Brace for Big Swings in Nvidia Shares
May 23, 2024Nvidia's earnings have become "market moving" with big swings in Nvidia's share price. According to Garrett DeSimone, head of quantitative research at OptionMetrics, "This makes it one of the highest beta securities in the US." Read the article, "Traders brace ...
Read moreInvestors reach for riskier assets as fear seeps out of markets
May 16, 2024"'Investors' appetite for risk assets appear to be on the rise,' said Garrett DeSimone, head quant at OptionMetrics." Explore the latest insights on shifting market dynamics in the featured Reuters article below, "Investors reach for riskier assets as fear seeps ...
Read moreGarrett DeSimone on The Options Brew Podcast
May 14, 2024OptionMetrics Head Quant Garrett DeSimone joined Lex and Molly on The Options Brew podcast to discuss rethinking the covered call strategy using implied beta, and more. To watch the full interview, see link below. Listen to full podcast here
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