News & Events

How Bullish Are Investors on Nvidia Now? Options Offer a Clue
November 21, 2023

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 ...

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A Muted VIX. What is the Upside Potential?
November 10, 2023

OptionMetrics' 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 ...

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The Rise of 0-DTE Options: SPY Trading Behavior on FOMC Meeting Day
October 16, 2023

Check 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 ...

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0DTE: Inside the Explosion of Ultra-Risky Options Trading
October 15, 2023

0DTE (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: ...

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Research: Volatility and OTM call returns
October 2, 2023

Why 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 ...

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OptionMetrics IvyDB Beta available for academia in AACSB
September 27, 2023

OptionMetrics' 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 ...

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Zero-day options now account for 50% of S&P options volumes
September 25, 2023

Zero-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

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‘Witching day’ price spikes point to options market manipulation – study
September 21, 2023

The 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, ...

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OptionMetrics Exhibiting at BattleFin Discovery Day London
September 19, 2023

OptionMetrics 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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