News & Events
The Rise of 0-DTE Options: SPY Trading Behavior on FOMC Meeting Day
October 16, 2023Check 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 ...
Read more0DTE: Inside the Explosion of Ultra-Risky Options Trading
October 15, 20230DTE (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: ...
Read moreResearch: Volatility and OTM call returns
October 2, 2023Why 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 ...
Read moreOptionMetrics IvyDB Beta available for academia in AACSB
September 27, 2023OptionMetrics' 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 ...
Read moreZero-day options now account for 50% of S&P options volumes
September 25, 2023Zero-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
Read more‘Witching day’ price spikes point to options market manipulation – study
September 21, 2023The 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, ...
Read moreOptionMetrics Exhibiting at BattleFin Discovery Day London
September 19, 2023OptionMetrics 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 ...
Read moreStock 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. ...
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