News & Events
OptionMetrics Releases Industry’s First Implied Beta Dataset – IvyDB Beta – to More Accurately Assess Expected Returns of Securities with Systematic Risk
June 28, 2023OptionMetrics is pleased to announce we have released our latest product IvyDB Beta. Serving as the industry’s first implied beta dataset, IvyDB Beta empowers brokerages, portfolio and risk managers, market makers, hedge funds, and other industry participants to better assess ...
Read moreOptionMetrics Makes US Dividend Forecast Data Available to Academic Researchers
June 21, 2023OptionMetrics is thrilled to announce that Woodseer Dividend Forecast data for U.S. equities, American depositary receipts (ADRs), and ETFs is now available to academia. The dataset can be leveraged by academia to assess expected dividend payouts, investment strategies, security performance, ...
Read moreFear Gauge: Insights into What the Future of Wheat and Corn Might Hold
May 8, 2023In case you missed OptionMetrics’ latest blog, MoneyShow is featuring the full piece in their recent commodities article, “Fear Gauge: Insights into What the Future of Wheat and Corn Might Hold.” Read below to learn more. Read Full Article Here
Read moreSVB Failure & Market Stability With Bond Spreads & Treasury Volatility
April 11, 2023In case you missed OptionMetrics’ latest blog, the full post is available to read in the recent ValueWalk article, “SVB Failure & Market Stability With Bond Spreads & Treasury Volatility,” below. Read Full Article Here
Read moreOptionMetrics Announces Acquisition of Woodseer Global
March 28, 2023OptionMetrics is thrilled to announce that we have acquired Woodseer Global Dividend Forecasting, a provider of dividend forecast data for equities, American depositary receipts (ADRs), and ETFs. This acquisition expands our research data offerings and positions us as a key ...
Read moreInvestors zero in on short-dated options to trade US inflation prints
March 23, 2023“Garrett DeSimone, head of quantitative research at OptionMetrics, an options database and analytics provider for institutional investors, says the spikes in the volume of short-dated EEM options on CPI days show that the ‘hype’ around trading near-expiry options is spreading ...
Read moreThe Impact of the Ukraine War on Commodities
March 14, 2023OptionMetrics Contributor Brett Friedman joined Jill Malandrino on Nasdaq #TradeTalks to discuss the impact of the Ukraine war on commodities. Watch the full interview below. Read Full Article Here
Read moreExclusive: Wall Street examines risks around short-dated options as warnings rise-sources
March 10, 2023“The daily volume of 0DTE contracts on the S&P 500 (SPX) increased from around 400,000 in January 2022 to approximately 1.2 million in March 2023, representing a three-fold increase in daily volume, according to data from OptionMetrics.” Read the full ...
Read moreA potential stock-market catastrophe in the making: The popularity of these risky option bets has Wall Street on edge
February 17, 2023”‘We haven’t seen the systemic risks present themselves yet, but there’s a concern that if you have a big daily swing, like what we saw during March 2020, that we really don’t know how the market-making mechanism is going to ...
Read more