News & Events
GameStop 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
Read moreOptions data: AI Tech Stock Bubble?
March 20, 2024"Can options data be used to supplement more traditional metrics to help identify possible bubbles?" Read "Options data: AI Tech Stock Bubble?" with the latest insights on detecting financial bubbles from Brett Friedman, OptionMetrics contributor featured on Barchart below. Read ...
Read moreOptionMetrics Releases IvyDB US 6.0 and IvyDB ETF 4.0 with Proprietary Methodologies for Faster, More Precise Options Implied Volatilities
March 13, 2024NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leader in financial data and analytics for institutional investors and academic researchers worldwide, releases IvyDB US 6.0 and IvyDB ETF 4.0. Both datasets include even more accurate options implied volatility (IV) calculations and greeks, enhanced index and single stock ...
Read moreOptionMetrics Sponsoring, Exhibiting at Quant Strats 2024 New York
March 7, 2024NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leader in historical options analytics for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Quant Strats, March 12, at Quorum by Convene, New York. OptionMetrics will showcase its historical equity and futures ...
Read moreCommodities: Telling a Different Story?
February 28, 2024"Things seem to be looking up for the US economy, GDP growth is good, inflation is moderating, and interest rates are on the decline. Despite these favorable indicators, commodities are telling a different story." Read "Commodities: Telling a Different Story" ...
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