News & Events
Are Passive Funds Negatively Impacting the Stock Market?
December 13, 2023How might ETFs and passive investing affect financial markets, when it comes to stock liquidity, informativeness of stock prices, and other factors? Read the article, and the insights, from Philipp Höfler, doctoral candidate at the Department of Finance at Goethe ...
Read moreMulti-Asset Advisor Says Investors Misreading VIX Amid Middle East Tension
December 4, 2023Are investors misreading the VIX, especially with its muted November reaction alongside rising hostility in the Middle East? Brett Friedman provides insights, leveraging OptionMetrics data, on what makes the VIX function and the upside and downside risk of a short VIX position. ...
Read moreFed rate-cut hopes are fueling an ‘everything rally’ on Wall Street
November 29, 2023Fed rate-cut Hopes are Fueling an ‘Everything Rally’ on Wall Street.” Check out the recent article from Joseph Adinolfi of MarketWatch. with feedback from Garrett DeSimone, head of quantitative research at OptionMetrics, on these types of bets. Read Full Article Below
Read moreHow Bullish Are Investors on Nvidia Now? Options Offer a Clue
November 21, 2023With 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 ...
Read moreA Muted VIX. What is the Upside Potential?
November 10, 2023OptionMetrics' 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 ...
Read moreThe 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 ...
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