This zero-day options craze could finally be coming to popular stocks like Nvidia and Tesla. Here’s what to know.
May 6, 2025Nasdaq has officially requested SEC approval to list zero-day options (0DTE) on top stocks like Nvidia, Tesla, Apple, and more, with Monday and Wednesday expirations on the table. This expansion could be a major shift for options traders, especially individual ...
Read moreOptionMetrics Exhibiting at Commodity Trading Week in London
May 1, 2025We’re excited to be exhibiting at Commodity Trading Week Europe in London, May 7–8. In today’s fast-moving markets, shaped by inflation and global uncertainty, historical options data is more valuable than ever. As CEO David Hait, Ph.D., says: “Historical options ...
Read moreGold’s Bullish Sentiment Seen Easing as Record Rally Stumbles
April 29, 2025Gold has outperformed major asset classes this month, but shifts in options positioning suggest caution ahead. In a recent Bloomberg piece, Garrett DeSimone, head quant at OptionMetrics, notes that “from the options market perspective, upside and downside weights are pretty ...
Read moreFrom policy ambiguity to price volatility: the hidden cost of indecision
April 25, 2025In August 2022, Olympic Steel shifted from an inconsistent short-term debt strategy to a clearly conservative policy, leading to a 22% stock increase and a nearly 50% drop in volatility of volatility (VOV). New research by Dr. Adam Harper of ...
Read moreTariffs are causing stock-market panic and leading investors into riskier options trading.
March 13, 2025Tariff uncertainty is driving record options trading, with 0DTE trades making up 54% of S&P 500 options activity. “It’s definitely possible” that these trades impact volatility, says Garrett DeSimone, Head Quant at OptionMetrics, “but much of this news coincides with ...
Read moreOptionMetrics Exhibiting at Quant Strats NYC
March 11, 2025We're at Quant Strats NYC, connecting with quant strategists, hedge funds, and traders on leveraging data to generate alpha, manage risk, and optimize portfolios. Visit us to explore our latest options analytics, including IvyDB Implied Dividend, IvyDB Futures, IvyDB Beta, ...
Read moreGoldman: $2.7 trillion of options set for expiration
February 25, 2025Goldman Sachs' analysis, supplemented by OptionMetrics data, provides a detailed breakdown of the $2.7 trillion options expiration event. The accompanying chart highlights the composition of expiring contracts, showcasing the dominance of S&P 500 AM-settled options ($1.2T), alongside single-stock options ($615B), ETFs, ...
Read moreAI and Trump tariffs spur hyped-up dispersion trade
February 21, 2025Despite record-high entry costs, equity dispersion trades thrived in January, fueled by AI-driven volatility and shifting tariff policies. This Risk article explores how traders capitalized on market swings, using OptionMetrics data to analyze volatility pricing. "Dispersion benefits when implied correlation ...
Read moreOptionMetrics Exhibiting at Asset Management Derivatives Forum Orlando
February 11, 2025With derivatives playing a critical role in risk management and strategy development, OptionMetrics is excited to exhibit at the Asset Management Derivatives Forum (AMDF) in Orlando, Feb 12-14, 2025. “The informative nature of derivatives is essential in assessing price sensitivity, economic ...
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