OptionMetrics 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 ...
Read moreMarkets So Spicy You Can Eat Them
January 31, 2025From AI and DeepSeek to gold, coffee, and uranium—this week’s Futures Rundown covers it all! Join host Mark Longo and Winhall Risk Analytics/OptionMetrics contributor Brett Friedman as they break down the latest market movers, the Fed’s recent actions, and key ...
Read moreOptionMetrics Head of Quantitative Research Speaking on Earnings Expectations at BattleFin Discovery Day Miami
January 21, 2025Join us at BattleFin Discovery Day Miami on January 22-24! OptionMetrics will be exhibiting and our Head Quant Garrett DeSimone, Ph.D. will speak on how alternative data refines earnings expectations in Data Mosaic: Earnings on January 23 at 10:30 a.m. With options ...
Read moreThe European (non?) discount
January 14, 2025Large-cap U.S. stocks now trade at a 65% premium to their European counterparts in P/E ratio terms—far beyond historical norms. Opinions are split: some argue for mean reversion, while others point to U.S. growth and innovation as enduring drivers of ...
Read moreOptionMetrics and CRSP Announce Partnership Giving Academic Researchers Increased Integration of U.S. Equities and Options Data in Research
January 9, 2025OptionMetrics is thrilled to announce our partnership with CRSP (Center for Research in Security Prices), a global leader in historical equity pricing databases. This collaboration enables academic researchers to seamlessly connect OptionMetrics’ IvyDB US options data with CRSP’s comprehensive stock ...
Read moreOptionMetrics Announces IvyDB Futures 3.0 Database Covering European and US Futures Options
December 20, 2024OptionMetrics is thrilled to announce the release of IvyDB Futures 3.0. IvyDB Futures 3.0 offers clean, historical data on 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges across eight sectors for US and European ...
Read moreTraders dredge 0DTE data for intraday gamma insights
December 19, 20240DTE options are reshaping market dynamics, now accounting for over half of S&P 500 options trading. Head Quant at OptionMetrics, Garrett DeSimone, notes: “A lot of intraday moves have a relationship to the gamma profile... The focus is really on intraday.” Banks ...
Read moreStock Volatility in 2024 Hasn’t Been This Low in Five Years
November 26, 2024Market volatility in 2024 has remained surprisingly low despite global tensions and economic shifts, with the VIX averaging just 15.5 points—the lowest since 2019. “The VIX reflects the macroeconomic uncertainty embedded in the economy,” says Garrett DeSimone, Ph.D., Head of ...
Read moreOptionMetrics Exhibiting at FIA Futures & Options Expo
November 14, 2024NEW YORK & CHICAGO--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at FIA Futures & Options Expo Chicago, November 18-20 at Sheraton Grand Chicago Riverwalk. OptionMetrics representatives will be available at booth 225 ...
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