Walmart Stock: Here’s What Options Markets Are Indicating in Advance of Earnings
August 15, 2023Implied beta curves for WMT have inverted over the last month, meaning options traders expect higher systematic risk due to earnings (30 day beta is greater than 365 day beta). This is due to bellwether status of this stock – ...
Read moreBearish traders swarm AMC options as stock conversion plan faces doubts
July 28, 2023"AMC has warned it is burning cash at an unsustainable rate and said there would be an increased risk of the company running out of cash in 2024 or 2025 if it was unable to raise capital. 'This situation is ...
Read more
Options hedges against a break in US stock market calm at record high
July 12, 2023“The drop in volatility has made it cheaper to hedge against future gyrations in stocks, prompting some investors to swoop in and buy protection on the cheap, said Garrett DeSimone, head of quantitative research at OptionMetrics. ‘This is a type ...
Read more
Zero-day options: timebomb or new normal?
July 7, 2023“For all the dire warnings, various gauges show options markets are taking this fast-tracked revolution in their stride. Whether it’s the ratio of calls to puts, buyers to sellers, or institutional to retail investors, the data present a picture of ...
Read more
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 more
OptionMetrics Exhibiting at Canadian Annual Derivatives Conference
June 6, 2023NEW YORK & MONTREAL–(BUSINESS WIRE)–OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Canadian Annual Derivatives Conference (CADC), June 8 in Montreal. A premier provider of historical ...
Read more
OptionMetrics Participating in Two Key Conferences in May: BattleFin Discovery Day New York and Global EQD Las Vegas, Head Quant Will Speak on Implied Beta Strategies
May 15, 2023Global options, futures, dividend provider looking forward to connecting with buy-side and other financial professionals on generating alpha at events NEW YORK, May 15, 2023–(BUSINESS WIRE)–OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is ...
Read more
Fear 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 more