From 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 moreIndia’s Dividend Outlook for Public Sector Undertakings
April 16, 2025Narendra Modi’s 2024 re-election signals continued economic reform, with a strong focus on privatizing state-owned enterprises (PSUs), boosting infrastructure, and maintaining fiscal discipline. For income-focused investors, PSUs offer high, stable dividends, thanks to government-mandated payout ratios and strategic disinvestment that ...
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 ...
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 ...
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