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- Category: Blogs
- How to Predict Dividend Cuts and Raises: The Options Market Approach
- Commodities Told the Tale
- Dividend Risk Premium: A Primer
- Volmageddon Unveiled: How Massive Options Trades May Have Enabled Historic VIX Spike
- Negative Futures Prices: A Failure of Imagination
- Commodities: Disparate Trends
- Another GME Rally: Diagnosing the Boom and Bust
- Crude Oil: Implied Volatility and Geopolitical Events
- Dynamic Covered Calls on Magnificent 7 Stocks
- Can Options Data Tell Us Anything About Bubbles?
- Commodities: Not So Fast!
- TSLA – Less Risky Amid Significant Pessimism?
- The January Barometer: Fact, Fiction, or Both?
- Stocking Stuffers: Macy’s Potential Buyout and Options Expectations
- The Dollar and Crude Oil: Not What It Used to Be!
- The VIX: Upside Potential?
- Unveiling the Rise of 0-DTE Options: Analyzing SPY Trading Behavior on FOMC Meeting Day
- The New Situation in the Middle East and Crude Oil
- The VIX Isn’t Broken!
- Implied Correlations: On the Rise from All-Time Lows?
- The Ukraine War: Are Grain Shortages Imminent?
- Teaching an Old Ratio New Tricks
- The Russian Coup and Commodities
- Nvidia: Emerging as a Risky Megacap Outlier
- The Growth of the Canadian Derivatives Market
- Regional Banking Sector Jitters: PACW Volatility Surges, Highlighting Risk and Amplifying Short Squeeze Potential
- Commodities on the Defensive
- Agricultural Futures: Not As Predicted
- SVB Failure and Market Stability: Examining the Response of Bond Spreads to Treasury Volatility
- SVB: Commodity Side Effects
- 0DTE Options: Institutions Get Short
- The War in Ukraine: Commodities Adapted
- A Year in Volatility Across US and Europe
- Mega Tech Crash Risk Outpaces Index
- Examining Anomalies: Part 2 – High Year-End Expectations: Should You Count on a Santa Claus Rally?
- Pound Crash Risk and Upside in UK Equities
- Inflation: Commodity Prices Unsupportive
- Examining Anomalies: Part 1 – What is the Best Day to Buy Stocks and Options?
- IV, Call Contracts & Gamma: BBBY Takes a Bath
- Demand for Consumer Discretionary Stocks: Could They Signify a Market Bottom?
- Inflation: Don’t Buy the High!
- Have Recent Economic Events Deterred Retail Option Traders?
- Gamma Gravity: Negative Gamma is Not a Volatility Black Hole
- The Ukraine War: Surprising Effects
- Elevated Rate Uncertainty and the Bleed into Housing Construction
- Crypto Prices and Volatility: Unexpected Observations
- War and Volatility: It’s Not That Clear
- Equities Get Caught in Vanna Hedging Wave
- ARKK the Correlation Flood: Are Markets Mispricing ARKK Diversification?
- Russian Roulette: Implied Volatility and the Russian/Ukraine Situation
- The FOMC and Forward Volatility – Will Hopes of a Santa Claus Rally be Crushed?
- Inflation Risks and Treasury Skews
- AAPL Earnings: Trading the Rumor with Volatility
- Macroeconomic Risk Appears in Bitcoin
- Borrow Rate & GME: Where is This Meme Stock Today Given its Monstrous January Short Squeeze?
- Gold Volatility Skew and Monday’s Selloff
- Meme Stocks are Easy Shorts
- TVOL, Inflation, and Tech Stocks with High Volatility in June
- Treasury Volatility and Growth Stocks at Risk
- TSLA Gamma Exposure and the Vol Snare
- No Drama Expected From Netflix Earnings
- Is Exxon Stock in for a Dividend Cut? What Options Data Is Suggesting
- Election Volatility: Insights Across Markets
- The Put/Call Demand Ratio: Surpassing P/C Volume
- Wells Fargo: Sizing Up the Implied Dividend Cut
- Extraordinary Times for the Variance Risk Premium
- Tail Risk in the Energy Sector
- Gamma Traps and Dealer Imbalances
- Category: Events
- OptionMetrics Exhibiting at BattleFin Discovery Day New York May 21 & 22
- OptionMetrics Head Quantitative Researcher Garrett DeSimone Ph.D. to Give Keynote at QuantVision Conference in New York City on April 4
- OptionMetrics Sponsoring 2024 Asset Management Derivatives Forum in February
- OptionMetrics Attending BattleFin Miami
- OptionMetrics Sponsoring Neudata New York Winter Data Summit
- OptionMetrics at the IAQF National Finance Quantitative Career Fair
- OptionMetrics Exhibiting at Futures and Options Expo Chicago
- OptionMetrics’ Founder & CEO David Hait will be speaking on “The Data Revolution in FinTech”
- OptionMetrics Exhibiting at Canadian Annual Derivatives Conference
- 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
- OptionMetrics Exhibiting at Europe EQD 2023
- OptionMetrics Sponsoring, Exhibiting at Neudata New York Data Summit 2022
- OptionMetrics Sponsoring, Exhibiting at Quant Strats 2022
- OptionMetrics Head Quant to Speak on Retail Trading, Option Demand at Europe EQD and Global EQD Conferences
- 2019 OptionMetrics Research Conference – Call for Papers – OptionMetrics
- OptionMetrics Research Conference (ORC2018)
- OptionMetrics’ 6th Annual Research Conference (ORC2017) – OptionMetrics
- OptionMetrics Research Conference (ORC2016)
- OptionMetrics Research Conference (ORC2015)
- OptionMetrics Research Conference (ORC2014)
- OptionMetrics Research Conference (ORC2014) Call for Papers Deadline July 14, 2014
- OptionMetrics Research Conference (ORC2013)
- OptionMetrics To Exhibit at Global Derivatives, Amsterdam 2013
- OptionMetrics Research Conference (OUC2012)
- Category: News
- Trading in popular zero-day options dried up during Monday’s market panic
- Traders spurn zero-day options in this week’s market tumble
- Is winning the gold medal in the race to hosting the Olympics worth it?
- OptionMetrics Releases Signed Volume Intraday with 5- and 30-Minute Snapshots on Directional Options Order Flows for Assessing 0DTE Options, Market-Maker Inventory, Hedging
- Leverage Shares launches single-stock covered call ETPs in Europe
- Leading From The C-Suite: David Hait of OptionMetrics On Five Things You Need To Be A Highly Effective C-Suite Executive
- TWIFO 408: MEME Stock Traders Invade the Metals!!!
- Wall Street’s Hottest Lottery Ticket: Zero-Dated Options
- OptionMetrics Celebrates Quarter of a Century Providing Research-Grade Financial Data and Analytics to Institutional Investors and Academics Worldwide
- Garrett DeSimone, Head of Quantitative Research at OptionMetrics
- Marquis Who’s Who Honors David Hait for Expertise in Financial Analytics
- GameStop gains as Roaring Kitty reveals bet in Reddit post
- The AI Arms Race Heats Up Ahead of Nvidia Earnings
- Traders Brace for Big Swings in Nvidia Shares
- Investors reach for riskier assets as fear seeps out of markets
- Garrett DeSimone on The Options Brew Podcast
- Options data: AI Tech Stock Bubble?
- OptionMetrics Releases IvyDB US 6.0 and IvyDB ETF 4.0 with Proprietary Methodologies for Faster, More Precise Options Implied Volatilities
- OptionMetrics Sponsoring, Exhibiting at Quant Strats 2024 New York
- Commodities: Telling a Different Story?
- Nvidia bets dominate US options market as AI fervor grows
- Is it a problem that small investors are showing huge enthusiasm for Nvidia? Probably Not
- OptionMetrics Integrates AI into Woodseer Dividend Forecast Data to Enable Faster Processing of Dividend Predictions for Equities, ADRs, ETFs
- OptionMetrics Featured on OpenInterest Podcast
- The Megacap Song Remains The Same For Stocks And ETFs
- Implied Beta And Variance As Portfolio Factors Can Lower Risk, OptionMetrics Says
- “The January Effect” and Stock Prices by The Quant / Financial Engineering Podcast
- January Barometer: Forward-Looking Metric or Myth?
- Extreme Weather and Financial Market Uncertainty
- Are Passive Funds Negatively Impacting the Stock Market?
- Multi-Asset Advisor Says Investors Misreading VIX Amid Middle East Tension
- Fed rate-cut hopes are fueling an ‘everything rally’ on Wall Street
- How Bullish Are Investors on Nvidia Now? Options Offer a Clue
- A Muted VIX. What is the Upside Potential?
- The Rise of 0-DTE Options: SPY Trading Behavior on FOMC Meeting Day
- 0DTE: Inside the Explosion of Ultra-Risky Options Trading
- Research: Volatility and OTM call returns
- OptionMetrics IvyDB Beta available for academia in AACSB
- Zero-day options now account for 50% of S&P options volumes
- ‘Witching day’ price spikes point to options market manipulation – study
- OptionMetrics Exhibiting at BattleFin Discovery Day London
- Stock Options Perspective with Garrett DeSimone Ph.D. by The Quant / Financial Engineering Podcast
- Profiting From Data with Garrett DeSimone, Head of Quant Research at OptionMetrics
- OptionMetrics Makes New IvyDB Beta Dataset Available to Academic Researchers for Prospective Equities Research
- ETF flows ‘swoon’ in August as this area of bonds dominate
- Nvidia stock options traders are bracing for larger move than usual after earnings
- Walmart Stock: Here’s What Options Markets Are Indicating in Advance of Earnings
- Bearish traders swarm AMC options as stock conversion plan faces doubts
- Options hedges against a break in US stock market calm at record high
- Zero-day options: timebomb or new normal?
- OptionMetrics Releases Industry’s First Implied Beta Dataset – IvyDB Beta – to More Accurately Assess Expected Returns of Securities with Systematic Risk
- OptionMetrics Makes US Dividend Forecast Data Available to Academic Researchers
- Fear Gauge: Insights into What the Future of Wheat and Corn Might Hold
- SVB Failure & Market Stability With Bond Spreads & Treasury Volatility
- OptionMetrics Announces Acquisition of Woodseer Global
- Investors zero in on short-dated options to trade US inflation prints
- The Impact of the Ukraine War on Commodities
- Exclusive: Wall Street examines risks around short-dated options as warnings rise-sources
- A potential stock-market catastrophe in the making: The popularity of these risky option bets has Wall Street on edge
- Analysis: Hawkish Fed could hobble volatility funds’ stock buying spree
- Options Skew in FAANG Stocks vs Index
- Is The Short-Dated Options Boom Changing Index Vol Dynamics?
- What Does Treasury Volatility Reveal About Recession Risk?
- Big traders flock to US equity options with fleeting lifespans
- Citi quants’ AI model aims to hedge earnings surprises
- The Freefall in the GBP Can Be Attributed to Multiple Macroeconomic Shocks
- Analysis: Options trades, lockstep moves fuel U.S. stock swings
- Traders Pile Into Boom-or-Bust Options to Play Stock Market Volatility
- Gamma zero: an overlooked signal of volatility is flashing red
- Stocks sink as investors wait for the Fed’s rate hike
- Expert View: Is there a best day to buy stocks and options?
- It’s amateur hour: how retail traders upended options market
- Sentiment is not quite as bad (ie good) as it seems
- What Motivates Retail Options Traders?
- Investors Are Forgoing Crash Insurance in Options Market
- Market Volatility What To Watch With The Fed And Meme Stocks
- Analysis: U.S. retail traders pile back into options as meme-stock mania flares
- OptionMetrics Adds Two Executives to Leadership Team
- Demand For Consumer Discretionary Stocks May Offer Interesting Insights
- Is Market Turbulence Discouraging Retail Option Traders?
- Is The Options Tail Wagging The Dog? – Global EQD
- Options Hedging & Leveraged ETFs in Market Swings
- Tiny imploding Russia fund draws rush of options bets
- Vanna and the Big Put: unusual suspects in a market mystery
- OptionMetrics Moves to Novel Methodology for International Options Calculations, Drawing from Options Market for Highest Levels of Accuracy
- How a Russian invasion of Ukraine could trigger market shock waves
- Can markets predict Supreme Court rulings for corporate cases?
- OptionMetrics Announces IvyDB Global Indices 3.1 with Expanded Volatility Surface to Assess Shorter- and Longer-Term Trading and Hedging Strategies
- December Could Be A Dreadful Month For Stocks
- Electric Vehicle Tech Is Running Hot, but Will It Soon Burn Out?
- The “policy mistake” mistake
- New Research: Can Options Predict Future Stock Performance?
- Opinion: Options markets reveal true significance of AGMs
- GME, Meme Stocks, & the Next Big Short Squeeze
- OptionMetrics Announces IvyDB Borrow Rate to Assess Short-Selling Opportunities and Risks
- A tiny sniff of fear
- Investors look for Fed clues on tapering as Jackson Hole goes virtual because of delta variant
- Expect Robinhood Stock to Stay Volatile Long After Its IPO
- OptionMetrics Releases IvyDB Canada 3.0 Amid Increased Interest in Canadian Options, Expands Data to Help Investors Better Analyze Market Trading Strategies
- Meme stock ‘phenomenon’ here to stay – expert
- Do Markets Burst in The Same Direction in the Last Half Hour of Trading?
- Meme Stocks are Easy Shorts
- Options Demand Order Flow And Stock Performance | Global EQD 2021
- OptionMetrics Announces IvyDB Europe 3.0 with Extended Volatility Surface to Assess Weekly Options and Popular Trading Strategies
- Inflation, Treasury Volatility, And Growth Stocks At Risk
- AMC is an options market puppet
- TradeTalks: The impact treasury volatility has on other areas of the market
- OptionMetrics Head Quant Garrett DeSimone Featured Speaker at Global EQD 2021
- Options Insider Radio: A New Flavor of Put-Call Ratio
- OptionMetrics Announces Premier Historical U.S. Futures Data for Research on Markets, Risk
- Leeds Equity Partners and OptionMetrics Partner to Expand Options and Futures Data Solutions
- New Research Suggests a Reason for Abnormal Returns in Index Put Option Strategies
- OptionsBrewTV Ep. 19 with Garrett DeSimone of OptionMetrics
- OptionMetrics Announces Premier Historical U.S. Futures Data for Research on Markets, Risk
- OptionMetrics Releases Signed Volume 2.0 with Insights on Retail Participant Activity and Even More Detail on Directional Buying in Options Order Flows
- The new money game: How hordes of traders flooded the market and pushed brokerages to rethink how they handle rookie investors
- OptionMetrics Announces Version 5.0 of IvyDB US Options Database with Enhancements to Dividend Data for Academia and Institutional Investors
- Reddit’s Power to Push Stocks Down Is the Next Worry for Traders
- GameStop bears use options to profit from stock’s plunge
- How an options-trading frenzy is lifting stocks and stirring fears of a market bubble
- Is The Straddle Past Prime For Micron Technology?
- First the Cyberattack Hits. Then the Insider Trading.
- OptionMetrics Announces NYU Tandon School of Engineering Joins Top Universities in Leveraging Gold-Standard in Options Data
- OptionMetrics launches IvyDB Asia 2.0 with updated and enhanced historical options data for markets in Hong Kong, Japan, Taiwan, Korea, and Australia
- TradeTalks: How the volatility complex is pricing the 2020 presidential election
- ‘Unusual’ volatility pattern makes for a risky but profitable 2020 election trade, strategist says
- Short vol opportunities open up amid US options swings
- Quadruple Witching Sparks Bursts of Trading Amid Options Anxiety
- How the Little Guy Is Fueling the Stock Market’s Wild Ride
- The Put/Call Demand Ratio: A Better Mousetrap
- Tesla Bulls Bet Big Ahead of Stock Split
- Fintech Focus For July 27, 2020
- Volatility Measures Shows Market at Extreme Risk
- Netflix stock options traders are ready for a big move after earnings
- #TradeTalks: Bank Dividend Cuts and if they Are Priced In Ahead of Earnings?
- What Can Moneyness in Options Trading Tell Us About Investing?
- TradeTalks: The Impact of Earnings, the Economy and Global Events on Options Volatility
- Tail Risk in the Energy Sector: What Can It Tell Us About Investor Sentiment in Oil Stocks?
- Using Derivatives to Manage Volatile Markets
- Did hedging tail risk pay off?
- Options markets send cautiously bullish signal on U.S. stock rally
- The best run I’ve ever had : Inside Wall Street’s coronavirus-fueled trading frenzy, where historic shocks of volatility are creating massive paydays
- Emergency Rate Cuts and Beware of the Bull Steepener
- History says stock market unlikely to be rescued by emergency interest rate cuts
- ETFs to Watch as Alibaba Reports Fiscal Q3 Earnings
- OptionMetrics Launches IvyDB Signed Volume for Tracking of Daily Options Order Flows, Participant Activity, Buy/Sell Pressure on Options Markets
- Do financial derivatives impact corporate innovation?
- PAST PERFORMANCE GUARANTEES NO FUTURE RESULTS
- OptionMetrics to Exhibit at Asia EQD 2019
- The Link Between Capital Structure and Financial Flexibility
- OptionMetrics Announces Keynote for 8th Annual Research Conference
- Anticipating recessions: TYVIX vs yield curve
- What Option Prices Could Indicate About Beyond Meat’s Future Borrowing Costs
- AQR: Risk Parity’s Chances of Exacerbating a Market Crash Are Grossly Overstated
- Min Vol: Potential Downside To This Safety Trade
- OptionMetrics Accepting Submissions for Strategic Investment Methodologies
- Options Market Seemingly Unfazed by U.S.-China Trade War
- Apple, AMD stock option traders aren’t expecting fireworks after earnings reports
- Twitter stock options ready for 10% post-earnings move Friday, but that’s less than usual
- CEO CHAT: David Hait, OptionMetrics
- OptionMetrics Renews Public Relations, Content Development Engagement with Clearpoint Agency
- Leading Options Data Provider Celebrates 20th Anniversary
- OptionMetrics Celebrates 20th Anniversary as Leading Options Data Provider
- The Evolution of Options: As OptionMetrics Turns 20 – OptionMetrics
- OptionMetrics to Sponsor, Exhibit, Speak at Global EQDerivatives Las Vegas
- OptionMetrics to Sponsor, Exhibit at AI & Data Science in Trading Conference in NYC
- The Pros and Cons of VIX, the Market’s Fear Gauge
- OptionMetrics Adopts Financial Instrument Global Identifier (FIGI) for Options Data Products in US, Europe, Asia, and Canada
- Analysis: US mid-term elections will be fair to stock option traders
- Investor Fears Drive Up Hedging Costs
- OptionMetrics Announces Keynote for 7th Annual Research Conference
- What Is Behind The Momentum Factor? Informed Trades?
- OptionMetrics Announces 7th Annual Research Conference (ORC2018) in Fall, Opens Submissions for Paper Presentations
- OptionMetrics Research Conference (ORC2018) Call for Papers – OptionMetrics
- OptionMetrics Announces New Leadership Structure to Reflect Company Growth – OptionMetrics
- Can Options Market Activity Predict Economic Growth?
- Opinion: A new economic indicator is saying there’s no sign of a U.S. recession
- Synthetic Stocks, Real Returns
- Is it time to nix the VIX?
- Speedy Mean Reversion – The VIX’s Return To Normalcy
- Goldman Retreats From Options as Stock Derivatives Trading Struggles
- The Pros and Cons of VIX, the Market’s Fear Gauge
- ORC2016 Keynote Speaker: John Marshall
- Calculate The Odds Of A Portfolio Disaster
- OptionMetrics to Present at Global EQD 2016
- Crazy Math, Illiquidity, and More Takeaways from the OptionMetrics Conference
- OptionMetrics Research Conference Registration Open
- Eran Steinberg, joined OptionMetrics as Vice President, Head of Global Sales and Marketing
- OptionMetrics Research Conference Announced
- Trading Volume In The ‘Fear Gauge’ Exploded To An All-Time High During The Government Shutdown
- GOLDMAN: Here’s Where All The S&P 500 Trading Volume Went
- OptionMetrics Extends Licensing of Its IvyDB Europe Options Database to Academic Institutions
- OptionMetrics Expands Coverage Area with Launch of IvyDB Asia
- OptionMetrics Sponsors 2nd Annual Volatility Trading Summit
- Volatility and Data Demands Driving Options Tech
- OptionMetrics Launches the Next Generation of IvyDB Europe
- OptionMetrics Leverages SpryWare FASTOR as Resource for Data
- OptionMetrics to Boost Data Output
- OptionMetrics Announces Historical Option Data Product for Europe
- OptionMetrics Licenses CoreData’s Industry Groups Database
- OptionMetrics Sponsors IQPC’s Volatility Trading & Risk Management Event in New York
- OptionMetrics Launches New Implied Volatility Charting Tool
- IvyDB Historical Options Prices and Volatility added to RIMES Platform
- OptionMetrics Partners with Logical Information Machines
- IvyDB from OptionMetrics selected by Bear Stearns
- OptionMetrics Releases New Version of IvyDB – OptionMetrics