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OptionMetrics
Financial Services
New York, NY 4,897 followers
Where Volatility Smiles :)
About us
With 20+ years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures, and dividend forecast databases to leading portfolio managers, traders, quantitative researchers at 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk.
- Website
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http://www.optionmetrics.com
External link for OptionMetrics
- Industry
- Financial Services
- Company size
- 11-50 employees
- Headquarters
- New York, NY
- Type
- Privately Held
- Founded
- 1999
- Specialties
- options, implied volatility, historical data, option pricing, derivatives, volatility, Futures, and dividend forecasting
Locations
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Primary
1700 Broadway
Suite 2200
New York, NY 10019, US
Employees at OptionMetrics
Updates
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Celebrating 25 years at OptionMetrics, we're reflecting on key market events like Volmageddon on February 5, 2018, when the VIX surged over 100% in a single day. This spike, driven by short volatility trades and rebalancing of short VIX ETFs like SVXY and XIV, highlighted the significant role of VIX futures. Our analysis also uncovered unusual trading volumes in VIX options that morning, providing deeper insights into this historic volatility event. Read the full blog below. #options #Volmageddon #trading
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OptionMetrics CEO and Founder David Hait, Ph.D. is honored in the latest volume of Marquis Who's Who for his groundbreaking work in options data analysis, trading, and econometric research over the last 25 years. Under his leadership, OptionMetrics has emerged as a pioneer in calculating volatility and has become the gold standard for empirical options research within the institutional and academic communities. Read the full press release below to learn more. #optionmetrics #optionsdata #25years
Marquis Who's Who Honors David Hait for Expertise in Financial Analytics
24-7pressrelease.com
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In last week's episode, host Mark Longo of The Options Insider Radio Network and Brett Friedman, MD of Winhall Risk Analytics and OptionMetrics Contributor, discuss the major players in the CVOL Indexes and future options market, including metals (copper, silver), energy (WTI, natgas), and more. Listen to the full podcast below. #optionmetrics #futureoptions #optionsmarket #CVOLindexes
TWIFO 408: MEME Stock Traders Invade the Metals!!!
https://theoptionsinsider.com
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In celebration of OptionMetrics' 25th anniversary, OptionMetrics Contributor Brett Friedman decided to focus on one of the most shocking and interesting dates in the long history of futures trading: April 20th, 2020, the day crude oil futures traded into negative territory. Anything can happen, and often does more frequently than most people’s imaginations allow. Read the full blog below. #options #futures #crudeoil #commodities
Negative Futures Prices: A Failure of Imagination - OptionMetrics
optionmetrics.com
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0DTE options, known for 'lottery-like payoffs,' now make up about 50% of S&P 500 options trading volume. Garrett DeSimone, head of quantitative research at OptionMetrics warns of the risks: 'You can go completely broke, but there are occasional Lotto-sized payouts.' Despite their rapid growth, concerns linger about potential market destabilization if they expand to individual stocks. Read the full article below. #optionstrading #tradingstrategies #optionmetrics
Wall Street’s Hottest Lottery Ticket: Zero-Dated Options
barrons.com
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OptionMetrics reposted this
OptionMetrics is thrilled to announce we are celebrating our 25th anniversary this month. Since 1999, we have been dedicated to delivering clean, accurate, and user-friendly data to our customers. Read the full press release below to learn how we have become the leading provider of options analytics data, including prices, implied volatilities (IVs), and greeks. #options #volatility #optionmetrics
OptionMetrics Celebrates Quarter of a Century Providing Research-Grade Financial Data and Analytics to Institutional Investors and Academics Worldwide
businesswire.com
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OptionMetrics is thrilled to announce we are celebrating our 25th anniversary this month. Since 1999, we have been dedicated to delivering clean, accurate, and user-friendly data to our customers. Read the full press release below to learn how we have become the leading provider of options analytics data, including prices, implied volatilities (IVs), and greeks. #options #volatility #optionmetrics
OptionMetrics Celebrates Quarter of a Century Providing Research-Grade Financial Data and Analytics to Institutional Investors and Academics Worldwide
businesswire.com
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OptionMetrics' Head Quant Garrett DeSimone joined Dean Curnutt on the Alpha Exchange podcast to discuss option event risk premium around earnings, ODTEs, and Garrett’s recent work on implied dividends. Listen to the full episode below. #options #0dte #implieddividends #volatility
Garrett DeSimone, Head of Quantitative Research at OptionMetrics
https://simplecast.com