OptionMetrics

Have a good weekend - who knows what next week will bring...

"Roaring Kitty" returns to Reddit with a $116 million bet on GME shares, three years since the 2021 retail trading frenzy. Garrett DeSimone, head of quantitative research at OptionMetrics, states that the lack of common enemy could give investors less reason to stay. Read "GameStop gains as Roaring Kitty reveals bet in Reddit post" featured on Reuters below for more insights. https://lnkd.in/g7TgfSfz #GME #Reddit #Options #Stockmarket

Short term developments in commodity markets are in disagreement with medium to long term forecasts. Since commodity prices are an important indicator of future growth and inflation, the outcome has important implications. In his most recent blog, Brett Friedman explores how the situation may resolve and the current state of commodity markets. Read "Commodities: Disparate Trends" below. https://lnkd.in/ejz5CrnX #commoditymarkets #options #impliedvolatility #optionmetrics

'Based on at-the-money options prices, NVDA's anticipated post-announcement stock movement is nearly 8%,' states Garrett DeSimone, head of quantitative research at OptionMetrics. For more insights on Nvidia's prospects, read the article, 'The AI Arms Race Heats Up Ahead of Nvidia Earnings' below.  https://lnkd.in/evn2Xw69 #NVDA #AI #stockmarket #options

Nvidia's earnings have become "market moving" with big swings in Nvidia's share price. According to Garrett DeSimone, head of quantitative research at OptionMetrics, "This makes it one of the highest beta securities in the US." Read the article, "Traders brace for big swings in Nvidia shares" featured in The Financial Times below. (Subscription required for full access).  https://lnkd.in/ew_UtGNZ #NVDA #beta #options #stockmarket

GameStop's recent surge, driven by a single tweet from 'Roaring Kitty,' shows how social media can still disrupt markets. Our signed volume analysis revealed market makers initially had significant short positions on out-of-the-money call options, shifting to net long positions as the rally progressed. Read our latest blog, "Another GME Rally: Diagnosing the Boom and Bust," below to learn more. https://lnkd.in/e_QHHwXX #gme #options #signedvolume #gamestop

OptionMetrics will be exhibiting and sponsoring BattleFin Discovery Day, May 21-22 at the Intrepid Air and Space Museum. We will be meeting with alpha seekers and investment funds interested in learning how options, futures, dividend forecasting, and implied beta can help reduce risk and improve investment. To set up an appointment, please contact us at: [email protected]. For more information, please check out: https://lnkd.in/ewyXZaz3

"'Investors' appetite for risk assets appear to be on the rise,' said Garrett DeSimone, head quant at OptionMetrics." Explore the latest insights on shifting market dynamics in the featured Reuters article below, "Investors reach for riskier assets as fear seeps out of markets".  https://lnkd.in/eX7QNNyU #investmentanalysis #riskassets #investmentstrategy #optionmetrics

OptionMetrics Head Quant Garrett DeSimone joined Lex and Molly on The Options Brew podcast to discuss rethinking the covered call strategy using implied beta, and more. To watch the full interview, see link below: https://lnkd.in/eCDMhxAa #coveredcall #beta #options #thebrewpodcast

The lower the implied volatility, the cheaper the options. So the drop in the VVIX shows traders aren’t spending money on VIX call options — often used as insurance against a major stock selloff given the VIX tends to spike when the S&P 500 slides. https://lnkd.in/gcmsd9cQ