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OptionMetrics
Financial Services
New York, NY 4,716 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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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
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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
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"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
GameStop gains as Roaring Kitty reveals bet in Reddit post
reuters.com
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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
Commodities: Disparate Trends - OptionMetrics
https://optionmetrics.com
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'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
The AI Arms Race Heats Up Ahead of Nvidia Earnings
https://www.pymnts.com
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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
Traders brace for big swings in Nvidia shares
ft.com