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Thu, Nov 7th, 2024

OptionMetrics

OptionMetrics

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. Its data is used to construct and test investment strategies, perform empirical research, and assess risk.

Most Recent Stories

Election Angst? 3 Things to Know: Presidential Elections, Markets

Since presidential elections can bring widespread changes to economic policy, regulations, and spending, the consensus is that the financial markets will react accordingly, and often significantly. But...

Futures Price Series: Methodology Matters

Continuous futures price series are often used in backtesting, trading strategies, portfolio risk and trading limits assessment. But these series can also vary between sources and cause misleading analysis...

Verizon Stock Dividend Payouts: The Options Market’s Take

So far, Verizon Communications (VZ) stock has consistently traded at a premium to realized yields (in a stark contrast to typical patterns). What is the options market indicating when it comes to potential...

VZ : 40.56 (-1.46%)
Gold, Crude, Copper: The Other Fear Factors?

Similar to the VIX index, crude oil, gold, and copper implied volatility can act as an uncertainty or fear index. Learn more, in this article from Brett Friedman, Winhall Risk Analytics, OptionMetrics...

$GNX : 547.22 (+1.06%)
JCSN24 : N/A (N/A)
XOM & JPM Dividend Risk Premium, or Dividend Uncertainty

How do investors price dividend uncertainty, known as the dividend risk premium, into equities and ETFs? The options market can often provide valuable information on sentiment for, and potential movement...

XOM : 121.15 (+0.12%)
JPM : 236.38 (-4.32%)
Volmageddon & the Role of Massive Options Trades Dissected

We take a look back at the single biggest daily increase of the VIX, commonly known as Volmageddon.

VIX24 : 15.6000 (-3.98%)
90 Minutes That Shook the World of Futures

Looking back over the past 25 years in risk management and trading, I recently considered which market-related event had the most influence on me. 25 years is a long time, and we have seen 09/11, the Gulf...

JCSN24 : N/A (N/A)
Bank of Japan Shift from Negative Interest Rates, Impacts on Dividend Policies

After a prolonged period of unconventional monetary policy, the Bank of Japan (BoJ) has embarked on a significant shift, moving away from negative interest rates—a decision that marks the end of the...

MUFG : 11.51 (+0.52%)
High Commodity Prices, as an Economic Indicator, Could be Deceptive

Short-term commodity price developments are in disagreement with longer term market-based narratives, at a disparity that seems glaringly large and could have important implications. Brett Friedman, Winhall...

GSG : 21.55 (+0.70%)
Recent GME Rally Trades: Deconstructed

What trades were behind the recent GameStop stock rally? OptionMetrics’ Head Quant Garrett DeSimone and Junior Modeling Quant Oscar Shih analyze options market activity and deconstruct trades made by...

GME : 23.45 (+1.52%)

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Aluminum soars to highest price since May 📈🚨 https://t.co/5H4Ivqq8ww
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BITCOIN NOTE 🚨: When Donald Trump was first elected President in 2016, $BTC went on to generate a gain of almost 1900% through the end of the following year 🚨 https://t.co/tDcOVO9Mto https://t.co/aVXOfapLCN
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JUST IN 🚨: Federal Reserve cuts interest rates by 25 bps to 4.75% https://t.co/VFaSQOMf9P
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There is more than a 99% chance of a 25 bps interest rate cut later today https://t.co/6W3kRcn99Q
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$MRNA closes at lowest price since May 2020 🚨 This isn't going very well for Moderna! https://t.co/iAPaldfvYB
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BREAKING 🚨: China Chinese Yuan plunged against the U.S. Dollar 🇺🇸 https://t.co/IBVwZKFhYi https://t.co/TpbDcaFb79
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Note on Crypto 🚨: Everything is about to change. Donald Trump will now get to appoint 3 major financial regulators - Office of the Comptroller of the Currency, the FDIC, and the SEC. Banks will get to custody crypto, hold it on their balance sheets, and bring in new players. https://t.co/rUaozYZyTt
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Tesla $TSLA could soar to a Market Cap of $1 to $1.5 Trillion during Donald Trump's Presidency, says Wedbush Analyst Dan Ives https://t.co/IyxF7YtlL8
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Put Buyers - Thank you for your sacrifice 🫡 https://t.co/rwShG0GJ1r https://t.co/JtVFRFjs6i
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Regional Banks $KRE soared more than 13% today, the largest gain in 4 years and the 5th largest gain in the last 2 decades 🚨 https://t.co/ePw1RDN9Zo
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