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Articles published by OptionMetrics

OptionMetrics Announces IvyDB US – Intraday Daily Snapshots on Equities to Assess Intra-Session Volatility Patterns and 0DTE Option Strategies
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OptionMetrics Exhibiting at Commodity Trading Week Americas
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OptionMetrics Exhibiting at Quant Strats NYC
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OptionMetrics Exhibiting at Asset Management Derivatives Forum Orlando
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OptionMetrics Head of Quantitative Research Speaking on Earnings Expectations at BattleFin Discovery Day Miami
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OptionMetrics and CRSP Announce Partnership Giving Academic Researchers Increased Integration of U.S. Equities and Options Data in Research
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OptionMetrics Announces IvyDB Futures 3.0 Database Covering European and US Futures Options
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OptionMetrics Exhibiting at FIA Futures & Options Expo
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OptionMetrics IvyDB Implied Dividend Data Product Projects US Security Implied Dividends Two Years into Future Using Options Sentiment
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OptionMetrics Releases Signed Volume Intraday with 5- and 30-Minute Snapshots on Directional Options Order Flows for Assessing 0DTE Options, Market-Maker Inventory, Hedging
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OptionMetrics Celebrates Quarter of a Century Providing Research-Grade Financial Data and Analytics to Institutional Investors and Academics Worldwide
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OptionMetrics Exhibiting at BattleFin Discovery Day New York May 21 & 22
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OptionMetrics Head Quantitative Researcher Garrett DeSimone Ph.D. to Give Keynote at QuantVision Conference in New York City on April 4
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OptionMetrics Releases IvyDB US 6.0 and IvyDB ETF 4.0 with Proprietary Methodologies for Faster, More Precise Options Implied Volatilities
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OptionMetrics Sponsoring, Exhibiting at Quant Strats 2024 New York
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OptionMetrics Integrates AI into Woodseer Dividend Forecast Data to Enable Faster Processing of Dividend Predictions for Equities, ADRs, ETFs
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OptionMetrics Sponsoring 2024 Asset Management Derivatives Forum in February
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OptionMetrics Exhibiting at Neudata New York Winter Data Summit
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OptionMetrics Exhibiting at Futures and Options Expo Chicago
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OptionMetrics Makes New IvyDB Beta Dataset Available to Academic Researchers for Prospective Equities Research
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OptionMetrics Releases Industry’s First Implied Beta Dataset – IvyDB Beta – to More Accurately Assess Expected Returns of Securities with Systematic Risk
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OptionMetrics Makes US Dividend Forecast Data Available to Academic Researchers
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OptionMetrics Announces Acquisition of Woodseer Global
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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
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OptionMetrics Sponsoring, Exhibiting at Neudata New York Data Summit 2022
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OptionMetrics Adds Two Executives to Leadership Team
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OptionMetrics Head Quant to Speak on Retail Trading, Option Demand at Europe EQD and Global EQD Conferences
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OptionMetrics Moves to Novel Methodology for International Options Calculations, Drawing from Options Market for Highest Levels of Accuracy
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OptionMetrics Announces IvyDB Global Indices 3.1 with Expanded Volatility Surface to Assess Shorter- and Longer-Term Trading and Hedging Strategies
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OptionMetrics Announces IvyDB Borrow Rate to Assess Short-Selling Opportunities and Risks
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