IvyDB Signed Volume | Historical Options Volume Data
OptionMetrics’ IvyDB signed volume dataset provides key insights into option market order flows and participant activity. Learn more!| OptionMetrics
Two strategies appear to be dominating both retail and institutional trading in today’s market: covered call ETFs, pulling in billions of AUM, and Zero-day-to-expiration (0DTE) options, now accounting for more than half of SPX options... Read More The post SPX 0DTE Covered Call: Optimal Strike Selection appeared first on OptionMetrics.| OptionMetrics
The meteoric rise of 0DTE options has spawned an ecosystem of ETF and overlay strategies centered on harvesting ultra-short-term risk premia, while simultaneously attracting significant retail participation. However, ultra-short option strategies can embed unique risks... Read More The post Selling Saturdays: Weekend Risk Premia in 1DTE Put-Write Strategies appeared first on OptionMetrics.| OptionMetrics
As a percentage of worldwide production of crude oil, OPEC’s share remains dominant. With 13 member countries, and 10 affiliates (OPEC+), it represents 35-40% of yearly production and approximately 80% of proven reserves. It is... Read More The post Crude Oil and Trading OPEC appeared first on OptionMetrics.| OptionMetrics
OptionMetrics will be exhibiting at Quant Strats London on October 14–15. The conference brings together leading quantitative researchers, buy-side professionals, and investment thought leaders to discuss data-driven approaches to trading and portfolio management. Our team... Read More| OptionMetrics
OptionMetrics’ IvyDB signed volume dataset provides key insights into option market order flows and participant activity. Learn more!| OptionMetrics
Zero-day-to-expiry (0DTE) S&P 500 options have surged to record highs, now accounting for nearly 60% of all S&P 500 options activity, according to Cboe. Both retail and institutional investors are driving this growth as they... Read More The post Zero-day contracts become dominant force in S&P 500 options market appeared first on OptionMetrics.| OptionMetrics
In a recent Risk.net article, gold’s rally to record highs is described as notable not just for its scale, but for its calm. Despite a 43% year-to-date gain, volatility remains subdued as investors take a... Read More The post Low-vol gold rush points to further upside appeared first on OptionMetrics.| OptionMetrics
Brett Friedman, OptionMetrics Contributor, recently joined The Options Insider podcast to dive into the world of gold, bubbles, and futures markets. He shared timely insights on the latest price moves and why investors remain fascinated... Read More The post Brett Friedman, OptionMetrics Contributor, Featured in The Options Insider Podcast appeared first on OptionMetrics.| OptionMetrics
Argentina has spent years battling runaway inflation, a shaky currency, and mounting debt. These troubles have weighed on local businesses and dragged down U.S.–listed shares (of American Depository Receipts [ADRs]) of Argentine companies. Against this... Read More| OptionMetrics
The equity market continues to make new all-time highs, riding the back of an AI boom and lower interest rates. At the same time, it seems to be ignoring a steady stream of potential bad... Read More The post A Gold Bubble? Options Insight appeared first on OptionMetrics.| OptionMetrics
Bloomberg recently highlighted OptionMetrics data and insights from Head Quant Garrett DeSimone, Ph.D., in its coverage of market volatility ahead of the Fed’s rate decision and the triple-witching options expiry. “History shows that during emergency... Read More| OptionMetrics
Leading institutions worldwide rely on our accurate historical options data to measure volatility, assess risk, and analyze strategies.| OptionMetrics
Andres Hsiao | Quantitative Research Intern Introduction & Key Findings The US options market has grown tremendously over the past decade, becoming a massive force in global finance. But have other major markets around the... Read More| OptionMetrics
Garrett DeSimone, Head Quant at OptionMetrics, was featured in a recent Reuters article analyzing the resurgence of meme stock trading and growing speculative behavior. He described the current equity market as showing clear signs of... Read More| OptionMetrics
Capital is flooding into Hong Kong’s IPO market — but don’t expect the cash to flow back to shareholders anytime soon. Woodseer Global breaks down why China’s IPO boom could be bad news for dividend-focused... Read More| OptionMetrics
Europe’s utility companies are navigating the balance between aggressive clean energy mandates and the need to maintain reliable dividend payouts. As part of the European Green Deal, utilities like Enel, Iberdrola, and Ørsted are heavily... Read More| OptionMetrics
