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.
How might geopolitical event affect crude oil and other commodities? Since implied volatility is a measure of future uncertainty and anxiety, it can be used to help to understand the long term effects...
Can options data indicate if AI stocks might be in a bubble? This article looks at three options-based volatility metrics in assessing the question.
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TSLA has already experienced a significant decline in 2024, accompanied by negative news. Given such pervasive pessimism, one might expect the stock’s overall riskiness to increase, but OptionMetrics...
What symptoms could point to the VIX, or its related futures contracts, being “broken” or irrelevant? This article explores a sampling of the reasonings from some pundits.
A look at recent stock correlations and market volatility.
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We leverage implied betas to gain greater insights into the options market’s perception of Walmart stock given systematic risk.
What is the market perception for energy stocks, as we advance into the second half of the summer? If you are looking at historical beta, you might miss it…
