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.
We look at the VIX and the volatility risk premium (or the difference between market expectation of future volatility versus actual volatility) for insights on why today’s relatively moderate VIX should...
Bull markets have many wondering if AI and tech stocks are overvalued and therefore susceptible to a sudden and violent decline. From spreads to market capitalization and more, this article from Brett...
Energy markets pay close attention to OPEC meetings for information on output and production targets. Popular perception is that short-term price volatility is greater before and after OPEC meetings than...
The U.S. Treasury Secretary announced on Sept. 22, that the US is ready to support the Argentine economy. GGAL stock (Grupo Financiero Galicia)--one of the nation’s largest private financial groups--soared...
With its rally since mid-2023 and consistent all-time highs since then, is gold in a bubble? Discover findings on sentiment and from the options market in this article.
In this article, we analyze the growth of the Asian options market. We look at options volume trends, open interest, and maturity structure evolution for insights across Australia, Hong Kong, Japan, Korea,...
European options trading may have fallen behind that in the US, but some countries are bucking the trend. Read on for more.
The VIX, as a market “fear gauge,” has been declining since peaking at 60.13 in April. Uncertainties facing economic policy and economic conditions, have many wondering whether this measure will increase...
The VIX exploded to a high of 60.13 on April 7--a level not seen since the pandemic or 2008 financial crises. Did the VIX behave in a more extreme fashion during this latest panic? And was the level of...
Economic and political disorder, instability, and general uncertainty tend to be tailor-made to support gold. Read insights on gold IV and skew from Brett Friedman, Winhall Risk Analytics/OptionMetrics Contributor....
