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Tue, Jun 25th, 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

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 : 10.24 (+3.02%)
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 : 22.19 (-0.72%)
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 : 22.88 (-3.26%)
Crude Oil Volatility with Geopolitical Events

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...

CBU24 : 84.56 (-0.69%)
Options data: AI Tech Stock Bubble?

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.

NVDA : 125.28 (+6.07%)
TSLA Option Market Risk Perception

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...

Is the VIX an Outdated Measure?

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.

Implied Correlations for Stocks, All-Time Lows

A look at recent stock correlations and market volatility.

SPY : 544.12 (+0.25%)
Walmart Stock: Here’s What Options Markets Are Indicating in Advance of Earnings

We leverage implied betas to gain greater insights into the options market’s perception of Walmart stock given systematic risk.

WMT : 67.11 (-2.60%)
Oil Stocks Amidst Current Macroeconomic Risks

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…

CVX : 158.25 (-0.67%)
XOM : 113.63 (-0.37%)
COP : 114.43 (-0.64%)

Tweets @Barchart

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Hedge Funds have built the largest gasoline short position in more than 5 years https://t.co/j2z6iqRQ9L
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Chinese Car Prices are falling at the fastest speed since data began being recorded in 2002 https://t.co/pgSnKFVSOo
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BREAKING 🚨: Nvidia Gamblers The Leveraged Nvidia $NVDA ETF saw a record inflow of $743 Million in the week leading up to the stock's largest 3-day market cap decline in history https://t.co/hKvtrT1Z1L https://t.co/S3lqNwx28S
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Hedge Funds reduced their long Mexican Peso positions by the 3rd largest amount in history https://t.co/g4TN1p84ps
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Small Caps are now underperforming Large Cap Stocks by the largest margin since January 2001 👀 https://t.co/dar65AyGAc
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Asset Managers have built the largest Japanese Yen short position in history https://t.co/oOZdhksZj8
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FDIC warns that 63 Banks have been added to the “Problem List” https://t.co/bZ2ApgGqz0
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Ark Invest Founder Cathie Wood says she is voting for Donald Trump for President as she believes he will be better for the economy https://t.co/agK1fMwzr8
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