Company intelligence
OptionMetrics
Where Volatility Smiles :)
Financial Services
New York, US
64 employees
Founded 1999
3 public signals
About OptionMetrics
With 25 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, and quantitative researchers at 350 corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk.
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Signals from OptionMetrics
3 published signals
Research & Knowledge
OptionMetrics published a new study introducing a new approach to estimating the conditional pricing kernel using conditioning variables, identifying the VIX and term spread as particularly informative for determining state prices.
Reported by OptionMetrics
Research & Knowledge
OptionMetrics published a blog exploring why 0DTE covered calls may sound great in theory but the daily edge over monthly strategies is thin.
Reported by OptionMetrics
Products & Services
OptionMetrics launched IvyDB ETF, a dataset covering implied volatility and Greeks for more than 3,000 US-listed ETFs.
Reported by OptionMetrics