OptionMetrics’ Post

Have a good weekend - who knows what next week will bring...

OptionMetrics’ Head Quant Garrett DeSimone Ph.D. is featured in the latest Financial Times article covering Leverage Share’s launch of Europe’s first “covered call” exchange traded products based on single stocks. DeSimone shares his insights on US covered call ETFs and potential profitability of out-the-money call options. Read the full article below. #ETF #stocks #trading #OptionMetrics

OptionMetrics Founder and CEO David Hait, Ph.D. joined Medium's Doug Noll on the recent series, “Five Things You Need To Be A Highly Effective C-Suite Executive." In his interview, David discussed the journey of starting OptionMetrics, shared insight on effective leadership, and highlighted experiences and perspectives that led OptionMetrics to become the leading provider of options data and analytics. Read the full interview below.

Wishing everyone a wonderful Independence Day!

Celebrating 25 years at OptionMetrics, we're reflecting on key market events like Volmageddon on February 5, 2018, when the VIX surged over 100% in a single day. This spike, driven by short volatility trades and rebalancing of short VIX ETFs like SVXY and XIV, highlighted the significant role of VIX futures. Our analysis also uncovered unusual trading volumes in VIX options that morning, providing deeper insights into this historic volatility event. Read the full blog below. #options #Volmageddon #trading

OptionMetrics CEO and Founder David Hait, Ph.D. is honored in the latest volume of Marquis Who's Who for his groundbreaking work in options data analysis, trading, and econometric research over the last 25 years. Under his leadership, OptionMetrics has emerged as a pioneer in calculating volatility and has become the gold standard for empirical options research within the institutional and academic communities. Read the full press release below to learn more. #optionmetrics #optionsdata #25years

In last week's episode, host Mark Longo of The Options Insider Radio Network and Brett Friedman, MD of Winhall Risk Analytics and OptionMetrics Contributor, discuss the major players in the CVOL Indexes and future options market, including metals (copper, silver), energy (WTI, natgas), and more. Listen to the full podcast below. #optionmetrics #futureoptions #optionsmarket #CVOLindexes

In celebration of OptionMetrics' 25th anniversary, OptionMetrics Contributor Brett Friedman decided to focus on one of the most shocking and interesting dates in the long history of futures trading: April 20th, 2020, the day crude oil futures traded into negative territory. Anything can happen, and often does more frequently than most people’s imaginations allow. Read the full blog below. #options #futures #crudeoil #commodities

0DTE options, known for 'lottery-like payoffs,' now make up about 50% of S&P 500 options trading volume. Garrett DeSimone, head of quantitative research at OptionMetrics warns of the risks: 'You can go completely broke, but there are occasional Lotto-sized payouts.' Despite their rapid growth, concerns linger about potential market destabilization if they expand to individual stocks. Read the full article below. #optionstrading #tradingstrategies #optionmetrics