𝗪𝗲'𝗿𝗲 𝘁𝗵𝗿𝗶𝗹𝗹𝗲𝗱 𝘁𝗼 𝗮𝗻𝗻𝗼𝘂𝗻𝗰𝗲 𝘁𝗵𝗲 𝗹𝗮𝘂𝗻𝗰𝗵 𝗼𝗳 𝗜𝘃𝘆𝗗𝗕 𝗜𝗺𝗽𝗹𝗶𝗲𝗱 𝗗𝗶𝘃𝗶𝗱𝗲𝗻𝗱! This innovative dataset taps into the predictive power of the options market, offering a risk-neutral measure of future dividends. We're confident it will become your go-to resource for understanding dividend risks and prediction. 𝗪𝗮𝗻𝘁 𝘁𝗼 𝗹𝗲𝗮𝗿𝗻 𝗺𝗼𝗿𝗲 𝗮𝗯𝗼𝘂𝘁 𝗵𝗼𝘄 𝗜𝘃𝘆𝗗𝗕 𝗜𝗺𝗽𝗹𝗶𝗲𝗱 𝗗𝗶𝘃𝗶𝗱𝗲𝗻𝗱 𝗰𝗮𝗻 𝗲𝗻𝗵𝗮𝗻𝗰𝗲 𝘆𝗼𝘂𝗿 𝘀𝘁𝗿𝗮𝘁𝗲𝗴𝗶𝗲𝘀? Click here: https://bit.ly/4dUrhxu #OptionsMarket #DividendForecasting #InvestmentResearch
OptionMetrics
Financial Services
New York, NY 6,068 followers
Where Volatility Smiles :)
About us
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 to construct and test investment strategies, perform empirical research, and assess risk.
- Website
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http://www.optionmetrics.com
External link for OptionMetrics
- Industry
- Financial Services
- Company size
- 11-50 employees
- Headquarters
- New York, NY
- Type
- Privately Held
- Founded
- 1999
- Specialties
- options, implied volatility, historical data, option pricing, derivatives, volatility, Futures, and dividend forecasting
Locations
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Primary
1700 Broadway
Suite 2200
New York, NY 10019, US
Employees at OptionMetrics
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Eileen Casey
Account Manager| Client Services | Customer Success | Relationship Manager | Marketing Manager| Financial Services
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Moti Mizrahi
CTO | Head of Product Management & Technology | Leader in Cloud Infrastructure, Cybersecurity, and Software Architecture | Driving Innovation and…
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Steven Miller
Team Member at Fitch Solutions
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Vijay Masina
Technical Product Manager
Updates
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"Unlock hidden market signals with OptionMetrics' new implied dividends product that exposes what Wall Street really thinks about future payouts. This analysis focuses on using this data to extract implied dividend growth—a potential game changer for factor investing," comments Anton Rotach, quantitative researcher at OptionMetrics, in reference to his most recent blog. With enhanced visibility into future payout expectations, this tool offers investors the ability to fine-tune their investment strategies. Read the full blog below.
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Brett Friedman of Winhall Risk Analytics, an OptionMetrics contributor, appears on "The Futures Rundown 7: The Trouble with Futures Prices" with host Mark Longo, where they analyze the current futures market and pricing methodology. Read the full podcast below. #FuturesMarket #Options #Trading
The Futures Rundown 7: The Trouble With Futures Prices - The Options Insider Radio Network - Podcast on iVoox
ivoox.com
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“'Generally, a larger gap is often a bullish signal over medium-term horizons, like three to six months,' said Garrett DeSimone, head of quantitative research at OptionMetrics. 'This is because the market tends to price in rising volatility risk, which often doesn’t materialize. The eventual resolution of these events could reduce volatility, leading to positive market returns.'” OptionMetrics' Head Quant Garrett DeSimone, Ph.D. is featured in the latest Bloomberg article which discusses the VIX, implied volatility rising on election, earnings, and rate risks. Read the full article below. #options #volatility #vix #earnings #trading
Equity Options Are Trading as If the Market Is Exiting a Crisis
bloomberg.com
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#EventAlert OptionMetrics will be sponsoring and speaking Quant Strats in London on October 8, 2024. Will we see you there? Find us at booth A6 and OptionMetrics' Quantitative Researcher Abhinav Gupta will speak about “Accessing the Power of Implied Dividends” at 10:20 a.m. Ed Dean and William Ko will be onsite to meet with alpha seekers, investment funds, and professionals to discuss how data on the options and futures market, dividend forecasting, and implied betas can help in navigating uncertain times, reducing risk, and improving investment strategies. #QS24 #QuantStrats #OptionsMarket #DividendForecasting #InvestmentResearch Learn more: https://lnkd.in/etxHMDH3 Quant Strats: https://lnkd.in/e8i2gHTn OptionMetrics: www.optionmetrics.com
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OptionMetrics is pleased to announce the official release of IvyDB Implied Dividend. This new dataset uses options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future. “The options market holds a wealth of information, including on potential dividend signal changes, cuts and suspensions, risk premium, and market sentiment on dividend yields” - OptionMetrics Founder and CEO David Hait, Ph.D. It is a powerful tool for use in creating trading strategies, constructing investment portfolios, and comparing securities and their potential future yields. Take a look at the data in action: this chart shows the implied dividend distributions and projections for GE Aerospace stock (Ticker: GE) from January 2023 through July 2024, using OptionMetrics’ new IvyDB Implied Dividend dataset. Read on to learn more: https://lnkd.in/d9YiKJKJ #OptionsMarket #DividendForecasting #InvestmentResearch
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Not all continuous futures prices series are the same. Depending on how they are constructed, misleading analysis may result. In this month’s blog, Brett Friedman reviews different price curve methodologies and their analytical implications. Read full blog below. #CrudeOil #Futures #OptionMetrics
Futures: Not All Price Series Are the Same! - OptionMetrics
optionmetrics.com
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Discover the intriguing paradox in Verizon's option pricing, where implied dividend yields consistently outpace realized yields—an unusual phenomenon. This analysis, leveraging OptionMetrics' IvyDB Implied Dividend data, uncovers how Verizon's reputation for stable dividends may be transforming its future payouts into a premium "flight to safety" asset. Gain insights into this market anomaly and its implications for portfolio construction, offering a fresh perspective on dividend investing and factor diversification. Read the full blog below. #Options #ImpliedDividend
Verizon's Dividend Paradox: The Premium Puzzle in Implied Yields - OptionMetrics
optionmetrics.com
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𝗘𝗹𝗲𝘃𝗮𝘁𝗲 𝘆𝗼𝘂𝗿 𝗱𝗲𝗰𝗶𝘀𝗶𝗼𝗻-𝗺𝗮𝗸𝗶𝗻𝗴 𝗮𝗻𝗱 𝗿𝗶𝘀𝗸 𝗺𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁 𝘄𝗶𝘁𝗵 𝗜𝘃𝘆𝗗𝗕 𝗜𝗺𝗽𝗹𝗶𝗲𝗱 𝗗𝗶𝘃𝗶𝗱𝗲𝗻𝗱. Our custom binomial tree model and Gaussian filter provide precise calculations and smooth projections for American-style options, giving you the accuracy you need. 𝗜𝗻𝘁𝗲𝗿𝗲𝘀𝘁𝗲𝗱 𝗶𝗻 𝗵𝗼𝘄 𝗶𝘁 𝗰𝗮𝗻 𝘄𝗼𝗿𝗸 𝗳𝗼𝗿 𝘆𝗼𝘂? Reach out for a demo and see the precision of IvyDB Implied Dividend in action: https://bit.ly/4dUrhxu #OptionsMarket #DividendForecasting #InvestmentResearch
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OptionMetrics' Head Quant Garrett DeSimone is featured on The Quant/ Financial Engineering Podcast with Professor Zoro of Lehigh University discussing tail hedging, out-of-the-money puts, fat tails, and long-term options. Listen to the complete podcast below. #Options #OptionMetrics
Stock Options Perspective with Garrett DeSimone, PhD
https://www.youtube.com/