Historical and intraday options data provider meeting with quantitative leaders, buy-side professionals to discuss assessing forward-looking signals, alpha opportunities, risk gleaned from cues in options markets
OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is exhibiting at Quant Strats 2025 in London at Convene 22 Bishopsgate, October 14-15.
The options data provider will meet with hedge funds, investment banks, institutional investors, academic researchers, and buy-side professionals on the rapidly evolving role of options data in quantitative finance to assess markets and strategies and generate alpha.
"From assessing 0DTE and short-dated options, to expectations on corporate earnings, market volatility and the impact of geopolitical issues, the options market can offer real-time insights on directional moves, risk, and opportunities. Options data has become baseline infrastructure in this analysis," says Eran Steinberg, COO and Chief of Staff at OptionMetrics. "We look forward to meeting with researchers, buy-side professionals, and quantitative investment thought leaders at Quant Strats about the informative nature of the options market and leveraging data in assessing signals, strategies, and hedging."
OptionMetrics, known for providing the gold standard in historical options data for 25+ years, will showcase its new intraday options data, providing daily snapshotsof options prices and volatility calculations on US exchange-traded equity and index options, with IvyDB US Intraday. The dataset captures 0DTE options quotes and volatilities with snapshots of underlying prices, zero curves, dividend yields, and borrow rates daily on equities, with historical data beginning in 2018. It capitalizes on OptionMetrics' flagship IvyDB US historical options data, and international options datasets: IvyDB Europe, IvyDB Canada, IvyDB Asia, IvyDB ETF.
OptionMetrics will also showcase its:
- Intraday data on options trading volume, for insights into options market order flows, participant activity, and directional trading strategies, with IvyDB Signed Volume.
- Futures options price data and volatility surface calculations for US and European markets, with IvyDB Futures.
- Option implied betas and correlations for constituents of the SPY for a timely market adjusted view of systematic risk, with IvyDB Beta.
- Forward-looking dividend projections for US securities based on options market data, with IvyDB Implied Dividend, which can also be used with Woodseer Dividend Forecast Data for greater insights in trading, back-testing strategies, risk management, and anticipating portfolio income.
Email William Ko to set up an appointment with OptionMetrics.
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Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com
