OptionMetrics

We’re raffling off 3 exclusive OptionMetrics merch goodie bags, available only to our NYC-area followers! How to enter: - Follow us on Instagram (@optionmetrics) and LinkedIn - Share this flyer on LinkedIn - Tag a friend who loves lives for merch in the comments OR - Email your name and ZIP code to marketing@optionmetrics.com with the subject line: “NYC OM Giveaway” Winners will be selected at random from all eligible entries. 📍 Open to NYC-area residents, 18 or older. 📅 Giveaway ends August 15 at 5 PM ET. No purchase necessary. This promotion is not sponsored, endorsed, or administered by LinkedIn or Instagram. 🔗 See full Terms & Conditions in the link: https: //https://xmrrwallet.com/cmx.plnkd.in/e8dknn5N

From hedge funds to university labs, top quants choose OptionMetrics for three reasons: - Proven accuracy - Full transparency - Seamless integration Our data fuels smarter models, and better outcomes.

When precision matters, institutional investors and academic researchers turn to OptionMetrics. For more than two decades, we've been the gold standard in historical options and implied volatility data, enabling smarter backtesting, sharper risk analysis, and confident decision-making.

The President announced 50% copper tariffs to take effect on August 1. Will TACO rule again? And how have they have distorted the copper market and upended its traditional role as an indicator of future economic conditions? This month, Brett Friedman examines the most recent events in copper and their broader implications. Read the blog here: https://xmrrwallet.com/cmx.plnkd.in/g3yzNmmM

Implied volatility isn’t just a number; it’s a reflection of market sentiment. At OptionMetrics, we provide clean, reliable IV data across global markets so you can test strategies, assess risk, and act with confidence.

Garrett DeSimone, Head Quant at OptionMetrics, was featured in a recent Reuters article analyzing the resurgence of meme stock trading and growing speculative behavior. He described the current equity market as showing clear signs of “risk-on” sentiment, with activity becoming increasingly speculative. Drawing on OptionMetrics data, Garrett pointed to a sharp rise in short-dated options volume, elevated call-to-put ratios, and heightened retail participation, early indicators of froth returning to the market as major indexes reach new highs. https://xmrrwallet.com/cmx.plnkd.in/eJ8RCFWF #Quant #OptionMetrics #Stocks #Markets

Our Dividend Intelligence Suite pulls forward-looking insights straight from the options market, so you can price smarter and move faster https://xmrrwallet.com/cmx.plnkd.in/eSq-FNSp →

Is this time different? Market makers appear well-positioned to provide liquidity in the latest rallies of Kohl’s (KSS) and Rocket (RKT), as reflected by implied lending rates. After the initial hype, borrowing costs have snapped back to moderate levels around 10% annualized. This stands in stark contrast to GameStop’s (GME) January 2021 run, when lending costs soared to nearly 80% annualized, making the stock virtually impossible to borrow. Overall, this suggests that the potential for an extreme short squeeze is likely limited. – Garrett DeSimone, PhD

Hedge funds rely on IvyDB to build smarter strategies. From volatility modeling to event studies, IvyDB delivers the clean, historical options data needed to: -Predict market movements -Backtest trading strategies -Measure risk and skew -Identify arbitrage opportunities

Want a forward‑looking edge on systematic risk? Learn more about how our Implied Beta product can help you: https://xmrrwallet.com/cmx.plnkd.in/d-y8nGNh