#OptionMetrics
What do you think is the most important market-structure effect of 0DTE’s growth: dealer hedging, intraday liquidity, price discovery, realized volatility, or something else?
Source: Federico M. Bandi and Nicola Fusari, 0DTE Option Pricing, Figure A.4. Data: OptionMetrics.

#SSRN
October 6, 2026 at 1:05 AM
U.S. stocks see shaky start to December in post-Thanksgiving 'hangover' - MarketWatch
'Crash insurance' for the S&P 500 is 'somewhat expensive' even after its sharp rebound last week, says Garrett DeSimone of OptionMetrics
February 17, 2026 at 9:15 PM
Feed: "Traders Magazine"
By: Editorial Staff on Thursday, August 21, 2025
OptionMetrics Announces IvyDB US – Intraday Daily Snapshots on Equities
Investors can assess intra-session volatility patterns and 0DTE option strategies.
www.tradersmagazine.com
August 22, 2025 at 4:10 AM
Tariffs, turmoil, and the VIX: How April 2025 compares to past crises?
Investing.com -- The surge in market volatility during April’s tariff-driven panic may have felt extreme, but according to OptionMetrics, it pales in comparison to previous financial crises, at least by the numbers. “The VIX exploded to a high of 60.13 on April 7th,” OptionMetrics analyst Brett Friedman wrote, “a level not seen since the pandemic or the 2008 financial crisis.” Yet when measured against past crises, the 2025 tariff panic proved less severe. The firm notes that the VIX peaked at 80.16 during the 2008 crisis and 82.69 during the 2020 pandemic. What made April stand out was speed, according to OptionMetrics. “It took only five days for the VIX to peak, and another 14 days to revert to the level from which it started,” Friedman noted. That rapid rise and fall may have amplified investor perceptions of severity. Still, other volatility indicators are said to suggest a more muted event. The volatility risk premium was said to be below 2020. Similarly, VIX futures backwardation and implied correlation were less pronounced than in prior crises. But while market volatility normalized quickly, underlying uncertainty has not. “Since 1985, the EPU index is the highest it has ever been, and by a significant margin,” OptionMetrics found. Using one measure based solely on news coverage, current levels even exceed those seen during World War II and the Great Depression, according to the firm. “Although the VIX has returned to more ‘normal’ levels,” Friedman warned, “this suggests that VIX spikes related to economic policy surprises and general uncertainty are still very possible.” Which stock should you buy in your very next trade? AI computing powers are changing the stock market. Investing.com's ProPicks AI includes 6 winning stock portfolios chosen by our advanced AI. In 2024 alone, ProPicks AI identified 2 stocks that surged over 150%, 4 additional stocks that leaped over 30%, and 3 more that climbed over 25%. Which stock will be the next to soar?
www.investing.com
June 2, 2025 at 2:07 PM
🌍 #Macro

"Historical Canadian options dataset includes flexible options pricing methodologies, rich historical data, and tighter implied volatilities, for quantitative professionals to gain insights on equities, indices, ETFs, market events, and risk NEW YORK — OptionMetrics, the…"
OptionMetrics Releases IvyDB Canada 5.0 Amid Steady Growth in Canadian Options Market
financialpost.com
June 17, 2026 at 2:14 PM