WebJul 7, 2024 · OptionMetrics also makes volatility price calculation and schema changes consistent with those in IvyDB US 5.0 for even easier comparison across databases. Specific updates include: More option contract specification data, with the addition of AM settlement, contract size, and expiry indicator fields in option price and tick option price tables ... WebJul 12, 2024 · OptionMetrics has covered every U.S. strike and expiration option on over 3,000 underlying stocks and indices since 1996, and also provides data for Europe, Asia, Canada, and global indices....
Data issue with OptionMetrics? : r/options - Reddit
WebApr 18, 2024 · So far this year, it’s averaged approximately $41,750 and has traded mostly between $35,000 and $45,000. After rallying in late March to $48,190, it has since settled back down to $39,295 as of April 13. Its implied volatility has followed a similar trend and has declined from a peak of 72.9% in early March to 54.3% currently. WebFeb 22, 2024 · By Anton Rotach, OptionMetrics The Consumer Discretionary SPDR Fund (XLY) is down around 30% YTD, the most by any sector this year. The XLY tends to underperform the market in times of economic downturn, as consumers cut excess spending into discretionary goods. grand chateau marriott fitness room
OptionMetrics - Crunchbase Company Profile & Funding
WebOptionMetrics offers daily historical option price and volatility data with depth. We provide analytics such as volatility surfaces and greeks in addition to prices so you have what you need for predictive analysis, backtesting, equity research, portfolio analysis, research, … Eran Steinberg coo and chief of staff. Eran is a seasoned executive with 20+ years … OptionMetrics provides complete options volatility data, stock option risk model … OptionMetrics launches IvyDB Asia 2.0 with updated and enhanced historical options … OptionMetrics’ latest research paper, Demand for Option Order Delta (DOOD), … Source: OptionMetrics, IvyDB US The surge in volume of 0DTE is somewhat … OptionMetrics is hiring. Join developers, quants, and econometrics specialists … OptionMetrics LLC 1776 Broadway, Suite 1800 New York, NY 10019 Email: info (at) … DayTime support – 8:00 AM to 6:00 PM ET (New York) (212) 707-8370 After-hours … Want access to historical option volatility data? Fill out our form and our team will … WebJun 9, 2024 · OptionMetrics also makes volatility price calculation and schema changes consistent with those in IvyDB US 5.0 for even easier comparison across databases. Specific updates include: Webr/options • Daddy_Dersch r/options • So many posts last two weeks said they were sure S&P 500 would fall below 3,500 r/options • Expected Moves this Week: Amazon, Apple, Meta, … grand chateau las vegas timeshare