Data provider—recognized for gold-standard in historical options data on futures, equities, ETFs—meeting with traders, investment funds, regarding assessing strategies, risk alongside growth in markets, shorter-dated trades, geopolitical uncertainty

NEW YORK: #AsiaPacificMarkets--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, will be exhibiting at Commodity Trading Week Americas, Stamford, June 17-18.

OptionMetrics representatives will meet with commodities traders, risk managers, and others on leveraging options and futures data in assessing financial strategies and risk across the global commodities trading landscape.

“Shorter-dated, more flexible products, greater access to global exchanges and diversified participation have led to explosive growth in commodities and futures options trading volumes. With Commodity Trading Week Americas drawing some of the most active commodity traders and investment funds worldwide, we look forward to meeting with them about the informative nature of historical options data in assessing strategies with geopolitical events, shorter-dated trades, hedging, and more,” says Eran Steinberg, COO and Chief of Staff.

OptionMetrics, known for providing the gold standard in historical options data for the past 25+ years, will showcase IvyDB Futures, its futures options price data and volatility surface calculations for US and European markets. IvyDB Futures covers 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges across eight sectors, including agriculture, energy, equity, interest rates, crypto, and more, with the earliest historical data beginning in January 2005. The data includes daily option pricing information (symbol, date, settlement price, volume, and open interest) and settlement prices for underlying futures.

OptionMetrics will also demonstrate its:

• US historical options data, IvyDB US, and international options datasets, IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF.
• Intraday data on options trading volume, for insights into options market order flows, participant activity, and directional trading strategies, with IvyDB Signed Volume.
• 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.

Fonte: Business Wire