OptionMetrics Exhibiting at Asset Management Derivatives Forum Orlando

The gold standard for research-grade data on global equities, options on futures, ETFs, and dividends will meet with portfolio managers, researchers, and risk managers on ways to leverage high-quality historical options data in derivatives strategies

OptionMetrics Exhibiting at Asset Management Derivatives Forum Orlando

Media Contact:
Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com

OptionMetrics, the leading options database and analytics provider for institutional investors and academic researchers worldwide, is exhibiting at Asset Management Derivatives Forum (AMDF) in Orlando, February 12-14, 2025.

Global options volume for 2024 reached 177.1 billion contracts, up about 63% from 2023, and total futures volume was 28.2 billion contracts in 2024, up 1% from 2023, according to FIA.

OptionMetrics will meet with asset, trading, risk, and other financial professionals about leveraging historical options and futures data to develop competitive financial strategies.

“The informative nature of derivatives is essential in assessing price sensitivity of financial instruments, examining pressures from economic and market variables, and managing risk,” says CEO David Hait, Ph.D. “The Asset Management Derivatives Forum offers a good opportunity to connect and discuss the power of historical options and futures data in analyzing investment trends, constructing portfolios, and hedging macroeconomic and other risks.”

OptionMetrics data captures daily high/low/closing prices, dividends, corporate action information, and delivers accurate volatility surface calculations for options on equities, futures, indexes, and ETFs. This data is used by financial and academic institutions worldwide to assess risk and examine strategies to generate alpha. OptionMetrics will showcase:

Industry standard US historical options data, with IvyDB US, and international options datasets, IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF.
Forward-looking dividend projections for single-name US securities based on options data, with IvyDB Implied Dividend.
Historical future options price data and volatility surface calculations for US and European futures 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.
Intraday data on option trading volume, assigned as buyer-initiated or seller-initiated, for insights into options market order flows, participant activity, and directional trading strategies, with IvyDB Signed Volume.
Woodseer Dividend Forecast Data with GenAI and algorithm+analyst+AI methodology for trading, back-testing strategies, risk management, and anticipating portfolio income.