OptionMetrics Exhibiting at Canadian Annual Derivatives Conference

Global options, futures, dividend data provider connecting with institutional investors, researchers at CADC on increase in options activity in Canada, globally

NEW YORK & MONTREAL--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Canadian Annual Derivatives Conference (CADC), June 8 in Montreal.

A premier provider of historical options and implied volatility data, OptionMetrics is used by 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk. The company will showcase its flagship IvyDB US (covering 10,000+ underlying US stocks and indices from 1996 onward), IvyDB Canada (on over 300 optionable securities from Canadian exchanges from March 2007 onward), other global options, futures, and dividend projection databases at CADC.

OptionMetrics CEO David Hait, Ph.D. notes the increasing use of options in Canada and globally.

“With more and more options being listed and increased demand in trading them, interest in options is on the rise globally. In Canada in particular, we have seen options volume steadily increase over the last decade as both institutional and retail investors increasingly look to them for hedging and investment strategies. At OptionMetrics, we are dedicated to providing the highest quality data to help professionals manage risk, generate alpha, and examine evolving markets. We welcome opportunities to talk about their needs for data at the Canadian Annual Derivatives Conference,” said Hait.

Read OptionMetrics blog on the growth in Canadian options volume and open interest.

CADC is Canada's leading derivatives conference discussing Canadian derivatives and key developments in equities, fixed income, technology, regulation, and clearing.

In addition to IvyDB US and IvyDB Canada, OptionMetrics will also showcase:

• IvyDB Europe and IvyDB Asia with comprehensive, accurate end-of-day prices for options, calculated implied volatilities, and greeks from major exchanges in Europe and Asia respectively
• IvyDB Signed Volume option trading volume, order flows, institutional and retail trading to assess directional trading
• IvyDB Futures to assess optionable futures in agriculture, currency, energy, interest rate, metals, more
• Real-time dividend forecasting data from its acquisition of Woodseer Global, with algorithm+analyst methodology to help backtest dividend strategies, anticipate portfolio income, and more

Contact William Ko to schedule an appointment with OptionMetrics.